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711 Commits
Author SHA1 Message Date
Kevin Darby e0fdf74a73 fix crash where account name > 12 chars, tested with long account name 2019-07-11 17:51:45 -04:00
Kevin Darby ebedd17129 Merge branch 'master' of bitbucket.org:bluetradesys/spark into excel_algos 2019-07-11 14:59:19 -04:00
Kevin Darby 0f8ed5dacb range to vector mapping 2019-07-11 14:15:06 -04:00
Pedro Pinto 8553229119 Merge branch 'master' into prod 2019-07-11 10:45:10 -04:00
Pedro Pinto 4903c12533 _index.md edited online with Bitbucket 2019-07-11 14:23:13 +00:00
Jake Norbut 88f23530c6 Merged in SP-119 (pull request #298)
RTM - SP-119 Ladder settings NullRef

Approved-by: John Colvin <john.colvin@bluetradesys.com>
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-07-11 14:18:45 +00:00
Kevin Darby 14f4452599 . 2019-07-10 23:21:56 -04:00
Kevin Darby 22002c43cf getting there 2019-07-10 18:43:09 -04:00
Kevin Darby 7551e23877 spreadsheet 2019-07-10 00:06:27 -04:00
Kevin Darby 22c92c3e17 ranges... 2019-07-10 00:05:24 -04:00
Kevin Darby 613823e7c5 arrays starting to work 2019-07-09 23:22:18 -04:00
Kevin Darby f0a9a2415d adding notion of bts_parameters 2019-07-09 18:31:05 -04:00
Kevin Darby 708e63e36e almost have C 2019-07-09 14:39:11 -04:00
Jake Norbut 76ff36e514 Merge branch 'master' of bitbucket.org:bluetradesys/spark into SP-119 2019-07-09 11:54:46 -05:00
Jake Norbut 740c14c261 add LadderSettings santization on paths to VM instantiation 2019-07-09 11:52:41 -05:00
Kevin Darby 53990297e8 parsing right along 2019-07-08 23:54:55 -04:00
Kevin Darby 9570be8bfa it builds, ship it. 2019-07-08 23:16:31 -04:00
Kevin Darby 0b15570d00 more parser 2019-07-08 18:22:12 -04:00
Jake Norbut 33a71f5f47 Merged in SP-105_account-in-ladder (pull request #294)
RTM - SP-105 selected account in ladder

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-07-08 22:21:46 +00:00
Pedro Pinto 2940601f4b Updated release notes 2019-07-08 18:15:31 -04:00
Pedro Pinto 1f7939f49a Merge branch 'SP-105_account-in-ladder' of bitbucket.org:bluetradesys/spark into SP-105_account-in-ladder 2019-07-08 18:14:45 -04:00
Pedro Pinto 48e273a607 Merge remote-tracking branch 'origin' into SP-105_account-in-ladder 2019-07-08 17:50:43 -04:00
John Colvin e35634020d Merged in SP-89-offset-algo (pull request #286)
RTM SP-89 offset algo

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-07-08 21:49:12 +00:00
Pedro Pinto 1ede053f59 Merged with master 2019-07-08 17:48:16 -04:00
Pedro Pinto 93824786c7 Updated release notes. 2019-07-08 17:32:33 -04:00
Pedro Pinto 25b8c0a728 Merged with master 2019-07-08 17:31:22 -04:00
Jake Norbut 0e4fe1b47e filter the SelectorProperty source for updates that actually have items; this keeps the currently selected account through server restarts 2019-07-08 16:29:19 -05:00
Jake Norbut cd744963ff Revert "don't revert to default selected setter when server reboots"
This reverts commit d5fdcc6796.
2019-07-08 16:21:46 -05:00
Kevin Darby fb9d877938 Merged in dme (pull request #293)
RTM add mic for DME

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-07-08 21:08:53 +00:00
Pedro Pinto 087b001510 Updated release notes. 2019-07-08 17:03:56 -04:00
Pedro Pinto 02a7c0ddca Merge branch 'master' into dme 2019-07-08 17:01:50 -04:00
Kevin Darby 6afa1d581d Merged in span (pull request #263)
RTM: Span

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-07-08 21:01:01 +00:00
Taha Afzal 5e04abe573 Combining the account lookup for loss_limitm and span 2019-07-08 16:50:30 -04:00
Pedro Pinto 3422a44c87 Updated release notes. 2019-07-08 16:49:32 -04:00
Jake Norbut d5fdcc6796 don't revert to default selected setter when server reboots 2019-07-08 15:37:38 -05:00
Kevin Darby f12217d76c Remove mapping of DME mic per Pedro 2019-07-08 20:12:47 +00:00
Pedro Pinto d85a914046 Merge branch 'master' into span 2019-07-08 15:58:06 -04:00
Pedro Pinto 4fdc890cb5 Merged in ticks_off (pull request #296)
RTM Added ticks_off to top algo server side.

Approved-by: Kevin Darby <kevin.darby@bluetradesys.com>
2019-07-08 19:55:01 +00:00
Pedro Pinto 3ed0bd9052 Merged with master 2019-07-08 15:54:39 -04:00
Jake Norbut dbdc915ff2 populating mini_ob (LadderMiniOrderBookSettings) in LadderSettings.Default 2019-07-08 14:24:36 -05:00
Jake Norbut 10476c6662 null ref check on LadderSettings.mini_ob.value 2019-07-08 14:22:55 -05:00
Kevin Darby 5fbc1397b5 messing with proj 2019-07-08 14:59:12 -04:00
Kevin Darby 05e09cb977 Merge branch 'master' of bitbucket.org:bluetradesys/spark into span 2019-07-08 14:33:37 -04:00
Kevin Darby 38bd2ef321 Merge branch 'master' of bitbucket.org:bluetradesys/spark into excel_algos 2019-07-08 14:29:03 -04:00
Eric Harding dab4f5acbb Merged in SP-104-HCL (pull request #289)
[RTM] SP-104 HCL

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-07-08 18:28:44 +00:00
Eric Harding a20c53b23d Merged in SP-68-crash (pull request #292)
[RTM] SP-68 Fix crash on exit by not touching queue on windows.  insert_or_replace() is a no-op on windows anyway.

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-07-08 18:27:59 +00:00
Pedro Pinto 8206f457b5 Updated release notes. 2019-07-08 14:27:37 -04:00
Pedro Pinto d4e6d6293d Merge branch 'master' into SP-68-crash 2019-07-08 14:26:48 -04:00
Kevin Darby d1a2197ba4 Merged in fix_auth_tests2 (pull request #297)
RTM fix auth tests to respect difference betwen admin and trader login
2019-07-08 18:20:09 +00:00
Kevin Darby 369fb55e90 fix auth tests to respect difference betwen admin and trader login 2019-07-08 14:20:14 -04:00
Pedro Pinto 37dacff74d Fixed a bug in top update 2019-07-08 14:09:37 -04:00
Pedro Pinto d297b703c7 Merge branch 'master' into ticks_off 2019-07-08 13:36:53 -04:00
Kevin Darby 59c00203a9 Merge branch 'master' of bitbucket.org:bluetradesys/spark into excel_algos 2019-07-08 13:10:23 -04:00
Kevin Darby 33f533af9b set span to default off, hook up admin boolean to enforce span behind config key 2019-07-08 13:08:18 -04:00
Kevin Darby 085d6402f4 Merged in SPARK-2524-keycode_fixes (pull request #290)
RTM fixed SPARK-2524, allowing admin logins to not require a keycode session

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-07-08 16:26:51 +00:00
Pedro Pinto f4395ef833 Updated release notes. 2019-07-08 12:26:27 -04:00
Pedro Pinto e7a9412124 Updated release notes. 2019-07-08 12:21:39 -04:00
Pedro Pinto da4ee38abd Merge branch 'master' into SPARK-2524-keycode_fixes 2019-07-08 12:20:50 -04:00
Kevin Darby 706e5bc73b excel 2019-07-08 11:22:53 -04:00
Pedro Pinto af39fac368 Merge branch 'master' into SPARK-2524-keycode_fixes 2019-07-08 11:18:39 -04:00
Michael Harding 4f997505f3 Enforce Margin Limit in Spark Admin 2019-07-08 11:12:55 -04:00
Jake Norbut fcbb66361d Merged in SP-103_no_reset_on_agg_side_change (pull request #288)
RTM - SP-103 don't reset last when aggressor side changes

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-07-08 14:46:17 +00:00
Pedro Pinto fa16321691 Updated release notes. 2019-07-08 10:45:56 -04:00
Pedro Pinto ceb3542e15 Merge branch 'master' into SP-103_no_reset_on_agg_side_change 2019-07-08 10:30:25 -04:00
Jake Norbut 32e55d07ee Merged in SP-110_volume_tooltip_nit (pull request #295)
RTM - display tooltip again when re-entering same cell where tooltip was previouly closed

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-07-08 14:28:34 +00:00
Pedro Pinto e079acf91f Updated release notes. 2019-07-08 10:28:18 -04:00
Pedro Pinto fecedb203a Merge branch 'master' into SP-110_volume_tooltip_nit 2019-07-08 10:26:59 -04:00
Jake Norbut 6ac05a47e1 Merged in SP-103_bars_not_req (pull request #291)
RTM - SP-103 bars not required to show last text

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-07-08 14:15:36 +00:00
Pedro Pinto 36ed80dc87 Updated release notes. 2019-07-08 10:15:14 -04:00
Kevin Darby 6cf395199e working on visitor 2019-07-06 23:25:51 -04:00
Kevin Darby 1707c3268f excel formula grammar, antlr4 integration. Successful parse tree 2019-07-05 18:24:41 -04:00
John Colvin f5bbc4245f SP-111 / SP-113 Add ticks off parameter to top algo UI 2019-07-05 16:12:32 -05:00
Pedro Pinto 96fc54ff0f Added ticks_off to top algo server side. 2019-07-05 14:35:18 -04:00
Kevin Darby 25b69e4f7d fix small bug and add manual test 2019-07-05 13:29:22 -04:00
Kevin Darby d871ffca6d temporarily tie span enforcement to config while michael works 2019-07-05 12:59:41 -04:00
Jake Norbut 213567bcdb display tooltip again when re-entering same cell where tooltip was previouly closed 2019-07-05 11:49:34 -05:00
Kevin Darby b7e5c3a374 Merge branch 'span' of bitbucket.org:bluetradesys/spark into span 2019-07-05 12:30:10 -04:00
Kevin Darby ae4a8bbf46 more span 2019-07-05 12:28:58 -04:00
Taha Afzal 850386c1d4 Margin enforced in the limiter 2019-07-05 12:05:16 -04:00
Kevin Darby 2d4e94a636 Types.fs edited online with Bitbucket 2019-07-05 15:39:35 +00:00
Kevin Darby 9b73ad2486 playing with excel parsing 2019-07-05 11:06:19 -04:00
Pedro Pinto e447096733 Routed excess liquidity to OrderManager. 2019-07-05 11:00:42 -04:00
Jake Norbut cd68b95a3e add a mechanism for ignoring InlineUserProperty's force_override property 2019-07-05 08:19:05 -05:00
Kevin Darby 205eebb7da excel formulae 2019-07-04 23:43:22 -04:00
Kevin Darby ef4dc1fc65 more excel 2019-07-04 23:25:28 -04:00
Michael Harding ebad5b389f Fix Save button 2019-07-03 16:01:50 -04:00
John Colvin 160c49514a Merge remote-tracking branch 'origin/master' into SP-89-offset-algo 2019-07-03 14:38:50 -05:00
Michael Harding 4f7fcc5634 Move loss limits to the top of the limits page 2019-07-03 14:54:40 -04:00
Michael Harding 500e5b5fe4 Polling and commas 2019-07-03 14:19:51 -04:00
Michael Harding 9d924fa4ba Margin table formatting 2019-07-03 10:14:01 -04:00
John Colvin 092e63e300 OffsetAlgo attach impl (take 2) 2019-07-03 00:07:23 -05:00
Kevin Darby 4654cd4739 changes in margin workflow for webui 2019-07-02 18:29:10 -04:00
Kevin Darby f2f06d76de PR feedback 2019-07-02 17:43:28 -04:00
Kevin Darby 6bc293a58e add mic for DME 2019-07-02 17:35:29 -04:00
Kevin Darby fdb462eda4 simplify margin server states 2019-07-02 17:34:46 -04:00
Kevin Darby cc579034b2 fix bug in margin service 2019-07-02 17:05:22 -04:00
John Colvin 4b76e91757 SP-89 (pr edit) - 'can_consume_attachment()' returns false for 'Offset' 2019-07-02 15:48:24 -05:00
Eric Harding 8d34279ab0 SP-68 Fix crash on exit by not touching queue on windows. insert_or_replace() is a no-op on windows anyway. 2019-07-02 16:26:34 -04:00
John Colvin 7973b927a2 SP-89 (pr edit) - fwd price updates to child; cache update qty 2019-07-02 15:22:54 -05:00
Kevin Darby 6997aed9bd fixed SPARK-2524, allowing admin logins to not require a keycode session 2019-07-02 15:05:23 -04:00
Michael Harding b5d7d98098 Add DayPnL to SA Margin tab 2019-07-02 15:04:55 -04:00
Jake Norbut 8f22a326ab last on volume foreground text is now white 2019-07-02 14:01:50 -05:00
Jake Norbut b2c3488c5e draw volume numbers when bars not present 2019-07-02 14:01:07 -05:00
Michael Harding 23f10eac70 Add accountPnl to emptyMargin 2019-07-02 14:10:27 -04:00
Kevin Darby cb31269a70 added pnl impact to margin 2019-07-02 13:14:46 -04:00
Jake Norbut 5b75b8718a updating comment to reflect change 2019-07-02 11:14:01 -05:00
Eric Harding 5a256d4634 SP-104 PEBKAC buy with negative mult is nonsense 2019-07-02 11:55:55 -04:00
Jake Norbut db2de3e8c4 remove last_side; change StructLayout Size accordingly 2019-07-02 10:53:11 -05:00
Jake Norbut b9dcad9549 don't reset last trade size when aggressor changes 2019-07-02 10:52:21 -05:00
Jake Norbut ce104479e1 removing last_side; incrementing shm_version 2019-07-02 10:51:06 -05:00
Eric Harding 2d56eedf3e Bugfix in synthetic_book_merge_tests 2019-07-02 10:37:47 -04:00
Eric Harding 049381908c update gitignore 2019-07-02 10:34:28 -04:00
John Colvin 0067e52155 SP-89 (pr edit) - wait 4 mkt 2 launch; attach impl 2019-07-02 00:07:17 -05:00
Kevin Darby 8ed6d297a9 Merge branch 'master' of bitbucket.org:bluetradesys/spark into span 2019-07-01 18:01:34 -04:00
Kevin Darby 474401cddc new spreadsheet 2019-07-01 17:59:18 -04:00
Taha Afzal a06df5099a Merged in SP-24-loss-limit (pull request #285)
RTM SP-24 loss limit

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-07-01 21:44:41 +00:00
Pedro Pinto 8ddd5bdbb5 Merged with master 2019-07-01 17:06:00 -04:00
Taha Afzal 5cbe00beab Spread PNL is not counted towards the Account PNL 2019-07-01 16:33:56 -04:00
Kevin Darby 3ebcf9a270 example of join in excel 2019-07-01 16:21:38 -04:00
Jake Norbut 40cd826260 Merged in SP-79 (pull request #280)
RTM - SP-79 arrow indicator on last disappearing too fast

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-07-01 20:03:34 +00:00
Pedro Pinto 8bd63f11b1 Updated release notes. 2019-07-01 16:03:13 -04:00
Pedro Pinto 2198a8d6ed Merge remote-tracking branch 'origin' into SP-79 2019-07-01 16:02:15 -04:00
Pedro Pinto 8023dc7aa8 Merge branch 'master' into SP-79 2019-07-01 16:01:53 -04:00
John Colvin e2b0da8103 Merged in SP-78-miniob-settings (pull request #282)
RTM SP-78 In miniob settings changing the column width directly through the grid (i.e. not through the dialog) has no effect beyond the current popup.

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-07-01 19:36:01 +00:00
Pedro Pinto aea233d537 Updated release notes. 2019-07-01 15:35:07 -04:00
Pedro Pinto 5756c090f3 Merge remote-tracking branch 'origin' into SP-78-miniob-settings 2019-07-01 15:28:59 -04:00
John Colvin 5ab0acb0ef Merged in SP-81-private-synths (pull request #284)
RTM SP-81 private synths

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-07-01 19:28:00 +00:00
Pedro Pinto 3950e5b634 Updated release notes. 2019-07-01 15:27:29 -04:00
Pedro Pinto 7ce8f1ed97 Updated release notes 2019-07-01 14:57:00 -04:00
Michael Harding 5d53492ab5 Merged SP-38-span-admin into span 2019-07-01 14:53:52 -04:00
Michael Harding 90fd5bd382 Handle save errors better 2019-07-01 14:52:40 -04:00
Michael Harding beff060a4f Update unchanged margin values 2019-07-01 14:27:44 -04:00
Michael Harding bc3418734f Span Columns and Formatting 2019-07-01 13:22:27 -04:00
Michael Harding ab255c8777 update ui.fsproj 2019-07-01 12:51:17 -04:00
Michael Harding cc2bde1064 Merged span into SP-38-span-admin 2019-07-01 12:43:16 -04:00
Michael Harding 94d66a8e99 Add Margin tab to Spark Admin 2019-07-01 12:40:16 -04:00
Taha Afzal 92f08b89cc Added a sub test to the clip limits test to verify that spread clip limits are independent of futures 2019-07-01 09:01:46 -04:00
Taha Afzal 02769479ea SP-74 bundled into this (it was a small change) 2019-06-30 22:45:29 -04:00
John Colvin 4ada322c56 bring back OffsetOrder gui in ladder/ticket 2019-06-30 12:56:59 -05:00
John Colvin 7de7f6e496 remove old OffsetOrder.cpp/h, replace with new OffsetAlgo in CMakeDeps 2019-06-30 12:47:05 -05:00
John Colvin 0700e9e80d SP-89 Port Offset order to new api 2019-06-29 16:10:34 -05:00
Taha Afzal ccca85d1c5 loss limit manual test updated 2019-06-27 15:46:44 -04:00
Taha Afzal 60e933fca9 SOD also indexes its data on account_id, Cleaned up Limiter's account_data (there was an overlap, after introducing Loss limit related PNL data) 2019-06-27 15:20:12 -04:00
Taha Afzal e2aa6034ab merging master 2019-06-26 20:22:05 -04:00
Taha Afzal 8b4c64e8f4 PositionServiceServer not indixes the state based on account_id istead of names 2019-06-26 19:34:46 -04:00
John Colvin b5ea399e7e WorkspacesDialogView - remove 'Is Shared' checkbox 2019-06-26 15:22:14 -05:00
John Colvin 62baa6aa31 MEFExport UserTuple does not need a contract name 2019-06-26 14:19:49 -05:00
John Colvin 87433aa7c3 add comment for 'KnownUsers' prop 2019-06-26 13:41:37 -05:00
John Colvin 3252cab4bb SP-80 / SP-88 Login dialog should not expose user names (because they are private) 2019-06-26 13:22:02 -05:00
John Colvin fbe9b570a3 (forgot to run 'git add' again) 2019-06-26 12:43:48 -05:00
John Colvin 1bcb209961 remove unused delegate type, and worthless commented line 2019-06-26 11:42:47 -05:00
John Colvin b0726ad3ea just noticed some iobservables in OrderBookVM without OnDispatcher()s (adding them preemptively) 2019-06-26 11:40:10 -05:00
John Colvin e0ba27a0a9 SpreaderModel - remove unneccesary 'async/await' wrappers 2019-06-26 11:40:07 -05:00
John Colvin 345e45c5bf MEFExport UserTuple 2019-06-26 10:28:05 -05:00
John Colvin 490add84d9 replace magic consts w/ regular consts 2019-06-25 23:19:20 -05:00
John Colvin 94fc2c4248 refactor LoginModel.Exports -> LoginContainer.Exports 2019-06-25 23:18:43 -05:00
John Colvin 8a7e2db4ac SP-80 / SP-81 Synths should be private 2019-06-25 19:01:57 -05:00
John Colvin 71c576bbc0 SP-80 / SP-82 Algos should be private 2019-06-25 17:05:41 -05:00
John Colvin 2e4dff4d91 SP-76 In miniob settings, the miniob's width seems to have a minimum that does not reflect the currently displayed columns 2019-06-25 16:20:08 -05:00
John Colvin 73336df814 SP-78 In miniob settings changing the column width directly through the grid (i.e. not through the dialog) has no effect beyond the current popup. 2019-06-25 16:04:24 -05:00
Michael Harding 633edb43eb wait longer for the system to have products 2019-06-25 14:36:52 -04:00
Pedro Pinto f4add8d464 Merged in fix_service_init_concurrency (pull request #281)
Fix service init concurrency

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2019-06-25 16:44:35 +00:00
Pedro Pinto 894335d019 Updated release notes 2019-06-25 12:29:56 -04:00
Pedro Pinto 0fc977f5d3 Merged with master 2019-06-25 12:29:02 -04:00
Pedro Pinto 3d70d35b99 Changed Run.cpp to defer qbus dispatch past service initialization. 2019-06-25 12:08:20 -04:00
Pedro Pinto 66307edf91 Added a deferred start option to qbus. 2019-06-25 12:08:00 -04:00
Taha Afzal e3e525819e Merged in SPARK-2506_qho_ib_2 (pull request #279)
RTM
2019-06-25 15:03:53 +00:00
Pedro Pinto ece25dd946 Updated release notes. 2019-06-25 10:04:14 -04:00
Pedro Pinto 24f824fd81 Downgraded logging message. 2019-06-25 10:04:04 -04:00
Pedro Pinto 7d992c84ab Merge branch 'master' into SPARK-2506_qho_ib_2 2019-06-25 09:53:45 -04:00
Pedro Pinto 1cce474485 Suppressed updates on completed/canceled orders 2019-06-25 09:51:51 -04:00
Taha Afzal 7186c0349b Added logs for order callbacks on QueueHolderOrder 2019-06-24 20:17:29 -04:00
John Colvin 3d829da004 Merged in SP-49-miniob-settings (pull request #277)
RTM SP-49 miniob settings
2019-06-24 23:48:57 +00:00
John Colvin f20fd2136e SP-78 miniob settings - column width adjustments made directly through the grid should be saved in settings 2019-06-24 17:50:30 -05:00
John Colvin 30ce85b70f fix typo in AlgoID.Equals(object) 2019-06-24 17:41:42 -05:00
John Colvin fc7a04a805 LadderSettings must assign show_warn_on_cross in the constructor with the default value since it is 'true' 2019-06-24 16:58:26 -05:00
Jake Norbut 6d96c0e2a0 fix cross check 2019-06-24 16:52:18 -05:00
Pedro Pinto ae913962b3 Updated release notes 2019-06-24 17:41:04 -04:00
Pedro Pinto b52f6fdc24 Merge remote-tracking branch 'origin' into SP-49-miniob-settings 2019-06-24 17:24:27 -04:00
Taha Afzal 29d14404e6 PositionService has access to AdminService to resolve accounts now 2019-06-24 17:15:04 -04:00
John Colvin d13f1b04ed LadderWindowFactory - actually dispose the settings subscription when ladder closes 2019-06-24 16:06:11 -05:00
John Colvin 8d234d9b8b LadderSettingsView - 'Auto Clear' default value checkbox's checkmark was backwards 2019-06-24 15:32:22 -05:00
John Colvin d261d6fc31 LadderSettingsView - fix 'Order Quantities' tab 'hint text' vertical alignment (apparently RowDefinition.Height is a just a suggestion to wpf - using MaxHeight now) 2019-06-24 14:52:23 -05:00
John Colvin 343bf25aaf ShellSettingsDialog - increase LadderSettingsView width to fit all tabs in 1 row 2019-06-24 14:47:42 -05:00
John Colvin 0f93757506 Merge remote-tracking branch 'origin/SP-51_cross_warning' into SP-49-miniob-settings 2019-06-24 14:42:26 -05:00
Taha Afzal 60b7966f2f Loss limit manual test 2019-06-24 15:33:47 -04:00
John Colvin 6cad454f9e Merged in ladder-settings-round2 (pull request #273)
RTM Ladder settings round2

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-06-24 19:32:05 +00:00
Pedro Pinto b3f6649e7f Updated release notes. 2019-06-24 15:30:26 -04:00
Jake Norbut 1059351334 adding the settings_subscription to be disposed; fixes swallowed NullRef; not directly related to this branch 2019-06-24 14:15:53 -05:00
John Colvin 3263cc840a SP-77 in miniob settings, changing the column order does not seem to have an effect 2019-06-24 14:15:50 -05:00
Pedro Pinto 8d0e93a311 Merge remote-tracking branch 'origin' into ladder-settings-round2 2019-06-24 15:04:29 -04:00
Jake Norbut 179ee000a3 adding case for when the ladder is first brought up and the market has not yet moved 2019-06-24 14:02:24 -05:00
Jake Norbut 43129427f6 fix arrow disappearing from non-Last-based renders 2019-06-24 13:20:38 -05:00
Pedro Pinto f49d73640e Merge remote-tracking branch 'origin' into SPARK-2506_qho_ib_2 2019-06-24 14:18:34 -04:00
Jake Norbut 7afe1e103d refactor string formatting out of LadderRender 2019-06-24 13:18:29 -05:00
Jake Norbut c1b701ff2b Merged in SP-73 (pull request #274)
RTM - add null check on LadderVM

Approved-by: John Colvin <john.colvin@bluetradesys.com>
2019-06-24 18:16:37 +00:00
John Colvin 06ca15ccac Merged in SP-75-ladder-security (pull request #275)
RTM SP-75 OrderBook's Ladder uses actual selected order's to get security (not roots)

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-06-24 18:15:15 +00:00
Pedro Pinto 027efa9d2a Updated release notes 2019-06-24 14:14:35 -04:00
Pedro Pinto 026695d0d1 Merged with master 2019-06-24 14:01:09 -04:00
Jake Norbut 50775b3925 Merged in SP-50-prime (pull request #278)
SP-50 prime last trade accumulation

Approved-by: John Colvin <john.colvin@bluetradesys.com>
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-06-24 17:59:31 +00:00
Pedro Pinto c695b43647 Updated release notes. 2019-06-24 13:58:13 -04:00
John Colvin 56ace9514a MiniOrderBook - set 'Cancel' column [default]width to 37, give other 'magic consts' widths fields in DefaultColumnWidths 2019-06-24 11:48:06 -05:00
Taha Afzal 7c6a26ebd9 All hooked up, on updates, loss limit is checked only on size increases 2019-06-23 19:25:06 -04:00
John Colvin c6c1659953 ShellSettingsDialog - adjust dialog skrit margin to stretch to the edges of the window 2019-06-23 13:36:59 -05:00
John Colvin dc696e9468 ShellSettingsDialog uses 'Admin' icon (gears) 2019-06-23 13:19:18 -05:00
John Colvin a6189d910c ShellSettingsDialog - apply NegativeResizeBorderThickness margin to content root (not just dialog skirt) 2019-06-23 12:25:01 -05:00
John Colvin 049cc69a4f settings dialogs title matches actual shell window titles 2019-06-23 12:18:10 -05:00
Taha Afzal b2766c283d Setting account id in PositionUnit 2019-06-22 22:05:32 -04:00
John Colvin 0b14b048e4 fix ViewModelBase.backing<string>() conflicts between 'string default_value' arg and 'string[] params invalidating props' 2019-06-22 17:26:07 -05:00
John Colvin ffc03a4055 ExpanderToggleButton was getting clipped in GridSettingsEditor 2019-06-22 16:56:45 -05:00
John Colvin 992eb7b104 added 'ImmutableHeader' flag for MiniOB 'Commit' column 2019-06-22 16:47:37 -05:00
John Colvin 314eca0e89 GridSettings - fix DefaultValue attributes/list initialization 2019-06-22 16:41:17 -05:00
John Colvin 626ec79af4 SortingCriteria implements IEquatable 2019-06-22 16:38:02 -05:00
John Colvin 953272b231 GridSettings (Simple)ColumnVM - remove unneccesary Property<T>s, simplify flags logic 2019-06-22 16:38:02 -05:00
John Colvin 4c185093bb make ShellSettingsDialog resizable 2019-06-22 16:38:02 -05:00
Pedro Pinto 6b5b4ea2b1 Merge branch 'SP-24-loss-limit' of bitbucket.org:bluetradesys/spark into SP-24-loss-limit 2019-06-22 16:30:39 -04:00
Pedro Pinto 6f7c6db918 Updated fill account_id in FillStore. 2019-06-22 16:29:55 -04:00
Taha Afzal a1ead3d1c1 cpp routed correctly now 2019-06-22 14:24:15 -04:00
Taha Afzal 1fc35ee3cd Merge branch 'SP-24-loss-limit' of bitbucket.org:bluetradesys/spark into SP-24-loss-limit 2019-06-21 18:43:31 -04:00
John Colvin af576bbee7 SP-37 / SP-49 Add miniob settings to ladder settings 2019-06-21 17:29:16 -05:00
John Colvin 7b9ed4326a DragDropListBox - null check AdornerLayer 2019-06-21 17:27:42 -05:00
John Colvin 615e585c82 simplify mini ob editable price/qty column insertion 2019-06-21 17:21:32 -05:00
Taha Afzal a014dcc984 abstracted _get_handle in PositionServicePNLHelper::HandleIndex 2019-06-21 17:58:08 -04:00
John Colvin 42645f1246 OrderBookGridSettings.with() was dropping algo_tree_display_mode value 2019-06-21 16:26:29 -05:00
Taha Afzal 1c5507a3f4 QueueHolderOrder's QHOOrderManager kills the spurious price/qty updates 2019-06-21 16:09:19 -04:00
Eric Harding a92dd5a841 SP-50 last_trade accumulation 2019-06-21 15:21:57 -04:00
Eric Harding 91a6c946f8 SP-50 last_trade should accumulate trades at the same price 2019-06-21 14:25:15 -04:00
John Colvin cfbd7855a5 OrderBookVM - remove a few unused methods 2019-06-21 11:51:15 -05:00
John Colvin 00e9862844 refactor 'begin_update()' -> 'defer_updates()' for consistency's sake 2019-06-21 11:46:31 -05:00
John Colvin 4d413fb92c OrderBook - remove security->security_md conversion logic from OrderParamsAggregator, get rid of SelectedSecurityMon 2019-06-21 11:45:19 -05:00
Pedro Pinto 6e07a0c109 Fixed build. 2019-06-21 11:51:20 -04:00
Pedro Pinto e936b80dc6 Forwarded pnl updates to order manager. 2019-06-21 11:45:50 -04:00
Taha Afzal 4046f82e06 refactoring accidentally omitted conditional check 2019-06-21 08:35:40 -04:00
Taha Afzal 699a6526f5 Merge branch 'master' into SPARK-2506_qho_ib_2 2019-06-20 21:53:10 -04:00
Taha Afzal 12a4c67e4d Modified SingleLegQuoter::_compute_price_quantity to deal with show qty and qho 2019-06-20 21:52:06 -04:00
Jake Norbut e9562b55f3 pr refactoring 2019-06-20 20:16:32 -05:00
Jake Norbut 43735e1dab adding icon param Confirm overload 2019-06-20 20:16:12 -05:00
John Colvin 930723dd0e move ObservableExtensions into spark_core 2019-06-20 18:15:56 -05:00
John Colvin 3e4ee9d6b6 abstract SelectedParamsMon out of OrderBookVM into new class 'OrderParamsAggregator' 2019-06-20 17:11:55 -05:00
John Colvin c771aea311 RefCountMap implements IDictionary/IReadOnlyDictionary 2019-06-20 16:53:16 -05:00
Jake Norbut 7b35467d59 adding warn on cross message box for the approparite criteria 2019-06-20 15:12:01 -05:00
Jake Norbut 192354946d exposing a couple settings as readonly properties so we don't have to expose the entire settings object 2019-06-20 15:09:15 -05:00
Jake Norbut 1eacb7f0f0 adding new Safety Checks tab on which Warn on Market Cross is found 2019-06-20 15:07:16 -05:00
Jake Norbut d0695fd5d7 adding show_warm_on_cross to LadderSettingsVM 2019-06-20 15:05:46 -05:00
Jake Norbut ad8377d13f adding show_warn_on_cross to LadderSettings 2019-06-20 15:04:39 -05:00
Pedro Pinto 60ab67213f Ran clang format. 2019-06-20 15:57:09 -04:00
Pedro Pinto 4055a06601 Merged master 2019-06-20 15:28:27 -04:00
John Colvin 883582630d SP-75 OrderBook's Ladder uses actual selected order's to get security (not roots) 2019-06-20 14:01:47 -05:00
Jake Norbut e7728203cf PR feedback 2019-06-20 12:04:40 -05:00
Jake Norbut dd8586133f add null check on LadderGridHost and LadderVM 2019-06-20 10:18:39 -05:00
Kevin Darby e47af3d7bd update api docs 2019-06-20 10:34:06 -04:00
John Colvin f4aa5cfa8c sec picker in Ladder/Orderbook settings dialogs does not change security when cancel clicked 2019-06-20 00:10:52 -05:00
John Colvin bc3f2db0f9 add OK/Cancel buttons to sec pickers in ladder/orderbook settings dialogs 2019-06-19 19:56:20 -05:00
John Colvin ed08cb11d7 convert ContractPickerPopup ok/cancel actions to events 2019-06-19 19:43:53 -05:00
Pedro Pinto 719d460372 Merged with master 2019-06-19 16:59:50 -04:00
John Colvin 7b0549c4cb (forgot to add 'GlbxIceberg' case when fitting non-synth algos to synth ladders) 2019-06-19 15:47:16 -05:00
John Colvin 2ee0568159 ShellSettingsDialog - added 'not applicable to custom' tooltip for security picker menu item 2019-06-19 15:37:46 -05:00
John Colvin df907fcb96 SPARK-2521 / SPARK-2522 rename 'Local' -> 'Custom' (take 2) 2019-06-19 15:37:46 -05:00
John Colvin b945f9f090 Ladder Profles - synth ladders convert all non-synth default_algos to 'Spreader' 2019-06-19 15:37:46 -05:00
Jake Norbut 4cebe8b6be updating mini ob manual test 2019-06-19 15:25:46 -05:00
Jake Norbut c899904f3a Merged in miniob_deselect (pull request #272)
fixing unselect all
2019-06-19 20:20:50 +00:00
Jake Norbut 8e6ccd5b1b fixing unselect all 2019-06-19 15:16:42 -05:00
Taha Afzal 32eeeee94f Adding logs and removing the show qty hardcoded value in QHO 2019-06-19 16:00:23 -04:00
Pedro Pinto 007054f2b8 Updated release notes. 2019-06-19 15:45:54 -04:00
Jake Norbut 43822134e3 Merged in mini_ob_ireqeustrowselection (pull request #271)
miniob / DIYGrid - keep selected_rows in sync with row_vm.IsSelected

Approved-by: John Colvin <john.colvin@bluetradesys.com>
2019-06-19 19:26:08 +00:00
John Colvin 68c1415cf8 Merged in SPARK-2489-ladder-settings (pull request #270)
SPARK-2489 ladder settings

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
2019-06-19 19:16:25 +00:00
John Colvin d9b25fb778 threadstatic fields cannot be initialized inline 2019-06-19 14:10:50 -05:00
John Colvin 0a3e12e012 SPARK-2521 / SPARK-2522 rename 'Local' -> 'Custom' 2019-06-19 14:10:50 -05:00
John Colvin 8b33c7fb5c Ladder Profile's 'default_algo' is fit to the security type (allows profiles to be shared between outrights/synths) 2019-06-19 14:10:50 -05:00
Pedro Pinto 831b042c35 Updated release notes. 2019-06-19 15:04:29 -04:00
Pedro Pinto c9af55f59d Fixed clang build. 2019-06-19 14:56:07 -04:00
Pedro Pinto 056176ff47 Hide Cover in the lader when its done with its child. 2019-06-19 14:55:39 -04:00
Pedro Pinto 297a925f22 Fixed a bug in cover where cover would not terminate properly. 2019-06-19 14:54:16 -04:00
John Colvin 11ca6326f3 refactor 'AlgoID.from_order_def' -> 'AlgoID.from_custom_def' 2019-06-19 13:19:09 -05:00
Kevin Darby c3c427742d Merge branch 'master' of bitbucket.org:bluetradesys/spark into span 2019-06-19 13:34:52 -04:00
Jake Norbut efa78ee5fc OrderBookVM now implements IRequestRowSelection and appropriately invokes it via all_rows_selected setter 2019-06-19 09:15:38 -05:00
Jake Norbut c52b98d17c DIYGrid now hooks up to request_selection event and passes that along to the underlying row presenter's SetSelectedItems 2019-06-19 09:13:55 -05:00
Jake Norbut 06506be398 Exposing a public SetSelectedItems that calls the protected ListBox equivalent 2019-06-19 09:11:34 -05:00
Jake Norbut d951942a95 Creating new interface to handle the select all checkboxbox in the mini ob the right way 2019-06-19 09:06:28 -05:00
Michael Harding 1f99cc68f8 Re: the 5:30 problem 2019-06-19 09:51:59 -04:00
Michael Harding d4f27a65f5 Harden system tests against 5:30PM 2019-06-19 09:37:15 -04:00
John Colvin 2b3901fdbe dispose LadderSettingsDialog viewmodel when window closes 2019-06-18 22:44:16 -05:00
John Colvin fa51d7f441 LadderSettingsView - abstract magic const out into StaticResource 2019-06-18 22:14:29 -05:00
John Colvin 2bc54b0dbb LadderSettingsView - 'Market Price/Size' tab Grid.IsSharedSizeScope=True 2019-06-18 19:52:38 -05:00
John Colvin 5b767482d7 LadderSettingsView - rearrange GroupBoxes in 'Left Panel' tab 2019-06-18 19:52:20 -05:00
John Colvin 8594708073 LadderVM.get_save_state - null check for order_properties_vm 2019-06-18 18:47:24 -05:00
John Colvin ac4cdc0e2d Merge remote-tracking branch 'origin/master' into SPARK-2489-ladder-settings 2019-06-18 18:09:08 -05:00
John Colvin c66dfdaf27 LadderSettingsView - add 'Auto Clear' value checkbox, minor style tweaks 2019-06-18 18:00:18 -05:00
Michael Harding 83c432d8e2 Merged in SP-34-loss_limit_admin (pull request #268)
SP-34: Add Loss Limit to Spark Admin

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-06-18 21:25:47 +00:00
Pedro Pinto dcd42367e1 Updated release notes. 2019-06-18 17:14:55 -04:00
Jake Norbut 1fd4212a4e Merged in mini_ob_perf (pull request #266)
mini-ob - delaying popup Child control creation until approparite button is actually clicked

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-06-18 21:12:13 +00:00
Pedro Pinto aa5b88e1a2 Merge branch 'master' of bitbucket.org:bluetradesys/spark 2019-06-18 17:07:16 -04:00
Pedro Pinto 3f86968937 Rejected stop and stop limit orders until we can fix them. 2019-06-18 17:06:55 -04:00
Kevin Darby 0385376d04 Merged in fix_auth_tests (pull request #267)
fix auth tests

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-06-18 20:55:38 +00:00
Kevin Darby 914ec09b4f fix auth tests 2019-06-18 16:44:54 -04:00
Michael Harding 6a4930767b SP-34: Add Loss Limit to Spark Admin 2019-06-18 16:32:14 -04:00
Kevin Darby fd106559da Merged in key_codes (pull request #253)
RTM: Key codes
2019-06-18 20:16:31 +00:00
Pedro Pinto a1270fb928 Updated release notes. 2019-06-18 16:15:49 -04:00
John Colvin 1f8b0bf1e6 in profile settings dialog, revert restores the 'persisted' profile (not necessarily the same value from when the dialog was opened) 2019-06-18 15:03:55 -05:00
John Colvin 292acd64e6 Merge remote-tracking branch 'origin/master' into SPARK-2489-ladder-settings 2019-06-18 14:44:26 -05:00
John Colvin 453f70259a AlgoID.from_algo_key was losing dynamic type name 2019-06-18 14:24:44 -05:00
John Colvin 18a80516d5 SPARK-2489 / SPARK-2499 eliminate 'window specific settings,' treat all props like regular settings 2019-06-18 14:24:43 -05:00
Kevin Darby 685e69adcc Merge branch 'key_codes' of bitbucket.org:bluetradesys/spark into span 2019-06-18 15:21:10 -04:00
Kevin Darby 1ebd0e8d62 Merge branch 'master' of bitbucket.org:bluetradesys/spark into key_codes 2019-06-18 15:08:13 -04:00
Kevin Darby c09ef31061 Added a warning message and facility to allow concurrent logins in a keycode 2019-06-18 15:07:08 -04:00
John Colvin 613ba8004d LadderView - make Min/MaxZoomFactor consts (were StaticResources) 2019-06-18 13:55:08 -05:00
John Colvin a1ffc24ed9 LadderVM - size_calculator uses shared settings subscription 2019-06-18 13:55:07 -05:00
John Colvin c40055dd2f SPARK-2493 Add multiple profiles for ladder settings 2019-06-18 13:55:07 -05:00
Jake Norbut 163b77ff84 mini-ob - delaying popup Child control creation until approparite button is actually clicked 2019-06-18 13:29:49 -05:00
Pedro Pinto 1b1129320a Merged in SP-22-expose-hidden-badge-facility-in-ap (pull request #265)
RTM. SP-22 expose hidden badge facility in ap

Approved-by: Taha Afzal <taha.afzal@bluetradesys.com>
2019-06-18 17:39:21 +00:00
Kevin Darby 589476eb02 Merge branch 'master' of bitbucket.org:bluetradesys/spark into key_codes 2019-06-18 13:34:06 -04:00
Taha Afzal fe2b167fd5 Merge branch 'master' into SPARK-2506_qho_ib_2 2019-06-18 12:06:23 -04:00
Pedro Pinto fd0e1dfb0e Updated release notes. 2019-06-18 12:01:09 -04:00
Pedro Pinto e95eb4a749 Merged with master 2019-06-18 11:59:30 -04:00
Michael Harding 8fb13bd3c3 Merged in spreader_lean_qty (pull request #264)
Spreader lean qty
2019-06-18 14:17:21 +00:00
Jake Norbut 9cfa229b04 Merged in SPARK-2519 (pull request #262)
RTM - mini ob - select/unselect all checkbox in header

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-06-18 14:10:06 +00:00
Jake Norbut 72e7901145 Merged in SPARK-2509 (pull request #260)
RTM - SPARK-2509 - distinguish buy and sell better in fills window

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2019-06-18 14:09:25 +00:00
Michael Harding c2788e4d61 Harden wait_for_orders_service_ready 2019-06-18 09:58:54 -04:00
Michael Harding 0b5d2bd4dc Fix null security Id 2019-06-18 09:58:08 -04:00
Jake Norbut 98006a07e8 PR - refactoring - eliminating init_brush in favor of implicit BTSColor to frozen Brush operator 2019-06-18 08:04:15 -05:00
Jake Norbut 420273b861 Merge branch 'SPARK-2509' of bitbucket.org:bluetradesys/spark into SPARK-2509 2019-06-18 07:53:34 -05:00
Jake Norbut 09ed017bf2 BTSColors - no need to explicity freeze when we have an implicit operator that can do so, thx Eric 2019-06-18 07:52:55 -05:00
Taha Afzal 04fbcc49b1 Merge branch 'SPARK-2506_qho_ib_2' of bitbucket.org:bluetradesys/spark into SPARK-2506_qho_ib_2 2019-06-17 18:18:49 -04:00
Taha Afzal 32229e3236 removing the hard coded values now that it is hooked to the ui 2019-06-17 18:18:41 -04:00
Kevin Darby e9f61dc3c0 added get_excess_liquidity_report rpc for adminui 2019-06-17 18:15:05 -04:00
Jake Norbut f13949ed0f removing Minimum property on ShowQuantity template 2019-06-17 16:49:16 -05:00
Kevin Darby f329470165 added spreadsheet to help test span 2019-06-17 16:49:21 -04:00
Jake Norbut f2b7e692f8 ShowQuantity param now defaults to 1 and the associated TickUpDownUint has a min of 1 as well 2019-06-17 14:49:39 -05:00
Jake Norbut 2cff906c5f adding minimum maximum properties to TickUpDownUint; adding uint overload for within_range 2019-06-17 14:47:48 -05:00
Jake Norbut f711715350 don't allow parameter modification unless the checkbox is checked 2019-06-17 14:43:28 -05:00
Pedro Pinto 8116700737 Updated release notes. 2019-06-17 14:31:39 -04:00
Pedro Pinto f902f163de Merge branch 'master' into SPARK-2509 2019-06-17 14:30:33 -04:00
Pedro Pinto d06bef463b Merged SP-42-manual-fills-should-not-go-into-so into master 2019-06-17 14:07:02 -04:00
Pedro Pinto 38db7b28e0 Updated manual test. 2019-06-17 14:05:11 -04:00
Taha Afzal e76a72e3e6 Merge branch 'master' into SPARK-2506_qho_ib_2 2019-06-17 13:37:48 -04:00
John Colvin 485991b046 LadderSettingsVM - assume algos in settings proto exist (avoid 'deleting' favs when create is called before first algo-TableUpdate arrives) 2019-06-17 12:32:57 -05:00
Michael Harding 63cd653ffd Merged master into spreader_lean_qty 2019-06-17 13:10:59 -04:00
Michael Harding cb0ec5f3b9 match sparkdata discovery 2019-06-17 13:08:59 -04:00
Taha Afzal 64e7921280 Lean Algo hides its badge once it has fired 2019-06-17 13:07:16 -04:00
Michael Harding e5d31d3c89 match sparkdata discovery, remove use_onixs: false 2019-06-17 12:58:21 -04:00
Jake Norbut 219da9b22a mini ob - select/unselect all checkbox in header 2019-06-17 11:50:43 -05:00
Pedro Pinto b3bff8ecc3 Updated release notes. 2019-06-17 11:02:01 -04:00
Pedro Pinto c1fb53ff06 Merge branch 'master' into SP-42-manual-fills-should-not-go-into-so 2019-06-17 11:01:11 -04:00
Michael Harding 220af155a9 Merged in Documentation (pull request #259)
Move system requirements to Docs
2019-06-17 14:58:07 +00:00
Pedro Pinto e7286e305d Updated release notes. 2019-06-17 10:57:33 -04:00
Pedro Pinto 770b857f90 Merge branch 'master' into Documentation 2019-06-17 10:56:35 -04:00
Jake Norbut 4b9e4b25c7 Merged in miniob_vnext (pull request #258)
Mini OrderBook client demo feedback
2019-06-17 14:53:50 +00:00
Pedro Pinto 0f87973ee2 Updated release notes. 2019-06-17 10:53:22 -04:00
Pedro Pinto b6790aa7f5 Merge branch 'master' into miniob_vnext 2019-06-17 10:44:57 -04:00
Kevin Darby d7d319f1e3 fixed span timing 2019-06-17 10:43:27 -04:00
Pedro Pinto 6adbfda6c4 Merged in SP-40-cover-should-be-more-decoupled-fro (pull request #261)
RTM. SP-40 cover should be more decoupled fro

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2019-06-17 14:42:51 +00:00
Pedro Pinto fef5b4edaa Updated release notes. 2019-06-17 10:42:05 -04:00
Pedro Pinto e8cccdb1c0 Changed manual fills to show in day rather than SOD. 2019-06-17 10:15:52 -04:00
Pedro Pinto 19dc7f8915 Fixed a bug in visibiliy control API and changed Join to hide itself 2019-06-17 09:59:03 -04:00
Pedro Pinto 69f61757c4 Added API support for ladder visibility control. 2019-06-17 09:47:02 -04:00
Taha Afzal cddadcb278 PositionService exposes new streaming calls pnl_data and pnl_account_data to get detailed and summary pnls 2019-06-16 22:02:16 -04:00
John Colvin 666765ffbb LadderSettingsVM implements IObservable<LadderSettings> 2019-06-16 20:43:57 -05:00
John Colvin 82a9b4521a DisposableViewModelBase - in subscribe(), use the _property_changed_demuxer via the property (which lazily inits the backing) 2019-06-16 20:33:35 -05:00
John Colvin 7c329ceebe DisposableViewModelBase - initialize '_observable_properties' lazily in property getter 2019-06-16 20:33:35 -05:00
Kevin Darby 419833d398 slight timing issue with span 2019-06-14 18:10:41 -04:00
Jake Norbut 0f88144fd6 adding new ShowQuantity Enabled + Quantity models 2019-06-14 14:55:15 -05:00
Jake Norbut abe35bddf0 adding ShowQuantity (and params) 2019-06-14 14:54:22 -05:00
Jake Norbut cd262cd66c Adding Show Quantity ParameterSection 2019-06-14 14:52:59 -05:00
Jake Norbut 0133cc8aa5 Adding ShowQuantity Defaults 2019-06-14 14:52:23 -05:00
Pedro Pinto 66d05c63af Made cover cancel behaviour parameterizable.
This implements the server side only, the UI does not expose this
configuration so effectively the behaviour right now is
hard-coded until we get around to adding the UI.
2019-06-14 14:25:04 -04:00
Kevin Darby 9883553fb5 MarginService 2019-06-14 11:21:09 -04:00
Pedro Pinto bc3ab563bf Changed Cover to detach its hedges when canceled. 2019-06-14 10:58:33 -04:00
Pedro Pinto ed23bc7e2b Enhanced the API to allow algos to implement custom cancel handling 2019-06-14 10:50:34 -04:00
Pedro Pinto 3dda3e7f75 Allow cover order to continue even if hedgding child is canceled. 2019-06-14 10:44:38 -04:00
Pedro Pinto ff461d42b8 Merge branch 'master' into prod 2019-06-14 10:13:40 -04:00
Jake Norbut d678d202c1 PR rename on_row_updated 2019-06-14 09:04:09 -05:00
Jake Norbut ad0b1756b1 PR rename on_row_unselected 2019-06-14 09:03:07 -05:00
Jake Norbut f34f718c72 PR rename on_row_selected 2019-06-14 09:02:24 -05:00
Jake Norbut 213fb1de59 PR refactoring cancel 2019-06-14 09:00:30 -05:00
Jake Norbut e8d799a0f6 PR refactoring detach 2019-06-14 09:00:17 -05:00
John Colvin bef46390be ContractPickerPopup - remove automatic Header binding, so callers may override it 2019-06-13 16:54:42 -05:00
Kevin Darby be5d037ca9 span works again 2019-06-13 17:52:47 -04:00
Jake Norbut 4edd804b3c forgot to remove this when I took the resource out 2019-06-13 16:15:22 -05:00
Jake Norbut 86733747f1 getting rid of the ListBoxItem template and just going with the converter 2019-06-13 15:58:40 -05:00
Jake Norbut 5202300fb1 ActualWidth for total visible width down in the HighPerformanceRow per John 2019-06-13 15:58:12 -05:00
Taha Afzal 21f5fd919d Changes in the API for Loss Limit and new parameter in the account to enforce that limit 2019-06-13 15:37:43 -04:00
Jake Norbut 7aae61decd Cleanup related to new RenderTextColumn func; deleting classes, etc 2019-06-13 14:14:45 -05:00
Jake Norbut 64f78e6077 RenderColumn now accepct a Func for background brush 2019-06-13 14:11:53 -05:00
Jake Norbut 318ea5909c adding new brushes to be references from xaml; misc helper function 2019-06-13 13:32:29 -05:00
Jake Norbut 83190b437a defining a new RowStyle for the fills grid that uses a converter based on side 2019-06-13 13:31:33 -05:00
Michael Harding 5a54b37af7 Move system requirements to Docs 2019-06-13 13:07:42 -04:00
Michael Harding 12dd3909bf Fix documentation deploy 2019-06-13 12:49:13 -04:00
Michael Harding 64fd8addb2 Update Lean qty factor shell script 2019-06-13 09:38:11 -04:00
John Colvin 5ddb0f92ea ObservantCommand impl was not updating 'CanExecute' 2019-06-13 00:26:05 -05:00
John Colvin 69f3f1f467 normalize line endings in Converters.xaml (why does it feel like i've done this before?) 2019-06-12 23:47:26 -05:00
John Colvin be42f9e583 general purpose ToolBar view 2019-06-12 23:46:50 -05:00
John Colvin 6d069f5174 added ListExtensions.WrapSkip() (returns an IList impl that skips the first n items in the source list) 2019-06-12 23:46:14 -05:00
John Colvin 7a31adcc1e added DictionaryHelper.key_comparer<TKey, TValue>() 2019-06-12 23:45:52 -05:00
John Colvin 512175966d KeyedStyleSelector._try_get_item_key returns false if key is found but null 2019-06-12 23:45:19 -05:00
John Colvin 67de7c5a33 clean up Spark.csproj 2019-06-12 23:44:52 -05:00
John Colvin 8add53a559 move/rename 'WindowSettingsDialogVM' -> 'ShellSettingsDialogVM' 2019-06-12 23:44:18 -05:00
John Colvin 3e7e572763 move/rename 'SimpleGridSettingsDialog' -> 'ShellSettingsDialog' 2019-06-12 23:43:43 -05:00
Kevin Darby 159e8fba23 beginnings of span, should't be long 2019-06-12 18:17:09 -04:00
Jake Norbut 0d020e9821 updating manual test 2019-06-12 14:48:36 -05:00
Michael Harding 4490ac303e SPARK-2438: Lean Qty test 2019-06-12 15:41:16 -04:00
Jake Norbut fb1d70b08c Merge branch 'master' of bitbucket.org:bluetradesys/spark into miniob_vnext 2019-06-12 14:02:56 -05:00
Jake Norbut c2f6b01567 debugging comment 2019-06-12 10:54:24 -05:00
Jake Norbut 4a758c7554 misc comment cleanup, line endings or something 2019-06-12 10:54:02 -05:00
Jake Norbut 5c79a08f0e popup close event no longer messes with selected_rows 2019-06-12 10:53:15 -05:00
Jake Norbut 4b7adbe0c9 adding tooltip to update button 2019-06-12 09:59:48 -05:00
Jake Norbut 164c88fa60 popup debug comments 2019-06-12 09:56:03 -05:00
Jake Norbut b57d6cce85 select/unselect me only needs to manipulate row.is_selected now 2019-06-12 09:52:22 -05:00
Jake Norbut e47706eb1b guaranteeing on_updating is hooked up to only a single callback; this was a major pain to debug, thx john 2019-06-12 09:49:00 -05:00
Jake Norbut c2e91b03f6 Adding similar IsSelected setter to main OB just in case ... 2019-06-12 09:40:35 -05:00
Jake Norbut 114c9f3c27 Adding resurrected check column back to mini ob, bound to is_selected 2019-06-12 08:28:56 -05:00
Jake Norbut 40805be11e Bringing back the check column in case of SelectionHighlight shenanigans 2019-06-12 08:27:39 -05:00
Jake Norbut b21cd840c2 The first time I met the blues, I was losing my SelectionHighlight; too beat down to remove this Setter that was added over many hours of debugging 2019-06-12 08:23:55 -05:00
Jake Norbut 4854a06eda fix SelectionHighlight databinding expression in mini ob 2019-06-12 08:12:48 -05:00
Jake Norbut 44e7cfb4a5 setting is_selected and clearing selected_rows when update popup closes 2019-06-11 14:06:08 -05:00
Jake Norbut a7da930e69 synchronize selected_rows with _un/select_me() 2019-06-11 14:02:23 -05:00
Jake Norbut d64df27188 don't change is_selected state here b/c it leads to discrepancies when attaching/updating 2019-06-11 12:27:51 -05:00
Jake Norbut 93534eb801 changing row selection while in change breaks the main ob 2019-06-11 10:57:07 -05:00
Taha Afzal d1b2dbd688 Hiding the QHO badge 2019-06-11 08:59:52 -04:00
Taha Afzal bebe0c2478 Merge branch 'master' into SPARK-2506_qho_ib_2 2019-06-10 20:36:05 -04:00
Taha Afzal 61126fb3d5 QHO order qty's are contrained by the show qty now 2019-06-10 20:32:15 -04:00
John Colvin 0af5b78318 Merged in SPARK-2489-ladder-settings (pull request #257)
RTM SPARK-2489 ladder settings

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-06-10 21:31:24 +00:00
Pedro Pinto c652032ddf Updated release notes. 2019-06-10 17:27:46 -04:00
John Colvin 7bd868b753 Merge remote-tracking branch 'origin/master' into SPARK-2489-ladder-settings 2019-06-10 15:23:58 -05:00
John Colvin 1bc4510862 LadderSettingsView - touch up 'Market Price And Size Display' tab 2019-06-10 15:12:38 -05:00
Kevin Darby e452413b92 Merge branch 'master' of bitbucket.org:bluetradesys/spark into key_codes 2019-06-10 16:04:43 -04:00
Taha Afzal b0886f6b3d First check in, needs to be retofitted to QHO now 2019-06-10 15:58:10 -04:00
Kevin Darby 62c7886807 used os::host_ips() 2019-06-10 15:57:53 -04:00
John Colvin b1fb964648 Merged in SPARK-2508-fills-symbol-column (pull request #256)
RTM SPARK-2508 fills symbol column
2019-06-10 19:45:37 +00:00
Pedro Pinto ee19f7c7da Updated release notes. 2019-06-10 15:44:00 -04:00
Jake Norbut a0bf7779f5 mini ob - changes from John; closer to working but not yet, likely related to mark_commited/revert not getting wired up/called 2019-06-10 14:35:06 -05:00
John Colvin cd41632b53 LadderSettingsView - touch up 'Order Quantities' tab 2019-06-10 14:27:54 -05:00
Kevin Darby 95a5791867 Jake was worried about using the same keycode for multiple servers. To combat this I look at ifconfig for
an ip to appear on the list that matches what is optionally encoded in the keycode
2019-06-10 14:51:07 -04:00
John Colvin ecd384501e align LadderSettingsView (content in settings dialog) with hamburger button 2019-06-10 12:22:05 -05:00
John Colvin 0483460ac9 Merge remote-tracking branch 'origin/master' into SPARK-2489-ladder-settings 2019-06-10 12:00:08 -05:00
Michael Harding 666bd07411 Merge branch 'master' into spreader_lean_qty 2019-06-10 12:56:44 -04:00
John Colvin 0bc24fa7b7 SPARK-2508 Fills - add 'Symbol' column 2019-06-10 11:48:09 -05:00
Kevin Darby af365177d0 PR feedback and a manual test 2019-06-10 12:46:37 -04:00
John Colvin ac60a1447e stack FillsView.Columns enum values vertically (easier to merge column changes) 2019-06-10 11:32:35 -05:00
Kevin Darby e8b5d4f8fd Merge branch 'master' of bitbucket.org:bluetradesys/spark into key_codes 2019-06-10 12:00:06 -04:00
Pedro Pinto 0ff4624778 Updated release notes. 2019-06-10 11:05:59 -04:00
Taha Afzal ab04b4afab Merged in SPARK-2505_qho_ib_1 (pull request #254)
RTM
2019-06-10 15:02:57 +00:00
Taha Afzal ac226ddd3b Merged in SPARK-2488-LeanAlgoBug (pull request #255)
RTM
2019-06-10 14:36:18 +00:00
Pedro Pinto 0223e43aa2 Updated release notes. 2019-06-10 10:20:51 -04:00
John Colvin 73e5cfdada Merged in SPARK-2481-fills-filter-fix (pull request #249)
SPARK-2481 fills filter fix

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-06-10 14:19:31 +00:00
Eric Harding 33b4b88af1 For some strange reason the gregorian calender does not start counting days at 0. Maybe 0 hadn't been invented yet. 2019-06-10 10:12:44 -04:00
Pedro Pinto 12f4b4b25b Merged with master 2019-06-10 08:49:56 -04:00
Taha Afzal 7fd8eeb1ff Merge branch 'master' into spreader_show_qty 2019-06-10 08:37:32 -04:00
Taha Afzal 96cacb8bb9 qho's were reporting their cancelled state twice, which was causing the spreader to cancel it 2019-06-09 21:16:41 -04:00
John Colvin 300a1ed17f SPARK-2481 filtering in fills window is badly broken (2nd take) 2019-06-07 23:06:14 -05:00
John Colvin 1a0836ca6d RXCollection.connect - always assign local table in callback 2019-06-07 20:41:04 -05:00
Kevin Darby cb157dbce1 Merge branch 'master' of bitbucket.org:bluetradesys/spark into key_codes 2019-06-07 18:15:26 -04:00
Jake Norbut 88908543e1 Merged in SPARK-2165 (pull request #244)
RTM - Ladder Settings - hide net change group setting for synthetic ladders

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2019-06-07 21:26:37 +00:00
Pedro Pinto 80c9b6a534 Merged with master 2019-06-07 17:26:05 -04:00
Pedro Pinto f6282c0676 Updated release notes 2019-06-07 17:20:17 -04:00
Jake Norbut 370b4bcde9 coording root row with selected params mon 2019-06-07 16:19:16 -05:00
Jake Norbut 6756b23104 miniob - attach and update select the row if they're not already selected 2019-06-07 16:17:42 -05:00
Jake Norbut c5f7ee0ed3 reassigning the miniob update button to the update_command property so select the row if it's not already selected 2019-06-07 16:16:27 -05:00
Pedro Pinto 02fe83f20b Merge branch 'master' into SPARK-2165 2019-06-07 17:15:18 -04:00
John Colvin 84d666c29c Merged in SPARK-2476-OB-KeyNotFoundException (pull request #248)
RTM: SPARK-2476 OB _get_legs KeyNotFoundException

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
2019-06-07 21:14:14 +00:00
Jake Norbut 16eeddec7d OperableHierarchicalCollectionModel - fixing get_parent 2019-06-07 16:10:17 -05:00
Pedro Pinto 147e43b464 Merged with master 2019-06-07 16:58:35 -04:00
Pedro Pinto b909a6062e Updated release notes 2019-06-07 15:58:32 -04:00
Pedro Pinto 421b3af6a7 Merge branch 'master' into SPARK-2481-fills-filter-fix 2019-06-07 15:54:05 -04:00
Pedro Pinto 46a340d493 Merged in fix-fill-accounting (pull request #251)
RTM. Fix fill accounting
2019-06-07 19:52:02 +00:00
Pedro Pinto 3cc7d76a1b Merged with master 2019-06-07 15:49:10 -04:00
Jake Norbut 5123b928f2 Merged in SPARK-2480 (pull request #247)
RTM - SPARK-2480 - fixing Composite order type showing in root algo

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2019-06-07 19:40:43 +00:00
Pedro Pinto c2631e3257 Merged with master 2019-06-07 15:16:34 -04:00
John Colvin 445bbb10f5 LadderSettingsView - normalize spacing 2019-06-07 13:42:27 -05:00
John Colvin 70c006f797 SPARK-2489 / SPARK-2502 move 'Alternate Order Qty' into 'Order Quantities' tab 2019-06-07 13:42:27 -05:00
Pedro Pinto 685181ae28 Merge branch 'fix-fill-accounting' of bitbucket.org:bluetradesys/spark into fix-fill-accounting 2019-06-07 13:50:58 -04:00
Pedro Pinto 929492c2f0 Made Limiter more robust for orders with undiscovered securities. 2019-06-07 13:50:44 -04:00
Pedro Pinto be023ff6cb Made Limiter more robust for orders with undiscovered securities. 2019-06-07 13:21:06 -04:00
Jake Norbut 307d3d9466 eliminating new mini ob checkbox col and just operating based off of the standard diygrid selected_rows 2019-06-07 10:33:26 -05:00
John Colvin 3a5810d8ac LadderGridHost.OnMouseDown impl should return after handling middle click 2019-06-07 10:12:10 -05:00
Jake Norbut 9ba2ba1d75 refactoring modify_selected_orders to accept a IEnumerable>OrderBookRowVM>; creating a new command for minob that iterates over checked orders to modify 2019-06-07 09:25:25 -05:00
John Colvin 29c772cbb6 SPARK-2489 / SPARK-2501 rename 'Add Size' -> 'Add Quantity' 2019-06-06 23:41:45 -05:00
John Colvin 0b03180c4d SPARK-2489 / SPARK-2500 rename 'Size Presets' -> 'Order Quantities' 2019-06-06 23:39:02 -05:00
John Colvin 1518906b7f SPARK-2489 / SPARK-2498 remove 'Order Badge Style' option 2019-06-06 23:35:45 -05:00
John Colvin 31fe708907 touch up LadderSettingsView 2019-06-06 23:35:37 -05:00
John Colvin 4b2f39c536 LadderSettingsView - drop 'Show/Hide' from 'Advanced' hyperlinks 2019-06-06 22:42:55 -05:00
John Colvin 040960d33b SPARK-2489 / SPARK-2495 merge 'Volume Display' tab into the 'Ladder Columns' tab 2019-06-06 19:31:36 -05:00
Taha Afzal a4d63a1421 this should fix the confusion 2019-06-06 19:13:46 -04:00
Kevin Darby a28d5883f7 better to zero out the market data if not entitled so they don't trade off of it 2019-06-06 17:19:35 -04:00
Kevin Darby 8a1d49733e keycodes work, need some documentation 2019-06-06 16:40:32 -04:00
Kevin Darby 0da6b2cc3e Merge branch 'master' of bitbucket.org:bluetradesys/spark into key_codes 2019-06-06 16:40:05 -04:00
Michael Harding 2fd8c39888 Merge branch 'spreader_lean_qty' of bitbucket.org:bluetradesys/spark into spreader_lean_qty 2019-06-06 16:01:56 -04:00
Michael Harding eb97fd045a SPARK-2438: spreader_lean_qty_factor test setup 2019-06-06 16:01:16 -04:00
Michael Harding a07bc152d1 SPARK-2438: init spreader_lean_qty_factor test 2019-06-06 16:01:16 -04:00
Michael Harding aef8e2dbb1 spell check manual tests 2019-06-06 16:01:16 -04:00
Jake Norbut 3f245cd886 SPARK-2497 - mini ob mass detach 2019-06-06 14:20:00 -05:00
Jake Norbut 570f85377a part of SPARK-2485 - miniob - update buttons not visible unless leaf under control of an algo 2019-06-06 14:00:06 -05:00
Kevin Darby 8afb35e564 don't compile crypto on win 2019-06-06 14:54:33 -04:00
Jake Norbut a38a6057e0 part of SPARK-2485 - mini ob only shows exchange orders + spreader rows 2019-06-06 13:32:48 -05:00
John Colvin dcd8984b33 SPARK-2489 / SPARK-2494 rename 'Column Settings' tab 'Ladder Columns' 2019-06-06 12:35:09 -05:00
Kevin Darby 6647b28a9f keycode generation, encrypt, decrypt works 2019-06-06 13:30:54 -04:00
Pedro Pinto baac6a893d Re-directed SecurityDB's expiration to securities::expiration 2019-06-06 11:14:56 -04:00
Pedro Pinto df681ca209 Removed duplicate declaration. 2019-06-06 11:03:36 -04:00
Jake Norbut 21b34434ef Merged in SPARK-2464 (pull request #233)
RTM - SPARK-2464 - ladder cursor provides visual feedback when middle clicking over bid ask cols

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2019-06-05 21:57:43 +00:00
Pedro Pinto 0c17dbb55b Updated release notes. 2019-06-05 17:57:11 -04:00
Pedro Pinto fd6c6a3055 Merge branch 'master' into SPARK-2464 2019-06-05 17:52:29 -04:00
Pedro Pinto 259355d629 Updated release notes. 2019-06-05 17:51:22 -04:00
Michael Harding c6c2d3448d Merged in net_contracts_fix (pull request #250)
RTM. Fix lazyview updating net cotracts
2019-06-05 21:49:54 +00:00
Eric Harding f860649996 Merged in SPARK-2472-rerun (pull request #245)
RTM. SPARK-2472 rerun

* SPARK-2482 - End Jake's left handed discrimination

* SPARK-2472 add * to our order size

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-06-05 21:43:03 +00:00
Pedro Pinto 05c3c97713 Hid fills for expired securities. 2019-06-05 17:11:14 -04:00
Pedro Pinto f3be277484 Fixed limits double counting of spread leg fills 2019-06-05 17:10:16 -04:00
Jake Norbut fb314f0eb1 SPARK-2491 - mass cancel 2019-06-05 14:01:47 -05:00
John Colvin 0ba311788c DIYGridRowsManager - expose fills/sort manager methods, so callers don't need to hang on to fills/sort manager references 2019-06-05 11:35:32 -05:00
John Colvin 341eda5962 FillsVM - rows does not need to be an OperableCollection (just a regular ObservableCollection) 2019-06-05 11:35:32 -05:00
John Colvin 3398bb5b86 FillsVM - remove unusued field '_active_comparers' 2019-06-05 11:35:28 -05:00
John Colvin dc7cacc126 get rid of hashset-vs-array optimization (doesn't actually help) 2019-06-05 10:59:43 -05:00
John Colvin 6d3d4e1f56 SPARK-2481 Filtering in fills window is badly broken 2019-06-04 18:57:36 -05:00
John Colvin 433b1abecd abstract out OrderBookFilterStates.build_predicate method for generic use 2019-06-04 18:55:41 -05:00
John Colvin 4544180c5f move 'FillsStartupData' into its own file, change typename to 'FillsSettings' 2019-06-04 18:54:43 -05:00
John Colvin 5722fcffc3 SPARK-2476 OB _get_legs KeyNotFoundException 2019-06-04 16:08:47 -05:00
Jake Norbut f1880615b1 SPARK-2480 - fixing a particular overload of the OrderSecurity constructor (root_* specific) 2019-06-04 14:08:46 -05:00
Jake Norbut e60f5678ec PR nits from chat 2019-06-04 10:22:10 -05:00
Pedro Pinto e9a70e51e4 Merged with master 2019-06-04 10:40:56 -04:00
Jake Norbut e98d18a5aa Merged in SPARK-2482 (pull request #243)
RTM - SPARK-2482 - Ladder middle click change - middle click recentering is back; alt + middle click now brings up mbo popup

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2019-06-04 14:35:16 +00:00
Pedro Pinto 513cc248b8 Updated release notes and added shift+middle click to trigger MBO
(Alt+Middle Click doesn't work very well on the linux rdesktop client)
2019-06-04 10:33:54 -04:00
Pedro Pinto c024095f75 Merged master 2019-06-04 10:02:19 -04:00
Pedro Pinto 3e5eb80a7c Updated release notes 2019-06-04 09:57:59 -04:00
Eric Harding 942dc1640e Merged in SPARK-2472 (pull request #242)
RTM: 🏭 SPARK-2472 - our orders are hard to identify

Approved-by: Michael Harding <michael.harding@bluetradesys.com>
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
2019-06-04 13:17:29 +00:00
Pedro Pinto b5c3abb782 Merged from prod 2019-06-04 09:15:36 -04:00
Pedro Pinto 3478d1ad52 Updated release notes. 2019-06-04 09:14:10 -04:00
Pedro Pinto d54e9233d1 Improved comment. 2019-06-04 09:12:11 -04:00
Jake Norbut e94759cd89 Ladder Settings - hide net change group setting for synthetic ladders 2019-06-03 15:47:54 -05:00
Jake Norbut b58da4a20e SPARK-2482 - Ladder middle click change - middle click recentering is back; alt + middle click now brings up mbo popup 2019-06-03 12:43:44 -05:00
Jake Norbut 8426399a23 SPARK-2479 - bug introduced in 8dd0709; Contract Pickers launched via the Security Picker Daemon now close on cancel button being pressed 2019-06-03 12:11:17 -05:00
Kevin Darby 8a965d41ff keycodes. boost stil can't handle dates 2019-05-30 18:24:24 -04:00
Eric Harding 9b2f41c805 SPARK-2472 our orders are hard to identify in mbo 2019-05-30 17:00:09 -04:00
Eric Harding 15f96dda3e Fix mbo command line diagnostic utility 2019-05-30 16:02:07 -04:00
Michael Harding a9d5c17d63 Merged master into spreader_lean_qty 2019-05-30 14:43:53 -04:00
Michael Harding 715b629778 Set use_onixs to false; for system tests 2019-05-30 12:04:21 -04:00
Eric Harding dd82d127ea Merged in shell_crash_empty_size (pull request #241)
RTM: Fix for shell able to send 0 size orders

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-05-29 21:37:27 +00:00
Pedro Pinto f97e22d6eb Updated release notes. 2019-05-29 17:31:34 -04:00
Eric Harding f9e04ee28c Fix for shell able to send 0 size orders 2019-05-29 17:31:24 -04:00
Pedro Pinto 1ce00ca13d Fixed simulator's handling of 0 sized quantities. 2019-05-29 17:27:08 -04:00
Jake Norbut 3b9c2f5d70 adding a try/catch around the leg lookup 2019-05-28 16:58:27 -05:00
Pedro Pinto 5cd2dfec18 Fixed PIQ in GLBX Icerberg, fixed handling of stop limit. 2019-05-28 16:26:16 -04:00
Jake Norbut 31b2ba9165 PR suggestion - if statement readability 2019-05-28 14:38:27 -05:00
Jake Norbut 2b1b1f1681 Merge branch 'master' of bitbucket.org:bluetradesys/spark into SPARK-2464 2019-05-28 13:23:17 -05:00
Pedro Pinto 4427b02d8d _index.md edited online with Bitbucket 2019-05-28 16:11:11 +00:00
Jake Norbut dcd3921379 Merged in SPARK-2460 (pull request #238)
RTM - SPARK-2460

Approved-by: John Colvin <john.colvin@bluetradesys.com>
2019-05-28 15:59:45 +00:00
Jake Norbut bd156ecbed fix merge 2019-05-28 10:58:02 -05:00
Eric Harding 02f5731e1d Merged in SPARK-2462 (pull request #235)
RTM: SPARK-2462 QueryServer crash
2019-05-28 15:54:15 +00:00
Jake Norbut 7e75a71898 check root algo's can_expand to see if we should draw Cursor.No 2019-05-28 10:47:11 -05:00
Eric Harding 798c4dcd49 Merged in SPARK-2194 (pull request #236)
RTM: SPARK-2194 synthetic book display needs more digits
2019-05-28 15:29:29 +00:00
Jake Norbut 7e47d7f8a5 Merge branch 'master' of bitbucket.org:bluetradesys/spark into SPARK-2464 2019-05-28 10:08:14 -05:00
Pedro Pinto 260ca06cde Merged in pnt_nits (pull request #240)
RTM. PnT work.
2019-05-28 14:57:57 +00:00
Michael Harding 7d75d87e6b Merge branch 'master' into key_codes 2019-05-28 09:45:17 -04:00
Michael Harding f13a3325bc Add Crypto 2019-05-28 09:44:29 -04:00
Jake Norbut 8615adb564 piq column to be instantiated with Right HorizontalAlignment 2019-05-28 08:18:03 -05:00
Pedro Pinto ab15d9d348 Merge branch 'master' into pnt_nits 2019-05-28 08:52:02 -04:00
Pedro Pinto 9540a15585 Updated release notes and fixed bug that brought Haris down. 2019-05-28 07:06:39 -04:00
Taha Afzal e8a467d5f1 1.Position limit check for QHO and 2. QHO crash for rejected orders 2019-05-27 16:03:44 -04:00
John Colvin 567c18f325 ManualFills - hardcode min width to 466 (hides horizontal scrollbar when window first opens) 2019-05-24 17:35:05 -05:00
John Colvin 270ab9c3f1 change 'row' to 'fill' in ImportConflicts view 2019-05-24 16:59:26 -05:00
John Colvin 9a9024c2c0 OrderBookView - order params/ladder grid splitter should be horizontally stretched (was only 5 pixels wide) 2019-05-24 16:58:52 -05:00
John Colvin 45a5049a2d fix typeo ('or' conditions should be in parenthesis) 2019-05-24 16:58:52 -05:00
Jake Norbut 8b17911da0 refining pnl test 2019-05-24 15:45:28 -05:00
Taha Afzal 61556eb534 'Algo->spreader is not sending the price over' is fixed 2019-05-24 16:43:56 -04:00
Pedro Pinto b691dbae80 Merged from master 2019-05-24 14:05:46 -04:00
Pedro Pinto f6be20ce8d Updated release notes. 2019-05-24 14:02:06 -04:00
Pedro Pinto 68428ab89d Ran clang format. 2019-05-24 13:59:31 -04:00
Pedro Pinto 12d54fdb31 Added manual test to validate spreader performance. 2019-05-24 13:58:59 -04:00
Pedro Pinto 366e13ef05 Fixes requoted performance regression introduced in commit e998edc 2019-05-24 13:56:37 -04:00
Jake Norbut e94ef6a602 Adding PIQ column to OB (and mini); more OrderSecurityAlgoMeta to OrderSecurity param changes 2019-05-24 11:53:02 -05:00
Taha Afzal 5c22b43eb5 show qty added 2019-05-24 11:10:14 -04:00
Jake Norbut 3e7f145290 switching on_order_tuples over to OrderSecurity as well so that we can toggle back and forth if necessary via config between orders w/ no piq and with those with 2019-05-24 09:43:50 -05:00
John Colvin 748a99d4ef SPARK-2425 Add day position to ladder 2019-05-23 20:22:17 -05:00
John Colvin 35b8c1e53f Ladder - settings driven properties should share 1 subscription to the settings 2019-05-23 18:38:43 -05:00
Jake Norbut 123b690c6c switch OB over to the new Observable, which means change use of OrderSecurtyAlgoMeta to OrderSecurity (which includes a piq) 2019-05-23 15:15:14 -05:00
Jake Norbut 38a65bd0e3 OrdersModel now includes an on_order_tuples_with_root_and_piq 2019-05-23 15:14:03 -05:00
John Colvin 1cb8c54225 SPARK-2454 Root algos show the incorrect color in the OB (and perhaps miniOB) 2019-05-23 14:04:18 -05:00
John Colvin 414833c0c5 normalize line endings in OrderBookSettings.cs 2019-05-23 14:03:02 -05:00
John Colvin 6cc4064cd3 normalize spacing in OrderBookRowVM.cs 2019-05-23 13:32:35 -05:00
Eric Harding 0fcdc9c493 Merged in SPARK-2474 (pull request #237)
RTM: SPARK-2474 Improve mdp3 error message for missing feed_handler

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-05-23 15:32:56 +00:00
Eric Harding 0f967ae4cd Bump up feed_engine default buffer to 256mb (support is using this as a default already) 2019-05-23 09:41:48 -04:00
Eric Harding a232d738a0 Add instructions to error message 2019-05-23 09:40:40 -04:00
Eric Harding 3d3ac4e49f SPARK-2474 Improve mdp3 error message for missing feed_handler 2019-05-23 09:24:29 -04:00
John Colvin 15a5abf1ad SPARK-2465 Use ladder middle click on bid/ask to launch parameterized order 2019-05-22 20:56:32 -05:00
Eric Harding 76218fd35a SPARK-2194 synthetic book display needs more digits 2019-05-22 17:35:10 -04:00
Pedro Pinto d0370c5dc7 Merge branch 'pnt_nits' of bitbucket.org:bluetradesys/spark into pnt_nits 2019-05-22 16:11:34 -04:00
Pedro Pinto b07700cdc7 Fixed some issues with position service and manual fill integration. 2019-05-22 16:11:13 -04:00
John Colvin 15de3bbfe9 SPARK-2456 GLBX Iceberg is a native order 2019-05-22 13:53:59 -05:00
John Colvin 8d2fa40dcc ManualFills - change placeholder row id from Guid to long, to ensure sort order (so new rows always appear at the bottom) 2019-05-22 13:18:57 -05:00
Eric Harding bced75ea50 Ubuntu 18.04 broke dev dns for mdreplay. Back to IP address. 2019-05-22 14:03:15 -04:00
Jake Norbut b48accf1f9 only iterate over workspaces that contains windows 2019-05-22 12:59:54 -05:00
Pedro Pinto 3758ac6101 Merge branch 'pnt_nits' of bitbucket.org:bluetradesys/spark into pnt_nits 2019-05-22 13:52:21 -04:00
Pedro Pinto ac45e9bdb2 WIP: manual fills in pos server. 2019-05-22 13:52:04 -04:00
John Colvin 769bad89a7 ManualFillsVM - placeholder rows weren't getting removed after they were persisted 2019-05-22 12:39:51 -05:00
John Colvin 7dc272506a ManualFills - focus 'add row' popup when it opens (hooks up the 'OK' button to the enter key) 2019-05-22 12:19:06 -05:00
John Colvin 86c787efaf ManualFills - make account field immutable for persisted rows 2019-05-22 11:42:19 -05:00
John Colvin f917f581c3 SPARK-2469 add 'account_name' field to ManualFill protobuf 2019-05-22 11:03:25 -05:00
Pedro Pinto ca1217cd64 _index.md edited online with Bitbucket 2019-05-22 14:59:05 +00:00
John Colvin 4ed4e2e5e4 Merged in backwards-compatibility (pull request #234)
Backwards compatibility

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
2019-05-22 14:57:09 +00:00
Jake Norbut bb0171a2e4 preemptivly updating pnl test 2019-05-22 09:33:51 -05:00
John Colvin 88bf448e68 ICollectionView.subscribe_sorting_criterion extension was not notifying observers on subscribe 2019-05-21 22:25:36 -05:00
John Colvin 05a615038d ManualFills - added 'Save Selected' spark command 2019-05-21 22:24:43 -05:00
John Colvin 51cfd0e5bb ManualFillsVM initializes side to Buy' for new rows 2019-05-21 22:23:02 -05:00
John Colvin d2ee575f19 set 'size' dropdown width in ManualFillsRowEditor 2019-05-21 22:09:58 -05:00
John Colvin 0b76ffb4f3 DragDropHelper.subscribe_drag_coordinates uses 'regular' mouse events (not 'preview') 2019-05-21 21:22:09 -05:00
John Colvin 0f9b93115a ManualFills - don't access row_view.SortDescriptions in get_save_state, as it is invoked on main the thread (not the window's thread) 2019-05-21 21:17:56 -05:00
John Colvin 8cfc6a7591 normalize spacing in WPFExtensions.cs 2019-05-21 21:14:43 -05:00
John Colvin 9de2dd30bc change ObservableAutoWrapper.connect 'target' arg to IList 2019-05-21 20:37:50 -05:00
John Colvin 38005e3266 change ManualFills launcher icon to match the one in the window title/tab 2019-05-21 20:25:24 -05:00
John Colvin 26ae70f432 fix ContractPickerPopup 'CloseOnCancel' behavior 2019-05-21 20:23:17 -05:00
John Colvin f6ca8286ea SPARK-2467 fix backwards compatibility bug in orderbook settings 2019-05-21 19:05:13 -05:00
John Colvin ae471b07fa SPARK-2466 fix backwards compatibility bug in fills settings 2019-05-21 18:56:59 -05:00
Eric Harding e7cea797ba Simplify append logi 2019-05-21 16:40:07 -04:00
Eric Harding f16545dfaa SPARK-2462 Expunge tbb::concurrent_vector 2019-05-21 16:29:23 -04:00
Jake Norbut dcd62409f1 fixing merge 2019-05-21 15:22:54 -05:00
Eric Harding 11252b4300 Add concurrent test for swcv 2019-05-21 15:45:08 -04:00
Jake Norbut 90526a8bfd SPARK-2464 - ladder cursor provides visual feedback when middle clicking over bid ask cols 2019-05-21 14:18:58 -05:00
Eric Harding e815dade3a Improve SingleWriterConcurrentVector perf (push_back 30-21ns, iterate(2us to 1.3us). Now iterates faster than tbb_concurrent_vector 2019-05-21 14:21:51 -04:00
John Colvin 576be7e961 ManualFillsView - enable mouse drag behavior in new row popup 2019-05-21 12:23:03 -05:00
John Colvin 407de320f6 PopupAdorner - implement MouseDrag behavior to move popup element around 2019-05-21 12:23:03 -05:00
Jake Norbut bc0234a5e9 pnl refactoring - PnLCalculator class does nothing now, so remove it; note file still exists and has a differently named class therein 2019-05-21 10:58:23 -05:00
Jake Norbut e1229186de pnl refactoring - PnLModel didn't really do anything, so I remomed it 2019-05-21 10:45:59 -05:00
Jake Norbut a3e00217a1 pnl refactoring - moving cpp lookup, fill immutable pnl and standard pnl caclulations into helper class 2019-05-21 10:45:59 -05:00
Eric Harding 07fa55d317 Fix settingsmanager crash 2019-05-21 10:32:34 -04:00
John Colvin 16f0beb3d8 ManualFills - added conf to switch between inline/modal transactions (default to modal) 2019-05-20 19:54:10 -05:00
John Colvin d244c62c26 ManualFillsView - add 'size' column 2019-05-20 19:32:41 -05:00
John Colvin 44730204a5 fix PropertyChangedDemuxer.PropertyChannel bug on dispose 2019-05-20 19:03:20 -05:00
John Colvin bd47816d16 ManualFillsParser - don't pass null string key to dictionary 2019-05-20 15:57:58 -05:00
John Colvin 2f12f2609a added RowParser.parse_rows_checked, which supports partial rows (with missing cells) 2019-05-20 15:54:47 -05:00
John Colvin 9c489c03c6 accidentally gave the generic RowParser.AssignColumnValue<T> delegate a name specific to manual fills 2019-05-20 15:33:20 -05:00
Eric Harding 5ae8a66558 Add SingleWriterConcurrentVector 2019-05-20 15:32:48 -04:00
John Colvin 03882718a0 ManualFills - spark commands menu item groups (i.e., separators in ContextMenu) 2019-05-20 13:52:09 -05:00
John Colvin 0f21d9783b file extension filter for ManualFills import file dialog 2019-05-20 13:41:28 -05:00
John Colvin 2c547f37fb ManualFillsVM - use ObservableAggregateCollection to merge persisted/placeholder rows together 2019-05-20 13:41:28 -05:00
John Colvin a7f4944bd6 FillsVM - more functional implementation of row filters/sorting 2019-05-20 13:41:28 -05:00
Jake Norbut a3a33ffb6a vm now consumes data via position service 2019-05-20 13:13:48 -05:00
Jake Norbut b3db0fc4ca also extended to supported calculating pnl via PositionsUnit data instead of Fill data 2019-05-20 13:00:01 -05:00
Jake Norbut 0f066fdeb9 extended to supported calculating pnl via PositionsUnits instead of Fills 2019-05-20 12:58:59 -05:00
Jake Norbut 22f89490a3 adding SecurityMD lookup facility to model; this is ultimately for compatability with the PnLSummaryRow, of which a SecurityMD instance is a component of the row's key tuple 2019-05-20 12:55:09 -05:00
Jake Norbut 2137d37cbd adding SecurityImmutable? to on_positions and updating security_positions_demuxer for additional argument type 2019-05-20 12:51:24 -05:00
Jake Norbut 082a241bb9 passing the OrdersModel, from where the PositionUnit will be published from, down the line 2019-05-20 12:48:14 -05:00
Jake Norbut 0057f8f080 when determining average price, position service should use the fill's last_price() and not avg_price; using avg_price from partials leads to wildly inaccurate pnl 2019-05-20 12:29:34 -05:00
Michael Harding 83650f1e1b System tests: fix timeout, minor improvements 2019-05-20 11:13:36 -04:00
John Colvin 4768c1cd87 SPARK-2447 / SPARK-2458 import dialog 2019-05-19 17:52:03 -05:00
John Colvin 57b70684ea EnumHelper.get_values returns a cached strongly typed IReadOnlyList<T> (simple optimization) 2019-05-19 17:44:34 -05:00
John Colvin af64592f52 ReactiveThresholdMonitor use RefCountMap to support duplicate adds 2019-05-19 17:44:34 -05:00
John Colvin a1b89ccb34 change RefCountMap.keys from IEnumerable to IReadOnlyCollection 2019-05-19 17:44:34 -05:00
John Colvin 44f2a9daf7 RefCountMap implements IReadOnlyCollection 2019-05-19 17:44:34 -05:00
John Colvin 0e5833b275 SetStack - 'SoftCount' logic was incorrect 2019-05-19 17:44:34 -05:00
John Colvin bded6d334c ContractPickerPopup 'CloseOnOK' should just close the popup (not the owning window) 2019-05-19 17:44:34 -05:00
John Colvin 893c6702a2 make DictionaryExtensions.Join more efficient 2019-05-19 17:44:34 -05:00
John Colvin 627b8742c4 SPARK-2447 / SPARK-2457 main window view (for singular transactions) 2019-05-19 17:44:34 -05:00
John Colvin 1f7e0a672e fix DataGridBehavior.SingleClickEdit 2019-05-19 17:44:34 -05:00
John Colvin 29e8fd1050 PopupControl - set default background to ComboBox.Static.Background 2019-05-19 17:44:33 -05:00
John Colvin 6ce741bcaf ContractPickerPopup - set default padding=2,0 2019-05-19 17:44:33 -05:00
John Colvin 8dd070961a ContractPickerPopup - SelectedSecurity(MD) dependency props 2019-05-19 17:44:33 -05:00
John Colvin f6a3a276d9 ContractPickerPopup - load securities lazily 2019-05-19 17:44:33 -05:00
John Colvin 68c8828d4f Account/UserTuple implement IComparable 2019-05-19 17:44:33 -05:00
John Colvin 0d68ebbbea ReactiveThresholdMonitor should notify subscribers (if necessary), when subs are disposed 2019-05-19 17:44:33 -05:00
John Colvin cc04e79f8b made anonymous SparkWindow factory 2019-05-19 17:44:33 -05:00
John Colvin ac76462f7e DiscreteValuesFilterVM.CreateTableUpdate - removed unused 'row_key' param 2019-05-19 17:44:33 -05:00
John Colvin d20b30557f added ObservantAsyncCommand factory methods 2019-05-19 17:44:33 -05:00
John Colvin a6fa5f9852 default Button Template BorderThickness should use TemplateBinding (was hardcoded to 1) 2019-05-19 17:44:33 -05:00
John Colvin 0db165bf76 set wpf DataGridColumnHeader font size to 12 (matches diygrid) 2019-05-19 17:44:33 -05:00
John Colvin 705fd293ba 'find_ancestor_of_type()' does not check the same ancestor obj twice 2019-05-19 17:44:33 -05:00
Pedro Pinto 2172f007a8 Fixed a few bugs in GLBX Iceberg order. 2019-05-17 15:19:11 -04:00
Pedro Pinto 9d762e0777 Merge branch 'pnt_nits' of bitbucket.org:bluetradesys/spark into pnt_nits 2019-05-15 17:02:41 -04:00
Pedro Pinto ef53c70c7e Fixed some bugs in GLBX Iceberg order. 2019-05-15 17:02:25 -04:00
Jake Norbut 8cf4e37310 adding preliminary create, update, delete of manual fills into position service 2019-05-15 14:58:46 -05:00
Pedro Pinto 04e7180b69 Merge branch 'master' into pnt_nits 2019-05-15 15:40:45 -04:00
Jake Norbut d40d3615b2 mutable props that RaisePropertyChanged 2019-05-15 13:41:05 -05:00
Jake Norbut 4efec939aa Security to Nullable, props now have public setters; inherit from VMB 2019-05-15 13:28:55 -05:00
Jake Norbut a0f24d8227 making use of syntactic sugar for less typing 2019-05-15 13:19:37 -05:00
Jake Norbut a2278423f6 users to non nullable for ItemSource 2019-05-15 13:14:15 -05:00
Jake Norbut 7321d5d8f7 filling out account and user, creating ObservableCollections for them to be used as ItemSources 2019-05-15 13:13:29 -05:00
Jake Norbut 464426537e making use of new ManualFillTuple 2019-05-15 12:35:59 -05:00
Michael Harding ebb2d5618c Merge branch 'master' into spreader_lean_qty 2019-05-15 13:35:33 -04:00
John Colvin 7b9c10f47c ManualFillTuple - benign code style tweak 2019-05-15 12:26:50 -05:00
John Colvin 478640e808 ManualFillTuple join with account and user 2019-05-15 12:24:34 -05:00
Michael Harding ab993423a6 Merge branch 'master' into spreader_lean_qty 2019-05-15 10:30:16 -04:00
Pedro Pinto ab8802c3f1 More master merging 2019-05-15 09:51:18 -04:00
Pedro Pinto 42906f5a37 Merged 2019-05-14 16:58:54 -04:00
Jake Norbut 931ed76673 implementing IEditableObject via reflection 2019-05-14 14:58:54 -05:00
Jake Norbut ebc4e202fe mf_vm: rows should be populated now 2019-05-14 14:23:43 -05:00
Jake Norbut a7dda587ba orders model - combinging manual fills with securities 2019-05-14 14:19:45 -05:00
Pedro Pinto 1ace2b7a3f Merge remote-tracking branch 'origin' into pnt_nits 2019-05-14 14:45:04 -04:00
Jake Norbut af2875e0ef vm skeleton 2019-05-14 12:00:25 -05:00
Michael Harding 4138ab0730 Merged master into spreader_lean_qty 2019-05-14 09:55:20 -04:00
John Colvin 86467b2be1 SPARK-2411 / SPARK-2415 Add param change popup to favorites buttons 2019-05-13 21:26:20 -05:00
Pedro Pinto 7b61b4bd5b Fixed error message 2019-05-13 17:18:32 -04:00
John Colvin 1bcb7ac87f SPARK-2411 / SPARK-2414 Add UI for glbx icerberg order 2019-05-13 14:01:25 -05:00
John Colvin 52305d69f2 normalize spacing in OrderDataHelper.cs 2019-05-13 14:01:25 -05:00
John Colvin bd70e7c09e OrderDataHelper - fix typeo (Offset order metadata was assigning the tick order color) 2019-05-13 14:00:08 -05:00
John Colvin d04f9f4e96 fix server build 2019-05-13 13:27:35 -04:00
Michael Harding c0d097cb40 SPARK-2438: spreader_lean_qty_factor test setup 2019-05-13 13:26:53 -04:00
Michael Harding 533e688d1a SPARK-2438: init spreader_lean_qty_factor test 2019-05-13 13:09:15 -04:00
Michael Harding 36d40dec70 spell check manual tests 2019-05-13 12:59:49 -04:00
Jake Norbut a3f5de099f swapping out bar brushes and glyph values for using last 2019-05-13 11:18:56 -05:00
Jake Norbut 9b497e323f adding last on volume column to ladder grid host, tooltips 2019-05-13 11:17:15 -05:00
Jake Norbut 9a5b5595c3 adding show last setting to Volumn tab 2019-05-13 11:09:22 -05:00
Jake Norbut 24f23adf24 extending show last trade to VolumnColumnVM 2019-05-13 11:08:36 -05:00
Jake Norbut cc26d0bd8b Adding show_ltq to VolumeColumnSettings 2019-05-13 11:03:57 -05:00
Pedro Pinto 96bb63ba6d Merged 2019-05-09 12:13:37 -04:00
Pedro Pinto 0ea72b017e Storage component of manual fills code complete. 2019-05-09 12:12:02 -04:00
Pedro Pinto 698612bb3d Storage component of manual fills code complete. 2019-05-09 10:29:54 -04:00
Pedro Pinto 2f23292836 Pos server 2019-05-09 09:12:37 -04:00
Pedro Pinto 085e6ae95a Merged 1944 in 2019-05-09 09:01:32 -04:00
Pedro Pinto 3be2aedfe3 Work in progress for manual fills 2019-05-09 08:59:59 -04:00
Pedro Pinto 1f01d974e3 Merged from 1944 2019-05-08 16:40:40 -04:00
Pedro Pinto 910c04544b Code complete on update of stop limit and iceberg qty. 2019-05-08 16:27:23 -04:00
Pedro Pinto 10674b8930 Merged 2019-05-08 15:25:58 -04:00
Pedro Pinto 8c9522e22b Work in progress to add support for update to stop limit and glbx iceberg. 2019-05-08 15:22:29 -04:00
Pedro Pinto f60afe1196 Woark in progress to add support for update to stop limit and glbx iceberg. 2019-05-08 06:46:40 -04:00
Pedro Pinto 0cc30a7934 Added server side support for GLBX Iceberg. 2019-05-08 06:46:40 -04:00
463 changed files with 19662 additions and 5266 deletions

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/src/lib/orderman/perf_analysis/last_pretty_log.csv
/src/lib/orderman/perf_analysis/log.csv
/doc/user/public/*
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"request": "launch",
"program": "C:/Program Files/Microsoft Office/Office14/EXCEL.EXE",
"args": [
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],
"cwd": "${workspaceRoot}",
"stopAtEntry": false,
@@ -249,7 +249,7 @@
"program": "/home/bts/spark/build/ninja_debug/server/sparkd",
"args": [
"test",
"[mbo]"
"SingleWriterConcurrentVector"
],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/ninja_debug/server/",
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@@ -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)
+129
View File
@@ -4,6 +4,134 @@ 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
@@ -290,6 +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
-5
View File
@@ -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 ../..
+6 -14
View File
@@ -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);
+2 -1
View File
@@ -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());
+28 -2
View File
@@ -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);
}
}
}
+3 -2
View File
@@ -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;
+6
View File
@@ -24,10 +24,13 @@ namespace mbts.ui {
AddFileThinGeometryKey = nameof(AddFileThinGeometryKey),
AttachAlgosKey = nameof(AttachAlgosKey),
CheckMarkGeometryKey = nameof(CheckMarkGeometryKey),
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),
@@ -145,11 +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_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);
+11
View File
@@ -48,6 +48,14 @@
</sys:String>
</x:Array>
<sys:String x:Key="{x:Static mbts:Icons.CopyWFGeometryKey}">
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</sys:String>
<sys:String x:Key="{x:Static mbts:Icons.DocumentAddGeometryKey}">
M10.830011,12.05L13.334007,12.05 13.334007,16.535997 17.819998,16.535997 17.819998,19.03902 13.334007,19.03902 13.334007,23.525016 10.830988,23.525016 10.830988,19.03902 6.3460046,19.03902 6.3449975,16.53499 10.830988,16.535997z M2.2799975,2.4149805L2.2799975,29.580015 22.121998,29.580015 22.121998,8.500008 15.83599,8.500008 15.83599,2.4149805z M0,0L15.83599,0 17.125998,0 22.681996,5.439977 24.407,7.125007 24.407,32.000001 0,32.000001z
</sys:String>
<!--File (the icon is free to use if we include this information in our credit section)
Source: https://www.flaticon.com/authors/chanut
Ttile: Cancel free icon
@@ -107,6 +115,9 @@
s1-0.448,1-1v-5h5c0.552,0,1-0.448,1-1S52.052,46,51.5,46z
</sys:String>
<sys:String x:Key="{x:Static mbts:Icons.DataEditGeometryKey}">
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</sys:String>
<sys:String x:Key="{x:Static mbts:Icons.DiskGeometryKey}">
M403.213,20H0v472h512V128.787L403.213,20z M131,50h180v100h10h20h10V50h30v130H131V50z M381,462H131V315
c0-8.271,6.729-15,15-15h220c8.271,0,15,6.729,15,15V462z M482,462h-71V315c0-24.813-20.187-45-45-45H146
@@ -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);
}
@@ -27,8 +27,8 @@ namespace mbts.spark {
: 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));
@@ -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)
);
@@ -1,11 +1,13 @@
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;
@@ -117,8 +119,8 @@ namespace mbts.spark {
// show fills
var show_fills_cmd = new DelegateCommand(() => {
var sc = _selected_security_criteria;
_bus.post(SparkTags.ShowFillsTag, new FillsWindowFactory.StartupData(
new FillsWindowFactory.FilterStates {
_bus.post(SparkTags.ShowFillsTag, new FillsSettings(
new FillsFilterStates {
security = sc.is_defined() ? sc : _state.security_criteria
}));
});
@@ -134,6 +136,7 @@ namespace mbts.spark {
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),
@@ -143,19 +146,18 @@ 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,
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;
}))
@@ -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
@@ -75,19 +75,18 @@ namespace mbts.spark {
};
return ob_settings;
}), SparkCommands.window_settings_command(new DialogCommand(() => {
var vm = new WindowSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
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 {
@@ -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);
}
}
}
}
@@ -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 " +
@@ -76,8 +76,8 @@ namespace mbts.spark {
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;
@@ -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 => {
@@ -1,8 +1,10 @@
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]
@@ -14,6 +16,11 @@ namespace mbts.spark {
[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;
@@ -32,33 +39,41 @@ namespace mbts.spark {
_persisted_key = persisted_key;
}
public static AlgoID from_order_def(OrderDefinitionImmutable order_def) {
switch (order_def.CustomDef.CustomCase) {
case CustomOrderDefinition.CustomOneofCase.Composite: return new AlgoID(order_def.CustomDef.Composite.AlgoTemplateKey);
case CustomOrderDefinition.CustomOneofCase.Dynamic: return new AlgoID(order_def.CustomDef.Dynamic.DynamicOrderType);
default: return new AlgoID(order_def.CustomDef.CustomCase);
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) {
public static AlgoID from_algo_key(AlgoKey key, IMaskIndexInt32<string> dynamic_type_index) {
switch (key.mode) {
case AlgoKey.Mode.Factory:
if (key.factory.structure.structure.Count > 0)
return new AlgoID((CustomOrderDefinition.CustomOneofCase)key.factory.structure.structure[0]);
break;
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 && Equals(obj);
obj is AlgoID other && Equals(other);
public override int GetHashCode() =>
EqualityComparer.aggregate_hash(
@@ -73,6 +73,9 @@ namespace mbts.spark {
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));
@@ -103,6 +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];
@@ -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; }
@@ -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;
}
}
}
}
@@ -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;
@@ -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();
@@ -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(_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);
}
}
}
}
@@ -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;
@@ -4,13 +4,17 @@ 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;
@@ -52,63 +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>(() => {
// resources
var model = new LadderModel(md, _orders_model, _mbo);
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);
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) {
@@ -125,26 +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;
@@ -167,5 +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;
@@ -292,50 +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);
@@ -77,73 +74,76 @@ 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)));
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 = $"Ladder Settings - '{security}'"
};
vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
return dialog;
}, -500, -500);
settings_command = new DelegateCommand(() => request_settings_dialog?.Invoke());
orders = new ObservableCollection<LadderOrderVM>();
_dispose = Disposable.Create(
settings_command,
non_shared_wsm,
settings.OnDispatcher().Subscribe(settings_observer),
get_order_properties_editor_hooks(),
account_positions,
size_calculator = new CalculatorLogic(0, _settings_manager.subscribe_current().Select(s => s.calculator_buttons)),
bus.subscribe(SparkTags.LogActivity).OnDispatcher().Subscribe(status_update),
// we need to hook this up to model.orders which is filtered for just the security
model.orders.OnDispatcher().Subscribe(working => {
@@ -168,7 +168,7 @@ namespace mbts.spark {
if (_slot_price_vs_orders.TryGetValue(slot_price_target, out LadderOrderVM slot_vm)) {
slot_vm.add_order((wo, os.piq, os.algo, os.meta));
} else {
slot_vm = new LadderOrderVM((wo, os.piq, os.algo, os.meta), slot_price_target, this, _bus, _settings_manager.subscribe_current().Select(s => s.badge_style));
slot_vm = new LadderOrderVM((wo, os.piq, os.algo, os.meta), slot_price_target, this, _bus, settings.Select(s => s.badge_style).OnDispatcher());
_slot_price_vs_orders[slot_price_target] = slot_vm;
}
@@ -215,18 +215,33 @@ namespace mbts.spark {
WorkLoop.Start($"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
@@ -261,15 +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; }
@@ -277,30 +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); }
@@ -310,8 +338,10 @@ 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 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();
@@ -330,10 +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) {
@@ -348,36 +394,45 @@ namespace mbts.spark {
}
}
public async void send_order((double price, Side? side, MouseButton buton) args) {
if (args.buton == MouseButton.Middle) return;
var size_from_alternate = args.buton == MouseButton.Right;
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 || (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 (!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 = 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() {
@@ -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));
}
}
}
@@ -1,15 +1,14 @@
using bts;
using bts.api;
using bts.api.md.auxiliary;
using bts.md;
using bts.collections;
using bts.utils;
using bts.config;
using mbts.co2;
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;
@@ -22,10 +21,10 @@ 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;
using mbts.config;
namespace mbts.spark {
partial class LadderGridHost : Control {
@@ -67,6 +66,12 @@ namespace mbts.spark {
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;
@@ -320,30 +325,128 @@ 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) {
show_mbo_popup(point).ignore();
}
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);
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);
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();
}
else {
Command.Execute(pbs);
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) {
@@ -410,6 +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
@@ -535,6 +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();
@@ -683,10 +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} ";
}
}
@@ -869,6 +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 {
@@ -139,6 +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,
@@ -155,7 +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;
@@ -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));
}
}
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>
@@ -34,7 +34,7 @@ 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; }
}
@@ -70,7 +70,7 @@ namespace mbts.spark {
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,
@@ -85,7 +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)
@@ -98,7 +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,
@@ -109,7 +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,
@@ -120,7 +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)),
@@ -132,7 +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(),
@@ -146,7 +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)),
@@ -158,14 +158,14 @@ 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)).OnDispatcher();
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
@@ -174,10 +174,9 @@ namespace mbts.spark {
nameof(OrderBookRowVM.badge_fill),
nameof(OrderBookRowVM.display_name),
_wrap_comparer(r => r.order_type),
DiscreteValuesFilterVM.CreateTableUpdate<OrderSecurityAlgoMeta, AlgoDataVM, AlgoID>(
DiscreteValuesFilterVM.CreateTableUpdate<OrderSecurity, AlgoDataVM, AlgoID>(
o => new AlgoDataVM(o.algo.GetValueOrDefault()),
o => AlgoID.from_order_def(o.order.Def),
vm => AlgoID.from_algo_key(vm.data.key), out var order_type_filter_observer, out var order_type_items_view)));
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);
@@ -187,10 +186,9 @@ namespace mbts.spark {
nameof(OrderBookRowVM.root_algo_badge_fill),
nameof(OrderBookRowVM.root_algo_display_name),
_wrap_comparer(r => r.order_tuple.root_algo.value.CustomCase),
DiscreteValuesFilterVM.CreateTableUpdate<OrderSecurityAlgoMeta, AlgoDataVM, AlgoID>(
DiscreteValuesFilterVM.CreateTableUpdate<OrderSecurity, AlgoDataVM, AlgoID>(
o => new AlgoDataVM(o.root_algo),
o => AlgoID.from_algo_key(o.root_algo.key),
vm => AlgoID.from_algo_key(vm.data.key), out var root_algo_type_observer, out var root_algo_type_items_view),
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;
@@ -201,7 +199,7 @@ namespace mbts.spark {
"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)),
@@ -209,27 +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,
@@ -245,7 +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,
@@ -256,18 +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)),
@@ -275,7 +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
@@ -284,7 +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,
@@ -295,7 +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,
@@ -306,7 +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,
@@ -317,7 +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,
@@ -350,6 +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 {
@@ -374,7 +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() =>
@@ -404,6 +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)
@@ -424,9 +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() {
@@ -527,7 +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;
@@ -544,10 +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; }
@@ -561,7 +565,7 @@ 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) =>
@@ -571,7 +575,7 @@ namespace mbts.spark {
#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) =>
@@ -580,7 +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) =>
@@ -589,7 +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) =>
@@ -601,7 +605,7 @@ namespace mbts.spark {
readonly BindingBase _foreground_binding;
ListSortDirection? _cached_sort_direction;
public OrderBookOrderTypeColumn(Columns key, string badge_fill_binding_path, string display_name_binding_path, IComparer<OrderBookRowVM> row_comparer, IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, AlgoID[]> filter, string header = DefaultColumnHeaders.OrderType)
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;
@@ -611,11 +615,11 @@ namespace mbts.spark {
this.comparer = row_comparer;
}
public new IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, AlgoID[]> filter { get; }
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() {
@@ -633,7 +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;
@@ -642,10 +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) {
@@ -654,6 +658,15 @@ 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(), _foreground_binding;
readonly IValueConverter _expander_visiblilty_converter = new ui.converters.BooleanToVisibilityConverter { VisibilityForFalse = Visibility.Hidden };
@@ -661,7 +674,7 @@ namespace mbts.spark {
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);
@@ -670,10 +683,10 @@ namespace mbts.spark {
_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; }
@@ -711,6 +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;
@@ -799,7 +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);
@@ -816,84 +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;
@@ -901,7 +869,6 @@ namespace mbts.spark {
popup.SetBinding(Popup.DataContextProperty, new Binding("PlacementTarget.DataContext") {
RelativeSource = new RelativeSource(RelativeSourceMode.Self)
});
#endregion
#region Detach Button
@@ -937,6 +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;
}
}
}
@@ -957,17 +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);
@@ -982,89 +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;
@@ -1073,8 +1046,9 @@ namespace mbts.spark {
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)
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();
@@ -1082,6 +1056,83 @@ namespace mbts.spark {
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;
}
}
}
@@ -1126,7 +1177,6 @@ namespace mbts.spark {
public class CommitColumn : FrameworkElementColumnBase<Columns> {
public CommitColumn() : base(Columns.Commit) {
id = key.ToString();
Header = "";
Width = 20;
}
@@ -14,7 +14,7 @@ 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;
@@ -27,14 +27,16 @@ namespace mbts.spark {
// 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;
_on_selection_changed = on_selection_changed;
}
//// This takes care of the case where the OB has all rows visible
@@ -43,19 +45,19 @@ 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>(
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 = OrderUtils.badge_fill(order_tuple.meta, order_metadata));
@@ -91,6 +93,8 @@ 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); }
@@ -116,7 +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;
@@ -134,14 +142,14 @@ 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 ??
@@ -188,14 +196,18 @@ 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();
}
})
);
@@ -214,7 +226,7 @@ namespace mbts.spark {
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.
@@ -226,17 +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,
@@ -244,7 +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);
@@ -257,11 +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));
@@ -288,6 +298,10 @@ namespace mbts.spark {
// 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));
@@ -314,6 +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)
@@ -374,13 +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;
@@ -404,8 +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;
}
}
}
}
}
@@ -3,12 +3,11 @@ using bts.api;
using bts.api.core;
using bts.api.orderman;
using bts.collections;
using bts.md;
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;
@@ -19,8 +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;
@@ -32,21 +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
@@ -57,16 +59,17 @@ 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(
IObservable<string> owner_title,
IBus bus,
INotificationService notification_service,
OrdersModel model,
@@ -75,7 +78,8 @@ namespace mbts.spark {
_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;
@@ -98,8 +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)
},
@@ -126,27 +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),
@@ -163,12 +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_with_root.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));
}),
@@ -204,7 +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 => {
@@ -312,8 +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();
}),
@@ -321,10 +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) {
@@ -333,6 +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;
@@ -418,6 +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);
@@ -425,23 +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);
@@ -519,11 +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;
@@ -543,35 +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);
public OrderRecordImmutable get_root(OrderRecordImmutable r) {
while (r.ParentKey != 0 && _cached_orders.TryGetValue(r.ParentKey, out var parent_osam)) {
r = parent_osam.order;
internal void detach_orders(OrderBookRowVM row) {
if (row.is_selected) {
_detach_orders_async(selected_rows).ignore();
} else {
_detach_orders_async(new[] { row }).ignore();
}
return r;
}
internal void detach_orders(OrderBookRowVM order) =>
_detach_orders_async(new[] { order }).ignore();
public OrderSecurityAlgoMeta get_ordersecurityalgometa(OrderRecordImmutable order) {
_cached_orders.TryGetValue(order.Key, out var osam);
return osam;
}
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));
@@ -590,11 +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);
}
}
@@ -610,6 +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;
@@ -622,17 +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();
(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)));
}
@@ -675,52 +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;
@@ -731,8 +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)
@@ -783,13 +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);
@@ -817,8 +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();
@@ -842,7 +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;
@@ -877,18 +886,6 @@ namespace mbts.spark {
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, _owner._model.mbo_service,
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;
@@ -907,8 +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;
@@ -916,7 +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;
@@ -935,132 +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;
@@ -1123,11 +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) }
};
}
@@ -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);
}
}
@@ -1,201 +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(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;
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);
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));
}
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 => AlgoID.from_order_def(o.order.Def));
add_discrete_values(fs.root_algo_types, o => AlgoID.from_algo_key(o.root_algo.key));
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 &&
@@ -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
};
@@ -1,217 +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;
/// <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)
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);
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 {
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 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 root_algo_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;
}
}
}
}
}
}
};
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; }
@@ -108,4 +108,9 @@
<MouseBinding MouseAction="LeftDoubleClick" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
<KeyBinding Key="Return" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
</c:DIYGrid.InputBindings>
<c:DIYGrid.RowStyle>
<Style TargetType="ListBoxItem" BasedOn="{StaticResource DIYGridRowStyle}">
<Setter Property="IsSelected" Value="{Binding is_selected, Mode=TwoWay}" />
</Style>
</c:DIYGrid.RowStyle>
</c:DIYGrid>
@@ -49,7 +49,9 @@ namespace mbts.spark {
Detach = 1 << 26,
Update = 1 << 27,
Commit = 1 << 28,
RootAlgoType = 1 << 29
RootAlgoType = 1 << 29,
Piq = 1 << 30,
Check = 1 << 31
}
public OrderBookGridView() {
@@ -548,13 +548,13 @@
Grid.Column="1"
Grid.Row="3"
Panel.ZIndex="1"
Width="{StaticResource GridSplitterWidth}"
HorizontalAlignment="Stretch"
VerticalAlignment="Stretch"
Height="{x:Static sp:OrderBookView.GridSplitterHeight}"
BorderThickness="0,1,0,0"
ResizeBehavior="PreviousAndNext"
/>
<usp:MiniLadderView x:Name="ladder" Grid.Column="1" Grid.Row="4" DataContext="{Binding order_mod_vm.ladder_vm}" CanUserSendOrders="False" Settings="{x:Static sp:LadderSettings.Default}"/>
<usp:MiniLadderView x:Name="ladder" Grid.Column="1" Grid.Row="4" DataContext="{Binding ladder_vm.value}" CanUserSendOrders="False" Settings="{x:Static sp:LadderSettings.Default}"/>
<GridSplitter
x:Name="ladder_splitter"
Grid.Column="1"
@@ -19,12 +19,12 @@ using static mbts.ui.controls.DIYGrid;
namespace bts.shell {
internal class PAndLWindowFactory : ShellWindowFactory<PAndLWindowFactory.PAndLStartupData> {
readonly IBus _bus;
readonly PAndLModel _model;
readonly OrdersModel _orders_model;
readonly UserSettingsHub _settings_hub;
public PAndLWindowFactory(IShellModule owner, IBus bus, UserSettingsHub settings_hub, PAndLModel model) : base(owner, "SparkPAndL") {
public PAndLWindowFactory(IShellModule owner, IBus bus, UserSettingsHub settings_hub, OrdersModel orders_model) : base(owner, "SparkPAndL") {
_bus = bus;
_model = model;
_orders_model = orders_model;
_settings_hub = settings_hub;
_dispose = bus.subscribe(SparkTags.ShowPAndLTag).OnDispatcher().Subscribe(show);
}
@@ -45,7 +45,7 @@ namespace bts.shell {
state.grid,
get: us => us.pnl_grid,
set: (us, gs) => us.with(provided_pnl_gridsettings: gs));
return new PAndLWindow(_model, this, _bus, state, SparkCommands.ShowPAndL.icon, settings_manager);
return new PAndLWindow(_orders_model, this, _bus, state, SparkCommands.ShowPAndL.icon, settings_manager);
}
[ProtoContract]
@@ -1,4 +1,6 @@
using bts.api;
using bts.shell.fills;
using bts.shell.manual_fills;
using bts.spark;
using mbts.persist;
using mbts.spark;
@@ -19,6 +21,7 @@ namespace bts.shell {
FillsWindowFactory _fwf;
PAndLWindowFactory _plwf;
AlgoStudioWindowFactory _aswf;
ManualFillsWindowFactory _mfwf;
[ImportingConstructor]
public TradingShellModule(
@@ -27,15 +30,15 @@ namespace bts.shell {
INotificationService notification_service,
INotificationServiceDataCache notification_service_data_cache,
UserSettingsHub settings_hub,
OrdersModel orders_model,
PAndLModel pandl_model,
OrdersModel orders_model,
md.MBOService mbo,
ErrorReporter error_reporter) {
_lwf = new LadderWindowFactory(this, bus, wm, settings_hub, orders_model, mbo);
_obwf = new OrderBookWindowFactory(this, bus, notification_service, notification_service_data_cache, orders_model, settings_hub);
_fwf = new FillsWindowFactory(this, bus, settings_hub, orders_model);
_plwf = new PAndLWindowFactory(this, bus, settings_hub, pandl_model);
_plwf = new PAndLWindowFactory(this, bus, settings_hub, orders_model);
_aswf = new AlgoStudioWindowFactory(this, bus, orders_model, error_reporter);
_mfwf = new ManualFillsWindowFactory(this, bus, orders_model);
}
public ImageSource icon => Icons.Trades;
@@ -46,11 +49,12 @@ namespace bts.shell {
public IEnumerable<SparkCommand> actions => new [] {
SparkCommands.ShowOrders.complete(() => bts.shell.orderbook.OrderBookStartupData.Default),
SparkCommands.ShowFills(null).complete(() => new FillsWindowFactory.StartupData()),
SparkCommands.ShowFills(null).complete(() => new FillsSettings()),
SparkCommands.ShowPAndL.complete(() => new PAndLWindowFactory.PAndLStartupData()),
SparkCommands.PickLadder,
SparkCommands.PickOrderTicket,
SparkCommands.ShowAlgoStudio.complete(() => new AlgoStudioWindowFactory.StartupData())
SparkCommands.ShowAlgoStudio.complete(() => new AlgoStudioWindowFactory.StartupData()),
SparkCommands.ShowManualFills().complete(() => ManualFillsSettings.Default)
};
IEnumerable<IShellWindowFactory> window_factories() {
@@ -59,6 +63,7 @@ namespace bts.shell {
yield return _fwf;
yield return _plwf;
yield return _aswf;
yield return _mfwf;
}
public Task<IShellWindow> create(Stream load_stream) =>
@@ -117,12 +117,12 @@ namespace bts.shell {
var temp_sound_triggers = _sound_trigger_refs;
foreach (var kv in temp_sound_triggers) {
if (kv.Key.trigger(value)) {
sounds.AddRange(kv.Value.keys);
sounds.AddRange(kv.Value.Keys);
}
}
var temp_toast_triggers = _toast_trigger_refs;
foreach (var krc in temp_toast_triggers) {
if (krc.key.trigger(value) is IToastNotification tn && tn.pass)
foreach (var kv in temp_toast_triggers) {
if (kv.Key.trigger(value) is IToastNotification tn && tn.pass)
toast.Add(tn);
}
if (sounds.Count > 0 || toast.Count > 0)
+23 -2
View File
@@ -7,16 +7,17 @@ using static bts.api.orderman.Fill.Types;
namespace mbts.spark {
class FillTuple : IEquatable<FillTuple> {
public static readonly Func<FillTuple, string> key_fn = ft => ft.fill.FillKey;
public readonly FillImmutable fill;
public readonly OrderRecordImmutable? order;
public readonly SecurityImmutable? security;
public readonly AlgoData? algo;
public readonly AlgoDefinitionMetadata? algo_meta;
public FillTuple((SecurityImmutable? sec, FillImmutable val) fill, OrderSecurityAlgoMeta? order_tuple) {
public FillTuple((SecurityImmutable? sec, FillImmutable val) fill, OrderSecurity? order_tuple) {
this.fill = fill.val;
this.security = fill.sec;
if (order_tuple is OrderSecurityAlgoMeta osam) {
if (order_tuple is OrderSecurity osam) {
order = osam.order;
algo = osam.algo;
algo_meta = osam.meta;
@@ -45,4 +46,24 @@ namespace mbts.spark {
order.HasValue ? order.Value.Key.GetHashCode() : 0,
security.HasValue ? security.Value.Id.GetHashCode() : 0);
}
static class FillTupleExtensions {
public static DateTime fill_time(this FillTuple fill_tuple) =>
fill_tuple.fill.Timestamp.to_local_time();
public static TimeInForce time_in_force(this FillTuple fill_tuple) =>
fill_tuple.order.HasValue ? fill_tuple.order.Value.time_in_force() : TimeInForce.Undefined;
public static CustomOrderDefinition.CustomOneofCase order_type(this FillTuple fill_tuple) =>
fill_tuple.order.HasValue ? fill_tuple.order.Value.order_type() : CustomOrderDefinition.CustomOneofCase.None;
public static Venue exchange(this FillTuple fill_tuple) =>
fill_tuple.security.HasValue ? fill_tuple.security.Value.Exchange : Venue.Unset;
public static uint order_key(this FillTuple fill_tuple) =>
fill_tuple.order.HasValue ? fill_tuple.order.Value.Key : 0u;
public static string user(this FillTuple fill_tuple) =>
fill_tuple.order.HasValue ? fill_tuple.order.Value.user() : string.Empty;
}
}
+42 -27
View File
@@ -49,7 +49,7 @@ namespace mbts.spark.utilities {
public OrderFactory(AdminModel admin_model, DynamicOrderHelper dynamic_helper) {
_admin_model = admin_model;
_dynamic_helper = dynamic_helper;
var algo_name_index = new HashSet<OneOf<CustomOrderDefinition.CustomOneofCase, string>>(OneOf<CustomOrderDefinition.CustomOneofCase,string>.ValueEqualityComparer);
var algo_name_index = new HashSet<OneOf<CustomOrderDefinition.CustomOneofCase, string>>(OneOf<CustomOrderDefinition.CustomOneofCase, string>.ValueEqualityComparer);
// add standard types
algo_name_index.AddRange(
EnumHelper.get_values_except(CustomOrderDefinition.CustomOneofCase.None)
@@ -58,7 +58,7 @@ namespace mbts.spark.utilities {
algo_name_index.AddRange(dynamic_helper.dynamic_types
.Select(dt => new OneOf<CustomOrderDefinition.CustomOneofCase, string>(dt)));
// build abbreviation index
_algo_abbreviation_index = DisplayNameHelper.get_word_tree_abbreviations(algo_name_index, oneof => oneof.value.ToString(), OneOf<CustomOrderDefinition.CustomOneofCase,string>.ValueEqualityComparer);
_algo_abbreviation_index = DisplayNameHelper.get_word_tree_abbreviations(algo_name_index, oneof => oneof.value.ToString(), OneOf<CustomOrderDefinition.CustomOneofCase, string>.ValueEqualityComparer);
}
public IObservable<IReadOnlyDictionary<uint, string>> subscribe_accounts() => _admin_model.on_accounts;
@@ -70,7 +70,7 @@ namespace mbts.spark.utilities {
public CustomOrderDefinition.CustomOneofCase default_order_type() =>
CustomOrderDefinition.CustomOneofCase.Limit;
public CustomOrderDefinition.CustomOneofCase default_order_type(SecurityImmutable security, bool is_child=false) {
public CustomOrderDefinition.CustomOneofCase default_order_type(SecurityImmutable security, bool is_child = false) {
if (is_child) return CustomOrderDefinition.CustomOneofCase.Limit;
switch (security.ContractCase) {
case Security.ContractOneofCase.Synthetic: return CustomOrderDefinition.CustomOneofCase.Spreader;
@@ -78,7 +78,7 @@ namespace mbts.spark.utilities {
}
}
public CustomOrderDefinition.CustomOneofCase default_order_type(SecurityImmutable? security, bool is_child=false) =>
public CustomOrderDefinition.CustomOneofCase default_order_type(SecurityImmutable? security, bool is_child = false) =>
security.HasValue ? default_order_type(security.Value, is_child) : default_order_type();
public TimeInForce default_time_in_force() =>
@@ -103,13 +103,13 @@ namespace mbts.spark.utilities {
}
}
public IEnumerable<CustomOrderDefinition.CustomOneofCase> default_order_types(SecurityImmutable? security, bool is_child=false) =>
public IEnumerable<CustomOrderDefinition.CustomOneofCase> default_order_types(SecurityImmutable? security, bool is_child = false) =>
security.HasValue ? default_order_types(security.Value, is_child) : default_order_types();
public IEnumerable<TimeInForce> default_time_in_forces() =>
EnumHelper.get_values_except(TimeInForce.Undefined);
public IEnumerable<TimeInForce> default_time_in_forces(SecurityImmutable security, bool is_child=false) =>
public IEnumerable<TimeInForce> default_time_in_forces(SecurityImmutable security, bool is_child = false) =>
default_time_in_forces();
public IEnumerable<TimeInForce> default_time_in_forces(SecurityImmutable security, CustomOrderDefinition.CustomOneofCase order_type, bool is_child = false) {
@@ -120,7 +120,7 @@ namespace mbts.spark.utilities {
return tifs;
}
public IEnumerable<TimeInForce> default_time_in_forces(SecurityImmutable? security, bool is_child=false) =>
public IEnumerable<TimeInForce> default_time_in_forces(SecurityImmutable? security, bool is_child = false) =>
security.HasValue ? default_time_in_forces(security.Value, is_child) : default_time_in_forces();
public LadderSettings default_ladder_settings(SecurityImmutable security) {
@@ -168,17 +168,14 @@ namespace mbts.spark.utilities {
// this will be the tag 50 on CME orders
// current user might be okay, but we might also want to get it
// from the store that serves the risk admin gui
ManualOrderIndicator = ManualOrderIndicator.Yes
ManualOrderIndicator = ManualOrderIndicator.Yes,
User = _admin_model.user.name,
UserId = _admin_model.user.id
};
if (account.HasValue) {
rv.Account = account.Value.name;
rv.AccountId = account.Value.id;
}
var user = _admin_model.get_current_user();
if (user.HasValue) {
rv.User = user.Value.name;
rv.UserId = user.Value.id;
}
return rv;
}
@@ -201,6 +198,7 @@ namespace mbts.spark.utilities {
public LimitOrderDefinition limit_order() => OrderDataHelper.Defaults.LimitOrderDefinition();
public StopOrderDefinition stop_order() => OrderDataHelper.Defaults.StopOrderDefinition();
public StopLimitOrderDefinition stop_limit_order() => OrderDataHelper.Defaults.StopLimitOrderDefinition();
public GLBXIcebergOrderDefinition glbx_iceberg_order() => OrderDataHelper.Defaults.GLBXIcebergOrderDefinition();
public IcebergOrderDefinition iceberg_order() => OrderDataHelper.Defaults.IcebergOrderDefinition();
public TimeBoxOrderDefinition time_box_order() => OrderDataHelper.Defaults.TimeBoxOrderDefinition();
public TickOrderDefinition tick_order() => OrderDataHelper.Defaults.TickOrderDefinition();
@@ -226,14 +224,15 @@ namespace mbts.spark.utilities {
public CustomOrderDefinition custom_order(CustomOrderDefinition.CustomOneofCase order_type) {
var rv = new CustomOrderDefinition();
switch(order_type) {
switch (order_type) {
case CustomOrderDefinition.CustomOneofCase.Market: rv.Market = market_order(); break;
case CustomOrderDefinition.CustomOneofCase.Limit: rv.Limit = limit_order(); break;
case CustomOrderDefinition.CustomOneofCase.Stop: rv.Stop = stop_order(); break;
case CustomOrderDefinition.CustomOneofCase.StopLimit: rv.StopLimit = stop_limit_order(); break;
case CustomOrderDefinition.CustomOneofCase.GlbxIceberg: rv.GlbxIceberg = glbx_iceberg_order(); break;
case CustomOrderDefinition.CustomOneofCase.Iceberg: rv.Iceberg = iceberg_order(); break;
case CustomOrderDefinition.CustomOneofCase.TimeBox: rv.TimeBox = time_box_order(); break;
case CustomOrderDefinition.CustomOneofCase.Tick: rv.Tick = tick_order(); break;
case CustomOrderDefinition.CustomOneofCase.Tick: rv.Tick = tick_order(); break;
case CustomOrderDefinition.CustomOneofCase.Lean: rv.Lean = lean_order(); break;
case CustomOrderDefinition.CustomOneofCase.Join: rv.Join = join_order(); break;
case CustomOrderDefinition.CustomOneofCase.Top: rv.Top = top_order(); break;
@@ -244,7 +243,7 @@ namespace mbts.spark.utilities {
case CustomOrderDefinition.CustomOneofCase.Trigger: rv.Trigger = trigger_order(); break;
case CustomOrderDefinition.CustomOneofCase.Spreader: rv.Spreader = spreader_order(); break;
case CustomOrderDefinition.CustomOneofCase.Dynamic: rv.Dynamic = dynamic_order(); break;
//case CustomOrderDefinition.CustomOneofCase.QueueHolder: rv.QueueHolder = queue_holder_order(); break;
//case CustomOrderDefinition.CustomOneofCase.QueueHolder: rv.QueueHolder = queue_holder_order(); break;
}
return rv;
}
@@ -257,6 +256,7 @@ namespace mbts.spark.utilities {
case CustomOrderDefinition.CustomOneofCase.Limit: return new OrderMetadata { KeyBinding = "L", Color = BTSColors.green.rgb_color(), NoProps = true };
case CustomOrderDefinition.CustomOneofCase.Stop: return new OrderMetadata { KeyBinding = "S", Color = BTSColors.red_orange.rgb_color(), NoProps = true };
case CustomOrderDefinition.CustomOneofCase.StopLimit: return new OrderMetadata { KeyBinding = "SL", Color = BTSColors.pale_green.rgb_color() };
case CustomOrderDefinition.CustomOneofCase.GlbxIceberg: return new OrderMetadata { KeyBinding = "GB", Color = BTSColors.Orders.glbx_iceberg_order };
case CustomOrderDefinition.CustomOneofCase.Iceberg: return new OrderMetadata { KeyBinding = "I", Color = BTSColors.pale_blue.rgb_color() };
case CustomOrderDefinition.CustomOneofCase.TimeBox: return new OrderMetadata { KeyBinding = "TB", Color = BTSColors.purple.rgb_color() };
case CustomOrderDefinition.CustomOneofCase.Tick: return new OrderMetadata { KeyBinding = "T", Color = BTSColors.Orders.tick_order };
@@ -266,7 +266,7 @@ namespace mbts.spark.utilities {
case CustomOrderDefinition.CustomOneofCase.Cover: return new OrderMetadata { KeyBinding = "C", Color = BTSColors.Orders.cover_order };
case CustomOrderDefinition.CustomOneofCase.Oco: return new OrderMetadata { KeyBinding = "C", Color = BTSColors.Orders.oco_order };
case CustomOrderDefinition.CustomOneofCase.Pricer: return new OrderMetadata { KeyBinding = "C", Color = BTSColors.Orders.pricer_order };
case CustomOrderDefinition.CustomOneofCase.Offset: return new OrderMetadata { KeyBinding = "O", Color = BTSColors.Orders.tick_order };
case CustomOrderDefinition.CustomOneofCase.Offset: return new OrderMetadata { KeyBinding = "O", Color = BTSColors.Orders.off_order };
case CustomOrderDefinition.CustomOneofCase.Trigger: return new OrderMetadata { KeyBinding = "T", Color = BTSColors.Orders.trigger_order };
case CustomOrderDefinition.CustomOneofCase.Spreader: return new OrderMetadata { KeyBinding = "", Color = BTSColors.Orders.spreader_order };
case CustomOrderDefinition.CustomOneofCase.Dynamic: return new OrderMetadata { KeyBinding = "", Color = BTSColors.Orders.top_order };
@@ -418,6 +418,7 @@ namespace mbts.spark.utilities {
case CustomOrderDefinition.CustomOneofCase.Limit: return new OrderMetadata { KeyBinding = "L", Color = BTSColors.green.rgb_color(), NoProps = true };
case CustomOrderDefinition.CustomOneofCase.Stop: return new OrderMetadata { KeyBinding = "S", Color = BTSColors.red_orange.rgb_color(), NoProps = true };
case CustomOrderDefinition.CustomOneofCase.StopLimit: return new OrderMetadata { KeyBinding = "SL", Color = BTSColors.pale_green.rgb_color() };
case CustomOrderDefinition.CustomOneofCase.GlbxIceberg: return new OrderMetadata { KeyBinding = "GB", Color = BTSColors.Orders.glbx_iceberg_order };
case CustomOrderDefinition.CustomOneofCase.Iceberg: return new OrderMetadata { KeyBinding = "I", Color = BTSColors.pale_blue.rgb_color() };
case CustomOrderDefinition.CustomOneofCase.TimeBox: return new OrderMetadata { KeyBinding = "TB", Color = BTSColors.purple.rgb_color() };
case CustomOrderDefinition.CustomOneofCase.Tick: return new OrderMetadata { KeyBinding = "T", Color = BTSColors.Orders.tick_order };
@@ -427,7 +428,7 @@ namespace mbts.spark.utilities {
case CustomOrderDefinition.CustomOneofCase.Cover: return new OrderMetadata { KeyBinding = "C", Color = BTSColors.Orders.cover_order };
case CustomOrderDefinition.CustomOneofCase.Oco: return new OrderMetadata { KeyBinding = "C", Color = BTSColors.Orders.oco_order };
case CustomOrderDefinition.CustomOneofCase.Pricer: return new OrderMetadata { KeyBinding = "C", Color = BTSColors.Orders.pricer_order };
case CustomOrderDefinition.CustomOneofCase.Offset: return new OrderMetadata { KeyBinding = "O", Color = BTSColors.Orders.tick_order };
case CustomOrderDefinition.CustomOneofCase.Offset: return new OrderMetadata { KeyBinding = "O", Color = BTSColors.Orders.off_order };
case CustomOrderDefinition.CustomOneofCase.Trigger: return new OrderMetadata { KeyBinding = "T", Color = BTSColors.Orders.trigger_order };
case CustomOrderDefinition.CustomOneofCase.Spreader: return new OrderMetadata { KeyBinding = "", Color = BTSColors.Orders.spreader_order };
case CustomOrderDefinition.CustomOneofCase.Dynamic: return new OrderMetadata { KeyBinding = "", Color = BTSColors.Orders.top_order };
@@ -440,6 +441,7 @@ namespace mbts.spark.utilities {
switch (algo_type) {
case CustomOrderDefinition.CustomOneofCase.Limit: return "LM";
case CustomOrderDefinition.CustomOneofCase.Cover: return "CV";
case CustomOrderDefinition.CustomOneofCase.GlbxIceberg: return "GB";
case CustomOrderDefinition.CustomOneofCase.Iceberg: return "IB";
case CustomOrderDefinition.CustomOneofCase.Lean: return "LN";
case CustomOrderDefinition.CustomOneofCase.Market: return "MA";
@@ -511,7 +513,7 @@ namespace mbts.spark.utilities {
}
}
public static CustomOrderDefinitionImmutable? fit_to_type(CustomOrderDefinitionImmutable defi, Security.ContractOneofCase security_type) {
public static CustomOrderDefinitionImmutable? fit_to_type(CustomOrderDefinitionImmutable defi, Security.ContractOneofCase security_type, bool fit_all_to_spreader = false) {
var mdef = defi.CloneToMutable();
switch (security_type) {
case Security.ContractOneofCase.Synthetic:
@@ -537,7 +539,8 @@ namespace mbts.spark.utilities {
case CustomOrderDefinition.CustomOneofCase.Stop:
case CustomOrderDefinition.CustomOneofCase.StopLimit:
case CustomOrderDefinition.CustomOneofCase.Market:
def = null;
case CustomOrderDefinition.CustomOneofCase.GlbxIceberg:
def = fit_all_to_spreader ? new CustomOrderDefinition { Spreader = new SpreaderOrderDefinition() } : null;
break;
default:
var desc_data = _algo_type_case_descriptor_data[def.CustomCase];
@@ -594,11 +597,13 @@ namespace mbts.spark.utilities {
CustomOrderDefinition.CustomOneofCase.Limit,
CustomOrderDefinition.CustomOneofCase.Stop,
CustomOrderDefinition.CustomOneofCase.StopLimit,
CustomOrderDefinition.CustomOneofCase.GlbxIceberg,
CustomOrderDefinition.CustomOneofCase.Iceberg,
CustomOrderDefinition.CustomOneofCase.Lean,
CustomOrderDefinition.CustomOneofCase.Join,
CustomOrderDefinition.CustomOneofCase.Cover,
CustomOrderDefinition.CustomOneofCase.Top
CustomOrderDefinition.CustomOneofCase.Top,
CustomOrderDefinition.CustomOneofCase.Offset
},
// The following spreader types are not yet ready for production use:
// CustomOrderDefinition.CustomOneofCase.Dynamic,
@@ -615,7 +620,15 @@ namespace mbts.spark.utilities {
CustomOrderDefinition.CustomOneofCase.Lean,
CustomOrderDefinition.CustomOneofCase.Join,
CustomOrderDefinition.CustomOneofCase.Cover,
CustomOrderDefinition.CustomOneofCase.Top
CustomOrderDefinition.CustomOneofCase.Top,
CustomOrderDefinition.CustomOneofCase.Offset
},
outright_order_types = new[] {
CustomOrderDefinition.CustomOneofCase.Market,
CustomOrderDefinition.CustomOneofCase.Limit,
CustomOrderDefinition.CustomOneofCase.Stop,
CustomOrderDefinition.CustomOneofCase.StopLimit,
CustomOrderDefinition.CustomOneofCase.GlbxIceberg,
};
public static readonly CustomOrderDefinition.CustomOneofCase[] all_order_types = exchange_order_types.Union(spreader_order_types).ToArray();
@@ -636,12 +649,12 @@ namespace mbts.spark.utilities {
var tgt_child = cad.get_child_from_impl(tgt_type_def);
copy_values(src_child, ref tgt_child);
}
}
}
public static CustomOrderDefinition.CustomOneofCase get_order_type(IMessage order_type_def) =>
order_type_def != null && _algo_type_case_index.TryGetValue(order_type_def.Descriptor.ClrType, out CustomOrderDefinition.CustomOneofCase algo_case) ?
algo_case : CustomOrderDefinition.CustomOneofCase.None;
#region Private Members
// get child
static CustomOrderDefinitionImmutable? _get_iceberg_child(IcebergOrderDefinitionImmutable iceberg) => iceberg.HasChild ? iceberg.Child : (CustomOrderDefinitionImmutable?)null;
@@ -704,7 +717,7 @@ namespace mbts.spark.utilities {
!b.HasChild);
public static bool top_equals(TopOrderDefinitionImmutable a, TopOrderDefinitionImmutable b) =>
a.WatchLevelTickOffset == b.WatchLevelTickOffset &&
a.TicksOff == b.TicksOff &&
(a.HasTopThreshold ?
b.HasTopThreshold && quantity_measure_equals(a.TopThreshold, b.TopThreshold) :
!b.HasTopThreshold) &&
@@ -857,7 +870,7 @@ namespace mbts.spark.utilities {
int phase_mult = 1;
switch (def.CustomCase) {
case CustomOrderDefinition.CustomOneofCase.Cover:
add_component(def.Cover.HedgeTicks.GetHashCode());
add_component(def.Cover.HedgeTicks.GetHashCode());
add_component(_get_hash(_get_cover_child(def.Cover)));
add_component(_get_hash(_get_cover_hedge(def.Cover)));
break;
@@ -895,7 +908,7 @@ namespace mbts.spark.utilities {
add_component(_get_hash(_get_tick_child(tick)));
break;
case CustomOrderDefinition.CustomOneofCase.Top:
add_component(def.Top.WatchLevelTickOffset.GetHashCode());
add_component(def.Top.TicksOff.GetHashCode());
add_component(def.Top.HasTopThreshold ? def.Top.TopThreshold.GetHashCode() : 0);
add_component(_get_top_child(def.Top).GetHashCode());
break;
@@ -981,6 +994,7 @@ namespace mbts.spark.utilities {
case bts.api.orderman.CustomOrderDefinition.CustomOneofCase.Stop: rv.Stop = StopOrderDefinition(); break;
case bts.api.orderman.CustomOrderDefinition.CustomOneofCase.StopLimit: rv.StopLimit = StopLimitOrderDefinition(); break;
case bts.api.orderman.CustomOrderDefinition.CustomOneofCase.Iceberg: rv.Iceberg = IcebergOrderDefinition(); break;
case bts.api.orderman.CustomOrderDefinition.CustomOneofCase.GlbxIceberg: rv.GlbxIceberg = GLBXIcebergOrderDefinition(); break;
case bts.api.orderman.CustomOrderDefinition.CustomOneofCase.TimeBox: rv.TimeBox = TimeBoxOrderDefinition(); break;
case bts.api.orderman.CustomOrderDefinition.CustomOneofCase.Tick: rv.Tick = TickOrderDefinition(); break;
case bts.api.orderman.CustomOrderDefinition.CustomOneofCase.Lean: rv.Lean = LeanOrderDefinition(); break;
@@ -1004,6 +1018,7 @@ namespace mbts.spark.utilities {
public static LimitOrderDefinition LimitOrderDefinition() => new LimitOrderDefinition { };
public static StopOrderDefinition StopOrderDefinition() => new StopOrderDefinition { };
public static StopLimitOrderDefinition StopLimitOrderDefinition() => new StopLimitOrderDefinition { };
public static GLBXIcebergOrderDefinition GLBXIcebergOrderDefinition() => new GLBXIcebergOrderDefinition { MaxShowQuantity = 1 };
public static IcebergOrderDefinition IcebergOrderDefinition() => new IcebergOrderDefinition { Child = CustomOrderDefinition(), ShowQuantity = 1 };
public static TimeBoxOrderDefinition TimeBoxOrderDefinition() => new TimeBoxOrderDefinition { Child = CustomOrderDefinition(), Start = Timestamp.FromDateTime(DateTime.UtcNow), Stop = Timestamp.FromDateTime(DateTime.UtcNow) };
public static TickOrderDefinition TickOrderDefinition() => new TickOrderDefinition { Child = CustomOrderDefinition(), CrossThreshold = QuantityMeasure };
@@ -0,0 +1,105 @@
using bts;
using bts.api;
using bts.api.core;
using bts.api.orderman;
using bts.utils;
using mbts.spark.utilities;
using mbts.utils;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Reactive.Linq;
namespace mbts.spark {
/// <summary>
/// Monitors selected rows, and determines whether or not they are all active-orders, with common parameters.
/// </summary>
class OrderParamsAggregator {
readonly TimeSpan _throttle;
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<OrderSecurity> _group_mon = new CommonValueMonitorMultiplexor<OrderSecurity>();
readonly DynamicOrderHelper _dyn_helper;
public OrderParamsAggregator(DynamicOrderHelper dyn_helper, TimeSpan throttle) {
_dyn_helper = dyn_helper;
_throttle = throttle;
_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());
}
public SecurityImmutable? security => _security_mon.common_value;
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<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 defer_updates() =>
_group_mon.defer_updates();
event Action<TableUpdate<OrderSecurity, uint>> _updated;
public void Update(TableUpdate<OrderSecurity, uint> table) {
_updated?.Invoke(table);
}
public void Add(OrderSecurity order_tuple) =>
_group_mon.add(order_tuple);
public void Remove(OrderSecurity order_tuple) =>
_group_mon.remove(order_tuple);
static SecurityImmutable? _get_spreader_sec(OrderSecurity osam) =>
OrderDataHelper.enumerate_algo_hierarchy(osam.order.Def.CustomDef.CloneToMutable())
.Any(algo => algo.CustomCase == CustomOrderDefinition.CustomOneofCase.Spreader) ?
osam.security : null;
AlgoSecurityKey _algo_key(OrderSecurity osam) =>
new AlgoSecurityKey(osam.order.Def.CustomDef, _get_spreader_sec(osam), AlgoStructureSerializer.structure_key(osam.order.Def.CustomDef, _dyn_helper.dynamic_type_index));
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);
}
}
}
@@ -26,27 +26,26 @@ using System.Windows.Input;
namespace mbts.spark {
class InlineOrderProperties {
public readonly InlineUserProperty<AccountTuple> account;
public readonly InlineUserProperty<uint> account;
public readonly InlineUserProperty<TimeInForce> time_in_force;
public readonly InlineUserProperty<CustomOrderDefinition> order_type_def;
public readonly InlineUserProperty<AlgoID> algo;
public InlineOrderProperties(OrdersModel model, LadderSettings settings) : this(
new InlineUserProperty<AccountTuple>(),
new InlineUserProperty<uint>(settings.default_account, settings.default_account != 0),
new InlineUserProperty<TimeInForce>(settings.default_time_in_force, true),
new InlineUserProperty<CustomOrderDefinition>(model.factory.custom_order(settings.default_order_type), true)) { }
new InlineUserProperty<AlgoID>(settings.default_algo, true)) { }
public InlineOrderProperties(OrdersModel model, OrderDefinitionImmutable def) : this(
new InlineUserProperty<AccountTuple>(),
new InlineUserProperty<TimeInForce>(def.TimeInForce, true),
new InlineUserProperty<CustomOrderDefinition>(def.CustomDef.CloneToMutable(), true)) { }
new InlineUserProperty<uint>(def.AccountId, def.AccountId != 0),
new InlineUserProperty<TimeInForce>(def.TimeInForce, true)) { }
public InlineOrderProperties(
InlineUserProperty<AccountTuple> account=null,
InlineUserProperty<uint> account=null,
InlineUserProperty<TimeInForce> time_in_force=null,
InlineUserProperty<CustomOrderDefinition> order_type_def=null) {
this.account = account ?? new InlineUserProperty<AccountTuple>();
InlineUserProperty<AlgoID> algo = null) {
this.account = account ?? new InlineUserProperty<uint>();
this.time_in_force = time_in_force ?? new InlineUserProperty<TimeInForce>();
this.order_type_def = order_type_def ?? new InlineUserProperty<CustomOrderDefinition>();
this.algo = algo ?? new InlineUserProperty<AlgoID>();
}
}
@@ -102,14 +101,28 @@ namespace mbts.spark {
_favorite_algo_definitions_view.LiveFilteringProperties.Add(nameof(AlgoDefinitionVM.is_favorite));
_favorite_algo_definitions_view.IsLiveFiltering = true;
favorite_algo_definitions_view.Filter = d => d.is_favorite;
//_accounts
var inline_account_src = order_properties.AggregateLatest(
model.factory.subscribe_accounts(),
(last, change, cache) => convert_inline_account(change.New.account, cache),
(last, props, change) => convert_inline_account(props.account, change.New, false),
() => new InlineUserProperty<AccountTuple>(),
new InlineOrderProperties(),
DictionaryHelper.empty<uint, string>());
// Note that with the .Where on the account_tuples, we will ignore any
// updates for which all accounts have been removed.
// This was a safer change than changing SelectorProperty's IEnumberable.OnNext
// so that it would not reset the selected item on server reboots; i.e. this
// change only affects this IObservable.
_accounts = backing(
nameof(selected_account),
model.factory.subscribe_account_tuples(),
order_properties.Select(ops => ops.account),
model.factory.subscribe_account_tuples().Where(items => items.Any()),
inline_account_src,
a => new AccountTuple?(a),
() => accounts.Cast<AccountTuple?>().FirstOrDefault(),
EqualityComparer<AccountTuple?>.Default,
new[] { new PropertyValidation<AccountTuple?>(a => (a.HasValue && !string.IsNullOrWhiteSpace(a.Value.name) && accounts.Contains(a.Value), "Please select an account")) }.ToReadOnlyList());
// time in force
_time_in_force = backing(
nameof(selected_time_in_force),
// remember, both observables must fire once to start the CombineLatest sequence
@@ -164,8 +177,12 @@ namespace mbts.spark {
}, out IObserver<bool> revert_algo_params_observer);
var algo_params_dirty_mon = new ReactiveThresholdMonitor<AlgoParamRowVM>(r => r.param.subscribe_is_dirty());
var nullable_security_md_source = security_md_source.Select(smd => new SecurityMD?(smd)).RefCountReplay(1);
var inline_algo_relay = new SelectionModelInlinePropRelay<AlgoDefinitionVM, AlgoDefinitionVM, AlgoID>(_selected_algo_definition, vm => AlgoID.from_algo_key(vm.key, _model.dynamic_helper.dynamic_type_index));
//
_dispose = new CompositeDisposable(
order_properties.OnDispatcher().Subscribe(props => {
inline_algo_relay.on_inline_prop(props.algo);
}),
algo_params_dirty_mon.Subscribe(set_default_algo_params_observer, revert_algo_params_observer),
ObservableAutoWrapper.connect_item_hooks(_algo_param_rows, algo_params_dirty_mon.join),
_selected_algo_definition.subscribe_changed(_selected_algo_definition_Changed),
@@ -226,6 +243,7 @@ namespace mbts.spark {
Disposable.dispose(ref _algo_param_rows_hook);
}
};
// local methods
async Task save_template_async(AlgoDefinitionTemplateVM template) {
using (_preserve_selection_by_index())
await AlgoPersistenceHelper.persist_template(model, algo_definitions, template);
@@ -250,6 +268,19 @@ namespace mbts.spark {
break;
}
}
//
// Regarding the 3rd parameter, force_override_from_inline_property:
// When using an InlineUserProperty, in the context of assigning a default vs selected item,
// there is somewhat of a conflict between the IObserver<InlineUserProperty<TItem>> and the
// IObserver<IEnumerable<TItem>> OnNext methods. This 3rd paramter provides yet another override
// to say if the force_override should come from the inline property or if the force_override should
// be disbled, by way of the immediate return in ViewModelBase._try_auto_select when force_override
// is false. Our intent is then accomplished because we are no longer attempting to set a default/
// selected item when the account_tuples potentially changes
InlineUserProperty<AccountTuple> convert_inline_account(InlineUserProperty<uint> account_id, IReadOnlyDictionary<uint, string> account_map, bool force_override_from_inline_property = true) =>
account_id.has_value && account_map.TryGetValue(account_id.value, out string name) ?
new InlineUserProperty<AccountTuple>(new AccountTuple(account_id.value, name), force_override_from_inline_property ? account_id.force_override : false) :
new InlineUserProperty<AccountTuple>();
}
IDisposable _template_collection_sync;
+46 -9
View File
@@ -3,13 +3,15 @@ using mbts.spark;
using System;
namespace bts.api.orderman {
readonly struct OrderSecurity: IEquatable<OrderSecurity> {
readonly struct OrderSecurity : IEquatable<OrderSecurity> {
public OrderSecurity(SecurityImmutable? sec, OrderRecordImmutable order) {
this.security = sec;
this.order = order;
piq = null;
algo = null;
meta = null;
root_algo = new AlgoData(order.Def.CustomDef);
root_meta = null;
}
public OrderSecurity((SecurityImmutable? sec, OrderRecordImmutable order) t) {
security = t.sec;
@@ -17,6 +19,8 @@ namespace bts.api.orderman {
piq = null;
algo = null;
meta = null;
root_algo = new AlgoData(order.Def.CustomDef);
root_meta = null;
}
public OrderSecurity(SecurityImmutable? sec, OrderRecordImmutable order, uint? piq) {
this.security = sec;
@@ -24,6 +28,8 @@ namespace bts.api.orderman {
this.piq = piq;
algo = null;
meta = null;
root_algo = new AlgoData(order.Def.CustomDef);
root_meta = null;
}
public OrderSecurity(SecurityImmutable? sec, OrderRecordImmutable order, uint? piq, AlgoData? algo, AlgoDefinitionMetadata? meta) {
this.security = sec;
@@ -31,24 +37,55 @@ namespace bts.api.orderman {
this.piq = piq;
this.algo = algo;
this.meta = meta;
root_algo = algo ?? new AlgoData(order.Def.CustomDef);
root_meta = meta;
}
//public OrderSecurity(OrderSecurity t) {
// security = t.security;
// order = t.order;
// piq = t.piq;
//}
public OrderSecurity(SecurityImmutable? sec, OrderRecordImmutable order, uint? piq, AlgoData? algo, AlgoDefinitionMetadata? meta, AlgoData? rootalgo = null, AlgoDefinitionMetadata? rootmeta = null) {
this.security = sec;
this.order = order;
this.piq = piq;
this.algo = algo;
this.meta = meta;
if (rootalgo.HasValue) {
this.root_algo = rootalgo.Value;
this.root_meta = rootmeta;
} else {
this.root_algo = algo ?? new AlgoData(order.Def.CustomDef);
this.root_meta = meta;
}
}
public static implicit operator OrderSecurity(ValueTuple<SecurityImmutable?, OrderRecordImmutable> x) => new OrderSecurity(x);
public SecurityImmutable? security { get; }
public OrderRecordImmutable order { get; }
public uint? piq { get; }
public AlgoData? algo { get; }
public AlgoDefinitionMetadata? meta { get; }
public AlgoData root_algo { get; }
public AlgoDefinitionMetadata? root_meta { get; }
public OrderSecurity with(AlgoData? root_algo, AlgoDefinitionMetadata? root_meta = null) =>
new OrderSecurity(security, order, piq, algo, meta, root_algo, root_meta);
public override bool Equals(object obj) => (obj is OrderSecurity os) && Equals(os);
public bool Equals(OrderSecurity other) => order.Equals(other.order) && security == other.security && piq == other.piq;
public override int GetHashCode() => (security, order, piq).GetHashCode();
public bool Equals(OrderSecurity other) =>
order == other.order &&
security == other.security &&
piq == other.piq &&
algo == other.algo &&
meta == other.meta &&
root_algo == other.root_algo;
public override bool Equals(object obj) => EqualityComparer.equals_obj(this, obj);
public override int GetHashCode() =>
EqualityComparer.aggregate_hash(
order.GetHashCode(),
security?.GetHashCode() ?? 0,
piq?.GetHashCode() ?? 0,
algo?.GetHashCode() ?? 0,
meta?.GetHashCode() ?? 0,
root_algo.GetHashCode());
public static bool operator == (OrderSecurity left, OrderSecurity right) => left.Equals(right);
public static bool operator != (OrderSecurity left, OrderSecurity right) => !left.Equals(right);
@@ -0,0 +1,16 @@
using bts.api.orderman;
namespace mbts.spark {
static partial class OrderTypeVMFactory {
class GLBXIcebergOrderVM : OrderTypeVMBase<GLBXIcebergOrderDefinition, GLBXIcebergOrderDefinitionImmutable> {
readonly Property<uint?> _max_show_quantity;
public GLBXIcebergOrderVM(AlgoKey key, string display_name, AlgoEditingPermissions editing_permissions)
: base(key, display_name, editing_permissions) {
_max_show_quantity = add_nullable_property<uint>(nameof(max_show_quantity), GLBXIcebergOrderDefinition.MaxShowQuantityFieldNumber);
}
public uint? max_show_quantity { get => _max_show_quantity.Value; set => _max_show_quantity.set(value); }
}
}
}
@@ -53,6 +53,7 @@ namespace mbts.spark {
public static IAlgoVM pricer(AlgoKey key, string display_name, AlgoEditingPermissions editing_permissions) => new PricerOrderVM(key, display_name, editing_permissions);
public static IAlgoVM offset(AlgoKey key, string display_name, AlgoEditingPermissions editing_permissions) => new OffsetOrderVM(key, display_name, editing_permissions);
public static IAlgoVM trigger(AlgoKey key, string display_name, AlgoEditingPermissions editing_permissions) => new TriggerOrderVM(key, display_name, editing_permissions);
public static IAlgoVM glbx_iceberg(AlgoKey key, string display_name, AlgoEditingPermissions editing_permissions) => new GLBXIcebergOrderVM(key, display_name, editing_permissions);
public static IAlgoVM iceberg(AlgoKey key, string display_name, AlgoEditingPermissions editing_permissions) => new IcebergOrderVM(key, display_name, editing_permissions);
public static IAlgoVM spreader(AlgoKey key, string display_name, AlgoEditingPermissions editing_permissions) => new SpreaderOrderVM(key, display_name, editing_permissions);
public static IAlgoVM dynamic(AlgoKey key, string display_name, string dynamic_type, AlgoEditingPermissions editing_permissions) => new DynamicOrderVM(key, dynamic_type, display_name, editing_permissions);
@@ -83,6 +84,7 @@ namespace mbts.spark {
case AlgoType.Pricer: return pricer(key, name, editing_permissions);
case AlgoType.Offset: vm = offset(key, name, editing_permissions); break;
case AlgoType.Trigger: vm = trigger(key, name, editing_permissions); break;
case AlgoType.GlbxIceberg: vm = glbx_iceberg(key, name, editing_permissions); break;
case AlgoType.Iceberg: vm = iceberg(key, name, editing_permissions); break;
case AlgoType.Spreader: vm = spreader(key, name, editing_permissions); break;
case AlgoType.Dynamic: vm = dynamic(key, name, name, editing_permissions); break;
@@ -5,13 +5,16 @@ using TopDefi = bts.api.orderman.TopOrderDefinitionImmutable;
namespace mbts.spark {
static partial class OrderTypeVMFactory {
class TopOrderVM : OrderTypeVMBase<TopDef, TopDefi> {
readonly Property<uint?> _ticks_off;
readonly Property<QuantityMeasureImmutable?> _top_threshold;
public TopOrderVM(AlgoKey key, string display_name, AlgoEditingPermissions editing_permissions)
: base(key, display_name, editing_permissions) {
_ticks_off = add_nullable_property<uint>(nameof(ticks_off), TopDef.TicksOffFieldNumber);
_top_threshold = add_property<QuantityMeasure, QuantityMeasureImmutable>(nameof(top_threshold), TopDef.TopThresholdFieldNumber, new QuantityMeasureImmutable(new QuantityMeasure { Ratio = 1.0, Absolute = 1 }));
}
public uint? ticks_off { get => _ticks_off.Value; set => _ticks_off.set(value); }
public QuantityMeasureImmutable? top_threshold { get => _top_threshold.Value; set => _top_threshold.set(value); }
}
}
+21 -1
View File
@@ -79,6 +79,23 @@ namespace mbts.spark {
public static CustomOrderDefinition.CustomOneofCase order_type(this OrderRecordImmutable order) =>
order.HasDef && order.Def.HasCustomDef ? order.Def.CustomDef.CustomCase : CustomOrderDefinition.CustomOneofCase.None;
/// <summary>
/// Unwraps all <see cref="CompositeOrderDefinition"/>s (if any) to return the underlying order type.
/// </summary>
/// <param name="order">The order who's underlying algo will be returned.</param>
/// <returns>The first non-composite algo definition in the specified <see cref="CustomOrderDefinition"/>.</returns>
public static CustomOrderDefinition.CustomOneofCase actual_order_type(this OrderRecordImmutable order) {
if (!order.HasDef || !order.Def.HasCustomDef)
return CustomOrderDefinition.CustomOneofCase.None;
var cdef = order.Def.CustomDef;
while (cdef.CustomCase == CustomOrderDefinition.CustomOneofCase.Composite) {
if (!cdef.Composite.HasDefinition)
return CustomOrderDefinition.CustomOneofCase.None;
cdef = cdef.Composite.Definition;
}
return cdef.CustomCase;
}
public static string dynamic_order_type_display_name(this OrderRecordImmutable order) =>
order.HasDef && order.Def.HasCustomDef && order.Def.CustomDef.HasDynamic ? order.Def.CustomDef.Dynamic.DynamicOrderType : string.Empty;
@@ -112,7 +129,8 @@ namespace mbts.spark {
case CustomOrderDefinition.CustomOneofCase.Limit:
case CustomOrderDefinition.CustomOneofCase.Market:
case CustomOrderDefinition.CustomOneofCase.Stop:
case CustomOrderDefinition.CustomOneofCase.StopLimit: return true;
case CustomOrderDefinition.CustomOneofCase.StopLimit:
case CustomOrderDefinition.CustomOneofCase.GlbxIceberg: return true;
}
}
return false;
@@ -138,6 +156,8 @@ namespace mbts.spark {
public static string display_name(this OrderSecurityAlgoMeta order_tuple) =>
display_name(order_tuple.order, order_tuple.algo);
public static string display_name(this OrderSecurity order_tuple) =>
display_name(order_tuple.order, order_tuple.algo);
public static string display_name(OrderRecordImmutable order, AlgoData? algo) {
if (algo.HasValue) {
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