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838ddd6e79
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@ -1,7 +1,9 @@
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[network]
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[network]
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tsdb.backend = 'marketstore'
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pikerd = [
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tsdb.host = 'localhost'
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'/ipv4/127.0.0.1/tcp/6116', # std localhost daemon-actor tree
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tsdb.grpc_port = 5995
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# '/uds/6116', # TODO std uds socket file
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]
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[ui]
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[ui]
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# set custom font + size which will scale entire UI
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# set custom font + size which will scale entire UI
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@ -465,7 +465,7 @@ def ledger_to_dfs(
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df = dfs[key] = ldf.with_columns([
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df = dfs[key] = ldf.with_columns([
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pl.cumsum('size').alias('cumsize'),
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pl.cum_sum('size').alias('cumsize'),
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# amount of source asset "sent" (via buy txns in
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# amount of source asset "sent" (via buy txns in
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# the market) to acquire the dst asset, PER txn.
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# the market) to acquire the dst asset, PER txn.
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@ -480,7 +480,7 @@ def ledger_to_dfs(
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]).with_columns([
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]).with_columns([
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# rolling balance in src asset units
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# rolling balance in src asset units
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(pl.col('dst_bot').cumsum() * -1).alias('src_balance'),
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(pl.col('dst_bot').cum_sum() * -1).alias('src_balance'),
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# "position operation type" in terms of increasing the
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# "position operation type" in terms of increasing the
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# amount in the dst asset (entering) or decreasing the
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# amount in the dst asset (entering) or decreasing the
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@ -622,7 +622,7 @@ def ledger_to_dfs(
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# cost that was included in the least-recently
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# cost that was included in the least-recently
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# entered txn that is still part of the current CSi
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# entered txn that is still part of the current CSi
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# set.
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# set.
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# => we look up the cost-per-unit cumsum and apply
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# => we look up the cost-per-unit cum_sum and apply
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# if over the current txn size (by multiplication)
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# if over the current txn size (by multiplication)
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# and then reverse that previusly applied cost on
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# and then reverse that previusly applied cost on
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# the txn_cost for this record.
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# the txn_cost for this record.
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@ -76,7 +76,6 @@ if TYPE_CHECKING:
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# TODO: numba all of this
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# TODO: numba all of this
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def mk_check(
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def mk_check(
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trigger_price: float,
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trigger_price: float,
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known_last: float,
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known_last: float,
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action: str,
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action: str,
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@ -1190,12 +1189,16 @@ async def process_client_order_cmds(
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submitting live orders immediately if requested by the client.
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submitting live orders immediately if requested by the client.
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'''
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'''
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# cmd: dict
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# TODO, only allow `msgspec.Struct` form!
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cmd: dict
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async for cmd in client_order_stream:
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async for cmd in client_order_stream:
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log.info(f'Received order cmd:\n{pformat(cmd)}')
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log.info(
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f'Received order cmd:\n'
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f'{pformat(cmd)}\n'
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)
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# CAWT DAMN we need struct support!
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# CAWT DAMN we need struct support!
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oid = str(cmd['oid'])
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oid: str = str(cmd['oid'])
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# register this stream as an active order dialog (msg flow) for
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# register this stream as an active order dialog (msg flow) for
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# this order id such that translated message from the brokerd
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# this order id such that translated message from the brokerd
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@ -1301,7 +1304,7 @@ async def process_client_order_cmds(
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case {
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case {
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'oid': oid,
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'oid': oid,
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'symbol': fqme,
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'symbol': fqme,
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'price': trigger_price,
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'price': price,
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'size': size,
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'size': size,
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'action': ('buy' | 'sell') as action,
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'action': ('buy' | 'sell') as action,
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'exec_mode': ('live' | 'paper'),
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'exec_mode': ('live' | 'paper'),
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@ -1333,7 +1336,7 @@ async def process_client_order_cmds(
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symbol=sym,
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symbol=sym,
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action=action,
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action=action,
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price=trigger_price,
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price=price,
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size=size,
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size=size,
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account=req.account,
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account=req.account,
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)
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)
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@ -1355,7 +1358,11 @@ async def process_client_order_cmds(
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# (``translate_and_relay_brokerd_events()`` above) will
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# (``translate_and_relay_brokerd_events()`` above) will
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# handle relaying the ems side responses back to
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# handle relaying the ems side responses back to
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# the client/cmd sender from this request
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# the client/cmd sender from this request
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log.info(f'Sending live order to {broker}:\n{pformat(msg)}')
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log.info(
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f'Sending live order to {broker}:\n'
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f'{pformat(msg)}'
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)
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await brokerd_order_stream.send(msg)
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await brokerd_order_stream.send(msg)
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# an immediate response should be ``BrokerdOrderAck``
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# an immediate response should be ``BrokerdOrderAck``
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@ -1371,7 +1378,7 @@ async def process_client_order_cmds(
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case {
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case {
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'oid': oid,
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'oid': oid,
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'symbol': fqme,
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'symbol': fqme,
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'price': trigger_price,
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'price': price,
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'size': size,
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'size': size,
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'exec_mode': exec_mode,
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'exec_mode': exec_mode,
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'action': action,
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'action': action,
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@ -1399,7 +1406,12 @@ async def process_client_order_cmds(
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if isnan(last):
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if isnan(last):
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last = flume.rt_shm.array[-1]['close']
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last = flume.rt_shm.array[-1]['close']
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pred = mk_check(trigger_price, last, action)
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trigger_price: float = float(price)
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pred = mk_check(
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trigger_price,
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last,
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action,
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)
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# NOTE: for dark orders currently we submit
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# NOTE: for dark orders currently we submit
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# the triggered live order at a price 5 ticks
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# the triggered live order at a price 5 ticks
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@ -19,6 +19,7 @@ Clearing sub-system message and protocols.
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"""
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"""
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from __future__ import annotations
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from __future__ import annotations
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from decimal import Decimal
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from typing import (
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from typing import (
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Literal,
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Literal,
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||||||
)
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)
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@ -71,7 +72,15 @@ class Order(Struct):
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symbol: str # | MktPair
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symbol: str # | MktPair
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account: str # should we set a default as '' ?
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account: str # should we set a default as '' ?
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price: float
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# https://docs.python.org/3/library/decimal.html#decimal-objects
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#
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# ?TODO? decimal usage throughout?
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# -[ ] possibly leverage the `Encoder(decimal_format='number')`
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# bit?
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# |_https://jcristharif.com/msgspec/supported-types.html#decimal
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# -[ ] should we also use it for .size?
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#
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||||||
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price: Decimal
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size: float # -ve is "sell", +ve is "buy"
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size: float # -ve is "sell", +ve is "buy"
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||||||
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brokers: list[str] = []
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brokers: list[str] = []
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@ -178,7 +187,7 @@ class BrokerdOrder(Struct):
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time_ns: int
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time_ns: int
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||||||
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|
||||||
symbol: str # fqme
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symbol: str # fqme
|
||||||
price: float
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price: Decimal
|
||||||
size: float
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size: float
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||||||
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||||||
# TODO: if we instead rely on a +ve/-ve size to determine
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# TODO: if we instead rely on a +ve/-ve size to determine
|
||||||
|
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||||||
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@ -510,7 +510,7 @@ async def handle_order_requests(
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||||||
reqid = await client.submit_limit(
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reqid = await client.submit_limit(
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oid=order.oid,
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oid=order.oid,
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symbol=f'{order.symbol}.{client.broker}',
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symbol=f'{order.symbol}.{client.broker}',
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price=order.price,
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price=float(order.price),
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||||||
action=order.action,
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action=order.action,
|
||||||
size=order.size,
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size=order.size,
|
||||||
# XXX: by default 0 tells ``ib_insync`` methods that
|
# XXX: by default 0 tells ``ib_insync`` methods that
|
||||||
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||||||
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@ -189,28 +189,9 @@ def pikerd(
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||||||
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|
||||||
# AsyncExitStack() as stack,
|
# AsyncExitStack() as stack,
|
||||||
):
|
):
|
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# TODO: spawn all other sub-actor daemons according to
|
|
||||||
# multiaddress endpoint spec defined by user config
|
|
||||||
assert service_mngr
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assert service_mngr
|
||||||
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# ?TODO? spawn all other sub-actor daemons according to
|
||||||
# if tsdb:
|
# multiaddress endpoint spec defined by user config
|
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# dname, conf = await stack.enter_async_context(
|
|
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# service.marketstore.start_ahab_daemon(
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|
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# service_mngr,
|
|
||||||
# loglevel=loglevel,
|
|
||||||
# )
|
|
||||||
# )
|
|
||||||
# log.info(f'TSDB `{dname}` up with conf:\n{conf}')
|
|
||||||
|
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||||||
# if es:
|
|
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# dname, conf = await stack.enter_async_context(
|
|
||||||
# service.elastic.start_ahab_daemon(
|
|
||||||
# service_mngr,
|
|
||||||
# loglevel=loglevel,
|
|
||||||
# )
|
|
||||||
# )
|
|
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# log.info(f'DB `{dname}` up with conf:\n{conf}')
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|
||||||
|
|
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await trio.sleep_forever()
|
await trio.sleep_forever()
|
||||||
|
|
||||||
trio.run(main)
|
trio.run(main)
|
||||||
|
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|
||||||
|
|
@ -41,10 +41,13 @@ from .log import get_logger
|
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log = get_logger('broker-config')
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log = get_logger('broker-config')
|
||||||
|
|
||||||
|
|
||||||
# XXX NOTE: taken from ``click`` since apparently they have some
|
# XXX NOTE: taken from `click`
|
||||||
# super weirdness with sigint and sudo..no clue
|
# |_https://github.com/pallets/click/blob/main/src/click/utils.py#L449
|
||||||
# we're probably going to slowly just modify it to our own version over
|
#
|
||||||
# time..
|
# (since apparently they have some super weirdness with SIGINT and
|
||||||
|
# sudo.. no clue we're probably going to slowly just modify it to our
|
||||||
|
# own version over time..)
|
||||||
|
#
|
||||||
def get_app_dir(
|
def get_app_dir(
|
||||||
app_name: str,
|
app_name: str,
|
||||||
roaming: bool = True,
|
roaming: bool = True,
|
||||||
|
|
@ -261,7 +264,7 @@ def load(
|
||||||
MutableMapping,
|
MutableMapping,
|
||||||
] = tomllib.loads,
|
] = tomllib.loads,
|
||||||
|
|
||||||
touch_if_dne: bool = False,
|
touch_if_dne: bool = True,
|
||||||
|
|
||||||
**tomlkws,
|
**tomlkws,
|
||||||
|
|
||||||
|
|
@ -270,7 +273,7 @@ def load(
|
||||||
Load config file by name.
|
Load config file by name.
|
||||||
|
|
||||||
If desired config is not in the top level piker-user config path then
|
If desired config is not in the top level piker-user config path then
|
||||||
pass the ``path: Path`` explicitly.
|
pass the `path: Path` explicitly.
|
||||||
|
|
||||||
'''
|
'''
|
||||||
# create the $HOME/.config/piker dir if dne
|
# create the $HOME/.config/piker dir if dne
|
||||||
|
|
@ -285,7 +288,8 @@ def load(
|
||||||
|
|
||||||
if (
|
if (
|
||||||
not path.is_file()
|
not path.is_file()
|
||||||
and touch_if_dne
|
and
|
||||||
|
touch_if_dne
|
||||||
):
|
):
|
||||||
# only do a template if no path provided,
|
# only do a template if no path provided,
|
||||||
# just touch an empty file with same name.
|
# just touch an empty file with same name.
|
||||||
|
|
|
||||||
|
|
@ -740,7 +740,7 @@ async def sample_and_broadcast(
|
||||||
|
|
||||||
log.warning(
|
log.warning(
|
||||||
f'Feed OVERRUN {sub_key}'
|
f'Feed OVERRUN {sub_key}'
|
||||||
'@{bus.brokername} -> \n'
|
f'@{bus.brokername} -> \n'
|
||||||
f'feed @ {chan.uid}\n'
|
f'feed @ {chan.uid}\n'
|
||||||
f'throttle = {throttle} Hz'
|
f'throttle = {throttle} Hz'
|
||||||
)
|
)
|
||||||
|
|
|
||||||
|
|
@ -91,6 +91,18 @@ class SymbologyCache(Struct):
|
||||||
# provided by the backend pkg.
|
# provided by the backend pkg.
|
||||||
mktmaps: dict[str, MktPair] = field(default_factory=dict)
|
mktmaps: dict[str, MktPair] = field(default_factory=dict)
|
||||||
|
|
||||||
|
def pformat(self) -> str:
|
||||||
|
return (
|
||||||
|
f'<{type(self).__name__}(\n'
|
||||||
|
f' .mod: {self.mod!r}\n'
|
||||||
|
f' .assets: {len(self.assets)!r}\n'
|
||||||
|
f' .pairs: {len(self.pairs)!r}\n'
|
||||||
|
f' .mktmaps: {len(self.mktmaps)!r}\n'
|
||||||
|
f')>'
|
||||||
|
)
|
||||||
|
|
||||||
|
__repr__ = pformat
|
||||||
|
|
||||||
def write_config(self) -> None:
|
def write_config(self) -> None:
|
||||||
|
|
||||||
# put the backend's pair-struct type ref at the top
|
# put the backend's pair-struct type ref at the top
|
||||||
|
|
|
||||||
|
|
@ -352,7 +352,9 @@ async def allocate_persistent_feed(
|
||||||
|
|
||||||
# yield back control to starting nursery once we receive either
|
# yield back control to starting nursery once we receive either
|
||||||
# some history or a real-time quote.
|
# some history or a real-time quote.
|
||||||
log.info(f'loading OHLCV history: {fqme}')
|
log.info(
|
||||||
|
f'loading OHLCV history: {fqme!r}\n'
|
||||||
|
)
|
||||||
await some_data_ready.wait()
|
await some_data_ready.wait()
|
||||||
|
|
||||||
flume = Flume(
|
flume = Flume(
|
||||||
|
|
@ -786,7 +788,6 @@ async def install_brokerd_search(
|
||||||
|
|
||||||
@acm
|
@acm
|
||||||
async def maybe_open_feed(
|
async def maybe_open_feed(
|
||||||
|
|
||||||
fqmes: list[str],
|
fqmes: list[str],
|
||||||
loglevel: str | None = None,
|
loglevel: str | None = None,
|
||||||
|
|
||||||
|
|
@ -840,7 +841,6 @@ async def maybe_open_feed(
|
||||||
|
|
||||||
@acm
|
@acm
|
||||||
async def open_feed(
|
async def open_feed(
|
||||||
|
|
||||||
fqmes: list[str],
|
fqmes: list[str],
|
||||||
|
|
||||||
loglevel: str|None = None,
|
loglevel: str|None = None,
|
||||||
|
|
|
||||||
|
|
@ -36,10 +36,10 @@ from ._sharedmem import (
|
||||||
ShmArray,
|
ShmArray,
|
||||||
_Token,
|
_Token,
|
||||||
)
|
)
|
||||||
|
from piker.accounting import MktPair
|
||||||
|
|
||||||
if TYPE_CHECKING:
|
if TYPE_CHECKING:
|
||||||
from ..accounting import MktPair
|
from piker.data.feed import Feed
|
||||||
from .feed import Feed
|
|
||||||
|
|
||||||
|
|
||||||
class Flume(Struct):
|
class Flume(Struct):
|
||||||
|
|
|
||||||
|
|
@ -113,9 +113,9 @@ def validate_backend(
|
||||||
)
|
)
|
||||||
if ep is None:
|
if ep is None:
|
||||||
log.warning(
|
log.warning(
|
||||||
f'Provider backend {mod.name} is missing '
|
f'Provider backend {mod.name!r} is missing '
|
||||||
f'{daemon_name} support :(\n'
|
f'{daemon_name!r} support?\n'
|
||||||
f'The following endpoint is missing: {name}'
|
f'|_module endpoint-func missing: {name!r}\n'
|
||||||
)
|
)
|
||||||
|
|
||||||
inits: list[
|
inits: list[
|
||||||
|
|
|
||||||
|
|
@ -517,7 +517,7 @@ def with_dts(
|
||||||
|
|
||||||
'''
|
'''
|
||||||
return df.with_columns([
|
return df.with_columns([
|
||||||
pl.col(time_col).shift(1).suffix('_prev'),
|
pl.col(time_col).shift(1).name.suffix('_prev'),
|
||||||
pl.col(time_col).diff().alias('s_diff'),
|
pl.col(time_col).diff().alias('s_diff'),
|
||||||
pl.from_epoch(pl.col(time_col)).alias('dt'),
|
pl.from_epoch(pl.col(time_col)).alias('dt'),
|
||||||
]).with_columns([
|
]).with_columns([
|
||||||
|
|
@ -623,7 +623,7 @@ def detect_vlm_gaps(
|
||||||
|
|
||||||
) -> pl.DataFrame:
|
) -> pl.DataFrame:
|
||||||
|
|
||||||
vnull: pl.DataFrame = w_dts.filter(
|
vnull: pl.DataFrame = df.filter(
|
||||||
pl.col(col) == 0
|
pl.col(col) == 0
|
||||||
)
|
)
|
||||||
return vnull
|
return vnull
|
||||||
|
|
|
||||||
|
|
@ -269,6 +269,8 @@ def hcolor(name: str) -> str:
|
||||||
|
|
||||||
# default ohlc-bars/curve gray
|
# default ohlc-bars/curve gray
|
||||||
'bracket': '#666666', # like the logo
|
'bracket': '#666666', # like the logo
|
||||||
|
'pikers': '#616161', # a trader shade of..
|
||||||
|
'beast': '#161616', # in the dark alone.
|
||||||
|
|
||||||
# bluish
|
# bluish
|
||||||
'charcoal': '#36454F',
|
'charcoal': '#36454F',
|
||||||
|
|
|
||||||
|
|
@ -21,6 +21,7 @@ Chart trading, the only way to scalp.
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
from contextlib import asynccontextmanager
|
from contextlib import asynccontextmanager
|
||||||
from dataclasses import dataclass, field
|
from dataclasses import dataclass, field
|
||||||
|
from decimal import Decimal
|
||||||
from functools import partial
|
from functools import partial
|
||||||
from pprint import pformat
|
from pprint import pformat
|
||||||
import time
|
import time
|
||||||
|
|
@ -41,7 +42,6 @@ from piker.accounting import (
|
||||||
Position,
|
Position,
|
||||||
mk_allocator,
|
mk_allocator,
|
||||||
MktPair,
|
MktPair,
|
||||||
Symbol,
|
|
||||||
)
|
)
|
||||||
from piker.clearing import (
|
from piker.clearing import (
|
||||||
open_ems,
|
open_ems,
|
||||||
|
|
@ -143,6 +143,15 @@ class OrderMode:
|
||||||
}
|
}
|
||||||
_staged_order: Order | None = None
|
_staged_order: Order | None = None
|
||||||
|
|
||||||
|
@property
|
||||||
|
def curr_mkt(self) -> MktPair:
|
||||||
|
'''
|
||||||
|
Deliver the currently selected `MktPair` according
|
||||||
|
chart state.
|
||||||
|
|
||||||
|
'''
|
||||||
|
return self.chart.linked.mkt
|
||||||
|
|
||||||
def on_level_change_update_next_order_info(
|
def on_level_change_update_next_order_info(
|
||||||
self,
|
self,
|
||||||
level: float,
|
level: float,
|
||||||
|
|
@ -172,7 +181,11 @@ class OrderMode:
|
||||||
line.update_labels(order_info)
|
line.update_labels(order_info)
|
||||||
|
|
||||||
# update bound-in staged order
|
# update bound-in staged order
|
||||||
order.price = level
|
mkt: MktPair = self.curr_mkt
|
||||||
|
order.price: Decimal = mkt.quantize(
|
||||||
|
size=level,
|
||||||
|
quantity_type='price',
|
||||||
|
)
|
||||||
order.size = order_info['size']
|
order.size = order_info['size']
|
||||||
|
|
||||||
# when an order is changed we flip the settings side-pane to
|
# when an order is changed we flip the settings side-pane to
|
||||||
|
|
@ -187,7 +200,9 @@ class OrderMode:
|
||||||
|
|
||||||
) -> LevelLine:
|
) -> LevelLine:
|
||||||
|
|
||||||
level = order.price
|
# TODO, if we instead just always decimalize at the ems layer
|
||||||
|
# we can avoid this back-n-forth casting?
|
||||||
|
level = float(order.price)
|
||||||
|
|
||||||
line = order_line(
|
line = order_line(
|
||||||
chart or self.chart,
|
chart or self.chart,
|
||||||
|
|
@ -224,7 +239,11 @@ class OrderMode:
|
||||||
# the order mode allocator but we still need to update the
|
# the order mode allocator but we still need to update the
|
||||||
# "staged" order message we'll send to the ems
|
# "staged" order message we'll send to the ems
|
||||||
def update_order_price(y: float) -> None:
|
def update_order_price(y: float) -> None:
|
||||||
order.price = y
|
mkt: MktPair = self.curr_mkt
|
||||||
|
order.price: Decimal = mkt.quantize(
|
||||||
|
size=y,
|
||||||
|
quantity_type='price',
|
||||||
|
)
|
||||||
|
|
||||||
line._on_level_change = update_order_price
|
line._on_level_change = update_order_price
|
||||||
|
|
||||||
|
|
@ -275,34 +294,31 @@ class OrderMode:
|
||||||
chart = cursor.linked.chart
|
chart = cursor.linked.chart
|
||||||
if (
|
if (
|
||||||
not chart
|
not chart
|
||||||
and cursor
|
and
|
||||||
and cursor.active_plot
|
cursor
|
||||||
|
and
|
||||||
|
cursor.active_plot
|
||||||
):
|
):
|
||||||
return
|
return
|
||||||
|
|
||||||
chart = cursor.active_plot
|
chart = cursor.active_plot
|
||||||
price = cursor._datum_xy[1]
|
price: float = cursor._datum_xy[1]
|
||||||
if not price:
|
if not price:
|
||||||
# zero prices are not supported by any means
|
# zero prices are not supported by any means
|
||||||
# since that's illogical / a no-op.
|
# since that's illogical / a no-op.
|
||||||
return
|
return
|
||||||
|
|
||||||
mkt: MktPair = self.chart.linked.mkt
|
|
||||||
|
|
||||||
# NOTE : we could also use instead,
|
|
||||||
# mkt.quantize(price, quantity_type='price')
|
|
||||||
# but it returns a Decimal and it's probably gonna
|
|
||||||
# be slower?
|
|
||||||
# TODO: should we be enforcing this precision
|
# TODO: should we be enforcing this precision
|
||||||
# at a different layer in the stack? right now
|
# at a different layer in the stack?
|
||||||
# any precision error will literally be relayed
|
# |_ might require `MktPair` tracking in the EMS?
|
||||||
# all the way back from the backend.
|
# |_ right now any precision error will be relayed
|
||||||
|
# all the way back from the backend and vice-versa..
|
||||||
price = round(
|
#
|
||||||
price,
|
mkt: MktPair = self.curr_mkt
|
||||||
ndigits=mkt.price_tick_digits,
|
price: Decimal = mkt.quantize(
|
||||||
|
size=price,
|
||||||
|
quantity_type='price',
|
||||||
)
|
)
|
||||||
|
|
||||||
order = self._staged_order = Order(
|
order = self._staged_order = Order(
|
||||||
action=action,
|
action=action,
|
||||||
price=price,
|
price=price,
|
||||||
|
|
@ -378,7 +394,7 @@ class OrderMode:
|
||||||
'oid': oid,
|
'oid': oid,
|
||||||
})
|
})
|
||||||
|
|
||||||
if order.price <= 0:
|
if float(order.price) <= 0:
|
||||||
log.error(
|
log.error(
|
||||||
'*!? Invalid `Order.price <= 0` ?!*\n'
|
'*!? Invalid `Order.price <= 0` ?!*\n'
|
||||||
# TODO: make this present multi-line in object form
|
# TODO: make this present multi-line in object form
|
||||||
|
|
@ -515,14 +531,15 @@ class OrderMode:
|
||||||
# if an order msg is provided update the line
|
# if an order msg is provided update the line
|
||||||
# **from** that msg.
|
# **from** that msg.
|
||||||
if order:
|
if order:
|
||||||
if order.price <= 0:
|
price: float = float(order.price)
|
||||||
|
if price <= 0:
|
||||||
log.error(f'Order has 0 price, cancelling..\n{order}')
|
log.error(f'Order has 0 price, cancelling..\n{order}')
|
||||||
self.cancel_orders([order.oid])
|
self.cancel_orders([order.oid])
|
||||||
return None
|
return None
|
||||||
|
|
||||||
line.set_level(order.price)
|
line.set_level(price)
|
||||||
self.on_level_change_update_next_order_info(
|
self.on_level_change_update_next_order_info(
|
||||||
level=order.price,
|
level=price,
|
||||||
line=line,
|
line=line,
|
||||||
order=order,
|
order=order,
|
||||||
# use the corresponding position tracker for the
|
# use the corresponding position tracker for the
|
||||||
|
|
@ -681,9 +698,9 @@ class OrderMode:
|
||||||
) -> Dialog | None:
|
) -> Dialog | None:
|
||||||
# NOTE: the `.order` attr **must** be set with the
|
# NOTE: the `.order` attr **must** be set with the
|
||||||
# equivalent order msg in order to be loaded.
|
# equivalent order msg in order to be loaded.
|
||||||
order = msg.req
|
order: Order = msg.req
|
||||||
oid = str(msg.oid)
|
oid = str(msg.oid)
|
||||||
symbol = order.symbol
|
symbol: str = order.symbol
|
||||||
|
|
||||||
# TODO: MEGA UGGG ZONEEEE!
|
# TODO: MEGA UGGG ZONEEEE!
|
||||||
src = msg.src
|
src = msg.src
|
||||||
|
|
@ -702,13 +719,22 @@ class OrderMode:
|
||||||
order.oid = str(order.oid)
|
order.oid = str(order.oid)
|
||||||
order.brokers = [brokername]
|
order.brokers = [brokername]
|
||||||
|
|
||||||
# TODO: change this over to `MktPair`, but it's
|
# ?TODO? change this over to `MktPair`, but it's gonna be
|
||||||
# gonna be tough since we don't have any such data
|
# tough since we don't have any such data really in our
|
||||||
# really in our clearing msg schema..
|
# clearing msg schema..
|
||||||
order.symbol = Symbol.from_fqme(
|
# BUT WAIT! WHY do we even want/need this!?
|
||||||
fqsn=fqme,
|
#
|
||||||
info={},
|
# order.symbol = self.curr_mkt
|
||||||
)
|
#
|
||||||
|
# XXX, the old approach.. which i don't quire member why..
|
||||||
|
# -[ ] verify we for sure don't require this any more!
|
||||||
|
# |_https://github.com/pikers/piker/issues/517
|
||||||
|
#
|
||||||
|
# order.symbol = Symbol.from_fqme(
|
||||||
|
# fqsn=fqme,
|
||||||
|
# info={},
|
||||||
|
# )
|
||||||
|
|
||||||
maybe_dialog: Dialog | None = self.submit_order(
|
maybe_dialog: Dialog | None = self.submit_order(
|
||||||
send_msg=False,
|
send_msg=False,
|
||||||
order=order,
|
order=order,
|
||||||
|
|
@ -1101,7 +1127,7 @@ async def process_trade_msg(
|
||||||
)
|
)
|
||||||
)
|
)
|
||||||
):
|
):
|
||||||
msg.req = order
|
msg.req: Order = order
|
||||||
dialog: (
|
dialog: (
|
||||||
Dialog
|
Dialog
|
||||||
# NOTE: on an invalid order submission (eg.
|
# NOTE: on an invalid order submission (eg.
|
||||||
|
|
@ -1166,7 +1192,7 @@ async def process_trade_msg(
|
||||||
tm = time.time()
|
tm = time.time()
|
||||||
mode.on_fill(
|
mode.on_fill(
|
||||||
oid,
|
oid,
|
||||||
price=req.price,
|
price=float(req.price),
|
||||||
time_s=tm,
|
time_s=tm,
|
||||||
)
|
)
|
||||||
mode.lines.remove_line(uuid=oid)
|
mode.lines.remove_line(uuid=oid)
|
||||||
|
|
@ -1221,7 +1247,7 @@ async def process_trade_msg(
|
||||||
tm = details['broker_time']
|
tm = details['broker_time']
|
||||||
mode.on_fill(
|
mode.on_fill(
|
||||||
oid,
|
oid,
|
||||||
price=details['price'],
|
price=float(details['price']),
|
||||||
time_s=tm,
|
time_s=tm,
|
||||||
pointing='up' if action == 'buy' else 'down',
|
pointing='up' if action == 'buy' else 'down',
|
||||||
)
|
)
|
||||||
|
|
|
||||||
|
|
@ -1,4 +1,22 @@
|
||||||
"""
|
# piker: trading gear for hackers
|
||||||
|
# Copyright (C) Tyler Goodlet (in stewardship for pikers)
|
||||||
|
|
||||||
|
# This program is free software: you can redistribute it and/or modify
|
||||||
|
# it under the terms of the GNU Affero General Public License as published by
|
||||||
|
# the Free Software Foundation, either version 3 of the License, or
|
||||||
|
# (at your option) any later version.
|
||||||
|
|
||||||
|
# This program is distributed in the hope that it will be useful,
|
||||||
|
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||||
|
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||||
|
# GNU Affero General Public License for more details.
|
||||||
|
|
||||||
|
# You should have received a copy of the GNU Affero General Public License
|
||||||
|
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
||||||
|
|
||||||
|
'''
|
||||||
|
A per-display, DPI (scaling) info dumper.
|
||||||
|
|
||||||
Resource list for mucking with DPIs on multiple screens:
|
Resource list for mucking with DPIs on multiple screens:
|
||||||
|
|
||||||
- https://stackoverflow.com/questions/42141354/convert-pixel-size-to-point-size-for-fonts-on-multiple-platforms
|
- https://stackoverflow.com/questions/42141354/convert-pixel-size-to-point-size-for-fonts-on-multiple-platforms
|
||||||
|
|
@ -12,89 +30,86 @@ Resource list for mucking with DPIs on multiple screens:
|
||||||
- https://stackoverflow.com/questions/16561879/what-is-the-difference-between-logicaldpix-and-physicaldpix-in-qt
|
- https://stackoverflow.com/questions/16561879/what-is-the-difference-between-logicaldpix-and-physicaldpix-in-qt
|
||||||
- https://doc.qt.io/qt-5/qguiapplication.html#screenAt
|
- https://doc.qt.io/qt-5/qguiapplication.html#screenAt
|
||||||
|
|
||||||
"""
|
'''
|
||||||
|
|
||||||
from pyqtgraph import QtGui
|
from pyqtgraph import QtGui
|
||||||
from PyQt5.QtCore import (
|
from PyQt6 import (
|
||||||
Qt, QCoreApplication
|
QtCore,
|
||||||
|
QtWidgets,
|
||||||
|
)
|
||||||
|
from PyQt6.QtCore import (
|
||||||
|
Qt,
|
||||||
|
QCoreApplication,
|
||||||
|
QSize,
|
||||||
|
QRect,
|
||||||
)
|
)
|
||||||
|
|
||||||
# Proper high DPI scaling is available in Qt >= 5.6.0. This attibute
|
# Proper high DPI scaling is available in Qt >= 5.6.0. This attibute
|
||||||
# must be set before creating the application
|
# must be set before creating the application
|
||||||
if hasattr(Qt, 'AA_EnableHighDpiScaling'):
|
if hasattr(Qt, 'AA_EnableHighDpiScaling'):
|
||||||
QCoreApplication.setAttribute(Qt.AA_EnableHighDpiScaling, True)
|
QCoreApplication.setAttribute(
|
||||||
|
Qt.AA_EnableHighDpiScaling,
|
||||||
|
True,
|
||||||
|
)
|
||||||
|
|
||||||
if hasattr(Qt, 'AA_UseHighDpiPixmaps'):
|
if hasattr(Qt, 'AA_UseHighDpiPixmaps'):
|
||||||
QCoreApplication.setAttribute(Qt.AA_UseHighDpiPixmaps, True)
|
QCoreApplication.setAttribute(
|
||||||
|
Qt.AA_UseHighDpiPixmaps,
|
||||||
|
True,
|
||||||
|
)
|
||||||
|
|
||||||
|
app = QtWidgets.QApplication([])
|
||||||
app = QtGui.QApplication([])
|
window = QtWidgets.QMainWindow()
|
||||||
window = QtGui.QMainWindow()
|
main_widget = QtWidgets.QWidget()
|
||||||
main_widget = QtGui.QWidget()
|
|
||||||
window.setCentralWidget(main_widget)
|
window.setCentralWidget(main_widget)
|
||||||
window.show()
|
window.show()
|
||||||
|
|
||||||
pxr = main_widget.devicePixelRatioF()
|
pxr: float = main_widget.devicePixelRatioF()
|
||||||
|
|
||||||
# screen_num = app.desktop().screenNumber()
|
# explicitly get main widget and primary displays
|
||||||
# screen = app.screens()[screen_num]
|
current_screen: QtGui.QScreen = app.screenAt(
|
||||||
|
main_widget.geometry().center()
|
||||||
|
)
|
||||||
|
primary_screen: QtGui.QScreen = app.primaryScreen()
|
||||||
|
|
||||||
screen = app.screenAt(main_widget.geometry().center())
|
screen: QtGui.QScreen
|
||||||
|
for screen in app.screens():
|
||||||
name = screen.name()
|
name: str = screen.name()
|
||||||
size = screen.size()
|
model: str = screen.model().rstrip()
|
||||||
geo = screen.availableGeometry()
|
size: QSize = screen.size()
|
||||||
phydpi = screen.physicalDotsPerInch()
|
geo: QRect = screen.availableGeometry()
|
||||||
logdpi = screen.logicalDotsPerInch()
|
phydpi: float = screen.physicalDotsPerInch()
|
||||||
|
logdpi: float = screen.logicalDotsPerInch()
|
||||||
|
is_primary: bool = screen is primary_screen
|
||||||
|
is_current: bool = screen is current_screen
|
||||||
|
|
||||||
print(
|
print(
|
||||||
# f'screen number: {screen_num}\n',
|
f'------ screen name: {name} ------\n'
|
||||||
f'screen name: {name}\n'
|
f'|_primary: {is_primary}\n'
|
||||||
f'screen size: {size}\n'
|
f' _current: {is_current}\n'
|
||||||
f'screen geometry: {geo}\n\n'
|
f' _model: {model}\n'
|
||||||
f'devicePixelRationF(): {pxr}\n'
|
f' _screen size: {size}\n'
|
||||||
f'physical dpi: {phydpi}\n'
|
f' _screen geometry: {geo}\n'
|
||||||
f'logical dpi: {logdpi}\n'
|
f' _devicePixelRationF(): {pxr}\n'
|
||||||
|
f' _physical dpi: {phydpi}\n'
|
||||||
|
f' _logical dpi: {logdpi}\n'
|
||||||
)
|
)
|
||||||
|
|
||||||
print('-'*50)
|
# app-wide font info
|
||||||
|
|
||||||
screen = app.primaryScreen()
|
|
||||||
|
|
||||||
name = screen.name()
|
|
||||||
size = screen.size()
|
|
||||||
geo = screen.availableGeometry()
|
|
||||||
phydpi = screen.physicalDotsPerInch()
|
|
||||||
logdpi = screen.logicalDotsPerInch()
|
|
||||||
|
|
||||||
print(
|
|
||||||
# f'screen number: {screen_num}\n',
|
|
||||||
f'screen name: {name}\n'
|
|
||||||
f'screen size: {size}\n'
|
|
||||||
f'screen geometry: {geo}\n\n'
|
|
||||||
f'devicePixelRationF(): {pxr}\n'
|
|
||||||
f'physical dpi: {phydpi}\n'
|
|
||||||
f'logical dpi: {logdpi}\n'
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
# app-wide font
|
|
||||||
font = QtGui.QFont("Hack")
|
font = QtGui.QFont("Hack")
|
||||||
# use pixel size to be cross-resolution compatible?
|
# use pixel size to be cross-resolution compatible?
|
||||||
font.setPixelSize(6)
|
font.setPixelSize(6)
|
||||||
|
|
||||||
|
|
||||||
fm = QtGui.QFontMetrics(font)
|
fm = QtGui.QFontMetrics(font)
|
||||||
fontdpi = fm.fontDpi()
|
fontdpi: float = fm.fontDpi()
|
||||||
font_h = fm.height()
|
font_h: int = fm.height()
|
||||||
|
|
||||||
string = '10000'
|
|
||||||
str_br = fm.boundingRect(string)
|
|
||||||
str_w = str_br.width()
|
|
||||||
|
|
||||||
|
string: str = '10000'
|
||||||
|
str_br: QtCore.QRect = fm.boundingRect(string)
|
||||||
|
str_w: int = str_br.width()
|
||||||
|
|
||||||
print(
|
print(
|
||||||
# f'screen number: {screen_num}\n',
|
f'------ global font settings ------\n'
|
||||||
f'font dpi: {fontdpi}\n'
|
f'font dpi: {fontdpi}\n'
|
||||||
f'font height: {font_h}\n'
|
f'font height: {font_h}\n'
|
||||||
f'string bounding rect: {str_br}\n'
|
f'string bounding rect: {str_br}\n'
|
||||||
|
|
|
||||||
|
|
@ -0,0 +1 @@
|
||||||
|
TAG_feed_status_update ./piker/data/feed.py /TAG_feed_status_update/
|
||||||
|
|
@ -179,7 +179,7 @@ def test_ems_err_on_bad_broker(
|
||||||
# NOTE: emsd should error on the actor's enabled modules
|
# NOTE: emsd should error on the actor's enabled modules
|
||||||
# import phase, when looking for a backend named `doggy`.
|
# import phase, when looking for a backend named `doggy`.
|
||||||
except tractor.RemoteActorError as re:
|
except tractor.RemoteActorError as re:
|
||||||
assert re.type == ModuleNotFoundError
|
assert re.type is ModuleNotFoundError
|
||||||
|
|
||||||
run_and_tollerate_cancels(load_bad_fqme)
|
run_and_tollerate_cancels(load_bad_fqme)
|
||||||
|
|
||||||
|
|
|
||||||
Loading…
Reference in New Issue