pikers
/
piker
3
0
Fork 0
Code Issues 2 Pull Requests 4 Packages Projects Releases Wiki Activity

Handle paper account loading 

The paper engine returns `"paper"` instead of `None` in the pp msgs so
expect that. Don't bother with fills tracking for now (since we'll need
either the account in the msg or a lookup table locally for oids to
accounts). Change the order line update handler to a local module function,
there was no reason for it to be a pane method.
fsp_feeds
Tyler Goodlet 2021-09-11 10:42:32 -04:00
parent 8886f11c62
commit 7e366d18cb
1 changed files with 45 additions and 11 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

56
piker/ui/order_mode.py
View File

@ -75,6 +75,37 @@ class OrderDialog(BaseModel):
underscore_attrs_are_private = False
def on_level_change_update_next_order_info(
level: float,
# these are all ``partial``-ed in at callback assignment time.
line: LevelLine,
order: Order,
tracker: PositionTracker,
) -> None:
'''A callback applied for each level change to the line
which will recompute the order size based on allocator
settings. this is assigned inside
``OrderMode.line_from_order()``
'''
# NOTE: the ``Order.account`` is set at order stage time
# inside ``OrderMode.line_from_order()``.
order_info = tracker.alloc.next_order_info(
startup_pp=tracker.startup_pp,
live_pp=tracker.live_pp,
price=level,
action=order.action,
)
line.update_labels(order_info)
# update bound-in staged order
order.price = level
order.size = order_info['size']
@dataclass
class OrderMode:
'''Major UX mode for placing orders on a chart view providing so
@ -152,7 +183,7 @@ class OrderMode:
# immediately
if order.action != 'alert':
line._on_level_change = partial(
self.pane.on_level_change_update_next_order_info,
on_level_change_update_next_order_info,
line=line,
order=order,
tracker=self.current_pp,
@ -592,7 +623,10 @@ async def open_order_mode(
for msg in pp_msgs:
log.info(f'Loading pp for {symkey}:\n{pformat(msg)}')
account_name = accounts.inverse.get(msg.get('account'))
account_value = msg.get('account')
account_name = accounts.inverse.get(account_value)
if not account_name and account_value == 'paper':
account_name = 'paper'
# net-zero pp
startup_pp = Position(
@ -634,9 +668,8 @@ async def open_order_mode(
pp_tracker.hide_info()
# fill out trackers for accounts with net-zero pps
for account_name in set(accounts) - set(trackers):
# net-zero pp
zero_pp_accounts = set(accounts) - set(trackers)
for account_name in zero_pp_accounts:
startup_pp = Position(
symbol=symbol,
size=0,
@ -709,7 +742,6 @@ async def open_order_mode(
order_pane.on_ui_settings_change('limit', tracker.alloc.limit())
# order_pane.on_ui_settings_change('account', pp_account)
# order_pane.update_status_ui(pp=tracker.startup_pp)
order_pane.update_status_ui(pp=tracker)
# TODO: create a mode "manager" of sorts?
@ -770,7 +802,7 @@ async def display_pnl(
pp = order_mode.current_pp
live = pp.live_pp
sym = live.symbol.key
key = live.symbol.key
if live.size < 0:
types = ('ask', 'last', 'last', 'utrade')
@ -814,8 +846,8 @@ async def display_pnl(
# last_tick = time.time()
finally:
assert _pnl_tasks[sym]
assert _pnl_tasks.pop(sym)
assert _pnl_tasks[key]
assert _pnl_tasks.pop(key)
async def process_trades_and_update_ui(
@ -850,7 +882,7 @@ async def process_trades_and_update_ui(
tracker.update_from_pp()
# update order pane widgets
mode.pane.update_status_ui(tracker.live_pp)
mode.pane.update_status_ui(tracker)
mode.display_pnl(tracker)
# short circuit to next msg to avoid
@ -942,4 +974,6 @@ async def process_trades_and_update_ui(
arrow_index=get_index(details['broker_time']),
)
tracker.live_pp.fills.append(msg)
# TODO: how should we look this up?
# tracker = mode.trackers[msg['account']]
# tracker.live_pp.fills.append(msg)