98bfee028a
Add a position line api
...
Add a line which shows the current average price position with and arrow
marker denoting the direction (long or short). Required some further
rewriting of the infinite line from pyqtgraph including:
- adjusting marker (arrow) placement to be offset from axis + l1 labels
- fixing the hover event to not require the `.movable` attribute to be
set
2021-03-11 21:35:09 -05:00
7075a968b4
Create an order mode module
2021-03-08 09:05:37 -05:00
7e214180a6
Remove old simulated order price on update
2021-03-07 22:17:19 -05:00
fff9efe4aa
Snap level line movements to tick size
2021-03-07 22:16:46 -05:00
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
af82f36bd8
Add comp trading ref
2021-02-21 16:04:04 -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
Tyler Goodlet