1112 lines
32 KiB
Python
1112 lines
32 KiB
Python
# piker: trading gear for hackers
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# Copyright (C) Tyler Goodlet (in stewardship for piker0)
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# This program is free software: you can redistribute it and/or modify
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# it under the terms of the GNU Affero General Public License as published by
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# the Free Software Foundation, either version 3 of the License, or
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# (at your option) any later version.
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# This program is distributed in the hope that it will be useful,
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# but WITHOUT ANY WARRANTY; without even the implied warranty of
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# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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# GNU Affero General Public License for more details.
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# You should have received a copy of the GNU Affero General Public License
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# along with this program. If not, see <https://www.gnu.org/licenses/>.
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"""
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Chart trading, the only way to scalp.
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"""
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from __future__ import annotations
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from contextlib import asynccontextmanager
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from dataclasses import dataclass, field
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from functools import partial
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from pprint import pformat
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import time
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from typing import (
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Optional,
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Callable,
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Any,
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TYPE_CHECKING,
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)
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import uuid
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import tractor
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import trio
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from PyQt5.QtCore import Qt
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from .. import config
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from ..pp import Position
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from ..clearing._client import open_ems, OrderBook
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from ..clearing._allocate import (
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mk_allocator,
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)
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from ._style import _font
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from ..data._source import Symbol
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from ..data.feed import (
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Feed,
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Flume,
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)
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from ..data.types import Struct
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from ..log import get_logger
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from ._editors import LineEditor, ArrowEditor
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from ._lines import order_line, LevelLine
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from ._position import (
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PositionTracker,
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SettingsPane,
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)
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from ._forms import FieldsForm
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from ._window import MultiStatus
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from ..clearing._messages import (
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# Cancel,
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Order,
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Status,
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# BrokerdOrder,
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# BrokerdStatus,
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BrokerdPosition,
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)
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from ._forms import open_form_input_handling
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from ._notify import notify_from_ems_status_msg
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if TYPE_CHECKING:
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from ._chart import (
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ChartPlotWidget,
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GodWidget,
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)
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log = get_logger(__name__)
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class Dialog(Struct):
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'''
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Trade dialogue meta-data describing the lifetime
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of an order submission to ``emsd`` from a chart.
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'''
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# TODO: use ``pydantic.UUID4`` field
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uuid: str
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order: Order
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symbol: str
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lines: list[LevelLine]
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last_status_close: Callable = lambda: None
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msgs: dict[str, dict] = {}
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fills: dict[str, Any] = {}
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@dataclass
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class OrderMode:
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'''
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Major UX mode for placing orders on a chart view providing so
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called, "chart trading".
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This is the other "main" mode that pairs with "view mode" (when
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wathing the rt price update at the current time step) and allows
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entering orders using mouse and keyboard. This object is chart
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oriented, so there is an instance per chart / view currently.
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Current manual:
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a -> alert
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s/ctrl -> submission type modifier {on: live, off: dark}
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f (fill) -> 'buy' limit order
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d (dump) -> 'sell' limit order
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c (cancel) -> cancel order under cursor
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cc -> cancel all submitted orders on chart
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mouse click and drag -> modify current order under cursor
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'''
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godw: GodWidget
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feed: Feed
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chart: ChartPlotWidget # type: ignore # noqa
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hist_chart: ChartPlotWidget # type: ignore # noqa
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nursery: trio.Nursery # used by ``ui._position`` code?
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book: OrderBook
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lines: LineEditor
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arrows: ArrowEditor
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multistatus: MultiStatus
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pane: SettingsPane
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trackers: dict[str, PositionTracker]
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# switched state, the current position
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current_pp: Optional[PositionTracker] = None
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active: bool = False
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name: str = 'order'
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dialogs: dict[str, Dialog] = field(default_factory=dict)
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_colors = {
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'alert': 'alert_yellow',
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'buy': 'buy_green',
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'sell': 'sell_red',
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}
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_staged_order: Optional[Order] = None
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def on_level_change_update_next_order_info(
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self,
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level: float,
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# these are all ``partial``-ed in at callback assignment time.
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line: LevelLine,
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order: Order,
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tracker: PositionTracker,
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) -> None:
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'''
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A callback applied for each level change to the line
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which will recompute the order size based on allocator
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settings. this is assigned inside
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``OrderMode.new_line_from_order()``
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'''
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# NOTE: the ``Order.account`` is set at order stage time inside
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# ``OrderMode.new_line_from_order()`` or is inside ``Order`` msg
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# field for loaded orders.
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order_info = tracker.alloc.next_order_info(
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startup_pp=tracker.startup_pp,
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live_pp=tracker.live_pp,
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price=level,
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action=order.action,
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)
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line.update_labels(order_info)
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# update bound-in staged order
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order.price = level
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order.size = order_info['size']
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# when an order is changed we flip the settings side-pane to
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# reflect the corresponding account and pos info.
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self.pane.on_ui_settings_change('account', order.account)
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def new_line_from_order(
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self,
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order: Order,
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chart: Optional[ChartPlotWidget] = None,
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**line_kwargs,
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) -> LevelLine:
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level = order.price
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line = order_line(
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chart or self.chart,
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# TODO: convert these values into human-readable form
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# (i.e. with k, m, M, B) type embedded suffixes
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level=level,
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action=order.action,
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size=order.size,
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color=self._colors[order.action],
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dotted=True if (
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order.exec_mode == 'dark'
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and order.action != 'alert'
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) else False,
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**line_kwargs,
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)
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# set level update callback to order pane method and update once
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# immediately
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if order.action != 'alert':
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line._on_level_change = partial(
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self.on_level_change_update_next_order_info,
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line=line,
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order=order,
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# use the corresponding position tracker for the
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# order's account.
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tracker=self.trackers[order.account],
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)
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else:
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# for alerts we don't need to compute per price sizing via
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# the order mode allocator but we still need to update the
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# "staged" order message we'll send to the ems
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def update_order_price(y: float) -> None:
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order.price = y
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line._on_level_change = update_order_price
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line.set_level(level)
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return line
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def lines_from_order(
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self,
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order: Order,
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**line_kwargs,
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) -> list[LevelLine]:
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lines: list[LevelLine] = []
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for chart, kwargs in [
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(self.chart, {}),
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(self.hist_chart, {'only_show_markers_on_hover': True}),
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]:
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kwargs.update(line_kwargs)
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line = self.new_line_from_order(
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order=order,
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chart=chart,
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**kwargs,
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)
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lines.append(line)
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return lines
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def stage_order(
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self,
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action: str,
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trigger_type: str,
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) -> list[LevelLine]:
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'''
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Stage an order for submission by showing level lines and
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configuring the order request message dynamically based on
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allocator settings.
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'''
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# not initialized yet
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cursor = self.godw.get_cursor()
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if not cursor:
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return
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chart = cursor.linked.chart
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if (
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not chart
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and cursor
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and cursor.active_plot
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):
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return
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chart = cursor.active_plot
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price = cursor._datum_xy[1]
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if not price:
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# zero prices are not supported by any means
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# since that's illogical / a no-op.
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return
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symbol = self.chart.linked.symbol
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order = self._staged_order = Order(
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action=action,
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price=price,
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account=self.current_pp.alloc.account,
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size=0,
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symbol=symbol,
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brokers=symbol.brokers,
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oid='', # filled in on submit
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exec_mode=trigger_type, # dark or live
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)
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# TODO: staged line mirroring? - need to keep track of multiple
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# staged lines in editor - need to call
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# `LineEditor.unstage_line()` on all staged lines..
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# lines = self.lines_from_order(
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line = self.new_line_from_order(
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order,
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chart=chart,
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show_markers=True,
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# just for the stage line to avoid
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# flickering while moving the cursor
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# around where it might trigger highlight
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# then non-highlight depending on sensitivity
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always_show_labels=True,
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# don't highlight the "staging" line
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highlight_on_hover=False,
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# prevent flickering of marker while moving/tracking cursor
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only_show_markers_on_hover=False,
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)
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self.lines.stage_line(line)
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# add line to cursor trackers
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cursor._trackers.add(line)
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# TODO: see above about mirroring.
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# for line in lines:
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# if line._chart is chart:
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# self.lines.stage_line(line)
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# cursor._trackers.add(line)
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# break
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# hide crosshair y-line and label
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cursor.hide_xhair()
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return line
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def submit_order(
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self,
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send_msg: bool = True,
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order: Optional[Order] = None,
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) -> Dialog:
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'''
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Send execution order to EMS return a level line to
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represent the order on a chart.
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'''
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if not order:
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staged: Order = self._staged_order
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# apply order fields for ems
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oid = str(uuid.uuid4())
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order = staged.copy()
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order.oid = oid
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order.symbol = order.symbol.front_fqsn()
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lines = self.lines_from_order(
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order,
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show_markers=True,
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)
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# register the "submitted" line under the cursor
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# to be displayed when above order ack arrives
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# (means the marker graphic doesn't show on screen until the
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# order is live in the emsd).
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# TODO: update the line once an ack event comes back
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# from the EMS!
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# maybe place a grey line in "submission" mode
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# which will be updated to it's appropriate action
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# color once the submission ack arrives.
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self.lines.submit_lines(
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lines=lines,
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uuid=order.oid,
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)
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dialog = Dialog(
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uuid=order.oid,
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order=order,
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symbol=order.symbol, # XXX: always a str?
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lines=lines,
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last_status_close=self.multistatus.open_status(
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f'submitting {order.exec_mode}-{order.action}',
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final_msg=f'submitted {order.exec_mode}-{order.action}',
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clear_on_next=True,
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)
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)
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# enter submission which will be popped once a response
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# from the EMS is received to move the order to a different# status
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self.dialogs[order.oid] = dialog
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for line in lines:
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# TODO: create a new ``OrderLine`` with this optional var defined
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line.dialog = dialog
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# hook up mouse drag handlers
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line._on_drag_start = self.order_line_modify_start
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line._on_drag_end = self.order_line_modify_complete
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# send order cmd to ems
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if send_msg:
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self.book.send(order)
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else:
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# just register for control over this order
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# TODO: some kind of mini-perms system here based on
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# an out-of-band tagging/auth sub-sys for multiplayer
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# order control?
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self.book._sent_orders[order.oid] = order
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return dialog
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# order-line modify handlers
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def order_line_modify_start(
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self,
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line: LevelLine,
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) -> None:
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log.info(f'Order modify: {line}')
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# cancel original order until new position is found?
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# TODO: make a config option for this behaviour..
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def order_line_modify_complete(
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self,
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line: LevelLine,
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) -> None:
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level = line.value()
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# updated by level change callback set in ``.new_line_from_order()``
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dialog = line.dialog
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size = dialog.order.size
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# NOTE: sends modified order msg to EMS
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self.book.send_update(
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uuid=line.dialog.uuid,
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price=level,
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size=size,
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)
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# adjust corresponding slow/fast chart line
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# to match level
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for ln in dialog.lines:
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if ln is not line:
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ln.set_level(line.value())
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# EMS response msg handlers
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def on_submit(
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self,
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uuid: str,
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order: Optional[Order] = None,
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) -> Dialog:
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'''
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Order submitted status event handler.
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Commit the order line and registered order uuid, store ack time stamp.
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'''
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lines = self.lines.commit_line(uuid)
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# a submission is the start of a new order dialog
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dialog = self.dialogs[uuid]
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dialog.lines = lines
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dialog.last_status_close()
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for line in lines:
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# if an order msg is provided update the line
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# **from** that msg.
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if order:
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line.set_level(order.price)
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self.on_level_change_update_next_order_info(
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level=order.price,
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line=line,
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order=order,
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# use the corresponding position tracker for the
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# order's account.
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tracker=self.trackers[order.account],
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)
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# hide any lines not currently moused-over
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if not line.get_cursor():
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line.hide_labels()
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return dialog
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def on_fill(
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self,
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uuid: str,
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price: float,
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time_s: float,
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pointing: Optional[str] = None,
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) -> None:
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'''
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Fill msg handler.
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Triggered on reception of a `filled` message from the
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EMS.
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Update relevant UIs:
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- add arrow annotation on bar
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- update fill bar size
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'''
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dialog = self.dialogs[uuid]
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lines = dialog.lines
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chart = self.chart
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# XXX: seems to fail on certain types of races?
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# assert len(lines) == 2
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if lines:
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flume: Flume = self.feed.flumes[chart.linked.symbol.fqsn]
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_, _, ratio = flume.get_ds_info()
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for chart, shm in [
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(self.chart, flume.rt_shm),
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(self.hist_chart, flume.hist_shm),
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]:
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viz = chart.get_viz(chart.name)
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index_field = viz.index_field
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arr = shm.array
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# TODO: borked for int index based..
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index = flume.get_index(time_s, arr)
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# get absolute index for arrow placement
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arrow_index = arr[index_field][index]
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self.arrows.add(
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chart.plotItem,
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uuid,
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arrow_index,
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price,
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pointing=pointing,
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color=lines[0].color
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)
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else:
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log.warn("No line(s) for order {uuid}!?")
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def on_cancel(
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self,
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uuid: str
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) -> None:
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msg = self.book._sent_orders.pop(uuid, None)
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if msg is not None:
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self.lines.remove_line(uuid=uuid)
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self.chart.linked.cursor.show_xhair()
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dialog = self.dialogs.pop(uuid, None)
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if dialog:
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dialog.last_status_close()
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else:
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log.warning(
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f'Received cancel for unsubmitted order {pformat(msg)}'
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)
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def cancel_orders_under_cursor(self) -> list[str]:
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return self.cancel_orders_from_lines(
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self.lines.lines_under_cursor()
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)
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def cancel_all_orders(self) -> list[str]:
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'''
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Cancel all orders for the current chart.
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'''
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return self.cancel_orders_from_lines(
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self.lines.all_lines()
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)
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def cancel_orders_from_lines(
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self,
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lines: list[LevelLine],
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) -> list[str]:
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ids: list = []
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if lines:
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key = self.multistatus.open_status(
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f'cancelling {len(lines)} orders',
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final_msg=f'cancelled {len(lines)} orders',
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group_key=True
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)
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# cancel all active orders and triggers
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for line in lines:
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dialog = getattr(line, 'dialog', None)
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if dialog:
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oid = dialog.uuid
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|
cancel_status_close = self.multistatus.open_status(
|
|
f'cancelling order {oid}',
|
|
group_key=key,
|
|
)
|
|
dialog.last_status_close = cancel_status_close
|
|
|
|
ids.append(oid)
|
|
self.book.cancel(uuid=oid)
|
|
|
|
return ids
|
|
|
|
def load_unknown_dialog_from_msg(
|
|
self,
|
|
msg: Status,
|
|
|
|
) -> Dialog:
|
|
# NOTE: the `.order` attr **must** be set with the
|
|
# equivalent order msg in order to be loaded.
|
|
order = msg.req
|
|
oid = str(msg.oid)
|
|
symbol = order.symbol
|
|
|
|
# TODO: MEGA UGGG ZONEEEE!
|
|
src = msg.src
|
|
if (
|
|
src
|
|
and src not in ('dark', 'paperboi')
|
|
and src not in symbol
|
|
):
|
|
fqsn = symbol + '.' + src
|
|
brokername = src
|
|
else:
|
|
fqsn = symbol
|
|
*head, brokername = fqsn.rsplit('.')
|
|
|
|
# fill out complex fields
|
|
order.oid = str(order.oid)
|
|
order.brokers = [brokername]
|
|
order.symbol = Symbol.from_fqsn(
|
|
fqsn=fqsn,
|
|
info={},
|
|
)
|
|
dialog = self.submit_order(
|
|
send_msg=False,
|
|
order=order,
|
|
)
|
|
assert self.dialogs[oid] == dialog
|
|
return dialog
|
|
|
|
|
|
@asynccontextmanager
|
|
async def open_order_mode(
|
|
|
|
feed: Feed,
|
|
godw: GodWidget,
|
|
fqsn: str,
|
|
started: trio.Event,
|
|
|
|
) -> None:
|
|
'''Activate chart-trader order mode loop:
|
|
|
|
- connect to emsd
|
|
- load existing positions
|
|
- begin EMS response handling loop which updates local
|
|
state, mostly graphics / UI.
|
|
|
|
'''
|
|
chart = godw.rt_linked.chart
|
|
hist_chart = godw.hist_linked.chart
|
|
|
|
multistatus = chart.window().status_bar
|
|
done = multistatus.open_status('starting order mode..')
|
|
|
|
book: OrderBook
|
|
trades_stream: tractor.MsgStream
|
|
|
|
# The keys in this dict **must** be in set our set of "normalized"
|
|
# symbol names (i.e. the same names you'd get back in search
|
|
# results) in order for position msgs to correctly trigger the
|
|
# display of a position indicator on screen.
|
|
position_msgs: dict[str, list[BrokerdPosition]]
|
|
|
|
# spawn EMS actor-service
|
|
async with (
|
|
open_ems(fqsn) as (
|
|
book,
|
|
trades_stream,
|
|
position_msgs,
|
|
brokerd_accounts,
|
|
ems_dialog_msgs,
|
|
),
|
|
trio.open_nursery() as tn,
|
|
|
|
):
|
|
log.info(f'Opening order mode for {fqsn}')
|
|
|
|
# annotations editors
|
|
lines = LineEditor(godw=godw)
|
|
arrows = ArrowEditor(godw=godw)
|
|
|
|
# symbol id
|
|
symbol = chart.linked.symbol
|
|
|
|
# map of per-provider account keys to position tracker instances
|
|
trackers: dict[str, PositionTracker] = {}
|
|
|
|
# load account names from ``brokers.toml``
|
|
accounts_def = config.load_accounts(
|
|
providers=symbol.brokers
|
|
)
|
|
|
|
# XXX: ``brokerd`` delivers a set of account names that it
|
|
# allows use of but the user also can define the accounts they'd
|
|
# like to use, in order, in their `brokers.toml` file.
|
|
accounts = {}
|
|
for name in brokerd_accounts:
|
|
# ensure name is in ``brokers.toml``
|
|
accounts[name] = accounts_def[name]
|
|
|
|
# first account listed is the one we select at startup
|
|
# (aka order based selection).
|
|
pp_account = next(
|
|
# choose first account based on line order from `brokers.toml`.
|
|
iter(accounts.keys())
|
|
) if accounts else 'paper'
|
|
|
|
# update pp trackers with data relayed from ``brokerd``.
|
|
for account_name in accounts:
|
|
|
|
# net-zero pp
|
|
startup_pp = Position(
|
|
symbol=symbol,
|
|
size=0,
|
|
ppu=0,
|
|
|
|
# XXX: BLEH, do we care about this on the client side?
|
|
bsuid=symbol,
|
|
)
|
|
|
|
# allocator config
|
|
alloc = mk_allocator(
|
|
symbol=symbol,
|
|
account=account_name,
|
|
|
|
# if this startup size is greater the allocator limit,
|
|
# the limit is increased internally in this factory.
|
|
startup_pp=startup_pp,
|
|
)
|
|
|
|
pp_tracker = PositionTracker(
|
|
[chart, hist_chart],
|
|
alloc,
|
|
startup_pp
|
|
)
|
|
pp_tracker.nav.hide()
|
|
trackers[account_name] = pp_tracker
|
|
|
|
assert pp_tracker.startup_pp.size == pp_tracker.live_pp.size
|
|
|
|
# TODO: do we even really need the "startup pp" or can we
|
|
# just take the max and pass that into the some state / the
|
|
# alloc?
|
|
pp_tracker.update_from_pp()
|
|
|
|
# on existing position, show pp tracking graphics
|
|
if pp_tracker.startup_pp.size != 0:
|
|
pp_tracker.nav.show()
|
|
pp_tracker.nav.hide_info()
|
|
|
|
# setup order mode sidepane widgets
|
|
form: FieldsForm = chart.sidepane
|
|
form.vbox.setSpacing(
|
|
int((1 + 5 / 8) * _font.px_size)
|
|
)
|
|
|
|
from ._feedstatus import mk_feed_label
|
|
|
|
feed_label = mk_feed_label(
|
|
form,
|
|
feed,
|
|
chart,
|
|
)
|
|
|
|
# XXX: we set this because?
|
|
form.feed_label = feed_label
|
|
order_pane = SettingsPane(
|
|
form=form,
|
|
# XXX: ugh, so hideous...
|
|
fill_bar=form.fill_bar,
|
|
pnl_label=form.left_label,
|
|
step_label=form.bottom_label,
|
|
limit_label=form.top_label,
|
|
)
|
|
order_pane.set_accounts(list(trackers.keys()))
|
|
|
|
form.vbox.addWidget(
|
|
feed_label,
|
|
alignment=Qt.AlignBottom,
|
|
)
|
|
|
|
# update pp icons
|
|
for name, tracker in trackers.items():
|
|
order_pane.update_account_icons({name: tracker.live_pp})
|
|
|
|
# top level abstraction which wraps all this crazyness into
|
|
# a namespace..
|
|
mode = OrderMode(
|
|
godw,
|
|
feed,
|
|
chart,
|
|
hist_chart,
|
|
tn,
|
|
book,
|
|
lines,
|
|
arrows,
|
|
multistatus,
|
|
pane=order_pane,
|
|
trackers=trackers,
|
|
|
|
)
|
|
# XXX: MUST be set
|
|
order_pane.order_mode = mode
|
|
|
|
# select a pp to track
|
|
tracker: PositionTracker = trackers[pp_account]
|
|
mode.current_pp = tracker
|
|
tracker.nav.show()
|
|
tracker.nav.hide_info()
|
|
|
|
# XXX: would love to not have to do this separate from edit
|
|
# fields (which are done in an async loop - see below)
|
|
# connect selection signals (from drop down widgets)
|
|
# to order sync pane handler
|
|
for key in ('account', 'size_unit',):
|
|
w = form.fields[key]
|
|
w.currentTextChanged.connect(
|
|
partial(
|
|
order_pane.on_selection_change,
|
|
key=key,
|
|
)
|
|
)
|
|
|
|
# make fill bar and positioning snapshot
|
|
order_pane.update_status_ui(tracker)
|
|
|
|
# TODO: create a mode "manager" of sorts?
|
|
# -> probably just call it "UxModes" err sumthin?
|
|
# so that view handlers can access it
|
|
chart.view.order_mode = mode
|
|
hist_chart.view.order_mode = mode
|
|
|
|
order_pane.on_ui_settings_change('account', pp_account)
|
|
mode.pane.display_pnl(mode.current_pp)
|
|
|
|
# Begin order-response streaming
|
|
done()
|
|
|
|
# Pack position messages by account, should only be one-to-one.
|
|
# NOTE: requires the backend exactly specifies
|
|
# the expected symbol key in its positions msg.
|
|
for (broker, acctid), msgs in position_msgs.items():
|
|
for msg in msgs:
|
|
log.info(f'Loading pp for {acctid}@{broker}:\n{pformat(msg)}')
|
|
await process_trade_msg(
|
|
mode,
|
|
book,
|
|
msg,
|
|
)
|
|
|
|
# start async input handling for chart's view
|
|
async with (
|
|
|
|
# ``ChartView`` input async handler startup
|
|
chart.view.open_async_input_handler(),
|
|
hist_chart.view.open_async_input_handler(),
|
|
|
|
# pp pane kb inputs
|
|
open_form_input_handling(
|
|
form,
|
|
focus_next=chart.linked.godwidget,
|
|
on_value_change=order_pane.on_ui_settings_change,
|
|
),
|
|
|
|
):
|
|
# signal to top level symbol loading task we're ready
|
|
# to handle input since the ems connection is ready
|
|
started.set()
|
|
|
|
for oid, msg in ems_dialog_msgs.items():
|
|
|
|
# HACK ALERT: ensure a resp field is filled out since
|
|
# techincally the call below expects a ``Status``. TODO:
|
|
# parse into proper ``Status`` equivalents ems-side?
|
|
# msg.setdefault('resp', msg['broker_details']['resp'])
|
|
# msg.setdefault('oid', msg['broker_details']['oid'])
|
|
msg['brokerd_msg'] = msg
|
|
|
|
await process_trade_msg(
|
|
mode,
|
|
book,
|
|
msg,
|
|
)
|
|
|
|
tn.start_soon(
|
|
process_trades_and_update_ui,
|
|
trades_stream,
|
|
mode,
|
|
book,
|
|
)
|
|
|
|
yield mode
|
|
|
|
|
|
async def process_trades_and_update_ui(
|
|
|
|
trades_stream: tractor.MsgStream,
|
|
mode: OrderMode,
|
|
book: OrderBook,
|
|
|
|
) -> None:
|
|
|
|
# this is where we receive **back** messages
|
|
# about executions **from** the EMS actor
|
|
async for msg in trades_stream:
|
|
await process_trade_msg(
|
|
mode,
|
|
book,
|
|
msg,
|
|
)
|
|
|
|
|
|
async def process_trade_msg(
|
|
mode: OrderMode,
|
|
book: OrderBook,
|
|
msg: dict,
|
|
|
|
) -> tuple[Dialog, Status]:
|
|
|
|
fmsg = pformat(msg)
|
|
log.debug(f'Received order msg:\n{fmsg}')
|
|
name = msg['name']
|
|
|
|
if name in (
|
|
'position',
|
|
):
|
|
sym = mode.chart.linked.symbol
|
|
pp_msg_symbol = msg['symbol'].lower()
|
|
fqsn = sym.front_fqsn()
|
|
broker, key = sym.front_feed()
|
|
if (
|
|
pp_msg_symbol == fqsn
|
|
or pp_msg_symbol == fqsn.removesuffix(f'.{broker}')
|
|
):
|
|
log.info(f'{fqsn} matched pp msg: {fmsg}')
|
|
tracker = mode.trackers[msg['account']]
|
|
tracker.live_pp.update_from_msg(msg)
|
|
tracker.update_from_pp(set_as_startup=True) # status/pane UI
|
|
mode.pane.update_status_ui(tracker)
|
|
|
|
if tracker.live_pp.size:
|
|
# display pnl
|
|
mode.pane.display_pnl(tracker)
|
|
|
|
# short circuit to next msg to avoid
|
|
# unnecessary msg content lookups
|
|
return
|
|
|
|
msg = Status(**msg)
|
|
resp = msg.resp
|
|
oid = msg.oid
|
|
dialog: Dialog = mode.dialogs.get(oid)
|
|
|
|
if dialog:
|
|
fqsn = dialog.symbol
|
|
|
|
match msg:
|
|
case Status(
|
|
resp='dark_open' | 'open',
|
|
) if msg.req['action'] != 'cancel':
|
|
|
|
order = Order(**msg.req)
|
|
|
|
if (
|
|
dialog is not None
|
|
and order.action != 'cancel'
|
|
):
|
|
# show line label once order is live
|
|
mode.on_submit(oid, order=order)
|
|
|
|
elif order.action != 'cancel':
|
|
log.warning(
|
|
f'received msg for untracked dialog:\n{fmsg}'
|
|
)
|
|
assert msg.resp in ('open', 'dark_open'), f'Unknown msg: {msg}'
|
|
|
|
sym = mode.chart.linked.symbol
|
|
fqsn = sym.front_fqsn()
|
|
if (
|
|
((order.symbol + f'.{msg.src}') == fqsn)
|
|
|
|
# a existing dark order for the same symbol
|
|
or (
|
|
order.symbol == fqsn
|
|
and (
|
|
msg.src in ('dark', 'paperboi')
|
|
or (msg.src in fqsn)
|
|
|
|
)
|
|
)
|
|
):
|
|
msg.req = order
|
|
dialog = mode.load_unknown_dialog_from_msg(msg)
|
|
mode.on_submit(oid)
|
|
|
|
case Status(resp='error'):
|
|
# delete level line from view
|
|
mode.on_cancel(oid)
|
|
broker_msg = msg.brokerd_msg
|
|
log.error(
|
|
f'Order {oid}->{resp} with:\n{pformat(broker_msg)}'
|
|
)
|
|
|
|
case Status(resp='canceled'):
|
|
# delete level line from view
|
|
mode.on_cancel(oid)
|
|
action = msg.req["action"]
|
|
log.cancel(f'Canceled {action}:{oid}')
|
|
|
|
case Status(
|
|
resp='triggered',
|
|
# req=Order(exec_mode='dark') # TODO: msgspec
|
|
req={'exec_mode': 'dark'},
|
|
):
|
|
# TODO: UX for a "pending" clear/live order
|
|
log.info(f'Dark order triggered for {fmsg}')
|
|
|
|
case Status(
|
|
resp='triggered',
|
|
# req=Order(exec_mode='live', action='alert') as req, # TODO
|
|
req={'exec_mode': 'live', 'action': 'alert'} as req,
|
|
):
|
|
# should only be one "fill" for an alert
|
|
# add a triangle and remove the level line
|
|
req = Order(**req)
|
|
tm = time.time()
|
|
mode.on_fill(
|
|
oid,
|
|
price=req.price,
|
|
time_s=tm,
|
|
)
|
|
mode.lines.remove_line(uuid=oid)
|
|
msg.req = req
|
|
await notify_from_ems_status_msg(msg)
|
|
|
|
# response to completed 'dialog' for order request
|
|
case Status(
|
|
resp='closed',
|
|
# req=Order() as req, # TODO
|
|
req=req,
|
|
):
|
|
msg.req = Order(**req)
|
|
await notify_from_ems_status_msg(msg)
|
|
mode.lines.remove_line(uuid=oid)
|
|
|
|
# each clearing tick is responded individually
|
|
case Status(resp='fill'):
|
|
|
|
# handle out-of-piker fills reporting?
|
|
order: Order = book._sent_orders.get(oid)
|
|
if not order:
|
|
log.warning(f'order {oid} is unknown')
|
|
order = msg.req
|
|
|
|
action = order.action
|
|
details = msg.brokerd_msg
|
|
|
|
# TODO: put the actual exchange timestamp?
|
|
# TODO: some kinda progress system?
|
|
|
|
# NOTE: currently the ``kraken`` openOrders sub
|
|
# doesn't deliver their engine timestamp as part of
|
|
# it's schema, so this value is **not** from them
|
|
# (see our backend code). We should probably either
|
|
# include all provider-engine timestamps in the
|
|
# summary 'closed' status msg and/or figure out
|
|
# a way to indicate what is a `brokerd` stamp versus
|
|
# a true backend one? This will require finagling
|
|
# with how each backend tracks/summarizes time
|
|
# stamps for the downstream API.
|
|
tm = details['broker_time']
|
|
mode.on_fill(
|
|
oid,
|
|
price=details['price'],
|
|
time_s=tm,
|
|
pointing='up' if action == 'buy' else 'down',
|
|
)
|
|
|
|
# TODO: append these fill events to the position's clear
|
|
# table?
|
|
|
|
# tracker = mode.trackers[msg['account']]
|
|
# tracker.live_pp.fills.append(msg)
|
|
|
|
# record message to dialog tracking
|
|
if dialog:
|
|
dialog.msgs[oid] = msg
|
|
|
|
return dialog, msg
|