Commit Graph

4359 Commits (19c343e8b2946a9a780517a8b2adb5922d17189c)

Author SHA1 Message Date
Tyler Goodlet 38b2e99002 Fill clearable prices asap 2021-02-20 16:43:33 -05:00
Tyler Goodlet d8b157d209 First draft paper trading engine!
It's a super naive implementation with no slippage model or network
latency besides some slight delays. Clearing only happens on bid/ask
sweep ticks at the moment - simple last volume based clearing coming
up next.
2021-02-20 15:25:53 -05:00
Tyler Goodlet ead2f77d40 Add a symbol/asset type key 2021-02-19 18:43:56 -05:00
Tyler Goodlet add63734f1 Add an auto-reconnect websocket API 2021-02-19 18:42:50 -05:00
Tyler Goodlet bbd54e8f95 Report asset types, tick sizes, and order actions from ib 2021-02-19 17:23:37 -05:00
Tyler Goodlet 1ac4cc3dd3 Use new field label api for L1 2021-02-16 06:42:48 -05:00
Tyler Goodlet 880bdcffa7 Document order status list from ib 2021-02-12 09:07:49 -05:00
Tyler Goodlet b794855ad3 Port order mode to new order line api 2021-02-11 23:42:57 -05:00
Tyler Goodlet d91f07c947 Drop old candlestick graphics code 2021-02-11 23:42:17 -05:00
Tyler Goodlet aec8f1d25c Hide y-label on level line mouse over 2021-02-11 23:41:40 -05:00
Tyler Goodlet bf78c13df4 Attempt px perfection on crosshair lines placement 2021-02-11 14:03:47 -05:00
Tyler Goodlet f51e503e47 Support arbitrary fields (with update) in labels
This turned into a larger endeavour then intended but now we're using our
own label system on level lines to be able to display things nicely
**pinned wherever we want in the UI**. Keep the old ``LevelLabel`` for
now for the L1 graphics but we'll likely replace this as well since i'm
pretty sure the new label type (which wraps `QGraphicsTextItem`) is more
performant anyway.
2021-02-11 13:59:50 -05:00
Tyler Goodlet cbf259f3f3 Add hidpi issue regarding it being borky 2021-02-11 11:49:33 -05:00
Tyler Goodlet ca576ca3cf Add label delete method 2021-02-11 11:49:01 -05:00
Tyler Goodlet 0edca84b3d Yet another font size tweak 2021-02-11 11:48:40 -05:00
Tyler Goodlet dd1aed627e Tidy axis code 2021-02-11 11:48:19 -05:00
Tyler Goodlet 02edfdf846 Pass order size to ems 2021-02-11 11:47:34 -05:00
Tyler Goodlet 21e1561a57 Add a sane label type..smh 2021-02-11 00:12:37 -05:00
Tyler Goodlet 386cd9404d Drop hidpi detection? it doesn't seem to yield benefits 2021-02-08 07:07:04 -05:00
Tyler Goodlet ac84087755 Fix stage line updating, size up arrow heads? 2021-02-08 07:06:00 -05:00
Tyler Goodlet 0449734c53 Drop YSticky for level lines stuff 2021-02-08 07:04:08 -05:00
Tyler Goodlet 1ef2d18a41 Try to make crosshair lines px perfect 2021-02-08 07:03:28 -05:00
Tyler Goodlet 708ed89894 Hard code font inches 2021-02-08 07:01:26 -05:00
Tyler Goodlet 890f932400 Use through lot digits, drop YSticky 2021-02-08 07:00:51 -05:00
Tyler Goodlet bf66eb0b3d Support lot tick size (mostly for crypto) 2021-02-08 06:42:59 -05:00
Tyler Goodlet d7f806c57b Add arrowheads to labels
For labels that want it add nice arrow paths that point just over the
respective axis. Couple label text offset from the axis line based on
parent 'tickTextOffset' setting. Drop `YSticky` it was not enough
meat to bother with.
2021-02-08 06:40:11 -05:00
Tyler Goodlet c3fa31e731 Convert symbol type to use pydantic 2021-02-06 14:38:25 -05:00
Tyler Goodlet 0c184b1b41 Port ib to new provide new tick size fields in symbol info 2021-02-06 14:37:24 -05:00
Tyler Goodlet 69df73afc3 Deliver symbol info from kraken; start using pydantic 2021-02-06 14:23:27 -05:00
Tyler Goodlet a8c4829cb6 Start using `tick_size` throughout charting
The min tick size is the smallest step an instrument can move in value
(think the number of decimals places of precision the value can have).

We start leveraging this in a few places:
- make our internal "symbol" type expose it as part of it's api
  so that it can be passed around by UI components
- in y-axis view box scaling, use it to keep the bid/ask spread (L1 UI)
  always on screen even in the case where the spread has moved further
  out of view then the last clearing price
- allows the EMS to determine dark order live order submission offsets
2021-02-06 11:35:12 -05:00
Tyler Goodlet 03541bd368 Drop unneeded .hide(); add more comments 2021-01-26 22:16:18 -05:00
Tyler Goodlet cfc36e7928 Snap y-cursor-label to min tick 2021-01-26 22:15:45 -05:00
Tyler Goodlet 708086cbcb Convert contractsto dicts on errors 2021-01-26 13:34:49 -05:00
Tyler Goodlet 5a0612e6a8 Factor some line and label steps 2021-01-26 13:34:29 -05:00
Tyler Goodlet 8501a9be4f Lol actually fix screen wakeup lookup.. 2021-01-26 12:26:43 -05:00
Tyler Goodlet a232e8bc39 Display order size on order lines in order mode 2021-01-26 11:36:44 -05:00
Tyler Goodlet 25ec5faaef Drop removed show_label kwarg 2021-01-26 11:28:24 -05:00
Tyler Goodlet b9d9dbfc4a Support size fields on order lines; avoid overlap with L1 lines 2021-01-26 11:27:50 -05:00
Tyler Goodlet 990c3a1eac Try out 3 ticks away as limit submission 2021-01-26 11:26:30 -05:00
Tyler Goodlet cc5af7319f Slightly lighter sell red, try to fix screen stuff... 2021-01-22 23:02:23 -05:00
Tyler Goodlet 18fafb501d Use dashed lines for dark orders 2021-01-22 23:01:12 -05:00
Tyler Goodlet 4b2161a37b Use 2 min-ticks offset for dark orders 2021-01-22 23:00:01 -05:00
Tyler Goodlet f072e2551b Snap y-axis crosshair to min tick(s) 2021-01-22 22:59:00 -05:00
Tyler Goodlet 50d2d8517b Add support for dotted style level lines 2021-01-22 22:57:42 -05:00
Tyler Goodlet 92efb8fd8e Expect new init message in feed from brokers 2021-01-22 22:56:42 -05:00
Tyler Goodlet b4a4f12aa4 Send init message with kraken 2021-01-22 22:55:49 -05:00
Tyler Goodlet 10e47e349c Include symbol deats in feed init message from ib
Async spawn a deats getter task whenever we load a symbol data feed.
Pass these symbol details in the first message delivered by the feed at
open. Move stream loop into a new func.
2021-01-22 17:11:53 -05:00
Tyler Goodlet 5327d7be5e Add screen acquire timeout loop 2021-01-22 16:46:39 -05:00
Tyler Goodlet f82127de31 Add "live order" submission using ctl-<action key> 2021-01-19 20:48:58 -05:00
Tyler Goodlet 7811119736 Support toggling level line highlighting 2021-01-19 20:47:55 -05:00