The paper engine returns `"paper"` instead of `None` in the pp msgs so
expect that. Don't bother with fills tracking for now (since we'll need
either the account in the msg or a lookup table locally for oids to
accounts). Change the order line update handler to a local module function,
there was no reason for it to be a pane method.
Make a pp tracker per account and load on order mode boot.
Only show details on the pp tracker for the selected account.
Make the settings pane assign a `.current_pp` state on the order mode
instance (for the charted symbol) on account selection switches and no
longer keep a ref to a single pp tracker and allocator in the pane.
`SettingsPane.update_status_ui()` now expects an explicit tracker
reference as input. Still need to figure out the pnl update task logic
despite the intermittent account changes.
This adds full support for a single `brokerd` managing multiple API
endpoint clients in tandem. Get the client scan loop correct and load
accounts from all discovered clients as specified in a user's
`broker.toml`. We now just always re-scan for all clients and if there's
a cache hit just skip a creation/connection logic.
Route orders with an account name to the correct client in the
`handle_order_requests()` endpoint and spawn an event relay task per
client for transmitting trade events back to `emsd`.
Make the `handle_order_requests()` tasks now lookup the appropriate API
client for a given account (or error if it can't be found) and use it
for submission. Account names are loaded from the
`brokers.toml::accounts.ib` section both UI side and in the `brokerd`.
Change `_aio_get_client()` to a `load_aio_client()` which now tries to
scan and load api clients for all connections defined in the config as
well as deliver the client cache and account lookup tables.
Each backend broker may support multiple (types) of accounts; this patch
lets clients send order requests that pass through an `account` field in
certain `emsd` <-> `brokerd` transactions. This allows each provider to read
in and conduct logic based on what account value is passed via requests
to the `trades_dialogue()` endpoint as well as tie together positioning
updates with relevant account keys for display in UIs.
This also adds relay support for a `Status` msg with a `'broker_errored'`
status which for now will trigger the same logic as cancelled orders on
the client side and thus will remove order lines submitted on a chart.
Get rid of `PositionTracker.init_status_ui()` and instead make
a helper func `mk_allocator()` which takes in the alloc and adjusts
default settings on the allocator alone (which is expected to be
passed in). Expect a `Position` instance to be passed into the tracker
which will be looked up for UI updates. Move *update-from-position-msg*
ops into a `Position.update_from_msg()` method.
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()`.
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.
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.
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.
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.
Use this method to go through writing all allocator parameters and then
reading all changes back into the order mode pane including updating the
limit and step labels by the fill bar.
Machinery changes:
- add `.limit()` and `.step_sizes()` methods to the allocator to
provide the appropriate data depending on the pp limit size unit (eg.
currency vs. units)
- humanize the label display text such that you have nice suffixes and
a fixed precision
- tweak the fill bar labels to be simpler since the values are now
humanized
- expect `.on_ui_settings_change()` to be called for every slots hotkey
tweak
Turned out to be pretty simple, on every pp update just recompute
the proportion of slots used based on the limit size units.
Don't assign the allocator callback method for alert lines since
there's no size to generate. Move from-existing-pp calculations
into the order pane itself.
Handling the edge cases in this was "fun", namely:
- entering with less then a slot's worth of units to purchase
before hitting the pp limit or, less then a slots worth when exiting
toward a net-zero position.
- round pp msg updates using the symbol tick and lot size digits to
avoid super small (1e-30 lel) positions lingering in the ems (happens
moreso with the paper engine).
- don't expect the next size method to be called for alert level changes
- pass label text and field widget key separately
- fix fill status bar slot sizing logic (once and for all) and
create a new type that allows generating / resizing the bar's
size / values with a `.set_slots()` method
- pull account names from allocator attr
- set `.fill_bar` as the fill status bar on the form for now
- make `GodWidget.load_symbol()` async
- track loaded feeds with a private `._feeds` dict
- add methods to pause/resume all feeds when chart is (un)focussed
- add some commented test code for 2nd feed consumer task and rsi2 fsp
- load async signal handler for view clicking
- generate lines from staged `Order` msgs
- apply level update callback to each order that dynamically
updates the order size from the allocator calcs
- pass order msg instances to the ems client for submission
- update order size on line moves
- add `Order` msg and `Symbol` refs to each dialog
In an effort to simplify line creation and management from an order
mode here's a slew of changes:
- use our new ``LevelMarker`` for order lines and fully drop usage
of the original marker implementation stuff from `pg.InfiniteLine`
- add a left side label which shows the instrument's "units" value
- the most fundamental unit for the "size" of the order
- allow passing in an optional `marker_size: str` so that `action: str`
doesn't necessarily have to be passed (eg. when copying from an
existing line)
- change a couple of internal line config options to be public attrs
which can now be configured dynamically in real-time (since they're
all `bool` anyway):
* `hl_on_hover` -> `highlight_on_hover`
* `_always_show_labels` -> `always_show_labels`
- `LevelLine.set_level()` now only sets the position if it was **not**
called from the position changed signal (which would be redundant)
Move all the ``pydantic`` finagling to an `_orm.py` and
just keep an `Allocator` as the backing model for our pp controls
in the position module. This all needs to be tied together in some sane
with with facility for multiple symbols/streams per chart for when we
get to charting-trading aggregate feeds.
Tyler Goodlet