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938
Commits
2.0.0-beta2
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59cfe3dc8d |
No files matched your search
@@ -32,3 +32,4 @@ trace_data/
|
||||
/src/lib/orderman/perf_analysis/last_pretty_log.csv
|
||||
/src/lib/orderman/perf_analysis/log.csv
|
||||
/doc/user/public/*
|
||||
.ionide/*
|
||||
Vendored
+177
-91
@@ -1,83 +1,14 @@
|
||||
{
|
||||
"version": "0.2.0",
|
||||
"configurations": [
|
||||
|
||||
{
|
||||
"name": "(gdb) Launch",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "${workspaceRoot}/build/ninja_debug/server/sparkd/sparkd",
|
||||
"args": ["run"],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "${workspaceRoot}/build/ninja_debug/src/server/sparkd",
|
||||
"environment": [],
|
||||
"externalConsole": true,
|
||||
"MIMode": "gdb",
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "-enable-pretty-printing",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"name": "Client Launch",
|
||||
"type": "clr",
|
||||
"request": "launch",
|
||||
"program": "${workspaceRoot}/build/Debug/bin/net471/spark.exe",
|
||||
"args": [],
|
||||
"cwd": "${workspaceRoot}",
|
||||
"stopAtEntry": false,
|
||||
"externalConsole": true,
|
||||
"requireExactSource": false
|
||||
},
|
||||
{
|
||||
"name": "SDK Launch",
|
||||
"type": "clr",
|
||||
"request": "launch",
|
||||
"program": "${workspaceRoot}/build/Debug/bin/net471/spark_sdk.exe",
|
||||
"args": ["md","GLBX","Future","CL", "CLZ9", "--user=bts", "--pass="],
|
||||
"cwd": "${workspaceRoot}",
|
||||
"stopAtEntry": false,
|
||||
"externalConsole": true,
|
||||
"requireExactSource": false
|
||||
},
|
||||
{
|
||||
"name": "Excel Launch",
|
||||
"type": "clr",
|
||||
"request": "launch",
|
||||
"program": "C:/Program Files/Microsoft Office/Office14/EXCEL.EXE",
|
||||
"args": ["${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64-packed.xll"],
|
||||
"cwd": "${workspaceRoot}",
|
||||
"stopAtEntry": false,
|
||||
"externalConsole": true,
|
||||
"requireExactSource": false
|
||||
},
|
||||
{
|
||||
"name": "Client Tests",
|
||||
"type": "clr",
|
||||
"request": "launch",
|
||||
"program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
|
||||
"args": ["test","test_filter"],
|
||||
"cwd": "${workspaceRoot}",
|
||||
"stopAtEntry": false,
|
||||
"externalConsole": true,
|
||||
"requireExactSource": false
|
||||
},
|
||||
{
|
||||
"name": "Client Attach",
|
||||
"type": "clr",
|
||||
"request": "attach",
|
||||
"processId":"${command:pickProcess}"
|
||||
},
|
||||
{
|
||||
"name": "SparkVM Launch",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
|
||||
"program": "/home/bts/spark/build/ninja_debug/server/sparkd",
|
||||
"args": ["run"],
|
||||
"args": [
|
||||
"run"
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/build/ninja_debug/server/",
|
||||
"environment": [],
|
||||
@@ -102,24 +33,113 @@
|
||||
"description": "LD LIBRARY",
|
||||
"text": "set env LD_LIBRARY_PATH=.",
|
||||
"ignoreFailures": false
|
||||
}
|
||||
}
|
||||
],
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": ["bts@sparkvm"],
|
||||
"pipeArgs": [
|
||||
"bts@sparkvm"
|
||||
],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
}
|
||||
},
|
||||
{
|
||||
"name": "(gdb) Launch",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "${workspaceRoot}/build/ninja_debug/server/sparkd/sparkd",
|
||||
"args": [
|
||||
"run"
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "${workspaceRoot}/build/ninja_debug/src/server/sparkd",
|
||||
"environment": [],
|
||||
"externalConsole": true,
|
||||
"MIMode": "gdb",
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "-enable-pretty-printing",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"name": "Client Launch",
|
||||
"type": "clr",
|
||||
"request": "launch",
|
||||
"program": "${workspaceRoot}/build/Debug/bin/net471/spark.exe",
|
||||
"args": [],
|
||||
"cwd": "${workspaceRoot}",
|
||||
"stopAtEntry": false,
|
||||
"externalConsole": true,
|
||||
"requireExactSource": false
|
||||
},
|
||||
{
|
||||
"name": "SDK Launch",
|
||||
"type": "clr",
|
||||
"request": "launch",
|
||||
"program": "${workspaceRoot}/build/Debug/bin/net471/spark_sdk.exe",
|
||||
"args": [
|
||||
"md",
|
||||
"GLBX",
|
||||
"Future",
|
||||
"CL",
|
||||
"CLZ9",
|
||||
"--user=bts",
|
||||
"--pass="
|
||||
],
|
||||
"cwd": "${workspaceRoot}",
|
||||
"stopAtEntry": false,
|
||||
"externalConsole": true,
|
||||
"requireExactSource": false
|
||||
},
|
||||
{
|
||||
"name": "Excel Launch",
|
||||
"type": "clr",
|
||||
"request": "launch",
|
||||
"program": "C:/Program Files/Microsoft Office/Office14/EXCEL.EXE",
|
||||
"args": [
|
||||
"${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64.xll"
|
||||
],
|
||||
"cwd": "${workspaceRoot}",
|
||||
"stopAtEntry": false,
|
||||
"externalConsole": true,
|
||||
"requireExactSource": false
|
||||
},
|
||||
{
|
||||
"name": "Client Tests",
|
||||
"type": "clr",
|
||||
"request": "launch",
|
||||
"program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
|
||||
"args": [
|
||||
"test",
|
||||
"test_filter"
|
||||
],
|
||||
"cwd": "${workspaceRoot}",
|
||||
"stopAtEntry": false,
|
||||
"externalConsole": true,
|
||||
"requireExactSource": false
|
||||
},
|
||||
{
|
||||
"name": "Client Attach",
|
||||
"type": "clr",
|
||||
"request": "attach",
|
||||
"processId": "${command:pickProcess}"
|
||||
},
|
||||
{
|
||||
"name": "Spreader Tests",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
|
||||
"args": ["test", "[spreader]"],
|
||||
"args": [
|
||||
"test",
|
||||
"[spreader]"
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
|
||||
"environment": [],
|
||||
@@ -139,7 +159,9 @@
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": ["bts@sparkvm"],
|
||||
"pipeArgs": [
|
||||
"bts@sparkvm"
|
||||
],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
@@ -151,7 +173,10 @@
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
|
||||
"args": ["test", "[admin_service]"],
|
||||
"args": [
|
||||
"test",
|
||||
"[admin_service]"
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
|
||||
"environment": [],
|
||||
@@ -171,7 +196,9 @@
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": ["bts@sparkvm"],
|
||||
"pipeArgs": [
|
||||
"bts@sparkvm"
|
||||
],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
@@ -183,7 +210,10 @@
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
|
||||
"args": ["test", "[limiter]"],
|
||||
"args": [
|
||||
"test",
|
||||
"[limiter]"
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
|
||||
"environment": [],
|
||||
@@ -203,7 +233,9 @@
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": ["bts@sparkvm"],
|
||||
"pipeArgs": [
|
||||
"bts@sparkvm"
|
||||
],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
@@ -215,7 +247,10 @@
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "/home/bts/spark/build/ninja_debug/server/sparkd",
|
||||
"args": ["test", "[mbo]"],
|
||||
"args": [
|
||||
"test",
|
||||
"SingleWriterConcurrentVector"
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/build/ninja_debug/server/",
|
||||
"environment": [],
|
||||
@@ -240,14 +275,16 @@
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": ["bts@sparkvm"],
|
||||
"pipeArgs": [
|
||||
"bts@sparkvm"
|
||||
],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
}
|
||||
},
|
||||
{
|
||||
{
|
||||
"name": "SparkVM attach",
|
||||
"type": "cppdbg",
|
||||
"request": "attach",
|
||||
@@ -255,16 +292,18 @@
|
||||
"processId": "${command:pickRemoteProcess}",
|
||||
"MIMode": "gdb",
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": ["bts@sparkvm"],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": [
|
||||
"bts@sparkvm"
|
||||
],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
}
|
||||
},
|
||||
{
|
||||
},
|
||||
{
|
||||
"name": "Python",
|
||||
"type": "python",
|
||||
"request": "launch",
|
||||
@@ -274,12 +313,59 @@
|
||||
"cwd": "${workspaceRoot}",
|
||||
"env": {},
|
||||
"envFile": "${workspaceRoot}/.env",
|
||||
"args": [ "DEBUG" ],
|
||||
"args": [
|
||||
"DEBUG"
|
||||
],
|
||||
"debugOptions": [
|
||||
"WaitOnAbnormalExit",
|
||||
"WaitOnNormalExit",
|
||||
"RedirectOutput"
|
||||
]
|
||||
},
|
||||
{
|
||||
"name": ".NET Core Remote Attach",
|
||||
"type": "coreclr",
|
||||
"request": "attach",
|
||||
"processId": "${command:pickRemoteProcess}",
|
||||
"pipeTransport": {
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": [
|
||||
"bts@sparkvm"
|
||||
],
|
||||
"debuggerPath": "/home/bts/vsdbg/vsdbg",
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"quoteArgs": true
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
},
|
||||
"justMyCode": true
|
||||
},
|
||||
{
|
||||
"name": ".NET Core Remote Launch",
|
||||
"type": "coreclr",
|
||||
"request": "launch",
|
||||
"program": "/usr/bin/dotnet",
|
||||
"args": [
|
||||
"sparkcmd.dll",
|
||||
"test",
|
||||
"test_join_create_and_takeout_market"
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/build/ninja_debug/server",
|
||||
"pipeTransport": {
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": [
|
||||
"bts@sparkvm"
|
||||
],
|
||||
"debuggerPath": "/home/bts/vsdbg/vsdbg",
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"quoteArgs": true
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
},
|
||||
"justMyCode": false
|
||||
},
|
||||
]
|
||||
}
|
||||
@@ -1 +1 @@
|
||||
set(sources /home/ppinto/Dropbox/bts/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Algos/_index.md;content/bts_spark/Glossary/index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Help/index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Launcher/index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Logging-In-to-the-System/index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/index.md;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/My-Windows/index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Settings/index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Spreader/index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/index.md;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/release_notes/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)
|
||||
set(sources /home/ppinto/Dropbox/bts/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Algos/_index.md;content/bts_spark/Glossary/index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Help/index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Launcher/index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Logging-In-to-the-System/index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/index.md;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/My-Windows/index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Settings/index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Spreader/index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/index.md;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/release_notes/_index.md;content/system_requirements/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)
|
||||
@@ -4,6 +4,171 @@ weight = 3
|
||||
sort_by = "weight"
|
||||
insert_anchor_links = "right"
|
||||
+++
|
||||
|
||||
## 2.6.1
|
||||
### User Visible Changes
|
||||
- Fixed an issue in the ladder where an error could occur when trying to change ladder settings for the first time
|
||||
|
||||
## 2.6.0
|
||||
### User Visible Changes
|
||||
- In the ladder made last trade more distinctive when overlayed on the volumn column
|
||||
- In the ladder, corrected display of volume tool tip
|
||||
- In the ladder, changed the consolidation of last trade to consider only the price ignoring aggressor changes
|
||||
- Added an option for the Top Algo to delete itself if within N ticks from top of book
|
||||
- Address a rare issue that could lead to an error report on UI exit
|
||||
- Added margin risk limits
|
||||
- Added the "Offset" algo. Offset prices a child algo at a parameterizable distance from the top of the book
|
||||
- Avoided switching the current account and order type on open ladders when limits are changed
|
||||
### Internal Changes
|
||||
- Ensure that admin logins are always allowed to login, regardless of keycode status.
|
||||
|
||||
## 2.5.0
|
||||
### User Visible Changes
|
||||
- Added loss limit risk check
|
||||
- Made algos, synthetics and user names private so that multiple users can share a single system privately.
|
||||
- Allowed the mini order book defaults for column widths to be changed from the mini order book
|
||||
- Allowed the mini order book to shrink to the minimum size that will be needed to display the selected columns
|
||||
- Improved accuracy of the directional arrow when displaying last trades in the volumn column
|
||||
## 2.4.0
|
||||
### User Visible Settings
|
||||
- In the ladder, changed the last trade column to accumulate successive trades at the same price
|
||||
- Fixed a bug in the order book where the right side ladder would display the top leve order's security rather then current row's
|
||||
- Added OK, Cancel buttons to the security picker for ladder profiles or sounds
|
||||
- Added ladder settings for the mini order book
|
||||
- Added a safety check to guard against unintentional market crosses
|
||||
- Improved the Queue Holder mode in the spreader:
|
||||
- Added a Show Quantity, allowing the spreader to keep queue position of the trailing orders as Fills (of size Show Qty) happen
|
||||
- Improved spreader performance when in Queue Holder mode
|
||||
### Internal changes
|
||||
- Suppressed order callbacks for completed/canceled orders. This should eliminate some bogus error logs by spreader orders.
|
||||
- Addressed a potential concurrency issues with service initialization.
|
||||
|
||||
|
||||
## 2.3.0
|
||||
### User Visible Changes
|
||||
- Introduced multiple settings profiles for the ladder
|
||||
- This allows multiple standard configuration for the ladder, optionally with security specific variations
|
||||
- Made Cover order more independent from its hedging chidren:
|
||||
- Cover continues to operate even if an hedging child is canceled
|
||||
- When a cover is canceled it will detach from any running hedging children, instead of canceling them
|
||||
- Changed Lean, Join and Cover algos to hide themselves in the ladder once they have completed their work
|
||||
- Changed manual fills to appear in day PnL rather than in the SOD records
|
||||
- Add buy/sell coloring to fill rows in fills window
|
||||
- Streamlined the mini order book:
|
||||
- Display of the mini order book popup is quicker
|
||||
- Only exchange orders are displayed
|
||||
- Update buttons are only displayed for orders that are under control of an algo with the update applying to the entire algo, not just the exchange order
|
||||
- We can now select multiple rows to attach, detach, update or cancel multiple orders in a batch
|
||||
- A checkbox column has been added to make clearer which rows are selected
|
||||
### API Changes
|
||||
- Enhanced the API to allow algos to implement custom cancel handling
|
||||
- Allowed algos to control their visibility in the ladder through the API
|
||||
### Internal Changes
|
||||
- Added system requirements to Spark documentation
|
||||
- Implemented keycodes
|
||||
- Temporarily rejected stop and stop limit orders, pending bug fixes
|
||||
|
||||
## 2.2.0
|
||||
### User Visible Changes
|
||||
- Made our orders easier to spot in MBO display
|
||||
- Changed middle-click on center column to recenter ladder and introduced Alt middle-click on center to bring up the MBO popup
|
||||
- Fixed Net/Absolute radio button in risk admin UI
|
||||
- Fixed double counting of spread legs in limits
|
||||
- Removed expired fills from the system
|
||||
- Improved handling of orders with undiscovered securities
|
||||
- Added feedback to the ladder when the user attempts to middle click on bid/ask columns using an order that does not have parameters
|
||||
- Fixed display of algo studio algo types in order book
|
||||
- Hid net change setting in synthetic ladders
|
||||
- Fixed a number of problems with filtering on the Fills form
|
||||
- On the Lean algo, OnToward and Away are now calculated with respect to the opposite inside market at time of the order launch
|
||||
- Iceberg Spreaders with queue holders are not erroneously cancelled after the first fill
|
||||
- Added security symbol column to fills window
|
||||
- Re-organized ladder settings dialog to make it clearer and easier to use
|
||||
|
||||
## 2.1.4
|
||||
### User Visible Changes
|
||||
- Fixed handling of cancel button in security picker
|
||||
|
||||
## 2.1.3
|
||||
### User Visible Changes
|
||||
- Fixed a simulator bug in the handling of 0 sized orders
|
||||
|
||||
## 2.2.1
|
||||
### User Visible Changes
|
||||
- Fixed order book form exception when display a spreader order for whichs the legs were not present yet
|
||||
|
||||
## 2.1.1
|
||||
### User Visible Changes
|
||||
- Added PIQ to GLBX Iceberg orders
|
||||
- Corrected handling of stop limit orders
|
||||
|
||||
## 2.1.0
|
||||
### User Visible Changes
|
||||
- Added support for the GLBX Iceberg order type
|
||||
- Allowed quick algo param edits by middle-clicking on either the bid/ask columns or a "favorite" button
|
||||
- Added support for manual fills, either entered manually or imported from file. Manual fills are used only for P&L purposes, they have no impact on limits
|
||||
- Allowed the LTQ and VAP values to be overlayed on the same ladder column
|
||||
- Added day position information to the ladder
|
||||
- Added PIQ to the mini order book
|
||||
- Fixed a rare bug that could lead to server failure when requesting market data
|
||||
- Fixed a bug that could cause incorrect price displays for certain types of synthetic securities
|
||||
|
||||
## 2.0.5
|
||||
### User Visible Changes
|
||||
- Fixed a bug in the handling of rejected QHO orders
|
||||
- Implemented stricter position limit enforcement
|
||||
- Fixed a bug that could cause server failure when trying to attach to already attached orders
|
||||
|
||||
## 2.0.4
|
||||
### User Visible Changes
|
||||
- Fixed performance regression in order manager
|
||||
|
||||
### Internal changes
|
||||
- Improved market data diagnostics for bad configurations
|
||||
- Changed market data default buffer size
|
||||
|
||||
## 2.0.3
|
||||
### Internal changes
|
||||
- Improved backwards compatibility in UI settings
|
||||
|
||||
|
||||
## 2.0.2
|
||||
### User Visible Changes
|
||||
- Middle click the ladder price column to show the orders for that price level
|
||||
- Middle click the bid or ask column in the ladder no longer sends an order
|
||||
|
||||
### Internal changes
|
||||
- Improved market by order performance under heavy load
|
||||
- Fixed a concurrency bug in SIM
|
||||
|
||||
## 2.0.0
|
||||
### User Visible Changes
|
||||
- Support for attaching and detaching algos to existing orders
|
||||
- Support for display and update of all parameters in running algos
|
||||
- Streamlining of order badge decorations in ladder
|
||||
- New order search/filtering algorithm for order book
|
||||
- Simpler representation of complex algo chains in order book and mini order book
|
||||
- Visual and usability improvements to mini order book
|
||||
- Streamlining of algo parameter dialog in ladder
|
||||
- New spreader queue holder behavior
|
||||
- Visual improvements to the order book
|
||||
- New server side API
|
||||
- Improved admin UI performance
|
||||
- Optimized PIQ rendering
|
||||
### Internal changes
|
||||
- Exchange simulator no longer requires daily sequence number reset
|
||||
- Improved MD resilience to corrupted shared memory
|
||||
- Native orders can now buffer updates/cancels when disconnected or pending first acknowledgment
|
||||
- Improved settings manager tool output
|
||||
- Added diagnostics in the event MD memory corruption is detected
|
||||
- Added systems tests for join,lean, iceberg and spreader orders
|
||||
- Made exchange order recovery more resilient in the presence of database loss
|
||||
|
||||
## 1.6.2
|
||||
### User Visible Changes
|
||||
### Exchange simulator
|
||||
- Exchange simulator now now produce position in queue data
|
||||
|
||||
## 1.6.0
|
||||
### User Visible Changes
|
||||
#### New Features
|
||||
@@ -253,6 +418,7 @@ insert_anchor_links = "right"
|
||||
- All windows now contain a settings page where grid settings (font color, size, etc) are applied
|
||||
- These settings can be saved on a per-window basis or as a Default for newly-launched windows
|
||||
|
||||
|
||||
## 1.3.1 Through 1.3.4
|
||||
|
||||
### Speed Enhancements
|
||||
|
||||
@@ -0,0 +1,55 @@
|
||||
+++
|
||||
title = "System Requirements"
|
||||
weight = 4
|
||||
sort_by = "weight"
|
||||
insert_anchor_links = "right"
|
||||
+++
|
||||
|
||||
|
||||
### Minimum Workstation
|
||||
* New XPS Tower
|
||||
* 8th Generation Intel® Core™ i7-8700 6-Core Processor (12M Cache, up to 4.6 GHz)
|
||||
* 16GB, 2666MHz, DDR4 up to 64GB
|
||||
* Windows 10 Professional 64-bit
|
||||
* NVIDIA® GeForce® GTX 1070 with 8GB GDDR5 Graphics Memory
|
||||
* 1 x 2.5" 256GB SATA Solid State Drive
|
||||
|
||||
### Recommended Workstation
|
||||
* Similar or better than:
|
||||
* Dell Precision Tower 5820
|
||||
* Intel Xeon W-2145 3.7GHz, 4.5GHz Turbo, 8C, 11M Cache, HT, (140W) DDR4-2666
|
||||
* Windows 10 Professional 64-bit
|
||||
* NVIDIA® Quadro® P1000, 4GB, 4 mDP
|
||||
* 16GB (4x4GB) 2133MHz DDR4 RDIMM ECC
|
||||
* 2 x 2.5" 256GB SATA Solid State Drive running RAID1
|
||||
|
||||
|
||||
### BTS Recommended Server Specifications
|
||||
* Dell R640
|
||||
* 2x Intel Xeon Gold 6148 2.40GHz 20-Core Processors. For better performance BTS recommends Intel® Xeon® Platinum 8268 2.9G, 24 Core CPU
|
||||
* 192GB RAM 2666MHz DDR4
|
||||
* 3x 480GB SSD RAID 5 HBA Minicard
|
||||
* iDRAC 9 Enterprise
|
||||
* Embedded Broadcom NIC
|
||||
* Solarflare SFN8522-R2
|
||||
* Redundant Power Supply
|
||||
|
||||
### BTS Minimum Server Specifications
|
||||
* Dell R620
|
||||
* Chassis with up to 8, 2.5” Hard Drives, up to 2 PCIe Slots (With Optional Riser)
|
||||
* 2 x Intel® E5-2670 (16 total cores/ 32 total threads)
|
||||
* 64GB total memory
|
||||
* RAID 1 for H330/H730/H730P
|
||||
* PERC H730 RAID Controller, 1GB NV Cache
|
||||
* 3 x 300GB 10K RPM SATA 6Gbps 2.5in Hot-plug Hard Drive (RAID 5)
|
||||
* iDRAC8 Enterprise, integrated Dell Remote Access Controller, Enterprise (varies by hosting company)
|
||||
* Solarflare Ultra SFN7122F Dual-Port 10GbE (10 GB connectivity requirements, copper vs optical, varies by hosting company).
|
||||
* Dual, Hot-plug, Redundant Power Supply (1+1), 750W
|
||||
* Performance BIOS Setting
|
||||
* ReadyRails Sliding Rails Without Cable Management Arm (varies by hosting company)
|
||||
|
||||
### Edge Tablet Requirements
|
||||
* Similar or better than:
|
||||
* Microsoft Surface Pro 4 Or Motion R12
|
||||
* Intel i7
|
||||
* 8 GB DDR4 RAM
|
||||
@@ -1,7 +1,6 @@
|
||||
#/bin/bash
|
||||
#python -m mkdocs build -d site
|
||||
|
||||
cp -r ../../src/sdk/doc/* ./content/bts_spark_sdk/Server/
|
||||
./run_zola.sh build
|
||||
|
||||
scp -r ./public bts@bluetradesys.com:/home/bts/doc/
|
||||
@@ -14,7 +13,3 @@ sudo mv ./public/* /var/www/documentation/
|
||||
EOF
|
||||
|
||||
rm -r public
|
||||
cd ./content/bts_spark_sdk/server/
|
||||
find . -not -name '_index.md' -delete
|
||||
cd ../..
|
||||
|
||||
+1
-1
Submodule docker/linux updated: ce08a5129f...e13bb5d8df.
@@ -7,12 +7,12 @@ using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Reactive.Subjects;
|
||||
using bts.api.core;
|
||||
using mbts.ui.shell;
|
||||
|
||||
namespace mbts.spark {
|
||||
[Export]
|
||||
class AdminModel : IDisposable {
|
||||
readonly string _user_name;
|
||||
public string user_name => _user_name;
|
||||
public readonly UserTuple user;
|
||||
|
||||
readonly BehaviorSubject<IReadOnlyDictionary<uint, string>>
|
||||
_accounts_subject = new BehaviorSubject<IReadOnlyDictionary<uint, string>>(new Dictionary<uint, string>()),
|
||||
@@ -24,14 +24,14 @@ namespace mbts.spark {
|
||||
IDisposable _dispose;
|
||||
|
||||
[ImportingConstructor]
|
||||
AdminModel(AdminService service, [Import("username")]string user_name) {
|
||||
_user_name = user_name;
|
||||
AdminModel(AdminService service, [Import]UserTuple user) {
|
||||
this.user = user;
|
||||
_dispose = service.subscribei_admin_data().Select(update => {
|
||||
_wrapper_subject.OnNext(new AdminModelWrapper(update.all.TryFirst(), _user_name));
|
||||
_wrapper_subject.OnNext(new AdminModelWrapper(update.all.TryFirst(), user.name));
|
||||
IEnumerable<BTSUserImmutable> active_users =
|
||||
from admin_data in update.all
|
||||
from bts_user in admin_data.Users
|
||||
where bts_user.Name == user_name && bts_user.HasUserData && bts_user.UserData.HasAccountPermissions
|
||||
where bts_user.Name == user.name && bts_user.HasUserData && bts_user.UserData.HasAccountPermissions
|
||||
select bts_user;
|
||||
|
||||
IEnumerable<BTSAccountImmutable> active_accounts =
|
||||
@@ -62,14 +62,6 @@ namespace mbts.spark {
|
||||
public IObservable<IReadOnlyList<AccountTuple>> on_account_tuples => on_accounts.Select(d => d.Select(kv => new AccountTuple(kv.Key, kv.Value)).ToList());
|
||||
public IObservable<AdminModelWrapper> on_admin_data => _wrapper_subject.AsObservable();
|
||||
|
||||
public UserTuple? get_current_user() {
|
||||
foreach (var kv in _user_map) {
|
||||
// just for good measure, there should never be > 1 element in _user_map, and it should always match _user_name
|
||||
if (kv.Value == _user_name)
|
||||
return new UserTuple(kv.Key, kv.Value);
|
||||
}
|
||||
return null;
|
||||
}
|
||||
public AccountTuple? get_default_account() {
|
||||
foreach (var kv in _account_map) {
|
||||
return new AccountTuple(kv.Key, kv.Value);
|
||||
|
||||
@@ -3,6 +3,7 @@ using mbts;
|
||||
using mbts.config;
|
||||
using mbts.spark;
|
||||
using mbts.ui;
|
||||
using mbts.ui.shell;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.ComponentModel.Composition;
|
||||
@@ -22,7 +23,7 @@ namespace bts.ui {
|
||||
IDisposable _dispose;
|
||||
|
||||
[ImportingConstructor]
|
||||
public AboutDaemon(IBus bus, [Import("username")]string username) {
|
||||
public AboutDaemon(IBus bus, [Import(LoginContainer.Exports.UserName)]string username) {
|
||||
_user = username;
|
||||
_bus = bus;
|
||||
_dispose = bus.subscribe(SparkTags.About).OnDispatcher().Subscribe(_ => show_about());
|
||||
|
||||
@@ -10,6 +10,7 @@ using System.Reactive.Linq;
|
||||
using System.Windows.Threading;
|
||||
using System.Windows;
|
||||
using System.Threading.Tasks;
|
||||
using mbts.ui.shell;
|
||||
|
||||
namespace bts.spark
|
||||
{
|
||||
@@ -20,7 +21,7 @@ namespace bts.spark
|
||||
IDisposable _dispose;
|
||||
|
||||
[ImportingConstructor]
|
||||
public ErrorReporter(ErrorReportService svc, IBus bus, [Import("username")] string username) {
|
||||
public ErrorReporter(ErrorReportService svc, IBus bus, [Import(LoginContainer.Exports.UserName)] string username) {
|
||||
_svc = svc;
|
||||
_username = username;
|
||||
_dispose = bus.subscribe(SparkTags.Support).OnDispatcher().Subscribe(msg => show_support_window(msg, "Report a problem"));
|
||||
@@ -82,7 +83,6 @@ namespace bts.spark
|
||||
}
|
||||
}
|
||||
|
||||
//public static async Task<Result<T>>
|
||||
public static async Task<(T value, bool success)> safe_execute<T>(this ErrorReporter error_reporter, Func<Task<Result<T>>> execute, Func<T, bool> get_success, Func<T, string> get_error_msg, string desc) {
|
||||
try {
|
||||
var result = await execute();
|
||||
@@ -101,5 +101,31 @@ namespace bts.spark
|
||||
void _report_error(string msg) =>
|
||||
error_reporter.report_error($"Error {desc}: {msg}", AlgoStudioWindow.NAME, MessageBoxImage.Warning);
|
||||
}
|
||||
|
||||
public static async Task<TResult> safe_execute<T, TResult>(
|
||||
this ErrorReporter error_reporter,
|
||||
Func<Task<Result<T>>> execute,
|
||||
Func<T, bool> get_success,
|
||||
Func<T, string> get_error_msg,
|
||||
Func<T, bool, TResult> result_selector,
|
||||
string desc) {
|
||||
//
|
||||
try {
|
||||
var result = await execute();
|
||||
if (!result.success) {
|
||||
_report_error(result.error_message);
|
||||
} else if (!get_success(result.value)) {
|
||||
_report_error(get_error_msg(result.value));
|
||||
} else {
|
||||
return result_selector(result.value, true);
|
||||
}
|
||||
} catch (Exception ex) {
|
||||
_report_error(ex.ToString());
|
||||
}
|
||||
return result_selector(default, false);
|
||||
//
|
||||
void _report_error(string msg) =>
|
||||
error_reporter.report_error($"Error {desc}: {msg}", AlgoStudioWindow.NAME, MessageBoxImage.Warning);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -15,6 +15,7 @@ using System.Collections.Concurrent;
|
||||
using System.Threading;
|
||||
using bts.api.user;
|
||||
using bts.md;
|
||||
using mbts.ui.shell;
|
||||
|
||||
namespace bts {
|
||||
[Export(typeof(IInitializable))]
|
||||
@@ -27,8 +28,8 @@ namespace bts {
|
||||
static uint get_naggle() => mbts.config.Configuration.get<md.RelayOptions>().naggle_ms;
|
||||
|
||||
[ImportingConstructor]
|
||||
public MDDaemon(Lazy<IBus> bus, Lazy<AuthTokenImmutable> token, Lazy<SyntheticSecurityService> ss) :
|
||||
base(get_naggle(), MDSourceOptions.DeferInit) {
|
||||
public MDDaemon(Lazy<IBus> bus, Lazy<AuthTokenImmutable> token, Lazy<SyntheticSecurityService> ss, [Import(LoginContainer.Exports.UserID)]uint user_id) :
|
||||
base(get_naggle(), MDSourceOptions.DeferInit, user_id) {
|
||||
_bus = bus;
|
||||
_token = token;
|
||||
_ss = ss;
|
||||
|
||||
@@ -11,6 +11,7 @@ using System.Collections.Generic;
|
||||
using System.ComponentModel.Composition;
|
||||
using System.Reactive.Linq;
|
||||
using System.Windows;
|
||||
using LadderSettings = mbts.spark.LadderSettings;
|
||||
|
||||
namespace bts.shell {
|
||||
[Export(typeof(IShellDaemon))]
|
||||
@@ -48,14 +49,14 @@ namespace bts.shell {
|
||||
void _show_order_ticket(SecurityMD smd) =>
|
||||
_show_order_window(new OrderTicket {
|
||||
DataContext = new NewOrderTicketVM(_model, smd,
|
||||
Observable.Return(_model.factory.default_ladder_settings(smd.security)))
|
||||
Observable.Return(LadderSettings.Default))
|
||||
});
|
||||
|
||||
void _show_order_ticket((OrderDefinitionImmutable def, double price, uint size) ops) {
|
||||
if (_md_map.TryGetValue(ops.def.SecurityKey, out SecurityMD smd))
|
||||
_show_order_window(new OrderTicket {
|
||||
DataContext = new NewOrderTicketVM(_model, smd, ops.def, ops.price, ops.size,
|
||||
Observable.Return(_model.factory.default_ladder_settings(smd.security).calculator_buttons))
|
||||
Observable.Return(LadderSettings.Default.calculator_buttons))
|
||||
});
|
||||
}
|
||||
|
||||
@@ -66,7 +67,7 @@ namespace bts.shell {
|
||||
_show_order_window(new OrderModificationDialog {
|
||||
DataContext = new ExistingOrderTicketVM(_model,
|
||||
Observable.Return((md,ori.order)),
|
||||
Observable.Return(_model.factory.default_ladder_settings(ori.sec.Value).calculator_buttons)
|
||||
Observable.Return(LadderSettings.Default.calculator_buttons)
|
||||
)
|
||||
});
|
||||
}
|
||||
|
||||
@@ -69,10 +69,11 @@ namespace bts {
|
||||
cpv.Width = double.NaN;
|
||||
cpv.Height = double.NaN;
|
||||
|
||||
vm.ok_action = () => {
|
||||
vm.ok_action += () => {
|
||||
window.Close();
|
||||
message.complete(select_result(vm)).execute(_bus);
|
||||
};
|
||||
vm.cancel_action += () => window.Close();
|
||||
window.move_to_mouse();
|
||||
window.Show();
|
||||
}
|
||||
|
||||
@@ -3,6 +3,7 @@ using bts.metrics;
|
||||
using mbts;
|
||||
using mbts.config;
|
||||
using mbts.ui;
|
||||
using mbts.ui.shell;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.ComponentModel.Composition;
|
||||
@@ -23,7 +24,7 @@ namespace bts.perf {
|
||||
Ping _pinger = new Ping();
|
||||
|
||||
[ImportingConstructor]
|
||||
public ShellLatencyDaemon(ShellLatencyService service, [Import("username")] string user) {
|
||||
public ShellLatencyDaemon(ShellLatencyService service, [Import(LoginContainer.Exports.UserName)] string user) {
|
||||
_service = service;
|
||||
_version = Configuration.get<bts.config.System>().version;
|
||||
_username = user;
|
||||
|
||||
@@ -22,12 +22,15 @@ namespace mbts.ui {
|
||||
AddBoxesGeometryKey = nameof(AddBoxesGeometryKey),
|
||||
AddFileGeometryKey = nameof(AddFileGeometryKey),
|
||||
AddFileThinGeometryKey = nameof(AddFileThinGeometryKey),
|
||||
AttachAlgosGeometryKey = nameof(AttachAlgosGeometryKey),
|
||||
AttachAlgosKey = nameof(AttachAlgosKey),
|
||||
CheckMarkGeometryKey = nameof(CheckMarkGeometryKey),
|
||||
DetachAlgosGeometryKey = nameof(DetachAlgosGeometryKey),
|
||||
CopyWFGeometryKey = nameof(CopyWFGeometryKey),
|
||||
DataEditGeometryKey = nameof(DataEditGeometryKey),
|
||||
DetachAlgosKey = nameof(DetachAlgosKey),
|
||||
DiskGeometryKey = nameof(DiskGeometryKey),
|
||||
DiskFileGeometryKey = nameof(DiskFileGeometryKey),
|
||||
DocumentGeometryKey = nameof(DocumentGeometryKey),
|
||||
DocumentAddGeometryKey = nameof(DocumentAddGeometryKey),
|
||||
DocumentBrokenGeometryKey = nameof(DocumentBrokenGeometryKey),
|
||||
DocumentCopyGeometryKey = nameof(DocumentCopyGeometryKey),
|
||||
DocumentEmptyGeometryKey = nameof(DocumentEmptyGeometryKey),
|
||||
@@ -37,11 +40,14 @@ namespace mbts.ui {
|
||||
EditDocumentAltGeometryKey = nameof(EditDocumentAltGeometryKey),
|
||||
EditDocumentGeometryKey = nameof(EditDocumentGeometryKey),
|
||||
GearGeometryKey = nameof(GearGeometryKey),
|
||||
LetterAKey = nameof(LetterAKey),
|
||||
LetterDKey = nameof(LetterDKey),
|
||||
OrdersGeometryKey = nameof(OrdersGeometryKey),
|
||||
PaymentGeometryKey = nameof(PaymentGeometryKey),
|
||||
PencilGeometryKey = nameof(PencilGeometryKey),
|
||||
PlayGeometryKey = nameof(PlayGeometryKey),
|
||||
ProhibitedGeometryKey = nameof(ProhibitedGeometryKey),
|
||||
RubberStampGeometryKey = nameof(RubberStampGeometryKey),
|
||||
StarGeometryKey = nameof(StarGeometryKey),
|
||||
ToolsGeometryKey = nameof(ToolsGeometryKey),
|
||||
TrashGeometryKey = nameof(TrashGeometryKey),
|
||||
@@ -118,7 +124,7 @@ 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 AttachAlgos => create_icon(AttachAlgosKey);
|
||||
public static ImageSource Beaker { get { return load_resource_and_freeze("Beaker"); } }
|
||||
public static ImageSource Book { get { return load_resource_and_freeze("Book"); } }
|
||||
|
||||
@@ -142,11 +148,14 @@ namespace mbts.ui {
|
||||
public static ImageSource ModifyOrder { get { return load_resource_and_freeze("ModifyOrder"); } }
|
||||
public static ImageSource CheckMark => create_icon(CheckMarkGeometryKey);
|
||||
public static ImageSource Clock { get { return load_resource_and_freeze("Clock"); } }
|
||||
public static ImageSource CopyWF => create_icon(CopyWFGeometryKey);
|
||||
public static ImageSource DataEdit => create_icon(DataEditGeometryKey, Brushes.White, new Pen(Brushes.Black, 1).frozen());
|
||||
public static ImageSource Defrag { get { return load_resource_and_freeze("Defrag"); } }
|
||||
public static ImageSource DetachAlgos => create_icon(DetachAlgosGeometryKey);
|
||||
public static ImageSource DetachAlgos => create_icon_and_rotate(DetachAlgosKey, Brushes.Red);
|
||||
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"); } }
|
||||
public static ImageSource DocumentAdd => create_icon(DocumentAddGeometryKey);
|
||||
public static ImageSource DocumentBroken => create_icon(DocumentBrokenGeometryKey);
|
||||
public static ImageSource DocumentCopy => create_icon(DocumentCopyGeometryKey);
|
||||
public static ImageSource DocumentEmpty => create_icon(DocumentEmptyGeometryKey);
|
||||
@@ -164,6 +173,7 @@ namespace mbts.ui {
|
||||
public static ImageSource Payment => create_icon(PaymentGeometryKey);
|
||||
public static ImageSource Pencil => create_icon(PencilGeometryKey);
|
||||
public static ImageSource Prohibited => create_icon(ProhibitedGeometryKey);
|
||||
public static ImageSource RubberStamp => create_icon(RubberStampGeometryKey);
|
||||
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);
|
||||
@@ -192,6 +202,19 @@ namespace mbts.ui {
|
||||
return rv;
|
||||
}
|
||||
|
||||
public static ImageSource create_icon_and_rotate(string geometric_path_key, Brush brush = null, Pen pen = null, Transform transform = null, double degrees = 90) {
|
||||
if (brush == null) {
|
||||
brush = Brushes.Black;
|
||||
}
|
||||
var drawing = create_drawing(geometric_path_key, brush, pen, transform);
|
||||
var dg = new DrawingGroup();
|
||||
dg.Children.Add(drawing);
|
||||
dg.Transform = new RotateTransform(degrees);
|
||||
var rv = new DrawingImage(dg);
|
||||
rv.Freeze();
|
||||
return rv;
|
||||
}
|
||||
|
||||
public static Drawing create_drawing(string geometric_path_key) =>
|
||||
create_drawing(geometric_path_key, Brushes.Black);
|
||||
|
||||
|
||||
@@ -5,6 +5,14 @@
|
||||
xmlns:mbts="clr-namespace:mbts.ui"
|
||||
xmlns:sys="clr-namespace:System;assembly=mscorlib"
|
||||
>
|
||||
|
||||
<sys:String x:Key="{x:Static mbts:Icons.AttachAlgosKey}">
|
||||
M10.519881,14.945064C11.300896,14.955074,12.079896,15.102078,12.819896,15.386075L10.878893,17.326085C9.6458764,17.201085,8.3688531,17.591071,7.4258485,18.533091L3.5977991,22.360102C1.9327704,24.026093 1.9317786,26.736124 3.5977991,28.402117 5.2638197,30.068108 7.9748359,30.068108 9.6398644,28.402117L13.467914,24.575106C14.410919,23.632109,14.800938,22.355097,14.675937,21.121083L16.615963,19.180096C17.523962,21.546103,17.034943,24.325104,15.126931,26.234108L11.298882,30.061119C8.7138591,32.64612 4.5238051,32.64612 1.9387672,30.062127 -0.64625573,27.477126 -0.64625573,23.287106 1.9387672,20.701098L5.7668166,16.875065C7.077837,15.564055,8.8018727,14.923061,10.519881,14.945064z M19.825993,10.418039L21.580012,12.17305 12.089907,21.665091 10.333873,19.911087z M25.383069,0C27.077088,3.0538786E-08 28.771109,0.64599859 30.063117,1.9390028 32.647133,4.5230274 32.647133,8.7120385 30.062109,11.298047L26.235068,15.125058C24.327055,17.033085,21.547022,17.52207,19.181973,16.614077L21.121998,14.674067C22.356022,14.799068,23.633046,14.409051,24.57605,13.466054L28.403094,9.6400513C30.068121,7.9740295 30.069129,5.2630205 28.403094,3.5980362 26.738064,1.9320143 24.027033,1.9320143 22.362034,3.5980362L18.533986,7.4240398C17.591958,8.3670363,17.201968,9.643042,17.32697,10.877056L15.385937,12.817066C14.478913,10.452035,14.968939,7.6730337,16.875945,5.7660436L20.703019,1.9390028C21.995026,0.64599859,23.689047,3.0538786E-08,25.383069,0z
|
||||
</sys:String>
|
||||
<sys:String x:Key="{x:Static mbts:Icons.DetachAlgosKey}">
|
||||
M19.522852,25.255011L20.920847,25.256994 20.920847,29.729012 19.522852,29.729012z M22.826874,21.952002L25.989905,25.113989 25.001887,26.101996 21.838856,22.941015z M25.269894,19.506992L29.742937,19.509007 29.742937,20.906012 25.269894,20.907995z M10.519729,14.945011C11.300744,14.954991,12.079745,15.103001,12.818766,15.386997L10.878742,17.327C9.6457264,17.200016,8.368704,17.592014,7.4257004,18.532993L3.597655,22.359015C1.9326275,24.025 1.9316508,26.734991 3.597655,28.40299 5.2636887,30.068001 7.9747178,30.066017 9.6397144,28.40299L13.468767,24.575018C14.410794,23.633001,14.800783,22.355993,14.674774,21.122015L16.615807,19.181004C17.523806,21.547003,17.034817,24.325995,15.126776,26.233008L11.298761,30.061012C8.713709,32.644997 4.5236599,32.644997 1.9396465,30.061012 -0.64638097,27.475012 -0.64638097,23.286017 1.9386395,20.702002L5.7666852,16.875004C7.0777046,15.562992,8.8017227,14.922001,10.519729,14.945011z M2.1536381,10.959994L6.6257035,10.959994 6.6266801,12.359988 2.1536381,12.359988z M6.7686803,5.894014L9.9307338,9.0549947 8.9427158,10.044008 5.7806932,6.8819901z M10.976735,2.1390082L12.374761,2.1390082 12.375768,6.6130081 10.975728,6.6130081z M25.382902,0C27.076922,-1.8170738E-08 28.770941,0.6470033 30.063955,1.9389956 32.646992,4.5220043 32.646992,8.7130147 30.061941,11.297L26.234902,15.126011C24.326891,17.032993,21.546862,17.521,19.181845,16.614994L21.121868,14.674015C22.35586,14.798008,23.63389,14.407992,24.575886,13.467013L28.403933,9.6390096C30.067953,7.972994 30.069967,5.2619945 28.403933,3.5960094 26.738905,1.9310002 24.0269,1.9320073 22.361872,3.5960094L18.533827,7.4249893C17.591829,8.3659993,17.201811,9.6440145,17.32782,10.87601L15.385781,12.817996C14.477781,10.453005,14.968784,7.6730062,16.875818,5.7659928L20.702858,1.9379885C21.994864,0.64599622,23.688883,-1.8170738E-08,25.382902,0z
|
||||
</sys:String>
|
||||
|
||||
<!--AddBoxes (the icon is free to use if we include this information in our credit section)
|
||||
Source: https://www.flaticon.com/authors/gregor-cresnar
|
||||
Ttile: Add free icon
|
||||
@@ -40,57 +48,13 @@
|
||||
</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>
|
||||
M27.132,40.57l-7.778,7.778c-1.691,1.691-3.951,2.623-6.364,2.623c-2.412,0-4.673-0.932-6.364-2.623
|
||||
c-3.509-3.509-3.509-9.219,0-12.728L17.94,24.306c1.691-1.69,3.951-2.622,6.364-2.622c2.412,0,4.672,0.932,6.363,2.622
|
||||
c0.781,0.781,2.047,0.781,2.828,0s0.781-2.047,0-2.828c-5.067-5.067-13.314-5.068-18.384,0L3.797,32.793
|
||||
c-2.446,2.446-3.794,5.711-3.794,9.192c0,3.48,1.348,6.745,3.795,9.191c2.446,2.447,5.711,3.795,9.191,3.795
|
||||
c3.481,0,6.746-1.348,9.192-3.795l7.778-7.778c0.781-0.781,0.781-2.047,0-2.828S27.913,39.789,27.132,40.57z
|
||||
</sys:String>
|
||||
</x:Array>
|
||||
<sys:String x:Key="{x:Static mbts:Icons.CopyWFGeometryKey}">
|
||||
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<!--File (the icon is free to use if we include this information in our credit section)
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||||
Source: https://www.flaticon.com/authors/freepik
|
||||
Ttile: Disconnected chains free icon
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||||
Credit: Icon made by Chanut from www.flaticon.com-->
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<sys:String x:Key="{x:Static mbts:Icons.DocumentAddGeometryKey}">
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</sys:String>
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<!--File (the icon is free to use if we include this information in our credit section)
|
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Source: https://www.flaticon.com/authors/chanut
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@@ -151,6 +115,9 @@
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<sys:String x:Key="{x:Static mbts:Icons.DataEditGeometryKey}">
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@@ -334,6 +301,10 @@
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<!--File (the icon is free to use if we include this information in our credit section)
|
||||
Source: https://www.flaticon.com/authors/smashicons
|
||||
Ttile: File free icon
|
||||
|
||||
@@ -5,6 +5,7 @@ using mbts.co2;
|
||||
using mbts.persist;
|
||||
using mbts.spark;
|
||||
using mbts.ui;
|
||||
using mbts.ui.shell;
|
||||
using System.Collections.Generic;
|
||||
using System.ComponentModel.Composition;
|
||||
using System.IO;
|
||||
@@ -18,7 +19,7 @@ namespace bts.shell
|
||||
class MarketShellModule : IShellModule
|
||||
{
|
||||
[ImportingConstructor]
|
||||
public MarketShellModule(IBus bus, MDConsumer consumer, UserSettingsHub settings_hub, OrdersModel orders_model, [Import("username")]string user_name) {
|
||||
public MarketShellModule(IBus bus, MDConsumer consumer, UserSettingsHub settings_hub, OrdersModel orders_model, [Import(LoginContainer.Exports.UserName)]string user_name) {
|
||||
_tsf = new TimeAndSalesWindowFactory(this, bus, consumer, settings_hub);
|
||||
_mvf = new MarketViewWindowFactory(this, bus, settings_hub, orders_model);
|
||||
}
|
||||
|
||||
@@ -204,13 +204,15 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
|
||||
void _show_order_book(Side side) =>
|
||||
_bus.post(SparkTags.ShowOrderBookTag, new bts.shell.orderbook.OrderBookStartupData(
|
||||
new bts.shell.orderbook.FilterStates {
|
||||
statuses = new[] { OrderStatus.Working },
|
||||
sides = new[] { side },
|
||||
security_criteria = new SecurityCriteria(security)
|
||||
}));
|
||||
void _show_order_book(Side side) {
|
||||
var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
|
||||
ob_settings.filters = new bts.shell.orderbook.FilterStates {
|
||||
statuses = new[] { OrderStatus.Working },
|
||||
sides = new[] { side },
|
||||
security_criteria = new SecurityCriteria(security)
|
||||
};
|
||||
_bus.post(SparkTags.ShowOrderBookTag, ob_settings);
|
||||
}
|
||||
|
||||
void _show_order_ticket(MarketViewView.Columns col) {
|
||||
var order = _orders_model.factory.order(security);
|
||||
|
||||
@@ -1,5 +1,6 @@
|
||||
using bts.api;
|
||||
using bts.collections;
|
||||
using bts.utils;
|
||||
using mbts.persist;
|
||||
using mbts.spark.filters;
|
||||
using mbts.ui;
|
||||
@@ -22,13 +23,12 @@ namespace mbts.spark {
|
||||
readonly OrdersModel _orders_model;
|
||||
IWindowSettingsManager<GridSettings> _settings_manager;
|
||||
|
||||
|
||||
public MarketViewVM(IBus bus, OrdersModel orders_model, IObservable<StartupData> state, IWindowSettingsManager<GridSettings> settings_manager )
|
||||
: this(bus, orders_model, state, state.SelectManyInSeries(s => s.security_criteria.subscribe_md(bus)), settings_manager) { }
|
||||
|
||||
// securities_connectable should NOT be connected already.
|
||||
MarketViewVM(IBus bus, OrdersModel orders_model, IObservable<StartupData> state, IConnectableObservable<IEnumerable<SecurityMD>> securities_connectable, IWindowSettingsManager<GridSettings> settings_manager)
|
||||
: base(RXCollection.Create(securities_connectable, SecurityDataHelper.EqualityComparer.MDComparer), null) {
|
||||
MarketViewVM(IBus bus, OrdersModel orders_model, IObservable<StartupData> state, IObservable<IEnumerable<SecurityMD>> securities_source, IWindowSettingsManager<GridSettings> settings_manager)
|
||||
: base(RXCollection.Create(securities_source, SecurityDataHelper.EqualityComparer.MDComparer), null) {
|
||||
_bus = bus;
|
||||
_orders_model = orders_model;
|
||||
security_filter = new RegexFilterVM<Row>(r => r.security.ToString(), nameof(Row.security));
|
||||
@@ -58,12 +58,12 @@ namespace mbts.spark {
|
||||
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);
|
||||
add_col(Columns.MarketDescription, "Market Description", r => r.security.market_description(), nameof(Row.market_description), DefaultColumnWidths.SecurityKey, market_description_filter, DataGridFilterKnownTemplates.Regex);
|
||||
add_col(Columns.ClearedAlias, "Cleared Alias", r => r.security.cleared_alias(), nameof(Row.cleared_alias), DefaultColumnWidths.SecurityKey, cleared_alias_filter, DataGridFilterKnownTemplates.Regex);
|
||||
add_col(Columns.ProductDescription, "Product Description", r => r.security.product_name(), nameof(Row.product_description), DefaultColumnWidths.SecurityKey, product_description_filter, DataGridFilterKnownTemplates.Regex);
|
||||
add_col(Columns.HubAlias, "Hub Alias", r => r.security.hub_alias(), nameof(Row.hub_alias), DefaultColumnWidths.SecurityKey, hub_alias_filter, DataGridFilterKnownTemplates.Regex);
|
||||
add_col(Columns.StripName, "Strip Name", r => r.security.strip_name(), nameof(Row.strip_name), DefaultColumnWidths.SecurityKey, strip_name_filter, DataGridFilterKnownTemplates.Regex);
|
||||
add_col(Columns.MicCode, "Mic Code", r => r.security.mic_code(), 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) {
|
||||
@@ -163,7 +163,6 @@ namespace mbts.spark {
|
||||
ask_price_filter, ask_merged_size_filter, ask_direct_size_filter, ask_implied_size_filter,
|
||||
last_price_filter, last_size_filter, day_change_filter, settlement_filter,
|
||||
session_low_filter, session_high_filter, position_filter, working_bid_volume_filter, working_ask_volume_filter, volume_filter, security_key_filter),
|
||||
securities_connectable.Connect(),
|
||||
settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager),
|
||||
WorkLoop.Start("MarketView", _refresh)
|
||||
);
|
||||
@@ -180,6 +179,40 @@ namespace mbts.spark {
|
||||
return grid_settings_manager.create();
|
||||
}
|
||||
|
||||
public static IComparer<Row> get_column_comparer(Columns column) {
|
||||
switch (column) {
|
||||
case Columns.Security: return wrap(r => r.security);
|
||||
case Columns.SecurityKey: return wrap(r => r.security.Id);
|
||||
case Columns.Volume: return wrap(r => r.volume);
|
||||
case Columns.Last: return wrap(r => r.last_price);
|
||||
case Columns.LastSize: return wrap(r => r.last_size);
|
||||
case Columns.Position: return wrap(r => r.position);
|
||||
case Columns.WorkingBids: return wrap(r => r.working_bid_volume);
|
||||
case Columns.BidImpliedSize: return wrap(r => r.bid_implied_size);
|
||||
case Columns.BidDirectSize: return wrap(r => r.bid_direct_size);
|
||||
case Columns.BidMergedSize: return wrap(r => r.bid_merged_size);
|
||||
case Columns.Bid: return wrap(r => r.bid_price);
|
||||
case Columns.Ask: return wrap(r => r.ask_price);
|
||||
case Columns.AskMergedSize: return wrap(r => r.ask_merged_size);
|
||||
case Columns.AskDirectSize: return wrap(r => r.ask_direct_size);
|
||||
case Columns.AskImpliedSize: return wrap(r => r.ask_implied_size);
|
||||
case Columns.WorkingAsks: return wrap(r => r.working_ask_volume);
|
||||
case Columns.Settlement: return wrap(r => r.settlement);
|
||||
case Columns.DayChange: return wrap(r => r.day_change);
|
||||
case Columns.SessionLow: return wrap(r => r.session_low);
|
||||
case Columns.SessionHigh: return wrap(r => r.session_high);
|
||||
case Columns.MarketDescription: return wrap(r => r.market_description);
|
||||
case Columns.ClearedAlias: return wrap(r => r.security.cleared_alias());
|
||||
case Columns.ProductDescription: return wrap(r => r.security.product_name());
|
||||
case Columns.HubAlias: return wrap(r => r.security.hub_alias());
|
||||
case Columns.StripName: return wrap(r => r.security.strip_name());
|
||||
case Columns.MicCode: return wrap(r => r.security.mic_code());
|
||||
default: return null;
|
||||
}
|
||||
IComparer<Row> wrap<T>(Func<Row, T> selector) =>
|
||||
Comparer<T>.Default.wrap(selector);
|
||||
}
|
||||
|
||||
#region Filters
|
||||
public IDataGridColumnPersistentFilter<Row, string> security_filter { get; }
|
||||
public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> bid_price_filter { get; } = new DoubleMinMax<Row>(r => r.bid_price, nameof(Row.bid_price));
|
||||
|
||||
@@ -1,21 +1,25 @@
|
||||
using bts;
|
||||
using bts.api;
|
||||
using bts.shell;
|
||||
using bts.shell.fills;
|
||||
using bts.spark;
|
||||
using bts.utils;
|
||||
using mbts.persist;
|
||||
using mbts.ui;
|
||||
using mbts.ui.settings;
|
||||
using mbts.ui.shell;
|
||||
using mbts.ui.spark;
|
||||
using mbts.ui.utility;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Reactive.Disposables;
|
||||
using System.Reactive.Linq;
|
||||
using System.Windows;
|
||||
|
||||
namespace mbts.spark {
|
||||
class MarketViewWindow : SparkWindow<MarketViewWindowFactory.StartupData>, ISharedWindow {
|
||||
class MarketViewWindow : SparkWindow<MarketViewWindowFactory.StartupData>, ISharedWindow, ISlowMeasureContentSize {
|
||||
const string _window_type = "MarketView", _window_type_display_name = "Market View";
|
||||
readonly OrdersModel _orders_model;
|
||||
readonly AllowOnce _init_guard = new AllowOnce("MarketView");
|
||||
@@ -25,6 +29,9 @@ namespace mbts.spark {
|
||||
MarketViewWindowFactory.StartupData _state;
|
||||
IReadOnlyList<SparkCommand> _commands;
|
||||
IDisposable _subscriptions;
|
||||
SecurityCriteria
|
||||
_selected_security_criteria_backing,
|
||||
_sorted_selected_security_criteria_backing;
|
||||
|
||||
public MarketViewWindow(MarketViewWindowFactory factory, IBus bus, OrdersModel orders_model, MarketViewWindowFactory.StartupData state, WindowSettingsManager<GridSettings> settings_manager)
|
||||
: base("Market View", bus, factory, SparkCommands.ShowMarketView.icon) {
|
||||
@@ -50,45 +57,132 @@ namespace mbts.spark {
|
||||
|
||||
public string thread_id { get; }
|
||||
|
||||
SecurityCriteria _selected_security_criteria {
|
||||
get {
|
||||
if (_selected_security_criteria_backing == null) {
|
||||
if (_sorted_selected_security_criteria_backing != null) {
|
||||
_selected_security_criteria_backing = _sorted_selected_security_criteria_backing;
|
||||
} else if (_vm != null)
|
||||
_selected_security_criteria_backing = new SecurityCriteria(_vm.selected_rows.Select(r => r.security));
|
||||
}
|
||||
return _selected_security_criteria_backing;
|
||||
}
|
||||
}
|
||||
SecurityCriteria _sorted_selected_security_criteria {
|
||||
get {
|
||||
if (_sorted_selected_security_criteria_backing == null) {
|
||||
if (_vm != null) {
|
||||
var sorting_criteria = _vm.rows_view.get_sorting_criteria(_vm.columns);
|
||||
var comp_builder = new ComparerBuilder<MarketViewVM.Row>();
|
||||
foreach (var sc in sorting_criteria) {
|
||||
if (_vm.columns.TryGetFirst(col => string.Equals(col.id, sc.col_name, StringComparison.CurrentCultureIgnoreCase), out var match)) {
|
||||
if (match is ui.controls.DIYGrid.IKeyedColumn<MarketViewView.Columns> kcol) {
|
||||
var col_comp = MarketViewVM.get_column_comparer(kcol.key);
|
||||
if (col_comp != null) {
|
||||
comp_builder.add(sc.is_ascending ? col_comp : col_comp.reverse());
|
||||
} else {
|
||||
Log.Ui.warn($"{_window_type} is unable to find the row comparer for the '{sc.col_name}' column.");
|
||||
}
|
||||
} else {
|
||||
Log.Ui.warn($"{_window_type} is unable find a column with id '{sc.col_name}.'");
|
||||
}
|
||||
}
|
||||
}
|
||||
var comp = comp_builder.to_comparer();
|
||||
_sorted_selected_security_criteria_backing = new SecurityCriteria(_vm.selected_rows.Ordered(comp).Select(r => r.security));
|
||||
}
|
||||
}
|
||||
return _sorted_selected_security_criteria_backing;
|
||||
}
|
||||
}
|
||||
|
||||
bool _has_selected_rows() => _vm != null && _vm.selected_rows.Count > 0;
|
||||
|
||||
public void thread_init() {
|
||||
_init_guard.check_access();
|
||||
Log.notnull(_state);
|
||||
var state_src = Observable.FromEvent<Action<MarketViewWindowFactory.StartupData>, MarketViewWindowFactory.StartupData>(cb => _state_changed += cb, cb => _state_changed -= cb).StartWith(_state);
|
||||
_vm = new MarketViewVM(_bus, _orders_model, state_src, _settings_manager);
|
||||
_view = new MarketViewView { DataContext = _vm };
|
||||
_view._grid.Sorting += on_grid_sorting;
|
||||
/// The 'CanExecute' plumbing for the cmds below is designed to avoid potentially costly .ToList() operations on the selected_rows/securities.
|
||||
/// Some of the cmds post ITags with data that is, or has, a SecurityCriteria member; the SecurityCriteria constructor creates a new List of the specified securities.
|
||||
/// For these commands, the objective is to evaluate 'CanExecute' without instantiating the SecurityCriteria (or more importantly, without creating a new List).
|
||||
// show time and sales
|
||||
var show_tas_cmd = new DelegateCommand(() => {
|
||||
var sc = _selected_security_criteria;
|
||||
if (sc.is_defined())
|
||||
_bus.post(SparkTags.ShowTimeAndSalesTag, sc);
|
||||
}, _has_selected_rows);
|
||||
var show_tas_actual_cmd = SparkCommands.ShowTimeAndSales;
|
||||
var show_tas_cmd_wrapper = new SparkCommandCommand(show_tas_actual_cmd.title, show_tas_actual_cmd.icon, show_tas_cmd);
|
||||
// show fills
|
||||
var show_fills_cmd = new DelegateCommand(() => {
|
||||
var sc = _selected_security_criteria;
|
||||
_bus.post(SparkTags.ShowFillsTag, new FillsSettings(
|
||||
new FillsFilterStates {
|
||||
security = sc.is_defined() ? sc : _state.security_criteria
|
||||
}));
|
||||
});
|
||||
var show_fills_actual_cmd = SparkCommands.ShowFills();
|
||||
var show_fills_cmd_wrapper = new SparkCommandCommand(show_fills_actual_cmd.title, show_fills_actual_cmd.icon, show_fills_cmd, SparkCommands.KeyGestures.ShowFills);
|
||||
// show synthetic create
|
||||
var show_synth_create_cmd = new DelegateCommand(() => {
|
||||
var sc = _sorted_selected_security_criteria;
|
||||
if (sc.is_defined())
|
||||
_bus.post(SparkTags.ShowSyntheticCreateTag, sc);
|
||||
}, () => _vm.selected_rows.Count > 0 && _vm.selected_rows.Count <= 24);
|
||||
var show_synth_create_actual_cmd = SparkCommands.ShowSyntheticCreate();
|
||||
var show_synth_create_cmd_wrapper = new SparkCommandCommand(show_synth_create_actual_cmd.title, show_synth_create_actual_cmd.icon, show_synth_create_cmd, SparkCommands.KeyGestures.ShowSyntheticCreate);
|
||||
|
||||
var update_securities_cmd = SparkCommands.change_securities_callback(_window_type_display_name);
|
||||
// commands
|
||||
_commands = new List<SparkCommand> {
|
||||
SparkCommands.ShowLadders(SparkCommands.KeyGestures.ShowLadder).complete(_vm.selected_security_mds_observable(), smds => smds.Count > 0),
|
||||
SparkCommands.ShowOrderTicketFromSecurity(SparkCommands.KeyGestures.ShowOrderTicket).complete(_vm.current_security_md, md => md.HasValue, ConvertUtils.ValueOrDefault),
|
||||
SparkCommands.ShowFills(SparkCommands.KeyGestures.ShowFills).complete(_vm.selected_securities_observable(), _ => true,
|
||||
secs => new FillsWindowFactory.StartupData(new FillsWindowFactory.FilterStates {
|
||||
security = secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria
|
||||
})
|
||||
),
|
||||
SparkCommands.ShowTimeAndSales.complete(_vm.selected_securities_observable(), _ => true, secs => secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria),
|
||||
SparkCommands.ShowSyntheticCreate(SparkCommands.KeyGestures.ShowSyntheticCreate).complete(_vm.sorted_selected_securities_observable(), secs => secs.Count > 0 && secs.Count <= 24, secs => new SecurityCriteria(secs)),
|
||||
show_fills_cmd_wrapper,
|
||||
show_tas_cmd_wrapper,
|
||||
show_synth_create_cmd_wrapper,
|
||||
SparkCommands.change_securities_command(() => (update_securities_cmd, _state.security_criteria)),
|
||||
// wrap the grid settings view factory in a dialogCommand here since the vm is destroyed/recreated when the security criteria changes
|
||||
SparkCommands.window_settings_command(new DialogCommand(() => {
|
||||
var vm = new WindowSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
|
||||
var vm = new ShellSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
|
||||
_settings_manager,
|
||||
us => us.market_view_grid,
|
||||
UserSettings.FileExtensions.GRID,
|
||||
s => _vm.grid_settings_manager.create_vm(
|
||||
// we need to get the most up to date GridSettings when launching b/c users may
|
||||
// have changed some settings on the grid directly, like column widths.
|
||||
s.with(_vm.columns.Select( c => c.create())),
|
||||
this.observe_title()
|
||||
s.with(_vm.columns.Select(c => c.create()))
|
||||
)
|
||||
);
|
||||
// TODO: bind to main window's Title
|
||||
var dialog = new SimpleGridSettingsDialog { Title = "Market View Grid Settings", DataContext = vm };
|
||||
vm.SubscribeDisposed(literal_title_source.OnDispatcher().Subscribe(t => vm.title = t));
|
||||
var dialog = new ShellSettingsDialog { DataContext = vm };
|
||||
vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
|
||||
return dialog;
|
||||
}))
|
||||
};
|
||||
_subscriptions = _bus.subscribe(update_securities_cmd.tag).OnDispatcher().Subscribe(c =>
|
||||
_state_changed?.Invoke(_state = new MarketViewWindowFactory.StartupData(c, _vm.get_filter_states(), _vm.grid_settings_manager.create())));
|
||||
//
|
||||
_vm.selection_changed += on_selection_changed;
|
||||
_subscriptions = new CompositeDisposable(_bus.subscribe(update_securities_cmd.tag).OnDispatcher().Subscribe(c =>
|
||||
_state_changed?.Invoke(_state = new MarketViewWindowFactory.StartupData(c, _vm.get_filter_states(), _vm.grid_settings_manager.create())))) {
|
||||
() => {
|
||||
_vm.selection_changed -= on_selection_changed;
|
||||
_view._grid.Sorting -= on_grid_sorting;
|
||||
}
|
||||
};
|
||||
|
||||
void on_selection_changed((IEnumerable<MarketViewVM.Row> removed, IEnumerable<MarketViewVM.Row> added) change) {
|
||||
// invalidate selected security criteria
|
||||
_selected_security_criteria_backing = null;
|
||||
_sorted_selected_security_criteria_backing = null;
|
||||
show_tas_cmd.RaiseCanExecuteChanged();
|
||||
show_fills_cmd.RaiseCanExecuteChanged();
|
||||
show_synth_create_cmd.RaiseCanExecuteChanged();
|
||||
}
|
||||
|
||||
void on_grid_sorting(object sender, ui.controls.DIYGridSortingEventArgs e) =>
|
||||
_sorted_selected_security_criteria_backing = null;
|
||||
}
|
||||
|
||||
public override void Dispose() {
|
||||
|
||||
@@ -49,13 +49,8 @@ namespace mbts.spark {
|
||||
add_column(TimeAndSalesView.Columns.Aggressor, DefaultColumnHeaders.Aggressor, DefaultColumnWidths.Aggressor, nameof(Row.aggressor_side), aggressor_filter, DataGridFilterKnownTemplates.EnumValues);
|
||||
add_column(TimeAndSalesView.Columns.SecurityKey, DefaultColumnHeaders.SecurityKey, DefaultColumnWidths.SecurityKey, nameof(Row.security_key), security_key_filter, DataGridFilterKnownTemplates.Regex);
|
||||
void add_column(TimeAndSalesView.Columns col_key, string header, double width, string sort_member_path, IDataGridColumnFilter filter, string filter_template, System.Windows.HorizontalAlignment h_alignment = System.Windows.HorizontalAlignment.Left) =>
|
||||
columns.Add(new TimeAndSalesColumn(
|
||||
col_key
|
||||
, (r) => _get_aggressor_brush(r)
|
||||
, filter
|
||||
, filter_template
|
||||
)
|
||||
{ Header = header, Width = width, sort_member_path = sort_member_path, horizontal_alignment = h_alignment }
|
||||
columns.Add(new RenderTextColumn<Row, TimeAndSalesView.Columns>(col_key, r => r[col_key], filter, filter_template, r => _get_aggressor_brush(r))
|
||||
{ id = col_id(col_key), Header = header, Width = width, sort_member_path = sort_member_path, horizontal_alignment = h_alignment }
|
||||
);
|
||||
|
||||
// be sure to load GridSettings AFTER the columns collection has been populated, the grid settings manager looks columns by id to apply the appropriate settings,
|
||||
|
||||
@@ -1,11 +1,13 @@
|
||||
using bts;
|
||||
using bts.api;
|
||||
using bts.shell;
|
||||
using bts.shell.fills;
|
||||
using bts.spark;
|
||||
using mbts.co2;
|
||||
using mbts.persist;
|
||||
using mbts.ui;
|
||||
using mbts.ui.settings;
|
||||
using mbts.ui.shell;
|
||||
using mbts.ui.spark;
|
||||
using mbts.ui.utility;
|
||||
using mbts.utils;
|
||||
@@ -16,7 +18,6 @@ using System.Reactive.Linq;
|
||||
using System.Windows;
|
||||
using System.Windows.Media;
|
||||
using static bts.shell.TimeAndSalesWindowFactory;
|
||||
using static mbts.ui.controls.DIYGrid;
|
||||
|
||||
namespace mbts.spark {
|
||||
class TimeAndSalesWindow : SparkWindow<StartupData>, ISharedWindow {
|
||||
@@ -69,19 +70,18 @@ namespace mbts.spark {
|
||||
SparkCommands.change_securities_command(() => (update_securities_cmd, _state.security_criteria)),
|
||||
// wrap the grid settings view factory in a dialogCommand here since the vm is destroyed/recreated when the security criteria changes
|
||||
SparkCommands.window_settings_command(new DialogCommand(() => {
|
||||
var vm = new WindowSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
|
||||
var vm = new ShellSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
|
||||
_settings_manager,
|
||||
s => s.time_and_sales_grid,
|
||||
UserSettings.FileExtensions.GRID,
|
||||
s => _vm.value.grid_settings_manager.create_vm(
|
||||
// we need to get the most up to date GridSettings when launching b/c users may
|
||||
// have changed some settings on the grid directly, like column widths.
|
||||
s.with(_vm.value.columns.Select( c => c.create())),
|
||||
this.observe_title()
|
||||
s.with(_vm.value.columns.Select(c => c.create()))
|
||||
)
|
||||
);
|
||||
// TODO: bind to main window's Title
|
||||
var dialog = new SimpleGridSettingsDialog { Title = "Time and Sales Grid Settings", DataContext = vm };
|
||||
vm.SubscribeDisposed(literal_title_source.OnDispatcher().Subscribe(t => vm.title = t));
|
||||
var dialog = new ShellSettingsDialog { DataContext = vm };
|
||||
vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
|
||||
return dialog;
|
||||
}))
|
||||
@@ -92,8 +92,8 @@ namespace mbts.spark {
|
||||
_initialize();
|
||||
|
||||
bool always_true<T>(T _) => true;
|
||||
FillsWindowFactory.StartupData get_fills_startup_data(IReadOnlyList<SecurityImmutable> secs) =>
|
||||
new FillsWindowFactory.StartupData(new FillsWindowFactory.FilterStates {
|
||||
FillsSettings get_fills_startup_data(IReadOnlyList<SecurityImmutable> secs) =>
|
||||
new FillsSettings(new FillsFilterStates {
|
||||
security = secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria
|
||||
});
|
||||
void update_criteria(SecurityCriteria c) {
|
||||
|
||||
@@ -59,6 +59,7 @@
|
||||
MarketDataTypeTemplate="{StaticResource SimpleValueTextTemplate}"
|
||||
MarketDataCalculationTemplate="{StaticResource SimpleValueTextTemplate}"
|
||||
ConditionalPriceTypeTemplate="{StaticResource SimpleValueTextTemplate}"
|
||||
ShowQuantityTemplate="{StaticResource SimpleValueTextTemplate}"
|
||||
>
|
||||
<usp:DataGridParameterCellTemplateConverter.BooleanTemplate>
|
||||
<DataTemplate>
|
||||
@@ -115,6 +116,16 @@
|
||||
<c:TickUpDownUInt Value="{Binding value}" IsEnabled="{Binding enabled}"/>
|
||||
</DataTemplate>
|
||||
</usp:DataGridParameterCellTemplateConverter.UIntTemplate>
|
||||
<usp:DataGridParameterCellTemplateConverter.ShowQuantityTemplate>
|
||||
<DataTemplate>
|
||||
<!-- Note: the motivation for this Template was to enforce a Minimum via the TickUpDownUInt -->
|
||||
<!-- As of 2019/06/17, we believe such a Minimum/Maximum is not actually getting enforced and -->
|
||||
<!-- furthermore is not the appropriate way to go about enforcing said value. It is near the end -->
|
||||
<!-- of the cycle though so that is why we are leaving this Template in here for now until we -->
|
||||
<!-- can come up with a better solution. -->
|
||||
<c:TickUpDownUInt Value="{Binding value}" IsEnabled="{Binding enabled}" />
|
||||
</DataTemplate>
|
||||
</usp:DataGridParameterCellTemplateConverter.ShowQuantityTemplate>
|
||||
<usp:DataGridParameterCellTemplateConverter.MarketDataTypeTemplate>
|
||||
<DataTemplate>
|
||||
<ComboBox SelectedItem="{Binding value}" ItemsSource="{u:EnumBindingSource {u:Nested sp:LegSpreaderParams.Types.MarketDataType}}" ItemTemplate="{StaticResource EnumDescriptionTemplate}"/>
|
||||
|
||||
@@ -240,7 +240,7 @@ namespace mbts.ui.spark {
|
||||
FrameworkElement _generate_element(IValueConverter cell_template_converter) {
|
||||
var rv = new ContentControl();
|
||||
rv.SetBinding(ContentControl.ContentProperty, new Binding());
|
||||
rv.SetBinding(ContentControl.ContentTemplateProperty, new Binding(nameof(ICell.data_type)) { Converter = cell_template_converter });
|
||||
rv.SetBinding(ContentControl.ContentTemplateProperty, new Binding() { Converter = cell_template_converter });
|
||||
return rv;
|
||||
}
|
||||
}
|
||||
@@ -306,17 +306,23 @@ namespace mbts.ui.spark {
|
||||
public DataTemplate MarketDataTypeTemplate { get; set; }
|
||||
public DataTemplate MarketDataCalculationTemplate { get; set; }
|
||||
public DataTemplate ConditionalPriceTypeTemplate { get; set; }
|
||||
public DataTemplate ShowQuantityTemplate { get; set; }
|
||||
|
||||
public object Convert(object value, Type targetType, object parameter, CultureInfo culture) {
|
||||
Type t = (Type)value;
|
||||
if (t == typeof(double)) return DoubleTemplate;
|
||||
else if (t == typeof(bool)) return BooleanTemplate;
|
||||
else if (t == typeof(int)) return IntTemplate;
|
||||
else if (t == typeof(uint)) return UIntTemplate;
|
||||
else if (t == typeof(QuantityMeasure)) return QuantityMeasureTemplate;
|
||||
else if (t == typeof(LegSpreaderParams.Types.MarketDataType)) return MarketDataTypeTemplate;
|
||||
else if (t == typeof(ConditionalQuoting.Types.PriceType)) return ConditionalPriceTypeTemplate;
|
||||
else return null;
|
||||
if (value is ICell cell) {
|
||||
if (cell.row is ShowQuantityQuantityModel) {
|
||||
return ShowQuantityTemplate;
|
||||
}
|
||||
Type t = cell.data_type;
|
||||
if (t == typeof(double)) return DoubleTemplate;
|
||||
else if (t == typeof(bool)) return BooleanTemplate;
|
||||
else if (t == typeof(int)) return IntTemplate;
|
||||
else if (t == typeof(uint)) return UIntTemplate;
|
||||
else if (t == typeof(QuantityMeasure)) return QuantityMeasureTemplate;
|
||||
else if (t == typeof(LegSpreaderParams.Types.MarketDataType)) return MarketDataTypeTemplate;
|
||||
else if (t == typeof(ConditionalQuoting.Types.PriceType)) return ConditionalPriceTypeTemplate;
|
||||
}
|
||||
return null;
|
||||
}
|
||||
|
||||
public object ConvertBack(object value, Type targetType, object parameter, CultureInfo culture) =>
|
||||
|
||||
@@ -1,6 +1,7 @@
|
||||
using bts.api;
|
||||
using bts.api.synthetic;
|
||||
using bts.spark;
|
||||
using mbts.ui.shell;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.ComponentModel.Composition;
|
||||
@@ -14,12 +15,14 @@ namespace mbts.spark {
|
||||
readonly IBus _bus;
|
||||
readonly SyntheticSecurityService _service;
|
||||
readonly ErrorReporter _error;
|
||||
readonly uint _user_id;
|
||||
|
||||
[ImportingConstructor]
|
||||
public SpreaderModel(IBus bus, SyntheticSecurityService service, ErrorReporter error) {
|
||||
public SpreaderModel(IBus bus, SyntheticSecurityService service, ErrorReporter error, [Import(LoginContainer.Exports.UserID)]uint user_id) {
|
||||
_bus = bus;
|
||||
_service = service;
|
||||
_error = error;
|
||||
_user_id = user_id;
|
||||
}
|
||||
|
||||
public IObservable<IReadOnlyDictionary<uint, ExecutionStrategyImmutable>> strategy => _bus.subscribe(SparkTags.SyntheticstrategiesTag);
|
||||
@@ -39,29 +42,40 @@ namespace mbts.spark {
|
||||
return (result, success);
|
||||
});
|
||||
|
||||
public async Task<ExecutionStrategyImmutable?> lookup_strategy_async(SecurityImmutable security) =>
|
||||
await lookup_strategy_async(security.Id);
|
||||
public Task<ExecutionStrategyImmutable?> lookup_strategy_async(SecurityImmutable security) =>
|
||||
lookup_strategy_async(security.Id);
|
||||
|
||||
public async Task<ExecutionStrategyImmutable?> lookup_strategy_async(uint id) {
|
||||
var result = await _service.query_security_metadata_async(new MetadataQuery { SecurityKey = { id } });
|
||||
if (result.success) {
|
||||
var metadata = result.value.Data.FirstOrDefault(i => i.SecurityKey == id);
|
||||
if (metadata != null) {
|
||||
return metadata.Strategy;
|
||||
}
|
||||
public Task<ExecutionStrategyImmutable?> lookup_strategy_async(uint id) =>
|
||||
_error.safe_execute(
|
||||
() => _service.query_security_metadata_async(new MetadataQuery { SecurityKey = { id } }),
|
||||
mdc => mdc.Data.Count == 1 && mdc.Data[0].SecurityKey == id,
|
||||
mdc => $"did not find strategy for security id '{id}.'",
|
||||
(mdc, success) => success ? mdc.Data[0].Strategy : (ExecutionStrategyImmutable?)null,
|
||||
"lookup strategy");
|
||||
|
||||
public Task<uint?> create_synthetic(SecurityImmutable synthetic) {
|
||||
if (synthetic.ContractCase != Security.ContractOneofCase.Synthetic)
|
||||
return null;
|
||||
if (synthetic.Synthetic.UserId != _user_id) {
|
||||
var msynth = synthetic.CloneToMutable();
|
||||
msynth.Synthetic.UserId = _user_id;
|
||||
synthetic = new SecurityImmutable(msynth);
|
||||
}
|
||||
return null;
|
||||
return _error.safe_execute(
|
||||
() => _service.create_synthetic_async(synthetic),
|
||||
r => r.Error == CreateResult.Types.Error.Ok,
|
||||
r => r.Error.ToString(),
|
||||
(r, success) => success ? r.Key : (uint?)null,
|
||||
"creating synthetic");
|
||||
}
|
||||
|
||||
public async Task<uint?> create_synthetic(SecurityImmutable? synthetic) {
|
||||
var result = await _service.create_synthetic_async(synthetic.Value);
|
||||
return _error.handle_error(result, "Error creating synthetic: {0}", r => r.Error, e => e == CreateResult.Types.Error.Ok, r => new uint?(r.Key), () => null).result;
|
||||
}
|
||||
|
||||
public async Task<bool> save_strategy(uint synthetic, ExecutionStrategyImmutable strategy) {
|
||||
var result = await _service.update_security_metadata_async(new Metadata { SecurityKey = synthetic, Strategy = strategy.CloneToMutable() });
|
||||
return _error.handle_error(result, "Error saving execution strategy: {0}", r => r.Error, e => e == UpdateResult.Types.Error.Ok);
|
||||
}
|
||||
public Task<bool> save_strategy(uint synthetic, ExecutionStrategyImmutable strategy) =>
|
||||
_error.safe_execute(
|
||||
() => _service.update_security_metadata_async(new Metadata { SecurityKey = synthetic, Strategy = strategy.CloneToMutable() }),
|
||||
r => r.Error == UpdateResult.Types.Error.Ok,
|
||||
r => r.Error.ToString(),
|
||||
(r, success) => success,
|
||||
"saving strategy");
|
||||
|
||||
public async Task<bool> verify_name_is_unique(string name) {
|
||||
var (result, success) = await strategy_tuple.FirstAsyncTask(SparkUtils.DefaultTimeOut);
|
||||
|
||||
@@ -108,6 +108,9 @@ namespace bts.shell {
|
||||
NTicks = 2,
|
||||
PriceType = ConditionalQuoting.Types.PriceType.Leg
|
||||
};
|
||||
public static NullableQuantity ShowQuantity => new NullableQuantity {
|
||||
Quantity = 1
|
||||
};
|
||||
public static QuoteInsideMarketDistanceWithTravel QuoteInsideMarketDistanceWithTravel => new QuoteInsideMarketDistanceWithTravel { Priority = RulePriority };
|
||||
public static QuoteInsideMarketDistance QuoteInsideMarketDistance => new QuoteInsideMarketDistance { Priority = RulePriority };
|
||||
#endregion
|
||||
|
||||
@@ -12,6 +12,9 @@
|
||||
<ResourceDictionary.MergedDictionaries>
|
||||
<ResourceDictionary Source="/Modules/Spreader/ExecutionStrategyEditor.xaml"/>
|
||||
</ResourceDictionary.MergedDictionaries>
|
||||
<Style TargetType="ScrollViewer">
|
||||
<Setter Property="u:ScrollViewerCorrector.FixNestedScrolling" Value="False"/>
|
||||
</Style>
|
||||
</ResourceDictionary>
|
||||
</Window.Resources>
|
||||
<Grid>
|
||||
|
||||
@@ -68,25 +68,25 @@ namespace mbts.spark {
|
||||
rs => rs.HasValue, select_row_strategy_tuple
|
||||
), SparkCommands.ShowLadder(SparkCommands.KeyGestures.ShowLadder).complete(
|
||||
vm_connectable_builder.create(vm => vm.current_security_md), md => md.HasValue, ConvertUtils.ValueOrDefault
|
||||
), SparkCommands.ShowOrders.complete(() => new bts.shell.orderbook.OrderBookStartupData {
|
||||
filters = new bts.shell.orderbook.FilterStates {
|
||||
security_criteria = new SecurityCriteria(_vm.value.row_vms.Select(r => r.security))
|
||||
}
|
||||
}
|
||||
), SparkCommands.window_settings_command(new DialogCommand(() => {
|
||||
var vm = new WindowSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
|
||||
), SparkCommands.ShowOrders.complete(() => {
|
||||
var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
|
||||
ob_settings.filters = new bts.shell.orderbook.FilterStates {
|
||||
security_criteria = new SecurityCriteria(_vm.value.row_vms.Select(r => r.security))
|
||||
};
|
||||
return ob_settings;
|
||||
}), SparkCommands.window_settings_command(new DialogCommand(() => {
|
||||
var vm = new ShellSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
|
||||
_settings_manager,
|
||||
us => us.synthetic_management_grid,
|
||||
UserSettings.FileExtensions.GRID,
|
||||
s => _vm.value.grid_settings_manager.create_vm(
|
||||
// we need to get the most up to date GridSettings when launching b/c users may
|
||||
// have changed some settings on the grid directly, like column widths.
|
||||
s.with(_vm.value.columns.Select( c => c.create())),
|
||||
this.observe_title()
|
||||
s.with(_vm.value.columns.Select(c => c.create()))
|
||||
)
|
||||
);
|
||||
// TODO: bind to main window's Title
|
||||
var dialog = new SimpleGridSettingsDialog { Title = "Synthetic Management Grid Settings", DataContext = vm };
|
||||
vm.SubscribeDisposed(literal_title_source.OnDispatcher().Subscribe(t => vm.title = t));
|
||||
var dialog = new ShellSettingsDialog { Title = "Synthetic Management Grid Settings", DataContext = vm };
|
||||
vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
|
||||
return dialog;
|
||||
}))
|
||||
|
||||
@@ -34,6 +34,8 @@ namespace mbts.spark {
|
||||
|
||||
public virtual Type data_type { get; } = typeof(T);
|
||||
|
||||
public virtual IRowModel row { get => _model; }
|
||||
|
||||
public T value {
|
||||
get => _model.get_value(_leg_tup);
|
||||
set {
|
||||
@@ -64,6 +66,8 @@ namespace mbts.spark {
|
||||
|
||||
public Type data_type { get; } = typeof(QuantityMeasure);
|
||||
|
||||
public virtual IRowModel row { get => _model; }
|
||||
|
||||
public double ratio {
|
||||
get => _get_qm().Ratio;
|
||||
set {
|
||||
|
||||
+36
@@ -0,0 +1,36 @@
|
||||
using bts.shell;
|
||||
using mbts.ui.spark;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class SyntheticEditorVM {
|
||||
class ShowQuantityEnabledModel : RowModelBase<bool> {
|
||||
readonly ShowQuantityQuantityModel _quantity;
|
||||
|
||||
public ShowQuantityEnabledModel(ShowQuantityQuantityModel quantity) {
|
||||
_quantity = quantity;
|
||||
}
|
||||
|
||||
public override string display_name => string.Empty;
|
||||
public override string help_text => string.Empty;
|
||||
public override string man_page => string.Empty;
|
||||
|
||||
public override ParameterSection[] section_path { get; } = new[] { Sections.Quote, Subsections.ShowQuantity };
|
||||
|
||||
public override bool get_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
leg_tup.leg_params.QuoteParams.ShowQuantity != null;
|
||||
|
||||
|
||||
public override void set_value(LegSpreaderParamsTuple leg_tup, bool value) {
|
||||
if (value) {
|
||||
if (leg_tup.leg_params.QuoteParams.ShowQuantity == null) {
|
||||
leg_tup.leg_params.QuoteParams.ShowQuantity = SyntheticDataHelper.Defaults.ShowQuantity;
|
||||
_quantity.apply_value(leg_tup);
|
||||
}
|
||||
} else {
|
||||
leg_tup.leg_params.QuoteParams.ShowQuantity = null;
|
||||
}
|
||||
_quantity.set_enabled(leg_tup, value);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
+43
@@ -0,0 +1,43 @@
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using mbts.ui.spark;
|
||||
using System.Collections.Generic;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class SyntheticEditorVM {
|
||||
internal class ShowQuantityQuantityModel : RowModelBase<uint> {
|
||||
IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
|
||||
|
||||
public override string display_name => "Quantity";
|
||||
|
||||
public override string help_text => string.Empty;
|
||||
|
||||
public override string man_page => string.Empty;
|
||||
|
||||
public override ParameterSection[] section_path { get; } = new[] { Sections.Quote, Subsections.ShowQuantity };
|
||||
|
||||
public void apply_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_value(leg_tup).Quantity = _value_from_store(leg_tup);
|
||||
|
||||
|
||||
public override uint get_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_value(leg_tup) is NullableQuantity show_quantity ? show_quantity.Quantity : _value_from_store(leg_tup);
|
||||
|
||||
public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
|
||||
_value_store[leg_tup.SecurityKey] = value;
|
||||
if (_get_value(leg_tup) is NullableQuantity show_quantity) {
|
||||
show_quantity.Quantity = value;
|
||||
}
|
||||
}
|
||||
|
||||
protected override bool _get_enabled(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_value(leg_tup) != null;
|
||||
|
||||
NullableQuantity _get_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
leg_tup.leg_params.QuoteParams.ShowQuantity;
|
||||
|
||||
uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
|
||||
_value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.ShowQuantity.Quantity);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -32,6 +32,7 @@ namespace mbts.spark {
|
||||
|
||||
internal interface ICell {
|
||||
event Action value_changed;
|
||||
IRowModel row { get; }
|
||||
Type data_type { get; }
|
||||
bool enabled { get; }
|
||||
}
|
||||
@@ -40,7 +41,7 @@ namespace mbts.spark {
|
||||
FontWeight font_weight { get; }
|
||||
}
|
||||
|
||||
abstract class RowModelBase<T> : ViewModelBase, IRowModel {
|
||||
internal abstract class RowModelBase<T> : ViewModelBase, IRowModel {
|
||||
readonly Dictionary<uint, ReplaySubject<bool>> _enabled_store = new Dictionary<uint, ReplaySubject<bool>>();
|
||||
readonly Dictionary<uint, Subject<T>> _override_value_store = new Dictionary<uint, Subject<T>>();
|
||||
|
||||
@@ -98,6 +99,10 @@ namespace mbts.spark {
|
||||
}
|
||||
|
||||
private static class Subsections {
|
||||
public static ParameterSection ShowQuantity =>
|
||||
new ParameterSection("Show Quantity", true,
|
||||
"The quantity shown when the order is placed.");
|
||||
|
||||
public static ParameterSection Throttle =>
|
||||
new ParameterSection("Throttle", true,
|
||||
"Reduces re-quoting updates by defining a region on either side " +
|
||||
|
||||
@@ -73,11 +73,11 @@ namespace mbts.spark {
|
||||
_has_working_orders = backing(nameof(has_working_orders), false);
|
||||
contract_picker_model = new ContractPickerModel(bus, false, null, new SecurityCriteria(new[] {
|
||||
new SecurityCriteriaClause() {
|
||||
exchanges = EnumHelper.get_values_except(Venue.Bts).ToLArray()
|
||||
exchanges = EnumHelper.get_values_except(Venue.Bts).ToArray()
|
||||
}
|
||||
}));
|
||||
contract_picker_model.cancel_action = _close_new_leg_popup;
|
||||
contract_picker_model.ok_action = () => {
|
||||
contract_picker_model.cancel_action += _close_new_leg_popup;
|
||||
contract_picker_model.ok_action += () => {
|
||||
if (!leg_tuples.Any(l => l.leg.Security.Id == contract_picker_model.result.security.Id)) {
|
||||
leg_tuples.Add(new LegSpreaderParamsTuple(
|
||||
SyntheticDataHelper.Defaults.ContractLeg(contract_picker_model.result.security),
|
||||
@@ -134,7 +134,7 @@ namespace mbts.spark {
|
||||
_synthetic.ContractSpec.PriceBreak = double.MaxValue;
|
||||
_synthetic.ContractSpec.MainFraction = (uint)MathUtils.factor_out(_tick_factors.tick_base, 10);
|
||||
_synthetic.ContractSpec.PriceDisplayFormat = (uint)_tick_factors.display_digits();
|
||||
uint? id = await model.create_synthetic(_synthetic);
|
||||
uint? id = await model.create_synthetic(new SecurityImmutable(_synthetic));
|
||||
if (id.HasValue && id != 0) {
|
||||
if (await model.save_strategy(id.Value, get_strategy())) {
|
||||
var (smd, success) = await SparkUtils.get_security_md_async(bus, id.Value);
|
||||
@@ -177,6 +177,8 @@ namespace mbts.spark {
|
||||
} else {
|
||||
_can_add_leg = backing(nameof(can_add_leg), false);
|
||||
}
|
||||
var show_quantity_quantity = new ShowQuantityQuantityModel();
|
||||
|
||||
var quote_throttle_outside_ticks = new QuoteThrottleOutsideTicksModel();
|
||||
var quote_throttle_inside_ticks = new QuoteThrottleInsideTicksModel();
|
||||
|
||||
@@ -211,6 +213,8 @@ namespace mbts.spark {
|
||||
//new QuoteHiddenModel(),
|
||||
new QuoteQueueHolderModel(),
|
||||
new MarketDataTypeModel(),
|
||||
new ShowQuantityEnabledModel(show_quantity_quantity),
|
||||
show_quantity_quantity,
|
||||
new QuoteThrottleEnabledModel(quote_throttle_inside_ticks, quote_throttle_outside_ticks),
|
||||
quote_throttle_inside_ticks,
|
||||
quote_throttle_outside_ticks,
|
||||
@@ -321,9 +325,12 @@ namespace mbts.spark {
|
||||
return string.Empty;
|
||||
}
|
||||
|
||||
static IEnumerable<LegSpreaderParamsTuple> _get_legs(Security synthetic, ExecutionStrategyImmutable strategy) =>
|
||||
synthetic.Synthetic.Legs
|
||||
.Select(l => new LegSpreaderParamsTuple(l, strategy.LegParamsMap[l.Security.Id].Clone()));
|
||||
static IEnumerable<LegSpreaderParamsTuple> _get_legs(Security synthetic, ExecutionStrategyImmutable strategy) {
|
||||
foreach (var l in synthetic.Synthetic.Legs) {
|
||||
if (strategy.LegParamsMap.TryGetValue(l.Security.Id, out var p))
|
||||
yield return new LegSpreaderParamsTuple(l, p);
|
||||
}
|
||||
}
|
||||
|
||||
void _close_new_leg_popup() {
|
||||
is_new_leg_popup_open = false;
|
||||
|
||||
@@ -168,12 +168,13 @@ namespace mbts.spark {
|
||||
void _show_ladder() =>
|
||||
_bus.post(SparkTags.ShowLadderTag, md);
|
||||
|
||||
void _show_order_book() =>
|
||||
_bus.post(SparkTags.ShowOrderBookTag, new bts.shell.orderbook.OrderBookStartupData {
|
||||
filters = new bts.shell.orderbook.FilterStates {
|
||||
security_criteria = new SecurityCriteria(security)
|
||||
}
|
||||
});
|
||||
void _show_order_book() {
|
||||
var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
|
||||
ob_settings.filters = new bts.shell.orderbook.FilterStates {
|
||||
security_criteria = new SecurityCriteria(security)
|
||||
};
|
||||
_bus.post(SparkTags.ShowOrderBookTag, ob_settings);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,14 +1,9 @@
|
||||
using bts.api;
|
||||
using mbts;
|
||||
using mbts.config;
|
||||
using mbts.spark;
|
||||
using mbts.ui;
|
||||
using ProtoBuf;
|
||||
using mbts.ui.shell;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.ComponentModel.Composition;
|
||||
using System.Threading.Tasks;
|
||||
using System.Windows.Controls;
|
||||
using mbts;
|
||||
|
||||
namespace bts.shell {
|
||||
public class BrowserWindow : IShellWindow {
|
||||
@@ -75,12 +70,15 @@ namespace bts.shell {
|
||||
public string window_type => _window_type;
|
||||
|
||||
public IShellModule Owner {get; set; }
|
||||
|
||||
public ShellWindowUI GetContent() { return new ShellWindowUI(_browser); }
|
||||
|
||||
public void GetState(System.IO.Stream save_here) {
|
||||
_isw.save(new BrowserWindowState() { uri = uri.ToString() }, save_here);
|
||||
}
|
||||
|
||||
public void on_shell_window_vm(ShellWindowVM shell_window_vm) { }
|
||||
|
||||
public void Dispose() {
|
||||
if (_browser != null) {
|
||||
_browser.Dispose();
|
||||
@@ -102,5 +100,4 @@ namespace bts.shell {
|
||||
}
|
||||
#endregion
|
||||
}
|
||||
|
||||
}
|
||||
}
|
||||
@@ -86,7 +86,7 @@ namespace mbts.spark {
|
||||
} else if (t.definition != null) {
|
||||
return t.definition.subscribe_is_definition_dirty();
|
||||
} else return Observable.Return(false);
|
||||
}).RefCount();
|
||||
});
|
||||
_commands.Add(new ReactiveSparkCommand(content_src.OnDispatcher().Select(c => $"Save '{c?.name}'"), Icons.DiskFile, () => {
|
||||
if (_vm.selected_template is AlgoDefinitionTemplateVM t)
|
||||
_vm.save_template(t).ignore();
|
||||
@@ -116,7 +116,6 @@ namespace mbts.spark {
|
||||
});
|
||||
_commands.Add(undo_spark_cmd);
|
||||
_resources.Add(can_undo_source.Subscribe(undo_cmd));
|
||||
_resources.Add(can_undo_source.Connect());
|
||||
// redo
|
||||
var redo_cmd = new ObservantCommand(() => _vm.content_source?.try_redo());
|
||||
var redo_spark_cmd = new SparkCommandCommand("Redo", Icons.RedoCircular, redo_cmd);
|
||||
@@ -133,7 +132,6 @@ namespace mbts.spark {
|
||||
});
|
||||
_commands.Add(redo_spark_cmd);
|
||||
_resources.Add(can_redo_source.Subscribe(redo_cmd));
|
||||
_resources.Add(can_redo_source.Connect());
|
||||
}
|
||||
// remove
|
||||
var remove_spark_cmd = new ObservantSparkCommandCommand<IAlgoStudioContentVM>(Icons.Trash, v => $"Remove '{v?.name}'", v => v != null, value => {
|
||||
|
||||
@@ -2,6 +2,7 @@
|
||||
using bts.utils;
|
||||
using mbts.spark.utilities;
|
||||
using System;
|
||||
using System.Windows.Media;
|
||||
|
||||
namespace mbts.spark {
|
||||
struct AlgoData : IEquatable<AlgoData> {
|
||||
@@ -36,4 +37,31 @@ namespace mbts.spark {
|
||||
public static bool operator ==(AlgoData a, AlgoData b) => a.Equals(b);
|
||||
public static bool operator !=(AlgoData a, AlgoData b) => !a.Equals(b);
|
||||
}
|
||||
|
||||
struct AlgoDataVM : IEquatable<AlgoDataVM> {
|
||||
public readonly AlgoData data;
|
||||
public readonly AlgoDefinitionMetadata? meta;
|
||||
|
||||
public AlgoDataVM(AlgoData data, AlgoDefinitionMetadata? meta = null) {
|
||||
this.data = data;
|
||||
this.meta = meta;
|
||||
}
|
||||
|
||||
public string name => data.name;
|
||||
public Brush badge_fill => OrderUtils.badge_fill(meta, OrderDataHelper.get_metadata(data.value.CustomCase));
|
||||
public AlgoDisplayGroup group => data.key.display_group();
|
||||
|
||||
public override string ToString() =>
|
||||
data.name;
|
||||
|
||||
public static AlgoDataVM from_data(AlgoData data, AlgoDefinitionMetadata? meta) =>
|
||||
new AlgoDataVM(data, meta);
|
||||
|
||||
public static AlgoDataVM from_data((AlgoData algo, AlgoDefinitionMetadata? meta) tup) =>
|
||||
new AlgoDataVM(tup.algo, tup.meta);
|
||||
|
||||
public bool Equals(AlgoDataVM other) => data == other.data && meta == other.meta;
|
||||
public override bool Equals(object obj) => obj is AlgoDataVM other && Equals(other);
|
||||
public override int GetHashCode() => EqualityComparer.aggregate_hash(data.GetHashCode(), meta.GetHashCode());
|
||||
}
|
||||
}
|
||||
@@ -1,9 +1,91 @@
|
||||
using bts.api.orderman;
|
||||
using bts.persist.algo;
|
||||
using bts.utils;
|
||||
using mbts.ui.utility;
|
||||
using ProtoBuf;
|
||||
using System;
|
||||
using System.Linq;
|
||||
|
||||
namespace mbts.spark {
|
||||
[ProtoContract]
|
||||
struct AlgoID : IEquatable<AlgoID> {
|
||||
[ProtoMember(1)]
|
||||
readonly CustomOrderDefinition.CustomOneofCase? _factory_key;
|
||||
[ProtoMember(2)]
|
||||
readonly string _dynamic_key;
|
||||
[ProtoMember(3)]
|
||||
readonly uint? _persisted_key;
|
||||
|
||||
public static readonly AlgoID[] exchange_algo_keys = utilities.OrderDataHelper.outright_order_types
|
||||
.Concat(new CustomOrderDefinition.CustomOneofCase[] { CustomOrderDefinition.CustomOneofCase.Spreader })
|
||||
.Select(cooc => new AlgoID(cooc))
|
||||
.ToArray();
|
||||
|
||||
public AlgoID(CustomOrderDefinition.CustomOneofCase factory_key) {
|
||||
_factory_key = factory_key;
|
||||
_dynamic_key = null;
|
||||
_persisted_key = null;
|
||||
}
|
||||
|
||||
public AlgoID(string dynamic_key) {
|
||||
_factory_key = null;
|
||||
_dynamic_key = dynamic_key;
|
||||
_persisted_key = null;
|
||||
}
|
||||
|
||||
public AlgoID(uint persisted_key) {
|
||||
_factory_key = null;
|
||||
_dynamic_key = null;
|
||||
_persisted_key = persisted_key;
|
||||
}
|
||||
|
||||
public static AlgoID from_custom_def(CustomOrderDefinitionImmutable custom_def) {
|
||||
switch (custom_def.CustomCase) {
|
||||
case CustomOrderDefinition.CustomOneofCase.Composite: return new AlgoID(custom_def.Composite.AlgoTemplateKey);
|
||||
case CustomOrderDefinition.CustomOneofCase.Dynamic: return new AlgoID(custom_def.Dynamic.DynamicOrderType);
|
||||
default: return new AlgoID(custom_def.CustomCase);
|
||||
}
|
||||
}
|
||||
|
||||
public static AlgoID from_algo_key(AlgoKey key, IMaskIndexInt32<string> dynamic_type_index) {
|
||||
switch (key.mode) {
|
||||
case AlgoKey.Mode.Factory:
|
||||
return AlgoStructureSerializer.to_algo_id(key.factory.structure, dynamic_type_index);
|
||||
case AlgoKey.Mode.Persisted:
|
||||
return new AlgoID(key.persisted.id_uint);
|
||||
}
|
||||
return new AlgoID(CustomOrderDefinition.CustomOneofCase.None);
|
||||
}
|
||||
|
||||
public static AlgoKey to_algo_key(AlgoID id, IMaskIndexInt32<string> dynamic_type_index) {
|
||||
if (id._factory_key.HasValue)
|
||||
return new AlgoKey(id._factory_key.Value);
|
||||
if (id._persisted_key.HasValue)
|
||||
return new AlgoKey(new AlgoPersistedKey(id._persisted_key.Value));
|
||||
if (id._dynamic_key != null)
|
||||
return new AlgoKey(new AlgoNameStructureKey(id._dynamic_key, AlgoStructureSerializer.structure_key(dynamic_type_index.to_int(id._dynamic_key))));
|
||||
return default;
|
||||
}
|
||||
|
||||
public bool Equals(AlgoID other) =>
|
||||
_factory_key == other._factory_key &&
|
||||
_dynamic_key == other._dynamic_key &&
|
||||
_persisted_key == other._persisted_key;
|
||||
|
||||
public override bool Equals(object obj) =>
|
||||
obj is AlgoID other && Equals(other);
|
||||
|
||||
public override int GetHashCode() =>
|
||||
EqualityComparer.aggregate_hash(
|
||||
_factory_key?.GetHashCode() ?? 0,
|
||||
_dynamic_key?.GetHashCode() ?? 0,
|
||||
_persisted_key?.GetHashCode() ?? 0);
|
||||
|
||||
public static bool operator ==(AlgoID a, AlgoID b) => a.Equals(b);
|
||||
public static bool operator !=(AlgoID a, AlgoID b) => !a.Equals(b);
|
||||
}
|
||||
|
||||
/// TODO: Remove <see cref="AlgoKey"/>, and redirect references to <see cref="AlgoID"/>.
|
||||
struct AlgoKey : IEquatable<AlgoKey> {
|
||||
readonly AlgoPersistedKey? _persisted_key;
|
||||
readonly AlgoNameStructureKey? _factory_key;
|
||||
@@ -83,4 +165,4 @@ namespace mbts.spark {
|
||||
|
||||
InvalidOperationException _unexpected_mode_ex() => new InvalidOperationException($"Unexpected Mode '{mode}.'");
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -70,6 +70,12 @@ namespace mbts.spark {
|
||||
public static CustomOrderDefinitionImmutable build_algo(this AlgoStructureKey structure_key, DynamicOrderHelper dynamic_helper) =>
|
||||
parsei(structure_key.structure, dynamic_helper);
|
||||
|
||||
public static CustomOrderDefinition.CustomOneofCase order_type(this AlgoStructureKey structure_key) =>
|
||||
structure_key.structure.Count > 0 ? (CustomOrderDefinition.CustomOneofCase)structure_key.structure[0] : CustomOrderDefinition.CustomOneofCase.None;
|
||||
|
||||
public static AlgoStructureKey structure_key(int dynamic_type) =>
|
||||
new AlgoStructureKey(new[] { dynamic_type | _dynamic_mask });
|
||||
|
||||
public static AlgoStructureKey structure_key(CustomOrderDefinitionImmutable algo, IMaskIndexInt32<string> dynamic_type_index) =>
|
||||
new AlgoStructureKey(to_array(algo, dynamic_type_index));
|
||||
|
||||
@@ -100,6 +106,13 @@ namespace mbts.spark {
|
||||
return mdef;
|
||||
}
|
||||
|
||||
public static AlgoID to_algo_id(AlgoStructureKey key, IMaskIndexInt32<string> dynamic_type_index) {
|
||||
if (key.structure.Count == 0)
|
||||
return new AlgoID(CustomOrderDefinition.CustomOneofCase.None);
|
||||
int i = key.structure[0];
|
||||
return BitHelper.remove_flags(ref i, _dynamic_mask) ? new AlgoID(dynamic_type_index.from_int(i)) : new AlgoID((CustomOrderDefinition.CustomOneofCase)i);
|
||||
}
|
||||
|
||||
static void _build_structure(CustomOrderDefinition algo, ref int[] structure, IMaskIndexInt32<string> dynamic_type_index) {
|
||||
if (structure == null || structure.Length == 0)
|
||||
structure = new int[1];
|
||||
|
||||
+12
-38
@@ -1,5 +1,4 @@
|
||||
using bts;
|
||||
using bts.api;
|
||||
using bts.api.core;
|
||||
using bts.api.orderman;
|
||||
using bts.persist.algo;
|
||||
@@ -110,38 +109,24 @@ namespace mbts.spark {
|
||||
public void Dispose() =>
|
||||
Disposable.dispose(ref _dispose);
|
||||
|
||||
async Task<AlgoData?> _create_definition(CompositeAlgoDefinitionImmutable definition) {
|
||||
if (_try_get_user(out uint user_id)) {
|
||||
return await _create_definition(definition, user_id);
|
||||
} else {
|
||||
_report_no_user_id(ActionMetadata.CreateDefinition);
|
||||
}
|
||||
return null;
|
||||
}
|
||||
async Task<AlgoData?> _create_definition(CompositeAlgoDefinitionImmutable definition) =>
|
||||
await _create_definition(definition, _admin_model.user.id);
|
||||
|
||||
async Task<AlgoTemplateData?> _create_template(AlgoTemplateImmutable template) {
|
||||
if (_try_get_user(out uint user_id)) {
|
||||
var (value, success) = await _error_reporter.safe_execute(() => _service.create_template_async(
|
||||
new TemplateCreateRequest { UserId = user_id, NewTemplate = template.CloneToMutable() }),
|
||||
r => r.Success, r => r.ErrMsg, ActionMetadata.CreateTemplate);
|
||||
if (success)
|
||||
return _Utils.template_data(value.Record);
|
||||
} else {
|
||||
_report_no_user_id(ActionMetadata.CreateTemplate);
|
||||
}
|
||||
var (value, success) = await _error_reporter.safe_execute(() => _service.create_template_async(
|
||||
new TemplateCreateRequest { UserId = _admin_model.user.id, NewTemplate = template.CloneToMutable() }),
|
||||
r => r.Success, r => r.ErrMsg, ActionMetadata.CreateTemplate);
|
||||
if (success)
|
||||
return _Utils.template_data(value.Record);
|
||||
return null;
|
||||
}
|
||||
|
||||
async Task<AlgoTemplateData?> _update_template(AlgoTemplateRecordImmutable template) {
|
||||
if (_try_get_user(out uint user_id)) {
|
||||
var (value, success) = await _error_reporter.safe_execute(() => _service.update_template_async(
|
||||
new TemplateUpdateRequest { Key = template.Key, UpdatedTemplate = template.AlgoTemplate.CloneToMutable() }),
|
||||
r => r.Success, r => r.ErrMsg.ToString(), ActionMetadata.UpdateTemplate);
|
||||
if (success)
|
||||
return _Utils.template_data(template);
|
||||
} else {
|
||||
_report_no_user_id(ActionMetadata.UpdateTemplate);
|
||||
}
|
||||
var (value, success) = await _error_reporter.safe_execute(() => _service.update_template_async(
|
||||
new TemplateUpdateRequest { Key = template.Key, UpdatedTemplate = template.AlgoTemplate.CloneToMutable() }),
|
||||
r => r.Success, r => r.ErrMsg.ToString(), ActionMetadata.UpdateTemplate);
|
||||
if (success)
|
||||
return _Utils.template_data(template);
|
||||
return null;
|
||||
}
|
||||
|
||||
@@ -175,17 +160,6 @@ namespace mbts.spark {
|
||||
void _report_no_user_id(string desc) =>
|
||||
_error_reporter.report_error($"{desc} failed: did not find current user id");
|
||||
|
||||
bool _try_get_user(out uint id) {
|
||||
var user = _admin_model.get_current_user();
|
||||
if (user.HasValue) {
|
||||
id = user.Value.id;
|
||||
return true;
|
||||
} else {
|
||||
id = 0;
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
// used for error handling/reporting
|
||||
interface IActionMetadata {
|
||||
string desc { get; }
|
||||
|
||||
+11
-24
@@ -1,14 +1,11 @@
|
||||
using bts;
|
||||
using bts.api;
|
||||
using bts.api.core;
|
||||
using bts.api.orderman.algo;
|
||||
using bts.persist.algo;
|
||||
using bts.spark;
|
||||
using mbts.spark.utilities;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Threading.Tasks;
|
||||
|
||||
@@ -27,7 +24,12 @@ namespace mbts.spark {
|
||||
_admin_model = admin_model;
|
||||
_error_reporter = error_reporter;
|
||||
this.ui_configuration = ui_configuration;
|
||||
definitions = service.subscribei_algo_definitions().Filter(r => r.Metadata.IsActive).SelectKeyValue(_definition_data, d => d.key).Table().Cache();
|
||||
definitions =
|
||||
service.subscribei_algo_definitions()
|
||||
.Filter(r => r.Metadata.IsActive && r.Metadata.CreatorUserId == _admin_model.user.id)
|
||||
.SelectKeyValue(_definition_data, d => d.key)
|
||||
.Table()
|
||||
.Cache();
|
||||
}
|
||||
|
||||
public IObservable<TableUpdate<AlgoData, AlgoKey>> definitions { get; }
|
||||
@@ -39,15 +41,11 @@ namespace mbts.spark {
|
||||
Observable.Return(TableUpdate<AlgoTemplateData, AlgoKey>.mk_empty(t => t.key));
|
||||
|
||||
public async Task<AlgoData?> save_definition(AlgoData definition_data) {
|
||||
if (_try_get_user(out uint user_id)) {
|
||||
var (value, success) = await _error_reporter.safe_execute(() => _service.save_algo_definition_async(
|
||||
_with_key(new AlgoDefinitionUpdateRequest { UserId = user_id, Algo = _template(definition_data) }, definition_data.key)),
|
||||
r => r.Success, r => r.ErrorMessage, "saving template");
|
||||
if (success)
|
||||
return _definition_data(new AlgoDefinitionRecordImmutable(value.Record));
|
||||
} else {
|
||||
_report_no_user_id("save template");
|
||||
}
|
||||
var (value, success) = await _error_reporter.safe_execute(() => _service.save_algo_definition_async(
|
||||
_with_key(new AlgoDefinitionUpdateRequest { UserId = _admin_model.user.id, Algo = _template(definition_data) }, definition_data.key)),
|
||||
r => r.Success, r => r.ErrorMessage, "saving template");
|
||||
if (success)
|
||||
return _definition_data(new AlgoDefinitionRecordImmutable(value.Record));
|
||||
return null;
|
||||
}
|
||||
|
||||
@@ -105,16 +103,5 @@ namespace mbts.spark {
|
||||
|
||||
void _report_no_user_id(string desc) =>
|
||||
_error_reporter.report_error($"{desc} failed: did not find current user id");
|
||||
|
||||
bool _try_get_user(out uint id) {
|
||||
var user = _admin_model.get_current_user();
|
||||
if (user.HasValue) {
|
||||
id = user.Value.id;
|
||||
return true;
|
||||
} else {
|
||||
id = 0;
|
||||
return false;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
+1
-1
@@ -70,7 +70,7 @@ namespace mbts.spark {
|
||||
is_hidden.GetHashCode(),
|
||||
abbreviation == null ? 0 : abbreviation.GetHashCode(),
|
||||
badge_color?.GetHashCode() ?? 0,
|
||||
EqualityComparer.aggregate_hash_limited(_favorite_templates));
|
||||
_favorite_templates == null ? 0 : EqualityComparer.aggregate_hash_limited(_favorite_templates));
|
||||
|
||||
public static bool operator ==(AlgoDefinitionMetadata a, AlgoDefinitionMetadata b) => a.Equals(b);
|
||||
public static bool operator !=(AlgoDefinitionMetadata a, AlgoDefinitionMetadata b) => !a.Equals(b);
|
||||
|
||||
@@ -1,23 +1,36 @@
|
||||
using bts.api.core;
|
||||
using bts.api.orderman;
|
||||
using bts.utils;
|
||||
using mbts.collections;
|
||||
using mbts.ui.utilities;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
|
||||
namespace mbts.spark {
|
||||
static class AlgoCollectionHelper {
|
||||
public static readonly IComparer<AlgoDefinitionVM> algo_definition_vm_comparer =
|
||||
new ComparerBuilder<AlgoDefinitionVM>(
|
||||
new [] {
|
||||
new[] {
|
||||
Comparer<AlgoDefinitionVM>.Create(_CompareUtils.compare_groups),
|
||||
Comparer<AlgoDefinitionVM>.Create(_CompareUtils.compare_names)
|
||||
}).to_comparer().to_safe();
|
||||
|
||||
public static readonly IComparer<AlgoData> algo_data_comparer =
|
||||
new ComparerBuilder<AlgoData>(
|
||||
new[] {
|
||||
Comparer<AlgoData>.Create(_CompareUtils.compare_groups),
|
||||
Comparer<AlgoData>.Create(_CompareUtils.compare_names)
|
||||
}
|
||||
).to_comparer();
|
||||
|
||||
public static readonly IComparer<AlgoDataVM> algo_data_vm_comparer =
|
||||
algo_data_comparer.wrap<AlgoData, AlgoDataVM>(vm => vm.data);
|
||||
|
||||
public static readonly IComparer<IAlgoVM> algo_vm_comparer =
|
||||
new ComparerBuilder<IAlgoVM>(
|
||||
new [] {
|
||||
new[] {
|
||||
Comparer<IAlgoVM>.Create(_CompareUtils.compare_groups),
|
||||
Comparer<IAlgoVM>.Create(_CompareUtils.compare_names)
|
||||
}).to_comparer().to_safe();
|
||||
@@ -34,18 +47,50 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
|
||||
public static void update_persisted_definition_wrappers(ObservableKeyedCollection<IAlgoVM, AlgoKey> target, TableUpdate<AlgoData, AlgoKey> update, Func<AlgoData, AlgoDefinitionVM> factory) {
|
||||
public static void update_persisted_definition_wrappers(IDictionary<AlgoKey, IAlgoVM> 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.changed) {
|
||||
var vm = target[d.key];
|
||||
if (vm is AlgoVMWrapper wrapper) {
|
||||
wrapper.value.load(d);
|
||||
} else vm.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)));
|
||||
} else target.Add(d.key, new AlgoVMWrapper(factory(d)));
|
||||
}
|
||||
}
|
||||
|
||||
public static void commit_all(this IEnumerable<AlgoParamRowVM> algo_param_rows) =>
|
||||
algo_param_rows.Select(r => r.param).commit_all();
|
||||
|
||||
public static void commit_all(this IEnumerable<IAlgoParamVM> algo_params) {
|
||||
foreach (var p in algo_params)
|
||||
p.mark_committed();
|
||||
}
|
||||
|
||||
public static void revert_all(this IEnumerable<AlgoParamRowVM> algo_param_rows) =>
|
||||
algo_param_rows.Select(r => r.param).revert_all();
|
||||
|
||||
public static void revert_all(this IEnumerable<IAlgoParamVM> algo_params) {
|
||||
foreach (var p in algo_params)
|
||||
p.revert();
|
||||
}
|
||||
|
||||
public static AlgoDisplayGroup display_group(CustomOrderDefinition.CustomOneofCase order_type) => order_type.is_bts_algo_type() ? AlgoDisplayGroup.BTS : AlgoDisplayGroup.Exchange;
|
||||
|
||||
public static AlgoDisplayGroup display_group(this AlgoKey key) {
|
||||
switch (key.mode) {
|
||||
case AlgoKey.Mode.Factory: return display_group(key.factory.structure.order_type());
|
||||
case AlgoKey.Mode.Unpersisted:
|
||||
case AlgoKey.Mode.Persisted:
|
||||
return AlgoDisplayGroup.Studio;
|
||||
}
|
||||
return AlgoDisplayGroup.BTS;
|
||||
}
|
||||
|
||||
static class _CompareUtils {
|
||||
static AlgoDisplayGroup[] _sorted_groups = new[] {
|
||||
AlgoDisplayGroup.Exchange,
|
||||
@@ -57,14 +102,20 @@ namespace mbts.spark {
|
||||
public static int compare_groups(AlgoDefinitionVM a, AlgoDefinitionVM b) =>
|
||||
Array.IndexOf(_sorted_groups, a.group).CompareTo(Array.IndexOf(_sorted_groups, b.group));
|
||||
|
||||
public static int compare_groups(AlgoData a, AlgoData b) =>
|
||||
Array.IndexOf(_sorted_groups, a.key.display_group()).CompareTo(Array.IndexOf(_sorted_groups, b.key.display_group()));
|
||||
|
||||
public static int compare_groups(IAlgoVM a, IAlgoVM b) =>
|
||||
Array.IndexOf(_sorted_groups, a.group).CompareTo(Array.IndexOf(_sorted_groups, b.group));
|
||||
|
||||
public static int compare_names(AlgoDefinitionVM a, AlgoDefinitionVM b) =>
|
||||
DisplayNameHelper.compare_alpha_numeric(a.name, b.name);
|
||||
|
||||
public static int compare_names(AlgoData a, AlgoData b) =>
|
||||
DisplayNameHelper.compare_alpha_numeric(a.name, b.name);
|
||||
|
||||
public static int compare_names(IAlgoVM a, IAlgoVM b) =>
|
||||
DisplayNameHelper.compare_alpha_numeric(a.display_name, b.display_name);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -78,7 +78,7 @@ namespace mbts.spark {
|
||||
_dispose = new System.Reactive.Disposables.CompositeDisposable(
|
||||
as_demuxer().subscribe_many(_refresh_on_local_change.execute, nameof(name), nameof(abbreviation), nameof(is_default), nameof(is_favorite)),
|
||||
owner.observe_algo_root().Subscribe(r => _algo_root.set(get_algo_root(r))),
|
||||
_algo_root.observe_current(true).SelectManyInSeries(r => r?.subscribe_definition()).RefCount().Subscribe(_ => _refresh_on_local_change.execute()),
|
||||
_algo_root.observe_current(true).SelectManyInSeries(r => r?.subscribe_definition()).Subscribe(_ => _refresh_on_local_change.execute()),
|
||||
Disposable.wrap_collection(algo_map.Values)) {
|
||||
() => {
|
||||
_can_redo.Changed -= on_can_redo_changed;
|
||||
|
||||
@@ -202,6 +202,7 @@ namespace mbts.spark {
|
||||
public string name { get => _name.Value; set => _name.set(value); }
|
||||
public string abbreviation { get => _abbreviation.Value; set => _abbreviation.set(value); }
|
||||
public ObservableCollection<IAlgoVM> algo_roots => _algo_roots;
|
||||
public IDictionary<AlgoKey, IAlgoVM> algo_roots_index => _algo_roots;
|
||||
public IReadOnlyObservableCollection<IAlgoVM> algos_view { get; }
|
||||
public IAlgoVM algo_root { get => _algo_root.Value; set => _algo_root.set(value); }
|
||||
public IAlgoVM visible_algo_root => _visible_algo_root.Value;
|
||||
@@ -372,7 +373,12 @@ namespace mbts.spark {
|
||||
}
|
||||
|
||||
public void load_many(IEnumerable<CustomOrderDefinitionImmutable> defs) {
|
||||
var def_list = defs as IList<CustomOrderDefinitionImmutable> ?? defs.ToList();
|
||||
/// don't load composite algos; we don't support recursive composites (<see cref="OrderUtils.actual(CustomOrderDefinitionImmutable)"/>)
|
||||
if (defs is IList<CustomOrderDefinitionImmutable> def_list) {
|
||||
def_list = def_list.WrapSelector(d => d.actual(), null);
|
||||
} else {
|
||||
def_list = defs.Select(d => d.actual()).ToList();
|
||||
}
|
||||
switch (def_list.Count) {
|
||||
case 0: algo_root = null; break;
|
||||
case 1: load_def(def_list[0]); break;
|
||||
|
||||
@@ -18,12 +18,16 @@ namespace mbts.spark {
|
||||
this.algo = algo;
|
||||
this.parent = parent;
|
||||
_template_key = template_key;
|
||||
param.permissions_changed += on_permissions_changed;
|
||||
_dispose = Disposable.Create(() => param.permissions_changed -= on_permissions_changed);
|
||||
void on_permissions_changed(AlgoParamPermissions oldval, AlgoParamPermissions newval) => RaisePropertyChanged(nameof(permissions));
|
||||
}
|
||||
|
||||
public event Action invalidated;
|
||||
|
||||
public IAlgoVM algo { get; set; }
|
||||
public IAlgoParamVM param { get; }
|
||||
public AlgoParamPermissions permissions => param.permissions;
|
||||
public AlgoParamRowVM parent { get; }
|
||||
public int level => parent == null ? 0 : parent.level + 1;
|
||||
public string path_disambiguation {
|
||||
|
||||
@@ -54,7 +54,7 @@ namespace mbts.spark {
|
||||
_model = model;
|
||||
_selected_definition = backing<AlgoDefinitionVM>(nameof(selected_definition));
|
||||
_selected_template = backing<AlgoDefinitionTemplateVM>(nameof(selected_template));
|
||||
_editable_content = backing(nameof(editable_content), observe_selected().SelectManyInSeries(tup => tup.template?.observe_algo_root() ?? tup.definition?.observe_algo_root()).RefCount().OnDispatcher());
|
||||
_editable_content = backing(nameof(editable_content), observe_selected().SelectManyInSeries(tup => tup.template?.observe_algo_root() ?? tup.definition?.observe_algo_root()).OnDispatcher());
|
||||
_definitions_update_buffer = new TableUpdateBuffer<AlgoData, AlgoKey>(def => def.key);
|
||||
_definitions_view = new ListCollectionView<AlgoDefinitionVM>(definitions) {
|
||||
CustomSort = AlgoCollectionHelper.algo_definition_vm_comparer.to_non_generic()
|
||||
@@ -77,7 +77,7 @@ namespace mbts.spark {
|
||||
definitions_view.Refresh();
|
||||
}),
|
||||
ObservableAutoWrapper.connect(observe_selected().Select(t => t.template?.edit_pane_visual_states ?? t.definition?.edit_pane_visual_states ?? new ObservableCollection<string>()), content_visual_states),
|
||||
observe_selected().SelectManyInSeries(t => t.template?.observe_is_dirty() ?? t.definition?.subscribe_is_definition_or_any_templates_dirty() ?? Observable.Return(false)).RefCount().OnDispatcher()
|
||||
observe_selected().SelectManyInSeries(t => t.template?.observe_is_dirty() ?? t.definition?.subscribe_is_definition_or_any_templates_dirty() ?? Observable.Return(false)).OnDispatcher()
|
||||
.Subscribe(new CompositeObserver<bool>(save_cmd, revert_cmd) { val => {
|
||||
_save_cmd_tooltip.refresh();
|
||||
_revert_cmd_tooltip.refresh();
|
||||
|
||||
@@ -29,13 +29,12 @@ namespace mbts.spark {
|
||||
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)
|
||||
};
|
||||
static readonly IReadOnlyDictionary<string, string>
|
||||
_value_echo_props = new Dictionary<string, string> {
|
||||
{ nameof(AlgoDefinitionVM.name), nameof(display_name) },
|
||||
{ nameof(AlgoDefinitionVM.abbreviation), nameof(abbreviation) },
|
||||
{ nameof(AlgoDefinitionVM.badge_fill), nameof(meta) }
|
||||
};
|
||||
readonly ObservableAggregateCollection<IAlgoSelector> _child_algo_selectors = new ObservableAggregateCollection<IAlgoSelector>();
|
||||
readonly ObservableAggregateCollection<IAlgoParamVM> _algo_params = new ObservableAggregateCollection<IAlgoParamVM>();
|
||||
@@ -143,8 +142,8 @@ namespace mbts.spark {
|
||||
RaisePropertyChanged(e.PropertyName);
|
||||
}
|
||||
void on_value_prop_changed(object sender, PropertyChangedEventArgs e) {
|
||||
if (_value_echo_props.Contains(e.PropertyName))
|
||||
RaisePropertyChanged(e.PropertyName);
|
||||
if (_value_echo_props.TryGetValue(e.PropertyName, out string wrapper_prop))
|
||||
RaisePropertyChanged(wrapper_prop);
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
+7
-3
@@ -377,7 +377,7 @@
|
||||
<DataTemplate>
|
||||
<ComboBox
|
||||
HorizontalAlignment="Stretch"
|
||||
ItemsSource="{Binding param.value, Converter={StaticResource EnumItemsSourceConverter}, Mode=OneTime}"
|
||||
ItemsSource="{Binding Converter={x:Static usp:AlgoEditorGridView.NullableEnumParamRowItemsSourceConverter}}"
|
||||
ItemTemplate="{StaticResource NullableEnumDescriptionTemplate}"
|
||||
SelectedItem="{Binding param.value, UpdateSourceTrigger=PropertyChanged}"
|
||||
/>
|
||||
@@ -481,10 +481,14 @@
|
||||
<usp:AlgoEditorGridRowStyleSelector.DefaultStyle>
|
||||
<Style TargetType="DataGridRow">
|
||||
<Style.Triggers>
|
||||
<DataTrigger Binding="{Binding param.is_dirty}" Value="{u:True}">
|
||||
<MultiDataTrigger>
|
||||
<MultiDataTrigger.Conditions>
|
||||
<Condition Binding="{Binding param.is_dirty}" Value="{u:True}"/>
|
||||
<Condition Binding="{Binding AnimateDirty, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}" Value="{u:True}"/>
|
||||
</MultiDataTrigger.Conditions>
|
||||
<Setter Property="Background" Value="#8098FB98"/>
|
||||
<Setter Property="ToolTip" Value="Value has been modified."/>
|
||||
</DataTrigger>
|
||||
</MultiDataTrigger>
|
||||
</Style.Triggers>
|
||||
</Style>
|
||||
</usp:AlgoEditorGridRowStyleSelector.DefaultStyle>
|
||||
|
||||
+26
-2
@@ -5,8 +5,8 @@ using mbts.ui.controls;
|
||||
using mbts.ui.converters;
|
||||
using mbts.ui.utility;
|
||||
using System;
|
||||
using System.Collections;
|
||||
using System.Collections.Generic;
|
||||
using System.Collections.ObjectModel;
|
||||
using System.Linq;
|
||||
using System.Windows;
|
||||
using System.Windows.Controls;
|
||||
@@ -19,7 +19,19 @@ namespace mbts.ui.spark {
|
||||
public static readonly IValueConverter
|
||||
GeneralVisualStateConverter = ValueConverter.create<bool, string>(is_read_only => is_read_only ? VisualStateNames.General.ReadOnly : VisualStateNames.General.Normal),
|
||||
AlgoRootVisualStateConverter = ValueConverter.create<bool, string>(show_bbo => show_bbo ? VisualStateNames.AlgoRoot.Active : VisualStateNames.AlgoRoot.Inactive),
|
||||
AlgoRootComboBoxMarginConverter = ValueConverter.create<double, Thickness>(name_col_width => new Thickness(name_col_width + 8, 0, 0, 0));
|
||||
AlgoRootComboBoxMarginConverter = ValueConverter.create<double, Thickness>(name_col_width => new Thickness(name_col_width + 8, 0, 0, 0)),
|
||||
NullableEnumParamRowItemsSourceConverter = ValueConverter.create<AlgoParamRowVM, IEnumerable>(param_row => {
|
||||
if (param_row?.param != null) {
|
||||
var tenum = param_row.param.GetType().GetInterfaceGenericArgument(AlgoParamTemplateSelector.generic_algo_param_itype);
|
||||
if (tenum.IsNullable()) {
|
||||
// .First() should be safe, since we know this is a Nullable<T>.
|
||||
tenum = tenum.GetGenericArguments().First();
|
||||
}
|
||||
if (tenum.IsEnum)
|
||||
return Enum.GetValues(tenum);
|
||||
}
|
||||
return null;
|
||||
});
|
||||
|
||||
public static readonly MouseButtonEventHandler PayupTicksMouseButtonHandler = (s, e) => {
|
||||
if ((s as Hyperlink)?.Command is ICommand cmd) {
|
||||
@@ -40,6 +52,8 @@ namespace mbts.ui.spark {
|
||||
// AlgoParamRows
|
||||
AlgoParamRowsViewSource = new CollectionViewSource<ListCollectionView<AlgoParamRowVM>>();
|
||||
BindingOperations.SetBinding(AlgoParamRowsViewSource, CollectionViewSource.SourceProperty, new Binding(nameof(AlgoParamRows)) { Source = this });
|
||||
AlgoParamRowsViewSource.IsLiveFilteringRequested = true;
|
||||
AlgoParamRowsViewSource.LiveFilteringProperties.Add(nameof(AlgoParamRowVM.permissions));
|
||||
AlgoParamRowsViewSource.Filter += param_rows_filter;
|
||||
DataGridEditHelper.set_hooks(this);
|
||||
void param_rows_filter(object sender, FilterEventArgs e) =>
|
||||
@@ -64,6 +78,16 @@ namespace mbts.ui.spark {
|
||||
}
|
||||
}
|
||||
|
||||
#region AnimateDirtyParams
|
||||
public static readonly DependencyProperty AnimateDirtyProperty =
|
||||
WPFHelper.create_dp<bool, AlgoEditorGridView>(nameof(AnimateDirty), true);
|
||||
|
||||
public bool AnimateDirty {
|
||||
get => (bool)GetValue(AnimateDirtyProperty);
|
||||
set => SetValue(AnimateDirtyProperty, value);
|
||||
}
|
||||
#endregion
|
||||
|
||||
#region IsReadOnly
|
||||
public static readonly DependencyProperty IsReadOnlyProperty =
|
||||
WPFHelper.create_dp<bool, AlgoEditorGridView>(nameof(IsReadOnly));
|
||||
|
||||
+3
-1
@@ -19,6 +19,8 @@ namespace mbts.ui.spark {
|
||||
|
||||
/// TODO: remove this class and just use a <see cref="KeyedTemplateSelector"/>.
|
||||
class AlgoParamTemplateSelector : DataTemplateSelector {
|
||||
public static readonly Type generic_algo_param_itype = typeof(IAlgoParamVM<>);
|
||||
|
||||
KeyedCollection<TemplateSelectorKeyValue, string> _keyed_templates = new KeyedCollection<TemplateSelectorKeyValue, string>(tsk => tsk.Key);
|
||||
|
||||
public DataTemplate BoolTemplate { get; set; }
|
||||
@@ -58,7 +60,7 @@ namespace mbts.ui.spark {
|
||||
if (pvm is IAlgoParamVM<QuantityMeasureImmutable?>) return QuantityMeasureTemplate;
|
||||
if (pvm is IAlgoParamVM<ExecutionStrategy>) return ExecutionStrategyTemplate;
|
||||
if (pvm is IAlgoParamVM<Google.Protobuf.WellKnownTypes.Timestamp>) return TimestampTemplate;
|
||||
var targ = ReflectionHelper.GetGenericTypeArgs(pvm.GetType(), typeof(IAlgoParamVM<>)).FirstOrDefault();
|
||||
var targ = ReflectionHelper.GetGenericTypeArgs(pvm.GetType(), generic_algo_param_itype).FirstOrDefault();
|
||||
if (targ != null) {
|
||||
if (targ.IsEnum)
|
||||
return EnumTemplate;
|
||||
|
||||
@@ -2,6 +2,7 @@
|
||||
using bts.api.core;
|
||||
using bts.api.orderman;
|
||||
using bts.collections;
|
||||
using bts.shell.fills;
|
||||
using bts.spark;
|
||||
using bts.utils;
|
||||
using mbts.collections;
|
||||
@@ -18,11 +19,9 @@ using System;
|
||||
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;
|
||||
using System.Windows.Media;
|
||||
using static bts.api.orderman.Fill.Types;
|
||||
@@ -34,22 +33,19 @@ using OrderType = bts.api.orderman.CustomOrderDefinition.CustomOneofCase;
|
||||
namespace mbts.spark {
|
||||
class FillsVM : DisposableViewModelBase, IHandleGridSorting {
|
||||
readonly OrdersModel _model;
|
||||
readonly OperableCollection<Row, FillTuple, string> _rows;
|
||||
readonly DIYGridSortManager<Columns> _sort_manager;
|
||||
readonly IDIYGridFiltersManager<FillTuple, Columns, FilterStates> _filters_manager;
|
||||
readonly DIYGridRowsManager<FillTuple, Columns, FillsFilterStates> _rows_manager;
|
||||
readonly ObservableKeyedCollection<ColumnBase, Columns> _columns = new ObservableKeyedCollection<ColumnBase, Columns>(_col_key);
|
||||
List<(ColumnBase col, Columns key, ListSortDirection direction)> _active_comparers = new List<(ColumnBase col, Columns key, ListSortDirection direction)>();
|
||||
IWindowSettingsManager<GridSettings> _settings_manager;
|
||||
int _total_row_count;
|
||||
|
||||
public FillsVM(IBus bus, OrdersModel model, IObservable<StartupData> state_obs, IWindowSettingsManager<GridSettings> settings_manager)
|
||||
public FillsVM(IBus bus, OrdersModel model, IObservable<FillsSettings> state_obs, IWindowSettingsManager<GridSettings> settings_manager)
|
||||
: this(bus, model, state_obs, _get_observable(bus, model, state_obs), settings_manager) { }
|
||||
|
||||
public FillsVM(IBus bus, OrdersModel model, IObservable<StartupData> state_obs, IObservable<TableUpdate<FillTuple, string>> fills_source, IWindowSettingsManager<GridSettings> settings_manager) {
|
||||
public FillsVM(IBus bus, OrdersModel model, IObservable<FillsSettings> state_obs, IObservable<TableUpdate<FillTuple, string>> fills_source, IWindowSettingsManager<GridSettings> settings_manager) {
|
||||
_model = model;
|
||||
_settings_manager = settings_manager;
|
||||
/// Columns
|
||||
var col_tups = new ObservableKeyedCollection<DIYGridColumnData<FillTuple, Columns, FilterStates>, Columns>(c => c.key);
|
||||
var col_tups = new ObservableKeyedCollection<DIYGridColumnData<FillTuple, Columns, FillsFilterStates>, Columns>(c => c.key);
|
||||
// security
|
||||
add_col(Columns.Security, DefaultColumnHeaders.Security, r => r.security.ToString(),
|
||||
DiscreteValuesFilterVM.Create<FillTuple, SecurityImmutable, SecurityCriteria>(
|
||||
@@ -64,6 +60,14 @@ namespace mbts.spark {
|
||||
equality_comparer: SecurityDataHelper.EqualityComparer.IDComparer,
|
||||
comparer: Comparer<SecurityImmutable>.Default
|
||||
), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.Security);
|
||||
// symbol
|
||||
add_col(Columns.Symbol, DefaultColumnHeaders.Symbol, r => r.security.Symbol,
|
||||
DiscreteValuesFilterVM.Create<FillTuple, string>(
|
||||
co2.UserSymbol.get_all().Select(u => u.symbol).Distinct().ToList(),
|
||||
ft => ft.security?.Symbol ?? string.Empty,
|
||||
nameof(OrderBookRowVM.symbol)),
|
||||
DataGridFilterKnownTemplates.DiscreteValues,
|
||||
DefaultColumnWidths.Symbol);
|
||||
// order type
|
||||
var order_type_filter = dv_filter(OrderDataHelper.all_order_types, r => r.order?.order_type() ?? OrderType.None);
|
||||
add_col_expl(Columns.OrderType,
|
||||
@@ -86,29 +90,29 @@ namespace mbts.spark {
|
||||
add_col(Columns.FillKey, DefaultColumnHeaders.FillKey, r => r.fill_key.ToString(), new RegexFilterVM<FillTuple>(r => r.fill.FillKey), DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.FillKey);
|
||||
add_col(Columns.OrderKey, DefaultColumnHeaders.OrderKey, r => r.order_key.ToString(), new RegexFilterVM<FillTuple>(r => r.fill.OrderKey.ToString()), DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.OrderKey);
|
||||
add_col(Columns.SecurityKey, DefaultColumnHeaders.SecurityKey, r => r.security_key.ToString(), new RegexFilterVM<FillTuple>(r => r.fill.SecurityKey.ToString()), DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.SecurityKey);
|
||||
/// Rows
|
||||
_rows = new OperableCollection<Row, FillTuple, string>(
|
||||
(ft, fk) => new Row(ft, model),
|
||||
ft => ft.fill.FillKey,
|
||||
new ComparerBuilder<FillTuple>(new[] {
|
||||
_get_column_comparer(Columns.FillTime),
|
||||
_get_column_comparer(Columns.FillKey)
|
||||
}).to_comparer());
|
||||
// row sort/filter managers
|
||||
_sort_manager = new DIYGridSortManager<Columns>(col_tups.WrapSelector(t => (t.col, t.key)), Columns.FillKey);
|
||||
_filters_manager = DIYGridFiltersManager.create(col_tups);
|
||||
var rows_manager = new DIYGridRowsManager<FillTuple, Columns, FilterStates>(_filters_manager, _sort_manager, _get_column_comparer, f => _rows.filter = f, c => _rows.comparer = c, _rows.reset, FillsWindow.window_type_name);
|
||||
// rows
|
||||
_rows_manager = DIYGridRowsManager.create(FillsWindow.window_type_name, Columns.FillKey, col_tups, col_tups.WrapSelector(t => (t.col, t.key)), _get_column_comparer, fs => fs.build_predicate());
|
||||
// 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.)
|
||||
if (_settings_manager != null)
|
||||
grid_settings_manager.load_from(_settings_manager.current_settings());
|
||||
//
|
||||
var filter_src = Observable.FromEvent<Action<Func<FillTuple, bool>>, Func<FillTuple, bool>>(cb => _rows_manager.filter_changed += cb, cb => _rows_manager.filter_changed -= cb);
|
||||
var comp_src = Observable.FromEvent<Action<IComparer<FillTuple>>, IComparer<FillTuple>>(cb => _rows_manager.comparer_changed += cb, cb => _rows_manager.comparer_changed -= cb);
|
||||
TableUpdate<FillTuple, string> last_unfiltered_fills = TableUpdate<FillTuple, string>.mk_empty(FillTuple.key_fn);
|
||||
var fills_buffer = Observable.Create<TableUpdate<FillTuple, string>>(o => {
|
||||
// this is what .Cache() does, but is a little cheaper, since we know subscriptions and callbacks occur on the same thread (i.e., on this Dispatcher).
|
||||
o.OnNext(last_unfiltered_fills.as_snapshot());
|
||||
_unfiltered_fills_changed += o.OnNext;
|
||||
return Disposable.Create(() => _unfiltered_fills_changed -= o.OnNext);
|
||||
});
|
||||
_dispose = new CompositeDisposable(
|
||||
ObservableAutoWrapper.connect(col_tups, columns, ct => ct.col),
|
||||
RXCollection.connect(rows, fills_buffer.Filter(filter_src, FillTuple.key_fn), comp_src, ft => new Row(ft, model), r => r.fill_tuple),
|
||||
fills_source.OnDispatcher().Subscribe(t => {
|
||||
_rows.update(t);
|
||||
last_unfiltered_fills = t;
|
||||
Set(ref _total_row_count, t.state.Count, nameof(total_row_count));
|
||||
_unfiltered_fills_changed?.Invoke(t);
|
||||
}),
|
||||
state_obs.OnDispatcher().Subscribe(s => {
|
||||
if (s.grid != null && _settings_manager != null) {
|
||||
@@ -116,16 +120,15 @@ namespace mbts.spark {
|
||||
// Note: settings_manager in turn notifies grid_settings_manager of this update
|
||||
_settings_manager.instance_settings = s.grid;
|
||||
}
|
||||
var fs = s.filters ?? new FilterStates {
|
||||
var fs = s.filters ?? new FillsFilterStates {
|
||||
fill_time = new TimeFilterTuple(
|
||||
TimeFilterMode.CMEOpen,
|
||||
TimeTextTuple.FromDateTime(DateTime.Today),
|
||||
TimeTextTuple.FromDateTime(DateTime.Today.AddDays(1)))
|
||||
};
|
||||
rows_manager.on_settings(fs, s.sorting_criterion);
|
||||
_rows_manager.on_settings(fs, s.sorting_criterion);
|
||||
}),
|
||||
settings_manager == null ? Disposable.empty : settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager),
|
||||
(fills_source as IConnectableObservable<TableUpdate<FillTuple, string>>)?.Connect() ?? Disposable.empty
|
||||
settings_manager == null ? Disposable.empty : settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager)
|
||||
);
|
||||
// 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) =>
|
||||
@@ -135,14 +138,17 @@ namespace mbts.spark {
|
||||
Width = width
|
||||
}, filter);
|
||||
void add_col_expl<TFilter>(Columns col_key, ColumnBase col, IDataGridColumnPersistentFilter<FillTuple, TFilter> filter) =>
|
||||
col_tups.Add(col_key, DIYGridColumnData.create<FillTuple, Columns, FilterStates, TFilter>(col, filter, _get_column_comparer(col_key)));
|
||||
col_tups.Add(col_key, DIYGridColumnData.create<FillTuple, Columns, FillsFilterStates, TFilter>(col, filter, _get_column_comparer(col_key)));
|
||||
// discrete-values-filter factories
|
||||
IDataGridColumnPersistentFilter<FillTuple, T[]> dv_filter<T>(IReadOnlyCollection<T> items, Func<FillTuple, T> get_row_val) => DiscreteValuesFilterVM.Create<FillTuple, T>(items, get_row_val);
|
||||
IDataGridColumnPersistentFilter<FillTuple, T[]> dv_filter_rx<T>(IObservable<IEnumerable<T>> items, Func<FillTuple, T> get_row_val) => DiscreteValuesFilterVM.Create<FillTuple, T>(items, get_row_val);
|
||||
}
|
||||
|
||||
// this event is used to forward updates from the main data to the filtered data that drives the rows, after resetting the total row count.
|
||||
event Action<TableUpdate<FillTuple, string>> _unfiltered_fills_changed;
|
||||
|
||||
public ObservableCollection<ColumnBase> columns { get; } = new ObservableCollection<ColumnBase>();
|
||||
public ObservableCollection<Row> rows => _rows;
|
||||
public ObservableCollection<Row> rows { get; } = new ObservableCollection<Row>();
|
||||
public int total_row_count => _total_row_count;
|
||||
|
||||
public SimpleGridSettingsManager<Row> grid_settings_manager { get; }
|
||||
@@ -154,26 +160,26 @@ namespace mbts.spark {
|
||||
return grid_settings_manager.create();
|
||||
}
|
||||
|
||||
public FillsFilterStates get_filters() =>
|
||||
_rows_manager.get_filters();
|
||||
|
||||
public IEnumerable<SortingCriteria> get_sorting_criterion() =>
|
||||
_sort_manager.create();
|
||||
_rows_manager.get_sorting_criterion();
|
||||
|
||||
public void on_sorting(object sender, DIYGridSortingEventArgs e) =>
|
||||
_sort_manager.on_sorting(e);
|
||||
_rows_manager.on_sorting(e);
|
||||
|
||||
static Columns _col_key(ColumnBase column) =>
|
||||
((IKeyedColumn<Columns>)column).key;
|
||||
|
||||
public FilterStates get_filters() =>
|
||||
_filters_manager.create();
|
||||
|
||||
static IObservable<TableUpdate<FillTuple, string>> _get_observable(IBus bus, OrdersModel model, StartupData state) {
|
||||
static IObservable<TableUpdate<FillTuple, string>> _get_observable(IBus bus, OrdersModel model, FillsSettings state) {
|
||||
if (!state.orders.is_null_or_empty()) {
|
||||
var orders_hash = new HashSet<uint>(state.orders);
|
||||
return model.on_fill_tuples.Filter(f => orders_hash.Contains(f.fill.OrderKey));
|
||||
} else return model.on_fill_tuples;
|
||||
}
|
||||
|
||||
static IConnectableObservable<TableUpdate<FillTuple, string>> _get_observable(IBus bus, OrdersModel model, IObservable<StartupData> state) =>
|
||||
static IObservable<TableUpdate<FillTuple, string>> _get_observable(IBus bus, OrdersModel model, IObservable<FillsSettings> state) =>
|
||||
state.SelectManyInSeries(s => _get_observable(bus, model, s));
|
||||
|
||||
static IComparer<FillTuple> _get_column_comparer(Columns col) {
|
||||
@@ -190,6 +196,7 @@ namespace mbts.spark {
|
||||
case Columns.SecurityKey: return wrap(ft => ft.fill.SecurityKey);
|
||||
case Columns.Side: return wrap_default(ft => ft.fill.Side);
|
||||
case Columns.Size: return wrap(ft => ft.fill.LastShares);
|
||||
case Columns.Symbol: return wrap(ft => ft.security?.Symbol ?? string.Empty);
|
||||
case Columns.TimeInForce: return wrap_default(ft => ft.order?.time_in_force() ?? TimeInForce.Undefined);
|
||||
case Columns.User: return wrap(ft => ft.order?.user() ?? string.Empty);
|
||||
default: goto case Columns.FillTime;
|
||||
@@ -212,8 +219,9 @@ namespace mbts.spark {
|
||||
}
|
||||
|
||||
public class Row : SecurityRow, IEquatable<Row>, IRowVM {
|
||||
public readonly FillTuple fill_tuple;
|
||||
|
||||
readonly OrdersModel _model;
|
||||
readonly FillTuple _fill_tuple;
|
||||
readonly FillImmutable _fill;
|
||||
readonly OrderRecordImmutable _order;
|
||||
Brush _badge_fill;
|
||||
@@ -221,7 +229,7 @@ namespace mbts.spark {
|
||||
|
||||
public Row(FillTuple fill_tuple, OrdersModel model) :
|
||||
base(fill_tuple.security ?? SecurityDataHelper.Defaults.SecurityImmutable) {
|
||||
_fill_tuple = fill_tuple;
|
||||
this.fill_tuple = fill_tuple;
|
||||
_fill = fill_tuple.fill;
|
||||
_order = fill_tuple.order ?? OrderDataHelper.Defaults.OrderRecordImmutable;
|
||||
_model = model;
|
||||
@@ -231,9 +239,9 @@ namespace mbts.spark {
|
||||
public DateTime fill_time => _fill.Timestamp.to_local_time();
|
||||
public TimeInForce time_in_force => _order.time_in_force();
|
||||
public OrderType order_type => _order.order_type();
|
||||
public string display_name => OrderUtils.display_name(_order, _fill_tuple.algo);
|
||||
public string display_name => OrderUtils.display_name(_order, fill_tuple.algo);
|
||||
public OrderMetadata order_metadata => _order_metadata ?? (_order_metadata = _model.factory.get_metadata(_order.Def.CustomDef.CustomCase));
|
||||
public Brush badge_fill => _badge_fill ?? (_badge_fill = OrderUtils.badge_fill(_order, _fill_tuple.algo_meta, order_metadata));
|
||||
public Brush badge_fill => _badge_fill ?? (_badge_fill = OrderUtils.badge_fill(fill_tuple.algo_meta, order_metadata));
|
||||
public string account { get; private set; }
|
||||
public string user => _order.user();
|
||||
public Venue exchange => security.Exchange;
|
||||
|
||||
@@ -6,6 +6,10 @@
|
||||
xmlns:c="clr-namespace:mbts.ui.controls"
|
||||
xmlns:usp="clr-namespace:mbts.ui.spark"
|
||||
xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
|
||||
xmlns:cv="clr-namespace:mbts.ui.converters"
|
||||
xmlns:u="clr-namespace:mbts.ui"
|
||||
xmlns:api="clr-namespace:bts.api;assembly=spark_api"
|
||||
xmlns:bts="clr-namespace:mbts.ui.controls"
|
||||
FocusManager.IsFocusScope="True"
|
||||
Background="{StaticResource CommonBackground}"
|
||||
>
|
||||
@@ -15,6 +19,10 @@
|
||||
<ResourceDictionary Source="/view/Controls/DataGridEx/Filters/Views/FilterTemplates.xaml"/>
|
||||
</ResourceDictionary.MergedDictionaries>
|
||||
<uspcv:TickDisplayConverter x:Key="TickDisplayConverter"/>
|
||||
<cv:ValueMap x:Key="SideToBrushConverter" Default="{u:Brush Transparent}">
|
||||
<cv:KeyValue Key="{u:Enum Buy, Type=api:Side}" Value="{x:Static semi_transparent_bid_brush, MemberType={u:Nested u:BTSColors.MarketData}}"/>
|
||||
<cv:KeyValue Key="{u:Enum Sell, Type=api:Side}" Value="{x:Static semi_transparent_ask_brush, MemberType={u:Nested u:BTSColors.MarketData}}"/>
|
||||
</cv:ValueMap>
|
||||
</ResourceDictionary>
|
||||
</UserControl.Resources>
|
||||
<AdornerDecorator>
|
||||
@@ -41,10 +49,10 @@
|
||||
CanExecute="{x:Static c:DIYGrid.DefaultRowActionCanExecute}"
|
||||
/>
|
||||
</c:DIYGrid.CommandBindings>
|
||||
<c:DIYGrid.RowTemplate>
|
||||
<DataTemplate>
|
||||
<usp:FillsRowView/>
|
||||
</DataTemplate>
|
||||
<c:DIYGrid.RowTemplate>
|
||||
<DataTemplate>
|
||||
<usp:FillsRowView Background="{Binding side, Converter={StaticResource SideToBrushConverter}}"/>
|
||||
</DataTemplate>
|
||||
</c:DIYGrid.RowTemplate>
|
||||
</c:DIYGrid>
|
||||
<StatusBar Grid.Row="1" DockPanel.Dock="Bottom">
|
||||
|
||||
@@ -7,7 +7,23 @@ namespace mbts.ui.spark {
|
||||
/// Interaction logic for FillsView.xaml
|
||||
/// </summary>
|
||||
partial class FillsView : UserControl {
|
||||
public enum Columns { FillTime, User, Account, Exchange, Security, TimeInForce, OrderType, Side, Price, Size, FillKind, FillKey, OrderKey, SecurityKey }
|
||||
public enum Columns {
|
||||
FillTime,
|
||||
User,
|
||||
Account,
|
||||
Exchange,
|
||||
Security,
|
||||
Symbol,
|
||||
TimeInForce,
|
||||
OrderType,
|
||||
Side,
|
||||
Price,
|
||||
Size,
|
||||
FillKind,
|
||||
FillKey,
|
||||
OrderKey,
|
||||
SecurityKey
|
||||
}
|
||||
|
||||
public FillsView() =>
|
||||
InitializeComponent();
|
||||
|
||||
@@ -1,10 +1,12 @@
|
||||
using bts;
|
||||
using bts.api;
|
||||
using bts.shell;
|
||||
using bts.shell.fills;
|
||||
using bts.spark;
|
||||
using mbts.persist;
|
||||
using mbts.ui;
|
||||
using mbts.ui.settings;
|
||||
using mbts.ui.shell;
|
||||
using mbts.ui.spark;
|
||||
using mbts.ui.utility;
|
||||
using mbts.utils;
|
||||
@@ -13,21 +15,20 @@ using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Windows;
|
||||
using StartupData = bts.shell.FillsWindowFactory.StartupData;
|
||||
|
||||
namespace mbts.spark {
|
||||
class FillsWindow : SparkWindow<StartupData>, ISharedWindow {
|
||||
class FillsWindow : SparkWindow<FillsSettings>, ISharedWindow {
|
||||
public const string window_type_name = "Fills";
|
||||
readonly AllowOnce _init_guard = new AllowOnce("Fills");
|
||||
readonly OrdersModel _orders_model;
|
||||
readonly IWindowSettingsManager<GridSettings> _settings_manager;
|
||||
FillsVM _vm;
|
||||
FillsView _view;
|
||||
StartupData _state;
|
||||
FillsSettings _state;
|
||||
IReadOnlyList<SparkCommand> _commands;
|
||||
IDisposable _subscriptions;
|
||||
|
||||
public FillsWindow(FillsWindowFactory factory, IBus bus, OrdersModel orders_model, StartupData state, WindowSettingsManager<GridSettings> settings_manager)
|
||||
public FillsWindow(FillsWindowFactory factory, IBus bus, OrdersModel orders_model, FillsSettings state, WindowSettingsManager<GridSettings> settings_manager)
|
||||
: base("Fills", bus, factory, SparkCommands.ShowFills().icon) {
|
||||
_orders_model = orders_model;
|
||||
_state = state;
|
||||
@@ -35,15 +36,15 @@ namespace mbts.spark {
|
||||
thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().fills ? "Fills" : null;
|
||||
}
|
||||
|
||||
event Action<FillsWindowFactory.StartupData> _state_changed;
|
||||
event Action<FillsSettings> _state_changed;
|
||||
|
||||
public override string window_type => window_type_name;
|
||||
public override UIElement Content => _view;
|
||||
public override IEnumerable<SparkCommand> Commands => _commands;
|
||||
|
||||
public override StartupData SaveState => _state = new StartupData(_state.orders, _vm.get_sorting_criterion().ToList(), _vm.get_filters(), _vm.get_grid_save_state());
|
||||
public override FillsSettings SaveState => _state = new FillsSettings(_state.orders, _vm.get_sorting_criterion().ToList(), _vm.get_filters(), _vm.get_grid_save_state());
|
||||
public override double MinWidth =>
|
||||
StartupData.DefaultGridSettings.columns.Sum(gcs => gcs.width)
|
||||
FillsSettings.DefaultGridSettings.columns.Sum(gcs => gcs.width)
|
||||
+ SPARK_MENU_COLLAPSED_WIDTH
|
||||
+ LAUNCHER_BUTTON_BORDER_WIDTH
|
||||
+ EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;
|
||||
@@ -53,33 +54,32 @@ namespace mbts.spark {
|
||||
public void thread_init() {
|
||||
_init_guard.check_access();
|
||||
Log.notnull(_state);
|
||||
var state_src = Observable.FromEvent<Action<FillsWindowFactory.StartupData>, FillsWindowFactory.StartupData>(cb => _state_changed += cb, cb => _state_changed -= cb).StartWith(_state);
|
||||
var state_src = Observable.FromEvent<Action<FillsSettings>, FillsSettings>(cb => _state_changed += cb, cb => _state_changed -= cb).StartWith(_state);
|
||||
_vm = new FillsVM(_bus, _orders_model, state_src, _settings_manager);
|
||||
_view = new FillsView { DataContext = _vm };
|
||||
|
||||
_commands = new List<SparkCommand> {
|
||||
// wrap the grid settings view factory in a dialogCommand here since the vm is destroyed/recreated when the security criteria changes
|
||||
SparkCommands.window_settings_command(new DialogCommand(() => {
|
||||
var vm = new WindowSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
|
||||
var vm = new ShellSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
|
||||
_settings_manager,
|
||||
us => us.fills_grid,
|
||||
UserSettings.FileExtensions.GRID,
|
||||
s => _vm.grid_settings_manager.create_vm(
|
||||
// we need to get the most up to date GridSettings when launching b/c users may
|
||||
// have changed some settings on the grid directly, like column widths.
|
||||
s.with(_vm.columns.Select( c => c.create())),
|
||||
this.observe_title()
|
||||
s.with(_vm.columns.Select(c => c.create()))
|
||||
)
|
||||
);
|
||||
// TODO: bind to main window's Title
|
||||
var dialog = new SimpleGridSettingsDialog { Title = $"{window_type_name} Grid Settings", DataContext = vm };
|
||||
vm.SubscribeDisposed(literal_title_source.OnDispatcher().Subscribe(t => vm.title = t));
|
||||
var dialog = new ShellSettingsDialog { DataContext = vm };
|
||||
vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
|
||||
return dialog;
|
||||
}))
|
||||
};
|
||||
_subscriptions = Disposable.Create(() =>
|
||||
_state_changed?.Invoke(
|
||||
_state = new StartupData(_state.orders,
|
||||
_state = new FillsSettings(_state.orders,
|
||||
_vm.get_sorting_criterion().ToList(),
|
||||
_vm.get_filters(),
|
||||
_vm.grid_settings_manager.create()
|
||||
|
||||
@@ -1,5 +1,6 @@
|
||||
using bts.api;
|
||||
using bts.api.orderman;
|
||||
using bts.shell.fills;
|
||||
using mbts.persist;
|
||||
using mbts.spark;
|
||||
using mbts.spark.filters;
|
||||
@@ -16,10 +17,31 @@ using static mbts.ui.controls.DIYGrid;
|
||||
using static mbts.ui.spark.FillsView;
|
||||
|
||||
namespace bts.shell {
|
||||
class FillsWindowFactory : ShellWindowFactory<FillsWindowFactory.StartupData> {
|
||||
class FillsWindowFactory : ShellWindowFactory<FillsSettings> {
|
||||
readonly IBus _bus;
|
||||
readonly OrdersModel _orders_model;
|
||||
readonly UserSettingsHub _settings_hub;
|
||||
/// Fills 'sorting-criterion' settings were compromised a while back (mid-late 2018).
|
||||
/// The issue was that, when a column was sorted, its 'sort member path' was assigned to the SortingCriteria.col_name,
|
||||
/// rather than the <see cref="Columns"/> enum/id string.
|
||||
/// This dictionary serves as a reverse-lookup so the sort member path can be converted to the enum/id string.
|
||||
static readonly IReadOnlyDictionary<string, Columns> _sort_member_to_id =
|
||||
new Dictionary<string, Columns> {
|
||||
{ nameof(FillsVM.Row.account), Columns.Account },
|
||||
{ nameof(FillsVM.Row.exchange), Columns.Exchange },
|
||||
{ nameof(FillsVM.Row.fill_key), Columns.FillKey },
|
||||
{ nameof(FillsVM.Row.fill_kind), Columns.FillKind },
|
||||
{ nameof(FillsVM.Row.fill_time), Columns.FillTime },
|
||||
{ nameof(FillsVM.Row.order_key), Columns.OrderKey },
|
||||
{ nameof(FillsVM.Row.order_type), Columns.OrderType },
|
||||
{ nameof(FillsVM.Row.price), Columns.Price },
|
||||
{ nameof(FillsVM.Row.security), Columns.Security },
|
||||
{ nameof(FillsVM.Row.security_key), Columns.SecurityKey },
|
||||
{ nameof(FillsVM.Row.side), Columns.Side },
|
||||
{ nameof(FillsVM.Row.size), Columns.Size },
|
||||
{ nameof(FillsVM.Row.time_in_force), Columns.TimeInForce },
|
||||
{ nameof(FillsVM.Row.user), Columns.User }
|
||||
};
|
||||
|
||||
public FillsWindowFactory(TradingShellModule module, IBus bus, UserSettingsHub settings_hub, OrdersModel orders_model)
|
||||
: base(module, "Fills") {
|
||||
@@ -31,175 +53,19 @@ namespace bts.shell {
|
||||
|
||||
public static string col_id(Columns col) => col.ToString();
|
||||
|
||||
public override Task<IShellWindow> load(StartupData state) =>
|
||||
public override Task<IShellWindow> load(FillsSettings state) =>
|
||||
Task.FromResult(_create(state));
|
||||
|
||||
public async void show(StartupData state) =>
|
||||
public async void show(FillsSettings state) =>
|
||||
_bus.post(SparkTags.ShowWindow, await load(state));
|
||||
|
||||
IShellWindow _create(StartupData state) {
|
||||
IShellWindow _create(FillsSettings state) {
|
||||
GridSettingsHelper.normalize_sorting_criterion(state.sorting_criterion, _sort_member_to_id);
|
||||
var settings_manager = new WindowSettingsManager<GridSettings>(_settings_hub,
|
||||
state.grid,
|
||||
get: us => us.fills_grid,
|
||||
set: (us, gs) => us.with(provided_fills_gridsettings: gs));
|
||||
return new FillsWindow(this, _bus, _orders_model, state, settings_manager);
|
||||
}
|
||||
|
||||
[ProtoContract]
|
||||
public class StartupData {
|
||||
public const int Version = 1;
|
||||
|
||||
[ProtoMember(1)]
|
||||
public uint[] orders;
|
||||
[ProtoMember(2)]
|
||||
List<SortingCriteria> _sorting_criteria;
|
||||
[ProtoMember(3)]
|
||||
public FilterStates filters;
|
||||
[ProtoMember(4)]
|
||||
public GridSettings grid;
|
||||
|
||||
public StartupData() { }
|
||||
public StartupData(uint[] orders) : this(orders, null, null) { }
|
||||
public StartupData(FilterStates filters) : this(null, null, filters) { }
|
||||
public StartupData(uint[] orders, List<SortingCriteria> sorting_criteria, FilterStates filters, GridSettings grid = default) {
|
||||
this.orders = orders;
|
||||
this._sorting_criteria = sorting_criteria;
|
||||
this.filters = filters;
|
||||
this.grid = grid;
|
||||
}
|
||||
|
||||
public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion);
|
||||
public static GridSettings MiniGridSettings => GridSettings.Default.with(DefaultColumns.Mini.all, DefaultColumns.Mini.sorting_criterion);
|
||||
public IReadOnlyList<SortingCriteria> sorting_criterion => _sorting_criteria ?? (_sorting_criteria = DefaultColumns.default_sorting_criterion.ToList());
|
||||
public static StartupData Default() =>
|
||||
new StartupData(null, null, new FilterStates(), null);
|
||||
|
||||
static class DefaultColumns {
|
||||
public static GridColumnSettings security => new GridColumnSettings(col_id(Columns.Security), DefaultColumnHeaders.Security, width: DefaultColumnWidths.Security);
|
||||
public static GridColumnSettings fill_time => new GridColumnSettings(col_id(Columns.FillTime), DefaultColumnHeaders.FillTime, width: DefaultColumnWidths.Time);
|
||||
public static GridColumnSettings user => new GridColumnSettings(col_id(Columns.User), DefaultColumnHeaders.User, width: DefaultColumnWidths.User);
|
||||
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 time_in_force => new GridColumnSettings(col_id(Columns.TimeInForce), DefaultColumnHeaders.TimeInForce, width: DefaultColumnWidths.TimeInForce);
|
||||
public static GridColumnSettings order_type => new GridColumnSettings(col_id(Columns.OrderType), DefaultColumnHeaders.OrderType, width: DefaultColumnWidths.OrderType);
|
||||
public static GridColumnSettings side => new GridColumnSettings(col_id(Columns.Side), DefaultColumnHeaders.Side, width: DefaultColumnWidths.Side);
|
||||
public static GridColumnSettings quantity => new GridColumnSettings(col_id(Columns.Size), DefaultColumnHeaders.Size, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
|
||||
public static GridColumnSettings price => new GridColumnSettings(col_id(Columns.Price), DefaultColumnHeaders.Price, width: DefaultColumnWidths.Price, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
|
||||
public static GridColumnSettings fill_kind => new GridColumnSettings(col_id(Columns.FillKind), DefaultColumnHeaders.FillKind, width: DefaultColumnWidths.FillKind);
|
||||
public static GridColumnSettings fill_key => new GridColumnSettings(col_id(Columns.FillKey), DefaultColumnHeaders.FillKey, width: DefaultColumnWidths.FillKey);
|
||||
public static GridColumnSettings order_key => new GridColumnSettings(col_id(Columns.OrderKey), DefaultColumnHeaders.OrderKey, width: DefaultColumnWidths.OrderKey);
|
||||
public static GridColumnSettings security_key => new GridColumnSettings(col_id(Columns.SecurityKey), DefaultColumnHeaders.SecurityKey, is_visible: false, width: DefaultColumnWidths.SecurityKey);
|
||||
public static IEnumerable<SortingCriteria> default_sorting_criterion {
|
||||
get {
|
||||
yield return new SortingCriteria(fill_time.id, false);
|
||||
}
|
||||
}
|
||||
|
||||
public static IEnumerable<GridColumnSettings> all {
|
||||
get {
|
||||
yield return security;
|
||||
yield return fill_time;
|
||||
yield return user;
|
||||
yield return account;
|
||||
yield return exchange;
|
||||
yield return time_in_force;
|
||||
yield return order_type;
|
||||
yield return side;
|
||||
yield return quantity;
|
||||
yield return price;
|
||||
yield return fill_kind;
|
||||
yield return fill_key;
|
||||
yield return order_key;
|
||||
yield return security_key;
|
||||
}
|
||||
}
|
||||
|
||||
public static class Mini {
|
||||
static readonly IReadOnlyDictionary<Columns, (bool is_visible, double? width_override)> _mini_cols_data =
|
||||
new Dictionary<Columns, (bool is_visible, double? width_override)> {
|
||||
{ Columns.Security, (true, null) },
|
||||
{ Columns.FillTime, (true, ShortColumnWidths.Time) },
|
||||
{ Columns.OrderType, (true, ShortColumnWidths.OrderType) },
|
||||
{ Columns.Side, (true, ShortColumnWidths.Side) },
|
||||
{ Columns.Size, (true, ShortColumnWidths.Size) },
|
||||
{ Columns.Price, (true, ShortColumnWidths.Price) },
|
||||
};
|
||||
|
||||
public static IEnumerable<GridColumnSettings> all => DefaultColumns.all.Select(_convert);
|
||||
public static IEnumerable<SortingCriteria> sorting_criterion => default_sorting_criterion.Where(c => _try_get_data(c.col_name, out (bool is_visible, double? _) d) && d.is_visible);
|
||||
|
||||
static bool _try_get_data(string id_str, out (bool is_visible, double? width_override) data) {
|
||||
if (Enum.TryParse(id_str, out Columns k) && _mini_cols_data.TryGetValue(k, out data))
|
||||
return true;
|
||||
data = default;
|
||||
return false;
|
||||
}
|
||||
|
||||
static GridColumnSettings _convert(GridColumnSettings default_col) =>
|
||||
_try_get_data(default_col.id, out (bool is_visible, double? width_override) d) ?
|
||||
default_col.with(is_visible: d.is_visible, width: d.width_override) :
|
||||
default_col.with(is_visible: false);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
[ProtoContract]
|
||||
public class FilterStates {
|
||||
[ProtoMember(1)]
|
||||
[DIYGridColumnID(nameof(Columns.FillTime))]
|
||||
public TimeFilterTuple fill_time { get; set; }
|
||||
|
||||
[ProtoMember(2)]
|
||||
[DIYGridColumnID(nameof(Columns.TimeInForce))]
|
||||
public TimeInForce[] time_in_force { get; set; }
|
||||
|
||||
[ProtoMember(3)]
|
||||
[DIYGridColumnID(nameof(Columns.OrderType))]
|
||||
public CustomOrderDefinition.CustomOneofCase[] order_type { get; set; }
|
||||
|
||||
[ProtoMember(4)]
|
||||
[DIYGridColumnID(nameof(Columns.Account))]
|
||||
public string[] account { get; set; }
|
||||
|
||||
[ProtoMember(5)]
|
||||
[DIYGridColumnID(nameof(Columns.User))]
|
||||
public string[] user { get; set; }
|
||||
|
||||
[ProtoMember(6)]
|
||||
[DIYGridColumnID(nameof(Columns.Exchange))]
|
||||
public Venue[] exchange { get; set; }
|
||||
|
||||
[ProtoMember(7)]
|
||||
[DIYGridColumnID(nameof(Columns.Security))]
|
||||
public SecurityCriteria security { get; set; }
|
||||
|
||||
[ProtoMember(8)]
|
||||
[DIYGridColumnID(nameof(Columns.Side))]
|
||||
public Side[] side { get; set; }
|
||||
|
||||
[ProtoMember(9)]
|
||||
[DIYGridColumnID(nameof(Columns.Price))]
|
||||
public DoubleMinMaxState price { get; set; }
|
||||
|
||||
[ProtoMember(10)]
|
||||
[DIYGridColumnID(nameof(Columns.Size))]
|
||||
public DoubleMinMaxState size { get; set; }
|
||||
|
||||
[ProtoMember(11)]
|
||||
[DIYGridColumnID(nameof(Columns.FillKey))]
|
||||
public string fill_key { get; set; }
|
||||
|
||||
[ProtoMember(12)]
|
||||
[DIYGridColumnID(nameof(Columns.OrderKey))]
|
||||
public string order_key { get; set; }
|
||||
|
||||
[ProtoMember(13)]
|
||||
[DIYGridColumnID(nameof(Columns.SecurityKey))]
|
||||
public string security_key { get; set; }
|
||||
|
||||
[ProtoMember(14)]
|
||||
[DIYGridColumnID(nameof(Columns.FillKind))]
|
||||
public Fill.Types.FillKind[] fill_kind { get; set; }
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,100 @@
|
||||
using bts.api;
|
||||
using bts.api.orderman;
|
||||
using mbts.spark;
|
||||
using mbts.spark.filters;
|
||||
using mbts.ui;
|
||||
using mbts.ui.controls;
|
||||
using ProtoBuf;
|
||||
using System;
|
||||
using Columns = mbts.ui.spark.FillsView.Columns;
|
||||
|
||||
namespace bts.shell.fills {
|
||||
[ProtoContract]
|
||||
class FillsFilterStates {
|
||||
[ProtoMember(1)]
|
||||
[DIYGridColumnID(nameof(Columns.FillTime))]
|
||||
public TimeFilterTuple fill_time { get; set; }
|
||||
|
||||
[ProtoMember(2)]
|
||||
[DIYGridColumnID(nameof(Columns.TimeInForce))]
|
||||
public TimeInForce[] time_in_force { get; set; }
|
||||
|
||||
[ProtoMember(3)]
|
||||
[DIYGridColumnID(nameof(Columns.OrderType))]
|
||||
public CustomOrderDefinition.CustomOneofCase[] order_type { get; set; }
|
||||
|
||||
[ProtoMember(4)]
|
||||
[DIYGridColumnID(nameof(Columns.Account))]
|
||||
public string[] account { get; set; }
|
||||
|
||||
[ProtoMember(5)]
|
||||
[DIYGridColumnID(nameof(Columns.User))]
|
||||
public string[] user { get; set; }
|
||||
|
||||
[ProtoMember(6)]
|
||||
[DIYGridColumnID(nameof(Columns.Exchange))]
|
||||
public Venue[] exchange { get; set; }
|
||||
|
||||
[ProtoMember(7)]
|
||||
[DIYGridColumnID(nameof(Columns.Security))]
|
||||
public SecurityCriteria security { get; set; }
|
||||
|
||||
[ProtoMember(8)]
|
||||
[DIYGridColumnID(nameof(Columns.Side))]
|
||||
public Side[] side { get; set; }
|
||||
|
||||
[ProtoMember(9)]
|
||||
[DIYGridColumnID(nameof(Columns.Price))]
|
||||
public DoubleMinMaxState price { get; set; }
|
||||
|
||||
[ProtoMember(10)]
|
||||
[DIYGridColumnID(nameof(Columns.Size))]
|
||||
public DoubleMinMaxState size { get; set; }
|
||||
|
||||
[ProtoMember(11)]
|
||||
[DIYGridColumnID(nameof(Columns.FillKey))]
|
||||
public string fill_key { get; set; }
|
||||
|
||||
[ProtoMember(12)]
|
||||
[DIYGridColumnID(nameof(Columns.OrderKey))]
|
||||
public string order_key { get; set; }
|
||||
|
||||
[ProtoMember(13)]
|
||||
[DIYGridColumnID(nameof(Columns.SecurityKey))]
|
||||
public string security_key { get; set; }
|
||||
|
||||
[ProtoMember(14)]
|
||||
[DIYGridColumnID(nameof(Columns.FillKind))]
|
||||
public Fill.Types.FillKind[] fill_kind { get; set; }
|
||||
|
||||
[ProtoMember(15)]
|
||||
[DIYGridColumnID(nameof(Columns.Symbol))]
|
||||
public string[] symbol { get; set; }
|
||||
}
|
||||
|
||||
static class FillsFilterStatesExtensions {
|
||||
public static Func<FillTuple, bool> build_predicate(this FillsFilterStates fs) {
|
||||
var pb = new ColumnPredicateBuilder<FillTuple>();
|
||||
// fill time
|
||||
pb.add_time_filter(fs.fill_time, ft => ft.fill_time());
|
||||
// security
|
||||
pb.add_security_criteria(fs.security, ft => ft.security);
|
||||
// regex
|
||||
pb.add_regex(fs.fill_key, ft => ft.fill.FillKey);
|
||||
pb.add_regex(fs.order_key, ft => ft.order_key().ToString());
|
||||
// discrete values
|
||||
pb.add_discrete_values(fs.user, ft => ft.user());
|
||||
pb.add_discrete_values(fs.account, ft => ft.account);
|
||||
pb.add_discrete_values(fs.exchange, ft => ft.exchange());
|
||||
pb.add_discrete_values(fs.time_in_force, ft => ft.time_in_force());
|
||||
pb.add_discrete_values(fs.order_type, ft => ft.order_type());
|
||||
pb.add_discrete_values(fs.side, ft => ft.fill.Side);
|
||||
pb.add_discrete_values(fs.fill_kind, ft => ft.fill.FillKind);
|
||||
pb.add_discrete_values(fs.symbol, ft => ft.security?.Symbol ?? string.Empty);
|
||||
// numeric
|
||||
pb.add_numeric(fs.size, ft => ft.fill.LastShares);
|
||||
pb.add_numeric(fs.price, ft => ft.fill.LastPrice);
|
||||
return pb.to_predicate();
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,111 @@
|
||||
using mbts.ui;
|
||||
using mbts.ui.settings;
|
||||
using ProtoBuf;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using static bts.shell.FillsWindowFactory;
|
||||
using static mbts.ui.controls.DIYGrid;
|
||||
using Columns = mbts.ui.spark.FillsView.Columns;
|
||||
|
||||
namespace bts.shell.fills {
|
||||
[ProtoContract]
|
||||
class FillsSettings {
|
||||
public const int Version = 1;
|
||||
|
||||
[ProtoMember(1)]
|
||||
public uint[] orders;
|
||||
[ProtoMember(2)]
|
||||
List<SortingCriteria> _sorting_criteria;
|
||||
[ProtoMember(3)]
|
||||
public FillsFilterStates filters;
|
||||
[ProtoMember(4)]
|
||||
public GridSettings grid;
|
||||
|
||||
public FillsSettings() { }
|
||||
public FillsSettings(uint[] orders) : this(orders, null, null) { }
|
||||
public FillsSettings(FillsFilterStates filters) : this(null, null, filters) { }
|
||||
public FillsSettings(uint[] orders, List<SortingCriteria> sorting_criteria, FillsFilterStates filters, GridSettings grid = default) {
|
||||
this.orders = orders;
|
||||
this._sorting_criteria = sorting_criteria;
|
||||
this.filters = filters;
|
||||
this.grid = grid;
|
||||
}
|
||||
|
||||
public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion);
|
||||
public static GridSettings MiniGridSettings => GridSettings.Default.with(DefaultColumns.Mini.all, DefaultColumns.Mini.sorting_criterion);
|
||||
public IReadOnlyList<SortingCriteria> sorting_criterion => _sorting_criteria ?? (_sorting_criteria = DefaultColumns.default_sorting_criterion.ToList());
|
||||
public static FillsSettings Default() =>
|
||||
new FillsSettings(null, null, new FillsFilterStates(), null);
|
||||
|
||||
static class DefaultColumns {
|
||||
public static GridColumnSettings security => new GridColumnSettings(col_id(Columns.Security), DefaultColumnHeaders.Security, width: DefaultColumnWidths.Security);
|
||||
public static GridColumnSettings symbol => new GridColumnSettings(col_id(Columns.Symbol), DefaultColumnHeaders.Symbol, width: DefaultColumnWidths.Symbol);
|
||||
public static GridColumnSettings fill_time => new GridColumnSettings(col_id(Columns.FillTime), DefaultColumnHeaders.FillTime, width: DefaultColumnWidths.Time);
|
||||
public static GridColumnSettings user => new GridColumnSettings(col_id(Columns.User), DefaultColumnHeaders.User, width: DefaultColumnWidths.User);
|
||||
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 time_in_force => new GridColumnSettings(col_id(Columns.TimeInForce), DefaultColumnHeaders.TimeInForce, width: DefaultColumnWidths.TimeInForce);
|
||||
public static GridColumnSettings order_type => new GridColumnSettings(col_id(Columns.OrderType), DefaultColumnHeaders.OrderType, width: DefaultColumnWidths.OrderType);
|
||||
public static GridColumnSettings side => new GridColumnSettings(col_id(Columns.Side), DefaultColumnHeaders.Side, width: DefaultColumnWidths.Side);
|
||||
public static GridColumnSettings quantity => new GridColumnSettings(col_id(Columns.Size), DefaultColumnHeaders.Size, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
|
||||
public static GridColumnSettings price => new GridColumnSettings(col_id(Columns.Price), DefaultColumnHeaders.Price, width: DefaultColumnWidths.Price, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
|
||||
public static GridColumnSettings fill_kind => new GridColumnSettings(col_id(Columns.FillKind), DefaultColumnHeaders.FillKind, width: DefaultColumnWidths.FillKind);
|
||||
public static GridColumnSettings fill_key => new GridColumnSettings(col_id(Columns.FillKey), DefaultColumnHeaders.FillKey, width: DefaultColumnWidths.FillKey);
|
||||
public static GridColumnSettings order_key => new GridColumnSettings(col_id(Columns.OrderKey), DefaultColumnHeaders.OrderKey, width: DefaultColumnWidths.OrderKey);
|
||||
public static GridColumnSettings security_key => new GridColumnSettings(col_id(Columns.SecurityKey), DefaultColumnHeaders.SecurityKey, is_visible: false, width: DefaultColumnWidths.SecurityKey);
|
||||
public static IEnumerable<SortingCriteria> default_sorting_criterion {
|
||||
get {
|
||||
yield return new SortingCriteria(fill_time.id, false);
|
||||
}
|
||||
}
|
||||
|
||||
public static IEnumerable<GridColumnSettings> all {
|
||||
get {
|
||||
yield return security;
|
||||
yield return symbol;
|
||||
yield return fill_time;
|
||||
yield return user;
|
||||
yield return account;
|
||||
yield return exchange;
|
||||
yield return time_in_force;
|
||||
yield return order_type;
|
||||
yield return side;
|
||||
yield return quantity;
|
||||
yield return price;
|
||||
yield return fill_kind;
|
||||
yield return fill_key;
|
||||
yield return order_key;
|
||||
yield return security_key;
|
||||
}
|
||||
}
|
||||
|
||||
public static class Mini {
|
||||
static readonly IReadOnlyDictionary<Columns, (bool is_visible, double? width_override)> _mini_cols_data =
|
||||
new Dictionary<Columns, (bool is_visible, double? width_override)> {
|
||||
{ Columns.Security, (true, null) },
|
||||
{ Columns.FillTime, (true, ShortColumnWidths.Time) },
|
||||
{ Columns.OrderType, (true, ShortColumnWidths.OrderType) },
|
||||
{ Columns.Side, (true, ShortColumnWidths.Side) },
|
||||
{ Columns.Size, (true, ShortColumnWidths.Size) },
|
||||
{ Columns.Price, (true, ShortColumnWidths.Price) },
|
||||
};
|
||||
|
||||
public static IEnumerable<GridColumnSettings> all => DefaultColumns.all.Select(_convert);
|
||||
public static IEnumerable<SortingCriteria> sorting_criterion => default_sorting_criterion.Where(c => _try_get_data(c.col_name, out (bool is_visible, double? _) d) && d.is_visible);
|
||||
|
||||
static bool _try_get_data(string id_str, out (bool is_visible, double? width_override) data) {
|
||||
if (Enum.TryParse(id_str, out Columns k) && _mini_cols_data.TryGetValue(k, out data))
|
||||
return true;
|
||||
data = default;
|
||||
return false;
|
||||
}
|
||||
|
||||
static GridColumnSettings _convert(GridColumnSettings default_col) =>
|
||||
_try_get_data(default_col.id, out (bool is_visible, double? width_override) d) ?
|
||||
default_col.with(is_visible: d.is_visible, width: d.width_override) :
|
||||
default_col.with(is_visible: false);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -2,23 +2,23 @@
|
||||
using bts.api;
|
||||
using bts.api.core;
|
||||
using bts.api.orderman;
|
||||
using bts.collections;
|
||||
using bts.md;
|
||||
using mbts.co2;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Reactive.Linq;
|
||||
using System.Threading.Tasks;
|
||||
|
||||
namespace mbts.spark {
|
||||
class LadderModel {
|
||||
readonly OrdersModel _order_gateway;
|
||||
|
||||
public LadderModel(SecurityMD source, OrdersModel ordergw, Func<OrderSecurity, bool> order_filter = null) {
|
||||
public LadderModel(SecurityMD source, OrdersModel ordergw, MBOService mbo, Func<OrderSecurity, bool> order_filter = null) {
|
||||
security_md = source;
|
||||
_order_gateway = ordergw;
|
||||
orders = ordergw.on_security_working_orders(source.security.Id);
|
||||
if (order_filter != null)
|
||||
orders = orders.Filter(o => order_filter(new OrderSecurity(source.security, o)), o => o.Key);
|
||||
orders = ordergw.on_security_working_orders_with_piq(source.security.Id);
|
||||
this.mbo_service = mbo;
|
||||
if (order_filter != null) {
|
||||
orders = orders.Filter(order_filter, o => o.order.Key);
|
||||
}
|
||||
}
|
||||
|
||||
public enum CancelType { All, Bids, Asks }
|
||||
@@ -27,7 +27,9 @@ namespace mbts.spark {
|
||||
public SecurityImmutable security => security_md.security;
|
||||
public MDConsumerHandle md => security_md.md;
|
||||
public OrdersModel order_gateway => _order_gateway;
|
||||
public IObservable<TableUpdate<OrderRecordImmutable, uint>> orders { get; }
|
||||
public IObservable<TableUpdate<OrderSecurity, uint>> orders { get; }
|
||||
|
||||
public MBOService mbo_service { get; }
|
||||
|
||||
public Task cancel_orders(CancelType ct) {
|
||||
switch (ct) {
|
||||
|
||||
@@ -9,6 +9,7 @@ using bts.proto;
|
||||
using mbts.ui.spark;
|
||||
using System.Collections.Generic;
|
||||
using System.ComponentModel;
|
||||
using mbts.ui.settings;
|
||||
|
||||
namespace mbts.spark {
|
||||
// IMPORTANT: BE SURE TO ADD ANY NEW PROPERTIES TO THE EQUALS FUNCTION!
|
||||
@@ -119,7 +120,8 @@ namespace mbts.spark {
|
||||
buy = new HistogramBarAnimation { bars = new ColorShowProto((uint)BTSColors.MarketData.bid, false) },
|
||||
sell = new HistogramBarAnimation { bars = new ColorShowProto((uint)BTSColors.MarketData.ask, false) },
|
||||
passive = new HistogramBarAnimation { bars = new ColorShowProto((uint)BTSColors.LadderSpecial.passive_volume_bar, false) },
|
||||
total = new HistogramBarAnimation { bars = new ColorShowProto((uint)BTSColors.LadderSpecial.total_volume_bar), show_numbers = true }
|
||||
total = new HistogramBarAnimation { bars = new ColorShowProto((uint)BTSColors.LadderSpecial.total_volume_bar), show_numbers = true },
|
||||
show_ltq = false
|
||||
};
|
||||
}
|
||||
}
|
||||
@@ -134,6 +136,8 @@ namespace mbts.spark {
|
||||
public HistogramBarAnimation passive { get; set; }
|
||||
[ProtoMember(5)]
|
||||
public HistogramBarAnimation total{ get; set; }
|
||||
[ProtoMember(6)]
|
||||
public bool show_ltq { get; set; }
|
||||
|
||||
public bool Equals(VolumeColumnSettings other) =>
|
||||
other != null &&
|
||||
@@ -141,7 +145,8 @@ namespace mbts.spark {
|
||||
buy.safe_equals(other.buy) &&
|
||||
sell.safe_equals(other.sell) &&
|
||||
passive.safe_equals(other.passive) &&
|
||||
total.safe_equals(other.total);
|
||||
total.safe_equals(other.total) &&
|
||||
show_ltq.Equals(other.show_ltq);
|
||||
|
||||
public override bool Equals(object obj) => Equals(obj as VolumeColumnSettings);
|
||||
|
||||
@@ -151,7 +156,8 @@ namespace mbts.spark {
|
||||
buy.GetHashCode(),
|
||||
sell.GetHashCode(),
|
||||
passive.GetHashCode(),
|
||||
total.GetHashCode());
|
||||
total.GetHashCode(),
|
||||
show_ltq.GetHashCode());
|
||||
}
|
||||
|
||||
[ProtoContract]
|
||||
@@ -215,6 +221,23 @@ namespace mbts.spark {
|
||||
public static bool operator !=(LadderFavoriteAlgosSettings a, LadderFavoriteAlgosSettings b) => !a.Equals(b);
|
||||
}
|
||||
|
||||
[ProtoContract]
|
||||
readonly struct LadderMiniOrderBookSettings : IEquatable<LadderMiniOrderBookSettings> {
|
||||
// this is the only member now, but more may be added later (that is why a GridSettings member wasn't added directly to LadderSettings).
|
||||
[ProtoMember(1)]
|
||||
public readonly GridSettings value;
|
||||
|
||||
public LadderMiniOrderBookSettings(GridSettings value) =>
|
||||
this.value = value;
|
||||
|
||||
public bool Equals(LadderMiniOrderBookSettings other) => value == null ? other.value == null : value.Equals(other.value);
|
||||
public override bool Equals(object obj) => obj is LadderMiniOrderBookSettings other && Equals(other);
|
||||
public override int GetHashCode() => value.GetHashCode();
|
||||
|
||||
public static bool operator ==(LadderMiniOrderBookSettings a, LadderMiniOrderBookSettings b) => a.Equals(b);
|
||||
public static bool operator !=(LadderMiniOrderBookSettings a, LadderMiniOrderBookSettings b) => !a.Equals(b);
|
||||
}
|
||||
|
||||
// IMPORTANT: BE SURE TO ADD ANY NEW PROPERTIES TO THE EQUALS FUNCTION!
|
||||
// 1 important reason at this time:
|
||||
// From the settings dialog, default settings will only be persisted when they are NOT EQUAL to the current default settings.
|
||||
@@ -223,10 +246,12 @@ namespace mbts.spark {
|
||||
class LadderSettings : IEquatable<LadderSettings> {
|
||||
const double _default_order_entry_panel_width = 110.0;
|
||||
const double _default_zoom_factor = 1.0;
|
||||
const bool _default_show_warn_on_cross = true;
|
||||
|
||||
// Default proto constructor
|
||||
// Added this so that when clients upgrade to a version with new settings,
|
||||
// the default values are applied correctly; thx to John for this tip
|
||||
/// TODO: all default values should be consts, because they must be referenced in two places (in the default constructor, and the <see cref="DefaultValueAttribute"/>)
|
||||
public LadderSettings() {
|
||||
day_visible = true;
|
||||
high_visible = true;
|
||||
@@ -238,6 +263,7 @@ namespace mbts.spark {
|
||||
tif_visible = true;
|
||||
order_type_visible = true;
|
||||
account_position_visible = true;
|
||||
day_position_visible = true;
|
||||
size_presets_visible = true;
|
||||
cancel_buys_visible = true;
|
||||
cancel_sells_visible = true;
|
||||
@@ -248,6 +274,7 @@ namespace mbts.spark {
|
||||
zoom_factor = _default_zoom_factor;
|
||||
use_defaults = true;
|
||||
favorite_algos = new LadderFavoriteAlgosSettings(null, 2);
|
||||
show_warn_on_cross = _default_show_warn_on_cross;
|
||||
}
|
||||
|
||||
public static LadderSettings Default {
|
||||
@@ -279,8 +306,8 @@ namespace mbts.spark {
|
||||
volume_column = VolumeColumnSettings.Default,
|
||||
calculator_buttons = new[] { 1, 5, 10, 25, 50, 100 },
|
||||
scroll_bar_visible = false,
|
||||
default_order_type = CustomOrderDefinition.CustomOneofCase.Limit,
|
||||
default_time_in_force = TimeInForce.Day,
|
||||
default_algo = new AlgoID(CustomOrderDefinition.CustomOneofCase.Limit),
|
||||
animate_recenter = true,
|
||||
badge_style = BadgeStyle.Normal,
|
||||
bid_break_line = new LadderMarketBreakLine { color = 0, show = true },
|
||||
@@ -301,6 +328,7 @@ namespace mbts.spark {
|
||||
tif_visible = true,
|
||||
order_type_visible = true,
|
||||
account_position_visible = true,
|
||||
day_position_visible = true,
|
||||
size_presets_visible = true,
|
||||
cancel_buys_visible = true,
|
||||
cancel_sells_visible = true,
|
||||
@@ -311,6 +339,7 @@ namespace mbts.spark {
|
||||
zoom_slider_visible = false,
|
||||
zoom_factor = _default_zoom_factor,
|
||||
net_change = NetChangeTerms.None,
|
||||
mini_ob = new LadderMiniOrderBookSettings(bts.shell.orderbook.OrderBookStartupData.default_mini_grid.general),
|
||||
};
|
||||
rv.row_height = LadderRender.measure_row_height(rv);
|
||||
return rv;
|
||||
@@ -319,7 +348,15 @@ namespace mbts.spark {
|
||||
|
||||
public enum BadgeStyle { Normal, Alternate }
|
||||
|
||||
public enum NetChangeTerms { None, Dollars, Ticks }
|
||||
// TODO: rename to PriceDisplayFormat (today is merge monday, since this isn't a functional change, it is not worth the potential merge headaches right now)
|
||||
public enum NetChangeTerms {
|
||||
[Description("Standard Ticks")]
|
||||
None,
|
||||
[Description("Net Change Dollars")]
|
||||
Dollars,
|
||||
[Description("Net Change Ticks")]
|
||||
Ticks
|
||||
}
|
||||
|
||||
[ProtoMember(1)]
|
||||
public double row_height { get; set; }
|
||||
@@ -346,6 +383,10 @@ namespace mbts.spark {
|
||||
public bool scroll_bar_visible { get; set; }
|
||||
// USED [ProtoMember(11)]
|
||||
// USED [ProtoMember(12)]
|
||||
[ProtoMember(51)]
|
||||
public uint default_account { get; set; }
|
||||
[ProtoMember(52)]
|
||||
public AlgoID default_algo { get; set; }
|
||||
[ProtoMember(13)]
|
||||
public CustomOrderDefinition.CustomOneofCase default_order_type { get; set; }
|
||||
[ProtoMember(14)]
|
||||
@@ -356,6 +397,8 @@ namespace mbts.spark {
|
||||
public bool animate_recenter { get; set; } = true;
|
||||
[ProtoMember(17)]
|
||||
public BadgeStyle badge_style { get; set; }
|
||||
[ProtoMember(53)]
|
||||
public bool auto_clear { get; set; }
|
||||
|
||||
[ProtoMember(18)]
|
||||
public LadderMarketBreakLine bid_break_line { get; set; }
|
||||
@@ -397,6 +440,8 @@ namespace mbts.spark {
|
||||
public bool order_type_visible { get; set; }
|
||||
[ProtoMember(36), DefaultValue(true)]
|
||||
public bool account_position_visible { get; set; }
|
||||
[ProtoMember(50), DefaultValue(true)]
|
||||
public bool day_position_visible { get; set; }
|
||||
[ProtoMember(37), DefaultValue(true)]
|
||||
public bool size_presets_visible { get; set; }
|
||||
[ProtoMember(38), DefaultValue(true)]
|
||||
@@ -436,6 +481,47 @@ namespace mbts.spark {
|
||||
get => _piq_column ?? (_piq_column = LadderSettings.Default.piq_column);
|
||||
set => _piq_column = value;
|
||||
}
|
||||
[ProtoMember(54), DefaultValue(_default_show_warn_on_cross)]
|
||||
public bool show_warn_on_cross { get; set; }
|
||||
|
||||
[ProtoMember(55)]
|
||||
public LadderMiniOrderBookSettings mini_ob { get; set; }
|
||||
|
||||
public void sanitize() =>
|
||||
sanitize(this);
|
||||
|
||||
// if there are new props, make sure they are not null, invalid, etc.
|
||||
public static LadderSettings sanitize(LadderSettings s) {
|
||||
if (s == null)
|
||||
return null;
|
||||
// these MarketBreakLines are new settings props, ensure they are not null
|
||||
if (s.bid_break_line == null)
|
||||
s.bid_break_line = Default.bid_break_line;
|
||||
if (s.ask_break_line == null)
|
||||
s.ask_break_line = Default.ask_break_line;
|
||||
if (s.mid_break_line == null)
|
||||
s.mid_break_line = Default.mid_break_line;
|
||||
if (s.session_low_line == null)
|
||||
s.session_low_line = Default.session_low_line;
|
||||
if (s.session_high_line == null)
|
||||
s.session_high_line = Default.session_high_line;
|
||||
if (s.session_range_fill == null)
|
||||
s.session_range_fill = Default.session_range_fill;
|
||||
if (s.volume_column == null)
|
||||
s.volume_column = Default.volume_column;
|
||||
if (s.size_display == null)
|
||||
s.size_display = MarketSizeDisplay.get_default();
|
||||
if (s.size_display.normal == null)
|
||||
s.size_display = s.size_display.with(MarketSizeDisplay.get_default().normal);
|
||||
if (s.mini_ob.value == null)
|
||||
s.mini_ob = new LadderMiniOrderBookSettings(bts.shell.orderbook.OrderBookStartupData.default_mini_grid.general);
|
||||
#pragma warning disable CS0612 // Type or member is obsolete
|
||||
if (s.mini_ob.value.sorting_criterion.Count == 0)
|
||||
s.mini_ob = new LadderMiniOrderBookSettings(s.mini_ob.value.with(sorting_criterion: bts.shell.orderbook.OrderBookStartupData.default_mini_grid.general.sorting_criterion));
|
||||
#pragma warning restore CS0612 // Type or member is obsolete
|
||||
s.row_height = LadderRender.measure_row_height(s);
|
||||
return s;
|
||||
}
|
||||
|
||||
public bool Equals(LadderSettings other) =>
|
||||
other != null &&
|
||||
@@ -449,11 +535,13 @@ namespace mbts.spark {
|
||||
piq_column.safe_equals(other.piq_column) &&
|
||||
calculator_buttons.safe_equals(other.calculator_buttons, (a, b) => a.SequenceEqual(b)) &&
|
||||
scroll_bar_visible == other.scroll_bar_visible &&
|
||||
default_order_type == other.default_order_type &&
|
||||
default_account == other.default_account &&
|
||||
default_algo == other.default_algo &&
|
||||
default_time_in_force == other.default_time_in_force &&
|
||||
size == other.size &&
|
||||
animate_recenter == other.animate_recenter &&
|
||||
badge_style == other.badge_style &&
|
||||
auto_clear == other.auto_clear &&
|
||||
bid_break_line.safe_equals(other.bid_break_line) &&
|
||||
ask_break_line.safe_equals(other.ask_break_line) &&
|
||||
mid_break_line.safe_equals(other.mid_break_line) &&
|
||||
@@ -473,6 +561,7 @@ namespace mbts.spark {
|
||||
tif_visible == other.tif_visible &&
|
||||
order_type_visible == other.order_type_visible &&
|
||||
account_position_visible == other.account_position_visible &&
|
||||
day_position_visible == other.day_position_visible &&
|
||||
size_presets_visible == other.size_presets_visible &&
|
||||
cancel_buys_visible == other.cancel_buys_visible &&
|
||||
cancel_sells_visible == other.cancel_sells_visible &&
|
||||
@@ -484,10 +573,13 @@ namespace mbts.spark {
|
||||
zoom_factor == other.zoom_factor &&
|
||||
use_defaults == other.use_defaults &&
|
||||
favorite_algos == other.favorite_algos &&
|
||||
net_change == other.net_change;
|
||||
net_change == other.net_change &&
|
||||
show_warn_on_cross == other.show_warn_on_cross &&
|
||||
mini_ob == other.mini_ob;
|
||||
|
||||
public override bool Equals(object obj) => Equals(obj as LadderSettings);
|
||||
|
||||
// TODO: remove mutable props from hash logic (or conversely, make them immutable).
|
||||
public override int GetHashCode() =>
|
||||
EqualityComparer.aggregate_hash(
|
||||
row_height.GetHashCode(),
|
||||
@@ -500,7 +592,6 @@ namespace mbts.spark {
|
||||
EqualityComparer.safe_get_hash_code(piq_column),
|
||||
EqualityComparer.safe_get_hash_code(calculator_buttons),
|
||||
scroll_bar_visible.GetHashCode(),
|
||||
default_order_type.GetHashCode(),
|
||||
default_time_in_force.GetHashCode(),
|
||||
size.GetHashCode(),
|
||||
animate_recenter.GetHashCode(),
|
||||
@@ -535,7 +626,8 @@ namespace mbts.spark {
|
||||
zoom_factor.GetHashCode(),
|
||||
use_defaults.GetHashCode(),
|
||||
favorite_algos.GetHashCode(),
|
||||
net_change.GetHashCode());
|
||||
net_change.GetHashCode(),
|
||||
show_warn_on_cross.GetHashCode());
|
||||
|
||||
public struct WindowSpecifics {
|
||||
public readonly double order_entry_panel_width, zoom_factor;
|
||||
|
||||
@@ -1,15 +1,20 @@
|
||||
using bts.api;
|
||||
using bts.md;
|
||||
using mbts;
|
||||
using mbts.config;
|
||||
using mbts.persist;
|
||||
using mbts.spark;
|
||||
using mbts.spark.utilities;
|
||||
using mbts.ui;
|
||||
using mbts.ui.shell;
|
||||
using mbts.ui.spark;
|
||||
using ProtoBuf;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Collections.Immutable;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Reactive.Subjects;
|
||||
using System.Threading;
|
||||
using System.Threading.Tasks;
|
||||
using System.Windows;
|
||||
@@ -21,17 +26,26 @@ namespace bts.shell {
|
||||
readonly LadderConfig _ladder_conf;
|
||||
readonly IBus _bus;
|
||||
readonly IWindowManager _wm;
|
||||
readonly MBOService _mbo;
|
||||
readonly UserSettingsHub _settings_hub;
|
||||
readonly OrdersModel _orders_model;
|
||||
IReadOnlyDictionary<uint, SecurityMD> _securities = new Dictionary<uint, SecurityMD>();
|
||||
|
||||
public LadderWindowFactory(IShellModule owner, IBus bus, IWindowManager wm, UserSettingsHub settings_hub, OrdersModel orders_model)
|
||||
public LadderWindowFactory(
|
||||
IShellModule owner,
|
||||
IBus bus,
|
||||
IWindowManager wm,
|
||||
UserSettingsHub settings_hub,
|
||||
OrdersModel orders_model,
|
||||
MBOService mbo)
|
||||
|
||||
: base(owner, "SparkLadder") {
|
||||
_bus = bus;
|
||||
_wm = wm;
|
||||
_settings_hub = settings_hub;
|
||||
_orders_model = orders_model;
|
||||
_ladder_conf = new LadderConfig(Configuration.get<bts.config.LadderKnobs>(), Configuration.get<bts.config.MultiThreadedWindows>().ladder);
|
||||
_mbo = mbo;
|
||||
_dispose = Disposable.Create(
|
||||
bus.subscribe(SparkTags.SecuritiesTag).Subscribe(s => _securities = s),
|
||||
bus.subscribe(SparkTags.ShowLadderTag).OnDispatcher().Subscribe(s => show_windows(new[] { s })),
|
||||
@@ -42,63 +56,217 @@ namespace bts.shell {
|
||||
public async override Task<IShellWindow> load(LadderSaveState state) {
|
||||
await Wait.until_true(() => _securities.ContainsKey(state.security_key), _ladder_conf.security_timeout);
|
||||
if (_securities.TryGetValue(state.security_key, out SecurityMD security)) {
|
||||
return create_ladder_window(security, state.settings);
|
||||
return create_ladder_window(security, state.settings, state.settings_id);
|
||||
}
|
||||
return null;
|
||||
}
|
||||
|
||||
static LadderSaveState _get_state(LadderVM vm) =>
|
||||
new LadderSaveState { security_key = vm.security.Id, settings = vm.get_save_state() };
|
||||
LadderSaveState _get_state(LadderVM vm, uint id) {
|
||||
LadderSettings s = vm.get_save_state();
|
||||
if (id != 0) {
|
||||
if (!_settings_hub.current.ladder_profiles.TryGetFirst(lp => lp.id == id, out var result)) {
|
||||
// profile was deleted
|
||||
id = 0;
|
||||
} else {
|
||||
var curr_profile = _fit_to_sec(result.value, vm.security.ContractCase);
|
||||
if (!s.Equals(curr_profile)) {
|
||||
// ladder's settings diverged from the profile (this happens when the user changes settings outside of the settings dialog, such as column widths, left panel width, etc.)
|
||||
id = 0;
|
||||
}
|
||||
}
|
||||
}
|
||||
return new LadderSaveState { security_key = vm.security.Id, settings = s, settings_id = id };
|
||||
}
|
||||
|
||||
int _ladder_count = 0;
|
||||
IShellWindow create_ladder_window(SecurityMD md, LadderSettings state_settings) {
|
||||
var id = Interlocked.Increment(ref _ladder_count) % Environment.ProcessorCount;
|
||||
IShellWindow create_ladder_window(SecurityMD md, LadderSettings state_settings, uint settings_id = 0) {
|
||||
IDisposable active_settings_dialog = null;
|
||||
var thread_id = Interlocked.Increment(ref _ladder_count) % Environment.ProcessorCount;
|
||||
// on_shell_window_vm should behave like an event (do not set to null)
|
||||
Action<ShellWindowVM> on_shell_window_vm = _ => { };
|
||||
ShellWindowVM shell_window_vm = null;
|
||||
IShellWindow shell_window = null;
|
||||
var title_source = new LazyObservable<string>(() => ShellWindowExtensions.literal_title_source(shell_window, shell_window_vm));
|
||||
var view = new Lazy<UIElement>(() => {
|
||||
var model = new LadderModel(md, _orders_model);
|
||||
var settings_manager = new WindowSettingsManager<LadderSettings>(
|
||||
_settings_hub, state_settings == null || state_settings.use_defaults ? null : state_settings,
|
||||
us => sanitize_ladder_settings(us.ladder),
|
||||
(us, v) => us.with(sanitize_ladder_settings(v)));
|
||||
var init = state_settings ?? settings_manager.default_settings;
|
||||
init.use_defaults |= state_settings == null;
|
||||
var vm = LadderVM.create(_bus, model, settings_manager, init);
|
||||
// resources
|
||||
var model = new LadderModel(md, _orders_model, _mbo);
|
||||
var profile_service = new SettingsProfileService<LadderSettings>(_settings_hub,
|
||||
us => ImmutableDictionary<uint, SettingsProfile<LadderSettings>>.Empty.AddRange(us.ladder_profiles.ToDictionary(
|
||||
lp => lp.id,
|
||||
lp => new SettingsProfile<LadderSettings>(lp.id, lp.name, LadderSettings.sanitize(lp.value), lp.security_criteria))),
|
||||
(us, lps) => us.with(ladder_profiles: lps.Values.Select(lp => new LadderSettingsProfile(lp.id, lp.name, lp.value, lp.security_criteria)).ToArray()));
|
||||
state_settings?.sanitize();
|
||||
/// When settings are adjusted outside of the settings dialog, the vm should raise the <see cref="LadderVM.settings_invalidated"/> event.
|
||||
/// In response to that event, 'needs_resync' is set to true. This causes 'last_value' to be refreshed when the next caller requests the latest settings
|
||||
/// (i.e., an IObserver subscribing to the settings_source, or the settings-dialog viewmodel).
|
||||
bool initialized = false, needs_resync = false;
|
||||
LadderSettings last_value = fit_to_sec(state_settings);
|
||||
LadderVM vm = null;
|
||||
var settings_subject = new Subject<LadderSettings>();
|
||||
var settings_source = Observable.Create<LadderSettings>(o => {
|
||||
ensure_synced();
|
||||
if (last_value != null)
|
||||
o.OnNext(last_value);
|
||||
return settings_subject.Subscribe(s => {
|
||||
if (s != null)
|
||||
o.OnNext(s);
|
||||
});
|
||||
});
|
||||
// vm
|
||||
vm = LadderVM.create(_bus, model, LadderSettings.sanitize(last_value ?? _settings_hub.current.ladder), settings_source);
|
||||
vm.settings_invalidated += on_settings_invalidated;
|
||||
vm.order_properties_vm.open_algo_popup_on_select = _ladder_conf.open_algo_popup_on_select;
|
||||
vm.order_properties_vm.use_algo_param_grid = _ladder_conf.use_algo_param_grid;
|
||||
vm.request_settings_dialog += open_settings_dialog;
|
||||
var settings_subscription = _settings_hub.subscribe_default_settings().Subscribe(on_user_settings);
|
||||
vm.OnDisposed += disposing => {
|
||||
Disposable.dispose(ref settings_subscription);
|
||||
Disposable.dispose(ref active_settings_dialog);
|
||||
Disposable.dispose(ref settings_subject);
|
||||
};
|
||||
// view
|
||||
var lv = new LadderView(vm);
|
||||
foreach (var kv in AlgoStudioModelUtils.get_dynamic_resources(vm.model.order_gateway.algo_model.ui_configuration))
|
||||
lv.Resources[kv.Key] = kv.Value;
|
||||
return lv;
|
||||
// local methods
|
||||
LadderSettings fit_to_sec(LadderSettings s) =>
|
||||
_fit_to_sec(s, md.security.ContractCase);
|
||||
|
||||
void on_settings_invalidated() =>
|
||||
needs_resync = true;
|
||||
|
||||
void ensure_synced() {
|
||||
if (!needs_resync)
|
||||
return;
|
||||
var curr = vm.get_save_state();
|
||||
if (settings_id == 0) {
|
||||
last_value = curr;
|
||||
} else if (!curr.Equals(last_value)) {
|
||||
settings_id = 0;
|
||||
last_value = curr;
|
||||
}
|
||||
needs_resync = false;
|
||||
}
|
||||
|
||||
void on_user_settings(UserSettings us) {
|
||||
if (initialized) {
|
||||
ensure_synced();
|
||||
if (settings_id == 0) {
|
||||
// not on a profile, don't respond to default settings changes
|
||||
return;
|
||||
} else if (us.ladder_profiles.TryGetFirst(p => p.id == settings_id, out var profile)) {
|
||||
if (!last_value.Equals(vm.get_save_state())) {
|
||||
settings_id = 0;
|
||||
} else {
|
||||
settings_subject.OnNext(last_value = fit_to_sec(profile.value));
|
||||
}
|
||||
} else {
|
||||
// profile was deleted; keep the current settings and switch to the 'Local' profile.
|
||||
settings_id = 0;
|
||||
}
|
||||
} else if (_settings_hub.initialized) {
|
||||
initialized = true;
|
||||
if (settings_id != 0) {
|
||||
if (us.ladder_profiles.TryGetFirst(p => p.id == settings_id, out var profile)) {
|
||||
last_value = fit_to_sec(profile.value);
|
||||
} else {
|
||||
settings_id = 0;
|
||||
}
|
||||
}
|
||||
if (settings_id == 0 && last_value == null) {
|
||||
foreach (var lp in _settings_hub.current.ladder_profiles) {
|
||||
// TODO: Use a kind of 'match priority' to resolve conflicts when the security is included in more than 1 profile's security criteria.
|
||||
// In the meantime, simply use the first match.
|
||||
if (lp.security_criteria.includes(md.security)) {
|
||||
last_value = fit_to_sec(lp.value);
|
||||
settings_id = lp.id;
|
||||
break;
|
||||
}
|
||||
}
|
||||
if (last_value == null)
|
||||
last_value = fit_to_sec(_settings_hub.current.ladder);
|
||||
}
|
||||
settings_subject.OnNext(last_value);
|
||||
}
|
||||
}
|
||||
|
||||
void open_settings_dialog() {
|
||||
// dialog vm
|
||||
var dialog_vm = new ProfiledShellSettingsDialogVM<LadderSettings, LadderSettingsVM, LadderSettingsProfile>(
|
||||
profile_service,
|
||||
us => us.ladder ?? LadderSettings.Default,
|
||||
s => {
|
||||
var svm = new LadderSettingsVM(model.order_gateway, vm.security);
|
||||
svm.load(s);
|
||||
return svm;
|
||||
},
|
||||
fit_to_sec,
|
||||
vm.get_save_state(),
|
||||
UserSettings.FileExtensions.LADDER,
|
||||
settings_id);
|
||||
dialog_vm.applied += apply;
|
||||
// dialog
|
||||
var dialog = new ShellSettingsDialog { DataContext = dialog_vm };
|
||||
dialog_vm.SubscribeDisposed(title_source.OnDispatcher().Subscribe(t => dialog_vm.title = t));
|
||||
dialog.Resources[ShellSettingsDialog.SecurityMapKey] = _securities;
|
||||
dialog_vm.RequestClose += on_request_close;
|
||||
dialog.Closed += on_closed;
|
||||
Disposable.replace(ref active_settings_dialog, Disposable.Create(destroy_all));
|
||||
dialog.move_to_mouse(-500, -500);
|
||||
dialog.Show();
|
||||
// local methods
|
||||
void apply(SettingsProfile<LadderSettings> profile) {
|
||||
settings_id = profile.id;
|
||||
last_value = profile.value;
|
||||
settings_subject.OnNext(profile.value);
|
||||
}
|
||||
// idempotent
|
||||
void destroy_all() {
|
||||
destroy_window();
|
||||
destroy_vm();
|
||||
}
|
||||
// idempotent
|
||||
void destroy_window() {
|
||||
if (dialog == null) return;
|
||||
try {
|
||||
var temp = dialog;
|
||||
dialog = null;
|
||||
temp.Closed -= on_closed;
|
||||
temp.Close();
|
||||
} catch (Exception ex) {
|
||||
on_error("closing window", ex);
|
||||
}
|
||||
}
|
||||
// idempotent
|
||||
void destroy_vm() {
|
||||
if (dialog_vm == null) return;
|
||||
try {
|
||||
var temp = dialog_vm;
|
||||
dialog_vm = null;
|
||||
temp.applied -= apply;
|
||||
temp.RequestClose -= on_request_close;
|
||||
temp.Dispose();
|
||||
} catch (Exception ex) {
|
||||
on_error("disposing vm", ex);
|
||||
}
|
||||
}
|
||||
void on_closed(object sender, EventArgs e) => destroy_all();
|
||||
void on_request_close(object sender, EventArgs e) => destroy_all();
|
||||
void on_error(string action_desc, Exception error) =>
|
||||
Log.Ui.warn($"LadderSettingsDialog error {action_desc}: {error}.");
|
||||
}
|
||||
});
|
||||
string thread = _ladder_conf.ladders_on_threads ? $"Ladder{id:00}" : "";
|
||||
return ShellWindow.create(
|
||||
string thread = _ladder_conf.ladders_on_threads ? $"Ladder{thread_id:00}" : "";
|
||||
return shell_window = ShellWindow.create(
|
||||
module, md.security.ToString(), _window_type, view,
|
||||
(v,s) => save(_get_state(((LadderView)v).vm), s),
|
||||
icon: Icons.Ladder,
|
||||
thread_id: thread);
|
||||
// if there are new props, make sure they are not null, invalid, etc.
|
||||
LadderSettings sanitize_ladder_settings(LadderSettings s) {
|
||||
// these MarketBreakLines are new settings props, ensure they are not null
|
||||
if (s.bid_break_line == null)
|
||||
s.bid_break_line = LadderSettings.Default.bid_break_line;
|
||||
if (s.ask_break_line == null)
|
||||
s.ask_break_line = LadderSettings.Default.ask_break_line;
|
||||
if (s.mid_break_line == null)
|
||||
s.mid_break_line = LadderSettings.Default.mid_break_line;
|
||||
if (s.session_low_line == null)
|
||||
s.session_low_line = LadderSettings.Default.session_low_line;
|
||||
if (s.session_high_line == null)
|
||||
s.session_high_line = LadderSettings.Default.session_high_line;
|
||||
if (s.session_range_fill == null)
|
||||
s.session_range_fill = LadderSettings.Default.session_range_fill;
|
||||
if (s.volume_column == null)
|
||||
s.volume_column = LadderSettings.Default.volume_column;
|
||||
if (s.size_display == null)
|
||||
s.size_display = MarketSizeDisplay.get_default();
|
||||
if (s.size_display.normal == null)
|
||||
s.size_display = s.size_display.with(MarketSizeDisplay.get_default().normal);
|
||||
s.row_height = LadderRender.measure_row_height(s);
|
||||
return s;
|
||||
}
|
||||
(v, s) => save(_get_state(((LadderView)v).vm, settings_id), s),
|
||||
icon: Icons.Ladder,
|
||||
thread_id: thread,
|
||||
vm => {
|
||||
shell_window_vm = vm;
|
||||
title_source.connect();
|
||||
});
|
||||
}
|
||||
|
||||
void show_windows(IReadOnlyCollection<SecurityMD> securities) {
|
||||
@@ -115,26 +283,19 @@ namespace bts.shell {
|
||||
}
|
||||
}
|
||||
|
||||
// TODO: whenever we re-implement the linked ladder, need to add some field to the LadderSaveState to indicate the owning window
|
||||
//void show_linked(IObservable<SecurityMD> keystream) {
|
||||
// var view = new LadderView();
|
||||
// IDisposable sub = null;
|
||||
// var window =
|
||||
// ShellWindow.create(module, "loading", view,
|
||||
// Disposable.Create(() => {
|
||||
// (view.DataContext as LadderVM)?.Dispose();
|
||||
// sub?.Dispose();
|
||||
// }), s => {
|
||||
// var vm = view.DataContext as LadderVM;
|
||||
// if (vm != null) save(_get_state(vm), s);
|
||||
// }, Icons.Ladder);
|
||||
// sub =
|
||||
// keystream
|
||||
// .Select(smd => new LadderVM(_bus, new LadderModel(smd, _orders_model),
|
||||
// Observable.Return(_orders_model.factory.default_ladder_settings(smd.security)))
|
||||
// ).Aggregate((old, vm) => { old.Dispose(); return vm; })
|
||||
// .Subscribe(vm => { view.DataContext = vm; window.Title = vm.security.ToString(); });
|
||||
//}
|
||||
LadderSettings _fit_to_sec(LadderSettings s, Security.ContractOneofCase sec_type) {
|
||||
if (s == null) return null;
|
||||
var algo_key = AlgoID.to_algo_key(s.default_algo, _orders_model.dynamic_helper.dynamic_type_index);
|
||||
if (algo_key.mode == AlgoKey.Mode.Factory) {
|
||||
var fitted_algo = OrderDataHelper.fit_to_type(algo_key.factory.structure.build_algo(_orders_model.dynamic_helper), sec_type, true);
|
||||
if (fitted_algo.HasValue) {
|
||||
// be sure to clone ('s' may be shared)
|
||||
s = SparkUtils.clone_proto(s);
|
||||
s.default_algo = AlgoID.from_custom_def(fitted_algo.Value);
|
||||
}
|
||||
}
|
||||
return s;
|
||||
}
|
||||
|
||||
readonly struct LadderConfig {
|
||||
public readonly uint max_open_ladders;
|
||||
@@ -157,5 +318,7 @@ namespace bts.shell {
|
||||
public UInt32 security_key;
|
||||
[ProtoMember(2)]
|
||||
public mbts.spark.LadderSettings settings;
|
||||
[ProtoMember(3)]
|
||||
public uint settings_id;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,5 +1,7 @@
|
||||
using bts.api;
|
||||
using bts.api.orderman;
|
||||
using bts.shell.orderbook;
|
||||
using mbts.persist;
|
||||
using mbts.ui;
|
||||
using mbts.ui.shell;
|
||||
using System;
|
||||
@@ -44,11 +46,14 @@ namespace mbts.spark {
|
||||
double _real_price = double.NaN, _phantom_price = double.NaN;
|
||||
uint filled, quantity, num_root_orders;
|
||||
int working_quantity;
|
||||
uint? _min_piq = UInt32.MaxValue;
|
||||
|
||||
public event Action piq_changed;
|
||||
|
||||
LadderModel model => _owner.model;
|
||||
Dictionary<uint, (OrderRecordImmutable order, uint? p, AlgoDefinitionMetadata? meta)> _orders = new Dictionary<uint, (OrderRecordImmutable order, uint? p, AlgoDefinitionMetadata? meta)>();
|
||||
Dictionary<uint, (OrderRecordImmutable order, uint? p, AlgoData? algo, AlgoDefinitionMetadata? meta)> _orders = new Dictionary<uint, (OrderRecordImmutable order, uint? p, AlgoData? algo, AlgoDefinitionMetadata? meta)>();
|
||||
|
||||
public LadderOrderVM((OrderRecordImmutable, uint?, AlgoDefinitionMetadata?) op, double real_price, LadderVM owner, IBus bus, IObservable<LadderSettings.BadgeStyle> bs) {
|
||||
public LadderOrderVM((OrderRecordImmutable, uint?, AlgoData?, AlgoDefinitionMetadata?) op, double real_price, LadderVM owner, IBus bus, IObservable<LadderSettings.BadgeStyle> bs) {
|
||||
_owner = owner;
|
||||
_bus = bus;
|
||||
_bs = bs;
|
||||
@@ -114,7 +119,7 @@ namespace mbts.spark {
|
||||
var single_order_metadata = _owner.model.order_gateway.factory.get_metadata(single_order);
|
||||
border = single_order_metadata.Color.rgb_brush();
|
||||
if (_orders.TryGetValue(single_order.Key, out var opm)) {
|
||||
algo_studio_abbreviation = opm.meta?.abbreviation ?? string.Empty;
|
||||
algo_studio_abbreviation = _sanitize_abbreviation(string.IsNullOrEmpty(opm.meta?.abbreviation) ? _generate_abbreviation_for_algo_studio_algo(opm.algo) : opm.meta?.abbreviation);
|
||||
border = opm.meta?.badge_color?.rgb_color().rgb_brush() ?? border;
|
||||
}
|
||||
if (single_order.order_type().is_bts_algo_type()) {
|
||||
@@ -131,6 +136,34 @@ namespace mbts.spark {
|
||||
|
||||
_set_badge_text();
|
||||
|
||||
string _generate_abbreviation_for_algo_studio_algo(AlgoData? a) {
|
||||
char[] delim = { ' ' };
|
||||
string candidate = string.Empty;
|
||||
if (a.HasValue) {
|
||||
var algo_name = a.Value.name;
|
||||
var words = algo_name.Split(delim);
|
||||
if (words.Length == 1) {
|
||||
var single_word = words[0];
|
||||
if (single_word.Length > 1) {
|
||||
candidate = words[0];
|
||||
} else {
|
||||
candidate = single_word;
|
||||
}
|
||||
} else {
|
||||
candidate = words.Take(2).Select(w => w.Substring(0, 1)).list_string(string.Empty);
|
||||
}
|
||||
}
|
||||
return candidate.ToUpper();
|
||||
}
|
||||
|
||||
string _sanitize_abbreviation(string ab) {
|
||||
string candidate = ab;
|
||||
if (ab.Length > 2) {
|
||||
candidate = candidate.Substring(0, 2);
|
||||
}
|
||||
return candidate.ToUpper();
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
private void _set_badge_text() {
|
||||
@@ -138,12 +171,32 @@ namespace mbts.spark {
|
||||
RaisePropertyChanged(nameof(text_lines));
|
||||
}
|
||||
|
||||
public void add_order((OrderRecordImmutable order, uint? p, AlgoDefinitionMetadata? meta) new_op) {
|
||||
/// <summary>
|
||||
/// Add Order performs an add the first time it's called via the constructor. When it's called, directly
|
||||
/// it really serves as an update/replace. Also note that since the min_piq is a separate piece of state representing
|
||||
/// the lowest piq of the orders the badge represents, we must reevaluate if that has changed on said update.
|
||||
/// </summary>
|
||||
public void add_order((OrderRecordImmutable order, uint? p, AlgoData? algo, AlgoDefinitionMetadata? meta) new_op) {
|
||||
_orders[new_op.order.Key] = new_op;
|
||||
// reevaluate min piq if this order's piq is less
|
||||
if (new_op.p.HasValue) {
|
||||
// if this lovm only represents 1 order and the piq is now different, regardless of what it is that's our piq
|
||||
if (_orders.Count == 1 && new_op.p.Value != min_piq) {
|
||||
min_piq = new_op.p.Value;
|
||||
} else if (new_op.p.Value < min_piq) {
|
||||
min_piq = new_op.p.Value;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
public void remove_order(uint order_key) {
|
||||
_orders.Remove(order_key);
|
||||
// on a remove, potentially the order w/ the lowest piq has been removed, so
|
||||
// if the min() is now > than the current min_piq, update the min_piq
|
||||
var prospective_piq = _orders.Select(op => op.Value.p).Where(piq => piq.HasValue).Min();
|
||||
if (prospective_piq > min_piq) {
|
||||
min_piq = prospective_piq;
|
||||
}
|
||||
}
|
||||
|
||||
//public void update(OrderRecordImmutable neworder) {
|
||||
@@ -155,7 +208,16 @@ namespace mbts.spark {
|
||||
|
||||
public uint security_key => _owner.security.Id;
|
||||
public double price { get => double.IsNaN(_phantom_price) ? _real_price : _phantom_price; }
|
||||
public uint? min_piq => _orders.Select(op => op.Value.p).Where(piq => piq.HasValue).Min();
|
||||
public uint? min_piq {
|
||||
get {
|
||||
return _min_piq;
|
||||
}
|
||||
set {
|
||||
if (Set(ref _min_piq, value)) {
|
||||
piq_changed?.Invoke();
|
||||
}
|
||||
}
|
||||
}
|
||||
public double real_price => _real_price;
|
||||
public Side side {
|
||||
get {
|
||||
@@ -232,50 +294,29 @@ namespace mbts.spark {
|
||||
price_filter.minimum.value = real_price;
|
||||
price_filter.maximum.value = real_price;
|
||||
|
||||
var obvm = new OrderBookVM(null, _owner.bus, null, _owner.model.order_gateway, null, true);
|
||||
var state = new bts.shell.orderbook.OrderBookStartupData(
|
||||
new bts.shell.orderbook.FilterStates {
|
||||
security_criteria = new SecurityCriteria(_owner.security),
|
||||
price = price_filter,
|
||||
statuses = new[] { OrderStatus.Working }
|
||||
statuses = new[] { OrderStatus.Working },
|
||||
order_types = AlgoID.exchange_algo_keys
|
||||
},
|
||||
bts.shell.orderbook.OrderBookStartupData.default_mini_grid,
|
||||
bts.shell.orderbook.OrderBookStartupData.default_mini_grid.with(_owner.current_settings.mini_ob.value),
|
||||
use_defaults: false
|
||||
);
|
||||
// NOTE:
|
||||
// we might need the ObservableAppend to InsertAt
|
||||
// if these EditXXX ever support settings.
|
||||
|
||||
// The end result after this group of lines will be
|
||||
// ----------------------------------------------
|
||||
// | Cancel | Update | Qty | Price | Commit | Attach | Detach | ...
|
||||
// ----------------------------------------------
|
||||
//
|
||||
var settings_man = new WindowSettingsManager<OrderBookGridSettings>.DisconnectedImpl(state.orderbook_grid);
|
||||
var obvm = new OrderBookVM(_owner.bus, null, _owner.model.order_gateway, settings_man, true);
|
||||
_owner.settings.Subscribe(s => settings_man.instance_settings = settings_man.instance_settings.with(s.mini_ob.value));
|
||||
obvm.columns.Insert(0, new OrderBookVM.AttachDetachColumn(typeof(MiniOrderBookView)));
|
||||
obvm.columns.Insert(0, new OrderBookVM.CommitColumn());
|
||||
var price_col = obvm.columns.FirstOrDefault(x => x.id == OrderBookGridView.ColumnKeys.Price.ToString());
|
||||
var price_index = obvm.columns.indexOf(price_col);
|
||||
if (price_index > -1) {
|
||||
var existing_editprice_col = obvm.columns.FirstOrDefault(x => x.id == OrderBookGridView.ColumnKeys.EditablePrice.ToString());
|
||||
var existing_editprice_index = obvm.columns.indexOf(existing_editprice_col);
|
||||
if (existing_editprice_index == -1) {
|
||||
// insert the edit price column at the beginning
|
||||
obvm.columns.Insert(0, new OrderBookVM.EditablePriceColumn());
|
||||
}
|
||||
}
|
||||
var qty_col = obvm.columns.FirstOrDefault(x => x.id == OrderBookGridView.ColumnKeys.Size.ToString());
|
||||
var qty_index = obvm.columns.indexOf(qty_col);
|
||||
if (qty_index > -1) {
|
||||
var existing_editqty_col = obvm.columns.FirstOrDefault(x => x.id == OrderBookGridView.ColumnKeys.EditableQty.ToString());
|
||||
var existing_editqty_index = obvm.columns.indexOf(existing_editqty_col);
|
||||
if (existing_editqty_index == -1) {
|
||||
// insert the edit quantity column at the beginning
|
||||
obvm.columns.Insert(0, new OrderBookVM.EditableQtyColumn());
|
||||
}
|
||||
}
|
||||
obvm.columns.Insert(0, new OrderBookVM.EditablePriceColumn());
|
||||
obvm.columns.Insert(0, new OrderBookVM.EditableQtyColumn());
|
||||
obvm.columns.Insert(0, new OrderBookVM.UpdateColumn(typeof(MiniOrderBookView)));
|
||||
obvm.columns.Insert(0, new OrderBookVM.CancelColumn(nameof(OrderBookRowVM.cancel_command)));
|
||||
|
||||
// the CheckColumn must be inserted at the front of the ObservableAppendCollection,
|
||||
// and not mixed with the other columns in said ObservableAppendCollection's underlying ObservableCollection (the settings dialog uses the underlying collection).
|
||||
// The user cannot adjust this column in the settings dialog, and it should always be the left-most column.
|
||||
obvm.columns.insert_front(new OrderBookVM.CheckColumn(nameof(OrderBookRowVM.is_selected)));
|
||||
obvm.load_from(state);
|
||||
return obvm;
|
||||
}
|
||||
|
||||
@@ -1,5 +1,8 @@
|
||||
using bts.api;
|
||||
using bts;
|
||||
using bts.api;
|
||||
using bts.api.orderman;
|
||||
using bts.collections;
|
||||
using bts.shell.orderbook;
|
||||
using bts.utils;
|
||||
using mbts.collections;
|
||||
using mbts.ui;
|
||||
@@ -8,10 +11,14 @@ using mbts.ui.controls.color_picker;
|
||||
using mbts.ui.shell;
|
||||
using mbts.ui.spark;
|
||||
using mbts.ui.utility;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
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.Windows;
|
||||
using System.Windows.Input;
|
||||
@@ -19,19 +26,30 @@ using System.Windows.Media;
|
||||
using TextUtils = mbts.ui.utility.text.TextUtils;
|
||||
|
||||
namespace mbts.spark {
|
||||
class LadderSettingsVM : ViewModelBase, IWindowSettingsVM<LadderSettings>, ITemplateSelectorKey, IDisposable {
|
||||
class LadderSettingsVM : DisposableViewModelBase, IWindowSettingsVM<LadderSettings>, IValueFactory<LadderSettings>, IObservable<LadderSettings>, ITemplateSelectorKey {
|
||||
readonly Property<LadderSettings.BadgeStyle> _badge_style;
|
||||
readonly Property<uint> _alternate_order_size;
|
||||
readonly DelegateProperty<double> _row_height;
|
||||
Func<double> _get_order_entry_panel_width, _get_zoom_factor;
|
||||
readonly UserProperty<AccountTuple?> _default_account;
|
||||
readonly UserProperty<AlgoDefinitionVM> _default_algo;
|
||||
readonly DeferrableActionWrapper _update;
|
||||
readonly ObservableKeyedCollection<AccountTuple?, uint> _accounts = new ObservableKeyedCollection<AccountTuple?, uint>(AccountTuple.nullable_key_fn);
|
||||
readonly ObservableKeyedCollection<AlgoDefinitionVM, AlgoKey> _algo_definitions = new ObservableKeyedCollection<AlgoDefinitionVM, AlgoKey>(d => d.key);
|
||||
readonly OrdersModel _model;
|
||||
uint? _desired_account;
|
||||
AlgoID? _desired_algo;
|
||||
TimeInForce _default_time_in_force;
|
||||
LadderSettings.NetChangeTerms _price_format;
|
||||
double _order_entry_panel_width, _zoom_factor;
|
||||
bool _auto_clear, _show_warn_on_cross;
|
||||
LadderSettings _current;
|
||||
LadderColumnSettingsVM
|
||||
_orders = new OrdersColumnSettingsVM(),
|
||||
_bid = new LadderColumnSettingsVM("Bid"),
|
||||
_price = new LadderColumnSettingsVM("Price"),
|
||||
_ask = new LadderColumnSettingsVM("Ask"),
|
||||
_last = new LadderColumnSettingsVM("Last", true),
|
||||
_piq = new LadderColumnSettingsVM("PIQ", true);
|
||||
_last = new LadderColumnSettingsVM("Last", LadderSettingsView.LastColumnTemplateKey, true),
|
||||
_piq = new LadderColumnSettingsVM("PIQ", can_toggle_show: true);
|
||||
VolumeColumnVM _volume = new VolumeColumnVM();
|
||||
LadderMarketBreakLineVM
|
||||
_bid_mkt_line = new LadderMarketBreakLineVM("Bid"),
|
||||
@@ -52,31 +70,25 @@ namespace mbts.spark {
|
||||
_tif_visibility = new OrderEntryPanelItemVisibilityVM("Time In Force"),
|
||||
_order_type_visibility = new OrderEntryPanelItemVisibilityVM("Order Type"),
|
||||
_account_position_visibility = new OrderEntryPanelItemVisibilityVM("Account Position"),
|
||||
_day_position_visibility = new OrderEntryPanelItemVisibilityVM("Day Position"),
|
||||
_size_preset_visibility = new OrderEntryPanelItemVisibilityVM("Size Presets"),
|
||||
_auto_clear_visibility = new OrderEntryPanelItemVisibilityVM("Auto Clear"),
|
||||
_clear_visibility = new OrderEntryPanelItemVisibilityVM("Clear"),
|
||||
_cancel_buys_visibility = new OrderEntryPanelItemVisibilityVM("Cancel Buys"),
|
||||
_cancel_sells_visibility = new OrderEntryPanelItemVisibilityVM("Cancel Sells"),
|
||||
_cancel_all_visibility = new OrderEntryPanelItemVisibilityVM("Cancel All");
|
||||
readonly Property<bool>
|
||||
_show_in_net_change,
|
||||
_show_in_net_change_dollars,
|
||||
_show_in_net_change_ticks;
|
||||
|
||||
public LadderSettingsVM(OrdersModel model, bool is_synthetic, Func<double> get_left_panel_width, Func<double> get_zoom_factor) {
|
||||
this.is_synthetic = is_synthetic;
|
||||
favorite_algos_vm = new FavoriteAlgosVM(model);
|
||||
public LadderSettingsVM(OrdersModel model, SecurityImmutable security) {
|
||||
_model = model;
|
||||
is_synthetic = security.ContractCase == Security.ContractOneofCase.Synthetic;
|
||||
favorite_algos_vm = new FavoriteAlgosVM(_algo_definitions);
|
||||
size_presets = new ObservableEditableCollection<IMutableValueWrapperVM<uint>>(_create_size_preset_vm);
|
||||
size_presets.CollectionChanged += (s, e) => RaisePropertyChanged(nameof(size_presets_text));
|
||||
_badge_style = backing<LadderSettings.BadgeStyle>(nameof(badge_style));
|
||||
_badge_style.Changed += _badge_style_Changed;
|
||||
_alternate_order_size = backing<uint>(nameof(alternate_order_size));
|
||||
_get_order_entry_panel_width = get_left_panel_width;
|
||||
_get_zoom_factor = get_zoom_factor;
|
||||
_show_in_net_change = backing<bool>(nameof(show_in_net_change));
|
||||
_show_in_net_change_dollars = backing<bool>(nameof(show_in_net_change_dollars));
|
||||
_show_in_net_change_ticks = backing<bool>(nameof(show_in_net_change_ticks));
|
||||
|
||||
_default_account = user_backing<AccountTuple?>(nameof(default_account));
|
||||
_default_algo = user_backing<AlgoDefinitionVM>(nameof(default_algo));
|
||||
// be sure to initialize backings before this measure_row_height call
|
||||
_row_height = backing(nameof(row_height), () => LadderRender.measure_row_height(get_result()));
|
||||
_orders.font_size_changed += on_font_size_changed;
|
||||
@@ -85,10 +97,50 @@ namespace mbts.spark {
|
||||
_ask.font_size_changed += on_font_size_changed;
|
||||
_last.font_size_changed += on_font_size_changed;
|
||||
_piq.font_size_changed += on_font_size_changed;
|
||||
|
||||
// accounts
|
||||
accounts_view = new ListCollectionView<AccountTuple?>(_accounts) {
|
||||
CustomSort = Comparer<AccountTuple>.Default.to_nullable().to_non_generic()
|
||||
};
|
||||
// update
|
||||
_update = new DeferrableActionWrapper(() => result_changed?.Invoke());
|
||||
mini_ob.result_changed += _update.execute;
|
||||
foreach (var c in _observable_components)
|
||||
c.PropertyChanged += on_prop_changed;
|
||||
favorite_algos_vm.items.CollectionChanged += on_favorite_algo_items_CollectionChanged;
|
||||
_algo_definitions.AddRange(_model.factory.default_algos(security).Values.Select(algo_factory));
|
||||
_dispose = new CompositeDisposable(
|
||||
_model.factory.subscribe_accounts().OnDispatcher().Subscribe(acc_map => {
|
||||
_accounts.SyncWithDictionary(MappedDictionary.create(acc_map, account_factory));
|
||||
_try_select_desired_account();
|
||||
}),
|
||||
ObservableAutoWrapper.connect_item_hooks(favorite_algos_vm.items, connect_favorite_algo),
|
||||
_model.algo_model.definitions.OnDispatcher().Subscribe(update => {
|
||||
AlgoCollectionHelper.update_persisted_definitions(_algo_definitions, update, algo_factory);
|
||||
_try_select_desired_algo();
|
||||
})
|
||||
) { dispose_resources };
|
||||
// local methods
|
||||
void on_font_size_changed(double oldval, double newval) => _row_height.refresh();
|
||||
void on_prop_changed(object sender, PropertyChangedEventArgs e) => _update.execute();
|
||||
void on_favorite_algo_items_CollectionChanged(object sender, NotifyCollectionChangedEventArgs e) => _update.execute();
|
||||
IDisposable connect_favorite_algo(FavoriteAlgoItem item) {
|
||||
item.PropertyChanged += on_prop_changed;
|
||||
return Disposable.Create(() => item.PropertyChanged -= on_prop_changed);
|
||||
}
|
||||
void dispose_resources() {
|
||||
mini_ob.result_changed -= _update.execute;
|
||||
mini_ob.Dispose();
|
||||
favorite_algos_vm.items.CollectionChanged -= on_favorite_algo_items_CollectionChanged;
|
||||
favorite_algos_vm.Dispose();
|
||||
foreach (var c in _observable_components)
|
||||
c.PropertyChanged -= on_prop_changed;
|
||||
}
|
||||
AccountTuple? account_factory(KeyValuePair<uint, string> kv) => new AccountTuple(kv.Key, kv.Value);
|
||||
AlgoDefinitionVM algo_factory(AlgoData data) => AlgoDefinitionVM.create(_model, data, false);
|
||||
}
|
||||
|
||||
public event Action result_changed;
|
||||
|
||||
private void _badge_style_Changed(LadderSettings.BadgeStyle oldval, LadderSettings.BadgeStyle newval) {
|
||||
if (newval == LadderSettings.BadgeStyle.Alternate && _orders.font_size == 10) {
|
||||
_orders.font_size = 7;
|
||||
@@ -109,6 +161,27 @@ namespace mbts.spark {
|
||||
}
|
||||
|
||||
public MarketSizeDisplayVM size_display { get; } = new MarketSizeDisplayVM();
|
||||
public SimpleGridSettingsVM mini_ob { get; } = new SimpleGridSettingsVM(OrderBookGridSettingsManager.hard_column_flags);
|
||||
// price format
|
||||
public LadderSettings.NetChangeTerms price_format { get => _price_format; set => Set(ref _price_format, value); }
|
||||
public IEnumerable<LadderSettings.NetChangeTerms> price_format_options => EnumHelper.get_values<LadderSettings.NetChangeTerms>();
|
||||
// time in force
|
||||
public TimeInForce default_time_in_force { get => _default_time_in_force; set => Set(ref _default_time_in_force, value); }
|
||||
public IEnumerable<TimeInForce> time_in_force_options => EnumHelper.get_values_except(TimeInForce.Undefined);
|
||||
// account
|
||||
public AccountTuple? default_account { get => _default_account.Value; set => _default_account.Value = value; }
|
||||
public ICollectionView<AccountTuple?> accounts_view { get; }
|
||||
// algo
|
||||
public AlgoDefinitionVM default_algo { get => _default_algo.Value; set => _default_algo.Value = value; }
|
||||
public IReadOnlyObservableCollection<AlgoDefinitionVM> algo_definitions => _algo_definitions;
|
||||
// left-panel (components)
|
||||
public bool auto_clear { get => _auto_clear; set => Set(ref _auto_clear, value); }
|
||||
public double order_entry_panel_width { get => _order_entry_panel_width; set => Set(ref _order_entry_panel_width, value); }
|
||||
public double zoom_factor { get => _zoom_factor; set => Set(ref _zoom_factor, value); }
|
||||
// safety checks
|
||||
public bool show_warn_on_cross { get => _show_warn_on_cross; set => Set(ref _show_warn_on_cross, value); }
|
||||
|
||||
// favorites
|
||||
public FavoriteAlgosVM favorite_algos_vm { get; }
|
||||
|
||||
public double row_height => _row_height.Value;
|
||||
@@ -164,6 +237,7 @@ namespace mbts.spark {
|
||||
yield return _tif_visibility;
|
||||
yield return _order_type_visibility;
|
||||
yield return _account_position_visibility;
|
||||
yield return _day_position_visibility;
|
||||
yield return _size_preset_visibility;
|
||||
yield return _clear_visibility;
|
||||
yield return _auto_clear_visibility;
|
||||
@@ -173,87 +247,133 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
|
||||
public bool show_in_net_change {
|
||||
get => _show_in_net_change.Value;
|
||||
set {
|
||||
// when unchecking, clear out dollars and ticks
|
||||
if (!value) {
|
||||
show_in_net_change_dollars = false;
|
||||
show_in_net_change_ticks = false;
|
||||
}
|
||||
// when checking, by defalt check dollars
|
||||
if (value) {
|
||||
show_in_net_change_dollars = true;
|
||||
}
|
||||
_show_in_net_change.Value = value;
|
||||
}
|
||||
}
|
||||
public bool show_in_net_change_dollars {
|
||||
get => _show_in_net_change_dollars.Value;
|
||||
set => _show_in_net_change_dollars.Value = value;
|
||||
}
|
||||
|
||||
public bool show_in_net_change_ticks {
|
||||
get => _show_in_net_change_ticks.Value;
|
||||
set => _show_in_net_change_ticks.Value = value;
|
||||
}
|
||||
|
||||
|
||||
public string key => GridSettingsTemplateKeys.Ladder;
|
||||
|
||||
IEnumerable<INotifyPropertyChanged> _observable_components {
|
||||
get {
|
||||
// columns
|
||||
yield return _orders;
|
||||
yield return _bid;
|
||||
yield return _price;
|
||||
yield return _ask;
|
||||
yield return _last;
|
||||
yield return _piq;
|
||||
yield return _volume;
|
||||
yield return _volume.general;
|
||||
// market break lines
|
||||
yield return _bid_mkt_line;
|
||||
yield return _ask_mkt_line;
|
||||
yield return _mid_mkt_line;
|
||||
yield return _session_low_mkt_line;
|
||||
yield return _session_high_mkt_line;
|
||||
yield return _session_range_fill;
|
||||
// left panel
|
||||
yield return _zoom_slider_visbility;
|
||||
yield return _day_visibility;
|
||||
yield return _high_visibility;
|
||||
yield return _low_visibility;
|
||||
yield return _open_visibility;
|
||||
yield return _settle_visibility;
|
||||
yield return _volume_visibility;
|
||||
yield return _account_visibility;
|
||||
yield return _tif_visibility;
|
||||
yield return _order_type_visibility;
|
||||
yield return _account_position_visibility;
|
||||
yield return _day_position_visibility;
|
||||
yield return _size_preset_visibility;
|
||||
yield return _auto_clear_visibility;
|
||||
yield return _clear_visibility;
|
||||
yield return _cancel_buys_visibility;
|
||||
yield return _cancel_sells_visibility;
|
||||
yield return _cancel_all_visibility;
|
||||
// other
|
||||
yield return size_display;
|
||||
yield return favorite_algos_vm;
|
||||
yield return this;
|
||||
}
|
||||
}
|
||||
|
||||
public void load(LadderSettings settings) {
|
||||
_current = settings;
|
||||
badge_style = settings.badge_style;
|
||||
alternate_order_size = settings.alternate_order_size;
|
||||
favorite_algos_vm.load_from(settings.favorite_algos);
|
||||
size_display.load_from(settings.size_display);
|
||||
size_presets.SetItems(settings.calculator_buttons.empty_if_null().Select(s => _create_size_preset_vm((uint)s)));
|
||||
_orders.assign_from(_current.orders_column);
|
||||
_bid.assign_from(_current.bid_column);
|
||||
_ask.assign_from(_current.ask_column);
|
||||
_price.assign_from(_current.price_column);
|
||||
_volume.assign_from(_current.volume_column);
|
||||
_last.assign_from(_current.last_column);
|
||||
_piq.assign_from(_current.piq_column);
|
||||
_bid_mkt_line.assign_from(_current.bid_break_line);
|
||||
_ask_mkt_line.assign_from(_current.ask_break_line);
|
||||
_mid_mkt_line.assign_from(_current.mid_break_line);
|
||||
_session_low_mkt_line.assign_from(_current.session_low_line);
|
||||
_session_high_mkt_line.assign_from(_current.session_high_line);
|
||||
_session_range_fill.assign_from(_current.session_range_fill);
|
||||
_zoom_slider_visbility.show = settings.zoom_slider_visible;
|
||||
_day_visibility.show = settings.day_visible;
|
||||
_high_visibility.show = settings.high_visible;
|
||||
_low_visibility.show = settings.low_visible;
|
||||
_open_visibility.show = settings.open_visible;
|
||||
_settle_visibility.show = settings.settle_visible;
|
||||
_volume_visibility.show = settings.volume_visible;
|
||||
_account_visibility.show = settings.account_visible;
|
||||
_tif_visibility.show = settings.tif_visible;
|
||||
_order_type_visibility.show = settings.order_type_visible;
|
||||
_account_position_visibility.show = settings.account_position_visible;
|
||||
_size_preset_visibility.show = settings.size_presets_visible;
|
||||
_clear_visibility.show = settings.clear_visible;
|
||||
_auto_clear_visibility.show = settings.auto_clear_visible;
|
||||
_cancel_buys_visibility.show = settings.cancel_buys_visible;
|
||||
_cancel_sells_visibility.show = settings.cancel_sells_visible;
|
||||
_cancel_all_visibility.show = settings.cancel_all_visible;
|
||||
// do not read the order entry panel width here from settings
|
||||
// because it could have changed from the UI
|
||||
// there might be a better way of doing this, like how
|
||||
// does the widths of the ladder grid column pull this off?
|
||||
show_in_net_change = settings.net_change != LadderSettings.NetChangeTerms.None;
|
||||
show_in_net_change_dollars = settings.net_change == LadderSettings.NetChangeTerms.Dollars;
|
||||
show_in_net_change_ticks = settings.net_change == LadderSettings.NetChangeTerms.Ticks;
|
||||
using (_update.defer_execution()) {
|
||||
_current = settings;
|
||||
badge_style = settings.badge_style;
|
||||
alternate_order_size = settings.alternate_order_size;
|
||||
favorite_algos_vm.load_from(settings.favorite_algos);
|
||||
size_display.load_from(settings.size_display);
|
||||
size_presets.SetItems(settings.calculator_buttons.empty_if_null().Select(s => _create_size_preset_vm((uint)s)));
|
||||
mini_ob.load_from(settings.mini_ob.value);
|
||||
// columns
|
||||
_orders.assign_from(_current.orders_column);
|
||||
_bid.assign_from(_current.bid_column);
|
||||
_ask.assign_from(_current.ask_column);
|
||||
_price.assign_from(_current.price_column);
|
||||
_volume.assign_from(_current.volume_column);
|
||||
_last.assign_from(_current.last_column);
|
||||
_piq.assign_from(_current.piq_column);
|
||||
// market break lines
|
||||
_bid_mkt_line.assign_from(_current.bid_break_line);
|
||||
_ask_mkt_line.assign_from(_current.ask_break_line);
|
||||
_mid_mkt_line.assign_from(_current.mid_break_line);
|
||||
_session_low_mkt_line.assign_from(_current.session_low_line);
|
||||
_session_high_mkt_line.assign_from(_current.session_high_line);
|
||||
_session_range_fill.assign_from(_current.session_range_fill);
|
||||
// left-panel (defaults)
|
||||
default_time_in_force = settings.default_time_in_force;
|
||||
// - account
|
||||
_desired_account = settings.default_account;
|
||||
_try_select_desired_account(true);
|
||||
// - algo
|
||||
_desired_algo = settings.default_algo;
|
||||
_try_select_desired_algo(true);
|
||||
// - components
|
||||
auto_clear = settings.auto_clear;
|
||||
order_entry_panel_width = settings.order_entry_panel_initial_width;
|
||||
zoom_factor = settings.zoom_factor;
|
||||
// left-panel (show/hide)
|
||||
_zoom_slider_visbility.show = settings.zoom_slider_visible;
|
||||
_day_visibility.show = settings.day_visible;
|
||||
_high_visibility.show = settings.high_visible;
|
||||
_low_visibility.show = settings.low_visible;
|
||||
_open_visibility.show = settings.open_visible;
|
||||
_settle_visibility.show = settings.settle_visible;
|
||||
_volume_visibility.show = settings.volume_visible;
|
||||
_account_visibility.show = settings.account_visible;
|
||||
_tif_visibility.show = settings.tif_visible;
|
||||
_order_type_visibility.show = settings.order_type_visible;
|
||||
_account_position_visibility.show = settings.account_position_visible;
|
||||
_day_position_visibility.show = settings.day_position_visible;
|
||||
_size_preset_visibility.show = settings.size_presets_visible;
|
||||
_clear_visibility.show = settings.clear_visible;
|
||||
_auto_clear_visibility.show = settings.auto_clear_visible;
|
||||
_cancel_buys_visibility.show = settings.cancel_buys_visible;
|
||||
_cancel_sells_visibility.show = settings.cancel_sells_visible;
|
||||
_cancel_all_visibility.show = settings.cancel_all_visible;
|
||||
price_format = settings.net_change;
|
||||
// safety checks
|
||||
show_warn_on_cross = settings.show_warn_on_cross;
|
||||
}
|
||||
}
|
||||
|
||||
public LadderSettings get_result() {
|
||||
var clone = SparkUtils.clone_proto(_current);
|
||||
LadderSettings clone;
|
||||
if (_current == null) {
|
||||
clone = new LadderSettings {
|
||||
mini_ob = new LadderMiniOrderBookSettings(mini_ob.create())
|
||||
};
|
||||
} else {
|
||||
clone = SparkUtils.clone_proto(_current);
|
||||
#pragma warning disable CS0612 // Type or member is obsolete
|
||||
clone.mini_ob = new LadderMiniOrderBookSettings(_current.mini_ob.value != null ?
|
||||
mini_ob.create().with(sorting_criterion: _current.mini_ob.value.sorting_criterion) :
|
||||
mini_ob.create());
|
||||
#pragma warning restore CS0612 // Type or member is obsolete
|
||||
}
|
||||
clone.badge_style = badge_style;
|
||||
clone.alternate_order_size = alternate_order_size;
|
||||
clone.favorite_algos = favorite_algos_vm.create();
|
||||
clone.size_display = size_display.create();
|
||||
clone.calculator_buttons = size_presets.Select(vm => (int)vm.value).ToArray();
|
||||
// columns, row height (the latter determined by columns font size)
|
||||
clone.orders_column = _orders.get_settings();
|
||||
clone.bid_column = _bid.get_settings();
|
||||
clone.price_column = _price.get_settings();
|
||||
@@ -261,13 +381,28 @@ namespace mbts.spark {
|
||||
clone.volume_column = _volume.get_settings();
|
||||
clone.last_column = _last.get_settings();
|
||||
clone.piq_column = _piq.get_settings();
|
||||
clone.row_height = LadderRender.measure_row_height(clone);
|
||||
// market break lines
|
||||
clone.bid_break_line = _bid_mkt_line.get_settings();
|
||||
clone.ask_break_line = _ask_mkt_line.get_settings();
|
||||
clone.mid_break_line = _mid_mkt_line.get_settings();
|
||||
clone.session_low_line = _session_low_mkt_line.get_settings();
|
||||
clone.session_high_line = _session_high_mkt_line.get_settings();
|
||||
clone.session_range_fill = _session_range_fill.get_settings();
|
||||
clone.row_height = LadderRender.measure_row_height(clone);
|
||||
// left-panel (defaults)
|
||||
clone.default_time_in_force = default_time_in_force;
|
||||
// - account
|
||||
if (default_account.HasValue)
|
||||
clone.default_account = default_account.Value.id;
|
||||
// - algo
|
||||
clone.default_algo = default_algo != null ?
|
||||
AlgoID.from_algo_key(default_algo.key, _model.dynamic_helper.dynamic_type_index) :
|
||||
(_desired_algo ?? LadderSettings.Default.default_algo);
|
||||
// - components
|
||||
clone.auto_clear = auto_clear;
|
||||
clone.order_entry_panel_initial_width = _order_entry_panel_width;
|
||||
clone.zoom_factor = zoom_factor;
|
||||
// left-panel (components)
|
||||
clone.day_visible = _day_visibility.show;
|
||||
clone.high_visible = _high_visibility.show;
|
||||
clone.low_visible = _low_visibility.show;
|
||||
@@ -278,31 +413,30 @@ namespace mbts.spark {
|
||||
clone.tif_visible = _tif_visibility.show;
|
||||
clone.order_type_visible = _order_type_visibility.show;
|
||||
clone.account_position_visible = _account_position_visibility.show;
|
||||
clone.day_position_visible = _day_position_visibility.show;
|
||||
clone.size_presets_visible = _size_preset_visibility.show;
|
||||
clone.auto_clear_visible = _auto_clear_visibility.show;
|
||||
clone.clear_visible = _clear_visibility.show;
|
||||
clone.cancel_buys_visible = _cancel_buys_visibility.show;
|
||||
clone.cancel_sells_visible = _cancel_sells_visibility.show;
|
||||
clone.cancel_all_visible = _cancel_all_visibility.show;
|
||||
clone.order_entry_panel_initial_width = _get_order_entry_panel_width();
|
||||
clone.zoom_slider_visible = _zoom_slider_visbility.show;
|
||||
clone.zoom_factor = _get_zoom_factor();
|
||||
clone.net_change = _create_net_change_terms(show_in_net_change_dollars, show_in_net_change_ticks);
|
||||
clone.net_change = price_format;
|
||||
// safety checks
|
||||
clone.show_warn_on_cross = show_warn_on_cross;
|
||||
return clone;
|
||||
|
||||
LadderSettings.NetChangeTerms _create_net_change_terms(bool dollars, bool ticks) {
|
||||
if (dollars) {
|
||||
return LadderSettings.NetChangeTerms.Dollars;
|
||||
}
|
||||
if (ticks) {
|
||||
return LadderSettings.NetChangeTerms.Ticks;
|
||||
}
|
||||
return LadderSettings.NetChangeTerms.None;
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
public void Dispose() => favorite_algos_vm.Dispose();
|
||||
public IDisposable defer_updates() => _update.defer_execution();
|
||||
|
||||
IDisposable IObservable<LadderSettings>.Subscribe(IObserver<LadderSettings> observer) {
|
||||
result_changed += notify;
|
||||
return Disposable.Create(() => result_changed -= notify);
|
||||
void notify() => observer.OnNext(get_result());
|
||||
}
|
||||
|
||||
LadderSettings IValueFactory<LadderSettings>.create() => get_result();
|
||||
void IValueFactory<LadderSettings>.load_from(LadderSettings value) => load(value);
|
||||
|
||||
IMutableValueWrapperVM<uint> _create_size_preset_vm() => _create_size_preset_vm(0);
|
||||
IMutableValueWrapperVM<uint> _create_size_preset_vm(uint init) {
|
||||
@@ -310,6 +444,20 @@ namespace mbts.spark {
|
||||
vm.PropertyChanged += (s, e) => RaisePropertyChanged(nameof(size_presets_text));
|
||||
return vm;
|
||||
}
|
||||
|
||||
void _try_select_desired_account(bool bypass_setter = false) {
|
||||
if (_desired_account.HasValue && (!_default_account.setter_called || bypass_setter) && _accounts.TryGetValue(_desired_account.Value, out var acc_tup)) {
|
||||
_desired_account = null;
|
||||
_default_account.bypass_setter(acc_tup);
|
||||
}
|
||||
}
|
||||
|
||||
void _try_select_desired_algo(bool bypass_setter = false) {
|
||||
if (_desired_algo.HasValue && (!_default_algo.setter_called || bypass_setter) && _algo_definitions.TryGetValue(AlgoID.to_algo_key(_desired_algo.Value, _model.dynamic_helper.dynamic_type_index), out var vm)) {
|
||||
_desired_algo = null;
|
||||
_default_algo.bypass_setter(vm);
|
||||
}
|
||||
}
|
||||
|
||||
public class LadderColumnSettingsVM : ViewModelBase, ITemplateSelectorKey {
|
||||
readonly Property<double> _font_size;
|
||||
@@ -319,11 +467,13 @@ namespace mbts.spark {
|
||||
readonly DelegateProperty<FontWeight> _font_weight;
|
||||
readonly DelegateProperty<string> _font_display_name;
|
||||
readonly Property<bool> _show;
|
||||
readonly bool _can_toggle_visibility;
|
||||
readonly string _template_key;
|
||||
uint _width;
|
||||
|
||||
public LadderColumnSettingsVM(string name, bool can_toggle_visibility = false) {
|
||||
public LadderColumnSettingsVM(string name, string template_key = null, bool can_toggle_show = false) {
|
||||
this.name = name;
|
||||
_can_toggle_visibility = can_toggle_visibility;
|
||||
_template_key = template_key;
|
||||
this.can_toggle_show = can_toggle_show;
|
||||
foreground_palettes = new ObservableCollection<ColorPaletteVM>(ColorPalette.all_presets().Select(p => new ColorPaletteVM(p)));
|
||||
background_palettes = new ObservableCollection<ColorPaletteVM>(ColorPalette.all_presets().Select(p => new ColorPaletteVM(p)));
|
||||
_show = backing(nameof(show), true);
|
||||
@@ -334,26 +484,35 @@ namespace mbts.spark {
|
||||
_foreground = backing(nameof(foreground), Colors.Black);
|
||||
_background = backing(nameof(background), Colors.White);
|
||||
_font_display_name = backing(nameof(font_display_name),
|
||||
() => TextUtils.display_name(font_family, font_weight, font_size), nameof(font_family), nameof(font_weight), nameof(font_size));
|
||||
() => TextUtils.display_name(font_family, font_weight, font_size), new[] { nameof(font_family), nameof(font_weight), nameof(font_size) });
|
||||
_font_size.Changed += (oldval, newval) => font_size_changed?.Invoke(oldval, newval);
|
||||
toggle_show_details_cmd = new DelegateCommand(() => {
|
||||
show_details = !show_details;
|
||||
RaisePropertyChanged(nameof(show_details));
|
||||
});
|
||||
}
|
||||
|
||||
public event Action<double, double> font_size_changed;
|
||||
|
||||
public string name { get; }
|
||||
public Typeface typeface { get => _typeface.Value; set => _typeface.Value = value; }
|
||||
public FontFamily font_family => _font_family.Value;
|
||||
public FontWeight font_weight => _font_weight.Value;
|
||||
public string font_display_name => _font_display_name.Value;
|
||||
public double font_size { get => _font_size.Value; set => _font_size.Value = value; }
|
||||
public uint width { get; set; }
|
||||
public uint width { get => _width; set => Set(ref _width, value); }
|
||||
public bool show { get => _show.Value; set => _show.Value = value; }
|
||||
public bool can_toggle_show { get; }
|
||||
public bool show_details { get; private set; }
|
||||
public Color foreground { get => _foreground.Value; set => _foreground.Value = value; }
|
||||
public Color background { get => _background.Value; set => _background.Value = value; }
|
||||
public ObservableCollection<ColorPaletteVM> foreground_palettes { get; }
|
||||
public ObservableCollection<ColorPaletteVM> background_palettes { get; }
|
||||
public event Action<double, double> font_size_changed;
|
||||
|
||||
public virtual string sample_text => "999-56789.01234";
|
||||
string ITemplateSelectorKey.key => _can_toggle_visibility ? ui.spark.LadderSettingsView.ColumnVisibilityToggleTemplateKey : null;
|
||||
|
||||
public ICommand toggle_show_details_cmd { get; }
|
||||
|
||||
string ITemplateSelectorKey.key => _template_key;
|
||||
|
||||
public void assign_from(LadderColumnSettings settings) {
|
||||
typeface = new Typeface(
|
||||
@@ -366,7 +525,6 @@ namespace mbts.spark {
|
||||
show = settings.show;
|
||||
foreground = settings.foreground.rgb_color();
|
||||
background = settings.background.rgb_color();
|
||||
RaisePropertyChanged(nameof(width), nameof(show));
|
||||
}
|
||||
|
||||
public LadderColumnSettings get_settings() {
|
||||
@@ -391,7 +549,7 @@ namespace mbts.spark {
|
||||
public Brush badge_border { get; } = new SolidColorBrush(BTSColors.MarketData.ask);
|
||||
public Brush badge_background { get; } = Brushes.White;
|
||||
|
||||
string ITemplateSelectorKey.key => ui.spark.LadderSettingsView.OrdersColumnSampleTemplateKey;
|
||||
string ITemplateSelectorKey.key => ui.spark.LadderSettingsView.OrdersColumnTemplateKey;
|
||||
}
|
||||
|
||||
public class LadderMarketBreakLineVM : ViewModelBase {
|
||||
@@ -449,6 +607,7 @@ namespace mbts.spark {
|
||||
passive = new VolumeAtPriceAnimationVM("Passive", new VolumeAtPriceSampleData(this, 72, 127, 198));
|
||||
total = new VolumeAtPriceAnimationVM("Total", new VolumeAtPriceSampleData(this, 81, 100, 144));
|
||||
_any_visible = backing(nameof(any_visible), () => volume_components.Any(vc => vc.show_numbers || vc.bars.enabled));
|
||||
_show_last_trade = backing(nameof(show_last_trade), false);
|
||||
foreach (var vc in volume_components) {
|
||||
vc.show_numbers_changed += _any_visible.refresh;
|
||||
vc.bars.enabled_changed += _any_visible.refresh;
|
||||
@@ -458,11 +617,14 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
|
||||
public LadderColumnSettingsVM general { get; } = new LadderColumnSettingsVM("Volume", true);
|
||||
public LadderColumnSettingsVM general { get; } = new LadderColumnSettingsVM("Volume", LadderSettingsView.VolumeColumnTemplateKey, true);
|
||||
public VolumeAtPriceAnimationVM buy { get; }
|
||||
public VolumeAtPriceAnimationVM sell { get; }
|
||||
public VolumeAtPriceAnimationVM passive { get; }
|
||||
public VolumeAtPriceAnimationVM total { get; }
|
||||
|
||||
readonly Property<bool> _show_last_trade;
|
||||
public bool show_last_trade { get => _show_last_trade.Value; set => _show_last_trade.Value = value; }
|
||||
public bool any_visible => volume_components.Any(vc => vc.show_numbers || vc.bars.enabled);
|
||||
|
||||
public IEnumerable<VolumeAtPriceAnimationVM> volume_components {
|
||||
@@ -481,6 +643,7 @@ namespace mbts.spark {
|
||||
sell.assign_from(settings.sell);
|
||||
passive.assign_from(settings.passive);
|
||||
total.assign_from(settings.total);
|
||||
show_last_trade = settings.show_ltq;
|
||||
}
|
||||
|
||||
public VolumeColumnSettings get_settings() =>
|
||||
@@ -490,6 +653,7 @@ namespace mbts.spark {
|
||||
sell = sell.get_settings(),
|
||||
passive = passive.get_settings(),
|
||||
total = total.get_settings(),
|
||||
show_ltq = show_last_trade
|
||||
};
|
||||
}
|
||||
|
||||
@@ -556,17 +720,15 @@ namespace mbts.spark {
|
||||
}
|
||||
|
||||
public class FavoriteAlgosVM : DisposableViewModelBase, IValueFactoryVM<LadderFavoriteAlgosSettings> {
|
||||
readonly ObservableKeyedCollection<AlgoDefinitionVM, AlgoKey> _algo_definitions = new ObservableKeyedCollection<AlgoDefinitionVM, AlgoKey>(d => d.key);
|
||||
readonly IObservableCollection<AlgoDefinitionVM> _algo_definitions;
|
||||
readonly ObservableCollection<FavoriteAlgoItem> _raw_items = new ObservableCollection<FavoriteAlgoItem>();
|
||||
int _column_count = 2;
|
||||
|
||||
public FavoriteAlgosVM(OrdersModel model) {
|
||||
public FavoriteAlgosVM(IObservableCollection<AlgoDefinitionVM> algo_definitions) {
|
||||
_algo_definitions = algo_definitions;
|
||||
items = new ObservableAggregateCollection<FavoriteAlgoItem>(_raw_items, new ObservableCollection<FavoriteAlgoItem> { FavoriteAlgoItem.AddButtonPlaceholderItem });
|
||||
add_item_cmd = new DelegateCommand(() => _raw_items.Add(_item_factory()));
|
||||
remove_item_cmd = new DelegateCommand<FavoriteAlgoItem>(fai => _raw_items.Remove(fai));
|
||||
_dispose = model.algo_model.definitions.OnDispatcher().Subscribe(update => {
|
||||
AlgoCollectionHelper.update_persisted_definitions(_algo_definitions, update, d => AlgoDefinitionVM.create(model, d, false));
|
||||
});
|
||||
}
|
||||
|
||||
public ObservableCollection<FavoriteAlgoItem> items { get; }
|
||||
@@ -586,11 +748,17 @@ namespace mbts.spark {
|
||||
}
|
||||
|
||||
public LadderFavoriteAlgosSettings create() =>
|
||||
new LadderFavoriteAlgosSettings(_raw_items.Where(fai => fai.algo_definition != null).Select(fai => fai.algo_definition.key).ToArray(), column_count);
|
||||
new LadderFavoriteAlgosSettings(_raw_items
|
||||
.Select(fai => fai.algo_definition?.key ?? fai.selector.desired_key)
|
||||
.Where(k => k.HasValue && k.Value.is_persisted)
|
||||
.Select(k => k.Value)
|
||||
.ToArray(),
|
||||
column_count);
|
||||
|
||||
FavoriteAlgoItem _item_factory() =>
|
||||
new FavoriteAlgoItem(_algo_definitions, new ListCollectionView<AlgoDefinitionVM>(_algo_definitions) {
|
||||
CustomSort = AlgoCollectionHelper.algo_definition_vm_comparer.to_non_generic()
|
||||
CustomSort = AlgoCollectionHelper.algo_definition_vm_comparer.to_non_generic(),
|
||||
Filter = obj => obj is AlgoDefinitionVM vm && vm.key.is_persisted
|
||||
});
|
||||
}
|
||||
|
||||
@@ -601,7 +769,7 @@ namespace mbts.spark {
|
||||
|
||||
protected FavoriteAlgoItem() { }
|
||||
|
||||
public FavoriteAlgoItem(ObservableKeyedCollection<AlgoDefinitionVM, AlgoKey> algo_definitions, ICollectionView<AlgoDefinitionVM> algo_definitions_view) {
|
||||
public FavoriteAlgoItem(IObservableCollection<AlgoDefinitionVM> algo_definitions, ICollectionView<AlgoDefinitionVM> algo_definitions_view) {
|
||||
selector = new KeyedItemSelector<AlgoDefinitionVM, AlgoKey>(this, nameof(algo_definition), algo_definitions, d => d.key);
|
||||
this.algo_definitions_view = algo_definitions_view;
|
||||
}
|
||||
@@ -614,4 +782,4 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,13 +1,11 @@
|
||||
using bts.api;
|
||||
using bts.api;
|
||||
using bts.api.orderman;
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using bts.utils;
|
||||
using mbts.co2;
|
||||
using mbts.persist;
|
||||
using mbts.ui;
|
||||
using mbts.ui.shell;
|
||||
using mbts.ui.utility;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
@@ -25,40 +23,39 @@ namespace mbts.spark {
|
||||
|
||||
readonly IBus _bus;
|
||||
readonly LadderModel _model;
|
||||
readonly Property<double> _high, _low, _change, _open, _settlement, _position, _left_panel_width, _zoom_factor;
|
||||
readonly Property<double> _high, _low, _change, _open, _settlement, _left_panel_width, _zoom_factor;
|
||||
//readonly Property<double> _window_width, _window_height;
|
||||
readonly Property<uint> _orders_column_width, _bid_column_width, _price_column_width, _ask_column_width, _last_column_width, _volume_column_width, _piq_column_width;
|
||||
readonly Property<ulong> _volume;
|
||||
readonly Property<bool> _auto_clear, _show_day, _show_high, _show_low, _show_open, _show_settle, _show_volume, _show_account,
|
||||
_show_tif, _show_order_type, _show_account_position, _show_size_preset, _show_auto_clear, _show_clear, _show_cancel_buys,
|
||||
readonly Property<bool> _auto_clear;
|
||||
readonly PropertyAutoWrapper<LadderSettings, bool> _show_day, _show_high, _show_low, _show_open, _show_settle, _show_volume, _show_account,
|
||||
_show_tif, _show_order_type, _show_size_preset, _show_auto_clear, _show_clear, _show_cancel_buys,
|
||||
_show_cancel_sells, _show_cancel_all, _show_zoom;
|
||||
readonly Property<Brush> _bid_background, _bid_foreground, _ask_background, _ask_foreground;
|
||||
IWindowSettingsManager<LadderSettings> _settings_manager;
|
||||
readonly PropertyAutoWrapper<LadderSettings, Brush> _bid_background, _bid_foreground, _ask_background, _ask_foreground;
|
||||
double _position, _day_position;
|
||||
bool _show_account_position, _show_day_position;
|
||||
ulong _misc_time = 0;
|
||||
ulong _last_trade_time = 0;
|
||||
IEqualityComparer<double> _equality;
|
||||
Dictionary<double, LadderOrderVM> _slot_price_vs_orders;
|
||||
IReadOnlyDictionary<uint, OrderSecurity> _cache = DictionaryHelper.empty<uint, OrderSecurity>();
|
||||
|
||||
public static LadderVM create(IBus bus, LadderModel model, IWindowSettingsManager<LadderSettings> settings_manager, LadderSettings init) {
|
||||
var non_shared_wsm = settings_manager.as_non_shared();
|
||||
return new LadderVM(bus, model, settings_manager, non_shared_wsm, init, new OrderPropertiesEditorVM(model.order_gateway, Observable.Return(model.security_md), settings_manager.subscribe_current().Select(s => new InlineOrderProperties(model.order_gateway, s))));
|
||||
}
|
||||
public static LadderVM create(IBus bus, LadderModel model, LadderSettings init, IObservable<LadderSettings> settings) =>
|
||||
new LadderVM(bus, model, init, settings, new OrderPropertiesEditorVM(model.order_gateway, Observable.Return(model.security_md), settings.Select(s => new InlineOrderProperties(model.order_gateway, s))));
|
||||
|
||||
public static LadderVM create_readonly(IBus bus, LadderModel model) {
|
||||
var default_settings = LadderSettings.Default;
|
||||
return create_readonly(bus, model, new WindowSettingsManager<LadderSettings>.DisconnectedImpl(default_settings), default_settings);
|
||||
}
|
||||
public static LadderVM create_readonly(IBus bus, LadderModel model, IObservable<LadderSettings> settings) =>
|
||||
create_readonly(bus, model, LadderSettings.Default, settings);
|
||||
|
||||
public static LadderVM create_readonly(IBus bus, LadderModel model, IWindowSettingsManager<LadderSettings> settings_manager, LadderSettings init) =>
|
||||
new LadderVM(bus, model, settings_manager, settings_manager.as_non_shared(), init);
|
||||
public static LadderVM create_readonly(IBus bus, LadderModel model, LadderSettings init, IObservable<LadderSettings> settings) =>
|
||||
new LadderVM(bus, model, init, settings);
|
||||
|
||||
LadderVM(IBus bus, LadderModel model, IWindowSettingsManager<LadderSettings> settings_manager, IWindowSettingsManagerNonShared<LadderSettings> non_shared_wsm, LadderSettings init, OrderPropertiesEditorVM order_properties_vm = null) {
|
||||
LadderVM(IBus bus, LadderModel model, LadderSettings init, IObservable<LadderSettings> settings, OrderPropertiesEditorVM order_properties_vm = null) {
|
||||
_bus = bus;
|
||||
_model = model;
|
||||
current_settings = init;
|
||||
this.settings = settings;
|
||||
_equality = TickUtils.tick_equality_comparer(_model.security.ContractSpec);
|
||||
_slot_price_vs_orders = new Dictionary<double, LadderOrderVM>(_equality);
|
||||
_settings_manager = non_shared_wsm;
|
||||
this.order_properties_vm = order_properties_vm;
|
||||
_high = backing(nameof(high), double.NaN);
|
||||
_low = backing(nameof(low), double.NaN);
|
||||
@@ -77,93 +74,82 @@ namespace mbts.spark {
|
||||
_left_panel_width = backing(nameof(left_panel_width), ws.order_entry_panel_width);
|
||||
_zoom_factor = backing(nameof(zoom_factor), ws.zoom_factor);
|
||||
// remember: account_positions needs to subscribe to selected_account; both the sub and account_positions need to be disposed
|
||||
var account_positions = new KeyDrivenObservableSeries<string, double>(a => _model.order_gateway.security_total_position(security.Id, a));
|
||||
_position = backing(nameof(position), account_positions.OnDispatcher());
|
||||
_volume = backing(nameof(volume), 0ul);
|
||||
_auto_clear = backing(nameof(auto_clear), false);
|
||||
_auto_clear = backing(nameof(auto_clear), init.auto_clear);
|
||||
_status = backing(nameof(status_message), "");
|
||||
_status_brush = backing(nameof(status_background), _transparent_status_brush);
|
||||
// brush props
|
||||
_bid_background = brush_prop(nameof(bid_background), s => s.bid_column.background.rgb_brush());
|
||||
_bid_foreground = brush_prop(nameof(bid_foreground), s => s.bid_column.foreground.rgb_brush());
|
||||
_ask_background = brush_prop(nameof(ask_background), s => s.ask_column.background.rgb_brush());
|
||||
_ask_foreground = brush_prop(nameof(ask_foreground), s => s.ask_column.foreground.rgb_brush());
|
||||
Property<Brush> brush_prop(string name, Func<LadderSettings, Brush> get_brush) =>
|
||||
backing(name, settings_manager.subscribe_current().OnDispatcher(), get_brush);
|
||||
// bool visibility props
|
||||
_show_day = bool_prop(nameof(show_day), s => s.day_visible);
|
||||
_show_high = bool_prop(nameof(show_high), s => s.high_visible);
|
||||
_show_low = bool_prop(nameof(show_low), s => s.low_visible);
|
||||
_show_open = bool_prop(nameof(show_open), s => s.open_visible);
|
||||
_show_settle = bool_prop(nameof(show_settle), s => s.settle_visible);
|
||||
_show_volume = bool_prop(nameof(show_volume), s => s.volume_visible);
|
||||
_show_account = bool_prop(nameof(show_account), s => s.account_visible);
|
||||
_show_tif = bool_prop(nameof(show_tif), s => s.tif_visible);
|
||||
_show_order_type = bool_prop(nameof(show_order_type), s => s.order_type_visible);
|
||||
_show_account_position = bool_prop(nameof(show_account_position), s => s.account_position_visible);
|
||||
_show_size_preset = bool_prop(nameof(show_size_preset), s => s.size_presets_visible);
|
||||
_show_auto_clear = bool_prop(nameof(show_auto_clear), s => s.auto_clear_visible);
|
||||
_show_clear = bool_prop(nameof(show_clear), s => s.clear_visible);
|
||||
_show_cancel_buys = bool_prop(nameof(show_cancel_buys), s => s.cancel_buys_visible);
|
||||
_show_cancel_sells = bool_prop(nameof(show_cancel_sells), s => s.cancel_sells_visible);
|
||||
_show_cancel_all = bool_prop(nameof(show_cancel_all), s => s.cancel_all_visible);
|
||||
_show_zoom = bool_prop(nameof(show_zoom), s => s.zoom_slider_visible);
|
||||
|
||||
Property<bool> bool_prop(string name, Func<LadderSettings, bool> get_bool) =>
|
||||
backing(name, settings_manager.subscribe_current().OnDispatcher(), get_bool);
|
||||
// All settings observers should be aggregated together, so they can all share the same subscription to the settings
|
||||
// (these subscriptions are not horribly expensive, but they're not free either - even more so with the .OnDispatcher() extension).
|
||||
var settings_observer = new CompositeObserver<LadderSettings> {
|
||||
/// first things first: assign our <see cref="current_settings"/>
|
||||
(s => current_settings = s),
|
||||
// brush props
|
||||
(_bid_background = brush_prop(nameof(bid_background), s => s.bid_column.background)).set,
|
||||
(_bid_foreground = brush_prop(nameof(bid_foreground), s => s.bid_column.foreground)).set,
|
||||
(_ask_background = brush_prop(nameof(ask_background), s => s.ask_column.background)).set,
|
||||
(_ask_foreground = brush_prop(nameof(ask_foreground), s => s.ask_column.foreground)).set,
|
||||
// bool visibility props
|
||||
(_show_day = bool_prop(nameof(show_day), s => s.day_visible)).set,
|
||||
(_show_high = bool_prop(nameof(show_high), s => s.high_visible)).set,
|
||||
(_show_low = bool_prop(nameof(show_low), s => s.low_visible)).set,
|
||||
(_show_open = bool_prop(nameof(show_open), s => s.open_visible)).set,
|
||||
(_show_settle = bool_prop(nameof(show_settle), s => s.settle_visible)).set,
|
||||
(_show_volume = bool_prop(nameof(show_volume), s => s.volume_visible)).set,
|
||||
(_show_account = bool_prop(nameof(show_account), s => s.account_visible)).set,
|
||||
(_show_tif = bool_prop(nameof(show_tif), s => s.tif_visible)).set,
|
||||
(_show_order_type = bool_prop(nameof(show_order_type), s => s.order_type_visible)).set,
|
||||
(_show_size_preset = bool_prop(nameof(show_size_preset), s => s.size_presets_visible)).set,
|
||||
(_show_auto_clear = bool_prop(nameof(show_auto_clear), s => s.auto_clear_visible)).set,
|
||||
(_show_clear = bool_prop(nameof(show_clear), s => s.clear_visible)).set,
|
||||
(_show_cancel_buys = bool_prop(nameof(show_cancel_buys), s => s.cancel_buys_visible)).set,
|
||||
(_show_cancel_sells = bool_prop(nameof(show_cancel_sells), s => s.cancel_sells_visible)).set,
|
||||
(_show_cancel_all = bool_prop(nameof(show_cancel_all), s => s.cancel_all_visible)).set,
|
||||
(_show_zoom = bool_prop(nameof(show_zoom), s => s.zoom_slider_visible)).set,
|
||||
s => {
|
||||
if (Set(ref _show_account_position, s.account_position_visible, nameof(show_account_position)) | Set(ref _show_day_position, s.day_position_visible, nameof(show_day_position))) {
|
||||
RaisePropertyChanged(nameof(position_display_text));
|
||||
}
|
||||
size_calculator.buttons = s.calculator_buttons;
|
||||
_auto_clear.set(s.auto_clear);
|
||||
// column widths
|
||||
_orders_column_width.set(s.orders_column.width);
|
||||
_bid_column_width.set(s.bid_column.width);
|
||||
_price_column_width.set(s.price_column.width);
|
||||
_ask_column_width.set(s.ask_column.width);
|
||||
_last_column_width.set(s.last_column.width);
|
||||
_piq_column_width.set(s.piq_column.width);
|
||||
_volume_column_width.set(s.volume_column.general.width);
|
||||
// left panel/zoom
|
||||
_left_panel_width.set(s.order_entry_panel_initial_width);
|
||||
_zoom_factor.set(s.zoom_factor);
|
||||
}
|
||||
};
|
||||
PropertyAutoWrapper<LadderSettings, bool> bool_prop(string name, Func<LadderSettings, bool> get_bool) =>
|
||||
backing(name, init, get_bool, EqualityComparer.Create(get_bool));
|
||||
|
||||
PropertyAutoWrapper<LadderSettings, Brush> brush_prop(string name, Func<LadderSettings, uint> get_color_uint) =>
|
||||
backing(name, init, s => get_color_uint(s).rgb_brush(), EqualityComparer.Create(get_color_uint));
|
||||
//
|
||||
//_window_height = backing(nameof(window_height), settings_manager.subscribe_current().OnDispatcher().Select(s => s.zoom_factor), (scale) => scale * 600);
|
||||
//_window_width = backing(nameof(window_width), settings_manager.subscribe_current().OnDispatcher().Select(s => s.zoom_factor), (scale) => scale * 420);
|
||||
position_click_command = new DelegateCommand(() => size_calculator.value = DoubleHelper.safe_convert_to_uint(Math.Abs(position)));
|
||||
send_order_command = new DelegateCommand<(double price, Side? side, bool size_from_alternate)>(send_order);
|
||||
position_click_command = new DelegateCommand(() => size_calculator.value = DoubleHelper.safe_convert_to_uint(Math.Abs(_show_day_position ? day_position : position)));
|
||||
send_order_command = new DelegateCommand<(double price, Side? side, MouseButton button)>(send_order);
|
||||
cancel_command = new AsyncCommand<LadderModel.CancelType>(_model.cancel_orders, true);
|
||||
show_book_command = new DelegateCommand(_show_book);
|
||||
show_ticket_command = new DelegateCommand(_show_ticket);
|
||||
settings_command = new DialogCommand(() => {
|
||||
var vm = new WindowSettingsDialogVM<LadderSettings, LadderSettingsVM>(
|
||||
settings_manager, s => s.ladder, UserSettings.FileExtensions.LADDER,
|
||||
s => {
|
||||
var svm = new LadderSettingsVM(model.order_gateway, security.ContractCase == Security.ContractOneofCase.Synthetic, () => left_panel_width, () => zoom_factor);
|
||||
svm.load(s);
|
||||
return svm;
|
||||
}, s => s.with_window_specifics(get_save_state().get_window_specifics()));
|
||||
var dialog = new ui.spark.SimpleGridSettingsDialog {
|
||||
DataContext = vm,
|
||||
Title = $"Ladder Settings - '{security}'"
|
||||
};
|
||||
vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
|
||||
return dialog;
|
||||
}, -500, -500);
|
||||
settings_command = new DelegateCommand(() => request_settings_dialog?.Invoke());
|
||||
|
||||
orders = new ObservableCollection<LadderOrderVM>();
|
||||
|
||||
_dispose = Disposable.Create(
|
||||
settings_command,
|
||||
non_shared_wsm,
|
||||
settings.OnDispatcher().Subscribe(settings_observer),
|
||||
get_order_properties_editor_hooks(),
|
||||
account_positions,
|
||||
size_calculator = new CalculatorLogic(0, _settings_manager.subscribe_current().Select(s => s.calculator_buttons)),
|
||||
bus.subscribe(SparkTags.LogActivity).OnDispatcher().Subscribe(status_update),
|
||||
// we need to hook this up to model.orders which is filtered for just the security
|
||||
model.order_gateway.working_orders_with_piq.OnDispatcher().Subscribe(working => {
|
||||
model.orders.OnDispatcher().Subscribe(working => {
|
||||
// Here we manage N orders to 1 price slot in the ladder
|
||||
Dictionary<double, HashSet<uint>> orders_used_in_this_update = new Dictionary<double, HashSet<uint>>(_equality);
|
||||
|
||||
// In master we originally had something similar to this snippet to restrict the foreach to just the orders
|
||||
// for this ladder. In 1944, at one point we made use of model.orders, which made use of the on_security_working_orders demuxer.
|
||||
// When we merged PIQ into 1944, we moved from that demuxer to working_orders_with_piq, so we reintroduce this little snippet here
|
||||
// to once again restrict the processing to those working orders that match the criteria. Check with John to see if we can
|
||||
// make a demuxer from working_orders_with_piq, which is an IReadOnlyDictionary; that probably won't work, but I have no doubt
|
||||
// there is a better way.
|
||||
var ladders_orders =
|
||||
working.Values
|
||||
.Where(o =>
|
||||
o.order.Def.SecurityKey == security.Id &&
|
||||
(o.order.HasState && o.order.State.DisplayStatus == OrderState.Types.DisplayStatus.Visible))
|
||||
.ToReadOnlyDictionary(os => os.order.Key, os => os);
|
||||
|
||||
_cache = ladders_orders;
|
||||
_cache = working.state;
|
||||
|
||||
foreach (var os in _cache.Values) {
|
||||
var wo = os.order;
|
||||
@@ -180,9 +166,9 @@ namespace mbts.spark {
|
||||
}
|
||||
|
||||
if (_slot_price_vs_orders.TryGetValue(slot_price_target, out LadderOrderVM slot_vm)) {
|
||||
slot_vm.add_order((wo, os.piq, os.meta));
|
||||
slot_vm.add_order((wo, os.piq, os.algo, os.meta));
|
||||
} else {
|
||||
slot_vm = new LadderOrderVM((wo, os.piq, os.meta), slot_price_target, this, _bus, _settings_manager.subscribe_current().Select(s => s.badge_style));
|
||||
slot_vm = new LadderOrderVM((wo, os.piq, os.algo, os.meta), slot_price_target, this, _bus, settings.Select(s => s.badge_style).OnDispatcher());
|
||||
_slot_price_vs_orders[slot_price_target] = slot_vm;
|
||||
}
|
||||
|
||||
@@ -229,24 +215,39 @@ namespace mbts.spark {
|
||||
WorkLoop.Start($"Ladder '{security}'", _tick),
|
||||
Disposable.Create(() => _on_disposed_impl?.Invoke(true))
|
||||
);
|
||||
IDisposable get_order_properties_editor_hooks() =>
|
||||
order_properties_vm == null ?
|
||||
Disposable.empty :
|
||||
Disposable.Create(
|
||||
settings.OnDispatcher().Subscribe(s => order_properties_vm.on_favorite_algos(s.favorite_algos)),
|
||||
order_properties_vm,
|
||||
order_properties_vm.observe_account(true).Select(a => a?.name ?? string.Empty).Subscribe(account_positions));
|
||||
IDisposable get_order_properties_editor_hooks() {
|
||||
if (order_properties_vm == null)
|
||||
return Disposable.empty;
|
||||
var position_src = order_properties_vm.observe_account(true)
|
||||
.Select(a => a?.name ?? string.Empty)
|
||||
.SelectManyInSeries(a => _model.order_gateway.on_security_positions(security.Id)
|
||||
.Select(table => table.state.Values.FirstOrDefault(pos => pos.Item2.Account == a, tup => tup.Item2, (bts.api.position.PositionUnitImmutable?)null)));
|
||||
return Disposable.Create(
|
||||
settings.OnDispatcher().Subscribe(s => order_properties_vm.on_favorite_algos(s.favorite_algos)),
|
||||
order_properties_vm,
|
||||
position_src.OnDispatcher().Subscribe(pos => {
|
||||
double total, day;
|
||||
if (pos.HasValue) {
|
||||
total = pos.Value.total_pos();
|
||||
day = pos.Value.day_pos();
|
||||
} else {
|
||||
total = day = double.NaN;
|
||||
}
|
||||
if ((Set(ref _position, total, nameof(position)) | Set(ref _day_position, day, nameof(day_position))) && (show_day_position || show_account_position))
|
||||
RaisePropertyChanged(nameof(position_display_text));
|
||||
}));
|
||||
}
|
||||
}
|
||||
|
||||
public IBus bus => _bus;
|
||||
|
||||
public event Action on_tick;
|
||||
public event Action on_tick, request_settings_dialog, settings_invalidated;
|
||||
|
||||
public MDConsumerHandle md => _model.md;
|
||||
// we return only entries who have piqs and whose piqs are not uint.Max
|
||||
// uint.Max happens when the server is restarted but the client is still up
|
||||
// maybe long term we don't show this data while the exchange connection is down
|
||||
public IEnumerable<(double, uint)> price_vs_piq => _slot_price_vs_orders.Values.Where(result => result.min_piq.HasValue && result.min_piq.Value != uint.MaxValue).Select(o => (o.price, o.min_piq.Value));
|
||||
public IEnumerable<(double, uint)> price_vs_piq => _slot_price_vs_orders.Values.Where(result => result.min_piq.HasValue && result.min_piq.Value != uint.MaxValue).Select(o => (o.price, o.min_piq.Value));
|
||||
public bool is_synthetic => _model.security.ContractCase == Security.ContractOneofCase.Synthetic;
|
||||
|
||||
Property<string> _status;
|
||||
@@ -275,15 +276,17 @@ namespace mbts.spark {
|
||||
remove => _on_disposed_impl -= value;
|
||||
}
|
||||
public SecurityImmutable security => _model.security;
|
||||
public LadderSettings current_settings { get; private set; }
|
||||
public double high => _high.Value;
|
||||
public double low => _low.Value;
|
||||
public double change => _change.Value;
|
||||
public double open => _open.Value;
|
||||
public double settlement => _settlement.Value;
|
||||
public double position => _position.Value;
|
||||
public double position => _position;
|
||||
public double day_position => _day_position;
|
||||
public ulong volume => _volume.Value;
|
||||
public bool auto_clear { get => _auto_clear.Value; set => _auto_clear.set(value); }
|
||||
public CalculatorLogic size_calculator { get; }
|
||||
public CalculatorLogic size_calculator { get; } = new CalculatorLogic(0);
|
||||
/// Important: <see cref="order_properties_vm"/> can be null.
|
||||
public OrderPropertiesEditorVM order_properties_vm { get; }
|
||||
public ObservableCollection<LadderOrderVM> orders { get; }
|
||||
@@ -291,30 +294,41 @@ namespace mbts.spark {
|
||||
public ICommand send_order_command { get; }
|
||||
public ICommand show_book_command { get; }
|
||||
public ICommand show_ticket_command { get; }
|
||||
public Brush bid_background => _bid_background.Value;
|
||||
public Brush bid_foreground => _bid_foreground.Value;
|
||||
public Brush ask_background => _ask_background.Value;
|
||||
public Brush ask_foreground => _ask_foreground.Value;
|
||||
public DialogCommand settings_command { get; }
|
||||
public bool show_day { get => _show_day.Value; set => _show_day.set(value); }
|
||||
public bool show_high { get => _show_high.Value; set => _show_high.set(value); }
|
||||
public bool show_low { get => _show_low.Value; set => _show_low.set(value); }
|
||||
public bool show_open { get => _show_open.Value; set => _show_open.set(value); }
|
||||
public bool show_settle { get => _show_settle.Value; set => _show_settle.set(value); }
|
||||
public bool show_volume { get => _show_volume.Value; set => _show_volume.set(value); }
|
||||
public bool show_account { get => _show_account.Value; set => _show_account.set(value); }
|
||||
public bool show_tif { get => _show_tif.Value; set => _show_tif.set(value); }
|
||||
public bool show_order_type { get => _show_order_type.Value; set => _show_order_type.set(value); }
|
||||
public bool show_account_position { get => _show_account_position.Value; set => _show_account_position.set(value); }
|
||||
public bool show_size_preset { get => _show_size_preset.Value; set => _show_size_preset.set(value); }
|
||||
public bool show_auto_clear { get => _show_auto_clear.Value; set => _show_auto_clear.set(value); }
|
||||
public bool show_clear { get => _show_clear.Value; set => _show_clear.set(value); }
|
||||
public bool show_cancel_buys { get => _show_cancel_buys.Value; set => _show_cancel_buys.set(value); }
|
||||
public bool show_cancel_sells { get => _show_cancel_sells.Value; set => _show_cancel_sells.set(value); }
|
||||
public bool show_cancel_all { get => _show_cancel_all.Value; set => _show_cancel_all.set(value); }
|
||||
public bool show_zoom { get => _show_zoom.Value; set => _show_zoom.set(value); }
|
||||
public ICommand settings_command { get; }
|
||||
public Brush bid_background => _bid_background.view;
|
||||
public Brush bid_foreground => _bid_foreground.view;
|
||||
public Brush ask_background => _ask_background.view;
|
||||
public Brush ask_foreground => _ask_foreground.view;
|
||||
public bool show_day => _show_day.view;
|
||||
public bool show_high => _show_high.view;
|
||||
public bool show_low => _show_low.view;
|
||||
public bool show_open => _show_open.view;
|
||||
public bool show_settle => _show_settle.view;
|
||||
public bool show_volume => _show_volume.view;
|
||||
public bool show_account => _show_account.view;
|
||||
public bool show_tif => _show_tif.view;
|
||||
public bool show_order_type => _show_order_type.view;
|
||||
public bool show_account_position => _show_account_position;
|
||||
public bool show_day_position => _show_day_position;
|
||||
public bool show_size_preset => _show_size_preset.view;
|
||||
public bool show_auto_clear => _show_auto_clear.view;
|
||||
public bool show_clear => _show_clear.view;
|
||||
public bool show_cancel_buys => _show_cancel_buys.view;
|
||||
public bool show_cancel_sells => _show_cancel_sells.view;
|
||||
public bool show_cancel_all => _show_cancel_all.view;
|
||||
public bool show_zoom => _show_zoom.view;
|
||||
public double left_panel_width { get => _left_panel_width.Value; set => _left_panel_width.set(value); }
|
||||
public double zoom_factor { get => _zoom_factor.Value; set => _zoom_factor.set(value); }
|
||||
public string position_display_text {
|
||||
get {
|
||||
if (show_day_position) {
|
||||
string day_pos_text = SparkUtils.fmt_position(day_position);
|
||||
return show_account_position ? $"{day_pos_text} ({SparkUtils.fmt_position(position)})" : day_pos_text;
|
||||
} else if (show_account_position) {
|
||||
return SparkUtils.fmt_position(position);
|
||||
} else return string.Empty;
|
||||
}
|
||||
}
|
||||
//public double window_height { get => _window_height.Value; set => _window_height.set(value); }
|
||||
//public double window_width { get => _window_width.Value; set => _window_width.set(value); }
|
||||
public uint orders_column_width { get => _orders_column_width.Value; set => _orders_column_width.set(value); }
|
||||
@@ -324,9 +338,11 @@ namespace mbts.spark {
|
||||
public uint last_column_width { get => _last_column_width.Value; set => _last_column_width.set(value); }
|
||||
public uint piq_column_width { get => _piq_column_width.Value; set => _piq_column_width.set(value); }
|
||||
public uint volume_column_width { get => _volume_column_width.Value; set => _volume_column_width.set(value); }
|
||||
public uint alternate_order_size_from_settings => current_settings.alternate_order_size;
|
||||
public bool show_warn_on_cross_from_settings => current_settings.show_warn_on_cross;
|
||||
internal LadderModel model => _model;
|
||||
internal IObservable<LadderSettings> settings => _settings_manager.subscribe_current();
|
||||
internal OrderRecordImmutable get_root_at_price((OrderRecordImmutable order, uint? _, AlgoDefinitionMetadata? meta) op) {
|
||||
internal IObservable<LadderSettings> settings { get; }
|
||||
internal OrderRecordImmutable get_root_at_price((OrderRecordImmutable order, uint? _, AlgoData? __, AlgoDefinitionMetadata? meta) op) {
|
||||
var order = op.order;
|
||||
double p = order.price();
|
||||
foreach (var o in lineage(order.ParentKey)) {
|
||||
@@ -344,10 +360,26 @@ namespace mbts.spark {
|
||||
}
|
||||
|
||||
public LadderSettings get_save_state() {
|
||||
var state = _settings_manager.current_settings();
|
||||
state = state.with_window_specifics(new LadderSettings.WindowSpecifics(left_panel_width, orders_column_width, bid_column_width, price_column_width, ask_column_width, last_column_width, volume_column_width, zoom_factor, piq_column_width));
|
||||
state.use_defaults = _settings_manager.instance_settings == null;
|
||||
return state;
|
||||
var rv = current_settings.with_window_specifics(
|
||||
new LadderSettings.WindowSpecifics(
|
||||
left_panel_width,
|
||||
orders_column_width,
|
||||
bid_column_width,
|
||||
price_column_width,
|
||||
ask_column_width,
|
||||
last_column_width,
|
||||
volume_column_width,
|
||||
zoom_factor,
|
||||
piq_column_width));
|
||||
rv.auto_clear = auto_clear;
|
||||
if (order_properties_vm != null) {
|
||||
rv.default_time_in_force = order_properties_vm.selected_time_in_force;
|
||||
if (order_properties_vm.selected_account.HasValue)
|
||||
rv.default_account = order_properties_vm.selected_account.Value.id;
|
||||
if (order_properties_vm.selected_algo_definition != null)
|
||||
rv.default_algo = AlgoID.from_algo_key(order_properties_vm.selected_algo_definition.key, _model.order_gateway.dynamic_helper.dynamic_type_index);
|
||||
}
|
||||
return rv;
|
||||
}
|
||||
|
||||
public void key_down(KeyEventArgs e) {
|
||||
@@ -362,34 +394,45 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
|
||||
public async void send_order((double price, Side? side, bool size_from_alternate) args) {
|
||||
if (order_properties_vm == null)
|
||||
public void on_mini_orderbook_closed(bts.shell.orderbook.OrderBookStartupData ob_state) {
|
||||
current_settings = SparkUtils.clone_proto(current_settings);
|
||||
current_settings.mini_ob = new LadderMiniOrderBookSettings(ob_state.orderbook_grid.general);
|
||||
settings_invalidated?.Invoke();
|
||||
}
|
||||
|
||||
public void send_order((double price, Side? side, MouseButton button) args) {
|
||||
if (order_properties_vm == null || args.button == MouseButton.Middle)
|
||||
return;
|
||||
var s = _settings_manager.current_settings();
|
||||
if (DoubleHelper.IsNaNOrInfinity(args.price) || !args.side.HasValue || HasErrors || order_properties_vm.HasErrors || (args.size_from_alternate && s.alternate_order_size == 0))
|
||||
var size_from_alternate = args.button == MouseButton.Right;
|
||||
if (DoubleHelper.IsNaNOrInfinity(args.price) || !args.side.HasValue || HasErrors || order_properties_vm.HasErrors || (size_from_alternate && current_settings.alternate_order_size == 0)) {
|
||||
return;
|
||||
else if (!args.size_from_alternate && (!size_calculator.value.HasValue || size_calculator.value.Value == 0)) {
|
||||
size_calculator.flash_error();
|
||||
} else {
|
||||
var order = order_properties_vm.create(args.side.Value);
|
||||
if (order.CustomDef != null) {
|
||||
if (order.CustomDef.Stop != null) {
|
||||
order.CustomDef.Stop.StopPrice = args.price;
|
||||
} else if (order.CustomDef.StopLimit != null) {
|
||||
// swap the prices here so that the level clicked
|
||||
// in the ladder is the StopPrice (trigger) and the Price
|
||||
// is what was specificed in the extra parameter box
|
||||
double temp_price = order.CustomDef.StopLimit.StopPrice;
|
||||
order.CustomDef.StopLimit.StopPrice = args.price;
|
||||
args.price = temp_price;
|
||||
}
|
||||
}
|
||||
|
||||
uint size = args.size_from_alternate ? s.alternate_order_size : (uint)Math.Abs(size_calculator.value.Value);
|
||||
await _model.order_gateway.send_order(order, args.price, size);
|
||||
if (auto_clear)
|
||||
size_calculator.value = 0;
|
||||
}
|
||||
if (!size_from_alternate && (!size_calculator.value.HasValue || size_calculator.value.Value == 0)) {
|
||||
size_calculator.flash_error();
|
||||
}
|
||||
else {
|
||||
uint size = size_from_alternate ? current_settings.alternate_order_size : (uint)Math.Abs(size_calculator.value ?? 0);
|
||||
send_order_async(args.side.Value, size, args.price).ignore();
|
||||
}
|
||||
}
|
||||
|
||||
public async Task send_order_async(Side side, uint size, double price) {
|
||||
var order = order_properties_vm.create(side);
|
||||
if (order.CustomDef != null) {
|
||||
if (order.CustomDef.Stop != null) {
|
||||
order.CustomDef.Stop.StopPrice = price;
|
||||
} else if (order.CustomDef.StopLimit != null) {
|
||||
// swap the prices here so that the level clicked
|
||||
// in the ladder is the StopPrice (trigger) and the Price
|
||||
// is what was specificed in the extra parameter box
|
||||
double temp_price = order.CustomDef.StopLimit.StopPrice;
|
||||
order.CustomDef.StopLimit.StopPrice = price;
|
||||
price = temp_price;
|
||||
}
|
||||
}
|
||||
await _model.order_gateway.send_order(order, price, size);
|
||||
if (auto_clear)
|
||||
size_calculator.value = 0;
|
||||
}
|
||||
|
||||
void _update_header() {
|
||||
@@ -413,12 +456,13 @@ namespace mbts.spark {
|
||||
|
||||
}
|
||||
|
||||
void _show_book() =>
|
||||
_bus.post(SparkTags.ShowOrderBookTag, new bts.shell.orderbook.OrderBookStartupData {
|
||||
filters = new bts.shell.orderbook.FilterStates {
|
||||
security_criteria = new SecurityCriteria(security)
|
||||
}
|
||||
});
|
||||
void _show_book() {
|
||||
var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
|
||||
ob_settings.filters = new bts.shell.orderbook.FilterStates {
|
||||
security_criteria = new SecurityCriteria(security)
|
||||
};
|
||||
_bus.post(SparkTags.ShowOrderBookTag, ob_settings);
|
||||
}
|
||||
|
||||
void _show_ticket() {
|
||||
if (order_properties_vm != null)
|
||||
|
||||
@@ -0,0 +1,58 @@
|
||||
using bts.api;
|
||||
using bts.api.orderman;
|
||||
using mbts.ui.shell;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Reactive.Linq;
|
||||
|
||||
namespace mbts.spark {
|
||||
class LadderVMContainer : ViewModelBase, IDisposable {
|
||||
readonly IBus _bus;
|
||||
readonly OrdersModel _model;
|
||||
LadderVM _value;
|
||||
SecurityMD? _security_md;
|
||||
HashSet<uint> _selected_order_tree = new HashSet<uint>();
|
||||
|
||||
public LadderVMContainer(IBus bus, OrdersModel model) {
|
||||
_bus = bus;
|
||||
_model = model;
|
||||
}
|
||||
|
||||
public SecurityMD? security_md {
|
||||
get => _security_md;
|
||||
set {
|
||||
if (_security_md != value) {
|
||||
_security_md = value;
|
||||
_reset_ladder_vm();
|
||||
RaisePropertyChanged(nameof(security_md), nameof(LadderVMContainer.value));
|
||||
}
|
||||
}
|
||||
}
|
||||
public LadderVM value => _value;
|
||||
|
||||
public void Dispose() {
|
||||
if (_value != null) {
|
||||
_value.Dispose();
|
||||
_value = null;
|
||||
RaisePropertyChanged(nameof(value));
|
||||
}
|
||||
}
|
||||
|
||||
public void set_orders(IEnumerable<uint> orders) {
|
||||
_selected_order_tree = new HashSet<uint>(orders);
|
||||
_reset_ladder_vm();
|
||||
}
|
||||
|
||||
void _reset_ladder_vm() {
|
||||
if (_value == null && !_security_md.HasValue)
|
||||
return;
|
||||
Disposable.replace(ref _value,
|
||||
_security_md.HasValue ?
|
||||
LadderVM.create_readonly(_bus,
|
||||
new LadderModel(security_md.Value, _model, _model.mbo_service,
|
||||
new Func<OrderSecurity, bool>(osec => _selected_order_tree.Contains(osec.order.Key))),
|
||||
Observable.Return(LadderSettings.sanitize(LadderSettings.Default))) : null);
|
||||
RaisePropertyChanged(nameof(value));
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -8,6 +8,7 @@ using mbts.ui;
|
||||
using mbts.ui.controls;
|
||||
using mbts.ui.extensions;
|
||||
using mbts.ui.spark;
|
||||
using mbts.ui.spark.algo;
|
||||
using mbts.ui.utility.text;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
@@ -17,8 +18,10 @@ using System.Collections.ObjectModel;
|
||||
using System.Collections.Specialized;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Threading.Tasks;
|
||||
using System.Windows;
|
||||
using System.Windows.Controls;
|
||||
using System.Windows.Controls.Primitives;
|
||||
using System.Windows.Input;
|
||||
using System.Windows.Media;
|
||||
using System.Windows.Media.Animation;
|
||||
@@ -56,13 +59,19 @@ namespace mbts.spark {
|
||||
LadderTactileAdorner _tactile_adorner;
|
||||
ulong _prices_updated;
|
||||
NativePriceSize[] _bids = new NativePriceSize[NativePriceHelpers.COCONUT_MAX_DEPTH], _asks = new NativePriceSize[NativePriceHelpers.COCONUT_MAX_DEPTH];
|
||||
bool _price_dirty = false;
|
||||
bool _price_dirty = false, _piq_dirty = false;
|
||||
double[] _price_list = null;
|
||||
IComparer<double> _price_comparer;
|
||||
double _last_origin_price;
|
||||
MarketBreakLines _mkt_break_lines;
|
||||
NativePriceSize _last_trade;
|
||||
Func<NativePriceSize, string> _fmt_size = MDDisplayHelper.get_formatter_nps(MarketSizeDisplay.get_default());
|
||||
int _old_tooltip_row = int.MaxValue;
|
||||
NativePriceSize? _old_last_trade;
|
||||
string _direction_arrow = string.Empty;
|
||||
bool _tooltips_are_hooked_up = false;
|
||||
ToolTip tooltip_view = new ToolTip();
|
||||
IDisposable _parameterized_order_popup;
|
||||
|
||||
public LadderGridHost() {
|
||||
AllowDrop = true;
|
||||
@@ -257,11 +266,15 @@ namespace mbts.spark {
|
||||
case NotifyCollectionChangedAction.Add:
|
||||
foreach (LadderOrderVM item in e.NewItems) {
|
||||
_ordershost.add_order(item);
|
||||
item.piq_changed += _set_piq_dirty;
|
||||
_set_piq_dirty();
|
||||
}
|
||||
break;
|
||||
case NotifyCollectionChangedAction.Remove:
|
||||
foreach (LadderOrderVM item in e.OldItems) {
|
||||
_ordershost.remove_order(item);
|
||||
item.piq_changed -= _set_piq_dirty;
|
||||
_set_piq_dirty();
|
||||
}
|
||||
break;
|
||||
case NotifyCollectionChangedAction.Reset:
|
||||
@@ -272,6 +285,9 @@ namespace mbts.spark {
|
||||
throw new NotImplementedException();
|
||||
}
|
||||
}
|
||||
|
||||
void _set_piq_dirty() { _piq_dirty = true; }
|
||||
|
||||
#endregion
|
||||
|
||||
Column[] columns { get; set; } = new Column[0];
|
||||
@@ -309,27 +325,156 @@ namespace mbts.spark {
|
||||
}
|
||||
|
||||
protected override async void OnMouseDown(MouseButtonEventArgs e) {
|
||||
if (_settings == null || e.Handled)
|
||||
return;
|
||||
Keyboard.ClearFocus();
|
||||
Focus();
|
||||
var point = e.GetPosition(this);
|
||||
var column = _column_for_point(point);
|
||||
if (column.column_type == ColumnType.Price && e.ChangedButton == MouseButton.Middle)
|
||||
_scroll_to_center();
|
||||
else if (_settings != null) {
|
||||
var price = price_for_point(point);
|
||||
Side? bs = null;
|
||||
if (column.column_type == ColumnType.Bid) bs = Side.Buy;
|
||||
if (column.column_type == ColumnType.Ask) bs = Side.Sell;
|
||||
var pbs = (price, bs, e.ChangedButton == MouseButton.Right);
|
||||
if (Command != null && Command.CanExecute(pbs)) {
|
||||
if (bs.HasValue) {
|
||||
using (_tactile_adorner.show_busy(_row_for_point(point), bs.Value == Side.Buy ? ColumnType.Bid : ColumnType.Ask))
|
||||
await Command.ExecuteAsync(pbs);
|
||||
} else
|
||||
Command.Execute(pbs);
|
||||
var price = price_for_point(point);
|
||||
Side? bs = null;
|
||||
if (column.column_type == ColumnType.Bid) bs = Side.Buy;
|
||||
if (column.column_type == ColumnType.Ask) bs = Side.Sell;
|
||||
if (e.ChangedButton == MouseButton.Middle) {
|
||||
if (bs.HasValue) {
|
||||
_send_parameterized_order(point, bs.Value);
|
||||
return;
|
||||
} else if (column.column_type == ColumnType.Price) {
|
||||
if (Keyboard.IsKeyDown(Key.LeftShift) || Keyboard.IsKeyDown(Key.RightShift) ||
|
||||
Keyboard.IsKeyDown(Key.LeftAlt) || Keyboard.IsKeyDown(Key.RightAlt)) {
|
||||
show_mbo_popup(point).ignore();
|
||||
} else {
|
||||
_scroll_to_center();
|
||||
}
|
||||
return;
|
||||
}
|
||||
} else if (_vm != null) {
|
||||
uint size = e.ChangedButton == MouseButton.Right ? _vm.alternate_order_size_from_settings : _vm.size_calculator.value ?? 0;
|
||||
// if warning enabled && (buy above opposite inside market || ask below opposite inside market)
|
||||
// when 1-sided market, _get_top_price will return NaN, and so the price comparison is false
|
||||
// meaning show no warning == correct
|
||||
if (_vm.show_warn_on_cross_from_settings &&
|
||||
(size > 0) &&
|
||||
((bs == Side.Buy && price >= _get_top_price(_asks)) || (bs == Side.Sell && price <= _get_top_price(_bids)))) {
|
||||
string prompt = $"Are you sure you want to CROSS the market to {bs.ToString().ToUpper()} {size} @ {security.spec_or_default().format(price)} ?";
|
||||
if (!BTSMessageBox.Confirm(prompt, "Cross Market Alert", MessageBoxImage.Warning)) {
|
||||
return;
|
||||
}
|
||||
}
|
||||
}
|
||||
base.OnMouseDown(e);
|
||||
var pbs = (price, bs, e.ChangedButton);
|
||||
if (Command is ICommand cmd && cmd.CanExecute(pbs)) {
|
||||
if (bs.HasValue) {
|
||||
using (_tactile_adorner.show_busy(_row_for_point(point), bs.Value == Side.Buy ? ColumnType.Bid : ColumnType.Ask))
|
||||
await cmd.ExecuteAsync(pbs);
|
||||
} else {
|
||||
cmd.Execute(pbs);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
void _send_parameterized_order(Point point, Side side) {
|
||||
Disposable.dispose(ref _parameterized_order_popup);
|
||||
if (side == Side.Undefined)
|
||||
throw new ArgumentException("Side is undefined.", nameof(side));
|
||||
if (!(_vm.size_calculator.value is uint size) || size == 0 || !(_vm.order_properties_vm?.selected_algo_definition?.algo_root?.can_expand ?? false))
|
||||
return;
|
||||
double price = _price_for_row(_row_for_point(point));
|
||||
var grid = new Grid { DataContext = _vm };
|
||||
grid.RowDefinitions.Add(new RowDefinition { Height = new GridLength(1, GridUnitType.Star) });
|
||||
grid.RowDefinitions.Add(new RowDefinition { Height = GridLength.Auto });
|
||||
var close_cmd = new DelegateCommand(() => Disposable.dispose(ref _parameterized_order_popup));
|
||||
var send_order_cmd = new DelegateCommand(send_order);
|
||||
LadderColumnSettings lcs = side == Side.Buy ? _settings.bid_column : _settings.ask_column;
|
||||
grid.Children.Add(new AlgoParamsView { DataContext = _vm });
|
||||
// dialog skirt
|
||||
var dialog_skirt = new DialogSkirt {
|
||||
RightItems = new[] {
|
||||
new Button {
|
||||
Background = lcs.background.rgb_brush(),
|
||||
Command = send_order_cmd,
|
||||
Content = $"{side} @ {security.spec_or_default().format(price)}",
|
||||
Foreground = lcs.foreground.rgb_brush(),
|
||||
Margin = new Thickness(4, 0, 4, 0),
|
||||
Height = 22
|
||||
},
|
||||
new Button {
|
||||
Content = "Cancel",
|
||||
Command = close_cmd,
|
||||
Margin = new Thickness(4, 0, 4, 0),
|
||||
Height = 22
|
||||
}
|
||||
}
|
||||
};
|
||||
Grid.SetRow(dialog_skirt, 1);
|
||||
grid.Children.Add(dialog_skirt);
|
||||
// root
|
||||
var root = new Border {
|
||||
Background = BTSColors.common_background_brush,
|
||||
BorderBrush = Brushes.DarkGray,
|
||||
BorderThickness = new Thickness(1),
|
||||
Child = grid
|
||||
};
|
||||
// popup
|
||||
var popup = new Popup {
|
||||
Child = root,
|
||||
PlacementTarget = this,
|
||||
PlacementRectangle = new Rect(point, point),
|
||||
StaysOpen = false
|
||||
};
|
||||
popup.Closed += on_closed;
|
||||
root.Loaded += (s, e) => {
|
||||
if (_parameterized_order_popup == null)
|
||||
_parameterized_order_popup = Disposable.Create(() => popup.IsOpen = false);
|
||||
};
|
||||
popup.PreviewMouseDown += (s, e) => {
|
||||
if (e.ChangedButton == MouseButton.Middle) {
|
||||
e.Handled = true;
|
||||
Disposable.dispose(ref _parameterized_order_popup);
|
||||
}
|
||||
};
|
||||
popup.IsOpen = true;
|
||||
// local methods
|
||||
void send_order() {
|
||||
// Double check that size hasn't changed (if it has, do NOT send anything).
|
||||
// While this should be impossible, sending an order with an unexpected size is dangerous enough to warrant redunant checks.
|
||||
if (_vm.size_calculator.value == size) {
|
||||
_vm.send_order_async(side, size, price).ignore();
|
||||
} else {
|
||||
Log.Ui.warn($"Parameterized algo popup '{side}' order was deliberately ignored by the ui: the 'quantity' box value changed during the lifetime of the popup (was {size} when the popup was first opened; currently is {_vm.size_calculator.value}).");
|
||||
}
|
||||
Disposable.dispose(ref _parameterized_order_popup);
|
||||
}
|
||||
void on_closed(object sender, EventArgs e) =>
|
||||
_vm.order_properties_vm.algo_param_rows.revert_all();
|
||||
}
|
||||
|
||||
private async Task show_mbo_popup(Point point) {
|
||||
var query = MBOPopupModel.default_query.with(
|
||||
security_id: _vm.model.security.Id,
|
||||
price_level: price_for_point(point)
|
||||
);
|
||||
var model = new MBOPopupModel(_vm.model.mbo_service, _vm.model.security, query);
|
||||
// Load the first set of orders so we know if there are any before showing the popup
|
||||
var result = await model.load_orders();
|
||||
if (result.success && result.value.orders.Count > 0) {
|
||||
var view = new MBOPopupView(model, result.value);
|
||||
var popup = new AutoClosePopup {
|
||||
PlacementTarget = this,
|
||||
PlacementRectangle = new Rect(point, point),
|
||||
IsOpen = true,
|
||||
Child = new Border {
|
||||
BorderBrush = Brushes.Black,
|
||||
BorderThickness = new Thickness(0.5),
|
||||
Child = new ScrollViewer {
|
||||
VerticalScrollBarVisibility = ScrollBarVisibility.Hidden,
|
||||
HorizontalScrollBarVisibility = ScrollBarVisibility.Disabled,
|
||||
Content = view,
|
||||
}
|
||||
}
|
||||
};
|
||||
view.RequestClose += (o, _) => popup.IsOpen = false;
|
||||
}
|
||||
}
|
||||
|
||||
protected override void OnMouseDoubleClick(MouseButtonEventArgs e) {
|
||||
@@ -368,6 +513,18 @@ namespace mbts.spark {
|
||||
uint? _ask_size_from_row(int row) =>
|
||||
_size_from_row(row, _price_list, _asks, _vm.security.ContractSpec);
|
||||
|
||||
uint _volume_from_row(int row) {
|
||||
if (_price_list != null) {
|
||||
var price = _price_list[row];
|
||||
var vapls = _volume_container.read_new_value();
|
||||
if (vapls != null) {
|
||||
return vapls.SelectFirstOrDefault(v => MathUtils.epsilon_equals(v.Price, price), v => v.Volume);
|
||||
}
|
||||
}
|
||||
return 0u;
|
||||
}
|
||||
|
||||
|
||||
int _row_for_price(double price) => LadderRender.index_of(_price_list, price, _price_comparer);
|
||||
#endregion
|
||||
|
||||
@@ -485,6 +642,7 @@ namespace mbts.spark {
|
||||
_prices_updated = 0;
|
||||
_price_comparer = Comparer<double>.Create((x, y) => security.ContractSpec.tick_equals(x, y) ? 0 : y.CompareTo(x));
|
||||
_price_dirty = true;
|
||||
_piq_dirty = true;
|
||||
_vm.on_tick += _tick;
|
||||
_settings_sub = _vm.settings.OnDispatcher().Subscribe(_settings_updated);
|
||||
_volume_sub = _vm.model.order_gateway.md_auxiliary_model.security_volume_at_price(security.Id).Subscribe(t => _volume_container.write_value(t.state.Values));
|
||||
@@ -492,6 +650,72 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
|
||||
#region tooltip handling
|
||||
void _toggle_tooltips() {
|
||||
if (_tooltips_are_hooked_up && !_settings.volume_column.show_ltq) {
|
||||
this.MouseMove -= _mouse_move_handler;
|
||||
_tooltips_are_hooked_up = false;
|
||||
_hide_tool_tip();
|
||||
// somehow even after hiding an unhooking the event handler, after toggling the setting off and
|
||||
// then hovering over the Volume column, the tooltip will still display, so we explicitly set it
|
||||
// to null here.
|
||||
this.ToolTip = null;
|
||||
}
|
||||
|
||||
if (_settings.volume_column.show_ltq && !_tooltips_are_hooked_up) {
|
||||
this.MouseMove += _mouse_move_handler;
|
||||
_tooltips_are_hooked_up = true;
|
||||
}
|
||||
}
|
||||
|
||||
void _mouse_move_handler(object sender, MouseEventArgs e) {
|
||||
var pt = e.GetPosition(this);
|
||||
if (_column_for_point(pt)?.column_type == ColumnType.Volume) {
|
||||
var row = _row_for_point(pt);
|
||||
// mark dirty so that we'll always get a value on our read
|
||||
_volume_container.mark_dirty();
|
||||
var volume = _volume_from_row(row);
|
||||
if (volume > uint.MinValue && row != _old_tooltip_row) {
|
||||
if (tooltip_view.IsOpen) {
|
||||
_old_tooltip_row = row;
|
||||
// we've changed rows, so hide the old tooltip
|
||||
//System.Diagnostics.Debug.WriteLine(" Tooltip - Previous tooltip is visible, but we've changed rows");
|
||||
_hide_tool_tip();
|
||||
}
|
||||
|
||||
tooltip_view.Content = $"{volume}";
|
||||
tooltip_view.IsOpen = true;
|
||||
this.ToolTip = tooltip_view;
|
||||
} else {
|
||||
// got 0 volume or we're over the same row
|
||||
if (volume == uint.MinValue) {
|
||||
// The latest volume query resulted in a 0 volume
|
||||
// Perhaps we read it too quickly, or perhaps we are on a row where there is no volume
|
||||
// At any rate, we need this part hiding the tooltip so that we don't leave random tooltips around
|
||||
// and we have to reset to old row so that when we go back to what could be our preivous row, the tooltip gets drawn again
|
||||
//System.Diagnostics.Debug.WriteLine(" Tooltip - Volume is 0");
|
||||
_old_tooltip_row = int.MaxValue;
|
||||
_hide_tool_tip();
|
||||
//_old_tooltip_row = Int32.MaxValue;
|
||||
}
|
||||
}
|
||||
} else {
|
||||
//System.Diagnostics.Debug.WriteLine(" Tooltip - not over Volume column");
|
||||
_old_tooltip_row = int.MaxValue;
|
||||
_hide_tool_tip();
|
||||
}
|
||||
}
|
||||
void _hide_tool_tip() {
|
||||
// I am leaving this here for posterity
|
||||
// Apparently even when setting IsOpen to false first and then setting Content to null afterward,
|
||||
// the tooltip will *still* display as empty for a brief moment, which looks odd. So, we just hide it now.
|
||||
tooltip_view.IsOpen = false;
|
||||
//tooltip_view.Content = null;
|
||||
}
|
||||
|
||||
#endregion
|
||||
|
||||
|
||||
void _on_vm_disposed(bool obj) =>
|
||||
_dispose_resources();
|
||||
|
||||
@@ -580,8 +804,10 @@ namespace mbts.spark {
|
||||
if (depth_changed)
|
||||
_refresh_sizes();
|
||||
}
|
||||
// TODO - detect changes in PIQ to selectively redraw
|
||||
_refresh_piq();
|
||||
if (_piq_dirty) {
|
||||
_refresh_piq();
|
||||
_piq_dirty = false;
|
||||
}
|
||||
_refresh_volume_at_price();
|
||||
_last_origin_price = _mkt_break_lines.origin;
|
||||
_price_dirty = false;
|
||||
@@ -622,8 +848,7 @@ namespace mbts.spark {
|
||||
if (!_settings.piq_column.show)
|
||||
return;
|
||||
int origin_index = LadderRender.index_of(_price_list, _mkt_break_lines.origin, _price_comparer);
|
||||
var piq_list = _vm.price_vs_piq;
|
||||
LadderRender.render_piqs(_piq_vis_tup.visual, _last_vis_tup.glyph_context, origin_index, _price_list, piq_list.ToArray(), _settings.row_height, security.ContractSpec, _settings.piq_column);
|
||||
LadderRender.render_piqs(_piq_vis_tup.visual, _last_vis_tup.glyph_context, origin_index, _price_list, _vm.price_vs_piq, _settings.row_height, security.ContractSpec, _settings.piq_column);
|
||||
}
|
||||
|
||||
void _refresh_sizes() {
|
||||
@@ -639,10 +864,43 @@ namespace mbts.spark {
|
||||
void _refresh_volume_at_price() {
|
||||
if (!_settings.volume_column.general.show)
|
||||
return;
|
||||
|
||||
// if the last trade has a new size then we need to explicitly
|
||||
// mark the volume container as dirty because there is a chance
|
||||
// we have arrived here off a size change and not a volume change
|
||||
// or a random change, like applying new settings
|
||||
bool last_trade_size_changed = _old_last_trade.HasValue ? _last_trade.size != _old_last_trade.Value.size : true;
|
||||
if (last_trade_size_changed && _settings.volume_column.show_ltq) {
|
||||
_volume_container.mark_dirty();
|
||||
}
|
||||
var vapls = _volume_container.read_new_value();
|
||||
if (vapls != null) {
|
||||
Log.assert_d(_price_list != null);
|
||||
LadderRender.render_volumes(_volume_vis_tup.visual, _volume_vis_tup.glyph_context, _price_list, vapls, _settings.row_height, security.ContractSpec, _settings.volume_column);
|
||||
var last_index = LadderRender.index_of(_price_list, _last_trade.price, _price_comparer);
|
||||
LadderRender.render_volumes(_volume_vis_tup.visual, _volume_vis_tup.glyph_context, _price_list, vapls, _settings.row_height, security.ContractSpec, _settings.volume_column, last_index, _get_last_arrow_string());
|
||||
_old_last_trade = _last_trade;
|
||||
}
|
||||
|
||||
string _get_last_arrow_string() {
|
||||
// if _old_last_trade doesn't have a value, this is the first time the ladder has been launched
|
||||
// and so the direction should be drawn without an arrow since there is no basis for comparison
|
||||
if (!_old_last_trade.HasValue) {
|
||||
_direction_arrow = string.Empty;
|
||||
// if the Lasts are different then we need to reformat the direction arrow in some fashion
|
||||
} else if (_old_last_trade != _last_trade) {
|
||||
var ltp = _last_trade.price;
|
||||
if (MathUtils.epsilon_equals(ltp, _old_last_trade.Value.price)) {
|
||||
// update on the same price, so size must be different
|
||||
_direction_arrow = string.Empty;
|
||||
} else if (ltp > _old_last_trade.Value.price) {
|
||||
_direction_arrow = "▲";
|
||||
} else {
|
||||
_direction_arrow = "▼";
|
||||
}
|
||||
}
|
||||
// regardless of if we've arrived here via a new Last (and new direction arrow)
|
||||
// or we're reusing the old one, this format bit is the same
|
||||
return $"{_direction_arrow} {_last_trade.size} ";
|
||||
}
|
||||
}
|
||||
|
||||
@@ -825,6 +1083,7 @@ namespace mbts.spark {
|
||||
case ColumnType.PIQ: SetCurrentValue(PIQColumnWidthProperty, col.settings.width); break;
|
||||
case ColumnType.Volume:
|
||||
SetCurrentValue(VolumeColumnWidthProperty, col.settings.width);
|
||||
_toggle_tooltips();
|
||||
_volume_container.mark_dirty();
|
||||
break;
|
||||
}
|
||||
|
||||
@@ -9,9 +9,7 @@ using System.Linq;
|
||||
using System.Threading.Tasks;
|
||||
using System.Windows;
|
||||
using System.Windows.Controls;
|
||||
using System.Windows.Data;
|
||||
using System.Windows.Input;
|
||||
using System.Windows.Interactivity;
|
||||
using System.Windows.Media;
|
||||
|
||||
namespace mbts.spark {
|
||||
@@ -72,8 +70,7 @@ namespace mbts.spark {
|
||||
panel.Children.Remove(item);
|
||||
}
|
||||
}
|
||||
} //else
|
||||
//Log.Ui.warn($"Failed to remove order ({order.id}): order not in {nameof(LadderOrdersHost)}'s {nameof(_orders)}.");
|
||||
}
|
||||
}
|
||||
|
||||
public void clear_orders() {
|
||||
@@ -140,6 +137,7 @@ namespace mbts.spark {
|
||||
// properly Dispose of it later when the popup is closed.
|
||||
DataContext = obvm,
|
||||
Child = view,
|
||||
// StaysOpen true for debugging
|
||||
StaysOpen = false,
|
||||
PlacementTarget = popup_placement_target,
|
||||
Placement = System.Windows.Controls.Primitives.PlacementMode.Bottom,
|
||||
@@ -156,7 +154,10 @@ namespace mbts.spark {
|
||||
popup.SetBinding(System.Windows.Controls.Primitives.Popup.IsOpenProperty,
|
||||
nameof(OrderBookVM.is_row_collection_populated)
|
||||
);
|
||||
popup.Closed += (sender, event_args) => (popup.DataContext as IDisposable)?.Dispose();
|
||||
popup.Closed += (sender, event_args) => {
|
||||
(_parent.DataContext as LadderVM)?.on_mini_orderbook_closed(obvm.create());
|
||||
(popup.DataContext as IDisposable)?.Dispose();
|
||||
};
|
||||
popup.MouseUp += (sender, event_args) => {
|
||||
if (event_args.ChangedButton == MouseButton.Middle) {
|
||||
popup.IsOpen = false;
|
||||
@@ -192,11 +193,8 @@ namespace mbts.spark {
|
||||
Margin = Badge.DefaultMargin,
|
||||
Orientation = Orientation.Horizontal,
|
||||
MaxWidth = _col_width
|
||||
//MaxHeight = _row_height,
|
||||
//ClipToBounds = true
|
||||
};
|
||||
|
||||
//var view_box = new Viewbox { Child = panel, Width = _col_width, Height = _row_height };
|
||||
_position_panel(panel, price);
|
||||
_stacks[price] = new PriceCellComponents(panel);
|
||||
Children.Add(panel);
|
||||
|
||||
@@ -194,7 +194,9 @@ namespace mbts.spark {
|
||||
IEnumerable<VolumeAtPriceLevelImmutable> data,
|
||||
double row_height,
|
||||
ContractSpecificationImmutable spec,
|
||||
VolumeColumnSettings settings
|
||||
VolumeColumnSettings settings,
|
||||
int last_index,
|
||||
string last_size_and_direction
|
||||
) {
|
||||
if (!data.Any()) {
|
||||
_clear_visual(dv);
|
||||
@@ -213,32 +215,52 @@ namespace mbts.spark {
|
||||
Brush total_brush = null;
|
||||
if (settings.total.bars.result.HasValue) {
|
||||
total_brush = new SolidColorBrush(settings.total.bars.result.Value);
|
||||
} else if (components.Count == 0) {
|
||||
} else if (components.Count == 0 && !settings.show_ltq) {
|
||||
_clear_visual(dv);
|
||||
return;
|
||||
}
|
||||
double max = data.Max(v => v.Volume);
|
||||
Brush text_brush = settings.general.foreground.rgb_brush();
|
||||
// inflate the max so that the graph never fills the available space
|
||||
double max = data.Max(v => v.Volume) * 1.1;
|
||||
_render_cells(dv, row_height, data.Select(d => (d.Price, d)), settings.general, prices, spec, render_cell);
|
||||
/// local methods
|
||||
void render_cell(DrawingContext dc, int r, VolumeAtPriceLevelImmutable vap) {
|
||||
Brush text_brush = settings.general.foreground.rgb_brush();
|
||||
double y = row_height * r;
|
||||
var last_trade_here = r == last_index;
|
||||
|
||||
// render the total first; each component (buy/sell/passive) will be rendered on top of the total
|
||||
if (total_brush != null) {
|
||||
// if we have to change the brush to indicate this is the last, save brush, draw, then restore brush
|
||||
var temp = total_brush;
|
||||
if (settings.show_ltq && last_trade_here) {
|
||||
total_brush = BTSColors.yellow_brush;
|
||||
}
|
||||
render_bar(dc, 0, y, vap.Volume, total_brush, out double _);
|
||||
total_brush = temp;
|
||||
}
|
||||
List<string> numbers_text = new List<string>();
|
||||
double x_bar = 0;
|
||||
foreach ((var get_volume, Brush bars, bool show_numbers) in components) {
|
||||
uint v = get_volume(vap);
|
||||
render_bar(dc, x_bar, y, v, bars, out double width);
|
||||
double width;
|
||||
if (settings.show_ltq && last_trade_here) {
|
||||
render_bar(dc, x_bar, y, v, BTSColors.yellow_brush, out width);
|
||||
} else {
|
||||
render_bar(dc, x_bar, y, v, bars, out width);
|
||||
}
|
||||
x_bar += width;
|
||||
if (show_numbers)
|
||||
numbers_text.Add(v.ToString());
|
||||
}
|
||||
|
||||
if (settings.total.show_numbers) {
|
||||
numbers_text.Add(vap.Volume.ToString());
|
||||
}
|
||||
if (settings.show_ltq && last_trade_here) {
|
||||
numbers_text.Clear();
|
||||
numbers_text.Add(last_size_and_direction);
|
||||
text_brush = BTSCoreColors.white;
|
||||
}
|
||||
if (numbers_text.Count > 0) {
|
||||
string str = string.Join("/", numbers_text);
|
||||
GlyphRun gr = glyph_context.get_glyph_run(str, settings.general.font_size, settings.general.width, row_height, HorizontalAlignment.Center, 0, VerticalAlignment.Center, y, true);
|
||||
@@ -253,7 +275,9 @@ namespace mbts.spark {
|
||||
}
|
||||
double pct = v / max;
|
||||
width = pct * settings.general.width;
|
||||
dc.DrawRectangle(brush, null, new Rect(x, y, width, row_height - 1));
|
||||
// 4 seems like a good number to move the y pos down by and similarly
|
||||
// to shorten the total y coponent by (-4 for the shift of +4, and another -4 to give it some space);
|
||||
dc.DrawRectangle(brush, null, new Rect(x, y + 4, width, row_height - 2 * 4));
|
||||
}
|
||||
}
|
||||
|
||||
@@ -288,22 +312,22 @@ namespace mbts.spark {
|
||||
}
|
||||
|
||||
// this is basically a copy of redner_sizes up above
|
||||
internal static void render_piqs(DrawingVisual dv, GlyphContext glyph_context, int origin_index, double[] prices, (double price, uint piq)[] piqs, double row_height, ContractSpecificationImmutable spec, LadderColumnSettings settings) {
|
||||
internal static void render_piqs(DrawingVisual dv, GlyphContext glyph_context, int origin_index, double[] prices, IEnumerable<(double price, uint piq)> pvp, double row_height, ContractSpecificationImmutable spec, LadderColumnSettings settings) {
|
||||
using (var dc = dv.RenderOpen()) {
|
||||
using (_draw_with_clip(dc, settings, row_height, prices.Length)) {
|
||||
if (!prices.within_range(origin_index) || piqs.is_null_or_empty())
|
||||
if (!prices.within_range(origin_index) || pvp.is_null_or_empty())
|
||||
return;
|
||||
var foreground = settings.foreground.rgb_brush();
|
||||
int curr_index = origin_index;
|
||||
double curr_price = prices[curr_index];
|
||||
for (int i = 0; i < piqs.Length; i++) {
|
||||
double price = piqs[i].price;
|
||||
foreach (var entry in pvp) {
|
||||
double price = entry.price;
|
||||
// prices are in descending order, so get diff from curr_price - price
|
||||
int tick_diff = spec.tickdiff_unchecked(curr_price, price);
|
||||
curr_index += tick_diff;
|
||||
curr_price = price;
|
||||
if (curr_index >= 0 && curr_index < prices.Length) {
|
||||
var gr = format_text(piqs[i].piq.ToString(), curr_index, row_height, settings, glyph_context);
|
||||
var gr = format_text(entry.piq.ToString(), curr_index, row_height, settings, glyph_context);
|
||||
dc.DrawGlyphRun(foreground, gr);
|
||||
} else break;
|
||||
}
|
||||
|
||||
File diff suppressed because it is too large.
Load diff
@@ -10,10 +10,15 @@ namespace mbts.ui.spark {
|
||||
/// </summary>
|
||||
partial class LadderSettingsView : UserControl {
|
||||
public const string
|
||||
OrdersColumnSampleTemplateKey = nameof(OrdersColumnSampleTemplateKey),
|
||||
ColumnVisibilityToggleTemplateKey = nameof(ColumnVisibilityToggleTemplateKey),
|
||||
OrdersColumnTemplateKey = nameof(OrdersColumnTemplateKey),
|
||||
VolumeColumnTemplateKey = nameof(VolumeColumnTemplateKey),
|
||||
LastColumnTemplateKey = nameof(LastColumnTemplateKey),
|
||||
FavoriteAlgoAddButtonTemplateKey = nameof(FavoriteAlgoAddButtonTemplateKey);
|
||||
|
||||
public static readonly IMultiValueConverter LadderColumnToggleShowToolTipConverter =
|
||||
ValueConverter.create<bool, bool, string, string>((can_toggle_show, show, col_name) =>
|
||||
can_toggle_show ? $"{(show ? "Hide" : "Show")} {col_name}" : $"{col_name} cannot be {(show ? "hidden" : "shown")}.");
|
||||
|
||||
public LadderSettingsView() =>
|
||||
InitializeComponent();
|
||||
|
||||
|
||||
@@ -149,11 +149,34 @@ namespace mbts.spark {
|
||||
}
|
||||
|
||||
void _host_PreviewMouseDown(object sender, MouseButtonEventArgs e) {
|
||||
// When middle click over bid or ask columns:
|
||||
// Non-parameterizalbe order: change cursor to No indicating sending an order is not possible
|
||||
// Parameterizable order: if qty is null/0, flash and No cursor
|
||||
if (_host._vm != null) {
|
||||
var pos = e.GetPosition(_host);
|
||||
var column_type = _host._column_for_point(pos).column_type;
|
||||
var selected_algo_can_expand = _host._vm.order_properties_vm?.selected_algo_definition?.algo_root?.can_expand ?? true;
|
||||
if (e.MiddleButton == MouseButtonState.Pressed &&
|
||||
(column_type == LadderGridHost.ColumnType.Bid || column_type == LadderGridHost.ColumnType.Ask)) {
|
||||
if (!selected_algo_can_expand) {
|
||||
_host.Cursor = Cursors.No;
|
||||
}
|
||||
if (selected_algo_can_expand && (_host._vm.size_calculator.value ?? 0) == 0) {
|
||||
_host._vm.size_calculator.flash_error();
|
||||
_host.Cursor = Cursors.No;
|
||||
}
|
||||
}
|
||||
}
|
||||
_is_mouse_down = true;
|
||||
InvalidateVisual();
|
||||
}
|
||||
|
||||
void _host_MouseUp(object sender, MouseButtonEventArgs e) {
|
||||
// This will reset the cursor appropriately if the middle mouse button
|
||||
// has been pressed while over the bid or ask columns
|
||||
var point = e.GetPosition(_host);
|
||||
_set_current_row_and_column(point);
|
||||
|
||||
_is_mouse_down = false;
|
||||
_is_mouse_dragging = false;
|
||||
InvalidateVisual();
|
||||
|
||||
@@ -19,6 +19,7 @@
|
||||
<ResourceDictionary>
|
||||
<ResourceDictionary.MergedDictionaries>
|
||||
<ResourceDictionary Source="/view/Controls/Order/OrderDetailsPopupControl.xaml"/>
|
||||
<ResourceDictionary Source="/view/Controls/Order/AlgoParamsView.xaml"/>
|
||||
<ResourceDictionary Source="/view/Controls/Order/AlgoTemplateFavoriteButtonsView.xaml"/>
|
||||
</ResourceDictionary.MergedDictionaries>
|
||||
<converters:BooleanToVisibilityConverter x:Key="BoolToInVisibility" VisibilityForTrue="Collapsed" VisibilityForFalse="Visible" />
|
||||
@@ -31,7 +32,6 @@
|
||||
</converters:BooleanToObjectConverter.ValueForFalse>
|
||||
</converters:BooleanToObjectConverter>
|
||||
<converters:EnumCharacterCasingConverter x:Key="casing_converter"/>
|
||||
<converters:DoubleTextConverter x:Key="PositionTextConverter" Format="0" NaNText="-"/>
|
||||
<converters:GridLengthConverter x:Key="GridLengthPixelConverter" UnitType="Pixel" />
|
||||
<converters:ResponsiveTextConverter x:Key="DayTextConverter" LongText="Day:" ShortText="D:" Threshold="99" />
|
||||
<converters:ResponsiveTextConverter x:Key="HighTextConverter" LongText="High:" ShortText="H:" Threshold="99" />
|
||||
@@ -288,8 +288,11 @@
|
||||
/>
|
||||
</Grid.LayoutTransform>
|
||||
<Grid.ColumnDefinitions>
|
||||
<ColumnDefinition Width="{Binding left_panel_width, Mode=TwoWay, Converter={StaticResource GridLengthPixelConverter}}"
|
||||
MinWidth="60" MaxWidth="150"/>
|
||||
<ColumnDefinition
|
||||
Width="{Binding left_panel_width, Mode=TwoWay, Converter={StaticResource GridLengthPixelConverter}}"
|
||||
MinWidth="{x:Static spark:LadderView.MinLeftPanelWidth}"
|
||||
MaxWidth="{x:Static spark:LadderView.MaxLeftPanelWidth}"
|
||||
/>
|
||||
<ColumnDefinition/>
|
||||
</Grid.ColumnDefinitions>
|
||||
<Grid.RowDefinitions>
|
||||
@@ -309,11 +312,14 @@
|
||||
</Style>
|
||||
</StackPanel.Resources>
|
||||
<StackPanel x:Name="_slider_stack_panel" Margin="5,5,5,0">
|
||||
<Slider x:Name="_ui_scaler" Value="{Binding zoom_factor}"
|
||||
Minimum="{StaticResource MinZoomFactor}"
|
||||
Maximum="{StaticResource MaxZoomFactor}"
|
||||
Width="{Binding Path=ActualWidth, ElementName=_slider_stack_panel}"
|
||||
Visibility="{Binding show_zoom, Converter={StaticResource BooleanToVisibilityConverter}}"/>
|
||||
<Slider
|
||||
x:Name="_ui_scaler"
|
||||
Value="{Binding zoom_factor}"
|
||||
Minimum="{x:Static spark:LadderView.MinZoomFactor}"
|
||||
Maximum="{x:Static spark:LadderView.MaxZoomFactor}"
|
||||
Width="{Binding Path=ActualWidth, ElementName=_slider_stack_panel}"
|
||||
Visibility="{Binding show_zoom, Converter={StaticResource BooleanToVisibilityConverter}}"
|
||||
/>
|
||||
</StackPanel>
|
||||
<Grid Margin="2,4,2,0">
|
||||
<Grid.RowDefinitions>
|
||||
@@ -455,13 +461,33 @@
|
||||
<Button
|
||||
Margin="2"
|
||||
Command="{Binding position_click_command}"
|
||||
Content="{Binding position, Converter={StaticResource PositionTextConverter}}"
|
||||
Content="{Binding position_display_text}"
|
||||
FontWeight="Bold"
|
||||
Foreground="{Binding position, Converter={StaticResource NumericSignBrushConverter}}"
|
||||
Visibility="{Binding show_account_position, Converter={StaticResource BooleanToVisibilityConverter}}"
|
||||
>
|
||||
<Button.Visibility>
|
||||
<MultiBinding>
|
||||
<MultiBinding.Converter>
|
||||
<converters:MultiValueConverterPipe>
|
||||
<converters:BooleanOrConverter/>
|
||||
<converters:BooleanToVisibilityConverter/>
|
||||
</converters:MultiValueConverterPipe>
|
||||
</MultiBinding.Converter>
|
||||
<Binding Path="show_day_position"/>
|
||||
<Binding Path="show_account_position"/>
|
||||
</MultiBinding>
|
||||
</Button.Visibility>
|
||||
<Button.ToolTip>
|
||||
<TextBlock Text="{Binding order_properties_vm.selected_account, StringFormat='{}{0} total position (click to copy to size)'}"/>
|
||||
<!--<TextBlock Text="{Binding order_properties_vm.selected_account, StringFormat='{}{0} total position (click to copy to size)'}"/>-->
|
||||
<TextBlock TextAlignment="Center">
|
||||
<TextBlock.Text>
|
||||
<MultiBinding Converter="{x:Static spark:LadderView.PositionToolTipConverter}">
|
||||
<Binding Path="order_properties_vm.selected_account"/>
|
||||
<Binding Path="show_day_position"/>
|
||||
<Binding Path="show_account_position"/>
|
||||
</MultiBinding>
|
||||
</TextBlock.Text>
|
||||
</TextBlock>
|
||||
</Button.ToolTip>
|
||||
</Button>
|
||||
<!-- Qty textbox -->
|
||||
|
||||
@@ -1,4 +1,7 @@
|
||||
using bts.collections;
|
||||
using bts;
|
||||
using bts.collections;
|
||||
using bts.utils;
|
||||
using mbts.ui.converters;
|
||||
using mbts.utils;
|
||||
using System.Linq;
|
||||
using System.Windows;
|
||||
@@ -8,7 +11,40 @@ using System.Windows.Input;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class LadderView : UserControl {
|
||||
readonly double _max_zoom, _min_zoom;
|
||||
public const double
|
||||
MinLeftPanelWidth = 60,
|
||||
MaxLeftPanelWidth = 150,
|
||||
MinZoomFactor = 0.5,
|
||||
MaxZoomFactor = 1.5;
|
||||
|
||||
public static IMultiValueConverter PositionToolTipConverter =
|
||||
ValueConverter.create<AccountTuple?, bool, bool, string>((account, show_day_pos, show_total_pos) => {
|
||||
const string day_pos_text = "day", total_pos_text = "total";
|
||||
if (!account.HasValue)
|
||||
return string.Empty;
|
||||
var sb = new StringBuilderEx(account.Value.name);
|
||||
string primary_pos;
|
||||
if (show_day_pos) {
|
||||
primary_pos = day_pos_text;
|
||||
if (show_total_pos) {
|
||||
sb.Add(" '", primary_pos, " ");
|
||||
sb.Add("(", total_pos_text, ")' ");
|
||||
} else {
|
||||
sb.Add(" ", primary_pos, " ");
|
||||
}
|
||||
} else if (show_total_pos) {
|
||||
primary_pos = total_pos_text;
|
||||
sb.Add(" ", primary_pos, " ");
|
||||
} else {
|
||||
// unexpected code path (the button for which this tooltip is destined should be invisible in this case), but no need to throw an exception.
|
||||
return string.Empty;
|
||||
}
|
||||
sb.Add("position\n(click to copy ");
|
||||
if (show_day_pos && show_total_pos)
|
||||
sb.Add(primary_pos, " position ");
|
||||
sb.Add("to size)");
|
||||
return sb.ToString();
|
||||
});
|
||||
|
||||
internal LadderView(LadderVM vm) {
|
||||
InitializeComponent();
|
||||
@@ -18,19 +54,6 @@ namespace mbts.spark {
|
||||
this.vm = vm;
|
||||
DataContext = vm;
|
||||
DataContextChanged += datacontext_changed;
|
||||
if (TryFindResource("MaxZoomFactor") is double found_max) {
|
||||
_max_zoom = found_max;
|
||||
} else {
|
||||
// is there a better way of not specifying the constant twice ?
|
||||
// once in the resource dictionary here and again in the xaml, seems like there has to be a better way
|
||||
_max_zoom = 1.5;
|
||||
}
|
||||
// ditto
|
||||
if (TryFindResource("MinZoomFactor") is double found_min) {
|
||||
_min_zoom = found_min;
|
||||
} else {
|
||||
_min_zoom = 0.5;
|
||||
}
|
||||
_ui_scaler.MouseDoubleClick += _ui_scaler_MouseDoubleClick;
|
||||
this.PreviewMouseWheel += LadderView_PreviewMouseWheel;
|
||||
this.PreviewMouseDown += LadderView_PreviewMouseDown;
|
||||
@@ -46,7 +69,7 @@ namespace mbts.spark {
|
||||
var delta = (e.Delta > 0) ? 0.1 : -0.1;
|
||||
var proposed_scaler_value = _ui_scaler.Value + delta;
|
||||
// Here we enforce the same contraints that are on the gui slider regarding min and max
|
||||
if (_min_zoom < proposed_scaler_value && proposed_scaler_value < _max_zoom) {
|
||||
if (MinZoomFactor < proposed_scaler_value && proposed_scaler_value < MaxZoomFactor) {
|
||||
_ui_scaler.Value = proposed_scaler_value;
|
||||
}
|
||||
}
|
||||
|
||||
@@ -0,0 +1,149 @@
|
||||
using bts.api;
|
||||
using bts.api.position;
|
||||
using bts.utils;
|
||||
using mbts;
|
||||
using mbts.spark;
|
||||
using mbts.ui.shell;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Reactive.Linq;
|
||||
using System.Reflection;
|
||||
using System.Runtime.CompilerServices;
|
||||
|
||||
namespace bts.shell.manual_fills {
|
||||
class ManualFillRow : DisposableViewModelBase, IEquatable<ManualFillRow> {
|
||||
public const int _uncommitted_record_id = -1;
|
||||
static readonly PropertyInfo[] _snapshot_props =
|
||||
Array.ConvertAll(new[] {
|
||||
nameof(security),
|
||||
nameof(account),
|
||||
nameof(user),
|
||||
nameof(side),
|
||||
nameof(size),
|
||||
nameof(price)
|
||||
}, typeof(ManualFillRow).GetProperty);
|
||||
readonly Property<bool> _is_dirty;
|
||||
readonly Property<EditableItemState> _editable_item_state;
|
||||
readonly DelegateProperty<bool> _is_valid;
|
||||
SecurityImmutable? _security;
|
||||
AccountTuple? _account;
|
||||
UserTuple? _user;
|
||||
Side _side;
|
||||
uint _size;
|
||||
double _price;
|
||||
bool _is_selected;
|
||||
ManualFillData? _data;
|
||||
IDisposable _committed_snapshot;
|
||||
|
||||
public ManualFillRow(ManualFillData data) {
|
||||
_data = data;
|
||||
key = data.key;
|
||||
_security = data.value.security;
|
||||
_account = data.value.account;
|
||||
_user = data.value.user;
|
||||
_side = data.value.manual_fill.Side;
|
||||
_size = data.value.manual_fill.Quantity;
|
||||
_price = data.value.manual_fill.Price;
|
||||
if (placeholder_key.HasValue) {
|
||||
_is_dirty = backing(nameof(is_dirty), false);
|
||||
_editable_item_state = backing(nameof(editable_item_state), EditableItemState.Uncommitted);
|
||||
_committed_snapshot = ObjectSnapshot.create(this, _snapshot_props);
|
||||
} else {
|
||||
_is_dirty = backing(nameof(is_dirty), ObjectSnapshot.dirty_monitor(this, out _committed_snapshot, _snapshot_props));
|
||||
_editable_item_state = backing(nameof(editable_item_state), _is_dirty, ch => ch.newval ? EditableItemState.Modified : EditableItemState.None);
|
||||
}
|
||||
_is_valid = backing(nameof(is_valid), () => _validate(this));
|
||||
}
|
||||
|
||||
public event Action<bool> is_selected_changed;
|
||||
// key/id
|
||||
public ManualFillKey key { get; }
|
||||
public long? placeholder_key => key.unpersisted;
|
||||
public int record_id => key.persisted ?? _uncommitted_record_id;
|
||||
public string record_id_display_text => key.persisted?.ToString();
|
||||
// security/spec
|
||||
public SecurityImmutable? security {
|
||||
get => _security;
|
||||
set {
|
||||
if (_set(ref _security, value))
|
||||
RaisePropertyChanged(nameof(spec));
|
||||
}
|
||||
}
|
||||
public ContractSpecificationImmutable? spec => security.spec_or_default();
|
||||
// account/user
|
||||
public AccountTuple? account { get => _account; set => _set(ref _account, value); }
|
||||
public UserTuple? user { get => _user; set => _set(ref _user, value); }
|
||||
// side/size/price
|
||||
public Side side { get => _side; set => _set(ref _side, value); }
|
||||
public uint size { get => _size; set => _set(ref _size, value); }
|
||||
public double price { get => _price; set => _set(ref _price, value); }
|
||||
// is selected
|
||||
public bool is_selected {
|
||||
get => _is_selected;
|
||||
set {
|
||||
if (_set(ref _is_selected, value))
|
||||
is_selected_changed?.Invoke(value);
|
||||
}
|
||||
}
|
||||
// dirty/valid/editable-state
|
||||
public bool is_dirty => _is_dirty.Value;
|
||||
public bool is_valid => _is_valid.Value;
|
||||
public EditableItemState editable_item_state => _editable_item_state.Value;
|
||||
|
||||
public ManualFillData data => _data ??
|
||||
(_data = new ManualFillData(key, new ManualFillTuple(new ManualFillImmutable(to_man_fill()), security, account, user))).Value;
|
||||
|
||||
public void revert() =>
|
||||
_committed_snapshot.Dispose();
|
||||
|
||||
public IObservable<bool> subscribe_is_dirty() =>
|
||||
_is_dirty.observe_current(true);
|
||||
|
||||
public IObservable<bool> subscribe_is_selected() =>
|
||||
Observable.Create<bool>(o => {
|
||||
o.OnNext(is_selected);
|
||||
is_selected_changed += o.OnNext;
|
||||
return Disposable.Create(() => is_selected_changed -= o.OnNext);
|
||||
});
|
||||
|
||||
public ManualFill to_man_fill() =>
|
||||
new ManualFill {
|
||||
RecordId = record_id,
|
||||
AccountId = account?.id ?? 0,
|
||||
AccountName = account?.name ?? string.Empty,
|
||||
UserId = user?.id ?? 0,
|
||||
Price = price,
|
||||
Side = side,
|
||||
Quantity = size,
|
||||
SecurityKey = security?.Id ?? 0
|
||||
};
|
||||
|
||||
public ManualFillTuple to_tuple() =>
|
||||
new ManualFillTuple(new ManualFillImmutable(to_man_fill()), security, account, user);
|
||||
|
||||
public bool Equals(ManualFillRow other) =>
|
||||
data == other?.data;
|
||||
|
||||
public override bool Equals(object obj) => Equals(obj as ManualFillRow);
|
||||
public override int GetHashCode() => record_id;
|
||||
|
||||
static bool _validate(ManualFillRow row) =>
|
||||
row.security.HasValue &&
|
||||
row.account.HasValue &&
|
||||
row.user.HasValue &&
|
||||
row.side != Side.Undefined &&
|
||||
!double.IsNaN(row._price);
|
||||
|
||||
bool _set<T>(ref T backing, T value, [CallerMemberName] string prop_name = "") =>
|
||||
_set(ref backing, value, EqualityComparer<T>.Default, prop_name);
|
||||
|
||||
bool _set<T>(ref T backing, T value, IEqualityComparer<T> comparer, [CallerMemberName] string prop_name = "") {
|
||||
if (Set(ref backing, value, comparer, prop_name)) {
|
||||
_is_valid.refresh();
|
||||
_data = null;
|
||||
return true;
|
||||
}
|
||||
return false;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,86 @@
|
||||
<UserControl
|
||||
x:Class="mbts.ui.spark.ManualFillRowEditor"
|
||||
x:ClassModifier="internal"
|
||||
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
|
||||
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
|
||||
xmlns:u="clr-namespace:mbts.ui"
|
||||
xmlns:c="clr-namespace:mbts.ui.controls"
|
||||
xmlns:usp="clr-namespace:mbts.ui.spark"
|
||||
xmlns:sys="clr-namespace:System;assembly=mscorlib"
|
||||
FocusVisualStyle="{x:Null}"
|
||||
>
|
||||
<UserControl.Resources>
|
||||
<sys:Double x:Key="HorizontalPush">4</sys:Double>
|
||||
<sys:Double x:Key="VerticalPush3">8</sys:Double>
|
||||
<Style x:Key="HeaderText" TargetType="TextBlock">
|
||||
<Setter Property="HorizontalAlignment" Value="Center"/>
|
||||
<Setter Property="VerticalAlignment" Value="Center"/>
|
||||
<Setter Property="Foreground" Value="{x:Static u:BTSColors.header_text_brush}"/>
|
||||
<Setter Property="Margin" Value="4"/>
|
||||
</Style>
|
||||
</UserControl.Resources>
|
||||
<Grid>
|
||||
<Grid.RowDefinitions>
|
||||
<RowDefinition Height="*"/>
|
||||
<RowDefinition Height="Auto"/>
|
||||
</Grid.RowDefinitions>
|
||||
<Grid Margin="6">
|
||||
<Grid.ColumnDefinitions>
|
||||
<ColumnDefinition Width="Auto"/>
|
||||
<ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
|
||||
<ColumnDefinition Width="Auto"/>
|
||||
<ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
|
||||
<ColumnDefinition Width="Auto"/>
|
||||
<ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
|
||||
<ColumnDefinition Width="Auto"/>
|
||||
<ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
|
||||
<ColumnDefinition Width="Auto"/>
|
||||
<ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
|
||||
<ColumnDefinition Width="Auto"/>
|
||||
<ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
|
||||
<ColumnDefinition Width="Auto"/>
|
||||
</Grid.ColumnDefinitions>
|
||||
<Grid.RowDefinitions>
|
||||
<RowDefinition Height="Auto"/>
|
||||
<RowDefinition Height="{Binding Source={StaticResource VerticalPush3}}"/>
|
||||
<RowDefinition Height="*"/>
|
||||
</Grid.RowDefinitions>
|
||||
<Rectangle Grid.ColumnSpan="11" HorizontalAlignment="Stretch" VerticalAlignment="Stretch" Fill="{x:Static u:BTSColors.header_brush}"/>
|
||||
<TextBlock Grid.Column="0" Text="Security" Style="{StaticResource HeaderText}"/>
|
||||
<TextBlock Grid.Column="2" Text="Account" Style="{StaticResource HeaderText}"/>
|
||||
<TextBlock Grid.Column="4" Text="User" Style="{StaticResource HeaderText}"/>
|
||||
<TextBlock Grid.Column="6" Text="Side" Style="{StaticResource HeaderText}"/>
|
||||
<TextBlock Grid.Column="8" Text="Qty" Style="{StaticResource HeaderText}"/>
|
||||
<TextBlock Grid.Column="10" Text="Price" Style="{StaticResource HeaderText}"/>
|
||||
|
||||
<c:ContractPickerPopup
|
||||
Grid.Row="2"
|
||||
HorizontalAlignment="Stretch"
|
||||
VerticalAlignment="Stretch"
|
||||
CloseOnCancel="True"
|
||||
CloseOnOK="True"
|
||||
Header="{Binding security}"
|
||||
IsEditMode="False"
|
||||
IsLazy="True"
|
||||
SecurityMap="{DynamicResource ResourceKey={x:Static usp:ManualFillRowEditor.SecuritiesKey}}"
|
||||
SelectedSecurity="{Binding security, UpdateSourceTrigger=Explicit}"
|
||||
ShowDialogSkirt="True"
|
||||
ToolTip="{Binding SelectedCriteria, RelativeSource={RelativeSource Self}, Converter={x:Static c:ContractPickerPopup.SecurityCriteriaTextConverter}, Mode=OneWay}"
|
||||
OKClick="{x:Static c:ContractPickerPopup.FlushSelectedSecurityHandler}"
|
||||
/>
|
||||
<ComboBox Grid.Row="2" Grid.Column="2" ItemsSource="{DynamicResource ResourceKey={x:Static usp:ManualFillRowEditor.AccountsKey}}" SelectedItem="{Binding account}"/>
|
||||
<ComboBox Grid.Row="2" Grid.Column="4" ItemsSource="{DynamicResource ResourceKey={x:Static usp:ManualFillRowEditor.UsersKey}}" SelectedItem="{Binding user}"/>
|
||||
<ComboBox Grid.Row="2" Grid.Column="6" ItemsSource="{DynamicResource ResourceKey={x:Static usp:ManualFillRowEditor.SidesKey}}" SelectedItem="{Binding side}" Width="48"/>
|
||||
<c:TickUpDownUInt Grid.Row="2" Grid.Column="8" MinWidth="40" Value="{Binding size}"/>
|
||||
<usp:PriceEntryControl Grid.Row="2" Grid.Column="10" MinWidth="55" Value="{Binding price}" ContractSpec="{Binding spec}"/>
|
||||
</Grid>
|
||||
<c:DialogSkirt Grid.Row="1" Margin="0,6,0,0">
|
||||
<c:DialogSkirt.RightItems>
|
||||
<x:Array Type="{x:Type Button}">
|
||||
<Button Content="OK" Command="{x:Static usp:ManualFillRowEditor.CommitCommand}" CommandParameter="{Binding}" IsDefault="True"/>
|
||||
<Button Content="Cancel" Command="{x:Static usp:ManualFillRowEditor.CancelCommand}" IsCancel="True"/>
|
||||
</x:Array>
|
||||
</c:DialogSkirt.RightItems>
|
||||
</c:DialogSkirt>
|
||||
</Grid>
|
||||
</UserControl>
|
||||
@@ -0,0 +1,22 @@
|
||||
using System.Windows.Controls;
|
||||
using System.Windows.Input;
|
||||
|
||||
namespace mbts.ui.spark {
|
||||
/// <summary>
|
||||
/// Interaction logic for ManualFillRowEditor.xaml
|
||||
/// </summary>
|
||||
partial class ManualFillRowEditor : UserControl {
|
||||
public const string
|
||||
SecuritiesKey = nameof(SecuritiesKey),
|
||||
AccountsKey = nameof(AccountsKey),
|
||||
UsersKey = nameof(UsersKey),
|
||||
SidesKey = nameof(SidesKey);
|
||||
|
||||
public static readonly RoutedCommand
|
||||
CommitCommand = new RoutedCommand(),
|
||||
CancelCommand = new RoutedCommand();
|
||||
|
||||
public ManualFillRowEditor() =>
|
||||
InitializeComponent();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,39 @@
|
||||
<Window
|
||||
x:Class="mbts.ui.spark.ManualFillsImportConflictsDialog"
|
||||
x:ClassModifier="internal"
|
||||
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
|
||||
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
|
||||
xmlns:u="clr-namespace:mbts.ui"
|
||||
xmlns:c="clr-namespace:mbts.ui.controls"
|
||||
xmlns:usp="clr-namespace:mbts.ui.spark"
|
||||
u:WindowStyle.AllowResize="True"
|
||||
u:WindowStyle.SizeToContent="WidthAndHeight"
|
||||
u:WindowStyle.TitleContent="Import Fills Conflicts"
|
||||
Style="{StaticResource BTSDialogTitleTemplate}"
|
||||
>
|
||||
<u:WindowStyle.TitleContentTemplate>
|
||||
<DataTemplate>
|
||||
<StackPanel Orientation="Horizontal" HorizontalAlignment="Left">
|
||||
<Image Height="12" Margin="5,2" Source="{x:Static u:Icons.Import}"/>
|
||||
<TextBlock Margin="4,0,0,0" Text="{Binding}"/>
|
||||
</StackPanel>
|
||||
</DataTemplate>
|
||||
</u:WindowStyle.TitleContentTemplate>
|
||||
<Window.Content>
|
||||
<Grid>
|
||||
<Grid.RowDefinitions>
|
||||
<RowDefinition Height="*"/>
|
||||
<RowDefinition Height="Auto"/>
|
||||
</Grid.RowDefinitions>
|
||||
<usp:ManualFillsImportConflictsView Margin="12,10,12,8"/>
|
||||
<c:DialogSkirt Grid.Row="1">
|
||||
<c:DialogSkirt.RightItems>
|
||||
<x:Array Type="{x:Type Button}">
|
||||
<Button Command="{Binding ok_cmd}">Continue</Button>
|
||||
<Button Command="{Binding cancel_cmd}" IsCancel="True">Cancel</Button>
|
||||
</x:Array>
|
||||
</c:DialogSkirt.RightItems>
|
||||
</c:DialogSkirt>
|
||||
</Grid>
|
||||
</Window.Content>
|
||||
</Window>
|
||||
@@ -0,0 +1,11 @@
|
||||
using System.Windows;
|
||||
|
||||
namespace mbts.ui.spark {
|
||||
/// <summary>
|
||||
/// Interaction logic for ManualFillsImportConflictsDialog.xaml
|
||||
/// </summary>
|
||||
partial class ManualFillsImportConflictsDialog : Window {
|
||||
public ManualFillsImportConflictsDialog() =>
|
||||
InitializeComponent();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,106 @@
|
||||
using bts.api;
|
||||
using bts.collections;
|
||||
using mbts;
|
||||
using mbts.collections;
|
||||
using mbts.ui;
|
||||
using mbts.ui.shell;
|
||||
using mbts.ui.utility;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Collections.ObjectModel;
|
||||
using System.ComponentModel;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Windows.Data;
|
||||
using System.Windows.Input;
|
||||
using Component = mbts.ui.spark.ManualFillsImportConflictsView.ManualFillComponent;
|
||||
|
||||
namespace bts.shell.manual_fills {
|
||||
class ManualFillsImportVM : DisposableViewModelBase, IRequestViewClose {
|
||||
readonly RefCountMap<ParsedManualFill> _conflicts = new RefCountMap<ParsedManualFill>();
|
||||
IReadOnlyDictionary<uint, SecurityMD> _security_map = DictionaryHelper.empty<uint, SecurityMD>();
|
||||
|
||||
public ManualFillsImportVM(int num_fills) {
|
||||
rows_view = CollectionViewSource.GetDefaultView(rows);
|
||||
ok_cmd = new DelegateCommand(() => import_request?.Invoke());
|
||||
cancel_cmd = new DelegateCommand(() => RequestClose?.Invoke(this, new EventArgs()));
|
||||
this.num_fills = num_fills;
|
||||
_dispose = ObservableAutoWrapper.connect_item_hooks(rows, r =>
|
||||
r.subscribe_has_error().Subscribe(has_error => {
|
||||
if (has_error) {
|
||||
if (r.affected_fills.Count(_conflicts.increment_adds_key) == 0)
|
||||
return;
|
||||
} else if (r.affected_fills.Count(_conflicts.decrement_removes_key) == 0)
|
||||
return;
|
||||
RaisePropertyChanged(nameof(num_successfully_parsed_fills));
|
||||
}));
|
||||
}
|
||||
|
||||
public event Action import_request;
|
||||
public event EventHandler RequestClose;
|
||||
|
||||
public ObservableCollection<Row> rows { get; } = new ObservableCollection<Row>();
|
||||
public ICollectionView rows_view { get; }
|
||||
public int num_fills { get; }
|
||||
public int num_successfully_parsed_fills => num_fills - _conflicts.Count;
|
||||
// misc items sources
|
||||
public IEnumerable<Side> sides => new[] { Side.Buy, Side.Sell };
|
||||
public ObservableCollection<AccountTuple?> accounts { get; } = new ObservableCollection<AccountTuple?>();
|
||||
public ObservableCollection<UserTuple?> users { get; } = new ObservableCollection<UserTuple?>();
|
||||
public IReadOnlyDictionary<uint, SecurityMD> security_map {
|
||||
get => _security_map;
|
||||
set {
|
||||
if (!ReferenceEquals(_security_map, value)) {
|
||||
_security_map = value;
|
||||
_resolve_securities();
|
||||
RaisePropertyChanged();
|
||||
}
|
||||
}
|
||||
}
|
||||
// commands
|
||||
public ICommand ok_cmd { get; }
|
||||
public ICommand cancel_cmd { get; }
|
||||
|
||||
void _resolve_securities() {
|
||||
if (_security_map == null)
|
||||
return;
|
||||
var reverse_lookup = ManualFillsParser.reverse_lookup(MappedDictionary.create(_security_map, v => v.security.ToString()));
|
||||
foreach (var r in rows) {
|
||||
if (r.component == Component.Security && r.has_error) {
|
||||
var id = reverse_lookup(r.text);
|
||||
if (id != 0 && _security_map.TryGetValue(id, out var smd))
|
||||
r.value = smd.security;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
public class Row : ViewModelBase, ITemplateSelectorKey {
|
||||
readonly DelegateProperty<bool> _has_error;
|
||||
object _value;
|
||||
string _text;
|
||||
|
||||
public Row(Component component, string text, IReadOnlyCollection<ParsedManualFill> affected_fills, object error_value, object value) {
|
||||
this.component = component;
|
||||
this.text = text;
|
||||
this.affected_fills = affected_fills;
|
||||
_value = value;
|
||||
_has_error = backing(nameof(has_error), () => Equals(this.value, error_value));
|
||||
}
|
||||
|
||||
public Component component { get; }
|
||||
public string text { get => _text; set => Set(ref _text, value); }
|
||||
public IReadOnlyCollection<ParsedManualFill> affected_fills { get; }
|
||||
public object value {
|
||||
get => _value;
|
||||
set {
|
||||
if (Set(ref _value, value))
|
||||
_has_error.refresh();
|
||||
}
|
||||
}
|
||||
public bool has_error => _has_error.Value;
|
||||
string ITemplateSelectorKey.key => component.ToString();
|
||||
|
||||
public IObservable<bool> subscribe_has_error() => _has_error.observe_current(true);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,144 @@
|
||||
<UserControl
|
||||
x:Class="mbts.ui.spark.ManualFillsImportConflictsView"
|
||||
x:ClassModifier="internal"
|
||||
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
|
||||
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
|
||||
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"
|
||||
MinWidth="400"
|
||||
>
|
||||
<UserControl.Resources>
|
||||
<Style x:Key="VerticallyCenteredText" TargetType="TextBlock">
|
||||
<Setter Property="VerticalAlignment" Value="Center"/>
|
||||
</Style>
|
||||
<!--Value Cell Template Selector-->
|
||||
<u:KeyedTemplateSelector x:Key="ValueCellTemplateSelector">
|
||||
<u:KeyedTemplateSelector.Default>
|
||||
<DataTemplate>
|
||||
<TextBlock Text="{Binding value}" VerticalAlignment="Center"/>
|
||||
</DataTemplate>
|
||||
</u:KeyedTemplateSelector.Default>
|
||||
<u:TemplateSelectorKeyValue Key="{x:Static Price, MemberType={u:Nested usp:ManualFillsImportConflictsView.ManualFillComponentNames}}">
|
||||
<DataTemplate>
|
||||
<TextBlock Text="{Binding value, Converter={StaticResource DoubleTextConverter}}" VerticalAlignment="Center"/>
|
||||
</DataTemplate>
|
||||
</u:TemplateSelectorKeyValue>
|
||||
</u:KeyedTemplateSelector>
|
||||
<!--Value Cell Editing Template Selector-->
|
||||
<u:KeyedTemplateSelector x:Key="ValueCellEditingTemplateSelector">
|
||||
<u:TemplateSelectorKeyValue Key="{x:Static Security, MemberType={u:Nested usp:ManualFillsImportConflictsView.ManualFillComponentNames}}">
|
||||
<DataTemplate>
|
||||
<c:ContractPickerPopup
|
||||
HorizontalAlignment="Stretch"
|
||||
VerticalAlignment="Stretch"
|
||||
CloseOnCancel="True"
|
||||
CloseOnOK="True"
|
||||
Header="{Binding value}"
|
||||
IsEditMode="False"
|
||||
IsLazy="True"
|
||||
SecurityMap="{Binding DataContext.security_map, RelativeSource={RelativeSource AncestorType=DataGrid}, Mode=OneWay}"
|
||||
SelectedSecurity="{Binding value, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
|
||||
ShowDialogSkirt="True"
|
||||
/>
|
||||
</DataTemplate>
|
||||
</u:TemplateSelectorKeyValue>
|
||||
<u:TemplateSelectorKeyValue Key="{x:Static Account, MemberType={u:Nested usp:ManualFillsImportConflictsView.ManualFillComponentNames}}">
|
||||
<DataTemplate>
|
||||
<ComboBox ItemsSource="{Binding DataContext.accounts, RelativeSource={RelativeSource AncestorType=DataGrid}}" SelectedItem="{Binding value, UpdateSourceTrigger=PropertyChanged}"/>
|
||||
</DataTemplate>
|
||||
</u:TemplateSelectorKeyValue>
|
||||
<u:TemplateSelectorKeyValue Key="{x:Static User, MemberType={u:Nested usp:ManualFillsImportConflictsView.ManualFillComponentNames}}">
|
||||
<DataTemplate>
|
||||
<ComboBox ItemsSource="{Binding DataContext.users, RelativeSource={RelativeSource AncestorType=DataGrid}}" SelectedItem="{Binding value, UpdateSourceTrigger=PropertyChanged}"/>
|
||||
</DataTemplate>
|
||||
</u:TemplateSelectorKeyValue>
|
||||
<u:TemplateSelectorKeyValue Key="{x:Static Side, MemberType={u:Nested usp:ManualFillsImportConflictsView.ManualFillComponentNames}}">
|
||||
<DataTemplate>
|
||||
<ComboBox ItemsSource="{Binding DataContext.sides, RelativeSource={RelativeSource AncestorType=DataGrid}}" SelectedItem="{Binding value, UpdateSourceTrigger=PropertyChanged}"/>
|
||||
</DataTemplate>
|
||||
</u:TemplateSelectorKeyValue>
|
||||
<u:TemplateSelectorKeyValue Key="{x:Static Size, MemberType={u:Nested usp:ManualFillsImportConflictsView.ManualFillComponentNames}}">
|
||||
<DataTemplate>
|
||||
<c:TickUpDownUInt Value="{Binding value, UpdateSourceTrigger=PropertyChanged}"/>
|
||||
</DataTemplate>
|
||||
</u:TemplateSelectorKeyValue>
|
||||
<u:TemplateSelectorKeyValue Key="{x:Static Price, MemberType={u:Nested usp:ManualFillsImportConflictsView.ManualFillComponentNames}}">
|
||||
<DataTemplate>
|
||||
<usp:PriceEntryControl Value="{Binding value, UpdateSourceTrigger=PropertyChanged}"/>
|
||||
</DataTemplate>
|
||||
</u:TemplateSelectorKeyValue>
|
||||
</u:KeyedTemplateSelector>
|
||||
</UserControl.Resources>
|
||||
<!--Content-->
|
||||
<Grid x:Name="content_root">
|
||||
<Grid.RowDefinitions>
|
||||
<RowDefinition Height="Auto"/>
|
||||
<RowDefinition Height="*"/>
|
||||
</Grid.RowDefinitions>
|
||||
<Grid.ColumnDefinitions>
|
||||
<ColumnDefinition Width="Auto"/>
|
||||
<ColumnDefinition Width="*"/>
|
||||
</Grid.ColumnDefinitions>
|
||||
<Image VerticalAlignment="Center" Margin="0,0,8,0">
|
||||
<Image.Source>
|
||||
<Binding Source="{x:Static MessageBoxImage.Exclamation}">
|
||||
<Binding.Converter>
|
||||
<cv:SystemIconConverter/>
|
||||
</Binding.Converter>
|
||||
</Binding>
|
||||
</Image.Source>
|
||||
</Image>
|
||||
<Canvas x:Name="text_canvas" Grid.Column="1" HorizontalAlignment="Stretch"/>
|
||||
<TextBlock Grid.Column="1" TextWrapping="Wrap" Width="{Binding ActualWidth, ElementName=text_canvas}">
|
||||
<Run Text="{Binding num_successfully_parsed_fills, Mode=OneWay}"/>
|
||||
<Run Text="/"/>
|
||||
<Run Text="{Binding num_fills, Mode=OneWay}"/>
|
||||
<Run Text=" fills have been successfully converted."/>
|
||||
<Run Text="Resolve conflicts below by selecting a value to assign each affected fill,"/>
|
||||
<Run Text="or modify individual fills in the main window."/>
|
||||
<LineBreak/>
|
||||
<LineBreak/>
|
||||
<Run Text="Click 'Continue' to proceed to the main window."/>
|
||||
</TextBlock>
|
||||
<DataGrid
|
||||
x:Name="data_grid"
|
||||
u:DataGridBehavior.SingleClickEdit="True"
|
||||
Grid.Row="1"
|
||||
Grid.ColumnSpan="2"
|
||||
AutoGenerateColumns="False"
|
||||
CanUserAddRows="False"
|
||||
CanUserDeleteRows="False"
|
||||
CanUserReorderColumns="False"
|
||||
CanUserSortColumns="True"
|
||||
HeadersVisibility="All"
|
||||
ItemsSource="{Binding rows_view}"
|
||||
Margin="0,8,0,0"
|
||||
MinRowHeight="17"
|
||||
RowHeaderWidth="22"
|
||||
>
|
||||
<DataGrid.CellStyle>
|
||||
<Style TargetType="DataGridCell" BasedOn="{StaticResource DataGridCellBaseStyle}">
|
||||
<Setter Property="VerticalContentAlignment" Value="Stretch"/>
|
||||
</Style>
|
||||
</DataGrid.CellStyle>
|
||||
<DataGrid.RowStyle>
|
||||
<Style TargetType="DataGridRow">
|
||||
<Setter Property="IsSelected" Value="{Binding is_selected, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"/>
|
||||
<Style.Triggers>
|
||||
<DataTrigger Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="True">
|
||||
<Setter Property="Background" Value="{StaticResource SelectedRowBackground}"/>
|
||||
</DataTrigger>
|
||||
</Style.Triggers>
|
||||
</Style>
|
||||
</DataGrid.RowStyle>
|
||||
<DataGrid.Columns>
|
||||
<DataGridTextColumn Header="Component" Binding="{Binding component}" ElementStyle="{StaticResource VerticallyCenteredText}" IsReadOnly="True"/>
|
||||
<DataGridTextColumn Header="Text" Binding="{Binding text}" ElementStyle="{StaticResource VerticallyCenteredText}" IsReadOnly="True"/>
|
||||
<DataGridTextColumn Header="Affected Fills" Binding="{Binding affected_fills.Count}" ElementStyle="{StaticResource VerticallyCenteredText}" IsReadOnly="True"/>
|
||||
<DataGridTemplateColumn Header="Value" CellTemplateSelector="{StaticResource ValueCellTemplateSelector}" CellEditingTemplateSelector="{StaticResource ValueCellEditingTemplateSelector}"/>
|
||||
</DataGrid.Columns>
|
||||
</DataGrid>
|
||||
</Grid>
|
||||
</UserControl>
|
||||
@@ -0,0 +1,30 @@
|
||||
using System.Windows.Controls;
|
||||
|
||||
namespace mbts.ui.spark {
|
||||
/// <summary>
|
||||
/// Interaction logic for ManualFillsImportConflictsView.xaml
|
||||
/// </summary>
|
||||
partial class ManualFillsImportConflictsView : UserControl {
|
||||
public ManualFillsImportConflictsView() =>
|
||||
InitializeComponent();
|
||||
|
||||
public enum ManualFillComponent {
|
||||
Security,
|
||||
Account,
|
||||
User,
|
||||
Side,
|
||||
Size,
|
||||
Price
|
||||
}
|
||||
|
||||
public static class ManualFillComponentNames {
|
||||
public static readonly string
|
||||
Security = ManualFillComponent.Security.ToString(),
|
||||
Account = ManualFillComponent.Account.ToString(),
|
||||
User = ManualFillComponent.User.ToString(),
|
||||
Side = ManualFillComponent.Side.ToString(),
|
||||
Size = ManualFillComponent.Size.ToString(),
|
||||
Price = ManualFillComponent.Price.ToString();
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,107 @@
|
||||
using bts.api.core;
|
||||
using bts.api.position;
|
||||
using bts.collections;
|
||||
using mbts.spark;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Threading.Tasks;
|
||||
|
||||
namespace bts.shell.manual_fills {
|
||||
struct ManualFillKey : IEquatable<ManualFillKey>, IComparable<ManualFillKey> {
|
||||
public readonly int? persisted;
|
||||
public readonly long? unpersisted;
|
||||
|
||||
public ManualFillKey(int persisted) {
|
||||
this.persisted = persisted;
|
||||
unpersisted = null;
|
||||
}
|
||||
|
||||
public ManualFillKey(long unpersisted) {
|
||||
this.unpersisted = unpersisted;
|
||||
persisted = null;
|
||||
}
|
||||
|
||||
public int CompareTo(ManualFillKey other) {
|
||||
if (persisted.HasValue) {
|
||||
if (other.persisted.HasValue) {
|
||||
return persisted.Value.CompareTo(other.persisted.Value);
|
||||
} else if (other.unpersisted.HasValue) {
|
||||
return -1;
|
||||
} else return 1;
|
||||
} else if (unpersisted.HasValue) {
|
||||
return other.unpersisted.HasValue ? unpersisted.Value.CompareTo(other.unpersisted.Value) : 1;
|
||||
} else return !other.persisted.HasValue && !other.unpersisted.HasValue ? 0 : -1;
|
||||
}
|
||||
|
||||
public override string ToString() => persisted.HasValue ? persisted.Value.ToString() : unpersisted.HasValue ? unpersisted.Value.ToString() : "(N/A)";
|
||||
|
||||
public bool Equals(ManualFillKey other) =>
|
||||
persisted == other.persisted &&
|
||||
unpersisted == other.unpersisted;
|
||||
|
||||
public override bool Equals(object obj) =>
|
||||
obj is ManualFillKey other && Equals(other);
|
||||
|
||||
public override int GetHashCode() => persisted ?? unpersisted?.GetHashCode() ?? 0;
|
||||
public static bool operator ==(ManualFillKey a, ManualFillKey b) => a.Equals(b);
|
||||
public static bool operator !=(ManualFillKey a, ManualFillKey b) => !a.Equals(b);
|
||||
}
|
||||
|
||||
struct ManualFillData : IEquatable<ManualFillData> {
|
||||
public static readonly Func<ManualFillData, ManualFillKey> key_fn = mfd => mfd.key;
|
||||
|
||||
public readonly ManualFillKey key;
|
||||
public readonly ManualFillTuple value;
|
||||
|
||||
public ManualFillData(ManualFillKey key, ManualFillTuple value) {
|
||||
this.key = key;
|
||||
this.value = value;
|
||||
}
|
||||
|
||||
public bool Equals(ManualFillData other) =>
|
||||
key == other.key &&
|
||||
value.Equals(other.value);
|
||||
|
||||
public override bool Equals(object obj) =>
|
||||
obj is ManualFillData other && Equals(other);
|
||||
|
||||
public override int GetHashCode() =>
|
||||
key.GetHashCode();
|
||||
|
||||
public static bool operator ==(ManualFillData a, ManualFillData b) => a.Equals(b);
|
||||
public static bool operator !=(ManualFillData a, ManualFillData b) => !a.Equals(b);
|
||||
}
|
||||
|
||||
class ManualFillsModel {
|
||||
readonly OrdersModel _model;
|
||||
|
||||
public ManualFillsModel(OrdersModel model)
|
||||
: this(model, model.on_manual_fill_tuples,
|
||||
model.factory.subscribe_accounts().Select(d => MappedDictionary.create(d, kv => new AccountTuple(kv.Key, kv.Value))).Table(u => u.id),
|
||||
model.factory.subscribe_users().Select(d => MappedDictionary.create(d, kv => new UserTuple(kv.Key, kv.Value))).Table(a => a.id)) { }
|
||||
|
||||
public ManualFillsModel(OrdersModel model, IObservable<TableUpdate<ManualFillTuple, int>> manual_fills, IObservable<TableUpdate<AccountTuple, uint>> accounts, IObservable<TableUpdate<UserTuple, uint>> users) {
|
||||
_model = model;
|
||||
this.manual_fills = manual_fills.SelectKeyValue(
|
||||
mft => new ManualFillData(new ManualFillKey(mft.manual_fill.RecordId), mft),
|
||||
ManualFillData.key_fn);
|
||||
this.accounts = accounts;
|
||||
this.users = users;
|
||||
}
|
||||
|
||||
public IObservable<TableUpdate<ManualFillData, ManualFillKey>> manual_fills { get; }
|
||||
public IObservable<TableUpdate<AccountTuple, uint>> accounts { get; }
|
||||
public IObservable<TableUpdate<UserTuple, uint>> users { get; }
|
||||
|
||||
public async Task delete_fills(IEnumerable<ManualFill> fills) =>
|
||||
await _model.delete_manual_fills(fills);
|
||||
|
||||
public async Task<bool> create_fills(IEnumerable<ManualFill> fills) =>
|
||||
await _model.create_manual_fills(fills);
|
||||
|
||||
public async Task<bool> update_fills(IEnumerable<ManualFill> fills) =>
|
||||
await _model.update_manual_fills(fills);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,162 @@
|
||||
using bts.api;
|
||||
using bts.api.position;
|
||||
using bts.collections;
|
||||
using bts.utils;
|
||||
using mbts.ui.utility;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using ManualFillComponent = mbts.ui.spark.ManualFillsImportConflictsView.ManualFillComponent;
|
||||
|
||||
namespace bts.shell.manual_fills {
|
||||
class ParsedManualFill {
|
||||
public readonly Guid unpersisted_id = Guid.NewGuid();
|
||||
public readonly ManualFill result = new ManualFill();
|
||||
|
||||
public (string text, bool success) security { get; set; }
|
||||
public (string text, bool success) account { get; set; }
|
||||
public (string text, bool success) user { get; set; }
|
||||
public (string text, bool success) side { get; set; }
|
||||
public (string text, bool success) quantity { get; set; }
|
||||
public (string text, bool success) price { get; set; }
|
||||
|
||||
public bool Equals(ParsedManualFill other) => other != null && unpersisted_id == other.unpersisted_id;
|
||||
public override bool Equals(object obj) => Equals(obj as ParsedManualFill);
|
||||
public override int GetHashCode() => unpersisted_id.GetHashCode();
|
||||
}
|
||||
|
||||
static class ManualFillsParser {
|
||||
public const string file_extension = "csv";
|
||||
|
||||
public static Action<ManualFill, object> assign_component(ManualFillComponent component) {
|
||||
switch (component) {
|
||||
case ManualFillComponent.Security: return (mf, val) => mf.SecurityKey = ConvertUtils.try_convert<SecurityImmutable?>(val)?.Id ?? 0;
|
||||
case ManualFillComponent.Account: return (mf, val) => mf.AccountId = ConvertUtils.try_convert<AccountTuple?>(val)?.id ?? 0;
|
||||
case ManualFillComponent.User: return (mf, val) => mf.UserId = ConvertUtils.try_convert<UserTuple?>(val)?.id ?? 0;
|
||||
case ManualFillComponent.Side: return (mf, val) => mf.Side = ConvertUtils.try_convert<Side>(val, Side.Undefined);
|
||||
case ManualFillComponent.Size: return (mf, val) => mf.Quantity = ConvertUtils.try_convert<uint>(val);
|
||||
case ManualFillComponent.Price: return (mf, val) => mf.Price = ConvertUtils.try_convert(val, double.NaN);
|
||||
default: throw new NotImplementedException();
|
||||
}
|
||||
}
|
||||
|
||||
/// Note: the returned dictionary will have entries for each <see cref="ManualFillComponent"/>, regardless of whether or not that component has any conflicts.
|
||||
public static Dictionary<ManualFillComponent, Dictionary<string, List<ParsedManualFill>>> get_conflicts(IEnumerable<ParsedManualFill> parsed_fills) {
|
||||
var missing_components = EnumHelper.get_values<ManualFillComponent>().ToDictionary(c => c, c => new Dictionary<string, List<ParsedManualFill>>());
|
||||
var mk_list = new Func<string, List<ParsedManualFill>>(_ => new List<ParsedManualFill>());
|
||||
foreach (var pmf in parsed_fills) {
|
||||
if (!pmf.security.success) {
|
||||
add_missing(ManualFillComponent.Security, pmf.security.text, pmf);
|
||||
}
|
||||
if (!pmf.account.success) {
|
||||
add_missing(ManualFillComponent.Account, pmf.account.text, pmf);
|
||||
}
|
||||
if (!pmf.user.success) {
|
||||
add_missing(ManualFillComponent.User, pmf.user.text, pmf);
|
||||
}
|
||||
if (!pmf.quantity.success) {
|
||||
add_missing(ManualFillComponent.Size, pmf.quantity.text, pmf);
|
||||
}
|
||||
if (!pmf.side.success) {
|
||||
add_missing(ManualFillComponent.Side, pmf.side.text, pmf);
|
||||
}
|
||||
if (!pmf.price.success) {
|
||||
add_missing(ManualFillComponent.Price, pmf.price.text, pmf);
|
||||
}
|
||||
}
|
||||
return missing_components;
|
||||
void add_missing(ManualFillComponent component, string text, ParsedManualFill result) =>
|
||||
missing_components[component].GetOrAdd(text ?? string.Empty, mk_list).Add(result);
|
||||
}
|
||||
|
||||
// This implementation prioritizes simplicity over speed.
|
||||
// The security desc lookup could be better optimized, but the speed at which fills are imported is probably not a paramount concern.
|
||||
public static IEnumerable<ParsedManualFill> parse_rows(IEnumerable<string> rows, IReadOnlyDictionary<uint, SecurityImmutable> security_map, IReadOnlyDictionary<uint, string> account_map, IReadOnlyDictionary<uint, string> user_map) =>
|
||||
parse_rows(rows,
|
||||
reverse_lookup(MappedDictionary.create(security_map, kv => kv.Value.ToString())),
|
||||
reverse_lookup(account_map),
|
||||
reverse_lookup(user_map));
|
||||
|
||||
public static IEnumerable<ParsedManualFill> parse_rows(IEnumerable<string> rows, Func<string, uint> security_id_lookup, Func<string, uint> account_id_lookup, Func<string, uint> user_id_lookup) {
|
||||
var columns = new[] {
|
||||
(Headers.Security, Cells.security(security_id_lookup)),
|
||||
(Headers.Account, Cells.account(account_id_lookup)),
|
||||
(Headers.User, Cells.user(user_id_lookup)),
|
||||
(Headers.Side, Cells.side),
|
||||
(Headers.Quantity, Cells.quantity),
|
||||
(Headers.Price, Cells.price)
|
||||
}.ToDictionary(col => col.Item1, col => col.Item2.with_null_check());
|
||||
return RowParser.parse_rows(rows, columns, Cells.delimiter);
|
||||
}
|
||||
|
||||
public static Func<string, TKey> reverse_lookup<TKey>(IReadOnlyDictionary<TKey, string> map) {
|
||||
var lookup = map.ToLookup(kv => kv.Value, kv => kv.Key);
|
||||
return cell_text => lookup.Contains(cell_text) ? lookup[cell_text].First() : default;
|
||||
}
|
||||
|
||||
static class Headers {
|
||||
public const string
|
||||
Security = "Security",
|
||||
Account = "Account",
|
||||
User = "User",
|
||||
Side = "Side",
|
||||
Quantity = "Quantity",
|
||||
Price = "Price";
|
||||
}
|
||||
|
||||
static class Cells {
|
||||
public const char delimiter = ',';
|
||||
|
||||
public static RowParser.AssignColumnValue<ParsedManualFill> security(Func<string, uint> reverse_id_lookup) {
|
||||
return impl;
|
||||
void impl(ref ParsedManualFill pmf, string text) {
|
||||
pmf.result.SecurityKey = reverse_id_lookup(text);
|
||||
pmf.security = (text, pmf.result.SecurityKey != 0);
|
||||
}
|
||||
}
|
||||
|
||||
public static void side(ref ParsedManualFill pmf, string cell_text) {
|
||||
switch (cell_text[0]) {
|
||||
case 'B': pmf.result.Side = Side.Buy; break;
|
||||
case 'S': pmf.result.Side = Side.Sell; break;
|
||||
default: pmf.side = (cell_text, false); break;
|
||||
}
|
||||
pmf.side = (cell_text, true);
|
||||
}
|
||||
|
||||
public static void quantity(ref ParsedManualFill pmf, string cell_text) {
|
||||
if (uint.TryParse(cell_text, out uint v)) {
|
||||
pmf.result.Quantity = v;
|
||||
pmf.quantity = (cell_text, true);
|
||||
} else {
|
||||
pmf.quantity = (cell_text, false);
|
||||
}
|
||||
}
|
||||
|
||||
public static void price(ref ParsedManualFill pmf, string cell_text) {
|
||||
if (double.TryParse(cell_text, out var v)) {
|
||||
pmf.result.Price = v;
|
||||
pmf.price = (cell_text, true);
|
||||
} else {
|
||||
pmf.price = (cell_text, false);
|
||||
}
|
||||
}
|
||||
|
||||
public static RowParser.AssignColumnValue<ParsedManualFill> account(Func<string, uint> reverse_id_lookup) {
|
||||
return impl;
|
||||
void impl(ref ParsedManualFill pmf, string text) {
|
||||
pmf.result.AccountId = reverse_id_lookup(text);
|
||||
pmf.account = (text, pmf.result.AccountId != 0);
|
||||
}
|
||||
}
|
||||
|
||||
public static RowParser.AssignColumnValue<ParsedManualFill> user(Func<string, uint> reverse_id_lookup) {
|
||||
return impl;
|
||||
void impl(ref ParsedManualFill pmf, string text) {
|
||||
pmf.result.UserId = reverse_id_lookup(text);
|
||||
pmf.user = (text, pmf.result.UserId != 0);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,23 @@
|
||||
using mbts.ui;
|
||||
using ProtoBuf;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
|
||||
namespace bts.shell.manual_fills {
|
||||
[ProtoContract]
|
||||
class ManualFillsSettings {
|
||||
[ProtoMember(1)]
|
||||
readonly SortingCriteria[] _sorting_criterion;
|
||||
|
||||
public static ManualFillsSettings Default =>
|
||||
new ManualFillsSettings(new[] { new SortingCriteria(nameof(mbts.ui.spark.ManualFillsView.Columns.Security), true) });
|
||||
|
||||
public ManualFillsSettings() { }
|
||||
|
||||
public ManualFillsSettings(IEnumerable<SortingCriteria> sorting_criterion) =>
|
||||
_sorting_criterion = sorting_criterion.ToArray();
|
||||
|
||||
public IReadOnlyList<SortingCriteria> sorting_criterion => _sorting_criterion ?? Array.Empty<SortingCriteria>();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,222 @@
|
||||
using bts.api;
|
||||
using bts.api.core;
|
||||
using bts.api.position;
|
||||
using bts.collections;
|
||||
using mbts;
|
||||
using mbts.spark;
|
||||
using mbts.ui;
|
||||
using mbts.ui.controls;
|
||||
using mbts.ui.shell;
|
||||
using mbts.ui.utility;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Collections.ObjectModel;
|
||||
using System.Collections.Specialized;
|
||||
using System.ComponentModel;
|
||||
using System.IO;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Threading.Tasks;
|
||||
using System.Windows.Data;
|
||||
using System.Windows.Input;
|
||||
using Disposable = mbts.Disposable;
|
||||
using ManualFillComponent = mbts.ui.spark.ManualFillsImportConflictsView.ManualFillComponent;
|
||||
|
||||
namespace bts.shell.manual_fills {
|
||||
enum EditableItemState {
|
||||
None, // Committed and not modified
|
||||
Modified, // Committed and modified
|
||||
Uncommitted // Uncommitted (modified n/a)
|
||||
}
|
||||
|
||||
class ManualFillsVM : DisposableViewModelBase {
|
||||
const int _max_unconfirmed_removes = 16;
|
||||
static readonly IComparer<ManualFillRow> _row_key_comparer = Comparer<ManualFillRow>.Create((a, b) => a.key.CompareTo(b.key));
|
||||
readonly IBus _bus;
|
||||
readonly ManualFillsModel _model;
|
||||
readonly ObservableCollection<ManualFillRow>
|
||||
_persisted_rows = new ObservableCollection<ManualFillRow>(),
|
||||
_placeholder_rows = new ObservableCollection<ManualFillRow>();
|
||||
long _placeholder_id_counter = long.MinValue;
|
||||
IDisposable _import_fills_hooks;
|
||||
|
||||
public static ManualFillsVM create(IBus bus, OrdersModel model) =>
|
||||
new ManualFillsVM(bus, new ManualFillsModel(model));
|
||||
|
||||
public ManualFillsVM(IBus bus, ManualFillsModel model) {
|
||||
_bus = bus;
|
||||
_model = model;
|
||||
var merged_rows = new ObservableAggregateCollection<ManualFillRow>(_persisted_rows, _placeholder_rows);
|
||||
rows_view = CollectionViewSource.GetDefaultView(merged_rows);
|
||||
// mons
|
||||
var dirty_mon = new ReactiveThresholdMonitor<ManualFillRow>(r => r.subscribe_is_dirty());
|
||||
var selection_mon = new ReactiveThresholdMonitor<ManualFillRow>(r => r.subscribe_is_selected());
|
||||
var placeholder_mon = new ReactiveThresholdMonitor<ManualFillRow>();
|
||||
// commands
|
||||
commit_all_fills_cmd = ObservantAsyncCommand.create(() => _commit_async(merged_rows), out var commit_all_fils_observer);
|
||||
commit_selected_fills_cmd = ObservantAsyncCommand.create(() => _commit_async(selection_mon.filtered_items), out var commit_selected_fills_observer);
|
||||
revert_all_cmd = ObservantCommand.create(() => revert(dirty_mon.filtered_items.ToList()), out var revert_all_observer);
|
||||
revert_selected_fills_cmd = ObservantCommand.create(() => revert(selection_mon.filtered_items.ToList()), out var revert_selected_fills_observer);
|
||||
remove_selected_fills_cmd = ObservantAsyncCommand.create(remove_selected_fills_async, out var remove_selected_fills_observer);
|
||||
add_fill_cmd = new DelegateCommand<ManualFillRow>(_add_fill);
|
||||
import_fills_cmd = FileDialogCommand.open_file(_import_fills, extensions: ManualFillsParser.file_extension);
|
||||
//
|
||||
var dirty_or_new_src = dirty_mon.CombineLatest(placeholder_mon, LogicalDelegates.Or);
|
||||
_dispose = Disposable.Create(
|
||||
RXCollection.connect(_persisted_rows,
|
||||
_model.manual_fills.OnDispatcher(),
|
||||
Observable.Return(Comparer<ManualFillData>.Create((a, b) => a.key.CompareTo(b.key))),
|
||||
mfd => new ManualFillRow(mfd),
|
||||
mfr => mfr.data),
|
||||
_bus.subscribe(SparkTags.SecuritiesTag).OnDispatcher().Subscribe(m => {
|
||||
security_map = m;
|
||||
RaisePropertyChanged(nameof(security_map));
|
||||
}),
|
||||
ObservableAutoWrapper.connect_item_hooks(_persisted_rows, r => Disposable.Create(dirty_mon.join(r), selection_mon.join(r))),
|
||||
ObservableAutoWrapper.connect_item_hooks(_placeholder_rows, r => Disposable.Create(selection_mon.join(r), placeholder_mon.join(r, Observable.Return(true)))),
|
||||
// command param subs
|
||||
dirty_mon.Subscribe(revert_all_observer),
|
||||
dirty_or_new_src.OnDispatcher().Subscribe(commit_all_fils_observer),
|
||||
selection_mon.Subscribe(remove_selected_fills_observer),
|
||||
selection_mon.CombineLatest(dirty_mon, LogicalDelegates.And).OnDispatcher().Subscribe(revert_selected_fills_observer),
|
||||
selection_mon.CombineLatest(dirty_or_new_src, LogicalDelegates.And).OnDispatcher().Subscribe(commit_selected_fills_observer),
|
||||
// accounts/users subs
|
||||
RXCollection.connect(accounts, model.accounts.OnDispatcher(), a => new AccountTuple?(a), a => a.Value, Comparer<AccountTuple>.Default),
|
||||
RXCollection.connect(users, model.users.OnDispatcher(), u => new UserTuple?(u), u => u.Value, Comparer<UserTuple>.Default),
|
||||
Disposable.Create(() => Disposable.dispose(ref _import_fills_hooks))
|
||||
);
|
||||
// local methods
|
||||
void revert(IReadOnlyList<ManualFillRow> rows) {
|
||||
foreach (var r in rows)
|
||||
r.revert();
|
||||
}
|
||||
async Task remove_selected_fills_async() {
|
||||
if (selection_mon.filtered_items.Count < _max_unconfirmed_removes || BTSMessageBox.Confirm($"Are you sure you want to delete {selection_mon.filtered_items.Count} fills?", "Delete Fills")) {
|
||||
var persisted_fills = new List<ManualFill>();
|
||||
foreach (var r in selection_mon.filtered_items.ToList()) {
|
||||
if (r.placeholder_key.HasValue)
|
||||
_placeholder_rows.RemoveSorted(r, _row_key_comparer);
|
||||
else persisted_fills.Add(r.to_man_fill());
|
||||
}
|
||||
await _model.delete_fills(persisted_fills);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
public ICollectionView rows_view { get; }
|
||||
// misc items sources
|
||||
public IEnumerable<Side> sides => new[] { Side.Buy, Side.Sell };
|
||||
public ObservableCollection<AccountTuple?> accounts { get; } = new ObservableCollection<AccountTuple?>();
|
||||
public ObservableCollection<UserTuple?> users { get; } = new ObservableCollection<UserTuple?>();
|
||||
public IReadOnlyDictionary<uint, SecurityMD> security_map { get; private set; } = DictionaryHelper.empty<uint, SecurityMD>();
|
||||
// commands
|
||||
public ICommand add_fill_cmd { get; }
|
||||
public ICommand commit_all_fills_cmd { get; }
|
||||
public ICommand commit_selected_fills_cmd { get; }
|
||||
public ICommand import_fills_cmd { get; }
|
||||
public ICommand remove_selected_fills_cmd { get; }
|
||||
public ICommand revert_all_cmd { get; }
|
||||
public ICommand revert_selected_fills_cmd { get; }
|
||||
|
||||
public ManualFillRow row_factory() =>
|
||||
new ManualFillRow(
|
||||
new ManualFillData(
|
||||
new ManualFillKey(_placeholder_id_counter++),
|
||||
new ManualFillTuple(new ManualFillImmutable(new ManualFill {
|
||||
Side = Side.Buy
|
||||
}), null, accounts.FirstOrDefault(), users.FirstOrDefault())));
|
||||
|
||||
void _add_fill(ManualFillRow new_row) =>
|
||||
_placeholder_rows.InsertSorted((new_row ?? (new_row = row_factory())).placeholder_key.HasValue ?
|
||||
new_row : throw new InvalidOperationException("New row is already persisted."),
|
||||
_row_key_comparer);
|
||||
|
||||
async Task _commit_async(IEnumerable<ManualFillRow> rows) {
|
||||
var updates = new List<ManualFill>();
|
||||
var adds = new List<(ManualFill man_fill, long pl_key)>();
|
||||
foreach (var r in rows) {
|
||||
if (r.is_dirty) {
|
||||
updates.Add(r.to_man_fill());
|
||||
} else if (r.placeholder_key.HasValue) {
|
||||
adds.Add((r.to_man_fill(), r.placeholder_key.Value));
|
||||
}
|
||||
}
|
||||
if (updates.Count > 0)
|
||||
await _model.update_fills(updates);
|
||||
if (adds.Count > 0) {
|
||||
await _model.create_fills(adds.WrapSelector(r => r.man_fill, null));
|
||||
_placeholder_rows
|
||||
.WrapSelector(r => r.placeholder_key.Value, null)
|
||||
.RemoveSorted(adds.Select(r => r.pl_key));
|
||||
}
|
||||
}
|
||||
|
||||
void _import_fills(string file_name) {
|
||||
try {
|
||||
var lines = File.ReadAllLines(file_name);
|
||||
var parsed_fills = ManualFillsParser.parse_rows(
|
||||
lines,
|
||||
MappedDictionary.create(security_map, kv => kv.Value.security),
|
||||
accounts.ToDictionary(a => a.Value.id, a => a.Value.name),
|
||||
users.ToDictionary(u => u.Value.id, u => u.Value.name)
|
||||
).ToList();
|
||||
var conflicts = ManualFillsParser.get_conflicts(parsed_fills);
|
||||
if (conflicts.Values.Any(c => c.Count > 0)) {
|
||||
// init vm
|
||||
var vm = new ManualFillsImportVM(parsed_fills.Count) {
|
||||
security_map = security_map
|
||||
};
|
||||
// add rows
|
||||
foreach (var kv in conflicts) {
|
||||
var assign_del = ManualFillsParser.assign_component(kv.Key);
|
||||
foreach (var text_groups in kv.Value) {
|
||||
var eval = get_error_value(kv.Key);
|
||||
var row = new ManualFillsImportVM.Row(kv.Key, text_groups.Key, text_groups.Value, eval, eval);
|
||||
vm.rows.Add(row);
|
||||
vm.import_request += () => {
|
||||
foreach (var pmf in text_groups.Value)
|
||||
assign_del(pmf.result, row.value);
|
||||
};
|
||||
}
|
||||
}
|
||||
var win = new mbts.ui.spark.ManualFillsImportConflictsDialog {
|
||||
DataContext = vm,
|
||||
Title = ManualFillsWindowFactory.window_name,
|
||||
Topmost = true
|
||||
};
|
||||
vm.RequestClose += (s, e) => Disposable.dispose(ref _import_fills_hooks);
|
||||
vm.import_request += () => {
|
||||
add_imported_fills();
|
||||
Disposable.dispose(ref _import_fills_hooks);
|
||||
};
|
||||
Disposable.replace(ref _import_fills_hooks, Disposable.Create(
|
||||
ObservableAutoWrapper.connect(accounts, vm.accounts),
|
||||
ObservableAutoWrapper.connect(users, vm.users),
|
||||
vm,
|
||||
Disposable.Create(close)
|
||||
));
|
||||
win.move_to_mouse(-200, -75);
|
||||
win.Show();
|
||||
void close() => WindowUtilities.force_close(win);
|
||||
object get_error_value(ManualFillComponent component) {
|
||||
switch (component) {
|
||||
case ManualFillComponent.Price: return double.NaN;
|
||||
case ManualFillComponent.Size: return 0;
|
||||
default: return null;
|
||||
}
|
||||
}
|
||||
} else {
|
||||
add_imported_fills();
|
||||
}
|
||||
void add_imported_fills() =>
|
||||
_placeholder_rows.InsertSorted(parsed_fills.Select(pmf => new ManualFillRow(new ManualFillData(new ManualFillKey(_placeholder_id_counter++), new ManualFillTuple(new ManualFillImmutable(pmf.result),
|
||||
pmf.result.SecurityKey != 0 && security_map.TryGetValue(pmf.result.SecurityKey, out var smd) ? smd.security : (SecurityImmutable?)null,
|
||||
accounts.FirstOrDefault(a => a?.id == pmf.result.AccountId),
|
||||
users.FirstOrDefault(a => a?.id == pmf.result.UserId))))), _row_key_comparer);
|
||||
} catch (Exception ex) {
|
||||
BTSMessageBox.Error($"Error importing fills: {ex}.", ManualFillsWindowFactory.window_name);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,248 @@
|
||||
<UserControl
|
||||
x:Class="mbts.ui.spark.ManualFillsView"
|
||||
x:ClassModifier="internal"
|
||||
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
|
||||
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
|
||||
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"
|
||||
>
|
||||
<AdornerDecorator>
|
||||
<Grid>
|
||||
<DataGrid
|
||||
x:Name="data_grid"
|
||||
u:DataGridBehavior.SingleClickEdit="True"
|
||||
AutoGenerateColumns="False"
|
||||
CanUserAddRows="False"
|
||||
CanUserDeleteRows="False"
|
||||
CanUserReorderColumns="False"
|
||||
CanUserSortColumns="True"
|
||||
HeadersVisibility="All"
|
||||
ItemsSource="{Binding rows_view}"
|
||||
MinRowHeight="17"
|
||||
RowHeaderWidth="22"
|
||||
>
|
||||
<!--Row Header Style-->
|
||||
<DataGrid.RowHeaderStyle>
|
||||
<Style TargetType="DataGridRowHeader">
|
||||
<Setter Property="Content" Value="{Binding}"/>
|
||||
<Setter Property="ContentTemplate">
|
||||
<Setter.Value>
|
||||
<DataTemplate>
|
||||
<Border x:Name="Root">
|
||||
<u:StateManager.VisualState>
|
||||
<MultiBinding Converter="{x:Static usp:ManualFillsView.RowHeaderVisualStateConverter}">
|
||||
<Binding Path="editable_item_state"/>
|
||||
<Binding Path="is_valid"/>
|
||||
</MultiBinding>
|
||||
</u:StateManager.VisualState>
|
||||
<VisualStateManager.VisualStateGroups>
|
||||
<VisualStateGroup>
|
||||
<VisualState Name="None"/>
|
||||
<VisualState Name="Modified">
|
||||
<Storyboard>
|
||||
<DoubleAnimation Storyboard.TargetName="pencil" Storyboard.TargetProperty="(UIElement.Opacity)" BeginTime="0" Duration="0" To="0.7"/>
|
||||
<ObjectAnimationUsingKeyFrames Storyboard.TargetName="Root" Storyboard.TargetProperty="(FrameworkElement.ToolTip)">
|
||||
<DiscreteObjectKeyFrame KeyTime="0" Value="Fill has modified properties."/>
|
||||
</ObjectAnimationUsingKeyFrames>
|
||||
</Storyboard>
|
||||
</VisualState>
|
||||
<VisualState Name="Uncommitted">
|
||||
<Storyboard>
|
||||
<ColorAnimation Storyboard.TargetName="new_item" Storyboard.TargetProperty="(usp:ManualFillsView.ImageBrush).(SolidColorBrush.Color)" BeginTime="0" Duration="0" To="#B3006000"/>
|
||||
<ObjectAnimationUsingKeyFrames Storyboard.TargetName="Root" Storyboard.TargetProperty="(FrameworkElement.ToolTip)">
|
||||
<DiscreteObjectKeyFrame KeyTime="0" Value="New Fill."/>
|
||||
</ObjectAnimationUsingKeyFrames>
|
||||
</Storyboard>
|
||||
</VisualState>
|
||||
<VisualState Name="Error">
|
||||
<Storyboard>
|
||||
<DoubleAnimation Storyboard.TargetName="exclamation" Storyboard.TargetProperty="(UIElement.Opacity)" BeginTime="0" Duration="0" To="1"/>
|
||||
<ObjectAnimationUsingKeyFrames Storyboard.TargetName="Root" Storyboard.TargetProperty="(FrameworkElement.ToolTip)">
|
||||
<DiscreteObjectKeyFrame KeyTime="0" Value="Fill has invalid properties."/>
|
||||
</ObjectAnimationUsingKeyFrames>
|
||||
</Storyboard>
|
||||
</VisualState>
|
||||
<VisualState Name="ErrorUncommitted">
|
||||
<Storyboard>
|
||||
<ColorAnimation Storyboard.TargetName="new_item" Storyboard.TargetProperty="(usp:ManualFillsView.ImageBrush).(SolidColorBrush.Color)" BeginTime="0" Duration="0" To="#CCCD4848"/>
|
||||
<ObjectAnimationUsingKeyFrames Storyboard.TargetName="Root" Storyboard.TargetProperty="(FrameworkElement.ToolTip)">
|
||||
<DiscreteObjectKeyFrame KeyTime="0" Value="New Fill has invalid properties."/>
|
||||
</ObjectAnimationUsingKeyFrames>
|
||||
</Storyboard>
|
||||
</VisualState>
|
||||
</VisualStateGroup>
|
||||
</VisualStateManager.VisualStateGroups>
|
||||
<Grid>
|
||||
<Image x:Name="new_item" usp:ManualFillsView.ImageBrush="Transparent" Height="14">
|
||||
<Image.Source>
|
||||
<DrawingImage>
|
||||
<DrawingImage.Drawing>
|
||||
<GeometryDrawing Brush="{Binding Path='(usp:ManualFillsView.ImageBrush)', ElementName=new_item}" Geometry="{Binding Source={StaticResource {x:Static u:Icons.DocumentAddGeometryKey}}}"/>
|
||||
</DrawingImage.Drawing>
|
||||
</DrawingImage>
|
||||
</Image.Source>
|
||||
</Image>
|
||||
<Image x:Name="exclamation" Height="14" Opacity="0">
|
||||
<Image.Source>
|
||||
<Binding Source="{x:Static MessageBoxImage.Exclamation}">
|
||||
<Binding.Converter>
|
||||
<cv:SystemIconConverter/>
|
||||
</Binding.Converter>
|
||||
</Binding>
|
||||
</Image.Source>
|
||||
</Image>
|
||||
<Image x:Name="pencil" Height="14" Source="{x:Static u:Icons.Pencil}" Opacity="0">
|
||||
<Image.RenderTransform>
|
||||
<RotateTransform Angle="45" CenterX="0" CenterY="7"/>
|
||||
</Image.RenderTransform>
|
||||
</Image>
|
||||
</Grid>
|
||||
</Border>
|
||||
</DataTemplate>
|
||||
</Setter.Value>
|
||||
</Setter>
|
||||
</Style>
|
||||
</DataGrid.RowHeaderStyle>
|
||||
<!--Cell Style-->
|
||||
<DataGrid.CellStyle>
|
||||
<Style TargetType="DataGridCell" BasedOn="{StaticResource DataGridCellBaseStyle}">
|
||||
<Setter Property="VerticalContentAlignment" Value="Stretch"/>
|
||||
</Style>
|
||||
</DataGrid.CellStyle>
|
||||
<!--Row Style-->
|
||||
<DataGrid.RowStyle>
|
||||
<Style TargetType="DataGridRow">
|
||||
<Setter Property="IsSelected" Value="{Binding is_selected, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"/>
|
||||
<Style.Triggers>
|
||||
<DataTrigger Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="True">
|
||||
<Setter Property="Background" Value="{StaticResource SelectedRowBackground}"/>
|
||||
</DataTrigger>
|
||||
</Style.Triggers>
|
||||
</Style>
|
||||
</DataGrid.RowStyle>
|
||||
<DataGrid.Columns>
|
||||
<!--Record ID-->
|
||||
<DataGridTextColumn c:DataGridEx.CellKey="{x:Static RecordID, MemberType={u:Nested usp:ManualFillsView.Columns}}" Header="ID" Binding="{Binding record_id_display_text}" SortMemberPath="record_id" IsReadOnly="True"/>
|
||||
<!---Security-->
|
||||
<DataGridTemplateColumn c:DataGridEx.CellKey="{x:Static Security, MemberType={u:Nested usp:ManualFillsView.Columns}}" Header="Security" SortMemberPath="security">
|
||||
<DataGridTemplateColumn.CellTemplate>
|
||||
<DataTemplate>
|
||||
<TextBlock Text="{Binding security}" VerticalAlignment="Center"/>
|
||||
</DataTemplate>
|
||||
</DataGridTemplateColumn.CellTemplate>
|
||||
<DataGridTemplateColumn.CellEditingTemplate>
|
||||
<DataTemplate>
|
||||
<c:ContractPickerPopup
|
||||
HorizontalAlignment="Stretch"
|
||||
VerticalAlignment="Stretch"
|
||||
CloseOnCancel="True"
|
||||
CloseOnOK="True"
|
||||
Header="{Binding security}"
|
||||
IsEditMode="False"
|
||||
IsLazy="True"
|
||||
SecurityMap="{Binding DataContext.security_map, RelativeSource={RelativeSource AncestorType=DataGrid}, Mode=OneWay}"
|
||||
SelectedSecurity="{Binding security, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
|
||||
ShowDialogSkirt="True"
|
||||
ToolTip="{Binding SelectedCriteria, RelativeSource={RelativeSource Self}, Converter={x:Static c:ContractPickerPopup.SecurityCriteriaTextConverter}, Mode=OneWay}"
|
||||
/>
|
||||
</DataTemplate>
|
||||
</DataGridTemplateColumn.CellEditingTemplate>
|
||||
</DataGridTemplateColumn>
|
||||
<!--Account-->
|
||||
<DataGridTemplateColumn c:DataGridEx.CellKey="{x:Static Account, MemberType={u:Nested usp:ManualFillsView.Columns}}" Header="Account" SortMemberPath="account">
|
||||
<DataGridTemplateColumn.CellTemplate>
|
||||
<DataTemplate>
|
||||
<TextBlock Text="{Binding account}" VerticalAlignment="Center"/>
|
||||
</DataTemplate>
|
||||
</DataGridTemplateColumn.CellTemplate>
|
||||
<DataGridTemplateColumn.CellEditingTemplate>
|
||||
<DataTemplate>
|
||||
<Grid>
|
||||
<ComboBox
|
||||
x:Name="mutable_view"
|
||||
ItemsSource="{Binding DataContext.accounts, RelativeSource={RelativeSource AncestorType=DataGrid}}"
|
||||
SelectedItem="{Binding account, UpdateSourceTrigger=PropertyChanged}"
|
||||
Visibility="Visible"
|
||||
/>
|
||||
<TextBlock
|
||||
x:Name="readonly_view"
|
||||
Text="{Binding account}"
|
||||
VerticalAlignment="Center"
|
||||
Visibility="Collapsed"
|
||||
/>
|
||||
</Grid>
|
||||
<DataTemplate.Triggers>
|
||||
<DataTrigger Binding="{Binding placeholder_key}" Value="{x:Null}">
|
||||
<Setter TargetName="mutable_view" Property="Visibility" Value="Collapsed"/>
|
||||
<Setter TargetName="readonly_view" Property="Visibility" Value="Visible"/>
|
||||
</DataTrigger>
|
||||
</DataTemplate.Triggers>
|
||||
</DataTemplate>
|
||||
</DataGridTemplateColumn.CellEditingTemplate>
|
||||
</DataGridTemplateColumn>
|
||||
<!--User-->
|
||||
<DataGridTemplateColumn c:DataGridEx.CellKey="{x:Static User, MemberType={u:Nested usp:ManualFillsView.Columns}}" Header="User" SortMemberPath="user">
|
||||
<DataGridTemplateColumn.CellTemplate>
|
||||
<DataTemplate>
|
||||
<TextBlock Text="{Binding user}" VerticalAlignment="Center"/>
|
||||
</DataTemplate>
|
||||
</DataGridTemplateColumn.CellTemplate>
|
||||
<DataGridTemplateColumn.CellEditingTemplate>
|
||||
<DataTemplate>
|
||||
<ComboBox ItemsSource="{Binding DataContext.users, RelativeSource={RelativeSource AncestorType=DataGrid}}" SelectedItem="{Binding user, UpdateSourceTrigger=PropertyChanged}"/>
|
||||
</DataTemplate>
|
||||
</DataGridTemplateColumn.CellEditingTemplate>
|
||||
</DataGridTemplateColumn>
|
||||
<!--Side-->
|
||||
<DataGridTemplateColumn c:DataGridEx.CellKey="{x:Static Side, MemberType={u:Nested usp:ManualFillsView.Columns}}" Header="Side" SortMemberPath="side">
|
||||
<DataGridTemplateColumn.CellTemplate>
|
||||
<DataTemplate>
|
||||
<TextBlock Text="{Binding side}" VerticalAlignment="Center"/>
|
||||
</DataTemplate>
|
||||
</DataGridTemplateColumn.CellTemplate>
|
||||
<DataGridTemplateColumn.CellEditingTemplate>
|
||||
<DataTemplate>
|
||||
<ComboBox ItemsSource="{Binding DataContext.sides, RelativeSource={RelativeSource AncestorType=DataGrid}}" SelectedItem="{Binding side, UpdateSourceTrigger=PropertyChanged}"/>
|
||||
</DataTemplate>
|
||||
</DataGridTemplateColumn.CellEditingTemplate>
|
||||
</DataGridTemplateColumn>
|
||||
<!--Size-->
|
||||
<DataGridTemplateColumn c:DataGridEx.CellKey="{x:Static Size, MemberType={u:Nested usp:ManualFillsView.Columns}}" Header="Qty" SortMemberPath="side">
|
||||
<DataGridTemplateColumn.CellTemplate>
|
||||
<DataTemplate>
|
||||
<TextBlock Text="{Binding size}" VerticalAlignment="Center"/>
|
||||
</DataTemplate>
|
||||
</DataGridTemplateColumn.CellTemplate>
|
||||
<DataGridTemplateColumn.CellEditingTemplate>
|
||||
<DataTemplate>
|
||||
<c:TickUpDownUInt MinWidth="40" Value="{Binding size, UpdateSourceTrigger=PropertyChanged}"/>
|
||||
</DataTemplate>
|
||||
</DataGridTemplateColumn.CellEditingTemplate>
|
||||
</DataGridTemplateColumn>
|
||||
<!--Price-->
|
||||
<DataGridTemplateColumn c:DataGridEx.CellKey="{x:Static Price, MemberType={u:Nested usp:ManualFillsView.Columns}}" Header="Price" SortMemberPath="price">
|
||||
<DataGridTemplateColumn.CellTemplate>
|
||||
<DataTemplate>
|
||||
<TextBlock VerticalAlignment="Center">
|
||||
<TextBlock.Text>
|
||||
<MultiBinding Converter="{StaticResource TickDisplayConverter}">
|
||||
<Binding Path="price"/>
|
||||
<Binding Path="spec"/>
|
||||
</MultiBinding>
|
||||
</TextBlock.Text>
|
||||
</TextBlock>
|
||||
</DataTemplate>
|
||||
</DataGridTemplateColumn.CellTemplate>
|
||||
<DataGridTemplateColumn.CellEditingTemplate>
|
||||
<DataTemplate>
|
||||
<usp:PriceEntryControl ContractSpec="{Binding spec}" Value="{Binding price, UpdateSourceTrigger=PropertyChanged}" AlwaysReformatOnSpecChange="True"/>
|
||||
</DataTemplate>
|
||||
</DataGridTemplateColumn.CellEditingTemplate>
|
||||
</DataGridTemplateColumn>
|
||||
</DataGrid.Columns>
|
||||
</DataGrid>
|
||||
</Grid>
|
||||
</AdornerDecorator>
|
||||
</UserControl>
|
||||
@@ -0,0 +1,97 @@
|
||||
using bts.shell.manual_fills;
|
||||
using mbts.ui.controls.adorners;
|
||||
using mbts.ui.converters;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
using System.Reactive.Disposables;
|
||||
using System.Reactive.Linq;
|
||||
using System.Windows;
|
||||
using System.Windows.Controls;
|
||||
using System.Windows.Data;
|
||||
using System.Windows.Input;
|
||||
using System.Windows.Media;
|
||||
|
||||
namespace mbts.ui.spark {
|
||||
/// <summary>
|
||||
/// Interaction logic for ManualFillsView.xaml
|
||||
/// </summary>
|
||||
partial class ManualFillsView : UserControl {
|
||||
public static readonly IMultiValueConverter
|
||||
RowHeaderVisualStateConverter = ValueConverter.create<EditableItemState, bool, string>(
|
||||
(edit_state, is_valid) => is_valid ? edit_state.ToString() : edit_state == EditableItemState.Uncommitted ? "ErrorUncommitted" : "Error");
|
||||
|
||||
public enum Columns {
|
||||
RecordID,
|
||||
Security,
|
||||
Account,
|
||||
User,
|
||||
Side,
|
||||
Size,
|
||||
Price
|
||||
}
|
||||
|
||||
IDisposable _transaction;
|
||||
|
||||
public ManualFillsView() =>
|
||||
InitializeComponent();
|
||||
|
||||
public static readonly DependencyProperty ImageBrushProperty =
|
||||
DependencyProperty.RegisterAttached("ImageBrush", typeof(Brush), typeof(ManualFillsView));
|
||||
|
||||
public static Brush GetImageBrush(DependencyObject d) => d.GetValue(ImageBrushProperty) as Brush;
|
||||
public static void SetImageBrush(DependencyObject d, Brush value) => d.SetValue(ImageBrushProperty, value);
|
||||
|
||||
public void begin_add_fill() {
|
||||
if (!(DataContext is ManualFillsVM vm))
|
||||
return;
|
||||
Disposable.dispose(ref _transaction);
|
||||
var row = vm.row_factory();
|
||||
var row_editor = new ManualFillRowEditor { DataContext = row };
|
||||
row_editor.CommandBindings.Add(new CommandBinding(ManualFillRowEditor.CommitCommand, commit_executed));
|
||||
row_editor.CommandBindings.Add(new CommandBinding(ManualFillRowEditor.CancelCommand, cancel_executed));
|
||||
// dynamic resources
|
||||
row_editor.Resources[ManualFillRowEditor.AccountsKey] = vm.accounts;
|
||||
row_editor.Resources[ManualFillRowEditor.UsersKey] = vm.users;
|
||||
row_editor.Resources[ManualFillRowEditor.SidesKey] = vm.sides;
|
||||
FocusManager.SetIsFocusScope(row_editor, true);
|
||||
var sec_hook = vm.as_demuxer().subscribe(nameof(ManualFillsVM.security_map)).OnDispatcher().Subscribe(v => row_editor.Resources[ManualFillRowEditor.SecuritiesKey] = v);
|
||||
// popup adorner
|
||||
var popup_adorner = new PopupAdorner(
|
||||
data_grid, data_grid,
|
||||
new Border {
|
||||
Child = row_editor,
|
||||
Background = BTSColors.common_background_brush,
|
||||
BorderBrush = Brushes.Black,
|
||||
BorderThickness = new Thickness(1),
|
||||
Padding = new Thickness(0, 6, 0, 0),
|
||||
HorizontalAlignment = HorizontalAlignment.Left,
|
||||
VerticalAlignment = VerticalAlignment.Top
|
||||
},
|
||||
HorizontalPosition.Middle,
|
||||
VerticalPosition.Middle,
|
||||
0,
|
||||
22) {
|
||||
OpenRelativeToMouse = true,
|
||||
EnableDragMove = true,
|
||||
ClipToBounds = true
|
||||
};
|
||||
popup_adorner.attach();
|
||||
popup_adorner.IsOpen = true;
|
||||
row_editor.Focus();
|
||||
_transaction = new CompositeDisposable(sec_hook) { destroy_popup };
|
||||
// local methods
|
||||
void commit_executed(object sender, ExecutedRoutedEventArgs e) {
|
||||
vm.add_fill_cmd?.TryExecuteIfCan(row);
|
||||
Disposable.dispose(ref _transaction);
|
||||
}
|
||||
void cancel_executed(object sender, ExecutedRoutedEventArgs e) {
|
||||
row.revert();
|
||||
Disposable.dispose(ref _transaction);
|
||||
}
|
||||
void destroy_popup() {
|
||||
popup_adorner.IsOpen = false;
|
||||
popup_adorner.detach();
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,133 @@
|
||||
using bts.api;
|
||||
using bts.shell.manual_fills;
|
||||
using bts.spark;
|
||||
using mbts;
|
||||
using mbts.collections;
|
||||
using mbts.spark;
|
||||
using mbts.ui;
|
||||
using mbts.ui.controls;
|
||||
using mbts.ui.spark;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Collections.Specialized;
|
||||
using System.ComponentModel;
|
||||
using System.Linq;
|
||||
using System.Threading.Tasks;
|
||||
using System.Windows;
|
||||
using System.Windows.Controls;
|
||||
|
||||
namespace bts.shell {
|
||||
class ManualFillsWindowFactory : ShellWindowFactory<ManualFillsSettings> {
|
||||
public const string
|
||||
window_type = "ManualFills",
|
||||
window_name = "Manual Fills";
|
||||
const double _window_min_width = 466;
|
||||
|
||||
readonly IBus _bus;
|
||||
readonly OrdersModel _orders_model;
|
||||
readonly ManualFillsConfig _manual_fills_conf = ManualFillsConfig.read();
|
||||
|
||||
public ManualFillsWindowFactory(IShellModule owner, IBus bus, OrdersModel orders_model) : base(owner, window_name) {
|
||||
_bus = bus;
|
||||
_orders_model = orders_model;
|
||||
_dispose = bus.subscribe(SparkTags.ShowManualFillsTag).Subscribe(open_window);
|
||||
//
|
||||
async void open_window(ManualFillsSettings state) =>
|
||||
_bus.post(SparkTags.ShowWindow, await load(state));
|
||||
}
|
||||
|
||||
public override Task<IShellWindow> load(ManualFillsSettings settings) {
|
||||
return Task.FromResult<IShellWindow>(SparkWindow<ManualFillsSettings>.create(
|
||||
window_type, window_name, _bus, this, Icons.DataEdit, _manual_fills_conf.thread_id, thread_init, _window_min_width));
|
||||
//
|
||||
(UIElement, IEnumerable<SparkCommand>, Func<ManualFillsSettings>, IDisposable) thread_init() {
|
||||
var vm = ManualFillsVM.create(_bus, _orders_model);
|
||||
var view = new ManualFillsView { DataContext = vm };
|
||||
view.data_grid.Sorting += on_sorting;
|
||||
IReadOnlyList<SortingCriteria> last_sorting_criterion = Array.Empty<SortingCriteria>();
|
||||
using (apply_sort()) {
|
||||
var col_sort_tuples =
|
||||
from sc in settings.sorting_criterion
|
||||
join col in view.data_grid.Columns on sc.col_name equals _col_id(col)
|
||||
select (col, sc);
|
||||
foreach (var (col, sc) in col_sort_tuples) {
|
||||
col.SortDirection = sc.direction();
|
||||
vm.rows_view.SortDescriptions.Add(new SortDescription(col.SortMemberPath, sc.direction()));
|
||||
}
|
||||
}
|
||||
var cmds = new[] {
|
||||
new SparkCommandCommand("Add New", Icons.AddBoxes, _manual_fills_conf.modal_transactions ? new DelegateCommand(() => view.begin_add_fill()) : vm.add_fill_cmd) { group = CommandGroups.Add },
|
||||
new SparkCommandCommand("Import Fills", Icons.Import, vm.import_fills_cmd) { group = CommandGroups.Add },
|
||||
new SparkCommandCommand("Revert Selected", Icons.UndoCircular,vm.revert_selected_fills_cmd) { group = CommandGroups.Revert, show_in_toolbar = false },
|
||||
new SparkCommandCommand("Revert All", Icons.UndoCircular, vm.revert_all_cmd) { group = CommandGroups.Revert },
|
||||
new SparkCommandCommand("Save Selected", Icons.Disk, vm.commit_selected_fills_cmd) { group = CommandGroups.Save, show_in_toolbar = false },
|
||||
new SparkCommandCommand("Save All", Icons.Disk, vm.commit_all_fills_cmd) { group = CommandGroups.Save },
|
||||
new SparkCommandCommand("Delete Selected", Icons.Trash, vm.remove_selected_fills_cmd)
|
||||
};
|
||||
return (view, cmds, get_settings, Disposable.Create(
|
||||
vm.rows_view.subscribe_sorting_criterion(sm => view.data_grid.Columns.TryGetFirst(dc => dc.SortMemberPath == sm, out DataGridColumn match) ? _col_id(match) : null)
|
||||
.Subscribe(sc => last_sorting_criterion = sc),
|
||||
vm));
|
||||
//
|
||||
void on_sorting(object sender, DataGridSortingEventArgs e) {
|
||||
e.Handled = true;
|
||||
using (apply_sort()) {
|
||||
var new_sort_desc = new SortDescription(e.Column.SortMemberPath, e.Column.SortDirection == ListSortDirection.Ascending ? ListSortDirection.Descending : ListSortDirection.Ascending);
|
||||
e.Column.SortDirection = new_sort_desc.Direction;
|
||||
if (KeyboardExtensions.IsShiftDown()) {
|
||||
if (vm.rows_view.SortDescriptions.TryGetFirst(sd => sd.PropertyName == e.Column.SortMemberPath, out var match, out int index)) {
|
||||
vm.rows_view.SortDescriptions[index] = new_sort_desc;
|
||||
} else {
|
||||
vm.rows_view.SortDescriptions.Add(new_sort_desc);
|
||||
}
|
||||
} else {
|
||||
vm.rows_view.SortDescriptions.Clear();
|
||||
foreach (var col in view.data_grid.Columns.Except(new[] { e.Column }))
|
||||
col.SortDirection = null;
|
||||
vm.rows_view.SortDescriptions.Add(new_sort_desc);
|
||||
}
|
||||
}
|
||||
}
|
||||
/// Ensures that the primary sort description property (i.e., at index 0) is the placeholder_key.
|
||||
/// This behavior has the effect of grouping placeholder rows at the bottom, without using <see cref="ICollectionView.GroupDescriptions"/> (which is incompatible with row virtualization).
|
||||
IDisposable apply_sort() =>
|
||||
Disposable.Create(() => {
|
||||
var pk_sort_desc = new SortDescription(nameof(ManualFillRow.placeholder_key), ListSortDirection.Ascending);
|
||||
if (vm.rows_view.SortDescriptions.Count > 0) {
|
||||
if (vm.rows_view.SortDescriptions[0].Equals(pk_sort_desc))
|
||||
return;
|
||||
vm.rows_view.SortDescriptions.removeFirst(sd => sd.PropertyName == pk_sort_desc.PropertyName);
|
||||
}
|
||||
vm.rows_view.SortDescriptions.Insert(0, pk_sort_desc);
|
||||
});
|
||||
|
||||
ManualFillsSettings get_settings() =>
|
||||
new ManualFillsSettings(last_sorting_criterion);
|
||||
}
|
||||
}
|
||||
|
||||
static string _col_id(DataGridColumn col) =>
|
||||
DataGridEx.GetCellKey(col)?.ToString();
|
||||
|
||||
readonly struct ManualFillsConfig {
|
||||
public readonly bool modal_transactions;
|
||||
public readonly string thread_id;
|
||||
|
||||
ManualFillsConfig(string thread_id, bool modal_transactions) {
|
||||
this.thread_id = thread_id;
|
||||
this.modal_transactions = modal_transactions;
|
||||
}
|
||||
|
||||
public static ManualFillsConfig read() => new ManualFillsConfig(
|
||||
mbts.config.Configuration.get<bts.config.MultiThreadedWindows>().manual_fills ? window_type : null,
|
||||
mbts.config.Configuration.get<bts.config.ManualFillsOptions>().modal_transactions);
|
||||
}
|
||||
|
||||
static class CommandGroups {
|
||||
public const string
|
||||
Add = "Add",
|
||||
Save = "Save",
|
||||
Revert = "Revert";
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -14,7 +14,6 @@
|
||||
xmlns:order="clr-namespace:bts.api.orderman;assembly=spark_api"
|
||||
mc:Ignorable="d"
|
||||
MaxHeight="240"
|
||||
MinWidth="875"
|
||||
d:DesignHeight="600" d:DesignWidth="1080"
|
||||
FocusManager.IsFocusScope="True"
|
||||
Background="{StaticResource CommonBackground}">
|
||||
@@ -99,7 +98,16 @@
|
||||
</MultiDataTrigger.Setters>
|
||||
</MultiDataTrigger>
|
||||
</Style.Triggers>
|
||||
|
||||
<!-- We added this IsSelected after seeing some strangeness when bringing up the Mini OB,
|
||||
then clicking the attach button, then performing a click to modify a param in the popup, the grid
|
||||
would lose the appearance of its selected row. I think this was actually a result of a bad path
|
||||
in the SelectionHighlight expression below, but that leaves me questioning how if it was bad (and
|
||||
it was, I confirmed in Snoop) did the Grid successfully show a highlighted row in the first place.
|
||||
|
||||
At any rate, I have a strong suspicion this Setter is no longer necessary, but I am too exhausted
|
||||
and scared to remove it at this point.
|
||||
-->
|
||||
<Setter Property="IsSelected" Value="{Binding is_selected, Mode=TwoWay}" />
|
||||
</Style>
|
||||
<DataTemplate x:Key="{x:Static sp:MiniOrderBookView.RowTemplateKey}">
|
||||
<sp:MiniOrderBookRowView/>
|
||||
@@ -121,10 +129,9 @@
|
||||
Rows="{Binding rows}"
|
||||
RowStyle="{StaticResource {x:Static sp:MiniOrderBookView.RowStyleKey}}"
|
||||
RowTemplate="{StaticResource {x:Static sp:MiniOrderBookView.RowTemplateKey}}"
|
||||
SelectionHighlight="{Binding grid_settings_manager.selection_highlight, Mode=OneWay}"
|
||||
SelectionHighlight="{Binding grid_settings_manager.core_manager.selection_highlight, Mode=OneWay}"
|
||||
RowsHorizontalScrollBarVisibility="Collapsed"
|
||||
RowHeight="20"
|
||||
SelectionMode="Single"
|
||||
>
|
||||
<c:DIYGrid.Resources>
|
||||
<ResourceDictionary>
|
||||
|
||||
@@ -1,5 +1,6 @@
|
||||
using bts;
|
||||
using bts.api;
|
||||
using bts.api.core;
|
||||
using bts.api.orderman;
|
||||
using bts.shell.orderbook;
|
||||
using bts.utils;
|
||||
@@ -27,12 +28,13 @@ using Columns = mbts.spark.OrderBookGridView.ColumnKeys;
|
||||
using static mbts.ui.controls.DIYGrid;
|
||||
using OrderType = bts.api.orderman.CustomOrderDefinition.CustomOneofCase;
|
||||
using System.Windows.Input;
|
||||
using System.Reactive.Disposables;
|
||||
|
||||
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 {
|
||||
ListSortDirection? SortDirection { get; set; }
|
||||
IDataGridColumnFilter<OrderSecurityAlgoMeta> filter { get; }
|
||||
IDataGridColumnFilter<OrderSecurity> filter { get; }
|
||||
IComparer<OrderBookRowVM> comparer { get; }
|
||||
}
|
||||
|
||||
@@ -63,11 +65,12 @@ namespace mbts.spark {
|
||||
partial class OrderBookVM {
|
||||
public class OrderBookColumnCollection : ObservableCollection<ColumnBase>, IValueFactory<(FilterStates filters, IReadOnlyList<SortingCriteria> sorting)>, IDisposable {
|
||||
readonly List<ICVOrderBookColumn> _active_comparers = new List<ICVOrderBookColumn>();
|
||||
CompositeDisposable _resources = new CompositeDisposable();
|
||||
|
||||
public OrderBookColumnCollection(IBus bus, OrdersModel model, IObservable<(IEnumerable<SecurityImmutable> added, IEnumerable<SecurityImmutable> removed)> order_securities) {
|
||||
// security
|
||||
Add(security_column = new SecurityColumn(
|
||||
DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, SecurityImmutable, SecurityCriteria>(
|
||||
DiscreteValuesFilterVM.Create<OrderSecurity, SecurityImmutable, SecurityCriteria>(
|
||||
order_securities,
|
||||
ort => ort.security ?? SecurityDataHelper.Defaults.SecurityImmutable,
|
||||
SecurityCriteria.from_securities,
|
||||
@@ -82,7 +85,7 @@ namespace mbts.spark {
|
||||
DefaultColumnHeaders.Symbol,
|
||||
r => r.symbol,
|
||||
DefaultColumnWidths.Symbol,
|
||||
DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, string>(
|
||||
DiscreteValuesFilterVM.Create<OrderSecurity, string>(
|
||||
mbts.co2.UserSymbol.get_all().Select(u => u.symbol).Distinct().ToList(),
|
||||
ort => ort.security?.Symbol ?? string.Empty,
|
||||
nameof(OrderBookRowVM.symbol)
|
||||
@@ -95,7 +98,7 @@ namespace mbts.spark {
|
||||
"Time",
|
||||
r => r.time_created_text,
|
||||
DefaultColumnWidths.Time,
|
||||
new TimeFilterVM<OrderSecurityAlgoMeta>(
|
||||
new TimeFilterVM<OrderSecurity>(
|
||||
ort => ort.order.created(),
|
||||
nameof(OrderBookRowVM.time_created)),
|
||||
DataGridFilterKnownTemplates.TimeFilter,
|
||||
@@ -106,7 +109,7 @@ namespace mbts.spark {
|
||||
"Last Change",
|
||||
r => r.last_change_text,
|
||||
DefaultColumnWidths.Time,
|
||||
new TimeFilterVM<OrderSecurityAlgoMeta>(
|
||||
new TimeFilterVM<OrderSecurity>(
|
||||
ort => ort.order.last_change(),
|
||||
nameof(OrderBookRowVM.last_change)),
|
||||
DataGridFilterKnownTemplates.TimeFilter,
|
||||
@@ -117,7 +120,7 @@ namespace mbts.spark {
|
||||
DefaultColumnHeaders.User,
|
||||
r => r.user,
|
||||
DefaultColumnWidths.User,
|
||||
DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, string>(
|
||||
DiscreteValuesFilterVM.Create<OrderSecurity, string>(
|
||||
model.factory.subscribe_users().Select(d => d.Values),
|
||||
ort => ort.order.user(),
|
||||
nameof(OrderBookRowVM.user)),
|
||||
@@ -129,7 +132,7 @@ namespace mbts.spark {
|
||||
DefaultColumnHeaders.Account,
|
||||
r => r.account,
|
||||
DefaultColumnWidths.Account,
|
||||
DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, string, string[]>(
|
||||
DiscreteValuesFilterVM.Create<OrderSecurity, string, string[]>(
|
||||
model.factory.subscribe_accounts().Select(d => d.Values),
|
||||
ort => ort.order.account(),
|
||||
vals => vals.ToArray(),
|
||||
@@ -143,7 +146,7 @@ namespace mbts.spark {
|
||||
DefaultColumnHeaders.Exchange,
|
||||
r => r.exchange.ToString(),
|
||||
DefaultColumnWidths.Exchange,
|
||||
DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, Venue>(
|
||||
DiscreteValuesFilterVM.Create<OrderSecurity, Venue>(
|
||||
EnumHelper.get_values_except(Venue.Unset).ToList(),
|
||||
ort => ort.security.exchange_or_default(),
|
||||
nameof(OrderBookRowVM.exchange)),
|
||||
@@ -155,25 +158,48 @@ namespace mbts.spark {
|
||||
DefaultColumnHeaders.TimeInForce,
|
||||
r => r.time_in_force.ToString(),
|
||||
DefaultColumnWidths.TimeInForce,
|
||||
DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, TimeInForce>(
|
||||
DiscreteValuesFilterVM.Create<OrderSecurity, TimeInForce>(
|
||||
EnumHelper.get_values<TimeInForce>().ToList(),
|
||||
ort => ort.order.time_in_force(),
|
||||
nameof(OrderBookRowVM.time_in_force)),
|
||||
DataGridFilterKnownTemplates.EnumValues,
|
||||
_wrap_comparer(r => r.time_in_force)));
|
||||
// (algo items)
|
||||
var algo_items_source = model.subscribe_all_algos().SelectKeyValue(AlgoDataVM.from_data, d => AlgoID.from_algo_key(d.data.key, model.dynamic_helper.dynamic_type_index)).OnDispatcher();
|
||||
var algo_items_comp = AlgoCollectionHelper.algo_data_vm_comparer.to_non_generic();
|
||||
var algo_items_group_desc = new PropertyGroupDescription(nameof(AlgoDataVM.group));
|
||||
// order type
|
||||
Add(order_type_column = new OrderBookOrderTypeColumn(
|
||||
DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, OrderType>(
|
||||
utilities.OrderDataHelper.all_order_types,
|
||||
ort => ort.order.order_type(),
|
||||
nameof(OrderBookRowVM.order_type))));
|
||||
Columns.OrderType,
|
||||
nameof(OrderBookRowVM.badge_fill),
|
||||
nameof(OrderBookRowVM.display_name),
|
||||
_wrap_comparer(r => r.order_type),
|
||||
DiscreteValuesFilterVM.CreateTableUpdate<OrderSecurity, AlgoDataVM, AlgoID>(
|
||||
o => new AlgoDataVM(o.algo.GetValueOrDefault()),
|
||||
vm => AlgoID.from_algo_key(vm.data.key, model.dynamic_helper.dynamic_type_index), out var order_type_filter_observer, out var order_type_items_view)));
|
||||
_resources.Add(algo_items_source.Subscribe(order_type_filter_observer));
|
||||
order_type_items_view.CustomSort = algo_items_comp;
|
||||
order_type_items_view.GroupDescriptions.Add(algo_items_group_desc);
|
||||
// root algo type
|
||||
Add(root_algo_type_column = new OrderBookOrderTypeColumn(
|
||||
Columns.RootAlgoType,
|
||||
nameof(OrderBookRowVM.root_algo_badge_fill),
|
||||
nameof(OrderBookRowVM.root_algo_display_name),
|
||||
_wrap_comparer(r => r.order_tuple.root_algo.value.CustomCase),
|
||||
DiscreteValuesFilterVM.CreateTableUpdate<OrderSecurity, AlgoDataVM, AlgoID>(
|
||||
o => new AlgoDataVM(o.root_algo),
|
||||
vm => AlgoID.from_algo_key(vm.data.key, model.dynamic_helper.dynamic_type_index), out var root_algo_type_observer, out var root_algo_type_items_view),
|
||||
DefaultColumnHeaders.RootAlgoType));
|
||||
_resources.Add(algo_items_source.Subscribe(root_algo_type_observer));
|
||||
root_algo_type_items_view.CustomSort = algo_items_comp;
|
||||
root_algo_type_items_view.GroupDescriptions.Add(algo_items_group_desc);
|
||||
// order sub type
|
||||
Add(sub_type_column = new SimpleTextColumn<OrderSubType[]>(
|
||||
Columns.SubType,
|
||||
"Sub Type",
|
||||
r => r.order_sub_type_text,
|
||||
80,
|
||||
DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, OrderSubType>(
|
||||
DiscreteValuesFilterVM.Create<OrderSecurity, OrderSubType>(
|
||||
EnumHelper.get_values<OrderSubType>().ToList(),
|
||||
ort => ort.order.sub_type(),
|
||||
nameof(OrderBookRowVM.order_sub_type)),
|
||||
@@ -181,27 +207,27 @@ namespace mbts.spark {
|
||||
_wrap_comparer(r => r.order_sub_type)));
|
||||
// side
|
||||
Add(side_column = new SideColumn(
|
||||
DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, Side>(
|
||||
DiscreteValuesFilterVM.Create<OrderSecurity, Side>(
|
||||
new[] { Side.Buy, Side.Sell },
|
||||
ort=> ort.order.side(),
|
||||
ort => ort.order.side(),
|
||||
nameof(OrderBookRowVM.side))));
|
||||
// quantity
|
||||
Add(qty_column = new SizeColumn(
|
||||
new UIntMinMax<OrderSecurityAlgoMeta>(ort => ort.order.quantity(), nameof(OrderBookRowVM.quantity))));
|
||||
new UIntMinMax<OrderSecurity>(ort => ort.order.quantity(), nameof(OrderBookRowVM.quantity))));
|
||||
// edit quantity column
|
||||
// not usually part of the main order book, but it's useful to add it
|
||||
// rather than debugging the popup window
|
||||
//Add(edit_qty_column = new EditableQtyColumn());
|
||||
// filled quantity
|
||||
Add(filled_qty_column = new FilledColumn(
|
||||
new UIntMinMax<OrderSecurityAlgoMeta>(ort => ort.order.filled(), nameof(OrderBookRowVM.filled_quantity))));
|
||||
new UIntMinMax<OrderSecurity>(ort => ort.order.filled(), nameof(OrderBookRowVM.filled_quantity))));
|
||||
// price
|
||||
Add(price_column = new SimpleTextColumn<DoubleMinMaxState>(
|
||||
Columns.Price,
|
||||
"Price",
|
||||
r => r.price_text,
|
||||
DefaultColumnWidths.Price,
|
||||
new PriceMinMax<OrderSecurityAlgoMeta>(
|
||||
new PriceMinMax<OrderSecurity>(
|
||||
ort => ort.order.price(),
|
||||
nameof(OrderBookRowVM.price)),
|
||||
DataGridFilterKnownTemplates.DoubleMinMax,
|
||||
@@ -217,7 +243,7 @@ namespace mbts.spark {
|
||||
"Avg Price",
|
||||
r => r.avg_price_text,
|
||||
DefaultColumnWidths.Price,
|
||||
new PriceMinMax<OrderSecurityAlgoMeta>(
|
||||
new PriceMinMax<OrderSecurity>(
|
||||
ort => ort.order.avg_price(),
|
||||
nameof(OrderBookRowVM.avg_price)),
|
||||
DataGridFilterKnownTemplates.DoubleMinMax,
|
||||
@@ -228,18 +254,21 @@ namespace mbts.spark {
|
||||
"Last Filled",
|
||||
r => r.last_price_text,
|
||||
DefaultColumnWidths.Price,
|
||||
new PriceMinMax<OrderSecurityAlgoMeta>(
|
||||
new PriceMinMax<OrderSecurity>(
|
||||
ort => ort.order.last_price(),
|
||||
nameof(OrderBookRowVM.last_price)),
|
||||
DataGridFilterKnownTemplates.DoubleMinMax,
|
||||
_wrap_comparer(r => r.last_price)));
|
||||
// piq
|
||||
Add(piq_column = new PiqColumn(
|
||||
new UIntMinMax<OrderSecurity>(ort => ort.piq ?? uint.MaxValue, nameof(OrderBookRowVM.piq))));
|
||||
// status
|
||||
Add(status_column = new SimpleTextColumn<OrderStatus[]>(
|
||||
Columns.Status,
|
||||
"Status",
|
||||
r => r.status.ToString(),
|
||||
80,
|
||||
DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, OrderStatus>(
|
||||
DiscreteValuesFilterVM.Create<OrderSecurity, OrderStatus>(
|
||||
EnumHelper.get_values<OrderStatus>().ToList(),
|
||||
ort => ort.order.status(),
|
||||
nameof(OrderBookRowVM.status)),
|
||||
@@ -247,7 +276,7 @@ namespace mbts.spark {
|
||||
_wrap_comparer(r => r.status)));
|
||||
// last message
|
||||
Add(last_message_column = new OrderBookLastMessageColumn(
|
||||
new RegexFilterVM<OrderSecurityAlgoMeta>(
|
||||
new RegexFilterVM<OrderSecurity>(
|
||||
ort => ort.order.last_msg(),
|
||||
nameof(OrderBookRowVM.last_msg))));
|
||||
// security key
|
||||
@@ -256,7 +285,7 @@ namespace mbts.spark {
|
||||
DefaultColumnHeaders.SecurityKey,
|
||||
r => r.security_key.ToString(),
|
||||
DefaultColumnWidths.SecurityKey,
|
||||
new RegexFilterVM<OrderSecurityAlgoMeta>(
|
||||
new RegexFilterVM<OrderSecurity>(
|
||||
ort => ort.order.security_key().ToString(),
|
||||
nameof(OrderBookRowVM.security_key)),
|
||||
DataGridFilterKnownTemplates.Regex,
|
||||
@@ -267,7 +296,7 @@ namespace mbts.spark {
|
||||
DefaultColumnHeaders.OrderKey,
|
||||
r => r.order_key.ToString(),
|
||||
DefaultColumnWidths.OrderKey,
|
||||
new RegexFilterVM<OrderSecurityAlgoMeta>(
|
||||
new RegexFilterVM<OrderSecurity>(
|
||||
ort => ort.order.Key.ToString(),
|
||||
nameof(OrderBookRowVM.order_key)),
|
||||
DataGridFilterKnownTemplates.Regex,
|
||||
@@ -278,7 +307,7 @@ namespace mbts.spark {
|
||||
"Parent Key",
|
||||
r => r.parent_order_key.ToString(),
|
||||
DefaultColumnWidths.ParentKey,
|
||||
new RegexFilterVM<OrderSecurityAlgoMeta>(
|
||||
new RegexFilterVM<OrderSecurity>(
|
||||
ort => ort.order.ParentKey.ToString(),
|
||||
nameof(OrderBookRowVM.parent_order_key)),
|
||||
DataGridFilterKnownTemplates.Regex,
|
||||
@@ -289,7 +318,7 @@ namespace mbts.spark {
|
||||
DefaultColumnHeaders.AttachedTargetOrderKey,
|
||||
r => r.order.attached_target_order_key().ToString(),
|
||||
DefaultColumnWidths.AttachedTargetOrderKey,
|
||||
new RegexFilterVM<OrderSecurityAlgoMeta>(
|
||||
new RegexFilterVM<OrderSecurity>(
|
||||
ort => ort.order.attached_target_order_key().ToString(),
|
||||
nameof(OrderBookRowVM.parent_order_key)),
|
||||
DataGridFilterKnownTemplates.Regex,
|
||||
@@ -307,6 +336,7 @@ namespace mbts.spark {
|
||||
public SimpleTextColumn<Venue[]> exchange_column { get; }
|
||||
public SimpleTextColumn<TimeInForce[]> time_in_force_column { get; }
|
||||
public OrderBookOrderTypeColumn order_type_column { get; }
|
||||
public OrderBookOrderTypeColumn root_algo_type_column { get; }
|
||||
public SimpleTextColumn<OrderSubType[]> sub_type_column { get; }
|
||||
public SideColumn side_column { get; }
|
||||
public SizeColumn qty_column { get; }
|
||||
@@ -321,6 +351,7 @@ namespace mbts.spark {
|
||||
public SimpleTextColumn<string> order_key_column { get; }
|
||||
public SimpleTextColumn<string> parent_key_column { get; }
|
||||
public SimpleTextColumn<string> attached_target_order_key_column { get; }
|
||||
public PiqColumn piq_column { get; }
|
||||
|
||||
public FilterStates create_filter_states() =>
|
||||
new FilterStates {
|
||||
@@ -333,6 +364,7 @@ namespace mbts.spark {
|
||||
exchanges = exchange_column.filter.get_state(),
|
||||
tifs = time_in_force_column.filter.get_state(),
|
||||
order_types = order_type_column.filter.get_state(),
|
||||
root_algo_types = root_algo_type_column.filter.get_state(),
|
||||
order_sub_types = sub_type_column.filter.get_state(),
|
||||
sides = side_column.filter.get_state(),
|
||||
qty = qty_column.filter.get_state(),
|
||||
@@ -344,7 +376,8 @@ namespace mbts.spark {
|
||||
exchange_message_regex = last_message_column.filter.get_state(),
|
||||
last_change = last_change_column.filter.get_state(),
|
||||
security_criteria = security_column.filter.get_state(),
|
||||
symbols = symbol_column.filter.get_state()
|
||||
symbols = symbol_column.filter.get_state(),
|
||||
piq = piq_column.filter.get_state()
|
||||
};
|
||||
|
||||
public (FilterStates filters, IReadOnlyList<SortingCriteria> sorting) create() =>
|
||||
@@ -362,6 +395,7 @@ namespace mbts.spark {
|
||||
filled_qty_column.filter.load_state(fs.qty_filled);
|
||||
side_column.filter.load_state(fs.sides);
|
||||
order_type_column.filter.load_state(fs.order_types);
|
||||
root_algo_type_column.filter.load_state(fs.root_algo_types);
|
||||
sub_type_column.filter.load_state(fs.order_sub_types);
|
||||
time_in_force_column.filter.load_state(fs.tifs);
|
||||
exchange_column.filter.load_state(fs.exchanges);
|
||||
@@ -373,6 +407,7 @@ namespace mbts.spark {
|
||||
status_column.filter.load_state(fs.statuses);
|
||||
last_message_column.filter.load_state(fs.exchange_message_regex);
|
||||
last_change_column.filter.load_state(fs.last_change);
|
||||
piq_column.filter.load_state(fs.piq);
|
||||
}
|
||||
_active_comparers.Clear();
|
||||
foreach (var col in this)
|
||||
@@ -393,9 +428,9 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
|
||||
public Func<OrderSecurityAlgoMeta, bool> get_filter() {
|
||||
public Func<OrderSecurity, bool> get_filter() {
|
||||
var active_filters = this.OfType<ICVOrderBookColumn>().Where(c => c.filter.active.GetValueOrDefault()).Select(c => c.filter).ToArray();
|
||||
return active_filters.Length == 0 ? null : new Func<OrderSecurityAlgoMeta, bool>(r => active_filters.All(f => f.filter(r)));
|
||||
return active_filters.Length == 0 ? null : new Func<OrderSecurity, bool>(r => active_filters.All(f => f.filter(r)));
|
||||
}
|
||||
|
||||
public OrderBookSortingData get_sorting_data() {
|
||||
@@ -424,6 +459,7 @@ namespace mbts.spark {
|
||||
}
|
||||
|
||||
public void Dispose() {
|
||||
Disposable.dispose(ref _resources);
|
||||
foreach (var col in this.OfType<ICVOrderBookColumn>())
|
||||
(col.filter as IDisposable)?.Dispose();
|
||||
Clear();
|
||||
@@ -495,7 +531,7 @@ namespace mbts.spark {
|
||||
GlyphContext _root_glyph_context, _child_glyph_context;
|
||||
|
||||
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) {
|
||||
IDataGridColumnPersistentFilter<OrderSecurity, T> filter, string filter_template, IComparer<OrderBookRowVM> comparer) : base(col_key) {
|
||||
id = key.ToString();
|
||||
Width = width;
|
||||
Header = header;
|
||||
@@ -512,10 +548,10 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
|
||||
public IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, T> filter { get; }
|
||||
public IDataGridColumnPersistentFilter<OrderSecurity, T> filter { get; }
|
||||
public IComparer<OrderBookRowVM> comparer { get; }
|
||||
|
||||
IDataGridColumnFilter<OrderSecurityAlgoMeta> ICVOrderBookColumn.filter => filter;
|
||||
IDataGridColumnFilter<OrderSecurity> ICVOrderBookColumn.filter => filter;
|
||||
IDataGridColumnFilter IFilterableColumn.filter => filter;
|
||||
string IFilterableColumn.filter_template => _filter_template;
|
||||
ListSortDirection? ICVOrderBookColumn.SortDirection { get => _cached_sort_direction; set => SortDirection = value; }
|
||||
@@ -529,17 +565,17 @@ namespace mbts.spark {
|
||||
|
||||
public class SimpleTextColumn<TFilterState> : OrderbookColumnBase<TFilterState>, IRenderColumn<OrderBookRowVM> {
|
||||
public SimpleTextColumn(Columns key, string header, Func<OrderBookRowVM, string> get_text, double width,
|
||||
IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, TFilterState> filter, string filter_template, IComparer<OrderBookRowVM> comparer)
|
||||
IDataGridColumnPersistentFilter<OrderSecurity, TFilterState> filter, string filter_template, IComparer<OrderBookRowVM> 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,
|
||||
font_brush, null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding);
|
||||
RenderUtils.get_foreground(row, font_brush), null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding);
|
||||
}
|
||||
|
||||
#region Explicit Column Defs
|
||||
public class SideColumn : OrderbookColumnBase<Side[]>, IRenderColumn<OrderBookRowVM> {
|
||||
public SideColumn(IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, Side[]> filter)
|
||||
public SideColumn(IDataGridColumnPersistentFilter<OrderSecurity, Side[]> filter)
|
||||
: 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) =>
|
||||
@@ -548,7 +584,7 @@ namespace mbts.spark {
|
||||
}
|
||||
|
||||
public class SizeColumn : OrderbookColumnBase<UIntMinMaxState>, IRenderColumn<OrderBookRowVM> {
|
||||
public SizeColumn(IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, UIntMinMaxState> filter)
|
||||
public SizeColumn(IDataGridColumnPersistentFilter<OrderSecurity, UIntMinMaxState> filter)
|
||||
: 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) =>
|
||||
@@ -557,7 +593,7 @@ namespace mbts.spark {
|
||||
}
|
||||
|
||||
public class FilledColumn : OrderbookColumnBase<UIntMinMaxState>, IRenderColumn<OrderBookRowVM> {
|
||||
public FilledColumn(IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, UIntMinMaxState> filter)
|
||||
public FilledColumn(IDataGridColumnPersistentFilter<OrderSecurity, UIntMinMaxState> filter)
|
||||
: 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) =>
|
||||
@@ -566,21 +602,32 @@ namespace mbts.spark {
|
||||
}
|
||||
|
||||
public class OrderBookOrderTypeColumn : OrderTypeColumn<Columns>, ICVOrderBookColumn {
|
||||
readonly BindingBase _foreground_binding;
|
||||
ListSortDirection? _cached_sort_direction;
|
||||
public OrderBookOrderTypeColumn(IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, OrderType[]> filter)
|
||||
: base(Columns.OrderType, new Binding(nameof(OrderBookRowVM.badge_fill)), new Binding(nameof(OrderBookRowVM.display_name)), filter) {
|
||||
|
||||
public OrderBookOrderTypeColumn(Columns key, string badge_fill_binding_path, string display_name_binding_path, IComparer<OrderBookRowVM> row_comparer, IDataGridColumnPersistentFilter<OrderSecurity, AlgoID[]> filter, string header = DefaultColumnHeaders.OrderType)
|
||||
: base(key, new Binding(badge_fill_binding_path), new Binding(display_name_binding_path), filter, header) {
|
||||
id = key.ToString();
|
||||
this.filter = filter;
|
||||
font_weight_binding = RenderUtils.get_font_weight_binding();
|
||||
_foreground_binding = RenderUtils.get_foreground_binding(this);
|
||||
_cached_sort_direction = SortDirection;
|
||||
this.comparer = row_comparer;
|
||||
}
|
||||
|
||||
public new IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, OrderType[]> filter { get; }
|
||||
public IComparer<OrderBookRowVM> comparer => _wrap_comparer(r => r.order_type);
|
||||
public new IDataGridColumnPersistentFilter<OrderSecurity, AlgoID[]> filter { get; }
|
||||
public override string filter_template => DataGridFilterKnownTemplates.AlgoType;
|
||||
public IComparer<OrderBookRowVM> comparer { get; }
|
||||
|
||||
IDataGridColumnFilter<OrderSecurityAlgoMeta> ICVOrderBookColumn.filter => filter;
|
||||
IDataGridColumnFilter<OrderSecurity> ICVOrderBookColumn.filter => filter;
|
||||
ListSortDirection? ICVOrderBookColumn.SortDirection { get => _cached_sort_direction; set => SortDirection = value; }
|
||||
|
||||
public override FrameworkElement view_factory() {
|
||||
var view = base.view_factory();
|
||||
view.SetBinding(OrderTypeItem.ForegroundProperty, _foreground_binding);
|
||||
return view;
|
||||
}
|
||||
|
||||
protected override void OnSortDirectionChanged(ListSortDirection? new_value) {
|
||||
_cached_sort_direction = new_value;
|
||||
base.OnSortDirectionChanged(new_value);
|
||||
@@ -590,7 +637,7 @@ namespace mbts.spark {
|
||||
public class OrderBookLastMessageColumn : TextColumn<Columns>, ICVOrderBookColumn {
|
||||
ListSortDirection? _cached_sort_direction;
|
||||
|
||||
public OrderBookLastMessageColumn(IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, string> filter)
|
||||
public OrderBookLastMessageColumn(IDataGridColumnPersistentFilter<OrderSecurity, string> filter)
|
||||
: base(Columns.LastMessage, new Binding(nameof(OrderBookRowVM.last_msg)), filter, DataGridFilterKnownTemplates.Regex) {
|
||||
id = key.ToString();
|
||||
this.filter = filter;
|
||||
@@ -599,10 +646,10 @@ namespace mbts.spark {
|
||||
tooltip_binding = new Binding(nameof(OrderBookRowVM.last_msg));
|
||||
}
|
||||
|
||||
public new IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, string> filter { get; }
|
||||
public new IDataGridColumnPersistentFilter<OrderSecurity, string> filter { get; }
|
||||
public IComparer<OrderBookRowVM> comparer => _wrap_comparer(r => r.last_msg);
|
||||
|
||||
IDataGridColumnFilter<OrderSecurityAlgoMeta> ICVOrderBookColumn.filter => filter;
|
||||
IDataGridColumnFilter<OrderSecurity> ICVOrderBookColumn.filter => filter;
|
||||
ListSortDirection? ICVOrderBookColumn.SortDirection { get => _cached_sort_direction; set => SortDirection = value; }
|
||||
|
||||
protected override void OnSortDirectionChanged(ListSortDirection? new_value) {
|
||||
@@ -611,25 +658,35 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
|
||||
public class PiqColumn : OrderbookColumnBase<UIntMinMaxState>, IRenderColumn<OrderBookRowVM> {
|
||||
public PiqColumn(IDataGridColumnPersistentFilter<OrderSecurity, UIntMinMaxState> filter)
|
||||
: base(Columns.Piq, "PIQ", r => r.piq_text, DefaultColumnWidths.Size, filter, DataGridFilterKnownTemplates.UIntMinMax, _wrap_comparer(r => r.piq)) { }
|
||||
|
||||
public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
|
||||
CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.piq_text, position, row_height,
|
||||
RenderUtils.get_foreground(row, font_brush), null, HorizontalAlignment.Right, VerticalAlignment.Center, DefaultCellPadding);
|
||||
}
|
||||
|
||||
public class SecurityColumn : FrameworkElementColumnBase<Columns>, ICVOrderBookColumn, IFilterableColumn {
|
||||
readonly BindingBase _font_weight_binding = RenderUtils.get_font_weight_binding();
|
||||
readonly BindingBase _font_weight_binding = RenderUtils.get_font_weight_binding(), _foreground_binding;
|
||||
readonly IValueConverter _expander_visiblilty_converter = new ui.converters.BooleanToVisibilityConverter { VisibilityForFalse = Visibility.Hidden };
|
||||
readonly IValueConverter _margin_converter = new AnonymousValueConverter<int, Thickness>(level => new Thickness(10 * level, 0, 0, 0));
|
||||
|
||||
ListSortDirection? _cached_sort_direction;
|
||||
|
||||
public SecurityColumn(IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, SecurityCriteria> filter) : base(Columns.Security) {
|
||||
public SecurityColumn(IDataGridColumnPersistentFilter<OrderSecurity, SecurityCriteria> filter) : base(Columns.Security) {
|
||||
id = key.ToString();
|
||||
this.filter = filter;
|
||||
_foreground_binding = RenderUtils.get_foreground_binding(this);
|
||||
Header = DefaultColumnHeaders.Security;
|
||||
Width = DefaultColumnWidths.Security;
|
||||
_cached_sort_direction = SortDirection;
|
||||
}
|
||||
|
||||
public IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, SecurityCriteria> filter { get; }
|
||||
public IDataGridColumnPersistentFilter<OrderSecurity, SecurityCriteria> filter { get; }
|
||||
public IComparer<OrderBookRowVM> comparer => _wrap_comparer(r => r.security, SecurityHelper.Comparer.InstanceImmutable.to_nullable());
|
||||
|
||||
IDataGridColumnFilter<OrderSecurityAlgoMeta> ICVOrderBookColumn.filter => filter;
|
||||
IDataGridColumnFilter<OrderSecurity> ICVOrderBookColumn.filter => filter;
|
||||
IDataGridColumnFilter IFilterableColumn.filter => filter;
|
||||
string IFilterableColumn.filter_template => DataGridFilterKnownTemplates.DiscreteValues;
|
||||
ListSortDirection? ICVOrderBookColumn.SortDirection { get => _cached_sort_direction; set => SortDirection = value; }
|
||||
@@ -647,7 +704,7 @@ namespace mbts.spark {
|
||||
security_view.SetBinding(TextBlock.FontSizeProperty, new Binding(nameof(font_size)) { Source = this });
|
||||
security_view.SetBinding(TextBlock.TextProperty, nameof(OrderBookRowVM.security_text));
|
||||
security_view.SetBinding(TextBlock.HorizontalAlignmentProperty, new Binding(nameof(horizontal_alignment)) { Source = this });
|
||||
security_view.SetBinding(TextBlock.ForegroundProperty, new Binding(nameof(font_brush)) { Source = this });
|
||||
security_view.SetBinding(TextBlock.ForegroundProperty, _foreground_binding);
|
||||
security_view.SetBinding(TextBlock.FontFamilyProperty, new Binding(nameof(font_family)) { Source = this });
|
||||
security_view.SetBinding(TextBlock.FontWeightProperty, _font_weight_binding);
|
||||
//
|
||||
@@ -667,6 +724,33 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
|
||||
public class CheckColumn : FrameworkElementColumnBase<Columns> {
|
||||
readonly BindingBase _checked_binding;
|
||||
public CheckColumn(string checked_property) : base(Columns.Check) {
|
||||
id = key.ToString();
|
||||
Width = 30;
|
||||
_checked_binding = new Binding(checked_property);
|
||||
|
||||
var header_cb = new CheckBox();
|
||||
header_cb.ToolTip = "Select / Unselect All";
|
||||
header_cb.SetBinding(CheckBox.IsCheckedProperty, new Binding(nameof(OrderBookVM.all_rows_selected)));
|
||||
this.Header = header_cb;
|
||||
}
|
||||
|
||||
public override FrameworkElement view_factory() {
|
||||
var grid = new Grid() {
|
||||
HorizontalAlignment = HorizontalAlignment.Center,
|
||||
VerticalAlignment = VerticalAlignment.Center,
|
||||
};
|
||||
var cb = new CheckBox();
|
||||
cb.Name = "check_col";
|
||||
cb.SetBinding(CheckBox.IsCheckedProperty, _checked_binding);
|
||||
|
||||
grid.Children.Add(cb);
|
||||
return grid;
|
||||
}
|
||||
}
|
||||
|
||||
public class CancelColumn : FrameworkElementColumnBase<Columns> {
|
||||
readonly BindingBase _command_binding;
|
||||
|
||||
@@ -742,7 +826,7 @@ namespace mbts.spark {
|
||||
// create the attach button and assign the menu to it
|
||||
var attach_button = new Button() {
|
||||
Name = "attach_button",
|
||||
Content = "A",
|
||||
Content = new Image() { Source = Icons.AttachAlgos },
|
||||
HorizontalAlignment = HorizontalAlignment.Stretch,
|
||||
VerticalAlignment = VerticalAlignment.Stretch,
|
||||
Focusable = false,
|
||||
@@ -755,7 +839,10 @@ namespace mbts.spark {
|
||||
VerticalAlignment = VerticalAlignment.Center,
|
||||
};
|
||||
attach_grid.Children.Add(attach_button);
|
||||
attach_button.Click += (s, e) => { popup.IsOpen = !popup.IsOpen; };
|
||||
attach_button.Click += (s, e) => {
|
||||
popup.Child = create_popup_child();
|
||||
popup.IsOpen = !popup.IsOpen;
|
||||
};
|
||||
|
||||
var orderbook_vm_datacontext_binding = new Binding("DataContext");
|
||||
orderbook_vm_datacontext_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, _mini_or_full_ob_type, 1);
|
||||
@@ -772,84 +859,9 @@ namespace mbts.spark {
|
||||
|
||||
var row_vm_attach_command_binding = new Binding(WPFHelper.join_binding_paths("DataContext", nameof(OrderBookRowVM.attach_command)));
|
||||
row_vm_attach_command_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(MiniOrderBookRowView), 1);
|
||||
attach_button.SetBinding(Button.CommandProperty, row_vm_attach_command_binding);
|
||||
attach_button.SetBinding(Button.CommandProperty, row_vm_attach_command_binding);
|
||||
|
||||
#region OrderParamsPanel
|
||||
// finally, set the order_params DataContext to that of the ContextMenu
|
||||
var order_params = AlgoEditorGridView.create_attach_view();
|
||||
var order_params_binding = new Binding(WPFHelper.join_binding_paths("DataContext", nameof(OrderBookVM.attach_vm)));
|
||||
order_params_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(Popup), 1);
|
||||
order_params.SetBinding(FrameworkElement.DataContextProperty, order_params_binding);
|
||||
order_params.SetBinding(AlgoEditorGridView.AlgoRootsProperty, new Binding(WPFHelper.join_binding_paths(nameof(OrderParamsVM.algo_vm), nameof(AlgoDefinitionVM.algo_roots))));
|
||||
order_params.SetBinding(AlgoEditorGridView.SelectedAlgoRootProperty, new Binding(WPFHelper.join_binding_paths(nameof(OrderParamsVM.algo_vm), nameof(AlgoDefinitionVM.algo_root))));
|
||||
order_params.SetBinding(AlgoEditorGridView.AlgoParamRowsProperty, new Binding(nameof(OrderParamsVM.param_rows)));
|
||||
#endregion
|
||||
|
||||
#region Dialog Skirt
|
||||
var dialog_skirt_button_style =
|
||||
Application.Current.TryFindResource(DialogSkirt.DialogSkirtButtonStyleKey) as Style ??
|
||||
Application.Current.TryFindResource("CommonButton") as Style ??
|
||||
Application.Current.TryFindResource(typeof(Button)) as Style;
|
||||
|
||||
// go find the OBVM on the ContextMenu to get the command
|
||||
// The button for which this will server as a Binding to needs to both perform the send_attached_orders
|
||||
// command *AND* close the algo param popup. Previously this was accomplished by setting both the Command
|
||||
// and Click event on a Button appropriately, but since the Button that will perform this
|
||||
// ultimately lives inside of the DialogSkirt, we don't have direct access to it. Ergo,
|
||||
// we make use of this addition trick from John that allows for both of these things to happen.
|
||||
// We take our original ICommand (send_attached) and wrap it in another Command by way of a Converter on the binding,
|
||||
// pure genious!
|
||||
var send_attach_button_binding = new Binding(WPFHelper.join_binding_paths("DataContext", nameof(OrderBookVM.send_attached_orders_cmd))) {
|
||||
Converter = CommandWithActionWrapper.mk_wrap_converter(() => popup.IsOpen = false)
|
||||
};
|
||||
send_attach_button_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(Popup), 1);
|
||||
|
||||
// Our ultimate goal is to have the Ok button (DialogSkirtItem) run the send attached orders command.
|
||||
// Since we're only dealing with binding paths in here and not actual objects, we don't have access
|
||||
// to an actual Command, which is what the DialogSkirtItem expects. John came up with a sneaky
|
||||
// way of setting the Button.CommandProperty via a Style backdoor, but it's also necessary to
|
||||
// create a KeyedStyleSelector here I guess.
|
||||
// Also, the DialogSkirt Ok button seems to magically close the popup, cool!
|
||||
var send_attached_button_style = new Style(typeof(Button), dialog_skirt_button_style);
|
||||
send_attached_button_style.Setters.Add(new Setter(Button.CommandProperty, send_attach_button_binding));
|
||||
var awesome_command_style_key = "SendAttachButtonStyleKey";
|
||||
var cancel_style_key = "CancelButtonStyleKey";
|
||||
|
||||
var dialog_skirt = new DialogSkirt {
|
||||
RightItems = new[] {
|
||||
new DialogSkirtItem("OK", null, awesome_command_style_key) { is_default = true },
|
||||
new DialogSkirtItem("Cancel", new DelegateCommand(() => popup.IsOpen = false), cancel_style_key) { is_cancel = true }
|
||||
}};
|
||||
|
||||
var kss = new KeyedStyleSelector();
|
||||
kss.Map.Add(new StyleSelectorKeyValue {
|
||||
Key = awesome_command_style_key,
|
||||
Value = send_attached_button_style
|
||||
});
|
||||
kss.Map.Add(
|
||||
new StyleSelectorKeyValue {
|
||||
Key = cancel_style_key,
|
||||
Value = new Style(typeof(Button), dialog_skirt_button_style)
|
||||
});
|
||||
dialog_skirt.RightItemContainerStyleSelector = kss;
|
||||
|
||||
Grid.SetRow(dialog_skirt, 1);
|
||||
var grid = new Grid();
|
||||
grid.RowDefinitions.Add(new RowDefinition { Height = new GridLength(1, GridUnitType.Star) });
|
||||
grid.RowDefinitions.Add(new RowDefinition { Height = GridLength.Auto });
|
||||
grid.Children.Add(order_params);
|
||||
grid.Children.Add(dialog_skirt);
|
||||
|
||||
var border = new Border() {
|
||||
Background = BTSColors.common_background_brush,
|
||||
BorderThickness = new Thickness(1),
|
||||
Name = "attach_border",
|
||||
Child = grid,
|
||||
};
|
||||
|
||||
#endregion
|
||||
|
||||
popup.Child = border;
|
||||
// set to true for debugging
|
||||
popup.StaysOpen = false;
|
||||
popup.PlacementTarget = attach_button;
|
||||
popup.Placement = PlacementMode.Bottom;
|
||||
@@ -857,14 +869,13 @@ namespace mbts.spark {
|
||||
popup.SetBinding(Popup.DataContextProperty, new Binding("PlacementTarget.DataContext") {
|
||||
RelativeSource = new RelativeSource(RelativeSourceMode.Self)
|
||||
});
|
||||
|
||||
#endregion
|
||||
|
||||
#region Detach Button
|
||||
|
||||
var detach_button = new Button() {
|
||||
Name = "detach_button",
|
||||
Content = "D",
|
||||
Content = new Image() { Source = Icons.DetachAlgos },
|
||||
HorizontalAlignment = HorizontalAlignment.Stretch,
|
||||
VerticalAlignment = VerticalAlignment.Stretch,
|
||||
Focusable = false,
|
||||
@@ -893,6 +904,83 @@ namespace mbts.spark {
|
||||
the_whole_thing.Children.Add(popup);
|
||||
|
||||
return the_whole_thing;
|
||||
|
||||
UIElement create_popup_child() {
|
||||
#region OrderParamsPanel
|
||||
// finally, set the order_params DataContext to that of the ContextMenu
|
||||
var order_params = AlgoEditorGridView.create_attach_view();
|
||||
var order_params_binding = new Binding(WPFHelper.join_binding_paths("DataContext", nameof(OrderBookVM.attach_vm)));
|
||||
order_params_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(Popup), 1);
|
||||
order_params.SetBinding(FrameworkElement.DataContextProperty, order_params_binding);
|
||||
order_params.SetBinding(AlgoEditorGridView.AlgoRootsProperty, new Binding(WPFHelper.join_binding_paths(nameof(OrderParamsVM.algo_vm), nameof(AlgoDefinitionVM.algo_roots))));
|
||||
order_params.SetBinding(AlgoEditorGridView.SelectedAlgoRootProperty, new Binding(WPFHelper.join_binding_paths(nameof(OrderParamsVM.algo_vm), nameof(AlgoDefinitionVM.algo_root))));
|
||||
order_params.SetBinding(AlgoEditorGridView.AlgoParamRowsProperty, new Binding(nameof(OrderParamsVM.param_rows)));
|
||||
#endregion
|
||||
|
||||
var dialog_skirt_button_style =
|
||||
Application.Current.TryFindResource(DialogSkirt.DialogSkirtButtonStyleKey) as Style ??
|
||||
Application.Current.TryFindResource("CommonButton") as Style ??
|
||||
Application.Current.TryFindResource(typeof(Button)) as Style;
|
||||
|
||||
// go find the OBVM on the ContextMenu to get the command
|
||||
// The button for which this will server as a Binding to needs to both perform the send_attached_orders
|
||||
// command *AND* close the algo param popup. Previously this was accomplished by setting both the Command
|
||||
// and Click event on a Button appropriately, but since the Button that will perform this
|
||||
// ultimately lives inside of the DialogSkirt, we don't have direct access to it. Ergo,
|
||||
// we make use of this addition trick from John that allows for both of these things to happen.
|
||||
// We take our original ICommand (send_attached) and wrap it in another Command by way of a Converter on the binding,
|
||||
// pure genious!
|
||||
var send_attach_button_binding = new Binding(WPFHelper.join_binding_paths("DataContext", nameof(OrderBookVM.send_attached_orders_cmd))) {
|
||||
// set to true for debugging
|
||||
Converter = CommandWithActionWrapper.mk_wrap_converter(() => popup.IsOpen = false)
|
||||
};
|
||||
send_attach_button_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(Popup), 1);
|
||||
|
||||
// Our ultimate goal is to have the Ok button (DialogSkirtItem) run the send attached orders command.
|
||||
// Since we're only dealing with binding paths in here and not actual objects, we don't have access
|
||||
// to an actual Command, which is what the DialogSkirtItem expects. John came up with a sneaky
|
||||
// way of setting the Button.CommandProperty via a Style backdoor, but it's also necessary to
|
||||
// create a KeyedStyleSelector here I guess.
|
||||
// Also, the DialogSkirt Ok button seems to magically close the popup, cool!
|
||||
var send_attached_button_style = new Style(typeof(Button), dialog_skirt_button_style);
|
||||
send_attached_button_style.Setters.Add(new Setter(Button.CommandProperty, send_attach_button_binding));
|
||||
var awesome_command_style_key = "SendAttachButtonStyleKey";
|
||||
var cancel_style_key = "CancelButtonStyleKey";
|
||||
|
||||
var dialog_skirt = new DialogSkirt {
|
||||
RightItems = new[] {
|
||||
new DialogSkirtItem("OK", null, awesome_command_style_key) { is_default = true },
|
||||
new DialogSkirtItem("Cancel", new DelegateCommand(() => popup.IsOpen = false), cancel_style_key) { is_cancel = true }
|
||||
}
|
||||
};
|
||||
|
||||
var kss = new KeyedStyleSelector();
|
||||
kss.Map.Add(new StyleSelectorKeyValue {
|
||||
Key = awesome_command_style_key,
|
||||
Value = send_attached_button_style
|
||||
});
|
||||
kss.Map.Add(
|
||||
new StyleSelectorKeyValue {
|
||||
Key = cancel_style_key,
|
||||
Value = new Style(typeof(Button), dialog_skirt_button_style)
|
||||
});
|
||||
dialog_skirt.RightItemContainerStyleSelector = kss;
|
||||
|
||||
Grid.SetRow(dialog_skirt, 1);
|
||||
var grid = new Grid();
|
||||
grid.RowDefinitions.Add(new RowDefinition { Height = new GridLength(1, GridUnitType.Star) });
|
||||
grid.RowDefinitions.Add(new RowDefinition { Height = GridLength.Auto });
|
||||
grid.Children.Add(order_params);
|
||||
grid.Children.Add(dialog_skirt);
|
||||
|
||||
var border = new Border() {
|
||||
Background = BTSColors.common_background_brush,
|
||||
BorderThickness = new Thickness(1),
|
||||
Name = "attach_border",
|
||||
Child = grid,
|
||||
};
|
||||
return border;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -913,17 +1001,21 @@ namespace mbts.spark {
|
||||
public override FrameworkElement view_factory() {
|
||||
var popup = new System.Windows.Controls.Primitives.Popup();
|
||||
|
||||
#region Attach Button
|
||||
#region Update Button
|
||||
|
||||
// create the attach button and assign the menu to it
|
||||
// create the update button and assign the menu to it
|
||||
var update_button = new Button() {
|
||||
Name = "update_button",
|
||||
Content = "···",
|
||||
Margin = new Thickness(2),
|
||||
VerticalAlignment = VerticalAlignment.Center,
|
||||
Focusable = false
|
||||
Focusable = false,
|
||||
ToolTip = "Update"
|
||||
};
|
||||
update_button.Click += (s, e) => {
|
||||
popup.Child = create_popup_child();
|
||||
popup.IsOpen = !popup.IsOpen;
|
||||
};
|
||||
update_button.Click += (s, e) => { popup.IsOpen = !popup.IsOpen; };
|
||||
|
||||
var orderbook_vm_datacontext_binding = new Binding("DataContext");
|
||||
orderbook_vm_datacontext_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, _mini_or_full_ob_type, 1);
|
||||
@@ -938,89 +1030,14 @@ namespace mbts.spark {
|
||||
row_vm_update_command_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(MiniOrderBookRowView), 1);
|
||||
update_button.SetBinding(Button.CommandProperty, row_vm_update_command_binding);
|
||||
|
||||
// update button is only visible for orders under the control of an algo
|
||||
var update_button_visibility_binding = new Binding(WPFHelper.join_binding_paths("DataContext", nameof(OrderBookRowVM.root_algo_order_type))) {
|
||||
Converter = ValueConverter.create<CustomOrderDefinition.CustomOneofCase, Visibility>(ord_type => utilities.OrderDataHelper.outright_order_types.Contains(ord_type) ? Visibility.Hidden : Visibility.Visible)
|
||||
};
|
||||
update_button_visibility_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(MiniOrderBookRowView), 1);
|
||||
update_button.SetBinding(Button.VisibilityProperty, update_button_visibility_binding);
|
||||
#endregion
|
||||
|
||||
#region OrderParamsPanel
|
||||
// finally, set the order_params DataContext to that of the ContextMenu
|
||||
var order_params = new AlgoEditorGridView {
|
||||
Margin = new Thickness(6),
|
||||
CanUserChangeAlgoRoot = false,
|
||||
};
|
||||
;
|
||||
var order_params_binding = new Binding(WPFHelper.join_binding_paths("DataContext", nameof(OrderBookVM.order_mod_vm)));
|
||||
order_params_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(Popup), 1);
|
||||
order_params.SetBinding(FrameworkElement.DataContextProperty, order_params_binding);
|
||||
order_params.SetBinding(AlgoEditorGridView.AlgoRootsProperty, new Binding(WPFHelper.join_binding_paths(nameof(OrderParamsVM.algo_vm), nameof(AlgoDefinitionVM.algo_roots))));
|
||||
order_params.SetBinding(AlgoEditorGridView.SelectedAlgoRootProperty, new Binding(WPFHelper.join_binding_paths(nameof(OrderParamsVM.algo_vm), nameof(AlgoDefinitionVM.algo_root))));
|
||||
order_params.SetBinding(AlgoEditorGridView.AlgoParamRowsProperty, new Binding(nameof(OrderParamsVM.param_rows)));
|
||||
#endregion
|
||||
|
||||
#region Dialog Skirt
|
||||
var dialog_skirt_button_style =
|
||||
Application.Current.TryFindResource(DialogSkirt.DialogSkirtButtonStyleKey) as Style ??
|
||||
Application.Current.TryFindResource("CommonButton") as Style ??
|
||||
Application.Current.TryFindResource(typeof(Button)) as Style;
|
||||
|
||||
// go find the OBVM on the ContextMenu to get the command
|
||||
// The button for which this will server as a Binding to needs to both perform the send_attached_orders
|
||||
// command *AND* close the algo param popup. Previously this was accomplished by setting both the Command
|
||||
// and Click event on a Button appropriately, but since the Button that will perform this
|
||||
// ultimately lives inside of the DialogSkirt, we don't have direct access to it. Ergo,
|
||||
// we make use of this addition trick from John that allows for both of these things to happen.
|
||||
// We take our original ICommand (send_attached) and wrap it in another Command by way of a Converter on the binding,
|
||||
// pure genious!
|
||||
var modify_selected_button_binding = new Binding(WPFHelper.join_binding_paths("DataContext", nameof(OrderBookVM.modify_selected_orders_cmd))) {
|
||||
Converter = CommandWithActionWrapper.mk_wrap_converter(() => popup.IsOpen = false)
|
||||
};
|
||||
modify_selected_button_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(Popup), 1);
|
||||
|
||||
// Our ultimate goal is to have the Ok button (DialogSkirtItem) run the send attached orders command.
|
||||
// Since we're only dealing with binding paths in here and not actual objects, we don't have access
|
||||
// to an actual Command, which is what the DialogSkirtItem expects. John came up with a sneaky
|
||||
// way of setting the Button.CommandProperty via a Style backdoor, but it's also necessary to
|
||||
// create a KeyedStyleSelector here I guess.
|
||||
// Also, the DialogSkirt Ok button seems to magically close the popup, cool!
|
||||
var send_attached_button_style = new Style(typeof(Button), dialog_skirt_button_style);
|
||||
send_attached_button_style.Setters.Add(new Setter(Button.CommandProperty, modify_selected_button_binding));
|
||||
var awesome_command_style_key = "SendAttachButtonStyleKey";
|
||||
var cancel_style_key = "CancelButtonStyleKey";
|
||||
|
||||
var dialog_skirt = new DialogSkirt {
|
||||
RightItems = new[] {
|
||||
new DialogSkirtItem("OK", null, awesome_command_style_key) { is_default = true },
|
||||
new DialogSkirtItem("Cancel", new DelegateCommand(() => popup.IsOpen = false), cancel_style_key) { is_cancel = true }
|
||||
}
|
||||
};
|
||||
|
||||
var kss = new KeyedStyleSelector();
|
||||
kss.Map.Add(new StyleSelectorKeyValue {
|
||||
Key = awesome_command_style_key,
|
||||
Value = send_attached_button_style
|
||||
});
|
||||
kss.Map.Add(
|
||||
new StyleSelectorKeyValue {
|
||||
Key = cancel_style_key,
|
||||
Value = new Style(typeof(Button), dialog_skirt_button_style)
|
||||
});
|
||||
dialog_skirt.RightItemContainerStyleSelector = kss;
|
||||
|
||||
Grid.SetRow(dialog_skirt, 1);
|
||||
var grid = new Grid();
|
||||
grid.RowDefinitions.Add(new RowDefinition { Height = new GridLength(1, GridUnitType.Star) });
|
||||
grid.RowDefinitions.Add(new RowDefinition { Height = GridLength.Auto });
|
||||
grid.Children.Add(order_params);
|
||||
grid.Children.Add(dialog_skirt);
|
||||
|
||||
var border = new Border() {
|
||||
Background = BTSColors.common_background_brush,
|
||||
BorderThickness = new Thickness(1),
|
||||
Name = "update_border",
|
||||
Child = grid,
|
||||
};
|
||||
|
||||
#endregion
|
||||
|
||||
popup.Child = border;
|
||||
popup.StaysOpen = false;
|
||||
popup.PlacementTarget = update_button;
|
||||
popup.Placement = PlacementMode.Bottom;
|
||||
@@ -1028,12 +1045,94 @@ namespace mbts.spark {
|
||||
popup.SetBinding(Popup.DataContextProperty, new Binding("PlacementTarget.DataContext") {
|
||||
RelativeSource = new RelativeSource(RelativeSourceMode.Self)
|
||||
});
|
||||
popup.Closed += (s, e) => {
|
||||
if (popup.try_find_ancestor_of_type(out MiniOrderBookView mini_ob) && mini_ob.DataContext is OrderBookVM ob_vm) {
|
||||
ob_vm.is_attaching_orders = false;
|
||||
}
|
||||
};
|
||||
|
||||
var the_whole_thing = new Grid();
|
||||
the_whole_thing.Children.Add(update_button);
|
||||
the_whole_thing.Children.Add(popup);
|
||||
|
||||
return the_whole_thing;
|
||||
|
||||
UIElement create_popup_child() {
|
||||
var order_params = new AlgoEditorGridView {
|
||||
Margin = new Thickness(6),
|
||||
CanUserChangeAlgoRoot = false,
|
||||
};
|
||||
var order_params_binding = new Binding(WPFHelper.join_binding_paths("DataContext", nameof(OrderBookVM.order_mod_vm)));
|
||||
order_params_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(Popup), 1);
|
||||
order_params.SetBinding(FrameworkElement.DataContextProperty, order_params_binding);
|
||||
order_params.SetBinding(AlgoEditorGridView.AlgoRootsProperty, new Binding(WPFHelper.join_binding_paths(nameof(OrderParamsVM.algo_vm), nameof(AlgoDefinitionVM.algo_roots))));
|
||||
order_params.SetBinding(AlgoEditorGridView.SelectedAlgoRootProperty, new Binding(WPFHelper.join_binding_paths(nameof(OrderParamsVM.algo_vm), nameof(AlgoDefinitionVM.algo_root))));
|
||||
order_params.SetBinding(AlgoEditorGridView.AlgoParamRowsProperty, new Binding(nameof(OrderParamsVM.param_rows)));
|
||||
|
||||
var dialog_skirt_button_style =
|
||||
Application.Current.TryFindResource(DialogSkirt.DialogSkirtButtonStyleKey) as Style ??
|
||||
Application.Current.TryFindResource("CommonButton") as Style ??
|
||||
Application.Current.TryFindResource(typeof(Button)) as Style;
|
||||
|
||||
// go find the OBVM on the ContextMenu to get the command
|
||||
// The button for which this will server as a Binding to needs to both perform the send_attached_orders
|
||||
// command *AND* close the algo param popup. Previously this was accomplished by setting both the Command
|
||||
// and Click event on a Button appropriately, but since the Button that will perform this
|
||||
// ultimately lives inside of the DialogSkirt, we don't have direct access to it. Ergo,
|
||||
// we make use of this addition trick from John that allows for both of these things to happen.
|
||||
// We take our original ICommand (send_attached) and wrap it in another Command by way of a Converter on the binding,
|
||||
// pure genious!
|
||||
var modify_selected_button_binding = new Binding(WPFHelper.join_binding_paths("DataContext", nameof(OrderBookVM.modify_selected_orders_cmd))) {
|
||||
// set to true for debugging
|
||||
Converter = CommandWithActionWrapper.mk_wrap_converter(() => popup.IsOpen = false)
|
||||
};
|
||||
modify_selected_button_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(Popup), 1);
|
||||
|
||||
// Our ultimate goal is to have the Ok button (DialogSkirtItem) run the send attached orders command.
|
||||
// Since we're only dealing with binding paths in here and not actual objects, we don't have access
|
||||
// to an actual Command, which is what the DialogSkirtItem expects. John came up with a sneaky
|
||||
// way of setting the Button.CommandProperty via a Style backdoor, but it's also necessary to
|
||||
// create a KeyedStyleSelector here I guess.
|
||||
// Also, the DialogSkirt Ok button seems to magically close the popup, cool!
|
||||
var send_attached_button_style = new Style(typeof(Button), dialog_skirt_button_style);
|
||||
send_attached_button_style.Setters.Add(new Setter(Button.CommandProperty, modify_selected_button_binding));
|
||||
var awesome_command_style_key = "SendAttachButtonStyleKey";
|
||||
var cancel_style_key = "CancelButtonStyleKey";
|
||||
|
||||
var dialog_skirt = new DialogSkirt {
|
||||
RightItems = new[] {
|
||||
new DialogSkirtItem("OK", null, awesome_command_style_key) { is_default = true },
|
||||
new DialogSkirtItem("Cancel", new DelegateCommand(() => popup.IsOpen = false), cancel_style_key) { is_cancel = true }
|
||||
}
|
||||
};
|
||||
|
||||
var kss = new KeyedStyleSelector();
|
||||
kss.Map.Add(new StyleSelectorKeyValue {
|
||||
Key = awesome_command_style_key,
|
||||
Value = send_attached_button_style
|
||||
});
|
||||
kss.Map.Add(
|
||||
new StyleSelectorKeyValue {
|
||||
Key = cancel_style_key,
|
||||
Value = new Style(typeof(Button), dialog_skirt_button_style)
|
||||
});
|
||||
dialog_skirt.RightItemContainerStyleSelector = kss;
|
||||
|
||||
Grid.SetRow(dialog_skirt, 1);
|
||||
var grid = new Grid();
|
||||
grid.RowDefinitions.Add(new RowDefinition { Height = new GridLength(1, GridUnitType.Star) });
|
||||
grid.RowDefinitions.Add(new RowDefinition { Height = GridLength.Auto });
|
||||
grid.Children.Add(order_params);
|
||||
grid.Children.Add(dialog_skirt);
|
||||
|
||||
var border = new Border() {
|
||||
Background = BTSColors.common_background_brush,
|
||||
BorderThickness = new Thickness(1),
|
||||
Name = "update_border",
|
||||
Child = grid,
|
||||
};
|
||||
return border;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -1078,7 +1177,6 @@ namespace mbts.spark {
|
||||
public class CommitColumn : FrameworkElementColumnBase<Columns> {
|
||||
public CommitColumn() : base(Columns.Commit) {
|
||||
id = key.ToString();
|
||||
Header = "";
|
||||
Width = 20;
|
||||
}
|
||||
|
||||
@@ -1115,19 +1213,24 @@ namespace mbts.spark {
|
||||
static class RenderUtils {
|
||||
public static FontWeight
|
||||
root_font_weight = FontWeights.Normal,
|
||||
child_font_weight = FontWeights.Light;
|
||||
child_font_weight = FontWeights.Normal;
|
||||
static readonly IMultiValueConverter _foreground_converter =
|
||||
ValueConverter.create<bool, Brush, Brush>(_get_foreground);
|
||||
|
||||
public static double font_size = FontSizes.Small;
|
||||
|
||||
public static readonly IValueConverter
|
||||
_sub_type_text_converter = new ui.spark.converters.OrderSubTypeDisplayTextConverter(),
|
||||
_side_brush_converter = new AnonymousValueConverter<Side, Brush>(s => s == Side.Buy ? BTSColors.MarketData.bid : BTSColors.MarketData.ask),
|
||||
_font_weight_converter = new AnonymousValueConverter<bool, FontWeight>(is_child => is_child ? FontWeights.Light : FontWeights.Normal);
|
||||
_font_weight_converter = new AnonymousValueConverter<bool, FontWeight>(is_child => is_child ? child_font_weight : root_font_weight);
|
||||
|
||||
public static readonly IMultiValueConverter
|
||||
_price_text_converter = new ui.spark.converters.TickDisplayConverter(),
|
||||
_background_converter = new AnonymousMultiValueConverter<bool, OrderStatus, Brush>(
|
||||
(selected, status) => selected || status != OrderStatus.Working ? Brushes.Transparent : BTSColors.Orders.working_order_background_brush);
|
||||
|
||||
static readonly bool _animate_child_order_rows = mbts.config.Configuration.get<bts.config.OrderBookOptions>().animate_child_order_rows;
|
||||
|
||||
public static BindingBase _get_background_binding() {
|
||||
var mb = new MultiBinding { Converter = _background_converter };
|
||||
mb.Bindings.Add(new Binding(nameof(ListBoxItem.IsSelected)) { RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(ListBoxItem), 1) });
|
||||
@@ -1135,9 +1238,29 @@ namespace mbts.spark {
|
||||
return mb;
|
||||
}
|
||||
|
||||
public static Brush get_side_brush(OrderBookRowVM r) => r.side == Side.Buy ? BTSColors.MarketData.bid : BTSColors.MarketData.ask;
|
||||
public static BindingBase get_font_weight_binding() => new Binding(nameof(OrderBookRowVM.is_child)) { Converter = _font_weight_converter };
|
||||
}
|
||||
public static BindingBase get_foreground_binding(ColumnBase col) {
|
||||
var col_font_brush_binding = new Binding(nameof(ColumnBase.font_brush)) { Source = col };
|
||||
if (!_animate_child_order_rows)
|
||||
return col_font_brush_binding;
|
||||
var mb = new MultiBinding { Converter = _foreground_converter };
|
||||
mb.Bindings.Add(new Binding(nameof(OrderBookRowVM.is_child)));
|
||||
mb.Bindings.Add(col_font_brush_binding);
|
||||
return mb;
|
||||
}
|
||||
|
||||
public static Brush get_side_brush(OrderBookRowVM r) => get_foreground(r, r.side == Side.Buy ? BTSColors.MarketData.bid : BTSColors.MarketData.ask);
|
||||
public static BindingBase get_font_weight_binding() => new Binding(nameof(OrderBookRowVM.is_child)) { Converter = _font_weight_converter };
|
||||
|
||||
public static Brush get_foreground(OrderBookRowVM row, Brush brush) =>
|
||||
_animate_child_order_rows ? _get_foreground(row.is_child, brush) : brush;
|
||||
|
||||
static Brush _get_foreground(bool is_child, Brush brush) {
|
||||
if (is_child) {
|
||||
brush = brush.Clone();
|
||||
brush.Opacity = 0.75;
|
||||
}
|
||||
return brush;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -14,34 +14,29 @@ using System.Windows.Media;
|
||||
using Columns = mbts.spark.OrderBookGridView.ColumnKeys;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class OrderBookRowVM : IEquatable<OrderBookRowVM>, DIYGrid.IRowVM, IHierarchicalRow<OrderSecurityAlgoMeta>, INotifyPropertyChanged {
|
||||
partial class OrderBookRowVM : IEquatable<OrderBookRowVM>, DIYGrid.IRowVM, IHierarchicalRow<OrderSecurity>, INotifyPropertyChanged {
|
||||
const string _unknown_security_price_format_string = "0.#########";
|
||||
const int _unknown_security_price_num_fractional_digits = 9;
|
||||
readonly OrderBookVM _owner;
|
||||
Brush _badge_fill;
|
||||
Color? _root_algo_badge_color_backing;
|
||||
Brush _badge_fill, _root_algo_badge_fill;
|
||||
IRaiseCanExecuteChangedCommand _show_order_modify_cmd, _toggle_expanded_cmd, _cancel_cmd, _detach_command, _attach_command, _update_command, _modify_order_quantity_andor_price, _revert_prospective_order_quantity_andor_price;
|
||||
bool _is_parent, _is_expanded, _is_selected, _is_attachable, _is_detachable;
|
||||
int _depth_level;
|
||||
SecurityImmutable? _security => order_tuple.security;
|
||||
|
||||
|
||||
// for mini-ob
|
||||
uint _prospective_quantity;
|
||||
double _prospective_price;
|
||||
Action<bool> _on_selection_changed;
|
||||
|
||||
|
||||
public OrderBookRowVM(OrderBookVM owner, OrderSecurityAlgoMeta order_tuple, bool is_expanded) {
|
||||
public OrderBookRowVM(OrderBookVM owner, OrderSecurity order_tuple, bool is_expanded, Action<bool> on_selection_changed) {
|
||||
_owner = owner;
|
||||
this.order_tuple = order_tuple;
|
||||
is_visible = !is_child;
|
||||
_is_expanded = is_expanded;
|
||||
prospective_quantity = this.quantity;
|
||||
prospective_price = this.price;
|
||||
this.invalidated += OrderBookRowVM_invalidated;
|
||||
}
|
||||
|
||||
private void OrderBookRowVM_invalidated() {
|
||||
modify_order_quantity_andor_price?.TryRaiseCanExecuteChanged();
|
||||
_on_selection_changed = on_selection_changed;
|
||||
}
|
||||
|
||||
//// This takes care of the case where the OB has all rows visible
|
||||
@@ -50,22 +45,22 @@ namespace mbts.spark {
|
||||
//// 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,
|
||||
public IObservable<OrderSecurity> subscribe_data() {
|
||||
return Observable.FromEvent<Action, OrderSecurity>(
|
||||
cb => () => cb(order_tuple),
|
||||
cb => invalidated += cb,
|
||||
cb => invalidated -= cb);
|
||||
}
|
||||
|
||||
public event Action invalidated;
|
||||
public event Action<(OrderSecurityAlgoMeta oldval, OrderSecurityAlgoMeta newval)> updated;
|
||||
public event Action<(OrderSecurity oldval, OrderSecurity newval)> updated;
|
||||
public event PropertyChangedEventHandler PropertyChanged;
|
||||
|
||||
// Core
|
||||
public OrderSecurityAlgoMeta order_tuple { get; private set; }
|
||||
public OrderSecurity order_tuple { get; private set; }
|
||||
public OrderRecordImmutable order => order_tuple.order;
|
||||
public OrderMetadata order_metadata => _owner.get_metadata(this);
|
||||
public Brush badge_fill => _badge_fill ?? (_badge_fill = order_tuple.badge_fill(order_metadata));
|
||||
public Brush badge_fill => _badge_fill ?? (_badge_fill = OrderUtils.badge_fill(order_tuple.meta, order_metadata));
|
||||
public uint order_key => order.Key;
|
||||
public uint parent_order_key => order.ParentKey;
|
||||
public uint security_key => order.security_key();
|
||||
@@ -98,11 +93,19 @@ namespace mbts.spark {
|
||||
public uint quantity => order.quantity();
|
||||
public uint filled_quantity => order.filled();
|
||||
public string last_msg => order.last_msg();
|
||||
public uint piq => order_tuple.piq ?? uint.MaxValue;
|
||||
public string piq_text => piq == uint.MaxValue ? string.Empty : piq.ToString();
|
||||
public bool is_non_terminal => order.is_non_terminal();
|
||||
public bool is_attachable { get => _is_attachable; set => SetVisual(ref _is_attachable, value); }
|
||||
public bool is_detachable { get => _is_detachable; set => SetVisual(ref _is_detachable, value); }
|
||||
|
||||
public string filled_status_desc => order.filled_status_description(security.spec_or_default());
|
||||
|
||||
// Root Algo
|
||||
public CustomOrderDefinition.CustomOneofCase root_algo_order_type => order_tuple.root_algo.value.CustomCase;
|
||||
public OrderMetadata root_algo_order_metadata => _owner.get_metadata(root_algo_order_type);
|
||||
public Brush root_algo_badge_fill => _root_algo_badge_fill ?? (_root_algo_badge_fill = new SolidColorBrush(_root_algo_badge_color));
|
||||
public string root_algo_display_name => order_tuple.root_algo.name;
|
||||
|
||||
// Tree
|
||||
public bool is_parent { get => _is_parent; set => Set(ref _is_parent, value); }
|
||||
public bool is_child => order.has_parent();
|
||||
@@ -117,7 +120,11 @@ namespace mbts.spark {
|
||||
public int depth_level { get => _depth_level; set => Set(ref _depth_level, value); }
|
||||
public bool is_selected {
|
||||
get => _is_selected;
|
||||
set => Set(ref _is_selected, value);
|
||||
set {
|
||||
if (Set(ref _is_selected, value)) {
|
||||
_on_selection_changed(value);
|
||||
}
|
||||
}
|
||||
}
|
||||
public uint prospective_quantity {
|
||||
get => _prospective_quantity;
|
||||
@@ -135,45 +142,51 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
}
|
||||
public bool is_qty_dirty => this.prospective_quantity != this.quantity;
|
||||
public bool is_qty_dirty => this.prospective_quantity != this.quantity;
|
||||
public bool is_price_dirty => this.prospective_price != this.price;
|
||||
|
||||
// Commands
|
||||
public ICommand toggle_command => _toggle_expanded_cmd ?? (
|
||||
_toggle_expanded_cmd = new DelegateCommand(() => is_expanded = !is_expanded));
|
||||
|
||||
public ICommand show_order_modify_cmd =>
|
||||
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 || status == OrderStatus.Disconnected));
|
||||
|
||||
public ICommand modify_order_quantity_andor_price => _modify_order_quantity_andor_price ??
|
||||
(_modify_order_quantity_andor_price = new DelegateCommand(
|
||||
() => {
|
||||
if (is_qty_dirty && is_price_dirty) {
|
||||
_owner.modify_order_price_and_quantity(this, prospective_price, prospective_quantity);
|
||||
} else if (is_qty_dirty) {
|
||||
_owner.modify_order_quantity(this, prospective_quantity);
|
||||
} else if (is_price_dirty) {
|
||||
_owner.modify_order_price(this, this.prospective_price);
|
||||
public ICommand modify_order_quantity_andor_price {
|
||||
get {
|
||||
if (_modify_order_quantity_andor_price == null) {
|
||||
_modify_order_quantity_andor_price = new DelegateCommand(execute, can_execute);
|
||||
invalidated += _modify_order_quantity_andor_price.RaiseCanExecuteChanged;
|
||||
// impl
|
||||
void execute() {
|
||||
if (is_qty_dirty && is_price_dirty) {
|
||||
_owner.modify_order_price_and_quantity(this, prospective_price, prospective_quantity);
|
||||
} else if (is_qty_dirty) {
|
||||
_owner.modify_order_quantity(this, prospective_quantity);
|
||||
} else if (is_price_dirty) {
|
||||
_owner.modify_order_price(this, this.prospective_price);
|
||||
}
|
||||
_unselect_me();
|
||||
}
|
||||
_unselect_me();
|
||||
},
|
||||
bool can_execute() => status == OrderStatus.Working && (is_price_dirty || is_qty_dirty);
|
||||
}
|
||||
return _modify_order_quantity_andor_price;
|
||||
}
|
||||
}
|
||||
|
||||
public ICommand revert_prospective_order_quantity_andor_price => _revert_prospective_order_quantity_andor_price ??
|
||||
(_revert_prospective_order_quantity_andor_price = new DelegateCommand(
|
||||
() => {
|
||||
prospective_price = price;
|
||||
prospective_quantity = quantity;
|
||||
},
|
||||
() => this.status == OrderStatus.Working && (is_price_dirty || is_qty_dirty)
|
||||
)
|
||||
);
|
||||
|
||||
public ICommand revert_prospective_order_quantity_andor_price => _revert_prospective_order_quantity_andor_price ??
|
||||
(_revert_prospective_order_quantity_andor_price = new DelegateCommand(
|
||||
() => {
|
||||
prospective_price = price;
|
||||
prospective_quantity = quantity;
|
||||
},
|
||||
() => this.status == OrderStatus.Working && (is_price_dirty || is_qty_dirty)
|
||||
)
|
||||
);
|
||||
|
||||
public ICommand detach_command => _detach_command ??
|
||||
(_detach_command = new DelegateCommand(() => {
|
||||
_owner.detach_orders(this);
|
||||
@@ -183,21 +196,37 @@ namespace mbts.spark {
|
||||
public ICommand attach_command => _attach_command ?? (
|
||||
_attach_command = new DelegateCommand(() => {
|
||||
// the _select me will trigger the OBVM.attach_vm to get primed
|
||||
_select_me();
|
||||
if (!is_selected) {
|
||||
_select_me();
|
||||
}
|
||||
_owner.begin_attach_algos();
|
||||
})
|
||||
);
|
||||
|
||||
public ICommand update_command => _update_command ?? (
|
||||
_update_command = new DelegateCommand(() => {
|
||||
_select_me();
|
||||
if (!is_selected) {
|
||||
_select_me();
|
||||
}
|
||||
})
|
||||
);
|
||||
|
||||
// private props
|
||||
Color _root_algo_badge_color {
|
||||
get => _root_algo_badge_color_backing ?? (_root_algo_badge_color_backing = OrderUtils.badge_color(order_tuple.root_meta, root_algo_order_metadata)).Value;
|
||||
set {
|
||||
if (_root_algo_badge_color_backing != value) {
|
||||
_root_algo_badge_color_backing = value;
|
||||
_root_algo_badge_fill = null;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#region IHierarchicalRow
|
||||
bool IHierarchicalRow.is_parent => is_parent;
|
||||
bool IHierarchicalRow.is_expanded => is_expanded;
|
||||
int IHierarchicalRow.depth_level => depth_level;
|
||||
OrderSecurityAlgoMeta IHierarchicalRow<OrderSecurityAlgoMeta>.value => order_tuple;
|
||||
OrderSecurity IHierarchicalRow<OrderSecurity>.value => order_tuple;
|
||||
|
||||
void IHierarchicalRow.on_is_parent_changed(bool is_parent) => this.is_parent = is_parent;
|
||||
/// Do NOT actually call the <see cref="is_expanded"/> setter (it has side effects) - the row collection calls this method when the row is expanded/collapsed by some **external means, outside of this class.
|
||||
@@ -209,17 +238,15 @@ namespace mbts.spark {
|
||||
/// <see cref="OperableHierarchicalCollection{TRow, T, TKey}.collapse_row(TKey)"/>
|
||||
void IHierarchicalRow.on_is_expanded_changed(bool is_expanded) => Set(ref _is_expanded, is_expanded, nameof(is_expanded));
|
||||
void IHierarchicalRow.on_depth_level_changed(int depth_level) => this.depth_level = depth_level;
|
||||
void IHierarchicalRow<OrderSecurityAlgoMeta>.on_value_changed(OrderSecurityAlgoMeta value) => update(value);
|
||||
void IHierarchicalRow<OrderSecurity>.on_value_changed(OrderSecurity value) => update(value);
|
||||
#endregion
|
||||
|
||||
private void _unselect_me() {
|
||||
this.is_selected = false;
|
||||
_owner.current_row = null;
|
||||
}
|
||||
|
||||
private void _select_me() {
|
||||
this.is_selected = true;
|
||||
_owner.current_row = this;
|
||||
}
|
||||
|
||||
// These fns present a way for the orderbook to avoid noisy, intermittent collection changes during "Expand/Collapse All" ops,
|
||||
@@ -227,7 +254,7 @@ namespace mbts.spark {
|
||||
internal void expand_internal() => Set(ref _is_expanded, true, nameof(is_expanded));
|
||||
internal void collapse_internal() => Set(ref _is_expanded, false, nameof(is_expanded));
|
||||
|
||||
public void update(OrderSecurityAlgoMeta order_tuple) {
|
||||
public void update(OrderSecurity order_tuple) {
|
||||
Log.assert(order_tuple.order.Key == this.order.Key, "OrderBookRowVM: update_order was called with an order with the wrong key.");
|
||||
// _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);
|
||||
@@ -240,11 +267,11 @@ namespace mbts.spark {
|
||||
// quantity
|
||||
if ((Columns.Size & dirty) != 0)
|
||||
RaisePropertyChanged(nameof(quantity), nameof(is_qty_dirty));
|
||||
// we need to update the prospective_quantity here b/c an update could have come in while the row was in edit mode
|
||||
// via the Mini OB update column mechanism (vs the EditableQty column)
|
||||
// prospecive price does not need to be updated in the same manner b/c if the price is changed, the whole
|
||||
// row will no longer match the filter
|
||||
prospective_quantity = quantity;
|
||||
// we need to update the prospective_quantity here b/c an update could have come in while the row was in edit mode
|
||||
// via the Mini OB update column mechanism (vs the EditableQty column)
|
||||
// prospecive price does not need to be updated in the same manner b/c if the price is changed, the whole
|
||||
// row will no longer match the filter
|
||||
prospective_quantity = quantity;
|
||||
// price
|
||||
if ((Columns.Price & dirty) != 0) {
|
||||
RaisePropertyChanged(nameof(price));
|
||||
@@ -262,6 +289,19 @@ namespace mbts.spark {
|
||||
// display name
|
||||
if (old_order_tuple.display_name() != order_tuple.display_name())
|
||||
RaisePropertyChanged(nameof(display_name));
|
||||
// root badge fill
|
||||
if (_root_algo_badge_color_backing.HasValue) {
|
||||
// only need to invalidate it if it had a value (it is lazily instantiated)
|
||||
_root_algo_badge_color = OrderUtils.badge_color(order_tuple.root_meta, root_algo_order_metadata);
|
||||
RaisePropertyChanged(nameof(root_algo_badge_fill));
|
||||
}
|
||||
// root display name
|
||||
if (old_order_tuple.root_algo.name != order_tuple.root_algo.name)
|
||||
RaisePropertyChanged(nameof(root_algo_display_name));
|
||||
// root order type
|
||||
if (old_order_tuple.root_algo.value.CustomCase != order_tuple.root_algo.value.CustomCase) {
|
||||
RaisePropertyChanged(nameof(root_algo_order_type));
|
||||
}
|
||||
// status
|
||||
if ((Columns.Status & dirty) != 0)
|
||||
RaisePropertyChanged(nameof(status));
|
||||
@@ -288,7 +328,9 @@ namespace mbts.spark {
|
||||
// this will update the cancel column in the mini ob
|
||||
cancel_command.TryRaiseCanExecuteChanged();
|
||||
}
|
||||
|
||||
if ((Columns.Piq & dirty) != 0) {
|
||||
RaisePropertyChanged(nameof(piq), nameof(piq_text));
|
||||
}
|
||||
// always refresh attach and detach b/c
|
||||
// conditionally raise invalidated
|
||||
if ((dirty & ViewRefresh.invalidate_mask) != 0)
|
||||
@@ -349,13 +391,14 @@ namespace mbts.spark {
|
||||
Columns.Status |
|
||||
Columns.ParentKey |
|
||||
Columns.AttachedTargetOrderKey |
|
||||
Columns.LastMessage,
|
||||
Columns.LastMessage |
|
||||
Columns.Piq,
|
||||
filled_status_desc_mask =
|
||||
Columns.Filled |
|
||||
Columns.AvgFilled |
|
||||
Columns.Status;
|
||||
|
||||
public static Columns get_dirty_cells(OrderSecurityAlgoMeta oldval, OrderSecurityAlgoMeta newval) {
|
||||
public static Columns get_dirty_cells(OrderSecurity oldval, OrderSecurity newval) {
|
||||
var dirty = (Columns)0;
|
||||
if (oldval.security != newval.security)
|
||||
dirty |= Columns.Security;
|
||||
@@ -379,8 +422,11 @@ namespace mbts.spark {
|
||||
dirty |= Columns.Status;
|
||||
if (oldval.order.last_msg() != newval.order.last_msg())
|
||||
dirty |= Columns.LastMessage;
|
||||
if (oldval.piq != newval.piq) {
|
||||
dirty |= Columns.Piq;
|
||||
}
|
||||
return dirty;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -4,10 +4,10 @@ using bts.api.core;
|
||||
using bts.api.orderman;
|
||||
using bts.collections;
|
||||
using bts.shell;
|
||||
using bts.shell.fills;
|
||||
using bts.shell.orderbook;
|
||||
using bts.spark;
|
||||
using bts.utils;
|
||||
using mbts.collections;
|
||||
using mbts.persist;
|
||||
using mbts.spark.utilities;
|
||||
using mbts.ui;
|
||||
@@ -18,8 +18,8 @@ using mbts.ui.spark;
|
||||
using mbts.ui.utility;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
using System.Collections;
|
||||
using System.Collections.Generic;
|
||||
using System.Collections.Immutable;
|
||||
using System.Collections.ObjectModel;
|
||||
using System.Collections.Specialized;
|
||||
using System.Linq;
|
||||
@@ -31,21 +31,24 @@ using System.Windows.Input;
|
||||
using Columns = mbts.spark.OrderBookGridView.ColumnKeys;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class OrderBookVM : DisposableViewModelBase, IHandleRowSelection, IHandleGridSorting {
|
||||
partial class OrderBookVM : DisposableViewModelBase, IHandleRowSelection, IHandleGridSorting, IRequestRowSelection {
|
||||
const double
|
||||
_min_right_panel_width = 200,
|
||||
_min_order_params_height = 300,
|
||||
_min_ladder_height = 100,
|
||||
_min_fills_height = 100;
|
||||
static readonly TimeSpan _selection_change_throttle = TimeSpan.FromSeconds(0.1);
|
||||
|
||||
readonly IBus _bus;
|
||||
readonly OrdersModel _model;
|
||||
readonly Property<OrderBookRowVM> _current_row;
|
||||
readonly DelegateProperty<bool> _show_order_params, _show_ladder, _show_fills, _can_attach_selected_orders, _can_detach_selected_orders;
|
||||
readonly OperableHierarchicalCollection<OrderBookRowVM, OrderSecurityAlgoMeta, uint> _row_collection;
|
||||
readonly OperableHierarchicalCollection<OrderBookRowVM, OrderSecurity, uint> _row_collection;
|
||||
readonly OrderBookColumnCollection _columns;
|
||||
readonly IWindowSettingsManager<OrderBookGridSettings> _settings_manager;
|
||||
readonly IWindowSettingsManager<GridSettings> _fills_settings_manager = new WindowSettingsManager<GridSettings>.DisconnectedImpl(FillsWindowFactory.StartupData.MiniGridSettings, FillsWindowFactory.StartupData.MiniGridSettings);
|
||||
readonly SelectedOrderParamsMon _selected_params_mon;
|
||||
readonly IWindowSettingsManager<GridSettings> _fills_settings_manager = new WindowSettingsManager<GridSettings>.DisconnectedImpl(FillsSettings.MiniGridSettings, FillsSettings.MiniGridSettings);
|
||||
readonly OrderParamsAggregator _selected_params_mon;
|
||||
readonly CommonValueMonitor<SecurityImmutable?> _selected_security_mon = new CommonValueMonitor<SecurityImmutable?>();
|
||||
readonly RightPanelModel _right_panel = new RightPanelModel();
|
||||
OrderBookFillsGridSettings _cached_fills_settings = OrderBookStartupData.DefaultFillsGrid;
|
||||
double
|
||||
@@ -56,18 +59,27 @@ namespace mbts.spark {
|
||||
bool
|
||||
_show_right_panel = OrderBookStartupData.Default.show_right_panel,
|
||||
_is_attaching_orders,
|
||||
_is_row_collection_populated;
|
||||
IReadOnlyDictionary<uint, OrderSecurityAlgoMeta> _cached_orders = DictionaryHelper.empty<uint, OrderSecurityAlgoMeta>();
|
||||
_is_row_collection_populated,
|
||||
_all_rows_selected;
|
||||
IReadOnlyDictionary<uint, OrderSecurity> _cached_orders = DictionaryHelper.empty<uint, OrderSecurity>();
|
||||
IReadOnlyDictionary<uint, bool> _cached_attachable = DictionaryHelper.empty<uint, bool>(), _cached_detachable = DictionaryHelper.empty<uint, bool>();
|
||||
HashSet<uint>
|
||||
_attachable_selected_orders = new HashSet<uint>(),
|
||||
_detachable_selected_orders = new HashSet<uint>();
|
||||
FilterData _cached_filter_data;
|
||||
Dictionary<uint, IDisposable> _on_updated_single_callback_gatekeeper = new Dictionary<uint, IDisposable>();
|
||||
|
||||
public OrderBookVM(
|
||||
IBus bus,
|
||||
INotificationService notification_service,
|
||||
OrdersModel model,
|
||||
IWindowSettingsManager<OrderBookGridSettings> settings_manager,
|
||||
bool rows_are_initially_expanded = false) {
|
||||
|
||||
public OrderBookVM(IObservable<string> owner_title, IBus bus, INotificationService notification_service, OrdersModel model, IWindowSettingsManager<OrderBookGridSettings> settings_manager, bool rows_are_initially_expanded = false) {
|
||||
_bus = bus;
|
||||
_model = model;
|
||||
_selected_params_mon = new SelectedOrderParamsMon(model.dynamic_helper);
|
||||
_selected_params_mon = new OrderParamsAggregator(model.dynamic_helper, _selection_change_throttle);
|
||||
ladder_vm = new LadderVMContainer(bus, model);
|
||||
order_mod_vm = new OrderParamsVM(this, AlgoDefinitionVM.create(model, OrderDataHelper.Defaults.AlgoData(), editing_permissions: AlgoEditingPermissions.AllowEditValues));
|
||||
order_mod_vm.algo_vm.editing_permissions_mask = AlgoEditingPermissions.None;
|
||||
order_mod_vm.algo_vm.algo_root = null;
|
||||
@@ -90,8 +102,18 @@ namespace mbts.spark {
|
||||
_columns = new OrderBookColumnCollection(bus, model, model.on_order_securities.Select(x => (x.added.Values, x.removed.Values)));
|
||||
// we use an ObservableAppendCollection b/c the mini-ob needs a cancel column at the front
|
||||
columns = new ObservableAppendCollection<DIYGrid.ColumnBase>(_columns);
|
||||
_row_collection = new OperableHierarchicalCollection<OrderBookRowVM, OrderSecurityAlgoMeta, uint>(
|
||||
o => new OrderBookRowVM(this, o, rows_are_initially_expanded) {
|
||||
_row_collection = new OperableHierarchicalCollection<OrderBookRowVM, OrderSecurity, uint>(
|
||||
o => new OrderBookRowVM(this, o, rows_are_initially_expanded, (row_is_selected) => {
|
||||
// all are selected and one is checked off
|
||||
if (all_rows_selected && !row_is_selected) {
|
||||
_all_rows_selected = false;
|
||||
RaisePropertyChanged(nameof(this.all_rows_selected));
|
||||
// not all selected and now the last one gets turned on
|
||||
} else if (!all_rows_selected && _row_collection.All(r => r.is_selected)) {
|
||||
_all_rows_selected = true;
|
||||
RaisePropertyChanged(nameof(this.all_rows_selected));
|
||||
}
|
||||
}) {
|
||||
is_attachable = _cached_attachable.TryGetValue(o.order.Key, out bool ia) && ia,
|
||||
is_detachable = _cached_detachable.TryGetValue(o.order.Key, out bool id)
|
||||
},
|
||||
@@ -118,27 +140,28 @@ namespace mbts.spark {
|
||||
toggle_show_fills_cmd = new DelegateCommand(() => show_fills = !show_fills);
|
||||
launch_fills_settings_cmd = concated_disposable(new DialogCommand(() => {
|
||||
const string title = "Order Book 'Mini' Fills Grid";
|
||||
var vm = new WindowSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
|
||||
var vm = new ShellSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
|
||||
_fills_settings_manager,
|
||||
us => us.fills_grid,
|
||||
UserSettings.FileExtensions.GRID,
|
||||
s => fills_vm.value.grid_settings_manager.create_vm(
|
||||
// we need to get the most up to date GridSettings when launching b/c users may
|
||||
// have changed some settings on the grid directly, like column widths.
|
||||
s.with(fills_vm.columns.Select(c => c.create())),
|
||||
Observable.Return(title)
|
||||
s.with(fills_vm.columns.Select(c => c.create()))
|
||||
),
|
||||
show_save_as_defaults: false);
|
||||
// TODO: bind to main window's Title
|
||||
var dialog = new SimpleGridSettingsDialog { Title = title, DataContext = vm };
|
||||
var dialog = new ShellSettingsDialog { Title = title, DataContext = vm };
|
||||
vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
|
||||
return dialog;
|
||||
}));
|
||||
grid_settings_manager = new OrderBookGridSettingsManager(owner_title, bus, notification_service, model, rows, columns);
|
||||
grid_settings_manager = new OrderBookGridSettingsManager(bus, notification_service, model, rows, core_columns);
|
||||
grid_settings_manager.algo_tree_display_mode_changed += _on_filter_changed;
|
||||
IDisposable attach_vm_hooks = null;
|
||||
begin_attaching += on_begin_attaching;
|
||||
end_attaching += on_end_attaching;
|
||||
// switch between orders and/or orders w/ piq
|
||||
var orders_source = OrdersModel.piq_enabled ? model.on_order_tuples_with_root_and_piq : model.on_order_tuples_with_root;
|
||||
concat_disposable(
|
||||
connect_order_mod_vm(),
|
||||
_can_attach_selected_orders.observe_current().Subscribe(send_attached_orders_async_cmd, begin_attach_cmd),
|
||||
@@ -155,12 +178,17 @@ namespace mbts.spark {
|
||||
if (ch.newval && fills_height < _min_fills_height)
|
||||
fills_height = _min_fills_height;
|
||||
}),
|
||||
_selected_security_mon.SubscribeThrottled(_selection_change_throttle).to_security_md(bus).OnDispatcher().Subscribe(smd => ladder_vm.security_md = smd),
|
||||
_subscribe_throttled_selected_rows().OnDispatcher().Subscribe(_ => {
|
||||
var hierarchical_order_keys = new HashSet<uint>(selected_hierarchical_rows.Select(r => r.order_key));
|
||||
ladder_vm.set_orders(hierarchical_order_keys);
|
||||
}),
|
||||
_selected_params_mon.subscribe_all_active().Subscribe(on_all_selected_orders_active_changed),
|
||||
_selected_params_mon.subscribe_security_plurality().Subscribe(p => {
|
||||
security_plurality = p;
|
||||
RaisePropertyChanged(nameof(security_plurality));
|
||||
}),
|
||||
model.on_order_tuples.OnDispatcher().Subscribe(t => {
|
||||
orders_source.OnDispatcher().Subscribe(t => {
|
||||
_cached_orders = t.state;
|
||||
_row_collection.update(t.added, t.changed, t.removed.Select(o => o.order.Key));
|
||||
}),
|
||||
@@ -196,7 +224,6 @@ namespace mbts.spark {
|
||||
order_mod_vm.algo_vm.connect_data(Observable.Return(model)),
|
||||
order_mod_vm.algo_vm.connect_data(_selected_params_mon.subscribe_spreader_security()),
|
||||
order_mod_vm.algo_vm,
|
||||
bus.subscribe(SparkTags.SecuritiesTag).OnDispatcher().Subscribe(_selected_params_mon.on_security_md_map),
|
||||
attach_vm,
|
||||
_show_fills.observe_current(true)
|
||||
.Subscribe(is_visible => {
|
||||
@@ -248,13 +275,20 @@ namespace mbts.spark {
|
||||
var order_tups = selected_rows.Select(r => r.order_tuple).ToList();
|
||||
var mod_algo_vm = attach_vm.algo_vm.algo_root;
|
||||
await Task.WhenAll(order_tups.Select(t => {
|
||||
var algo = t.order.Def.CustomDef.CloneToMutable();
|
||||
var algo = t.order.Def.CustomDef.actual().CloneToMutable();
|
||||
mod_algo_vm.assign_to(algo);
|
||||
if (algo_template_key != 0) {
|
||||
algo = new CustomOrderDefinition {
|
||||
Composite = new CompositeOrderDefinition {
|
||||
AlgoTemplateKey = algo_template_key,
|
||||
Definition = algo
|
||||
}
|
||||
};
|
||||
}
|
||||
return _model.send_order(
|
||||
t.order.Def.with(
|
||||
attach_target_order_key: t.order.Key,
|
||||
custom_def: algo,
|
||||
algo_template_key: algo_template_key
|
||||
custom_def: algo
|
||||
),
|
||||
double.IsNaN(price) ? t.order.price() : price,
|
||||
size ?? t.order.quantity());
|
||||
@@ -268,15 +302,14 @@ namespace mbts.spark {
|
||||
Disposable.replace(ref attach_vm_hooks,
|
||||
Disposable.Create(
|
||||
connect_common_selected_params(attach_vm),
|
||||
_selected_params_mon.subscribe_algos().Subscribe(algos => {
|
||||
attach_vm.algo_vm.observe_algo_root().Subscribe(algo_root => {
|
||||
bool show_price, show_size;
|
||||
using (var en = algos.Select(a => a.CustomCase).Distinct().GetEnumerator()) {
|
||||
if (show_price = show_size = en.MoveNext()) {
|
||||
do {
|
||||
if (show_price) show_price = AttachConf.show_price(en.Current);
|
||||
if (show_size) show_size = AttachConf.show_size(en.Current);
|
||||
} while ((show_price || show_size) && en.MoveNext());
|
||||
}
|
||||
if (algo_root == null) {
|
||||
show_price = false;
|
||||
show_size = false;
|
||||
} else {
|
||||
show_price = AttachConf.show_price(algo_root.order_type);
|
||||
show_size = AttachConf.show_size(algo_root.order_type);
|
||||
}
|
||||
attach_vm.price_permissions = bool_to_perm(show_price);
|
||||
attach_vm.size_permissions = bool_to_perm(show_size);
|
||||
@@ -285,7 +318,7 @@ namespace mbts.spark {
|
||||
}),
|
||||
// custom templates (created by user)
|
||||
_model.algo_model.definitions.OnDispatcher().Subscribe(u =>
|
||||
AlgoCollectionHelper.update_persisted_definition_wrappers(attach_vm.algo_vm.algo_roots as ObservableKeyedCollection<IAlgoVM, AlgoKey>, u, mk_factory(true)))));
|
||||
AlgoCollectionHelper.update_persisted_definition_wrappers(attach_vm.algo_vm.algo_roots_index, u, mk_factory(true)))));
|
||||
// vm factory
|
||||
Func<AlgoData, AlgoDefinitionVM> mk_factory(bool connect) =>
|
||||
fd => {
|
||||
@@ -298,8 +331,8 @@ namespace mbts.spark {
|
||||
|
||||
IDisposable connect_order_mod_vm() =>
|
||||
Disposable.Create(
|
||||
_selected_params_mon.subscribe_algos().Subscribe(order_mod_vm.algo_vm.load_many),
|
||||
order_mod_vm.subscribe_is_dirty().Subscribe(_ => {
|
||||
_selected_params_mon.subscribe_algos().OnDispatcher().Subscribe(order_mod_vm.algo_vm.load_many),
|
||||
order_mod_vm.subscribe_is_dirty().OnDispatcher().Subscribe(_ => {
|
||||
modify_selected_orders_async_cmd.RaiseCanExecuteChanged();
|
||||
revert_selected_orders_cmd.RaiseCanExecuteChanged();
|
||||
}),
|
||||
@@ -307,10 +340,10 @@ namespace mbts.spark {
|
||||
|
||||
IDisposable connect_common_selected_params(OrderParamsVM vm) =>
|
||||
Disposable.Create(
|
||||
_selected_params_mon.subscribe_security_md().Subscribe(newval => vm.security_md = newval),
|
||||
_selected_params_mon.subscribe_price().Subscribe(vm.on_common_price),
|
||||
_selected_params_mon.subscribe_size().Subscribe(vm.on_common_size),
|
||||
_selected_params_mon.subscribe_account().Subscribe(newval => vm.selected_account = newval));
|
||||
_selected_params_mon.subscribe_security().OnDispatcher().to_security_md(bus).OnDispatcher().Subscribe(newval => vm.security_md = newval),
|
||||
_selected_params_mon.subscribe_price().OnDispatcher().Subscribe(vm.on_common_price),
|
||||
_selected_params_mon.subscribe_size().OnDispatcher().Subscribe(vm.on_common_size),
|
||||
_selected_params_mon.subscribe_account().OnDispatcher().Subscribe(newval => vm.selected_account = newval));
|
||||
}
|
||||
|
||||
private void _row_collection_CollectionChanged(object sender, NotifyCollectionChangedEventArgs e) {
|
||||
@@ -319,6 +352,7 @@ namespace mbts.spark {
|
||||
|
||||
public event Action<OrderRecordImmutable?> selected_order_changed;
|
||||
public event Action begin_attaching, end_attaching;
|
||||
public event Action<(IEnumerable, bool)> request_selection;
|
||||
|
||||
public ObservableAppendCollection<DIYGrid.ColumnBase> columns { get; }
|
||||
public ObservableCollection<DIYGrid.ColumnBase> core_columns => _columns;
|
||||
@@ -404,6 +438,14 @@ namespace mbts.spark {
|
||||
public bool can_attach_selected_orders => _can_attach_selected_orders.Value;
|
||||
public bool can_detach_selected_orders => _can_detach_selected_orders.Value;
|
||||
public Plurality security_plurality { get; private set; }
|
||||
public bool all_rows_selected {
|
||||
get => _all_rows_selected;
|
||||
set {
|
||||
Set(ref _all_rows_selected, value);
|
||||
request_selection?.Invoke((_row_collection, _all_rows_selected));
|
||||
}
|
||||
}
|
||||
public LadderVMContainer ladder_vm { get; }
|
||||
|
||||
public IObservable<bool> subscribe_show_fills() => _show_fills.observe_current(true);
|
||||
public IObservable<bool> subscribe_show_ladder() => _show_ladder.observe_current(true);
|
||||
@@ -411,23 +453,60 @@ namespace mbts.spark {
|
||||
|
||||
public void row_selection_changed(SelectionChangedEventArgs e) {
|
||||
try {
|
||||
using (_selected_params_mon.begin_udpate()) {
|
||||
using (_selected_params_mon.defer_updates())
|
||||
using (_selected_security_mon.defer_updates()) {
|
||||
if (e.RemovedItems != null) {
|
||||
foreach (var row_vm in e.RemovedItems.OfType<OrderBookRowVM>()) {
|
||||
row_vm.is_selected = false;
|
||||
_selected_params_mon.on_row_unselected(row_vm);
|
||||
_selected_security_mon.remove(row_vm.security);
|
||||
_selected_params_mon.Remove(_get_root(row_vm.order_tuple));
|
||||
_attachable_selected_orders.Remove(row_vm.order_key);
|
||||
_detachable_selected_orders.Remove(row_vm.order_key);
|
||||
}
|
||||
}
|
||||
if (e.AddedItems != null) {
|
||||
foreach (var row_vm in e.AddedItems.OfType<OrderBookRowVM>()) {
|
||||
var root = _get_root(row_vm.order_tuple);
|
||||
row_vm.is_selected = true;
|
||||
_selected_params_mon.on_row_selected(row_vm);
|
||||
_selected_security_mon.add(row_vm.security);
|
||||
if (!_on_updated_single_callback_gatekeeper.ContainsKey(row_vm.order_key)) {
|
||||
row_vm.updated += on_updated;
|
||||
_on_updated_single_callback_gatekeeper.Add(row_vm.order_key, Disposable.Create(() => row_vm.updated -= on_updated));
|
||||
}
|
||||
_selected_params_mon.Add(root);
|
||||
if (row_vm.is_attachable)
|
||||
_attachable_selected_orders.Add(row_vm.order_key);
|
||||
if (row_vm.is_detachable)
|
||||
_detachable_selected_orders.Add(row_vm.order_key);
|
||||
void on_updated((OrderSecurity oldval, OrderSecurity newval) change) {
|
||||
if (!row_vm.is_selected) {
|
||||
// self destruct
|
||||
if (_on_updated_single_callback_gatekeeper.TryGetValue(row_vm.order_key, out var unsubscribe_updated_disposable)) {
|
||||
unsubscribe_updated_disposable.Dispose();
|
||||
_on_updated_single_callback_gatekeeper.Remove(row_vm.order_key);
|
||||
}
|
||||
_selected_params_mon.Remove(_get_root(row_vm.order_tuple));
|
||||
_selected_security_mon.remove(row_vm.security);
|
||||
return;
|
||||
}
|
||||
var new_root = _get_root(change.newval);
|
||||
if (!new_root.Equals(root)) {
|
||||
using (_selected_params_mon.defer_updates()) {
|
||||
// unselect and select in one smooth motion via on_row_updated
|
||||
// because we thought there may be gremlins afoot when doing
|
||||
// on_row_unselected and then on_row_selected
|
||||
_selected_params_mon.Remove(root);
|
||||
_selected_params_mon.Add(new_root);
|
||||
root = new_root;
|
||||
}
|
||||
}
|
||||
if (change.oldval.security?.Id != change.newval.security?.Id) {
|
||||
using (_selected_security_mon.defer_updates()) {
|
||||
_selected_security_mon.remove(change.oldval.security);
|
||||
_selected_security_mon.add(change.newval.security);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
RowSelectionHelper.apply_changes(selected_rows, e);
|
||||
@@ -505,11 +584,11 @@ namespace mbts.spark {
|
||||
if (!new_sort.Equals(old_sort)) {
|
||||
/// Both filter and sort have changed, use <see cref="OperableHierarchicalCollection{TRow, T, TKey}.defer_refresh"/> to avoid syncing twice.
|
||||
using (_row_collection.defer_refresh()) {
|
||||
_row_collection.filter = new_filter.build_predicate();
|
||||
_row_collection.filter = new_filter.build_predicate(_model.dynamic_helper.dynamic_type_index);
|
||||
_row_collection.comparer = new_sort.comparer;
|
||||
}
|
||||
} else {
|
||||
_row_collection.filter = new_filter.build_predicate();
|
||||
_row_collection.filter = new_filter.build_predicate(_model.dynamic_helper.dynamic_type_index);
|
||||
}
|
||||
} else if (!new_sort.Equals(old_sort))
|
||||
_row_collection.comparer = new_sort.comparer;
|
||||
@@ -529,21 +608,28 @@ namespace mbts.spark {
|
||||
|
||||
public void begin_attach_algos() => is_attaching_orders = true;
|
||||
|
||||
public bool try_get_parent(OrderBookRowVM row, out OrderSecurityAlgoMeta parent) =>
|
||||
_cached_orders.TryGetValue(row.parent_order_key, out parent);
|
||||
internal void detach_orders(OrderBookRowVM row) {
|
||||
if (row.is_selected) {
|
||||
_detach_orders_async(selected_rows).ignore();
|
||||
} else {
|
||||
_detach_orders_async(new[] { row }).ignore();
|
||||
}
|
||||
}
|
||||
|
||||
internal void detach_orders(OrderBookRowVM order) =>
|
||||
_detach_orders_async(new[] { order }).ignore();
|
||||
public OrderMetadata get_metadata(CustomOrderDefinition.CustomOneofCase order_type) => _model.factory.get_metadata(order_type);
|
||||
|
||||
public OrderMetadata get_metadata(OrderBookRowVM row) => _model.factory.get_metadata(row.order_type);
|
||||
|
||||
internal OrderBookRowVM get_parent(OrderBookRowVM row) => _row_collection.get_parent(row.order_key);
|
||||
public OrderMetadata get_metadata(OrderBookRowVM row) => _model.factory.get_metadata(row.order.actual_order_type());
|
||||
|
||||
internal void show_order_modify(OrderBookRowVM row) =>
|
||||
_bus.post(SparkTags.ShowModifyOrderTag, row.order_key);
|
||||
|
||||
internal void cancel_order(OrderBookRowVM row) =>
|
||||
_bus.post(SparkTags.CancelOrders, new List<uint> { row.order_key });
|
||||
internal void cancel_order(OrderBookRowVM row) {
|
||||
if (row.is_selected) {
|
||||
_bus.post(SparkTags.CancelOrders, selected_rows.Select(r => r.order_key).ToList());
|
||||
} else {
|
||||
_bus.post(SparkTags.CancelOrders, new List<uint> { row.order_key });
|
||||
}
|
||||
}
|
||||
|
||||
internal void modify_order_quantity(OrderBookRowVM row, uint size) =>
|
||||
_bus.post(SparkTags.UpdateOrder, (row.order_key, row.price, size));
|
||||
@@ -562,11 +648,17 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
|
||||
OrderSecurity _get_root(OrderSecurity os) {
|
||||
while (os.order.ParentKey != 0 && _cached_orders.TryGetValue(os.order.ParentKey, out var pos))
|
||||
os = pos;
|
||||
return os;
|
||||
}
|
||||
|
||||
void _on_filter_changed() {
|
||||
var fd = new FilterData(grid_settings_manager.algo_tree_display_mode, _columns.create_filter_states());
|
||||
if (!fd.Equals(_cached_filter_data)) {
|
||||
_cached_filter_data = fd;
|
||||
_row_collection.filter = fd.build_predicate();
|
||||
_row_collection.filter = fd.build_predicate(_model.dynamic_helper.dynamic_type_index);
|
||||
}
|
||||
}
|
||||
|
||||
@@ -582,6 +674,7 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
|
||||
// Note: modifications are performed on the selected orders' ROOT orders.
|
||||
async Task _modify_selected_orders_async() {
|
||||
double? price = DoubleHelper.nan_nullable(order_mod_vm.price);
|
||||
uint? size = order_mod_vm.size;
|
||||
@@ -594,13 +687,17 @@ namespace mbts.spark {
|
||||
// their values will be cleared (in the param grid gui), and the modifications will not be applied.
|
||||
// FYI this behavior is implemented to support 'partial edits.' (e.g., changing the 'price' for multiple orders that do not have the same 'size').
|
||||
// ----
|
||||
var update_params = selected_rows.Select(update_params_factory).ToList();
|
||||
var update_params = selected_rows.Select(r => update_params_factory(_get_root(r.order_tuple))).ToList();
|
||||
await Task.WhenAll(update_params.Select(t => _model.update_order(t.order, new_price: price, new_size: size, new_algo: t.new_algo)));
|
||||
(OrderRecordImmutable order, CustomOrderDefinitionImmutable? new_algo) update_params_factory(OrderBookRowVM row) {
|
||||
var mod_algo = row.order.Def.CustomDef.CloneToMutable();
|
||||
mod_algo_vm.assign_to(mod_algo);
|
||||
(OrderRecordImmutable order, CustomOrderDefinitionImmutable? new_algo) update_params_factory(OrderSecurity order_tuple) {
|
||||
var mod_algo = order_tuple.order.Def.CustomDef.CloneToMutable();
|
||||
if (mod_algo.CustomCase == CustomOrderDefinition.CustomOneofCase.Composite) {
|
||||
mod_algo_vm.assign_to(mod_algo.Composite.Definition);
|
||||
} else {
|
||||
mod_algo_vm.assign_to(mod_algo);
|
||||
}
|
||||
var mod_algoi = new CustomOrderDefinitionImmutable(mod_algo);
|
||||
return (row.order, OrderDataHelper.EqualsHelpers.equals(row.order.Def.CustomDef, mod_algoi) ? (CustomOrderDefinitionImmutable?)null : mod_algoi);
|
||||
return (order_tuple.order, OrderDataHelper.EqualsHelpers.equals(order_tuple.order.Def.CustomDef, mod_algoi) ? (CustomOrderDefinitionImmutable?)null : mod_algoi);
|
||||
}
|
||||
} else await Task.WhenAll(selected_rows.Select(r => _model.update_order(r.order, price)));
|
||||
}
|
||||
@@ -643,52 +740,6 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
|
||||
static IObservable<ISet<uint>> _subscribe_selected_order_keys(ObservableCollection<OrderBookRowVM> selected_rows) =>
|
||||
Observable.Create<ISet<uint>>(o => {
|
||||
bool waiting_for_mouse_up = false;
|
||||
var sub_container = new DisposableContainer();
|
||||
var builder = ImmutableHashSet<uint>.Empty.ToBuilder();
|
||||
foreach (var row in selected_rows)
|
||||
builder.Add(row.order_key);
|
||||
var selected_keys = builder.ToImmutable();
|
||||
o.OnNext(selected_keys);
|
||||
return Disposable.Create(selected_rows.Subscribe(on_selection_changed), sub_container);
|
||||
void on_selection_changed(object sender, NotifyCollectionChangedEventArgs e) {
|
||||
if (waiting_for_mouse_up)
|
||||
return;
|
||||
switch (e.Action) {
|
||||
case NotifyCollectionChangedAction.Add:
|
||||
case NotifyCollectionChangedAction.Replace:
|
||||
foreach (OrderBookRowVM row in e.NewItems)
|
||||
selected_keys = selected_keys.Add(row.order_key);
|
||||
break;
|
||||
case NotifyCollectionChangedAction.Remove:
|
||||
foreach (OrderBookRowVM row in e.OldItems)
|
||||
selected_keys = selected_keys.Remove(row.order_key);
|
||||
break;
|
||||
case NotifyCollectionChangedAction.Reset:
|
||||
selected_keys = ImmutableHashSet<uint>.Empty;
|
||||
break;
|
||||
default: return;
|
||||
}
|
||||
if (Mouse.LeftButton == MouseButtonState.Pressed) {
|
||||
waiting_for_mouse_up = true;
|
||||
wait_for_mouse_up();
|
||||
async void wait_for_mouse_up() {
|
||||
await Wait.until_true(() => Mouse.LeftButton == MouseButtonState.Released, TimeSpan.FromSeconds(60), 333);
|
||||
builder = ImmutableHashSet<uint>.Empty.ToBuilder();
|
||||
foreach (var row in selected_rows)
|
||||
builder.Add(row.order_key);
|
||||
selected_keys = builder.ToImmutable();
|
||||
o.OnNext(selected_keys);
|
||||
waiting_for_mouse_up = false;
|
||||
}
|
||||
} else {
|
||||
o.OnNext(selected_keys);
|
||||
}
|
||||
}
|
||||
});
|
||||
|
||||
public class OrderParamsVM : DisposableViewModelBase {
|
||||
readonly SelectorProperty<AccountTuple, AccountTuple?> _accounts;
|
||||
readonly OrderBookVM _owner;
|
||||
@@ -699,8 +750,6 @@ namespace mbts.spark {
|
||||
AlgoParamPermissions
|
||||
_price_permissions = AlgoParamPermissions.ReadOnly | AlgoParamPermissions.Write,
|
||||
_size_permissions = AlgoParamPermissions.ReadOnly | AlgoParamPermissions.Write;
|
||||
HashSet<uint> _selected_order_tree = new HashSet<uint>();
|
||||
LadderVM _ladder_vm;
|
||||
SecurityMD? _security_md;
|
||||
|
||||
public OrderParamsVM(OrderBookVM owner)
|
||||
@@ -751,13 +800,7 @@ namespace mbts.spark {
|
||||
appended_param_rows.insert_front(new AlgoParamRowVM(root, _price_param, null, AlgoParamTemplateKeys.Price));
|
||||
}
|
||||
}),
|
||||
ObservableAutoWrapper.connect_item_hooks(param_rows, dirty_params_mon.join),
|
||||
owner._subscribe_throttled_selected_rows().OnDispatcher().Subscribe(_ => {
|
||||
_selected_order_tree = new HashSet<uint>(_owner.selected_hierarchical_rows.Select(r => r.order_key));
|
||||
_reset_ladder_vm();
|
||||
})) {
|
||||
() => Disposable.dispose(ref _ladder_vm)
|
||||
};
|
||||
ObservableAutoWrapper.connect_item_hooks(param_rows, dirty_params_mon.join));
|
||||
// payup methods
|
||||
void payup_bid(int ticks) => payup(bbo.bid, -ticks);
|
||||
void payup_ask(int ticks) => payup(bbo.ask, ticks);
|
||||
@@ -785,8 +828,7 @@ namespace mbts.spark {
|
||||
get => _security_md;
|
||||
set {
|
||||
if (Set(ref _security_md, value)) {
|
||||
_reset_ladder_vm();
|
||||
RaisePropertyChanged(nameof(security), nameof(spec), nameof(ladder_vm));
|
||||
RaisePropertyChanged(nameof(security), nameof(spec));
|
||||
bbo.security_md = value;
|
||||
_payup_bid_cmd.RaiseCanExecuteChanged();
|
||||
_payup_ask_cmd.RaiseCanExecuteChanged();
|
||||
@@ -810,7 +852,6 @@ namespace mbts.spark {
|
||||
}
|
||||
public AlgoDefinitionVM algo_vm { get; }
|
||||
public IReadOnlyObservableCollection<AlgoParamRowVM> param_rows { get; }
|
||||
public LadderVM ladder_vm => _ladder_vm;
|
||||
public BBOVM bbo { get; }
|
||||
public ICommand send_order { get; }
|
||||
public ICommand payup_bid_cmd => _payup_bid_cmd;
|
||||
@@ -840,21 +881,11 @@ namespace mbts.spark {
|
||||
revert();
|
||||
}
|
||||
|
||||
public void revert() {
|
||||
foreach (var r in param_rows)
|
||||
r.param.revert();
|
||||
}
|
||||
public void revert() =>
|
||||
param_rows.revert_all();
|
||||
|
||||
public IObservable<bool> subscribe_is_dirty() => _is_dirty.observe_current(true);
|
||||
|
||||
void _reset_ladder_vm() {
|
||||
if (_ladder_vm == null && !_security_md.HasValue)
|
||||
return;
|
||||
Disposable.replace(ref _ladder_vm,
|
||||
_security_md.HasValue ?
|
||||
LadderVM.create_readonly(_owner._bus, new LadderModel(security_md.Value, _owner._model, new Func<OrderSecurity, bool>(osec => _selected_order_tree.Contains(osec.order.Key)))) :
|
||||
null);
|
||||
RaisePropertyChanged(nameof(ladder_vm));
|
||||
}
|
||||
void _assign_param_permissions<T>(IAlgoParamVM<T> param, ref AlgoParamPermissions permissions_backing, AlgoParamPermissions permissions) {
|
||||
if (permissions_backing != permissions) {
|
||||
permissions_backing = permissions;
|
||||
@@ -873,8 +904,8 @@ namespace mbts.spark {
|
||||
this.column_filters = column_filters;
|
||||
}
|
||||
|
||||
public Func<OrderSecurityAlgoMeta, bool> build_predicate() {
|
||||
var pred = column_filters.build_predicate();
|
||||
public Func<OrderSecurity, bool> build_predicate(IMaskIndexInt32<string> dynamic_type_index) {
|
||||
var pred = column_filters.build_predicate(dynamic_type_index);
|
||||
if (algo_tree_display_mode == AlgoTreeDisplayMode.RootAndLeafNodes) {
|
||||
if (pred == null) {
|
||||
pred = tree_disp_pred;
|
||||
@@ -882,7 +913,7 @@ namespace mbts.spark {
|
||||
var col_pred = pred;
|
||||
pred = o => tree_disp_pred(o) && col_pred(o);
|
||||
}
|
||||
bool tree_disp_pred(OrderSecurityAlgoMeta o) =>
|
||||
bool tree_disp_pred(OrderSecurity o) =>
|
||||
!o.order.has_parent() ||
|
||||
o.order.is_exchange_order() ||
|
||||
o.order.order_type() == CustomOrderDefinition.CustomOneofCase.Spreader;
|
||||
@@ -901,132 +932,6 @@ namespace mbts.spark {
|
||||
EqualityComparer.aggregate_hash((int)algo_tree_display_mode, column_filters?.GetHashCode() ?? 0);
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Monitors selected rows, and determines whether or not they are all active-orders, with common parameters.
|
||||
/// </summary>
|
||||
class SelectedOrderParamsMon {
|
||||
static readonly TimeSpan _throttle = TimeSpan.FromSeconds(0.1);
|
||||
readonly CommonValueGroupMonitor<AlgoSecurityKey, AlgoSecurityKey> _algo_def_mon =
|
||||
new CommonValueGroupMonitor<AlgoSecurityKey, AlgoSecurityKey>(
|
||||
ask => ask,
|
||||
EqualityComparer<AlgoSecurityKey>.Default,
|
||||
EqualityComparer.Create<AlgoSecurityKey, CustomOrderDefinitionImmutable>(ask => ask.algo, OrderDataHelper.EqualsHelpers.custom_order_def_compareri));
|
||||
readonly CommonValueMonitor<SecurityImmutable?> _spreader_security_mon = new CommonValueMonitor<SecurityImmutable?>();
|
||||
readonly CommonValueMonitor<SecurityImmutable?> _security_mon = new CommonValueMonitor<SecurityImmutable?>();
|
||||
readonly CommonValueMonitor<double> _price_mon = new CommonValueMonitor<double>(double.NaN);
|
||||
readonly CommonValueMonitor<uint> _size_mon = new CommonValueMonitor<uint>();
|
||||
readonly CommonValueMonitor<AccountTuple> _account_mon = new CommonValueMonitor<AccountTuple>();
|
||||
readonly CommonValueMonitor<bool> _all_active_mon = new CommonValueMonitor<bool>();
|
||||
readonly CommonValueMonitorMultiplexor<OrderSecurityAlgoMeta> _group_mon = new CommonValueMonitorMultiplexor<OrderSecurityAlgoMeta>();
|
||||
readonly DynamicOrderHelper _dyn_helper;
|
||||
IReadOnlyDictionary<uint, SecurityMD> _security_md_map = DictionaryHelper.empty<uint, SecurityMD>();
|
||||
|
||||
public SelectedOrderParamsMon(DynamicOrderHelper dyn_helper) {
|
||||
_dyn_helper = dyn_helper;
|
||||
_group_mon.add_member_mon(_algo_def_mon, _algo_key);
|
||||
_group_mon.add_member_mon(_spreader_security_mon, _get_spreader_sec, s => s.HasValue);
|
||||
_group_mon.add_member_mon(_security_mon, osam => osam.security, s => s.HasValue);
|
||||
_group_mon.add_member_mon(_price_mon, osam => osam.order.price());
|
||||
_group_mon.add_member_mon(_size_mon, osam => osam.order.quantity());
|
||||
_group_mon.add_member_mon(_account_mon, osam => new AccountTuple(osam.order.account_id(), osam.order.account()));
|
||||
_group_mon.add_member_mon(_all_active_mon, osam => osam.order.is_active());
|
||||
}
|
||||
|
||||
event Action _security_md_map_changed;
|
||||
|
||||
public SecurityImmutable? security => _security_mon.common_value;
|
||||
public SecurityMD? security_md => security is SecurityImmutable sec && _security_md_map.TryGetValue(sec.Id, out SecurityMD smd) ? smd : (SecurityMD?)null;
|
||||
public SecurityImmutable? spreader_security => _spreader_security_mon.common_value;
|
||||
public double price => _price_mon.try_get_common_value(out double p) ? p : double.NaN;
|
||||
public uint? size => _size_mon.common_value_nullable();
|
||||
public AccountTuple? account => _account_mon.common_value_nullable();
|
||||
public bool all_active => _all_active_mon.common_value;
|
||||
|
||||
public IObservable<IEnumerable<CustomOrderDefinitionImmutable>> subscribe_algos() => _algo_def_mon.SubscribeThrottled(_throttle, (ask, vals) => vals.Select(v => v.algo), Enumerable.Empty<CustomOrderDefinitionImmutable>());
|
||||
public IObservable<SecurityImmutable?> subscribe_spreader_security() => _spreader_security_mon.SubscribeThrottled(_throttle);
|
||||
public IObservable<SecurityImmutable?> subscribe_security() => _security_mon.SubscribeThrottled(_throttle);
|
||||
public IObservable<SecurityMD?> subscribe_security_md() =>
|
||||
Observable.Create<SecurityMD?>(o => {
|
||||
SecurityMD? last_value = security_md;
|
||||
o.OnNext(last_value);
|
||||
_security_mon.common_value_changed += on_common_sec_changed;
|
||||
_security_md_map_changed += refresh;
|
||||
return Disposable.Create(() => {
|
||||
_security_mon.common_value_changed -= on_common_sec_changed;
|
||||
_security_md_map_changed -= refresh;
|
||||
});
|
||||
void on_common_sec_changed(SecurityImmutable? _) => refresh();
|
||||
void refresh() {
|
||||
var curr = security_md;
|
||||
if (curr != last_value)
|
||||
o.OnNext(last_value = curr);
|
||||
}
|
||||
});
|
||||
public IObservable<double> subscribe_price() => _price_mon.SubscribeThrottled(_throttle);
|
||||
public IObservable<uint?> subscribe_size() => _size_mon.SubscribeThrottledNullable(_throttle);
|
||||
public IObservable<AccountTuple?> subscribe_account() => _account_mon.SubscribeThrottledNullable(_throttle);
|
||||
public IObservable<bool> subscribe_all_active() => _all_active_mon.SubscribeThrottled(_throttle);
|
||||
public IObservable<Plurality> subscribe_security_plurality() => _security_mon.SubscribePluralityThrottled(_throttle);
|
||||
|
||||
public IDisposable begin_udpate() =>
|
||||
_group_mon.defer_updates();
|
||||
|
||||
public void on_row_selected(OrderBookRowVM row) {
|
||||
_group_mon.add(row.order_tuple);
|
||||
row.updated += _on_row_updated;
|
||||
}
|
||||
|
||||
public void on_row_unselected(OrderBookRowVM row) {
|
||||
_group_mon.remove(row.order_tuple);
|
||||
row.updated -= _on_row_updated;
|
||||
}
|
||||
|
||||
public void on_security_md_map(IReadOnlyDictionary<uint, SecurityMD> security_md_map) {
|
||||
_security_md_map = security_md_map;
|
||||
_security_md_map_changed?.Invoke();
|
||||
}
|
||||
|
||||
void _on_row_updated((OrderSecurityAlgoMeta oldval, OrderSecurityAlgoMeta newval) ch) {
|
||||
using (begin_udpate()) {
|
||||
_group_mon.remove(ch.oldval);
|
||||
_group_mon.add(ch.newval);
|
||||
}
|
||||
}
|
||||
|
||||
static SecurityImmutable? _get_spreader_sec(OrderSecurityAlgoMeta osam) =>
|
||||
OrderDataHelper.enumerate_algo_hierarchy(osam.order.Def.CustomDef.CloneToMutable())
|
||||
.Any(algo => algo.CustomCase == CustomOrderDefinition.CustomOneofCase.Spreader) ?
|
||||
osam.security : null;
|
||||
|
||||
AlgoSecurityKey _algo_key(OrderSecurityAlgoMeta osam) =>
|
||||
new AlgoSecurityKey(osam.order.Def.CustomDef, _get_spreader_sec(osam), AlgoStructureSerializer.structure_key(osam.order.Def.CustomDef, _dyn_helper.dynamic_type_index));
|
||||
|
||||
SecurityMD? _get_sec_md(OrderSecurityAlgoMeta osam) =>
|
||||
osam.security.HasValue && _security_md_map.TryGetValue(osam.security.Value.Id, out SecurityMD smd) ? smd : (SecurityMD?)null;
|
||||
|
||||
struct AlgoSecurityKey {
|
||||
public readonly CustomOrderDefinitionImmutable algo;
|
||||
public readonly SecurityImmutable? security;
|
||||
public readonly AlgoStructureKey key;
|
||||
|
||||
public AlgoSecurityKey(CustomOrderDefinitionImmutable algo, SecurityImmutable? security, AlgoStructureKey key) {
|
||||
this.algo = algo;
|
||||
this.security = security;
|
||||
this.key = key;
|
||||
}
|
||||
|
||||
public bool Equals(AlgoSecurityKey other) =>
|
||||
security == other.security &&
|
||||
key == other.key;
|
||||
|
||||
public override bool Equals(object obj) => obj is AlgoSecurityKey other && Equals(other);
|
||||
public override int GetHashCode() => key.GetHashCode();
|
||||
|
||||
public static bool operator ==(AlgoSecurityKey a, AlgoSecurityKey b) => a.Equals(b);
|
||||
public static bool operator !=(AlgoSecurityKey a, AlgoSecurityKey b) => !a.Equals(b);
|
||||
}
|
||||
}
|
||||
|
||||
class RightPanelModel {
|
||||
OrderBookRightPanelSettings.ViewMode _mode;
|
||||
OrderBookRightPanelSettings.Components _all_selected, _hidden = OrderBookRightPanelSettings.Components.None;
|
||||
@@ -1089,11 +994,13 @@ namespace mbts.spark {
|
||||
var join = config.Configuration.get<bts.config.JoinAttachUIOptions>();
|
||||
var lean = config.Configuration.get<bts.config.LeanAttachUIOptions>();
|
||||
var top = config.Configuration.get<bts.config.TopAttachUIOptions>();
|
||||
var offset = config.Configuration.get<bts.config.OffsetAttachUIOptions>();
|
||||
_algo_type_conf = new Dictionary<CustomOrderDefinition.CustomOneofCase, (bool, bool)> {
|
||||
{ CustomOrderDefinition.CustomOneofCase.Cover, (cover.show_price, cover.show_quantity) },
|
||||
{ CustomOrderDefinition.CustomOneofCase.Join, (join.show_price, join.show_quantity) },
|
||||
{ CustomOrderDefinition.CustomOneofCase.Lean, (lean.show_price, lean.show_quantity) },
|
||||
{ CustomOrderDefinition.CustomOneofCase.Top, (top.show_price, top.show_quantity) }
|
||||
{ CustomOrderDefinition.CustomOneofCase.Top, (top.show_price, top.show_quantity) },
|
||||
{ CustomOrderDefinition.CustomOneofCase.Offset, (offset.show_price, offset.show_quantity) }
|
||||
};
|
||||
}
|
||||
|
||||
@@ -1104,4 +1011,4 @@ namespace mbts.spark {
|
||||
!_algo_type_conf.TryGetValue(algo_type, out var result) || result.show_size;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,13 +1,14 @@
|
||||
using bts.api;
|
||||
using bts.api.orderman;
|
||||
using bts.shell;
|
||||
using bts.shell.fills;
|
||||
using bts.shell.orderbook;
|
||||
using bts.spark;
|
||||
using bts.view;
|
||||
using mbts.persist;
|
||||
using mbts.ui;
|
||||
using mbts.ui.converters;
|
||||
using mbts.ui.extensions;
|
||||
using mbts.ui.shell;
|
||||
using mbts.ui.spark;
|
||||
using mbts.ui.utility;
|
||||
using mbts.utils;
|
||||
@@ -16,10 +17,8 @@ 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 OrderBookGridSettingsVM = mbts.spark.GridSettingsVM<bts.api.orderman.OrderSecurity, mbts.OrderRecordTuplePredicate, bts.shell.orderbook.OrderBookGridSettings>;
|
||||
|
||||
namespace mbts.spark {
|
||||
internal class OrderBookWindow : SparkWindow<OrderBookStartupData>, ISharedWindow {
|
||||
@@ -64,11 +63,11 @@ namespace mbts.spark {
|
||||
}
|
||||
|
||||
public void thread_init() {
|
||||
_vm = new OrderBookVM(this.observe_title(), _bus, _notification_service, _model, _settings_manager);
|
||||
_vm = new OrderBookVM(_bus, _notification_service, _model, _settings_manager);
|
||||
_vm.load_from(_state);
|
||||
_view = new OrderBookView(_vm);
|
||||
|
||||
var show_fills_command = SparkCommands.ShowFills(SparkCommands.KeyGestures.ShowFills).complete(() => new FillsWindowFactory.StartupData(_vm.selected_orders.Select(r => r.Key).ToArray()));
|
||||
var show_fills_command = SparkCommands.ShowFills(SparkCommands.KeyGestures.ShowFills).complete(() => new FillsSettings(_vm.selected_orders.Select(r => r.Key).ToArray()));
|
||||
|
||||
var toggle_show_right_panel_command = new SparkCommandCommand(
|
||||
get_toggle_show_right_panel_cmd_title(),
|
||||
@@ -160,7 +159,7 @@ namespace mbts.spark {
|
||||
toggle_expand_all_command.group = CommandGroups.Auxiliary;
|
||||
|
||||
var show_grid_settings_command = SparkCommands.window_settings_command(new DialogCommand(() => {
|
||||
var gs_vm = new WindowSettingsDialogVM<OrderBookGridSettings, OrderBookSettingsVM>(
|
||||
var gs_vm = new ShellSettingsDialogVM<OrderBookGridSettings, OrderBookSettingsVM>(
|
||||
_settings_manager,
|
||||
us => us.order_book_grid,
|
||||
UserSettings.FileExtensions.GRID,
|
||||
@@ -170,14 +169,11 @@ namespace mbts.spark {
|
||||
// we need to get the most up to date GridSettings when launching b/c users may
|
||||
// have changed some settings on the grid directly, like column widths.
|
||||
s.general = s.general.with(_vm.core_columns.Select(c => c.create()));
|
||||
return _vm.grid_settings_manager.create_vm(s, this.observe_title());
|
||||
return _vm.grid_settings_manager.create_vm(s);
|
||||
}
|
||||
);
|
||||
// TODO: bind to main window's Title
|
||||
var dialog = new SimpleGridSettingsDialog { DataContext = gs_vm };
|
||||
dialog.SetBinding(Window.TitleProperty, new Binding($"{nameof(gs_vm.instance_vm)}.{nameof(OrderBookGridSettingsVM.owner_title)}") {
|
||||
Converter = ValueConverter.create<string, string>(str => (string.IsNullOrEmpty(str) ? _default_title : str) + " Settings")
|
||||
});
|
||||
gs_vm.SubscribeDisposed(literal_title_source.OnDispatcher().Subscribe(t => gs_vm.title = t));
|
||||
var dialog = new ShellSettingsDialog { DataContext = gs_vm };
|
||||
gs_vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
|
||||
return dialog;
|
||||
}));
|
||||
|
||||
@@ -1,4 +1,5 @@
|
||||
using mbts.ui;
|
||||
using bts.shell.fills;
|
||||
using mbts.ui;
|
||||
using ProtoBuf;
|
||||
using System.Collections.Generic;
|
||||
using GridSettings = mbts.ui.settings.GridSettings;
|
||||
@@ -9,11 +10,11 @@ namespace bts.shell.orderbook {
|
||||
[ProtoMember(1)]
|
||||
public GridSettings general { get; set; }
|
||||
[ProtoMember(2)]
|
||||
public FillsWindowFactory.FilterStates filters { get; set; }
|
||||
public FillsFilterStates filters { get; set; }
|
||||
[ProtoMember(3)]
|
||||
public List<SortingCriteria> sorting_criterion { get; set; }
|
||||
|
||||
public FillsWindowFactory.StartupData to_startup_data() =>
|
||||
new FillsWindowFactory.StartupData(null, sorting_criterion, filters, general);
|
||||
public FillsSettings to_startup_data() =>
|
||||
new FillsSettings(null, sorting_criterion, filters, general);
|
||||
}
|
||||
}
|
||||
@@ -1,194 +1,155 @@
|
||||
using bts.api;
|
||||
using bts.api.orderman;
|
||||
using bts.utils;
|
||||
using mbts;
|
||||
using mbts.spark;
|
||||
using mbts.spark.filters;
|
||||
using mbts.ui;
|
||||
using ProtoBuf;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
|
||||
namespace bts.shell.orderbook {
|
||||
[ProtoContract]
|
||||
class FilterStates : IEquatable<FilterStates> {
|
||||
[ProtoMember(1)]
|
||||
public SecurityCriteria security_criteria;
|
||||
[ProtoMember(2)]
|
||||
public string order_key_regex;
|
||||
[ProtoMember(3)]
|
||||
public TimeFilterTuple time_created;
|
||||
[ProtoMember(4)]
|
||||
public string[] users;
|
||||
[ProtoMember(5)]
|
||||
public string[] accounts;
|
||||
[ProtoMember(6)]
|
||||
public Venue[] exchanges;
|
||||
[ProtoMember(7)]
|
||||
public TimeInForce[] tifs;
|
||||
[ProtoMember(8)]
|
||||
public CustomOrderDefinition.CustomOneofCase[] order_types;
|
||||
[ProtoMember(9)]
|
||||
public Side[] sides;
|
||||
[ProtoMember(10)]
|
||||
public UIntMinMaxState qty;
|
||||
[ProtoMember(11)]
|
||||
public DoubleMinMaxState price;
|
||||
[ProtoMember(12)]
|
||||
public UIntMinMaxState qty_filled;
|
||||
[ProtoMember(13)]
|
||||
public DoubleMinMaxState avg_price;
|
||||
[ProtoMember(14)]
|
||||
public DoubleMinMaxState last_price;
|
||||
[ProtoMember(15)]
|
||||
public OrderStatus[] statuses;
|
||||
[ProtoMember(16)]
|
||||
public string exchange_message_regex;
|
||||
[ProtoMember(17)]
|
||||
public TimeFilterTuple last_change;
|
||||
//[ProtoMember(18)]
|
||||
//public string security_regex;
|
||||
[ProtoMember(19)]
|
||||
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) &&
|
||||
EqualityComparer.safe_sequence_equals(exchanges, other.exchanges) &&
|
||||
EqualityComparer.safe_sequence_equals(tifs, other.tifs) &&
|
||||
EqualityComparer.safe_sequence_equals(order_types, other.order_types) &&
|
||||
EqualityComparer.safe_sequence_equals(sides, other.sides) &&
|
||||
qty.safe_equals(other.qty) &&
|
||||
price.safe_equals(other.price) &&
|
||||
qty_filled.safe_equals(other.qty_filled) &&
|
||||
avg_price.safe_equals(other.avg_price) &&
|
||||
last_price.safe_equals(other.last_price) &&
|
||||
EqualityComparer.safe_sequence_equals(statuses, other.statuses) &&
|
||||
exchange_message_regex == other.exchange_message_regex &&
|
||||
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));
|
||||
}
|
||||
|
||||
static class FilterStatesExtensions {
|
||||
public static Func<OrderSecurityAlgoMeta, bool> build_predicate(this FilterStates fs) {
|
||||
var predicates = new List<Func<OrderSecurityAlgoMeta, bool>>();
|
||||
// security
|
||||
if (fs.security_criteria?.is_defined() ?? false)
|
||||
predicates.Add(o => o.security.HasValue && ContractPickerModel.security_in_criteria(fs.security_criteria, o.security.Value));
|
||||
// regex
|
||||
add_regex(fs.order_key_regex, o => o.order.Key.ToString());
|
||||
add_regex(fs.exchange_message_regex, o => o.order.State.LastMsg);
|
||||
add_regex(fs.attached_target_order_key_regex, o => o.order.attached_target_order_key().ToString());
|
||||
add_regex(fs.parent_key_regex, o => o.order.ParentKey.ToString());
|
||||
// time
|
||||
add_time_filter(fs.time_created, o => o.order.created());
|
||||
add_time_filter(fs.last_change, o => o.order.last_change());
|
||||
// discrete values
|
||||
add_discrete_values(fs.users, o => o.order.user());
|
||||
add_discrete_values(fs.accounts, o => o.order.account());
|
||||
add_discrete_values(fs.exchanges, o => o.security?.Exchange ?? Venue.Unset);
|
||||
add_discrete_values(fs.tifs, o => o.order.time_in_force());
|
||||
add_discrete_values(fs.order_types, o => o.order.order_type());
|
||||
add_discrete_values(fs.order_sub_types, o => o.order.sub_type());
|
||||
add_discrete_values(fs.sides, o => o.order.side());
|
||||
add_discrete_values(fs.statuses, o => o.order.status());
|
||||
add_discrete_values(fs.symbols, o => o.security?.Symbol);
|
||||
// numeric
|
||||
add_numeric(fs.qty, o => o.order.quantity());
|
||||
add_numeric(fs.price, o => o.order.price());
|
||||
add_numeric(fs.qty_filled, o => o.order.filled());
|
||||
add_numeric(fs.avg_price, o => o.order.avg_price());
|
||||
add_numeric(fs.last_price, o => o.order.last_price());
|
||||
return predicates.Count == 0 ? null : new Func<OrderSecurityAlgoMeta, bool>(o => predicates.All(p => p(o)));
|
||||
// local methods (impl)
|
||||
void add_regex(string str, Func<OrderSecurityAlgoMeta, string> selector) {
|
||||
var regex = RegexFilterUtils.build_regex(str);
|
||||
if (regex == null)
|
||||
return;
|
||||
predicates.Add(impl);
|
||||
bool impl(OrderSecurityAlgoMeta o) => regex.IsMatch(selector(o) ?? string.Empty);
|
||||
}
|
||||
void add_time_filter(TimeFilterTuple t, Func<OrderSecurityAlgoMeta, DateTime> selector) {
|
||||
if (!t.is_active)
|
||||
return;
|
||||
var dt_pred = TimeFilterUtils.build_predicate(t);
|
||||
predicates.Add(impl);
|
||||
bool impl(OrderSecurityAlgoMeta o) => dt_pred(selector(o));
|
||||
}
|
||||
void add_discrete_values<T>(T[] values, Func<OrderSecurityAlgoMeta, T> selector) {
|
||||
if (values.is_null_or_empty())
|
||||
return;
|
||||
if (values.Length < 16) {
|
||||
predicates.Add(impl);
|
||||
bool impl(OrderSecurityAlgoMeta o) => values.Contains(selector(o));
|
||||
} else {
|
||||
var set = new HashSet<T>(values);
|
||||
predicates.Add(impl);
|
||||
bool impl(OrderSecurityAlgoMeta o) => set.Contains(selector(o));
|
||||
}
|
||||
}
|
||||
void add_numeric<T>(IMinMaxState<T> value, Func<OrderSecurityAlgoMeta, T> selector) where T : struct, IComparable<T> {
|
||||
if (value == null)
|
||||
return;
|
||||
if (value.minimum.active) {
|
||||
var min = value.minimum.value.Value;
|
||||
if (value.maximum.active) {
|
||||
var max = value.maximum.value.Value;
|
||||
predicates.Add(impl);
|
||||
bool impl(OrderSecurityAlgoMeta o) {
|
||||
var v = selector(o);
|
||||
return min.CompareTo(v) <= 0 && max.CompareTo(v) >= 0;
|
||||
}
|
||||
} else {
|
||||
predicates.Add(impl);
|
||||
bool impl(OrderSecurityAlgoMeta o) => min.CompareTo(selector(o)) <= 0;
|
||||
}
|
||||
} else if (value.maximum.active) {
|
||||
var max = value.maximum.value.Value;
|
||||
predicates.Add(impl);
|
||||
bool impl(OrderSecurityAlgoMeta o) => max.CompareTo(selector(o)) >= 0;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
using bts.api;
|
||||
using bts.api.orderman;
|
||||
using bts.utils;
|
||||
using mbts;
|
||||
using mbts.spark;
|
||||
using mbts.spark.filters;
|
||||
using mbts.ui;
|
||||
using mbts.ui.utility;
|
||||
using ProtoBuf;
|
||||
using System;
|
||||
|
||||
namespace bts.shell.orderbook {
|
||||
[ProtoContract]
|
||||
class FilterStates : IEquatable<FilterStates> {
|
||||
[ProtoMember(1)]
|
||||
public SecurityCriteria security_criteria;
|
||||
[ProtoMember(2)]
|
||||
public string order_key_regex;
|
||||
[ProtoMember(3)]
|
||||
public TimeFilterTuple time_created;
|
||||
[ProtoMember(4)]
|
||||
public string[] users;
|
||||
[ProtoMember(5)]
|
||||
public string[] accounts;
|
||||
[ProtoMember(6)]
|
||||
public Venue[] exchanges;
|
||||
[ProtoMember(7)]
|
||||
public TimeInForce[] tifs;
|
||||
//[ProtoMember(8)]
|
||||
//public CustomOrderDefinition.CustomOneofCase[] order_types;
|
||||
[ProtoMember(23)]
|
||||
public AlgoID[] order_types;
|
||||
[ProtoMember(24)]
|
||||
public AlgoID[] root_algo_types;
|
||||
[ProtoMember(9)]
|
||||
public Side[] sides;
|
||||
[ProtoMember(10)]
|
||||
public UIntMinMaxState qty;
|
||||
[ProtoMember(11)]
|
||||
public DoubleMinMaxState price;
|
||||
[ProtoMember(12)]
|
||||
public UIntMinMaxState qty_filled;
|
||||
[ProtoMember(13)]
|
||||
public DoubleMinMaxState avg_price;
|
||||
[ProtoMember(14)]
|
||||
public DoubleMinMaxState last_price;
|
||||
[ProtoMember(15)]
|
||||
public OrderStatus[] statuses;
|
||||
[ProtoMember(16)]
|
||||
public string exchange_message_regex;
|
||||
[ProtoMember(17)]
|
||||
public TimeFilterTuple last_change;
|
||||
//[ProtoMember(18)]
|
||||
//public string security_regex;
|
||||
[ProtoMember(19)]
|
||||
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;
|
||||
[ProtoMember(25)]
|
||||
public UIntMinMaxState piq;
|
||||
|
||||
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) &&
|
||||
EqualityComparer.safe_sequence_equals(exchanges, other.exchanges) &&
|
||||
EqualityComparer.safe_sequence_equals(tifs, other.tifs) &&
|
||||
EqualityComparer.safe_sequence_equals(order_types, other.order_types) &&
|
||||
EqualityComparer.safe_sequence_equals(root_algo_types, other.root_algo_types) &&
|
||||
EqualityComparer.safe_sequence_equals(sides, other.sides) &&
|
||||
qty.safe_equals(other.qty) &&
|
||||
price.safe_equals(other.price) &&
|
||||
qty_filled.safe_equals(other.qty_filled) &&
|
||||
avg_price.safe_equals(other.avg_price) &&
|
||||
last_price.safe_equals(other.last_price) &&
|
||||
EqualityComparer.safe_sequence_equals(statuses, other.statuses) &&
|
||||
exchange_message_regex == other.exchange_message_regex &&
|
||||
last_change.Equals(other.last_change) &&
|
||||
EqualityComparer.safe_sequence_equals(order_sub_types, other.order_sub_types) &&
|
||||
EqualityComparer.safe_sequence_equals(symbols, other.symbols) &&
|
||||
piq.safe_equals(other.piq);
|
||||
|
||||
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(root_algo_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),
|
||||
piq?.GetHashCode() ?? 0);
|
||||
}
|
||||
|
||||
static class FilterStatesExtensions {
|
||||
public static Func<OrderSecurity, bool> build_predicate(this FilterStates fs, IMaskIndexInt32<string> dynamic_type_index) {
|
||||
var pb = new ColumnPredicateBuilder<OrderSecurity>();
|
||||
// security
|
||||
pb.add_security_criteria(fs.security_criteria, o => o.security);
|
||||
// regex
|
||||
pb.add_regex(fs.order_key_regex, o => o.order.Key.ToString());
|
||||
pb.add_regex(fs.exchange_message_regex, o => o.order.State.LastMsg);
|
||||
pb.add_regex(fs.attached_target_order_key_regex, o => o.order.attached_target_order_key().ToString());
|
||||
pb.add_regex(fs.parent_key_regex, o => o.order.ParentKey.ToString());
|
||||
// time
|
||||
pb.add_time_filter(fs.time_created, o => o.order.created());
|
||||
pb.add_time_filter(fs.last_change, o => o.order.last_change());
|
||||
// discrete values
|
||||
pb.add_discrete_values(fs.users, o => o.order.user());
|
||||
pb.add_discrete_values(fs.accounts, o => o.order.account());
|
||||
pb.add_discrete_values(fs.exchanges, o => o.security?.Exchange ?? Venue.Unset);
|
||||
pb.add_discrete_values(fs.tifs, o => o.order.time_in_force());
|
||||
pb.add_discrete_values(fs.order_types, o => AlgoID.from_custom_def(o.order.Def.CustomDef));
|
||||
pb.add_discrete_values(fs.root_algo_types, o => AlgoID.from_algo_key(o.root_algo.key, dynamic_type_index));
|
||||
pb.add_discrete_values(fs.order_sub_types, o => o.order.sub_type());
|
||||
pb.add_discrete_values(fs.sides, o => o.order.side());
|
||||
pb.add_discrete_values(fs.statuses, o => o.order.status());
|
||||
pb.add_discrete_values(fs.symbols, o => o.security?.Symbol);
|
||||
// numeric
|
||||
pb.add_numeric(fs.qty, o => o.order.quantity());
|
||||
pb.add_numeric(fs.price, o => o.order.price());
|
||||
pb.add_numeric(fs.qty_filled, o => o.order.filled());
|
||||
pb.add_numeric(fs.avg_price, o => o.order.avg_price());
|
||||
pb.add_numeric(fs.last_price, o => o.order.last_price());
|
||||
pb.add_numeric(fs.piq, o => o.piq ?? uint.MaxValue);
|
||||
return pb.to_predicate();
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -43,7 +43,9 @@ namespace bts.shell.orderbook {
|
||||
IEnumerable<IPredicateAnimationsData<OrderSecurity, OrderRecordTuplePredicate>> IGridSettingsWithNotifications<OrderSecurity, OrderRecordTuplePredicate>.predicate_animations => predicate_animations;
|
||||
|
||||
public OrderBookGridSettings with(GridSettings general) =>
|
||||
new OrderBookGridSettings(general ?? this.general, predicate_animations);
|
||||
new OrderBookGridSettings(general ?? this.general, predicate_animations) {
|
||||
algo_tree_display_mode = algo_tree_display_mode
|
||||
};
|
||||
|
||||
public bool Equals(OrderBookGridSettings other) =>
|
||||
other != null &&
|
||||
|
||||
+18
-12
@@ -14,16 +14,12 @@ using Columns = mbts.spark.OrderBookGridView.ColumnKeys;
|
||||
|
||||
namespace bts.shell.orderbook {
|
||||
class OrderBookGridSettingsManager : IDisposable, IObserver<OrderBookGridSettings> {
|
||||
public static readonly IReadOnlyDictionary<string, GridColumnSettingsFeatureFlags> hard_column_flags;
|
||||
|
||||
readonly IObserver<OrderBookGridSettings> _core_man_as_observer;
|
||||
AlgoTreeDisplayMode _algo_tree_display_mode;
|
||||
|
||||
public OrderBookGridSettingsManager(
|
||||
IObservable<string> owner_title,
|
||||
IBus bus,
|
||||
INotificationService notification_service,
|
||||
OrdersModel model,
|
||||
IEnumerable<OrderBookRowVM> rows,
|
||||
ObservableCollection<DIYGrid.ColumnBase> columns) {
|
||||
static OrderBookGridSettingsManager() {
|
||||
// make font-weight immutable for all columns (the font-weight rule is hard-coded: Regular for root-orders, Light for all others)
|
||||
// TODO: Remove the immutable font-weight flags when cell animation is ready
|
||||
var col_settings_flags = EnumHelper.get_values<Columns>().ToDictionary(
|
||||
@@ -31,10 +27,20 @@ namespace bts.shell.orderbook {
|
||||
// make font-color immutable for Side, Size, and Filled columns (the font-color rule is hard-coded: MarketData.bid for Buy orders, MarketData.ask for Sells)
|
||||
// TODO: Remove the immutable font-color flags when cell animation is ready
|
||||
foreach (var c in new[] { Columns.Side, Columns.Size, Columns.Filled }) {
|
||||
col_settings_flags[c.ToString()] = GridColumnSettingsFeatureFlags.ImmutableFontColor | GridColumnSettingsFeatureFlags.ImmutableFontWeight;
|
||||
col_settings_flags[c.ToString()] |= GridColumnSettingsFeatureFlags.ImmutableFontWeight;
|
||||
}
|
||||
col_settings_flags[Columns.Commit.ToString()] |= GridColumnSettingsFeatureFlags.ImmutableHeader;
|
||||
hard_column_flags = col_settings_flags;
|
||||
}
|
||||
|
||||
public OrderBookGridSettingsManager(
|
||||
IBus bus,
|
||||
INotificationService notification_service,
|
||||
OrdersModel model,
|
||||
IEnumerable<OrderBookRowVM> rows,
|
||||
ObservableCollection<DIYGrid.ColumnBase> columns) {
|
||||
core_manager = new GridSettingsManager<OrderBookRowVM, OrderSecurity, OrderRecordTuplePredicate, OrderBookGridSettings>(
|
||||
owner_title, bus, model, rows, columns,
|
||||
bus, model, rows, columns,
|
||||
() => new OrderRecordTuplePredicate(),
|
||||
() => {
|
||||
var pvm = PredicateVMWrapper.create<OrderSecurity, OrderRecordTuplePredicate, OrderRecordTuplePredicate.PredicateTypeOneofCase>(
|
||||
@@ -53,7 +59,7 @@ namespace bts.shell.orderbook {
|
||||
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);
|
||||
hard_column_flags);
|
||||
_core_man_as_observer = core_manager;
|
||||
}
|
||||
|
||||
@@ -83,8 +89,8 @@ namespace bts.shell.orderbook {
|
||||
return gs;
|
||||
}
|
||||
|
||||
public OrderBookSettingsVM create_vm(OrderBookGridSettings gs, IObservable<string> owner_title) =>
|
||||
new OrderBookSettingsVM(core_manager.create_vm(gs.general, owner_title)) {
|
||||
public OrderBookSettingsVM create_vm(OrderBookGridSettings gs) =>
|
||||
new OrderBookSettingsVM(core_manager.create_vm(gs.general)) {
|
||||
algo_tree_display_mode = gs.algo_tree_display_mode
|
||||
};
|
||||
|
||||
|
||||
@@ -1,209 +1,244 @@
|
||||
using bts.api.orderman;
|
||||
using mbts;
|
||||
using mbts.ui;
|
||||
using mbts.ui.controls;
|
||||
using mbts.ui.settings;
|
||||
using ProtoBuf;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Windows;
|
||||
using Columns = mbts.spark.OrderBookGridView.ColumnKeys;
|
||||
using GridSettings = mbts.ui.settings.GridSettings;
|
||||
|
||||
namespace bts.shell.orderbook {
|
||||
[ProtoContract]
|
||||
class OrderBookStartupData {
|
||||
const bool
|
||||
_default_show_right_panel = true,
|
||||
_default_show_order_params = true;
|
||||
const double
|
||||
_default_right_panel_width = 400,
|
||||
_default_order_params_height = 250,
|
||||
_default_fills_height = 300,
|
||||
_default_ladder_height = 350;
|
||||
[ProtoMember(16)]
|
||||
OrderBookRightPanelSettings _right_panel;
|
||||
// ALREADY USED TAGS
|
||||
// [ProtoMember(5)]
|
||||
// public readonly List<SortingCriteria> sort_criteria;
|
||||
|
||||
public OrderBookRightPanelSettings right_panel => _right_panel ?? (_right_panel = new OrderBookRightPanelSettings());
|
||||
/// TODO: remove properties below, and redirect callers to <see cref="right_panel"/>
|
||||
// right panel (host)
|
||||
public bool show_right_panel { get => right_panel.show; set => right_panel.show = value; }
|
||||
public double right_panel_width { get => right_panel.width; set => right_panel.width = value; }
|
||||
// order params
|
||||
public bool show_order_params { get => right_panel.stack.show_order_params; set => right_panel.stack.show_order_params = value; }
|
||||
public double order_params_height { get; set; }
|
||||
// ladder
|
||||
public bool show_ladder { get; set; }
|
||||
public double ladder_height { get => right_panel.stack.ladder_height; set => right_panel.stack.ladder_height = value; }
|
||||
// fills
|
||||
public bool show_fills { get => right_panel.stack.show_fills; set => right_panel.stack.show_fills = value; }
|
||||
public double fills_height { get => right_panel.stack.fills_height; set => right_panel.stack.fills_height = value; }
|
||||
|
||||
// filters
|
||||
[ProtoMember(10)]
|
||||
public FilterStates filters;
|
||||
// grid
|
||||
[ProtoMember(15)]
|
||||
[Obsolete]
|
||||
public GridSettings grid { get; set; }
|
||||
// orderbook grid
|
||||
[ProtoMember(17)]
|
||||
public OrderBookGridSettings orderbook_grid { get; set; }
|
||||
// fills settings
|
||||
[ProtoMember(26)]
|
||||
public OrderBookFillsGridSettings fills_settings { get; set; }
|
||||
// predicate animations
|
||||
[ProtoMember(20)]
|
||||
[Obsolete]
|
||||
List<OrderRecordTuplePredicateAnimations> _predicate_animations;
|
||||
// use defaults
|
||||
[ProtoMember(25)]
|
||||
public bool use_defaults;
|
||||
|
||||
public OrderBookStartupData() {
|
||||
show_right_panel = _default_show_right_panel;
|
||||
show_order_params = _default_show_order_params;
|
||||
right_panel_width = _default_right_panel_width;
|
||||
order_params_height = _default_order_params_height;
|
||||
fills_height = _default_fills_height;
|
||||
ladder_height = _default_ladder_height;
|
||||
}
|
||||
|
||||
public OrderBookStartupData(FilterStates filters, OrderBookGridSettings orderbook_grid = default, bool show_right_panel = false, double right_panel_width = 0, double fills_height = 0, bool show_fills = false, bool use_defaults = false) {
|
||||
this.filters = filters;
|
||||
this.use_defaults = use_defaults;
|
||||
this.show_right_panel = show_right_panel;
|
||||
this.right_panel_width = right_panel_width;
|
||||
this.fills_height = fills_height;
|
||||
this.show_fills = show_fills;
|
||||
this.orderbook_grid = orderbook_grid;
|
||||
#pragma warning disable CS0612 // Type or member is obsolete
|
||||
_predicate_animations = new List<OrderRecordTuplePredicateAnimations>();
|
||||
if (predicate_animations != null)
|
||||
_predicate_animations.AddRange(predicate_animations);
|
||||
#pragma warning restore CS0612 // Type or member is obsolete
|
||||
}
|
||||
|
||||
#pragma warning disable CS0612 // Type or member is obsolete
|
||||
[Obsolete]
|
||||
public IReadOnlyList<OrderRecordTuplePredicateAnimations> predicate_animations => _predicate_animations ?? (_predicate_animations = new List<OrderRecordTuplePredicateAnimations>());
|
||||
public OrderBookGridSettings grid_settings_wrapper() {
|
||||
if (use_defaults)
|
||||
return null;
|
||||
if (orderbook_grid == null)
|
||||
orderbook_grid = new OrderBookGridSettings(grid.clone(), _predicate_animations);
|
||||
return orderbook_grid;
|
||||
}
|
||||
#pragma warning restore CS0612 // Type or member is obsolete
|
||||
|
||||
public static OrderBookStartupData Default =>
|
||||
new OrderBookStartupData(
|
||||
new FilterStates { statuses = new[] { OrderStatus.Working } },
|
||||
DefaultGrid,
|
||||
_default_show_right_panel,
|
||||
_default_right_panel_width,
|
||||
_default_fills_height,
|
||||
use_defaults: true) {
|
||||
show_order_params = _default_show_order_params,
|
||||
order_params_height = _default_order_params_height,
|
||||
fills_settings = DefaultFillsGrid
|
||||
};
|
||||
|
||||
public static OrderBookGridSettings DefaultGrid => new OrderBookGridSettings(_default_general_grid) {
|
||||
algo_tree_display_mode = AlgoTreeDisplayMode.RootAndLeafNodes
|
||||
};
|
||||
|
||||
public static OrderBookFillsGridSettings DefaultFillsGrid {
|
||||
get {
|
||||
var default_fills = FillsWindowFactory.StartupData.Default();
|
||||
var rv = new OrderBookFillsGridSettings {
|
||||
sorting_criterion = default_fills.sorting_criterion.ToList(),
|
||||
filters = default_fills.filters,
|
||||
general = FillsWindowFactory.StartupData.MiniGridSettings
|
||||
};
|
||||
return rv;
|
||||
}
|
||||
}
|
||||
static GridSettings _default_general_grid => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.sorting_criterion);
|
||||
public static OrderBookGridSettings default_mini_grid => new OrderBookGridSettings(GridSettings.Default.with(DefaultColumns.mini, DefaultColumns.sorting_criterion));
|
||||
|
||||
static class DefaultColumns {
|
||||
public static GridColumnSettings security => new GridColumnSettings(Columns.Security.ToString(), DIYGrid.DefaultColumnHeaders.Security, width: DIYGrid.DefaultColumnWidths.Security);
|
||||
public static GridColumnSettings symbol => new GridColumnSettings(Columns.Symbol.ToString(), DIYGrid.DefaultColumnHeaders.Symbol, width: DIYGrid.DefaultColumnWidths.Symbol, horizontal_alignment: HorizontalAlignment.Right);
|
||||
public static GridColumnSettings time_created => new GridColumnSettings(Columns.Time.ToString(), "Time", width: DIYGrid.DefaultColumnWidths.Time, horizontal_alignment: HorizontalAlignment.Right);
|
||||
public static GridColumnSettings last_change => new GridColumnSettings(Columns.LastChange.ToString(), "Last Change", width: DIYGrid.DefaultColumnWidths.Time, horizontal_alignment: HorizontalAlignment.Right);
|
||||
public static GridColumnSettings user => new GridColumnSettings(Columns.User.ToString(), DIYGrid.DefaultColumnHeaders.User, width: DIYGrid.DefaultColumnWidths.User, horizontal_alignment: HorizontalAlignment.Right);
|
||||
public static GridColumnSettings account => new GridColumnSettings(Columns.Account.ToString(), DIYGrid.DefaultColumnHeaders.Account, width: DIYGrid.DefaultColumnWidths.Account, horizontal_alignment: HorizontalAlignment.Right);
|
||||
public static GridColumnSettings exchange => new GridColumnSettings(Columns.Exchange.ToString(), DIYGrid.DefaultColumnHeaders.Exchange, width: DIYGrid.DefaultColumnWidths.Exchange, horizontal_alignment: HorizontalAlignment.Right);
|
||||
public static GridColumnSettings time_in_force => new GridColumnSettings(Columns.TimeInForce.ToString(), DIYGrid.DefaultColumnHeaders.TimeInForce, width: DIYGrid.DefaultColumnWidths.TimeInForce);
|
||||
public static GridColumnSettings order_type => new GridColumnSettings(Columns.OrderType.ToString(), DIYGrid.DefaultColumnHeaders.OrderType, width: DIYGrid.DefaultColumnWidths.OrderType);
|
||||
public static GridColumnSettings sub_type => new GridColumnSettings(Columns.SubType.ToString(), "Sub Type", width: 80, horizontal_alignment: HorizontalAlignment.Right);
|
||||
public static GridColumnSettings side => new GridColumnSettings(Columns.Side.ToString(), "B/S", width: DIYGrid.DefaultColumnWidths.Side, horizontal_alignment: HorizontalAlignment.Right);
|
||||
public static GridColumnSettings quantity => new GridColumnSettings(Columns.Size.ToString(), "Qty", width: DIYGrid.DefaultColumnWidths.Size, horizontal_alignment: HorizontalAlignment.Right);
|
||||
public static GridColumnSettings price => new GridColumnSettings(Columns.Price.ToString(), DIYGrid.DefaultColumnHeaders.Price, width: DIYGrid.DefaultColumnWidths.Price, horizontal_alignment: HorizontalAlignment.Right);
|
||||
public static GridColumnSettings filled_quantity => new GridColumnSettings(Columns.Filled.ToString(), "Filled Qty", width: DIYGrid.DefaultColumnWidths.Filled, horizontal_alignment: HorizontalAlignment.Right);
|
||||
public static GridColumnSettings avg_price => new GridColumnSettings(Columns.AvgFilled.ToString(), "Avg Filled", width: DIYGrid.DefaultColumnWidths.AveragePrice, horizontal_alignment: HorizontalAlignment.Right);
|
||||
public static GridColumnSettings last_price => new GridColumnSettings(Columns.LastPrice.ToString(), "Last Filled", width: DIYGrid.DefaultColumnWidths.LastPrice, horizontal_alignment: HorizontalAlignment.Right);
|
||||
public static GridColumnSettings status => new GridColumnSettings(Columns.Status.ToString(), "Status", width: 80, horizontal_alignment: HorizontalAlignment.Right);
|
||||
public static GridColumnSettings last_message => new GridColumnSettings(Columns.LastMessage.ToString(), "Last Message", width: DIYGrid.DefaultColumnWidths.LastMessage, horizontal_alignment: HorizontalAlignment.Right);
|
||||
public static GridColumnSettings security_key => new GridColumnSettings(Columns.SecurityKey.ToString(), DIYGrid.DefaultColumnHeaders.SecurityKey, is_visible: false, width: DIYGrid.DefaultColumnWidths.SecurityKey, horizontal_alignment: HorizontalAlignment.Right);
|
||||
public static GridColumnSettings order_key => new GridColumnSettings(Columns.OrderKey.ToString(), DIYGrid.DefaultColumnHeaders.OrderKey, width: DIYGrid.DefaultColumnWidths.OrderKey, horizontal_alignment: HorizontalAlignment.Right);
|
||||
public static GridColumnSettings parent_key => new GridColumnSettings(Columns.ParentKey.ToString(), "Parent Key", width: DIYGrid.DefaultColumnWidths.ParentKey, horizontal_alignment: HorizontalAlignment.Right);
|
||||
public static GridColumnSettings attached_target_order_key => new GridColumnSettings(Columns.AttachedTargetOrderKey.ToString(), DIYGrid.DefaultColumnHeaders.AttachedTargetOrderKey, width: DIYGrid.DefaultColumnWidths.ParentKey, horizontal_alignment: HorizontalAlignment.Right);
|
||||
|
||||
public static IEnumerable<SortingCriteria> sorting_criterion {
|
||||
get {
|
||||
yield return new SortingCriteria(time_created.id, false);
|
||||
}
|
||||
}
|
||||
|
||||
public static IEnumerable<GridColumnSettings> all {
|
||||
get {
|
||||
yield return security;
|
||||
yield return symbol;
|
||||
yield return time_created;
|
||||
yield return last_change;
|
||||
yield return user;
|
||||
yield return account;
|
||||
yield return exchange;
|
||||
yield return time_in_force;
|
||||
yield return order_type;
|
||||
yield return sub_type;
|
||||
yield return side;
|
||||
yield return quantity;
|
||||
yield return price;
|
||||
yield return filled_quantity;
|
||||
yield return avg_price;
|
||||
yield return last_price;
|
||||
yield return status;
|
||||
yield return last_message;
|
||||
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> {
|
||||
symbol, last_change, 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 {
|
||||
get {
|
||||
foreach (var col_setting in all) {
|
||||
if (_mini_mode_columns_to_hide.Contains(col_setting)) {
|
||||
yield return col_setting.with(is_visible: false);
|
||||
} else {
|
||||
yield return col_setting;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
using bts.api.orderman;
|
||||
using bts.shell.fills;
|
||||
using mbts;
|
||||
using mbts.ui;
|
||||
using mbts.ui.controls;
|
||||
using mbts.ui.settings;
|
||||
using ProtoBuf;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Windows;
|
||||
using Columns = mbts.spark.OrderBookGridView.ColumnKeys;
|
||||
using GridSettings = mbts.ui.settings.GridSettings;
|
||||
|
||||
namespace bts.shell.orderbook {
|
||||
[ProtoContract]
|
||||
class OrderBookStartupData {
|
||||
const bool
|
||||
_default_show_right_panel = true,
|
||||
_default_show_order_params = true;
|
||||
const double
|
||||
_default_right_panel_width = 400,
|
||||
_default_order_params_height = 250,
|
||||
_default_fills_height = 300,
|
||||
_default_ladder_height = 350;
|
||||
[ProtoMember(16)]
|
||||
OrderBookRightPanelSettings _right_panel;
|
||||
// ALREADY USED TAGS
|
||||
// [ProtoMember(5)]
|
||||
// public readonly List<SortingCriteria> sort_criteria;
|
||||
|
||||
public OrderBookRightPanelSettings right_panel => _right_panel ?? (_right_panel = new OrderBookRightPanelSettings());
|
||||
/// TODO: remove properties below, and redirect callers to <see cref="right_panel"/>
|
||||
// right panel (host)
|
||||
public bool show_right_panel { get => right_panel.show; set => right_panel.show = value; }
|
||||
public double right_panel_width { get => right_panel.width; set => right_panel.width = value; }
|
||||
// order params
|
||||
public bool show_order_params { get => right_panel.stack.show_order_params; set => right_panel.stack.show_order_params = value; }
|
||||
public double order_params_height { get; set; }
|
||||
// ladder
|
||||
public bool show_ladder { get; set; }
|
||||
public double ladder_height { get => right_panel.stack.ladder_height; set => right_panel.stack.ladder_height = value; }
|
||||
// fills
|
||||
public bool show_fills { get => right_panel.stack.show_fills; set => right_panel.stack.show_fills = value; }
|
||||
public double fills_height { get => right_panel.stack.fills_height; set => right_panel.stack.fills_height = value; }
|
||||
|
||||
// filters
|
||||
[ProtoMember(10)]
|
||||
public FilterStates filters;
|
||||
// grid
|
||||
[ProtoMember(15)]
|
||||
[Obsolete]
|
||||
public GridSettings grid { get; set; }
|
||||
// orderbook grid
|
||||
[ProtoMember(17)]
|
||||
public OrderBookGridSettings orderbook_grid { get; set; }
|
||||
// fills settings
|
||||
[ProtoMember(26)]
|
||||
public OrderBookFillsGridSettings fills_settings { get; set; }
|
||||
// predicate animations
|
||||
[ProtoMember(20)]
|
||||
[Obsolete]
|
||||
List<OrderRecordTuplePredicateAnimations> _predicate_animations;
|
||||
// use defaults
|
||||
[ProtoMember(25)]
|
||||
public bool use_defaults;
|
||||
|
||||
/// <summary>
|
||||
/// Please use <see cref="Default"/> to get a new instance (the only reason the default constructor still exists is for ProtoBuf deserialization).
|
||||
/// </summary>
|
||||
[Obsolete]
|
||||
public OrderBookStartupData() {
|
||||
show_right_panel = _default_show_right_panel;
|
||||
show_order_params = _default_show_order_params;
|
||||
right_panel_width = _default_right_panel_width;
|
||||
order_params_height = _default_order_params_height;
|
||||
fills_height = _default_fills_height;
|
||||
ladder_height = _default_ladder_height;
|
||||
}
|
||||
|
||||
public OrderBookStartupData(FilterStates filters, OrderBookGridSettings orderbook_grid = default, bool show_right_panel = false, double right_panel_width = 0, double fills_height = 0, bool show_fills = false, bool use_defaults = false) {
|
||||
this.filters = filters;
|
||||
this.use_defaults = use_defaults;
|
||||
this.show_right_panel = show_right_panel;
|
||||
this.right_panel_width = right_panel_width;
|
||||
this.fills_height = fills_height;
|
||||
this.show_fills = show_fills;
|
||||
this.orderbook_grid = orderbook_grid;
|
||||
#pragma warning disable CS0612 // Type or member is obsolete
|
||||
_predicate_animations = new List<OrderRecordTuplePredicateAnimations>();
|
||||
if (predicate_animations != null)
|
||||
_predicate_animations.AddRange(predicate_animations);
|
||||
#pragma warning restore CS0612 // Type or member is obsolete
|
||||
}
|
||||
|
||||
#pragma warning disable CS0612 // Type or member is obsolete
|
||||
[Obsolete]
|
||||
public IReadOnlyList<OrderRecordTuplePredicateAnimations> predicate_animations => _predicate_animations ?? (_predicate_animations = new List<OrderRecordTuplePredicateAnimations>());
|
||||
public OrderBookGridSettings grid_settings_wrapper() {
|
||||
if (use_defaults)
|
||||
return null;
|
||||
if (orderbook_grid == null) {
|
||||
if (grid == null)
|
||||
grid = _default_general_grid;
|
||||
orderbook_grid = new OrderBookGridSettings(grid.clone(), _predicate_animations);
|
||||
}
|
||||
return orderbook_grid;
|
||||
}
|
||||
#pragma warning restore CS0612 // Type or member is obsolete
|
||||
|
||||
public static OrderBookStartupData Default =>
|
||||
new OrderBookStartupData(
|
||||
new FilterStates { statuses = new[] { OrderStatus.Working } },
|
||||
DefaultGrid,
|
||||
_default_show_right_panel,
|
||||
_default_right_panel_width,
|
||||
_default_fills_height,
|
||||
use_defaults: true) {
|
||||
show_order_params = _default_show_order_params,
|
||||
order_params_height = _default_order_params_height,
|
||||
fills_settings = DefaultFillsGrid
|
||||
};
|
||||
|
||||
public static OrderBookGridSettings DefaultGrid => new OrderBookGridSettings(_default_general_grid) {
|
||||
algo_tree_display_mode = AlgoTreeDisplayMode.RootAndLeafNodes
|
||||
};
|
||||
|
||||
public static OrderBookFillsGridSettings DefaultFillsGrid {
|
||||
get {
|
||||
var default_fills = FillsSettings.Default();
|
||||
var rv = new OrderBookFillsGridSettings {
|
||||
sorting_criterion = default_fills.sorting_criterion.ToList(),
|
||||
filters = default_fills.filters,
|
||||
general = FillsSettings.MiniGridSettings
|
||||
};
|
||||
return rv;
|
||||
}
|
||||
}
|
||||
static GridSettings _default_general_grid => GridSettings.Default.with(DefaultColumns.standard, DefaultColumns.sorting_criterion);
|
||||
public static OrderBookGridSettings default_mini_grid => new OrderBookGridSettings(GridSettings.Default.with(DefaultColumns.mini, DefaultColumns.sorting_criterion)) {
|
||||
algo_tree_display_mode = AlgoTreeDisplayMode.RootAndLeafNodes
|
||||
};
|
||||
|
||||
static class DefaultColumns {
|
||||
// standard
|
||||
public static GridColumnSettings security => new GridColumnSettings(Columns.Security.ToString(), DIYGrid.DefaultColumnHeaders.Security, width: DIYGrid.DefaultColumnWidths.Security);
|
||||
public static GridColumnSettings symbol => new GridColumnSettings(Columns.Symbol.ToString(), DIYGrid.DefaultColumnHeaders.Symbol, width: DIYGrid.DefaultColumnWidths.Symbol, horizontal_alignment: HorizontalAlignment.Left);
|
||||
public static GridColumnSettings time_created => new GridColumnSettings(Columns.Time.ToString(), "Time", width: DIYGrid.DefaultColumnWidths.Time, horizontal_alignment: HorizontalAlignment.Left);
|
||||
public static GridColumnSettings last_change => new GridColumnSettings(Columns.LastChange.ToString(), "Last Change", width: DIYGrid.DefaultColumnWidths.Time, horizontal_alignment: HorizontalAlignment.Left);
|
||||
public static GridColumnSettings user => new GridColumnSettings(Columns.User.ToString(), DIYGrid.DefaultColumnHeaders.User, width: DIYGrid.DefaultColumnWidths.User, horizontal_alignment: HorizontalAlignment.Left);
|
||||
public static GridColumnSettings account => new GridColumnSettings(Columns.Account.ToString(), DIYGrid.DefaultColumnHeaders.Account, width: DIYGrid.DefaultColumnWidths.Account, horizontal_alignment: HorizontalAlignment.Left);
|
||||
public static GridColumnSettings exchange => new GridColumnSettings(Columns.Exchange.ToString(), DIYGrid.DefaultColumnHeaders.Exchange, width: DIYGrid.DefaultColumnWidths.Exchange, horizontal_alignment: HorizontalAlignment.Left);
|
||||
public static GridColumnSettings time_in_force => new GridColumnSettings(Columns.TimeInForce.ToString(), DIYGrid.DefaultColumnHeaders.TimeInForce, width: DIYGrid.DefaultColumnWidths.TimeInForce);
|
||||
public static GridColumnSettings order_type => new GridColumnSettings(Columns.OrderType.ToString(), DIYGrid.DefaultColumnHeaders.OrderType, width: DIYGrid.DefaultColumnWidths.OrderType);
|
||||
public static GridColumnSettings root_algo_type => new GridColumnSettings(Columns.RootAlgoType.ToString(), DIYGrid.DefaultColumnHeaders.RootAlgoType, width: DIYGrid.DefaultColumnWidths.OrderType);
|
||||
public static GridColumnSettings sub_type => new GridColumnSettings(Columns.SubType.ToString(), "Sub Type", width: 80, horizontal_alignment: HorizontalAlignment.Left);
|
||||
public static GridColumnSettings side => new GridColumnSettings(Columns.Side.ToString(), "B/S", width: DIYGrid.DefaultColumnWidths.Side, horizontal_alignment: HorizontalAlignment.Left);
|
||||
public static GridColumnSettings quantity => new GridColumnSettings(Columns.Size.ToString(), "Qty", width: DIYGrid.DefaultColumnWidths.Size, horizontal_alignment: HorizontalAlignment.Right);
|
||||
public static GridColumnSettings price => new GridColumnSettings(Columns.Price.ToString(), DIYGrid.DefaultColumnHeaders.Price, width: DIYGrid.DefaultColumnWidths.Price, horizontal_alignment: HorizontalAlignment.Right);
|
||||
public static GridColumnSettings filled_quantity => new GridColumnSettings(Columns.Filled.ToString(), "Filled Qty", width: DIYGrid.DefaultColumnWidths.Filled, horizontal_alignment: HorizontalAlignment.Right);
|
||||
public static GridColumnSettings avg_price => new GridColumnSettings(Columns.AvgFilled.ToString(), "Avg Filled", width: DIYGrid.DefaultColumnWidths.AveragePrice, horizontal_alignment: HorizontalAlignment.Right);
|
||||
public static GridColumnSettings last_price => new GridColumnSettings(Columns.LastPrice.ToString(), "Last Filled", width: DIYGrid.DefaultColumnWidths.LastPrice, horizontal_alignment: HorizontalAlignment.Right);
|
||||
public static GridColumnSettings status => new GridColumnSettings(Columns.Status.ToString(), "Status", width: 80, horizontal_alignment: HorizontalAlignment.Left);
|
||||
public static GridColumnSettings last_message => new GridColumnSettings(Columns.LastMessage.ToString(), "Last Message", width: DIYGrid.DefaultColumnWidths.LastMessage, horizontal_alignment: HorizontalAlignment.Left);
|
||||
public static GridColumnSettings security_key => new GridColumnSettings(Columns.SecurityKey.ToString(), DIYGrid.DefaultColumnHeaders.SecurityKey, is_visible: false, width: DIYGrid.DefaultColumnWidths.SecurityKey, horizontal_alignment: HorizontalAlignment.Left);
|
||||
public static GridColumnSettings order_key => new GridColumnSettings(Columns.OrderKey.ToString(), DIYGrid.DefaultColumnHeaders.OrderKey, width: DIYGrid.DefaultColumnWidths.OrderKey, horizontal_alignment: HorizontalAlignment.Left);
|
||||
public static GridColumnSettings parent_key => new GridColumnSettings(Columns.ParentKey.ToString(), "Parent Key", width: DIYGrid.DefaultColumnWidths.ParentKey, horizontal_alignment: HorizontalAlignment.Left);
|
||||
public static GridColumnSettings attached_target_order_key => new GridColumnSettings(Columns.AttachedTargetOrderKey.ToString(), DIYGrid.DefaultColumnHeaders.AttachedTargetOrderKey, width: DIYGrid.DefaultColumnWidths.ParentKey, horizontal_alignment: HorizontalAlignment.Left);
|
||||
public static GridColumnSettings piq => new GridColumnSettings(Columns.Piq.ToString(), "PIQ", width: DIYGrid.DefaultColumnWidths.Size, horizontal_alignment: HorizontalAlignment.Right);
|
||||
// editable
|
||||
public static GridColumnSettings cancel => new GridColumnSettings(Columns.Cancel.ToString(), DIYGrid.DefaultColumnHeaders.Cancel, width: DIYGrid.DefaultColumnWidths.MiniOrderBook.Cancel);
|
||||
public static GridColumnSettings attach_detach => new GridColumnSettings(Columns.Attach.ToString(), DIYGrid.DefaultColumnHeaders.AttachDetach, width: DIYGrid.DefaultColumnWidths.MiniOrderBook.AttachDetach);
|
||||
public static GridColumnSettings update => new GridColumnSettings(Columns.Update.ToString(), DIYGrid.DefaultColumnHeaders.Update, width: DIYGrid.DefaultColumnWidths.MiniOrderBook.Update);
|
||||
public static GridColumnSettings edit_quantity => new GridColumnSettings(Columns.EditableQty.ToString(), DIYGrid.DefaultColumnHeaders.Size, width: DIYGrid.DefaultColumnWidths.MiniOrderBook.EditableSize);
|
||||
public static GridColumnSettings edit_price => new GridColumnSettings(Columns.EditablePrice.ToString(), DIYGrid.DefaultColumnHeaders.Price, width: DIYGrid.DefaultColumnWidths.MiniOrderBook.EditablePrice);
|
||||
public static GridColumnSettings commit => new GridColumnSettings(Columns.Commit.ToString(), width: DIYGrid.DefaultColumnWidths.MiniOrderBook.Commit);
|
||||
|
||||
public static IEnumerable<SortingCriteria> sorting_criterion {
|
||||
get {
|
||||
yield return new SortingCriteria(time_created.id, false);
|
||||
}
|
||||
}
|
||||
|
||||
public static IEnumerable<GridColumnSettings> standard {
|
||||
get {
|
||||
yield return security;
|
||||
yield return symbol;
|
||||
yield return time_created;
|
||||
yield return last_change;
|
||||
yield return user;
|
||||
yield return account;
|
||||
yield return exchange;
|
||||
yield return time_in_force;
|
||||
yield return order_type;
|
||||
yield return root_algo_type;
|
||||
yield return sub_type;
|
||||
yield return side;
|
||||
yield return quantity;
|
||||
yield return price;
|
||||
yield return piq;
|
||||
yield return filled_quantity;
|
||||
yield return avg_price;
|
||||
yield return last_price;
|
||||
yield return status;
|
||||
yield return last_message;
|
||||
yield return security_key;
|
||||
yield return order_key;
|
||||
yield return parent_key;
|
||||
yield return attached_target_order_key;
|
||||
}
|
||||
}
|
||||
|
||||
public static IEnumerable<GridColumnSettings> editable {
|
||||
get {
|
||||
yield return cancel;
|
||||
yield return update;
|
||||
yield return edit_quantity;
|
||||
yield return edit_price;
|
||||
yield return commit;
|
||||
yield return attach_detach;
|
||||
}
|
||||
}
|
||||
|
||||
private static HashSet<GridColumnSettings> _mini_mode_columns_to_hide = new HashSet<GridColumnSettings> {
|
||||
symbol, last_change, 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 {
|
||||
get {
|
||||
foreach (var col_setting in editable)
|
||||
yield return col_setting;
|
||||
foreach (var col_setting in standard) {
|
||||
if (_mini_mode_columns_to_hide.Contains(col_setting)) {
|
||||
yield return col_setting.with(is_visible: false);
|
||||
} else {
|
||||
yield return col_setting;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -17,7 +17,8 @@ namespace bts.shell.orderbook {
|
||||
this.core_settings_vm = core_settings_vm;
|
||||
|
||||
public OrderBookSettingsVM(
|
||||
IObservable<string> owner_title, IBus bus, OrdersModel orders_model,
|
||||
IBus bus,
|
||||
OrdersModel orders_model,
|
||||
Func<OrderRecordTuplePredicate> predicate_data_factory,
|
||||
Func<OrderRecordTuplePredicate, INotificationPredicate<OrderSecurity>> notification_predicate_factory,
|
||||
Func<IPropertyWrapperVM<OrderRecordTuplePredicate>> create_predicate_vm,
|
||||
@@ -25,7 +26,7 @@ namespace bts.shell.orderbook {
|
||||
Func<GridSettings, IEnumerable<IPredicateAnimationsData<OrderSecurity, OrderRecordTuplePredicate>>, OrderBookGridSettings> create_settings_obj,
|
||||
IReadOnlyDictionary<string, GridColumnSettingsFeatureFlags> column_flags = null) {
|
||||
core_settings_vm = new GridSettingsVM<OrderSecurity, OrderRecordTuplePredicate, OrderBookGridSettings>(
|
||||
owner_title, bus, orders_model, predicate_data_factory, notification_predicate_factory, create_predicate_vm, create_column_predicate_vm, create_settings_obj, column_flags);
|
||||
bus, orders_model, predicate_data_factory, notification_predicate_factory, create_predicate_vm, create_column_predicate_vm, create_settings_obj, column_flags);
|
||||
}
|
||||
|
||||
public GridSettingsVM<OrderSecurity, OrderRecordTuplePredicate, OrderBookGridSettings> core_settings_vm { get; }
|
||||
|
||||
@@ -4,13 +4,12 @@
|
||||
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"
|
||||
InactiveSelectionOpacity="0.3"
|
||||
>
|
||||
<c:DIYGrid.Resources>
|
||||
<ResourceDictionary>
|
||||
@@ -111,61 +110,7 @@
|
||||
</c:DIYGrid.InputBindings>
|
||||
<c:DIYGrid.RowStyle>
|
||||
<Style TargetType="ListBoxItem" BasedOn="{StaticResource DIYGridRowStyle}">
|
||||
<Style.Triggers>
|
||||
<!-- Completed order background -->
|
||||
<MultiDataTrigger>
|
||||
<MultiDataTrigger.Conditions>
|
||||
<Condition Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="False"/>
|
||||
<Condition Binding="{Binding status}" Value="{u:Enum Completed, Type=order:OrderStatus}"/>
|
||||
</MultiDataTrigger.Conditions>
|
||||
<MultiDataTrigger.Setters>
|
||||
<Setter Property="Background" Value="{x:Static Member=completed_order_background_brush, MemberType={u:Nested u:BTSColors.Orders}}"/>
|
||||
</MultiDataTrigger.Setters>
|
||||
</MultiDataTrigger>
|
||||
<!-- Error, RejectedBySpark, Disconnected order background -->
|
||||
<MultiDataTrigger>
|
||||
<MultiDataTrigger.Conditions>
|
||||
<Condition Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="False"/>
|
||||
<Condition Binding="{Binding status}" Value="{u:Enum Error, Type=order:OrderStatus}"/>
|
||||
</MultiDataTrigger.Conditions>
|
||||
<MultiDataTrigger.Setters>
|
||||
<Setter Property="Background" Value="{x:Static Member=error_order_background_brush, MemberType={u:Nested u:BTSColors.Orders}}"/>
|
||||
</MultiDataTrigger.Setters>
|
||||
</MultiDataTrigger>
|
||||
<MultiDataTrigger>
|
||||
<MultiDataTrigger.Conditions>
|
||||
<Condition Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="False"/>
|
||||
<Condition Binding="{Binding status}" Value="{u:Enum RejectedBySpark, Type=order:OrderStatus}"/>
|
||||
</MultiDataTrigger.Conditions>
|
||||
<MultiDataTrigger.Setters>
|
||||
<Setter Property="Background" Value="{x:Static Member=error_order_background_brush, MemberType={u:Nested u:BTSColors.Orders}}"/>
|
||||
</MultiDataTrigger.Setters>
|
||||
</MultiDataTrigger>
|
||||
<MultiDataTrigger>
|
||||
<MultiDataTrigger.Conditions>
|
||||
<Condition Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="False"/>
|
||||
<Condition Binding="{Binding status}" Value="{u:Enum Disconnected, Type=order:OrderStatus}"/>
|
||||
</MultiDataTrigger.Conditions>
|
||||
<MultiDataTrigger.Setters>
|
||||
<Setter Property="Background" Value="{x:Static Member=error_order_background_brush, MemberType={u:Nested u:BTSColors.Orders}}"/>
|
||||
</MultiDataTrigger.Setters>
|
||||
</MultiDataTrigger>
|
||||
<!-- Cancel order background -->
|
||||
<MultiDataTrigger>
|
||||
<MultiDataTrigger.Conditions>
|
||||
<Condition Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="False"/>
|
||||
<Condition Binding="{Binding status}" Value="{u:Enum Canceled, Type=order:OrderStatus}"/>
|
||||
</MultiDataTrigger.Conditions>
|
||||
<MultiDataTrigger.Setters>
|
||||
<Setter Property="Background" Value="{x:Static Member=canceled_order_background_brush, MemberType={u:Nested u:BTSColors.Orders}}"/>
|
||||
</MultiDataTrigger.Setters>
|
||||
</MultiDataTrigger>
|
||||
</Style.Triggers>
|
||||
<Setter Property="IsSelected" Value="{Binding is_selected, Mode=TwoWay}" />
|
||||
</Style>
|
||||
</c:DIYGrid.RowStyle>
|
||||
<c:DIYGrid.RowTemplate>
|
||||
<DataTemplate>
|
||||
<sp:OrderBookRowView/>
|
||||
</DataTemplate>
|
||||
</c:DIYGrid.RowTemplate>
|
||||
</c:DIYGrid>
|
||||
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