diff --git a/piker/clearing/_ems.py b/piker/clearing/_ems.py index 2ea06d8a..e39c9cdc 100644 --- a/piker/clearing/_ems.py +++ b/piker/clearing/_ems.py @@ -76,7 +76,6 @@ if TYPE_CHECKING: # TODO: numba all of this def mk_check( - trigger_price: float, known_last: float, action: str, @@ -1297,7 +1296,7 @@ async def process_client_order_cmds( case { 'oid': oid, 'symbol': fqme, - 'price': trigger_price, + 'price': price, 'size': size, 'action': ('buy' | 'sell') as action, 'exec_mode': ('live' | 'paper'), @@ -1329,7 +1328,7 @@ async def process_client_order_cmds( symbol=sym, action=action, - price=trigger_price, + price=price, size=size, account=req.account, ) @@ -1371,7 +1370,7 @@ async def process_client_order_cmds( case { 'oid': oid, 'symbol': fqme, - 'price': trigger_price, + 'price': price, 'size': size, 'exec_mode': exec_mode, 'action': action, @@ -1399,7 +1398,12 @@ async def process_client_order_cmds( if isnan(last): last = flume.rt_shm.array[-1]['close'] - pred = mk_check(trigger_price, last, action) + trigger_price: float = float(price) + pred = mk_check( + trigger_price, + last, + action, + ) # NOTE: for dark orders currently we submit # the triggered live order at a price 5 ticks diff --git a/piker/ui/order_mode.py b/piker/ui/order_mode.py index d5720e8a..45f30bb5 100644 --- a/piker/ui/order_mode.py +++ b/piker/ui/order_mode.py @@ -21,6 +21,7 @@ Chart trading, the only way to scalp. from __future__ import annotations from contextlib import asynccontextmanager from dataclasses import dataclass, field +from decimal import Decimal from functools import partial from pprint import pformat import time @@ -41,7 +42,6 @@ from piker.accounting import ( Position, mk_allocator, MktPair, - Symbol, ) from piker.clearing import ( open_ems, @@ -143,6 +143,15 @@ class OrderMode: } _staged_order: Order | None = None + @property + def curr_mkt(self) -> MktPair: + ''' + Deliver the currently selected `MktPair` according + chart state. + + ''' + return self.chart.linked.mkt + def on_level_change_update_next_order_info( self, level: float, @@ -172,7 +181,12 @@ class OrderMode: line.update_labels(order_info) # update bound-in staged order - order.price = level + # order.price = level + mkt: MktPair = self.curr_mkt + order.price: Decimal = mkt.quantize( + size=level, + quantity_type='price', + ) order.size = order_info['size'] # when an order is changed we flip the settings side-pane to @@ -187,7 +201,9 @@ class OrderMode: ) -> LevelLine: - level = order.price + # TODO, if we instead just always decimalize at the ems layer + # we can avoid this back-n-forth casting? + level = float(order.price) line = order_line( chart or self.chart, @@ -224,7 +240,12 @@ class OrderMode: # the order mode allocator but we still need to update the # "staged" order message we'll send to the ems def update_order_price(y: float) -> None: - order.price = y + mkt: MktPair = self.curr_mkt + order.price: Decimal = mkt.quantize( + size=y, + quantity_type='price', + ) + # order.price = y line._on_level_change = update_order_price @@ -275,34 +296,31 @@ class OrderMode: chart = cursor.linked.chart if ( not chart - and cursor - and cursor.active_plot + and + cursor + and + cursor.active_plot ): return chart = cursor.active_plot - price = cursor._datum_xy[1] + price: float = cursor._datum_xy[1] if not price: # zero prices are not supported by any means # since that's illogical / a no-op. return - mkt: MktPair = self.chart.linked.mkt - - # NOTE : we could also use instead, - # mkt.quantize(price, quantity_type='price') - # but it returns a Decimal and it's probably gonna - # be slower? # TODO: should we be enforcing this precision - # at a different layer in the stack? right now - # any precision error will literally be relayed - # all the way back from the backend. - - price = round( - price, - ndigits=mkt.price_tick_digits, + # at a different layer in the stack? + # |_ might require `MktPair` tracking in the EMS? + # |_ right now any precision error will be relayed + # all the way back from the backend and vice-versa.. + # + mkt: MktPair = self.curr_mkt + price: Decimal = mkt.quantize( + size=price, + quantity_type='price', ) - order = self._staged_order = Order( action=action, price=price, @@ -515,14 +533,15 @@ class OrderMode: # if an order msg is provided update the line # **from** that msg. if order: - if order.price <= 0: + price: float = float(order.price) + if price <= 0: log.error(f'Order has 0 price, cancelling..\n{order}') self.cancel_orders([order.oid]) return None - line.set_level(order.price) + line.set_level(price) self.on_level_change_update_next_order_info( - level=order.price, + level=price, line=line, order=order, # use the corresponding position tracker for the @@ -681,9 +700,9 @@ class OrderMode: ) -> Dialog | None: # NOTE: the `.order` attr **must** be set with the # equivalent order msg in order to be loaded. - order = msg.req + order: Order = msg.req oid = str(msg.oid) - symbol = order.symbol + symbol: str = order.symbol # TODO: MEGA UGGG ZONEEEE! src = msg.src @@ -702,13 +721,22 @@ class OrderMode: order.oid = str(order.oid) order.brokers = [brokername] - # TODO: change this over to `MktPair`, but it's - # gonna be tough since we don't have any such data - # really in our clearing msg schema.. - order.symbol = Symbol.from_fqme( - fqsn=fqme, - info={}, - ) + # ?TODO? change this over to `MktPair`, but it's gonna be + # tough since we don't have any such data really in our + # clearing msg schema.. + # BUT WAIT! WHY do we even want/need this!? + # + # order.symbol = self.curr_mkt + # + # XXX, the old approach.. which i don't quire member why.. + # -[ ] verify we for sure don't require this any more! + # |_https://github.com/pikers/piker/issues/517 + # + # order.symbol = Symbol.from_fqme( + # fqsn=fqme, + # info={}, + # ) + maybe_dialog: Dialog | None = self.submit_order( send_msg=False, order=order, @@ -1101,7 +1129,7 @@ async def process_trade_msg( ) ) ): - msg.req = order + msg.req: Order = order dialog: ( Dialog # NOTE: on an invalid order submission (eg.