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Merge pull request #386 from pikers/paper_tolerance 

Paper race tolerance
size_in_shm_token
goodboy 2022-08-29 13:28:38 -04:00 committed by GitHub
parent 71412310c4 d5c1cdd91d
commit 77a687bced
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GPG Key ID: 4AEE18F83AFDEB23
5 changed files with 290 additions and 214 deletions
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58
piker/clearing/_allocate.py
View File

@ -96,7 +96,7 @@ class Allocator(Struct):
def next_order_info( def next_order_info(
self, self,
# we only need a startup size for exit calcs, we can the # we only need a startup size for exit calcs, we can then
# determine how large slots should be if the initial pp size was # determine how large slots should be if the initial pp size was
# larger then the current live one, and the live one is smaller # larger then the current live one, and the live one is smaller
# then the initial config settings. # then the initial config settings.
@ -137,12 +137,14 @@ class Allocator(Struct):
# an entry (adding-to or starting a pp) # an entry (adding-to or starting a pp)
if ( if (
action == 'buy' and live_size > 0 or
action == 'sell' and live_size < 0 or
live_size == 0 live_size == 0
or (action == 'buy' and live_size > 0)
or action == 'sell' and live_size < 0
): ):
order_size = min(
order_size = min(slot_size, l_sub_pp) slot_size,
max(l_sub_pp, 0),
)
# an exit (removing-from or going to net-zero pp) # an exit (removing-from or going to net-zero pp)
else: else:
@ -242,14 +244,6 @@ class Allocator(Struct):
return round(prop * self.slots) return round(prop * self.slots)
_derivs = (
'future',
'continuous_future',
'option',
'futures_option',
)
def mk_allocator( def mk_allocator(
symbol: Symbol, symbol: Symbol,
@ -276,45 +270,9 @@ def mk_allocator(
'currency_limit': 6e3, 'currency_limit': 6e3,
'slots': 6, 'slots': 6,
} }
defaults.update(user_def) defaults.update(user_def)
alloc = Allocator( return Allocator(
symbol=symbol, symbol=symbol,
**defaults, **defaults,
) )
asset_type = symbol.type_key
# specific configs by asset class / type
if asset_type in _derivs:
# 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 = alloc.slots
else:
alloc.size_unit = 'currency'
# 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.ppu
if startup_size > alloc.currency_limit:
alloc.currency_limit = round(startup_size, ndigits=2)
else:
startup_size = abs(startup_pp.size)
if startup_size > alloc.units_limit:
alloc.units_limit = startup_size
if asset_type in _derivs:
alloc.slots = alloc.units_limit
return alloc

49
piker/clearing/_ems.py
View File

@ -499,7 +499,7 @@ async def open_brokerd_trades_dialogue(
): ):
# XXX: really we only want one stream per `emsd` actor # XXX: really we only want one stream per `emsd` actor
# to relay global `brokerd` order events unless we're # to relay global `brokerd` order events unless we're
# doing to expect each backend to relay only orders # going to expect each backend to relay only orders
# affiliated with a particular ``trades_dialogue()`` # affiliated with a particular ``trades_dialogue()``
# session (seems annoying for implementers). So, here # session (seems annoying for implementers). So, here
# we cache the relay task and instead of running multiple # we cache the relay task and instead of running multiple
@ -612,9 +612,10 @@ async def translate_and_relay_brokerd_events(
brokerd_msg: dict[str, Any] brokerd_msg: dict[str, Any]
async for brokerd_msg in brokerd_trades_stream: async for brokerd_msg in brokerd_trades_stream:
fmsg = pformat(brokerd_msg)
log.info( log.info(
f'Received broker trade event:\n' f'Received broker trade event:\n'
f'{pformat(brokerd_msg)}' f'{fmsg}'
) )
match brokerd_msg: match brokerd_msg:
@ -666,7 +667,11 @@ async def translate_and_relay_brokerd_events(
# cancelled by the ems controlling client before we # cancelled by the ems controlling client before we
# received this ack, in which case we relay that cancel # received this ack, in which case we relay that cancel
# signal **asap** to the backend broker # signal **asap** to the backend broker
status_msg = book._active[oid] status_msg = book._active.get(oid)
if not status_msg:
log.warning(f'Rx Ack for closed/unknown order?: {oid}')
continue
req = status_msg.req req = status_msg.req
if req and req.action == 'cancel': if req and req.action == 'cancel':
# assign newly providerd broker backend request id # assign newly providerd broker backend request id
@ -692,7 +697,7 @@ async def translate_and_relay_brokerd_events(
} if status_msg := book._active.get(oid): } if status_msg := book._active.get(oid):
msg = BrokerdError(**brokerd_msg) msg = BrokerdError(**brokerd_msg)
log.error(pformat(msg)) # XXX make one when it's blank? log.error(fmsg) # XXX make one when it's blank?
# TODO: figure out how this will interact with EMS clients # TODO: figure out how this will interact with EMS clients
# for ex. on an error do we react with a dark orders # for ex. on an error do we react with a dark orders
@ -726,8 +731,19 @@ async def translate_and_relay_brokerd_events(
# TODO: maybe pack this into a composite type that # TODO: maybe pack this into a composite type that
# contains both the IPC stream as well the # contains both the IPC stream as well the
# msg-chain/dialog. # msg-chain/dialog.
ems_client_order_stream = router.dialogues[oid] ems_client_order_stream = router.dialogues.get(oid)
status_msg = book._active[oid] status_msg = book._active.get(oid)
if (
not ems_client_order_stream
or not status_msg
):
log.warning(
'Received status for unknown dialog {oid}:\n'
'{fmsg}'
)
continue
status_msg.resp = status status_msg.resp = status
# retrieve existing live flow # retrieve existing live flow
@ -762,12 +778,19 @@ async def translate_and_relay_brokerd_events(
'name': 'fill', 'name': 'fill',
'reqid': reqid, # brokerd generated order-request id 'reqid': reqid, # brokerd generated order-request id
# 'symbol': sym, # paper engine doesn't have this, nbd? # 'symbol': sym, # paper engine doesn't have this, nbd?
} if ( }:
oid := book._ems2brokerd_ids.inverse.get(reqid) oid = book._ems2brokerd_ids.inverse.get(reqid)
): if not oid:
# TODO: maybe we could optionally check for an
# ``.oid`` in the msg since we're planning to
# maybe-kinda offer that via using ``Status``
# in the longer run anyway?
log.warning(f'Unkown fill for {fmsg}')
continue
# proxy through the "fill" result(s) # proxy through the "fill" result(s)
msg = BrokerdFill(**brokerd_msg) msg = BrokerdFill(**brokerd_msg)
log.info(f'Fill for {oid} cleared with:\n{pformat(msg)}') log.info(f'Fill for {oid} cleared with:\n{fmsg}')
ems_client_order_stream = router.dialogues[oid] ems_client_order_stream = router.dialogues[oid]
@ -796,7 +819,7 @@ async def translate_and_relay_brokerd_events(
# registered from a previous order/status load? # registered from a previous order/status load?
log.error( log.error(
f'Unknown/transient status msg:\n' f'Unknown/transient status msg:\n'
f'{pformat(brokerd_msg)}\n' f'{fmsg}\n'
'Unable to relay message to client side!?' 'Unable to relay message to client side!?'
) )
@ -841,7 +864,7 @@ async def translate_and_relay_brokerd_events(
'name': 'status', 'name': 'status',
'status': 'error', 'status': 'error',
}: }:
log.error(f'Broker error:\n{pformat(brokerd_msg)}') log.error(f'Broker error:\n{fmsg}')
# XXX: we presume the brokerd cancels its own order # XXX: we presume the brokerd cancels its own order
# TOO FAST ``BrokerdStatus`` that arrives # TOO FAST ``BrokerdStatus`` that arrives
@ -862,7 +885,7 @@ async def translate_and_relay_brokerd_events(
status_msg = book._active[oid] status_msg = book._active[oid]
msg += ( msg += (
f'last status msg: {pformat(status_msg)}\n\n' f'last status msg: {pformat(status_msg)}\n\n'
f'this msg:{pformat(brokerd_msg)}\n' f'this msg:{fmsg}\n'
) )
log.warning(msg) log.warning(msg)

164
piker/clearing/_paper_engine.py
View File

@ -18,9 +18,11 @@
Fake trading for forward testing. Fake trading for forward testing.
""" """
from collections import defaultdict
from contextlib import asynccontextmanager from contextlib import asynccontextmanager
from datetime import datetime from datetime import datetime
from operator import itemgetter from operator import itemgetter
import itertools
import time import time
from typing import ( from typing import (
Any, Any,
@ -72,8 +74,8 @@ class PaperBoi(Struct):
# map of paper "live" orders which be used # map of paper "live" orders which be used
# to simulate fills based on paper engine settings # to simulate fills based on paper engine settings
_buys: dict _buys: defaultdict[str, bidict]
_sells: dict _sells: defaultdict[str, bidict]
_reqids: bidict _reqids: bidict
_positions: dict[str, Position] _positions: dict[str, Position]
_trade_ledger: dict[str, Any] _trade_ledger: dict[str, Any]
@ -106,7 +108,6 @@ class PaperBoi(Struct):
if entry: if entry:
# order is already existing, this is a modify # order is already existing, this is a modify
(oid, symbol, action, old_price) = entry (oid, symbol, action, old_price) = entry
assert old_price != price
is_modify = True is_modify = True
else: else:
# register order internally # register order internally
@ -167,10 +168,10 @@ class PaperBoi(Struct):
if is_modify: if is_modify:
# remove any existing order for the old price # remove any existing order for the old price
orders[symbol].pop((oid, old_price)) orders[symbol].pop(oid)
# buys/sells: (symbol -> (price -> order)) # buys/sells: {symbol -> bidict[oid, (<price data>)]}
orders.setdefault(symbol, {})[(oid, price)] = (size, reqid, action) orders[symbol][oid] = (price, size, reqid, action)
return reqid return reqid
@ -183,16 +184,15 @@ class PaperBoi(Struct):
oid, symbol, action, price = self._reqids[reqid] oid, symbol, action, price = self._reqids[reqid]
if action == 'buy': if action == 'buy':
self._buys[symbol].pop((oid, price)) self._buys[symbol].pop(oid, None)
elif action == 'sell': elif action == 'sell':
self._sells[symbol].pop((oid, price)) self._sells[symbol].pop(oid, None)
# TODO: net latency model # TODO: net latency model
await trio.sleep(0.05) await trio.sleep(0.05)
msg = BrokerdStatus( msg = BrokerdStatus(
status='canceled', status='canceled',
# account=f'paper_{self.broker}',
account='paper', account='paper',
reqid=reqid, reqid=reqid,
time_ns=time.time_ns(), time_ns=time.time_ns(),
@ -203,7 +203,7 @@ class PaperBoi(Struct):
async def fake_fill( async def fake_fill(
self, self,
symbol: str, fqsn: str,
price: float, price: float,
size: float, size: float,
action: str, # one of {'buy', 'sell'} action: str, # one of {'buy', 'sell'}
@ -257,34 +257,34 @@ class PaperBoi(Struct):
await self.ems_trades_stream.send(msg) await self.ems_trades_stream.send(msg)
# lookup any existing position # lookup any existing position
token = f'{symbol}.{self.broker}' key = fqsn.rstrip(f'.{self.broker}')
pp = self._positions.setdefault( pp = self._positions.setdefault(
token, fqsn,
Position( Position(
Symbol( Symbol(
key=symbol, key=key,
broker_info={self.broker: {}}, broker_info={self.broker: {}},
), ),
size=size, size=size,
ppu=price, ppu=price,
bsuid=symbol, bsuid=key,
) )
) )
t = Transaction( t = Transaction(
fqsn=symbol, fqsn=fqsn,
tid=oid, tid=oid,
size=size, size=size,
price=price, price=price,
cost=0, # TODO: cost model cost=0, # TODO: cost model
dt=pendulum.from_timestamp(fill_time_s), dt=pendulum.from_timestamp(fill_time_s),
bsuid=symbol, bsuid=key,
) )
pp.add_clear(t) pp.add_clear(t)
pp_msg = BrokerdPosition( pp_msg = BrokerdPosition(
broker=self.broker, broker=self.broker,
account='paper', account='paper',
symbol=symbol, symbol=fqsn,
# TODO: we need to look up the asset currency from # TODO: we need to look up the asset currency from
# broker info. i guess for crypto this can be # broker info. i guess for crypto this can be
# inferred from the pair? # inferred from the pair?
@ -325,10 +325,30 @@ async def simulate_fills(
# dark order price filter(s) # dark order price filter(s)
types=('ask', 'bid', 'trade', 'last') types=('ask', 'bid', 'trade', 'last')
): ):
# print(tick) tick_price = tick['price']
buys: bidict[str, tuple] = client._buys[sym]
iter_buys = reversed(sorted(
buys.values(),
key=itemgetter(0),
))
def sell_on_bid(our_price):
return tick_price <= our_price
sells: bidict[str, tuple] = client._sells[sym]
iter_sells = sorted(
sells.values(),
key=itemgetter(0)
)
def buy_on_ask(our_price):
return tick_price >= our_price
match tick: match tick:
case { case {
'price': tick_price, 'price': tick_price,
# 'type': ('ask' | 'trade' | 'last'),
'type': 'ask', 'type': 'ask',
}: }:
client.last_ask = ( client.last_ask = (
@ -336,48 +356,66 @@ async def simulate_fills(
tick.get('size', client.last_ask[1]), tick.get('size', client.last_ask[1]),
) )
orders = client._buys.get(sym, {}) iter_entries = zip(
book_sequence = reversed( iter_buys,
sorted(orders.keys(), key=itemgetter(1))) itertools.repeat(sell_on_bid)
)
def pred(our_price):
return tick_price <= our_price
case { case {
'price': tick_price, 'price': tick_price,
# 'type': ('bid' | 'trade' | 'last'),
'type': 'bid', 'type': 'bid',
}: }:
client.last_bid = ( client.last_bid = (
tick_price, tick_price,
tick.get('size', client.last_bid[1]), tick.get('size', client.last_bid[1]),
) )
orders = client._sells.get(sym, {})
book_sequence = sorted(
orders.keys(),
key=itemgetter(1)
)
def pred(our_price): iter_entries = zip(
return tick_price >= our_price iter_sells,
itertools.repeat(buy_on_ask)
)
case { case {
'price': tick_price, 'price': tick_price,
'type': ('trade' | 'last'), 'type': ('trade' | 'last'),
}: }:
# TODO: simulate actual book queues and our orders # in the clearing price / last price case we
# place in it, might require full L2 data? # want to iterate both sides of our book for
continue # clears since we don't know which direction the
# price is going to move (especially with HFT)
# and thus we simply interleave both sides (buys
# and sells) until one side clears and then
# break until the next tick?
def interleave():
for pair in zip(
iter_buys,
iter_sells,
):
for order_info, pred in zip(
pair,
itertools.cycle([sell_on_bid, buy_on_ask]),
):
yield order_info, pred
# iterate book prices descending iter_entries = interleave()
for oid, our_price in book_sequence:
if pred(our_price):
# retreive order info # iterate all potentially clearable book prices
(size, reqid, action) = orders.pop((oid, our_price)) # in FIFO order per side.
for order_info, pred in iter_entries:
(our_price, size, reqid, action) = order_info
clearable = pred(our_price)
if clearable:
# pop and retreive order info
oid = {
'buy': buys,
'sell': sells
}[action].inverse.pop(order_info)
# clearing price would have filled entirely # clearing price would have filled entirely
await client.fake_fill( await client.fake_fill(
symbol=sym, fqsn=sym,
# todo slippage to determine fill price # todo slippage to determine fill price
price=tick_price, price=tick_price,
size=size, size=size,
@ -385,9 +423,6 @@ async def simulate_fills(
reqid=reqid, reqid=reqid,
oid=oid, oid=oid,
) )
else:
# prices are iterated in sorted order so we're done
break
async def handle_order_requests( async def handle_order_requests(
@ -403,15 +438,21 @@ async def handle_order_requests(
case {'action': ('buy' | 'sell')}: case {'action': ('buy' | 'sell')}:
order = BrokerdOrder(**request_msg) order = BrokerdOrder(**request_msg)
account = order.account account = order.account
# error on bad inputs
reason = None
if account != 'paper': if account != 'paper':
log.error( reason = f'No account found:`{account}` (paper only)?'
'This is a paper account,'
' only a `paper` selection is valid' elif order.size == 0:
) reason = 'Invalid size: 0'
if reason:
log.error(reason)
await ems_order_stream.send(BrokerdError( await ems_order_stream.send(BrokerdError(
oid=order.oid, oid=order.oid,
symbol=order.symbol, symbol=order.symbol,
reason=f'Paper only. No account found: `{account}` ?', reason=reason,
)) ))
continue continue
@ -428,7 +469,7 @@ async def handle_order_requests(
# call our client api to submit the order # call our client api to submit the order
reqid = await client.submit_limit( reqid = await client.submit_limit(
oid=order.oid, oid=order.oid,
symbol=order.symbol, symbol=f'{order.symbol}.{client.broker}',
price=order.price, price=order.price,
action=order.action, action=order.action,
size=order.size, size=order.size,
@ -451,20 +492,20 @@ async def handle_order_requests(
_reqids: bidict[str, tuple] = {} _reqids: bidict[str, tuple] = {}
_buys: dict[ _buys: defaultdict[
str, str, # symbol
dict[ bidict[
tuple[str, float], str, # oid
tuple[float, str, str], tuple[float, float, str, str], # order info
] ]
] = {} ] = defaultdict(bidict)
_sells: dict[ _sells: defaultdict[
str, str, # symbol
dict[ bidict[
tuple[str, float], str, # oid
tuple[float, str, str], tuple[float, float, str, str], # order info
] ]
] = {} ] = defaultdict(bidict)
_positions: dict[str, Position] = {} _positions: dict[str, Position] = {}
@ -501,7 +542,6 @@ async def trades_dialogue(
# TODO: load paper positions per broker from .toml config file # TODO: load paper positions per broker from .toml config file
# and pass as symbol to position data mapping: ``dict[str, dict]`` # and pass as symbol to position data mapping: ``dict[str, dict]``
# await ctx.started(all_positions)
await ctx.started((pp_msgs, ['paper'])) await ctx.started((pp_msgs, ['paper']))
async with ( async with (

141
piker/ui/_position.py
View File

@ -166,12 +166,29 @@ class SettingsPane:
key: str, key: str,
value: str, value: str,
) -> None:
'''
Try to apply some input setting (by the user), revert to previous setting if it fails
display new value if applied.
'''
self.apply_setting(key, value)
self.update_status_ui(pp=self.order_mode.current_pp)
def apply_setting(
self,
key: str,
value: str,
) -> bool: ) -> bool:
''' '''
Called on any order pane edit field value change. Called on any order pane edit field value change.
''' '''
mode = self.order_mode mode = self.order_mode
tracker = mode.current_pp
alloc = tracker.alloc
# an account switch request # an account switch request
if key == 'account': if key == 'account':
@ -207,25 +224,28 @@ class SettingsPane:
# load the new account's allocator # load the new account's allocator
alloc = tracker.alloc alloc = tracker.alloc
else:
tracker = mode.current_pp
alloc = tracker.alloc
size_unit = alloc.size_unit
# WRITE any settings to current pp's allocator # WRITE any settings to current pp's allocator
try:
if key == 'size_unit': if key == 'size_unit':
# implicit re-write of value if input # implicit re-write of value if input
# is the "text name" of the units. # is the "text name" of the units.
# yah yah, i know this is badd.. # yah yah, i know this is badd..
alloc.size_unit = value alloc.size_unit = value
else:
elif key != 'account': # numeric fields entry
try:
value = puterize(value) value = puterize(value)
except ValueError as err:
log.error(err.args[0])
return False
if key == 'limit': if key == 'limit':
if value <= 0:
log.error('limit must be > 0')
return False
pp = mode.current_pp.live_pp pp = mode.current_pp.live_pp
if size_unit == 'currency': if alloc.size_unit == 'currency':
dsize = pp.dsize dsize = pp.dsize
if dsize > value: if dsize > value:
log.error( log.error(
@ -247,29 +267,42 @@ class SettingsPane:
elif key == 'slots': elif key == 'slots':
if value <= 0: if value <= 0:
raise ValueError('slots must be > 0') # raise ValueError('slots must be > 0')
log.error('limit must be > 0')
return False
alloc.slots = int(value) alloc.slots = int(value)
else: else:
log.error(f'Unknown setting {key}') log.error(f'Unknown setting {key}')
raise ValueError raise ValueError
# don't log account "change" case since it'll be submitted
# on every mouse interaction.
log.info(f'settings change: {key}: {value}') log.info(f'settings change: {key}: {value}')
except ValueError: # TODO: maybe return a diff of settings so if we can an error we
log.error(f'Invalid value for `{key}`: {value}') # can have general input handling code to report it through the
# UI in some way?
return True
def update_status_ui(
self,
pp: PositionTracker,
) -> None:
alloc = pp.alloc
slots = alloc.slots
used = alloc.slots_used(pp.live_pp)
# READ out settings and update the status UI / settings widgets # READ out settings and update the status UI / settings widgets
suffix = {'currency': ' $', 'units': ' u'}[size_unit] suffix = {'currency': ' $', 'units': ' u'}[alloc.size_unit]
limit = alloc.limit() limit = alloc.limit()
# TODO: a reverse look up from the position to the equivalent
# account(s), if none then look to user config for default?
self.update_status_ui(pp=tracker)
step_size, currency_per_slot = alloc.step_sizes() step_size, currency_per_slot = alloc.step_sizes()
if size_unit == 'currency': if alloc.size_unit == 'currency':
step_size = currency_per_slot step_size = currency_per_slot
self.step_label.format( self.step_label.format(
@ -287,23 +320,7 @@ class SettingsPane:
self.form.fields['limit'].setText(str(limit)) self.form.fields['limit'].setText(str(limit))
# update of level marker size label based on any new settings # update of level marker size label based on any new settings
tracker.update_from_pp() pp.update_from_pp()
# TODO: maybe return a diff of settings so if we can an error we
# can have general input handling code to report it through the
# UI in some way?
return True
def update_status_ui(
self,
pp: PositionTracker,
) -> None:
alloc = pp.alloc
slots = alloc.slots
used = alloc.slots_used(pp.live_pp)
# calculate proportion of position size limit # calculate proportion of position size limit
# that exists and display in fill bar # that exists and display in fill bar
@ -441,6 +458,14 @@ def position_line(
return line return line
_derivs = (
'future',
'continuous_future',
'option',
'futures_option',
)
class PositionTracker: class PositionTracker:
''' '''
Track and display real-time positions for a single symbol Track and display real-time positions for a single symbol
@ -547,14 +572,54 @@ class PositionTracker:
def update_from_pp( def update_from_pp(
self, self,
position: Optional[Position] = None, position: Optional[Position] = None,
set_as_startup: bool = False,
) -> None: ) -> None:
'''Update graphics and data from average price and size passed in our '''
EMS ``BrokerdPosition`` msg. Update graphics and data from average price and size passed in
our EMS ``BrokerdPosition`` msg.
''' '''
# live pp updates # live pp updates
pp = position or self.live_pp pp = position or self.live_pp
if set_as_startup:
startup_pp = pp
else:
startup_pp = self.startup_pp
alloc = self.alloc
# update allocator settings
asset_type = pp.symbol.type_key
# specific configs by asset class / type
if asset_type in _derivs:
# 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 = alloc.slots
else:
alloc.size_unit = 'currency'
# 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 = self.startup_pp.size * startup_pp.ppu
if startup_size > alloc.currency_limit:
alloc.currency_limit = round(startup_size, ndigits=2)
else:
startup_size = abs(startup_pp.size)
if startup_size > alloc.units_limit:
alloc.units_limit = startup_size
if asset_type in _derivs:
alloc.slots = alloc.units_limit
self.update_line( self.update_line(
pp.ppu, pp.ppu,
@ -564,7 +629,7 @@ class PositionTracker:
# label updates # label updates
self.size_label.fields['slots_used'] = round( self.size_label.fields['slots_used'] = round(
self.alloc.slots_used(pp), ndigits=1) alloc.slots_used(pp), ndigits=1)
self.size_label.render() self.size_label.render()
if pp.size == 0: if pp.size == 0:

36
piker/ui/order_mode.py
View File

@ -639,22 +639,6 @@ async def open_order_mode(
iter(accounts.keys()) iter(accounts.keys())
) if accounts else 'paper' ) if accounts else 'paper'
# Pack position messages by account, should only be one-to-one.
# NOTE: requires the backend exactly specifies
# the expected symbol key in its positions msg.
pps_by_account = {}
for (broker, acctid), msgs in position_msgs.items():
for msg in msgs:
sym = msg['symbol']
if (
(sym == symkey) or (
# mega-UGH, i think we need to fix the FQSN
# stuff sooner then later..
sym == symkey.removesuffix(f'.{broker}'))
):
pps_by_account[acctid] = msg
# update pp trackers with data relayed from ``brokerd``. # update pp trackers with data relayed from ``brokerd``.
for account_name in accounts: for account_name in accounts:
@ -667,10 +651,6 @@ async def open_order_mode(
# XXX: BLEH, do we care about this on the client side? # XXX: BLEH, do we care about this on the client side?
bsuid=symbol, bsuid=symbol,
) )
msg = pps_by_account.get(account_name)
if msg:
log.info(f'Loading pp for {symkey}:\n{pformat(msg)}')
startup_pp.update_from_msg(msg)
# allocator config # allocator config
alloc = mk_allocator( alloc = mk_allocator(
@ -766,7 +746,6 @@ async def open_order_mode(
# to order sync pane handler # to order sync pane handler
for key in ('account', 'size_unit',): for key in ('account', 'size_unit',):
w = form.fields[key] w = form.fields[key]
w.currentTextChanged.connect( w.currentTextChanged.connect(
partial( partial(
order_pane.on_selection_change, order_pane.on_selection_change,
@ -789,6 +768,18 @@ async def open_order_mode(
# Begin order-response streaming # Begin order-response streaming
done() done()
# Pack position messages by account, should only be one-to-one.
# NOTE: requires the backend exactly specifies
# the expected symbol key in its positions msg.
for (broker, acctid), msgs in position_msgs.items():
for msg in msgs:
log.info(f'Loading pp for {symkey}:\n{pformat(msg)}')
await process_trade_msg(
mode,
book,
msg,
)
# start async input handling for chart's view # start async input handling for chart's view
async with ( async with (
@ -876,8 +867,7 @@ async def process_trade_msg(
log.info(f'{fqsn} matched pp msg: {fmsg}') log.info(f'{fqsn} matched pp msg: {fmsg}')
tracker = mode.trackers[msg['account']] tracker = mode.trackers[msg['account']]
tracker.live_pp.update_from_msg(msg) tracker.live_pp.update_from_msg(msg)
# update order pane widgets tracker.update_from_pp(set_as_startup=True) # status/pane UI
tracker.update_from_pp()
mode.pane.update_status_ui(tracker) mode.pane.update_status_ui(tracker)
if tracker.live_pp.size: if tracker.live_pp.size: