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Use a pnl task per symbol

fsp_feeds
Tyler Goodlet 2021-09-07 12:54:32 -04:00
parent b5c1120ad0
commit 063788499a
1 changed files with 40 additions and 33 deletions
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73
piker/ui/order_mode.py
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@ -625,8 +625,7 @@ async def open_order_mode(
live_pp = mode.pp.live_pp
size = live_pp.size
if size:
global _zero_pp
_zero_pp = False
global _pnl_tasks
# compute and display pnl status immediately
mode.pane.pnl_label.format(
@ -681,7 +680,7 @@ async def open_order_mode(
yield mode
_zero_pp: bool = True
_pnl_tasks: dict[str, bool] = {}
async def display_pnl(
@ -693,12 +692,15 @@ async def display_pnl(
Error if this task is spawned where there is a net-zero pp.
'''
global _zero_pp
assert not _zero_pp
global _pnl_tasks
pp = order_mode.pp
live = pp.live_pp
sym = live.symbol.key
assert not _pnl_tasks.get(sym)
_pnl_tasks[sym] = True
if live.size < 0:
types = ('ask', 'last', 'last', 'utrade')
@ -709,37 +711,39 @@ async def display_pnl(
raise RuntimeError('No pp?!?!')
# real-time update pnl on the status pane
async with feed.stream.subscribe() as bstream:
# last_tick = time.time()
async for quotes in bstream:
try:
async with feed.stream.subscribe() as bstream:
# last_tick = time.time()
async for quotes in bstream:
# now = time.time()
# period = now - last_tick
# now = time.time()
# period = now - last_tick
for sym, quote in quotes.items():
for sym, quote in quotes.items():
for tick in iterticks(quote, types):
# print(f'{1/period} Hz')
for tick in iterticks(quote, types):
# print(f'{1/period} Hz')
size = live.size
size = live.size
if size == 0:
# terminate this update task since we're
# no longer in a pp
order_mode.pane.pnl_label.format(pnl=0)
return
if size == 0:
# terminate this update task since we're
# no longer in a pp
_zero_pp = True
order_mode.pane.pnl_label.format(pnl=0)
return
else:
# compute and display pnl status
order_mode.pane.pnl_label.format(
pnl=copysign(1, size) * pnl(
live.avg_price,
tick['price'],
),
)
else:
# compute and display pnl status
order_mode.pane.pnl_label.format(
pnl=copysign(1, size) * pnl(
live.avg_price,
tick['price'],
),
)
# last_tick = time.time()
# last_tick = time.time()
finally:
assert _pnl_tasks[sym]
assert _pnl_tasks.pop(sym)
async def process_trades_and_update_ui(
@ -754,7 +758,7 @@ async def process_trades_and_update_ui(
get_index = mode.chart.get_index
tracker = mode.pp
global _zero_pp
global _pnl_tasks
# this is where we receive **back** messages
# about executions **from** the EMS actor
@ -771,14 +775,17 @@ async def process_trades_and_update_ui(
sym = mode.chart.linked.symbol
if msg['symbol'].lower() in sym.key:
tracker.live_pp.update_from_msg(msg)
tracker.update_from_pp()
# update order pane widgets
mode.pane.update_status_ui()
if mode.pp.live_pp.size and _zero_pp:
_zero_pp = False
if (
tracker.live_pp.size and
sym.key not in _pnl_tasks
):
n.start_soon(
display_pnl,
feed,