This fixes a regression added after moving the msg parsing to later in
the order mode startup sequence. The `Allocator` needs to be configured
*to* the initial pos otherwise default settings will show in the UI..
Move the startup config logic from inside `mk_allocator()` to
`PositionTracker.update_from_pp()` and add a flag to allow setting the
`.startup_pp` from the current live one as is needed during initial
load.
In the short case (-ve size) we had a bug where the last sub-slots worth
of exit size would never be limited to zero once the allocator limit pos
size was hit (i.e. you could keep going more -ve on the pos,
exponentially per slot over the limit). It's a simple fix, just
a `max()` around the `l_sub_pp` var used in the next-step-size calc.
Resolves#392
Turns out we were putting too many brokername suffixes in the symbol
field and thus the order mode msg parser wasn't matching the current
asset to said msgs correctly and pps weren't being shown...
This repairs that plus simplifies the order mode initial pos msg loading
to just delegate into `process_trade_msg()` just as is done for
real-time msg updates.
If a setting fails to apply try to log an error msg and revert to the
previous setting by not applying the UI read-update until after the new
`SettingsPane.apply_setting()` call. This prevents crashes when the user
tries to give bad inputs on editable allocator fields.
Previously we only simulated paper engine fills when the data feed
provide L1 queue-levels matched an execution. This patch add further
support for clear-level matches when there are real live clears on the
data feed that are faster/not synced with the L1 (aka usually during
periods of HFT).
The solution was to simply iterate the interleaved paper book entries on
both sides for said tick types and instead yield side-specific predicate
per entry.
Not entirely sure why this all of a sudden became a problem but it seems
price changes on order edits were sometimes resulting in key errors when
modifying paper book entries quickly. This changes the implementation to
not care about matching the last price when keying/popping old orders
and use `bidict`s to more easily pop cleared orders in the paper loop.
When the paper engine is used it seems we can definitely hit races where
order ack msgs arrive close enough to status messages that `trio`
schedules the status processing before the acks. In such cases we want
to be tolerant and not crash but instead warn that we got an
unknown/out-of-order msg.
We helped drive a bunch of fixes in
https://github.com/barneygale/asyncvnc/pull/4
This pins to our forked but matched `main` branch to get those fixes
until such a time as upstream makes another release.
Quite a simple fix, we just assign the account-specific
`PositionTracker` to the level line's `._on_level_change()` handler
instead of whatever the current `OrderMode.current_pp` is set to.
Further this adds proper pane switching support such that when a user
modifies an order line from an account which is not the currently
selected one, the settings pane is changed to reflect the
account and thus corresponding position info for that account and
instrument B)
We were overwriting the existing loaded orders list in the per client
loop (lul) so move the def above all that.
Comment out the "try-to-cancel-inactive-orders-via-task-after-timeout"
stuff pertaining to https://github.com/erdewit/ib_insync/issues/363 for
now since we don't have a mechanism in place to cancel the re-cancel
task once the order is cancelled - plus who knows if this is even the
best way to do it..
Tyler Goodlet
goodboy
Guillermo Rodriguez
Guillermo Rodriguez