d58a82bd38
Factor and simplify paper clearing logic
2021-03-07 16:41:14 -05:00
5deea50963
Factor order request processing into new func
2021-03-07 16:25:47 -05:00
e71bcb363c
Drop stage line cacheing; the complexity isn't worth it.
2021-03-07 16:07:23 -05:00
de5a69c59c
Add mouse drag order update support to UI
2021-03-07 16:01:42 -05:00
6851bacd0a
Add drag start/end callback support, remove from cursor hovered on delete
2021-03-07 15:50:50 -05:00
0ade7daebc
Support simulated live order modification in paper engine
2021-03-07 13:34:03 -05:00
919ecab732
Support order modification in ems request loop
2021-03-07 13:12:39 -05:00
a43ab1b983
Add order update method to client
2021-03-07 10:56:09 -05:00
2cabe1831c
Attempt to handle existing order updates with ib backend
2021-03-06 16:33:56 -05:00
a1a1dec885
Move L1 labels into lone module
2021-03-01 14:48:08 -05:00
8997b6029b
Drop cruft
2021-03-01 12:02:07 -05:00
72c4a4366b
Tag TWS trade events
2021-03-01 12:01:48 -05:00
a1691cf1c5
Keep to one EMS daemon if possible
2021-03-01 11:28:44 -05:00
327129db37
Drop paper limit submissions for alerts
2021-02-25 18:44:40 -05:00
9f9b5480a6
More explicit private var name
2021-02-24 12:05:09 -05:00
948e133cae
Split out ems daemon, client api and paper engine into new mods
2021-02-22 18:37:57 -05:00
a9bbc223bb
Add a new exchange subpackage
2021-02-22 17:28:34 -05:00
1142a538ea
Don't forward errors without an order id
2021-02-22 10:45:01 -05:00
e6ea053d40
Get kivy/questrade shit working again
2021-02-21 12:32:40 -05:00
f724798336
Fix incorrect bounding rect calc
2021-02-21 12:02:20 -05:00
4b0e5662a5
Add default order lot sizes by asset type
2021-02-21 12:01:48 -05:00
6fb1945360
Fix and pass through piker loglevel correctly
2021-02-21 11:50:33 -05:00
aa4a2ef64f
Bump up font size one more time
2021-02-21 11:49:27 -05:00
c2890b8197
Port level line to xhair methods
2021-02-21 11:48:51 -05:00
d5b41e12c5
Add crosshair hide/show convenience methods
2021-02-21 11:45:24 -05:00
71745ddcd4
Even smaller text fill on axes
2021-02-21 11:44:58 -05:00
8c757d0bdd
Accept a symbol type key from broker
2021-02-21 11:42:19 -05:00
38b2e99002
Fill clearable prices asap
2021-02-20 16:43:33 -05:00
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
ead2f77d40
Add a symbol/asset type key
2021-02-19 18:43:56 -05:00
add63734f1
Add an auto-reconnect websocket API
2021-02-19 18:42:50 -05:00
bbd54e8f95
Report asset types, tick sizes, and order actions from ib
2021-02-19 17:23:37 -05:00
1ac4cc3dd3
Use new field label api for L1
2021-02-16 06:42:48 -05:00
880bdcffa7
Document order status list from ib
2021-02-12 09:07:49 -05:00
b794855ad3
Port order mode to new order line api
2021-02-11 23:42:57 -05:00
d91f07c947
Drop old candlestick graphics code
2021-02-11 23:42:17 -05:00
aec8f1d25c
Hide y-label on level line mouse over
2021-02-11 23:41:40 -05:00
bf78c13df4
Attempt px perfection on crosshair lines placement
2021-02-11 14:03:47 -05:00
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
cbf259f3f3
Add hidpi issue regarding it being borky
2021-02-11 11:49:33 -05:00
ca576ca3cf
Add label delete method
2021-02-11 11:49:01 -05:00
0edca84b3d
Yet another font size tweak
2021-02-11 11:48:40 -05:00
dd1aed627e
Tidy axis code
2021-02-11 11:48:19 -05:00
02edfdf846
Pass order size to ems
2021-02-11 11:47:34 -05:00
21e1561a57
Add a sane label type..smh
2021-02-11 00:12:37 -05:00
386cd9404d
Drop hidpi detection? it doesn't seem to yield benefits
2021-02-08 07:07:04 -05:00
ac84087755
Fix stage line updating, size up arrow heads?
2021-02-08 07:06:00 -05:00
0449734c53
Drop YSticky for level lines stuff
2021-02-08 07:04:08 -05:00
1ef2d18a41
Try to make crosshair lines px perfect
2021-02-08 07:03:28 -05:00
708ed89894
Hard code font inches
2021-02-08 07:01:26 -05:00
890f932400
Use through lot digits, drop YSticky
2021-02-08 07:00:51 -05:00
bf66eb0b3d
Support lot tick size (mostly for crypto)
2021-02-08 06:42:59 -05:00
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
c3fa31e731
Convert symbol type to use pydantic
2021-02-06 14:38:25 -05:00
0c184b1b41
Port ib to new provide new tick size fields in symbol info
2021-02-06 14:37:24 -05:00
69df73afc3
Deliver symbol info from kraken; start using pydantic
2021-02-06 14:23:27 -05:00
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
03541bd368
Drop unneeded .hide(); add more comments
2021-01-26 22:16:18 -05:00
cfc36e7928
Snap y-cursor-label to min tick
2021-01-26 22:15:45 -05:00
708086cbcb
Convert contractsto dicts on errors
2021-01-26 13:34:49 -05:00
5a0612e6a8
Factor some line and label steps
2021-01-26 13:34:29 -05:00
8501a9be4f
Lol actually fix screen wakeup lookup..
2021-01-26 12:26:43 -05:00
a232e8bc39
Display order size on order lines in order mode
2021-01-26 11:36:44 -05:00
25ec5faaef
Drop removed show_label kwarg
2021-01-26 11:28:24 -05:00
b9d9dbfc4a
Support size fields on order lines; avoid overlap with L1 lines
2021-01-26 11:27:50 -05:00
990c3a1eac
Try out 3 ticks away as limit submission
2021-01-26 11:26:30 -05:00
cc5af7319f
Slightly lighter sell red, try to fix screen stuff...
2021-01-22 23:02:23 -05:00
18fafb501d
Use dashed lines for dark orders
2021-01-22 23:01:12 -05:00
4b2161a37b
Use 2 min-ticks offset for dark orders
2021-01-22 23:00:01 -05:00
f072e2551b
Snap y-axis crosshair to min tick(s)
2021-01-22 22:59:00 -05:00
50d2d8517b
Add support for dotted style level lines
2021-01-22 22:57:42 -05:00
92efb8fd8e
Expect new init message in feed from brokers
2021-01-22 22:56:42 -05:00
b4a4f12aa4
Send init message with kraken
2021-01-22 22:55:49 -05:00
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
5327d7be5e
Add screen acquire timeout loop
2021-01-22 16:46:39 -05:00
f82127de31
Add "live order" submission using ctl-<action key>
2021-01-19 20:48:58 -05:00
7811119736
Support toggling level line highlighting
2021-01-19 20:47:55 -05:00
149820b3b0
Get "dark (order) mode" workin!
...
Basically a stop limit mode where the dirty execution-condition deats
are entirely held client side away from the broker. For now, there's
a static order size setting and a 0.5% limit setting relative to the
trigger price. Swap to using 'd' for dump and 'f' for fill - they're
easier for use with ctrl (which is used now to submit orders directly to
broker - ala "live (order) mode"). Still more kinks to work out with too
fast cancelled orders and alerts but we're getting there.
2021-01-19 16:58:01 -05:00
794665db70
Drop log msg
2021-01-18 20:28:52 -05:00
e6724b6559
Move order mode handling into charting code
2021-01-18 20:28:37 -05:00
f3ae8db04b
Big refactor; start paper client
2021-01-18 19:56:35 -05:00
2bf95d7ec7
Fix clients map typing annot
2021-01-15 21:10:08 -05:00
5acd780eb6
Get live mode correct and working
2021-01-15 21:10:08 -05:00
3e959ec260
Add fill handler to order mode
2021-01-15 21:10:08 -05:00
bdc02010cf
Finally, sanely normalize local trades event data
2021-01-15 21:10:08 -05:00
c835cc10e0
Get "live" order mode mostly workin
2021-01-15 21:10:08 -05:00
ee8caa80d4
Add order cancellation and error support
2021-01-15 21:10:08 -05:00
140f3231e7
Add basic client-side order entry to EMS
2021-01-15 21:10:08 -05:00
f9d4df7378
Start higher level order mode API
2021-01-15 21:10:08 -05:00
53c0816c5f
Add color properties for level line and label
2021-01-15 21:10:08 -05:00
c1266a7a1d
Add buy/sell colors
2021-01-15 21:10:08 -05:00
12aebcc89c
Expose "proxy" api a little better
2021-01-15 21:10:08 -05:00
e51670a573
Try dynamically loading screen
2021-01-15 21:10:08 -05:00
5503a5705a
Drop old line
2021-01-15 21:10:08 -05:00
3e7057d247
Use feed's trade streamin in ems
2021-01-15 21:10:08 -05:00
611486627f
Cleaning
2021-01-15 21:10:08 -05:00
bd180a3482
Add trades data stream routine to Feed
2021-01-15 21:10:08 -05:00
280739b51a
Add trades data streaming support
2021-01-15 21:10:08 -05:00
620f5fee6e
Wishful thinking with conditional mngrs
2021-01-15 21:10:08 -05:00
39e4953a6a
Get order cancellation working
2021-01-07 22:08:25 -05:00
dba8457be9
Trigger kraken sample increment after startup
2021-01-07 12:17:10 -05:00
282cc85ba0
Create an "order mode"
...
Our first major UI "mode" (yes kinda like the modes in emacs) that has
handles to a client side order book api, line and arrow editors, and
interacts with a spawned `emsd` (the EMS daemon actor).
Buncha cleaning and fixes in here for various thingers as well.
2021-01-07 12:03:18 -05:00
8d66a17daf
Add a "lines editor" api/component
2021-01-05 13:37:03 -05:00
268f207a6c
Shadow 'close' field with 'last'
2021-01-05 08:02:48 -05:00
24536ad769
Get roundtrip alert uuids workin; stage order book api
2021-01-05 08:02:14 -05:00
d0a3deae09
Pass symbol type further down chart stack
2021-01-04 14:46:47 -05:00
4d6b1d4bb1
Add brokers list field to symbol type
2021-01-04 14:45:59 -05:00
3c424a153f
Port to new `Portal.run()` api
2021-01-04 14:45:34 -05:00
267c8c6bd3
Go back to manual label contents check for now
2021-01-04 14:45:12 -05:00
9478adf600
Use event sync for increment task launch
2021-01-04 14:44:39 -05:00
c7ff0804db
Graph snap quote immediately on ib spin up
2021-01-04 14:43:59 -05:00
c030b63101
Rejig state with dataclasses; prep for numba
2021-01-04 14:42:35 -05:00
7b5a72909e
Start a "real" alert looking msg
2021-01-03 17:23:45 -05:00
616a74865b
Better highlighted yellow
2021-01-03 17:23:23 -05:00
6e2328d351
More comments?
2021-01-03 17:23:06 -05:00
a3468fb915
Barebones level based alerts are working!
2021-01-03 17:19:16 -05:00
97b2f86cfe
Add preliminary support for alert line management
2021-01-03 11:12:51 -05:00
88d48bd188
Port to `Cursor`
2021-01-03 11:10:08 -05:00
08aa5984ec
Rename crosshair (type) to cursor
...
Since the "crosshair" is growing more and more UX implementation details
it probably makes sense to call it what it is; a python level mouse
abstraction. Add 2 internal sets: `_hovered` for allowing mouse hovered
objects to register themselves to other cursor aware components, and
`_trackers` for allowing scene items to "track" cursor movements via
a `on_tracked_source()` callback.
2021-01-03 10:46:28 -05:00
14dad08d98
Extend level line interaction
...
Support tracking the mouse cursor using a new `on_tracked_sources()`
callback method. Make hovered highlight a bit thicker and highlight when
click-dragged. Add a delete method for removing from the scene along
with label.
2021-01-03 10:43:53 -05:00
edbbcbf954
Add alert yellow
2021-01-03 10:39:06 -05:00
d492f5c35a
Define our own mouse clicked handler
2021-01-01 17:49:23 -05:00
a55d72f8d6
Create and "EMS" module for order execution/routing actor(s)
2021-01-01 17:49:02 -05:00
80d48e5ece
Dynamically override .boundingRect() after startup
2021-01-01 13:23:05 -05:00
e474d8c309
Remove horizontal crosshair on "a" hotkey
2021-01-01 13:05:50 -05:00
7a53f19eeb
Highlight level line label on hover
2021-01-01 13:05:16 -05:00
d602cbc985
Avoid active_plot race
2021-01-01 12:59:31 -05:00
bd85214017
Add draft order actor architecture
2021-01-01 12:40:05 -05:00
5fddb581ab
Kill backfiller on "no history" error
2021-01-01 12:34:50 -05:00
81b10b9dfc
Add initial y-axis zoom
2020-12-30 12:55:02 -05:00
f3a0b1e91e
Use pixel buffers on axis labels
2020-12-29 18:05:36 -05:00
1e09b0f08f
Type annot paint methods
2020-12-29 18:05:36 -05:00
98c3bb8aee
Add a pyqtgraph profiling toggle to chart CLI
2020-12-29 18:05:36 -05:00
a68fff4139
Break specialized graphics into specific mods
2020-12-29 18:05:36 -05:00
575b3a0605
Adjust imports
2020-12-29 18:05:36 -05:00
916396fbfe
Move fast curve graphics to new mod
2020-12-29 18:05:36 -05:00
19e3db8f61
Move OHLC items into new module
2020-12-29 18:05:36 -05:00
b4c28cb086
Start a new graphics sub-package
2020-12-29 18:05:36 -05:00
5d30f351af
Remove use of `tractor.run()`
2020-12-29 18:05:36 -05:00
d7f80d8ddb
Add note about shm limit
2020-12-29 18:05:36 -05:00
b467e8fd8d
Try cache mode on a bunch of "static" graphics
2020-12-29 18:05:36 -05:00
588213a230
Add an experimental "fast appendable curve" graphic
2020-12-29 18:05:36 -05:00
93e76fa12c
Comment some unneeded PDI optimization flags
2020-12-29 18:05:36 -05:00
cac797a7fc
Add initial pixel buffer caching usage
...
Leverages `QGraphicsItem.cacheMode` to speed up interactivity via
less `.paint()` calls (on mouse interaction) and redraws of the
underlying path when there are no transformations (other then a shift).
In order to keep the "flat bar on new time period" UX, a couple special
methods have to be triggered to get a redraw of the pixel buffer when
appending new data.
Use `QPainterPath.controlPointRect()` over `.boundingRect()` since
supposedly it's a lot faster. Drop all use of `QPicture` (since it seems
to conflict with the pixel buffer stuff?) and it doesn't give any
measurable speedup when drawing the "last bar" lines.
Oh, and add some profiling for now.
2020-12-29 18:05:36 -05:00
bd73d02cfb
Avoid loading volume FSPs on symbols without any data
2020-12-28 14:43:17 -05:00
42761438f6
Pass backfiller explicit symbol str, don't require volume ticks
2020-12-26 18:04:32 -05:00
bc96c5847c
Port to new tractor api
2020-12-21 13:02:43 -05:00
714c757e3e
Add vwap back to fsp conf on feature branch
2020-12-21 13:02:43 -05:00
48da729364
Use .shield() meth name from tractor
2020-12-21 13:02:43 -05:00
c01382294e
Add signal backfilling via trio task respawn
2020-12-21 13:02:43 -05:00
Tyler Goodlet