Merge pull request #449 from pikers/multi_symbol_input
Multi symbol input (support)kraken_deposits_fixes
goodboy
GitHub
commit
a7d02ecec8
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@ -1037,12 +1037,11 @@ async def allocate_persistent_feed(
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flume = Flume(
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symbol=symbol,
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_hist_shm_token=hist_shm.token,
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_rt_shm_token=rt_shm.token,
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first_quote=first_quote,
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_rt_shm_token=rt_shm.token,
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_hist_shm_token=hist_shm.token,
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izero_hist=izero_hist,
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izero_rt=izero_rt,
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# throttle_rate=tick_throttle,
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)
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# for ambiguous names we simply apply the retreived
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@ -38,7 +38,6 @@ from PyQt5.QtWidgets import (
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QVBoxLayout,
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QSplitter,
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)
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import numpy as np
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import pyqtgraph as pg
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import trio
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@ -63,7 +62,10 @@ from ._style import (
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_xaxis_at,
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_min_points_to_show,
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)
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from ..data.feed import Feed
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from ..data.feed import (
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Feed,
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Flume,
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)
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from ..data._source import Symbol
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from ..log import get_logger
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from ._interaction import ChartView
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@ -537,6 +539,7 @@ class LinkedSplits(QWidget):
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symbol: Symbol,
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shm: ShmArray,
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flume: Flume,
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sidepane: FieldsForm,
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style: str = 'ohlc_bar',
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@ -561,6 +564,7 @@ class LinkedSplits(QWidget):
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self.chart = self.add_plot(
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name=symbol.fqsn,
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shm=shm,
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flume=flume,
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style=style,
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_is_main=True,
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sidepane=sidepane,
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@ -581,6 +585,7 @@ class LinkedSplits(QWidget):
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name: str,
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shm: ShmArray,
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flume: Flume,
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array_key: Optional[str] = None,
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style: str = 'line',
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@ -704,9 +709,11 @@ class LinkedSplits(QWidget):
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# draw curve graphics
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if style == 'ohlc_bar':
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graphics, data_key = cpw.draw_ohlc(
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# graphics, data_key = cpw.draw_ohlc(
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flow = cpw.draw_ohlc(
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name,
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shm,
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flume=flume,
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array_key=array_key
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)
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self.cursor.contents_labels.add_label(
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@ -718,18 +725,22 @@ class LinkedSplits(QWidget):
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elif style == 'line':
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add_label = True
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graphics, data_key = cpw.draw_curve(
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# graphics, data_key = cpw.draw_curve(
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flow = cpw.draw_curve(
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name,
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shm,
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flume,
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array_key=array_key,
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color='default_light',
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)
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elif style == 'step':
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add_label = True
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graphics, data_key = cpw.draw_curve(
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# graphics, data_key = cpw.draw_curve(
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flow = cpw.draw_curve(
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name,
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shm,
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flume,
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array_key=array_key,
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step_mode=True,
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color='davies',
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@ -739,6 +750,9 @@ class LinkedSplits(QWidget):
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else:
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raise ValueError(f"Chart style {style} is currently unsupported")
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graphics = flow.graphics
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data_key = flow.name
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if _is_main:
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assert style == 'ohlc_bar', 'main chart must be OHLC'
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else:
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@ -895,7 +909,7 @@ class ChartPlotWidget(pg.PlotWidget):
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# registry of overlay curve names
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self._flows: dict[str, Flow] = {}
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self._feeds: dict[Symbol, Feed] = {}
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self.feed: Feed | None = None
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self._labels = {} # registry of underlying graphics
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self._ysticks = {} # registry of underlying graphics
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@ -916,20 +930,18 @@ class ChartPlotWidget(pg.PlotWidget):
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self._on_screen: bool = False
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def resume_all_feeds(self):
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...
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# try:
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# for feed in self._feeds.values():
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# for flume in feed.flumes.values():
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# self.linked.godwidget._root_n.start_soon(flume.resume)
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# except RuntimeError:
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# # TODO: cancel the qtractor runtime here?
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# raise
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feed = self.feed
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if feed:
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try:
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self.linked.godwidget._root_n.start_soon(feed.resume)
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except RuntimeError:
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# TODO: cancel the qtractor runtime here?
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raise
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def pause_all_feeds(self):
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...
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# for feed in self._feeds.values():
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# for flume in feed.flumes.values():
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# self.linked.godwidget._root_n.start_soon(flume.pause)
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feed = self.feed
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if feed:
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self.linked.godwidget._root_n.start_soon(feed.pause)
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@property
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def view(self) -> ChartView:
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@ -938,12 +950,6 @@ class ChartPlotWidget(pg.PlotWidget):
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def focus(self) -> None:
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self.view.setFocus()
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def last_bar_in_view(self) -> int:
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self._arrays[self.name][-1]['index']
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def is_valid_index(self, index: int) -> bool:
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return index >= 0 and index < self._arrays[self.name][-1]['index']
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def _set_xlimits(
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self,
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xfirst: int,
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@ -1036,9 +1042,14 @@ class ChartPlotWidget(pg.PlotWidget):
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log.warning(f'`Flow` for {self.name} not loaded yet?')
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return
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index = flow.shm.array['index']
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arr = flow.shm.array
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index = arr['index']
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# times = arr['time']
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# these will be epoch time floats
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xfirst, xlast = index[0], index[-1]
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l, lbar, rbar, r = self.bars_range()
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view = self.view
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if (
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@ -1195,6 +1206,7 @@ class ChartPlotWidget(pg.PlotWidget):
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name: str,
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shm: ShmArray,
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flume: Flume,
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array_key: Optional[str] = None,
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overlay: bool = False,
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@ -1207,10 +1219,7 @@ class ChartPlotWidget(pg.PlotWidget):
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**graphics_kwargs,
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) -> tuple[
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pg.GraphicsObject,
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str,
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]:
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) -> Flow:
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'''
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Draw a "curve" (line plot graphics) for the provided data in
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the input shm array ``shm``.
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@ -1225,7 +1234,6 @@ class ChartPlotWidget(pg.PlotWidget):
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graphics = BarItems(
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linked=self.linked,
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plotitem=pi,
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# pen_color=self.pen_color,
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color=color,
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name=name,
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**graphics_kwargs,
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@ -1245,14 +1253,17 @@ class ChartPlotWidget(pg.PlotWidget):
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**graphics_kwargs,
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)
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self._flows[data_key] = Flow(
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name=name,
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plot=pi,
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_shm=shm,
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flow = self._flows[data_key] = Flow(
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data_key,
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pi,
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shm,
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flume,
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is_ohlc=is_ohlc,
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# register curve graphics with this flow
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graphics=graphics,
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)
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assert isinstance(flow.shm, ShmArray)
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# TODO: this probably needs its own method?
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if overlay:
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@ -1309,24 +1320,26 @@ class ChartPlotWidget(pg.PlotWidget):
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# understand.
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pi.addItem(graphics)
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return graphics, data_key
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return flow
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def draw_ohlc(
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self,
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name: str,
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shm: ShmArray,
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flume: Flume,
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array_key: Optional[str] = None,
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**draw_curve_kwargs,
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) -> (pg.GraphicsObject, str):
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) -> Flow:
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'''
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Draw OHLC datums to chart.
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'''
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return self.draw_curve(
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name=name,
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shm=shm,
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name,
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shm,
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flume,
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array_key=array_key,
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is_ohlc=True,
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**draw_curve_kwargs,
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@ -1391,37 +1404,6 @@ class ChartPlotWidget(pg.PlotWidget):
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self.sig_mouse_leave.emit(self)
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self.scene().leaveEvent(ev)
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def get_index(self, time: float) -> int:
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# TODO: this should go onto some sort of
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# data-view thinger..right?
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ohlc = self._flows[self.name].shm.array
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# XXX: not sure why the time is so off here
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# looks like we're gonna have to do some fixing..
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indexes = ohlc['time'] >= time
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if any(indexes):
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return ohlc['index'][indexes][-1]
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else:
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return ohlc['index'][-1]
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def in_view(
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self,
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array: np.ndarray,
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) -> np.ndarray:
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'''
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Slice an input struct array providing only datums
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"in view" of this chart.
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'''
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l, lbar, rbar, r = self.bars_range()
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ifirst = array[0]['index']
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# slice data by offset from the first index
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# available in the passed datum set.
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return array[lbar - ifirst:(rbar - ifirst) + 1]
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def maxmin(
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self,
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name: Optional[str] = None,
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1467
piker/ui/_display.py
1467
piker/ui/_display.py
File diff suppressed because it is too large
Load Diff
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@ -36,6 +36,7 @@ from PyQt5.QtCore import QLineF
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from ..data._sharedmem import (
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ShmArray,
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)
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from ..data.feed import Flume
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from .._profile import (
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pg_profile_enabled,
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# ms_slower_then,
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@ -208,13 +209,16 @@ class Flow(msgspec.Struct): # , frozen=True):
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'''
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name: str
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plot: pg.PlotItem
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graphics: Curve | BarItems
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_shm: ShmArray
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flume: Flume
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graphics: Curve | BarItems
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# for tracking y-mn/mx for y-axis auto-ranging
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yrange: tuple[float, float] = None
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# in some cases a flow may want to change its
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# graphical "type" or, "form" when downsampling,
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# normally this is just a plain line.
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# graphical "type" or, "form" when downsampling, to
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# start this is only ever an interpolation line.
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ds_graphics: Optional[Curve] = None
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is_ohlc: bool = False
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@ -249,9 +253,9 @@ class Flow(msgspec.Struct): # , frozen=True):
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# TODO: remove this and only allow setting through
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# private ``._shm`` attr?
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@shm.setter
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def shm(self, shm: ShmArray) -> ShmArray:
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self._shm = shm
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# @shm.setter
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# def shm(self, shm: ShmArray) -> ShmArray:
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# self._shm = shm
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def maxmin(
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self,
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@ -318,9 +322,15 @@ class Flow(msgspec.Struct): # , frozen=True):
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'''
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vr = self.plot.viewRect()
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return int(vr.left()), int(vr.right())
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return (
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vr.left(),
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vr.right(),
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)
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def datums_range(self) -> tuple[
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def datums_range(
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self,
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index_field: str = 'index',
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) -> tuple[
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int, int, int, int, int, int
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]:
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'''
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@ -328,6 +338,8 @@ class Flow(msgspec.Struct): # , frozen=True):
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'''
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l, r = self.view_range()
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l = round(l)
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r = round(r)
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# TODO: avoid this and have shm passed
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# in earlier.
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@ -348,15 +360,23 @@ class Flow(msgspec.Struct): # , frozen=True):
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def read(
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self,
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array_field: Optional[str] = None,
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index_field: str = 'index',
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) -> tuple[
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int, int, np.ndarray,
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int, int, np.ndarray,
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]:
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# read call
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'''
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Read the underlying shm array buffer and
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return the data plus indexes for the first
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and last
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which has been written to.
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'''
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# readable data
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array = self.shm.array
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indexes = array['index']
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indexes = array[index_field]
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ifirst = indexes[0]
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ilast = indexes[-1]
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|
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116
piker/ui/_fsp.py
116
piker/ui/_fsp.py
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@ -42,6 +42,8 @@ from ..data._sharedmem import (
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_Token,
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try_read,
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)
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from ..data.feed import Flume
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from ..data._source import Symbol
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from ._chart import (
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ChartPlotWidget,
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LinkedSplits,
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@ -111,7 +113,7 @@ def update_fsp_chart(
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# read from last calculated value and update any label
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last_val_sticky = chart.plotItem.getAxis(
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'right')._stickies.get(chart.name)
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'right')._stickies.get(graphics_name)
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if last_val_sticky:
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last = last_row[array_key]
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last_val_sticky.update_from_data(-1, last)
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@ -212,7 +214,7 @@ async def open_fsp_actor_cluster(
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async def run_fsp_ui(
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linkedsplits: LinkedSplits,
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shm: ShmArray,
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flume: Flume,
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started: trio.Event,
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target: Fsp,
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conf: dict[str, dict],
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@ -249,9 +251,11 @@ async def run_fsp_ui(
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else:
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chart = linkedsplits.subplots[overlay_with]
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shm = flume.rt_shm
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chart.draw_curve(
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name=name,
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shm=shm,
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name,
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shm,
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flume,
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overlay=True,
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color='default_light',
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array_key=name,
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@ -261,8 +265,9 @@ async def run_fsp_ui(
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else:
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# create a new sub-chart widget for this fsp
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chart = linkedsplits.add_plot(
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name=name,
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shm=shm,
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name,
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shm,
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flume,
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array_key=name,
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sidepane=sidepane,
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|
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@ -352,6 +357,9 @@ async def run_fsp_ui(
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# last = time.time()
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# TODO: maybe this should be our ``Flow`` type since it maps
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# one flume to the next? The machinery for task/actor mgmt should
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# be part of the instantiation API?
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class FspAdmin:
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'''
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Client API for orchestrating FSP actors and displaying
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@ -363,7 +371,7 @@ class FspAdmin:
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tn: trio.Nursery,
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cluster: dict[str, tractor.Portal],
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linked: LinkedSplits,
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src_shm: ShmArray,
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flume: Flume,
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) -> None:
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self.tn = tn
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@ -375,7 +383,11 @@ class FspAdmin:
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tuple[tractor.MsgStream, ShmArray]
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] = {}
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self._flow_registry: dict[_Token, str] = {}
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self.src_shm = src_shm
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# TODO: make this a `.src_flume` and add
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# a `dst_flume`?
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# (=> but then wouldn't this be the most basic `Flow`?)
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self.flume = flume
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def rr_next_portal(self) -> tractor.Portal:
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name, portal = next(self._rr_next_actor)
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|
|
@ -388,7 +400,7 @@ class FspAdmin:
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complete: trio.Event,
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started: trio.Event,
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fqsn: str,
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dst_shm: ShmArray,
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dst_fsp_flume: Flume,
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conf: dict,
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target: Fsp,
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loglevel: str,
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|
|
@ -409,9 +421,10 @@ class FspAdmin:
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# data feed key
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fqsn=fqsn,
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# TODO: pass `Flume.to_msg()`s here?
|
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# mems
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src_shm_token=self.src_shm.token,
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dst_shm_token=dst_shm.token,
|
||||
src_shm_token=self.flume.rt_shm.token,
|
||||
dst_shm_token=dst_fsp_flume.rt_shm.token,
|
||||
|
||||
# target
|
||||
ns_path=ns_path,
|
||||
|
|
@ -428,12 +441,14 @@ class FspAdmin:
|
|||
ctx.open_stream() as stream,
|
||||
):
|
||||
|
||||
dst_fsp_flume.stream: tractor.MsgStream = stream
|
||||
|
||||
# register output data
|
||||
self._registry[
|
||||
(fqsn, ns_path)
|
||||
] = (
|
||||
stream,
|
||||
dst_shm,
|
||||
dst_fsp_flume.rt_shm,
|
||||
complete
|
||||
)
|
||||
|
||||
|
|
@ -468,9 +483,9 @@ class FspAdmin:
|
|||
worker_name: Optional[str] = None,
|
||||
loglevel: str = 'info',
|
||||
|
||||
) -> (ShmArray, trio.Event):
|
||||
) -> (Flume, trio.Event):
|
||||
|
||||
fqsn = self.linked.symbol.front_fqsn()
|
||||
fqsn = self.flume.symbol.fqsn
|
||||
|
||||
# allocate an output shm array
|
||||
key, dst_shm, opened = maybe_mk_fsp_shm(
|
||||
|
|
@ -478,8 +493,28 @@ class FspAdmin:
|
|||
target=target,
|
||||
readonly=True,
|
||||
)
|
||||
|
||||
portal = self.cluster.get(worker_name) or self.rr_next_portal()
|
||||
provider_tag = portal.channel.uid
|
||||
|
||||
symbol = Symbol(
|
||||
key=key,
|
||||
broker_info={
|
||||
provider_tag: {'asset_type': 'fsp'},
|
||||
},
|
||||
)
|
||||
dst_fsp_flume = Flume(
|
||||
symbol=symbol,
|
||||
_rt_shm_token=dst_shm.token,
|
||||
first_quote={},
|
||||
|
||||
# set to 0 presuming for now that we can't load
|
||||
# FSP history (though we should eventually).
|
||||
izero_hist=0,
|
||||
izero_rt=0,
|
||||
)
|
||||
self._flow_registry[(
|
||||
self.src_shm._token,
|
||||
self.flume.rt_shm._token,
|
||||
target.name
|
||||
)] = dst_shm._token
|
||||
|
||||
|
|
@ -488,7 +523,6 @@ class FspAdmin:
|
|||
# f'Already started FSP `{fqsn}:{func_name}`'
|
||||
# )
|
||||
|
||||
portal = self.cluster.get(worker_name) or self.rr_next_portal()
|
||||
complete = trio.Event()
|
||||
started = trio.Event()
|
||||
self.tn.start_soon(
|
||||
|
|
@ -497,13 +531,13 @@ class FspAdmin:
|
|||
complete,
|
||||
started,
|
||||
fqsn,
|
||||
dst_shm,
|
||||
dst_fsp_flume,
|
||||
conf,
|
||||
target,
|
||||
loglevel,
|
||||
)
|
||||
|
||||
return dst_shm, started
|
||||
return dst_fsp_flume, started
|
||||
|
||||
async def open_fsp_chart(
|
||||
self,
|
||||
|
|
@ -515,7 +549,7 @@ class FspAdmin:
|
|||
|
||||
) -> (trio.Event, ChartPlotWidget):
|
||||
|
||||
shm, started = await self.start_engine_task(
|
||||
flume, started = await self.start_engine_task(
|
||||
target,
|
||||
conf,
|
||||
loglevel,
|
||||
|
|
@ -527,7 +561,7 @@ class FspAdmin:
|
|||
run_fsp_ui,
|
||||
|
||||
self.linked,
|
||||
shm,
|
||||
flume,
|
||||
started,
|
||||
target,
|
||||
|
||||
|
|
@ -541,7 +575,7 @@ class FspAdmin:
|
|||
@acm
|
||||
async def open_fsp_admin(
|
||||
linked: LinkedSplits,
|
||||
src_shm: ShmArray,
|
||||
flume: Flume,
|
||||
**kwargs,
|
||||
|
||||
) -> AsyncGenerator[dict, dict[str, tractor.Portal]]:
|
||||
|
|
@ -562,7 +596,7 @@ async def open_fsp_admin(
|
|||
tn,
|
||||
cluster_map,
|
||||
linked,
|
||||
src_shm,
|
||||
flume,
|
||||
)
|
||||
try:
|
||||
yield admin
|
||||
|
|
@ -576,7 +610,7 @@ async def open_fsp_admin(
|
|||
async def open_vlm_displays(
|
||||
|
||||
linked: LinkedSplits,
|
||||
ohlcv: ShmArray,
|
||||
flume: Flume,
|
||||
dvlm: bool = True,
|
||||
|
||||
task_status: TaskStatus[ChartPlotWidget] = trio.TASK_STATUS_IGNORED,
|
||||
|
|
@ -598,6 +632,8 @@ async def open_vlm_displays(
|
|||
sig = inspect.signature(flow_rates.func)
|
||||
params = sig.parameters
|
||||
|
||||
ohlcv: ShmArray = flume.rt_shm
|
||||
|
||||
async with (
|
||||
open_fsp_sidepane(
|
||||
linked, {
|
||||
|
|
@ -617,7 +653,7 @@ async def open_vlm_displays(
|
|||
}
|
||||
},
|
||||
) as sidepane,
|
||||
open_fsp_admin(linked, ohlcv) as admin,
|
||||
open_fsp_admin(linked, flume) as admin,
|
||||
):
|
||||
# TODO: support updates
|
||||
# period_field = sidepane.fields['period']
|
||||
|
|
@ -633,6 +669,7 @@ async def open_vlm_displays(
|
|||
chart = linked.add_plot(
|
||||
name='volume',
|
||||
shm=shm,
|
||||
flume=flume,
|
||||
|
||||
array_key='volume',
|
||||
sidepane=sidepane,
|
||||
|
|
@ -645,6 +682,8 @@ async def open_vlm_displays(
|
|||
# the curve item internals are pretty convoluted.
|
||||
style='step',
|
||||
)
|
||||
# back-link the volume chart to trigger y-autoranging
|
||||
# in the ohlc (parent) chart.
|
||||
ohlc_chart.view.enable_auto_yrange(
|
||||
src_vb=chart.view,
|
||||
)
|
||||
|
|
@ -710,7 +749,7 @@ async def open_vlm_displays(
|
|||
|
||||
tasks_ready = []
|
||||
# spawn and overlay $ vlm on the same subchart
|
||||
dvlm_shm, started = await admin.start_engine_task(
|
||||
dvlm_flume, started = await admin.start_engine_task(
|
||||
dolla_vlm,
|
||||
|
||||
{ # fsp engine conf
|
||||
|
|
@ -807,9 +846,13 @@ async def open_vlm_displays(
|
|||
else:
|
||||
color = 'bracket'
|
||||
|
||||
curve, _ = chart.draw_curve(
|
||||
name=name,
|
||||
shm=shm,
|
||||
assert isinstance(shm, ShmArray)
|
||||
assert isinstance(flume, Flume)
|
||||
|
||||
flow = chart.draw_curve(
|
||||
name,
|
||||
shm,
|
||||
flume,
|
||||
array_key=name,
|
||||
overlay=pi,
|
||||
color=color,
|
||||
|
|
@ -822,20 +865,20 @@ async def open_vlm_displays(
|
|||
# specially store ref to shm for lookup in display loop
|
||||
# since only a placeholder of `None` is entered in
|
||||
# ``.draw_curve()``.
|
||||
flow = chart._flows[name]
|
||||
# flow = chart._flows[name]
|
||||
assert flow.plot is pi
|
||||
|
||||
chart_curves(
|
||||
fields,
|
||||
dvlm_pi,
|
||||
dvlm_shm,
|
||||
dvlm_flume.rt_shm,
|
||||
step_mode=True,
|
||||
)
|
||||
|
||||
# spawn flow rates fsp **ONLY AFTER** the 'dolla_vlm' fsp is
|
||||
# up since this one depends on it.
|
||||
|
||||
fr_shm, started = await admin.start_engine_task(
|
||||
fr_flume, started = await admin.start_engine_task(
|
||||
flow_rates,
|
||||
{ # fsp engine conf
|
||||
'func_name': 'flow_rates',
|
||||
|
|
@ -848,7 +891,7 @@ async def open_vlm_displays(
|
|||
# chart_curves(
|
||||
# dvlm_rate_fields,
|
||||
# dvlm_pi,
|
||||
# fr_shm,
|
||||
# fr_flume.rt_shm,
|
||||
# )
|
||||
|
||||
# TODO: is there a way to "sync" the dual axes such that only
|
||||
|
|
@ -896,7 +939,7 @@ async def open_vlm_displays(
|
|||
chart_curves(
|
||||
trade_rate_fields,
|
||||
tr_pi,
|
||||
fr_shm,
|
||||
fr_flume.rt_shm,
|
||||
# step_mode=True,
|
||||
|
||||
# dashed line to represent "individual trades" being
|
||||
|
|
@ -930,7 +973,7 @@ async def open_vlm_displays(
|
|||
async def start_fsp_displays(
|
||||
|
||||
linked: LinkedSplits,
|
||||
ohlcv: ShmArray,
|
||||
flume: Flume,
|
||||
group_status_key: str,
|
||||
loglevel: str,
|
||||
|
||||
|
|
@ -973,7 +1016,10 @@ async def start_fsp_displays(
|
|||
async with (
|
||||
|
||||
# NOTE: this admin internally opens an actor cluster
|
||||
open_fsp_admin(linked, ohlcv) as admin,
|
||||
open_fsp_admin(
|
||||
linked,
|
||||
flume,
|
||||
) as admin,
|
||||
):
|
||||
statuses = []
|
||||
for target, conf in fsp_conf.items():
|
||||
|
|
|
|||
|
|
@ -99,7 +99,7 @@ class BarItems(pg.GraphicsObject):
|
|||
linked: LinkedSplits,
|
||||
plotitem: 'pg.PlotItem', # noqa
|
||||
color: str = 'bracket',
|
||||
last_bar_color: str = 'bracket',
|
||||
last_bar_color: str = 'original',
|
||||
|
||||
name: Optional[str] = None,
|
||||
|
||||
|
|
|
|||
|
|
@ -41,7 +41,11 @@ from ._anchors import (
|
|||
pp_tight_and_right, # wanna keep it straight in the long run
|
||||
gpath_pin,
|
||||
)
|
||||
from ..calc import humanize, pnl, puterize
|
||||
from ..calc import (
|
||||
humanize,
|
||||
pnl,
|
||||
puterize,
|
||||
)
|
||||
from ..clearing._allocate import Allocator
|
||||
from ..pp import Position
|
||||
from ..data._normalize import iterticks
|
||||
|
|
@ -80,9 +84,9 @@ async def update_pnl_from_feed(
|
|||
'''
|
||||
global _pnl_tasks
|
||||
|
||||
pp = order_mode.current_pp
|
||||
live = pp.live_pp
|
||||
key = live.symbol.front_fqsn()
|
||||
pp: PositionTracker = order_mode.current_pp
|
||||
live: Position = pp.live_pp
|
||||
key: str = live.symbol.front_fqsn()
|
||||
|
||||
log.info(f'Starting pnl display for {pp.alloc.account}')
|
||||
|
||||
|
|
@ -101,11 +105,22 @@ async def update_pnl_from_feed(
|
|||
async with flume.stream.subscribe() as bstream:
|
||||
# last_tick = time.time()
|
||||
async for quotes in bstream:
|
||||
|
||||
# now = time.time()
|
||||
# period = now - last_tick
|
||||
|
||||
for sym, quote in quotes.items():
|
||||
# print(f'{key} PnL: sym:{sym}')
|
||||
|
||||
# TODO: uggggh we probably want a better state
|
||||
# management then this sincce we want to enable
|
||||
# updating whatever the current symbol is in
|
||||
# real-time right?
|
||||
if sym != key:
|
||||
continue
|
||||
|
||||
# watch out for wrong quote msg-data if you muck
|
||||
# with backend feed subs code..
|
||||
# assert sym == quote['fqsn']
|
||||
|
||||
for tick in iterticks(quote, types):
|
||||
# print(f'{1/period} Hz')
|
||||
|
|
@ -119,13 +134,17 @@ async def update_pnl_from_feed(
|
|||
|
||||
else:
|
||||
# compute and display pnl status
|
||||
order_mode.pane.pnl_label.format(
|
||||
pnl=copysign(1, size) * pnl(
|
||||
# live.ppu,
|
||||
order_mode.current_pp.live_pp.ppu,
|
||||
tick['price'],
|
||||
),
|
||||
)
|
||||
pnl_val = (
|
||||
copysign(1, size)
|
||||
*
|
||||
pnl(
|
||||
# live.ppu,
|
||||
order_mode.current_pp.live_pp.ppu,
|
||||
tick['price'],
|
||||
)
|
||||
)
|
||||
# print(f'formatting PNL {sym} => {pnl_val}')
|
||||
order_mode.pane.pnl_label.format(pnl=pnl_val)
|
||||
|
||||
# last_tick = time.time()
|
||||
finally:
|
||||
|
|
|
|||
|
|
@ -240,12 +240,12 @@ def hcolor(name: str) -> str:
|
|||
'gunmetal': '#91A3B0',
|
||||
'battleship': '#848482',
|
||||
|
||||
# default ohlc-bars/curve gray
|
||||
'bracket': '#666666', # like the logo
|
||||
|
||||
# bluish
|
||||
'charcoal': '#36454F',
|
||||
|
||||
# default bars
|
||||
'bracket': '#666666', # like the logo
|
||||
|
||||
# work well for filled polygons which want a 'bracket' feel
|
||||
# going light to dark
|
||||
'davies': '#555555',
|
||||
|
|
|
|||
|
|
@ -88,7 +88,7 @@ class Dialog(Struct):
|
|||
# TODO: use ``pydantic.UUID4`` field
|
||||
uuid: str
|
||||
order: Order
|
||||
symbol: Symbol
|
||||
symbol: str
|
||||
lines: list[LevelLine]
|
||||
last_status_close: Callable = lambda: None
|
||||
msgs: dict[str, dict] = {}
|
||||
|
|
@ -379,7 +379,7 @@ class OrderMode:
|
|||
dialog = Dialog(
|
||||
uuid=order.oid,
|
||||
order=order,
|
||||
symbol=order.symbol,
|
||||
symbol=order.symbol, # XXX: always a str?
|
||||
lines=lines,
|
||||
last_status_close=self.multistatus.open_status(
|
||||
f'submitting {order.exec_mode}-{order.action}',
|
||||
|
|
@ -930,7 +930,6 @@ async def process_trade_msg(
|
|||
|
||||
) -> tuple[Dialog, Status]:
|
||||
|
||||
get_index = mode.chart.get_index
|
||||
fmsg = pformat(msg)
|
||||
log.debug(f'Received order msg:\n{fmsg}')
|
||||
name = msg['name']
|
||||
|
|
@ -965,6 +964,10 @@ async def process_trade_msg(
|
|||
oid = msg.oid
|
||||
dialog: Dialog = mode.dialogs.get(oid)
|
||||
|
||||
if dialog:
|
||||
fqsn = dialog.symbol
|
||||
flume = mode.feed.flumes[fqsn]
|
||||
|
||||
match msg:
|
||||
case Status(
|
||||
resp='dark_open' | 'open',
|
||||
|
|
@ -1034,10 +1037,11 @@ async def process_trade_msg(
|
|||
# should only be one "fill" for an alert
|
||||
# add a triangle and remove the level line
|
||||
req = Order(**req)
|
||||
index = flume.get_index(time.time())
|
||||
mode.on_fill(
|
||||
oid,
|
||||
price=req.price,
|
||||
arrow_index=get_index(time.time()),
|
||||
arrow_index=index,
|
||||
)
|
||||
mode.lines.remove_line(uuid=oid)
|
||||
msg.req = req
|
||||
|
|
@ -1065,26 +1069,27 @@ async def process_trade_msg(
|
|||
action = order.action
|
||||
details = msg.brokerd_msg
|
||||
|
||||
# TODO: put the actual exchange timestamp?
|
||||
# NOTE: currently the ``kraken`` openOrders sub
|
||||
# doesn't deliver their engine timestamp as part of
|
||||
# it's schema, so this value is **not** from them
|
||||
# (see our backend code). We should probably either
|
||||
# include all provider-engine timestamps in the
|
||||
# summary 'closed' status msg and/or figure out
|
||||
# a way to indicate what is a `brokerd` stamp versus
|
||||
# a true backend one? This will require finagling
|
||||
# with how each backend tracks/summarizes time
|
||||
# stamps for the downstream API.
|
||||
index = flume.get_index(
|
||||
details['broker_time']
|
||||
)
|
||||
|
||||
# TODO: some kinda progress system
|
||||
mode.on_fill(
|
||||
oid,
|
||||
price=details['price'],
|
||||
arrow_index=index,
|
||||
pointing='up' if action == 'buy' else 'down',
|
||||
|
||||
# TODO: put the actual exchange timestamp
|
||||
arrow_index=get_index(
|
||||
# TODO: note currently the ``kraken`` openOrders sub
|
||||
# doesn't deliver their engine timestamp as part of
|
||||
# it's schema, so this value is **not** from them
|
||||
# (see our backend code). We should probably either
|
||||
# include all provider-engine timestamps in the
|
||||
# summary 'closed' status msg and/or figure out
|
||||
# a way to indicate what is a `brokerd` stamp versus
|
||||
# a true backend one? This will require finagling
|
||||
# with how each backend tracks/summarizes time
|
||||
# stamps for the downstream API.
|
||||
details['broker_time']
|
||||
),
|
||||
)
|
||||
|
||||
# TODO: append these fill events to the position's clear
|
||||
|
|
|
|||
Loading…
Reference in New Issue