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348 Commits
Author SHA1 Message Date
Kevin Darby c22f50963f Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec 2019-04-02 11:22:33 -04:00
Kevin Darby 626402965d Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec 2019-04-02 11:13:40 -04:00
Jake Norbut 16acc4f5b0 Mass cancel messaging nits 2019-04-02 09:42:20 -05:00
John Colvin b8a94f2540 Merged in miniob-crash (pull request #205)
fix crash in miniob

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
2019-04-02 14:11:57 +00:00
John Colvin 3af7e561b9 fix crash in miniob 2019-04-02 09:01:53 -05:00
Kevin Darby 556132c2dd ice exec moving along 2019-04-01 18:11:48 -04:00
Pedro Pinto f871dfe142 Merged. 2019-04-01 14:48:40 -04:00
Pedro Pinto d44de204ee Merge remote-tracking branch 'origin/ice_md' 2019-04-01 14:34:32 -04:00
Pedro Pinto 04beea61eb Updated release notes. 2019-04-01 14:34:03 -04:00
Pedro Pinto 2181b92970 Merged 2019-04-01 14:25:48 -04:00
Pedro Pinto 693c730f51 Update release notes. 2019-04-01 14:24:44 -04:00
Kevin Darby 0ccba5bb0b Merged in fix_sim (pull request #202)
RTM: Fix ladder highlighting and aggressor marking in sim

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-04-01 18:24:09 +00:00
Pedro Pinto 3458be59d7 Merge branch 'master' of bitbucket.org:bluetradesys/spark 2019-04-01 14:17:52 -04:00
Pedro Pinto 7dc9aa0710 Uppdate release notes. 2019-04-01 14:17:02 -04:00
Pedro Pinto 88d6dd0f00 Merge remote-tracking branch 'origin/SPARK-2162-notificationservice-cleanup' 2019-04-01 14:11:34 -04:00
Eric Harding ce4c46da04 Add some logging to spark shell shutdown sequence 2019-04-01 14:03:09 -04:00
Pedro Pinto 59c1f6a511 Updated release notes 2019-04-01 12:58:44 -04:00
Pedro Pinto 938caf9a4f Updated release notes. 2019-04-01 12:55:51 -04:00
Pedro Pinto df4f061b6c Merged 2019-04-01 12:47:38 -04:00
Jake Norbut 8afee21df7 hooking up the yes/no filter to the column 2019-04-01 11:21:02 -05:00
Pedro Pinto f34014eb25 Merged SPARK-2198 again 2019-04-01 12:11:58 -04:00
Jake Norbut b07eec08b4 Yes No formatting in row 2019-04-01 10:36:25 -05:00
Pedro Pinto 964274f5c4 Updated release notes. 2019-04-01 10:02:45 -04:00
Pedro Pinto c16941977c Merge remote-tracking branch 'origin/SPARK-2189' 2019-04-01 09:55:38 -04:00
Pedro Pinto 6b19119ab2 Updated release notes 2019-04-01 09:54:11 -04:00
Pedro Pinto ea42086e96 Merge branch 'SPARK-2198' of bitbucket.org:bluetradesys/spark 2019-04-01 09:39:05 -04:00
Pedro Pinto 292873b189 Update release notes. 2019-04-01 09:37:01 -04:00
Pedro Pinto 8545a5ef38 Merge branch 'SPARK-2150' 2019-04-01 09:30:03 -04:00
Pedro Pinto 6a52fff3d5 Updated release notes. 2019-04-01 09:28:33 -04:00
John Colvin 4ec6fafbc2 Merged in SPARK-2160-shell-windows-offscreen (pull request #195)
RTM: SPARK-2160 shell windows come up off screen sometimes

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
2019-04-01 13:11:20 +00:00
Pedro Pinto b08e2c2ee6 Updated release notes. 2019-04-01 09:08:58 -04:00
Pedro Pinto 8bdd033501 Merge branch 'Documentation' 2019-04-01 09:04:51 -04:00
Taha Afzal 76466e83f0 changing hedger addiiton log from error to info 2019-03-29 17:26:36 -04:00
Kevin Darby a22b7b7189 more ice 2019-03-29 16:52:50 -04:00
Kevin Darby 2540dc0510 ops notes 2019-03-29 15:20:35 -04:00
Kevin Darby f0132c84b6 Merge branch 'master' of bitbucket.org:bluetradesys/spark into fix_sim 2019-03-29 12:57:37 -04:00
Jake Norbut 57ca9596c8 changing column name 2019-03-29 11:05:15 -05:00
Jake Norbut bf4953f6dc adding TradedToday column to pnl 2019-03-29 09:45:32 -05:00
Jake Norbut c277fcd503 adding has_day_trades property 2019-03-29 09:44:55 -05:00
Jake Norbut dff57a43dd Adding TradedToday to Column enum 2019-03-29 09:43:53 -05:00
Jake Norbut 39c71d0c16 adding has day trades field to pnl's FilterState proto 2019-03-29 09:39:21 -05:00
Jake Norbut 009e72953c adding SecurityType default fitler; technical_debt++ 2019-03-28 15:31:56 -05:00
Kevin Darby 8e41a42ced more ice 2019-03-28 16:18:10 -04:00
Jake Norbut 635163c895 hiding exch, start pnl, total net pos, and total net pnl by default 2019-03-28 15:03:54 -05:00
Jake Norbut 95e96a6afc remove pnl rows from which there is no net pos or day pos 2019-03-28 13:52:29 -05:00
Kevin Darby e0f7bdfc13 fix conf 2019-03-27 17:42:23 -04:00
Kevin Darby ec0b96215f Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into ice_exec 2019-03-27 17:29:32 -04:00
Kevin Darby e27a8be526 ICEExecutionGateway 2019-03-27 17:01:07 -04:00
Pedro Pinto f5354776f1 Top order support attach/detach and full update. 2019-03-27 11:06:04 -04:00
Kevin Darby 70cd9f185e Merge branch 'ice_md' of bitbucket.org:bluetradesys/spark into ice_exec 2019-03-26 18:44:16 -04:00
Kevin Darby c7f0e2dd58 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_md 2019-03-26 18:43:38 -04:00
Kevin Darby 33eaf6f86d beginnings of ICE exec and SIMICE 2019-03-26 18:38:05 -04:00
Jake Norbut f5e79a65a3 relocating comment after PR edit 2019-03-26 11:17:37 -05:00
Jake Norbut c958f4bf1a PR suggestion - making row_vm -> communication a bit more flexibile 2019-03-26 11:15:15 -05:00
Pedro Pinto 9413eb2206 Removed incorrect assertion. 2019-03-26 09:20:31 -04:00
Pedro Pinto e986f77e72 Merged 2019-03-25 17:39:47 -04:00
Pedro Pinto 75095ce874 Moved Join to BaseAlgoOrder 2019-03-25 17:39:02 -04:00
Eric Harding 95939a5534 SPARK-2087 add GE to default symbol list 2019-03-25 10:22:52 -04:00
Kevin Darby 9a7164b42b Merge branch 'ice_md' of bitbucket.org:bluetradesys/spark into ice_md 2019-03-25 10:10:04 -04:00
Kevin Darby f347fda47f PR details 2019-03-25 10:09:37 -04:00
Kevin Darby d75ab3a63f default to no ice symbols 2019-03-22 23:12:24 -04:00
Kevin Darby b30f59227e note to reference jetfix on the precision 2019-03-22 23:11:01 -04:00
Kevin Darby ef60d4200a Fix ladder highlighting and aggressor marking in sim 2019-03-22 17:56:19 -04:00
Jake Norbut ed6f0b8bdb Merge branch 'master' of bitbucket.org:bluetradesys/spark into SPARK-2150 2019-03-22 15:17:21 -05:00
Kevin Darby 89b5610aa2 make it so time slice doesn't crash, 2019-03-22 12:18:36 -04:00
Pedro Pinto f721098ae0 BaseBook order class is code complete. 2019-03-22 11:16:54 -04:00
Kevin Darby bfff6454ef Merged in twap (pull request #197)
just trying to get a gui for timeslice
2019-03-22 14:44:07 +00:00
Jake Norbut 766116eac4 adding confirmation to OB cancel buys and cancel sells 2019-03-22 09:33:49 -05:00
Jake Norbut 8d49de3f61 simplying boolean comparison 2019-03-21 14:31:59 -05:00
Jake Norbut 16cf4554c5 refactoring into a much simpler implementation 2019-03-21 14:24:32 -05:00
Jake Norbut 6b17efee60 Converting cancel all command to new SparkConfirmationCommandParamObserver 2019-03-21 13:44:17 -05:00
Jake Norbut 5d64213455 Adding new SparkConfirmationCommandParamObserver, which adds a confirmation func to SparkCommandParamObserver 2019-03-21 13:40:21 -05:00
John Colvin b90e5e4274 TickUpDownDouble - remove and sort usings 2019-03-21 12:02:00 -05:00
John Colvin bacd4558e1 TickUpDownDouble - don't require DataContext to implement IWillLetYouKnowWhenIDispose 2019-03-21 12:00:55 -05:00
John Colvin 008e698766 TickUpDownDouble allows user to enter '.' 2019-03-21 11:48:12 -05:00
Pedro Pinto ed7f066f20 Porting book algos to attach/detach/update API 2019-03-21 09:11:58 -04:00
Kevin Darby d7c81a08ef might be able to implement this tomorrow 2019-03-20 23:07:46 -04:00
John Colvin aadb6c86f3 DynamicOrderParamVM supports 'Enumerated' param type 2019-03-20 14:18:00 -05:00
John Colvin 0ef44e92aa SPARK-2160 pr edit: refer to 'source_window_rect' for width/height params instead of window (easy way to avoid extra dp lookups) 2019-03-20 10:46:47 -05:00
Kevin Darby 5653a66a31 just trying to get a gui for timeslice 2019-03-19 22:48:15 -04:00
Kevin Darby ee2f76553b tests pass 2019-03-19 17:54:37 -04:00
Kevin Darby c1887b9786 launch.json 2019-03-19 15:28:11 -04:00
Kevin Darby 1fd5e51b9e reenabled cme, now we can get both ice and cme 2019-03-19 15:23:40 -04:00
John Colvin 56d3a27e7f SPARK-2162 / SPARK-2164 INotificationService - remove fake strongly typed 'link<T>' extension method 2019-03-19 13:12:04 -05:00
John Colvin 1c65b1d87a rename generic type arg 'TPredicateBuilder' -> 'TPredicateData' 2019-03-19 13:00:25 -05:00
John Colvin 693910f093 SPARK-2162 / SPARK-2163 GridSettingsManager/VM - replace IPredicateBuilder dependency with predicate-data factory(delegate) 2019-03-19 12:58:02 -05:00
Kevin Darby 498b38ebcb Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_md 2019-03-18 16:00:59 -04:00
John Colvin 99b9c51ad6 OrderTypeVMBase - initialize child_algos.is_expanded with this.is_expanded 2019-03-18 14:44:07 -05:00
John Colvin fe92389eab OrderBook - hide fills slave grid in 'attaching-orders' visual state 2019-03-18 14:20:37 -05:00
John Colvin 1ca5b217fc OrderBook - assign algo-template-key to OrderDefinition when sending attached orders (if template is selected) 2019-03-18 14:07:01 -05:00
John Colvin fb91206e0f pr edit: get window dimensions with window.ActualWidth/Height 2019-03-18 13:56:17 -05:00
John Colvin 91f4de00f8 pr edit: should not have changed while-loop to if-condition 2019-03-18 13:54:01 -05:00
John Colvin 28980f10ae SPARK-2160 shell windows come up off screen sometimes 2019-03-18 13:41:29 -05:00
John Colvin 4e4ab52032 OrderBook - combine modify/attach visual state groups into 1 group of 'right-panel-states' 2019-03-18 12:20:58 -05:00
John Colvin 4cc513f1d3 RXOperableCollection - assign '_comparer' in constructor 2019-03-17 15:30:43 -05:00
John Colvin 7904065333 SPARK-2159 keep the attached order params and normal order params window the same size and animate the transition 2019-03-16 18:17:10 -05:00
John Colvin 961e06c31f SPARK-2153 Modify Algos -> Modify Orders 2019-03-16 12:23:14 -05:00
John Colvin 4132bdaba4 SPARK-2155 Send Attached Orders -> Attach To Orders 2019-03-16 12:20:05 -05:00
John Colvin 1c75f5f530 SPARK-2156 Dismiss attachment on click of grid 2019-03-16 12:17:46 -05:00
John Colvin d8e7dd7c3b OrderBooView - change element naming-scheme in xaml 2019-03-16 11:30:16 -05:00
John Colvin d0377475bb SPARK-2157 Detach Selected Orders -> Detach And Cancel Selected Orders 2019-03-16 11:20:38 -05:00
John Colvin 7826ff17c0 finish merge started by pedro (resolve conflicts in SpreaderOrderVM.cs) 2019-03-16 11:06:34 -05:00
John Colvin a46982333b SPARK-2158 Algo Studio Orders are Attachable 2019-03-16 11:06:34 -05:00
John Colvin e2cebaa5c8 add 'AlgoData' member to OrderDataHelper.Defauls (use in OrderBookVM) 2019-03-15 19:53:42 -05:00
John Colvin d03987591c OrderBook - order params ui populates 'account' with common selected value 2019-03-15 19:53:42 -05:00
John Colvin e909c37f88 OrderBookVM - refactor SelectedAlgosMon -> SelectedOrderParamsMon 2019-03-15 19:53:42 -05:00
Pedro Pinto e998edc20f Merged from master, note that SpreaderOrderVM.cs was not merged yet, so this client build will fail 2019-03-15 14:41:02 -04:00
Pedro Pinto 1c1be2b334 Idempotent cancels for Join,Iceberg and Native orders. 2019-03-15 11:20:47 -04:00
Michael Harding 04e006b812 Add new Spreader and Algo studio videos to the manual 2019-03-15 10:44:58 -04:00
John Colvin 5d89257643 OrderBook - make attach-order panel pop out less 2019-03-15 00:57:09 -05:00
John Colvin 897e134714 C# style cop changes 2019-03-14 21:15:29 -05:00
John Colvin e6cb97028b OrderBook - subscribe_common_sec_md notifies observer on subscribe 2019-03-14 21:13:31 -05:00
John Colvin 6c0dc80d43 OrderBook - sync attached-order-params with common values from selected orders 2019-03-14 21:13:31 -05:00
John Colvin ce3a4562d9 OrderBook - attach/detach logging 2019-03-14 21:13:31 -05:00
Pedro Pinto 217f0cd4cc Merged 2019-03-14 21:18:35 -04:00
Pedro Pinto 1e649ccce6 Made NativeOrder able to process full updates. 2019-03-14 21:17:15 -04:00
John Colvin cbc69ec5fd OrderBook - don't lose right-panel-width (when hidden) during attach-op 2019-03-14 20:12:22 -05:00
John Colvin 0d1eedc34a OrderBook - wrap 'send_attached_orders_async' in try/catch 2019-03-14 20:12:22 -05:00
John Colvin 4e85bf4520 OrderBook - refactor 'property-update-throttle' code to use CommonValueMonitor 2019-03-14 20:12:22 -05:00
Pedro Pinto 5d0023a80b Fixed a bug in detach handling in Join. 2019-03-14 21:09:16 -04:00
Pedro Pinto e300de2425 Fixed a few bugs in new Join 2019-03-14 20:13:18 -04:00
Pedro Pinto 569877752e Merged 2019-03-14 19:08:48 -04:00
Pedro Pinto 4846cf7693 Join with attach/detach and full update is code complete. 2019-03-14 19:04:51 -04:00
John Colvin 16a46955f4 OrderBook - attach buttons become disabled when selected order transitions from working -> non-working 2019-03-14 16:43:16 -05:00
John Colvin 13a6d68b60 OrderBook - change 'Modify Order' keyboard shortcut Ctrl+Alt+M -> Ctrl+Shift+M 2019-03-14 13:05:15 -05:00
John Colvin 1affd992de OrderBook - reduce attach-ui panel width 2019-03-14 12:39:27 -05:00
John Colvin d951258891 OrderBook - bottom of attach-ui was getting chopped off 2019-03-14 12:32:40 -05:00
John Colvin f5dfb0264b OrderBook - change default fills slave grid height 400 -> 138 2019-03-14 11:19:36 -05:00
John Colvin 3b8f5c5093 OrderBook - minor style changes to right-panel 2019-03-14 00:04:34 -05:00
John Colvin 253d213818 OrderBook - unify attach/modify order param controls/vms 2019-03-13 21:41:49 -05:00
John Colvin f89cb3d61e OrderBook - prevent 'Modify Algos' button from hiding below visible bounds 2019-03-13 17:29:35 -05:00
John Colvin eb6573399b OrderBook - add 'Cancel' button to attach-orders-panel 2019-03-13 15:10:05 -05:00
John Colvin 8ba8ce76ce CancelButton Style - add 'Cancel (Esc)' tooltip 2019-03-13 15:07:33 -05:00
John Colvin e65b8e9d4d OrderBook - disable 'send attached orders' button when selection is empty or has non-working orders 2019-03-13 14:27:33 -05:00
John Colvin 2fc379fbef OrderBookView - ensure fills slave grid min height in xaml (64) 2019-03-13 13:52:10 -05:00
John Colvin fb96a75a8e OrderBook - change attach-menu-item text from 'Attach Selected Orders' -> 'Attach To Selected Orders' 2019-03-13 13:46:03 -05:00
John Colvin 240d15af47 OrderBookView - remove attach-instructions text xaml 2019-03-13 13:46:03 -05:00
John Colvin 2530e43797 OrderBook - hide attach-instruction text, animate right panel 2019-03-13 13:09:28 -05:00
John Colvin b05d85d6c3 OrderBook - change 'Attach' prompt style 2019-03-13 12:22:04 -05:00
John Colvin 52f2e77310 OrderBook - change Attach/Detach icons 2019-03-13 12:16:57 -05:00
John Colvin bd00c6de3e SPARK-2093 Attach/Detach ui 2019-03-13 11:48:08 -05:00
Jake Norbut 5b959ca5bd OB window command update when selected row's row vm changes 2019-03-12 14:39:25 -05:00
John Colvin 87aea4812f OrderBook algo editor would stop loading non-spreader algos once a spreader order was selected 2019-03-11 21:27:22 -05:00
John Colvin 21ae3b14c8 OrderBook attach/detach ui - use 'Pen' cursor when attachment is in progress 2019-03-11 20:20:29 -05:00
John Colvin 708ae185f1 rename OrderBookAttachTargetAdorner -> OrderBookAttachmentTargetAdorner (matches file) 2019-03-11 20:10:50 -05:00
John Colvin 5c6dbd7bd1 OrderBook - hook up attach/detach api calls 2019-03-11 20:07:29 -05:00
John Colvin f19a280b7f DIYGridRowHighlighterAdorner derives from new generic Adorner<T> class 2019-03-11 15:39:57 -05:00
John Colvin 47cf9e2fe6 OrderBook - add 'Attached Target Order Key' column 2019-03-11 14:14:24 -05:00
John Colvin df75518389 OrderBook - add parent-key-regex property to FilterStates proto (guess we accidentally omitted it) 2019-03-11 14:01:20 -05:00
John Colvin 90c371c72f OrderBookColumns - remove 'sort_member_path' (not needed bc orderbook handles sorting events internally) 2019-03-11 13:48:46 -05:00
John Colvin 9609f7e6cf OrderBook FilterStates proto - override obj Equals/GetHashCode 2019-03-11 13:35:26 -05:00
John Colvin 30c83b7c72 OrderBookGridView - stack 'ColumnKeys' enum fields vertically (easier to read) 2019-03-11 13:02:17 -05:00
John Colvin 382d8b468c ObservableNode - assign child_node.parent when adding child 2019-03-11 12:58:43 -05:00
John Colvin cbe6d07a86 OrderBookStartupData - set default values for algo_editor_width/height/is_visible 2019-03-11 11:03:51 -05:00
John Colvin 6d67700ee6 OrderBookView - reduce 'attach-algo-instructions' text fadeout duration from 1 sec to 0.5 2019-03-11 10:49:12 -05:00
John Colvin e9cf1db184 OrderBookView - Fills/AlgoEditor GridSplitter needs min height to prevent it from vanishing when fills grid is collapsed 2019-03-10 23:37:28 -05:00
John Colvin e4c98d947e Merge remote-tracking branch 'origin/SPARK-2079-trigger-cleanup' into SPARK-1944-attach/detach/update 2019-03-10 23:10:59 -05:00
John Colvin ab9de97d6e remove file that was accidentally checked in 2019-03-10 22:59:55 -05:00
John Colvin 4e425a3380 SPARK-2093 Attach/Detach ui 2019-03-10 22:57:52 -05:00
John Colvin ac67c84ce7 OrderBookWindow - remove individual SparkCommand fields (reduce scope to be local to thread_init()) 2019-03-10 15:04:03 -05:00
John Colvin 79120ea7a5 OrderBook 'fills slave grid' - init predicate hides all rows 2019-03-10 14:45:43 -05:00
John Colvin a85a7f624a refactor [TableUpdate]LeftJoin\Filter extensions to use AggregateLatest (share common code) 2019-03-10 14:27:39 -05:00
John Colvin 19e4da9936 StringBuilderEx - remove implicit 'StringBuilder' cast operators (seems sketch with reference types) 2019-03-09 22:09:27 -06:00
John Colvin 1494c37cc7 OrderBook - add 'fills-slave-grid' above the algo editor (shows fills for current row-selection) 2019-03-09 22:09:27 -06:00
John Colvin af1fbaf3ed implement TableUpdate filter with IObservable predicate 2019-03-09 22:09:27 -06:00
John Colvin 82a93e39f8 DIYGrid - use max 'visible' column's font size to determine min row height 2019-03-09 22:09:27 -06:00
John Colvin 36684f8ee5 ObservableFilterCollection - in 'reset(),' clear the target collection if source is empty 2019-03-09 22:09:27 -06:00
John Colvin c8cd2ae1ad fix 'sync_with_never_duplicate()' - should remove items from 'dest' that aren't in 'src' 2019-03-09 22:09:27 -06:00
John Colvin 93afb5b602 introduce FillsVMContainer 2019-03-09 22:09:27 -06:00
John Colvin 429b0bb8f8 ObservableAggregateCollection.Aggregator implements IList (not new functionality, just refactored some methods) 2019-03-09 22:09:27 -06:00
Pedro Pinto 80ce5447e5 Validate that IcebergOrders must have child definitions. 2019-03-08 17:56:27 -05:00
Pedro Pinto 609b0dceb1 Native orders now reflect new FIX tags when attached to. 2019-03-08 17:49:51 -05:00
Pedro Pinto ea47042816 Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update 2019-03-08 17:25:30 -05:00
Pedro Pinto 4b23e17534 Updating native order FIX tags when attached. 2019-03-08 17:25:00 -05:00
John Colvin f69301611a OrdersModel - for non-algo updates, set Update.Custom to null instead of populating with existing order's CustomDef 2019-03-08 15:52:38 -06:00
Kevin Darby 7ac54242e0 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_md 2019-03-08 16:19:04 -05:00
Kevin Darby 1ebf8219c2 ice descriptions in mview 2019-03-08 16:17:53 -05:00
Kevin Darby f0b14cb8dc forgot to init new string fields 2019-03-08 16:10:02 -05:00
Kevin Darby 7259f81ab5 forgot to init new string fields 2019-03-08 16:03:49 -05:00
Kevin Darby 3b902b61dd ice spreads 2019-03-08 15:55:10 -05:00
John Colvin c04ac5cd48 OrderDataHelper - fix get_metadata() 'Spreader' switch-case 2019-03-08 14:36:39 -06:00
John Colvin aa39349fc4 SPARK-2092 Orderbook update ui supports spreader algos 2019-03-08 14:36:39 -06:00
John Colvin d1c915fef3 ObservableAutoWrapper - fix typeo (change 'Reset' to 'Remove') 2019-03-08 14:14:08 -06:00
John Colvin 69bdf07423 SPARK-2089 Strange null ref exception in OrderBook row-selection changed callback during application shutdown 2019-03-08 14:14:08 -06:00
John Colvin 4115a6c790 AlgoStructureKey - structure-serialization supports DynamicOrderDefinition 2019-03-08 14:14:08 -06:00
John Colvin 8f8aae57de remove IAlgoVM.can_edit_blah props; view binds to permission flags w EnumHasFlagsConverter; view uses VisualStates 2019-03-08 14:14:08 -06:00
John Colvin 362f75c8b2 OrderBookVM - null check an event, fix initial algo editing permissions 2019-03-08 14:14:07 -06:00
Pedro Pinto 39e855e691 Merged 2019-03-08 14:08:46 -05:00
Pedro Pinto 73303ccd33 Merge branch 'fix_warmup_limit_polution' into SPARK-1944-attach/detach/update 2019-03-08 14:02:23 -05:00
Kevin Darby 6cfef51e3d subrepo 2019-03-07 18:12:39 -05:00
Kevin Darby 76edb94905 ticks.... 2019-03-07 18:10:11 -05:00
Kevin Darby e4bf9fc747 ice market data 2019-03-07 17:56:28 -05:00
John Colvin 6826494898 EnumHelper - don't initialize 'ThreadStatic' fields 2019-03-07 13:37:02 -06:00
Pedro Pinto 69fcfbd6ce Removed over-zealous assertion. 2019-03-07 14:28:49 -05:00
Pedro Pinto c1d62a2ff6 Fixed OrderManager reentrancy problem reported by Taha 2019-03-07 13:27:05 -05:00
Kevin Darby d488ff23ba I misunderstood how onixs wants to do the ice threading. fixed 2019-03-07 11:38:38 -05:00
Kevin Darby 6b6fd9c40a more ice 2019-03-06 14:58:09 -05:00
Pedro Pinto 1fa419eae2 Merge branch 'SPARK-1944-attach/detach/update' of bitbucket.org:bluetradesys/spark into SPARK-1944-attach/detach/update 2019-03-06 14:42:16 -05:00
Pedro Pinto e3a3eb6d85 Redirected Iceberg factory to create Iceberg2. 2019-03-06 14:41:57 -05:00
Pedro Pinto 18a32f9a05 White space. 2019-03-06 14:41:26 -05:00
John Colvin b7c127b2d8 EnumHasFlagsConverter - ContentProperty = 'Flags' 2019-03-06 12:59:16 -06:00
John Colvin f83f94fb07 rename [class]EnumFlagsToBooleanConverter -> EnumHasFlagsConverter (matches filename) 2019-03-06 12:55:28 -06:00
John Colvin 23f76a1c80 remove some redundant\unused code 2019-03-06 12:49:08 -06:00
John Colvin cc0f6ea448 OrderBook Algo Panel - show inactive order algos, but disable controls 2019-03-06 12:48:58 -06:00
John Colvin cbb6936553 OrderBookView - animate GridSplitter background on mouse over 2019-03-05 23:30:28 -06:00
John Colvin 633433cab9 Colors.xaml - fix line endings 2019-03-05 23:24:35 -06:00
John Colvin 3ab7ed0b71 AlgoEditorView - remove ugly ToString() text when Limit, Market etc., are selected 2019-03-05 23:10:54 -06:00
John Colvin fc1adf8c28 OrderBookWindow - include 'show/hide algo editor command' in toolbar (not just context menu) 2019-03-05 20:31:24 -06:00
John Colvin 79cf313b5b SPARK-2014 Add OB support for full updates 2019-03-05 20:18:24 -06:00
John Colvin 00834a668c ObservableDistinctCollection - actually use equality comparer arg 2019-03-05 20:18:23 -06:00
John Colvin 32c9c23d7e fix typeo in MapAggregate() extension (actually use key_comparer arg) 2019-03-05 20:18:23 -06:00
John Colvin 5ac8d2ada6 AlgoSelector - set selected_algo_changed hook in constructor (not 'load_from' method) 2019-03-05 20:18:23 -06:00
John Colvin 54eb6ceaa9 fix typeo in LazySubscription 2019-03-05 20:18:23 -06:00
John Colvin 540db91311 add config to enable\disable multi-threading for ISharedWindows 2019-03-05 20:18:05 -06:00
John Colvin 1ee2193c88 ObservableAutoWrapper.connect_item_actions - invoke action for existing items 2019-03-05 20:16:48 -06:00
John Colvin 84877af947 SPARK-2079 [pr edit]child algo 'name' overlapped expander button 2019-03-05 20:16:48 -06:00
John Colvin 388cf92a70 SPARK-2079 [pr edit]remove #define ALLOW_FIXED_PRICE_TRIGGER 2019-03-05 20:16:48 -06:00
John Colvin 840441a749 SPARK-2079 Trigger Clean up (simplify) 2019-03-05 20:16:48 -06:00
John Colvin c39a510d09 refactor\cleanup OrderTypeVMBase and impls 2019-03-05 20:16:48 -06:00
Kevin Darby f7265740e7 ICE securities, from the actual ICE 2019-03-05 18:08:20 -05:00
Pedro Pinto 299d46aa2c Attach/Detach passes initial tests. 2019-03-05 15:44:01 -05:00
Pedro Pinto 345f6ed9fe Added detach handling to iceberg 2019-03-04 14:44:42 -05:00
Pedro Pinto 31aa9d9bf6 Merge remote-tracking branch 'origin/master' into SPARK-1944-attach/detach/update 2019-03-04 14:30:32 -05:00
Pedro Pinto 0c063a3876 Iceberg with attach is code complete. 2019-03-04 14:13:39 -05:00
Pedro Pinto af253198d2 Iceberg that can attach. 2019-03-04 08:55:36 -05:00
Pedro Pinto cc381d605c Merged with master 2019-03-04 08:55:06 -05:00
Kevin Darby 724da31316 adding data files 2019-02-28 17:50:46 -05:00
Kevin Darby 2ae5b50445 ice builds with .so 2019-02-28 15:01:35 -05:00
Kevin Darby dfcf38289f move externals up for ice .so 2019-02-28 14:44:13 -05:00
Pedro Pinto c2f954a79d More changes to attach/detach API 2019-02-28 13:07:41 -05:00
Kevin Darby 1c54b0140b ready to test, but we need to solve a link issue 2019-02-27 16:41:38 -05:00
Pedro Pinto e79a73147a Merged with master 2019-02-27 15:15:06 -05:00
Pedro Pinto 6a921ae900 Merge remote-tracking branch 'origin/master' into SPARK-1944-attach/detach/update 2019-02-27 13:48:22 -05:00
Pedro Pinto 0f13d27efe Improvements on attach/detach API 2019-02-27 10:08:55 -05:00
Kevin Darby e034fd2623 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_md 2019-02-26 18:23:23 -05:00
Kevin Darby a3b8d579a1 hooked up all ice callbacks except books 2019-02-26 18:20:22 -05:00
Kevin Darby 9d2cdb702d getting somewhere 2019-02-26 16:00:26 -05:00
Pedro Pinto d52347cd71 Trigger state update on new definition in OM. 2019-02-26 11:57:11 -05:00
Pedro Pinto 0ab628fb6c Allow orders to change their full definition. 2019-02-26 11:43:10 -05:00
Pedro Pinto 1a8a492ef7 Attach/detach tweaks. 2019-02-26 09:56:24 -05:00
Pedro Pinto 74066c0ffe Refactored OrderServices 2019-02-25 13:55:13 -05:00
Pedro Pinto 0269d5fa86 Merged with master 2019-02-25 12:50:06 -05:00
Pedro Pinto 84a5a11a9c attach/detach code complete perhaps. 2019-02-25 12:49:23 -05:00
Kevin Darby d0784feddd more ice 2019-02-25 10:34:58 -05:00
Pedro Pinto a01e6df7fa Merged with master 2019-02-25 09:06:55 -05:00
Pedro Pinto d4caccdbfb Build. 2019-02-22 14:50:25 -05:00
Pedro Pinto 4ede8a62ea Merged with master 2019-02-22 11:31:05 -05:00
Pedro Pinto ba11248ac9 attach/detach 2019-02-21 09:03:26 -05:00
Pedro Pinto 22cde8aa0d Merge branch 'master' into SPARK-1944-attach/detach/update 2019-02-19 17:02:02 -05:00
Pedro Pinto 3dba49e899 More attach/detach design docs. 2019-02-19 10:18:27 -05:00
Kevin Darby 4a64e45d36 translated onixs::Handler settings to our config. 2019-02-15 18:08:26 -05:00
Pedro Pinto 23d7a9e1ad Improved error handling in native order. 2019-02-15 11:27:25 -05:00
Pedro Pinto 7bd9d3f4ad Merge remote-tracking branch 'origin/master' into SPARK-1944-attach/detach/update 2019-02-15 09:07:28 -05:00
Kevin Darby 97f09768bb got the boilerplate up, now just need to get the right ice handlers and options in there 2019-02-14 17:55:34 -05:00
Pedro Pinto 7740f64bfd Iceberg2 is working. 2019-02-14 12:40:15 -05:00
Pedro Pinto 7ccbb69f5c Made native order ignore any bad updates/cancels after it terminates. 2019-02-14 12:37:19 -05:00
Pedro Pinto b4ba527c12 Generalized dynamic order mechanism to support any order. 2019-02-14 12:34:08 -05:00
Pedro Pinto a62a41a0aa IB2 code complete. 2019-02-12 17:13:53 -05:00
Kevin Darby 2b4add85a2 kinda copy / pastey stuff from cme 2019-02-12 13:00:47 -05:00
Pedro Pinto 904023c5fa Added a few comments. 2019-02-12 09:50:32 -05:00
Pedro Pinto a9fc3d43a0 Fixed merge. 2019-02-12 09:36:57 -05:00
Pedro Pinto 4febc07aa0 Merged with master 2019-02-11 18:35:29 -05:00
Pedro Pinto 198e76f722 Renamed crack detach. 2019-02-11 17:52:26 -05:00
Pedro Pinto 836301e75f Iceberg with update 2019-02-11 16:50:35 -05:00
Pedro Pinto ad37a652c5 Refactor 2019-02-11 16:50:35 -05:00
Pedro Pinto 5bed54c953 More SDK work. 2019-02-11 16:50:35 -05:00
Pedro Pinto 5675c4e117 Renamed crack to detach. 2019-02-11 16:50:35 -05:00
Jake Norbut 16f1e568a5 release notes - words 2019-02-11 16:50:35 -05:00
Jake Norbut e375274cbe Updating release notes describing Floating Order Book 2019-02-11 16:50:35 -05:00
Pedro Pinto cf3ef9323a dev_process.md edited online with Bitbucket 2019-02-11 16:50:35 -05:00
Pedro Pinto 7e2e2bf1b0 Dev doc 2019-02-11 16:50:35 -05:00
Kevin Darby 781c9dcc86 moved that using std::vector out of header 2019-02-11 16:50:35 -05:00
Kevin Darby a8a922160d move externals pointer to proto36, small changes in spark to support that 2019-02-11 16:50:35 -05:00
Pedro Pinto 367bd0e3b9 Added release notes 2019-02-11 16:50:35 -05:00
Eric Harding 4215d96ba9 Wait to give obvm obvm a chance to load rows and not flash 2019-02-11 16:50:35 -05:00
Jake Norbut 50d18eb10d PR edits - Style cop 2019-02-11 16:50:35 -05:00
Jake Norbut b65fedc781 PR edit - simplify LINQ expressions when using Where and FirstOrDefault 2019-02-11 16:50:35 -05:00
Jake Norbut 88c8663d29 PR - naming 2019-02-11 16:50:35 -05:00
Jake Norbut 8c7dd2460d PR edit - changing orderbook_vm property to method to better reflect the nature of the beast 2019-02-11 16:50:35 -05:00
Jake Norbut f20ee21ce7 PR edits - Simplifying XAML since UserControl is a ContentControl 2019-02-11 16:50:35 -05:00
Jake Norbut a61e21bd87 PR edits - Hashset for the win over List for Contains 2019-02-11 16:50:35 -05:00
Jake Norbut 39014696f3 PR edit; Set is your friend 2019-02-11 16:50:35 -05:00
Jake Norbut af278d2d87 PR edits - devolving qty/dirty and price/dirty 2019-02-11 16:50:35 -05:00
Jake Norbut 636e170f44 PR edits 2019-02-11 16:50:35 -05:00
Jake Norbut 3d4fe8f832 PR edit; columns setter is now private 2019-02-11 16:50:35 -05:00
Pedro Pinto 94285918bf Trying to fix the linux/win war on CMAkeDeps.cmake 2019-02-11 16:50:35 -05:00
Jake Norbut 2ba7f949cc MinWidth so that the vertical scrollbar does not cover up the content in the last column 2019-02-11 16:50:35 -05:00
Jake Norbut fc82ccf221 enforce max height on popop size 2019-02-11 16:50:35 -05:00
Jake Norbut e71b1518f0 move edit price immediately after edit qty 2019-02-11 16:50:35 -05:00
Jake Norbut 7738da7d16 remove ladder tooltip and backing property 2019-02-11 16:50:35 -05:00
Jake Norbut c91eedcca0 minor refactoring, some notes after talking w/ john 2019-02-11 16:50:35 -05:00
Jake Norbut 4f5f4c61f3 inline price ticker 2019-02-11 16:50:33 -05:00
Jake Norbut 2f31fb6284 qty ticker layout changes 2019-02-11 16:48:53 -05:00
Jake Norbut d18caa7ba1 auto close popup when no orders remain 2019-02-11 16:48:53 -05:00
Jake Norbut ac88586c8f darken popup border 2019-02-11 16:48:53 -05:00
Eric Harding 968dfbac2a Need spark_test.dll for system tests 2019-02-11 16:48:53 -05:00
Eric Harding 0501418da6 provide_command_line for system_tests -configserver 2019-02-11 16:48:53 -05:00
Eric Harding 4efd853c96 Simplify getting a security 2019-02-11 16:48:53 -05:00
Michael Harding a384eb9f73 Return int from sparkcmd 2019-02-11 16:48:53 -05:00
Eric Harding 4747fe5535 Make sure every sparkcmd command respects -configserver 2019-02-11 16:48:53 -05:00
Eric Harding 94eb1e37cb Add netcore publish to jenkinsbuild.cmd 2019-02-11 16:48:53 -05:00
Jake Norbut fd1ae60e49 remove checkin cruft 2019-02-11 16:48:53 -05:00
Jake Norbut 62d06180ea making row stay in edit mode when a change has not yet been committed but the selection has been moved off the row 2019-02-11 16:48:53 -05:00
Jake Norbut dba3b9371c hopefully use the right Dispatcher this time 2019-02-11 16:48:53 -05:00
Jake Norbut aadfe2a677 mini ob - inline qty tick up/down; formatting 2019-02-11 16:48:53 -05:00
Jake Norbut c0c34efc47 adding comment back in 2019-02-11 16:48:53 -05:00
Jake Norbut b66fb02174 adding single-click delete/cancel functionality 2019-02-11 16:48:53 -05:00
Jake Norbut 3cf026ff47 Properly Dispose of the OrderBookVM when the popup closes 2019-02-11 16:48:53 -05:00
Jake Norbut 8619084fa7 adding a border around the popup window 2019-02-11 16:48:53 -05:00
Jake Norbut f6df644ab1 MiniOB will have parent-child rows expanded by default 2019-02-11 16:48:53 -05:00
Jake Norbut 1183dee418 Create a new OrderbookVM each time; fixes crash when launching mini-ob from same badge multiple times 2019-02-11 16:48:53 -05:00
Jake Norbut ffaba90c96 Remove ContextMenu from Badge and setup new Popup 2019-02-11 16:48:53 -05:00
Jake Norbut 9eb760b3c7 Adding a Popup dep prop to the Badge. Note - I don't think Ineed AffectsRender here 2019-02-11 16:48:53 -05:00
Jake Norbut 70fcb30c67 DIYGrid - adding dep prop to allow rows horizontal scrollbar to be strictly collapsed 2019-02-11 16:48:53 -05:00
Jake Norbut 553ab7b858 in case my machine starts on fire 2019-02-11 16:48:53 -05:00
Kevin Darby 4c798f6db4 initial push 2019-02-11 16:14:41 -05:00
Kevin Darby b2e275124f update externals with onixs ice docs 2019-02-11 13:35:14 -05:00
Kevin Darby 36e4f62a53 moved externals pointer forward to capture onixs ice addition 2019-02-11 12:38:00 -05:00
Pedro Pinto 8dcf41e9cf Added attach/detach interface proposal. 2019-02-01 10:08:08 -05:00
Pedro Pinto a0bf0e93f4 Fixed comment. 2019-01-30 14:48:00 -05:00
Pedro Pinto 5529e80e17 Tentative new order services interface. 2019-01-29 18:07:27 -05:00
Pedro Pinto 5df7cec55a Merge branch 'master' into SPARK-1944-attach/detach/update 2019-01-29 16:25:03 -05:00
Pedro Pinto 8f705d42b3 Merge branch 'master' into SPARK-1944-attach/detach/update 2019-01-29 10:44:50 -05:00
Pedro Pinto fc2f85b842 Refactored a bit. 2019-01-28 08:52:34 -05:00
Pedro Pinto ffe5eee584 Merged with ticker update branch 2019-01-18 10:21:48 -05:00
Pedro Pinto b7897fc7ac Documenting the iceberg design. 2019-01-16 14:00:16 -05:00
Pedro Pinto b4d18a62c9 Allowed async return out of order operations. 2019-01-16 09:41:06 -05:00
Pedro Pinto c6b450f45c Fixed broken perf traces. 2019-01-15 13:58:15 -05:00
Pedro Pinto 6a46049610 Merged 2019-01-15 09:21:20 -05:00
Pedro Pinto 21712711f7 Added Order API support for return result of order ops. 2019-01-14 12:48:14 -05:00
Pedro Pinto 9f1bb177b8 Fixed build. 2019-01-12 15:56:01 -05:00
Pedro Pinto dcd2cc22e1 Removed trace::CorID from most of the order code. 2019-01-12 15:45:08 -05:00
Pedro Pinto af91ee1512 Merge remote-tracking branch 'origin/master' into SPARK-1944-attach/detach/update 2019-01-11 12:50:12 -05:00
Pedro Pinto b4d63aa3cc Merge branch 'master' into SPARK-1944-attach/detach/update 2019-01-10 14:26:34 -05:00
Pedro Pinto d0e32911ad Made recovery of lost order use case insensitive op id and account.
Turns out CME upper cases operator id and clearing account when it
sends them back.
2019-01-10 11:23:20 -05:00
Pedro Pinto 75fa582774 Merged master 2019-01-09 17:51:21 -05:00
Pedro Pinto 69155162ca Improved replay of fix messages to be more robust. 2019-01-09 17:44:17 -05:00
Pedro Pinto 2c865c123a Fixed broken persistence of orders. 2019-01-09 17:43:41 -05:00
Pedro Pinto 0ec955cc90 Possibly fixed persistence failure when trying to duplicate fill. 2019-01-09 15:21:07 -05:00
Pedro Pinto 0c4e22537d Upgraded SDK example to support op result of order.activate() 2019-01-09 15:19:37 -05:00
Pedro Pinto 601eb4ece1 key needs to be setup before we can call on_init_from_exe_report 2019-01-09 15:18:34 -05:00
Pedro Pinto b84a638199 Fixed life time bug when retuerning a def from an execution report. 2019-01-09 15:17:50 -05:00
Pedro Pinto 34350fd469 Fixed utterly broken recovery of orders from execution reports. 2019-01-09 15:11:53 -05:00
Pedro Pinto a469da5cc6 Fixed race condition when obtaining thread name of perf log thread. 2019-01-09 14:45:35 -05:00
Pedro Pinto 8be8a67f18 Adding results to order operations. 2019-01-07 18:06:46 -05:00
Pedro Pinto abc2e55610 Added assert. 2019-01-02 14:37:23 +00:00
Pedro Pinto cfd15d3371 Allowed full order definition updates. 2018-12-31 17:46:00 +00:00
Pedro Pinto 44369bae43 Some work on supporting full order updates. 2018-12-28 22:13:38 +00:00
373 changed files with 17075 additions and 3423 deletions

No files matched your search

+9 -3
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@@ -75,6 +75,7 @@
"name": "SparkVM Launch",
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/ninja_debug/server/sparkd",
"args": ["run"],
"stopAtEntry": false,
@@ -96,7 +97,12 @@
"description": "Skip STL",
"text": "skip -gfi /usr/include/c++/7/bits/*.h",
"ignoreFailures": true
}
},
{
"description": "LD LIBRARY",
"text": "set env LD_LIBRARY_PATH=.",
"ignoreFailures": false
}
],
"pipeTransport": {
"pipeCwd": "${workspaceRoot}",
@@ -208,10 +214,10 @@
"name": "MD Tests",
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
"program": "/home/bts/spark/build/ninja_debug/server/sparkd",
"args": ["test", "[md]"],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
"cwd": "/home/bts/spark/build/ninja_debug/server/",
"environment": [],
"externalConsole": true,
"MIMode": "gdb",
+2
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@@ -55,6 +55,8 @@ else ()
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/web ${CMAKE_BINARY_DIR}/server
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/data_files ${CMAKE_BINARY_DIR}/server
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/lib/libspark.so ${CMAKE_BINARY_DIR}/server
COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.13.0.0 ${CMAKE_BINARY_DIR}/server
COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libACE-5.7.5.so ${CMAKE_BINARY_DIR}/server
COMMAND mkdir ARGS -p ${CMAKE_BINARY_DIR}/server/plugins
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/sdk/examples/order_plugin_example.so ${CMAKE_BINARY_DIR}/server/plugins/
COMMENT "Creating server runtime layout"
@@ -5,6 +5,7 @@ sort_by = "weight"
insert_anchor_links = "right"
+++
{{ youtube(id="RZU9Wj0cETo") }}
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/XEZpuPAgMC0" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
@@ -406,6 +406,8 @@ insert_anchor_links = "right"
## Algo Studio
{{ youtube(id="DHIa5tnifKc") }}
- The BTS Algo Studio was built for users to experience algo composability
never seen before in a professional futures trading system.
+20
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@@ -4,6 +4,26 @@ weight = 3
sort_by = "weight"
insert_anchor_links = "right"
+++
## 1.5.7
### User Visible Changes
- New videos have been added to the manual describing the [Algo Studio](./bts_spark/Trading/index.md#algo-studio) and [Spreader](./bts_spark/Spreader/index.md)
- Fixed a bug that occasionally would cause windows to be position outside the visible screen on startup
- Fixed a bug in the order book form that would occasionally cause the Recreate Order option to be unavailable
- Added a confirmation step to Cancel All, Cancel Buys and Cancel Sells commands
- Fixed Aggressor coloring and ladder high/low coloring in the SIM execution gateway
- Added initial support for ICE market data
- In an effort to streamline the PnL report we've made the following changes:
- The PnL report will by default filter for Futures contracts only
- If you wish to see Spread contracts again you may change Security Type column filter
- The PnL report will now only show rows in which there is a position (net and/or day)
- The Exchange, Start PnL, Total Net Pos, and Total Net PnL columns are now hidden by default
- These columns can be restored by toggling their visibility within the PnL's Settings form
- A new Traded Today column has been added to the PnL
- Filtering on this column will allow a user to restrict the report to only show today's position
### Internal changes
- Improved organization of the shell notification architecture
- Added logging to help troubleshoot shell exit hang
## 1.5.6
### User Visible Changes
- Fixed a bug that could cause limits to be erroneously enforced
+5
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@@ -54,3 +54,8 @@ img {
background: #ccc;
border: 1px solid #aaa;
}
iframe {
width:560px;
height:315px;
}
+3
View File
@@ -1,3 +1,6 @@
1.5.7
- Fixed Aggressor coloring and ladder high/low coloring in SIM
1.4.2
- Be sure the system has a bts user before deployment. bts is the superuser, he has all permissions and can see all market data
- After deployment re-permission all existing users for trading, riskadmin, and/or md admin permissions as appropriate
+1
View File
@@ -66,6 +66,7 @@ namespace mbts.ui.shell
protected override void OnExit(ExitEventArgs e)
{
Log.Gen.info("Application.OnExit");
if (_runtime != null) _runtime.Dispose();
utils.BTSNativeMethods.finit_spark_lib();
base.OnExit(e);
+6
View File
@@ -22,7 +22,9 @@ namespace mbts.ui {
AddBoxesGeometryKey = nameof(AddBoxesGeometryKey),
AddFileGeometryKey = nameof(AddFileGeometryKey),
AddFileThinGeometryKey = nameof(AddFileThinGeometryKey),
AttachAlgosGeometryKey = nameof(AttachAlgosGeometryKey),
CheckMarkGeometryKey = nameof(CheckMarkGeometryKey),
DetachAlgosGeometryKey = nameof(DetachAlgosGeometryKey),
DiskGeometryKey = nameof(DiskGeometryKey),
DiskFileGeometryKey = nameof(DiskFileGeometryKey),
DocumentGeometryKey = nameof(DocumentGeometryKey),
@@ -39,6 +41,7 @@ namespace mbts.ui {
PaymentGeometryKey = nameof(PaymentGeometryKey),
PencilGeometryKey = nameof(PencilGeometryKey),
PlayGeometryKey = nameof(PlayGeometryKey),
ProhibitedGeometryKey = nameof(ProhibitedGeometryKey),
StarGeometryKey = nameof(StarGeometryKey),
ToolsGeometryKey = nameof(ToolsGeometryKey),
TrashGeometryKey = nameof(TrashGeometryKey),
@@ -115,6 +118,7 @@ namespace mbts.ui {
public static ImageSource AddBoxes => create_icon(AddBoxesGeometryKey);
public static ImageSource AddEncircled { get { return load_resource_and_freeze("AddEncircled"); } }
public static ImageSource AddFile => create_icon(Smashicons.AddFileGeometryKey);
public static ImageSource AttachAlgos => create_icon(AttachAlgosGeometryKey);
public static ImageSource Beaker { get { return load_resource_and_freeze("Beaker"); } }
public static ImageSource Book { get { return load_resource_and_freeze("Book"); } }
@@ -139,6 +143,7 @@ namespace mbts.ui {
public static ImageSource CheckMark => create_icon(CheckMarkGeometryKey);
public static ImageSource Clock { get { return load_resource_and_freeze("Clock"); } }
public static ImageSource Defrag { get { return load_resource_and_freeze("Defrag"); } }
public static ImageSource DetachAlgos => create_icon(DetachAlgosGeometryKey);
public static ImageSource Disk => create_icon(DiskGeometryKey);
public static ImageSource DiskFile => create_icon(DiskFileGeometryKey);
public static ImageSource Display { get { return load_resource_and_freeze("Display"); } }
@@ -158,6 +163,7 @@ namespace mbts.ui {
public static ImageSource Knight { get { return load_resource_and_freeze("Knight"); } }
public static ImageSource Payment => create_icon(PaymentGeometryKey);
public static ImageSource Pencil => create_icon(PencilGeometryKey);
public static ImageSource Prohibited => create_icon(ProhibitedGeometryKey);
public static ImageSource RedoCircular => create_icon(UndoCircularGeometryKey, Brushes.Black, null, new ScaleTransform(-1, 1));
public static ImageSource Spawn { get { return load_resource_and_freeze("Spawn"); } }
public static ImageSource Star => create_icon(StarGeometryKey);
+63
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@@ -40,6 +40,69 @@
</sys:String>
</x:Array>
<!--File (the icon is free to use if we include this information in our credit section)
Source: https://www.flaticon.com/authors/freepik
Ttile: Unlink free icon
Credit: Icon made by Chanut from www.flaticon.com-->
<x:Array x:Key="{x:Static mbts:Icons.AttachAlgosGeometryKey}" Type="sys:String">
<sys:String>
M51.173,3.801c-5.068-5.068-13.315-5.066-18.384,0l-9.192,9.192c-0.781,0.781-0.781,2.047,0,2.828
c0.781,0.781,2.047,0.781,2.828,0l9.192-9.192c1.691-1.69,3.951-2.622,6.363-2.622c2.413,0,4.673,0.932,6.364,2.623
s2.623,3.951,2.623,6.364c0,2.412-0.932,4.672-2.623,6.363L36.325,31.379c-3.51,3.508-9.219,3.508-12.729,0
c-0.781-0.781-2.047-0.781-2.828,0s-0.781,2.048,0,2.828c2.534,2.534,5.863,3.801,9.192,3.801s6.658-1.267,9.192-3.801
l12.021-12.021c2.447-2.446,3.795-5.711,3.795-9.192C54.968,9.512,53.62,6.248,51.173,3.801z
</sys:String>
<sys:String>
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</x:Array>
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Source: https://www.flaticon.com/authors/freepik
Ttile: Disconnected chains free icon
Credit: Icon made by Chanut from www.flaticon.com-->
<x:Array x:Key="{x:Static mbts:Icons.DetachAlgosGeometryKey}" Type="sys:String">
<sys:String>
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Source: https://www.flaticon.com/authors/chanut
Ttile: Cancel free icon
Credit: Icon made by Chanut from www.flaticon.com-->
<sys:String x:Key="{x:Static mbts:Icons.ProhibitedGeometryKey}">
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Source: https://www.flaticon.com/authors/smashicons
Ttile: File free icon
@@ -137,6 +137,12 @@ namespace mbts.spark {
public ICommand ask_implied_size_click { get; }
public ICommand working_asks_click { get; }
public ICommand default_command { get; }
public string market_description {get;}
public string cleared_alias { get; }
public string product_description { get; }
public string hub_alias { get; }
public string strip_name{ get; }
public string mic_code { get; }
public ObservableCollection<RowAnimation> row_animations { get; } = new ObservableCollection<RowAnimation>();
@@ -57,6 +57,13 @@ namespace mbts.spark {
add_col(Columns.SessionLow, "Low", r => r.format_price(r.session_low), nameof(Row.session_low), DefaultColumnWidths.Price, session_low_filter, DataGridFilterKnownTemplates.DoubleMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
add_col(Columns.SessionHigh, "High", r => r.format_price(r.session_high), nameof(Row.session_high), DefaultColumnWidths.Price, session_high_filter, DataGridFilterKnownTemplates.DoubleMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
add_col(Columns.SecurityKey, "Security Key", r => r.security_key.ToString(), nameof(Row.security_key), DefaultColumnWidths.SecurityKey, security_key_filter, DataGridFilterKnownTemplates.Regex);
add_col(Columns.MarketDescription, "Market Description", r => r.md.security.HasIce ? r.md.security.Ice.MarketDescription : string.Empty, nameof(Row.market_description), DefaultColumnWidths.SecurityKey, market_description_filter, DataGridFilterKnownTemplates.Regex);
add_col(Columns.ClearedAlias, "Cleared Alias", r => r.md.security.HasIce ? r.md.security.Ice.ClearedAlias : string.Empty, nameof(Row.cleared_alias), DefaultColumnWidths.SecurityKey, cleared_alias_filter, DataGridFilterKnownTemplates.Regex);
add_col(Columns.ProductDescription, "Product Description", r => r.md.security.HasIce ? r.md.security.Ice.ProductName : string.Empty, nameof(Row.product_description), DefaultColumnWidths.SecurityKey, product_description_filter, DataGridFilterKnownTemplates.Regex);
add_col(Columns.HubAlias, "Hub Alias", r => r.md.security.HasIce ? r.md.security.Ice.HubAlias : string.Empty, nameof(Row.hub_alias), DefaultColumnWidths.SecurityKey, hub_alias_filter, DataGridFilterKnownTemplates.Regex);
add_col(Columns.StripName, "Strip Name", r => r.md.security.HasIce ? r.md.security.Ice.StripName : string.Empty, nameof(Row.strip_name), DefaultColumnWidths.SecurityKey, strip_name_filter, DataGridFilterKnownTemplates.Regex);
add_col(Columns.MicCode, "Mic Code", r => r.md.security.HasIce ? r.md.security.Ice.MicCode : string.Empty, nameof(Row.mic_code), DefaultColumnWidths.SecurityKey, mic_code_filter, DataGridFilterKnownTemplates.Regex);
//
void add_col(Columns col_key, string header, Func<Row, string> get_text, string prop, double width, IDataGridColumnFilter filter, string filter_template, bool is_animatable = false, Color? font_color = null, System.Windows.HorizontalAlignment h_alignment = System.Windows.HorizontalAlignment.Left) =>
columns.Add(new RenderTextColumn<Row, Columns>(col_key, get_text, filter, filter_template) {
@@ -194,6 +201,14 @@ namespace mbts.spark {
public IDataGridColumnPersistentFilter<Row, IntMinMaxState> working_ask_volume_filter { get; } = new IntMinMax<Row>(r => r.working_ask_volume, nameof(Row.working_ask_volume));
public IDataGridColumnPersistentFilter<Row, ULongMinMaxState> volume_filter { get; } = new ULongMinMax<Row>(r => r.volume, nameof(Row.volume));
public IDataGridColumnPersistentFilter<Row, string> security_key_filter { get; } = new RegexFilterVM<Row>(r => r.security_key.ToString(), nameof(Row.security_key));
public IDataGridColumnPersistentFilter<Row, string> market_description_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.MarketDescription : "", nameof(Row.market_description));
public IDataGridColumnPersistentFilter<Row, string> cleared_alias_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.ClearedAlias : "", nameof(Row.cleared_alias));
public IDataGridColumnPersistentFilter<Row, string> product_description_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.ProductName : "", nameof(Row.product_description));
public IDataGridColumnPersistentFilter<Row, string> hub_alias_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.HubAlias : "", nameof(Row.hub_alias));
public IDataGridColumnPersistentFilter<Row, string> strip_name_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.StripName : "", nameof(Row.strip_name));
public IDataGridColumnPersistentFilter<Row, string> mic_code_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.MicCode : "", nameof(Row.mic_code));
public FilterStates get_filter_states() {
return new FilterStates {
@@ -216,7 +231,13 @@ namespace mbts.spark {
working_bid_volume = working_bid_volume_filter.get_state(),
working_ask_volume = working_ask_volume_filter.get_state(),
volume = volume_filter.get_state(),
security_key = security_key_filter.get_state()
security_key = security_key_filter.get_state(),
market_description = market_description_filter.get_state(),
cleared_alias = cleared_alias_filter.get_state(),
product_description = product_description_filter.get_state(),
hub_alias = hub_alias_filter.get_state(),
strip_name = strip_name_filter.get_state(),
mic_code = mic_code_filter.get_state(),
};
}
#endregion
@@ -8,7 +8,9 @@ namespace mbts.ui.spark {
/// Interaction logic for MarketSheetsView.xaml
/// </summary>
partial class MarketViewView : UserControl {
public enum Columns { Security, Volume, Last, LastSize, Position, WorkingBids, Bid, BidMergedSize, BidDirectSize, BidImpliedSize, Ask, AskMergedSize, AskDirectSize, AskImpliedSize, WorkingAsks, Settlement, DayChange, SessionLow, SessionHigh, SecurityKey }
public enum Columns { Security, Volume, Last, LastSize, Position, WorkingBids, Bid, BidMergedSize, BidDirectSize, BidImpliedSize, Ask, AskMergedSize, AskDirectSize, AskImpliedSize, WorkingAsks, Settlement, DayChange, SessionLow, SessionHigh, SecurityKey,
MarketDescription, ClearedAlias, ProductDescription, HubAlias, StripName, MicCode
}
public MarketViewView() {
InitializeComponent();
@@ -16,7 +16,7 @@ using System.Windows;
namespace mbts.spark {
class MarketViewWindow : SparkWindow<MarketViewWindowFactory.StartupData>, ISharedWindow {
const string _window_type = "MarketView", _thread_id = "MarketView", _window_type_display_name = "Market View";
const string _window_type = "MarketView", _window_type_display_name = "Market View";
readonly OrdersModel _orders_model;
readonly AllowOnce _init_guard = new AllowOnce("MarketView");
readonly IWindowSettingsManager<GridSettings> _settings_manager;
@@ -32,6 +32,7 @@ namespace mbts.spark {
_state = state;
_settings_manager = settings_manager;
Icon.Freeze();
thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().market_view ? "MarketView" : null;
}
event Action<MarketViewWindowFactory.StartupData> _state_changed;
@@ -47,7 +48,7 @@ namespace mbts.spark {
+ LAUNCHER_BUTTON_BORDER_WIDTH
+ EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;
public string thread_id => _thread_id;
public string thread_id { get; }
public void thread_init() {
_init_guard.check_access();
@@ -97,6 +97,12 @@ namespace bts.shell {
public static GridColumnSettings session_low => new GridColumnSettings(col_id(Columns.SessionLow), DefaultColumnHeaders.SessionLow, width: DefaultColumnWidths.Price, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static GridColumnSettings session_high => new GridColumnSettings(col_id(Columns.SessionHigh), DefaultColumnHeaders.SessionHigh, width: DefaultColumnWidths.Price, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static GridColumnSettings security_key => new GridColumnSettings(col_id(Columns.SecurityKey), DefaultColumnHeaders.SecurityKey, is_visible: false, width: DefaultColumnWidths.SecurityKey);
public static GridColumnSettings market_description => new GridColumnSettings(col_id(Columns.MarketDescription), DefaultColumnHeaders.MarketDescription, is_visible: false, width: DefaultColumnWidths.SecurityKey);
public static GridColumnSettings cleared_alias => new GridColumnSettings(col_id(Columns.ClearedAlias), DefaultColumnHeaders.ClearedAlias, is_visible: false, width: DefaultColumnWidths.SecurityKey);
public static GridColumnSettings product_description => new GridColumnSettings(col_id(Columns.ProductDescription), DefaultColumnHeaders.ProductDescription, is_visible: false, width: DefaultColumnWidths.SecurityKey);
public static GridColumnSettings hub_alias => new GridColumnSettings(col_id(Columns.HubAlias), DefaultColumnHeaders.HubAlias, is_visible: false, width: DefaultColumnWidths.SecurityKey);
public static GridColumnSettings strip_name => new GridColumnSettings(col_id(Columns.StripName), DefaultColumnHeaders.StripName, is_visible: false, width: DefaultColumnWidths.SecurityKey);
public static GridColumnSettings mic_code => new GridColumnSettings(col_id(Columns.MicCode), DefaultColumnHeaders.MicCode, is_visible: false, width: DefaultColumnWidths.SecurityKey);
@@ -128,6 +134,12 @@ namespace bts.shell {
yield return session_low;
yield return session_high;
yield return security_key;
yield return market_description;
yield return cleared_alias;
yield return product_description;
yield return hub_alias;
yield return strip_name;
yield return mic_code;
}
}
@@ -177,6 +189,18 @@ namespace bts.shell {
public UIntMinMaxState ask_direct_size;
[ProtoMember(20)]
public UIntMinMaxState ask_implied_size;
[ProtoMember(21)]
public string market_description;
[ProtoMember(22)]
public string cleared_alias;
[ProtoMember(23)]
public string product_description;
[ProtoMember(24)]
public string hub_alias;
[ProtoMember(25)]
public string strip_name;
[ProtoMember(26)]
public string mic_code;
}
}
}
@@ -19,7 +19,7 @@ using static bts.shell.TimeAndSalesWindowFactory;
using static mbts.ui.controls.DIYGrid;
namespace mbts.spark {
class TimeAndSalesWindow : SparkWindow<StartupData>, ISlowWindow {
class TimeAndSalesWindow : SparkWindow<StartupData>, ISharedWindow {
const string _window_type = "TimeAndSales", _window_type_display_name = "Time And Sales";
readonly MDConsumer _consumer;
readonly TimeAndSalesWindowFactory _factory;
@@ -48,7 +48,7 @@ namespace mbts.spark {
+ SPARK_MENU_COLLAPSED_WIDTH
+ LAUNCHER_BUTTON_BORDER_WIDTH
+ EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;
public string thread_id { get; }
public override StartupData SaveState => _state = _vm.value.create();
public override void Dispose() =>
@@ -16,7 +16,7 @@ using System.Windows;
using static bts.shell.SyntheticManagementWindowFactory;
namespace mbts.spark {
class SyntheticManagementWindow : SparkWindow<StartupData>, ISlowWindow {
class SyntheticManagementWindow : SparkWindow<StartupData>, ISharedWindow {
const string _window_type = "SyntheticManagement";
SingleValuePump<SyntheticManagementDialogVM> _vm = new SingleValuePump<SyntheticManagementDialogVM>();
StartupData _state;
@@ -33,8 +33,20 @@ namespace mbts.spark {
_state = state;
_settings_manager = settings_manager;
Icon.Freeze();
thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().synthetic_management ? "SyntheticManagement" : null;
}
public override string window_type => _window_type;
public override UIElement Content => _view;
public override IEnumerable<SparkCommand> Commands => _commands;
public override StartupData SaveState => _state = _vm.value.create();
public override double MinWidth =>
StartupData.DefaultGridSettings.columns.Sum(gcs => gcs.width)
+ SPARK_MENU_COLLAPSED_WIDTH
+ LAUNCHER_BUTTON_BORDER_WIDTH
+ EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;
public string thread_id { get; }
public void thread_init() {
Log.notnull(_state);
@@ -101,16 +113,6 @@ namespace mbts.spark {
else _view.DataContext = _vm.value;
}
public override string window_type => _window_type;
public override UIElement Content => _view;
public override IEnumerable<SparkCommand> Commands => _commands;
public override StartupData SaveState => _state = _vm.value.create();
public override double MinWidth =>
StartupData.DefaultGridSettings.columns.Sum(gcs => gcs.width)
+ SPARK_MENU_COLLAPSED_WIDTH
+ LAUNCHER_BUTTON_BORDER_WIDTH
+ EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;
public override void Dispose() {
Disposable.dispose(ref _vm);
Commands.OfType<IDisposable>().DisposeAll();
@@ -19,8 +19,6 @@
<ResourceDictionary>
<ResourceDictionary.MergedDictionaries>
<ResourceDictionary Source="/view/Controls/Order/AlgoTemplateTreeView.xaml"/>
<ResourceDictionary Source="/view/Controls/Order/AlgoPickerNodeView.xaml"/>
<ResourceDictionary Source="/view/Controls/Order/AlgoContentTemplateSelector.xaml"/>
</ResourceDictionary.MergedDictionaries>
<!--Primitive Constants-->
<sys:Double x:Key="HorizontalPush1">4</sys:Double>
@@ -559,71 +557,14 @@
</Grid>
</RadioButton>
</Grid>
<GroupBox
x:Name="content_host"
<usp:AlgoEditorView
Grid.Row="2"
DataContext="{Binding content_source}"
Background="Transparent"
BorderBrush="{Binding content_source.algo_root, Converter={StaticResource OrderTypeBrushConverter}}"
BorderBrush="{Binding algo_root, Converter={StaticResource OrderTypeBrushConverter}}"
Margin="0,6,0,0"
Padding="12,8"
>
<GroupBox.Style>
<Style TargetType="GroupBox" BasedOn="{StaticResource ContentHostGroupBoxStyle}">
<Setter Property="BorderThickness" Value="1"/>
<Setter Property="BorderBrush" Value="Transparent"/>
<Style.Triggers>
<Trigger Property="BorderBrush" Value="Transparent">
<Setter Property="BorderThickness" Value="0"/>
</Trigger>
<Trigger Property="usp:AlgoStudioView.IsMouseOverNodeContent" Value="True">
<Setter Property="BorderThickness" Value="2"/>
</Trigger>
</Style.Triggers>
</Style>
</GroupBox.Style>
<GroupBox.Header>
<ComboBox
Grid.Column="3"
ToolTipService.ShowOnDisabled="True"
SelectedItem="{Binding selected_definition.algo_root}"
ItemsSource="{Binding selected_definition.algos_view}"
Margin="{StaticResource Margin.LP1}"
Width="140"
>
<ComboBox.Style>
<Style TargetType="ComboBox">
<Style.Triggers>
<DataTrigger Binding="{Binding content_source}" Value="{x:Null}">
<Setter Property="Visibility" Value="Collapsed"/>
</DataTrigger>
<DataTrigger Binding="{Binding selected_definition.templates.Count, Converter={StaticResource IntIsZeroConverter}, FallbackValue={u:False}}" Value="{u:True}">
<Setter Property="IsEnabled" Value="True"/>
</DataTrigger>
<DataTrigger Binding="{Binding selected_definition.templates.Count, Converter={StaticResource IntIsZeroConverter}, FallbackValue={u:False}}" Value="{u:False}">
<Setter Property="IsEnabled" Value="False"/>
<Setter Property="ToolTip" Value="Cannot change structure while templates are present."/>
</DataTrigger>
</Style.Triggers>
</Style>
</ComboBox.Style>
<ComboBox.ItemTemplate>
<DataTemplate>
<usp:OrderTypeItem DisplayName="{Binding display_name}" BadgeFill="{Binding meta.Color, Converter={StaticResource ColorToBrushConverter}}"/>
</DataTemplate>
</ComboBox.ItemTemplate>
</ComboBox>
</GroupBox.Header>
<ContentControl
Grid.IsSharedSizeScope="True"
Content="{Binding selected_definition.algo_root}"
ContentTemplateSelector="{StaticResource AlgoTemplateSelector}"
Margin="{StaticResource Margin.TP1}"
>
<ContentControl.Resources>
<Style TargetType="GroupBox" BasedOn="{StaticResource ContentHostGroupBoxStyle}"/>
</ContentControl.Resources>
</ContentControl>
</GroupBox>
/>
<c:DialogSkirt Grid.Row="3" Margin="{StaticResource Margin.TP2}" Background="Transparent">
<c:DialogSkirt.RightItems>
<x:ArrayExtension Type="{x:Type Button}">
@@ -1,8 +1,6 @@
using mbts.spark;
using mbts.ui.converters;
using mbts.ui.extensions;
using System;
using System.Windows;
using System.Windows.Controls;
using System.Windows.Data;
using System.Windows.Input;
@@ -18,26 +16,11 @@ namespace mbts.ui.spark {
public AlgoStudioView() {
InitializeComponent();
DataContextChanged += (s, e) => set_controller();
content_host.PreviewMouseMove += content_host_PreviewMouseMove;
content_host.MouseEnter += content_host_MouseEnter;
content_host.MouseLeave += content_host_MouseLeave;
set_controller();
// local methods
void set_controller() => Disposable.replace(ref _controller, AlgoStudioViewControllerFactory.create(DataContext, _tree_view, name_text_box, custom_badge_color_picker_button, custom_badge_color_picker_popup));
void content_host_PreviewMouseMove(object sender, MouseEventArgs e) => refresh_is_mouse_over_content_host(e);
void content_host_MouseEnter(object sender, MouseEventArgs e) => refresh_is_mouse_over_content_host(e);
void content_host_MouseLeave(object sender, MouseEventArgs e) => refresh_is_mouse_over_content_host(e);
void refresh_is_mouse_over_content_host(MouseEventArgs e) => content_host.set_current_if_changed(IsMouseOverNodeContentProperty, this.ChildAtPoint<GroupBox>(e.GetPosition(this)) == content_host);
}
#region IsMouseOverNodeContent
public static readonly DependencyProperty IsMouseOverNodeContentProperty =
DependencyProperty.RegisterAttached("IsMouseOverNodeContent", typeof(bool), typeof(AlgoStudioView), new PropertyMetadata(false));
public static bool GetIsMouseOverNodeContent(DependencyObject d) => (bool)d.GetValue(IsMouseOverNodeContentProperty);
public static void SetIsMouseOverNodeContent(DependencyObject d, bool value) => d.SetValue(IsMouseOverNodeContentProperty, value);
#endregion
public new AlgoStudioVM DataContext {
get => base.DataContext as AlgoStudioVM;
set => base.DataContext = value;
@@ -13,7 +13,7 @@ using System.Windows;
using StartupData = bts.shell.AlgoStudioWindowFactory.StartupData;
namespace mbts.spark {
internal class AlgoStudioWindow : SparkWindow<StartupData>, IShellWindow {
internal class AlgoStudioWindow : SparkWindow<StartupData>, ISharedWindow {
public const string
NAME = "Algo Studio",
TemplatesEnabledKey = nameof(TemplatesEnabledKey),
@@ -37,7 +37,7 @@ namespace mbts.spark {
: base(NAME, bus, factory, SparkCommands.ShowAlgoStudio.icon) {
_model = model;
_state = state;
thread_init();
thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().algo_studio ? "AlgoStudio" : null;
}
public override StartupData SaveState => _state = _vm.create();
@@ -45,12 +45,12 @@ namespace mbts.spark {
public override string window_type => NAME;
public override UIElement Content => _view;
public override IEnumerable<SparkCommand> Commands => _commands;
public string thread_id => NAME;
public override double MinWidth =>
SPARK_MENU_COLLAPSED_WIDTH +
LAUNCHER_BUTTON_BORDER_WIDTH +
DEFAULT_CONTENT_WIDTH;
public override double MinHeight => DEFAULT_CONTENT_HEIGHT;
public string thread_id { get; }
bts.config.AlgoStudioOptions _ui_configuration => _model.algo_model.ui_configuration;
@@ -1,8 +1,9 @@
using bts.api.orderman;
using bts.utils;
using mbts.spark.utilities;
using ProtoBuf;
using mbts.ui.utility;
using System;
using System.Collections.Generic;
using System.Linq;
namespace mbts.spark {
@@ -10,12 +11,6 @@ namespace mbts.spark {
public readonly string name;
public readonly AlgoStructureKey structure;
public AlgoNameStructureKey(CustomOrderDefinitionImmutable definition)
: this(definition.CustomCase.type_id(), definition) { }
public AlgoNameStructureKey(string name, CustomOrderDefinitionImmutable definition)
: this(name, new AlgoStructureKey(definition)) { }
public AlgoNameStructureKey(CustomOrderDefinition.CustomOneofCase base_type)
: this(base_type.type_id(), new AlgoStructureKey(base_type)) { }
@@ -31,31 +26,22 @@ namespace mbts.spark {
public static bool operator !=(AlgoNameStructureKey a, AlgoNameStructureKey b) => !a.Equals(b);
}
[ProtoContract]
struct AlgoStructureKey : IEquatable<AlgoStructureKey> {
[ProtoMember(1)]
readonly int[] _structure;
public AlgoStructureKey(CustomOrderDefinition.CustomOneofCase base_type)
: this(new[] { (int)base_type }) { }
public AlgoStructureKey(CustomOrderDefinitionImmutable definition) {
int[] s = new[] { (int)definition.CustomCase };
_build_structure(definition, ref s, 1);
_structure = s;
}
public AlgoStructureKey(CustomOrderDefinitionImmutable definition, IMaskIndexInt32<string> dynamic_type_index) =>
_structure = AlgoStructureSerializer.to_array(definition, dynamic_type_index);
public AlgoStructureKey(int[] structure) =>
_structure = structure;
public CustomOrderDefinitionImmutable build_def() {
int pos = 0;
var mdef = new CustomOrderDefinition();
_build_def(_structure, ref pos, ref mdef);
return new CustomOrderDefinitionImmutable(mdef);
}
public IReadOnlyList<int> structure => _structure ?? Array.Empty<int>();
public bool Equals(AlgoStructureKey other) =>
/// <see cref="Enumerable.SequenceEqual{TSource}(IEnumerable{TSource}, IEnumerable{TSource})"/> is not optimized to check Count/Length, since the args are <see cref="IEnumerable{T}"/>.
_structure.Length == other._structure.Length &&
_structure.SequenceEqual(other._structure);
@@ -67,35 +53,105 @@ namespace mbts.spark {
public static bool operator ==(AlgoStructureKey a, AlgoStructureKey b) => a.Equals(b);
public static bool operator !=(AlgoStructureKey a, AlgoStructureKey b) => !a.Equals(b);
}
static void _build_structure(CustomOrderDefinitionImmutable definition, ref int[] structure, int pos) =>
_build_structure(definition.CloneToMutable(), ref structure, pos);
static class AlgoStructureSerializer {
const int
_dynamic_mask = 1 << 31,
_child_mask_offset = 30;
static void _build_structure(CustomOrderDefinition algo, ref int[] structure, int pos) {
var cad = OrderDataHelper.get_child_algo_data(algo);
for (int di = 0; di < cad.Count; di++) {
if (cad[di].get_child(algo) is CustomOrderDefinition child_algo) {
ArrayHelper.ensure_capacity(ref structure, pos + 1);
int del_mask = 1 << (31 - di);
structure[pos++] = (int)child_algo.CustomCase | del_mask;
_build_structure(child_algo, ref structure, pos);
break;
}
}
ArrayHelper.trim(ref structure, pos);
public static CustomOrderDefinitionImmutable build_algoi(this AlgoStructureKey structure_key, DynamicOrderHelper dynamic_helper) =>
parsei(structure_key.structure, dynamic_helper);
public static CustomOrderDefinitionImmutable build_algo(this AlgoStructureKey structure_key, DynamicOrderHelper dynamic_helper) =>
parsei(structure_key.structure, dynamic_helper);
public static AlgoStructureKey structure_key(CustomOrderDefinitionImmutable algo, IMaskIndexInt32<string> dynamic_type_index) =>
new AlgoStructureKey(to_array(algo, dynamic_type_index));
public static AlgoStructureKey structure_key(CustomOrderDefinition algo, IMaskIndexInt32<string> dynamic_type_index) =>
new AlgoStructureKey(to_array(algo, dynamic_type_index));
public static int[] to_array(CustomOrderDefinitionImmutable algo, IMaskIndexInt32<string> dynamic_type_index) =>
to_array(algo.CloneToMutable(), dynamic_type_index);
public static int[] to_array(CustomOrderDefinition algo, IMaskIndexInt32<string> dynamic_type_index) {
int[] s = new[] { (int)algo.CustomCase };
_build_structure(algo, ref s, dynamic_type_index);
return s;
}
static void _build_def(int[] structure, ref int pos, ref CustomOrderDefinition algo) {
for (int i = pos; i < structure.Length; i++) {
public static CustomOrderDefinitionImmutable from_array(int[] structure, DynamicOrderHelper dynamic_helper) =>
parsei(structure, dynamic_helper);
public static CustomOrderDefinitionImmutable parsei(IReadOnlyList<int> structure, DynamicOrderHelper dynamic_helper) =>
new CustomOrderDefinitionImmutable(parse(structure, dynamic_helper));
public static CustomOrderDefinition parse(IReadOnlyList<int> structure, DynamicOrderHelper dynamic_helper) {
if (structure == null || structure.Count == 0)
return new CustomOrderDefinition();
int pos = 1;
var mdef = OrderDataHelper.create_algo((CustomOrderDefinition.CustomOneofCase)structure[0]);
_build_def(structure, ref pos, ref mdef, dynamic_helper);
return mdef;
}
static void _build_structure(CustomOrderDefinition algo, ref int[] structure, IMaskIndexInt32<string> dynamic_type_index) {
if (structure == null || structure.Length == 0)
structure = new int[1];
structure[0] = (int)algo.CustomCase;
int p = 1;
_build_structure(algo, ref structure, ref p, dynamic_type_index);
ArrayHelper.trim(ref structure, p);
}
static void _build_structure(CustomOrderDefinition algo, ref int[] structure, ref int pos, IMaskIndexInt32<string> dynamic_type_index) {
IEnumerable<(CustomOrderDefinition child_algo, int field_pos)> children;
if (algo.CustomCase == CustomOrderDefinition.CustomOneofCase.Dynamic) {
ArrayHelper.ensure_capacity(ref structure, pos + 1);
structure[pos++] = dynamic_type_index.to_int(algo.Dynamic.DynamicOrderType) | _dynamic_mask;
children = algo.Dynamic.OrderParams.Where(kv => kv.Value.ValueCase == DynamicOrderParam.ValueOneofCase.AsOrderDef).Select((kv, i) => (kv.Value.AsOrderDef, i));
} else {
var cad = OrderDataHelper.get_child_algo_data(algo);
for (int di = 0; di < cad.Count; di++) {
int mask = 1 << (31 - di);
if ((structure[i] & mask) == mask) {
var type = (CustomOrderDefinition.CustomOneofCase)(structure[i] ^ mask);
var child_algo = OrderDataHelper.Defaults.CustomOrderDefinition(type);
pos++;
_build_def(structure, ref pos, ref child_algo);
cad[di].assign_child(algo, child_algo);
children = cad.Select((c, i) => (c.get_child(algo), i));
children = children.Where(c => c.child_algo != null);
}
foreach ((var child, int field_pos) in children) {
ArrayHelper.ensure_capacity(ref structure, pos + 1);
structure[pos++] = EnumMaskIndexInt32<CustomOrderDefinition.CustomOneofCase>.to_int(child.CustomCase) | _child_algo_mask(field_pos);
_build_structure(child, ref structure, ref pos, dynamic_type_index);
}
}
/// <summary>
/// Gets a mask for a particular child-algo field of a particular algo definition.
/// </summary>
/// <param name="field_pos">The index wrt the deterministic enumeration of child algos for a particular definition (e.g., Hedge = 0, Child = 1).</param>
static int _child_algo_mask(int field_pos) => 1 << (_child_mask_offset - field_pos);
static void _build_def(IReadOnlyList<int> structure, ref int pos, ref CustomOrderDefinition algo, DynamicOrderHelper dynamic_helper) {
var local_algo = algo;
IEnumerable<(Action<CustomOrderDefinition> assign_child, int field_pos)> children;
if (algo.CustomCase == CustomOrderDefinition.CustomOneofCase.Dynamic) {
var dyn_def = algo.Dynamic;
dyn_def.DynamicOrderType = dynamic_helper.dynamic_type_index.from_int(structure[pos++] ^ _dynamic_mask);
dynamic_helper.add_dynamic_params(ref dyn_def);
children = dyn_def.OrderParams
.Where(kv => kv.Value.ValueCase == DynamicOrderParam.ValueOneofCase.AsOrderDef)
.Select((kv, i) => (new Action<CustomOrderDefinition>(child_algo => kv.Value.AsOrderDef = child_algo), i));
} else {
children = OrderDataHelper.get_child_algo_data(algo)
.Select((c, i) => (new Action<CustomOrderDefinition>(child_algo => c.assign_child(local_algo, child_algo)), i));
}
using (var children_en = children.GetEnumerator()) {
while (pos < structure.Count && children_en.MoveNext()) {
(var assign_child, int field_pos) = children_en.Current;
int mask = _child_algo_mask(field_pos);
if ((structure[pos] & mask) == mask) {
var type = EnumMaskIndexInt32<CustomOrderDefinition.CustomOneofCase>.from_int(structure[pos++] ^ mask);
var child_algo = OrderDataHelper.create_algo(type);
_build_def(structure, ref pos, ref child_algo, dynamic_helper);
assign_child(child_algo);
}
}
}
@@ -34,6 +34,18 @@ namespace mbts.spark {
}
}
public static void update_persisted_definition_wrappers(ObservableKeyedCollection<IAlgoVM, AlgoKey> target, TableUpdate<AlgoData, AlgoKey> update, Func<AlgoData, AlgoDefinitionVM> factory) {
foreach (var d in update.removed)
target.Remove(d.key);
foreach (var d in update.changed)
target[d.key].load_from(d.value);
foreach (var d in update.added) {
if (target.TryGetValue(d.key, out IAlgoVM def)) {
def.load_from(d.value);
} else target.Add(new AlgoVMWrapper(factory(d)));
}
}
static class _CompareUtils {
public static int compare_modes(AlgoDefinitionVM a, AlgoDefinitionVM b) =>
_compare_modes(a.key.mode, b.key.mode);
@@ -46,7 +46,8 @@ namespace mbts.spark {
readonly DeferrableActionWrapper _refresh_on_local_changes;
readonly ReactiveThresholdMonitor<AlgoDefinitionTemplateVM> _any_templates_dirty_monitor = new ReactiveThresholdMonitor<AlgoDefinitionTemplateVM>(t => t.observe_is_dirty());
readonly Property<AlgoFormats> _selected_format;
AlgoEditingPermissions _editing_permissions;
readonly EnumMaskInt32<AlgoEditingPermissions> _permissions_mask = new EnumMaskInt32<AlgoEditingPermissions>();
int? _favorite_index;
Brush _badge_fill;
Snapshot? _committed;
@@ -54,29 +55,43 @@ namespace mbts.spark {
TableUpdateBuffer<AlgoTemplateData, AlgoKey> _template_update_buffer;
bool _connected;
public static AlgoDefinitionVM create(OrdersModel model, AlgoData data, bool connect = false, AlgoFormats init_format = AlgoFormats.Exchange) {
var rv = new AlgoDefinitionVM(model, data, init_format);
public static AlgoDefinitionVM create(OrdersModel model, AlgoData data, bool connect = false, AlgoFormats init_format = AlgoFormats.Exchange, AlgoEditingPermissions editing_permissions = (AlgoEditingPermissions)int.MaxValue) {
var rv = new AlgoDefinitionVM(model, data, init_format, editing_permissions);
if (connect)
rv.connect();
return rv;
}
public static AlgoDefinitionVM create_placeholder(OrdersModel model, CustomOrderDefinitionImmutable def, string name, AlgoFormats init_format) =>
new AlgoDefinitionVM(model, new AlgoData(def, name, new AlgoKey(Guid.NewGuid())), init_format);
new AlgoDefinitionVM(model, new AlgoData(def, name, new AlgoKey(Guid.NewGuid())), init_format, (AlgoEditingPermissions)int.MaxValue);
AlgoDefinitionVM(OrdersModel model, AlgoData def_data, AlgoFormats init_format = AlgoFormats.Exchange) {
AlgoDefinitionVM(OrdersModel model, AlgoData def_data, AlgoFormats init_format, AlgoEditingPermissions init_permissions) {
// init core data
_model = model;
_permissions_mask.mask = init_permissions;
_permissions_mask.raw = init_permissions;
var resources = new CompositeDisposable();
if (!model.algo_model.ui_configuration.can_modify_definition_values)
editing_permissions_mask ^= (AlgoEditingPermissions.AllowEditValues | AlgoEditingPermissions.AllowSaveValues);
if (!model.algo_model.ui_configuration.can_modify_definition_structure)
editing_permissions_mask ^= (AlgoEditingPermissions.AllowEditStructure | AlgoEditingPermissions.AllowSaveStructure);
else if (model.algo_model.templates_enabled()) {
resources.Add(_templates.Subscribe((s, e) => {
if (_templates.Count == 0) {
editing_permissions_mask |= AlgoEditingPermissions.AllowEditStructure | AlgoEditingPermissions.AllowSaveStructure;
} else {
editing_permissions_mask ^= (AlgoEditingPermissions.AllowEditStructure | AlgoEditingPermissions.AllowSaveStructure);
}
}));
}
key = def_data.key;
algos_view = ObservableAutoWrapper.create_sorted_wrapper(_algo_roots, AlgoCollectionHelper.algo_vm_comparer);
_template_update_buffer = new TableUpdateBuffer<AlgoTemplateData, AlgoKey>(t => t.key);
_templates_with_custom = new ObservableAppendCollection<AlgoDefinitionTemplateVM>(templates);
templates_view = (ListCollectionView)CollectionViewSource.GetDefaultView(_templates_with_custom);
custom_badge_color_palettes.AddRange(ColorPalette.all_presets(model.factory).Select(p => new ColorPaletteVM(p)));
_editing_permissions = _get_permissions();
_version = new VersionContainer<Snapshot>(_snapshot);
var conf = _model.algo_model.ui_configuration;
var resources = new CompositeDisposable();
// init backing props
_name = backing(nameof(name), def_data.name);
_abbreviation = backing(nameof(abbreviation), string.Empty);
@@ -87,7 +102,7 @@ namespace mbts.spark {
_is_selected = backing(nameof(is_selected), true);
_is_dirty = backing(nameof(is_dirty), () => key.mode == AlgoKey.Mode.Unpersisted || !_committed.HasValue || !_committed.Value.Equals(_version.value));
var factory_def_data = def_data.key.mode == AlgoKey.Mode.Factory ? def_data : new AlgoData(def_data.value);
_algo_root = backing(nameof(algo_root), _algo_roots.GetOrAdd(factory_def_data.key, _ => OrderTypeVMFactory.create(factory_def_data, _editing_permissions)));
_algo_root = backing(nameof(algo_root), _algo_roots.GetOrAdd(factory_def_data.key, _ => OrderTypeVMFactory.create(factory_def_data)));
_visible_algo_root = backing<IAlgoVM>(nameof(visible_algo_root));
_can_redo = backing(nameof(can_redo), () => _edit_stack.get_can_redo(_version.value));
_can_undo = backing(nameof(can_undo), () => _edit_stack.get_can_undo(_version.value));
@@ -113,7 +128,6 @@ namespace mbts.spark {
as_demuxer().subscribe_many(_refresh_on_local_changes.execute, nameof(this.name), nameof(abbreviation), nameof(badge_fill)),
_edit_pane_vs_model.add_source(VisualStateNames.BadgeSelector.GroupName, custom_badge_color.observe_nullable(true).Select(t => t.HasValue ? VisualStateNames.BadgeSelector.Active : VisualStateNames.BadgeSelector.Inactive)),
_edit_pane_vs_model.add_source(VisualStateNames.Abbreviation.GroupName, _abbreviation.observe_current(true).Select(a => string.IsNullOrEmpty(a) ? VisualStateNames.Abbreviation.Unpopulated : VisualStateNames.Abbreviation.Populated)),
templates.ObserveSelf().Select(_ => _get_permissions()).DistinctUntilChanged().OnDispatcher().Subscribe(on_editing_permissions),
_algo_root.observe_current(true).SubscribeHookLatest(vm => {
if (vm == null)
return Disposable.empty;
@@ -152,16 +166,22 @@ namespace mbts.spark {
_edit_pane_vs_model.set_state(VisualStateNames.Name.GroupName, VisualStateNames.Name.Inactive);
break;
}
resources.Add(_selected_format.observe_current(true).SubscribeHookLatest(f => {
using (_refresh_on_local_changes.defer_execution()) {
var algo_data = model.factory.default_algos(f);
var default_algo = new AlgoKey(OrderDataHelper.get_default_algo(f));
return this.load_algo_data_recursive(algo_data, default_algo);
}
}));
var permission_src = _permissions_mask.observe_result();
resources.Add(_selected_format.observe_current(true).CombineLatest(permission_src, (fmt, perms) => (fmt, perms))
.SubscribeHookLatest(t => {
if ((t.perms & AlgoEditingPermissions.AllowEditStructure) != 0) {
using (_refresh_on_local_changes.defer_execution()) {
var algo_data = model.factory.default_algos(t.fmt);
var default_algo = new AlgoKey(OrderDataHelper.get_default_algo(t.fmt));
return this.load_algo_data_recursive(algo_data, default_algo);
}
}
return Disposable.empty;
}));
resources.Add(permission_src.Subscribe(_ => RaisePropertyChanged(nameof(editing_permissions))));
resources.Add(this.connect_data(permission_src));
resources.Add(this.connect_data(Observable.Return(model)));
_dispose = resources;
on_editing_permissions(_get_permissions());
await algo_root.load_from_async(def_data.value);
_version.increment_version();
_edit_stack.reset(_version.value);
@@ -169,11 +189,6 @@ namespace mbts.spark {
}
}
// local methods
void on_editing_permissions(AlgoEditingPermissions eps) {
_editing_permissions = eps;
foreach (var vm in algo_roots)
vm.set_permissions(eps);
}
void on_can_redo_changed(bool oldval, bool newval) => can_redo_changed?.Invoke();
void on_can_undo_changed(bool oldval, bool newval) => can_undo_changed?.Invoke();
void on_local_changed() {
@@ -230,6 +245,9 @@ namespace mbts.spark {
// visual states
public ObservableCollection<string> edit_pane_visual_states => _edit_pane_vs_model.states;
public ObservableCollection<string> tree_view_visual_states => _tree_view_vs_model.states;
// editing permissions
public AlgoEditingPermissions editing_permissions_mask { get => _permissions_mask.mask; set => _permissions_mask.mask = value; }
public AlgoEditingPermissions editing_permissions => _permissions_mask.result;
#region IAlgoSelector
event PropertyChange<IAlgoVM> IAlgoSelector.selected_algo_changed { add => algo_root_changed += value; remove => algo_root_changed -= value; }
@@ -248,7 +266,7 @@ namespace mbts.spark {
void _load_algo_data(IReadOnlyDictionary<AlgoKey, AlgoData> algo_data, AlgoKey? default_algo) {
var orig_algo = algo_root?.id;
_algo_roots.SyncWithDictionary(algo_data, d => OrderTypeVMFactory.create(d, _editing_permissions, true));
_algo_roots.SyncWithDictionary(algo_data, d => OrderTypeVMFactory.create(d, is_expanded: true));
if (!try_select(orig_algo) && !try_select(default_algo))
algo_root = algo_roots.FirstOrDefault();
//
@@ -298,6 +316,19 @@ namespace mbts.spark {
public IDisposable buffer_updates() => _template_update_buffer.buffer_updates();
public void load_def(CustomOrderDefinitionImmutable def) {
var key = OrderDataHelper.get_shallow_factory_key(def);
if (algo_root?.id == key) {
algo_root.load_from(def);
} else if (_algo_roots.TryGetValue(key, out IAlgoVM vm)) {
vm.load_from(def);
algo_root = vm;
} else {
algo_roots.Add(vm = _mk_algo_root(def));
algo_root = vm;
}
}
public void load(AlgoData data) {
_assert_can_load(data.key);
if (algo_root != null)
@@ -309,7 +340,7 @@ namespace mbts.spark {
// pass a copy of the persisted state - rather than use local values - because if something goes wrong, it is better to be in sync with data fresh from the server/api.
public AlgoDefinitionVM to_persisted(AlgoData def) =>
new AlgoDefinitionVM(_model, def);
new AlgoDefinitionVM(_model, def, selected_format, editing_permissions_mask);
public AlgoData create_algo_def() =>
new AlgoData(algo_root.definition, name, key);
@@ -322,16 +353,6 @@ namespace mbts.spark {
public override int GetHashCode() => key.GetHashCode();
public override string ToString() => algo_root == null ? $"!:{name}" : $"{algo_root.order_type}:{name}";
AlgoEditingPermissions _get_permissions() {
var permissions = AlgoEditingPermissions.None;
if (_model.algo_model.ui_configuration.can_modify_definition_values) {
permissions |= AlgoEditingPermissions.AllowEditValues | AlgoEditingPermissions.AllowSaveValues;
}
if (_model.algo_model.ui_configuration.can_modify_definition_structure || (_model.algo_model.templates_enabled() && _templates.Count == 0))
permissions |= AlgoEditingPermissions.AllowEditStructure | AlgoEditingPermissions.AllowSaveStructure;
return permissions;
}
void _assert_can_load(AlgoKey data_key) {
if (key.mode != data_key.mode)
throw new InvalidOperationException($"{typeof(AlgoDefinitionVM)} '{nameof(key)}.{nameof(AlgoKey.mode)}' must be {data_key.mode} (actually {key.mode}), to load specified data.");
@@ -362,7 +383,7 @@ namespace mbts.spark {
}
IAlgoVM _mk_algo_root(CustomOrderDefinitionImmutable definition) =>
OrderTypeVMFactory.create(new AlgoData(definition), editing_permissions: _editing_permissions, true);
OrderTypeVMFactory.create(new AlgoData(definition), is_expanded: true);
void _on_metadata(AlgoDefinitionMetadata metadata) {
using (_refresh_on_local_changes.supress_execution()) {
@@ -0,0 +1,198 @@
using bts.api;
using bts.api.orderman;
using bts.spark;
using mbts.spark.utilities;
using mbts.ui;
using mbts.ui.controls;
using mbts.ui.shell;
using mbts.utils;
using System;
using System.Collections.Generic;
using System.Collections.ObjectModel;
using System.Collections.Specialized;
using System.ComponentModel;
using System.Reactive.Disposables;
using System.Reactive.Linq;
using System.Threading.Tasks;
using System.Windows.Input;
namespace mbts.spark {
class AlgoVMWrapper : DisposableViewModelBase, IAlgoVM,
IObserver<SecurityMD?>,
IObserver<SecurityImmutable?>,
IObserver<OrdersModel>,
IObserver<AlgoEditingPermissions> {
static readonly HashSet<string>
_algo_root_echo_props = new HashSet<string> {
nameof(is_expanded),
nameof(editing_permissions),
nameof(definition),
nameof(display_name)
},
_value_echo_props = new HashSet<string> {
nameof(AlgoDefinitionVM.name),
nameof(AlgoDefinitionVM.abbreviation),
nameof(AlgoDefinitionVM.badge_fill),
nameof(AlgoDefinitionVM.can_undo),
nameof(AlgoDefinitionVM.can_redo)
};
readonly ObservableAggregateCollection<IAlgoSelector> _child_algo_selectors = new ObservableAggregateCollection<IAlgoSelector>();
readonly DisposableContainer _value_hooks = new DisposableContainer();
Action _definition_changed = () => { };
_ObservedData? _data_cache;
AlgoDefinitionVM _value;
public AlgoVMWrapper(AlgoDefinitionVM algo_definition_vm) {
value = algo_definition_vm;
_dispose = new CompositeDisposable(_value_hooks) {
_child_algo_selectors.clear_collections,
() => _value?.Dispose()
};
}
public event Action definition_changed { add => _definition_changed += value; remove => _definition_changed -= value; }
public AlgoDefinitionVM value {
get => _value;
set {
if (_value != value) {
_value?.Dispose();
_value = value;
_value_hooks.replace(_set_hooks(value));
RaisePropertyChanged(nameof(value));
}
}
}
public AlgoKey id => _value.key;
public CustomOrderDefinition.CustomOneofCase order_type => _algo_root?.order_type ?? CustomOrderDefinition.CustomOneofCase.None;
public bool is_bts_type => _algo_root?.is_bts_type ?? false;
public OrderMetadata meta {
get {
if (_value != null) {
if (_value.custom_badge_color.enabled)
return new OrderMetadata { Color = value.custom_badge_color.value.rgb_color(), KeyBinding = value.abbreviation.if_null_or_empty(value.name) };
else if (_value.algo_root != null)
return _value.algo_root.meta;
}
return OrderDataHelper.get_metadata(order_type);
}
}
public AlgoEditingPermissions editing_permissions => _value?.editing_permissions ?? AlgoEditingPermissions.None;
public bool can_expand => _algo_root?.can_expand ?? false;
public bool is_expanded {
get => _value.algo_root?.is_expanded ?? false;
set {
if (_value != null)
_value.is_expanded = value;
}
}
public string display_name => _value?.name ?? string.Empty;
public CustomOrderDefinitionImmutable definition => _algo_root?.definition ?? new CustomOrderDefinitionImmutable(new CustomOrderDefinition());
public ObservableCollection<IAlgoSelector> child_algo_selectors => _child_algo_selectors;
public dynamic children_vm => _algo_root?.children_vm;
IAlgoVM _algo_root => _value?.algo_root;
public void assign_to(CustomOrderDefinition value) => _algo_root?.assign_to(value);
public bool key_match(KeyEventArgs e) => _algo_root?.key_match(e) ?? false;
public void load_from(CustomOrderDefinitionImmutable value) => _algo_root?.load_from(value);
public Task<CustomOrderDefinitionImmutable?> load_from_async(CustomOrderDefinitionImmutable definition) => _algo_root is IAlgoVM vm ? vm.load_from_async(definition) : Task.FromResult<CustomOrderDefinitionImmutable?>(null);
IDisposable _set_hooks(AlgoDefinitionVM vm) {
var algo_root_subs = new DisposableContainer();
vm.PropertyChanged += on_value_prop_changed;
return new CompositeDisposable(
vm.observe_algo_root().Subscribe(r => {
algo_root_subs.replace(null);
_child_algo_selectors.clear_collections();
if (r != null) {
if (_data_cache.HasValue) {
_data_cache.Value.forward_to(r);
}
_child_algo_selectors.add_collection(r.child_algo_selectors);
((INotifyPropertyChanged)r).PropertyChanged += on_algo_root_prop_changed;
algo_root_subs.replace(new CompositeDisposable(
r.subscribe_definition().Subscribe(_ => _definition_changed?.Invoke())) {
() => ((INotifyPropertyChanged)r).PropertyChanged -= on_algo_root_prop_changed
});
}
}),
algo_root_subs) {
() => vm.PropertyChanged -= on_value_prop_changed
};
void on_algo_root_prop_changed(object sender, PropertyChangedEventArgs e) {
if (_algo_root_echo_props.Contains(e.PropertyName))
RaisePropertyChanged(e.PropertyName);
}
void on_value_prop_changed(object sender, PropertyChangedEventArgs e) {
if (_value_echo_props.Contains(e.PropertyName))
RaisePropertyChanged(e.PropertyName);
}
}
// permissions
void IObserver<AlgoEditingPermissions>.OnNext(AlgoEditingPermissions value) {
_data_cache = _data_cache?.with(value) ?? new _ObservedData(value, default, default, default);
(_algo_root as IObserver<AlgoEditingPermissions>)?.OnNext(value);
}
void IObserver<AlgoEditingPermissions>.OnError(Exception error) { }
void IObserver<AlgoEditingPermissions>.OnCompleted() { }
// model
void IObserver<OrdersModel>.OnNext(OrdersModel value) {
_data_cache = _data_cache?.with(value) ?? new _ObservedData(default, value, default, default);
(_algo_root as IObserver<OrdersModel>)?.OnNext(value);
}
void IObserver<OrdersModel>.OnError(Exception error) { }
void IObserver<OrdersModel>.OnCompleted() { }
// security
void IObserver<SecurityImmutable?>.OnNext(SecurityImmutable? value) {
_data_cache = _data_cache?.with(value) ?? new _ObservedData(default, default, value, default);
(_algo_root as IObserver<SecurityImmutable?>)?.OnNext(value);
}
void IObserver<SecurityImmutable?>.OnError(Exception error) { }
void IObserver<SecurityImmutable?>.OnCompleted() { }
// security md
void IObserver<SecurityMD?>.OnNext(SecurityMD? value) {
_data_cache = _data_cache?.with(value) ?? new _ObservedData(default, default, default, value);
(_algo_root as IObserver<SecurityMD?>)?.OnNext(value);
}
void IObserver<SecurityMD?>.OnError(Exception error) { }
void IObserver<SecurityMD?>.OnCompleted() { }
struct _ObservedData {
public readonly AlgoEditingPermissions permissions;
public readonly OrdersModel model;
public readonly SecurityImmutable? security;
public readonly SecurityMD? security_md;
public _ObservedData(AlgoEditingPermissions permissions, OrdersModel model, SecurityImmutable? security, SecurityMD? security_md) {
this.permissions = permissions;
this.model = model;
this.security = security;
this.security_md = security_md;
}
public void forward_to(IAlgoVM recipient) {
(recipient as IObserver<AlgoEditingPermissions>)?.OnNext(permissions);
if (model != null)
(recipient as IObserver<OrdersModel>)?.OnNext(model);
if (security_md.HasValue)
(recipient as IObserver<SecurityMD?>)?.OnNext(security_md);
if (security.HasValue)
(recipient as IObserver<SecurityImmutable?>)?.OnNext(security);
}
public _ObservedData with(AlgoEditingPermissions? permissions) =>
new _ObservedData(permissions ?? this.permissions, model, security, security_md);
public _ObservedData with(OrdersModel model) =>
new _ObservedData(permissions, model, security, security_md);
public _ObservedData with(SecurityImmutable? security) =>
new _ObservedData(permissions, model, security, security_md);
public _ObservedData with(SecurityMD? security_md) =>
new _ObservedData(permissions, model, security, security_md);
}
}
}
@@ -0,0 +1,119 @@
<UserControl
x:Class="mbts.ui.spark.AlgoEditorView"
x:ClassModifier="internal"
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
xmlns:sp="clr-namespace:mbts.spark"
xmlns:u="clr-namespace:mbts.ui"
xmlns:cv="clr-namespace:mbts.ui.converters"
xmlns:usp="clr-namespace:mbts.ui.spark"
xmlns:uag="clr-namespace:mbts.ui.spark.algo"
xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
xmlns:sys="clr-namespace:System;assembly=mscorlib"
>
<UserControl.Resources>
<ResourceDictionary>
<ResourceDictionary.MergedDictionaries>
<ResourceDictionary Source="/view/Controls/Order/AlgoPickerNodeView.xaml"/>
<ResourceDictionary Source="/view/Controls/Order/AlgoContentTemplateSelector.xaml"/>
</ResourceDictionary.MergedDictionaries>
<!--Primitive Constants-->
<sys:Double x:Key="HorizontalPush1">4</sys:Double>
<sys:Double x:Key="HorizontalPush2">8</sys:Double>
<sys:Double x:Key="HorizontalPush3">12</sys:Double>
<sys:Double x:Key="VerticalPush1">4</sys:Double>
<sys:Double x:Key="VerticalPush2">8</sys:Double>
<sys:Double x:Key="VerticalPush3">12</sys:Double>
<Thickness x:Key="Margin.LP1" Left="{StaticResource HorizontalPush1}"/>
<Thickness x:Key="Margin.LP2" Left="{StaticResource HorizontalPush2}"/>
<Thickness x:Key="Margin.LP3" Left="{StaticResource HorizontalPush3}"/>
<Thickness x:Key="Margin.TP1" Top="{StaticResource VerticalPush1}"/>
<Thickness x:Key="Margin.TP2" Top="{StaticResource VerticalPush2}"/>
<!--Converters-->
<uspcv:OrderTypeBrushConverter x:Key="OrderTypeBrushConverter" DefaultBrush="Transparent"/>
<!--Default Styles-->
<Style x:Key="ContentHostGroupBoxStyle" TargetType="GroupBox">
<Setter Property="Padding" Value="8"/>
</Style>
<Style TargetType="TextBox">
<Setter Property="u:TextBoxBehavior.EnterKeyBehavior" Value="CommitAndRelease"/>
<Setter Property="u:TextBoxBehavior.ReleaseOnEscape" Value="True"/>
</Style>
<Style TargetType="uag:AlgoPickerNodeView" BasedOn="{StaticResource {x:Type uag:AlgoPickerNodeView}}">
<Setter Property="DropDownStyleKey" Value="{Binding DataContext, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorView}, Converter={x:Static usp:AlgoContentTemplateSelector.AlgoDropDownStyleKeyConverter}}"/>
</Style>
</ResourceDictionary>
</UserControl.Resources>
<GroupBox
x:Name="content_host"
Grid.Row="2"
Background="Transparent"
BorderBrush="{Binding algo_root, Converter={StaticResource OrderTypeBrushConverter}}"
Margin="0,6,0,0"
Padding="12,8"
>
<GroupBox.Style>
<Style TargetType="GroupBox" BasedOn="{StaticResource ContentHostGroupBoxStyle}">
<Setter Property="BorderThickness" Value="1"/>
<Setter Property="BorderBrush" Value="Transparent"/>
<Style.Triggers>
<Trigger Property="BorderBrush" Value="Transparent">
<Setter Property="BorderThickness" Value="0"/>
</Trigger>
<Trigger Property="usp:AlgoEditorView.IsMouseOverNodeContent" Value="True">
<Setter Property="BorderThickness" Value="2"/>
</Trigger>
</Style.Triggers>
</Style>
</GroupBox.Style>
<GroupBox.Header>
<ComboBox
ToolTipService.ShowOnDisabled="True"
Width="140"
Margin="{StaticResource Margin.LP1}"
ItemsSource="{Binding algos_view}"
SelectedItem="{Binding algo_root}"
>
<ComboBox.Style>
<Style TargetType="ComboBox">
<Style.Triggers>
<DataTrigger Binding="{Binding templates.Count, Converter={StaticResource IntIsZeroConverter}, FallbackValue={u:False}}" Value="{u:True}">
<Setter Property="IsEnabled" Value="True"/>
</DataTrigger>
<DataTrigger Binding="{Binding templates.Count, Converter={StaticResource IntIsZeroConverter}, FallbackValue={u:False}}" Value="{u:False}">
<Setter Property="IsEnabled" Value="False"/>
<Setter Property="ToolTip" Value="Cannot change structure while templates are present."/>
</DataTrigger>
</Style.Triggers>
</Style>
</ComboBox.Style>
<ComboBox.IsEnabled>
<Binding Path="editing_permissions">
<Binding.Converter>
<cv:EnumHasFlagsConverter>
<sp:AlgoEditingPermissions>AllowEditStructure</sp:AlgoEditingPermissions>
</cv:EnumHasFlagsConverter>
</Binding.Converter>
</Binding>
</ComboBox.IsEnabled>
<ComboBox.ItemTemplate>
<DataTemplate>
<usp:OrderTypeItem DisplayName="{Binding display_name}" BadgeFill="{Binding meta.Color, Converter={StaticResource ColorToBrushConverter}}"/>
</DataTemplate>
</ComboBox.ItemTemplate>
</ComboBox>
</GroupBox.Header>
<ContentControl
Grid.IsSharedSizeScope="True"
Content="{Binding algo_root, Converter={x:Static usp:AlgoContentTemplateSelector.DataContextConverter}}"
ContentTemplateSelector="{StaticResource AlgoTemplateSelector}"
Margin="{StaticResource Margin.TP1}"
Visibility="{Binding algo_root.can_expand, Converter={StaticResource BooleanToVisibilityConverter}}"
>
<ContentControl.Resources>
<Style TargetType="GroupBox" BasedOn="{StaticResource ContentHostGroupBoxStyle}"/>
</ContentControl.Resources>
</ContentControl>
</GroupBox>
</UserControl>
@@ -0,0 +1,28 @@
using mbts.ui.extensions;
using System.Windows;
using System.Windows.Controls;
using System.Windows.Input;
namespace mbts.ui.spark {
partial class AlgoEditorView : UserControl {
public AlgoEditorView() {
InitializeComponent();
content_host.PreviewMouseMove += content_host_PreviewMouseMove;
content_host.MouseEnter += content_host_MouseEnter;
content_host.MouseLeave += content_host_MouseLeave;
// local methods
void content_host_PreviewMouseMove(object sender, MouseEventArgs e) => refresh_is_mouse_over_content_host(e);
void content_host_MouseEnter(object sender, MouseEventArgs e) => refresh_is_mouse_over_content_host(e);
void content_host_MouseLeave(object sender, MouseEventArgs e) => refresh_is_mouse_over_content_host(e);
void refresh_is_mouse_over_content_host(MouseEventArgs e) => content_host.set_current_if_changed(IsMouseOverNodeContentProperty, this.ChildAtPoint<GroupBox>(e.GetPosition(this)) == content_host);
}
#region IsMouseOverNodeContent
public static readonly DependencyProperty IsMouseOverNodeContentProperty =
DependencyProperty.RegisterAttached("IsMouseOverNodeContent", typeof(bool), typeof(AlgoEditorView), new PropertyMetadata(false));
public static bool GetIsMouseOverNodeContent(DependencyObject d) => (bool)d.GetValue(IsMouseOverNodeContentProperty);
public static void SetIsMouseOverNodeContent(DependencyObject d, bool value) => d.SetValue(IsMouseOverNodeContentProperty, value);
#endregion
}
}
@@ -14,10 +14,13 @@ using mbts.ui.shell;
using mbts.ui.utility;
using mbts.utils;
using System;
using System.Collections;
using System.Collections.Generic;
using System.Collections.ObjectModel;
using System.Collections.Specialized;
using System.ComponentModel;
using System.Linq;
using System.Reactive.Disposables;
using System.Reactive.Linq;
using System.Reactive.Subjects;
using System.Windows.Data;
@@ -42,7 +45,7 @@ namespace mbts.spark {
public FillsVM(IBus bus, OrdersModel model, IObservable<StartupData> state_obs, IWindowSettingsManager<GridSettings> settings_manager)
: this(bus, model, state_obs, _get_observable(bus, model, state_obs), settings_manager) { }
FillsVM(IBus bus, OrdersModel model, IObservable<StartupData> state_obs, IConnectableObservable<TableUpdate<FillTuple, string>> fills_source, IWindowSettingsManager<GridSettings> settings_manager) {
public FillsVM(IBus bus, OrdersModel model, IObservable<StartupData> state_obs, IObservable<TableUpdate<FillTuple, string>> fills_source, IWindowSettingsManager<GridSettings> settings_manager) {
_model = model;
_settings_manager = settings_manager;
/// Columns
@@ -98,16 +101,17 @@ namespace mbts.spark {
// grid settings
grid_settings_manager = new SimpleGridSettingsManager<Row>(columns, new Dictionary<string, GridColumnSettingsFeatureFlags> { }, rows);
// this will initialize the immutable properties that correspond to the col_settings_flags above (e.g. Bid/Ask font_color_override, etc.)
grid_settings_manager.load_from(settings_manager.current_settings());
if (_settings_manager != null)
grid_settings_manager.load_from(_settings_manager.current_settings());
//
_dispose = Disposable.Create(
_dispose = new CompositeDisposable(
ObservableAutoWrapper.connect(col_tups, columns, ct => ct.col),
fills_source.OnDispatcher().Subscribe(t => {
_rows.update(t);
Set(ref _total_row_count, t.state.Count, nameof(total_row_count));
}),
state_obs.OnDispatcher().Subscribe(s => {
if (s.grid != null) {
if (s.grid != null && _settings_manager != null) {
// this means we are not using defaults,
// Note: settings_manager in turn notifies grid_settings_manager of this update
_settings_manager.instance_settings = s.grid;
@@ -120,8 +124,8 @@ namespace mbts.spark {
};
rows_manager.on_settings(fs, s.sorting_criterion);
}),
settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager),
fills_source.Connect()
settings_manager == null ? Disposable.empty : settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager),
(fills_source as IConnectableObservable<TableUpdate<FillTuple, string>>)?.Connect() ?? Disposable.empty
);
// local methods
void add_col<TFilter>(Columns col_key, string header, Func<Row, string> get_text, IDataGridColumnPersistentFilter<FillTuple, TFilter> filter, string filter_template, double width) =>
@@ -153,12 +157,12 @@ namespace mbts.spark {
public IEnumerable<SortingCriteria> get_sorting_criterion() =>
_sort_manager.create();
public void on_sorting(object sender, DIYGridSortingEventArgs e) =>
_sort_manager.on_sorting(e);
static Columns _col_key(ColumnBase column) =>
((IKeyedColumn<Columns>)column).key;
void IHandleGridSorting.on_sorting(object sender, DIYGridSortingEventArgs e) =>
_sort_manager.on_sorting(e);
public FilterStates get_filters() =>
_filters_manager.create();
@@ -0,0 +1,49 @@
using mbts.ui;
using mbts.ui.controls;
using System;
namespace mbts.spark {
/// <summary>
/// This class provides a stable DataContext for a fills view, with an internal <see cref="FillsVM"/> that may be disposed and recreated as needed.
/// </summary>
class FillsVMContainer : IHandleGridSorting, IDisposable, IWillLetYouKnowWhenIDispose {
bool _disposed;
FillsVM _value;
public event Action<bool> OnDisposed;
public FillsVM value {
get => _value;
set {
if (value != _value) {
if (_disposed)
throw new ObjectDisposedException(nameof(FillsVMContainer));
Disposable.replace(ref _value, value);
if (_value != null) {
rows.add_collection(_value.rows);
columns.add_collection(_value.columns);
} else {
rows.clear_collections();
columns.clear_collections();
}
}
}
}
public ObservableAggregateCollection<FillsVM.Row> rows { get; } = new ObservableAggregateCollection<FillsVM.Row>();
public ObservableAggregateCollection<DIYGrid.ColumnBase> columns { get; } = new ObservableAggregateCollection<DIYGrid.ColumnBase>();
public void Dispose() {
if (_disposed)
throw new ObjectDisposedException(nameof(FillsVMContainer));
value = null;
OnDisposed?.Invoke(true);
_disposed = true;
}
public void on_sorting(object sender, DIYGridSortingEventArgs e) {
if (!_disposed)
_value?.on_sorting(sender, e);
}
}
}
@@ -18,7 +18,6 @@ using StartupData = bts.shell.FillsWindowFactory.StartupData;
namespace mbts.spark {
class FillsWindow : SparkWindow<StartupData>, ISharedWindow {
public const string window_type_name = "Fills";
const string _thread_id = "Fills";
readonly AllowOnce _init_guard = new AllowOnce("Fills");
readonly OrdersModel _orders_model;
readonly IWindowSettingsManager<GridSettings> _settings_manager;
@@ -33,6 +32,7 @@ namespace mbts.spark {
_orders_model = orders_model;
_state = state;
_settings_manager = settings_manager;
thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().fills ? "Fills" : null;
}
event Action<FillsWindowFactory.StartupData> _state_changed;
@@ -48,7 +48,7 @@ namespace mbts.spark {
+ LAUNCHER_BUTTON_BORDER_WIDTH
+ EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;
public string thread_id => _thread_id;
public string thread_id { get; }
public void thread_init() {
_init_guard.check_access();
@@ -33,7 +33,7 @@ namespace bts.shell {
_settings_hub = settings_hub;
_orders_model = orders_model;
_md_auxiliary_model = md_auxiliary_model;
_ladder_conf = new LadderConfig(Configuration.get<bts.config.LadderKnobs>(), Configuration.get<bts.config.toggles.LaddersOnThreads>().enabled);
_ladder_conf = new LadderConfig(Configuration.get<bts.config.LadderKnobs>(), Configuration.get<bts.config.MultiThreadedWindows>().ladder);
_dispose = Disposable.Create(
bus.subscribe(SparkTags.SecuritiesTag).Subscribe(s => _securities = s),
bus.subscribe(SparkTags.ShowLadderTag).OnDispatcher().Subscribe(s => show_windows(new[] { s })),
@@ -95,7 +95,7 @@
<PathGeometry x:Key="TreeArrow" Figures="M0,0 L0,6 L6,0 z"/>
<SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Fill" Color="#FFFFFFFF"/>
<SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Stroke" Color="#FF818181"/>
<Style x:Key="{x:Static sp:OrderBookView.ExpandCollapseToggleStyleKey}" TargetType="{x:Type ToggleButton}">
<Style x:Key="{x:Static sp:OrderBookGridView.ExpandCollapseToggleStyleKey}" TargetType="{x:Type ToggleButton}">
<Setter Property="Focusable" Value="False"/>
<Setter Property="Width" Value="16"/>
<Setter Property="Height" Value="16"/>
@@ -20,7 +20,7 @@ namespace mbts.spark {
}
}
class MiniOrderBookRowView : DIYGrid.HighPerformanceRow<OrderBookRowVM, OrderBookView.Columns> {
class MiniOrderBookRowView : DIYGrid.HighPerformanceRow<OrderBookRowVM, OrderBookGridView.ColumnKeys> {
public MiniOrderBookRowView() : base() { }
}
}
@@ -21,14 +21,13 @@ using System.Windows.Controls.Primitives;
using System.Windows.Data;
using System.Windows.Media;
using static bts.shell.OrderBookWindowFactory;
using static mbts.spark.OrderBookView;
using Columns = mbts.spark.OrderBookGridView.ColumnKeys;
using static mbts.ui.controls.DIYGrid;
using OrderType = bts.api.orderman.CustomOrderDefinition.CustomOneofCase;
namespace mbts.spark {
// This interface is used to hide ColumnBase.SortDirection, and offer a SortDirection member that does NOT require a DependencyProperty lookup.
interface ICVOrderBookColumn : IKeyedColumn<Columns>, IGridColumn {
string sort_member_path { get; }
ListSortDirection? SortDirection { get; set; }
IDataGridColumnFilter<OrderSecurityAlgoMeta> filter { get; }
IComparer<OrderBookRowVM> comparer { get; }
@@ -78,7 +77,6 @@ namespace mbts.spark {
Add(symbol_column = new SimpleTextColumn<string[]>(
Columns.Symbol,
DefaultColumnHeaders.Symbol,
nameof(OrderBookRowVM.symbol),
r => r.symbol,
DefaultColumnWidths.Symbol,
DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, string>(
@@ -92,7 +90,6 @@ namespace mbts.spark {
Add(time_created_column = new SimpleTextColumn<TimeFilterTuple>(
Columns.Time,
"Time",
nameof(OrderBookRowVM.time_created),
r => r.time_created_text,
DefaultColumnWidths.Time,
new TimeFilterVM<OrderSecurityAlgoMeta>(
@@ -104,7 +101,6 @@ namespace mbts.spark {
Add(last_change_column = new SimpleTextColumn<TimeFilterTuple>(
Columns.LastChange,
"Last Change",
nameof(OrderBookRowVM.last_change),
r => r.last_change_text,
DefaultColumnWidths.Time,
new TimeFilterVM<OrderSecurityAlgoMeta>(
@@ -116,7 +112,6 @@ namespace mbts.spark {
Add(user_column = new SimpleTextColumn<string[]>(
Columns.User,
DefaultColumnHeaders.User,
nameof(OrderBookRowVM.user),
r => r.user,
DefaultColumnWidths.User,
DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, string>(
@@ -129,7 +124,6 @@ namespace mbts.spark {
Add(account_column = new SimpleTextColumn<string[]>(
Columns.Account,
DefaultColumnHeaders.Account,
nameof(OrderBookRowVM.account),
r => r.account,
DefaultColumnWidths.Account,
DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, string, string[]>(
@@ -144,7 +138,6 @@ namespace mbts.spark {
Add(exchange_column = new SimpleTextColumn<Venue[]>(
Columns.Exchange,
DefaultColumnHeaders.Exchange,
nameof(OrderBookRowVM.exchange),
r => r.exchange.ToString(),
DefaultColumnWidths.Exchange,
DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, Venue>(
@@ -157,7 +150,6 @@ namespace mbts.spark {
Add(time_in_force_column = new SimpleTextColumn<TimeInForce[]>(
Columns.TimeInForce,
DefaultColumnHeaders.TimeInForce,
nameof(OrderBookRowVM.time_in_force),
r => r.time_in_force.ToString(),
DefaultColumnWidths.TimeInForce,
DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, TimeInForce>(
@@ -176,14 +168,13 @@ namespace mbts.spark {
Add(sub_type_column = new SimpleTextColumn<OrderSubType[]>(
Columns.SubType,
"Sub Type",
nameof(OrderBookRowVM.order_sub_type),
r => r.order_sub_type_text,
80,
DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, OrderSubType>(
EnumHelper.get_values<OrderSubType>().ToList(),
ort => ort.order.sub_type(),
nameof(OrderBookRowVM.order_sub_type)),
SubTypeFilterTemplateKey,
OrderBookGridView.SubTypeFilterTemplateKey,
_wrap_comparer(r => r.order_sub_type)));
// side
Add(side_column = new SideColumn(
@@ -205,7 +196,6 @@ namespace mbts.spark {
Add(price_column = new SimpleTextColumn<DoubleMinMaxState>(
Columns.Price,
"Price",
nameof(OrderBookRowVM.price),
r => r.price_text,
DefaultColumnWidths.Price,
new DoubleMinMax<OrderSecurityAlgoMeta>(
@@ -221,7 +211,6 @@ namespace mbts.spark {
Add(avg_price_column = new SimpleTextColumn<DoubleMinMaxState>(
Columns.AvgFilled,
"Avg Price",
nameof(OrderBookRowVM.avg_price),
r => r.avg_price_text,
DefaultColumnWidths.Price,
new DoubleMinMax<OrderSecurityAlgoMeta>(
@@ -233,7 +222,6 @@ namespace mbts.spark {
Add(last_price_column = new SimpleTextColumn<DoubleMinMaxState>(
Columns.LastPrice,
"Last Filled",
nameof(OrderBookRowVM.last_price),
r => r.last_price_text,
DefaultColumnWidths.Price,
new DoubleMinMax<OrderSecurityAlgoMeta>(
@@ -245,7 +233,6 @@ namespace mbts.spark {
Add(status_column = new SimpleTextColumn<OrderStatus[]>(
Columns.Status,
"Status",
nameof(OrderBookRowVM.status),
r => r.status.ToString(),
80,
DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, OrderStatus>(
@@ -263,7 +250,6 @@ namespace mbts.spark {
Add(security_key_column = new SimpleTextColumn<string>(
Columns.SecurityKey,
DefaultColumnHeaders.SecurityKey,
nameof(OrderBookRowVM.security_key),
r => r.security_key.ToString(),
DefaultColumnWidths.SecurityKey,
new RegexFilterVM<OrderSecurityAlgoMeta>(
@@ -275,7 +261,6 @@ namespace mbts.spark {
Add(order_key_column = new SimpleTextColumn<string>(
Columns.OrderKey,
DefaultColumnHeaders.OrderKey,
nameof(OrderBookRowVM.order_key),
r => r.order_key.ToString(),
DefaultColumnWidths.OrderKey,
new RegexFilterVM<OrderSecurityAlgoMeta>(
@@ -287,7 +272,6 @@ namespace mbts.spark {
Add(parent_key_column = new SimpleTextColumn<string>(
Columns.ParentKey,
"Parent Key",
nameof(OrderBookRowVM.parent_order_key),
r => r.parent_order_key.ToString(),
DefaultColumnWidths.ParentKey,
new RegexFilterVM<OrderSecurityAlgoMeta>(
@@ -295,6 +279,17 @@ namespace mbts.spark {
nameof(OrderBookRowVM.parent_order_key)),
DataGridFilterKnownTemplates.Regex,
_wrap_comparer(r => r.parent_order_key)));
// attached target order key
Add(attached_target_order_key_column = new SimpleTextColumn<string>(
Columns.AttachedTargetOrderKey,
DefaultColumnHeaders.AttachedTargetOrderKey,
r => r.order.attached_target_order_key().ToString(),
DefaultColumnWidths.AttachedTargetOrderKey,
new RegexFilterVM<OrderSecurityAlgoMeta>(
ort => ort.order.attached_target_order_key().ToString(),
nameof(OrderBookRowVM.parent_order_key)),
DataGridFilterKnownTemplates.Regex,
_wrap_comparer(r => r.order.attached_target_order_key())));
}
public event Action filter_changed;
@@ -323,10 +318,13 @@ namespace mbts.spark {
public SimpleTextColumn<string> security_key_column { get; }
public SimpleTextColumn<string> order_key_column { get; }
public SimpleTextColumn<string> parent_key_column { get; }
public SimpleTextColumn<string> attached_target_order_key_column { get; }
public (FilterStates filters, IReadOnlyList<SortingCriteria> sorting) create() => (
new FilterStates {
order_key_regex = order_key_column.filter.get_state(),
parent_key_regex = parent_key_column.filter.get_state(),
attached_target_order_key_regex = attached_target_order_key_column.filter.get_state(),
time_created = time_created_column.filter.get_state(),
users = user_column.filter.get_state(),
accounts = account_column.filter.get_state(),
@@ -364,6 +362,8 @@ namespace mbts.spark {
time_in_force_column.filter.load_state(fs.tifs);
exchange_column.filter.load_state(fs.exchanges);
order_key_column.filter.load_state(fs.order_key_regex);
parent_key_column.filter.load_state(fs.parent_key_regex);
attached_target_order_key_column.filter.load_state(fs.attached_target_order_key_regex);
avg_price_column.filter.load_state(fs.avg_price);
last_price_column.filter.load_state(fs.last_price);
status_column.filter.load_state(fs.statuses);
@@ -480,13 +480,12 @@ namespace mbts.spark {
protected readonly Func<OrderBookRowVM, string> _get_text;
GlyphContext _root_glyph_context, _child_glyph_context;
protected OrderbookColumnBase(Columns col_key, string header, Func<OrderBookRowVM, string> get_text, string sort_prop, double width,
protected OrderbookColumnBase(Columns col_key, string header, Func<OrderBookRowVM, string> get_text, double width,
IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, T> filter, string filter_template, IComparer<OrderBookRowVM> comparer) : base(col_key) {
id = key.ToString();
Width = width;
Header = header;
_get_text = get_text;
sort_member_path = sort_prop;
this.filter = filter;
_filter_template = filter_template;
_cached_sort_direction = SortDirection;
@@ -515,9 +514,9 @@ namespace mbts.spark {
}
public class SimpleTextColumn<TFilterState> : OrderbookColumnBase<TFilterState>, IRenderColumn<OrderBookRowVM> {
public SimpleTextColumn(Columns key, string header, string sort_prop, Func<OrderBookRowVM, string> get_text, double width,
public SimpleTextColumn(Columns key, string header, Func<OrderBookRowVM, string> get_text, double width,
IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, TFilterState> filter, string filter_template, IComparer<OrderBookRowVM> comparer)
: base(key, header, get_text, sort_prop, width, filter, filter_template, comparer) { }
: base(key, header, get_text, width, filter, filter_template, comparer) { }
public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
CellRender.draw_text(dc, _get_glyph_context(row), font_size, _get_text(row), position, row_height,
@@ -527,7 +526,7 @@ namespace mbts.spark {
#region Explicit Column Defs
public class SideColumn : OrderbookColumnBase<Side[]>, IRenderColumn<OrderBookRowVM> {
public SideColumn(IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, Side[]> filter)
: base(Columns.Side, "B/S", r => r.side.ToString(), nameof(OrderBookRowVM.side), DefaultColumnWidths.Side, filter, DataGridFilterKnownTemplates.EnumValues, _wrap_comparer(r => r.side)) { }
: base(Columns.Side, "B/S", r => r.side.ToString(), DefaultColumnWidths.Side, filter, DataGridFilterKnownTemplates.EnumValues, _wrap_comparer(r => r.side)) { }
public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.side.ToString(), position, row_height,
@@ -536,9 +535,7 @@ namespace mbts.spark {
public class SizeColumn : OrderbookColumnBase<UIntMinMaxState>, IRenderColumn<OrderBookRowVM> {
public SizeColumn(IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, UIntMinMaxState> filter)
: base(Columns.Size, "Qty", r => r.quantity.ToString(), nameof(OrderBookRowVM.quantity), DefaultColumnWidths.Size, filter, DataGridFilterKnownTemplates.UIntMinMax, _wrap_comparer(r => r.quantity)) {
sort_member_path = nameof(OrderBookRowVM.quantity);
}
: base(Columns.Size, "Qty", r => r.quantity.ToString(), DefaultColumnWidths.Size, filter, DataGridFilterKnownTemplates.UIntMinMax, _wrap_comparer(r => r.quantity)) { }
public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.quantity.ToString(), position, row_height,
@@ -547,9 +544,7 @@ namespace mbts.spark {
public class FilledColumn : OrderbookColumnBase<UIntMinMaxState>, IRenderColumn<OrderBookRowVM> {
public FilledColumn(IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, UIntMinMaxState> filter)
: base(Columns.Filled, "Filled Qty", r => r.filled_quantity.ToString(), nameof(OrderBookRowVM.filled_quantity), DefaultColumnWidths.Size, filter, DataGridFilterKnownTemplates.UIntMinMax, _wrap_comparer(r => r.filled_quantity)) {
sort_member_path = nameof(OrderBookRowVM.filled_quantity);
}
: base(Columns.Filled, "Filled Qty", r => r.filled_quantity.ToString(), DefaultColumnWidths.Size, filter, DataGridFilterKnownTemplates.UIntMinMax, _wrap_comparer(r => r.filled_quantity)) { }
public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.filled_quantity.ToString(), position, row_height,
@@ -562,7 +557,6 @@ namespace mbts.spark {
: base(Columns.OrderType, new Binding(nameof(OrderBookRowVM.badge_fill)), new Binding(nameof(OrderBookRowVM.display_name)), filter) {
id = key.ToString();
this.filter = filter;
sort_member_path = nameof(OrderBookRowVM.order_type);
font_weight_binding = RenderUtils.get_font_weight_binding();
_cached_sort_direction = SortDirection;
}
@@ -587,8 +581,7 @@ namespace mbts.spark {
id = key.ToString();
this.filter = filter;
Header = "Last Message";
Width = DIYGrid.DefaultColumnWidths.LastMessage;
sort_member_path = nameof(OrderBookRowVM.last_msg);
Width = DefaultColumnWidths.LastMessage;
tooltip_binding = new Binding(nameof(OrderBookRowVM.last_msg));
}
@@ -616,7 +609,6 @@ namespace mbts.spark {
this.filter = filter;
Header = DefaultColumnHeaders.Security;
Width = DefaultColumnWidths.Security;
sort_member_path = nameof(OrderBookRowVM.security);
_cached_sort_direction = SortDirection;
}
@@ -634,7 +626,7 @@ namespace mbts.spark {
toggle_button.SetBinding(ToggleButton.IsCheckedProperty, new Binding(nameof(OrderBookRowVM.is_expanded)));
toggle_button.SetBinding(ToggleButton.MarginProperty, new Binding(nameof(OrderBookRowVM.depth_level)) { Converter = _margin_converter });
toggle_button.SetBinding(ToggleButton.VisibilityProperty, new Binding(nameof(OrderBookRowVM.is_parent)) { Converter = _expander_visiblilty_converter });
toggle_button.SetResourceReference(ToggleButton.StyleProperty, ExpandCollapseToggleStyleKey);
toggle_button.SetResourceReference(ToggleButton.StyleProperty, OrderBookGridView.ExpandCollapseToggleStyleKey);
//
var security_view = new TextBlock { Foreground = font_brush };
security_view.SetBinding(TextBlock.FontFamilyProperty, new Binding(nameof(font_family)) { Source = this });
@@ -651,6 +643,7 @@ namespace mbts.spark {
grid.ColumnDefinitions.Add(new ColumnDefinition { Width = new GridLength(1, GridUnitType.Star) });
grid.Children.Add(toggle_button);
grid.Children.Add(security_view);
grid.VerticalAlignment = VerticalAlignment.Center;
//
var border = new Border { Child = grid };
@@ -6,14 +6,16 @@ using mbts.ui;
using mbts.ui.controls;
using mbts.ui.shell;
using System;
using System.Reactive;
using System.Linq;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Reactive.Linq;
namespace mbts.spark {
partial class OrderBookRowVM : DisposableViewModelBase, IEquatable<OrderBookRowVM>, DIYGrid.IRowVM, DIYGrid.IActionableRowVM {
partial class OrderBookRowVM : DisposableViewModelBase, IEquatable<OrderBookRowVM>, DIYGrid.IRowVM {
const string _unknown_security_price_format_string = "0.#########";
const int _unknown_security_price_num_fractional_digits = 9;
readonly OrderBookVM _owner;
@@ -44,12 +46,26 @@ namespace mbts.spark {
modify_order_price?.TryRaiseCanExecuteChanged();
}
//// This takes care of the case where the OB has all rows visible
//// and an order is cancelled outside of the OB (say via the ladder).
//// Since the OB window Commands only revaluate their CanExecuteChanged
//// when the OrderBookVM.selected_order_changes, this emulates the selected
//// order changing since the current_row setter invokes the selected_order_changed
//// handler
public IObservable<OrderSecurityAlgoMeta> subscribe_data() {
return Observable.FromEvent<Action, OrderSecurityAlgoMeta>(
cb => () => cb(order_tuple),
cb => invalidated += cb,
cb => invalidated -= cb);
}
protected override void Dispose(bool disposing) {
this.invalidated -= OrderBookRowVM_invalidated;
base.Dispose(disposing);
}
public event Action invalidated;
public event Action<(OrderSecurityAlgoMeta oldval, OrderSecurityAlgoMeta newval)> updated;
// Core
public OrderSecurityAlgoMeta order_tuple { get; private set; }
@@ -127,8 +143,8 @@ namespace mbts.spark {
public ICommand toggle_command => _toggle_expanded_cmd ?? (
_toggle_expanded_cmd = new DelegateCommand(() => is_expanded = !is_expanded));
ICommand DIYGrid.IActionableRowVM.default_command => _show_order_modify_cmd ??
(_show_order_modify_cmd = new DelegateCommand(() => _owner.show_order_modify(this), () => status == OrderStatus.Working));
public ICommand show_order_modify_cmd =>
_show_order_modify_cmd ?? (_show_order_modify_cmd = new DelegateCommand(() => _owner.show_order_modify(this), () => status == OrderStatus.Working));
public ICommand cancel_command => _cancel_cmd ??
(_cancel_cmd = new DelegateCommand(() => _owner.cancel_order(this), () => status == OrderStatus.Working));
@@ -170,10 +186,10 @@ namespace mbts.spark {
public void update(OrderSecurityAlgoMeta order_tuple) {
Log.assert(order_tuple.order.Key == this.order.Key, "OrderBookRowVM: update_order was called with an order with the wrong key.");
bool had_security = _security.HasValue;
var old_meta = this.order_tuple.meta;
var old_order_tuple = this.order_tuple;
// _show_order_modify_cmd is lazy (instantiated in the default_command getter); it might be null, don't not force instantiation
bool? could_modify_execute = _show_order_modify_cmd?.CanExecute(null);
OrderRecordImmutable old_order = order;
OrderRecordImmutable old_order = old_order_tuple.order;
this.order_tuple = order_tuple;
// most cells are "render-cells," which don't use databindings - the only way to update such cells is to raise the invalidated event
bool invalidate = !(
@@ -200,10 +216,12 @@ namespace mbts.spark {
// need to raise invalidated to refresh the price cells (the security.ContractSpec determines how they are formatted - Ticks!)
invalidate = true;
}
if (old_meta?.badge_color != order_tuple.meta?.badge_color) {
if (old_order_tuple.meta?.badge_color != order_tuple.meta?.badge_color) {
_badge_fill = null;
RaisePropertyChanged(nameof(badge_fill));
}
if (old_order_tuple.display_name() != order_tuple.display_name())
RaisePropertyChanged(nameof(display_name));
if (old_order.status() != order.status()) {
invalidate = true;
RaisePropertyChanged(nameof(status));
@@ -213,6 +231,7 @@ namespace mbts.spark {
}
if (could_modify_execute.HasValue && could_modify_execute.Value != _show_order_modify_cmd.CanExecute(null))
_show_order_modify_cmd.RaiseCanExecuteChanged();
updated?.Invoke((old_order_tuple, order_tuple));
if (invalidate)
raise_invalidated();
}
@@ -19,12 +19,11 @@ using System.Windows.Controls;
using System.Windows.Input;
using static bts.shell.OrderBookWindowFactory;
using static mbts.spark.OrderBookView;
using _GridSettingsManager =
using _GridSettingsManager =
mbts.ui.GridSettingsManager<
mbts.spark.OrderBookRowVM,
bts.api.orderman.OrderSecurity,
bts.shell.INotificationServiceDataCache,
mbts.OrderRecordTuplePredicate,
mbts.spark.OrderBookRowVM,
bts.api.orderman.OrderSecurity,
mbts.OrderRecordTuplePredicate,
bts.shell.OrderBookWindowFactory.OrderBookGridSettings>;
namespace mbts.spark {
@@ -54,6 +53,7 @@ namespace mbts.spark {
collapse_all_rows_command = new DelegateCommand(_row_collection.collapse_all);
expand_all_rows_command = new DelegateCommand(_row_collection.expand_all);
grid_settings_manager = _create_grid_settings_manager(owner_title, bus, notification_service, model, rows, core_columns);
_resources = new List<IDisposable> {
model.on_order_tuples.OnDispatcher().Subscribe(_row_collection.update),
grid_settings_manager,
@@ -62,7 +62,12 @@ namespace mbts.spark {
_row_collection.CollectionChanged -= _row_collection_CollectionChanged;
Disposable.dispose(_row_collection);
}),
_columns
_columns,
_current_row.SubscribeHookLatest(
r => r.newval.subscribe_data().Subscribe(
data => selected_order_changed?.Invoke(data.order)
)
)
};
if (settings_manager != null) {
_resources.Add(settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager));
@@ -231,21 +236,25 @@ namespace mbts.spark {
col_settings_flags[c.ToString()] = GridColumnSettingsFeatureFlags.ImmutableFontColor | GridColumnSettingsFeatureFlags.ImmutableFontWeight;
}
return new _GridSettingsManager(
owner_title, bus, notification_service, model, rows, columns,
owner_title, bus, model, rows, columns,
() => new OrderRecordTuplePredicate(),
() => {
var pvm = PredicateBuilderVMWrapper.create<OrderSecurity, OrderRecordTuplePredicate, OrderRecordTuplePredicate.PredicateTypeOneofCase>(
var pvm = PredicateVMWrapper.create<OrderSecurity, OrderRecordTuplePredicate, OrderRecordTuplePredicate.PredicateTypeOneofCase>(
OrderRecordTuplePredicateVMFactory.get_oneofs(bus, model), rp => rp.predicate_type_case);
pvm.selected_predicate_type = pvm.predicate_types.FirstOrDefault();
return pvm;
},
col_id => {
var pvm = PredicateBuilderVMWrapper.create<OrderSecurity, OrderRecordTuplePredicate, OrderRecordTuplePredicate.PredicateTypeOneofCase>(
var pvm = PredicateVMWrapper.create<OrderSecurity, OrderRecordTuplePredicate, OrderRecordTuplePredicate.PredicateTypeOneofCase>(
OrderRecordTuplePredicateVMFactory.get_oneofs(bus, model), rp => rp.predicate_type_case);
pvm.selected_predicate_type = _corresponding_predicate_type(EnumHelper.parse_or_default<Columns>(col_id));
return pvm;
},
(gen, anims) => new OrderBookGridSettings(gen, anims.Select(a => new OrderRecordTuplePredicateAnimations(a.predicate_builder, a.cell_animations, a.row_animations, a.sound_notifications))),
(notification_service == null) ? null : notification_service.data_cache,
(gen, anims) => new OrderBookGridSettings(gen, anims.Select(a => new OrderRecordTuplePredicateAnimations(a.predicate_data, a.cell_animations, a.row_animations, a.sound_notifications))),
p => p.create_predicate(notification_service.data_cache),
p => p.create_notification_predicate(notification_service.data_cache),
notification_service == null ? new Func<IPredicate<OrderSecurity>, SoundNotification, IDisposable>((p, sn) => Disposable.empty) : notification_service.link_to_order,
notification_service == null ? new Func<INotificationPredicate<OrderSecurity>, IDisposable>(t => Disposable.empty) : notification_service.link_to_order,
col_settings_flags);
}
@@ -275,4 +284,4 @@ namespace mbts.spark {
}
}
}
}
}
@@ -1,168 +0,0 @@
<UserControl x:Class="mbts.spark.OrderBookView" x:ClassModifier="internal"
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
xmlns:d="http://schemas.microsoft.com/expression/blend/2008"
xmlns:sp="clr-namespace:mbts.spark"
xmlns:uc="clr-namespace:mbts.ui"
xmlns:c="clr-namespace:mbts.ui.controls"
xmlns:usp="clr-namespace:mbts.ui.spark"
xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
xmlns:sys="clr-namespace:System;assembly=mscorlib"
xmlns:order="clr-namespace:bts.api.orderman;assembly=spark_api"
mc:Ignorable="d"
d:DesignHeight="600" d:DesignWidth="1080"
FocusManager.IsFocusScope="True"
Background="{StaticResource CommonBackground}">
<UserControl.Resources>
<ResourceDictionary>
<ResourceDictionary.MergedDictionaries>
<ResourceDictionary Source="/view/Controls/DataGridEx/Filters/Views/FilterTemplates.xaml"/>
</ResourceDictionary.MergedDictionaries>
<uspcv:TickDisplayConverter x:Key="TickDisplayConverter"/>
<uspcv:OrderSubTypeDisplayTextConverter x:Key="OrderSubTypeLongDisplayTextConverter" UseLongName="True" />
<DataTemplate x:Key="{x:Static sp:OrderBookView.SubTypeFilterTemplateKey}">
<usp:FilterContentControl
ApplyCommandParameter="{Binding}"
ApplyCommand="{x:Static c:DataGridFilterProperties.CommitCommand}"
ClearCommandParameter="{Binding}"
ClearCommand="{x:Static c:DataGridFilterProperties.ClearCommand}"
>
<c:ListBoxEx
ItemsSource="{Binding items}"
Selection="{Binding selected_items}"
SelectionMode="Multiple"
ItemContainerStyle="{StaticResource ListBoxItemCheckBoxStyle}"
>
<c:ListBoxEx.ItemTemplate>
<DataTemplate>
<TextBlock Text="{Binding Converter={StaticResource OrderSubTypeLongDisplayTextConverter}}"/>
</DataTemplate>
</c:ListBoxEx.ItemTemplate>
</c:ListBoxEx>
</usp:FilterContentControl>
</DataTemplate>
<Style x:Key="{x:Static sp:OrderBookView.RowStyleKey}" TargetType="ListBoxItem" BasedOn="{StaticResource DIYGridRowStyle}">
<Style.Triggers>
<MultiDataTrigger>
<MultiDataTrigger.Conditions>
<Condition Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="False"/>
<Condition Binding="{Binding status}" Value="{uc:Enum Working, Type=order:OrderStatus}"/>
</MultiDataTrigger.Conditions>
<MultiDataTrigger.Setters>
<Setter Property="Background" Value="{x:Static Member=working_order_background_brush, MemberType={uc:Nested uc:BTSColors.Orders}}"/>
</MultiDataTrigger.Setters>
</MultiDataTrigger>
</Style.Triggers>
</Style>
<DataTemplate x:Key="{x:Static sp:OrderBookView.RowTemplateKey}">
<sp:OrderBookRowView/>
</DataTemplate>
</ResourceDictionary>
</UserControl.Resources>
<AdornerDecorator>
<Grid>
<Grid.RowDefinitions>
<RowDefinition />
<RowDefinition Height="Auto"/>
</Grid.RowDefinitions>
<c:DIYGrid
x:Name="_grid"
Grid.Row="0"
Columns="{Binding columns}"
CurrentRow="{Binding current_row, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
Rows="{Binding rows}"
RowStyle="{StaticResource {x:Static sp:OrderBookView.RowStyleKey}}"
RowTemplate="{StaticResource {x:Static sp:OrderBookView.RowTemplateKey}}"
SelectionHighlight="{Binding grid_settings_manager.selection_highlight, Mode=OneWay}"
>
<c:DIYGrid.Resources>
<ResourceDictionary>
<SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Checked.Fill" Color="#FF595959"/>
<SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Checked.Stroke" Color="#FF262626"/>
<SolidColorBrush x:Key="TreeViewItem.TreeArrow.MouseOver.Stroke" Color="#FF27C7F7"/>
<SolidColorBrush x:Key="TreeViewItem.TreeArrow.MouseOver.Fill" Color="#FFCCEEFB"/>
<SolidColorBrush x:Key="TreeViewItem.TreeArrow.MouseOver.Checked.Stroke" Color="#FF1CC4F7"/>
<SolidColorBrush x:Key="TreeViewItem.TreeArrow.MouseOver.Checked.Fill" Color="#FF82DFFB"/>
<PathGeometry x:Key="TreeArrow" Figures="M0,0 L0,6 L6,0 z"/>
<SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Fill" Color="#FFFFFFFF"/>
<SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Stroke" Color="#FF818181"/>
<Style x:Key="{x:Static sp:OrderBookView.ExpandCollapseToggleStyleKey}" TargetType="{x:Type ToggleButton}">
<Setter Property="Focusable" Value="False"/>
<Setter Property="Width" Value="16"/>
<Setter Property="Height" Value="16"/>
<Setter Property="Template">
<Setter.Value>
<ControlTemplate TargetType="{x:Type ToggleButton}">
<Border Background="Transparent" Height="16" Padding="0,5,5,5" Width="16">
<Path x:Name="ExpandPath" Data="{StaticResource TreeArrow}" Fill="{StaticResource TreeViewItem.TreeArrow.Static.Fill}" Stroke="{StaticResource TreeViewItem.TreeArrow.Static.Stroke}">
<Path.RenderTransform>
<RotateTransform Angle="135" CenterY="3" CenterX="3"/>
</Path.RenderTransform>
</Path>
</Border>
<ControlTemplate.Triggers>
<Trigger Property="IsChecked" Value="True">
<Setter Property="RenderTransform" TargetName="ExpandPath">
<Setter.Value>
<RotateTransform Angle="180" CenterY="3" CenterX="3"/>
</Setter.Value>
</Setter>
<Setter Property="Fill" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.Static.Checked.Fill}"/>
<Setter Property="Stroke" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.Static.Checked.Stroke}"/>
</Trigger>
<Trigger Property="IsMouseOver" Value="True">
<Setter Property="Stroke" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.MouseOver.Stroke}"/>
<Setter Property="Fill" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.MouseOver.Fill}"/>
</Trigger>
<MultiTrigger>
<MultiTrigger.Conditions>
<Condition Property="IsMouseOver" Value="True"/>
<Condition Property="IsChecked" Value="True"/>
</MultiTrigger.Conditions>
<Setter Property="Stroke" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.MouseOver.Checked.Stroke}"/>
<Setter Property="Fill" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.MouseOver.Checked.Fill}"/>
</MultiTrigger>
</ControlTemplate.Triggers>
</ControlTemplate>
</Setter.Value>
</Setter>
</Style>
<Style TargetType="{x:Type ToolTip}">
<Style.Triggers>
<Trigger Property="Content" Value="{x:Static sys:String.Empty}">
<Setter Property="Visibility" Value="Collapsed" />
</Trigger>
<Trigger Property="Content" Value="{x:Null}">
<Setter Property="Visibility" Value="Collapsed" />
</Trigger>
</Style.Triggers>
</Style>
</ResourceDictionary>
</c:DIYGrid.Resources>
<c:DIYGrid.InputBindings>
<MouseBinding MouseAction="LeftDoubleClick" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
<KeyBinding Key="Return" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
</c:DIYGrid.InputBindings>
<c:DIYGrid.CommandBindings>
<CommandBinding
Command="{x:Static c:DIYGrid.DefaultRowCommand}"
Executed="{x:Static c:DIYGrid.DefaultRowActionExecuted}"
CanExecute="{x:Static c:DIYGrid.DefaultRowActionCanExecute}"
/>
</c:DIYGrid.CommandBindings>
</c:DIYGrid>
<StatusBar Grid.Row="1" DockPanel.Dock="Bottom">
<StatusBarItem HorizontalAlignment="Right">
<TextBlock>
<Run Text="Orders:"/>
<Run Text="{Binding rows.Count, Mode=OneWay}" />
<Run Text="of"/>
<Run Text="{Binding rows.total_row_count, Mode=OneWay}" />
</TextBlock>
</StatusBarItem>
</StatusBar>
</Grid>
</AdornerDecorator>
</UserControl>
@@ -2,27 +2,31 @@
using bts.api.orderman;
using bts.shell;
using bts.spark;
using bts.view;
using mbts.persist;
using mbts.ui;
using mbts.ui.converters;
using mbts.ui.extensions;
using mbts.ui.spark;
using mbts.ui.utility;
using mbts.utils;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Reactive.Linq;
using System.Windows;
using System.Windows.Data;
using System.Windows.Input;
using System.Windows.Media;
//using IOrderBookWSM = mbts.persist.IWindowSettingsManager<mbts.spark.GridSettingsWithNotifications<mbts.spark.OrderRecordTuple, mbts.OrderRecordTuplePredicate>>;
using OrderBookGridSettings = bts.shell.OrderBookWindowFactory.OrderBookGridSettings;
using OrderBookGridSettingsVM = mbts.spark.GridSettingsVM<bts.api.orderman.OrderSecurity, mbts.OrderRecordTuplePredicate, bts.shell.OrderBookWindowFactory.OrderBookGridSettings>;
namespace mbts.spark {
internal class OrderBookWindow : SparkWindow<OrderBookWindowFactory.OrderBookStartupData>, ISharedWindow {
const string _window_type = "OrderBook", ORDERBOOK_THREAD_ID = "OrderBook", _default_title = "Order Book";
const string _window_type = "OrderBook", _default_title = "Order Book";
readonly INotificationService _notification_service;
readonly IWindowSettingsManager<OrderBookGridSettings> _settings_manager;
IDisposable _attachment_exit_sub;
OrderBookWindowFactory.OrderBookStartupData _state;
OrdersModel _model;
OrderBookVM _vm;
@@ -30,17 +34,6 @@ namespace mbts.spark {
OrderBookWindowFactory _factory;
SparkCommand[] _commands;
SparkCommand _show_fills_command
, _modify_order_command
, _cancel_buy_orders_command
, _cancel_sell_orders_command
, _cancel_all_orders_command
, _cancel_selected_orders_command
, _recreate_selected_orders_command
, _toggle_collapse_all_command
, _toggle_expand_all_command
, _show_grid_settings_command;
public OrderBookWindow(OrdersModel model, OrderBookWindowFactory factory, IBus bus, INotificationService notification_service,
OrderBookWindowFactory.OrderBookStartupData state, ImageSource icon, IWindowSettingsManager<OrderBookGridSettings> settings_manager)
: base(_default_title, bus, factory, SparkCommands.ShowOrders.icon) {
@@ -49,6 +42,7 @@ namespace mbts.spark {
_notification_service = notification_service;
_state = state;
_settings_manager = settings_manager;
thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().order_book ? "OrderBook" : null;
}
public override OrderBookWindowFactory.OrderBookStartupData SaveState => _state = _vm?.create();
@@ -61,10 +55,11 @@ namespace mbts.spark {
+ SPARK_MENU_COLLAPSED_WIDTH
+ LAUNCHER_BUTTON_BORDER_WIDTH
+ EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;
public string thread_id => ORDERBOOK_THREAD_ID;
public string thread_id { get; }
public override void Dispose() {
_commands.OfType<IDisposable>().DisposeAll();
Disposable.dispose(ref _attachment_exit_sub);
Disposable.dispose(ref _vm);
}
@@ -73,54 +68,86 @@ namespace mbts.spark {
_vm.load_from(_state);
_view = new OrderBookView(_vm);
_show_fills_command = SparkCommands.ShowFills.complete(() => new FillsWindowFactory.StartupData(_vm.selected_orders.Select(r => r.Key).ToArray()));
var show_fills_command = SparkCommands.ShowFills.complete(() => new FillsWindowFactory.StartupData(_vm.selected_orders.Select(r => r.Key).ToArray()));
_modify_order_command = SparkCommands.ShowModifyOrder.complete(
() => _vm.current_order.Value.Key,
can_execute: () => {
if (_vm.current_order.HasValue) {
return _vm.current_order.Value.State.Status == bts.api.orderman.OrderStatus.Working;
}
return false;
}
);
var toggle_right_panel_is_visible_command = new SparkCommandCommand(
get_toggle_algo_editor_cmd_title(),
Icons.ModifyOrder,
_vm.toggle_algo_editor_is_visible_cmd,
new KeyGesture(Key.M, ModifierKeys.Control | ModifierKeys.Shift));
_cancel_buy_orders_command = SparkCommands.CancelBuyOrders.complete(
var cancel_buy_orders_command = SparkCommands.CancelBuyOrders.complete(
_model.working_orders.Select(os => os.Values.Where(o => o.order.side() == Side.Buy).Select(o => o.order.Key)),
wbids => wbids.Any()
wbids => wbids.Any(),
() => {
var resp = BTSMessageBox.Show(
"Are you sure you want to cancel all BUY orders?",
"Cancel Buy Orders",
BTSMessageBoxButtons.Yes | BTSMessageBoxButtons.No,
MessageBoxImage.Question);
return resp == BTSMessageBoxButtons.Yes;
}
);
_cancel_sell_orders_command = SparkCommands.CancelSellOrders.complete(
var cancel_sell_orders_command = SparkCommands.CancelSellOrders.complete(
_model.working_orders.Select(os => os.Values.Where(o => o.order.side() == Side.Sell).Select(o => o.order.Key)),
wasks => wasks.Any()
wasks => wasks.Any(),
() => {
var resp = BTSMessageBox.Show(
"Are you sure you want to cancel all SELL orders?",
"Cancel Sell Orders",
BTSMessageBoxButtons.Yes | BTSMessageBoxButtons.No,
MessageBoxImage.Question);
return resp == BTSMessageBoxButtons.Yes;
}
);
_cancel_all_orders_command = SparkCommands.CancelOrders.complete(
var cancel_all_orders_command = SparkCommands.CancelOrders.complete(
_model.working_orders.Select(os => os.Select(o => o.Key)),
worders => worders.Any()
worders => worders.Any(),
() => {
var resp = BTSMessageBox.Show(
"Are you sure you want to cancel ALL orders?",
"Cancel All Orders",
BTSMessageBoxButtons.Yes | BTSMessageBoxButtons.No,
MessageBoxImage.Question);
return resp == BTSMessageBoxButtons.Yes;
}
);
_cancel_selected_orders_command = SparkCommands.CancelSelectedOrders.complete(
var cancel_selected_orders_command = SparkCommands.CancelSelectedOrders.complete(
() => _vm.selected_orders.Where(x => x.status() == OrderStatus.Working).Select(x => x.Key),
can_execute: () => _vm.selected_orders.Any(x => x.status() == OrderStatus.Working)
);
_recreate_selected_orders_command = SparkCommands.RecreateSelectedOrders.complete(
var recreate_selected_orders_command = SparkCommands.RecreateSelectedOrders.complete(
() =>
_vm.selected_orders.Where(x => _passes_recreate_search_criteria(x))
_vm.selected_orders.Where(x => passes_recreate_search_criteria(x))
.Select(x => (x.Def, x.State.Price, x.State.Quantity - x.State.FilledQuantity)),
can_execute: () => _vm.selected_orders.Any(x => _passes_recreate_search_criteria(x))
can_execute: () => _vm.selected_orders.Any(x => passes_recreate_search_criteria(x))
);
_toggle_collapse_all_command = new SparkCommandCommand("Collapse All",
var attach_selected_orders_command = new SparkCommandCommand(
"Attach To Selected Orders",
Icons.AttachAlgos,
new DelegateCommand(_vm.begin_attach_algos, () => _vm.selected_rows.Count > 0),
new KeyGesture(Key.A, ModifierKeys.Control | ModifierKeys.Shift));
var detach_selected_orders_command = new SparkCommandCommand(
"Detach And Cancel Selected Orders",
Icons.DetachAlgos,
new DelegateCommand(_vm.detach_selected_algos, () => _vm.selected_rows.Count > 0),
new KeyGesture(Key.D, ModifierKeys.Control | ModifierKeys.Shift));
var toggle_collapse_all_command = new SparkCommandCommand("Collapse All",
Icons.RightArrow,
_vm.collapse_all_rows_command);
_toggle_expand_all_command = new SparkCommandCommand("Expand All",
var toggle_expand_all_command = new SparkCommandCommand("Expand All",
Icons.DownArrow,
_vm.expand_all_rows_command);
_show_grid_settings_command = SparkCommands.window_settings_command(new DialogCommand(() => {
var show_grid_settings_command = SparkCommands.window_settings_command(new DialogCommand(() => {
var gs_vm = new WindowSettingsDialogVM<OrderBookGridSettings, OrderBookGridSettingsVM>(
_settings_manager,
us => us.order_book_grid,
@@ -145,31 +172,44 @@ namespace mbts.spark {
return dialog;
}));
_commands = new SparkCommand[] {
_show_fills_command,
_modify_order_command,
_cancel_selected_orders_command,
_cancel_buy_orders_command,
_cancel_sell_orders_command,
_cancel_all_orders_command,
_recreate_selected_orders_command,
_toggle_collapse_all_command,
_toggle_expand_all_command,
_show_grid_settings_command
_commands = new SparkCommand[] {
show_fills_command,
toggle_right_panel_is_visible_command,
cancel_selected_orders_command,
cancel_buy_orders_command,
cancel_sell_orders_command,
cancel_all_orders_command,
recreate_selected_orders_command,
attach_selected_orders_command,
detach_selected_orders_command,
toggle_collapse_all_command,
toggle_expand_all_command,
show_grid_settings_command
};
_vm.selected_order_changed += _vm_selected_order_changed;
_vm.as_demuxer().subscribe<bool>(nameof(OrderBookVM.algo_editor_is_visible))
.Subscribe(_ => toggle_right_panel_is_visible_command.title = get_toggle_algo_editor_cmd_title());
_vm.selected_order_changed += vm_selected_order_changed;
// local methods
string get_toggle_algo_editor_cmd_title() =>
$"{(_vm.algo_editor_is_visible ? "Hide" : "Show")} Order Params";
bool passes_recreate_search_criteria(OrderRecordImmutable record) =>
(record.status() == OrderStatus.Canceled || record.status() == OrderStatus.Error) &&
!record.has_parent() &&
record.State.Quantity > record.State.FilledQuantity;
void vm_selected_order_changed(OrderRecordImmutable? e) {
cancel_selected_orders_command.raiseCanExecuteChanged();
recreate_selected_orders_command.raiseCanExecuteChanged();
attach_selected_orders_command.raiseCanExecuteChanged();
detach_selected_orders_command.raiseCanExecuteChanged();
}
}
private bool _passes_recreate_search_criteria(OrderRecordImmutable record) {
return (record.status() == OrderStatus.Canceled || record.status() == OrderStatus.Error)
&& !record.has_parent()
&& record.State.Quantity > record.State.FilledQuantity;
}
private void _vm_selected_order_changed(OrderRecordImmutable? e) {
_modify_order_command.raiseCanExecuteChanged();
_cancel_selected_orders_command.raiseCanExecuteChanged();
_recreate_selected_orders_command.raiseCanExecuteChanged();
}
protected override void OnParentViewCreated(SparkWindowView parent_view) =>
Disposable.replace(ref _attachment_exit_sub, parent_view.SubscribePreviewKeyDown((s, e) => {
if (e.Key == Key.Escape || (e.Key == Key.Z && KeyboardExtensions.IsCtrlDown()))
_vm.is_attaching_algos = false;
}));
}
}
@@ -12,10 +12,11 @@ using mbts.ui.settings;
using ProtoBuf;
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.Reactive.Linq;
using System.Threading.Tasks;
using System.Windows;
using static mbts.spark.OrderBookView;
using Columns = mbts.spark.OrderBookGridView.ColumnKeys;
namespace bts.shell {
internal class OrderBookWindowFactory : ShellWindowFactory<OrderBookWindowFactory.OrderBookStartupData> {
@@ -49,24 +50,57 @@ namespace bts.shell {
[ProtoContract]
public class OrderBookStartupData {
//[ProtoMember(5)]
//public readonly List<SortingCriteria> sort_criteria;
const bool _default_algo_editor_is_visible = true;
const double
_default_right_panel_width = 400,
_default_fills_slave_grid_height = 138;
// ALREADY USED TAGS
// [ProtoMember(5)]
// public readonly List<SortingCriteria> sort_criteria;
// filters
[ProtoMember(10)]
public FilterStates filters;
// grid
[ProtoMember(15)]
[Obsolete]
public GridSettings grid;
// algo editor is visible
[ProtoMember(16)]
[DefaultValue(_default_algo_editor_is_visible)]
public bool algo_editor_is_visible { get; set; }
// right panel width
[ProtoMember(17)]
[DefaultValue(_default_right_panel_width)]
public double right_panel_width { get; set; }
// fills slave grid height
[ProtoMember(18)]
[DefaultValue(_default_fills_slave_grid_height)]
public double fills_slave_grid_height { get; set; }
// fills slave grid is visible
[ProtoMember(19)]
public bool fills_slave_grid_is_visible { get; set; }
// predicate animations
[ProtoMember(20)]
[Obsolete]
List<OrderRecordTuplePredicateAnimations> _predicate_animations;
// use defaults
[ProtoMember(25)]
public bool use_defaults;
public OrderBookStartupData() { }
public OrderBookStartupData() {
algo_editor_is_visible = _default_algo_editor_is_visible;
right_panel_width = _default_right_panel_width;
fills_slave_grid_height = _default_fills_slave_grid_height;
}
public OrderBookStartupData(FilterStates filters, GridSettings grid = default, IEnumerable<OrderRecordTuplePredicateAnimations> predicate_animations = null, bool use_defaults = false) {
public OrderBookStartupData(FilterStates filters, GridSettings grid = default, bool algo_editor_is_visible = false, double right_panel_width = 0, double fills_slave_grid_height = 0, bool fills_slave_grid_is_visible = false, IEnumerable<OrderRecordTuplePredicateAnimations> predicate_animations = null, bool use_defaults = false) {
this.filters = filters;
this.use_defaults = use_defaults;
this.algo_editor_is_visible = algo_editor_is_visible;
this.right_panel_width = right_panel_width;
this.fills_slave_grid_height = fills_slave_grid_height;
this.fills_slave_grid_is_visible = fills_slave_grid_is_visible;
#pragma warning disable CS0612 // Type or member is obsolete
this.grid = grid;
_predicate_animations = new List<OrderRecordTuplePredicateAnimations>();
@@ -83,9 +117,12 @@ namespace bts.shell {
public static OrderBookStartupData Default =>
new OrderBookStartupData(
new FilterStates {
statuses = new[] { OrderStatus.Working }
}, _default_general_grid, use_defaults: true);
new FilterStates { statuses = new[] { OrderStatus.Working } },
_default_general_grid,
_default_algo_editor_is_visible,
_default_right_panel_width,
_default_fills_slave_grid_height,
use_defaults: true);
public static OrderBookGridSettings DefaultGrid => new OrderBookGridSettings(_default_general_grid);
@@ -115,6 +152,7 @@ namespace bts.shell {
public static GridColumnSettings security_key => new GridColumnSettings(Columns.SecurityKey.ToString(), DIYGrid.DefaultColumnHeaders.SecurityKey, is_visible: false, width: DIYGrid.DefaultColumnWidths.SecurityKey);
public static GridColumnSettings order_key => new GridColumnSettings(Columns.OrderKey.ToString(), DIYGrid.DefaultColumnHeaders.OrderKey, width: DIYGrid.DefaultColumnWidths.OrderKey);
public static GridColumnSettings parent_key => new GridColumnSettings(Columns.ParentKey.ToString(), "Parent Key", width: DIYGrid.DefaultColumnWidths.ParentKey);
public static GridColumnSettings attached_target_order_key => new GridColumnSettings(Columns.AttachedTargetOrderKey.ToString(), DIYGrid.DefaultColumnHeaders.AttachedTargetOrderKey, width: DIYGrid.DefaultColumnWidths.ParentKey);
public static IEnumerable<SortingCriteria> sorting_criterion {
get {
@@ -145,11 +183,12 @@ namespace bts.shell {
yield return security_key;
yield return order_key;
yield return parent_key;
yield return attached_target_order_key;
}
}
private static HashSet<GridColumnSettings> _mini_mode_columns_to_hide = new HashSet<GridColumnSettings> {
time_created, exchange, sub_type, quantity, price, avg_price, last_price, status, last_message, security_key, order_key, parent_key
time_created, exchange, sub_type, quantity, price, avg_price, last_price, status, last_message, security_key, order_key, parent_key, attached_target_order_key
};
public static IEnumerable<GridColumnSettings> mini {
@@ -208,11 +247,17 @@ namespace bts.shell {
public api.orderman.OrderSubType[] order_sub_types;
[ProtoMember(20)]
public string[] symbols;
[ProtoMember(21)]
public string parent_key_regex;
[ProtoMember(22)]
public string attached_target_order_key_regex;
public bool Equals(FilterStates other) =>
other != null &&
security_criteria.safe_equals(other.security_criteria) &&
order_key_regex == other.order_key_regex &&
parent_key_regex == other.parent_key_regex &&
attached_target_order_key_regex == other.attached_target_order_key_regex &&
time_created.Equals(other.time_created) &&
EqualityComparer.safe_sequence_equals(users, other.users) &&
EqualityComparer.safe_sequence_equals(accounts, other.accounts) &&
@@ -230,6 +275,32 @@ namespace bts.shell {
last_change.Equals(other.last_change) &&
EqualityComparer.safe_sequence_equals(order_sub_types, other.order_sub_types) &&
EqualityComparer.safe_sequence_equals(symbols, other.symbols);
public override bool Equals(object obj) => Equals(obj as FilterStates);
public override int GetHashCode() =>
EqualityComparer.aggregate_hash(
security_criteria?.GetHashCode() ?? 0,
order_key_regex?.GetHashCode() ?? 0,
parent_key_regex?.GetHashCode() ?? 0,
attached_target_order_key_regex?.GetHashCode() ?? 0,
time_created.GetHashCode(),
EqualityComparer.safe_aggregate_hash(users),
EqualityComparer.safe_aggregate_hash(accounts),
EqualityComparer.safe_aggregate_hash(exchanges),
EqualityComparer.safe_aggregate_hash(tifs),
EqualityComparer.safe_aggregate_hash(order_types),
EqualityComparer.safe_aggregate_hash(sides),
qty?.GetHashCode() ?? 0,
price?.GetHashCode() ?? 0,
qty_filled?.GetHashCode() ?? 0,
avg_price?.GetHashCode() ?? 0,
last_price?.GetHashCode() ?? 0,
EqualityComparer.safe_aggregate_hash(statuses),
exchange_message_regex?.GetHashCode() ?? 0,
last_change.GetHashCode(),
EqualityComparer.safe_aggregate_hash(order_sub_types),
EqualityComparer.safe_aggregate_hash(symbols));
}
[ProtoContract]
@@ -240,7 +311,7 @@ namespace bts.shell {
List<OrderRecordTuplePredicateAnimations> _predicate_animations;
public OrderBookGridSettings() { }
public OrderBookGridSettings(GridSettings general = default, IEnumerable<OrderRecordTuplePredicateAnimations> predicate_animations = null) {
public OrderBookGridSettings(GridSettings general = default, IEnumerable<OrderRecordTuplePredicateAnimations> predicate_animations = null, double right_panel_width = double.NaN) {
this.general = general;
_predicate_animations = new List<OrderRecordTuplePredicateAnimations>();
if (predicate_animations != null)
@@ -0,0 +1,63 @@
using mbts.ui;
using mbts.ui.controls;
using mbts.ui.controls.adorners;
using mbts.ui.extensions;
using System;
using System.Reactive.Linq;
using System.Windows;
using System.Windows.Input;
namespace mbts.spark {
partial class OrderBookView {
public class OrderBookAttachmentTargetAdorner : DIYGridRowHighlighterAdorner, IDisposable {
IDisposable _attach_op;
bool _is_active, _is_disposed;
#region IsActive
public static readonly DependencyProperty IsActiveProperty =
WPFHelper.create_dp<bool, OrderBookAttachmentTargetAdorner>(
nameof(IsActive),
FrameworkPropertyMetadataOptions.AffectsRender,
(o, v) => {
o._is_active = v;
Disposable.dispose(ref o._attach_op);
if (v && !o._is_disposed) {
o.IsHitTestVisible = true;
o._attach_op = Disposable.Create(
o.SubscribePreviewMouseDown((s, e) => {
if (e.ChangedButton == MouseButton.Left) {
if (e.ClickCount > 1 && o.TargetRow is OrderBookRowVM r) {
e.Handled = true;
o._raise_target_row_selected(r);
}
}
}),
o.AdornedElement.SubscribeMouseHoverRow<OrderBookRowVM>().Subscribe(row => o.TargetRow = row));
} else {
o.IsHitTestVisible = false;
o.TargetRow = null;
}
},
false);
public bool IsActive {
get => (bool)GetValue(IsActiveProperty);
set => SetValue(IsActiveProperty, value);
}
public event Action<OrderBookRowVM> TargetRowSelected;
#endregion
public OrderBookAttachmentTargetAdorner(DIYGrid grid) : base(grid) { }
public void Dispose() {
if (!_is_disposed) {
_is_disposed = true;
Disposable.dispose(ref _attach_op);
}
}
void _raise_target_row_selected(OrderBookRowVM row) => TargetRowSelected?.Invoke(row);
}
}
}
@@ -0,0 +1,132 @@
<c:DIYGrid
x:Class="mbts.spark.OrderBookGridView"
x:ClassModifier="internal"
x:Name="_grid"
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
xmlns:order="clr-namespace:bts.api.orderman;assembly=spark_api"
xmlns:sp="clr-namespace:mbts.spark"
xmlns:u="clr-namespace:mbts.ui"
xmlns:c="clr-namespace:mbts.ui.controls"
xmlns:usp="clr-namespace:mbts.ui.spark"
xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
xmlns:sys="clr-namespace:System;assembly=mscorlib"
>
<c:DIYGrid.Resources>
<ResourceDictionary>
<ResourceDictionary.MergedDictionaries>
<ResourceDictionary Source="/view/Controls/DataGridEx/Filters/Views/FilterTemplates.xaml"/>
</ResourceDictionary.MergedDictionaries>
<!--Primitive Resources (Brushes, Colors, etc.)-->
<SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Checked.Fill" Color="#FF595959"/>
<SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Checked.Stroke" Color="#FF262626"/>
<SolidColorBrush x:Key="TreeViewItem.TreeArrow.MouseOver.Stroke" Color="#FF27C7F7"/>
<SolidColorBrush x:Key="TreeViewItem.TreeArrow.MouseOver.Fill" Color="#FFCCEEFB"/>
<SolidColorBrush x:Key="TreeViewItem.TreeArrow.MouseOver.Checked.Stroke" Color="#FF1CC4F7"/>
<SolidColorBrush x:Key="TreeViewItem.TreeArrow.MouseOver.Checked.Fill" Color="#FF82DFFB"/>
<SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Fill" Color="#FFFFFFFF"/>
<SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Stroke" Color="#FF818181"/>
<PathGeometry x:Key="TreeArrow" Figures="M0,0 L0,6 L6,0 z"/>
<!--Converters-->
<uspcv:OrderSubTypeDisplayTextConverter x:Key="OrderSubTypeLongDisplayTextConverter" UseLongName="True" />
<!--DataTemplates-->
<DataTemplate x:Key="{x:Static sp:OrderBookGridView.SubTypeFilterTemplateKey}">
<usp:FilterContentControl
ApplyCommandParameter="{Binding}"
ApplyCommand="{x:Static c:DataGridFilterProperties.CommitCommand}"
ClearCommandParameter="{Binding}"
ClearCommand="{x:Static c:DataGridFilterProperties.ClearCommand}"
>
<c:ListBoxEx
ItemsSource="{Binding items}"
Selection="{Binding selected_items}"
SelectionMode="Multiple"
ItemContainerStyle="{StaticResource ListBoxItemCheckBoxStyle}"
>
<c:ListBoxEx.ItemTemplate>
<DataTemplate>
<TextBlock Text="{Binding Converter={StaticResource OrderSubTypeLongDisplayTextConverter}}"/>
</DataTemplate>
</c:ListBoxEx.ItemTemplate>
</c:ListBoxEx>
</usp:FilterContentControl>
</DataTemplate>
<!--Styles-->
<Style x:Key="{x:Static sp:OrderBookGridView.ExpandCollapseToggleStyleKey}" TargetType="{x:Type ToggleButton}">
<Setter Property="Focusable" Value="False"/>
<Setter Property="Width" Value="16"/>
<Setter Property="Height" Value="16"/>
<Setter Property="Template">
<Setter.Value>
<ControlTemplate TargetType="{x:Type ToggleButton}">
<Border Background="Transparent" Height="16" Padding="0,5,5,5" Width="16">
<Path x:Name="ExpandPath" Data="{StaticResource TreeArrow}" Fill="{StaticResource TreeViewItem.TreeArrow.Static.Fill}" Stroke="{StaticResource TreeViewItem.TreeArrow.Static.Stroke}">
<Path.RenderTransform>
<RotateTransform Angle="135" CenterY="3" CenterX="3"/>
</Path.RenderTransform>
</Path>
</Border>
<ControlTemplate.Triggers>
<Trigger Property="IsChecked" Value="True">
<Setter Property="RenderTransform" TargetName="ExpandPath">
<Setter.Value>
<RotateTransform Angle="180" CenterY="3" CenterX="3"/>
</Setter.Value>
</Setter>
<Setter Property="Fill" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.Static.Checked.Fill}"/>
<Setter Property="Stroke" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.Static.Checked.Stroke}"/>
</Trigger>
<Trigger Property="IsMouseOver" Value="True">
<Setter Property="Stroke" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.MouseOver.Stroke}"/>
<Setter Property="Fill" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.MouseOver.Fill}"/>
</Trigger>
<MultiTrigger>
<MultiTrigger.Conditions>
<Condition Property="IsMouseOver" Value="True"/>
<Condition Property="IsChecked" Value="True"/>
</MultiTrigger.Conditions>
<Setter Property="Stroke" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.MouseOver.Checked.Stroke}"/>
<Setter Property="Fill" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.MouseOver.Checked.Fill}"/>
</MultiTrigger>
</ControlTemplate.Triggers>
</ControlTemplate>
</Setter.Value>
</Setter>
</Style>
<Style TargetType="{x:Type ToolTip}">
<Style.Triggers>
<Trigger Property="Content" Value="{x:Static sys:String.Empty}">
<Setter Property="Visibility" Value="Collapsed" />
</Trigger>
<Trigger Property="Content" Value="{x:Null}">
<Setter Property="Visibility" Value="Collapsed" />
</Trigger>
</Style.Triggers>
</Style>
</ResourceDictionary>
</c:DIYGrid.Resources>
<c:DIYGrid.InputBindings>
<MouseBinding MouseAction="LeftDoubleClick" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
<KeyBinding Key="Return" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
</c:DIYGrid.InputBindings>
<c:DIYGrid.RowStyle>
<Style TargetType="ListBoxItem" BasedOn="{StaticResource DIYGridRowStyle}">
<Style.Triggers>
<MultiDataTrigger>
<MultiDataTrigger.Conditions>
<Condition Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="False"/>
<Condition Binding="{Binding status}" Value="{u:Enum Working, Type=order:OrderStatus}"/>
</MultiDataTrigger.Conditions>
<MultiDataTrigger.Setters>
<Setter Property="Background" Value="{x:Static Member=working_order_background_brush, MemberType={u:Nested u:BTSColors.Orders}}"/>
</MultiDataTrigger.Setters>
</MultiDataTrigger>
</Style.Triggers>
</Style>
</c:DIYGrid.RowStyle>
<c:DIYGrid.RowTemplate>
<DataTemplate>
<sp:OrderBookRowView/>
</DataTemplate>
</c:DIYGrid.RowTemplate>
</c:DIYGrid>
@@ -1,11 +1,7 @@
using mbts.ui.controls;
using System.Windows.Controls;
namespace mbts.spark {
internal partial class OrderBookView : UserControl {
// IMPORTANT: these enums are stored as strings in the general-purpose GridColumnSettings proto, and are used to ID THE COLUMNS!
// Do NOT RENAME them! However, if you must, be sure to write an IShellWindowMigrationRule or something to account for backwards compatability.
public enum Columns { Security, Symbol, Time, LastChange, User, Account, Exchange, TimeInForce, OrderType, SubType, Side, Size, Price, Filled, AvgFilled, LastPrice, Status, LastMessage, SecurityKey, OrderKey, ParentKey, Cancel, EditableQty, EditablePrice }
internal partial class OrderBookGridView : DIYGrid {
public const string
SubTypeFilterTemplateKey = "SubTypeFilterTemplate",
ExpandCollapseToggleStyleKey = "ExpandCollapseToggleStyle",
@@ -14,13 +10,41 @@ namespace mbts.spark {
CVRowStyleKey = "CVRowStyle",
CVRowTemplateKey = "CVRowTemplateKey";
public OrderBookView(OrderBookVM vm) {
InitializeComponent();
DataContext = vm;
// IMPORTANT: these enums are stored as strings in the general-purpose GridColumnSettings proto, and are used to ID THE COLUMNS!
// Do NOT RENAME them! However, if you must, be sure to write an IShellWindowMigrationRule or something to account for backwards compatability.
public enum ColumnKeys {
Security,
Symbol,
Time,
LastChange,
User,
Account,
Exchange,
TimeInForce,
OrderType,
SubType,
Side,
Size,
Price,
Filled,
AvgFilled,
LastPrice,
Status,
LastMessage,
SecurityKey,
OrderKey,
ParentKey,
AttachedTargetOrderKey,
Cancel,
EditableQty,
EditablePrice
}
public OrderBookGridView() =>
InitializeComponent();
}
class OrderBookRowView : DIYGrid.HighPerformanceRow<OrderBookRowVM, OrderBookView.Columns> {
class OrderBookRowView : DIYGrid.HighPerformanceRow<OrderBookRowVM, OrderBookGridView.ColumnKeys> {
public OrderBookRowView() : base() { }
}
}
@@ -0,0 +1,407 @@
<UserControl
x:Class="mbts.spark.OrderBookView"
x:ClassModifier="internal"
x:Name="Root"
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
xmlns:sp="clr-namespace:mbts.spark"
xmlns:u="clr-namespace:mbts.ui"
xmlns:c="clr-namespace:mbts.ui.controls"
xmlns:cv="clr-namespace:mbts.ui.converters"
xmlns:usp="clr-namespace:mbts.ui.spark"
xmlns:sys="clr-namespace:System;assembly=mscorlib"
Grid.Row="0"
FocusManager.IsFocusScope="True"
Background="{StaticResource CommonBackground}"
>
<UserControl.Resources>
<ResourceDictionary>
<ResourceDictionary.MergedDictionaries>
<ResourceDictionary Source="/view/Controls/DataGridEx/Filters/Views/FilterTemplates.xaml"/>
<ResourceDictionary Source="/Modules/Trading/OrderBook/View/OrderParamsPanel.xaml"/>
</ResourceDictionary.MergedDictionaries>
<sys:Double x:Key="GridSplitterWidth">5</sys:Double>
<sys:Double x:Key="FillsSlaveGridMinHeight">64</sys:Double>
<SolidColorBrush x:Key="AlgoAttachmentBackground" Color="#55009500"/>
<cv:GridLengthConverter x:Key="GridLengthPixelConverter" UnitType="Pixel"/>
<Style TargetType="GridSplitter">
<Style.Triggers>
<Trigger Property="IsMouseOver" Value="True">
<Setter Property="Background" Value="{StaticResource Control.MediumGrayBrush}"/>
<Setter Property="BorderBrush" Value="{StaticResource Control.MediumGrayBrush}"/>
</Trigger>
</Style.Triggers>
</Style>
<Style x:Key="{x:Static usp:OrderParamsPanel.BestBidPriceButtonStyleKey}" TargetType="Button" BasedOn="{StaticResource {x:Type Button}}">
<Setter Property="ToolTip">
<Setter.Value>
<ToolTip DataContext="{Binding PlacementTarget.Parent.DataContext, RelativeSource={RelativeSource Self}}">
<TextBlock Text="{Binding security, StringFormat='Best Bid Price ({0})'}"/>
</ToolTip>
</Setter.Value>
</Setter>
</Style>
<Style x:Key="{x:Static usp:OrderParamsPanel.BestBidSizeButtonStyleKey}" TargetType="Button" BasedOn="{StaticResource {x:Type Button}}">
<Setter Property="Command" Value="{Binding DataContext.size_calculator.set_value_command, RelativeSource={RelativeSource AncestorType=usp:OrderParamsPanel}}"/>
<Setter Property="CommandParameter" Value="{Binding BestBidSize, RelativeSource={RelativeSource AncestorType=usp:OrderParamsPanel}}"/>
<Setter Property="ToolTip">
<Setter.Value>
<ToolTip DataContext="{Binding PlacementTarget.Parent.DataContext, RelativeSource={RelativeSource Self}}">
<TextBlock Text="{Binding security, StringFormat='Best Bid Size ({0})'}"/>
</ToolTip>
</Setter.Value>
</Setter>
</Style>
<Style x:Key="{x:Static usp:OrderParamsPanel.BestAskPriceButtonStyleKey}" TargetType="Button" BasedOn="{StaticResource {x:Type Button}}">
<Setter Property="ToolTip">
<Setter.Value>
<ToolTip DataContext="{Binding PlacementTarget.Parent.DataContext, RelativeSource={RelativeSource Self}}">
<TextBlock Text="{Binding security, StringFormat='Best Ask Price ({0})'}"/>
</ToolTip>
</Setter.Value>
</Setter>
</Style>
<Style x:Key="{x:Static usp:OrderParamsPanel.BestAskSizeButtonStyleKey}" TargetType="Button" BasedOn="{StaticResource {x:Type Button}}">
<Setter Property="Command" Value="{Binding DataContext.size_calculator.set_value_command, RelativeSource={RelativeSource AncestorType=usp:OrderParamsPanel}}"/>
<Setter Property="CommandParameter" Value="{Binding BestAskSize, RelativeSource={RelativeSource AncestorType=usp:OrderParamsPanel}}"/>
<Setter Property="ToolTip">
<Setter.Value>
<ToolTip DataContext="{Binding PlacementTarget.Parent.DataContext, RelativeSource={RelativeSource Self}}">
<TextBlock Text="{Binding security, StringFormat='Best Ask Size ({0})'}"/>
</ToolTip>
</Setter.Value>
</Setter>
</Style>
<Style x:Key="{x:Static usp:OrderParamsPanel.SizeCalculatorButtonStyleKey}" TargetType="Button" BasedOn="{StaticResource {x:Type Button}}">
<Setter Property="Command" Value="{Binding DataContext.size_calculator.click, RelativeSource={RelativeSource AncestorType=usp:OrderParamsPanel}}"/>
<Setter Property="CommandParameter" Value="{Binding}"/>
</Style>
</ResourceDictionary>
</UserControl.Resources>
<AdornerDecorator>
<Grid x:Name="ContentRoot">
<u:StateManager.Groups>
<u:StateGroupsManager Target="{Binding Source={u:DirectReference ContentRoot}}">
<u:StateDefinitionCollection>
<u:StateDefinition>
<MultiBinding Converter="{x:Static sp:OrderBookView.RightPanelVisualStateConverter}">
<Binding Path="DataContext.algo_editor_is_visible" Source="{u:DirectReference ContentRoot}"/>
<Binding Path="DataContext.is_attaching_algos" Source="{u:DirectReference ContentRoot}"/>
</MultiBinding>
</u:StateDefinition>
</u:StateDefinitionCollection>
</u:StateGroupsManager>
</u:StateManager.Groups>
<VisualStateManager.VisualStateGroups>
<VisualStateGroup Name="{x:Static GroupName, MemberType={u:Nested sp:OrderBookView.VisualStateNames.RightPanel}}">
<!--Normal State-->
<VisualState Name="{x:Static Normal, MemberType={u:Nested sp:OrderBookView.VisualStateNames.RightPanel}}"/>
<!--Attach Orders State-->
<VisualState Name="{x:Static AttachOrders, MemberType={u:Nested sp:OrderBookView.VisualStateNames.RightPanel}}">
<Storyboard>
<!--Orders Grid-->
<Int32Animation Storyboard.TargetName="orders_grid" Storyboard.TargetProperty="(Grid.ColumnSpan)" BeginTime="0" Duration="0" To="1"/>
<ObjectAnimationUsingKeyFrames Storyboard.TargetName="orders_grid" Storyboard.TargetProperty="(FrameworkElement.Cursor)">
<DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Cursors.Pen}"/>
</ObjectAnimationUsingKeyFrames>
<DoubleAnimationUsingKeyFrames Storyboard.TargetName="attachment_grid_overlay_border" Storyboard.TargetProperty="(UIElement.Opacity)">
<DiscreteDoubleKeyFrame KeyTime="0" Value="1"/>
</DoubleAnimationUsingKeyFrames>
<!--Right Panel-->
<ObjectAnimationUsingKeyFrames Storyboard.TargetName="right_panel_host" Storyboard.TargetProperty="(UIElement.Visibility)">
<DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
</ObjectAnimationUsingKeyFrames>
<ObjectAnimationUsingKeyFrames Storyboard.TargetName="right_panel_width_splitter" Storyboard.TargetProperty="(UIElement.Visibility)">
<DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
</ObjectAnimationUsingKeyFrames>
<!--Modify Orders Controls-->
<ObjectAnimationUsingKeyFrames Storyboard.TargetName="order_params_group_box" Storyboard.TargetProperty="(UIElement.Visibility)">
<DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Collapsed}"/>
</ObjectAnimationUsingKeyFrames>
<ObjectAnimationUsingKeyFrames Storyboard.TargetName="modify_orders_button" Storyboard.TargetProperty="(UIElement.Visibility)">
<DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Collapsed}"/>
</ObjectAnimationUsingKeyFrames>
<!--Fills Slave Grid-->
<ObjectAnimationUsingKeyFrames Storyboard.TargetName="fills_toggle_hyperlink" Storyboard.TargetProperty="(UIElement.Visibility)">
<DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Collapsed}"/>
</ObjectAnimationUsingKeyFrames>
<!--Attach Orders Controls-->
<ObjectAnimationUsingKeyFrames Storyboard.TargetName="attach_orders_dialog_skirt" Storyboard.TargetProperty="(UIElement.Visibility)">
<DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
</ObjectAnimationUsingKeyFrames>
<ObjectAnimationUsingKeyFrames Storyboard.TargetName="attachment_content_root" Storyboard.TargetProperty="(UIElement.Visibility)">
<DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
</ObjectAnimationUsingKeyFrames>
</Storyboard>
</VisualState>
<!--Modify Orders State-->
<VisualState Name="{x:Static ModifyOrders, MemberType={u:Nested sp:OrderBookView.VisualStateNames.RightPanel}}">
<Storyboard>
<!--Orders Grid-->
<Int32Animation Storyboard.TargetName="orders_grid" Storyboard.TargetProperty="(Grid.ColumnSpan)" BeginTime="0" Duration="0" To="1"/>
<!--Right Panel-->
<ObjectAnimationUsingKeyFrames Storyboard.TargetName="right_panel_host" Storyboard.TargetProperty="(UIElement.Visibility)">
<DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
</ObjectAnimationUsingKeyFrames>
<ObjectAnimationUsingKeyFrames Storyboard.TargetName="right_panel_width_splitter" Storyboard.TargetProperty="(UIElement.Visibility)">
<DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
</ObjectAnimationUsingKeyFrames>
</Storyboard>
</VisualState>
</VisualStateGroup>
</VisualStateManager.VisualStateGroups>
<Grid.RowDefinitions>
<RowDefinition Height="*"/>
<RowDefinition Height="Auto"/>
</Grid.RowDefinitions>
<Grid.ColumnDefinitions>
<ColumnDefinition Width="*"/>
<ColumnDefinition Width="{Binding right_panel_width, Converter={StaticResource GridLengthPixelConverter}, Mode=TwoWay}"/>
</Grid.ColumnDefinitions>
<sp:OrderBookGridView
x:Name="orders_grid"
Grid.ColumnSpan="2"
Background="Transparent"
Columns="{Binding columns}"
CurrentRow="{Binding current_row, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
Rows="{Binding rows}"
SelectionHighlight="{Binding grid_settings_manager.selection_highlight, Mode=OneWay}"
Cursor="Arrow"
/>
<Border
x:Name="attachment_grid_overlay_border"
Panel.ZIndex="1"
Width="{Binding ActualWidth, ElementName=orders_grid}"
Height="{Binding ActualHeight, ElementName=orders_grid}"
Background="{StaticResource AlgoAttachmentBackground}"
Opacity="0"
IsHitTestVisible="False"
/>
<GridSplitter
x:Name="right_panel_width_splitter"
Grid.Column="1"
Panel.ZIndex="1"
HorizontalAlignment="Left"
VerticalAlignment="Stretch"
Width="{StaticResource GridSplitterWidth}"
BorderThickness="1,0,0,0"
Visibility="Collapsed"
/>
<Grid x:Name="right_panel_host" Grid.Column="1" Visibility="Collapsed">
<Grid.RowDefinitions>
<RowDefinition Height="*"/>
<RowDefinition Height="Auto"/>
</Grid.RowDefinitions>
<Grid x:Name="right_panel_content_root">
<u:StateManager.Groups>
<u:StateGroupsManager Target="{Binding Source={u:DirectReference right_panel_content_root}}">
<u:StateDefinitionCollection>
<u:StateDefinition>
<MultiBinding Converter="{x:Static sp:OrderBookView.FillsSlaveGridStateConverter}">
<Binding Path="DataContext.fills_slave_grid_is_visible" Source="{u:DirectReference right_panel_content_root}"/>
<Binding Path="DataContext.is_attaching_algos" Source="{u:DirectReference right_panel_content_root}"/>
</MultiBinding>
</u:StateDefinition>
</u:StateDefinitionCollection>
</u:StateGroupsManager>
</u:StateManager.Groups>
<VisualStateManager.VisualStateGroups>
<VisualStateGroup Name="{x:Static GroupName, MemberType={u:Nested sp:OrderBookView.VisualStateNames.FillsPanel}}">
<VisualState Name="{x:Static Active, MemberType={u:Nested sp:OrderBookView.VisualStateNames.FillsPanel}}">
<Storyboard>
<ObjectAnimationUsingKeyFrames Storyboard.TargetName="fills_grid" Storyboard.TargetProperty="(UIElement.Visibility)">
<DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
</ObjectAnimationUsingKeyFrames>
<ObjectAnimationUsingKeyFrames Storyboard.TargetName="fills_order_params_splitter" Storyboard.TargetProperty="(UIElement.Visibility)">
<DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
</ObjectAnimationUsingKeyFrames>
<Int32AnimationUsingKeyFrames Storyboard.TargetName="order_params_group_box" Storyboard.TargetProperty="(Grid.Row)">
<DiscreteInt32KeyFrame KeyTime="0" Value="2"/>
</Int32AnimationUsingKeyFrames>
<Int32AnimationUsingKeyFrames Storyboard.TargetName="order_params_group_box" Storyboard.TargetProperty="(Grid.RowSpan)">
<DiscreteInt32KeyFrame KeyTime="0" Value="1"/>
</Int32AnimationUsingKeyFrames>
</Storyboard>
</VisualState>
<VisualState Name="{x:Static Inactive, MemberType={u:Nested sp:OrderBookView.VisualStateNames.FillsPanel}}"/>
</VisualStateGroup>
</VisualStateManager.VisualStateGroups>
<Grid.ColumnDefinitions>
<ColumnDefinition Width="{Binding Source={StaticResource GridSplitterWidth}}"/>
<ColumnDefinition Width="*"/>
</Grid.ColumnDefinitions>
<Grid.RowDefinitions>
<RowDefinition Height="Auto"/>
<RowDefinition MinHeight="{StaticResource FillsSlaveGridMinHeight}" Height="{Binding fills_slave_grid_height, Converter={StaticResource GridLengthPixelConverter}, Mode=TwoWay}" MaxHeight="{Binding ActualHeight, ElementName=right_panel_content_root, Converter={x:Static sp:OrderBookView.FillsSlaveGridMaxHeightConverter}}"/>
<RowDefinition MinHeight="{x:Static sp:OrderBookView.GridSplitterHeight}" Height="*"/>
</Grid.RowDefinitions>
<TextBlock x:Name="fills_toggle_hyperlink" Grid.Column="1">
<TextBlock.Margin>
<Thickness Left="{StaticResource DialogSkirtPadding.Left}" Top="4"/>
</TextBlock.Margin>
<Hyperlink Command="{Binding toggle_fills_slave_grid_is_visible_cmd}">
<Hyperlink.Inlines>
<Run Text="{Binding current_row, Converter={x:Static sp:OrderBookView.OrderDescriptionConverter}, Mode=OneWay}"/>
</Hyperlink.Inlines>
</Hyperlink>
</TextBlock>
<c:DIYGrid x:Name="fills_grid" Grid.Column="1" Grid.Row="1" Columns="{Binding fills_vm.columns}" Rows="{Binding fills_vm.rows}" Visibility="Collapsed">
<c:DIYGrid.Margin>
<Thickness Bottom="{x:Static sp:OrderBookView.GridSplitterHeight}"/>
</c:DIYGrid.Margin>
<c:DIYGrid.RowTemplate>
<DataTemplate>
<usp:FillsRowView/>
</DataTemplate>
</c:DIYGrid.RowTemplate>
</c:DIYGrid>
<GridSplitter
x:Name="fills_order_params_splitter"
Grid.Column="1"
Grid.Row="1"
Panel.ZIndex="1"
HorizontalAlignment="Stretch"
VerticalAlignment="Bottom"
Height="{x:Static sp:OrderBookView.GridSplitterHeight}"
BorderThickness="0,1,0,0"
Visibility="Collapsed"
/>
<GroupBox
x:Name="order_params_group_box"
Grid.Column="1"
Grid.Row="1"
Grid.RowSpan="2"
Padding="12"
BorderThickness="1"
HorizontalAlignment="Left"
Header="Order Parameters"
HeaderTemplate="{StaticResource BoldHeaderTemplate}"
>
<usp:OrderParamsPanel
x:Name="order_params_panel"
DataContext="{Binding order_mod_vm}"
Price="{Binding price}"
Size="{Binding size_calculator.value}"
Accounts="{Binding accounts}"
SelectedAccount="{Binding selected_account}"
BestBidPrice="{Binding bbo.bid}"
BestBidSize="{Binding bbo.bid_size}"
BestAskPrice="{Binding bbo.ask}"
BestAskSize="{Binding bbo.ask_size}"
SizePresets="{Binding size_calculator.buttons}"
Security="{Binding security}"
AlgoVM="{Binding algo_vm}"
IsEnabled="{Binding IsEnabled, ElementName=modify_orders_button}"
>
<usp:OrderParamsPanel.CommandBindings>
<CommandBinding Command="{x:Static usp:OrderParamsPanel.SetPriceCommand}" Executed="{x:Static usp:OrderParamsPanel.SetPriceExecuted}"/>
</usp:OrderParamsPanel.CommandBindings>
</usp:OrderParamsPanel>
</GroupBox>
<GroupBox
x:Name="attachment_content_root"
Grid.Column="1"
Grid.Row="1"
Grid.RowSpan="2"
Padding="12"
BorderThickness="1"
HorizontalAlignment="Left"
Header="Attached Order Parameters"
HeaderTemplate="{StaticResource BoldHeaderTemplate}"
Margin="0,4,0,0"
Visibility="Collapsed"
>
<usp:OrderParamsPanel
x:Name="attached_order_params_panel"
DataContext="{Binding attach_vm}"
Price="{Binding price}"
Size="{Binding size_calculator.value}"
Accounts="{Binding accounts}"
SelectedAccount="{Binding selected_account}"
BestBidPrice="{Binding bbo.bid}"
BestBidSize="{Binding bbo.bid_size}"
BestAskPrice="{Binding bbo.ask}"
BestAskSize="{Binding bbo.ask_size}"
SizePresets="{Binding size_calculator.buttons}"
Security="{Binding security}"
AlgoVM="{Binding algo_vm}"
IsEnabled="{Binding IsEnabled, ElementName=send_attached_orders_button}"
>
<usp:OrderParamsPanel.CommandBindings>
<CommandBinding Command="{x:Static usp:OrderParamsPanel.SetPriceCommand}" Executed="{x:Static usp:OrderParamsPanel.SetPriceExecuted}"/>
</usp:OrderParamsPanel.CommandBindings>
</usp:OrderParamsPanel>
</GroupBox>
</Grid>
<Canvas Grid.Row="1" HorizontalAlignment="Left" Width="{Binding ActualWidth, ElementName=order_params_group_box}" Height="30">
<Button
x:Name="modify_orders_button"
Canvas.Top="{StaticResource DialogSkirtPadding.Top}"
Command="{Binding modify_selected_algos_command}"
>
<Canvas.Left>
<MultiBinding Converter="{x:Static sp:OrderBookView.RightPanelDialogSkirtLeftAnchorConverter}">
<Binding Path="Width" RelativeSource="{RelativeSource AncestorType=Canvas}"/>
<Binding Path="ActualWidth" RelativeSource="{RelativeSource Self}"/>
</MultiBinding>
</Canvas.Left>
<TextBlock>
<TextBlock.Style>
<Style TargetType="TextBlock">
<Setter Property="Text" Value="{Binding selected_rows.Count, StringFormat='Modify Orders ({0})'}"/>
<Style.Triggers>
<DataTrigger Binding="{Binding IsEnabled, RelativeSource={RelativeSource AncestorType=Button}}" Value="False">
<Setter Property="Text" Value="Modify Orders"/>
</DataTrigger>
</Style.Triggers>
</Style>
</TextBlock.Style>
</TextBlock>
</Button>
</Canvas>
<Canvas Grid.Row="1" HorizontalAlignment="Left" Width="{Binding ActualWidth, ElementName=attachment_content_root}" Height="30">
<StackPanel
x:Name="attach_orders_dialog_skirt"
Orientation="Horizontal"
Canvas.Top="{StaticResource DialogSkirtPadding.Top}"
Visibility="Collapsed"
>
<Canvas.Left>
<MultiBinding Converter="{x:Static sp:OrderBookView.RightPanelDialogSkirtLeftAnchorConverter}">
<Binding Path="Width" RelativeSource="{RelativeSource AncestorType=Canvas}"/>
<Binding Path="ActualWidth" RelativeSource="{RelativeSource Self}"/>
</MultiBinding>
</Canvas.Left>
<Button x:Name="send_attached_orders_button" Command="{Binding send_attached_orders_cmd}" Style="{StaticResource {x:Static c:DialogSkirt.DialogSkirtButtonStyleKey}}">
<TextBlock>
<TextBlock.Style>
<Style TargetType="TextBlock">
<Setter Property="Text" Value="{Binding selected_rows.Count, StringFormat='Attach To Orders ({0})'}"/>
<Style.Triggers>
<DataTrigger Binding="{Binding IsEnabled, RelativeSource={RelativeSource AncestorType=Button}}" Value="False">
<Setter Property="Text" Value="Attach To Orders"/>
</DataTrigger>
</Style.Triggers>
</Style>
</TextBlock.Style>
</TextBlock>
</Button>
<Button u:Behavior.CloseWindow="False" Margin="{StaticResource DialogSkirtButtonMargin}" Command="{Binding cancel_attach_orders_cmd}" Style="{StaticResource CancelButton}"/>
</StackPanel>
</Canvas>
</Grid>
<StatusBar Grid.Row="1" DockPanel.Dock="Bottom">
<StatusBarItem HorizontalAlignment="Right">
<TextBlock>
<Run Text="Orders:"/>
<Run Text="{Binding rows.Count, Mode=OneWay}" />
<Run Text="of"/>
<Run Text="{Binding rows.total_row_count, Mode=OneWay}" />
</TextBlock>
</StatusBarItem>
</StatusBar>
</Grid>
</AdornerDecorator>
</UserControl>
@@ -0,0 +1,151 @@
//#define EXPAND_ATTACHMENT_PANEL
using mbts.ui;
using mbts.ui.converters;
using mbts.ui.extensions;
using System;
using System.Collections.Generic;
using System.Threading.Tasks;
using System.Windows.Controls;
using System.Windows.Data;
using System.Windows.Input;
namespace mbts.spark {
internal partial class OrderBookView : UserControl {
public const double
GridSplitterWidth = 5,
GridSplitterHeight = 5,
MinAlgoEditorHeight = 64,
MinAttachOrderParamsPanelWidth = 340,
AttachOrderParamsPanelWidthRatio = 0.33;
public static readonly IValueConverter
OrderDescriptionConverter = ValueConverter.create<OrderBookRowVM, string>(row => row == null ? string.Empty : row.order.short_description(row.security)),
FillsSlaveGridMaxHeightConverter = ValueConverter.create<double, double>(right_panel_height => right_panel_height - (GridSplitterHeight + MinAlgoEditorHeight)),
FillsPanelVisualStateConverter = ValueConverter.create<bool, string>(show => show ? VisualStateNames.FillsPanel.Active : VisualStateNames.FillsPanel.Inactive),
AttachmentTargetCursorConverter = ValueConverter.create<bool, Cursor>(is_active => is_active ? Cursors.Pen : Cursors.Arrow);
public static readonly IMultiValueConverter
RightPanelVisualStateConverter = ValueConverter.create<bool, bool, string>((is_modifying, is_attaching) =>
is_attaching ? VisualStateNames.RightPanel.AttachOrders :
(is_modifying ? VisualStateNames.RightPanel.ModifyOrders : VisualStateNames.RightPanel.Normal)),
RightPanelDialogSkirtLeftAnchorConverter = ValueConverter.create<double, double, double>((canvas_width, skirt_width) => canvas_width - skirt_width + GridSplitterWidth),
FillsSlaveGridStateConverter = ValueConverter.create<bool, bool, string>((is_fills_grid_visible, is_attaching) => is_fills_grid_visible && !is_attaching ? VisualStateNames.FillsPanel.Active : VisualStateNames.FillsPanel.Inactive);
public OrderBookView(OrderBookVM vm) {
InitializeComponent();
DataContext = vm;
#if EXPAND_ATTACHMENT_PANEL
(RightPanelState right_panel, IDisposable hooks)? attach_op = null;
vm.begin_attaching += on_begin_attaching;
vm.end_attaching += on_end_attaching;
vm.SubscribeDisposed(() => {
if (attach_op.HasValue) {
vm.right_panel_width = attach_op.Value.right_panel.raw_width;
vm.fills_slave_grid_is_visible = attach_op.Value.right_panel.fills_slave_grid_is_visible;
}
vm.begin_attaching -= on_begin_attaching;
vm.end_attaching -= on_end_attaching;
});
const int delay_ms = 25;
async void on_begin_attaching() {
if (attach_op.HasValue) {
// begin-attaching is already underway (prob won't happen in practice as this event is triggered by user interaction)
return;
}
attach_op = (new RightPanelState(vm.right_panel_is_visible, vm.fills_slave_grid_is_visible, vm.raw_right_panel_width), orders_grid.SubscribePreviewMouseDown(cancel_on_grid_click));
vm.fills_slave_grid_is_visible = false;
vm.algo_editor_is_visible = true;
double target_width = Math.Max(ActualWidth * AttachOrderParamsPanelWidthRatio, MinAttachOrderParamsPanelWidth);
if (vm.right_panel_width < target_width) {
foreach (double incr in _get_incremental_widths(attach_op.Value.right_panel.is_visible ? attach_op.Value.right_panel.raw_width : 0, target_width)) {
vm.right_panel_width = incr;
await Task.Delay(delay_ms);
if (!attach_op.HasValue)
break;
}
}
}
async void on_end_attaching() {
if (!attach_op.HasValue) {
// end-attaching is already underway (prob won't happen in practice as this event is triggered by user interaction)
return;
}
attach_op.Value.hooks.Dispose();
var incr_widths = _get_incremental_widths(vm.right_panel_width, attach_op.Value.right_panel.raw_width);
vm.algo_editor_is_visible = attach_op.Value.right_panel.is_visible;
vm.fills_slave_grid_is_visible = attach_op.Value.right_panel.fills_slave_grid_is_visible;
vm.right_panel_width = attach_op.Value.right_panel.raw_width;
attach_op = null;
foreach (double incr in incr_widths) {
vm.right_panel_width = incr;
await Task.Delay(delay_ms);
if (attach_op.HasValue)
break;
}
}
#else
IDisposable attach_op = null;
vm.begin_attaching += on_begin_attaching;
vm.end_attaching += on_end_attaching;
void on_begin_attaching() => Disposable.replace(ref attach_op, orders_grid.SubscribePreviewMouseDown(cancel_on_grid_click));
void on_end_attaching() => Disposable.dispose(ref attach_op);
#endif
void cancel_on_grid_click(object sender, MouseButtonEventArgs e) {
if (!KeyboardExtensions.IsCtrlDown() && !KeyboardExtensions.IsShiftDown())
vm.is_attaching_algos = false;
}
}
static IEnumerable<double> _get_incremental_widths(double from, double to) {
var list = new List<double> { to };
int incr = 1;
if (from < to) {
do {
list.Add(to - (incr * 0.6666));
list.Add(to - incr);
from += incr;
incr += incr;
} while (from < to);
} else if (from > to) {
do {
list.Add(to + incr);
incr += incr;
to += incr;
} while (from > to);
}
for (int i = list.Count - 1; i >= 0; i--) {
yield return list[i];
}
}
struct RightPanelState {
public readonly bool is_visible, fills_slave_grid_is_visible;
public readonly double raw_width;
public RightPanelState(bool right_panel_is_visible, bool fills_slave_grid_is_visible, double raw_right_panel_width) {
this.is_visible = right_panel_is_visible;
this.fills_slave_grid_is_visible = fills_slave_grid_is_visible;
this.raw_width = raw_right_panel_width;
}
}
public static class VisualStateNames {
public static class RightPanel {
public const string GroupName = nameof(RightPanel);
public static readonly string
Normal = $"{GroupName}{nameof(Normal)}",
ModifyOrders = $"{GroupName}{nameof(ModifyOrders)}",
AttachOrders = $"{GroupName}{nameof(AttachOrders)}";
}
public static class FillsPanel {
public const string GroupName = nameof(FillsPanel);
public static readonly string
Active = $"{GroupName}{VisualStates.Active}",
Inactive = $"{GroupName}{VisualStates.Inactive}";
}
}
}
}
@@ -0,0 +1,143 @@
<ResourceDictionary
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
xmlns:order="clr-namespace:bts.api.orderman;assembly=spark_api"
xmlns:sp="clr-namespace:mbts.spark"
xmlns:u="clr-namespace:mbts.ui"
xmlns:c="clr-namespace:mbts.ui.controls"
xmlns:usp="clr-namespace:mbts.ui.spark"
xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
xmlns:sys="clr-namespace:System;assembly=mscorlib"
>
<ControlTemplate x:Key="OrderParamsPanelTemplate" TargetType="usp:OrderParamsPanel">
<Grid Grid.IsSharedSizeScope="True">
<Grid.RowDefinitions>
<RowDefinition Height="Auto"/>
<RowDefinition Height="{Binding Source={StaticResource VerticalPush1}}"/>
<RowDefinition Height="Auto"/>
<RowDefinition Height="{Binding Source={StaticResource VerticalPush1}}"/>
<RowDefinition Height="*"/>
</Grid.RowDefinitions>
<Grid>
<Grid.ColumnDefinitions>
<ColumnDefinition Width="2*"/>
<ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush1}}"/>
<ColumnDefinition Width="*"/>
<ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush2}}"/>
<ColumnDefinition Width="*"/>
</Grid.ColumnDefinitions>
<usp:PriceEntryControl
ContractSpec="{Binding ContractSpec, RelativeSource={RelativeSource TemplatedParent}}"
Value="{Binding Price, RelativeSource={RelativeSource TemplatedParent}, Mode=TwoWay}"
ToolTip="Price"
/>
<Button
x:Name="best_bid_button"
Grid.Column="2"
HorizontalAlignment="Stretch"
Command="{x:Static usp:OrderParamsPanel.SetPriceCommand}"
CommandParameter="{Binding BestBidPrice, RelativeSource={RelativeSource TemplatedParent}}"
Foreground="{u:BTSColor MarketData.bid}"
FontWeight="Bold"
Style="{DynamicResource {x:Static usp:OrderParamsPanel.BestBidPriceButtonStyleKey}}"
>
<MultiBinding Converter="{StaticResource TickDisplayConverter}">
<Binding Path="BestBidPrice" RelativeSource="{RelativeSource TemplatedParent}"/>
<Binding Path="ContractSpec" RelativeSource="{RelativeSource TemplatedParent}"/>
</MultiBinding>
</Button>
<Button
x:Name="best_ask_button"
Grid.Column="4"
HorizontalAlignment="Stretch"
Command="{x:Static usp:OrderParamsPanel.SetPriceCommand}"
CommandParameter="{Binding BestAskPrice, RelativeSource={RelativeSource TemplatedParent}}"
Foreground="{u:BTSColor MarketData.ask}"
FontWeight="Bold"
Style="{DynamicResource {x:Static usp:OrderParamsPanel.BestAskPriceButtonStyleKey}}"
>
<MultiBinding Converter="{StaticResource TickDisplayConverter}">
<Binding Path="BestAskPrice" RelativeSource="{RelativeSource TemplatedParent}"/>
<Binding Path="ContractSpec" RelativeSource="{RelativeSource TemplatedParent}"/>
</MultiBinding>
</Button>
</Grid>
<Grid Grid.Row="2">
<Grid.ColumnDefinitions>
<ColumnDefinition Width="2*"/>
<ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush1}}"/>
<ColumnDefinition Width="*"/>
<ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush2}}"/>
<ColumnDefinition Width="*"/>
</Grid.ColumnDefinitions>
<Grid.RowDefinitions>
<RowDefinition Height="Auto"/>
<RowDefinition Height="{Binding Source={StaticResource VerticalPush1}}"/>
<RowDefinition Height="*"/>
<RowDefinition Height="*"/>
</Grid.RowDefinitions>
<c:TickUpDownNullableUInt Value="{Binding Size, RelativeSource={RelativeSource TemplatedParent}}" ToolTip="Size"/>
<Button
x:Name="best_bid_size_button"
Grid.Column="2"
HorizontalAlignment="Stretch"
Content="{Binding BestBidSize, RelativeSource={RelativeSource TemplatedParent}}"
Foreground="{u:BTSColor MarketData.bid}"
Style="{DynamicResource {x:Static usp:OrderParamsPanel.BestBidSizeButtonStyleKey}}"
/>
<Button
x:Name="best_ask_size_button"
Grid.Column="4"
HorizontalAlignment="Stretch"
Content="{Binding BestAskSize, RelativeSource={RelativeSource TemplatedParent}}"
Foreground="{u:BTSColor MarketData.ask}"
Style="{DynamicResource {x:Static usp:OrderParamsPanel.BestAskSizeButtonStyleKey}}"
/>
<ItemsControl Grid.Row="2" Grid.RowSpan="2" Margin="-2,-2,-2,0" ItemsSource="{Binding SizePresets, RelativeSource={RelativeSource TemplatedParent}}" Focusable="False">
<ItemsControl.ItemsPanel>
<ItemsPanelTemplate>
<UniformGrid Columns="3" Focusable="False"/>
</ItemsPanelTemplate>
</ItemsControl.ItemsPanel>
<ItemsControl.ItemTemplate>
<DataTemplate>
<Button
HorizontalAlignment="Stretch"
Margin="2,4,2,0"
Content="{Binding}"
Focusable="False"
Style="{DynamicResource {x:Static usp:OrderParamsPanel.SizeCalculatorButtonStyleKey}}"
/>
</DataTemplate>
</ItemsControl.ItemTemplate>
</ItemsControl>
<Grid Grid.Row="2" Grid.RowSpan="2" Grid.Column="2" Grid.ColumnSpan="3">
<Grid.RowDefinitions>
<RowDefinition/>
<RowDefinition/>
</Grid.RowDefinitions>
<ComboBox Margin="0,2,0,4" ItemsSource="{Binding Accounts, RelativeSource={RelativeSource TemplatedParent}}" SelectedItem="{Binding SelectedAccount, RelativeSource={RelativeSource TemplatedParent}}" ToolTip="Choose Account"/>
<ComboBox Grid.Row="1">
<ComboBox.Style>
<Style TargetType="ComboBox" BasedOn="{StaticResource DisabledPlaceholderComboBox}">
<Setter Property="ItemsSource">
<Setter.Value>
<x:ArrayExtension Type="{x:Type sys:String}">
<sys:String>Time In Force (N/A)</sys:String>
</x:ArrayExtension>
</Setter.Value>
</Setter>
</Style>
</ComboBox.Style>
</ComboBox>
</Grid>
</Grid>
<usp:AlgoEditorView x:Name="algo_editor" Grid.Row="4" DataContext="{Binding AlgoVM, RelativeSource={RelativeSource TemplatedParent}}"/>
</Grid>
</ControlTemplate>
<Style TargetType="usp:OrderParamsPanel">
<Setter Property="MinWidth" Value="300"/>
<Setter Property="Template" Value="{StaticResource OrderParamsPanelTemplate}"/>
</Style>
</ResourceDictionary>
@@ -0,0 +1,188 @@
using bts.api;
using mbts.spark;
using System;
using System.Collections;
using System.Linq;
using System.Windows;
using System.Windows.Controls;
using System.Windows.Input;
namespace mbts.ui.spark {
class OrderParamsPanel : Control {
public const string
BestBidPriceButtonStyleKey = nameof(BestBidPriceButtonStyleKey),
BestBidSizeButtonStyleKey = nameof(BestBidSizeButtonStyleKey),
BestAskPriceButtonStyleKey = nameof(BestAskPriceButtonStyleKey),
BestAskSizeButtonStyleKey = nameof(BestAskSizeButtonStyleKey),
SizeCalculatorButtonStyleKey = nameof(SizeCalculatorButtonStyleKey);
public static readonly RoutedCommand SetPriceCommand = new RoutedCommand();
public static readonly ExecutedRoutedEventHandler SetPriceExecuted =
(s, e) => {
if (s is OrderParamsPanel opp)
opp.SetCurrentValue(PriceProperty, ConvertUtils.try_convert(e.Parameter, out double d) ? d : double.NaN);
};
public static readonly CanExecuteRoutedEventHandler
SetPriceCanExecute = (s, e) => e.CanExecute = e.Parameter is double,
SetSizeCanExecute = (s, e) => e.CanExecute = e.Parameter is uint;
static OrderParamsPanel() {
DefaultStyleKeyProperty.OverrideMetadata(typeof(OrderParamsPanel), new FrameworkPropertyMetadata(typeof(OrderParamsPanel)));
}
#region Price
public static readonly DependencyProperty PriceProperty =
WPFHelper.create_dp<double, OrderParamsPanel>(nameof(Price), FrameworkPropertyMetadataOptions.BindsTwoWayByDefault, double.NaN);
public double Price {
get => (double)GetValue(PriceProperty);
set => SetValue(PriceProperty, value);
}
#endregion
#region Size
public static readonly DependencyProperty SizeProperty =
WPFHelper.create_dp<uint?, OrderParamsPanel>(nameof(Size), FrameworkPropertyMetadataOptions.BindsTwoWayByDefault);
public uint? Size {
get => GetValue(SizeProperty) as uint?;
set => SetValue(SizeProperty, value);
}
#endregion
#region SizePresets
public static readonly DependencyProperty SizePresetsProperty =
WPFHelper.create_dp<IEnumerable, OrderParamsPanel>(nameof(SizePresets), Enumerable.Empty<string>());
public IEnumerable SizePresets {
get => GetValue(SizePresetsProperty) as IEnumerable;
set => SetValue(SizePresetsProperty, value);
}
#endregion
#region BestBidPrice
public static readonly DependencyProperty BestBidPriceProperty =
WPFHelper.create_dp<double?, OrderParamsPanel>(nameof(BestBidPrice));
public double? BestBidPrice {
get => GetValue(BestBidPriceProperty) as double?;
set => SetValue(BestBidPriceProperty, value);
}
#endregion
#region BestBidSize
public static readonly DependencyProperty BestBidSizeProperty =
WPFHelper.create_dp<uint?, OrderParamsPanel>(nameof(BestBidSize));
public uint? BestBidSize {
get => GetValue(BestBidSizeProperty) as uint?;
set => SetValue(BestBidSizeProperty, value);
}
#endregion
#region BestAskPrice
public static readonly DependencyProperty BestAskPriceProperty =
WPFHelper.create_dp<double?, OrderParamsPanel>(nameof(BestAskPrice));
public double? BestAskPrice {
get => GetValue(BestAskPriceProperty) as double?;
set => SetValue(BestAskPriceProperty, value);
}
#endregion
#region BestAskSize
public static readonly DependencyProperty BestAskSizeProperty =
WPFHelper.create_dp<uint?, OrderParamsPanel>(nameof(BestAskSize));
public uint? BestAskSize {
get => GetValue(BestAskSizeProperty) as uint?;
set => SetValue(BestAskSizeProperty, value);
}
#endregion
#region Accounts
public static readonly DependencyProperty AccountsProperty =
WPFHelper.create_dp<IEnumerable, OrderParamsPanel>(nameof(Accounts), Enumerable.Empty<string>());
public IEnumerable Accounts {
get => GetValue(AccountsProperty) as IEnumerable;
set => SetValue(AccountsProperty, value);
}
#endregion
#region SelectedAccount
public static readonly DependencyProperty SelectedAccountProperty =
WPFHelper.create_dp<object, OrderParamsPanel>(nameof(SelectedAccount));
public object SelectedAccount {
get => GetValue(SelectedAccountProperty);
set => SetValue(SelectedAccountProperty, value);
}
#endregion
#region TimeInForces
public static readonly DependencyProperty TimeInForcesProperty =
WPFHelper.create_dp<IEnumerable, OrderParamsPanel>(nameof(TimeInForces), Enumerable.Empty<string>());
public IEnumerable TimeInForces {
get => GetValue(TimeInForcesProperty) as IEnumerable;
set => SetValue(TimeInForcesProperty, value);
}
#endregion
#region SelectedTimeInForce
public static readonly DependencyProperty SelectedTimeInForceProperty =
WPFHelper.create_dp<object, OrderParamsPanel>(nameof(SelectedTimeInForce));
public object SelectedTimeInForce {
get => GetValue(SelectedTimeInForceProperty);
set => SetValue(SelectedTimeInForceProperty, value);
}
#endregion
#region Security
public static readonly DependencyProperty SecurityProperty =
WPFHelper.create_dp<SecurityImmutable?, OrderParamsPanel>(
nameof(Security),
(o, v) => o.CoerceValue(ContractSpecProperty));
public SecurityImmutable? Security {
get => GetValue(SecurityProperty) as SecurityImmutable?;
set => SetValue(SecurityProperty, value);
}
#endregion
#region ContractSpec
public static readonly DependencyProperty ContractSpecProperty =
WPFHelper.create_dp<ContractSpecificationImmutable?, OrderParamsPanel>(
nameof(ContractSpec),
null,
(d, base_value) => d.Security?.ContractSpec ?? base_value ?? SecurityDataHelper.Defaults.ContractSpecificationImmutable);
public ContractSpecificationImmutable? ContractSpec {
get => GetValue(ContractSpecProperty) as ContractSpecificationImmutable?;
set => SetValue(ContractSpecProperty, value);
}
#endregion
#region AlgoVM
public static readonly DependencyProperty AlgoVMProperty =
WPFHelper.create_dp<AlgoDefinitionVM, OrderParamsPanel>(
nameof(AlgoVM),
(o, v) => o._algo_editor?.SetCurrentValue(VisibilityProperty, v != null ? Visibility.Visible : Visibility.Collapsed));
public AlgoDefinitionVM AlgoVM {
get => GetValue(AlgoVMProperty) as AlgoDefinitionVM;
set => SetValue(AlgoVMProperty, value);
}
#endregion
AlgoEditorView _algo_editor;
public override void OnApplyTemplate() {
_algo_editor = GetTemplateChild("algo_editor") as AlgoEditorView;
_algo_editor?.SetCurrentValue(VisibilityProperty, AlgoVM != null ? Visibility.Visible : Visibility.Collapsed);
}
}
}
@@ -84,17 +84,17 @@ namespace bts.shell {
static class DefaultColumns {
public static GridColumnSettings account => new GridColumnSettings(col_id(Columns.Account), DefaultColumnHeaders.Account, width: DefaultColumnWidths.Account);
public static GridColumnSettings exchange => new GridColumnSettings(col_id(Columns.Exchange), DefaultColumnHeaders.Exchange, width: DefaultColumnWidths.Exchange);
public static GridColumnSettings exchange => new GridColumnSettings(col_id(Columns.Exchange), DefaultColumnHeaders.Exchange, false, width: DefaultColumnWidths.Exchange);
public static GridColumnSettings symbol => new GridColumnSettings(col_id(Columns.Symbol), DefaultColumnHeaders.Symbol, width: DefaultColumnWidths.Symbol);
public static GridColumnSettings security => new GridColumnSettings(col_id(Columns.Security), DefaultColumnHeaders.Security, width: DefaultColumnWidths.Security);
public static GridColumnSettings security_type => new GridColumnSettings(col_id(Columns.SecurityType), DefaultColumnHeaders.SecurityType, width: DefaultColumnWidths.SecurityType);
public static GridColumnSettings start_net_position => new GridColumnSettings(col_id(Columns.StartNetPos), DefaultColumnHeaders.StartNetPos, width: DefaultColumnWidths.Start_Net_Pos, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static GridColumnSettings start_pnl => new GridColumnSettings(col_id(Columns.StartPNL), DefaultColumnHeaders.StartPnL, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static GridColumnSettings start_pnl => new GridColumnSettings(col_id(Columns.StartPNL), DefaultColumnHeaders.StartPnL, false, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static GridColumnSettings day_long_pnl => new GridColumnSettings(col_id(Columns.DayLong), DefaultColumnHeaders.DayLong, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static GridColumnSettings day_short_pnl => new GridColumnSettings(col_id(Columns.DayShort), DefaultColumnHeaders.DayShort, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static GridColumnSettings day_pnl => new GridColumnSettings(col_id(Columns.DayPNL), DefaultColumnHeaders.DayPnL, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static GridColumnSettings total_net_pos => new GridColumnSettings(col_id(Columns.TotalNetPos), DefaultColumnHeaders.TotalNetPos, width: DefaultColumnWidths.Total_Net_Pos, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static GridColumnSettings total_pnl => new GridColumnSettings(col_id(Columns.TotalPNL), DefaultColumnHeaders.TotalPnL, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static GridColumnSettings total_net_pos => new GridColumnSettings(col_id(Columns.TotalNetPos), DefaultColumnHeaders.TotalNetPos, false, width: DefaultColumnWidths.Total_Net_Pos, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static GridColumnSettings total_pnl => new GridColumnSettings(col_id(Columns.TotalPNL), DefaultColumnHeaders.TotalPnL, false, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static GridColumnSettings pnl_price => new GridColumnSettings(col_id(Columns.PNLPrice), DefaultColumnHeaders.PnLPrice, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static IEnumerable<SortingCriteria> default_sorting_criterion {
@@ -158,6 +158,8 @@ namespace bts.shell {
// ProtoMember 13 cannot be used further
[ProtoMember(14)]
public SecurityType[] security_types;
[ProtoMember(15)]
public bool[] has_day_trades;
}
}
@@ -12,7 +12,6 @@ using System.Collections.Generic;
using System.ComponentModel.Composition;
using System.Linq;
using System.Reactive.Linq;
using OrderTuple = System.ValueTuple<bts.api.SecurityImmutable?, bts.api.orderman.OrderRecordImmutable>;
namespace bts.shell {
interface INotificationService {
@@ -20,40 +19,14 @@ namespace bts.shell {
INotificationServiceDataCache data_cache { get; }
IDisposable link_to_activity(IPredicate<Activity> predicate, SoundNotification sound);
IDisposable link_to_activity(INotificationPredicate<Activity> toast_notification_predicate);
IDisposable link_to_order(IPredicate<OrderTuple> predicate, SoundNotification sound);
IDisposable link_to_order(INotificationPredicate<OrderTuple> toast_notification_predicate);
}
static class NotificationServiceExtensions {
/// TODO: remove this extension and force callers to use the appropriate 'link' method in <see cref="INotificationService"/> (it is smelly, and is NOT ACTUALLY STRONGLY TYPED)
public static IDisposable link<T>(this INotificationService notification_service, IPredicate<T> predicate, SoundNotification sound) {
if (predicate is IPredicate<OrderTuple> orp)
return notification_service.link_to_order(orp, sound);
if (predicate is IPredicate<OrderSecurity> osp) {
// Note: watch out for implicit types as generic type arguments (although OrderSecurity can be implicitly cast to OrderTuple, IPredicate<OrderSecurity> CANNOT be implicitly cast to IPredicate<OrderTuple>)
return notification_service.link_to_order(PredicateBuilder.create<OrderTuple>(ot => osp.trigger(new OrderSecurity(ot.Item1, ot.Item2))), sound);
}
if (predicate is IPredicate<Activity> ap)
return notification_service.link_to_activity(ap, sound);
Log.Ui.error($"Unable to activate sound-trigger (unrecognized predicate type '{typeof(T)}').");
return Disposable.empty;
}
/// TODO: remove this extension and force callers to use the appropriate 'link' method in <see cref="INotificationService"/> (it is smelly, and is NOT ACTUALLY STRONGLY TYPED)
public static IDisposable link<T>(this INotificationService notification_service, INotificationPredicate<T> toast_notification_predicate) {
if (toast_notification_predicate is INotificationPredicate<OrderTuple> orp)
return notification_service.link_to_order(orp);
if (toast_notification_predicate is INotificationPredicate<Activity> ap)
return notification_service.link_to_activity(ap);
Log.Ui.error($"Unable to activate toast-notification-trigger (unrecognized predicate type '{typeof(T)}').");
return Disposable.empty;
}
IDisposable link_to_order(IPredicate<OrderSecurity> predicate, SoundNotification sound);
IDisposable link_to_order(INotificationPredicate<OrderSecurity> toast_notification_predicate);
}
[Export(typeof(INotificationService))]
partial class NotificationService : INotificationService, IDisposable {
readonly NotificationProcessor<Activity> _activity_notifications;
readonly NotificationProcessor<OrderTuple> _order_notifications;
readonly NotificationProcessor<OrderSecurity> _order_notifications;
readonly DataCache _data_cache = new DataCache();
IDisposable _dispose;
@@ -62,7 +35,7 @@ namespace bts.shell {
public NotificationService(IBus bus, INotifier notifier, OrdersModel orders_model) {
this.notifier = notifier;
_activity_notifications = new NotificationProcessor<Activity>(notifier);
_order_notifications = new NotificationProcessor<OrderTuple>(notifier);
_order_notifications = new NotificationProcessor<OrderSecurity>(notifier);
_dispose = Disposable.Create(
bus.subscribe(SparkTags.LogActivity).Subscribe(_on_activity),
orders_model.on_orders.Subscribe(_on_orders)
@@ -75,8 +48,8 @@ namespace bts.shell {
public IDisposable link_to_activity(IPredicate<Activity> predicate, SoundNotification sound) => _activity_notifications.link(predicate, sound);
public IDisposable link_to_activity(INotificationPredicate<Activity> toast_notification_predicate) => _activity_notifications.link(toast_notification_predicate);
public IDisposable link_to_order(IPredicate<OrderTuple> predicate, SoundNotification sound) => _order_notifications.link(predicate, sound);
public IDisposable link_to_order(INotificationPredicate<OrderTuple> toast_notification_predicate) => _order_notifications.link(toast_notification_predicate);
public IDisposable link_to_order(IPredicate<OrderSecurity> predicate, SoundNotification sound) => _order_notifications.link(predicate, sound);
public IDisposable link_to_order(INotificationPredicate<OrderSecurity> toast_notification_predicate) => _order_notifications.link(toast_notification_predicate);
public void Dispose() => Disposable.dispose(ref _dispose);
void _on_activity(Activity activity) =>
@@ -79,10 +79,12 @@ namespace mbts.spark {
RequestClose?.Invoke(this, new EventArgs());
}
});
bbo = new BBOVM();
_dispose = Disposable.Create(
size_calculator,
properties_vm,
bbo = new BBOVM(security_md_source),
security_md_source.OnDispatcher().Subscribe(smd => bbo.security_md = smd),
bbo,
order_source.OnDispatcher().Subscribe(ort => {
key = ort.order.Key;
if (DoubleHelper.IsNaNOrInfinity(price))
+3 -1
View File
@@ -49,7 +49,7 @@ namespace mbts.spark {
) {
_security = backing(nameof(security), security_md_source.Select(smd => smd.security), SecurityDataHelper.Defaults.SecurityImmutable);
properties_vm = new OrderPropertiesEditorVM(model, security_md_source, props_source.Select(p => p.order_props));
bbo = new BBOVM(security_md_source);
bbo = new BBOVM();
send_order = new DelegateCommand<Side>(side => {
bool price_valid = _validate_price(), size_valid = size_calculator.validate();
if (price_valid && size_valid && !HasErrors && !properties_vm.HasErrors) {
@@ -59,6 +59,8 @@ namespace mbts.spark {
});
set_price_command = new DelegateCommand<double>(set_price);
_dispose = Disposable.Create(
bbo,
security_md_source.OnDispatcher().Subscribe(smd => bbo.security_md = smd),
size_calculator = new CalculatorLogic(0, calculator_buttons),
props_source.OnDispatcher().Subscribe(p => on_props(p.price, p.size))
);
@@ -2,6 +2,7 @@
using bts.api.core;
using bts.api.orderman;
using bts.shell;
using bts.utils;
using mbts;
using mbts.spark;
using mbts.ui.controls;
@@ -83,25 +84,18 @@ namespace bts.spark {
public static string modified_description(OrderRecordImmutable old_order, OrderRecordImmutable new_order, ContractSpecificationImmutable? spec) {
double old_price = old_order.State.Price, new_price = new_order.State.Price;
uint old_size = old_order.State.Quantity, new_size = new_order.State.Quantity;
string modified_size_partial_description(int working_size) {
return $"size from {old_size} to {new_size}, working {working_size}";
uint old_attached_target_key = old_order.attached_target_order_key(), new_attached_target_key = new_order.attached_target_order_key();
return StringBuilderEx.join(prefix, change_descs());
//
string prefix() => $"({old_order.Key}) Changed";
IEnumerable<string> change_descs() {
if (old_price != new_price)
yield return $"price from {spec.format(old_price)} to {spec.format(new_price)}";
if (old_size != new_size)
yield return $"size from {old_size} to {new_size}, working {new_order.working_quantity()}";
if (old_attached_target_key != new_attached_target_key)
yield return $"attached target from {old_attached_target_key} to {new_attached_target_key}";
}
string modified_price_partial_description() {
return $"price from {spec.format(old_price)} to {spec.format(new_price)}";
}
if (old_price != new_price || old_size != new_size) {
StringBuilder sb = new StringBuilder($"({old_order.Key}) Changed ");
if (old_price != new_price) {
sb.Append(modified_price_partial_description());
if (old_size != new_size)
sb.Append($", {modified_size_partial_description(new_order.working_quantity())}");
}
else
sb.Append(modified_size_partial_description(new_order.working_quantity()));
return sb.ToString();
}
else
return string.Empty;
}
static string _header(uint key) => $"({key})";
@@ -184,21 +178,31 @@ namespace bts.spark {
format_cancel_error(order, security?.ContractSpec, error));
}
internal void update_order(OrderRecordImmutable order, double price, uint size) {
internal void update_order(OrderRecordImmutable order, double price, uint size, bool algo_changed) =>
_log_order_update(order, price, size, algo_changed, "change from");
internal void update_order_failed(OrderRecordImmutable order, double price, uint size, bool algo_changed) =>
_log_order_update(order, price, size, algo_changed, "failed to change from");
void _log_order_update(OrderRecordImmutable order, double price, uint size, bool algo_changed, string change_desc_prefix) {
if (price == order.price() && size == order.working_quantity() && !algo_changed) {
// nothing actually changed
return;
}
const string algo_change_text = "change algo parameters";
var security = try_get_security(order.Def.SecurityKey);
var spec = security?.ContractSpec;
log_status(ActivityLogCategory.modify,
security,
$"({order.Key}) change from {order.State.Quantity}@{spec.format(order.State.Price)} to {size}@{spec.format(price)}");
var desc_builder = new StringBuilderEx();
if (price != order.price() || size != order.working_quantity()) {
desc_builder.Add(order.State.Quantity.ToString(), "@", spec.format(order.State.Price), "to ", size.ToString(), "@", spec.format(price));
if (algo_changed)
desc_builder.Add("; ", algo_change_text);
} else if (algo_changed) {
desc_builder.Add(algo_change_text);
}
desc_builder.Insert(0, $"{change_desc_prefix} ");
desc_builder.Insert(0, $"({order.Key}) ");
log_status(ActivityLogCategory.modify, security, desc_builder.ToString());
}
internal void update_order_failed(OrderRecordImmutable order, double price, uint size) {
var security = try_get_security(order.Def.SecurityKey);
var spec = security?.ContractSpec;
log_status(ActivityLogCategory.modify,
security,
$"({order.Key}) failed to change from {order.State.Quantity}@{spec.format(order.State.Price)} to {size}@{spec.format(price)}");
}
}
}
@@ -346,9 +346,9 @@ namespace mbts.spark {
_time_in_force.observe_current(start_immediately);
public IObservable<IAlgoVM> observe_order_type(bool start_immediately = false) =>
_model.algo_model.templates_enabled() ?
_selected_algo_template.observe_current(start_immediately).Select(t => t?.algo_root) :
_selected_algo_definition.observe_selected_item(start_immediately).Select(d => d?.algo_root);
_model.algo_model.templates_enabled() ?
_selected_algo_template.observe_current(start_immediately).Select(t => t?.algo_root) :
_selected_algo_definition.observe_selected_item(start_immediately).Select(d => d?.algo_root);
public OrderDefinition create(Side side) {
if (HasErrors)
@@ -11,7 +11,7 @@ using AlgoDefi = bts.api.orderman.CustomOrderDefinitionImmutable;
using AlgoType = bts.api.orderman.CustomOrderDefinition.CustomOneofCase;
namespace mbts.spark {
class DefaultAlgoVM : DisposableViewModelBase, IAlgoVM, IDynamicAlgoVMImpl, IObserver<SecurityMD?>, IObserver<OrdersModel> {
class DefaultAlgoVM : DisposableViewModelBase, IAlgoVM, IDynamicAlgoVMImpl, IObserver<SecurityMD?>, IObserver<OrdersModel>, IObserver<AlgoEditingPermissions> {
static readonly AlgoDefi _empty = new AlgoDefi(new AlgoDef());
readonly VersionContainer<AlgoDefi> _definition;
AlgoFormats _format;
@@ -37,21 +37,15 @@ namespace mbts.spark {
impl.is_expanded = value;
}
}
public bool can_edit_values => impl?.can_edit_values ?? false;
public bool can_edit_structure => impl?.can_edit_structure ?? false;
public bool can_save_values => impl?.can_save_values ?? false;
public bool can_save_structure => impl?.can_save_structure ?? false;
public AlgoEditingPermissions editing_permissions => _editing_permissions;
public string display_name => impl?.display_name ?? "(Default)";
public AlgoDefi definition => _definition.value;
public ObservableCollection<IAlgoSelector> child_algo_selectors { get; } = new ObservableCollection<IAlgoSelector>();
public dynamic children_vm => impl?.children_vm;
public void assign_to(AlgoDef value) => value.MergeFrom(definition.CloneToMutable());
public bool key_match(KeyEventArgs e) => false;
public void load_from(AlgoDefi value) => impl?.load_from(value);
public void set_permissions(AlgoEditingPermissions editing_permissions) {
_editing_permissions = editing_permissions;
impl?.set_permissions(editing_permissions);
}
public Task<AlgoDefi?> load_from_async(AlgoDefi definition) =>
impl?.load_from_async(definition) ?? Task.FromResult<AlgoDefi?>(definition);
@@ -98,6 +92,13 @@ namespace mbts.spark {
_on_impl_definition_changed();
}
void IObserver<AlgoEditingPermissions>.OnCompleted() { }
void IObserver<AlgoEditingPermissions>.OnError(Exception error) { }
void IObserver<AlgoEditingPermissions>.OnNext(AlgoEditingPermissions editing_permissions) {
Set(ref _editing_permissions, editing_permissions, nameof(this.editing_permissions));
(impl as IObserver<AlgoEditingPermissions>)?.OnNext(editing_permissions);
}
void _on_impl_definition_changed() {
var orig_def = definition;
_definition.increment_version();
@@ -105,6 +106,7 @@ namespace mbts.spark {
definition_changed?.Invoke();
if (order_type != orig_def.CustomCase)
RaisePropertyChanged(nameof(order_type), nameof(meta));
RaisePropertyChanged(nameof(children_vm));
}
}
}
}
@@ -2,6 +2,7 @@ using bts.api;
using bts.api.orderman;
using bts.utils;
using Google.Protobuf.Reflection;
using mbts.ui.utility;
using mbts.utils;
using System;
using System.Collections.Generic;
@@ -11,8 +12,9 @@ using System.Reactive.Linq;
namespace mbts.spark {
[Export]
public class DynamicOrderHelper
{
class DynamicOrderHelper {
public readonly IMaskIndexInt32<string> dynamic_type_index;
static readonly IReadOnlyDictionary<DynamicOrderParam.ValueOneofCase, (FieldDescriptor field_descriptor, Type field_type)> _descriptor_case_index =
ProtoHelper.get_oneof_descriptor_index<DynamicOrderParam, DynamicOrderParam.ValueOneofCase>(nameof(DynamicOrderParam.ValueCase));
@@ -21,6 +23,7 @@ namespace mbts.spark {
private DynamicOrderHelper(OrderService order_service)
{
_dynamic_types = order_service.get_registered_dynamic_order_types(new VoidMessage());
dynamic_type_index = new MaskIndexInt32<string>(_dynamic_types.DynamicOrderDesc.Select(d => d.DynamicOrderType).ToList());
}
public void add_dynamic_order_defs(List<CustomOrderDefinitionImmutable> defs,
@@ -30,9 +33,9 @@ namespace mbts.spark {
{
var dorder = factory(CustomOrderDefinition.CustomOneofCase.Dynamic);
dorder.Dynamic.DynamicOrderType = d.DynamicOrderType;
var ddef = dorder.Dynamic;
//Add only the descriptor here for reflection later
foreach(var p in d.ParamDesc)
dorder.Dynamic.OrderParams.Add( p.ParamName, new DynamicOrderParam() );
add_dynamic_params(ref ddef);
defs.Add(new CustomOrderDefinitionImmutable(dorder));
}
}
@@ -42,39 +45,35 @@ namespace mbts.spark {
internal DynamicOrderDefinition create_def(string dynamic_type) {
var desc = get_descriptor(dynamic_type);
var def = new DynamicOrderDefinition();
foreach (var p in desc.ParamDesc) {
if (_is_child_algo_desc(p)) {
def.OrderParams[p.ParamName] = new DynamicOrderParam { AsOrderDef = new CustomOrderDefinition() };
} else if (_is_value_param_desc(p)) {
var value_case = _get_value_case(p.ParamType.Primitive);
if (_descriptor_case_index.TryGetValue(value_case, out (FieldDescriptor fd, Type type) tup)) {
var dop = new DynamicOrderParam();
tup.fd.Accessor.SetValue(dop, ConvertUtils.get_default(tup.type));
def.OrderParams[p.ParamName] = dop;
}
}
}
var def = new DynamicOrderDefinition { DynamicOrderType = dynamic_type };
add_dynamic_params(ref def);
return def;
}
static DynamicOrderParam.ValueOneofCase _get_value_case(DynamicOrderPrimitiveDescriptor primitive_descriptor_case) {
switch (primitive_descriptor_case) {
case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveBool: return DynamicOrderParam.ValueOneofCase.AsBool;
case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveDouble: return DynamicOrderParam.ValueOneofCase.AsBool;
case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveInt: return DynamicOrderParam.ValueOneofCase.AsInt32;
case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveUint: return DynamicOrderParam.ValueOneofCase.AsUint32;
case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveString: return DynamicOrderParam.ValueOneofCase.AsString;
default: throw ExceptionBuilder.Argument.unexpected_case(primitive_descriptor_case, nameof(primitive_descriptor_case));
}
internal void add_dynamic_params(ref DynamicOrderDefinition dynamic_def) {
var desc = get_descriptor(dynamic_def.DynamicOrderType);
foreach (var p in desc.ParamDesc)
dynamic_def.OrderParams[p.ParamName] = init_param(p);
}
static bool _is_child_algo_desc(DynamicOrderParamDescriptor desc) =>
desc.ParamType.DescriptorCase == DynamicOrderTypeDescriptor.DescriptorOneofCase.Primitive &&
desc.ParamType.Primitive == DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveOrderDef;
static bool _is_value_param_desc(DynamicOrderParamDescriptor desc) =>
desc.ParamType.DescriptorCase == DynamicOrderTypeDescriptor.DescriptorOneofCase.Enumerated ||
(desc.ParamType.DescriptorCase == DynamicOrderTypeDescriptor.DescriptorOneofCase.Primitive && desc.ParamType.Primitive != DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveOrderDef);
internal static DynamicOrderParam init_param(DynamicOrderParamDescriptor descriptor) {
var param = new DynamicOrderParam();
switch (descriptor.ParamType.DescriptorCase) {
case DynamicOrderTypeDescriptor.DescriptorOneofCase.Array: param.AsArray = new DynamicOrderArray(); break;
case DynamicOrderTypeDescriptor.DescriptorOneofCase.Enumerated: param.AsEnumerated = new DynamicOrderEnumerated { EnumValue = descriptor.ParamType.Enumerated.Element.FirstOrDefault() }; break;
case DynamicOrderTypeDescriptor.DescriptorOneofCase.Primitive:
switch (descriptor.ParamType.Primitive) {
case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveBool: param.AsBool = false; break;
case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveDouble: param.AsDouble = 0.0; break;
case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveInt: param.AsInt32 = 0; break;
case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveOrderDef: param.AsOrderDef = new CustomOrderDefinition(); break;
case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveString: param.AsString = string.Empty; break;
case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveUint: param.AsUint32 = 0u; break;
}
break;
case DynamicOrderTypeDescriptor.DescriptorOneofCase.Structure: param.AsStruct = new DynamicOrderStruct(); break;
}
return param;
}
}
}
}
@@ -3,13 +3,21 @@ using Google.Protobuf.Reflection;
using mbts.ui.shell;
using mbts.utils;
using System;
using System.Collections.Generic;
using System.Collections.ObjectModel;
using System.Linq;
namespace mbts.spark {
abstract class DynamicOrderParamVM : ViewModelBase {
DynamicOrderParam _param = new DynamicOrderParam();
abstract class DynamicOrderParamVM : DisposableViewModelBase {
DynamicOrderParam _param;
protected DynamicOrderParamVM(DynamicOrderParamDescriptor descriptor) =>
protected DynamicOrderParamVM(DynamicOrderParamDescriptor descriptor)
: this(descriptor, DynamicOrderHelper.init_param(descriptor)) { }
protected DynamicOrderParamVM(DynamicOrderParamDescriptor descriptor, DynamicOrderParam param) {
this.descriptor = descriptor;
_param = param;
}
public DynamicOrderParamDescriptor descriptor { get; set; }
public DynamicOrderParam param {
@@ -34,6 +42,7 @@ namespace mbts.spark {
case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveString: return new DynamicOrderParamVM<string>(descriptor, DynamicOrderParam.AsStringFieldNumber);
default: throw ExceptionBuilder.Argument.unexpected_case(descriptor.ParamType.Primitive, nameof(descriptor));
}
case DynamicOrderTypeDescriptor.DescriptorOneofCase.Enumerated: return new DynamicOrderEnumeratedVM(descriptor);
default: throw ExceptionBuilder.Argument.unexpected_case(descriptor.ParamType.DescriptorCase, nameof(descriptor));
}
}
@@ -55,4 +64,41 @@ namespace mbts.spark {
protected override void on_param_changed() => RaisePropertyChanged(nameof(value));
}
class DynamicOrderEnumeratedVM : DynamicOrderParamVM {
static readonly FieldDescriptor _field_desc = DynamicOrderParam.Descriptor.FindFieldByNumber(DynamicOrderParam.AsEnumeratedFieldNumber);
public DynamicOrderEnumeratedVM(DynamicOrderParamDescriptor descriptor)
: base(descriptor) =>
elements = new ObservableCollection<string>(_get_elements(descriptor));
public ObservableCollection<string> elements { get; }
public string selected_element {
get => param?.ValueCase == DynamicOrderParam.ValueOneofCase.AsEnumerated ? param.AsEnumerated.EnumValue : null;
set {
if (param == null) {
param = new DynamicOrderParam { AsEnumerated = new DynamicOrderEnumerated() };
} else if (param.ValueCase != DynamicOrderParam.ValueOneofCase.AsEnumerated) {
param.AsEnumerated = new DynamicOrderEnumerated();
}
if (param.AsEnumerated.EnumValue != value) {
param.AsEnumerated.EnumValue = value;
RaisePropertyChanged();
}
}
}
protected override void on_param_changed() {
_sync_elements();
RaisePropertyChanged(nameof(selected_element));
}
static IEnumerable<string> _get_elements(DynamicOrderParamDescriptor descriptor) =>
descriptor.ParamType?.DescriptorCase == DynamicOrderTypeDescriptor.DescriptorOneofCase.Enumerated ?
descriptor.ParamType.Enumerated.Element : Enumerable.Empty<string>();
void _sync_elements() =>
elements.sync_with(_get_elements(descriptor));
}
}
@@ -33,7 +33,10 @@ namespace mbts.spark {
}),
ObservableAutoWrapper.connect_item_hooks(_parameters, p => {
p.PropertyChanged += on_param_prop_changed;
return Disposable.Create(() => p.PropertyChanged -= on_param_prop_changed);
return Disposable.Create(() => {
p.PropertyChanged -= on_param_prop_changed;
p.Dispose();
});
}, true));
void on_param_prop_changed(object sender, PropertyChangedEventArgs e) => raise_definition_changed();
}
@@ -61,4 +64,4 @@ namespace mbts.spark {
(desc.ParamType.DescriptorCase == DynamicOrderTypeDescriptor.DescriptorOneofCase.Primitive && desc.ParamType.Primitive != DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveOrderDef);
}
}
}
}
@@ -22,17 +22,14 @@ namespace mbts.spark {
CustomOrderDefinition.CustomOneofCase order_type { get; }
bool is_bts_type { get; }
OrderMetadata meta { get; }
AlgoEditingPermissions editing_permissions { get; }
bool can_expand { get; }
bool is_expanded { get; set; }
bool can_edit_values { get; }
bool can_edit_structure { get; }
bool can_save_values { get; }
bool can_save_structure { get; }
string display_name { get; }
CustomOrderDefinitionImmutable definition { get; }
ObservableCollection<IAlgoSelector> child_algo_selectors { get; }
dynamic children_vm { get; }
bool key_match(KeyEventArgs e);
void set_permissions(AlgoEditingPermissions editing_permissions);
Task<CustomOrderDefinitionImmutable?> load_from_async(CustomOrderDefinitionImmutable definition);
}
@@ -91,4 +88,4 @@ namespace mbts.spark {
ObservableAutoWrapper.connect_item_hooks(vm.child_algo_selectors, s => load_algo_data_recursive(s, algo_data, default_algo)));
}
}
}
}
@@ -56,8 +56,6 @@ namespace mbts.spark {
public static IAlgoVM create(AlgoData def_data, AlgoEditingPermissions editing_permissions = default_editing_permissions, bool is_expanded = false) {
var vm = create(def_data.key, def_data.name, def_data.value.CustomCase, editing_permissions, is_expanded);
vm.load_from(def_data.value);
//vm.is_expanded = is_expanded && vm.can_expand;
vm.is_expanded = is_expanded && vm.can_expand;
return vm;
}
@@ -84,6 +82,7 @@ namespace mbts.spark {
case AlgoType.None: vm = new DefaultAlgoVM(); break;
default: throw new NotImplementedException();
}
vm.is_expanded = is_expanded && vm.can_expand;
return vm;
}
@@ -95,38 +94,32 @@ namespace mbts.spark {
public static FieldDescriptor find_descriptor<T>() =>
_algo_type_index.TryGetValue(typeof(T), out FieldDescriptor fd) ?
fd : throw new NotSupportedException($"No {nameof(AlgoDef)} {nameof(FieldDescriptor)} exists for type '{typeof(T)}.'");
public static Func<TMutable, TImmutable> immutable_factory<TMutable, TImmutable>() where TMutable : IMessage, new() where TImmutable : IImmutableMessage =>
_ImmutableActivator<TMutable, TImmutable>.factory;
static class _ImmutableActivator<TMutable, TImmutable> where TMutable : IMessage, new() where TImmutable : IImmutableMessage {
public static readonly Func<TMutable, TImmutable> factory =
m => (TImmutable)Activator.CreateInstance(typeof(TImmutable), m);
}
}
#region OrderTypeVM Base Classes
abstract class OrderTypeVMBase<TMutable, TImmutable> : DisposableViewModelBase, IAlgoVM, IObserver<SecurityMD?>, IObserver<OrdersModel> where TMutable : class, IMessage, new() where TImmutable : struct, IImmutableMessage {
/// TODO: maybe use explicit delegates rather than rely on reflection <see cref="_descriptor"/> <see cref="_create_immutable"/>.
abstract class OrderTypeVMBase<TMutable, TImmutable> : DisposableViewModelBase, IAlgoVM,
IObserver<SecurityMD?>,
IObserver<SecurityImmutable?>,
IObserver<OrdersModel>,
IObserver<AlgoEditingPermissions> where TMutable : class, IMessage, new() where TImmutable : struct, IImmutableMessage {
static readonly FieldDescriptor _descriptor = OrderTypeVMUtils.find_descriptor<TMutable>();
static readonly Func<TMutable, TImmutable> _create_immutable = OrderTypeVMUtils.immutable_factory<TMutable, TImmutable>();
readonly IDictionary<string, object> _children_vm = new ExpandoObject();
protected CompositeDisposable _resources = new CompositeDisposable();
readonly ObservableKeyedCollection<(string name, Action<TMutable> assign, Action<TMutable> load), string> _auto_props = new ObservableKeyedCollection<(string name, Action<TMutable> assign, Action<TMutable> load), string>(t => t.name);
readonly ObservableKeyedCollection<AlgoSelectorData, string> _child_algo_selector_data = new ObservableKeyedCollection<AlgoSelectorData, string>(sd => sd.prop_name);
readonly ObservableAutoWrapper<IAlgoSelector, AlgoSelectorData> _child_algo_selectors;
readonly Property<bool> _is_expanded, _can_save_values, _can_save_structure;
readonly Property<bool> _is_expanded;
readonly DeferrableActionWrapper _def_change_notifier;
SecurityInput _security_input;
AlgoEditingPermissions _editing_permissions;
IDisposable _pending_load;
protected OrderTypeVMBase(AlgoKey id, string display_name, AlgoEditingPermissions editing_permissions) {
this.id = id;
this.display_name = display_name;
this.editing_permissions = editing_permissions;
_editing_permissions = editing_permissions;
_child_algo_selectors = new ObservableAutoWrapper<IAlgoSelector, AlgoSelectorData>(_child_algo_selector_data, sd => sd.selector);
_can_save_values = backing(nameof(can_save_values), true);
_can_save_structure = backing(nameof(can_save_structure), true);
_is_expanded = backing<bool>(nameof(is_expanded));
meta = OrderDataHelper.get_metadata(order_type);
_def_change_notifier = new DeferrableActionWrapper(() => definition_changed?.Invoke());
@@ -134,10 +127,6 @@ namespace mbts.spark {
switch (e.PropertyName) {
// ignore props that don't affect the resultant AlgoDef
case nameof(is_expanded):
case nameof(can_edit_values):
case nameof(can_edit_structure):
case nameof(can_save_values):
case nameof(can_save_structure):
return;
default:
_def_change_notifier.execute();
@@ -148,10 +137,7 @@ namespace mbts.spark {
CompositeDisposable def_sub = null;
sd.selector.selected_algo_changed += subscribe_new_algo;
return new CompositeDisposable(
ObservableAutoWrapper.connect_item_hooks(sd.selector.algos, a => {
a.set_permissions(this.editing_permissions);
return a as IDisposable ?? Disposable.empty;
}, true)) {
ObservableAutoWrapper.try_dispose_on_removed(sd.selector.algos, true)) {
() => {
sd.selector.selected_algo_changed -= subscribe_new_algo;
Disposable.dispose(ref def_sub);
@@ -170,6 +156,7 @@ namespace mbts.spark {
}
public event Action definition_changed;
event Action<SecurityImmutable?> _security_changed;
// core
public AlgoDefi definition => new AlgoDefi(this.created_assigned());
public AlgoType order_type => OrderDataHelper.get_order_type(new TMutable());
@@ -182,18 +169,14 @@ namespace mbts.spark {
public dynamic children_vm => _children_vm;
public ObservableCollection<IAlgoSelector> child_algo_selectors => _child_algo_selectors;
// editing permissions
public AlgoEditingPermissions editing_permissions { get; private set; }
public bool can_edit_values => EnumHelper.includes_flag(editing_permissions, AlgoEditingPermissions.AllowEditValues);
public bool can_edit_structure => EnumHelper.includes_flag(editing_permissions, AlgoEditingPermissions.AllowEditStructure);
public bool can_save_values => _can_save_values.Value;
public bool can_save_structure => _can_save_structure.Value;
// misc
public AlgoEditingPermissions editing_permissions { get => _editing_permissions; private set => Set(ref _editing_permissions, value); }
// expand
public virtual bool can_expand => !meta.NoProps;
public virtual bool is_expanded { get => _is_expanded.Value; set => _is_expanded.Value = value; }
// protected (observed props)
protected OrdersModel model { get; private set; }
protected SecurityMD? security_md { get; private set; }
protected SecurityImmutable? security => security_md?.security;
protected SecurityMD? security_md => _security_input.security_md;
protected SecurityImmutable? security => _security_input.security;
public void assign_to(AlgoDef value) {
var algo = new TMutable();
@@ -206,12 +189,6 @@ namespace mbts.spark {
}
}
public void set_permissions(AlgoEditingPermissions editing_permissions) {
using (detect_property_changes(nameof(can_edit_values), nameof(can_edit_structure), nameof(can_save_values), nameof(can_save_structure)))
this.editing_permissions = editing_permissions;
on_permissions_changed();
}
public bool key_match(KeyEventArgs key) =>
!string.IsNullOrEmpty(display_name) && key.Key == (Key.A + display_name[0] - 'A');
@@ -219,22 +196,31 @@ namespace mbts.spark {
if (value.CustomCase != order_type)
return;
var algom = _descriptor.Accessor.GetValue(value.CloneToMutable()) as TMutable ?? new TMutable();
var security_src = Observable.Create<SecurityImmutable?>(o => {
o.OnNext(security);
_security_changed += o.OnNext;
return Disposable.Create(() => _security_changed -= o.OnNext);
});
Disposable.replace(ref _pending_load,
new CompositeDisposable(
ObservableAutoWrapper.connect_item_actions(_child_algo_selector_data.AsCollection(), sd => {
var inner_def = sd.get_order(value);
if (inner_def.HasValue) {
if (security.HasValue) {
inner_def = OrderDataHelper.fit_to_type(inner_def.Value, security.Value.ContractCase);
if (!inner_def.HasValue)
return;
}
var vm = sd.selector.algos.GetOrAdd(OrderDataHelper.get_shallow_factory_key(inner_def.Value), k => create(k, inner_def.Value.display_name(), inner_def.Value.CustomCase));
vm.load_from(inner_def.Value);
sd.selector.selected_algo = vm;
}
}),
Disposable.Create(
ObservableAutoWrapper.connect_item_hooks(
_child_algo_selector_data.AsCollection(),
sd => security_src.Subscribe(_ => ObservableAutoWrapper.connect_item_actions(_child_algo_selector_data.AsCollection(), selector_load_impl))),
ObservableAutoWrapper.connect_item_actions(_auto_props.AsCollection(), p => p.load(algom))));
void selector_load_impl(AlgoSelectorData sd) {
var inner_def = sd.get_order(value);
if (inner_def.HasValue) {
if (security.HasValue) {
inner_def = OrderDataHelper.fit_to_type(inner_def.Value, security.Value.ContractCase);
if (!inner_def.HasValue)
return;
}
var vm = sd.selector.algos.GetOrAdd(OrderDataHelper.get_shallow_factory_key(inner_def.Value), k => create(k, inner_def.Value.display_name(), inner_def.Value.CustomCase, is_expanded: is_expanded));
vm.load_from(inner_def.Value);
sd.selector.selected_algo = vm;
}
}
}
public virtual async Task<AlgoDefi?> load_from_async(AlgoDefi defi) {
@@ -246,7 +232,7 @@ namespace mbts.spark {
foreach (var sd in _child_algo_selector_data) {
var inner_def = sd.get_order(defi);
if (inner_def.HasValue) {
var vm = sd.selector.algos.GetOrAdd(OrderDataHelper.get_shallow_factory_key(inner_def.Value), k => create(k, inner_def.Value.display_name(), inner_def.Value.CustomCase));
var vm = sd.selector.algos.GetOrAdd(OrderDataHelper.get_shallow_factory_key(inner_def.Value), k => create(k, inner_def.Value.display_name(), inner_def.Value.CustomCase, is_expanded: is_expanded));
await vm.load_from_async(inner_def.Value);
sd.selector.selected_algo = vm;
}
@@ -260,11 +246,6 @@ namespace mbts.spark {
protected virtual Task on_load_from_async(AlgoDefi defi) => Task.CompletedTask;
protected virtual void on_permissions_changed() {
foreach (var vm in child_algo_selectors.SelectMany(s => s.algos.AsCollection()))
vm.set_permissions(editing_permissions);
}
protected void raise_definition_changed() =>
_def_change_notifier.execute();
@@ -337,12 +318,11 @@ namespace mbts.spark {
protected Property<TImmutableValue> add_property<TMutableValue, TImmutableValue>(string prop_name, int target_field_number, TImmutableValue init_value = default) where TMutableValue : class, IMessage, new() where TImmutableValue : IImmutableMessage {
var prop = backing(prop_name, init_value);
var field_desc = new TMutable().Descriptor.FindFieldByNumber(target_field_number);
var immutable_factory = OrderTypeVMUtils.immutable_factory<TMutableValue, TImmutableValue>();
add_property<TMutableValue>(
prop_name,
mdef => field_desc.Accessor.GetValue(mdef) as TMutableValue,
(mdef, mval) => field_desc.Accessor.SetValue(mdef, mval),
mval => prop.set(immutable_factory(mval ?? new TMutableValue())),
mval => prop.set(ProtoHelper.immutable_factory<TMutableValue, TImmutableValue>(mval ?? new TMutableValue())),
() => {
// TODO: perhaps CloneToMutable() should be a member of IImmutableMessage.
// this method makes things so simple for the caller...but this dynamic cast is a little sketch.
@@ -381,6 +361,7 @@ namespace mbts.spark {
protected virtual void on_model_internal() { }
protected virtual void on_security_md_internal() { }
protected virtual void on_security_internal() { }
// model
void IObserver<OrdersModel>.OnNext(OrdersModel model) {
@@ -400,14 +381,40 @@ namespace mbts.spark {
void IObserver<OrdersModel>.OnCompleted() { }
// security md
void IObserver<SecurityMD?>.OnNext(SecurityMD? security_md) {
this.security_md = security_md;
using (_def_change_notifier.defer_execution()) {
on_security_md_internal();
_populate_selectors();
}
using (_def_change_notifier.defer_execution())
using (_update_sec_input())
_security_input = _security_input.with_security_md(security_md);
}
void IObserver<SecurityMD?>.OnError(Exception error) { }
void IObserver<SecurityMD?>.OnCompleted() { }
// security
void IObserver<SecurityImmutable?>.OnNext(SecurityImmutable? security) {
using (_def_change_notifier.defer_execution())
using (_update_sec_input())
_security_input = _security_input.with_security(security);
}
void IObserver<SecurityImmutable?>.OnError(Exception error) { }
void IObserver<SecurityImmutable?>.OnCompleted() { }
// editing permissions
void IObserver<AlgoEditingPermissions>.OnNext(AlgoEditingPermissions editing_permissions) => this.editing_permissions = editing_permissions;
void IObserver<AlgoEditingPermissions>.OnError(Exception error) { }
void IObserver<AlgoEditingPermissions>.OnCompleted() { }
IDisposable _update_sec_input() {
var old_sec = security;
var old_sec_md = security_md;
return Disposable.Create(() => {
if (security != old_sec) {
on_security_internal();
if (_editing_permissions.HasFlag(AlgoEditingPermissions.AllowEditStructure))
_populate_selectors();
_security_changed?.Invoke(security);
}
if (security_md != old_sec_md)
on_security_md_internal();
});
}
IDisposable _selector_data_hooks;
void _populate_selectors() {
@@ -426,6 +433,40 @@ namespace mbts.spark {
}
}
// security input may come in 2 forms:
// 1) SecurityImmutable?
// 2) SecurityMD?
// This structure resolves conflicts that may arise from the different inputs
struct SecurityInput {
readonly SecurityMD? _raw_security_md;
readonly SecurityImmutable? _raw_security;
public readonly SecurityMD? security_md;
public readonly SecurityImmutable? security;
SecurityInput(SecurityImmutable? raw_security, SecurityMD? raw_security_md, SecurityImmutable? security, SecurityMD? security_md) {
_raw_security = raw_security;
_raw_security_md = raw_security_md;
this.security_md = security_md;
this.security = security;
}
public SecurityInput with_security(SecurityImmutable? security) =>
new SecurityInput(
security,
_raw_security_md,
security,
security.HasValue && _raw_security_md.HasValue && _raw_security_md.Value.security.Id != security.Value.Id ?
null : _raw_security_md);
public SecurityInput with_security_md(SecurityMD? security_md) =>
new SecurityInput(
_raw_security,
security_md,
security_md?.security ?? _raw_security,
security_md);
}
struct AlgoSelectorData {
public readonly string prop_name;
public readonly AlgoSelector selector;
@@ -445,14 +486,15 @@ namespace mbts.spark {
IReadOnlyDictionary<AlgoKey, AlgoData> _pending_data;
AlgoKey? _pending_default;
public AlgoSelector() =>
public AlgoSelector() {
algos_view = ObservableAutoWrapper.create_sorted_wrapper(algos, AlgoCollectionHelper.algo_vm_comparer);
selected_algo_changed += (o, n) => PropertyChanged?.Invoke(this, new PropertyChangedEventArgs(nameof(selected_algo)));
}
public void load_algo_data(IReadOnlyDictionary<AlgoKey, AlgoData> algo_data, AlgoKey? default_algo) {
_pending_data = algo_data;
_pending_default = default_algo;
_sync_formats();
selected_algo_changed += (o, n) => PropertyChanged?.Invoke(this, new PropertyChangedEventArgs(nameof(selected_algo)));
}
public event PropertyChange<IAlgoVM> selected_algo_changed;
@@ -513,4 +555,4 @@ namespace mbts.spark {
}
#endregion
}
}
}
@@ -1,4 +1,5 @@
using bts;
using bts.api;
using bts.api.orderman;
using mbts.ui.controls;
using mbts.ui.utility;
@@ -11,7 +12,7 @@ using SpreaderDefi = bts.api.orderman.SpreaderOrderDefinitionImmutable;
namespace mbts.spark {
static partial class OrderTypeVMFactory {
class SpreaderOrderVM : OrderTypeVMBase<SpreaderDef, SpreaderDefi>, IAlgoVM, ILazyAlgo, IObserver<SecurityMD?>, IObserver<OrdersModel> {
class SpreaderOrderVM : OrderTypeVMBase<SpreaderDef, SpreaderDefi>, IAlgoVM, ILazyAlgo, IObserver<OrdersModel> {
readonly Property<SpreaderDefi?> _template;
readonly StrategyEditorWrapper _strategy_editor_wrapper;
IDisposable _strategy_sub;
@@ -78,16 +79,15 @@ namespace mbts.spark {
set_error(nameof(template), "Waiting for security and/or strategy.", true);
else clear_error(nameof(template));
}
protected override void on_security_md_internal() => _reset_strategy_sub();
protected override void on_model_internal() => _reset_strategy_sub();
protected override void on_security_internal() => _reset_strategy_sub();
void _reset_strategy_sub() {
Disposable.dispose(ref _strategy_sub);
if (model != null) {
if (security_md.HasValue) {
_strategy_sub = model.spreader.security_strategy(security_md.Value.security.Id)
.Select(strategy => new SpreaderDefi?(model.factory.spreader_orderi(security_md.Value.security, strategy)))
if (security.HasValue) {
_strategy_sub = model.spreader.security_strategy(security.Value.Id)
.Select(strategy => new SpreaderDefi?(model.factory.spreader_orderi(security.Value, strategy)))
.OnDispatcher()
.Subscribe(s => {
is_loaded = true;
@@ -130,4 +130,4 @@ namespace mbts.spark {
}
}
}
}
}
+22 -15
View File
@@ -86,7 +86,7 @@ namespace mbts.spark {
(os, okey, am, mkey) => new OrderSecurityAlgoMeta(os.order, os.sec, am.algo, am.meta),
(os, okey, mkey) => new OrderSecurityAlgoMeta(os.order, os.sec, null, null),
ot => ot.order.Key);
on_order_tuples = order_secs_algo_meta_join;
on_order_tuples = order_secs_algo_meta_join.Cache();
var on_fills =
_service.subscribei_fills()
.Naggle(interval, scheduler)
@@ -101,17 +101,14 @@ namespace mbts.spark {
(f, fk, o, ok) => new FillTuple(f, o),
(f, fk, ok) => new FillTuple(f, null),
f => f.fill.FillKey);
on_fill_tuples = fill_order_tuples_join;
on_fill_tuples = fill_order_tuples_join.Cache();
_dispose = Disposable.Create(
on_orders.Select(t => t.order, o => o.Key).Subscribe(_security_orders_demuxer),
on_positions.Subscribe(_security_positions_demuxer),
order_secs_algo_meta_join.Connect(),
algo_meta_join.Connect(),
fill_order_tuples_join.Connect(),
_bus.subscribe(SparkTags.CreateOrder).Subscribe(a => send_order(a.definition, a.price, a.size).ignore()),
_bus.subscribe(SparkTags.RecreateOrder).Subscribe(a => a.ForEach(x => send_order(x.definition, x.price, x.size).ignore())),
_bus.subscribe(SparkTags.CancelOrders).Subscribe(x => cancel_orders(x).ignore()),
_bus.subscribe(SparkTags.CrackOrders).Subscribe(x => crack_orders(x).ignore()),
_bus.subscribe(SparkTags.DetachOrders).Subscribe(x => detach_orders(x).ignore()),
_bus.subscribe(SparkTags.UpdateOrder).Subscribe(x => this.update_order(x.key, x.price, x.size).ignore())
);
}
@@ -166,27 +163,37 @@ namespace mbts.spark {
return success;
}
public async Task<bool> update_order(OrderRecordImmutable order, double price, uint size) {
if (order.working_quantity() <= 0) return false;
_activity.update_order(order, price, size);
public async Task<bool> update_order(OrderRecordImmutable order, double? new_price = null, uint? new_size = null, CustomOrderDefinitionImmutable? new_algo = null) {
if (order.working_quantity() <= 0) {
// order already filled to completion
return false;
}
var size = new_size ?? (uint)order.working_quantity();
var price = new_price ?? order.price();
if (size == order.working_quantity() && price == order.price() && !new_algo.HasValue) {
// no parameters would be changed by this update
return false;
}
_activity.update_order(order, price, size, new_algo.HasValue);
var result = await _service.update_order_async(new Update() {
OrderKey = order.Key,
Price = price,
Quantity = size
Quantity = size,
Custom = new_algo?.CloneToMutable()
});
(var key, string msg) = _handle_error(result, "Failed to update order: {0}");
bool success = key.HasValue;
if (!success) {
_activity.update_order_failed(order, price, size);
_activity.update_order_failed(order, price, size, new_algo.HasValue);
}
return success;
}
public Task<bool[]> crack_orders(IEnumerable<uint> orders) =>
Task.WhenAll(orders.Select(crack_order));
public Task<bool[]> detach_orders(IEnumerable<uint> orders) =>
Task.WhenAll(orders.Select(detach_order));
public async Task<bool> crack_order(uint order) {
var result = await _service.crack_order_async(new Crack() { OrderKey = order });
public async Task<bool> detach_order(uint order) {
var result = await _service.detach_order_async(new Detach() { OrderKey = order });
return _handle_error(result, "Failed to break order: {0}").key.HasValue;
}
@@ -4,7 +4,7 @@ using System;
namespace mbts {
[ProtoContract]
class DiscreteStringPredicate : IDiscreteValuesPredicateBuilder<string>, IEquatable<DiscreteStringPredicate> {
class DiscreteStringPredicate : IDiscreteValuesPredicateData<string>, IEquatable<DiscreteStringPredicate> {
[ProtoMember(1)]
string[] _values;
[ProtoMember(2)]
@@ -4,7 +4,7 @@ using System;
namespace mbts {
[ProtoContract]
class DiscreteUIntPredicate : IDiscreteValuesPredicateBuilder<uint, uint?, uint[]>, IEquatable<DiscreteUIntPredicate> {
class DiscreteUIntPredicate : IDiscreteValuesPredicateData<uint, uint?, uint[]>, IEquatable<DiscreteUIntPredicate> {
[ProtoMember(1)]
uint[] _values;
[ProtoMember(2)]
@@ -16,7 +16,7 @@ namespace mbts {
public uint[] not_in_set { get => _get_set(true); set => _set(true, value); }
public DiscreteValuesOneofCase predicate_type_case => DiscreteValuesPredicateUtils.get_predicate_type_case(_values, _negated);
public IPredicate<uint> create(object obj) => DiscreteValuesPredicateUtils.create(this);
public IPredicate<uint> create() => DiscreteValuesPredicateUtils.create(this);
public bool Equals(DiscreteUIntPredicate other) => DiscreteValuesPredicateUtils.equals(this, other);
public override bool Equals(object obj) => Equals(obj as DiscreteUIntPredicate);
@@ -8,14 +8,14 @@ using System.Collections.Generic;
using System.Linq;
namespace mbts {
interface IDiscreteValuesPredicateBuilder<T, TSingle, TMulti> : IPredicateBuilder<T> {
interface IDiscreteValuesPredicateData<T, TSingle, TMulti> {
TSingle is_value { get; set; }
TSingle not_value { get; set; }
TMulti in_set { get; set; }
TMulti not_in_set { get; set; }
DiscreteValuesOneofCase predicate_type_case { get; }
}
interface IDiscreteValuesPredicateBuilder<T> : IDiscreteValuesPredicateBuilder<T, T, T[]> { }
interface IDiscreteValuesPredicateData<T> : IDiscreteValuesPredicateData<T, T, T[]> { }
public enum DiscreteValuesOneofCase {
None,
@@ -32,8 +32,8 @@ namespace mbts {
namespace mbts.ui.settings {
static class DiscreteValuesPredicateUtils {
public static bool equals<T>(IDiscreteValuesPredicateBuilder<T> a, IDiscreteValuesPredicateBuilder<T> b) => a.safe_equals(b, _equals);
static bool _equals<T>(IDiscreteValuesPredicateBuilder<T> a, IDiscreteValuesPredicateBuilder<T> b) {
public static bool equals<T>(IDiscreteValuesPredicateData<T> a, IDiscreteValuesPredicateData<T> b) => a.safe_equals(b, _equals);
static bool _equals<T>(IDiscreteValuesPredicateData<T> a, IDiscreteValuesPredicateData<T> b) {
var dvoc = a.predicate_type_case;
if (dvoc != b.predicate_type_case)
return false;
@@ -47,8 +47,8 @@ namespace mbts.ui.settings {
}
}
public static bool equals<T, TSingle, TMulti>(IDiscreteValuesPredicateBuilder<T, TSingle, TMulti> a, IDiscreteValuesPredicateBuilder<T, TSingle, TMulti> b) => a.safe_equals(b, _equals);
public static bool _equals<T, TSingle, TMulti>(IDiscreteValuesPredicateBuilder<T, TSingle, TMulti> a, IDiscreteValuesPredicateBuilder<T, TSingle, TMulti> b) {
public static bool equals<T, TSingle, TMulti>(IDiscreteValuesPredicateData<T, TSingle, TMulti> a, IDiscreteValuesPredicateData<T, TSingle, TMulti> b) => a.safe_equals(b, _equals);
public static bool _equals<T, TSingle, TMulti>(IDiscreteValuesPredicateData<T, TSingle, TMulti> a, IDiscreteValuesPredicateData<T, TSingle, TMulti> b) {
var dvoc = a.predicate_type_case;
if (dvoc != b.predicate_type_case)
return false;
@@ -62,7 +62,7 @@ namespace mbts.ui.settings {
}
}
public static int hash<T>(IDiscreteValuesPredicateBuilder<T> a) {
public static int hash<T>(IDiscreteValuesPredicateData<T> a) {
switch (a.predicate_type_case) {
case DiscreteValuesOneofCase.IsValue: return a.is_value.GetHashCode() % MathUtils.Primes.P_17191;
case DiscreteValuesOneofCase.NotValue: return a.not_value.GetHashCode() % MathUtils.Primes.P_83987;
@@ -72,7 +72,7 @@ namespace mbts.ui.settings {
}
}
public static int hash<T, TSingle, TMulti>(IDiscreteValuesPredicateBuilder<T, TSingle, TMulti> a) {
public static int hash<T, TSingle, TMulti>(IDiscreteValuesPredicateData<T, TSingle, TMulti> a) {
switch (a.predicate_type_case) {
case DiscreteValuesOneofCase.IsValue: return a.is_value.GetHashCode() % MathUtils.Primes.P_17191;
case DiscreteValuesOneofCase.NotValue: return a.not_value.GetHashCode() % MathUtils.Primes.P_83987;
@@ -88,7 +88,7 @@ namespace mbts.ui.settings {
(negated ? DiscreteValuesOneofCase.NotValue : DiscreteValuesOneofCase.IsValue) :
(negated ? DiscreteValuesOneofCase.NotInSet : DiscreteValuesOneofCase.IsInSet);
public static DiscreteValuesOneofCase get_predicate_type_case<T, TSingle, TMulti>(IDiscreteValuesPredicateBuilder<T, TSingle, TMulti> predicate_builder) {
public static DiscreteValuesOneofCase get_predicate_type_case<T, TSingle, TMulti>(IDiscreteValuesPredicateData<T, TSingle, TMulti> predicate_builder) {
if (predicate_builder.is_value != null) return DiscreteValuesOneofCase.IsValue;
if (predicate_builder.not_value != null) return DiscreteValuesOneofCase.NotValue;
if (predicate_builder.in_set != null) return DiscreteValuesOneofCase.IsInSet;
@@ -96,7 +96,7 @@ namespace mbts.ui.settings {
return DiscreteValuesOneofCase.None;
}
public static IPredicate<T> create<T>(IDiscreteValuesPredicateBuilder<T> predicate_builder) {
public static IPredicate<T> create<T>(IDiscreteValuesPredicateData<T> predicate_builder) {
switch (predicate_builder.predicate_type_case) {
case DiscreteValuesOneofCase.IsValue: return PredicateBuilder.equals(predicate_builder.is_value);
case DiscreteValuesOneofCase.NotValue: return PredicateBuilder.not_equals(predicate_builder.not_value);
@@ -106,7 +106,7 @@ namespace mbts.ui.settings {
}
}
public static IPredicate<T> create<T>(IDiscreteValuesPredicateBuilder<T, T?, T[]> predicate_builder) where T : struct {
public static IPredicate<T> create<T>(IDiscreteValuesPredicateData<T, T?, T[]> predicate_builder) where T : struct {
switch (predicate_builder.predicate_type_case) {
case DiscreteValuesOneofCase.IsValue: return PredicateBuilder.equals(predicate_builder.is_value.Value);
case DiscreteValuesOneofCase.NotValue: return PredicateBuilder.not_equals(predicate_builder.not_value.Value);
@@ -118,13 +118,13 @@ namespace mbts.ui.settings {
}
static class DiscreteValuesPredicateVMFactory {
public static Dictionary<DiscreteValuesOneofCase, ITemplatedPropertyWrapperVM<TPredicate>> get_oneofs_value_type<T, TPredicate>(IEnumerable<T> items)
where T : struct where TPredicate : IDiscreteValuesPredicateBuilder<T, T?, T[]> =>
where T : struct where TPredicate : IDiscreteValuesPredicateData<T, T?, T[]> =>
//
get_oneofs<T, T?, T[], TPredicate>(identity_view_value_collection(items), val => val.Value, val => val, vals => vals ?? Enumerable.Empty<T>(), vals => vals?.ToArray() ?? new T[0], get_identity_view);
public static Dictionary<DiscreteValuesOneofCase, ITemplatedPropertyWrapperVM<TPredicate>> get_oneofs<T, TSingle, TMulti, TPredicate>(
IObservableCollection<IViewValue<T>> items, Func<TSingle, T> from_single, Func<T, TSingle> to_single, Func<TMulti,IEnumerable<T>> from_multi, Func<IEnumerable<T>, TMulti> to_multi, Func<T, object> get_view)
where TPredicate : IDiscreteValuesPredicateBuilder<T, TSingle, TMulti> {
where TPredicate : IDiscreteValuesPredicateData<T, TSingle, TMulti> {
//
return new Dictionary<DiscreteValuesOneofCase, ITemplatedPropertyWrapperVM<TPredicate>> {
{ DiscreteValuesOneofCase.IsValue, PropertyWrapperVMUtils.create_selector_vm(
@@ -153,14 +153,14 @@ namespace mbts.ui.settings {
public static Dictionary<DiscreteValuesOneofCase, ITemplatedPropertyWrapperVM<TPredicate>> get_oneofs<T, TKey, TSingle, TMulti, TPredicate>(
IEnumerable<T> items, Func<T, TKey> key, Func<TSingle, TKey> from_single, Func<TKey, TSingle> to_single, Func<TMulti, IEnumerable<TKey>> from_multi, Func<IEnumerable<TKey>, TMulti> to_multi)
where TKey : struct, IEquatable<TKey>
where TPredicate : IDiscreteValuesPredicateBuilder<T, TSingle, TMulti> =>
where TPredicate : IDiscreteValuesPredicateData<T, TSingle, TMulti> =>
//
get_oneofs<T, TKey, TSingle, TMulti, TPredicate>(RXCollection.from_enumerable(items.Select<T, IViewValue<T>>(v => new ViewValueTuple<T>(v, v))), key, from_single, to_single, from_multi, to_multi);
public static Dictionary<DiscreteValuesOneofCase, ITemplatedPropertyWrapperVM<TPredicate>> get_oneofs<T, TKey, TSingle, TMulti, TPredicate>(
IObservableCollection<IViewValue<T>> items, Func<T, TKey> key, Func<TSingle, TKey> from_single, Func<TKey, TSingle> to_single, Func<TMulti, IEnumerable<TKey>> from_multi, Func<IEnumerable<TKey>, TMulti> to_multi)
where TKey : struct, IEquatable<TKey>
where TPredicate : IDiscreteValuesPredicateBuilder<T, TSingle, TMulti> {
where TPredicate : IDiscreteValuesPredicateData<T, TSingle, TMulti> {
//
return new Dictionary<DiscreteValuesOneofCase, ITemplatedPropertyWrapperVM<TPredicate>> {
{ DiscreteValuesOneofCase.IsValue, PropertyWrapperVMUtils.create_keyed_selector_vm<TPredicate, IViewValue<T>, TKey>(
@@ -5,7 +5,7 @@ using System;
namespace mbts {
[ProtoContract]
class ExchangePredicate : IDiscreteValuesPredicateBuilder<Venue, Venue?, Venue[]>, IEquatable<ExchangePredicate> {
class ExchangePredicate : IDiscreteValuesPredicateData<Venue, Venue?, Venue[]>, IEquatable<ExchangePredicate> {
[ProtoMember(1)]
Venue[] _values;
[ProtoMember(2)]
@@ -17,7 +17,7 @@ namespace mbts {
public Venue[] not_in_set { get => _get_set(true); set => _set(true, value); }
public DiscreteValuesOneofCase predicate_type_case => DiscreteValuesPredicateUtils.get_predicate_type_case(_values, _negated);
public IPredicate<Venue> create(object obj) => DiscreteValuesPredicateUtils.create(this);
public IPredicate<Venue> create() => DiscreteValuesPredicateUtils.create(this);
public bool Equals(ExchangePredicate other) => DiscreteValuesPredicateUtils.equals(this, other);
public override bool Equals(object obj) => Equals(obj as ExchangePredicate);
@@ -5,7 +5,7 @@ using System;
namespace mbts {
[ProtoContract]
class OrderStatusPredicate : IDiscreteValuesPredicateBuilder<OrderStatus, OrderStatus?, OrderStatus[]>, IEquatable<OrderStatusPredicate> {
class OrderStatusPredicate : IDiscreteValuesPredicateData<OrderStatus, OrderStatus?, OrderStatus[]>, IEquatable<OrderStatusPredicate> {
[ProtoMember(1)]
OrderStatus[] _values;
[ProtoMember(2)]
@@ -17,7 +17,7 @@ namespace mbts {
public OrderStatus[] not_in_set { get => _get_set(true); set => _set(true, value); }
public DiscreteValuesOneofCase predicate_type_case => DiscreteValuesPredicateUtils.get_predicate_type_case(_values, _negated);
public IPredicate<OrderStatus> create(object obj) => DiscreteValuesPredicateUtils.create(this);
public IPredicate<OrderStatus> create() => DiscreteValuesPredicateUtils.create(this);
public bool Equals(OrderStatusPredicate other) => DiscreteValuesPredicateUtils.equals(this, other);
public override bool Equals(object obj) => Equals(obj as OrderStatusPredicate);
@@ -5,7 +5,7 @@ using System;
namespace mbts {
[ProtoContract]
class OrderSubTypePredicate : IDiscreteValuesPredicateBuilder<OrderSubType, OrderSubType?, OrderSubType[]>, IEquatable<OrderSubTypePredicate> {
class OrderSubTypePredicate : IDiscreteValuesPredicateData<OrderSubType, OrderSubType?, OrderSubType[]>, IEquatable<OrderSubTypePredicate> {
[ProtoMember(1)]
OrderSubType[] _values;
[ProtoMember(2)]
@@ -17,7 +17,7 @@ namespace mbts {
public OrderSubType[] not_in_set { get => _get_set(true); set => _set(true, value); }
public DiscreteValuesOneofCase predicate_type_case => DiscreteValuesPredicateUtils.get_predicate_type_case(_values, _negated);
public IPredicate<OrderSubType> create(object obj) => DiscreteValuesPredicateUtils.create(this);
public IPredicate<OrderSubType> create() => DiscreteValuesPredicateUtils.create(this);
public bool Equals(OrderSubTypePredicate other) => DiscreteValuesPredicateUtils.equals(this, other);
public override bool Equals(object obj) => Equals(obj as OrderSubTypePredicate);
@@ -5,7 +5,7 @@ using OrderType = bts.api.orderman.CustomOrderDefinition.CustomOneofCase;
namespace mbts {
[ProtoContract]
class OrderTypePredicate : IDiscreteValuesPredicateBuilder<OrderType, OrderType?, OrderType[]>, IEquatable<OrderTypePredicate> {
class OrderTypePredicate : IDiscreteValuesPredicateData<OrderType, OrderType?, OrderType[]>, IEquatable<OrderTypePredicate> {
[ProtoMember(1)]
OrderType[] _values;
[ProtoMember(2)]
@@ -17,7 +17,7 @@ namespace mbts {
public OrderType[] not_in_set { get => _get_set(true); set => _set(true, value); }
public DiscreteValuesOneofCase predicate_type_case => DiscreteValuesPredicateUtils.get_predicate_type_case(_values, _negated);
public IPredicate<OrderType> create(object obj) => DiscreteValuesPredicateUtils.create(this);
public IPredicate<OrderType> create() => DiscreteValuesPredicateUtils.create(this);
public bool Equals(OrderTypePredicate other) => DiscreteValuesPredicateUtils.equals(this, other);
public override bool Equals(object obj) => Equals(obj as OrderTypePredicate);
@@ -5,7 +5,7 @@ using System;
namespace mbts {
[ProtoContract]
class TimeInForcePredicate : IDiscreteValuesPredicateBuilder<TimeInForce, TimeInForce?, TimeInForce[]>, IEquatable<TimeInForcePredicate> {
class TimeInForcePredicate : IDiscreteValuesPredicateData<TimeInForce, TimeInForce?, TimeInForce[]>, IEquatable<TimeInForcePredicate> {
[ProtoMember(1)]
TimeInForce[] _values;
[ProtoMember(2)]
@@ -17,7 +17,7 @@ namespace mbts {
public TimeInForce[] not_in_set { get => _get_set(true); set => _set(true, value); }
public DiscreteValuesOneofCase predicate_type_case => DiscreteValuesPredicateUtils.get_predicate_type_case(_values, _negate);
public IPredicate<TimeInForce> create(object obj) => DiscreteValuesPredicateUtils.create(this);
public IPredicate<TimeInForce> create() => DiscreteValuesPredicateUtils.create(this);
public bool Equals(TimeInForcePredicate other) => DiscreteValuesPredicateUtils.equals(this, other);
public override bool Equals(object obj) => Equals(obj as TimeInForcePredicate);
@@ -4,7 +4,6 @@ using bts.shell;
using bts.utils;
using mbts.spark;
using mbts.ui.settings;
using mbts.utils;
using ProtoBuf;
using System;
using System.Collections.Generic;
@@ -14,7 +13,7 @@ namespace mbts {
static class OrderCanceledEventPredicateVMFactory {
public static Dictionary<OrderCanceledEventPredicate.PredicateTypeOneofCase, ITemplatedPropertyWrapperVM<OrderCanceledEventPredicate>> get_oneofs(IBus bus) =>
new Dictionary<OrderCanceledEventPredicate.PredicateTypeOneofCase, ITemplatedPropertyWrapperVM<OrderCanceledEventPredicate>> {
{ OrderCanceledEventPredicate.PredicateTypeOneofCase.AnyOrder, PredicateBuilderVMWrapper.create<OrderCanceledEventPredicate>(p => p.security = null) },
{ OrderCanceledEventPredicate.PredicateTypeOneofCase.AnyOrder, PredicateVMWrapper.create<OrderCanceledEventPredicate>(p => p.security = null) },
{ OrderCanceledEventPredicate.PredicateTypeOneofCase.SecurityOrder, SecurityCriteriaVMFactory.create<OrderCanceledEventPredicate>(bus, o => o.security?.is_value ?? new SecurityCriteria(),
(p, s) => {
if (p.security == null)
@@ -26,7 +25,7 @@ namespace mbts {
}
[ProtoContract]
class OrderCanceledEventPredicate : IPredicateBuilder<OrderSecurity, INotificationServiceDataCache>, IEquatable<OrderCanceledEventPredicate> {
class OrderCanceledEventPredicate : IEquatable<OrderCanceledEventPredicate> {
public enum PredicateTypeOneofCase {
[Description("(any order)")]
AnyOrder,
@@ -52,7 +51,7 @@ namespace mbts {
OrderEventPredicateHelper.create_status_transition_predicate(OrderStatus.Canceled, security, data_cache);
public INotificationPredicate<OrderSecurity> create_toast(INotificationServiceDataCache data_cache) =>
new MyToaster(security?.create(data_cache), data_cache);
new MyToaster(security?.create(), data_cache);
public bool Equals(OrderCanceledEventPredicate other) => other != null && other.security.safe_equals(other.security);
public override bool Equals(object obj) => Equals(obj as OrderCanceledEventPredicate);
@@ -4,7 +4,6 @@ using bts.shell;
using bts.utils;
using mbts.spark;
using mbts.ui.settings;
using mbts.utils;
using ProtoBuf;
using System;
using System.Collections.Generic;
@@ -14,7 +13,7 @@ namespace mbts {
static class OrderCompletedEventPredicateVMFactory {
public static Dictionary<OrderCompletedEventPredicate.PredicateTypeOneofCase, ITemplatedPropertyWrapperVM<OrderCompletedEventPredicate>> get_oneofs(IBus bus) =>
new Dictionary<OrderCompletedEventPredicate.PredicateTypeOneofCase, ITemplatedPropertyWrapperVM<OrderCompletedEventPredicate>> {
{ OrderCompletedEventPredicate.PredicateTypeOneofCase.AnyOrder, PredicateBuilderVMWrapper.create<OrderCompletedEventPredicate>(p => p.security = null) },
{ OrderCompletedEventPredicate.PredicateTypeOneofCase.AnyOrder, PredicateVMWrapper.create<OrderCompletedEventPredicate>(p => p.security = null) },
{ OrderCompletedEventPredicate.PredicateTypeOneofCase.SecurityOrder, SecurityCriteriaVMFactory.create<OrderCompletedEventPredicate>(bus, o => o.security?.is_value ?? new SecurityCriteria(),
(p, s) => {
if (p.security == null)
@@ -26,7 +25,7 @@ namespace mbts {
}
[ProtoContract]
class OrderCompletedEventPredicate : IPredicateBuilder<OrderSecurity, INotificationServiceDataCache>, IEquatable<OrderCompletedEventPredicate> {
class OrderCompletedEventPredicate : IEquatable<OrderCompletedEventPredicate> {
public enum PredicateTypeOneofCase {
[Description("(any order)")]
AnyOrder,
@@ -52,7 +51,7 @@ namespace mbts {
OrderEventPredicateHelper.create_status_transition_predicate(OrderStatus.Completed, security, data_cache);
public INotificationPredicate<OrderSecurity> create_toast(INotificationServiceDataCache data_cache) =>
new MyToaster(security?.create(data_cache), data_cache);
new MyToaster(security?.create(), data_cache);
public bool Equals(OrderCompletedEventPredicate other) => other != null && other.security.safe_equals(other.security);
public override bool Equals(object obj) => Equals(obj as OrderCompletedEventPredicate);
@@ -2,8 +2,6 @@
using bts.api.orderman;
using bts.shell;
using bts.utils;
using mbts.spark;
using mbts.utils;
using System;
namespace mbts {
@@ -39,7 +37,7 @@ namespace mbts {
}
public static IPredicate<OrderSecurity> create_status_transition_predicate(OrderStatus status, SecurityPredicate security_predicate, INotificationServiceDataCache data_cache) =>
new OrderStatusTransitionPredicate(status, security_predicate?.create(data_cache), data_cache);
new OrderStatusTransitionPredicate(status, security_predicate?.create(), data_cache);
class OrderStatusTransitionPredicate : IPredicate<OrderSecurity>, IEquatable<OrderStatusTransitionPredicate> {
readonly IPredicate<SecurityImmutable> _security_predicate;
@@ -11,7 +11,7 @@ namespace mbts {
static class OrderFilledEventPredicateVMFactory {
public static Dictionary<OrderFilledEventPredicate.PredicateTypeOneofCase, ITemplatedPropertyWrapperVM<OrderFilledEventPredicate>> get_oneofs(IBus bus) =>
new Dictionary<OrderFilledEventPredicate.PredicateTypeOneofCase, ITemplatedPropertyWrapperVM<OrderFilledEventPredicate>> {
{ OrderFilledEventPredicate.PredicateTypeOneofCase.AnyOrder, PredicateBuilderVMWrapper.create<OrderFilledEventPredicate>(p => p.security = null) },
{ OrderFilledEventPredicate.PredicateTypeOneofCase.AnyOrder, PredicateVMWrapper.create<OrderFilledEventPredicate>(p => p.security = null) },
{ OrderFilledEventPredicate.PredicateTypeOneofCase.SecurityOrder, SecurityCriteriaVMFactory.create<OrderFilledEventPredicate>(bus, o => o.security?.is_value ?? new SecurityCriteria(),
(p, s) => {
if (p.security == null) {
@@ -24,7 +24,7 @@ namespace mbts {
}
[ProtoContract]
class OrderFilledEventPredicate : IPredicateBuilder<OrderSecurity, INotificationServiceDataCache>, IEquatable<OrderFilledEventPredicate> {
class OrderFilledEventPredicate : IEquatable<OrderFilledEventPredicate> {
public enum PredicateTypeOneofCase {
[PredicateCase("(any order)")]
AnyOrder,
@@ -59,7 +59,7 @@ namespace mbts {
public override int GetHashCode() => security == null ? 0 : security.GetHashCode();
FillTriggerModel _create_model(INotificationServiceDataCache nsdc) =>
new FillTriggerModel(nsdc, security?.create(nsdc));
new FillTriggerModel(nsdc, security?.create());
class FillTriggerModel {
readonly IPredicate<SecurityImmutable> _security_predicate;
@@ -56,16 +56,16 @@ namespace mbts {
Func<TChildPredicate, TChildPredicateOneof> key,
Dictionary<TChildPredicateOneof, ITemplatedPropertyWrapperVM<TChildPredicate>> oneofs) where TChildPredicateOneof : struct where TChildPredicate : new() =>
//
PredicateBuilderVMWrapper.wrap_child_oneof<OrderRecordTuplePredicate, TChildPredicate, TChildPredicateOneof>(get, set, key, oneofs);
PredicateVMWrapper.wrap_child_oneof<OrderRecordTuplePredicate, TChildPredicate, TChildPredicateOneof>(get, set, key, oneofs);
}
}
[ProtoContract]
class OrderRecordTuplePredicate : INotificationPredicateBuilder<OrderSecurity, INotificationServiceDataCache>, IEquatable<OrderRecordTuplePredicate> {
class OrderRecordTuplePredicate : IEquatable<OrderRecordTuplePredicate> {
SecurityPredicate _security;
SidePredicate _side;
DoublePredicate _price, _last_price, _avg_price;
UIntPredicate _quantity, _filled_quantity, _security_key, _order_key, _parent_key;
UIntPredicate _quantity, _filled_quantity, _security_key, _order_key, _parent_key, _attached_target_order_key;
OrderStatusPredicate _order_status;
OrderTypePredicate _order_type;
OrderSubTypePredicate _order_sub_type;
@@ -125,7 +125,9 @@ namespace mbts {
[PredicateCase("When order is completed", PredicateCategory.Event)]
CompletedEvent,
[PredicateCase("When order is canceled", PredicateCategory.Event)]
CanceledEvent
CanceledEvent,
[PredicateCase(is_toastable:false)]
AttachedTargetOrderKey
}
[ProtoMember(1)]
@@ -176,6 +178,8 @@ namespace mbts {
public OrderCanceledEventPredicate canceled_event { get => _canceled_event; set => _set(ref _canceled_event, value); }
[ProtoMember(24)]
public bool is_toast_enabled { get; set; }
[ProtoMember(25)]
public UIntPredicate attached_order_target_key { get => _attached_target_order_key; set => _set(ref _attached_target_order_key, value); }
public PTOC predicate_type_case {
get {
@@ -202,45 +206,44 @@ namespace mbts {
if (_filled_event != null) return PTOC.FilledEvent;
if (_completed_event != null) return PTOC.CompletedEvent;
if (_canceled_event != null) return PTOC.CanceledEvent;
if (_attached_target_order_key != null) return PTOC.AttachedTargetOrderKey;
return PTOC.None;
}
}
public IPredicate<OrderSecurity> create_predicate(INotificationServiceDataCache data_cache) {
switch (predicate_type_case) {
case PTOC.Security: return wrap(_security, r => r.security ?? SecurityDataHelper.Defaults.SecurityImmutable);
case PTOC.Time: return wrap(_time_created, r => r.order.created());
case PTOC.LastChange: return wrap(_last_change, r => r.order.last_change());
case PTOC.User: return wrap(_user, r => r.order.user_id());
case PTOC.Account: return wrap(_account, r => r.order.account_id());
case PTOC.Exchange: return wrap(_exchange, r => r.security.exchange_or_default());
case PTOC.TimeInForce: return wrap(_time_in_force, r => r.order.time_in_force());
case PTOC.OrderType: return wrap(_order_type, r => r.order.order_type());
case PTOC.SubType: return wrap(_order_sub_type, r => r.order.sub_type());
case PTOC.Side: return wrap(_side, r => r.order.side());
case PTOC.Size: return wrap(_quantity, r => r.order.quantity());
case PTOC.Price: return wrap(_price, r => r.order.price());
case PTOC.Filled: return wrap(_filled_quantity, r => r.order.filled());
case PTOC.AvgFilled: return wrap(_avg_price, r => r.order.avg_price());
case PTOC.LastPrice: return wrap(_last_price, r => r.order.last_price());
case PTOC.Status: return wrap(_order_status, r => r.order.status());
case PTOC.LastMessage: return wrap(_last_message, r => r.order.last_msg());
case PTOC.SecurityKey: return wrap(_security_key, r => r.order.security_key());
case PTOC.OrderKey: return wrap(_order_key, r => r.order.Key);
case PTOC.ParentKey: return wrap(_parent_key, r => r.order.ParentKey);
case PTOC.Security: return wrap(_security.create(), r => r.security ?? SecurityDataHelper.Defaults.SecurityImmutable);
case PTOC.Time: return wrap(_time_created.create(), r => r.order.created());
case PTOC.LastChange: return wrap(_last_change.create(), r => r.order.last_change());
case PTOC.User: return wrap(_user.create(), r => r.order.user_id());
case PTOC.Account: return wrap(_account.create(), r => r.order.account_id());
case PTOC.Exchange: return wrap(_exchange.create(), r => r.security.exchange_or_default());
case PTOC.TimeInForce: return wrap(_time_in_force.create(), r => r.order.time_in_force());
case PTOC.OrderType: return wrap(_order_type.create(), r => r.order.order_type());
case PTOC.SubType: return wrap(_order_sub_type.create(), r => r.order.sub_type());
case PTOC.Side: return wrap(_side.create(), r => r.order.side());
case PTOC.Size: return wrap(_quantity.create(), r => r.order.quantity());
case PTOC.Price: return wrap(_price.create(), r => r.order.price());
case PTOC.Filled: return wrap(_filled_quantity.create(), r => r.order.filled());
case PTOC.AvgFilled: return wrap(_avg_price.create(), r => r.order.avg_price());
case PTOC.LastPrice: return wrap(_last_price.create(), r => r.order.last_price());
case PTOC.Status: return wrap(_order_status.create(), r => r.order.status());
case PTOC.LastMessage: return wrap(_last_message.create(), r => r.order.last_msg());
case PTOC.SecurityKey: return wrap(_security_key.create(), r => r.order.security_key());
case PTOC.OrderKey: return wrap(_order_key.create(), r => r.order.Key);
case PTOC.ParentKey: return wrap(_parent_key.create(), r => r.order.ParentKey);
case PTOC.FilledEvent: return _filled_event.create_predicate(data_cache);
case PTOC.CompletedEvent: return _completed_event.create_predicate(data_cache);
case PTOC.CanceledEvent: return _canceled_event.create(data_cache);
case PTOC.AttachedTargetOrderKey: return wrap(_attached_target_order_key, r => r.order.attached_target_order_key());
default: return null;
}
//
IPredicate<OrderSecurity> wrap<T>(IPredicateBuilder<T> trigger, Func<OrderSecurity, T> select) =>
trigger.create(data_cache).wrap<OrderSecurity,T>(select);
IPredicate<OrderSecurity> wrap<T>(IPredicate<T> trigger, Func<OrderSecurity, T> select) =>
trigger.wrap<OrderSecurity, T>(select);
}
IPredicate<OrderSecurity> IPredicateBuilder<OrderSecurity>.create(object obj) =>
create_predicate((INotificationServiceDataCache)obj);
public INotificationPredicate<OrderSecurity> create_notification_predicate(INotificationServiceDataCache notification_service_data_cache) {
if (!is_toast_enabled)
return null;
@@ -252,9 +255,6 @@ namespace mbts {
}
}
INotificationPredicate<OrderSecurity> INotificationPredicateBuilder<OrderSecurity>.create_notification_predicate(object obj) =>
create_notification_predicate((INotificationServiceDataCache)obj);
public bool Equals(OrderRecordTuplePredicate other) {
if (other == null)
return false;
@@ -285,6 +285,7 @@ namespace mbts {
case PTOC.FilledEvent: return _filled_event.Equals(other._filled_event);
case PTOC.CompletedEvent: return _completed_event.Equals(other._completed_event);
case PTOC.CanceledEvent: return _canceled_event.Equals(other._canceled_event);
case PTOC.AttachedTargetOrderKey: return _attached_target_order_key.Equals(other._attached_target_order_key);
case PTOC.None: return true;
default: throw ExceptionHelper.unexpected_oneof_case(ptoc);
}
@@ -319,6 +320,7 @@ namespace mbts {
case PTOC.FilledEvent: raw_hash = _filled_event.GetHashCode(); break;
case PTOC.CompletedEvent: raw_hash = _completed_event.GetHashCode(); break;
case PTOC.CanceledEvent: raw_hash = _canceled_event.GetHashCode(); break;
case PTOC.AttachedTargetOrderKey: raw_hash = _attached_target_order_key.GetHashCode(); break;
case PTOC.None: raw_hash = 0; break;
default: throw ExceptionHelper.unexpected_oneof_case(ptoc);
}
@@ -353,6 +355,7 @@ namespace mbts {
_filled_event = null;
_completed_event = null;
_canceled_event = null;
_attached_target_order_key = null;
}
field = value;
}
@@ -378,9 +381,9 @@ namespace mbts {
_sound_animations = new List<SoundNotification> ( sound_animations );
}
public OrderRecordTuplePredicate predicate_builder => _predicate;
public OrderRecordTuplePredicate predicate_data => _predicate;
public IReadOnlyList<CellAnimation> cell_animations => _cell_animations ?? (_cell_animations = new List<CellAnimation>());
public IReadOnlyList<RowAnimation> row_animations => _row_animations ?? (_row_animations = new List<RowAnimation>());
public IReadOnlyList<SoundNotification> sound_notifications => _sound_animations ?? (_sound_animations = new List<SoundNotification>());
}
}
}
@@ -1,7 +1,6 @@
using bts.proto;
using bts.utils;
using mbts.spark;
using mbts.spark.utilities;
using mbts.ui.spark;
using ProtoBuf;
using System;
@@ -24,7 +23,7 @@ namespace mbts {
}
[ProtoContract]
class DoublePredicate : IPredicateBuilder<double>, IEquatable<DoublePredicate> {
class DoublePredicate : IEquatable<DoublePredicate> {
// not using a 'negate' flag here bc its meaning is not consistent for all value-types
// greater than vs less than for specific values, or inside vs outside for value-ranges
// trading a little more code for more clarity
@@ -62,7 +61,7 @@ namespace mbts {
}
}
public IPredicate<double> create(object obj) {
public IPredicate<double> create() {
switch (predicate_type_case) {
case PredicateTypeOneofCase.GreaterThan: return PredicateBuilder.greater_than(_greater_than.Value);
case PredicateTypeOneofCase.LessThan: return PredicateBuilder.less_than(_less_than.Value);
@@ -1,7 +1,6 @@
using bts.api;
using bts.utils;
using mbts.spark;
using mbts.spark.utilities;
using mbts.ui.spark;
using mbts.ui.utility;
using ProtoBuf;
@@ -23,7 +22,7 @@ namespace mbts {
}
[ProtoContract]
class SidePredicate : IPredicateBuilder<Side>, IEquatable<SidePredicate> {
class SidePredicate : IEquatable<SidePredicate> {
Side? _is_value;
Side? _not_value;
@@ -48,7 +47,7 @@ namespace mbts {
}
}
public IPredicate<Side> create(object obj) {
public IPredicate<Side> create() {
switch (predicate_type_case) {
case PredicateTypeOneofCase.IsValue: return PredicateBuilder.equals(_is_value.Value);
case PredicateTypeOneofCase.NotValue: return PredicateBuilder.not_equals(_not_value.Value);
@@ -1,9 +1,7 @@
using bts.proto;
using bts.utils;
using mbts.spark;
using mbts.spark.utilities;
using mbts.ui.spark;
using mbts.utils;
using ProtoBuf;
using System;
using System.Collections.Generic;
@@ -27,7 +25,7 @@ namespace mbts {
}
[ProtoContract]
class StringPredicate : IPredicateBuilder<string>, IEquatable<StringPredicate> {
class StringPredicate : IEquatable<StringPredicate> {
StringIgnoreCase? _is_string, _not_string, _contains_string, _not_contains_string;
public enum PredicateTypeOneofCase {
@@ -61,7 +59,7 @@ namespace mbts {
}
}
public IPredicate<string> create(object obj) {
public IPredicate<string> create() {
switch (predicate_type_case) {
case PTOC.IsMatch: return PredicateBuilder.equals(_is_string.Value.text, _get_eq_comparer(_is_string));
case PTOC.NotMatch: return PredicateBuilder.not_equals(_not_string.Value.text, _get_eq_comparer(_not_string));
@@ -1,7 +1,6 @@
using bts.proto;
using bts.utils;
using mbts.spark;
using mbts.spark.utilities;
using mbts.ui.spark;
using ProtoBuf;
using System;
@@ -21,7 +20,7 @@ namespace mbts {
}
[ProtoContract]
class TimePredicate : IPredicateBuilder<DateTime>, IEquatable<TimePredicate> {
class TimePredicate : IEquatable<TimePredicate> {
// not using a 'negate' flag here bc its meaning is not consistent for all value-types
// before vs after for specific times, or inside vs outside for time-ranges
// trading a little more code for clarity
@@ -59,7 +58,7 @@ namespace mbts {
}
}
public IPredicate<DateTime> create(object obj) {
public IPredicate<DateTime> create() {
switch (predicate_type_case) {
case PTOC.Before: return PredicateBuilder.less_than(_before.Value.get_date_time());
case PTOC.After: return PredicateBuilder.greater_than(_after.Value.get_date_time());
@@ -1,7 +1,6 @@
using bts.proto;
using bts.utils;
using mbts.spark;
using mbts.spark.utilities;
using mbts.ui.spark;
using ProtoBuf;
using System;
@@ -24,7 +23,7 @@ namespace mbts {
}
[ProtoContract]
class UIntPredicate : IPredicateBuilder<uint>, IEquatable<UIntPredicate> {
class UIntPredicate : IEquatable<UIntPredicate> {
// not using a 'negate' flag here bc its meaning is not consistent for all value-types
// greater than vs less than for specific values, or inside vs outside for value-ranges
// trading a little more code for more clarity
@@ -62,7 +61,7 @@ namespace mbts {
}
}
public IPredicate<uint> create(object obj) {
public IPredicate<uint> create() {
switch (predicate_type_case) {
case PredicateTypeOneofCase.GreaterThan: return PredicateBuilder.greater_than(_greater_than.Value);
case PredicateTypeOneofCase.LessThan: return PredicateBuilder.less_than(_less_than.Value);
@@ -1,7 +1,6 @@
using bts.proto;
using bts.utils;
using mbts.spark;
using mbts.spark.utilities;
using mbts.ui.spark;
using ProtoBuf;
using System;
@@ -24,7 +23,7 @@ namespace mbts {
}
[ProtoContract]
class UShortPredicate : IPredicateBuilder<ushort>, IEquatable<UShortPredicate> {
class UShortPredicate : IEquatable<UShortPredicate> {
// not using a 'negate' flag here bc its meaning is not consistent for all value-types
// greater than vs less than for specific values, or inside vs outside for value-ranges
// trading a little more code for more clarity
@@ -23,7 +23,7 @@ namespace mbts {
}
[ProtoContract]
class SecurityPredicate : IPredicateBuilder<SecurityImmutable>, IEquatable<SecurityPredicate> {
class SecurityPredicate : IEquatable<SecurityPredicate> {
[ProtoMember(1)]
SecurityCriteria _criteria;
[ProtoMember(2)]
@@ -43,7 +43,8 @@ namespace mbts {
_criteria == null ? PTOC.None :
_negate ? PTOC.NotInCriteria : PTOC.InCriteria;
public IPredicate<SecurityImmutable> create(object obj) => _criteria.is_defined() ? new MyPredicate(_criteria, _negate) : null;
public IPredicate<SecurityImmutable> create() => _criteria.is_defined() ? new MyPredicate(_criteria, _negate) : null;
public bool Equals(SecurityPredicate other) =>
other != null &&
_negate == other._negate &&
+1 -20
View File
@@ -1,6 +1,4 @@
using bts.shell;
using bts.utils;
using mbts.utils;
using bts.utils;
using System;
using System.Collections.Generic;
using System.ComponentModel;
@@ -14,23 +12,6 @@ namespace mbts {
bool trigger(T value);
}
interface IPredicateBuilder<T> {
IPredicate<T> create(object obj);
}
interface INotificationPredicateBuilder<T> : IPredicateBuilder<T> {
bool is_toast_enabled { get; set; }
INotificationPredicate<T> create_notification_predicate(object obj);
}
interface IPredicateBuilder<T, TArg> : IPredicateBuilder<T> {
IPredicate<T> create_predicate(TArg arg);
}
interface INotificationPredicateBuilder<T, TArg> : IPredicateBuilder<T, TArg>, INotificationPredicateBuilder<T> {
INotificationPredicate<T> create_notification_predicate(TArg arg);
}
public enum PredicateCategory {
Normal,
Event
@@ -13,25 +13,23 @@ using System.Reactive.Linq;
using System.Windows.Data;
namespace mbts.ui.settings {
interface IPredicateBuilderVM<TRowData, TPredicateBuilder, TPredicateBuilderOneof> : ITemplatedPropertyWrapperVM<TPredicateBuilder>
where TPredicateBuilder : IPredicateBuilder<TRowData>
where TPredicateBuilderOneof : struct {
IReadOnlyCollection<TPredicateBuilderOneof> predicate_types { get; }
interface IPredicateVM<TRowData, TPredicateData, TPredicateDataOneof> : ITemplatedPropertyWrapperVM<TPredicateData> where TPredicateDataOneof : struct {
IReadOnlyCollection<TPredicateDataOneof> predicate_types { get; }
ICollectionView predicate_types_view { get; }
TPredicateBuilderOneof selected_predicate_type { get; set; }
ITemplatedPropertyWrapperVM<TPredicateBuilder> selected_predicate { get; }
TPredicateDataOneof selected_predicate_type { get; set; }
ITemplatedPropertyWrapperVM<TPredicateData> selected_predicate { get; }
bool can_enable_toast_notifications { get; }
bool toast_notifications_enabled { get; }
}
interface IChildPredicateBuilderVM<TSource, TChildPredicateBuilder, TChildPredicateBuilderOneof> : ITemplatedPropertyWrapperVM<TSource> where TChildPredicateBuilderOneof : struct {
IReadOnlyCollection<TChildPredicateBuilderOneof> predicate_types { get; }
interface IChildPredicateVM<TSource, TChildPredicate, TChildPredicateOneof> : ITemplatedPropertyWrapperVM<TSource> where TChildPredicateOneof : struct {
IReadOnlyCollection<TChildPredicateOneof> predicate_types { get; }
ICollectionView predicate_types_view { get; }
TChildPredicateBuilderOneof selected_predicate_type { get; set; }
ITemplatedPropertyWrapperVM<TChildPredicateBuilder> selected_predicate { get; }
TChildPredicateOneof selected_predicate_type { get; set; }
ITemplatedPropertyWrapperVM<TChildPredicate> selected_predicate { get; }
}
static class PredicateBuilderVMWrapper {
static class PredicateVMWrapper {
static readonly bool _toast_notifications_enabled_global = Configuration.get<bts.config.toggles.ToastNotifications>().enabled;
public static ITemplatedPropertyWrapperVM<TSource> wrap_child_oneof<TSource, TChild, TChildOneof>(
@@ -39,14 +37,17 @@ namespace mbts.ui.settings {
where TChildOneof : struct
where TChild : new() =>
//
new PredicateChildWrapperVM<TSource, TChild, TChildOneof>(get, set, get_child_oneof, oneof_vms);
new ChildImpl<TSource, TChild, TChildOneof>(get, set, get_child_oneof, oneof_vms);
public static IPredicateBuilderVM<TRowData, TPredicate, TPredicateOneof> create<TRowData, TPredicate, TPredicateOneof>(
Dictionary<TPredicateOneof, ITemplatedPropertyWrapperVM<TPredicate>> oneofs, Func<TPredicate, TPredicateOneof> key)
where TPredicateOneof : struct
where TPredicate : IPredicateBuilder<TRowData>, new() =>
public static IPredicateVM<TRowData, TPredicate, TPredicateOneof> create<TRowData, TPredicate, TPredicateOneof>(
Dictionary<TPredicateOneof, ITemplatedPropertyWrapperVM<TPredicate>> oneofs, Func<TPredicate, TPredicateOneof> key) where TPredicateOneof : struct =>
//
new PredicateWrapperVM<TRowData, TPredicate, TPredicateOneof>(oneofs, key);
new Impl<TRowData, TPredicate, TPredicateOneof>(oneofs, key, _ => false, (p, b) => { });
public static IPredicateVM<TRowData, TPredicate, TPredicateOneof> create<TRowData, TPredicate, TPredicateOneof>(
Dictionary<TPredicateOneof, ITemplatedPropertyWrapperVM<TPredicate>> oneofs, Func<TPredicate, TPredicateOneof> key, Func<TPredicate, bool> get_is_toast_enabled, Action<TPredicate, bool> set_is_toast_enabled) where TPredicateOneof : struct =>
//
new Impl<TRowData, TPredicate, TPredicateOneof>(oneofs, key, get_is_toast_enabled, set_is_toast_enabled);
public static ITemplatedPropertyWrapperVM<TSource> create<TSource>(Action<TSource> set = null) =>
new PredicatePlaceholderVM<TSource>(set);
@@ -63,35 +64,30 @@ namespace mbts.ui.settings {
return cv;
}
class PredicateWrapperVM<TRowData, TPredicate, TPredicateOneof> : DisposableViewModelBase, IPredicateBuilderVM<TRowData, TPredicate, TPredicateOneof>, ITemplatedPropertyWrapperVM<TPredicate>
where TPredicateOneof : struct
where TPredicate : IPredicateBuilder<TRowData>, new() {
class Impl<TRowData, TPredicate, TPredicateOneof> : DisposableViewModelBase, IPredicateVM<TRowData, TPredicate, TPredicateOneof>, ITemplatedPropertyWrapperVM<TPredicate>
where TPredicateOneof : struct {
readonly Dictionary<TPredicateOneof, ITemplatedPropertyWrapperVM<TPredicate>> _oneofs;
readonly Property<TPredicateOneof> _selected_predicate_type;
readonly Property<ITemplatedPropertyWrapperVM<TPredicate>> _selected_predicate;
readonly DelegateProperty<bool> _can_enable_toast_notifications;
readonly Property<bool> _toast_notifications_enabled;
readonly Func<TPredicate, TPredicateOneof> _key_selector;
readonly Func<TPredicate, bool> _get_is_toast_enabled;
readonly Action<TPredicate, bool> _set_is_toast_enabeled;
public PredicateWrapperVM(Dictionary<TPredicateOneof, ITemplatedPropertyWrapperVM<TPredicate>> oneofs, Func<TPredicate, TPredicateOneof> key_selector) {
public Impl(Dictionary<TPredicateOneof, ITemplatedPropertyWrapperVM<TPredicate>> oneofs, Func<TPredicate, TPredicateOneof> key_selector, Func<TPredicate, bool> get_is_toast_enabled, Action<TPredicate, bool> set_is_toast_enabled) {
_oneofs = oneofs;
_key_selector = key_selector;
_get_is_toast_enabled = get_is_toast_enabled;
_set_is_toast_enabeled = set_is_toast_enabled;
_selected_predicate = backing<ITemplatedPropertyWrapperVM<TPredicate>>(nameof(selected_predicate));
_selected_predicate_type = backing<TPredicateOneof>(nameof(selected_predicate_type));
predicate_types_view = _create_predicate_types_view(predicate_types);
if (typeof(TPredicate).GetInterfaces().Contains(typeof(INotificationPredicateBuilder<TRowData>))) {
// simple_predicates are only referred to when TPredicate is an INotificationPredicateBuilder, but does not support INotificationPredicates for every predicate-case
// (this way we can gradually add notifications as-needed beasis)
// for ex: we may release a cut that supports fill notifications without having to create a notification-predicate for every predicate-case in OrderRecordTuplePredicate.
// Note: it is assumed that all TPredicateOneof cases DO SUPPORT notification-predicates UNLESS THEY SPECIFY OTHERWISE IN A PREDICATECASEATTRIBUTE.
var simple_predicates = new HashSet<TPredicateOneof>(oneofs.Keys.Where(k => {
var pca = EnumHelper.get_attribute<TPredicateOneof, PredicateCaseAttribute>(k);
return pca != null && !pca.is_toastable;
}));
_can_enable_toast_notifications = backing(nameof(can_enable_toast_notifications), () => !simple_predicates.Contains(selected_predicate_type), nameof(selected_predicate_type));
} else {
_can_enable_toast_notifications = backing(nameof(can_enable_toast_notifications), () => false);
}
var toastable_predicates = new HashSet<TPredicateOneof>(oneofs.Keys.Where(k => {
var pca = EnumHelper.get_attribute<TPredicateOneof, PredicateCaseAttribute>(k);
return pca != null && pca.is_toastable;
}));
_can_enable_toast_notifications = backing(nameof(can_enable_toast_notifications), () => toastable_predicates.Contains(selected_predicate_type), nameof(selected_predicate_type));
_toast_notifications_enabled = backing<bool>(nameof(toast_notifications_enabled));
selected_predicate_type = predicate_types.FirstOrDefault();
}
@@ -118,19 +114,18 @@ namespace mbts.ui.settings {
public void load_from(TPredicate value) {
selected_predicate_type = _key_selector(value);
selected_predicate?.load_from(value);
if (can_enable_toast_notifications) {
_toast_notifications_enabled.set(((INotificationPredicateBuilder<TRowData>)value).is_toast_enabled);
}
if (can_enable_toast_notifications)
_toast_notifications_enabled.set(_get_is_toast_enabled(value));
}
public void assign_to(TPredicate value) {
selected_predicate?.assign_to(value);
if (toast_notifications_enabled && value is INotificationPredicateBuilder<TRowData> tp)
tp.is_toast_enabled = true;
if (can_enable_toast_notifications)
_set_is_toast_enabeled(value, toast_notifications_enabled);
}
}
class PredicateChildWrapperVM<TPredicate, TChild, TChildKey> : DisposableViewModelBase, IChildPredicateBuilderVM<TPredicate, TChild, TChildKey> where TChildKey : struct where TChild : new() {
class ChildImpl<TPredicate, TChild, TChildKey> : DisposableViewModelBase, IChildPredicateVM<TPredicate, TChild, TChildKey> where TChildKey : struct where TChild : new() {
readonly Property<ITemplatedPropertyWrapperVM<TChild>> _selected_predicate;
readonly Property<TChildKey> _selected_predicate_type;
readonly Dictionary<TChildKey, ITemplatedPropertyWrapperVM<TChild>> _children;
@@ -139,7 +134,7 @@ namespace mbts.ui.settings {
readonly Func<TChild, TChildKey> _key;
readonly string _template_key;
public PredicateChildWrapperVM(Func<TPredicate, TChild> get, Action<TPredicate, TChild> set, Func<TChild, TChildKey> key,
public ChildImpl(Func<TPredicate, TChild> get, Action<TPredicate, TChild> set, Func<TChild, TChildKey> key,
Dictionary<TChildKey, ITemplatedPropertyWrapperVM<TChild>> oneofs, string template = PredicateTemplateKeys.Recursive) {
_get = get;
_set = set;
+16 -6
View File
@@ -1,7 +1,10 @@
<ResourceDictionary xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
xmlns:mbts="clr-namespace:mbts.ui"
xmlns:control="clr-namespace:mbts.ui.controls">
<ResourceDictionary
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
xmlns:bv="clr-namespace:bts.view"
xmlns:mbts="clr-namespace:mbts.ui"
xmlns:control="clr-namespace:mbts.ui.controls"
>
<ResourceDictionary.MergedDictionaries>
<ResourceDictionary Source="/Images/Vector/Icons.xaml" />
<ResourceDictionary Source="/view/Resources/Converters.xaml" />
@@ -516,9 +519,16 @@
<Setter.Value>
<DataTemplate>
<control:SparkMenuItem
Content="{Binding title}" Command="{Binding command}" Style="{StaticResource SparkMenuButton}" Icon="{Binding icon}"
Command="{Binding command}" Style="{StaticResource SparkMenuButton}" Icon="{Binding icon}"
Collapsed="{Binding RelativeSource={RelativeSource FindAncestor, AncestorType={x:Type control:SparkMenu}}, Path=ShowText, Converter={StaticResource NotConverter}}"
/>
>
<control:SparkMenuItem.Content>
<MultiBinding Converter="{x:Static bv:SparkWindowView.HeaderConverter}">
<Binding Path="title"/>
<Binding Path="key_gesture"/>
</MultiBinding>
</control:SparkMenuItem.Content>
</control:SparkMenuItem>
</DataTemplate>
</Setter.Value>
</Setter>
+22 -6
View File
@@ -2,6 +2,7 @@
using mbts;
using mbts.ui;
using System;
using System.ComponentModel;
using System.Linq;
using System.Reactive.Linq;
using System.Threading.Tasks;
@@ -11,13 +12,15 @@ using static mbts.spark.SparkTags;
namespace bts.spark {
public abstract class SparkCommand {
public readonly KeyGesture key_gesture;
string _title;
bool _show_in_toolbar, _show_in_context_menu;
public SparkCommand(string title, ImageSource icon, bool show_in_toolbar = true, bool show_in_context_menu = true) {
public SparkCommand(string title, ImageSource icon, bool show_in_toolbar = true, bool show_in_context_menu = true, KeyGesture key_gesture = null) {
_title = title;
this.icon = icon;
_show_in_toolbar = show_in_toolbar;
_show_in_context_menu = show_in_context_menu;
this.key_gesture = key_gesture;
}
public event Action title_changed, show_in_toolbar_changed, show_in_context_menu_changed;
@@ -78,11 +81,15 @@ namespace bts.spark {
public static SparkCommandParamObserver<T> create<T>(string title, ImageSource icon, ITag<T> tag, IObservable<T> parameter, Func<T, bool> can_execute) =>
create(title, icon, tag, parameter, parameter.Select(can_execute));
public static SparkCommandParamObserver<T> create<T>(string title, ImageSource icon, ITag<T> tag, IObservable<T> parameter, Func<T, bool> can_execute, Func<bool> is_confirmation_affirmed) =>
create(title, icon, tag, parameter, parameter.Select(can_execute), is_confirmation_affirmed);
public static SparkCommandParamObserver<T> create<T, TSource>(string title, ImageSource icon, ITag<T> tag, IObservable<TSource> parameter_source, Func<TSource, bool> parameter_source_where, Func<TSource, T> parameter_selector) =>
create(title, icon, tag, parameter_source.Select(parameter_selector), parameter_source.Select(parameter_source_where));
public static SparkCommandParamObserver<T> create<T>(string title, ImageSource icon, ITag<T> tag, IObservable<T> parameter, IObservable<bool> can_execute) =>
new SparkCommandParamObserver<T>(title, icon, tag, parameter, can_execute);
public static SparkCommandParamObserver<T> create<T>(string title, ImageSource icon, ITag<T> tag, IObservable<T> parameter, IObservable<bool> can_execute, Func<bool> is_confirmation_affirmed = null) =>
new SparkCommandParamObserver<T>(title, icon, tag, parameter, can_execute, is_confirmation_affirmed);
}
public static class SparkCommandExtensions {
@@ -132,11 +139,15 @@ namespace bts.spark {
public SparkCommandParamObserver<T> complete(IObservable<T> value, Func<T, bool> can_execute) =>
SparkCommand.create(title, icon, tag, value, can_execute);
public SparkCommandParamObserver<T> complete(IObservable<T> value, Func<T, bool> can_execute, Func<bool> is_confirmation_affirmed) =>
SparkCommand.create(title, icon, tag, value, can_execute, is_confirmation_affirmed);
public SparkCommandParamObserver<T> complete<TSource>(IObservable<TSource> value_source, Func<TSource, bool> value_source_where, Func<TSource, T> value_selector) =>
SparkCommand.create(title, icon, tag, value_source, value_source_where, value_selector);
public SparkCommandParamObserver<T> complete(IObservable<T> parameter, IObservable<bool> can_execute) =>
SparkCommand.create(title, icon, tag, parameter, can_execute);
}
public class SparkCommandWrapper : SparkCommand, IDisposable {
@@ -199,7 +210,8 @@ namespace bts.spark {
public class SparkCommandCommand : SparkCommand {
readonly ICommand _a;
public SparkCommandCommand(string title, ImageSource icon, ICommand a) : base(title, icon) {
public SparkCommandCommand(string title, ImageSource icon, ICommand a, KeyGesture key_gesture = null)
: base(title, icon, key_gesture: key_gesture) {
_a = a;
}
@@ -222,8 +234,9 @@ namespace bts.spark {
}
public class SparkCommandParamObserver<T> : SparkCommand, IDisposable {
public SparkCommandParamObserver(string title, ImageSource icon, ITag<T> tag, IObservable<T> parameter, IObservable<bool> can_execute) : base(title, icon) {
public SparkCommandParamObserver(string title, ImageSource icon, ITag<T> tag, IObservable<T> parameter, IObservable<bool> can_execute, Func<bool> is_confirmation_affirmed = null) : base(title, icon) {
_tag = tag;
_is_confirmation_affirmed = is_confirmation_affirmed;
_subs = Disposable.Create(
parameter.OnDispatcher().Subscribe(p => _parameter = p),
can_execute.OnDispatcher().Subscribe(ce => {
@@ -237,10 +250,12 @@ namespace bts.spark {
IDisposable _subs;
T _parameter;
bool _can_execute;
Func<bool> _is_confirmation_affirmed;
public override bool canExecute() => _can_execute;
public override void execute(IBus bus) {
if (_can_execute) {
if (_can_execute && (_is_confirmation_affirmed == null || _is_confirmation_affirmed())) {
try {
bus.post(_tag, _parameter);
} catch (Exception e) {
@@ -314,6 +329,7 @@ namespace bts.spark {
}
public string title => _cmd.title;
public KeyGesture key_gesture => _cmd.key_gesture;
public ImageSource icon => _cmd.icon;
public bool show_in_toolbar => _cmd.show_in_toolbar;
public bool show_in_context_menu => _cmd.show_in_context_menu;
+1 -1
View File
@@ -22,7 +22,7 @@ namespace mbts.spark
public static ITag<IEnumerable<(OrderDefinitionImmutable definition, double price, uint size)>> RecreateOrder { get; } = new SparkTag<IEnumerable<(OrderDefinitionImmutable, double, uint)>>();
public static ITag<IEnumerable<uint>> CancelOrders { get; } = new SparkTag<IEnumerable<uint>>();
public static ITag<IEnumerable<uint>> CrackOrders { get; } = new SparkTag<IEnumerable<uint>>();
public static ITag<IEnumerable<uint>> DetachOrders { get; } = new SparkTag<IEnumerable<uint>>();
public static ITag<(uint key, double price, uint size)> UpdateOrder { get; } = new SparkTag<(uint, double, uint)>();
public static ITag<uint> ShowModifyOrderTag { get; } = new SparkTag<uint>(nameof(ShowModifyOrderTag));
@@ -11,7 +11,7 @@ namespace mbts.ui.controls {
var rv = new ObservableAggregateCollection<TInner>();
var aggregator = new Aggregator<TInner>(rv);
foreach (var o in source)
aggregator.add_collection(select_inner(o));
aggregator.Add(select_inner(o));
source.CollectionChanged += _mk_outter_collection_changed_handler(aggregator, select_inner);
return rv;
}
@@ -20,7 +20,7 @@ namespace mbts.ui.controls {
aggregate.Clear();
var aggregator = new Aggregator<TInner>(aggregate);
foreach (var o in source)
aggregator.add_collection(select_inner(o));
aggregator.Add(select_inner(o));
var handler = _mk_outter_collection_changed_handler(aggregator, select_inner);
source.CollectionChanged += handler;
return Disposable.Create(() => source.CollectionChanged -= handler);
@@ -37,23 +37,23 @@ namespace mbts.ui.controls {
add_collections(e.NewStartingIndex, e.NewItems);
break;
case NotifyCollectionChangedAction.Reset:
aggregator.clear_collections();
aggregator.Clear();
foreach (TOutter o in (IEnumerable<TOutter>)s)
aggregator.add_collection(select_inner(o));
aggregator.Add(select_inner(o));
break;
}
};
void add_collections(int new_item_index, IList new_items) {
foreach (TOutter o in new_items)
aggregator.insert_collection(new_item_index++, select_inner(o));
aggregator.Insert(new_item_index++, select_inner(o));
}
void remove_collections(int old_item_index, IList old_items) {
foreach (TOutter o in old_items)
aggregator.remove_collection_at(old_item_index);
aggregator.RemoveAt(old_item_index);
}
}
internal class Aggregator<T> : IDisposable {
internal class Aggregator<T> : IDisposable, IList<ObservableCollection<T>>, IReadOnlyList<ObservableCollection<T>> {
readonly ObservableCollection<T> _target;
readonly List<ObservableCollection<T>> _collections = new List<ObservableCollection<T>>();
bool _is_disposed;
@@ -61,28 +61,39 @@ namespace mbts.ui.controls {
public Aggregator(ObservableCollection<T> target, params ObservableCollection<T>[] collections) {
_target = target;
foreach (var c in collections)
add_collection(c);
Add(c);
}
public void add_collection(ObservableCollection<T> collection) {
public ObservableCollection<T> this[int index] {
get => _collections[index];
set => Insert(index, value);
}
public int Count => _collections.Count;
public bool IsReadOnly => false;
public void Add(ObservableCollection<T> collection) {
_check_disposed();
_target.AddRange(collection);
_collections.Add(collection);
collection.CollectionChanged += _on_collection_changed;
}
public void remove_collection(ObservableCollection<T> collection) {
public bool Remove(ObservableCollection<T> collection) {
int num_before = _collections.Count;
_check_disposed();
_remove_collection_items(collection, out int _, out int collection_index);
_collections.RemoveAt(collection_index);
collection.CollectionChanged -= _on_collection_changed;
return _collections.Count < num_before;
}
public void insert_collection(int index, ObservableCollection<T> collection) {
public void Insert(int index, ObservableCollection<T> collection) {
_check_disposed();
if (index < 0 || index > _collections.Count) throw new ArgumentOutOfRangeException(nameof(index));
if (index == _collections.Count)
add_collection(collection);
Add(collection);
else {
_collections.Insert(index, collection);
_on_collection_changed(collection, new NotifyCollectionChangedEventArgs(NotifyCollectionChangedAction.Add, collection, 0));
@@ -90,12 +101,12 @@ namespace mbts.ui.controls {
}
}
public void remove_collection_at(int index) {
public void RemoveAt(int index) {
_check_disposed();
remove_collection(_collections[index]);
Remove(_collections[index]);
}
public void clear_collections() {
public void Clear() {
_check_disposed();
foreach (var c in _collections)
c.CollectionChanged -= _on_collection_changed;
@@ -103,6 +114,15 @@ namespace mbts.ui.controls {
_target.Clear();
}
public bool Contains(ObservableCollection<T> item) =>
_collections.Contains(item);
public void CopyTo(ObservableCollection<T>[] array, int arrayIndex) =>
_collections.CopyTo(array, arrayIndex);
public int IndexOf(ObservableCollection<T> item) =>
_collections.IndexOf(item);
public void Dispose() {
if (!_is_disposed) {
foreach (var c in _collections)
@@ -111,6 +131,9 @@ namespace mbts.ui.controls {
}
}
public IEnumerator<ObservableCollection<T>> GetEnumerator() => _collections.GetEnumerator();
IEnumerator IEnumerable.GetEnumerator() => _collections.GetEnumerator();
void _on_collection_changed(object sender, NotifyCollectionChangedEventArgs e) {
_check_disposed();
int offset = _get_collection_start(sender);
@@ -166,10 +189,12 @@ namespace mbts.ui.controls {
public ObservableAggregateCollection(params ObservableCollection<T>[] collections) =>
_aggregator = new ObservableAggregateCollection.Aggregator<T>(this, collections);
public void add_collection(ObservableCollection<T> collection) => _aggregator.add_collection(collection);
public void remove_collection(ObservableCollection<T> collection) => _aggregator.remove_collection(collection);
public void insert_collection(int index, ObservableCollection<T> collection) => _aggregator.insert_collection(index, collection);
public void remove_collection_at(int index) => _aggregator.remove_collection_at(index);
public void clear_collections() => _aggregator.clear_collections();
public IReadOnlyList<ObservableCollection<T>> source_collections => _aggregator;
public void add_collection(ObservableCollection<T> collection) => _aggregator.Add(collection);
public void remove_collection(ObservableCollection<T> collection) => _aggregator.Remove(collection);
public void insert_collection(int index, ObservableCollection<T> collection) => _aggregator.Insert(index, collection);
public void remove_collection_at(int index) => _aggregator.RemoveAt(index);
public void clear_collections() => _aggregator.Clear();
}
}
@@ -192,16 +192,16 @@ namespace mbts.ui.utility {
}
}
public static IDisposable connect_item_actions<T>(IReadOnlyObservableCollection<T> source, Action<T> action) {
foreach (T v in source)
action(v);
return source.Subscribe((s, e) => CollectionHelper.process_new_items(source, action, e));
}
public static IDisposable connect_item_actions<T>(IReadOnlyObservableCollection<T> source, Action<T> action) =>
connect_item_actions(source, source, action);
public static IDisposable connect_item_actions<T>(ObservableCollection<T> source, Action<T> action) {
foreach (T v in source)
public static IDisposable connect_item_actions<T>(ObservableCollection<T> source, Action<T> action) =>
connect_item_actions(source, source, action);
public static IDisposable connect_item_actions<T>(INotifyCollectionChanged notifier, IEnumerable<T> collection, Action<T> action) {
foreach (T v in collection)
action(v);
return source.Subscribe((s, e) => CollectionHelper.process_new_items(source, action, e));
return notifier.Subscribe((s, e) => CollectionHelper.process_new_items(collection, action, e));
}
public static IDisposable connect_item_hooks<T>(IReadOnlyObservableCollection<T> source, Func<T, IDisposable> get_item_hook) {
@@ -218,6 +218,18 @@ namespace mbts.ui.utility {
source.Subscribe((s, e) => CollectionHelper.reflect_change(item_hooks, source, get_item_hook, d => d.Dispose(), e)));
}
public static IDisposable dispose_on_removed<T>(IReadOnlyObservableCollection<T> source) where T : IDisposable =>
connect_item_hooks(source, v => v);
public static IDisposable dispose_on_removed<T>(ObservableCollection<T> source, bool clear_source_on_dispose) where T : IDisposable =>
connect_item_hooks(source, v => v, clear_source_on_dispose);
public static IDisposable try_dispose_on_removed<T>(IReadOnlyObservableCollection<T> source) =>
connect_item_hooks(source, v => v as IDisposable ?? Disposable.empty);
public static IDisposable try_dispose_on_removed<T>(ObservableCollection<T> source, bool clear_source_on_dispose = false) =>
connect_item_hooks(source, v => v as IDisposable ?? Disposable.empty, clear_source_on_dispose);
class SortedWrapper<T> : IReadOnlyObservableCollection<T> {
const int _min_capacity = 4;
readonly IComparer<T> _comparer;
@@ -27,7 +27,7 @@ namespace mbts.ui.utilities
readonly IEqualityComparer<T> _comparer;
readonly TSourceCollection _source;
readonly IList<T> _target;
IDictionary<T, int> _cache = new Dictionary<T, int>();
IDictionary<T, int> _cache;
IDisposable _sub;
public DistinctCollectionResolver(TSourceCollection source, IList<T> target, Func<TSource, T> get_value)
@@ -38,6 +38,7 @@ namespace mbts.ui.utilities
_target = target;
_get_value = get_value;
_comparer = comparer;
_cache = new Dictionary<T, int>(comparer);
_sync();
_sub = _source.Subscribe(_source_CollectionChanged);
}
@@ -87,7 +87,11 @@ namespace mbts.ui.utility {
foreach (var value in source_collection.OfType<INotifyPropertyChanged>())
value.PropertyChanged += on_item_PropertyChanged;
}
CollectionHelper.sync_with_never_duplicate(filtered_collection, source_collection.Where(filter));
if (source_collection.Count == 0) {
filtered_collection.Clear();
} else {
CollectionHelper.sync_with_never_duplicate(filtered_collection, source_collection.Where(filter));
}
}
}
}
@@ -213,4 +217,4 @@ namespace mbts.ui.utility {
return i;
}
}
}
}
@@ -24,5 +24,8 @@ namespace mbts {
return (uint)value;
}
}
public static double? nan_nullable(double value) =>
double.IsNaN(value) ? (double?)null : value;
}
}
@@ -54,6 +54,17 @@ namespace System.Collections.Generic {
// yield return item;
//}
public static T SafeSingleOrDefault<T>(this IEnumerable<T> source) {
using (var en = source.GetEnumerator()) {
if (en.MoveNext()) {
var rv_candidate = en.Current;
if (!en.MoveNext())
return rv_candidate;
}
}
return default;
}
public static IEnumerable<T> TakeWhile<T, TAccumulate>(this IEnumerable<T> source, TAccumulate seed, Func<TAccumulate, T, TAccumulate> accumulate, Func<TAccumulate, T, bool> predicate) {
TAccumulate a = seed;
foreach (T el in source) {
@@ -86,6 +97,28 @@ namespace System.Collections.Generic {
return false;
}
public static bool TryGetSingle<T>(this IEnumerable<T> source, out T result) {
if (source == null) throw new ArgumentNullException(nameof(source));
using (var en = source.GetEnumerator()) {
if (en.MoveNext()) {
result = en.Current;
if (!en.MoveNext())
return true;
}
}
result = default;
return false;
}
public static bool TryGetSingle<T, TResult>(this IEnumerable<T> source, Func<T, bool> predicate, Func<T, TResult> convert, out TResult result) {
if (TryGetSingle(source.Where(predicate), out T v)) {
result = convert(v);
return true;
}
result = default;
return false;
}
public static T FirstOrDefault<T>(this IEnumerable<T> source, Func<T, bool> predicate, T default_rv) {
if (source == null) throw new ArgumentNullException(nameof(source));
foreach (T element in source)
@@ -1,25 +1,18 @@
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Runtime.InteropServices;
using System.Collections.ObjectModel;
using System.Threading;
using System.Reactive.Linq;
using System.Collections;
using mbts.utils;
using System.Threading.Tasks;
using bts;
using mbts;
using mbts.utils;
using System;
using System.Collections;
using System.Collections.Generic;
using System.Collections.ObjectModel;
using System.Linq;
using System.Reactive.Linq;
using System.Reactive.Subjects;
using System.Threading;
using System.Threading.Tasks;
using System.Windows.Threading;
using System.Collections.Specialized;
using mbts.spark;
using bts.api;
using bts;
using bts.utils;
namespace mbts
{
namespace mbts {
public static class GlobalExtensions
{
#region AddRange
@@ -105,8 +98,8 @@ namespace mbts
return items.GroupBy(key_selector).ToDictionary(g => g.Key, g => g.AsEnumerable());
}
public static IDictionary<K, V> MapAggregate<K, V, T>(this IEnumerable<T> items, Func<T, K> key_selector, Func<T, V> value_selector, V seed, Func<V, V, V> aggregate, IEqualityComparer<K> key_equality_comparer) {
return items.GroupBy(key_selector, key_equality_comparer).ToDictionary(g => g.Key, g => g.Select(value_selector).Aggregate(seed, aggregate));
public static IDictionary<K, V> MapAggregate<K, V, T>(this IEnumerable<T> items, Func<T, K> key_selector, Func<T, V> value_selector, V seed, Func<V, V, V> aggregate, IEqualityComparer<K> key_comparer) {
return items.GroupBy(key_selector, key_comparer).ToDictionary(g => g.Key, g => g.Select(value_selector).Aggregate(seed, aggregate), key_comparer);
}
public static int aggregate_hash<T>(this IEnumerable<T> series) where T : class {
@@ -238,8 +231,7 @@ namespace mbts
}
}
namespace System.Collections.Specialized
{
namespace System.Collections.Specialized {
public static class NotifyCollectionChangedExtensions
{
public static IDisposable SuspendHandler(this INotifyCollectionChanged source, NotifyCollectionChangedEventHandler handler) {
@@ -258,8 +250,7 @@ namespace System.Collections.Specialized
}
}
namespace System.Reactive.Linq
{
namespace System.Reactive.Linq {
public static class ObservableExtensions
{
/// <summary>
@@ -397,4 +388,4 @@ namespace System.Reactive.Linq
};
}
}
}
}
@@ -1,4 +1,5 @@
using mbts.ui.shell;
using bts.utils;
using mbts.ui.shell;
using System;
using System.Collections.Generic;
using System.IO;
@@ -98,8 +99,12 @@ namespace mbts.ui {
}
}
public static string diagnostic_name(this IShellWindow window) =>
$"[{window.window_type}]{window.Title}";
public static string diagnostic_name(this IShellWindow window) {
var sb = new StringBuilderEx { "[", window.window_type, "]", window.Title };
if (window is ISharedWindow shared_win)
sb.Add("(thread: ", shared_win.thread_id, ")");
return sb.ToString();
}
public static IObservable<string> observe_title(this IShellWindow window) {
var src = Observable.FromEvent<Action, string>(cb => () => cb(window.Title), cb => window.TitleChanged += cb, cb => window.TitleChanged -= cb);
@@ -90,20 +90,25 @@ namespace mbts.utils {
}
// Note: this is not optimized, be wary of use with large collections
public static void sync_with_never_duplicate<T>(ObservableCollection<T> dest, IEnumerable<T> src) =>
public static void sync_with_never_duplicate<T>(IList<T> dest, IEnumerable<T> src) =>
sync_with_never_duplicate(dest, src, EqualityComparer<T>.Default);
// Note: this is not optimized, be wary of use with large collections
public static void sync_with_never_duplicate<T>(ObservableCollection<T> dest, IEnumerable<T> src, IEqualityComparer<T> comp) {
int i = 0;
foreach (var val in src.empty_if_null()) {
int curr_index = dest.IndexOf(val);
public static void sync_with_never_duplicate<T>(IList<T> dest, IEnumerable<T> src, IEqualityComparer<T> comp) {
var src_list = src as IList<T> ?? new List<T>(src);
var src_set = src as ISet<T> ?? new HashSet<T>(src_list);
for (int i = 0; i < dest.Count; i++) {
if (!src_set.Contains(dest[i]))
dest.RemoveAt(i);
}
for (int i = 0; i < src_list.Count; i++) {
int curr_index = dest.IndexOf(src_list[i]);
if (curr_index == i) {
continue;
} else if (curr_index > 0 && curr_index < dest.Count) {
} else if (curr_index >= 0 && curr_index < dest.Count) {
dest.RemoveAt(curr_index);
}
dest.Insert(i++, val);
dest.Insert(i, src_list[i]);
}
}
@@ -112,11 +117,16 @@ namespace mbts.utils {
// Note: this is not optimized, be wary of use with large collections
public static void sync_with_never_duplicate<T, TSource, TKey>(ObservableCollection<T> dest, IEnumerable<TSource> src, Func<TSource, T> create, Func<T, TKey> key_selector, Func<TSource, TKey> src_key_selector, IEqualityComparer<TKey> key_comparer) {
int i = 0;
var src_map = src.ToDictionary(src_key_selector);
var src_list = src as IList<TSource> ?? new List<TSource>(src);
var src_map = src_list.ToDictionary(src_key_selector);
for (int i = 0; i < dest.Count; i++) {
var k = key_selector(dest[i]);
if (!src_map.ContainsKey(k))
dest.RemoveAt(i);
}
var dest_map = dest.ToDictionary(key_selector);
foreach (var val in src.empty_if_null()) {
TKey key = src_key_selector(val);
for (int i = 0; i < src_list.Count; i++) {
TKey key = src_key_selector(src_list[i]);
if (dest_map.TryGetValue(key, out T dval)) {
int curr_index = dest.IndexOf(dval);
if (curr_index != i) {
@@ -124,9 +134,8 @@ namespace mbts.utils {
dest.Insert(i, dval);
}
} else {
dest.Insert(i, create(val));
dest.Insert(i, create(src_list[i]));
}
++i;
}
}
@@ -136,13 +145,5 @@ namespace mbts.utils {
rv[i] = selector(source[i]);
return rv;
}
public static IDisposable dispose_on_removed<T>(ObservableCollection<T> collection) =>
collection.Subscribe((s, e) => {
if (e.OldItems != null) {
foreach (T item in e.OldItems)
(item as IDisposable)?.Dispose();
}
});
}
}
}
@@ -0,0 +1,162 @@
using mbts.collections;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Reactive.Disposables;
using System.Reactive.Linq;
using System.Threading.Tasks;
namespace bts.utils {
class CommonValueMonitor<T> {
readonly RefCountMap<T> _values;
T _default_value;
public CommonValueMonitor()
: this(default, EqualityComparer<T>.Default) { }
public CommonValueMonitor(T default_value)
: this(default_value, EqualityComparer<T>.Default) { }
public CommonValueMonitor(T default_value, IEqualityComparer<T> comparer) {
_default_value = default_value;
_values = new RefCountMap<T>(comparer);
}
public event Action<T> common_value_changed;
public ICollection<T> distinct_values => _values.keys;
public T common_value => _values.keys.SafeSingleOrDefault();
public void add(T value) {
if (_values.increment_adds_key(value)) {
switch (_values.Count) {
case 1: common_value_changed?.Invoke(value); break;
case 2: common_value_changed?.Invoke(_default_value); break;
}
}
}
public void remove(T value) {
if (_values.decrement_removes_key(value)) {
switch (_values.Count) {
case 0: common_value_changed?.Invoke(_default_value); break;
case 1: common_value_changed?.Invoke(_values.keys.First()); break;
}
}
}
}
class CommonValueMonitorMultiplexor<TSource> {
int _member_id_counter;
readonly Dictionary<int, (Action<TSource> add, Action<TSource> remove)> _members = new Dictionary<int, (Action<TSource> add, Action<TSource> remove)>();
public void add(TSource value) {
foreach ((var add, var remove) in _members.Values)
add(value);
}
public void remove(TSource value) {
foreach ((var add, var remove) in _members.Values)
remove(value);
}
public IDisposable add_member_mon<T>(CommonValueMonitor<T> member_mon, Func<TSource, T> get_value) {
int id = _member_id_counter++;
_members.Add(id, (
v => member_mon.add(get_value(v)),
v => member_mon.remove(get_value(v))));
return Disposable.Create(() => _members.Remove(id));
}
public IDisposable add_member_mon<T>(CommonValueMonitor<T> member_mon, Func<TSource, T> get_value, Func<T, bool> where) {
int id = _member_id_counter++;
_members.Add(id, (
v => {
var res = get_value(v);
if (where(res))
member_mon.add(res);
},
v => {
var res = get_value(v);
if (where(res))
member_mon.remove(res);
}));
return Disposable.Create(() => _members.Remove(id));
}
}
static class CommonValueMonitorExtensions {
public static bool try_get_common_value<T>(this CommonValueMonitor<T> monitor, out T result) =>
monitor.distinct_values.TryGetSingle(out result);
public static T? common_value_nullable<T>(this CommonValueMonitor<T> monitor) where T : struct =>
monitor.try_get_common_value(out T result) ? result : (T?)null;
public static IObservable<T> SubscribeThrottled<T>(this CommonValueMonitor<T> monitor, TimeSpan throttle) =>
Observable.Create<T>(o => {
bool busy = false, dirty = false;
o.OnNext(monitor.common_value);
monitor.common_value_changed += on_changed;
return Disposable.Create(() => monitor.common_value_changed -= on_changed);
async void on_changed(T _) {
if (busy) {
dirty = true;
return;
}
dirty = false;
do {
o.OnNext(monitor.common_value);
await Task.Delay(throttle);
} while (dirty);
busy = false;
}
});
public static IObservable<T> SubscribeThrottled<T>(this CommonValueMonitor<T> monitor, TimeSpan throttle, T default_value) =>
Observable.Create<T>(o => {
bool busy = false, dirty = false;
notify();
monitor.common_value_changed += on_changed;
return Disposable.Create(() => monitor.common_value_changed -= on_changed);
async void on_changed(T _) {
if (busy) {
dirty = true;
return;
}
dirty = false;
do {
notify();
await Task.Delay(throttle);
} while (dirty);
busy = false;
}
void notify() =>
o.OnNext(monitor.try_get_common_value(out T result) ? result : default_value);
});
public static IObservable<TResult> SubscribeThrottled<T, TResult>(this CommonValueMonitor<T> monitor, TimeSpan throttle, Func<T, TResult> selector, TResult default_value) =>
Observable.Create<TResult>(o => {
bool busy = false, dirty = false;
notify();
monitor.common_value_changed += on_changed;
return Disposable.Create(() => monitor.common_value_changed -= on_changed);
async void on_changed(T _) {
if (busy) {
dirty = true;
return;
}
dirty = false;
do {
notify();
await Task.Delay(throttle);
} while (dirty);
busy = false;
}
void notify() =>
o.OnNext(monitor.try_get_common_value(out T result) ? selector(result) : default_value);
});
public static IObservable<T?> SubscribeThrottledNullable<T>(this CommonValueMonitor<T> monitor, TimeSpan throttle) where T : struct =>
monitor.SubscribeThrottled<T, T?>(throttle, val => val, null);
}
}
@@ -0,0 +1,49 @@
using mbts.ui.shell;
using System;
using System.Collections.Generic;
using System.Threading.Tasks;
namespace bts.utils {
class PropertyUpdateThrottle<T> {
readonly TimeSpan _throttle;
readonly IEqualityComparer<T> _comparer;
bool _busy, _dirty;
T _value, _last_fired;
public PropertyUpdateThrottle(TimeSpan throttle)
: this(throttle, EqualityComparer<T>.Default) { }
public PropertyUpdateThrottle(TimeSpan throttle, IEqualityComparer<T> comparer) {
_throttle = throttle;
_comparer = comparer;
}
public T value {
get => _value;
set {
if (!_comparer.Equals(_value, value)) {
_value = value;
_fire();
}
}
}
public event PropertyChange<T> changed;
async void _fire() {
if (!_busy) {
_busy = true;
do {
var old = _last_fired;
_last_fired = _value;
changed?.Invoke(old, _value);
_dirty = false;
await Task.Delay(_throttle);
} while (_dirty);
_busy = false;
} else {
_dirty = true;
}
}
}
}
+115 -91
View File
@@ -1,91 +1,115 @@
using mbts;
using Google.Protobuf;
using Google.Protobuf.Reflection;
using mbts.ui.utility;
using System;
using System.Collections.Generic;
using System.Linq;
using mbts.utils;
namespace bts.utils {
static class ProtoHelper {
const string
_case_suffix = "Case",
_oneof_case_suffix = "OneofCase";
public static MessageDescriptor Descriptor<T>() where T : IMessage, new() =>
_DescriptorImpl<T>.value;
public static OneofDescriptor get_oneof_descriptor<T>(string prop_name) where T : IMessage, new() {
prop_name = prop_name.iremove_suffix(_case_suffix);
return Descriptor<T>().Oneofs.FirstOrDefault(d => d.Name.iequals(prop_name));
}
public static IReadOnlyDictionary<TOneofCase, (FieldDescriptor field_descriptor, Type field_type)> get_oneof_descriptor_index<T, TOneofCase>(string prop_name)
where T : IMessage, new()
where TOneofCase : struct =>
_DescriptorImpl<T>.OneofImpl<TOneofCase>.get_descriptor_case_index(prop_name);
public static FieldDescriptor get_oneof_field_descriptor<T, TOneofCase>(TOneofCase oneof_case) where T : IMessage, new() where TOneofCase : struct {
string oneof_name = oneof_case.ToString();
return Descriptor<T>().Fields.InFieldNumberOrder().FirstOrDefault(fd => fd.Name.Replace("_", "").iequals(oneof_name));
}
public static Type get_field_type(FieldDescriptor field_descriptor) {
switch (field_descriptor.FieldType) {
case FieldType.Bool: return typeof(bool);
case FieldType.Bytes: return typeof(ByteString);
case FieldType.Double: return typeof(double);
case FieldType.Float: return typeof(float);
case FieldType.UInt32: return typeof(uint);
case FieldType.UInt64: return typeof(ulong);
// int
case FieldType.SFixed32:
case FieldType.Fixed32:
case FieldType.SInt32:
case FieldType.Int32: return typeof(int);
// long
case FieldType.SFixed64:
case FieldType.Fixed64:
case FieldType.SInt64:
case FieldType.Int64: return typeof(long);
//
case FieldType.String: return typeof(string);
case FieldType.Enum: return field_descriptor.EnumType.ClrType;
case FieldType.Message: return field_descriptor.MessageType.ClrType;
default: throw ExceptionBuilder.Argument.unexpected_case(field_descriptor.FieldType, nameof(field_descriptor));
}
}
public static IReadOnlyDictionary<TOneofCase, FieldDescriptor> get_oneof_descriptor_index<TOneofCase>(OneofDescriptor descriptor) where TOneofCase : struct =>
descriptor.Fields.ToDictionary(fd => EnumHelper.parse<TOneofCase>(fd.Name.Replace("_", "")));
static class _DescriptorImpl<T> where T : IMessage, new() {
public static readonly MessageDescriptor value = new T().Descriptor;
public static class OneofImpl<TOneofCase> where TOneofCase : struct {
static Dictionary<string, IReadOnlyDictionary<TOneofCase, (FieldDescriptor field_descriptor, Type field_type)>> _descriptor_case_indices =
new Dictionary<string, IReadOnlyDictionary<TOneofCase, (FieldDescriptor field_descriptor, Type field_type)>>();
public static IReadOnlyDictionary<TOneofCase, (FieldDescriptor field_descriptor, Type field_type)> get_descriptor_case_index(string prop_name) {
/// Use local copy because <see cref="_descriptor_case_indices"/> is updated atomically.
var dci = _descriptor_case_indices;
if (!dci.TryGetValue(prop_name, out IReadOnlyDictionary<TOneofCase, (FieldDescriptor field_descriptor, Type field_type)> rv)) {
/// Update <see cref="_descriptor_case_indices"/> atomically (lock-free).
/// 1) clone the local copy.
/// 2) add the new KeyValue to the clone.
/// 3) assign the clone back to <see cref="_descriptor_case_indices"/>.
rv = get_oneof_descriptor_index<TOneofCase>(get_oneof_descriptor<T>(prop_name))
.ToDictionary(kv => kv.Key, kv => (kv.Value, get_field_type(kv.Value)));
dci = dci.ToDictionary();
dci.Add(prop_name, rv);
/// It is possible for add ops to be overwritten.
/// This is perfectly safe, just means that the 'clone-add-assign' will be repeated the next time a caller requests this key.
_descriptor_case_indices = dci;
}
return rv;
}
}
}
}
}
using mbts;
using Google.Protobuf;
using Google.Protobuf.Reflection;
using mbts.ui.utility;
using System;
using System.Collections.Generic;
using System.Linq;
using mbts.utils;
using bts.api;
using bts.api.orderman;
using System.Reflection;
namespace bts.utils {
static class ProtoHelper {
const string
_case_suffix = "Case",
_oneof_case_suffix = "OneofCase";
public static MessageDescriptor Descriptor<T>() where T : IMessage, new() =>
_DescriptorImpl<T>.value;
public static OneofDescriptor get_oneof_descriptor<T>(string prop_name) where T : IMessage, new() {
prop_name = prop_name.iremove_suffix(_case_suffix);
return Descriptor<T>().Oneofs.FirstOrDefault(d => d.Name.iequals(prop_name));
}
public static IReadOnlyDictionary<TOneofCase, (FieldDescriptor field_descriptor, Type field_type)> get_oneof_descriptor_index<T, TOneofCase>(string prop_name)
where T : IMessage, new()
where TOneofCase : struct =>
_DescriptorImpl<T>.OneofImpl<TOneofCase>.get_descriptor_case_index(prop_name);
public static FieldDescriptor get_oneof_field_descriptor<T, TOneofCase>(TOneofCase oneof_case) where T : IMessage, new() where TOneofCase : struct {
string oneof_name = oneof_case.ToString();
return Descriptor<T>().Fields.InFieldNumberOrder().FirstOrDefault(fd => fd.Name.Replace("_", "").iequals(oneof_name));
}
public static TImmutable immutable_factory<TMutable, TImmutable>(TMutable m) where TMutable : IMessage, new() where TImmutable : IImmutableMessage =>
(TImmutable)Activator.CreateInstance(typeof(TImmutable), m);
public static IMessage mutable_factory(Type type) =>
MutableFactoryStore.get(type)();
static class MutableFactoryStore {
[ThreadStatic]
static readonly Dictionary<Type, Func<IMessage>> _factories = new Dictionary<Type, Func<IMessage>>();
public static Func<IMessage> get(Type type) =>
_factories.GetOrAdd(type,
t => typeof(MutableFactory<>).MakeGenericType(t)
.GetField(nameof(MutableFactory<LimitOrderDefinition>.anonymous_factory), BindingFlags.Static | BindingFlags.Public)
.GetValue(null) as Func<IMessage>);
}
static class MutableFactory<T> where T : IMessage<T>, new() {
public static readonly Func<IMessage> anonymous_factory = () => new T();
}
public static Type get_field_type(FieldDescriptor field_descriptor) {
switch (field_descriptor.FieldType) {
case FieldType.Bool: return typeof(bool);
case FieldType.Bytes: return typeof(ByteString);
case FieldType.Double: return typeof(double);
case FieldType.Float: return typeof(float);
case FieldType.UInt32: return typeof(uint);
case FieldType.UInt64: return typeof(ulong);
// int
case FieldType.SFixed32:
case FieldType.Fixed32:
case FieldType.SInt32:
case FieldType.Int32: return typeof(int);
// long
case FieldType.SFixed64:
case FieldType.Fixed64:
case FieldType.SInt64:
case FieldType.Int64: return typeof(long);
//
case FieldType.String: return typeof(string);
case FieldType.Enum: return field_descriptor.EnumType.ClrType;
case FieldType.Message: return field_descriptor.MessageType.ClrType;
default: throw ExceptionBuilder.Argument.unexpected_case(field_descriptor.FieldType, nameof(field_descriptor));
}
}
public static IReadOnlyDictionary<TOneofCase, FieldDescriptor> get_oneof_descriptor_index<TOneofCase>(OneofDescriptor descriptor) where TOneofCase : struct =>
descriptor.Fields.ToDictionary(fd => EnumHelper.parse<TOneofCase>(fd.Name.Replace("_", "")));
static class _DescriptorImpl<T> where T : IMessage, new() {
public static readonly MessageDescriptor value = new T().Descriptor;
public static class OneofImpl<TOneofCase> where TOneofCase : struct {
static Dictionary<string, IReadOnlyDictionary<TOneofCase, (FieldDescriptor field_descriptor, Type field_type)>> _descriptor_case_indices =
new Dictionary<string, IReadOnlyDictionary<TOneofCase, (FieldDescriptor field_descriptor, Type field_type)>>();
public static IReadOnlyDictionary<TOneofCase, (FieldDescriptor field_descriptor, Type field_type)> get_descriptor_case_index(string prop_name) {
/// Use local copy because <see cref="_descriptor_case_indices"/> is updated atomically.
var dci = _descriptor_case_indices;
if (!dci.TryGetValue(prop_name, out IReadOnlyDictionary<TOneofCase, (FieldDescriptor field_descriptor, Type field_type)> rv)) {
/// Update <see cref="_descriptor_case_indices"/> atomically (lock-free).
/// 1) clone the local copy.
/// 2) add the new KeyValue to the clone.
/// 3) assign the clone back to <see cref="_descriptor_case_indices"/>.
rv = get_oneof_descriptor_index<TOneofCase>(get_oneof_descriptor<T>(prop_name))
.ToDictionary(kv => kv.Key, kv => (kv.Value, get_field_type(kv.Value)));
dci = dci.ToDictionary();
dci.Add(prop_name, rv);
/// It is possible for add ops to be overwritten.
/// This is perfectly safe, just means that the 'clone-add-assign' will be repeated the next time a caller requests this key.
_descriptor_case_indices = dci;
}
return rv;
}
}
}
}
}
+45 -42
View File
@@ -4,8 +4,11 @@
xmlns:mbts="clr-namespace:mbts.ui"
xmlns:ui="clr-namespace:mbts.ui"
>
<!--Control Base Colors-->
<Color x:Key="Control.MediumGrayColor">#B3B3B3</Color>
<Color x:Key="Text.Prompt.Foreground.Color">#FF999999</Color>
<SolidColorBrush x:Key="Control.MediumGrayBrush" Color="{StaticResource Control.MediumGrayColor}"/>
<SolidColorBrush x:Key="CommonBackground" Color="{ui:BTSColor common_background}" />
<SolidColorBrush x:Key="ControlBackground" Color="{x:Static mbts:BTSColors.common_background}" />
<SolidColorBrush x:Key="AccentColor1" Color="{x:Static mbts:BTSColors.accent1}" />
@@ -49,48 +52,48 @@
<SolidColorBrush x:Key="CheckBox.Pressed.BorderBrush" Color="{StaticResource CheckBox.Pressed.BorderColor}"/>
<!--ComboBox-->
<LinearGradientBrush x:Key="ComboBox.Static.Background" EndPoint="0,1" StartPoint="0,0">
<GradientStop Color="#FFF0F0F0" Offset="0.0"/>
<GradientStop Color="#FFE5E5E5" Offset="1.0"/>
</LinearGradientBrush>
<SolidColorBrush x:Key="ComboBox.Static.Border" Color="#FFACACAC"/>
<SolidColorBrush x:Key="ComboBox.Static.Editable.Background" Color="#FFFFFFFF"/>
<SolidColorBrush x:Key="ComboBox.Static.Editable.Border" Color="#FFABADB3"/>
<SolidColorBrush x:Key="ComboBox.Static.Editable.Button.Background" Color="Transparent"/>
<SolidColorBrush x:Key="ComboBox.Static.Editable.Button.Border" Color="Transparent"/>
<SolidColorBrush x:Key="ComboBox.MouseOver.Glyph" Color="#FF000000"/>
<LinearGradientBrush x:Key="ComboBox.MouseOver.Background" EndPoint="0,1" StartPoint="0,0">
<GradientStop Color="#FFECF4FC" Offset="0.0"/>
<GradientStop Color="#FFDCECFC" Offset="1.0"/>
</LinearGradientBrush>
<SolidColorBrush x:Key="ComboBox.MouseOver.Border" Color="#FF7EB4EA"/>
<SolidColorBrush x:Key="ComboBox.MouseOver.Editable.Background" Color="#FFFFFFFF"/>
<SolidColorBrush x:Key="ComboBox.MouseOver.Editable.Border" Color="#FF7EB4EA"/>
<LinearGradientBrush x:Key="ComboBox.MouseOver.Editable.Button.Background" EndPoint="0,1" StartPoint="0,0">
<GradientStop Color="#FFEBF4FC" Offset="0.0"/>
<GradientStop Color="#FFDCECFC" Offset="1.0"/>
</LinearGradientBrush>
<SolidColorBrush x:Key="ComboBox.MouseOver.Editable.Button.Border" Color="#FF7EB4EA"/>
<SolidColorBrush x:Key="ComboBox.Pressed.Glyph" Color="#FF000000"/>
<LinearGradientBrush x:Key="ComboBox.Pressed.Background" EndPoint="0,1" StartPoint="0,0">
<GradientStop Color="#FFDAECFC" Offset="0.0"/>
<GradientStop Color="#FFC4E0FC" Offset="1.0"/>
</LinearGradientBrush>
<SolidColorBrush x:Key="ComboBox.Pressed.Border" Color="#FF569DE5"/>
<SolidColorBrush x:Key="ComboBox.Pressed.Editable.Background" Color="#FFFFFFFF"/>
<SolidColorBrush x:Key="ComboBox.Pressed.Editable.Border" Color="#FF569DE5"/>
<LinearGradientBrush x:Key="ComboBox.Pressed.Editable.Button.Background" EndPoint="0,1" StartPoint="0,0">
<GradientStop Color="#FFDAEBFC" Offset="0.0"/>
<GradientStop Color="#FFC4E0FC" Offset="1.0"/>
</LinearGradientBrush>
<SolidColorBrush x:Key="ComboBox.Pressed.Editable.Button.Border" Color="#FF569DE5"/>
<SolidColorBrush x:Key="ComboBox.Disabled.Glyph" Color="#FFBFBFBF"/>
<SolidColorBrush x:Key="ComboBox.Disabled.Background" Color="#FFF0F0F0"/>
<SolidColorBrush x:Key="ComboBox.Disabled.Border" Color="#FFD9D9D9"/>
<SolidColorBrush x:Key="ComboBox.Disabled.Editable.Background" Color="#FFFFFFFF"/>
<SolidColorBrush x:Key="ComboBox.Disabled.Editable.Border" Color="#FFBFBFBF"/>
<SolidColorBrush x:Key="ComboBox.Disabled.Editable.Button.Background" Color="Transparent"/>
<SolidColorBrush x:Key="ComboBox.Disabled.Editable.Button.Border" Color="Transparent"/>
<LinearGradientBrush x:Key="ComboBox.Static.Background" EndPoint="0,1" StartPoint="0,0">
<GradientStop Color="#FFF0F0F0" Offset="0.0"/>
<GradientStop Color="#FFE5E5E5" Offset="1.0"/>
</LinearGradientBrush>
<SolidColorBrush x:Key="ComboBox.Static.Border" Color="#FFACACAC"/>
<SolidColorBrush x:Key="ComboBox.Static.Editable.Background" Color="#FFFFFFFF"/>
<SolidColorBrush x:Key="ComboBox.Static.Editable.Border" Color="#FFABADB3"/>
<SolidColorBrush x:Key="ComboBox.Static.Editable.Button.Background" Color="Transparent"/>
<SolidColorBrush x:Key="ComboBox.Static.Editable.Button.Border" Color="Transparent"/>
<SolidColorBrush x:Key="ComboBox.MouseOver.Glyph" Color="#FF000000"/>
<LinearGradientBrush x:Key="ComboBox.MouseOver.Background" EndPoint="0,1" StartPoint="0,0">
<GradientStop Color="#FFECF4FC" Offset="0.0"/>
<GradientStop Color="#FFDCECFC" Offset="1.0"/>
</LinearGradientBrush>
<SolidColorBrush x:Key="ComboBox.MouseOver.Border" Color="#FF7EB4EA"/>
<SolidColorBrush x:Key="ComboBox.MouseOver.Editable.Background" Color="#FFFFFFFF"/>
<SolidColorBrush x:Key="ComboBox.MouseOver.Editable.Border" Color="#FF7EB4EA"/>
<LinearGradientBrush x:Key="ComboBox.MouseOver.Editable.Button.Background" EndPoint="0,1" StartPoint="0,0">
<GradientStop Color="#FFEBF4FC" Offset="0.0"/>
<GradientStop Color="#FFDCECFC" Offset="1.0"/>
</LinearGradientBrush>
<SolidColorBrush x:Key="ComboBox.MouseOver.Editable.Button.Border" Color="#FF7EB4EA"/>
<SolidColorBrush x:Key="ComboBox.Pressed.Glyph" Color="#FF000000"/>
<LinearGradientBrush x:Key="ComboBox.Pressed.Background" EndPoint="0,1" StartPoint="0,0">
<GradientStop Color="#FFDAECFC" Offset="0.0"/>
<GradientStop Color="#FFC4E0FC" Offset="1.0"/>
</LinearGradientBrush>
<SolidColorBrush x:Key="ComboBox.Pressed.Border" Color="#FF569DE5"/>
<SolidColorBrush x:Key="ComboBox.Pressed.Editable.Background" Color="#FFFFFFFF"/>
<SolidColorBrush x:Key="ComboBox.Pressed.Editable.Border" Color="#FF569DE5"/>
<LinearGradientBrush x:Key="ComboBox.Pressed.Editable.Button.Background" EndPoint="0,1" StartPoint="0,0">
<GradientStop Color="#FFDAEBFC" Offset="0.0"/>
<GradientStop Color="#FFC4E0FC" Offset="1.0"/>
</LinearGradientBrush>
<SolidColorBrush x:Key="ComboBox.Pressed.Editable.Button.Border" Color="#FF569DE5"/>
<SolidColorBrush x:Key="ComboBox.Disabled.Glyph" Color="#FFBFBFBF"/>
<SolidColorBrush x:Key="ComboBox.Disabled.Background" Color="#FFF0F0F0"/>
<SolidColorBrush x:Key="ComboBox.Disabled.Border" Color="#FFD9D9D9"/>
<SolidColorBrush x:Key="ComboBox.Disabled.Editable.Background" Color="#FFFFFFFF"/>
<SolidColorBrush x:Key="ComboBox.Disabled.Editable.Border" Color="#FFBFBFBF"/>
<SolidColorBrush x:Key="ComboBox.Disabled.Editable.Button.Background" Color="Transparent"/>
<SolidColorBrush x:Key="ComboBox.Disabled.Editable.Button.Border" Color="Transparent"/>
<SolidColorBrush x:Key="ComboBox.Static.Glyph" Color="#FF606060"/>
<!--ListBox-->
@@ -0,0 +1,11 @@
using System.Windows;
using System.Windows.Documents;
namespace mbts.ui.controls.adorners {
class Adorner<T> : Adorner where T : UIElement {
public Adorner(T adorned_element) : base(adorned_element) =>
AdornedElement = adorned_element;
public new T AdornedElement { get; }
}
}
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