Commit Graph

3529 Commits (8b7563488a7d8dfe4ce7b4380956b9e912be4d5b)

Author SHA1 Message Date
Tyler Goodlet 15025d6047 Move config module to top level 2021-09-06 21:26:28 -04:00
goodboy 73b555a677
Merge pull request #205 from pikers/ordermode_pps
Ordermode pps for gamified chart trading .
2021-09-06 16:35:26 -04:00
Tyler Goodlet 202b857620 Add micro-manual for order mode to readme 2021-09-06 14:09:39 -04:00
Tyler Goodlet 85fd0a7a30 Avoid "n" as name since it conflicts with pdb 2021-09-06 13:46:07 -04:00
Tyler Goodlet b9ee0997a7 Only do tracker update if pp msg is received for sym 2021-09-06 12:42:25 -04:00
Tyler Goodlet 3713831070 Fix fsp pane width to exactly the same as OHLC chart 2021-09-06 09:28:11 -04:00
Tyler Goodlet 37719efe37 Scale status bar labels to actual bar height 2021-09-06 09:28:11 -04:00
Tyler Goodlet 28047c523d Drop cruft from before pane-per-chart was added 2021-09-06 09:28:11 -04:00
Tyler Goodlet c26161ed7e Make config acounts loading more explicit. 2021-09-06 09:28:11 -04:00
Tyler Goodlet c86c4218ce Allow blank accounts config 2021-09-06 09:28:11 -04:00
Tyler Goodlet c5191d66cb Use new method name in order mode 2021-09-06 09:28:11 -04:00
Tyler Goodlet 27f10293bd Fix pp line label update logic
We weren't updating the LHS size labels on creation and we now use the
lot size digits to do so. Change `PositionTracker.update()` to
`.update_from_pp_msg()`.
2021-09-06 09:28:11 -04:00
Tyler Goodlet 171832cfb8 Tweak account label 2021-09-06 09:28:11 -04:00
Tyler Goodlet 35fe26cb95 Assign unique shm keys for duplicate fsps to avoid array clobbering 2021-09-06 09:28:11 -04:00
Tyler Goodlet 709288d034 Sway fixes that avoid weird window resizing 2021-09-06 09:28:11 -04:00
Tyler Goodlet e95589e5b0 Ignore ohlc step stream subs lookup errors 2021-09-06 09:28:11 -04:00
Tyler Goodlet 9c4437b179 Scale pp pane to chart height
Acts as a fix for lodpi and better sizing logic for the pp status bar.
Drop all the redundant passing of the form to its child layouts during
instantiating (since they're all added as layouts to the tree). Comment
out the feed status label for now since it's not hooked up to the
backend and we'll get it going in a new PR.

Down the road we probably want to do all the pp pane component-widget
sizing *after* the `pyqtgraph` chart is up; it's going to take some
reworking of the charting api tho.
2021-09-06 09:28:11 -04:00
Tyler Goodlet cf9de5cd50 Use ``order_line()`` factor for pp tracker 2021-09-06 09:28:11 -04:00
Tyler Goodlet dc7fcbe792 Tweak mouse rate limits per sway experiments; size line dot to dpi font 2021-09-06 09:28:11 -04:00
Tyler Goodlet 34d4d098d2 Add silver futes 2021-09-06 09:28:11 -04:00
Tyler Goodlet a0258d8be1 Configure alloc to asset type *before* setting pp labels 2021-09-06 09:28:11 -04:00
Tyler Goodlet 1d8767d548 Make `order_line()` configurable for a pp line
We were re-implementing a few things order lines already support.
All we really needed was to not add a pp size label if one is provided.
Use `.hide_label()` in the mouse hover handler.
2021-09-06 09:28:11 -04:00
Tyler Goodlet 77e014daa3 No longer feed specific 2021-09-06 09:28:11 -04:00
Tyler Goodlet 28b6882725 Slapp in exchange suffix position msg key; avoid symbol aliasing on `in` check 2021-09-06 09:28:11 -04:00
Tyler Goodlet fa88d91b8d Add breakpoint on bcast lag for testing 2021-09-06 09:28:11 -04:00
Tyler Goodlet 32f72dd3e8 Drop unused ref 2021-09-06 09:28:10 -04:00
Tyler Goodlet a0c03a8b6b Format pnl label with % type 2021-09-06 09:28:10 -04:00
Tyler Goodlet 30dfcc4530 Use pnl calc in order mode (i.e. no x100%) 2021-09-06 09:28:10 -04:00
Tyler Goodlet 4247f28e04 Round slots proportion instead of ceiling-ing them 2021-09-06 09:28:10 -04:00
Tyler Goodlet 60a6016e73 Break up the pnl calc from the percent part 2021-09-06 09:28:10 -04:00
Tyler Goodlet f90be981b0 Form font size must be set before adding widgets 2021-09-06 09:28:10 -04:00
Tyler Goodlet e78a03d988 Fix import from wrong namespace, again. 2021-09-06 09:28:10 -04:00
Tyler Goodlet 55ae007233 Pixel cache our label type 2021-09-06 09:28:10 -04:00
Tyler Goodlet 32f8931d79 Show "slots used" aka proportion "x" on order lines 2021-09-06 09:28:10 -04:00
Tyler Goodlet 09fccdf8e5 Add fiat size to each order line label 2021-09-06 09:28:10 -04:00
Tyler Goodlet 39d2cac3a6 Handle race with order-request-ack msg 2021-09-06 09:28:10 -04:00
Tyler Goodlet 423fc8332c Allocate pnl calc subtask inside order mode machinery 2021-09-06 09:28:10 -04:00
Tyler Goodlet fd982df7a9 Add `Allocator.slots_used()` helper calc method 2021-09-06 09:28:10 -04:00
Tyler Goodlet abc5c382ae Use a better exit slot heuristic
When exiting a pp toward net-zero, we may sometimes run into the issue
of having a "fractional slot" worth of units in allocator limit terms.
This is further nuanced by live orders which are submitted above the
current clearing price which get allocated a size (based on that staged
but non-cleared price) according to their limit size unit which can be
calculated to be less then the size that would have been allocated at
the actual clearing price. In the short term cope with this discrepancy
by simply using a "slot and a half" as the decision point of whether to
exit a slot's worth or the remaining pp's worth of units. In other words
if you can exit 1.5x a slot's worth or less, exit the remaining pp,
otherwise exit a slot's worth. This is a stop gap until we have a better
solution to limiting staged orders to (some range around) the currently
computed clear-able price.
2021-09-06 09:28:10 -04:00
Tyler Goodlet 03c38a1163 It's a map of symbols to first quote dicts 2021-09-06 09:28:10 -04:00
Tyler Goodlet 8c7e4c0ce9 Add real-time pnl calc and display in status pane 2021-09-06 09:28:10 -04:00
Tyler Goodlet fb4354d629 Add type annots to calcs 2021-09-06 09:28:10 -04:00
Tyler Goodlet 3dd98ff56a Fix inverval logic, lel 2021-09-06 09:28:10 -04:00
Tyler Goodlet dfe4ca948a Flip to `open_order_mode()` as ctx mngr
We need a subtask to compute the current pp PnL in real-time but really
only if a pp exists - a spawnable subtask would be ideal for this. Stage
a tick streaming task using a stream bcaster; no actual pnl calc yet.

Since we're going to need subtasks anyway might as well stick the order
mode UI processing loop in a task as well and then just give the whole
thing a ctx mngr api. This'll probably be handy for when we have
auto-strats that need to dynamically use the mode's api as well.

Oh, and move the time -> index mapper to a chart method for now.
2021-09-06 09:28:10 -04:00
Tyler Goodlet ee377e6d6b "Back load" exits, always abs the order size, `SettingsPane` is better name 2021-09-06 09:28:10 -04:00
Tyler Goodlet 942cbc2743 `x:` seems clean enough for a "step symbol" 2021-09-06 09:28:10 -04:00
Tyler Goodlet 91fb451696 Fix marker-off-screen-placement for down arrows 2021-09-06 09:28:10 -04:00
Tyler Goodlet 1ab23dcba3 Solve the short pps issue with nice `abs()` 2021-09-06 09:28:10 -04:00
Tyler Goodlet 5103204853 Trigger order allocation at stage/creation time 2021-09-06 09:28:10 -04:00
Tyler Goodlet d9d65bd71a Pass in labl fields as kwargs 2021-09-06 09:28:10 -04:00