Vastly simplify order mode line management
- generate lines from staged `Order` msgs - apply level update callback to each order that dynamically updates the order size from the allocator calcs - pass order msg instances to the ems client for submission - update order size on line moves - add `Order` msg and `Symbol` refs to each dialogfsp_feeds
Tyler Goodlet
parent
ccad7cfc2a
commit
873d531521
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@ -219,7 +219,10 @@ async def handle_viewmode_kb_inputs(
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# XXX: order matters here for line style!
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view.mode._trigger_type = trigger_type
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view.mode.stage_order(action, trigger_type=trigger_type)
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view.mode.stage_order(
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action,
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trigger_type=trigger_type,
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)
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prefix = trigger_type + '-' if action != 'alert' else ''
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view._chart.window().set_mode_name(f'{prefix}{action}')
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@ -32,10 +32,11 @@ from ..clearing._client import open_ems, OrderBook
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from ..data._source import Symbol
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from ..log import get_logger
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from ._editors import LineEditor, ArrowEditor
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from ._lines import LevelLine
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from ._lines import order_line, LevelLine
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from ._position import PositionTracker
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from ._window import MultiStatus
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from ._forms import FieldsForm
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from ..clearing._messages import Order
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# from ._forms import FieldsForm
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log = get_logger(__name__)
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@ -48,6 +49,8 @@ class OrderDialog(BaseModel):
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'''
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# TODO: use ``pydantic.UUID4`` field
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uuid: str
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order: Order
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symbol: Symbol
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line: LevelLine
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last_status_close: Callable = lambda: None
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msgs: dict[str, dict] = {}
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@ -84,54 +87,232 @@ class OrderMode:
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arrows: ArrowEditor
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multistatus: MultiStatus
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pp: PositionTracker
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allocator: 'Allocator' # noqa
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name: str = 'order'
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dialogs: dict[str, OrderDialog] = field(default_factory=dict)
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_colors = {
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'alert': 'alert_yellow',
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'buy': 'buy_green',
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'sell': 'sell_red',
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}
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_action: str = 'alert'
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_exec_mode: str = 'dark'
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_size: float = 100.0
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_staged_order: Optional[Order] = None
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dialogs: dict[str, OrderDialog] = field(default_factory=dict)
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def line_from_order(
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self,
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def uuid(self) -> str:
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return str(uuid.uuid4())
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order: Order,
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symbol: Symbol,
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@property
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def pp_config(self) -> FieldsForm:
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return self.chart.linked.godwidget.pp_config
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**line_kwargs,
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def set_exec(
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) -> LevelLine:
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line = order_line(
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self.chart,
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# TODO: convert these values into human-readable form
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# (i.e. with k, m, M, B) type embedded suffixes
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level=order.price,
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# level_digits=symbol.digits(),
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action=order.action,
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size=order.size,
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# TODO: we need truncation checks in the EMS for this?
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# size_digits=min(symbol.lot_digits(), 3),
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color=self._colors[order.action],
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dotted=True if (
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order.exec_mode == 'dark' and
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order.action != 'alert'
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) else False,
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**line_kwargs,
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)
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# define a callback applied for each level change to the line
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# which will recompute the order size based on allocator
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# settings:
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def update_from_size_calc(y: float) -> None:
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order_info = self.allocator.get_order_info(
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symbol=symbol,
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price=y,
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)
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line.update_labels(order_info)
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order.price = y
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order.size = order_info['size']
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# return is used to update labels implicitly
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return order_info
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update_from_size_calc(order.price)
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# set level update cb
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# line._on_level_change = partial(update_from_size_calc, order=order)
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line._on_level_change = update_from_size_calc
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return line
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def stage_order(
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self,
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action: str,
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size: Optional[int] = None,
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trigger_type: str,
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) -> None:
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'''
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Set execution mode.
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'''Stage an order for submission.
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'''
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# not initialized yet
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if not self.chart.linked.cursor:
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chart = self.chart
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cursor = chart.linked.cursor
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if not (chart and cursor and cursor.active_plot):
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return
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self._action = action
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self.lines.stage_line(
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chart = cursor.active_plot
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price = cursor._datum_xy[1]
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symbol = self.chart.linked.symbol
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color=self._colors[action],
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# hl_on_hover=True if self._exec_mode == 'live' else False,
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dotted=True if (
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self._exec_mode == 'dark' and action != 'alert'
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) else False,
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size=size or self._size,
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order = self._staged_order = Order(
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action=action,
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price=price,
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size=0,
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symbol=symbol,
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brokers=symbol.brokers,
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oid='', # filled in on submit
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exec_mode=trigger_type, # dark or live
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)
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line = self.line_from_order(
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order,
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symbol,
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show_markers=True,
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# just for the stage line to avoid
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# flickering while moving the cursor
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# around where it might trigger highlight
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# then non-highlight depending on sensitivity
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always_show_labels=True,
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# don't highlight the "staging" line
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highlight_on_hover=False,
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# prevent flickering of marker while moving/tracking cursor
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only_show_markers_on_hover=False,
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)
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line = self.lines.stage_line(line)
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# hide crosshair y-line and label
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cursor.hide_xhair()
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# add line to cursor trackers
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cursor._trackers.add(line)
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return line
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def submit_order(
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self,
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) -> OrderDialog:
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'''Send execution order to EMS return a level line to
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represent the order on a chart.
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'''
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staged = self._staged_order
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symbol = staged.symbol
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oid = str(uuid.uuid4())
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# format order data for ems
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order = staged.copy(
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update={
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'symbol': symbol.key,
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'oid': oid,
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}
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)
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line = self.line_from_order(
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order,
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symbol,
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show_markers=True,
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only_show_markers_on_hover=True,
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)
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# register the "submitted" line under the cursor
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# to be displayed when above order ack arrives
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# (means the marker graphic doesn't show on screen until the
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# order is live in the emsd).
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# TODO: update the line once an ack event comes back
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# from the EMS!
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# maybe place a grey line in "submission" mode
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# which will be updated to it's appropriate action
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# color once the submission ack arrives.
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self.lines.submit_line(
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line=line,
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uuid=oid,
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)
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dialog = OrderDialog(
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uuid=oid,
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order=order,
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symbol=symbol,
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line=line,
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last_status_close=self.multistatus.open_status(
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f'submitting {self._trigger_type}-{order.action}',
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final_msg=f'submitted {self._trigger_type}-{order.action}',
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clear_on_next=True,
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)
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)
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# TODO: create a new ``OrderLine`` with this optional var defined
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line.dialog = dialog
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# enter submission which will be popped once a response
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# from the EMS is received to move the order to a different# status
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self.dialogs[oid] = dialog
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# hook up mouse drag handlers
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line._on_drag_start = self.order_line_modify_start
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line._on_drag_end = self.order_line_modify_complete
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# send order cmd to ems
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self.book.send(order)
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return dialog
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# order-line modify handlers
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def order_line_modify_start(
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self,
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line: LevelLine,
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) -> None:
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print(f'Line modify: {line}')
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# cancel original order until new position is found?
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# TODO: make a config option for this behaviour..
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def order_line_modify_complete(
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self,
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line: LevelLine,
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) -> None:
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level = line.value()
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# updateb by level change callback set in ``.line_from_order()``
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size = line.dialog.order.size
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self.book.update(
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uuid=line.dialog.uuid,
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price=level,
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size=size,
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)
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# ems response loop handlers
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def on_submit(
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self,
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uuid: str
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@ -234,80 +415,6 @@ class OrderMode:
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f'Received cancel for unsubmitted order {pformat(msg)}'
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)
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def submit_exec(
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self,
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size: Optional[float] = None,
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) -> OrderDialog:
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"""Send execution order to EMS return a level line to
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represent the order on a chart.
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"""
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# register the "staged" line under the cursor
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# to be displayed when above order ack arrives
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# (means the line graphic doesn't show on screen until the
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# order is live in the emsd).
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oid = str(uuid.uuid4())
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size = size or self._size
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cursor = self.chart.linked.cursor
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chart = cursor.active_plot
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y = cursor._datum_xy[1]
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symbol = self.chart.linked.symbol
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action = self._action
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# TODO: update the line once an ack event comes back
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# from the EMS!
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# TODO: place a grey line in "submission" mode
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# which will be updated to it's appropriate action
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# color once the submission ack arrives.
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# make line graphic if order push was sucessful
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line = self.lines.create_order_line(
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oid,
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level=y,
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chart=chart,
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size=size,
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action=action,
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)
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dialog = OrderDialog(
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uuid=oid,
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line=line,
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last_status_close=self.multistatus.open_status(
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f'submitting {self._exec_mode}-{action}',
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final_msg=f'submitted {self._exec_mode}-{action}',
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clear_on_next=True,
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)
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)
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# TODO: create a new ``OrderLine`` with this optional var defined
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line.dialog = dialog
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# enter submission which will be popped once a response
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# from the EMS is received to move the order to a different# status
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self.dialogs[oid] = dialog
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# hook up mouse drag handlers
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line._on_drag_start = self.order_line_modify_start
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line._on_drag_end = self.order_line_modify_complete
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# send order cmd to ems
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self.book.send(
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uuid=oid,
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symbol=symbol.key,
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brokers=symbol.brokers,
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price=y,
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size=size,
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action=action,
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exec_mode=self._exec_mode,
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)
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return dialog
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def cancel_orders_under_cursor(self) -> list[str]:
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return self.cancel_orders_from_lines(
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self.lines.lines_under_cursor()
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@ -353,32 +460,6 @@ class OrderMode:
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return ids
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# order-line modify handlers
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def order_line_modify_start(
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self,
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line: LevelLine,
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) -> None:
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print(f'Line modify: {line}')
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# cancel original order until new position is found
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def order_line_modify_complete(
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self,
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line: LevelLine,
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) -> None:
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self.book.update(
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uuid=line.dialog.uuid,
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# TODO: must adjust sizing
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# - should we round this to a nearest tick here and how?
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# - need to recompute the size from the pp allocator
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price=line.value(),
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)
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async def run_order_mode(
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@ -419,8 +500,10 @@ async def run_order_mode(
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log.info("Opening order mode")
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alloc = chart.linked.godwidget.pp_pane.model
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pp = PositionTracker(chart)
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pp.hide()
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alloc._position = pp
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mode = OrderMode(
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chart,
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@ -429,6 +512,7 @@ async def run_order_mode(
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arrows,
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multistatus,
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pp,
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allocator=alloc,
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)
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# TODO: create a mode "manager" of sorts?
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@ -475,7 +559,7 @@ async def run_order_mode(
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# start async input handling for chart's view
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async with (
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chart._vb.open_async_input_handler(),
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chart.view.open_async_input_handler(),
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# TODO: config form handler nursery
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