Add a client side order dialog type for tracking flows in the UI

pause_feeds_on_sym_switch
Tyler Goodlet 2021-07-13 15:28:19 -04:00
parent bd754b740d
commit 0dc18598fb
2 changed files with 118 additions and 80 deletions

View File

@ -237,7 +237,6 @@ class LineEditor:
log.warning(f'No line for {uuid} could be found?')
return
else:
assert line.oid == uuid
line.show_labels()
# TODO: other flashy things to indicate the order is active
@ -260,18 +259,16 @@ class LineEditor:
self,
line: LevelLine = None,
uuid: str = None,
) -> LevelLine:
"""Remove a line by refernce or uuid.
) -> Optional[LevelLine]:
'''Remove a line by refernce or uuid.
If no lines or ids are provided remove all lines under the
cursor position.
"""
if line:
uuid = line.oid
'''
# try to look up line from our registry
line = self._order_lines.pop(uuid, None)
line = self._order_lines.pop(uuid, line)
if line:
# if hovered remove from cursor set
@ -284,8 +281,13 @@ class LineEditor:
# just because we never got a un-hover event
cursor.show_xhair()
log.debug(f'deleting {line} with oid: {uuid}')
line.delete()
return line
else:
log.warning(f'Could not find line for {line}')
return line
class SelectRect(QtGui.QGraphicsRectItem):

View File

@ -41,12 +41,31 @@ log = get_logger(__name__)
class Position(BaseModel):
'''Basic pp representation with attached fills history.
'''
symbol: Symbol
size: float
avg_price: float
avg_price: float # TODO: contextual pricing
fills: Dict[str, Any] = {}
class OrderDialog(BaseModel):
'''Trade dialogue meta-data describing the lifetime
of an order submission to ``emsd`` from a chart.
'''
uuid: str
line: LevelLine
last_status_close: Callable = lambda: None
msgs: dict[str, dict] = {}
fills: Dict[str, Any] = {}
class Config:
arbitrary_types_allowed = True
underscore_attrs_are_private = False
@dataclass
class OrderMode:
'''Major mode for placing orders on a chart view.
@ -60,8 +79,8 @@ class OrderMode:
Current manual:
a -> alert
s/ctrl -> submission type modifier {on: live, off: dark}
f (fill) -> buy limit order
d (dump) -> sell limit order
f (fill) -> 'buy' limit order
d (dump) -> 'sell' limit order
c (cancel) -> cancel order under cursor
cc -> cancel all submitted orders on chart
mouse click and drag -> modify current order under cursor
@ -85,8 +104,7 @@ class OrderMode:
_position: Dict[str, Any] = field(default_factory=dict)
_position_line: dict = None
_pending_submissions: dict[str, (LevelLine, Callable)] = field(
default_factory=dict)
dialogs: dict[str, OrderDialog] = field(default_factory=dict)
def on_position_update(
self,
@ -139,33 +157,34 @@ class OrderMode:
action=action,
)
def on_submit(self, uuid: str) -> dict:
"""On order submitted event, commit the order line
and registered order uuid, store ack time stamp.
def on_submit(self, uuid: str) -> OrderDialog:
'''Order submitted status event handler.
TODO: annotate order line with submission type ('live' vs.
'dark').
Commit the order line and registered order uuid, store ack time stamp.
"""
'''
line = self.lines.commit_line(uuid)
pending = self._pending_submissions.get(uuid)
if pending:
order_line, func = pending
assert order_line is line
func()
# a submission is the start of a new order dialog
dialog = self.dialogs[uuid]
dialog.line = line
dialog.last_status_close()
return line
return dialog
def on_fill(
self,
uuid: str,
price: float,
arrow_index: float,
pointing: Optional[str] = None
pointing: Optional[str] = None,
# delete_line: bool = False,
) -> None:
line = self.lines._order_lines.get(uuid)
dialog = self.dialogs[uuid]
line = dialog.line
if line:
self.arrows.add(
uuid,
@ -174,6 +193,8 @@ class OrderMode:
pointing=pointing,
color=line.color
)
else:
log.warn("No line for order {uuid}!?")
async def on_exec(
self,
@ -181,11 +202,6 @@ class OrderMode:
msg: Dict[str, Any],
) -> None:
# only once all fills have cleared and the execution
# is complet do we remove our "order line"
line = self.lines.remove_line(uuid=uuid)
log.debug(f'deleting {line} with oid: {uuid}')
# DESKTOP NOTIFICATIONS
#
# TODO: this in another task?
@ -212,10 +228,9 @@ class OrderMode:
self.lines.remove_line(uuid=uuid)
self.chart.linked.cursor.show_xhair()
pending = self._pending_submissions.pop(uuid, None)
if pending:
order_line, func = pending
func()
dialog = self.dialogs.pop(uuid, None)
if dialog:
dialog.last_status_close()
else:
log.warning(
f'Received cancel for unsubmitted order {pformat(msg)}'
@ -225,7 +240,7 @@ class OrderMode:
self,
size: Optional[float] = None,
) -> LevelLine:
) -> OrderDialog:
"""Send execution order to EMS return a level line to
represent the order on a chart.
@ -234,7 +249,7 @@ class OrderMode:
# to be displayed when above order ack arrives
# (means the line graphic doesn't show on screen until the
# order is live in the emsd).
uid = str(uuid.uuid4())
oid = str(uuid.uuid4())
size = size or self._size
@ -246,9 +261,46 @@ class OrderMode:
action = self._action
# TODO: update the line once an ack event comes back
# from the EMS!
# TODO: place a grey line in "submission" mode
# which will be updated to it's appropriate action
# color once the submission ack arrives.
# make line graphic if order push was sucessful
line = self.lines.create_order_line(
oid,
level=y,
chart=chart,
size=size,
action=action,
)
dialog = OrderDialog(
uuid=oid,
line=line,
last_status_close=self.status_bar.open_status(
f'submitting {self._exec_mode}-{action}',
final_msg=f'submitted {self._exec_mode}-{action}',
clear_on_next=True,
)
)
# TODO: create a new ``OrderLine`` with this optional var defined
line.dialog = dialog
# enter submission which will be popped once a response
# from the EMS is received to move the order to a different# status
self.dialogs[oid] = dialog
# hook up mouse drag handlers
line._on_drag_start = self.order_line_modify_start
line._on_drag_end = self.order_line_modify_complete
# send order cmd to ems
self.book.send(
uuid=uid,
uuid=oid,
symbol=symbol.key,
brokers=symbol.brokers,
price=y,
@ -257,36 +309,7 @@ class OrderMode:
exec_mode=self._exec_mode,
)
# TODO: update the line once an ack event comes back
# from the EMS!
# make line graphic if order push was
# sucessful
line = self.lines.create_order_line(
uid,
level=y,
chart=chart,
size=size,
action=action,
)
line.oid = uid
# enter submission which will be popped once a response
# from the EMS is received to move the order to a different# status
self._pending_submissions[uid] = (
line,
self.status_bar.open_status(
f'submitting {self._exec_mode}-{action}',
final_msg=f'submitted {self._exec_mode}-{action}',
clear_on_next=True,
)
)
# hook up mouse drag handlers
line._on_drag_start = self.order_line_modify_start
line._on_drag_end = self.order_line_modify_complete
return line
return dialog
def cancel_orders_under_cursor(self) -> list[str]:
return self.cancel_orders_from_lines(
@ -317,16 +340,16 @@ class OrderMode:
# cancel all active orders and triggers
for line in lines:
oid = getattr(line, 'oid', None)
dialog = getattr(line, 'dialog', None)
if oid:
self._pending_submissions[oid] = (
line,
self.status_bar.open_status(
f'cancelling order {oid[:6]}',
group_key=key,
),
if dialog:
oid = dialog.uuid
cancel_status_close = self.status_bar.open_status(
f'cancelling order {oid[:6]}',
group_key=key,
)
dialog.last_status_close = cancel_status_close
ids.append(oid)
self.book.cancel(uuid=oid)
@ -338,16 +361,20 @@ class OrderMode:
def order_line_modify_start(
self,
line: LevelLine,
) -> None:
print(f'Line modify: {line}')
# cancel original order until new position is found
def order_line_modify_complete(
self,
line: LevelLine,
) -> None:
self.book.update(
uuid=line.oid,
uuid=line.dialog.uuid,
# TODO: should we round this to a nearest tick here?
price=line.value(),
@ -464,6 +491,10 @@ async def start_order_mode(
resp = msg['resp']
oid = msg['oid']
dialog = order_mode.dialogs[oid]
# record message to dialog tracking
dialog.msgs[oid] = msg
# response to 'action' request (buy/sell)
if resp in (
'dark_submitted',
@ -496,16 +527,21 @@ async def start_order_mode(
order_mode.on_fill(
oid,
price=msg['trigger_price'],
arrow_index=get_index(time.time())
arrow_index=get_index(time.time()),
)
order_mode.lines.remove_line(uuid=oid)
await order_mode.on_exec(oid, msg)
# response to completed 'action' request for buy/sell
elif resp in (
'broker_executed',
):
# right now this is just triggering a system alert
await order_mode.on_exec(oid, msg)
if msg['brokerd_msg']['remaining'] == 0:
order_mode.lines.remove_line(uuid=oid)
# each clearing tick is responded individually
elif resp in ('broker_filled',):