Add a client side order dialog type for tracking flows in the UI
Tyler Goodlet
parent
5a271f9a5e
commit
2d787901f9
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@ -237,7 +237,6 @@ class LineEditor:
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log.warning(f'No line for {uuid} could be found?')
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return
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else:
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assert line.oid == uuid
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line.show_labels()
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# TODO: other flashy things to indicate the order is active
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@ -260,18 +259,16 @@ class LineEditor:
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self,
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line: LevelLine = None,
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uuid: str = None,
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) -> LevelLine:
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"""Remove a line by refernce or uuid.
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) -> Optional[LevelLine]:
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'''Remove a line by refernce or uuid.
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If no lines or ids are provided remove all lines under the
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cursor position.
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"""
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if line:
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uuid = line.oid
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'''
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# try to look up line from our registry
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line = self._order_lines.pop(uuid, None)
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line = self._order_lines.pop(uuid, line)
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if line:
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# if hovered remove from cursor set
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@ -284,8 +281,13 @@ class LineEditor:
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# just because we never got a un-hover event
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cursor.show_xhair()
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log.debug(f'deleting {line} with oid: {uuid}')
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line.delete()
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return line
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else:
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log.warning(f'Could not find line for {line}')
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return line
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class SelectRect(QtGui.QGraphicsRectItem):
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@ -41,12 +41,31 @@ log = get_logger(__name__)
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class Position(BaseModel):
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'''Basic pp representation with attached fills history.
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'''
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symbol: Symbol
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size: float
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avg_price: float
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avg_price: float # TODO: contextual pricing
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fills: Dict[str, Any] = {}
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class OrderDialog(BaseModel):
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'''Trade dialogue meta-data describing the lifetime
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of an order submission to ``emsd`` from a chart.
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'''
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uuid: str
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line: LevelLine
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last_status_close: Callable = lambda: None
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msgs: dict[str, dict] = {}
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fills: Dict[str, Any] = {}
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class Config:
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arbitrary_types_allowed = True
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underscore_attrs_are_private = False
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@dataclass
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class OrderMode:
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'''Major mode for placing orders on a chart view.
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@ -60,8 +79,8 @@ class OrderMode:
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Current manual:
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a -> alert
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s/ctrl -> submission type modifier {on: live, off: dark}
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f (fill) -> buy limit order
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d (dump) -> sell limit order
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f (fill) -> 'buy' limit order
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d (dump) -> 'sell' limit order
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c (cancel) -> cancel order under cursor
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cc -> cancel all submitted orders on chart
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mouse click and drag -> modify current order under cursor
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@ -85,8 +104,7 @@ class OrderMode:
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_position: Dict[str, Any] = field(default_factory=dict)
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_position_line: dict = None
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_pending_submissions: dict[str, (LevelLine, Callable)] = field(
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default_factory=dict)
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dialogs: dict[str, OrderDialog] = field(default_factory=dict)
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def on_position_update(
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self,
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@ -139,33 +157,34 @@ class OrderMode:
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action=action,
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)
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def on_submit(self, uuid: str) -> dict:
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"""On order submitted event, commit the order line
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and registered order uuid, store ack time stamp.
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def on_submit(self, uuid: str) -> OrderDialog:
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'''Order submitted status event handler.
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TODO: annotate order line with submission type ('live' vs.
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'dark').
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Commit the order line and registered order uuid, store ack time stamp.
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"""
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'''
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line = self.lines.commit_line(uuid)
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pending = self._pending_submissions.get(uuid)
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if pending:
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order_line, func = pending
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assert order_line is line
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func()
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# a submission is the start of a new order dialog
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dialog = self.dialogs[uuid]
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dialog.line = line
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dialog.last_status_close()
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return line
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return dialog
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def on_fill(
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self,
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uuid: str,
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price: float,
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arrow_index: float,
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pointing: Optional[str] = None
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pointing: Optional[str] = None,
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# delete_line: bool = False,
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) -> None:
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line = self.lines._order_lines.get(uuid)
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dialog = self.dialogs[uuid]
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line = dialog.line
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if line:
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self.arrows.add(
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uuid,
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@ -174,6 +193,8 @@ class OrderMode:
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pointing=pointing,
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color=line.color
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)
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else:
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log.warn("No line for order {uuid}!?")
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async def on_exec(
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self,
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@ -181,11 +202,6 @@ class OrderMode:
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msg: Dict[str, Any],
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) -> None:
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# only once all fills have cleared and the execution
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# is complet do we remove our "order line"
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line = self.lines.remove_line(uuid=uuid)
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log.debug(f'deleting {line} with oid: {uuid}')
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# DESKTOP NOTIFICATIONS
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#
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# TODO: this in another task?
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@ -212,10 +228,9 @@ class OrderMode:
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self.lines.remove_line(uuid=uuid)
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self.chart.linked.cursor.show_xhair()
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pending = self._pending_submissions.pop(uuid, None)
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if pending:
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order_line, func = pending
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func()
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dialog = self.dialogs.pop(uuid, None)
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if dialog:
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dialog.last_status_close()
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else:
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log.warning(
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f'Received cancel for unsubmitted order {pformat(msg)}'
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@ -225,7 +240,7 @@ class OrderMode:
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self,
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size: Optional[float] = None,
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) -> LevelLine:
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) -> OrderDialog:
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"""Send execution order to EMS return a level line to
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represent the order on a chart.
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@ -234,7 +249,7 @@ class OrderMode:
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# to be displayed when above order ack arrives
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# (means the line graphic doesn't show on screen until the
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# order is live in the emsd).
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uid = str(uuid.uuid4())
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oid = str(uuid.uuid4())
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size = size or self._size
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@ -246,9 +261,46 @@ class OrderMode:
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action = self._action
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# TODO: update the line once an ack event comes back
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# from the EMS!
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# TODO: place a grey line in "submission" mode
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# which will be updated to it's appropriate action
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# color once the submission ack arrives.
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# make line graphic if order push was sucessful
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line = self.lines.create_order_line(
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oid,
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level=y,
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chart=chart,
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size=size,
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action=action,
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)
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dialog = OrderDialog(
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uuid=oid,
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line=line,
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last_status_close=self.status_bar.open_status(
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f'submitting {self._exec_mode}-{action}',
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final_msg=f'submitted {self._exec_mode}-{action}',
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clear_on_next=True,
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)
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)
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# TODO: create a new ``OrderLine`` with this optional var defined
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line.dialog = dialog
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# enter submission which will be popped once a response
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# from the EMS is received to move the order to a different# status
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self.dialogs[oid] = dialog
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# hook up mouse drag handlers
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line._on_drag_start = self.order_line_modify_start
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line._on_drag_end = self.order_line_modify_complete
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# send order cmd to ems
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self.book.send(
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uuid=uid,
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uuid=oid,
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symbol=symbol.key,
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brokers=symbol.brokers,
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price=y,
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@ -257,36 +309,7 @@ class OrderMode:
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exec_mode=self._exec_mode,
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)
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# TODO: update the line once an ack event comes back
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# from the EMS!
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# make line graphic if order push was
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# sucessful
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line = self.lines.create_order_line(
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uid,
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level=y,
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chart=chart,
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size=size,
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action=action,
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)
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line.oid = uid
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# enter submission which will be popped once a response
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# from the EMS is received to move the order to a different# status
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self._pending_submissions[uid] = (
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line,
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self.status_bar.open_status(
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f'submitting {self._exec_mode}-{action}',
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final_msg=f'submitted {self._exec_mode}-{action}',
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clear_on_next=True,
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)
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)
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# hook up mouse drag handlers
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line._on_drag_start = self.order_line_modify_start
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line._on_drag_end = self.order_line_modify_complete
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return line
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return dialog
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def cancel_orders_under_cursor(self) -> list[str]:
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return self.cancel_orders_from_lines(
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@ -317,16 +340,16 @@ class OrderMode:
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# cancel all active orders and triggers
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for line in lines:
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oid = getattr(line, 'oid', None)
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dialog = getattr(line, 'dialog', None)
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if oid:
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self._pending_submissions[oid] = (
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line,
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self.status_bar.open_status(
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f'cancelling order {oid[:6]}',
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group_key=key,
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),
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if dialog:
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oid = dialog.uuid
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cancel_status_close = self.status_bar.open_status(
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f'cancelling order {oid[:6]}',
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group_key=key,
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)
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dialog.last_status_close = cancel_status_close
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ids.append(oid)
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self.book.cancel(uuid=oid)
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@ -338,16 +361,20 @@ class OrderMode:
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def order_line_modify_start(
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self,
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line: LevelLine,
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) -> None:
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print(f'Line modify: {line}')
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# cancel original order until new position is found
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def order_line_modify_complete(
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self,
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line: LevelLine,
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) -> None:
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self.book.update(
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uuid=line.oid,
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uuid=line.dialog.uuid,
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# TODO: should we round this to a nearest tick here?
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price=line.value(),
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@ -464,6 +491,10 @@ async def start_order_mode(
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resp = msg['resp']
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oid = msg['oid']
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dialog = order_mode.dialogs[oid]
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# record message to dialog tracking
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dialog.msgs[oid] = msg
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# response to 'action' request (buy/sell)
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if resp in (
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'dark_submitted',
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@ -496,16 +527,21 @@ async def start_order_mode(
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order_mode.on_fill(
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oid,
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price=msg['trigger_price'],
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arrow_index=get_index(time.time())
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arrow_index=get_index(time.time()),
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)
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order_mode.lines.remove_line(uuid=oid)
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await order_mode.on_exec(oid, msg)
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# response to completed 'action' request for buy/sell
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elif resp in (
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'broker_executed',
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):
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# right now this is just triggering a system alert
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await order_mode.on_exec(oid, msg)
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if msg['brokerd_msg']['remaining'] == 0:
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order_mode.lines.remove_line(uuid=oid)
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# each clearing tick is responded individually
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elif resp in ('broker_filled',):
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