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Flip to `open_order_mode()` as ctx mngr 

We need a subtask to compute the current pp PnL in real-time but really
only if a pp exists - a spawnable subtask would be ideal for this. Stage
a tick streaming task using a stream bcaster; no actual pnl calc yet.

Since we're going to need subtasks anyway might as well stick the order
mode UI processing loop in a task as well and then just give the whole
thing a ctx mngr api. This'll probably be handy for when we have
auto-strats that need to dynamically use the mode's api as well.

Oh, and move the time -> index mapper to a chart method for now.
fsp_feeds
Tyler Goodlet 2021-08-27 14:53:30 -04:00
parent ee377e6d6b
commit dfe4ca948a
2 changed files with 161 additions and 124 deletions
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60
piker/ui/_chart.py
View File

@ -71,7 +71,7 @@ from .. import brokers
from ..log import get_logger
from ._exec import run_qtractor
from ._interaction import ChartView
from .order_mode import run_order_mode
from .order_mode import open_order_mode
from .. import fsp
from ._forms import (
FieldsForm,
@ -1084,6 +1084,22 @@ class ChartPlotWidget(pg.PlotWidget):
self.sig_mouse_leave.emit(self)
self.scene().leaveEvent(ev)
def get_index(self, time: float) -> int:
# TODO: this should go onto some sort of
# data-view strimg thinger..right?
ohlc = self._shm.array
# ohlc = chart._shm.array
# XXX: not sure why the time is so off here
# looks like we're gonna have to do some fixing..
indexes = ohlc['time'] >= time
if any(indexes):
return ohlc['index'][indexes][-1]
else:
return ohlc['index'][-1]
_clear_throttle_rate: int = 60 # Hz
_book_throttle_rate: int = 16 # Hz
@ -1695,19 +1711,6 @@ async def display_symbol_data(
) as feed,
trio.open_nursery() as n,
):
# async def print_quotes():
# async with feed.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():
# ticks = quote.get('ticks', ())
# if ticks:
# # print(f'{1/period} Hz')
# last_tick = time.time()
# n.start_soon(print_quotes)
ohlcv: ShmArray = feed.shm
bars = ohlcv.array
@ -1833,12 +1836,37 @@ async def display_symbol_data(
linkedsplits
)
await run_order_mode(
async with (
open_order_mode(
chart,
symbol,
provider,
order_mode_started
)
) as order_mode,
):
pp = order_mode.pp
live = pp.live_pp
# real-time update pnl on the order mode
async with feed.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():
ticks = quote.get('ticks', ())
if ticks:
print(f'{1/period} Hz')
if live.size:
# compute and display pnl
pass
last_tick = time.time()
async def load_provider_search(

51
piker/ui/order_mode.py
View File

@ -18,6 +18,7 @@
Chart trading, the only way to scalp.
"""
from contextlib import asynccontextmanager
from dataclasses import dataclass, field
from functools import partial
from pprint import pformat
@ -36,7 +37,7 @@ from ..data._source import Symbol
from ..log import get_logger
from ._editors import LineEditor, ArrowEditor
from ._lines import order_line, LevelLine
from ._position import PositionTracker, OrderModePane, Allocator, _size_units
from ._position import PositionTracker, SettingsPane, Allocator, _size_units
from ._window import MultiStatus
from ..clearing._messages import Order
from ._forms import open_form_input_handling
@ -91,7 +92,7 @@ class OrderMode:
multistatus: MultiStatus
pp: PositionTracker
allocator: 'Allocator' # noqa
pane: OrderModePane
pane: SettingsPane
active: bool = False
@ -462,7 +463,8 @@ class OrderMode:
return ids
async def run_order_mode(
@asynccontextmanager
async def open_order_mode(
chart: 'ChartPlotWidget', # noqa
symbol: Symbol,
@ -493,6 +495,7 @@ async def run_order_mode(
trades_stream,
positions
),
trio.open_nursery() as n,
):
log.info(f'Opening order mode for {brokername}.{symbol.key}')
@ -521,7 +524,7 @@ async def run_order_mode(
pp_tracker.hide()
# order pane widgets and allocation model
order_pane = OrderModePane(
order_pane = SettingsPane(
tracker=pp_tracker,
form=form,
alloc=alloc,
@ -574,21 +577,6 @@ async def run_order_mode(
# make fill bar and positioning snapshot
order_pane.init_status_ui()
# TODO: this should go onto some sort of
# data-view strimg thinger..right?
def get_index(time: float):
# XXX: not sure why the time is so off here
# looks like we're gonna have to do some fixing..
ohlc = chart._shm.array
indexes = ohlc['time'] >= time
if any(indexes):
return ohlc['index'][indexes][-1]
else:
return ohlc['index'][-1]
# Begin order-response streaming
done()
@ -611,6 +599,27 @@ async def run_order_mode(
# to handle input since the ems connection is ready
started.set()
n.start_soon(
process_trades_and_update_ui,
mode,
trades_stream,
book,
)
yield mode
# await trio.sleep_forever()
async def process_trades_and_update_ui(
mode: OrderMode,
trades_stream: tractor.MsgStream,
book: OrderBook,
) -> None:
get_index = mode.chart.get_index
tracker = mode.pp
# this is where we receive **back** messages
# about executions **from** the EMS actor
async for msg in trades_stream:
@ -626,7 +635,7 @@ async def run_order_mode(
sym = mode.chart.linked.symbol
if msg['symbol'].lower() in sym.key:
pp_tracker.update(msg)
tracker.update(msg)
# update order pane widgets
mode.pane.update_status_ui()
@ -717,4 +726,4 @@ async def run_order_mode(
arrow_index=get_index(details['broker_time']),
)
pp_tracker.live_pp.fills.append(msg)
tracker.live_pp.fills.append(msg)