Start input handling **after** order mode is up
Tyler Goodlet
parent
c971997f1a
commit
ca23825aff
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@ -158,18 +158,20 @@ class GodWidget(QtGui.QWidget):
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# self.toolbar_layout.addWidget(self.strategy_box)
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def load_symbol(
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self,
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providername: str,
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symbol_key: str,
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loglevel: str,
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ohlc: bool = True,
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reset: bool = False,
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) -> None:
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"""Load a new contract into the charting app.
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) -> trio.Event:
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'''Load a new contract into the charting app.
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Expects a ``numpy`` structured array containing all the ohlcv fields.
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"""
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'''
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# our symbol key style is always lower case
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symbol_key = symbol_key.lower()
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@ -178,6 +180,8 @@ class GodWidget(QtGui.QWidget):
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linkedsplits = self.get_chart_symbol(fqsn)
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order_mode_started = trio.Event()
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if not self.vbox.isEmpty():
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# XXX: this is CRITICAL especially with pixel buffer caching
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self.linkedsplits.hide()
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@ -200,10 +204,15 @@ class GodWidget(QtGui.QWidget):
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providername,
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symbol_key,
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loglevel,
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order_mode_started,
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)
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self.set_chart_symbol(fqsn, linkedsplits)
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else:
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# symbol is already loaded and ems ready
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order_mode_started.set()
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self.vbox.addWidget(linkedsplits)
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# chart is already in memory so just focus it
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@ -223,6 +232,8 @@ class GodWidget(QtGui.QWidget):
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f'tick:{symbol.tick_size}'
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)
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return order_mode_started
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class LinkedSplits(QtGui.QWidget):
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'''
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@ -1527,6 +1538,8 @@ async def display_symbol_data(
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sym: str,
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loglevel: str,
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order_mode_started: trio.Event,
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) -> None:
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'''Spawn a real-time displayed and updated chart for provider symbol.
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@ -1623,7 +1636,6 @@ async def display_symbol_data(
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},
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})
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# load initial fsp chain (otherwise known as "indicators")
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n.start_soon(
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spawn_fsps,
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@ -1644,6 +1656,7 @@ async def display_symbol_data(
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wap_in_history,
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)
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# TODO: instead we should start based on instrument trading hours?
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# wait for a first quote before we start any update tasks
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# quote = await feed.receive()
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# log.info(f'Received first quote {quote}')
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@ -1651,24 +1664,11 @@ async def display_symbol_data(
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n.start_soon(
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check_for_new_bars,
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feed,
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# delay,
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ohlcv,
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linkedsplits
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)
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# interactive testing
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# n.start_soon(
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# test_bed,
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# ohlcv,
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# chart,
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# linkedsplits,
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# )
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# start async input handling for chart's view
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# await godwidget._task_stack.enter_async_context(
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async with chart._vb.open_async_input_handler():
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await start_order_mode(chart, symbol, provider)
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await start_order_mode(chart, symbol, provider, order_mode_started)
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async def load_providers(
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@ -1773,7 +1773,7 @@ async def _async_main(
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symbol, _, provider = sym.rpartition('.')
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# this internally starts a ``display_symbol_data()`` task above
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godwidget.load_symbol(provider, symbol, loglevel)
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order_mode_ready = godwidget.load_symbol(provider, symbol, loglevel)
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# spin up a search engine for the local cached symbol set
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async with _search.register_symbol_search(
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@ -1791,6 +1791,8 @@ async def _async_main(
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# the chart's select cache
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root_n.start_soon(load_providers, brokernames, loglevel)
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await order_mode_ready.wait()
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# start handling search bar kb inputs
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async with (
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@ -26,8 +26,9 @@ from typing import Optional, Dict, Callable, Any
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import uuid
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import pyqtgraph as pg
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import trio
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from pydantic import BaseModel
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import trio
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# from trio_typing import TaskStatus
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from ._graphics._lines import LevelLine, position_line
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from ._editors import LineEditor, ArrowEditor, _order_lines
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@ -108,6 +109,10 @@ class OrderMode:
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"""Set execution mode.
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"""
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# not initialized yet
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if not self.chart._cursor:
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return
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self._action = action
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self.lines.stage_line(
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@ -306,10 +311,14 @@ async def open_order_mode(
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async def start_order_mode(
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chart: 'ChartPlotWidget', # noqa
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symbol: Symbol,
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brokername: str,
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# task_status: TaskStatus[trio.Event] = trio.TASK_STATUS_IGNORED,
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started: trio.Event,
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) -> None:
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'''Activate chart-trader order mode loop:
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- connect to emsd
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@ -322,7 +331,11 @@ async def start_order_mode(
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# spawn EMS actor-service
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async with (
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open_ems(brokername, symbol) as (book, trades_stream, positions),
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open_order_mode(symbol, chart, book) as order_mode
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open_order_mode(symbol, chart, book) as order_mode,
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# # start async input handling for chart's view
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# # await godwidget._task_stack.enter_async_context(
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# chart._vb.open_async_input_handler(),
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):
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# update any exising positions
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@ -345,83 +358,90 @@ async def start_order_mode(
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# Begin order-response streaming
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done()
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# this is where we receive **back** messages
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# about executions **from** the EMS actor
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async for msg in trades_stream:
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# start async input handling for chart's view
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async with chart._vb.open_async_input_handler():
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fmsg = pformat(msg)
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log.info(f'Received order msg:\n{fmsg}')
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# signal to top level symbol loading task we're ready
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# to handle input since the ems connection is ready
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started.set()
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name = msg['name']
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if name in (
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'position',
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):
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# show line label once order is live
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order_mode.on_position_update(msg)
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continue
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# this is where we receive **back** messages
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# about executions **from** the EMS actor
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async for msg in trades_stream:
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resp = msg['resp']
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oid = msg['oid']
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fmsg = pformat(msg)
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log.info(f'Received order msg:\n{fmsg}')
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# response to 'action' request (buy/sell)
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if resp in (
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'dark_submitted',
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'broker_submitted'
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):
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# show line label once order is live
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order_mode.on_submit(oid)
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# resp to 'cancel' request or error condition
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# for action request
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elif resp in (
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'broker_cancelled',
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'broker_inactive',
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'dark_cancelled'
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):
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# delete level line from view
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order_mode.on_cancel(oid)
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elif resp in (
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'dark_triggered'
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):
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log.info(f'Dark order triggered for {fmsg}')
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elif resp in (
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'alert_triggered'
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):
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# should only be one "fill" for an alert
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# add a triangle and remove the level line
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order_mode.on_fill(
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oid,
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price=msg['trigger_price'],
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arrow_index=get_index(time.time())
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)
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await order_mode.on_exec(oid, msg)
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# response to completed 'action' request for buy/sell
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elif resp in (
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'broker_executed',
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):
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await order_mode.on_exec(oid, msg)
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# each clearing tick is responded individually
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elif resp in ('broker_filled',):
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known_order = book._sent_orders.get(oid)
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if not known_order:
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log.warning(f'order {oid} is unknown')
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name = msg['name']
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if name in (
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'position',
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):
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# show line label once order is live
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order_mode.on_position_update(msg)
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continue
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action = known_order.action
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details = msg['brokerd_msg']
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resp = msg['resp']
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oid = msg['oid']
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# TODO: some kinda progress system
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order_mode.on_fill(
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oid,
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price=details['price'],
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pointing='up' if action == 'buy' else 'down',
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# response to 'action' request (buy/sell)
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if resp in (
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'dark_submitted',
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'broker_submitted'
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):
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# TODO: put the actual exchange timestamp
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arrow_index=get_index(details['broker_time']),
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)
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# show line label once order is live
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order_mode.on_submit(oid)
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# resp to 'cancel' request or error condition
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# for action request
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elif resp in (
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'broker_cancelled',
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'broker_inactive',
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'dark_cancelled'
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):
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# delete level line from view
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order_mode.on_cancel(oid)
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elif resp in (
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'dark_triggered'
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):
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log.info(f'Dark order triggered for {fmsg}')
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elif resp in (
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'alert_triggered'
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):
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# should only be one "fill" for an alert
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# add a triangle and remove the level line
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order_mode.on_fill(
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oid,
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price=msg['trigger_price'],
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arrow_index=get_index(time.time())
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)
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await order_mode.on_exec(oid, msg)
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# response to completed 'action' request for buy/sell
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elif resp in (
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'broker_executed',
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):
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await order_mode.on_exec(oid, msg)
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# each clearing tick is responded individually
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elif resp in ('broker_filled',):
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known_order = book._sent_orders.get(oid)
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if not known_order:
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log.warning(f'order {oid} is unknown')
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continue
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action = known_order.action
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details = msg['brokerd_msg']
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# TODO: some kinda progress system
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order_mode.on_fill(
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oid,
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price=details['price'],
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pointing='up' if action == 'buy' else 'down',
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# TODO: put the actual exchange timestamp
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arrow_index=get_index(details['broker_time']),
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)
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