Support real-time account switch and status update
Make a pp tracker per account and load on order mode boot. Only show details on the pp tracker for the selected account. Make the settings pane assign a `.current_pp` state on the order mode instance (for the charted symbol) on account selection switches and no longer keep a ref to a single pp tracker and allocator in the pane. `SettingsPane.update_status_ui()` now expects an explicit tracker reference as input. Still need to figure out the pnl update task logic despite the intermittent account changes.fsp_feeds
Tyler Goodlet
parent
d25aec53e3
commit
f16591612e
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@ -198,7 +198,7 @@ async def handle_viewmode_kb_inputs(
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Qt.Key_P,
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}
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):
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pp_pane = order_mode.pp.pane
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pp_pane = order_mode.current_pp.pane
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if pp_pane.isHidden():
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pp_pane.show()
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else:
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@ -213,7 +213,7 @@ async def handle_viewmode_kb_inputs(
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if order_keys_pressed:
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# show the pp size label
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order_mode.pp.show()
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order_mode.current_pp.show()
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# TODO: show pp config mini-params in status bar widget
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# mode.pp_config.show()
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@ -259,20 +259,23 @@ async def handle_viewmode_kb_inputs(
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) and
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key in NUMBER_LINE
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):
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# hot key to set order slots size
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# hot key to set order slots size.
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# change edit field to current number line value,
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# update the pp allocator bar, unhighlight the
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# field when ctrl is released.
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num = int(text)
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pp_pane = order_mode.pane
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pp_pane.on_ui_settings_change('slots', num)
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edit = pp_pane.form.fields['slots']
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edit.selectAll()
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# un-highlight on ctrl release
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on_next_release = edit.deselect
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pp_pane.update_status_ui()
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else: # none active
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# hide pp label
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order_mode.pp.hide_info()
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order_mode.current_pp.hide_info()
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# if none are pressed, remove "staged" level
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# line under cursor position
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@ -50,10 +50,6 @@ class SettingsPane:
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order entry sizes and position limits per tradable instrument.
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'''
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# config for and underlying validation model
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tracker: PositionTracker
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alloc: Allocator
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# input fields
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form: FieldsForm
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@ -64,9 +60,8 @@ class SettingsPane:
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pnl_label: QLabel
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limit_label: QLabel
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def transform_to(self, size_unit: str) -> None:
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if self.alloc.size_unit == size_unit:
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return
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# encompasing high level namespace
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order_mode: Optional['OrderMode'] = None # typing: ignore # noqa
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def on_selection_change(
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self,
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@ -79,7 +74,6 @@ class SettingsPane:
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'''
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log.info(f'selection input: {text}')
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setattr(self.alloc, key, text)
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self.on_ui_settings_change(key, text)
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def on_ui_settings_change(
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@ -92,10 +86,34 @@ class SettingsPane:
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'''Called on any order pane edit field value change.
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'''
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alloc = self.alloc
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mode = self.order_mode
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if key == 'account':
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# an account switch request
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# hide detail on the old pp
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old_tracker = mode.current_pp
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old_tracker.hide_info()
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# re-assign the order mode tracker
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account_name = value
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tracker = mode.trackers[account_name]
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self.order_mode.current_pp = tracker
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assert tracker.alloc.account_name() == account_name
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self.form.fields['account'].setCurrentText(account_name)
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tracker.show()
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tracker.hide_info()
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# load the new account's allocator
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alloc = tracker.alloc
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else:
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tracker = mode.current_pp
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alloc = tracker.alloc
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size_unit = alloc.size_unit
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# write any passed settings to allocator
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# WRITE any settings to current pp's allocator
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if key == 'limit':
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if size_unit == 'currency':
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alloc.currency_limit = float(value)
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@ -110,14 +128,10 @@ class SettingsPane:
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# the current settings in the new units
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pass
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elif key == 'account':
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account_name = value or 'paper'
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alloc.account = account_name
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else:
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elif key != 'account':
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raise ValueError(f'Unknown setting {key}')
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# read out settings and update UI
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# READ out settings and update UI
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log.info(f'settings change: {key}: {value}')
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suffix = {'currency': ' $', 'units': ' u'}[size_unit]
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@ -125,7 +139,7 @@ class SettingsPane:
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# TODO: a reverse look up from the position to the equivalent
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# account(s), if none then look to user config for default?
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self.update_status_ui()
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self.update_status_ui(pp=tracker)
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step_size, currency_per_slot = alloc.step_sizes()
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@ -143,7 +157,6 @@ class SettingsPane:
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self.form.fields['size_unit'].setCurrentText(
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alloc._size_units[alloc.size_unit]
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)
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self.form.fields['account'].setCurrentText(alloc.account_name())
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self.form.fields['slots'].setText(str(alloc.slots))
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self.form.fields['limit'].setText(str(limit))
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@ -154,13 +167,14 @@ class SettingsPane:
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def update_status_ui(
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self,
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size: float = None,
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pp: PositionTracker,
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) -> None:
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alloc = self.alloc
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alloc = pp.alloc
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slots = alloc.slots
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used = alloc.slots_used(self.tracker.live_pp)
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used = alloc.slots_used(pp.live_pp)
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# calculate proportion of position size limit
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# that exists and display in fill bar
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@ -173,12 +187,17 @@ class SettingsPane:
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min(used, slots)
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)
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# TODO: move to order mode module! doesn't need to be a method since
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# we partial in all the state
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def on_level_change_update_next_order_info(
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self,
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level: float,
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# these are all ``partial``-ed in at callback assignment time.
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line: LevelLine,
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order: Order,
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tracker: PositionTracker,
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) -> None:
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'''A callback applied for each level change to the line
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@ -187,9 +206,9 @@ class SettingsPane:
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``OrderMode.line_from_order()``
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'''
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order_info = self.alloc.next_order_info(
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startup_pp=self.tracker.startup_pp,
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live_pp=self.tracker.live_pp,
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order_info = tracker.alloc.next_order_info(
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startup_pp=tracker.startup_pp,
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live_pp=tracker.live_pp,
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price=level,
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action=order.action,
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)
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@ -267,8 +286,8 @@ def position_line(
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class PositionTracker:
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'''Track and display a real-time position for a single symbol
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on a chart.
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'''Track and display real-time positions for a single symbol
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over multiple accounts on a single chart.
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Graphically composed of a level line and marker as well as labels
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for indcating current position information. Updates are made to the
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@ -277,11 +296,12 @@ class PositionTracker:
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'''
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# inputs
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chart: 'ChartPlotWidget' # noqa
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alloc: Allocator
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startup_pp: Position
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live_pp: Position
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# allocated
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live_pp: Position
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pp_label: Label
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size_label: Label
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line: Optional[LevelLine] = None
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@ -297,6 +317,7 @@ class PositionTracker:
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) -> None:
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self.chart = chart
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self.alloc = alloc
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self.startup_pp = startup_pp
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self.live_pp = startup_pp.copy()
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@ -375,7 +396,6 @@ class PositionTracker:
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'''
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# live pp updates
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pp = position or self.live_pp
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# pp.update_from_msg(msg)
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self.update_line(
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pp.avg_price,
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@ -413,7 +433,6 @@ class PositionTracker:
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def show(self) -> None:
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if self.live_pp.size:
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self.line.show()
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self.line.show_labels()
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@ -27,7 +27,6 @@ import time
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from typing import Optional, Dict, Callable, Any
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import uuid
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from bidict import bidict
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from pydantic import BaseModel
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import tractor
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import trio
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@ -36,7 +35,6 @@ from .. import config
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from ..calc import pnl
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from ..clearing._client import open_ems, OrderBook
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from ..clearing._allocate import (
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Allocator,
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mk_allocator,
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Position,
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)
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@ -102,12 +100,12 @@ class OrderMode:
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lines: LineEditor
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arrows: ArrowEditor
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multistatus: MultiStatus
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pp: PositionTracker
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alloc: 'Allocator' # noqa
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pane: SettingsPane
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trackers: dict[str, PositionTracker]
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# switched state, the current position
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current_pp: Optional[PositionTracker] = None
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active: bool = False
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name: str = 'order'
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dialogs: dict[str, OrderDialog] = field(default_factory=dict)
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@ -155,6 +153,7 @@ class OrderMode:
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self.pane.on_level_change_update_next_order_info,
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line=line,
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order=order,
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tracker=self.current_pp,
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)
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else:
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@ -193,7 +192,7 @@ class OrderMode:
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order = self._staged_order = Order(
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action=action,
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price=price,
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account=self.alloc.account_name(),
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account=self.current_pp.alloc.account_name(),
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size=0,
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symbol=symbol,
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brokers=symbol.brokers,
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@ -499,7 +498,7 @@ async def open_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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position_msgs: dict
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# spawn EMS actor-service
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async with (
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@ -507,7 +506,7 @@ async def open_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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position_msgs
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),
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trio.open_nursery() as tn,
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@ -520,64 +519,91 @@ async def open_order_mode(
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lines = LineEditor(chart=chart)
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arrows = ArrowEditor(chart, {})
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# allocation and account settings side pane
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form = chart.sidepane
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# update any from exising positions received from ``brokerd``
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# symbol id
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symbol = chart.linked.symbol
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symkey = chart.linked._symbol.key
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symkey = symbol.key
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# NOTE: requires that the backend exactly specifies
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# the expected symbol key in it's positions msg.
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pp_msg = positions.get(symkey)
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# net-zero pp
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startup_pp = Position(
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symbol=symbol,
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size=0,
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avg_price=0,
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)
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# map of per-provider account keys to position tracker instances
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trackers: dict[str, PositionTracker] = {}
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# load account names from ``brokers.toml``
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accounts = bidict(config.load_accounts())
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# process pps back from broker, only present
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# account names reported back from ``brokerd``.
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pp_account = None
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accounts = config.load_accounts(providers=symbol.brokers)
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if accounts:
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# first account listed is the one we select at startup
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# (aka order based selection).
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pp_account = next(iter(accounts.keys()))
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else:
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pp_account = 'paper'
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if pp_msg:
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log.info(f'Loading pp for {symkey}:\n{pformat(pp_msg)}')
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startup_pp.update_from_msg(pp_msg)
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pp_account = accounts.inverse.get(pp_msg.get('account'))
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# for each account with this broker, allocate pp tracker components
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for config_name, account in accounts.items():
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# net-zero pp
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startup_pp = Position(
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symbol=symbol,
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size=0,
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avg_price=0,
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)
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# lookup account for this pp or load the user default
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# for this backend
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# allocator
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alloc = mk_allocator(
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symbol=symbol,
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accounts=accounts,
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account=pp_account,
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startup_pp=startup_pp,
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)
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form.model = alloc
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pp_tracker = PositionTracker(
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chart,
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alloc,
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startup_pp
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)
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pp_tracker.update_from_pp(startup_pp)
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if startup_pp.size == 0:
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# if no position, don't show pp tracking graphics
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# allocator
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alloc = mk_allocator(
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symbol=symbol,
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accounts=accounts,
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account=config_name,
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startup_pp=startup_pp,
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)
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pp_tracker = PositionTracker(
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chart,
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alloc,
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startup_pp
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)
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pp_tracker.hide()
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trackers[config_name] = pp_tracker
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# TODO: preparse and account-map these msgs and do it all in ONE LOOP!
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# NOTE: requires the backend exactly specifies
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# the expected symbol key in its positions msg.
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pp_msgs = position_msgs.get(symkey, ())
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# update all pp trackers with existing data relayed
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# from ``brokerd``.
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for msg in pp_msgs:
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log.info(f'Loading pp for {symkey}:\n{pformat(msg)}')
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account_name = accounts.inverse.get(msg.get('account'))
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tracker = trackers[account_name]
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# TODO: do we even really need the "startup pp" or can we
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# just take the max and pass that into the some state / the
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# alloc?
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tracker.startup_pp.update_from_msg(msg)
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tracker.live_pp.update_from_msg(msg)
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# TODO:
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# if this startup size is greater the allocator limit,
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# increase the limit to the current pp size which is done
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# in this alloc factory..
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# tracker.alloc = mk_allocator(
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# symbol=symbol,
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# accounts=accounts,
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# account=account_name,
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# startup_pp=tracker.live_pp,
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# )
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# tracker.update_from_pp(tracker.startup_pp)
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tracker.update_from_pp(tracker.live_pp)
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if tracker.startup_pp.size != 0:
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# if no position, don't show pp tracking graphics
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tracker.show()
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tracker.hide_info()
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# order pane widgets and allocation model
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order_pane = SettingsPane(
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tracker=pp_tracker,
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form=form,
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alloc=alloc,
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# XXX: ugh, so hideous...
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fill_bar=form.fill_bar,
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pnl_label=form.left_label,
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@ -585,13 +611,6 @@ async def open_order_mode(
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limit_label=form.top_label,
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)
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# set startup limit value read during alloc init
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order_pane.on_ui_settings_change('limit', alloc.limit())
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order_pane.on_ui_settings_change('account', pp_account)
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# make fill bar and positioning snapshot
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order_pane.update_status_ui(size=startup_pp.size)
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# top level abstraction which wraps all this crazyness into
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# a namespace..
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mode = OrderMode(
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@ -600,10 +619,18 @@ async def open_order_mode(
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lines,
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arrows,
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multistatus,
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pp_tracker,
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alloc=alloc,
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pane=order_pane,
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trackers=trackers,
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)
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# XXX: MUST be set
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order_pane.order_mode = mode
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# select a pp to track
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tracker = trackers[pp_account]
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mode.current_pp = tracker
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tracker.show()
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tracker.hide_info()
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# XXX: would love to not have to do this separate from edit
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# fields (which are done in an async loop - see below)
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@ -619,13 +646,19 @@ async def open_order_mode(
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)
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)
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# make fill bar and positioning snapshot
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order_pane.on_ui_settings_change('limit', tracker.alloc.limit())
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order_pane.on_ui_settings_change('account', pp_account)
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# order_pane.update_status_ui(pp=tracker.startup_pp)
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order_pane.update_status_ui(pp=tracker)
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# TODO: create a mode "manager" of sorts?
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# -> probably just call it "UxModes" err sumthin?
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# so that view handlers can access it
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view.order_mode = mode
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|
||||
# real-time pnl display task allocation
|
||||
live_pp = mode.pp.live_pp
|
||||
live_pp = mode.current_pp.live_pp
|
||||
size = live_pp.size
|
||||
if size:
|
||||
global _pnl_tasks
|
||||
|
|
@ -697,7 +730,7 @@ async def display_pnl(
|
|||
'''
|
||||
global _pnl_tasks
|
||||
|
||||
pp = order_mode.pp
|
||||
pp = order_mode.current_pp
|
||||
live = pp.live_pp
|
||||
|
||||
sym = live.symbol.key
|
||||
|
|
@ -727,7 +760,7 @@ async def display_pnl(
|
|||
for tick in iterticks(quote, types):
|
||||
# print(f'{1/period} Hz')
|
||||
|
||||
size = live.size
|
||||
size = order_mode.current_pp.live_pp.size
|
||||
if size == 0:
|
||||
# terminate this update task since we're
|
||||
# no longer in a pp
|
||||
|
|
@ -738,7 +771,8 @@ async def display_pnl(
|
|||
# compute and display pnl status
|
||||
order_mode.pane.pnl_label.format(
|
||||
pnl=copysign(1, size) * pnl(
|
||||
live.avg_price,
|
||||
# live.avg_price,
|
||||
order_mode.current_pp.live_pp.avg_price,
|
||||
tick['price'],
|
||||
),
|
||||
)
|
||||
|
|
@ -760,7 +794,6 @@ async def process_trades_and_update_ui(
|
|||
) -> None:
|
||||
|
||||
get_index = mode.chart.get_index
|
||||
tracker = mode.pp
|
||||
global _pnl_tasks
|
||||
|
||||
# this is where we receive **back** messages
|
||||
|
|
@ -774,16 +807,15 @@ async def process_trades_and_update_ui(
|
|||
if name in (
|
||||
'position',
|
||||
):
|
||||
# show line label once order is live
|
||||
|
||||
sym = mode.chart.linked.symbol
|
||||
if msg['symbol'].lower() in sym.key:
|
||||
|
||||
tracker = mode.trackers[msg['account']]
|
||||
tracker.live_pp.update_from_msg(msg)
|
||||
tracker.update_from_pp()
|
||||
|
||||
# update order pane widgets
|
||||
mode.pane.update_status_ui()
|
||||
mode.pane.update_status_ui(tracker.live_pp)
|
||||
|
||||
if (
|
||||
tracker.live_pp.size and
|
||||
|
|
@ -795,7 +827,7 @@ async def process_trades_and_update_ui(
|
|||
mode,
|
||||
)
|
||||
# short circuit to next msg to avoid
|
||||
# uncessary msg content lookups
|
||||
# unnecessary msg content lookups
|
||||
continue
|
||||
|
||||
resp = msg['resp']
|
||||
|
|
|
|||
Loading…
Reference in New Issue