Drop the open ctx mng; add wip pp label
Tyler Goodlet
parent
69091a894f
commit
d21112dcd7
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@ -65,7 +65,7 @@ from .. import data
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from ..log import get_logger
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from ._exec import run_qtractor
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from ._interaction import ChartView
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from .order_mode import start_order_mode
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from .order_mode import run_order_mode
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from .. import fsp
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from ..data import feed
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@ -1574,7 +1574,7 @@ async def display_symbol_data(
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linkedsplits
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)
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await start_order_mode(chart, symbol, provider, order_mode_started)
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await run_order_mode(chart, symbol, provider, order_mode_started)
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async def load_provider_search(
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@ -18,23 +18,24 @@
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Chart trading, the only way to scalp.
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"""
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from contextlib import asynccontextmanager
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from dataclasses import dataclass, field
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from pprint import pformat
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import time
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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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from pydantic import BaseModel
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import tractor
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import trio
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from ._lines import LevelLine, position_line
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from ._editors import LineEditor, ArrowEditor
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from ._window import MultiStatus, main_window
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from ._anchors import marker_right_points
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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 ._label import Label
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from ._lines import LevelLine, position_line
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from ._window import MultiStatus, main_window
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log = get_logger(__name__)
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@ -91,6 +92,10 @@ class OrderMode:
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lines: LineEditor
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arrows: ArrowEditor
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status_bar: MultiStatus
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# pp status info
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label: Label
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name: str = 'order'
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_colors = {
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@ -381,50 +386,11 @@ class OrderMode:
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)
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@asynccontextmanager
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async def open_order_mode(
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symbol: Symbol,
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chart: pg.PlotWidget,
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book: OrderBook,
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):
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status_bar: MultiStatus = main_window().status_bar
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view = chart._vb
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lines = LineEditor(chart=chart)
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arrows = ArrowEditor(chart, {})
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log.info("Opening order mode")
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mode = OrderMode(chart, book, lines, arrows, status_bar)
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view.mode = mode
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asset_type = symbol.type_key
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if asset_type == 'stock':
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mode._size = 100.0
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elif asset_type in ('future', 'option', 'futures_option'):
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mode._size = 1.0
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else: # to be safe
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mode._size = 1.0
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try:
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yield mode
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finally:
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# XXX special teardown handling like for ex.
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# - cancelling orders if needed?
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# - closing positions if desired?
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# - switching special condition orders to safer/more reliable variants
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log.info("Closing order mode")
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async def start_order_mode(
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async def run_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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started: trio.Event,
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) -> None:
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@ -436,19 +402,90 @@ async def start_order_mode(
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'''
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done = chart.window().status_bar.open_status('starting order mode..')
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book: OrderBook
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trades_stream: tractor.MsgStream
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positions: dict
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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_ems(brokername, symbol) as (
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book,
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trades_stream,
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positions
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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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# chart._vb.open_async_input_handler(),
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):
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status_bar: MultiStatus = main_window().status_bar
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view = chart._vb
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lines = LineEditor(chart=chart)
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arrows = ArrowEditor(chart, {})
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log.info("Opening order mode")
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pp_label = Label(
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view=view,
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color='default_light',
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# this is "static" label
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# update_on_range_change=False,
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fmt_str='\n'.join((
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'size: {entry_count}',
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'% port: {percent_of_port}',
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# '$val: {base_unit_value}',
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)),
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fields={
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'entry_count': 0,
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'percent_of_port': 0,
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'base_unit_value': 0,
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},
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)
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pp_label.render()
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from PyQt5.QtCore import QPointF
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# order line endpoint anchor
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def bottom_marker_right() -> QPointF:
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return QPointF(
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marker_right_points(chart)[0] - pp_label.w,
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view.height() - pp_label.h,
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)
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# TODO: position on botto if l1/book is on top side
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pp_label.scene_anchor = bottom_marker_right
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pp_label.hide()
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mode = OrderMode(
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chart,
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book,
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lines,
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arrows,
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status_bar,
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label=pp_label,
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)
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view.mode = mode
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asset_type = symbol.type_key
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# default entry sizing
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if asset_type == 'stock':
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mode._size = 100.0
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elif asset_type in ('future', 'option', 'futures_option'):
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mode._size = 1.0
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else: # to be safe
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mode._size = 1.0
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# update any exising positions
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for sym, msg in positions.items():
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order_mode.on_position_update(msg)
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mode.on_position_update(msg)
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def get_index(time: float):
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@ -485,13 +522,13 @@ async def start_order_mode(
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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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mode.on_position_update(msg)
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continue
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resp = msg['resp']
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oid = msg['oid']
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dialog = order_mode.dialogs[oid]
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dialog = mode.dialogs[oid]
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# record message to dialog tracking
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dialog.msgs[oid] = msg
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@ -502,7 +539,7 @@ async def start_order_mode(
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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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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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@ -512,7 +549,7 @@ async def start_order_mode(
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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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mode.on_cancel(oid)
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elif resp in (
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'dark_triggered'
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@ -524,23 +561,23 @@ async def start_order_mode(
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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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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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order_mode.lines.remove_line(uuid=oid)
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await order_mode.on_exec(oid, msg)
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mode.lines.remove_line(uuid=oid)
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await 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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# right now this is just triggering a system alert
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await order_mode.on_exec(oid, msg)
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await mode.on_exec(oid, msg)
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if msg['brokerd_msg']['remaining'] == 0:
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order_mode.lines.remove_line(uuid=oid)
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mode.lines.remove_line(uuid=oid)
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# each clearing tick is responded individually
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elif resp in ('broker_filled',):
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@ -554,7 +591,7 @@ async def start_order_mode(
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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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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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