Move order mode handling into charting code
Tyler Goodlet
parent
f3ae8db04b
commit
e6724b6559
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@ -18,8 +18,10 @@
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High level Qt chart widgets.
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"""
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from pprint import pformat
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from typing import Tuple, Dict, Any, Optional, Callable
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from functools import partial
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import time
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from PyQt5 import QtCore, QtGui
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import numpy as np
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@ -950,23 +952,83 @@ async def _async_main(
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linked_charts
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)
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async with open_order_mode(
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chart,
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) as order_mode:
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# spawn EMS actor-service
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async with open_ems(
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brokername,
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symbol,
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) as (book, trades_stream):
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# TODO: this should probably be implicitly spawned
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# inside the above mngr?
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async with open_order_mode(
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chart,
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book,
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) as order_mode:
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# spawn EMS actor-service
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await n.start(
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open_ems,
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order_mode,
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brokername,
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symbol,
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)
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def get_index(time: float):
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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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ohlc = chart._shm.array
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indexes = ohlc['time'] >= time
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# probably where we'll eventually start the user input loop
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await trio.sleep_forever()
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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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# Begin order-response streaming
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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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fmsg = pformat(msg)
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log.info(f'Received order msg: {fmsg}')
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# delete the line from view
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oid = msg['oid']
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resp = msg['resp']
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# response to 'action' request (buy/sell)
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if resp in ('dark_submitted', 'broker_submitted'):
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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 ('broker_cancelled', 'dark_cancelled'):
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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 ('dark_executed'):
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log.info(f'Dark order filled for {fmsg}')
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# for alerts add a triangle and remove the
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# level line
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if msg['cmd']['action'] == 'alert':
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# should only be one "fill" for an alert
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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 ('broker_executed',):
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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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action = msg['action']
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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=msg['price'],
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arrow_index=get_index(msg['broker_time']),
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pointing='up' if action == 'buy' else 'down',
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)
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async def chart_from_quotes(
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@ -33,7 +33,7 @@ import numpy as np
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from ..log import get_logger
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from ._style import _min_points_to_show, hcolor, _font
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from ._graphics._lines import level_line, LevelLine
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from .._ems import get_orders, OrderBook
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from .._ems import OrderBook
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log = get_logger(__name__)
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@ -370,12 +370,16 @@ class ArrowEditor:
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x: float,
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y: float,
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color='default',
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pointing: str = 'up',
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pointing: Optional[str] = None,
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) -> pg.ArrowItem:
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"""Add an arrow graphic to view at given (x, y).
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"""
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angle = 90 if pointing == 'up' else -90
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angle = {
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'up': 90,
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'down': -90,
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None: 0,
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}[pointing]
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yb = pg.mkBrush(hcolor(color))
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arrow = pg.ArrowItem(
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@ -431,34 +435,33 @@ class OrderMode:
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self.lines.stage_line(color=self._colors[name])
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def on_submit(self, uuid: str) -> dict:
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"""On order submitted event, commit the order line
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and registered order uuid, store ack time stamp.
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TODO: annotate order line with submission type ('live' vs.
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'dark').
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"""
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self.lines.commit_line(uuid)
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req_msg = self.book._sent_orders.get(uuid)
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req_msg['ack_time_ns'] = time.time_ns()
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# self.book._confirmed_orders[uuid] = req_msg
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return req_msg
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def on_fill(
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self,
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uuid: str,
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msg: Dict[str, Any],
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price: float,
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arrow_index: float,
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pointing: Optional[str] = None
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) -> None:
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log.info(f'New fill\n{pformat(msg)}')
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line = self.lines._order_lines[uuid]
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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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ohlc = self.chart._shm.array
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indexes = ohlc['time'] >= msg['broker_time']
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if any(indexes):
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arrow_index = ohlc['index'][indexes[-1]]
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else:
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arrow_index = ohlc['index'][-1]
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self.arrows.add(
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uuid,
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arrow_index,
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msg['price'],
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pointing='up' if msg['action'] == 'buy' else 'down',
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price,
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pointing=pointing,
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color=line.color
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)
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@ -526,11 +529,12 @@ class OrderMode:
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@asynccontextmanager
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async def open_order_mode(
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chart,
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book: OrderBook,
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):
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# global _order_lines
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view = chart._vb
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book = get_orders()
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# book = get_orders()
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lines = LineEditor(view=view, _order_lines=_order_lines, chart=chart)
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arrows = ArrowEditor(chart, {})
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@ -539,11 +543,6 @@ async def open_order_mode(
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mode = OrderMode(chart, book, lines, arrows)
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view.mode = mode
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# # setup local ui event streaming channels for request/resp
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# # streamging with EMS daemon
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# global _to_ems, _from_order_book
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# _to_ems, _from_order_book = trio.open_memory_channel(100)
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try:
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yield mode
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