Commit Graph

165 Commits (793a454463a1dc90af99bb21c3af1993fc3a14b2)

Author SHA1 Message Date
Tyler Goodlet b8b4f1b80f Adjust to `trio`'s strict eg nurseries throughout!
Using `tractor.trionics.collapse_eg()` as needed to avoid, at the least,
crash-worthy (in debug-mode REPL-ing terms) nested cancellation egs that
exhibit on SIGINT/ctl-c of each "app" (chart & daemon).

Also a bit of renaming of all `trio.Nursery`s to `tn`, the new "task
nursery" shorthand-var-name being used in all our other `tractor`
related projects.
2026-01-02 17:36:13 -05:00
Tyler Goodlet d85632ba9b Cast to `float` as needed from order-mode and ems
Since we're not quite yet using automatic typed msging from
`tractor`/`msgspec` (i.e. still manually decoding order ctl msgs from
built-in types..`dict`s still not `msgspec.Struct`) this adds the
appropriate typecasting ops to ensure the required precision is attained
prior to processing and/or submission to a brokerd backend service.

For the `.clearing._ems`,
- flip all `trigger_price` previously presumed to be `float` to just
  the field-identical `price: Decimal` and ensure we cast to `float`
  for any `trigger_price` usage, like before passing to `mk_check()`.

For `.ui.order_mode.OrderMode`,
- add a new `.curr_mkt: MktPair` convenience property to get the
  chart-active value.
- ensure we always use the `.curr_mkt.quantize() -> Decimal` before
  setting any IPC-msg's `.price` field!
- always cast `float(Order.price)` before use in setting line-levels.
- don't bother setting `Order.symbol` to a (now fully removed) `Symbol`
  instance since it's not really required-for-use anywhere; leaving it
  a `str` (per the type-annot) is fine for now?
2026-01-02 17:00:23 -05:00
Tyler Goodlet 1fd8654ca5 Port all `.ui*` submods to new `.ui.qt` imports
This also officially moves the code base to using `PyQt6` including all
necessary reference changes and enum namespace path moves.

Also includes a small `.ui.order_mode` fix to cancel any
`Order.price <= 0` and a name error fix with logging using `msg`,
which is already used for the input order msg..
2024-05-01 14:33:10 -04:00
Tyler Goodlet 83d1f117a8 Always cancel (loaded) zero-priced orders
Ran into this trading a peenee where a dark got (mistakenly) submitted
at a price of 0 and then that consecutively broke upstream allocator/pp
code due to a divide-by-zero.. So instead always check for a zero-price
(since that should never ever be valid in any market) and instead cancel
any such order in the EMS and return `None` so that upstream callers can
ignore it without crash handling.
2024-01-17 10:29:43 -05:00
Tyler Goodlet c82ca812a8 Pass display state table to interaction handlers
This took a teensie bit of reworking in some `.ui` modules
more or less in the following order of functional dependence:

- add a `Ctl-R` kb-binding to trigger a `Viz.reset_graphics()` in
  the kb-handler task `handle_viewmode_kb_inputs()`.
  - call the new method on all `Viz`s (& for all sample-rates) and
    `DisplayState` refs provided in a (new input)
    `dss: dict[str, DisplayState]` table, which was originally inite-ed
    from the multi-feed display loop (so orig in `.graphics_update_loop()`
    but now provided as an input to that func, see below..)
- `._interaction`: allow binding in `async_handler()` kwargs (`via
  a `functools.partial`) passed to `ChartView.open_async_input_handler()`
  such that arbitrary inputs to our kb+mouse handler funcs can accept
  "wtv we desire".
  - use ^ to bind in the aforementioned `dss` display-state table to
    said handlers!
- define the `dss` table (as mentioned) inside `._display.display_symbol_data()`
  and pass it into the update loop funcs as well as the newly augmented
  `.open_async_input_handler()` calls,
  - drop calling `chart.view.open_async_input_handler()` from the
    `.order_mode.open_order_mode()`'s enter block and instead factor it
    into the caller to support passing the `dss` table to the kb
    handlers.
  - comment out the original history update loop handling of forced `Viz`
    redraws entirely since we now have a manual method via `Ctl-R`.
  - now, just update the `._remote_ctl.dss: dict` with this table since
    we want to also provide rc for **all** loaded feeds, not just the
    currently shown one/set.
- docs, naming and typing tweaks to `._event.open_handlers()`
2023-12-28 21:06:06 -05:00
Tyler Goodlet d3dab17939 order_mode: fix to avoid `Dialog.uuid` on null dialog.. 2023-10-20 13:57:52 -04:00
Tyler Goodlet 9d31941d42 order_mode: embedded `Order` maybe be in dict form.. 2023-08-25 13:33:59 -04:00
Tyler Goodlet 077d9bf1d2 Better commenting around order-mode error block 2023-08-10 12:41:53 -04:00
Tyler Goodlet 5ed8544fd1 Bleh, move `.data.types` back up to top level pkg
Since it's depended on by `.data` stuff as well as pretty much
everything else, makes more sense to expose it as a top level module
(and maybe eventually as a subpkg as we add to it).
2023-08-05 15:57:10 -04:00
Tyler Goodlet d94ab9d5b2 order_mode: Only send cancels for dialogs that still exist 2023-07-26 15:43:48 -04:00
Tyler Goodlet 71d0097dc7 Switch to `Position.cumsize` in tracker and order mode mods 2023-07-17 13:51:30 -04:00
Tyler Goodlet 49e67d5f36 Always add a paper (account) entry to order mode init
Allows for tracking paper engine orders despite the ems not necessarily
being opened by the current order mode instance (UI) in "paper"
execution mode; useful for tracking bots/strats running against the same
EMS daemon.
2023-06-27 13:48:03 -04:00
Tyler Goodlet 6c10c2f623 order_mode: add comment around `Order` being a dict bug 2023-06-27 13:41:47 -04:00
Tyler Goodlet b28b38afab Fix double cancel bug!
Not sure how this lasted so long without complaint (literally since we
added history 1m OHLC it seems; guess it means most backends are pretty
tolerant XD ) but we've been sending 2 cancels per order (dialog) due to
the mirrored lines on each chart: 1s and 1m. This fixes that by
reworking the `OrderMode` methods to be a bit more sane and less
conflated with the graphics (lines) layer.

Deatz:
- add new methods:
  - `.oids_from_lines()` line -> oid extraction,
  - `.cancel_orders()` which makes the order client cancel requests from
    a `oids: list[str]`.
- re-impl `.cancel_all_orders()` and `.cancel_orders_under_cursor()` to
  use the above methods thus fixing the original bug B)
2023-06-27 13:41:47 -04:00
Tyler Goodlet 41aa87f847 Fix `_digits` attr names in order mode.. 2023-05-28 13:13:43 -04:00
Tyler Goodlet 7381c361cd Strictly drop `LinkedSplits.symbol` B) 2023-05-24 15:42:14 -04:00
Tyler Goodlet 1b577eebf6 Change over the UI layer to use `MktPair`
Including changing to `LinkedSplits.mkt: MktPair` and adding an explicit
setter method for setting it and being sure that nothing breaks
in the display system init!

For this commit we leave in warning access to `LinkedSplits.symbol` but
will remove in following commit.
2023-05-24 15:30:17 -04:00
Tyler Goodlet bd8e4760d5 Port everything strictly to `Position.mkt` and `Flume.mkt` 2023-05-24 12:16:28 -04:00
Tyler Goodlet 31a00eca94 Rename fqsn -> fqme in ui mods 2023-05-22 12:13:00 -04:00
Tyler Goodlet 3cd853cb5d order_mode: revert switch to `MktPair` for pre-order loading 2023-05-09 14:49:26 -04:00
Tyler Goodlet 83802e932a Drop (missed) usage of `Symbol.from_fqsn()` in order mode 2023-05-09 14:49:26 -04:00
Tyler Goodlet adb62dc7b4 Port oustanding parts of codebase to `unpack_fqme()` 2023-05-09 14:49:26 -04:00
Tyler Goodlet 06b80ff9ed ARRG, disable `dunst` notifications for now in order mode 2023-05-09 14:49:26 -04:00
Tyler Goodlet dedc51a939 Quantize order prices prior to `OrderClient.send()`
Order mode previously was just willy-nilly sending `float` prices
(particularly on order edits) which are generated from the associated
level line. This actually uses the `MktPair.price_tick: Decimal` to
ensure the value is rounded correctly before submission to the ems..

Also adjusts the order mode init to expect a table of tables of startup
position messages, with the inner table being keyed by fqme per msg.
2023-05-09 14:49:26 -04:00
Tyler Goodlet 484565988d `order_mode`: broad rename book -> client 2023-05-09 14:49:26 -04:00
Tyler Goodlet 1d2d4b40a8 Only log about pps once in order mode code 2023-05-09 14:49:26 -04:00
Tyler Goodlet 72abe98475 Async-ify order client methods and some renaming
We previously only offered a sync API (which was recently renamed to
`.<meth>_nowait()` style) since initially all order control was from our
`OrderMode` Qt driven UI/UX. This adds the equivalent async methods for
both testing as well as eventual auto-strat driven control B)

Also includes a bunch of renaming:
- `OrderBook` -> `OrderClient`.
- better internal renaming of the client's mem chan vars and add a ref
  `._ems_stream: tractor.MsgStream`.
- drop `get_orders()` factory, just always check for the actor-global
  instance and always set the ems stream on that client (in case old one
  was closed).
2023-05-09 14:49:26 -04:00
Tyler Goodlet bc249fbeca Move `.clearing._allocate` -> `accounting._allocate` 2023-05-09 14:49:26 -04:00
Tyler Goodlet 7498cbb5f4 Use `Struct.copy()` with update dict for `Order` from staged 2023-05-09 14:49:25 -04:00
Tyler Goodlet b6df83a0e9 Typecast `OrderMode.staged.symbol: str` before `.copy()`! 2023-05-09 14:49:25 -04:00
Tyler Goodlet 72c97d4672 Handle read and write of `pps.toml` using `MktPair`
Add a logic branch for now that switches on an instance check.
Generally swap over all `Position.symbol` and `Transaction.sym` refs to
`MktPair`. Do a wholesale rename of all `.bsuid` var names to
`.bs_mktid`.
2023-05-09 14:49:25 -04:00
Tyler Goodlet 56f736e7ca Drop use of `Symbol.brokers` everywhere 2023-05-09 14:49:25 -04:00
Tyler Goodlet acc5af1fdb Drop `Symbol.front_feed()` usage from order mode 2023-05-09 14:49:25 -04:00
Tyler Goodlet 9f03484c4d Move all fqsn parsing and `Symbol` to new `accounting._mktinfo 2023-05-09 14:49:25 -04:00
Tyler Goodlet beb6544bad Start a new `.accounting` subpkg, move `.pp` contents there 2023-05-09 14:49:25 -04:00
Tyler Goodlet 753e991dae Adjust `.ui` modules to new set-style "optional" annots 2023-03-10 18:20:22 -05:00
Guillermo Rodriguez 85a1b858b4
Fix logging on emsd 2023-02-25 20:56:25 -03:00
Tyler Goodlet a82911d8a9 Correctly load order mode for first fqsn in overlay set 2023-02-12 15:38:43 -05:00
Tyler Goodlet c5dd67e63c Right, do index lookup for int-index as well.. 2023-02-12 13:41:18 -05:00
Tyler Goodlet 3bed142d15 Handle time-indexing for fill arrows
Call into a reworked `Flume.get_index()` for both the slow and fast
chart and do time index clipping to last datum where necessary.
2023-02-12 13:41:18 -05:00
Tyler Goodlet 07ab853d3d `Order.symbol` is a `str`.. 2023-02-02 15:05:26 -05:00
Tyler Goodlet bc7fe6114d Adjust order mode to use `Flume.get_index()` 2023-02-02 15:05:23 -05:00
Tyler Goodlet 2c4daf08e0 Adjust to per-fqsn-oriented `Flume` lookups throughout 2023-01-10 11:09:19 -05:00
Tyler Goodlet 4ca7817735 Use feed-shm offsets in fill-arrow indexing arithmetic 2022-10-28 16:17:14 -04:00
Tyler Goodlet 8537a4091b Use new `Status.cancel_called` in EMS msg loops 2022-10-28 16:16:45 -04:00
Tyler Goodlet fa368b1263 'Just getitem access the 'action' from req msg' 2022-10-28 16:16:45 -04:00
Tyler Goodlet 30994dac10 Better handle order-cancelled-but-not-yet-acked races
When the client is faster then a `brokerd` at submitting and cancelling
an order we run into the case where we need to specify that the EMS
cancels the order-flow as soon as the brokerd's ack arrives. Previously
we were stashing a `BrokerdCancel` msg as the `Status.req` msg (to be
both tested for as a "already cancelled" and sent immediately on ack arrival to
the broker), but for such
cases we can't use that msg to find the fqsn (since only the client side
msgs have it defined) which is required by the new
`Router.client_broadcast()`.

So, Since `Status.req` is supposed to be a client-side flow msg anyway,
and we need the fqsn for client broadcasting, we change this `.req`
value to the client's submitted `Cancel` msg (thus rectifying the
missing `Router.client_broadcast()` fqsn input issue) and build the
`BrokerdCancel` request from that `Cancel` inline in the relay loop
from the `.req: Cancel` status msg lookup.

Further we allow `Cancel` msgs to define an `.account` and adjust the
order mode loop to expect `Cancel` source requests in cancelled status
updates.
2022-10-28 16:16:45 -04:00
Tyler Goodlet 4c96a4878e Process unknown order mode msgs 2022-10-07 14:13:52 -04:00
Tyler Goodlet c246dcef6f Drop uuid from notify func inputs 2022-10-07 14:13:52 -04:00
Tyler Goodlet 525f805cdb Port order mode to new notify routine 2022-10-07 14:13:52 -04:00