Move order mode handling into charting code

piker/ui/_chart.py

@@ -18,8 +18,10 @@
 High level Qt chart widgets.
 
 """
+from pprint import pformat
 from typing import Tuple, Dict, Any, Optional, Callable
 from functools import partial
+import time
 
 from PyQt5 import QtCore, QtGui
 import numpy as np
@@ -950,23 +952,83 @@ async def _async_main(
                 linked_charts
             )
 
-            async with open_order_mode(
+            # spawn EMS actor-service
-                chart,
+            async with open_ems(
-            ) as order_mode:
+                brokername,
+                symbol,
+            ) as (book, trades_stream):
 
-                # TODO: this should probably be implicitly spawned
+                async with open_order_mode(
-                # inside the above mngr?
+                    chart,
+                    book,
+                ) as order_mode:
 
-                # spawn EMS actor-service
+                    def get_index(time: float):
-                await n.start(
+                        # XXX: not sure why the time is so off here
-                    open_ems,
+                        # looks like we're gonna have to do some fixing..
-                    order_mode,
+                        ohlc = chart._shm.array
-                    brokername,
+                        indexes = ohlc['time'] >= time
-                    symbol,
-                )
 
-                # probably where we'll eventually start the user input loop
+                        if any(indexes):
-                await trio.sleep_forever()
+                            return ohlc['index'][indexes[-1]]
+                        else:
+                            return ohlc['index'][-1]
+
+                    # Begin order-response streaming
+
+                    # this is where we receive **back** messages
+                    # about executions **from** the EMS actor
+                    async for msg in trades_stream:
+
+                        fmsg = pformat(msg)
+                        log.info(f'Received order msg: {fmsg}')
+
+                        # delete the line from view
+                        oid = msg['oid']
+                        resp = msg['resp']
+
+                        # response to 'action' request (buy/sell)
+                        if resp in ('dark_submitted', 'broker_submitted'):
+
+                            # show line label once order is live
+                            order_mode.on_submit(oid)
+
+                        # resp to 'cancel' request or error condition
+                        # for action request
+                        elif resp in ('broker_cancelled', 'dark_cancelled'):
+
+                            # delete level line from view
+                            order_mode.on_cancel(oid)
+
+                        elif resp in ('dark_executed'):
+                            log.info(f'Dark order filled for {fmsg}')
+
+                            # for alerts add a triangle and remove the
+                            # level line
+                            if msg['cmd']['action'] == 'alert':
+
+                                # should only be one "fill" for an alert
+                                order_mode.on_fill(
+                                    oid,
+                                    price=msg['trigger_price'],
+                                    arrow_index=get_index(time.time())
+                                )
+                                await order_mode.on_exec(oid, msg)
+
+                        # response to completed 'action' request for buy/sell
+                        elif resp in ('broker_executed',):
+                            await order_mode.on_exec(oid, msg)
+
+                        # each clearing tick is responded individually
+                        elif resp in ('broker_filled',):
+                            action = msg['action']
+                            # TODO: some kinda progress system
+                            order_mode.on_fill(
+                                oid,
+                                price=msg['price'],
+                                arrow_index=get_index(msg['broker_time']),
+                                pointing='up' if action == 'buy' else 'down',
+                            )
 
 
 async def chart_from_quotes(

piker/ui/_interaction.py

@@ -33,7 +33,7 @@ import numpy as np
 from ..log import get_logger
 from ._style import _min_points_to_show, hcolor, _font
 from ._graphics._lines import level_line, LevelLine
-from .._ems import get_orders, OrderBook
+from .._ems import OrderBook
 
 
 log = get_logger(__name__)
@@ -370,12 +370,16 @@ class ArrowEditor:
         x: float,
         y: float,
         color='default',
-        pointing: str = 'up',
+        pointing: Optional[str] = None,
     ) -> pg.ArrowItem:
         """Add an arrow graphic to view at given (x, y).
 
         """
-        angle = 90 if pointing == 'up' else -90
+        angle = {
+            'up': 90,
+            'down': -90,
+            None: 0,
+        }[pointing]
 
         yb = pg.mkBrush(hcolor(color))
         arrow = pg.ArrowItem(
@@ -431,34 +435,33 @@ class OrderMode:
         self.lines.stage_line(color=self._colors[name])
 
     def on_submit(self, uuid: str) -> dict:
+        """On order submitted event, commit the order line
+        and registered order uuid, store ack time stamp.
+
+        TODO: annotate order line with submission type ('live' vs.
+        'dark').
+
+        """
         self.lines.commit_line(uuid)
         req_msg = self.book._sent_orders.get(uuid)
         req_msg['ack_time_ns'] = time.time_ns()
-        # self.book._confirmed_orders[uuid] = req_msg
+
         return req_msg
 
     def on_fill(
         self,
         uuid: str,
-        msg: Dict[str, Any],
+        price: float,
+        arrow_index: float,
+        pointing: Optional[str] = None
     ) -> None:
-        log.info(f'New fill\n{pformat(msg)}')
+
         line = self.lines._order_lines[uuid]
-
-        # XXX: not sure why the time is so off here
-        # looks like we're gonna have to do some fixing..
-        ohlc = self.chart._shm.array
-        indexes = ohlc['time'] >= msg['broker_time']
-        if any(indexes):
-            arrow_index = ohlc['index'][indexes[-1]]
-        else:
-            arrow_index = ohlc['index'][-1]
-
         self.arrows.add(
             uuid,
             arrow_index,
-            msg['price'],
+            price,
-            pointing='up' if msg['action'] == 'buy' else 'down',
+            pointing=pointing,
             color=line.color
         )
 
@@ -526,11 +529,12 @@ class OrderMode:
 @asynccontextmanager
 async def open_order_mode(
     chart,
+    book: OrderBook,
 ):
     # global _order_lines
 
     view = chart._vb
-    book = get_orders()
+    # book = get_orders()
     lines = LineEditor(view=view, _order_lines=_order_lines, chart=chart)
     arrows = ArrowEditor(chart, {})
 
@@ -539,11 +543,6 @@ async def open_order_mode(
     mode = OrderMode(chart, book, lines, arrows)
     view.mode = mode
 
-    # # setup local ui event streaming channels for request/resp
-    # # streamging with EMS daemon
-    # global _to_ems, _from_order_book
-    # _to_ems, _from_order_book = trio.open_memory_channel(100)
-
     try:
         yield mode