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ui.R
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ui.R
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## Copyright (C) 2015 Phil Stubbings <phil@parasec.net>
## Licensed under the GPL v2 license. See LICENSE.md for full terms.
shinyUI(fluidPage(
includeCSS("www/bootstrap-slate.css"),
includeCSS("www/my.css"),
titlePanel("obAnalytics | Microstructure visualisation"),
sidebarLayout(
sidebarPanel(width=3,
dateInput("date",
label="",
value="2015-08-18",
min="2015-08-18",
max="2015-08-25"),
hr(),
plotOutput("overview.plot",
height="250px"),
hr(),
wellPanel(
h4("Time of day"),
sliderInput("time.point.h",
"Hour",
min=0,
max=23,
value=23,
step=1,
width="100%",
animate=animationOptions(interval=3000, loop=F)),
sliderInput("time.point.m",
"Minute",
min=0,
max=59,
value=30,
step=1,
width="100%",
animate=animationOptions(interval=3000, loop=F)),
sliderInput("time.point.s",
"Second",
min=0,
max=59,
value=0,
step=1,
width="100%",
animate=animationOptions(interval=3000, loop=F)),
sliderInput("time.point.ms",
"Millisecond",
min=0,
max=999,
value=0,
step=1,
width="100%",
animate=animationOptions(interval=3000, loop=F)),
verbatimTextOutput("time.point.out")),
hr(),
wellPanel(
selectInput("res",
"Time range",
list("15 seconds"=15,
"30 seconds"=30,
"1 minute"=60,
"5 minutes"=300,
"15 minutes"=900,
"30 minutes"=1800,
"1 hour"=3600,
"3 hours"=10800,
"6 hours"=21600,
"12 hours"=43200,
"1 day"=86399,
"custom"=0),
selected=3600)
),
conditionalPanel(
condition="input.res == 0",
wellPanel(
sliderInput("zoom.width",
"Zoom width",
min=1,
max=86399,
value=60,
step=1,
width="100%"),
verbatimTextOutput("zoom.width.out"))),
hr(),
conditionalPanel(
condition="input.histcheck",
wellPanel(
plotOutput("price.histogram.plot",
height="250px"),
plotOutput("volume.histogram..plot",
height="250px"))
),
wellPanel(
fluidRow(
column(6, selectInput("pvrange",
"Price & Volume range",
list("Auto"=1,
"Custom"=0))),
column(5, checkboxInput("histcheck",
label="Show histograms",
value=F)))),
conditionalPanel(
condition="input.pvrange == 0",
wellPanel(
fluidRow(
column(6, numericInput("price.from",
label="Price from",
value=0.01,
min=0.01,
max=999.99)),
column(6, numericInput("price.to",
label="Price to",
value=1000.00,
min=0.02,
max=1000.00))),
hr(),
fluidRow(
column(6, numericInput("volume.from",
label="Volume from",
value=0.00000001,
min=0.00000001,
max=99999.99999999)),
column(6, numericInput("volume.to",
label="Volume to",
value=100000,
min=0.00000002,
max=100000))),
actionButton("reset.range", label="Reset range")))),
mainPanel(width=9,
tabsetPanel(type="tabs", selected="Price level volume",
tabPanel("Order book",
wellPanel(
plotOutput("ob.depth.plot")),
hr(),
fluidRow(
column(6, align="right",
wellPanel(
tags$h3("Bids"),
hr(),
tableOutput("ob_bids_out"))),
column(6, align="left",
wellPanel(
tags$h3("Asks"),
hr(),
tableOutput("ob.asks.out"))))),
tabPanel("Price level volume",
wellPanel(
plotOutput("depth.map.plot", height="800px")),
conditionalPanel(
condition="input.showpercentiles == true",
wellPanel(
plotOutput("depth.percentile.plot", height="400px"))),
wellPanel(
fluidRow(
column(6,
checkboxInput("showtrades",
label="Show trades", value=F),
checkboxInput("showspread",
label="Show spread", value=F),
checkboxInput("showmidprice",
label="Show midprice", value=T),
checkboxInput("showalldepth",
label="Show resting orders", value=F),
checkboxInput("showpercentiles",
label="Show liquidity percentiles", value=T)),
column(4,
selectInput("depthbias",
"Colour bias",
list("Log10"=2,
"Custom"=0),
selected=0),
conditionalPanel(
condition="input.depthbias == 0",
numericInput("depthbias.value", label="bias", value=0.1)))))),
tabPanel("Order events",
wellPanel(
plotOutput("quote.map.plot", height="800px"))
),
tabPanel("Cancellations",
wellPanel(
plotOutput("cancellation.volume.map.plot",
height="800px"),
checkboxInput("logvol",
label="Logarithmic scale",
value=T))),
tabPanel("Trades",
wellPanel(
dataTableOutput(outputId="trades.out"))),
tabPanel("Events",
wellPanel(
dataTableOutput(outputId="events.out"))),
tabPanel("About",
wellPanel(
h1("About"),
p("This experimental tool/demo has been developed using the",
a("Shiny", href="http://shiny.rstudio.com/"),
"web application framework for R."),
p("It is based on", tags$b(a("obAnalytics",
href="https://github.com/phil8192/ob-analytics")),
"- an R package created to explore and visualise
limit order book data."),
br(),
p("Copyright", HTML("©"), "2015, Phil Stubbings."),
p(a("phil@parasec.net", href="mailto:phil@parasec.net")),
p(a("http://parasec.net", href="http://parasec.net")))))))))