Get roundtrip alert uuids workin; stage order book api
Tyler Goodlet
parent
d0a3deae09
commit
24536ad769
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@ -23,8 +23,9 @@ from typing import (
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AsyncIterator, List, Dict, Callable, Tuple,
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Any,
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)
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import uuid
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# import uuid
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import pyqtgraph as pg
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import trio
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from trio_typing import TaskStatus
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import tractor
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@ -32,12 +33,14 @@ import tractor
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from . import data
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from .log import get_logger
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from .data._source import Symbol
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from .ui._style import hcolor
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log = get_logger(__name__)
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_to_router: trio.abc.SendChannel = None
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_from_ui: trio.abc.ReceiveChannel = None
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_lines = {}
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_local_book = {}
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@ -54,6 +57,21 @@ class OrderBook:
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orders: Dict[str, dict] = field(default_factory=dict)
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_cmds_from_ui: trio.abc.ReceiveChannel = _from_ui
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async def alert(self, price: float) -> str:
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...
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async def buy(self, price: float) -> str:
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...
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async def sell(self, price: float) -> str:
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...
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async def modify(self, oid: str, price) -> bool:
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...
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async def cancel(self, oid: str) -> bool:
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...
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_orders: OrderBook = None
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@ -86,8 +104,11 @@ async def send_order_cmds():
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symbol = lc.symbol
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tp = order['type']
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price = order['price']
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oid = order['oid']
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oid = str(uuid.uuid4())
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print(f'oid: {oid}')
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# TODO
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# oid = str(uuid.uuid4())
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cmd = {
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'price': price,
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@ -134,7 +155,7 @@ def mk_check(trigger_price, known_last) -> Callable[[float, float], bool]:
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else:
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return False
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return check_gt
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return check_gt, 'gt'
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elif trigger_price <= known_last:
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@ -144,7 +165,7 @@ def mk_check(trigger_price, known_last) -> Callable[[float, float], bool]:
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else:
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return False
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return check_lt
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return check_lt, 'lt'
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@dataclass
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@ -233,17 +254,23 @@ async def exec_orders(
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if not execs:
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continue
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for pred, action in tuple(execs):
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for oid, pred, action in tuple(execs):
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# push trigger msg back to parent as an "alert"
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# (mocking for eg. a "fill")
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if pred(price):
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res = action(price)
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name = action(price)
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await ctx.send_yield({
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'type': 'alert',
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'price': price,
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# current shm array index
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'index': feed.shm._last.value - 1,
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'name': name,
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'oid': oid,
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})
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execs.remove((pred, action))
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print(f"GOT ALERT FOR {exec_price} @ \n{tick}")
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execs.remove((oid, pred, action))
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print(
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f"GOT ALERT FOR {exec_price} @ \n{tick}\n")
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print(f'execs are {execs}')
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# feed teardown
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@ -264,10 +291,17 @@ async def stream_and_route(ctx, ui_name):
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async for cmd in await portal.run(send_order_cmds):
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action = cmd.pop('action')
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if action == 'cancel':
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pass
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tp = cmd.pop('type')
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trigger_price = cmd['price']
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sym = cmd['symbol']
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brokers = cmd['brokers']
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oid = cmd['oid']
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if tp == 'alert':
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log.info(f'Alert {cmd} received in {actor.uid}')
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@ -295,18 +329,20 @@ async def stream_and_route(ctx, ui_name):
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# should be based on the current first price received from the
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# feed, instead of being like every other shitty tina platform
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# that makes the user choose the predicate operator.
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pred = mk_check(trigger_price, last)
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pred, name = mk_check(trigger_price, last)
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# create list of executions on first entry
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book.orders.setdefault((broker, sym), []).append(
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(pred, lambda p: p)
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(oid, pred, lambda p: name)
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)
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# continue and wait on next order cmd
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async def spawn_router_stream_alerts(
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chart,
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symbol: Symbol,
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# lines: 'LinesEditor',
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task_status: TaskStatus[str] = trio.TASK_STATUS_IGNORED,
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) -> None:
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"""Spawn an EMS daemon and begin sending orders and receiving
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@ -314,7 +350,7 @@ async def spawn_router_stream_alerts(
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"""
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# setup local ui event streaming channels
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global _from_ui, _to_router
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global _from_ui, _to_router, _lines
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_to_router, _from_ui = trio.open_memory_channel(100)
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actor = tractor.current_actor()
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@ -337,6 +373,27 @@ async def spawn_router_stream_alerts(
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async for alert in stream:
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yb = pg.mkBrush(hcolor('alert_yellow'))
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angle = 90 if alert['name'] == 'lt' else -90
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arrow = pg.ArrowItem(
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angle=angle,
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baseAngle=0,
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headLen=5,
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headWidth=2,
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tailLen=None,
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brush=yb,
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)
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arrow.setPos(alert['index'], alert['price'])
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chart.plotItem.addItem(arrow)
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# delete the line from view
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oid = alert['oid']
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print(f'_lines: {_lines}')
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print(f'deleting line with oid: {oid}')
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_lines.pop(oid).delete()
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# TODO: this in another task?
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# not sure if this will ever be a bottleneck,
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# we probably could do graphics stuff first tho?
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@ -345,10 +402,10 @@ async def spawn_router_stream_alerts(
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result = await trio.run_process(
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[
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'notify-send',
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'piker',
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f'Alert: {alert}',
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'-u', 'normal',
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'-t', '10000',
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'piker',
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f'alert: {alert}',
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],
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)
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log.runtime(result)
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@ -937,6 +937,7 @@ async def _async_main(
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# spawn EMS actor-service
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router_send_chan = await n.start(
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spawn_router_stream_alerts,
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chart,
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symbol,
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)
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@ -17,7 +17,9 @@
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"""
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UX interaction customs.
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"""
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from dataclasses import dataclass
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from typing import Optional
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import uuid
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import pyqtgraph as pg
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from pyqtgraph import ViewBox, Point, QtCore, QtGui
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@ -27,6 +29,7 @@ import numpy as np
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from ..log import get_logger
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from ._style import _min_points_to_show, hcolor, _font
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from ._graphics._lines import level_line
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from .._ems import _lines
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log = get_logger(__name__)
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@ -195,13 +198,30 @@ class SelectRect(QtGui.QGraphicsRectItem):
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self.hide()
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@dataclass
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class LinesEditor:
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view: 'ChartView'
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chart: 'ChartPlotWidget'
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active_line: 'LevelLine'
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def stage_line(self) -> 'LevelLine':
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...
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def commit_line(self) -> 'LevelLine':
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...
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def remove_line(self, line) -> None:
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...
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class ChartView(ViewBox):
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"""Price chart view box with interaction behaviors you'd expect from
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any interactive platform:
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- zoom on mouse scroll that auto fits y-axis
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- no vertical scrolling
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- zoom to a "fixed point" on the y-axis
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- vertical scrolling on y-axis
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- zoom on x to most recent in view datum
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- zoom on right-click-n-drag to cursor position
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"""
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def __init__(
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self,
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@ -306,9 +326,7 @@ class ChartView(ViewBox):
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# Scale or translate based on mouse button
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if button & (QtCore.Qt.LeftButton | QtCore.Qt.MidButton):
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# print(f'left click drag pos {pos}')
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# zoom only y-axis when click-n-drag on it
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# zoom y-axis ONLY when click-n-drag on it
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if axis == 1:
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# set a static y range special value on chart widget to
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# prevent sizing to data in view.
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@ -407,11 +425,16 @@ class ChartView(ViewBox):
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# XXX: should make this an explicit attr
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# it's assigned inside ``.add_plot()``
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self.linked_charts._to_router.send_nowait({
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'symbol': chart.name,
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'brokers': ['kraken'],
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lc = self.linked_charts
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oid = str(uuid.uuid4())
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lc._to_router.send_nowait({
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'chart': lc,
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'type': 'alert',
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'price': y,
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'oid': oid,
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# 'symbol': lc.chart.name,
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# 'brokers': lc.symbol.brokers,
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# 'price': y,
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})
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line = level_line(
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@ -419,6 +442,7 @@ class ChartView(ViewBox):
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level=y,
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color='alert_yellow',
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)
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_lines[oid] = line
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log.info(f'clicked {pos}')
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def keyReleaseEvent(self, ev):
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