Better separation of UI vs. allocator settings
Get rid of `PositionTracker.init_status_ui()` and instead make a helper func `mk_allocator()` which takes in the alloc and adjusts default settings on the allocator alone (which is expected to be passed in). Expect a `Position` instance to be passed into the tracker which will be looked up for UI updates. Move *update-from-position-msg* ops into a `Position.update_from_msg()` method.fsp_feeds
parent
15025d6047
commit
5333d25bf6
|
@ -63,6 +63,24 @@ class Position(BaseModel):
|
||||||
# ordered record of known constituent trade messages
|
# ordered record of known constituent trade messages
|
||||||
fills: list[Status] = []
|
fills: list[Status] = []
|
||||||
|
|
||||||
|
def update_from_msg(
|
||||||
|
self,
|
||||||
|
msg: BrokerdPosition,
|
||||||
|
|
||||||
|
) -> None:
|
||||||
|
|
||||||
|
# XXX: better place to do this?
|
||||||
|
symbol = self.symbol
|
||||||
|
|
||||||
|
lot_size_digits = symbol.lot_size_digits
|
||||||
|
avg_price, size = (
|
||||||
|
round(msg['avg_price'], ndigits=symbol.tick_size_digits),
|
||||||
|
round(msg['size'], ndigits=lot_size_digits),
|
||||||
|
)
|
||||||
|
|
||||||
|
self.avg_price = avg_price
|
||||||
|
self.size = size
|
||||||
|
|
||||||
|
|
||||||
_size_units = bidict({
|
_size_units = bidict({
|
||||||
'currency': '$ size',
|
'currency': '$ size',
|
||||||
|
@ -250,6 +268,60 @@ class Allocator(BaseModel):
|
||||||
return round(prop * self.slots)
|
return round(prop * self.slots)
|
||||||
|
|
||||||
|
|
||||||
|
def mk_allocator(
|
||||||
|
|
||||||
|
alloc: Allocator,
|
||||||
|
startup_pp: Position,
|
||||||
|
config_section: dict = {},
|
||||||
|
|
||||||
|
) -> (float, Allocator):
|
||||||
|
|
||||||
|
asset_type = alloc.symbol.type_key
|
||||||
|
|
||||||
|
# load and retreive user settings for default allocations
|
||||||
|
# ``config.toml``
|
||||||
|
slots = 4
|
||||||
|
currency_limit = 5e3
|
||||||
|
|
||||||
|
alloc.slots = slots
|
||||||
|
alloc.currency_limit = currency_limit
|
||||||
|
|
||||||
|
# default entry sizing
|
||||||
|
if asset_type in ('stock', 'crypto', 'forex'):
|
||||||
|
|
||||||
|
alloc.size_unit = '$ size'
|
||||||
|
|
||||||
|
elif asset_type in ('future', 'option', 'futures_option'):
|
||||||
|
|
||||||
|
# since it's harder to know how currency "applies" in this case
|
||||||
|
# given leverage properties
|
||||||
|
alloc.size_unit = '# units'
|
||||||
|
|
||||||
|
# set units limit to slots size thus making make the next
|
||||||
|
# entry step 1.0
|
||||||
|
alloc.units_limit = slots
|
||||||
|
|
||||||
|
# if the current position is already greater then the limit
|
||||||
|
# settings, increase the limit to the current position
|
||||||
|
if alloc.size_unit == 'currency':
|
||||||
|
startup_size = startup_pp.size * startup_pp.avg_price
|
||||||
|
|
||||||
|
if startup_size > alloc.currency_limit:
|
||||||
|
alloc.currency_limit = round(startup_size, ndigits=2)
|
||||||
|
|
||||||
|
limit_text = alloc.currency_limit
|
||||||
|
|
||||||
|
else:
|
||||||
|
startup_size = startup_pp.size
|
||||||
|
|
||||||
|
if startup_size > alloc.units_limit:
|
||||||
|
alloc.units_limit = startup_size
|
||||||
|
|
||||||
|
limit_text = alloc.units_limit
|
||||||
|
|
||||||
|
return limit_text, alloc
|
||||||
|
|
||||||
|
|
||||||
@dataclass
|
@dataclass
|
||||||
class SettingsPane:
|
class SettingsPane:
|
||||||
'''Composite set of widgets plus an allocator model for configuring
|
'''Composite set of widgets plus an allocator model for configuring
|
||||||
|
@ -356,59 +428,6 @@ class SettingsPane:
|
||||||
# UI in some way?
|
# UI in some way?
|
||||||
return True
|
return True
|
||||||
|
|
||||||
def init_status_ui(
|
|
||||||
self,
|
|
||||||
):
|
|
||||||
alloc = self.alloc
|
|
||||||
asset_type = alloc.symbol.type_key
|
|
||||||
# form = self.form
|
|
||||||
|
|
||||||
# TODO: pull from piker.toml
|
|
||||||
# default config
|
|
||||||
slots = 4
|
|
||||||
currency_limit = 5e3
|
|
||||||
|
|
||||||
startup_pp = self.tracker.startup_pp
|
|
||||||
|
|
||||||
alloc.slots = slots
|
|
||||||
alloc.currency_limit = currency_limit
|
|
||||||
|
|
||||||
# default entry sizing
|
|
||||||
if asset_type in ('stock', 'crypto', 'forex'):
|
|
||||||
|
|
||||||
alloc.size_unit = '$ size'
|
|
||||||
|
|
||||||
elif asset_type in ('future', 'option', 'futures_option'):
|
|
||||||
|
|
||||||
# since it's harder to know how currency "applies" in this case
|
|
||||||
# given leverage properties
|
|
||||||
alloc.size_unit = '# units'
|
|
||||||
|
|
||||||
# set units limit to slots size thus making make the next
|
|
||||||
# entry step 1.0
|
|
||||||
alloc.units_limit = slots
|
|
||||||
|
|
||||||
# if the current position is already greater then the limit
|
|
||||||
# settings, increase the limit to the current position
|
|
||||||
if alloc.size_unit == 'currency':
|
|
||||||
startup_size = startup_pp.size * startup_pp.avg_price
|
|
||||||
|
|
||||||
if startup_size > alloc.currency_limit:
|
|
||||||
alloc.currency_limit = round(startup_size, ndigits=2)
|
|
||||||
|
|
||||||
limit_text = alloc.currency_limit
|
|
||||||
|
|
||||||
else:
|
|
||||||
startup_size = startup_pp.size
|
|
||||||
|
|
||||||
if startup_size > alloc.units_limit:
|
|
||||||
alloc.units_limit = startup_size
|
|
||||||
|
|
||||||
limit_text = alloc.units_limit
|
|
||||||
|
|
||||||
self.on_ui_settings_change('limit', limit_text)
|
|
||||||
self.update_status_ui(size=startup_size)
|
|
||||||
|
|
||||||
def update_status_ui(
|
def update_status_ui(
|
||||||
self,
|
self,
|
||||||
size: float = None,
|
size: float = None,
|
||||||
|
@ -533,9 +552,9 @@ class PositionTracker:
|
||||||
# inputs
|
# inputs
|
||||||
chart: 'ChartPlotWidget' # noqa
|
chart: 'ChartPlotWidget' # noqa
|
||||||
alloc: Allocator
|
alloc: Allocator
|
||||||
|
startup_pp: Position
|
||||||
|
|
||||||
# allocated
|
# allocated
|
||||||
startup_pp: Position
|
|
||||||
live_pp: Position
|
live_pp: Position
|
||||||
pp_label: Label
|
pp_label: Label
|
||||||
size_label: Label
|
size_label: Label
|
||||||
|
@ -547,17 +566,14 @@ class PositionTracker:
|
||||||
self,
|
self,
|
||||||
chart: 'ChartPlotWidget', # noqa
|
chart: 'ChartPlotWidget', # noqa
|
||||||
alloc: Allocator,
|
alloc: Allocator,
|
||||||
|
startup_pp: Position,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
|
|
||||||
self.chart = chart
|
self.chart = chart
|
||||||
self.alloc = alloc
|
self.alloc = alloc
|
||||||
self.live_pp = Position(
|
self.startup_pp = startup_pp
|
||||||
symbol=chart.linked.symbol,
|
self.live_pp = startup_pp.copy()
|
||||||
size=0,
|
|
||||||
avg_price=0,
|
|
||||||
)
|
|
||||||
self.startup_pp = self.live_pp.copy()
|
|
||||||
|
|
||||||
view = chart.getViewBox()
|
view = chart.getViewBox()
|
||||||
|
|
||||||
|
@ -622,9 +638,8 @@ class PositionTracker:
|
||||||
self.pp_label.update()
|
self.pp_label.update()
|
||||||
self.size_label.update()
|
self.size_label.update()
|
||||||
|
|
||||||
def update_from_pp_msg(
|
def update_from_pp(
|
||||||
self,
|
self,
|
||||||
msg: BrokerdPosition,
|
|
||||||
position: Optional[Position] = None,
|
position: Optional[Position] = None,
|
||||||
|
|
||||||
) -> None:
|
) -> None:
|
||||||
|
@ -632,23 +647,14 @@ class PositionTracker:
|
||||||
EMS ``BrokerdPosition`` msg.
|
EMS ``BrokerdPosition`` msg.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
# XXX: better place to do this?
|
|
||||||
symbol = self.chart.linked.symbol
|
|
||||||
lot_size_digits = symbol.lot_size_digits
|
|
||||||
avg_price, size = (
|
|
||||||
round(msg['avg_price'], ndigits=symbol.tick_size_digits),
|
|
||||||
round(msg['size'], ndigits=lot_size_digits),
|
|
||||||
)
|
|
||||||
|
|
||||||
# live pp updates
|
# live pp updates
|
||||||
pp = position or self.live_pp
|
pp = position or self.live_pp
|
||||||
pp.avg_price = avg_price
|
# pp.update_from_msg(msg)
|
||||||
pp.size = size
|
|
||||||
|
|
||||||
self.update_line(
|
self.update_line(
|
||||||
avg_price,
|
pp.avg_price,
|
||||||
size,
|
pp.size,
|
||||||
lot_size_digits,
|
self.chart.linked.symbol.lot_size_digits,
|
||||||
)
|
)
|
||||||
|
|
||||||
# label updates
|
# label updates
|
||||||
|
@ -656,11 +662,11 @@ class PositionTracker:
|
||||||
self.alloc.slots_used(pp), ndigits=1)
|
self.alloc.slots_used(pp), ndigits=1)
|
||||||
self.size_label.render()
|
self.size_label.render()
|
||||||
|
|
||||||
if size == 0:
|
if pp.size == 0:
|
||||||
self.hide()
|
self.hide()
|
||||||
|
|
||||||
else:
|
else:
|
||||||
self._level_marker.level = avg_price
|
self._level_marker.level = pp.avg_price
|
||||||
|
|
||||||
# these updates are critical to avoid lag on view/scene changes
|
# these updates are critical to avoid lag on view/scene changes
|
||||||
self._level_marker.update() # trigger paint
|
self._level_marker.update() # trigger paint
|
||||||
|
|
Loading…
Reference in New Issue