goodboy
GitHub
commit
77a687bced
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@ -96,7 +96,7 @@ class Allocator(Struct):
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def next_order_info(
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self,
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# we only need a startup size for exit calcs, we can the
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# we only need a startup size for exit calcs, we can then
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# determine how large slots should be if the initial pp size was
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# larger then the current live one, and the live one is smaller
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# then the initial config settings.
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@ -137,12 +137,14 @@ class Allocator(Struct):
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# an entry (adding-to or starting a pp)
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if (
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action == 'buy' and live_size > 0 or
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action == 'sell' and live_size < 0 or
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live_size == 0
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or (action == 'buy' and live_size > 0)
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or action == 'sell' and live_size < 0
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):
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order_size = min(slot_size, l_sub_pp)
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order_size = min(
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slot_size,
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max(l_sub_pp, 0),
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)
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# an exit (removing-from or going to net-zero pp)
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else:
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@ -242,14 +244,6 @@ class Allocator(Struct):
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return round(prop * self.slots)
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_derivs = (
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'future',
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'continuous_future',
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'option',
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'futures_option',
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)
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def mk_allocator(
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symbol: Symbol,
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@ -276,45 +270,9 @@ def mk_allocator(
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'currency_limit': 6e3,
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'slots': 6,
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}
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defaults.update(user_def)
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alloc = Allocator(
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return Allocator(
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symbol=symbol,
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**defaults,
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)
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asset_type = symbol.type_key
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# specific configs by asset class / type
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if asset_type in _derivs:
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# since it's harder to know how currency "applies" in this case
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# given leverage properties
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alloc.size_unit = '# units'
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# set units limit to slots size thus making make the next
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# entry step 1.0
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alloc.units_limit = alloc.slots
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else:
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alloc.size_unit = 'currency'
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# if the current position is already greater then the limit
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# settings, increase the limit to the current position
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if alloc.size_unit == 'currency':
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startup_size = startup_pp.size * startup_pp.ppu
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if startup_size > alloc.currency_limit:
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alloc.currency_limit = round(startup_size, ndigits=2)
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else:
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startup_size = abs(startup_pp.size)
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if startup_size > alloc.units_limit:
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alloc.units_limit = startup_size
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if asset_type in _derivs:
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alloc.slots = alloc.units_limit
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return alloc
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@ -499,7 +499,7 @@ async def open_brokerd_trades_dialogue(
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):
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# XXX: really we only want one stream per `emsd` actor
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# to relay global `brokerd` order events unless we're
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# doing to expect each backend to relay only orders
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# going to expect each backend to relay only orders
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# affiliated with a particular ``trades_dialogue()``
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# session (seems annoying for implementers). So, here
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# we cache the relay task and instead of running multiple
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@ -612,9 +612,10 @@ async def translate_and_relay_brokerd_events(
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brokerd_msg: dict[str, Any]
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async for brokerd_msg in brokerd_trades_stream:
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fmsg = pformat(brokerd_msg)
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log.info(
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f'Received broker trade event:\n'
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f'{pformat(brokerd_msg)}'
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f'{fmsg}'
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)
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match brokerd_msg:
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@ -666,7 +667,11 @@ async def translate_and_relay_brokerd_events(
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# cancelled by the ems controlling client before we
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# received this ack, in which case we relay that cancel
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# signal **asap** to the backend broker
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status_msg = book._active[oid]
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status_msg = book._active.get(oid)
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if not status_msg:
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log.warning(f'Rx Ack for closed/unknown order?: {oid}')
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continue
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req = status_msg.req
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if req and req.action == 'cancel':
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# assign newly providerd broker backend request id
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@ -692,7 +697,7 @@ async def translate_and_relay_brokerd_events(
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} if status_msg := book._active.get(oid):
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msg = BrokerdError(**brokerd_msg)
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log.error(pformat(msg)) # XXX make one when it's blank?
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log.error(fmsg) # XXX make one when it's blank?
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# TODO: figure out how this will interact with EMS clients
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# for ex. on an error do we react with a dark orders
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@ -726,8 +731,19 @@ async def translate_and_relay_brokerd_events(
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# TODO: maybe pack this into a composite type that
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# contains both the IPC stream as well the
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# msg-chain/dialog.
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ems_client_order_stream = router.dialogues[oid]
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status_msg = book._active[oid]
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ems_client_order_stream = router.dialogues.get(oid)
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status_msg = book._active.get(oid)
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if (
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not ems_client_order_stream
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or not status_msg
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):
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log.warning(
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'Received status for unknown dialog {oid}:\n'
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'{fmsg}'
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)
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continue
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status_msg.resp = status
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# retrieve existing live flow
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@ -762,12 +778,19 @@ async def translate_and_relay_brokerd_events(
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'name': 'fill',
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'reqid': reqid, # brokerd generated order-request id
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# 'symbol': sym, # paper engine doesn't have this, nbd?
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} if (
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oid := book._ems2brokerd_ids.inverse.get(reqid)
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):
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}:
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oid = book._ems2brokerd_ids.inverse.get(reqid)
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if not oid:
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# TODO: maybe we could optionally check for an
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# ``.oid`` in the msg since we're planning to
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# maybe-kinda offer that via using ``Status``
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# in the longer run anyway?
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log.warning(f'Unkown fill for {fmsg}')
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continue
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# proxy through the "fill" result(s)
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msg = BrokerdFill(**brokerd_msg)
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log.info(f'Fill for {oid} cleared with:\n{pformat(msg)}')
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log.info(f'Fill for {oid} cleared with:\n{fmsg}')
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ems_client_order_stream = router.dialogues[oid]
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@ -796,7 +819,7 @@ async def translate_and_relay_brokerd_events(
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# registered from a previous order/status load?
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log.error(
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f'Unknown/transient status msg:\n'
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f'{pformat(brokerd_msg)}\n'
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f'{fmsg}\n'
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'Unable to relay message to client side!?'
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)
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@ -841,7 +864,7 @@ async def translate_and_relay_brokerd_events(
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'name': 'status',
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'status': 'error',
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}:
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log.error(f'Broker error:\n{pformat(brokerd_msg)}')
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log.error(f'Broker error:\n{fmsg}')
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# XXX: we presume the brokerd cancels its own order
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# TOO FAST ``BrokerdStatus`` that arrives
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@ -862,7 +885,7 @@ async def translate_and_relay_brokerd_events(
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status_msg = book._active[oid]
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msg += (
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f'last status msg: {pformat(status_msg)}\n\n'
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f'this msg:{pformat(brokerd_msg)}\n'
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f'this msg:{fmsg}\n'
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)
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log.warning(msg)
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@ -18,9 +18,11 @@
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Fake trading for forward testing.
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"""
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from collections import defaultdict
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from contextlib import asynccontextmanager
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from datetime import datetime
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from operator import itemgetter
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import itertools
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import time
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from typing import (
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Any,
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@ -72,8 +74,8 @@ class PaperBoi(Struct):
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# map of paper "live" orders which be used
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# to simulate fills based on paper engine settings
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_buys: dict
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_sells: dict
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_buys: defaultdict[str, bidict]
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_sells: defaultdict[str, bidict]
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_reqids: bidict
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_positions: dict[str, Position]
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_trade_ledger: dict[str, Any]
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@ -106,7 +108,6 @@ class PaperBoi(Struct):
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if entry:
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# order is already existing, this is a modify
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(oid, symbol, action, old_price) = entry
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assert old_price != price
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is_modify = True
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else:
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# register order internally
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@ -167,10 +168,10 @@ class PaperBoi(Struct):
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if is_modify:
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# remove any existing order for the old price
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orders[symbol].pop((oid, old_price))
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orders[symbol].pop(oid)
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# buys/sells: (symbol -> (price -> order))
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orders.setdefault(symbol, {})[(oid, price)] = (size, reqid, action)
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# buys/sells: {symbol -> bidict[oid, (<price data>)]}
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orders[symbol][oid] = (price, size, reqid, action)
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return reqid
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@ -183,16 +184,15 @@ class PaperBoi(Struct):
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oid, symbol, action, price = self._reqids[reqid]
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if action == 'buy':
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self._buys[symbol].pop((oid, price))
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self._buys[symbol].pop(oid, None)
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elif action == 'sell':
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self._sells[symbol].pop((oid, price))
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self._sells[symbol].pop(oid, None)
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# TODO: net latency model
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await trio.sleep(0.05)
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msg = BrokerdStatus(
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status='canceled',
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# account=f'paper_{self.broker}',
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account='paper',
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reqid=reqid,
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time_ns=time.time_ns(),
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@ -203,7 +203,7 @@ class PaperBoi(Struct):
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async def fake_fill(
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self,
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symbol: str,
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fqsn: str,
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price: float,
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size: float,
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action: str, # one of {'buy', 'sell'}
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@ -257,34 +257,34 @@ class PaperBoi(Struct):
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await self.ems_trades_stream.send(msg)
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# lookup any existing position
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token = f'{symbol}.{self.broker}'
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key = fqsn.rstrip(f'.{self.broker}')
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pp = self._positions.setdefault(
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token,
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fqsn,
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Position(
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Symbol(
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key=symbol,
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key=key,
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broker_info={self.broker: {}},
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),
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size=size,
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ppu=price,
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bsuid=symbol,
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bsuid=key,
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)
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)
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t = Transaction(
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fqsn=symbol,
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fqsn=fqsn,
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tid=oid,
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size=size,
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price=price,
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cost=0, # TODO: cost model
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dt=pendulum.from_timestamp(fill_time_s),
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bsuid=symbol,
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bsuid=key,
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)
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pp.add_clear(t)
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pp_msg = BrokerdPosition(
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broker=self.broker,
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account='paper',
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symbol=symbol,
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symbol=fqsn,
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# TODO: we need to look up the asset currency from
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# broker info. i guess for crypto this can be
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# inferred from the pair?
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@ -325,10 +325,30 @@ async def simulate_fills(
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# dark order price filter(s)
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types=('ask', 'bid', 'trade', 'last')
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):
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# print(tick)
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tick_price = tick['price']
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buys: bidict[str, tuple] = client._buys[sym]
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iter_buys = reversed(sorted(
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buys.values(),
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key=itemgetter(0),
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))
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def sell_on_bid(our_price):
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return tick_price <= our_price
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sells: bidict[str, tuple] = client._sells[sym]
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iter_sells = sorted(
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sells.values(),
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key=itemgetter(0)
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)
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def buy_on_ask(our_price):
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return tick_price >= our_price
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match tick:
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case {
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'price': tick_price,
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# 'type': ('ask' | 'trade' | 'last'),
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'type': 'ask',
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}:
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client.last_ask = (
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@ -336,48 +356,66 @@ async def simulate_fills(
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tick.get('size', client.last_ask[1]),
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)
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orders = client._buys.get(sym, {})
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book_sequence = reversed(
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sorted(orders.keys(), key=itemgetter(1)))
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def pred(our_price):
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return tick_price <= our_price
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iter_entries = zip(
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iter_buys,
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itertools.repeat(sell_on_bid)
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)
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case {
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'price': tick_price,
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# 'type': ('bid' | 'trade' | 'last'),
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'type': 'bid',
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}:
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client.last_bid = (
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tick_price,
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tick.get('size', client.last_bid[1]),
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)
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orders = client._sells.get(sym, {})
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book_sequence = sorted(
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orders.keys(),
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key=itemgetter(1)
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)
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def pred(our_price):
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return tick_price >= our_price
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iter_entries = zip(
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iter_sells,
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itertools.repeat(buy_on_ask)
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)
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case {
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'price': tick_price,
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'type': ('trade' | 'last'),
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}:
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# TODO: simulate actual book queues and our orders
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# place in it, might require full L2 data?
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continue
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# in the clearing price / last price case we
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# want to iterate both sides of our book for
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# clears since we don't know which direction the
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# price is going to move (especially with HFT)
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# and thus we simply interleave both sides (buys
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# and sells) until one side clears and then
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# break until the next tick?
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def interleave():
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for pair in zip(
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iter_buys,
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iter_sells,
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):
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for order_info, pred in zip(
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pair,
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itertools.cycle([sell_on_bid, buy_on_ask]),
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):
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yield order_info, pred
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# iterate book prices descending
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for oid, our_price in book_sequence:
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if pred(our_price):
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iter_entries = interleave()
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# retreive order info
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(size, reqid, action) = orders.pop((oid, our_price))
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# iterate all potentially clearable book prices
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# in FIFO order per side.
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for order_info, pred in iter_entries:
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(our_price, size, reqid, action) = order_info
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clearable = pred(our_price)
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if clearable:
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# pop and retreive order info
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oid = {
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'buy': buys,
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'sell': sells
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}[action].inverse.pop(order_info)
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# clearing price would have filled entirely
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await client.fake_fill(
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symbol=sym,
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fqsn=sym,
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# todo slippage to determine fill price
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price=tick_price,
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size=size,
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@ -385,9 +423,6 @@ async def simulate_fills(
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reqid=reqid,
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oid=oid,
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)
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else:
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# prices are iterated in sorted order so we're done
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break
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async def handle_order_requests(
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@ -403,15 +438,21 @@ async def handle_order_requests(
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case {'action': ('buy' | 'sell')}:
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order = BrokerdOrder(**request_msg)
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account = order.account
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# error on bad inputs
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reason = None
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if account != 'paper':
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log.error(
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'This is a paper account,'
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' only a `paper` selection is valid'
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)
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reason = f'No account found:`{account}` (paper only)?'
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elif order.size == 0:
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reason = 'Invalid size: 0'
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if reason:
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log.error(reason)
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await ems_order_stream.send(BrokerdError(
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oid=order.oid,
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symbol=order.symbol,
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reason=f'Paper only. No account found: `{account}` ?',
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reason=reason,
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))
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continue
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|
|
@ -428,7 +469,7 @@ async def handle_order_requests(
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# call our client api to submit the order
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reqid = await client.submit_limit(
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oid=order.oid,
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symbol=order.symbol,
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symbol=f'{order.symbol}.{client.broker}',
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price=order.price,
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action=order.action,
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size=order.size,
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|
@ -451,20 +492,20 @@ async def handle_order_requests(
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|
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|
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_reqids: bidict[str, tuple] = {}
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_buys: dict[
|
||||
str,
|
||||
dict[
|
||||
tuple[str, float],
|
||||
tuple[float, str, str],
|
||||
_buys: defaultdict[
|
||||
str, # symbol
|
||||
bidict[
|
||||
str, # oid
|
||||
tuple[float, float, str, str], # order info
|
||||
]
|
||||
] = {}
|
||||
_sells: dict[
|
||||
str,
|
||||
dict[
|
||||
tuple[str, float],
|
||||
tuple[float, str, str],
|
||||
] = defaultdict(bidict)
|
||||
_sells: defaultdict[
|
||||
str, # symbol
|
||||
bidict[
|
||||
str, # oid
|
||||
tuple[float, float, str, str], # order info
|
||||
]
|
||||
] = {}
|
||||
] = defaultdict(bidict)
|
||||
_positions: dict[str, Position] = {}
|
||||
|
||||
|
||||
|
|
@ -501,7 +542,6 @@ async def trades_dialogue(
|
|||
|
||||
# TODO: load paper positions per broker from .toml config file
|
||||
# and pass as symbol to position data mapping: ``dict[str, dict]``
|
||||
# await ctx.started(all_positions)
|
||||
await ctx.started((pp_msgs, ['paper']))
|
||||
|
||||
async with (
|
||||
|
|
|
|||
|
|
@ -166,12 +166,29 @@ class SettingsPane:
|
|||
key: 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:
|
||||
'''
|
||||
Called on any order pane edit field value change.
|
||||
|
||||
'''
|
||||
mode = self.order_mode
|
||||
tracker = mode.current_pp
|
||||
alloc = tracker.alloc
|
||||
|
||||
# an account switch request
|
||||
if key == 'account':
|
||||
|
|
@ -207,25 +224,28 @@ class SettingsPane:
|
|||
# load the new account's allocator
|
||||
alloc = tracker.alloc
|
||||
|
||||
else:
|
||||
tracker = mode.current_pp
|
||||
alloc = tracker.alloc
|
||||
|
||||
size_unit = alloc.size_unit
|
||||
|
||||
# WRITE any settings to current pp's allocator
|
||||
try:
|
||||
if key == 'size_unit':
|
||||
# implicit re-write of value if input
|
||||
# is the "text name" of the units.
|
||||
# yah yah, i know this is badd..
|
||||
alloc.size_unit = value
|
||||
else:
|
||||
|
||||
elif key != 'account': # numeric fields entry
|
||||
try:
|
||||
value = puterize(value)
|
||||
except ValueError as err:
|
||||
log.error(err.args[0])
|
||||
return False
|
||||
|
||||
if key == 'limit':
|
||||
if value <= 0:
|
||||
log.error('limit must be > 0')
|
||||
return False
|
||||
|
||||
pp = mode.current_pp.live_pp
|
||||
|
||||
if size_unit == 'currency':
|
||||
if alloc.size_unit == 'currency':
|
||||
dsize = pp.dsize
|
||||
if dsize > value:
|
||||
log.error(
|
||||
|
|
@ -247,29 +267,42 @@ class SettingsPane:
|
|||
|
||||
elif key == 'slots':
|
||||
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)
|
||||
|
||||
else:
|
||||
log.error(f'Unknown setting {key}')
|
||||
raise ValueError
|
||||
|
||||
# don't log account "change" case since it'll be submitted
|
||||
# on every mouse interaction.
|
||||
log.info(f'settings change: {key}: {value}')
|
||||
|
||||
except ValueError:
|
||||
log.error(f'Invalid value for `{key}`: {value}')
|
||||
# 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)
|
||||
|
||||
# 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()
|
||||
|
||||
# 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()
|
||||
|
||||
if size_unit == 'currency':
|
||||
if alloc.size_unit == 'currency':
|
||||
step_size = currency_per_slot
|
||||
|
||||
self.step_label.format(
|
||||
|
|
@ -287,23 +320,7 @@ class SettingsPane:
|
|||
self.form.fields['limit'].setText(str(limit))
|
||||
|
||||
# update of level marker size label based on any new settings
|
||||
tracker.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)
|
||||
pp.update_from_pp()
|
||||
|
||||
# calculate proportion of position size limit
|
||||
# that exists and display in fill bar
|
||||
|
|
@ -441,6 +458,14 @@ def position_line(
|
|||
return line
|
||||
|
||||
|
||||
_derivs = (
|
||||
'future',
|
||||
'continuous_future',
|
||||
'option',
|
||||
'futures_option',
|
||||
)
|
||||
|
||||
|
||||
class PositionTracker:
|
||||
'''
|
||||
Track and display real-time positions for a single symbol
|
||||
|
|
@ -547,14 +572,54 @@ class PositionTracker:
|
|||
def update_from_pp(
|
||||
self,
|
||||
position: Optional[Position] = None,
|
||||
set_as_startup: bool = False,
|
||||
|
||||
) -> 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
|
||||
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(
|
||||
pp.ppu,
|
||||
|
|
@ -564,7 +629,7 @@ class PositionTracker:
|
|||
|
||||
# label updates
|
||||
self.size_label.fields['slots_used'] = round(
|
||||
self.alloc.slots_used(pp), ndigits=1)
|
||||
alloc.slots_used(pp), ndigits=1)
|
||||
self.size_label.render()
|
||||
|
||||
if pp.size == 0:
|
||||
|
|
|
|||
|
|
@ -639,22 +639,6 @@ async def open_order_mode(
|
|||
iter(accounts.keys())
|
||||
) 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``.
|
||||
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?
|
||||
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
|
||||
alloc = mk_allocator(
|
||||
|
|
@ -766,7 +746,6 @@ async def open_order_mode(
|
|||
# to order sync pane handler
|
||||
for key in ('account', 'size_unit',):
|
||||
w = form.fields[key]
|
||||
|
||||
w.currentTextChanged.connect(
|
||||
partial(
|
||||
order_pane.on_selection_change,
|
||||
|
|
@ -789,6 +768,18 @@ async def open_order_mode(
|
|||
# Begin order-response streaming
|
||||
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
|
||||
async with (
|
||||
|
||||
|
|
@ -876,8 +867,7 @@ async def process_trade_msg(
|
|||
log.info(f'{fqsn} matched pp msg: {fmsg}')
|
||||
tracker = mode.trackers[msg['account']]
|
||||
tracker.live_pp.update_from_msg(msg)
|
||||
# update order pane widgets
|
||||
tracker.update_from_pp()
|
||||
tracker.update_from_pp(set_as_startup=True) # status/pane UI
|
||||
mode.pane.update_status_ui(tracker)
|
||||
|
||||
if tracker.live_pp.size:
|
||||
|
|
|
|||
Loading…
Reference in New Issue