Update pane status on position updates from ems

Turned out to be pretty simple, on every pp update just recompute
the proportion of slots used based on the limit size units.
Don't assign the allocator callback method for alert lines since
there's no size to generate. Move from-existing-pp calculations
into the order pane itself.
fsp_feeds
Tyler Goodlet 2021-08-25 10:38:04 -04:00
parent 37f5648883
commit a006ffce80
1 changed files with 39 additions and 37 deletions

View File

@ -25,6 +25,7 @@ import time
from typing import Optional, Dict, Callable, Any from typing import Optional, Dict, Callable, Any
import uuid import uuid
from bidict import bidict
from pydantic import BaseModel from pydantic import BaseModel
import tractor import tractor
import trio import trio
@ -35,7 +36,7 @@ from ..data._source import Symbol
from ..log import get_logger from ..log import get_logger
from ._editors import LineEditor, ArrowEditor from ._editors import LineEditor, ArrowEditor
from ._lines import order_line, LevelLine from ._lines import order_line, LevelLine
from ._position import PositionTracker, OrderModePane, mk_alloc from ._position import PositionTracker, OrderModePane, Allocator, _size_units
from ._window import MultiStatus from ._window import MultiStatus
from ..clearing._messages import Order from ..clearing._messages import Order
from ._forms import open_form_input_handling from ._forms import open_form_input_handling
@ -135,12 +136,21 @@ class OrderMode:
# set level update callback to order pane method and update once # set level update callback to order pane method and update once
# immediately # immediately
line._on_level_change = partial( if order.action != 'alert':
self.pane.on_level_change_update_next_order_info, line._on_level_change = partial(
line=line, self.pane.on_level_change_update_next_order_info,
order=order, line=line,
) order=order,
line._on_level_change(order.price) )
else:
# for alerts we don't need to compute per price sizing via
# 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
line._on_level_change = update_order_price
return line return line
@ -491,16 +501,20 @@ async def run_order_mode(
arrows = ArrowEditor(chart, {}) arrows = ArrowEditor(chart, {})
# allocator # allocator
alloc = mk_alloc( alloc = Allocator(
symbol=symbol, symbol=symbol,
accounts=brokers.config.load_accounts() account=None,
_accounts=bidict(brokers.config.load_accounts()),
size_unit=_size_units['currency'],
units_limit=400,
currency_limit=5e3,
slots=4,
) )
# form = chart.linked.godwidget.pp_pane.model
form = chart.sidepane form = chart.sidepane
form.model = alloc form.model = alloc
pp_tracker = PositionTracker(chart, alloc=alloc) pp_tracker = PositionTracker(chart)
pp_tracker.hide() pp_tracker.hide()
# order pane widgets and allocation model # order pane widgets and allocation model
@ -514,21 +528,22 @@ async def run_order_mode(
limit_label=form.top_label, limit_label=form.top_label,
) )
for key in ('account', 'size_unit', 'disti_weight'): # XXX: would love to not have to do this separate from edit
# fields (which are done in an async loop - see below)
# connect selection signals (from drop down widgets)
# to order sync pane handler
for key in ('account', 'size_unit',):
w = form.fields[key] w = form.fields[key]
def write_model(text: str, key: str):
print(f'{text}')
setattr(alloc, key, text)
print(alloc)
w.currentTextChanged.connect( w.currentTextChanged.connect(
partial( partial(
write_model, order_pane.on_selection_change,
key=key, key=key,
) )
) )
# top level abstraction which wraps all this crazyness into
# a namespace..
mode = OrderMode( mode = OrderMode(
chart, chart,
book, book,
@ -545,8 +560,6 @@ async def run_order_mode(
# so that view handlers can access it # so that view handlers can access it
view.order_mode = mode view.order_mode = mode
asset_type = symbol.type_key
# update any exising position # update any exising position
for sym, msg in positions.items(): for sym, msg in positions.items():
@ -555,23 +568,6 @@ async def run_order_mode(
pp_tracker.update(msg, position=pp_tracker.startup_pp) pp_tracker.update(msg, position=pp_tracker.startup_pp)
pp_tracker.update(msg) pp_tracker.update(msg)
# default entry sizing
if asset_type in ('stock', 'crypto', 'forex'):
alloc.size_unit = '$ size'
pp_tracker.pane.fields['size_unit'].setCurrentText(alloc.size_unit)
elif asset_type in ('future', 'option', 'futures_option'):
alloc.size_unit = '# units'
pp_tracker.pane.fields['size_unit'].setCurrentText(alloc.size_unit)
slots = alloc.slots = pp_tracker.startup_pp.size
pp_tracker.pane.fields['slots'].setText(str(alloc.slots))
# make entry step 1.0
alloc.units_size = slots
pp_tracker.pane.fields['size'].setText(str(alloc.units_size))
# make fill bar and positioning snapshot # make fill bar and positioning snapshot
order_pane.init_status_ui() order_pane.init_status_ui()
@ -595,12 +591,15 @@ async def run_order_mode(
# start async input handling for chart's view # start async input handling for chart's view
async with ( async with (
# ``ChartView`` input async handler startup
chart.view.open_async_input_handler(), chart.view.open_async_input_handler(),
# pp pane kb inputs # pp pane kb inputs
open_form_input_handling( open_form_input_handling(
form, form,
focus_next=chart.linked.godwidget, focus_next=chart.linked.godwidget,
on_value_change=order_pane.on_ui_settings_change,
), ),
): ):
@ -626,6 +625,9 @@ async def run_order_mode(
if msg['symbol'].lower() in sym.key: if msg['symbol'].lower() in sym.key:
pp_tracker.update(msg) pp_tracker.update(msg)
# update order pane widgets
mode.pane.update_status_ui()
# short circuit to next msg to avoid # short circuit to next msg to avoid
# uncessary msg content lookups # uncessary msg content lookups
continue continue