Use a scatter plot overlay to create real-time chart markers

On Deephaven Community Slack, we frequently get interesting questions from users. Recently, a user asked us how to draw markers on a chart. In his case, he wanted to plot financial predictions with markers when his automated trading system bought or sold a stock or option.

Drawing markers is easy, but it may not be obvious until you have seen it once. To draw markers on a chart, you need to:

Draw your primary chart.
Clone the x- and y- axes using twin.
Set the new axes to be a scatter plot.
Draw the points on the new axes.

That's it.

Let's look at an example:

from deephaven import time_table
from deephaven.plot.figure import Figure
from deephaven.plot import PlotStyle
from deephaven.plot import Color, Colors
from deephaven.plot import font_family_names, Font, FontStyle, Shape


data = time_table("PT00:00:01").update(
    [
        "Open = 10*sin(0.2*ii) + 2*random()",
        "High = Open + 1",
        "Low = Open - 1",
        "Close = Open + 0.5",
    ]
)

points = data.where("i%5 = 0").view(
    ["Timestamp", "Type= i%3==0 ? `Sell` : `Buy`", "Point = i%3==0 ? High+1 : Low-1"]
)

plot = (
    Figure()
    .figure_title("OHLC + Points")
    .plot_xy(
        series_name="OHLC", t=data, x="Timestamp", y_high="High", y_low="Low", y="Close"
    )
    .twin()
    .axes(plot_style=PlotStyle.SCATTER)
    .plot_xy(series_name="Buy", t=points.where("Type=`Buy`"), x="Timestamp", y="Point")
    .plot_xy(
        series_name="Sell", t=points.where("Type=`Sell`"), x="Timestamp", y="Point"
    )
    .show()
)

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