Compare commits
4
Commits
| Author | SHA1 | Date | |
|---|---|---|---|
 Kevin Darby
|
2e750ef832 | ||
|
Kevin Darby
|
f85e3a95f6 | ||
|
Kevin Darby
|
7ab5173ee2 | ||
|
Kevin Darby
|
5fb0df8f1b |
No files matched your search
@@ -1 +0,0 @@
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||||
IndentWidth: 3
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||||
-11
@@ -1,7 +1,4 @@
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||||
nohup.out
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||||
build/
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||||
cmake-build-debug/
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||||
.idea/
|
||||
.dir-locals.el
|
||||
*.pyc
|
||||
.vscode/*
|
||||
@@ -9,15 +6,7 @@ cmake-build-debug/
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.vs
|
||||
obj/
|
||||
*.csproj.user
|
||||
*.vspx
|
||||
*.psess
|
||||
msbuild.log
|
||||
*.orig
|
||||
vcxproj.user
|
||||
src/client/spark/Properties/launchSettings.json
|
||||
compile_commands.json
|
||||
.cquery_cached_index/
|
||||
src/client/sparkcmd/Properties/launchSettings.json
|
||||
node_modules
|
||||
paket-files
|
||||
project.lock.json
|
||||
Vendored
+65
-101
@@ -1,102 +1,66 @@
|
||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
{
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
"${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu",
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||||
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||||
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||||
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{
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{
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"/usr/include",
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||||
"/usr/local/include",
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||||
"${workspaceRoot}"
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"/usr/include",
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"/usr/local/include",
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"${workspaceRoot}"
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||||
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||||
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{
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"defines": [
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"__linux__",
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"__x86_64__"
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||||
],
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||||
"browse": {
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"path": [
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||||
"${workspaceRoot}/src",
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"${workspaceRoot}/build/src",
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"${workspaceRoot}/externals/windows/vscode/usr/lib/gcc/x86_64-linux-gnu/6/include-fixed",
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"${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu",
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"${workspaceRoot}/externals/windows/vscode/usr/include/*"
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"limitSymbolsToIncludedHeaders": true,
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||||
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|
||||
}
|
||||
],
|
||||
"version": 3
|
||||
}
|
||||
Vendored
+163
-314
@@ -1,315 +1,164 @@
|
||||
{
|
||||
"version": "0.2.0",
|
||||
"configurations": [
|
||||
|
||||
{
|
||||
"name": "(gdb) Launch",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "${workspaceRoot}/build/ninja_debug/src/server/sparkd/sparkd",
|
||||
"args": ["run"],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "${workspaceRoot}/build/ninja_debug/src/server/sparkd",
|
||||
"environment": [],
|
||||
"externalConsole": true,
|
||||
"MIMode": "gdb",
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "-enable-pretty-printing",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"name": "Client Launch",
|
||||
"type": "clr",
|
||||
"request": "launch",
|
||||
"program": "${workspaceRoot}/build/Debug/bin/net471/spark.exe",
|
||||
"args": [],
|
||||
"cwd": "${workspaceRoot}",
|
||||
"stopAtEntry": false,
|
||||
"externalConsole": true,
|
||||
"requireExactSource": false
|
||||
},
|
||||
{
|
||||
"name": "SDK Launch",
|
||||
"type": "clr",
|
||||
"request": "launch",
|
||||
"program": "${workspaceRoot}/build/Debug/bin/net471/spark_sdk.exe",
|
||||
"args": ["md","GLBX","Future","ES","ESM8"],
|
||||
"cwd": "${workspaceRoot}",
|
||||
"stopAtEntry": false,
|
||||
"externalConsole": true,
|
||||
"requireExactSource": false
|
||||
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|
||||
{
|
||||
"name": "Client Attach",
|
||||
"type": "clr",
|
||||
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|
||||
"processId":"${command:pickProcess}"
|
||||
},
|
||||
{
|
||||
"name": "SparkVM Launch",
|
||||
"type": "cppdbg",
|
||||
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|
||||
"program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
|
||||
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||||
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|
||||
"cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
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||||
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|
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||||
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||||
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|
||||
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||||
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||||
{
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||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "enable pretty-printer",
|
||||
"ignoreFailures": true
|
||||
},
|
||||
{
|
||||
"description": "Skip STL",
|
||||
"text": "skip -gfi /usr/include/c++/7/bits/*.h",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
],
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": ["bts@sparkvm"],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
}
|
||||
},
|
||||
{
|
||||
"name": "Spreader Tests",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
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||||
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|
||||
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|
||||
"cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
|
||||
"environment": [],
|
||||
"externalConsole": true,
|
||||
"MIMode": "gdb",
|
||||
"preLaunchTask": "",
|
||||
"logging": {
|
||||
"engineLogging": false
|
||||
},
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "enable pretty-printer",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
],
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": ["bts@sparkvm"],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
}
|
||||
},
|
||||
{
|
||||
"name": "Admin Service Tests",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
|
||||
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|
||||
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|
||||
"cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
|
||||
"environment": [],
|
||||
"externalConsole": true,
|
||||
"MIMode": "gdb",
|
||||
"preLaunchTask": "",
|
||||
"logging": {
|
||||
"engineLogging": false
|
||||
},
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "enable pretty-printer",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
],
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": ["bts@sparkvm"],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
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|
||||
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|
||||
{
|
||||
"name": "Limiter Tests",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
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||||
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|
||||
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|
||||
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|
||||
"cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
|
||||
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|
||||
"externalConsole": true,
|
||||
"MIMode": "gdb",
|
||||
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|
||||
"logging": {
|
||||
"engineLogging": false
|
||||
},
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "enable pretty-printer",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
],
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": ["bts@sparkvm"],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
}
|
||||
},
|
||||
{
|
||||
"name": "MD Tests",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
|
||||
"args": ["test", "[md]"],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
|
||||
"environment": [],
|
||||
"externalConsole": true,
|
||||
"MIMode": "gdb",
|
||||
"preLaunchTask": "",
|
||||
"logging": {
|
||||
"engineLogging": false
|
||||
},
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "-enable-pretty-printing",
|
||||
"ignoreFailures": true
|
||||
},
|
||||
{
|
||||
"description": "Skip STL",
|
||||
"text": "skip -gfi /usr/include/c++/7/bits/*.h",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
],
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": ["bts@sparkvm"],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
}
|
||||
},
|
||||
{
|
||||
"name": "SparkVM attach",
|
||||
"type": "cppdbg",
|
||||
"request": "attach",
|
||||
"program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
|
||||
"processId": "${command:pickRemoteProcess}",
|
||||
"MIMode": "gdb",
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": ["bts@sparkvm"],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
}
|
||||
},
|
||||
{
|
||||
"name": "Python",
|
||||
"type": "python",
|
||||
"request": "launch",
|
||||
"stopOnEntry": false,
|
||||
"pythonPath": "${config:python.pythonPath}",
|
||||
"program": "${file}",
|
||||
"cwd": "${workspaceRoot}",
|
||||
"env": {},
|
||||
"envFile": "${workspaceRoot}/.env",
|
||||
"args": [ "DEBUG" ],
|
||||
"debugOptions": [
|
||||
"WaitOnAbnormalExit",
|
||||
"WaitOnNormalExit",
|
||||
"RedirectOutput"
|
||||
]
|
||||
},
|
||||
{
|
||||
"name": "edge-asp051",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "/home/bts/spark/sparkd",
|
||||
"args": ["run"],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/",
|
||||
"environment": [],
|
||||
"externalConsole": true,
|
||||
"MIMode": "gdb",
|
||||
"preLaunchTask": "",
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "enable pretty-printer",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
],
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": ["bts@edge-asp051"],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/bts/": "${workspaceRoot}"
|
||||
}
|
||||
},
|
||||
{
|
||||
"name": "Docker Launch",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "/bts/build/gcc_debug/src/server/sparkd/sparkd",
|
||||
"args": ["test"],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/bts/build/gcc_debug/src/server/sparkd",
|
||||
"environment": [],
|
||||
"externalConsole": true,
|
||||
"MIMode": "gdb",
|
||||
"preLaunchTask": "",
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "enable pretty-printer",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
],
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": ["-p 2000","root@localhost"],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/bts/": "${workspaceRoot}"
|
||||
}
|
||||
}
|
||||
]
|
||||
{
|
||||
"version": "0.2.0",
|
||||
"configurations": [
|
||||
{
|
||||
"name": "(gdb) Launch",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "${workspaceRoot}/build/gcc_debug/src/server/sparkd/sparkd",
|
||||
"args": ["run"],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "${workspaceRoot}/build/gcc_debug/src/server/sparkd",
|
||||
"environment": [],
|
||||
"externalConsole": true,
|
||||
"MIMode": "gdb",
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "-enable-pretty-printing",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"name": "Client Launch",
|
||||
"type": "clr",
|
||||
"request": "launch",
|
||||
"program": "${workspaceRoot}/build/Debug/bin/net462/spark.exe",
|
||||
"args": [],
|
||||
"cwd": "${workspaceRoot}",
|
||||
"stopAtEntry": false,
|
||||
"externalConsole": true
|
||||
},
|
||||
{
|
||||
"name": "Client Attach",
|
||||
"type": "clr",
|
||||
"request": "attach",
|
||||
"processId":"${command:pickProcess}"
|
||||
},
|
||||
{
|
||||
"name": "SparkVM Launch",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
|
||||
"args": ["configcheck", "System"],
|
||||
"stopAtEntry": true,
|
||||
"cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
|
||||
"environment": [],
|
||||
"externalConsole": true,
|
||||
"MIMode": "gdb",
|
||||
"preLaunchTask": "",
|
||||
"logging": {
|
||||
"engineLogging": false
|
||||
},
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "enable pretty-printer",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
],
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": ["bts@sparkvm"],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
}
|
||||
},
|
||||
{
|
||||
"name": "Docker Launch",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "/bts/build/gcc_debug/src/server/sparkd/sparkd",
|
||||
"args": ["test"],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/bts/build/gcc_debug/src/server/sparkd",
|
||||
"environment": [],
|
||||
"externalConsole": true,
|
||||
"MIMode": "gdb",
|
||||
"preLaunchTask": "",
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "enable pretty-printer",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
],
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": ["-p 2000","root@localhost"],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/bts/": "${workspaceRoot}"
|
||||
}
|
||||
},
|
||||
{
|
||||
"name": "Docker attach",
|
||||
"type": "cppdbg",
|
||||
"request": "attach",
|
||||
"program": "/bts/build/gcc_debug/src/server/sparkd/sparkd",
|
||||
"processId": "${command:pickRemoteProcess}",
|
||||
"MIMode": "gdb",
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": ["-p 2000","root@localhost"],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/bts/": "${workspaceRoot}"
|
||||
}
|
||||
},
|
||||
{
|
||||
"name": "Python",
|
||||
"type": "python",
|
||||
"request": "launch",
|
||||
"stopOnEntry": false,
|
||||
"pythonPath": "${config:python.pythonPath}",
|
||||
"program": "${file}",
|
||||
"cwd": "${workspaceRoot}",
|
||||
"env": {},
|
||||
"envFile": "${workspaceRoot}/.env",
|
||||
"args": [ "DEBUG" ],
|
||||
"debugOptions": [
|
||||
"WaitOnAbnormalExit",
|
||||
"WaitOnNormalExit",
|
||||
"RedirectOutput"
|
||||
]
|
||||
},
|
||||
{
|
||||
"name": "edge-asp051",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "/home/bts/spark/sparkd",
|
||||
"args": ["run"],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/",
|
||||
"environment": [],
|
||||
"externalConsole": true,
|
||||
"MIMode": "gdb",
|
||||
"preLaunchTask": "",
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "enable pretty-printer",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
],
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": ["bts@edge-asp051"],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/bts/": "${workspaceRoot}"
|
||||
}
|
||||
}
|
||||
]
|
||||
}
|
||||
Vendored
+10
-18
@@ -4,9 +4,9 @@
|
||||
"version": "2.0.0",
|
||||
"tasks": [
|
||||
{
|
||||
"label": "client_build",
|
||||
"taskName": "client_build",
|
||||
"type": "shell",
|
||||
"command": ".\\tools\\buildspark.cmd",
|
||||
"command": ".\\tools\\clientbuild.cmd",
|
||||
"problemMatcher":"$msCompile",
|
||||
"presentation": {
|
||||
"echo": true,
|
||||
@@ -20,30 +20,22 @@
|
||||
}
|
||||
},
|
||||
{
|
||||
"label": "server_build",
|
||||
"taskName": "server_build",
|
||||
"type": "shell",
|
||||
"command": ".\\tools\\buildsparkd.cmd",
|
||||
"problemMatcher": {
|
||||
"base": "$gcc",
|
||||
"owner": "cpp",
|
||||
"command": ".\\tools\\ssh_serverbuild.cmd",
|
||||
|
||||
"problemMatcher": {
|
||||
"base": "$gcc",
|
||||
"fileLocation": [
|
||||
"relative",
|
||||
"${workspaceFolder}"
|
||||
],
|
||||
"pattern": {
|
||||
"regexp": "(.?)(home)(.?)(bts)(.?)(spark)(.?)(.*):(\\d+):(\\d+):\\s+(warning|error):\\s+(.*)",
|
||||
"file": 8,
|
||||
"line": 9,
|
||||
"column": 10,
|
||||
"severity": 11,
|
||||
"message": 12
|
||||
}
|
||||
"${workspaceFolder}"
|
||||
]
|
||||
},
|
||||
"presentation": {
|
||||
"echo": true,
|
||||
"reveal": "always",
|
||||
"focus": false,
|
||||
"panel": "new"
|
||||
"panel": "shared"
|
||||
},
|
||||
"group": {
|
||||
"kind": "build",
|
||||
|
||||
+3
-3
@@ -28,14 +28,14 @@ if (WIN32)
|
||||
|
||||
set (CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} /MTd")
|
||||
set (CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} /MT")
|
||||
set(CMAKE_SHARED_LINKER_FLAGS_RELEASE "${CMAKE_SHARED_LINKER_FLAGS_RELEASE} /DEBUG /OPT:REF /OPT:ICF /LTCG")
|
||||
|
||||
add_subdirectory(src/lib)
|
||||
else ()
|
||||
set (CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} \
|
||||
-Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++14 -fdiagnostics-color")
|
||||
-Wall -pedantic -Wextra -Werror -Wno-missing-braces --std=c++14 -fdiagnostics-color")
|
||||
set (CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} -DNDEBUG -O3")
|
||||
add_subdirectory(src/lib)
|
||||
add_subdirectory(src/server/sparkd)
|
||||
add_subdirectory(src/web)
|
||||
endif()
|
||||
|
||||
|
||||
+1
-1
Submodule docker/linux updated: 6037d094b7...d4a32d3259.
+1
-1
Submodule externals updated: 281bd00a2d...a97c71a956.
+35
-63
@@ -1,10 +1,10 @@
|
||||
Microsoft Visual Studio Solution File, Format Version 12.00
|
||||
# Visual Studio 15
|
||||
VisualStudioVersion = 15.0.27130.2024
|
||||
VisualStudioVersion = 15.0.26730.12
|
||||
MinimumVisualStudioVersion = 15.0.26124.0
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api", "src\client\spark_api\spark_api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
|
||||
EndProject
|
||||
Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "spark_lib", "build\src\lib\spark_lib.vcxproj", "{502FD050-679A-3B50-B438-098500700919}"
|
||||
Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "spark_lib", "build\src\lib\spark_lib.vcxproj", "{9186D3A8-1C5C-372A-A4EE-E1045BCCB0C7}"
|
||||
EndProject
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark", "src\client\spark\Spark.csproj", "{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}"
|
||||
EndProject
|
||||
@@ -12,12 +12,7 @@ Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "sparkcmd", "src\client\spar
|
||||
EndProject
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_core", "src\client\spark_core\spark_core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
|
||||
EndProject
|
||||
Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "ZERO_CHECK", "build\ZERO_CHECK.vcxproj", "{2256015B-E7D5-3614-8F39-814CA68A4444}"
|
||||
EndProject
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_sdk", "src\client\spark_sdk\spark_sdk.csproj", "{6963C314-83C4-4667-B0D0-C2F7AE208C29}"
|
||||
ProjectSection(ProjectDependencies) = postProject
|
||||
{502FD050-679A-3B50-B438-098500700919} = {502FD050-679A-3B50-B438-098500700919}
|
||||
EndProjectSection
|
||||
Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "ZERO_CHECK", "build\ZERO_CHECK.vcxproj", "{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}"
|
||||
EndProject
|
||||
Global
|
||||
GlobalSection(SolutionConfigurationPlatforms) = preSolution
|
||||
@@ -55,22 +50,22 @@ Global
|
||||
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x64.Build.0 = Release|x64
|
||||
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x86.ActiveCfg = Release|x64
|
||||
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x86.Build.0 = Release|x64
|
||||
{502FD050-679A-3B50-B438-098500700919}.Debug|Any CPU.ActiveCfg = Debug|x64
|
||||
{502FD050-679A-3B50-B438-098500700919}.Debug|x64.ActiveCfg = Debug|x64
|
||||
{502FD050-679A-3B50-B438-098500700919}.Debug|x64.Build.0 = Debug|x64
|
||||
{502FD050-679A-3B50-B438-098500700919}.Debug|x86.ActiveCfg = Debug|x64
|
||||
{502FD050-679A-3B50-B438-098500700919}.MinSizeRel|Any CPU.ActiveCfg = MinSizeRel|x64
|
||||
{502FD050-679A-3B50-B438-098500700919}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
|
||||
{502FD050-679A-3B50-B438-098500700919}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
|
||||
{502FD050-679A-3B50-B438-098500700919}.MinSizeRel|x86.ActiveCfg = MinSizeRel|x64
|
||||
{502FD050-679A-3B50-B438-098500700919}.Release|Any CPU.ActiveCfg = Release|x64
|
||||
{502FD050-679A-3B50-B438-098500700919}.Release|x64.ActiveCfg = Release|x64
|
||||
{502FD050-679A-3B50-B438-098500700919}.Release|x64.Build.0 = Release|x64
|
||||
{502FD050-679A-3B50-B438-098500700919}.Release|x86.ActiveCfg = Release|x64
|
||||
{502FD050-679A-3B50-B438-098500700919}.RelWithDebInfo|Any CPU.ActiveCfg = RelWithDebInfo|x64
|
||||
{502FD050-679A-3B50-B438-098500700919}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
|
||||
{502FD050-679A-3B50-B438-098500700919}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
|
||||
{502FD050-679A-3B50-B438-098500700919}.RelWithDebInfo|x86.ActiveCfg = RelWithDebInfo|x64
|
||||
{9186D3A8-1C5C-372A-A4EE-E1045BCCB0C7}.Debug|Any CPU.ActiveCfg = Debug|x64
|
||||
{9186D3A8-1C5C-372A-A4EE-E1045BCCB0C7}.Debug|x64.ActiveCfg = Debug|x64
|
||||
{9186D3A8-1C5C-372A-A4EE-E1045BCCB0C7}.Debug|x64.Build.0 = Debug|x64
|
||||
{9186D3A8-1C5C-372A-A4EE-E1045BCCB0C7}.Debug|x86.ActiveCfg = Debug|x64
|
||||
{9186D3A8-1C5C-372A-A4EE-E1045BCCB0C7}.MinSizeRel|Any CPU.ActiveCfg = MinSizeRel|x64
|
||||
{9186D3A8-1C5C-372A-A4EE-E1045BCCB0C7}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
|
||||
{9186D3A8-1C5C-372A-A4EE-E1045BCCB0C7}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
|
||||
{9186D3A8-1C5C-372A-A4EE-E1045BCCB0C7}.MinSizeRel|x86.ActiveCfg = MinSizeRel|x64
|
||||
{9186D3A8-1C5C-372A-A4EE-E1045BCCB0C7}.Release|Any CPU.ActiveCfg = Release|x64
|
||||
{9186D3A8-1C5C-372A-A4EE-E1045BCCB0C7}.Release|x64.ActiveCfg = Release|x64
|
||||
{9186D3A8-1C5C-372A-A4EE-E1045BCCB0C7}.Release|x64.Build.0 = Release|x64
|
||||
{9186D3A8-1C5C-372A-A4EE-E1045BCCB0C7}.Release|x86.ActiveCfg = Release|x64
|
||||
{9186D3A8-1C5C-372A-A4EE-E1045BCCB0C7}.RelWithDebInfo|Any CPU.ActiveCfg = RelWithDebInfo|x64
|
||||
{9186D3A8-1C5C-372A-A4EE-E1045BCCB0C7}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
|
||||
{9186D3A8-1C5C-372A-A4EE-E1045BCCB0C7}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
|
||||
{9186D3A8-1C5C-372A-A4EE-E1045BCCB0C7}.RelWithDebInfo|x86.ActiveCfg = RelWithDebInfo|x64
|
||||
{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|Any CPU.ActiveCfg = Debug|x64
|
||||
{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|x64.ActiveCfg = Debug|x64
|
||||
{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|x64.Build.0 = Debug|x64
|
||||
@@ -131,42 +126,22 @@ Global
|
||||
{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.RelWithDebInfo|x64.Build.0 = Release|x64
|
||||
{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.RelWithDebInfo|x86.ActiveCfg = Release|x64
|
||||
{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.RelWithDebInfo|x86.Build.0 = Release|x64
|
||||
{2256015B-E7D5-3614-8F39-814CA68A4444}.Debug|Any CPU.ActiveCfg = Debug|x64
|
||||
{2256015B-E7D5-3614-8F39-814CA68A4444}.Debug|x64.ActiveCfg = Debug|x64
|
||||
{2256015B-E7D5-3614-8F39-814CA68A4444}.Debug|x64.Build.0 = Debug|x64
|
||||
{2256015B-E7D5-3614-8F39-814CA68A4444}.Debug|x86.ActiveCfg = Debug|x64
|
||||
{2256015B-E7D5-3614-8F39-814CA68A4444}.MinSizeRel|Any CPU.ActiveCfg = MinSizeRel|x64
|
||||
{2256015B-E7D5-3614-8F39-814CA68A4444}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
|
||||
{2256015B-E7D5-3614-8F39-814CA68A4444}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
|
||||
{2256015B-E7D5-3614-8F39-814CA68A4444}.MinSizeRel|x86.ActiveCfg = MinSizeRel|x64
|
||||
{2256015B-E7D5-3614-8F39-814CA68A4444}.Release|Any CPU.ActiveCfg = Release|x64
|
||||
{2256015B-E7D5-3614-8F39-814CA68A4444}.Release|x64.ActiveCfg = Release|x64
|
||||
{2256015B-E7D5-3614-8F39-814CA68A4444}.Release|x64.Build.0 = Release|x64
|
||||
{2256015B-E7D5-3614-8F39-814CA68A4444}.Release|x86.ActiveCfg = Release|x64
|
||||
{2256015B-E7D5-3614-8F39-814CA68A4444}.RelWithDebInfo|Any CPU.ActiveCfg = RelWithDebInfo|x64
|
||||
{2256015B-E7D5-3614-8F39-814CA68A4444}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
|
||||
{2256015B-E7D5-3614-8F39-814CA68A4444}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
|
||||
{2256015B-E7D5-3614-8F39-814CA68A4444}.RelWithDebInfo|x86.ActiveCfg = RelWithDebInfo|x64
|
||||
{6963C314-83C4-4667-B0D0-C2F7AE208C29}.Debug|Any CPU.ActiveCfg = Debug|x64
|
||||
{6963C314-83C4-4667-B0D0-C2F7AE208C29}.Debug|x64.ActiveCfg = Debug|x64
|
||||
{6963C314-83C4-4667-B0D0-C2F7AE208C29}.Debug|x64.Build.0 = Debug|x64
|
||||
{6963C314-83C4-4667-B0D0-C2F7AE208C29}.Debug|x86.ActiveCfg = Debug|x64
|
||||
{6963C314-83C4-4667-B0D0-C2F7AE208C29}.MinSizeRel|Any CPU.ActiveCfg = Release|x64
|
||||
{6963C314-83C4-4667-B0D0-C2F7AE208C29}.MinSizeRel|Any CPU.Build.0 = Release|x64
|
||||
{6963C314-83C4-4667-B0D0-C2F7AE208C29}.MinSizeRel|x64.ActiveCfg = Release|x64
|
||||
{6963C314-83C4-4667-B0D0-C2F7AE208C29}.MinSizeRel|x64.Build.0 = Release|x64
|
||||
{6963C314-83C4-4667-B0D0-C2F7AE208C29}.MinSizeRel|x86.ActiveCfg = Release|x64
|
||||
{6963C314-83C4-4667-B0D0-C2F7AE208C29}.MinSizeRel|x86.Build.0 = Release|x64
|
||||
{6963C314-83C4-4667-B0D0-C2F7AE208C29}.Release|Any CPU.ActiveCfg = Release|x64
|
||||
{6963C314-83C4-4667-B0D0-C2F7AE208C29}.Release|x64.ActiveCfg = Release|x64
|
||||
{6963C314-83C4-4667-B0D0-C2F7AE208C29}.Release|x64.Build.0 = Release|x64
|
||||
{6963C314-83C4-4667-B0D0-C2F7AE208C29}.Release|x86.ActiveCfg = Release|x64
|
||||
{6963C314-83C4-4667-B0D0-C2F7AE208C29}.RelWithDebInfo|Any CPU.ActiveCfg = Release|x64
|
||||
{6963C314-83C4-4667-B0D0-C2F7AE208C29}.RelWithDebInfo|Any CPU.Build.0 = Release|x64
|
||||
{6963C314-83C4-4667-B0D0-C2F7AE208C29}.RelWithDebInfo|x64.ActiveCfg = Release|x64
|
||||
{6963C314-83C4-4667-B0D0-C2F7AE208C29}.RelWithDebInfo|x64.Build.0 = Release|x64
|
||||
{6963C314-83C4-4667-B0D0-C2F7AE208C29}.RelWithDebInfo|x86.ActiveCfg = Release|x64
|
||||
{6963C314-83C4-4667-B0D0-C2F7AE208C29}.RelWithDebInfo|x86.Build.0 = Release|x64
|
||||
{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.Debug|Any CPU.ActiveCfg = Debug|x64
|
||||
{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.Debug|x64.ActiveCfg = Debug|x64
|
||||
{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.Debug|x64.Build.0 = Debug|x64
|
||||
{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.Debug|x86.ActiveCfg = Debug|x64
|
||||
{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.MinSizeRel|Any CPU.ActiveCfg = MinSizeRel|x64
|
||||
{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
|
||||
{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
|
||||
{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.MinSizeRel|x86.ActiveCfg = MinSizeRel|x64
|
||||
{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.Release|Any CPU.ActiveCfg = Release|x64
|
||||
{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.Release|x64.ActiveCfg = Release|x64
|
||||
{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.Release|x64.Build.0 = Release|x64
|
||||
{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.Release|x86.ActiveCfg = Release|x64
|
||||
{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.RelWithDebInfo|Any CPU.ActiveCfg = RelWithDebInfo|x64
|
||||
{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
|
||||
{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
|
||||
{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.RelWithDebInfo|x86.ActiveCfg = RelWithDebInfo|x64
|
||||
EndGlobalSection
|
||||
GlobalSection(SolutionProperties) = preSolution
|
||||
HideSolutionNode = FALSE
|
||||
@@ -174,7 +149,4 @@ Global
|
||||
GlobalSection(ExtensibilityGlobals) = postSolution
|
||||
SolutionGuid = {422D1620-0166-4C26-9A81-CA8A2EB1AB58}
|
||||
EndGlobalSection
|
||||
GlobalSection(Performance) = preSolution
|
||||
HasPerformanceSessions = true
|
||||
EndGlobalSection
|
||||
EndGlobal
|
||||
Vendored
-17
@@ -1,17 +0,0 @@
|
||||
{
|
||||
"files.associations": {
|
||||
"chrono": "cpp",
|
||||
"future": "cpp",
|
||||
"system_error": "cpp",
|
||||
"ios": "cpp",
|
||||
"utility": "cpp",
|
||||
"iosfwd": "cpp",
|
||||
"xhash": "cpp",
|
||||
"xstring": "cpp",
|
||||
"xtree": "cpp",
|
||||
"xutility": "cpp",
|
||||
"exception": "cpp",
|
||||
"bitset": "cpp",
|
||||
"xlocale": "cpp"
|
||||
}
|
||||
}
|
||||
@@ -15,7 +15,7 @@
|
||||
</PropertyGroup>
|
||||
|
||||
<PropertyGroup Label="Output">
|
||||
<BaseOutputPath>$(SparkRoot)\build\$(Configuration)</BaseOutputPath>
|
||||
<BaseOutputPath>$(SparkRoot)\build\$(Configuration)\$(SolutionName)</BaseOutputPath>
|
||||
<OutputPath>$(BaseOutputPath)\bin</OutputPath>
|
||||
<BaseIntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</BaseIntermediateOutputPath>
|
||||
<IntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</IntermediateOutputPath>
|
||||
|
||||
@@ -1,30 +0,0 @@
|
||||
using bts.api;
|
||||
using bts.api.admin;
|
||||
using bts.api.core;
|
||||
using bts.spark;
|
||||
using mbts.spark.utilities;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Collections.Specialized;
|
||||
using System.ComponentModel.Composition;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Threading.Tasks;
|
||||
|
||||
namespace mbts.spark {
|
||||
[Export]
|
||||
class AdminModel {
|
||||
readonly AdminService _service;
|
||||
|
||||
[ImportingConstructor]
|
||||
private AdminModel(AdminService service) {
|
||||
_service = service;
|
||||
|
||||
on_admin_data = _service.subscribei_admin_data().Table().Replay(1).RefCount();
|
||||
}
|
||||
|
||||
public IObservable<TableUpdate<AdminDataImmutable, int>> on_admin_data { get; }
|
||||
|
||||
}
|
||||
}
|
||||
@@ -1,65 +0,0 @@
|
||||
using bts.api;
|
||||
using mbts;
|
||||
using mbts.config;
|
||||
using mbts.spark;
|
||||
using mbts.ui;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.ComponentModel.Composition;
|
||||
using System.Diagnostics;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Text;
|
||||
using System.Threading.Tasks;
|
||||
using System.Windows;
|
||||
using System.Windows.Input;
|
||||
|
||||
namespace bts.ui {
|
||||
[Export, Export(typeof(IShellDaemon))]
|
||||
class AboutDaemon : IShellDaemon, IDisposable {
|
||||
readonly string _user;
|
||||
readonly IBrowserWindowManager _browser;
|
||||
IDisposable _dispose;
|
||||
|
||||
[ImportingConstructor]
|
||||
public AboutDaemon(IBus bus, [Import("username")]string username, IBrowserWindowManager browser) {
|
||||
_user = username;
|
||||
_browser = browser;
|
||||
_dispose = bus.subscribe(SparkTags.About).ObserveOnDispatcher().Subscribe(_ => show_about());
|
||||
}
|
||||
|
||||
[Conditional("DEBUG")]
|
||||
private void enable_crash_on_dblclick(Window w) {
|
||||
w.MouseDoubleClick += (o,e) => {
|
||||
throw new DebugException("Too many or too few clicks on BTS logo.");
|
||||
};
|
||||
}
|
||||
|
||||
void show_about() {
|
||||
Window about = Application.LoadComponent(new Uri("/view/Shell/About.xaml", UriKind.Relative)) as Window;
|
||||
enable_crash_on_dblclick(about);
|
||||
if (about != null) {
|
||||
about.DataContext = new { Version = Configuration.get<bts.config.System>().version, User = _user };
|
||||
about.Topmost = true;
|
||||
about.CommandBindings.Add(new CommandBinding(ApplicationCommands.Close, (a, b) => about.Close()));
|
||||
about.CommandBindings.Add(new CommandBinding(ApplicationCommands.Open, (arg, e) => {
|
||||
if (e.Parameter != null) {
|
||||
string param = e.Parameter.ToString();
|
||||
if (!string.IsNullOrEmpty(param) && param.IndexOf("http") == 0) {
|
||||
Process.Start(param);
|
||||
}
|
||||
else if (!string.IsNullOrEmpty(param)) {
|
||||
Uri address = new Uri("bts://" + param);
|
||||
_browser.Pages.Add(address);
|
||||
}
|
||||
}
|
||||
}));
|
||||
about.Show();
|
||||
}
|
||||
}
|
||||
|
||||
public void Dispose() {
|
||||
Disposable.dispose(ref _dispose);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,43 +0,0 @@
|
||||
using bts.api;
|
||||
using bts.log;
|
||||
using mbts;
|
||||
using mbts.spark;
|
||||
using mbts.ui;
|
||||
using System;
|
||||
using System.ComponentModel.Composition;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
|
||||
namespace bts {
|
||||
[Export, Export(typeof(IShellDaemon))]
|
||||
class DeleteSyntheticDaemon : IShellDaemon, IDisposable {
|
||||
readonly OrdersModel _orders_model;
|
||||
IDisposable _dispose;
|
||||
|
||||
[ImportingConstructor]
|
||||
public DeleteSyntheticDaemon(IBus bus, OrdersModel orders_model) {
|
||||
_orders_model = orders_model;
|
||||
_dispose = bus.subscribe(SparkTags.SyntheticDeleteTag)
|
||||
.ObserveOnDispatcher()
|
||||
.Subscribe(_delete_synthetic);
|
||||
}
|
||||
|
||||
public void Dispose() =>
|
||||
Disposable.dispose(ref _dispose);
|
||||
|
||||
async void _delete_synthetic(uint id) {
|
||||
var (orders, orders_success) = await _orders_model.on_orders.FirstAsyncTask(SparkUtils.DefaultTimeOut);
|
||||
if (!orders_success) {
|
||||
Logger.warn(Subsystem.Ui, $"Ignoring request to delete synthetic security ({id}) because the orders lookup timed out (must confirm no working orders).");
|
||||
} else if (orders.state.Values.Any(o => o.Def.SecurityKey == id && o.is_non_terminal())) {
|
||||
Logger.warn(Subsystem.Ui, $"Ignoring request to delete synthetic security ({id}) because non-terminal-orders were detected.");
|
||||
} else {
|
||||
var (strategy, strategy_success) = await _orders_model.spreader.lookup_strategy_async(id);
|
||||
if (strategy_success) {
|
||||
var deleted_strategy = strategy.with(deleted: true);
|
||||
await _orders_model.spreader.save_strategy(id, deleted_strategy);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,21 +0,0 @@
|
||||
using bts.api.core;
|
||||
using bts.api.diagnostic;
|
||||
using mbts.ui;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.ComponentModel.Composition;
|
||||
using System.ComponentModel.Composition.Hosting;
|
||||
using System.Linq;
|
||||
using System.Text;
|
||||
using System.Threading.Tasks;
|
||||
|
||||
namespace bts.spark {
|
||||
[Export(typeof(IShellDaemon))]
|
||||
class DiagnosticDaemon : IShellDaemon {
|
||||
readonly ShellDiagnosticsServiceServer _service;
|
||||
[ImportingConstructor]
|
||||
public DiagnosticDaemon(ServiceContext context, CompositionContainer container) {
|
||||
_service = new ShellDiagnosticsServiceServer(container, context);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,82 +0,0 @@
|
||||
using bts.api;
|
||||
using bts.api.core;
|
||||
using bts.support;
|
||||
using mbts;
|
||||
using mbts.spark;
|
||||
using mbts.ui;
|
||||
using System;
|
||||
using System.ComponentModel.Composition;
|
||||
using System.Reactive.Linq;
|
||||
using System.Threading.Tasks;
|
||||
using System.Windows;
|
||||
|
||||
namespace bts.spark
|
||||
{
|
||||
[Export, Export(typeof(IShellDaemon))]
|
||||
public class ErrorReporter : IShellDaemon, IDisposable {
|
||||
readonly ErrorReportService _svc;
|
||||
readonly string _username;
|
||||
IDisposable _dispose;
|
||||
|
||||
[ImportingConstructor]
|
||||
public ErrorReporter(ErrorReportService svc, IBus bus, [Import("username")] string username) {
|
||||
_svc = svc;
|
||||
_username = username;
|
||||
_dispose = bus.subscribe(SparkTags.Support).ObserveOnDispatcher().Subscribe(msg => show_support_window(msg, "Report a problem"));
|
||||
}
|
||||
|
||||
public void Dispose() {
|
||||
Disposable.dispose(ref _dispose);
|
||||
}
|
||||
|
||||
public async Task report_error(string message, string title = null, MessageBoxImage? image = null) {
|
||||
var result = await BTSMessageBox.ShowAsync(message, title = "Error", BTSMessageBoxButtons.OK | BTSMessageBoxButtons.Support, image ?? MessageBoxImage.Error);
|
||||
if (result == BTSMessageBoxButtons.Support) {
|
||||
show_support_window(message, title);
|
||||
}
|
||||
}
|
||||
|
||||
public void show_support_window(string message, string title) {
|
||||
view.controls.SupportRequestWindow.Show(_svc, new ErrorReport() {
|
||||
User = _username,
|
||||
ErrorTitle = title,
|
||||
ErrorMessage = message,
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
static class ErrorReporterExtensions
|
||||
{
|
||||
public static bool handle_error<T, TError>(this ErrorReporter error_reporter, Result<T> result, string template, TError error, bool error_ok) =>
|
||||
handle_error(error_reporter, result, template, error, error_ok, false, true);
|
||||
|
||||
public static TRV handle_error<T, TError, TRV>(this ErrorReporter error_reporter, Result<T> result, string template, TError error, bool error_ok, TRV successful_rv, TRV unsuccessful_rv = default) =>
|
||||
handle_error(error_reporter, result, template, _ => error, _ => error_ok, _ => successful_rv, () => unsuccessful_rv).result;
|
||||
|
||||
public static bool handle_error<T, TError>(this ErrorReporter error_reporter, Result<T> result, string template, Func<T, TError> get_error, Func<TError, bool> get_error_ok) =>
|
||||
handle_error(error_reporter, result, template, get_error, get_error_ok, _ => true, () => false).result;
|
||||
|
||||
public static (TRV result, string error) handle_error<T, TError, TRV>(this ErrorReporter error_reporter, Result<T> result, string template, Func<T, TError> get_error, Func<TError, bool> get_error_ok, Func<T, TRV> get_successful_rv) =>
|
||||
handle_error(error_reporter, result, template, get_error, get_error_ok, get_successful_rv, () => default);
|
||||
|
||||
public static (TRV result, string error) handle_error<T, TError, TRV>(
|
||||
this ErrorReporter error_reporter, Result<T> result, string template,
|
||||
Func<T, TError> get_error, Func<TError, bool> get_error_ok,
|
||||
Func<T, TRV> get_successful_rv, Func<TRV> get_unsuccessful_rv
|
||||
) {
|
||||
if (result.success) {
|
||||
TError error = get_error(result.value);
|
||||
if (get_error_ok(error))
|
||||
return (get_successful_rv(result.value), string.Empty);
|
||||
else {
|
||||
string error_msg = template.fmt(error);
|
||||
error_reporter.report_error(error_msg).ignore();
|
||||
return (get_unsuccessful_rv(), error_msg);
|
||||
}
|
||||
} else {
|
||||
error_reporter.report_error(result.error_message).ignore();
|
||||
return (get_unsuccessful_rv(), result.error_message);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,80 +0,0 @@
|
||||
using bts.api;
|
||||
using bts.api.synthetic;
|
||||
using bts.log;
|
||||
using mbts;
|
||||
using mbts.co2;
|
||||
using mbts.spark;
|
||||
using mbts.ui;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.ComponentModel.Composition;
|
||||
using System.Reactive.Linq;
|
||||
using System.Threading.Tasks;
|
||||
using System.Linq;
|
||||
using SecurityKey = System.UInt32;
|
||||
|
||||
namespace bts {
|
||||
[Export(typeof(IShellDaemon))]
|
||||
class MDSource : IObserver<List<SecurityAndHandle>>, IShellDaemon, IDisposable {
|
||||
readonly IBus _bus;
|
||||
readonly MDConsumer _consumer = new MDConsumer();
|
||||
readonly Co2RelayControl _relay;
|
||||
HashSet<SecurityKey> _deleted_synthetics = new HashSet<SecurityKey>();
|
||||
List<IDisposable> _dispose = new List<IDisposable>();
|
||||
IReadOnlyDictionary<SecurityKey, SecurityMD> _exchange_sec_map = new Dictionary<SecurityKey, SecurityMD>();
|
||||
|
||||
[ImportingConstructor]
|
||||
public MDSource(IBus bus, SyntheticSecurityService ss) {
|
||||
_bus = bus;
|
||||
_relay = new Co2RelayControl(_consumer);
|
||||
_relay.preload_securities((co2.MDRequest.Types.Flags)0xff).ignore();
|
||||
_dispose.Add(_consumer.on_security.Subscribe(this));
|
||||
_dispose.Add(
|
||||
ss.subscribei_metadata()
|
||||
.Select(upd => upd.all.ToDictionary(i => i.SecurityKey, i => i.Strategy))
|
||||
.Subscribe(t => {
|
||||
_deleted_synthetics = new HashSet<uint>(t.Where(kv => kv.Value.Deleted).Select(kv => kv.Key));
|
||||
_bus.post(SparkTags.SyntheticstrategiesTag, t);
|
||||
}));
|
||||
new DataPersistor(_bus);
|
||||
Task.Run(run);
|
||||
}
|
||||
|
||||
[Export]
|
||||
MDConsumer consumer => _consumer;
|
||||
|
||||
public void OnCompleted() { }
|
||||
public void OnError(Exception error) => Logger.error(Subsystem.gen, error.ToString());
|
||||
public void OnNext(List<SecurityAndHandle> values) {
|
||||
if (values.Count > 0) {
|
||||
var temp = _exchange_sec_map.ToDictionary(k => k.Key, k => k.Value);
|
||||
foreach (var v in values) {
|
||||
temp.Add(v.security.Id, new SecurityMD(v.security, v.handle));
|
||||
}
|
||||
_exchange_sec_map = temp;
|
||||
}
|
||||
}
|
||||
|
||||
public void Dispose() => Disposable.dispose(_dispose);
|
||||
|
||||
async Task run() {
|
||||
int exch_sec_count = 0, deleted_synth_count = 0;
|
||||
while (true) {
|
||||
var exch = _exchange_sec_map;
|
||||
var deleted_synths = _deleted_synthetics;
|
||||
if (exch.Count > exch_sec_count || deleted_synths.Count != deleted_synth_count) {
|
||||
exch_sec_count = exch.Count;
|
||||
deleted_synth_count = deleted_synths.Count;
|
||||
exch = exch.Where(kv => !deleted_synths.Contains(kv.Key)).ToDictionary();
|
||||
try {
|
||||
Logger.log(Level.Info, Subsystem.gen, String.Format("MDSource publishing {0} securities", exch.Count));
|
||||
_bus.post(SparkTags.SecuritiesTag, exch);
|
||||
} catch (Exception e) {
|
||||
Logger.error(Subsystem.md, $"Error in publish_securities: {e}");
|
||||
}
|
||||
}
|
||||
await Task.Delay(TimeSpan.FromSeconds(1));
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,39 +0,0 @@
|
||||
using mbts;
|
||||
using mbts.ui;
|
||||
using System;
|
||||
using System.ComponentModel.Composition;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Text;
|
||||
using System.Threading.Tasks;
|
||||
using bts.api;
|
||||
using mbts.spark;
|
||||
using bts.spark;
|
||||
using bts.api.orderman;
|
||||
using System.Windows;
|
||||
|
||||
namespace bts
|
||||
{
|
||||
[Export, Export(typeof(IShellDaemon))]
|
||||
class ModifyOrderDaemon : IShellDaemon, IDisposable {
|
||||
readonly IBus _bus;
|
||||
IDisposable _dispose;
|
||||
|
||||
[ImportingConstructor]
|
||||
public ModifyOrderDaemon(IBus bus) {
|
||||
_bus = bus;
|
||||
//_dispose = Disposable.Create(
|
||||
// bus.subscribe(SparkTags.ShowModifyOrderTag).Subscribe(show_modify_order)
|
||||
//);
|
||||
_dispose = null;
|
||||
}
|
||||
|
||||
void show_modify_order(OrderRecordImmutable record) {
|
||||
// lauch the order ticket
|
||||
}
|
||||
|
||||
public void Dispose() {
|
||||
Disposable.dispose(ref _dispose);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,70 +0,0 @@
|
||||
using bts.api;
|
||||
using bts.api.core;
|
||||
using bts.api.orderman;
|
||||
using bts.spark;
|
||||
using mbts;
|
||||
using mbts.spark;
|
||||
using mbts.ui;
|
||||
using mbts.ui.spark;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.ComponentModel.Composition;
|
||||
using System.Reactive.Linq;
|
||||
using System.Windows;
|
||||
|
||||
namespace bts.shell {
|
||||
[Export(typeof(IShellDaemon))]
|
||||
class OrderTicketDaemon : IShellDaemon {
|
||||
readonly IBus _bus;
|
||||
readonly OrdersModel _model;
|
||||
readonly ErrorReporter _error_reporter;
|
||||
IReadOnlyDictionary<uint, SecurityMD> _md_map;
|
||||
TableUpdate<OrderRecordImmutable, uint> _orders;
|
||||
IDisposable _dispose;
|
||||
|
||||
[ImportingConstructor]
|
||||
public OrderTicketDaemon(IBus bus, OrdersModel model, ErrorReporter error_reporter) {
|
||||
_bus = bus;
|
||||
_model = model;
|
||||
_error_reporter = error_reporter;
|
||||
_dispose = Disposable.Create(
|
||||
model.on_orders.ObserveOnDispatcher().Subscribe(o => _orders = o),
|
||||
bus.subscribe(SparkTags.SecuritiesTag).ObserveOnDispatcher().Subscribe(m =>_md_map = m),
|
||||
bus.subscribe(SparkTags.ShowOrderTicketFromSecurityTag).ObserveOnDispatcher().Subscribe(_show_order_ticket),
|
||||
bus.subscribe(SparkTags.ShowOrderTicketTag).ObserveOnDispatcher().Subscribe(_show_order_ticket),
|
||||
bus.subscribe(SparkTags.ShowModifyOrderTag).ObserveOnDispatcher().Subscribe(_show_modify_order)
|
||||
);
|
||||
}
|
||||
|
||||
public void Dispose() =>
|
||||
Disposable.dispose(ref _dispose);
|
||||
|
||||
static void _show_order_window(Window window) =>
|
||||
window.Show(-200, -160, true);
|
||||
|
||||
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)))
|
||||
});
|
||||
|
||||
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))
|
||||
});
|
||||
}
|
||||
|
||||
void _show_modify_order(uint order_key) {
|
||||
if (_orders.state.TryGetValue(order_key, out OrderRecordImmutable ori) && _md_map.TryGetValue(ori.Def.SecurityKey, out SecurityMD smd)
|
||||
&& (ori.HasDef && ori.Def.HasCustomDef && !(ori.Def.CustomDef.HasStop || ori.Def.CustomDef.HasStopLimit)))
|
||||
_show_order_window(new OrderModificationDialog {
|
||||
DataContext = new ExistingOrderTicketVM(_model,
|
||||
Observable.Return(new OrderRecordTuple(ori, smd)),
|
||||
Observable.Return(_model.factory.default_ladder_settings(smd.security).calculator_buttons)
|
||||
)
|
||||
});
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,130 +0,0 @@
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Text;
|
||||
using System.Threading.Tasks;
|
||||
using bts.api;
|
||||
using mbts.spark;
|
||||
using mbts.ui;
|
||||
using System.ComponentModel.Composition;
|
||||
using mbts;
|
||||
using System.Windows;
|
||||
using System.Windows.Input;
|
||||
using bts.spark;
|
||||
using System.Reactive.Linq;
|
||||
|
||||
namespace bts {
|
||||
[Export, Export(typeof(IShellDaemon))]
|
||||
class SecurityPickerDaemon : IShellDaemon, IDisposable {
|
||||
readonly IBus _bus;
|
||||
IDisposable _dispose;
|
||||
|
||||
[ImportingConstructor]
|
||||
public SecurityPickerDaemon(IBus bus) {
|
||||
_bus = bus;
|
||||
_dispose = Disposable.Create(
|
||||
bus.subscribe(SparkTags.ShowPickOne).ObserveOnDispatcher().Subscribe(show_pick_one),
|
||||
bus.subscribe(SparkTags.FilterPickOne).ObserveOnDispatcher().Subscribe(show_filtered_pick_one),
|
||||
bus.subscribe(SparkTags.ShowPickMultiple).ObserveOnDispatcher().Subscribe(show_pick_multiple),
|
||||
bus.subscribe(SparkTags.ShowAndEditPickMultiple).ObserveOnDispatcher().Subscribe(show_and_edit_pick_multiple)
|
||||
);
|
||||
}
|
||||
|
||||
void show_pick_one(PartialCommand<SecurityMD> message) {
|
||||
var vm = new ContractPickerModel(_bus, false, null);
|
||||
var view = new ContractPickerView(vm);
|
||||
|
||||
Window picker = new Window {
|
||||
Content = view,
|
||||
Title = $"Select a Security for {message.title}",
|
||||
Icon = message.icon,
|
||||
Height = view.Height,
|
||||
Width = view.Width
|
||||
};
|
||||
picker.Style = picker.TryFindResource("BTSWindow") as Style;
|
||||
view.Height = Double.NaN;
|
||||
view.Width = Double.NaN;
|
||||
|
||||
vm.ok_action = () => {
|
||||
picker.Close();
|
||||
message.complete(vm.result).execute(_bus);
|
||||
};
|
||||
picker.move_to_mouse();
|
||||
picker.Show();
|
||||
}
|
||||
|
||||
void show_filtered_pick_one((PartialCommand<SecurityMD> message, SecurityCriteria global_filter) message_and_filter) {
|
||||
var vm = new ContractPickerModel(_bus, false, null, message_and_filter.global_filter);
|
||||
var view = new ContractPickerView(vm);
|
||||
|
||||
Window picker = new Window {
|
||||
Content = view,
|
||||
Title = $"Select a Security for {message_and_filter.message.title}",
|
||||
Icon = message_and_filter.message.icon,
|
||||
Height = view.Height,
|
||||
Width = view.Width
|
||||
};
|
||||
picker.Style = picker.TryFindResource("BTSWindow") as Style;
|
||||
view.Height = Double.NaN;
|
||||
view.Width = Double.NaN;
|
||||
|
||||
vm.ok_action = () => {
|
||||
picker.Close();
|
||||
message_and_filter.message.complete(vm.result).execute(_bus);
|
||||
};
|
||||
picker.move_to_mouse();
|
||||
picker.Show();
|
||||
}
|
||||
|
||||
void show_pick_multiple(PartialCommand<SecurityCriteria> message) {
|
||||
var vm = new ContractPickerModel(_bus, true, null);
|
||||
var view = new ContractPickerView(vm);
|
||||
|
||||
Window picker = new Window
|
||||
{
|
||||
Content = view,
|
||||
Title = $"Select Securities for {message.title}",
|
||||
Icon = message.icon,
|
||||
Height = view.Height,
|
||||
Width = view.Width,
|
||||
};
|
||||
picker.Style = picker.TryFindResource("BTSWindow") as Style;
|
||||
view.Height = Double.NaN;
|
||||
view.Width = Double.NaN;
|
||||
|
||||
vm.ok_action = () => {
|
||||
picker.Close();
|
||||
message.complete(vm.result_criteria).execute(_bus);
|
||||
};
|
||||
picker.move_to_mouse();
|
||||
picker.Show();
|
||||
}
|
||||
|
||||
void show_and_edit_pick_multiple((PartialCommand<SecurityCriteria> message, SecurityCriteria existing_criteria) message_and_data) {
|
||||
var vm = new ContractPickerModel(_bus, true, message_and_data.existing_criteria);
|
||||
var view = new ContractPickerView(vm);
|
||||
|
||||
Window picker = new Window {
|
||||
Content = view,
|
||||
Title = $" {message_and_data.message.title} security selection",
|
||||
Icon = message_and_data.message.icon,
|
||||
Height = view.Height,
|
||||
Width = view.Width,
|
||||
};
|
||||
picker.Style = picker.TryFindResource("BTSWindow") as Style;
|
||||
view.Height = Double.NaN;
|
||||
view.Width = Double.NaN;
|
||||
|
||||
vm.ok_action = () => {
|
||||
picker.Close();
|
||||
message_and_data.message.complete(vm.result_criteria).execute(_bus);
|
||||
};
|
||||
picker.move_to_mouse();
|
||||
picker.Show();
|
||||
}
|
||||
|
||||
public void Dispose() {
|
||||
Disposable.dispose(ref _dispose);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,38 +0,0 @@
|
||||
using mbts.ui.shell;
|
||||
using System.Windows.Input;
|
||||
using System.Windows.Media;
|
||||
|
||||
namespace mbts.ui {
|
||||
interface IMenuItemVM {
|
||||
string name { get; }
|
||||
string group { get; }
|
||||
ImageSource icon { get; }
|
||||
ICommand command { get; }
|
||||
object parameter { get; }
|
||||
}
|
||||
|
||||
class MenuItemVM : ViewModelBase, IMenuItemVM {
|
||||
object _parameter;
|
||||
|
||||
public MenuItemVM(string name, ICommand command, ImageSource icon = null, string group = null, object parameter = null) {
|
||||
this.name = name;
|
||||
this.group = group;
|
||||
this.command = command;
|
||||
this.icon = icon;
|
||||
_parameter = parameter;
|
||||
}
|
||||
|
||||
public string name { get; }
|
||||
public string group { get; }
|
||||
public ImageSource icon { get; }
|
||||
public ICommand command { get; }
|
||||
public object parameter {
|
||||
get => _parameter;
|
||||
set {
|
||||
_parameter = value;
|
||||
command.TryRaiseCanExecuteChanged();
|
||||
RaisePropertyChanged();
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,778 +0,0 @@
|
||||
<ResourceDictionary
|
||||
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
|
||||
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
|
||||
xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
|
||||
xmlns:mbts="clr-namespace:mbts.ui">
|
||||
<DrawingImage x:Key="FavoritesGold">
|
||||
<DrawingImage.Drawing>
|
||||
<DrawingGroup>
|
||||
<DrawingGroup.Children>
|
||||
<GeometryDrawing Geometry="M1540.22,2082.07L1546.95,2102.78 1568.73,2102.78 1551.11,2115.58 1557.84,2136.29 1540.22,2123.49 1522.6,2136.29 1529.33,2115.58 1511.71,2102.78 1533.49,2102.78 1540.22,2082.07z">
|
||||
<GeometryDrawing.Pen>
|
||||
<Pen Thickness="1" Brush="Black" />
|
||||
</GeometryDrawing.Pen>
|
||||
<GeometryDrawing.Brush>
|
||||
<SolidColorBrush Color="#ffd932" />
|
||||
</GeometryDrawing.Brush>
|
||||
</GeometryDrawing>
|
||||
</DrawingGroup.Children>
|
||||
</DrawingGroup>
|
||||
</DrawingImage.Drawing>
|
||||
</DrawingImage>
|
||||
|
||||
<DrawingImage x:Key="FavoritesWhite">
|
||||
<DrawingImage.Drawing>
|
||||
<DrawingGroup>
|
||||
<DrawingGroup.Children>
|
||||
<GeometryDrawing Geometry="M1540.22,2082.07L1546.95,2102.78 1568.73,2102.78 1551.11,2115.58 1557.84,2136.29 1540.22,2123.49 1522.6,2136.29 1529.33,2115.58 1511.71,2102.78 1533.49,2102.78 1540.22,2082.07z">
|
||||
<GeometryDrawing.Pen>
|
||||
<Pen Thickness="1" Brush="Black" />
|
||||
</GeometryDrawing.Pen>
|
||||
<GeometryDrawing.Brush>
|
||||
<SolidColorBrush Color="#ffd932" />
|
||||
</GeometryDrawing.Brush>
|
||||
</GeometryDrawing>
|
||||
</DrawingGroup.Children>
|
||||
</DrawingGroup>
|
||||
</DrawingImage.Drawing>
|
||||
</DrawingImage>
|
||||
|
||||
<DrawingImage x:Key="Window">
|
||||
<DrawingImage.Drawing>
|
||||
<DrawingGroup>
|
||||
<DrawingGroup.Children>
|
||||
<GeometryDrawing Geometry="
|
||||
M 32.868601,3.8869994 C31.026201,3.8869996 29.534,5.3791947 29.534,7.2190399 29.534,9.0588851 31.026201,10.553 32.868601,10.553 34.7085,10.553 36.202,9.0588851 36.202,7.2190399 36.202,5.3791947 34.7085,3.8869996 32.868601,3.8869994z
|
||||
M 42.868601,3.8869994 C41.026201,3.8869996 39.534,5.3791947 39.534,7.2190399 39.534,9.0588851 41.026201,10.553 42.868601,10.553 44.7085,10.553 46.202,9.0588851 46.202,7.2190399 46.202,5.3791947 44.7085,3.8869996 42.868601,3.8869994z
|
||||
M 52.868601,3.8869994 C51.026201,3.8869996 49.534,5.3791947 49.534,7.2190399 49.534,9.0588851 51.026201,10.553 52.868601,10.553 54.7085,10.553 56.202,9.0588851 56.202,7.2190399 56.202,5.3791947 54.7085,3.8869996 52.868601,3.8869994z
|
||||
M5.2010002,14.812L5.2010002,43.573997 56.098,43.573997 56.098,14.812z
|
||||
M0,0L63.999001,0 63.999001,48.792999 0,48.792999z">
|
||||
<GeometryDrawing.Pen>
|
||||
<Pen Thickness="1" Brush="Black" />
|
||||
</GeometryDrawing.Pen>
|
||||
</GeometryDrawing>
|
||||
</DrawingGroup.Children>
|
||||
</DrawingGroup>
|
||||
</DrawingImage.Drawing>
|
||||
</DrawingImage>
|
||||
|
||||
<DrawingImage x:Key="ActiveWindow">
|
||||
<DrawingImage.Drawing>
|
||||
<DrawingGroup>
|
||||
<DrawingGroup.Children>
|
||||
<GeometryDrawing Brush="Black" Geometry="
|
||||
M 32.868601,3.8869994 C31.026201,3.8869996 29.534,5.3791947 29.534,7.2190399 29.534,9.0588851 31.026201,10.553 32.868601,10.553 34.7085,10.553 36.202,9.0588851 36.202,7.2190399 36.202,5.3791947 34.7085,3.8869996 32.868601,3.8869994z
|
||||
M 42.868601,3.8869994 C41.026201,3.8869996 39.534,5.3791947 39.534,7.2190399 39.534,9.0588851 41.026201,10.553 42.868601,10.553 44.7085,10.553 46.202,9.0588851 46.202,7.2190399 46.202,5.3791947 44.7085,3.8869996 42.868601,3.8869994z
|
||||
M 52.868601,3.8869994 C51.026201,3.8869996 49.534,5.3791947 49.534,7.2190399 49.534,9.0588851 51.026201,10.553 52.868601,10.553 54.7085,10.553 56.202,9.0588851 56.202,7.2190399 56.202,5.3791947 54.7085,3.8869996 52.868601,3.8869994z
|
||||
M5.2010002,14.812L5.2010002,43.573997 56.098,43.573997 56.098,14.812z
|
||||
M0,0L63.999001,0 63.999001,48.792999 0,48.792999z">
|
||||
<GeometryDrawing.Pen>
|
||||
<Pen Thickness="1" Brush="Black" />
|
||||
</GeometryDrawing.Pen>
|
||||
</GeometryDrawing>
|
||||
</DrawingGroup.Children>
|
||||
</DrawingGroup>
|
||||
</DrawingImage.Drawing>
|
||||
</DrawingImage>
|
||||
|
||||
<DrawingImage x:Key="Trash">
|
||||
<DrawingImage.Drawing>
|
||||
<DrawingGroup>
|
||||
<DrawingGroup.Children>
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Unpin
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-->
|
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|
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</ResourceDictionary>
|
||||
@@ -1,56 +0,0 @@
|
||||
using bts.api;
|
||||
using bts.spark;
|
||||
using mbts;
|
||||
using mbts.co2;
|
||||
using mbts.spark;
|
||||
using mbts.ui;
|
||||
using System.Collections.Generic;
|
||||
using System.ComponentModel.Composition;
|
||||
using System.IO;
|
||||
using System.Threading.Tasks;
|
||||
using System.Windows.Media;
|
||||
using static mbts.ui.shell.ProtoBufSerializationHelper;
|
||||
|
||||
namespace bts.shell
|
||||
{
|
||||
[Export(typeof(IShellModule))]
|
||||
class MarketShellModule : IShellModule
|
||||
{
|
||||
[ImportingConstructor]
|
||||
public MarketShellModule(IBus bus, MDConsumer consumer, OrdersModel orders_model, [Import("username")]string user_name) {
|
||||
_tsf = new TimeAndSalesWindowFactory(this, bus, consumer);
|
||||
_mvf = new MarketViewWindowFactory(this, bus, orders_model);
|
||||
}
|
||||
|
||||
TimeAndSalesWindowFactory _tsf;
|
||||
MarketViewWindowFactory _mvf;
|
||||
|
||||
#region IShellModule
|
||||
|
||||
public ImageSource icon => Icons.Date;
|
||||
|
||||
public string name => "Market";
|
||||
|
||||
public int priority => 10;
|
||||
|
||||
public IEnumerable<SparkCommand> actions => new [] {
|
||||
SparkCommands.PickMarketView,
|
||||
SparkCommands.PickTimeAndSales
|
||||
};
|
||||
|
||||
public Task<IShellWindow> create(Stream load_stream) {
|
||||
if (try_deserialize(load_stream, out ShellSerializationHeader header)) {
|
||||
if (header.name == _tsf.name) return _tsf.load_window(load_stream, header.version);
|
||||
if (header.name == _mvf.name) return _mvf.load_window(load_stream, header.version);
|
||||
}
|
||||
return null;
|
||||
}
|
||||
|
||||
public void Dispose() {
|
||||
Disposable.dispose(ref _tsf);
|
||||
Disposable.dispose(ref _mvf);
|
||||
}
|
||||
|
||||
#endregion
|
||||
}
|
||||
}
|
||||
@@ -1,307 +0,0 @@
|
||||
using bts.api;
|
||||
using bts.api.orderman;
|
||||
using mbts.co2;
|
||||
using mbts.collections;
|
||||
using mbts.spark.utilities;
|
||||
using mbts.ui;
|
||||
using mbts.ui.controls;
|
||||
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.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Windows.Input;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class MarketViewVM {
|
||||
public class Row : SecurityMDRow, IDisposable, IEquatable<Row>, DIYGrid.IRowVM, DIYGrid.IActionableRowVM {
|
||||
readonly IBus _bus;
|
||||
readonly OrdersModel _orders_model;
|
||||
readonly AnimationManager _animation = new AnimationManager();
|
||||
readonly ObservableCollection<OrderRecordImmutable> _orders = new ObservableCollection<OrderRecordImmutable>();
|
||||
readonly ObservableFilterCollection<OrderRecordImmutable> _working_orders, _working_bids, _working_asks;
|
||||
readonly string _security_text, _security_key_text;
|
||||
readonly Property<double> _bid_price, _ask_price, _last_price, _day_change, _settlement, _session_high, _session_low;
|
||||
readonly Property<ushort> _bid_size, _ask_size;
|
||||
readonly CellProperty<int> _position;
|
||||
readonly CellProperty<ushort> _last_size;
|
||||
readonly CellProperty<ulong> _volume;
|
||||
readonly CellProperty<bool> _inside_bids, _inside_asks;
|
||||
readonly CellProperty<int> _working_bid_volume, _working_ask_volume;
|
||||
readonly CellProperty<double> _working_best_bid, _working_best_ask;
|
||||
readonly CellProperty<string> _working_bids_text, _working_asks_text;
|
||||
readonly MyOrderSummarizer _order_summarizer = new MyOrderSummarizer();
|
||||
ulong _bbo_ref, _last_ref;
|
||||
|
||||
public Row(IBus bus, SecurityMD smd, OrdersModel orders_model) : base(smd) {
|
||||
_bus = bus;
|
||||
_orders_model = orders_model;
|
||||
_security_text = smd.security.ToString();
|
||||
_security_key_text = security_key.ToString();
|
||||
string format_price(double price) => security.ContractSpec.format(price);
|
||||
_position = new CellProperty<int>(0);
|
||||
_bid_price = backing(nameof(bid_price), double.NaN);
|
||||
_ask_price = backing(nameof(ask_price), double.NaN);
|
||||
_bid_size = backing<ushort>(nameof(bid_size), 0);
|
||||
_ask_size = backing<ushort>(nameof(ask_size), 0);
|
||||
_last_price = backing(nameof(last_price), double.NaN);
|
||||
_last_size = new CellProperty<ushort>(0);
|
||||
_day_change = backing(nameof(day_change), double.NaN);
|
||||
_session_low = backing(nameof(session_low), double.NaN);
|
||||
_session_high = backing(nameof(session_high), double.NaN);
|
||||
_settlement = backing(nameof(settlement), double.NaN);
|
||||
_volume = new CellProperty<ulong>(0);
|
||||
_inside_bids = new CellProperty<bool>();
|
||||
_inside_asks = new CellProperty<bool>();
|
||||
_working_bid_volume = new CellProperty<int>();
|
||||
_working_ask_volume = new CellProperty<int>();
|
||||
//
|
||||
_working_orders = new ObservableFilterCollection<OrderRecordImmutable>(_orders, o => o.is_active());
|
||||
_working_bids = new ObservableFilterCollection<OrderRecordImmutable>(_working_orders, o => o.Def.Side == Side.Buy);
|
||||
_working_asks = new ObservableFilterCollection<OrderRecordImmutable>(_working_orders, o => o.Def.Side == Side.Sell);
|
||||
_working_best_bid = new CellProperty<double>(format_price, double.NaN);
|
||||
_working_best_ask = new CellProperty<double>(format_price, double.NaN);
|
||||
_working_bids_text = new CellProperty<string>(string.Empty);
|
||||
_working_asks_text = new CellProperty<string>(string.Empty);
|
||||
//
|
||||
default_command = new DelegateCommand(_show_ladder);
|
||||
bid_price_click = new DelegateCommand(() => _show_order_ticket(MarketViewView.Columns.Bid));
|
||||
bid_size_click = new DelegateCommand(() => _show_order_ticket(MarketViewView.Columns.BidSize));
|
||||
working_bids_click = new DelegateCommand(() => _show_order_book(MarketViewView.Columns.WorkingBids));
|
||||
ask_price_click = new DelegateCommand(() => _show_order_ticket(MarketViewView.Columns.Ask));
|
||||
ask_size_click = new DelegateCommand(() => _show_order_ticket(MarketViewView.Columns.AskSize));
|
||||
working_asks_click = new DelegateCommand(() => _show_order_book(MarketViewView.Columns.WorkingAsks));
|
||||
_animation.AnimationsChanged += on_animations_changed;
|
||||
void on_animations_changed() => RaisePropertyChanged(nameof(animations));
|
||||
_dispose = Disposable.Create(
|
||||
_orders_model.on_security_orders(security.Id).ObserveOnDispatcher().Subscribe(_on_orders),
|
||||
_position.ObserveOnDispatcher().Subscribe(v => _animation.animate_position(v.newval > v.oldval)),
|
||||
_inside_bids.ObserveOnDispatcher().Subscribe(v => _animation.animate_working_bids_inside(v.newval)),
|
||||
_inside_asks.ObserveOnDispatcher().Subscribe(v => _animation.animate_working_asks_inside(v.newval)),
|
||||
_day_change.ObserveOnDispatcher().Subscribe(v => _animation.animate_day_change(v.newval > v.oldval)),
|
||||
Disposable.Create(() => _animation.AnimationsChanged -= on_animations_changed)
|
||||
);
|
||||
}
|
||||
|
||||
public event Action invalidated;
|
||||
|
||||
#region Bound Properties
|
||||
public bool inside_bids => _inside_bids.value;
|
||||
public bool inside_asks => _inside_asks.value;
|
||||
public int position => _position.value;
|
||||
public double last_price => _last_price.Value;
|
||||
public ushort last_size => _last_size.value;
|
||||
public double bid_price => _bid_price.Value;
|
||||
public ushort bid_size => _bid_size.Value;
|
||||
public double ask_price => _ask_price.Value;
|
||||
public ushort ask_size => _ask_size.Value;
|
||||
public ulong volume => _volume.value;
|
||||
public double settlement => _settlement.Value;
|
||||
public double day_change => _day_change.Value;
|
||||
public double session_low => _session_low.Value;
|
||||
public double session_high => _session_high.Value;
|
||||
public int working_bid_volume => _working_bid_volume.value;
|
||||
public int working_ask_volume => _working_ask_volume.value;
|
||||
public string working_bids_text => OrderUtils.order_collection_summary(_order_summarizer.best_working_bid, _order_summarizer.best_working_bid_qty, _order_summarizer.working_bid_qty, security.ContractSpec);
|
||||
public string working_asks_text => OrderUtils.order_collection_summary(_order_summarizer.best_working_ask, _order_summarizer.best_working_ask_qty, _order_summarizer.working_ask_qty, security.ContractSpec);
|
||||
public double working_best_bid => _working_best_bid.value;
|
||||
public double working_best_ask => _working_best_ask.value;
|
||||
public IList<CellAnimation> animations => _animation.get_animations().ToList();
|
||||
public ICommand bid_price_click { get; }
|
||||
public ICommand bid_size_click { get; }
|
||||
public ICommand working_bids_click { get; }
|
||||
public ICommand ask_price_click { get; }
|
||||
public ICommand ask_size_click { get; }
|
||||
public ICommand working_asks_click { get; }
|
||||
public ICommand default_command { get; }
|
||||
#endregion
|
||||
|
||||
public void refresh() {
|
||||
bool dirty = false;
|
||||
if (md.md.get_bbo(ref _bbo_ref, out NativePriceSize b, out NativePriceSize a)) {
|
||||
_bid_price.set(b.price);
|
||||
_bid_size.set(b.size);
|
||||
_ask_price.set(a.price);
|
||||
_ask_size.set(a.size);
|
||||
_inside_bids.on_next_distinct(_bid_price.Value >= _working_best_bid.value, ref dirty);
|
||||
_inside_asks.on_next_distinct(_ask_price.Value <= _working_best_ask.value, ref dirty);
|
||||
}
|
||||
if (md.md.get_last_trade(ref _last_ref, out NativePriceSize ps, out DateTime ts, out ulong v)) {
|
||||
_last_price.set(ps.price);
|
||||
_last_size.on_next_distinct(ps.size, ref dirty);
|
||||
_volume.on_next_distinct(v, ref dirty);
|
||||
}
|
||||
_settlement.set(md.md.settlement_price);
|
||||
_session_low.set(md.md.session_low);
|
||||
_session_high.set(md.md.session_high);
|
||||
_day_change.set(last_price - settlement);
|
||||
if (dirty)
|
||||
invalidated?.Invoke();
|
||||
}
|
||||
|
||||
public bool Equals(Row other) =>
|
||||
other != null &&
|
||||
other.security_key == security_key;
|
||||
|
||||
public override bool Equals(object obj) =>
|
||||
Equals(obj as Row);
|
||||
|
||||
public override int GetHashCode() =>
|
||||
security_key.GetHashCode();
|
||||
|
||||
#region Show Windows
|
||||
void _show_ladder() => _bus.post(SparkTags.ShowLadderTag, md);
|
||||
|
||||
void _show_order_book(MarketViewView.Columns col) {
|
||||
switch (col) {
|
||||
case MarketViewView.Columns.WorkingBids: _show_order_book(Side.Buy); break;
|
||||
case MarketViewView.Columns.WorkingAsks: _show_order_book(Side.Sell); break;
|
||||
}
|
||||
}
|
||||
|
||||
void _show_order_book(Side side) =>
|
||||
_bus.post(SparkTags.ShowOrderBookTag, new bts.shell.OrderBookWindowFactory.OrderBookStartupData(
|
||||
new List<SortingCriteria>(),
|
||||
new bts.shell.OrderBookWindowFactory.FilterStates {
|
||||
statuses = new[] { OrderStatus.Working },
|
||||
sides = new[] { side },
|
||||
security_criteria = new SecurityCriteria(security)
|
||||
}));
|
||||
|
||||
void _show_order_ticket(MarketViewView.Columns col) {
|
||||
var order = _orders_model.factory.order(security);
|
||||
switch (col) {
|
||||
case MarketViewView.Columns.Bid:
|
||||
order.Side = Side.Sell;
|
||||
_bus.post(SparkTags.ShowOrderTicketTag, (order, bid_price, 0u));
|
||||
break;
|
||||
case MarketViewView.Columns.BidSize:
|
||||
order.Side = Side.Sell;
|
||||
_bus.post(SparkTags.ShowOrderTicketTag, (order, bid_price, bid_size));
|
||||
break;
|
||||
case MarketViewView.Columns.Ask:
|
||||
order.Side = Side.Buy;
|
||||
_bus.post(SparkTags.ShowOrderTicketTag, (order, ask_price, 0u));
|
||||
break;
|
||||
case MarketViewView.Columns.AskSize:
|
||||
order.Side = Side.Buy;
|
||||
_bus.post(SparkTags.ShowOrderTicketTag, (order, ask_price, ask_size));
|
||||
break;
|
||||
case MarketViewView.Columns.Last:
|
||||
_bus.post(SparkTags.ShowOrderTicketTag, (order, last_price, 0u));
|
||||
break;
|
||||
case MarketViewView.Columns.LastSize:
|
||||
_bus.post(SparkTags.ShowOrderTicketTag, (order, last_price, last_size));
|
||||
break;
|
||||
}
|
||||
}
|
||||
#endregion
|
||||
|
||||
#region Callbacks
|
||||
void _on_orders(ITableUpdateTransform<OrderRecordImmutable, uint> orders) {
|
||||
foreach (var o in orders.removed)
|
||||
_order_summarizer.remove_order(o);
|
||||
foreach (var o in orders.added)
|
||||
_order_summarizer.add_order(o);
|
||||
bool dirty = false;
|
||||
_refresh_orders(ref dirty);
|
||||
if (dirty)
|
||||
invalidated?.Invoke();
|
||||
}
|
||||
|
||||
void _refresh_orders(ref bool dirty) {
|
||||
_position.on_next_distinct(_order_summarizer.position, ref dirty);
|
||||
_working_bid_volume.on_next_distinct(_order_summarizer.working_bid_qty, ref dirty);
|
||||
_working_ask_volume.on_next_distinct(_order_summarizer.working_ask_qty, ref dirty);
|
||||
_working_best_bid.on_next_distinct(_order_summarizer.best_working_bid, ref dirty);
|
||||
_working_best_ask.on_next_distinct(_order_summarizer.best_working_ask, ref dirty);
|
||||
_inside_bids.on_next_distinct(_order_summarizer.best_working_bid >= bid_price, ref dirty);
|
||||
_inside_asks.on_next_distinct(_order_summarizer.best_working_ask <= ask_price, ref dirty);
|
||||
RaisePropertyChanged(nameof(working_bids_text), nameof(working_asks_text));
|
||||
}
|
||||
#endregion
|
||||
|
||||
class MyOrderSummarizer {
|
||||
SortedSetMap<double, OrderRecordImmutable> _bids, _asks;
|
||||
int _best_bid_working_qty, _best_ask_working_qty, _position, _working_bid_qty, _working_ask_qty;
|
||||
|
||||
public MyOrderSummarizer() {
|
||||
_bids = new SortedSetMap<double, OrderRecordImmutable>(
|
||||
OrderDataHelper.CompareUtils.bid_price_comparer,
|
||||
OrderDataHelper.CompareUtils.order_record_id_eq_comparer);
|
||||
_asks = new SortedSetMap<double, OrderRecordImmutable>(
|
||||
OrderDataHelper.CompareUtils.ask_price_comparer,
|
||||
OrderDataHelper.CompareUtils.order_record_id_eq_comparer);
|
||||
}
|
||||
|
||||
// bid
|
||||
public double best_working_bid => _bids.Count > 0 ? _bids.at_index(0).Key : double.NaN;
|
||||
public int best_working_bid_qty => _best_bid_working_qty;
|
||||
public int working_bid_qty => _working_bid_qty;
|
||||
// ask
|
||||
public double best_working_ask => _asks.Count > 0 ? _asks.at_index(0).Key : double.NaN;
|
||||
public int best_working_ask_qty => _best_ask_working_qty;
|
||||
public int working_ask_qty => _working_ask_qty;
|
||||
// pos
|
||||
public int position => _position;
|
||||
|
||||
public void add_order(OrderRecordImmutable o) {
|
||||
// This is a market data form - not an orders form - so just show data for root/non-child orders.
|
||||
if (o.has_parent())
|
||||
return;
|
||||
switch (o.side()) {
|
||||
case Side.Buy:
|
||||
_position += (int)o.filled();
|
||||
if (o.is_active()) {
|
||||
_working_bid_qty += o.working_quantity();
|
||||
_bids.add(o.price(), o);
|
||||
}
|
||||
break;
|
||||
case Side.Sell:
|
||||
_position -= (int)o.filled();
|
||||
if (o.is_active()) {
|
||||
_working_ask_qty += o.working_quantity();
|
||||
_asks.add(o.price(), o);
|
||||
}
|
||||
break;
|
||||
default: return;
|
||||
}
|
||||
_refresh();
|
||||
}
|
||||
|
||||
public void remove_order(OrderRecordImmutable o) {
|
||||
// This is a market data form - not an orders form - so just show data for root/non-child orders.
|
||||
if (o.has_parent())
|
||||
return;
|
||||
switch (o.side()) {
|
||||
case Side.Buy:
|
||||
_position -= (int)o.filled();
|
||||
if (o.is_active()) {
|
||||
_working_bid_qty -= o.working_quantity();
|
||||
_bids.remove(o.price(), o);
|
||||
}
|
||||
break;
|
||||
case Side.Sell:
|
||||
_position += (int)o.filled();
|
||||
if (o.is_active()) {
|
||||
_working_ask_qty -= o.working_quantity();
|
||||
_asks.remove(o.price(), o);
|
||||
}
|
||||
break;
|
||||
default: return;
|
||||
}
|
||||
_refresh();
|
||||
}
|
||||
|
||||
void _refresh() {
|
||||
_best_bid_working_qty = _bids.Count > 0 ? _bids.at_index(0).Sum(o => o.working_quantity()) : 0;
|
||||
_best_ask_working_qty = _asks.Count > 0 ? _asks.at_index(0).Sum(o => o.working_quantity()) : 0;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,164 +0,0 @@
|
||||
using bts.api;
|
||||
using mbts.spark.filters;
|
||||
using mbts.ui;
|
||||
using mbts.ui.utility;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Collections.ObjectModel;
|
||||
using System.Windows.Data;
|
||||
using System.Windows.Media;
|
||||
using System.Reactive.Linq;
|
||||
using static bts.shell.MarketViewWindowFactory;
|
||||
using static mbts.ui.controls.DIYGrid;
|
||||
using static mbts.ui.spark.MarketViewView;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class MarketViewVM : SecurityMDGrid<MarketViewVM.Row, SecurityMD> {
|
||||
readonly IBus _bus;
|
||||
readonly OrdersModel _orders_model;
|
||||
|
||||
public MarketViewVM(IBus bus, OrdersModel orders_model, IObservable<StartupData> state)
|
||||
: base(RXCollection.Create(state.SelectMany(s => s.security_criteria.subscribe_md(bus)), SecurityDataHelper.EqualityComparer.MDComparer), null) {
|
||||
_bus = bus;
|
||||
_orders_model = orders_model;
|
||||
security_filter = new RegexFilterVM<Row>(r => r.security.ToString(), nameof(Row.security));
|
||||
// Columns
|
||||
const string size_col_header = "Qty", working_col_header = "Working";
|
||||
const double working_orders_col_width = 105;
|
||||
IMultiValueConverter price_converter = new ui.spark.converters.TickDisplayConverter();
|
||||
add_col(Columns.Security, "Security", r => r.security.ToString(), nameof(Row.security), DefaultColumnWidths.Security, security_filter, DataGridFilterKnownTemplates.Regex);
|
||||
add_col(Columns.Volume, "Volume", r => r.volume.ToString(), nameof(Row.volume), 64, volume_filter, DataGridFilterKnownTemplates.ULongMinMax);
|
||||
add_col(Columns.Last, "Last", r => r.format_price(r.last_price), nameof(Row.last_price), DefaultColumnWidths.Price, last_price_filter, DataGridFilterKnownTemplates.DoubleMinMax);
|
||||
add_col(Columns.LastSize, size_col_header, r => r.last_size.ToString(), nameof(Row.last_size), DefaultColumnWidths.Size, last_size_filter, DataGridFilterKnownTemplates.UShortMinMax);
|
||||
add_col(Columns.Position, "Pos", r => r.position.ToString(), nameof(Row.position), DefaultColumnWidths.Size, position_filter, DataGridFilterKnownTemplates.IntMinMax, true);
|
||||
add_hl_working_orders_col(Columns.WorkingBids, working_col_header, nameof(Row.working_bids_text), nameof(Row.working_best_bid), nameof(Row.working_bids_click), working_bid_volume_filter, BTSColors.MarketData.bid_brush);
|
||||
add_hl_size_col(Columns.BidSize, size_col_header, nameof(Row.bid_size), nameof(Row.bid_size_click), bid_size_filter, BTSColors.MarketData.bid_brush);
|
||||
add_hl_price_col(Columns.Bid, "Bid", nameof(Row.bid_price), nameof(Row.bid_price_click), bid_price_filter, BTSColors.header_text_brush, BTSColors.MarketData.bid_brush);
|
||||
add_hl_price_col(Columns.Ask, "Ask", nameof(Row.ask_price), nameof(Row.ask_price_click), ask_price_filter, BTSColors.header_text_brush, BTSColors.MarketData.ask_brush);
|
||||
add_hl_size_col(Columns.AskSize, size_col_header, nameof(Row.ask_size), nameof(Row.ask_size_click), ask_size_filter, BTSColors.MarketData.ask_brush);
|
||||
add_hl_working_orders_col(Columns.WorkingAsks, working_col_header, nameof(Row.working_asks_text), nameof(Row.working_best_ask), nameof(Row.working_asks_click), working_ask_volume_filter, BTSColors.MarketData.ask_brush);
|
||||
add_col(Columns.Settlement, "Settlement", r => r.format_price(r.settlement), nameof(Row.settlement), DefaultColumnWidths.Price, settlement_filter, DataGridFilterKnownTemplates.DoubleMinMax);
|
||||
add_col(Columns.DayChange, "Change", r => r.format_price(r.day_change), nameof(Row.day_change), DefaultColumnWidths.Price, day_change_filter, DataGridFilterKnownTemplates.DoubleMinMax, true);
|
||||
add_col(Columns.SessionLow, "Low", r => r.format_price(r.session_low), nameof(Row.session_low), DefaultColumnWidths.Price, session_low_filter, DataGridFilterKnownTemplates.DoubleMinMax);
|
||||
add_col(Columns.SessionHigh, "High", r => r.format_price(r.session_high), nameof(Row.session_high), DefaultColumnWidths.Price, session_high_filter, DataGridFilterKnownTemplates.DoubleMinMax);
|
||||
add_col(Columns.SecurityKey, "Security Key", r => r.security_key.ToString(), nameof(Row.security_key), DefaultColumnWidths.SecurityKey, security_key_filter, DataGridFilterKnownTemplates.Regex);
|
||||
//
|
||||
void add_col(Columns col_key, string header, Func<Row, string> get_text, string prop, double width, IDataGridColumnFilter filter, string filter_template, bool is_animatable = false) =>
|
||||
columns.Add(new RenderTextColumn<Row, Columns>(col_key, get_text, filter, filter_template) {
|
||||
Header = header,
|
||||
sort_member_path = prop,
|
||||
Width = width,
|
||||
padding = is_animatable ? AnimatableCellPadding : DefaultCellPadding
|
||||
});
|
||||
|
||||
void add_hl_price_col(Columns col_key, string header, string prop, string command_prop, IDataGridColumnFilter filter, Brush foreground, Brush background) =>
|
||||
add_hl_col(col_key, header, price_binding(prop), prop, command_prop, filter, DataGridFilterKnownTemplates.DoubleMinMax, DefaultColumnWidths.Price, foreground, background, SelectionFill);
|
||||
|
||||
void add_hl_size_col(Columns col_key, string header, string prop, string command_prop, IDataGridColumnFilter filter, Brush foreground) =>
|
||||
add_hl_col(col_key, header, new Binding(prop), prop, command_prop, filter, DataGridFilterKnownTemplates.UShortMinMax, DefaultColumnWidths.Size, foreground, null, null);
|
||||
|
||||
void add_hl_working_orders_col(Columns col_key, string header, string text_prop, string sort_prop, string command_prop, IDataGridColumnFilter filter, Brush foreground) =>
|
||||
add_hl_col(col_key, header, new Binding(text_prop), sort_prop, command_prop, filter, DataGridFilterKnownTemplates.IntMinMax, working_orders_col_width, foreground, null, null);
|
||||
|
||||
void add_hl_col(
|
||||
Columns col_key, string header, BindingBase binding, string prop, string command_prop,
|
||||
IDataGridColumnFilter filter, string filter_template, double width, Brush foreground, Brush background, Brush background_overlay) =>
|
||||
columns.Add(new HyperlinkElementColumn<Row, Columns>(
|
||||
col_key, binding, new Binding(command_prop), filter, filter_template) {
|
||||
Header = header,
|
||||
sort_member_path = prop,
|
||||
foreground = foreground,
|
||||
background = background,
|
||||
background_overlay = background_overlay,
|
||||
Width = DefaultColumnWidths.Price
|
||||
});
|
||||
|
||||
BindingBase price_binding(string prop) {
|
||||
var mb = new MultiBinding { Converter = price_converter };
|
||||
mb.Bindings.Add(new Binding(prop) { Mode = BindingMode.OneWay });
|
||||
mb.Bindings.Add(new Binding($"{nameof(Row.security)}.{nameof(SecurityImmutable.ContractSpec)}") { Mode = BindingMode.OneWay });
|
||||
return mb;
|
||||
}
|
||||
//
|
||||
_resources.AddRange(
|
||||
state.ObserveOnDispatcher().Subscribe(s => {
|
||||
using (rows_view.DeferRefresh()) {
|
||||
rows_view.SetSortingCriteria(s.sorting_criteria);
|
||||
var filters = s.filters;
|
||||
if (filters != null) {
|
||||
security_filter.load_state(filters.security);
|
||||
bid_price_filter.load_state(filters.bid_price);
|
||||
bid_size_filter.load_state(filters.bid_size);
|
||||
ask_price_filter.load_state(filters.ask_price);
|
||||
ask_size_filter.load_state(filters.ask_size);
|
||||
last_price_filter.load_state(filters.last_price);
|
||||
last_size_filter.load_state(filters.last_size);
|
||||
day_change_filter.load_state(filters.day_change);
|
||||
settlement_filter.load_state(filters.settlement);
|
||||
session_low_filter.load_state(filters.session_low);
|
||||
session_high_filter.load_state(filters.session_high);
|
||||
position_filter.load_state(filters.position);
|
||||
working_bid_volume_filter.load_state(filters.working_bid_volume);
|
||||
working_ask_volume_filter.load_state(filters.working_ask_volume);
|
||||
volume_filter.load_state(filters.volume);
|
||||
security_key_filter.load_state(filters.security_key);
|
||||
}
|
||||
}
|
||||
}), DataGridFilterHelper.hook_filters(rows_view,
|
||||
security_filter, bid_price_filter, bid_size_filter, ask_price_filter, ask_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),
|
||||
WorkLoop.Start("MarketView", _refresh)
|
||||
);
|
||||
}
|
||||
|
||||
public ObservableCollection<ColumnBase> columns { get; } = new ObservableCollection<ColumnBase>();
|
||||
|
||||
#region Filters
|
||||
public IDataGridColumnPersistentFilter<Row, string> security_filter { get; }
|
||||
public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> bid_price_filter { get; } = new DoubleMinMax<Row>(r => r.bid_price, nameof(Row.bid_price));
|
||||
public IDataGridColumnPersistentFilter<Row, UShortMinMaxState> bid_size_filter { get; } = new UShortMinMax<Row>(r => r.bid_size, nameof(Row.bid_size));
|
||||
public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> ask_price_filter { get; } = new DoubleMinMax<Row>(r => r.ask_price, nameof(Row.ask_price));
|
||||
public IDataGridColumnPersistentFilter<Row, UShortMinMaxState> ask_size_filter { get; } = new UShortMinMax<Row>(r => r.ask_size, nameof(Row.ask_size));
|
||||
public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> last_price_filter { get; } = new DoubleMinMax<Row>(r => r.last_price, nameof(Row.last_price));
|
||||
public IDataGridColumnPersistentFilter<Row, UShortMinMaxState> last_size_filter { get; } = new UShortMinMax<Row>(r => r.last_size, nameof(Row.last_size));
|
||||
public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> day_change_filter { get; } = new DoubleMinMax<Row>(r => r.day_change, nameof(Row.day_change));
|
||||
public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> settlement_filter { get; } = new DoubleMinMax<Row>(r => r.settlement, nameof(Row.settlement));
|
||||
public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> session_low_filter { get; } = new DoubleMinMax<Row>(r => r.session_low, nameof(Row.session_low));
|
||||
public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> session_high_filter { get; } = new DoubleMinMax<Row>(r => r.session_high, nameof(Row.session_high));
|
||||
public IDataGridColumnPersistentFilter<Row, IntMinMaxState> position_filter { get; } = new IntMinMax<Row>(r => r.position, nameof(Row.position));
|
||||
public IDataGridColumnPersistentFilter<Row, IntMinMaxState> working_bid_volume_filter { get; } = new IntMinMax<Row>(r => r.working_bid_volume, nameof(Row.working_bid_volume));
|
||||
public IDataGridColumnPersistentFilter<Row, IntMinMaxState> working_ask_volume_filter { get; } = new IntMinMax<Row>(r => r.working_ask_volume, nameof(Row.working_ask_volume));
|
||||
public IDataGridColumnPersistentFilter<Row, ULongMinMaxState> volume_filter { get; } = new ULongMinMax<Row>(r => r.volume, nameof(Row.volume));
|
||||
public IDataGridColumnPersistentFilter<Row, string> security_key_filter { get; } = new RegexFilterVM<Row>(r => r.security_key.ToString(), nameof(Row.security_key));
|
||||
|
||||
public FilterStates get_filter_states() {
|
||||
return new FilterStates {
|
||||
security = security_filter.get_state(),
|
||||
bid_price = bid_price_filter.get_state(),
|
||||
bid_size = bid_size_filter.get_state(),
|
||||
ask_price = ask_price_filter.get_state(),
|
||||
ask_size = ask_size_filter.get_state(),
|
||||
last_price = last_price_filter.get_state(),
|
||||
last_size = last_size_filter.get_state(),
|
||||
day_change = day_change_filter.get_state(),
|
||||
settlement = settlement_filter.get_state(),
|
||||
session_low = session_low_filter.get_state(),
|
||||
session_high = session_high_filter.get_state(),
|
||||
position = position_filter.get_state(),
|
||||
working_bid_volume = working_bid_volume_filter.get_state(),
|
||||
working_ask_volume = working_ask_volume_filter.get_state(),
|
||||
volume = volume_filter.get_state(),
|
||||
security_key = security_key_filter.get_state()
|
||||
};
|
||||
}
|
||||
#endregion
|
||||
|
||||
protected override Row row_factory(SecurityMD smd) => new Row(_bus, smd, _orders_model);
|
||||
protected override void on_row_removed(Row row) => row.Dispose();
|
||||
protected override IEnumerable<SortingCriteria> get_default_sorting() { yield return new SortingCriteria(nameof(Row.security), true); }
|
||||
|
||||
void _refresh() {
|
||||
foreach (var r in _row_vms) r.refresh();
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,43 +0,0 @@
|
||||
<UserControl
|
||||
x:Class="mbts.ui.spark.MarketViewView"
|
||||
x:ClassModifier="internal"
|
||||
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
|
||||
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
|
||||
xmlns:c="clr-namespace:mbts.ui.controls"
|
||||
xmlns:usp="clr-namespace:mbts.ui.spark"
|
||||
FocusManager.IsFocusScope="True"
|
||||
Background="{StaticResource CommonBackground}"
|
||||
>
|
||||
<UserControl.Resources>
|
||||
<ResourceDictionary>
|
||||
<ResourceDictionary.MergedDictionaries>
|
||||
<ResourceDictionary Source="/view/Controls/DataGridEx/Filters/Views/FilterTemplates.xaml"/>
|
||||
</ResourceDictionary.MergedDictionaries>
|
||||
</ResourceDictionary>
|
||||
</UserControl.Resources>
|
||||
<AdornerDecorator>
|
||||
<c:DIYGrid
|
||||
x:Name="_grid"
|
||||
Columns="{Binding columns}"
|
||||
CurrentRow="{Binding current_row}"
|
||||
Rows="{Binding rows_view}"
|
||||
>
|
||||
<c:DIYGrid.InputBindings>
|
||||
<MouseBinding MouseAction="LeftDoubleClick" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
|
||||
<KeyBinding Key="Return" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
|
||||
</c:DIYGrid.InputBindings>
|
||||
<c:DIYGrid.CommandBindings>
|
||||
<CommandBinding
|
||||
Command="{x:Static c:DIYGrid.DefaultRowCommand}"
|
||||
Executed="{x:Static c:DIYGrid.DefaultRowActionExecuted}"
|
||||
CanExecute="{x:Static c:DIYGrid.DefaultRowActionCanExecute}"
|
||||
/>
|
||||
</c:DIYGrid.CommandBindings>
|
||||
<c:DIYGrid.RowTemplate>
|
||||
<DataTemplate>
|
||||
<usp:MarketViewRowView usp:GridAnimation.RowAnimation="{Binding animations}"/>
|
||||
</DataTemplate>
|
||||
</c:DIYGrid.RowTemplate>
|
||||
</c:DIYGrid>
|
||||
</AdornerDecorator>
|
||||
</UserControl>
|
||||
@@ -1,23 +0,0 @@
|
||||
using mbts.spark;
|
||||
using mbts.ui.controls;
|
||||
using System.Linq;
|
||||
using System.Windows.Controls;
|
||||
|
||||
namespace mbts.ui.spark {
|
||||
/// <summary>
|
||||
/// Interaction logic for MarketSheetsView.xaml
|
||||
/// </summary>
|
||||
partial class MarketViewView : UserControl {
|
||||
public enum Columns { Security, Volume, Last, LastSize, Position, WorkingBids, Bid, BidSize, Ask, AskSize, WorkingAsks, Settlement, DayChange, SessionLow, SessionHigh, SecurityKey }
|
||||
|
||||
public MarketViewView() {
|
||||
InitializeComponent();
|
||||
AdornerHelper.attach_continuously_on_loaded(
|
||||
() => new GridAnimation.DIYGridAnimationAdorner<Columns>(
|
||||
_grid, _grid.descendants_of_type<DIYGridRowsPresenter>().First()),
|
||||
_grid);
|
||||
}
|
||||
}
|
||||
|
||||
class MarketViewRowView : DIYGrid.HighPerformanceRow<MarketViewVM.Row, MarketViewView.Columns> { }
|
||||
}
|
||||
@@ -1,70 +0,0 @@
|
||||
using bts.api;
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using mbts.ui;
|
||||
using mbts.ui.spark;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Windows;
|
||||
|
||||
namespace mbts.spark {
|
||||
class MarketViewWindow : SparkWindow<MarketViewWindowFactory.StartupData>, ISharedWindow {
|
||||
const string _window_type = "MarketView", _thread_id = "MarketView";
|
||||
readonly OrdersModel _orders_model;
|
||||
readonly AllowOnce _init_guard = new AllowOnce("MarketView");
|
||||
MarketViewVM _vm;
|
||||
MarketViewView _view;
|
||||
MarketViewWindowFactory.StartupData _state;
|
||||
IReadOnlyList<SparkCommand> _commands;
|
||||
IDisposable _subscriptions;
|
||||
|
||||
public MarketViewWindow(MarketViewWindowFactory factory, IBus bus, OrdersModel orders_model, MarketViewWindowFactory.StartupData state)
|
||||
: base("Market View", bus, factory, SparkCommands.ShowMarketView.icon) {
|
||||
_orders_model = orders_model;
|
||||
_state = state;
|
||||
Icon.Freeze();
|
||||
}
|
||||
|
||||
event Action<MarketViewWindowFactory.StartupData> _state_changed;
|
||||
|
||||
public override string window_type => _window_type;
|
||||
public override UIElement Content => _view;
|
||||
public override IEnumerable<SparkCommand> Commands => _commands;
|
||||
public override MarketViewWindowFactory.StartupData SaveState => _state = new MarketViewWindowFactory.StartupData(_state.security_criteria, _vm.rows_view.GetSortingCriteria(), _vm.get_filter_states());
|
||||
public override double MinWidth => 1035 + SPARK_MENU_COLLAPSED_WIDTH + LAUNCHER_BUTTON_BORDER_WIDTH;
|
||||
public string thread_id => _thread_id;
|
||||
|
||||
public void thread_init() {
|
||||
_init_guard.check_access();
|
||||
Logger.notnull(_state);
|
||||
var state_src = Observable.FromEvent<Action<MarketViewWindowFactory.StartupData>, MarketViewWindowFactory.StartupData>(cb => _state_changed += cb, cb => _state_changed -= cb).StartWith(_state);
|
||||
_vm = new MarketViewVM(_bus, _orders_model, state_src);
|
||||
_view = new MarketViewView { DataContext = _vm };
|
||||
var update_securities_tag = new SparkTags.SparkTag<SecurityCriteria>("MarketView Callback");
|
||||
var update_securities_cmd = SparkCommand.create("Update Market View", Icon, update_securities_tag);
|
||||
_commands = new List<SparkCommand> {
|
||||
SparkCommand.create("Change Securities", Icons.Admin, SparkTags.ShowAndEditPickMultiple, () => (update_securities_cmd, _state.security_criteria)),
|
||||
SparkCommands.ShowLadders.complete(_vm.selected_security_mds_observable(), smds => smds.Count > 0),
|
||||
SparkCommands.ShowOrderTicketFromSecurity.complete(_vm.current_security_md, md => md.HasValue, ObjectHelper.ValueOrDefault),
|
||||
SparkCommands.ShowFills.complete(_vm.selected_securities_observable(), _ => true,
|
||||
secs => new FillsWindowFactory.StartupData(new FillsWindowFactory.FilterStates {
|
||||
security = secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria
|
||||
})
|
||||
),
|
||||
SparkCommands.ShowTimeAndSales.complete(_vm.selected_securities_observable(), _ => true, secs => secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria),
|
||||
SparkCommands.ShowSyntheticCreate.complete(_vm.selected_securities_observable(), secs => secs.Count > 0 && secs.Count < 3, secs => new SecurityCriteria(secs))
|
||||
};
|
||||
_subscriptions = _bus.subscribe(update_securities_tag).ObserveOnDispatcher().Subscribe(c =>
|
||||
_state_changed?.Invoke(_state = new MarketViewWindowFactory.StartupData(c, _vm.rows_view.GetSortingCriteria(), _vm.get_filter_states())));
|
||||
}
|
||||
|
||||
public override void Dispose() {
|
||||
Disposable.dispose(ref _subscriptions);
|
||||
_vm.Dispose();
|
||||
Commands.OfType<IDisposable>().DisposeAll();
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,89 +0,0 @@
|
||||
using bts.api;
|
||||
using mbts.spark;
|
||||
using mbts.spark.filters;
|
||||
using mbts.ui;
|
||||
using ProtoBuf;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Reactive.Linq;
|
||||
using System.Threading.Tasks;
|
||||
|
||||
namespace bts.shell {
|
||||
class MarketViewWindowFactory : ShellWindowFactory<MarketViewWindowFactory.StartupData> {
|
||||
readonly IBus _bus;
|
||||
readonly OrdersModel _orders_model;
|
||||
|
||||
public MarketViewWindowFactory(MarketShellModule module, IBus bus, OrdersModel orders_model) : base(module, "MarketView") {
|
||||
_bus = bus;
|
||||
_orders_model = orders_model;
|
||||
_dispose = bus.subscribe(SparkTags.ShowMarketViewTag).ObserveOnDispatcher().Subscribe(_show);
|
||||
}
|
||||
|
||||
public override Task<IShellWindow> load(StartupData state) =>
|
||||
Task.FromResult(_create(state));
|
||||
|
||||
void _show(SecurityCriteria criteria) =>
|
||||
_bus.post(SparkTags.ShowWindow, _create(new StartupData(criteria, new List<SortingCriteria> { new SortingCriteria(nameof(MarketViewVM.Row.security), true) }, null)));
|
||||
|
||||
IShellWindow _create(StartupData state) => new MarketViewWindow(this, _bus, _orders_model, state);
|
||||
|
||||
[ProtoContract]
|
||||
public class StartupData {
|
||||
public const int Version = 1;
|
||||
|
||||
[ProtoMember(1)]
|
||||
public readonly SecurityCriteria security_criteria;
|
||||
[ProtoMember(2)]
|
||||
public readonly List<SortingCriteria> sorting_criteria;
|
||||
[ProtoMember(3)]
|
||||
public readonly FilterStates filters;
|
||||
|
||||
StartupData() { }
|
||||
|
||||
public StartupData(SecurityCriteria security_criteria)
|
||||
: this (security_criteria, new List<SortingCriteria>(), null) { }
|
||||
|
||||
public StartupData(SecurityCriteria security_criteria, List<SortingCriteria> sorting_criteria, FilterStates filters) {
|
||||
this.security_criteria = security_criteria;
|
||||
this.sorting_criteria = sorting_criteria;
|
||||
this.filters = filters;
|
||||
}
|
||||
}
|
||||
|
||||
[ProtoContract]
|
||||
public class FilterStates {
|
||||
[ProtoMember(1)]
|
||||
public string security;
|
||||
[ProtoMember(2)]
|
||||
public DoubleMinMaxState bid_price;
|
||||
[ProtoMember(3)]
|
||||
public UShortMinMaxState bid_size;
|
||||
[ProtoMember(4)]
|
||||
public DoubleMinMaxState ask_price;
|
||||
[ProtoMember(5)]
|
||||
public UShortMinMaxState ask_size;
|
||||
[ProtoMember(6)]
|
||||
public DoubleMinMaxState last_price;
|
||||
[ProtoMember(7)]
|
||||
public UShortMinMaxState last_size;
|
||||
[ProtoMember(8)]
|
||||
public DoubleMinMaxState day_change;
|
||||
[ProtoMember(9)]
|
||||
public DoubleMinMaxState settlement;
|
||||
[ProtoMember(10)]
|
||||
public DoubleMinMaxState session_low;
|
||||
[ProtoMember(11)]
|
||||
public DoubleMinMaxState session_high;
|
||||
[ProtoMember(12)]
|
||||
public IntMinMaxState position;
|
||||
[ProtoMember(13)]
|
||||
public IntMinMaxState working_bid_volume;
|
||||
[ProtoMember(14)]
|
||||
public IntMinMaxState working_ask_volume;
|
||||
[ProtoMember(15)]
|
||||
public ULongMinMaxState volume;
|
||||
[ProtoMember(16)]
|
||||
public string security_key;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,99 +0,0 @@
|
||||
using bts.api;
|
||||
using bts.co2;
|
||||
using mbts.co2;
|
||||
using mbts.collections.extensions;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
|
||||
namespace mbts.spark {
|
||||
struct TradeInfo {
|
||||
public readonly SecurityImmutable security;
|
||||
public readonly TradeMessageImmutable trade;
|
||||
|
||||
public TradeInfo(SecurityImmutable security, TradeMessageImmutable trade) {
|
||||
this.security = security;
|
||||
this.trade = trade;
|
||||
}
|
||||
}
|
||||
|
||||
class TimeAndSalesModel {
|
||||
static readonly TimeSpan _poll_interval = TimeSpan.FromSeconds(0.4);
|
||||
|
||||
public TimeAndSalesModel(IBus bus, MDConsumer consumer, SecurityCriteria security_criteria) {
|
||||
trades = security_criteria.subscribe_md_map(bus)
|
||||
.Scan(new Dictionary<ChannelKey, ChannelConsumer>(),
|
||||
(cache, md_map) => {
|
||||
var copy = new Dictionary<ChannelKey, ChannelConsumer>(cache);
|
||||
copy.sync_with_demux(md_map, get_channel_key, get_channel_consumer, update_channel_consumer);
|
||||
return copy;
|
||||
}
|
||||
).Select(cache =>
|
||||
Observable.Interval(_poll_interval)
|
||||
.Select(_ => new List<TradeInfo>(cache.Values.SelectMany(c => c.read_trades())))
|
||||
).SelectMany(_ => _);
|
||||
|
||||
ChannelKey get_channel_key(KeyValuePair<uint, SecurityMD> md_kv) =>
|
||||
new ChannelKey(md_kv.Value.security.Symbol, md_kv.Value.security.security_type(), md_kv.Value.security.Exchange);
|
||||
|
||||
ChannelConsumer get_channel_consumer(IGrouping<ChannelKey, KeyValuePair<uint, SecurityMD>> channel_sec_group) {
|
||||
var key = channel_sec_group.Key;
|
||||
var rv = new ChannelConsumer(consumer.get_channel(key.symbol, key.type, key.exchange));
|
||||
rv.set_securities(channel_sec_group);
|
||||
return rv;
|
||||
}
|
||||
|
||||
void update_channel_consumer(KeyValuePair<ChannelKey, ChannelConsumer> channel_kv, IEnumerable<KeyValuePair<uint, SecurityMD>> security_kvs) =>
|
||||
channel_kv.Value.set_securities(security_kvs);
|
||||
}
|
||||
|
||||
public IObservable<IReadOnlyList<TradeInfo>> trades { get; }
|
||||
|
||||
private class ChannelKey : IEquatable<ChannelKey> {
|
||||
public readonly string symbol;
|
||||
public readonly SecurityType type;
|
||||
public readonly Venue exchange;
|
||||
|
||||
public ChannelKey(string symbol, SecurityType type, Venue exchange) {
|
||||
this.symbol = symbol;
|
||||
this.type = type;
|
||||
this.exchange = exchange;
|
||||
}
|
||||
|
||||
public bool Equals(ChannelKey other) =>
|
||||
other != null &&
|
||||
other.symbol == symbol &&
|
||||
other.type == type &&
|
||||
other.exchange == exchange;
|
||||
|
||||
public override bool Equals(object obj) =>
|
||||
Equals(obj as ChannelKey);
|
||||
|
||||
public override int GetHashCode() =>
|
||||
symbol.GetHashCode() ^
|
||||
type.GetHashCode() ^
|
||||
exchange.GetHashCode();
|
||||
}
|
||||
|
||||
private class ChannelConsumer {
|
||||
readonly MDConsumerChannel _channel;
|
||||
Dictionary<uint, SecurityImmutable> _securities = new Dictionary<uint, SecurityImmutable>();
|
||||
long _cursor = 0;
|
||||
|
||||
public ChannelConsumer(MDConsumerChannel channel) =>
|
||||
_channel = channel;
|
||||
|
||||
public void set_securities(IEnumerable<KeyValuePair<uint, SecurityMD>> securities) =>
|
||||
_securities = securities.ToDictionary(kv => kv.Key, kv => kv.Value.security);
|
||||
|
||||
public IEnumerable<TradeInfo> read_trades() {
|
||||
var copy = _securities;
|
||||
foreach (var tm in _channel.read_trades(ref _cursor)) {
|
||||
if (copy.TryGetValue(tm.Key, out SecurityImmutable sec))
|
||||
yield return new TradeInfo(sec, tm);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,136 +0,0 @@
|
||||
using bts.api;
|
||||
using bts.co2;
|
||||
using mbts.spark.filters;
|
||||
using mbts.ui;
|
||||
using mbts.ui.controls;
|
||||
using mbts.ui.spark;
|
||||
using mbts.ui.utility;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Collections.ObjectModel;
|
||||
using System.Threading.Tasks;
|
||||
using System.Windows.Input;
|
||||
using static bts.shell.TimeAndSalesWindowFactory;
|
||||
|
||||
namespace mbts.spark {
|
||||
class TimeAndSalesVM : SecurityGrid<TimeAndSalesVM.Row, TradeInfo> {
|
||||
readonly IBus _bus;
|
||||
|
||||
public TimeAndSalesVM(IBus bus, TimeAndSalesModel model, IReadOnlyCollection<SortingCriteria> sorting_criteria, FilterStates filters)
|
||||
: base(RXCollection.CreateBuffer(model.trades, 1000), sorting_criteria) {
|
||||
_bus = bus;
|
||||
show_ladder = DelegateCommandParamObserver.Create(current_row_observable, r => _show_ladder_async(r).ignore(), r => r != null);
|
||||
security_filter = new RegexFilterVM<Row>(r => r.security.ToString(), nameof(Row.security));
|
||||
if (filters != null) {
|
||||
time_filter.load_state(filters.time);
|
||||
security_filter.load_state(filters.security);
|
||||
price_filter.load_state(filters.price);
|
||||
size_filter.load_state(filters.size);
|
||||
trade_key_filter.load_state(filters.trade_key);
|
||||
security_key_filter.load_state(filters.security_key);
|
||||
}
|
||||
// Columns
|
||||
add_column(TimeAndSalesView.Columns.Security, "Security", DIYGrid.DefaultColumnWidths.Security, security_filter, DataGridFilterKnownTemplates.Regex);
|
||||
add_column(TimeAndSalesView.Columns.Time, "Time", DIYGrid.DefaultColumnWidths.Time, time_filter, DataGridFilterKnownTemplates.TimeFilter);
|
||||
add_column(TimeAndSalesView.Columns.Price, "Price", DIYGrid.DefaultColumnWidths.Price, price_filter, DataGridFilterKnownTemplates.DoubleMinMax);
|
||||
add_column(TimeAndSalesView.Columns.Size, "Size", DIYGrid.DefaultColumnWidths.Size, size_filter, DataGridFilterKnownTemplates.UIntMinMax);
|
||||
add_column(TimeAndSalesView.Columns.TradeKey, "Trade Key", DIYGrid.DefaultColumnWidths.TradeKey, trade_key_filter, DataGridFilterKnownTemplates.Regex);
|
||||
add_column(TimeAndSalesView.Columns.SecurityKey, "Security Key", DIYGrid.DefaultColumnWidths.SecurityKey, security_key_filter, DataGridFilterKnownTemplates.Regex);
|
||||
void add_column(TimeAndSalesView.Columns col_key, string header, double width, IDataGridColumnFilter filter, string filter_template) =>
|
||||
columns.Add(new DIYGrid.RenderTextColumn<Row>(r => r[col_key], filter, filter_template) { Header = header, Width = width });
|
||||
//
|
||||
_resources.AddRange(
|
||||
show_ladder,
|
||||
DataGridFilterHelper.hook_filters(
|
||||
rows_view, time_filter, security_filter, price_filter, size_filter, trade_key_filter, security_key_filter
|
||||
)
|
||||
);
|
||||
}
|
||||
|
||||
public ObservableCollection<DIYGrid.ColumnBase> columns { get; } = new ObservableCollection<DIYGrid.ColumnBase>();
|
||||
public DelegateCommandParamObserver<Row> show_ladder { get; }
|
||||
|
||||
#region Filters
|
||||
public IDataGridColumnPersistentFilter<Row, TimeFilterTuple> time_filter { get; } = new TimeFilterVM<Row>(r => r.time, nameof(Row.time));
|
||||
public IDataGridColumnPersistentFilter<Row, string> security_filter { get; }
|
||||
public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> price_filter { get; } = new DoubleMinMax<Row>(r => r.price, nameof(Row.price));
|
||||
public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> size_filter { get; } = new UIntMinMax<Row>(r => r.size, nameof(Row.size));
|
||||
public IDataGridColumnPersistentFilter<Row, string> security_key_filter { get; } = new RegexFilterVM<Row>(r => r.security_key.ToString(), nameof(Row.security_key));
|
||||
public IDataGridColumnPersistentFilter<Row, string> trade_key_filter { get; } = new RegexFilterVM<Row>(r => r.trade_key.ToString(), nameof(Row.trade_key));
|
||||
|
||||
public FilterStates get_filter_states() =>
|
||||
new FilterStates {
|
||||
time = time_filter.get_state(),
|
||||
security = security_filter.get_state(),
|
||||
price = price_filter.get_state(),
|
||||
size = size_filter.get_state(),
|
||||
trade_key = trade_key_filter.get_state(),
|
||||
security_key = security_key_filter.get_state()
|
||||
};
|
||||
#endregion
|
||||
|
||||
protected override IEnumerable<SortingCriteria> get_default_sorting() {
|
||||
yield return new SortingCriteria(nameof(Row.time), false);
|
||||
}
|
||||
|
||||
protected override Row row_factory(TradeInfo row_model) =>
|
||||
new Row(this, row_model.security, row_model.trade);
|
||||
|
||||
|
||||
async Task _show_ladder_async(Row row) {
|
||||
var smd_lookup = await SparkUtils.get_security_md_async(_bus, row.security.Id);
|
||||
if (smd_lookup.success) _bus.post(SparkTags.ShowLadderTag, smd_lookup.result);
|
||||
}
|
||||
|
||||
public class Row : SecurityRow, DIYGrid.IRowVM {
|
||||
readonly uint _trade_key;
|
||||
|
||||
readonly string
|
||||
_security_text,
|
||||
_time_text,
|
||||
_price_text,
|
||||
_size_text,
|
||||
_trade_key_text,
|
||||
_security_key_text;
|
||||
|
||||
public Row(TimeAndSalesVM parent, SecurityImmutable security, TradeMessageImmutable trade) : base(security) {
|
||||
_trade_key = trade.Key;
|
||||
time = trade.Time.lldatetime();
|
||||
price = trade.Mantissa * Math.Pow(10, trade.Exponent);
|
||||
size = trade.Size;
|
||||
show_ladder = new DelegateCommand(() => parent._show_ladder_async(this).ignore());
|
||||
_security_text = security.ToString();
|
||||
_time_text = time.ToString("M/d h:mm:ss tt");
|
||||
_price_text = security.ContractSpec.format(price);
|
||||
_size_text = size.ToString();
|
||||
_trade_key_text = _trade_key.ToString();
|
||||
_security_key_text = security_key.ToString();
|
||||
}
|
||||
|
||||
public event Action invalidated;
|
||||
|
||||
public uint trade_key => _trade_key;
|
||||
public DateTime time { get; }
|
||||
public double price { get; }
|
||||
public uint size { get; }
|
||||
public ICommand show_ladder { get; }
|
||||
|
||||
public string this[TimeAndSalesView.Columns col] {
|
||||
get {
|
||||
switch (col) {
|
||||
case TimeAndSalesView.Columns.Security: return _security_text;
|
||||
case TimeAndSalesView.Columns.Time: return _time_text;
|
||||
case TimeAndSalesView.Columns.Price: return _price_text;
|
||||
case TimeAndSalesView.Columns.Size: return _size_text;
|
||||
case TimeAndSalesView.Columns.TradeKey: return _trade_key_text;
|
||||
case TimeAndSalesView.Columns.SecurityKey: return _security_key_text;
|
||||
default: return null;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
void _invalidate() =>
|
||||
invalidated?.Invoke();
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,41 +0,0 @@
|
||||
<UserControl
|
||||
x:Class="mbts.ui.spark.TimeAndSalesView"
|
||||
x:ClassModifier="internal"
|
||||
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
|
||||
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
|
||||
xmlns:c="clr-namespace:mbts.ui.controls"
|
||||
xmlns:usp="clr-namespace:mbts.ui.spark"
|
||||
FocusManager.IsFocusScope="True"
|
||||
Background="{StaticResource CommonBackground}"
|
||||
>
|
||||
<UserControl.Resources>
|
||||
<ResourceDictionary>
|
||||
<ResourceDictionary.MergedDictionaries>
|
||||
<ResourceDictionary Source="/view/Resources/Converters.xaml"/>
|
||||
<ResourceDictionary Source="/view/Controls/DataGridEx/Filters/Views/FilterTemplates.xaml"/>
|
||||
</ResourceDictionary.MergedDictionaries>
|
||||
</ResourceDictionary>
|
||||
</UserControl.Resources>
|
||||
<AdornerDecorator>
|
||||
<Grid>
|
||||
<c:DIYGrid Columns="{Binding columns}" Rows="{Binding rows_view}" CurrentRow="{Binding current_row}">
|
||||
<c:DIYGrid.InputBindings>
|
||||
<MouseBinding MouseAction="LeftDoubleClick" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
|
||||
<KeyBinding Key="Return" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
|
||||
</c:DIYGrid.InputBindings>
|
||||
<c:DIYGrid.CommandBindings>
|
||||
<CommandBinding
|
||||
Command="{x:Static c:DIYGrid.DefaultRowCommand}"
|
||||
Executed="{x:Static c:DIYGrid.DefaultRowActionExecuted}"
|
||||
CanExecute="{x:Static c:DIYGrid.DefaultRowActionCanExecute}"
|
||||
/>
|
||||
</c:DIYGrid.CommandBindings>
|
||||
<c:DIYGrid.RowTemplate>
|
||||
<DataTemplate>
|
||||
<usp:TimeAndSalesRowView/>
|
||||
</DataTemplate>
|
||||
</c:DIYGrid.RowTemplate>
|
||||
</c:DIYGrid>
|
||||
</Grid>
|
||||
</AdornerDecorator>
|
||||
</UserControl>
|
||||
@@ -1,17 +0,0 @@
|
||||
using mbts.spark;
|
||||
using mbts.ui.controls;
|
||||
using System.Windows.Controls;
|
||||
|
||||
namespace mbts.ui.spark {
|
||||
/// <summary>
|
||||
/// Interaction logic for TimeAndSalesView.xaml
|
||||
/// </summary>
|
||||
partial class TimeAndSalesView : UserControl {
|
||||
public enum Columns { Time, Security, Price, Size, OrderType, TradeKey, SecurityKey }
|
||||
|
||||
public TimeAndSalesView() =>
|
||||
InitializeComponent();
|
||||
}
|
||||
|
||||
class TimeAndSalesRowView : DIYGrid.HighPerformanceRow<TimeAndSalesVM.Row, TimeAndSalesView.Columns> { }
|
||||
}
|
||||
@@ -1,90 +0,0 @@
|
||||
using bts.api;
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using mbts.co2;
|
||||
using mbts.ui;
|
||||
using mbts.ui.spark;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Windows;
|
||||
using System.Windows.Media;
|
||||
using static bts.shell.TimeAndSalesWindowFactory;
|
||||
|
||||
namespace mbts.spark {
|
||||
class TimeAndSalesWindow : SparkWindow<StartupData>, ISlowWindow {
|
||||
const string _window_type = "TimeAndSales";
|
||||
readonly MDConsumer _consumer;
|
||||
readonly TimeAndSalesWindowFactory _factory;
|
||||
SingleValuePump<TimeAndSalesVM> _vm;
|
||||
StartupData _state;
|
||||
TimeAndSalesView _view;
|
||||
SparkCommand[] _commands;
|
||||
IDisposable _subscriptions;
|
||||
|
||||
public TimeAndSalesWindow(TimeAndSalesWindowFactory factory, IBus bus, MDConsumer consumer, StartupData state, ImageSource icon)
|
||||
: base("Time And Sales", bus, factory, SparkCommands.ShowTimeAndSales.icon) {
|
||||
Logger.assert(state != null);
|
||||
_consumer = consumer;
|
||||
_factory = factory;
|
||||
_state = state;
|
||||
Icon.Freeze();
|
||||
}
|
||||
|
||||
public override string window_type => _window_type;
|
||||
public override IEnumerable<SparkCommand> Commands => _commands;
|
||||
public override UIElement Content => _view;
|
||||
public override double MinWidth => 444 + SPARK_MENU_COLLAPSED_WIDTH + LAUNCHER_BUTTON_BORDER_WIDTH;
|
||||
public override StartupData SaveState => _state = new StartupData(_state.security_criteria, _vm.value.rows_view.GetSortingCriteria(), _vm.value.get_filter_states());
|
||||
|
||||
public override void Dispose() =>
|
||||
_dispose_resources();
|
||||
|
||||
public void thread_init() {
|
||||
_dispose_resources();
|
||||
_vm = new SingleValuePump<TimeAndSalesVM>();
|
||||
var update_securities_tag = new SparkTags.SparkTag<SecurityCriteria>("TimeAndSales Callback");
|
||||
var update_securities_cmd = SparkCommand.create("Update Time and Sales", Icon, update_securities_tag);
|
||||
var current_smd_source = _vm.observable.SelectMany(vm => vm.current_security_md_observable(_bus)).ObserveOnDispatcher();
|
||||
var selected_secs_source = _vm.observable.SelectMany(vm => vm.selected_securities_observable()).ObserveOnDispatcher();
|
||||
_commands = new SparkCommand[] {
|
||||
SparkCommand.create("Change Securities", Icons.Admin, SparkTags.ShowAndEditPickMultiple, () => (update_securities_cmd, _state.security_criteria)),
|
||||
SparkCommands.ShowLadder.complete(current_smd_source, md => md.HasValue, ObjectHelper.ValueOrDefault),
|
||||
SparkCommands.ShowOrderTicketFromSecurity.complete(current_smd_source, md => md.HasValue, ObjectHelper.ValueOrDefault),
|
||||
SparkCommands.ShowFills.complete(selected_secs_source, always_true, get_fills_startup_data),
|
||||
SparkCommands.ShowMarketView.complete(selected_secs_source, always_true, secs => secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria)
|
||||
};
|
||||
_subscriptions = _bus.subscribe(update_securities_tag).ObserveOnDispatcher().Subscribe(update_criteria);
|
||||
_initialize();
|
||||
|
||||
bool always_true<T>(T _) => true;
|
||||
FillsWindowFactory.StartupData get_fills_startup_data(IReadOnlyList<SecurityImmutable> secs) =>
|
||||
new FillsWindowFactory.StartupData(new FillsWindowFactory.FilterStates {
|
||||
security = secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria
|
||||
});
|
||||
void update_criteria(SecurityCriteria c) {
|
||||
_state = new StartupData(c, _vm.value.rows_view.GetSortingCriteria(), _vm.value.get_filter_states());
|
||||
_initialize();
|
||||
}
|
||||
}
|
||||
|
||||
void _dispose_resources() {
|
||||
Disposable.dispose(ref _subscriptions);
|
||||
Disposable.dispose(ref _vm);
|
||||
if (_commands != null) {
|
||||
_commands.OfType<IDisposable>().DisposeAll();
|
||||
_commands = null;
|
||||
}
|
||||
}
|
||||
|
||||
void _initialize() {
|
||||
var model = new TimeAndSalesModel(_bus, _consumer, _state.security_criteria);
|
||||
_vm.value = new TimeAndSalesVM(_bus, model, _state.sorting_criteria, _state.filters);
|
||||
if (_view == null)
|
||||
_view = new TimeAndSalesView();
|
||||
_view.DataContext = _vm.value;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,75 +0,0 @@
|
||||
using bts.api;
|
||||
using bts.spark;
|
||||
using mbts;
|
||||
using mbts.co2;
|
||||
using mbts.spark;
|
||||
using mbts.spark.filters;
|
||||
using mbts.ui;
|
||||
using ProtoBuf;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Reactive.Linq;
|
||||
using System.Threading.Tasks;
|
||||
|
||||
namespace bts.shell {
|
||||
class TimeAndSalesWindowFactory : ShellWindowFactory<TimeAndSalesWindowFactory.StartupData> {
|
||||
readonly IBus _bus;
|
||||
readonly MDConsumer _consumer;
|
||||
IReadOnlyDictionary<uint, SecurityMD> _securities = new Dictionary<uint, SecurityMD>();
|
||||
|
||||
public TimeAndSalesWindowFactory(IShellModule module, IBus bus, MDConsumer consumer) : base(module, "TimeAndSales") {
|
||||
_bus = bus;
|
||||
_consumer = consumer;
|
||||
|
||||
_dispose = Disposable.Create(
|
||||
bus.subscribe(SparkTags.SecuritiesTag).Subscribe(s => _securities = s),
|
||||
bus.subscribe(SparkTags.ShowTimeAndSalesTag).ObserveOnDispatcher().Subscribe(show)
|
||||
);
|
||||
}
|
||||
|
||||
public override Task<IShellWindow> load(StartupData state) =>
|
||||
Task.FromResult<IShellWindow>(new TimeAndSalesWindow(this, _bus, _consumer, state, SparkCommands.PickTimeAndSales.icon));
|
||||
|
||||
public async void show(SecurityCriteria criteria) {
|
||||
var w = await load(new StartupData(criteria));
|
||||
_bus.post(SparkTags.ShowWindow, w);
|
||||
}
|
||||
|
||||
[ProtoContract]
|
||||
public class StartupData {
|
||||
[ProtoMember(1)]
|
||||
public readonly SecurityCriteria security_criteria;
|
||||
[ProtoMember(2)]
|
||||
public readonly List<SortingCriteria> sorting_criteria;
|
||||
[ProtoMember(3)]
|
||||
public FilterStates filters;
|
||||
|
||||
StartupData() { }//for ptorobuf
|
||||
|
||||
public StartupData(SecurityCriteria security_criteria)
|
||||
: this (security_criteria, new List<SortingCriteria>(), null) { }
|
||||
|
||||
public StartupData(SecurityCriteria security_criteria, List<SortingCriteria> sorting_criteria, FilterStates filters) {
|
||||
this.security_criteria = security_criteria;
|
||||
this.sorting_criteria = sorting_criteria;
|
||||
this.filters = filters;
|
||||
}
|
||||
}
|
||||
|
||||
[ProtoContract]
|
||||
public class FilterStates {
|
||||
[ProtoMember(1)]
|
||||
public TimeFilterTuple time;
|
||||
[ProtoMember(2)]
|
||||
public string security;
|
||||
[ProtoMember(3)]
|
||||
public DoubleMinMaxState price;
|
||||
[ProtoMember(4)]
|
||||
public UIntMinMaxState size;
|
||||
[ProtoMember(5)]
|
||||
public string trade_key;
|
||||
[ProtoMember(6)]
|
||||
public string security_key;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,58 +0,0 @@
|
||||
using mbts;
|
||||
using mbts.ui;
|
||||
using mbts.ui.shell;
|
||||
using mbts.spark;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Threading.Tasks;
|
||||
using bts.spark;
|
||||
using System.IO;
|
||||
using System.Windows.Media;
|
||||
using bts.api;
|
||||
using System.ComponentModel.Composition;
|
||||
|
||||
|
||||
namespace bts.ui {
|
||||
[Export(typeof(IShellModule))]
|
||||
class SettingsShellModule : IShellModule {
|
||||
readonly IBus _bus;
|
||||
IDisposable _dispose;
|
||||
|
||||
WorkspacesModel ws_model;
|
||||
|
||||
[ImportingConstructor]
|
||||
public SettingsShellModule(IBus bus, WorkspacesModel ws) {
|
||||
// todo: settings dialog
|
||||
ws_model = ws;
|
||||
_dispose = bus.subscribe(SparkTags.ShowWorkspaces).Subscribe(_ => show_workspaces_dialog());
|
||||
|
||||
_bus = bus;
|
||||
}
|
||||
public ImageSource icon => Icons.Admin;
|
||||
|
||||
public string name => "Settings";
|
||||
|
||||
public int priority => 40;
|
||||
|
||||
public IEnumerable<SparkCommand> actions => new []{
|
||||
SparkCommands.ShowWorkspaces
|
||||
//SparkCommands.ShowSettings
|
||||
};
|
||||
|
||||
public Task<IShellWindow> create(Stream load_stream) {
|
||||
throw new NotImplementedException();
|
||||
}
|
||||
|
||||
public void show_workspaces_dialog()
|
||||
{
|
||||
WorkspacesDialogView ws_dialog = new WorkspacesDialogView(ws_model);
|
||||
ws_dialog.Show();
|
||||
}
|
||||
|
||||
|
||||
|
||||
public void Dispose() {
|
||||
Disposable.dispose(ref _dispose);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,436 +0,0 @@
|
||||
<ResourceDictionary xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
|
||||
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
|
||||
xmlns:sp="clr-namespace:bts.spark;assembly=spark_api"
|
||||
xmlns:msp="clr-namespace:mbts.spark"
|
||||
xmlns:u="clr-namespace:mbts.ui"
|
||||
xmlns:c="clr-namespace:mbts.ui.controls"
|
||||
xmlns:cv="clr-namespace:mbts.ui.converters"
|
||||
xmlns:usp="clr-namespace:mbts.ui.spark"
|
||||
xmlns:sys="clr-namespace:System;assembly=mscorlib">
|
||||
<ResourceDictionary.MergedDictionaries>
|
||||
<ResourceDictionary Source="/view/Resources/Converters.xaml"/>
|
||||
<ResourceDictionary Source="/view/Resources/ComboBoxes.xaml"/>
|
||||
<ResourceDictionary Source="/view/Resources/DataGrid.xaml"/>
|
||||
<ResourceDictionary Source="/view/Resources/DataTemplates.xaml"/>
|
||||
<ResourceDictionary Source="/view/Controls/Popup/PopupControl.xaml"/>
|
||||
<ResourceDictionary Source="/Modules/Spreader/ParameterSectionView.xaml"/>
|
||||
</ResourceDictionary.MergedDictionaries>
|
||||
<sys:Double x:Key="GroupLevelIndent">18</sys:Double>
|
||||
<sys:Double x:Key="RowHeaderWidth">285</sys:Double>
|
||||
<sys:Double x:Key="RowHeight">16</sys:Double>
|
||||
<sys:Double x:Key="NegativeRowHeight">-16</sys:Double>
|
||||
<sys:Double x:Key="ItemsHostCanBeDisabledCollapsedHeight">15</sys:Double>
|
||||
<Thickness
|
||||
x:Key="GroupLevelMargin"
|
||||
Left="{StaticResource GroupLevelIndent}"
|
||||
/>
|
||||
<Thickness
|
||||
x:Key="GroupContentAlignedWithHeaderMargin"
|
||||
Left="{StaticResource GroupLevelIndent}"
|
||||
Top="{StaticResource NegativeRowHeight}"
|
||||
/>
|
||||
<cv:SyntheticPriceCalcDisplayTextConverter x:Key="SyntheticPriceCalcDisplayConverter"/>
|
||||
<cv:TickFactorsTextConverter x:Key="TickFactorsTextConverter"/>
|
||||
<usp:RowHeaderGroupIndentConverter
|
||||
x:Key="RowHeaderGroupIndentConverter"
|
||||
Indent="{StaticResource GroupLevelIndent}"
|
||||
/>
|
||||
<usp:RowHeaderGroupIndentConverter
|
||||
x:Key="ReverseRowHeaderGroupIndentConverter"
|
||||
Indent="{StaticResource GroupLevelIndent}"
|
||||
Reverse="True"
|
||||
/>
|
||||
<usp:RowGroupExpanderWidthConverter
|
||||
x:Key="RowGroupExpanderWidthConverter"
|
||||
Indent="{StaticResource GroupLevelIndent}"
|
||||
Offset="{StaticResource RowHeight}"
|
||||
RowHeaderWidth="{StaticResource RowHeaderWidth}"
|
||||
/>
|
||||
<usp:DataGridParameterCellTemplateConverter x:Key="ParameterCellTemplateConverter">
|
||||
<usp:DataGridParameterCellTemplateConverter.BooleanTemplate>
|
||||
<DataTemplate>
|
||||
<CheckBox HorizontalAlignment="Left" IsChecked="{Binding value}"/>
|
||||
</DataTemplate>
|
||||
</usp:DataGridParameterCellTemplateConverter.BooleanTemplate>
|
||||
<usp:DataGridParameterCellTemplateConverter.DoubleTemplate>
|
||||
<DataTemplate>
|
||||
<TextBlock Text="{Binding value}"/>
|
||||
</DataTemplate>
|
||||
</usp:DataGridParameterCellTemplateConverter.DoubleTemplate>
|
||||
<usp:DataGridParameterCellTemplateConverter.IntTemplate>
|
||||
<DataTemplate>
|
||||
<TextBlock Text="{Binding value}"/>
|
||||
</DataTemplate>
|
||||
</usp:DataGridParameterCellTemplateConverter.IntTemplate>
|
||||
<usp:DataGridParameterCellTemplateConverter.UIntTemplate>
|
||||
<DataTemplate>
|
||||
<TextBlock Text="{Binding value}"/>
|
||||
</DataTemplate>
|
||||
</usp:DataGridParameterCellTemplateConverter.UIntTemplate>
|
||||
<usp:DataGridParameterCellTemplateConverter.QuantityMeasureTemplate>
|
||||
<DataTemplate>
|
||||
<Grid>
|
||||
<Grid.ColumnDefinitions>
|
||||
<ColumnDefinition Width="3*"/>
|
||||
<ColumnDefinition Width="2*"/>
|
||||
</Grid.ColumnDefinitions>
|
||||
<TextBlock x:Name="AbsoluteLabel" Text="{x:Static cv:QuantityMeasureCaseDisplayTextConverter.ABSOLUTE_TEXT}" FontSize="10" FontStyle="Italic"/>
|
||||
<TextBlock x:Name="RatioLabel" Text="{x:Static cv:QuantityMeasureCaseDisplayTextConverter.RATIO_TEXT}" FontSize="10" FontStyle="Italic"/>
|
||||
<TextBlock x:Name="AbsoluteValue" Grid.Column="1" HorizontalAlignment="Left" Text="{Binding absolute}"/>
|
||||
<TextBlock x:Name="RatioValue" Grid.Column="1" HorizontalAlignment="Left" Text="{Binding ratio}"/>
|
||||
</Grid>
|
||||
<DataTemplate.Triggers>
|
||||
<DataTrigger Binding="{Binding quantity_case}" Value="{u:Enum absolute, Type={u:Nested sp:QuantityMeasure.QuantityOneofCase}}">
|
||||
<Setter Property="Visibility" TargetName="AbsoluteLabel" Value="Visible"/>
|
||||
<Setter Property="Visibility" TargetName="AbsoluteValue" Value="Visible"/>
|
||||
<Setter Property="Visibility" TargetName="RatioLabel" Value="Collapsed"/>
|
||||
<Setter Property="Visibility" TargetName="RatioValue" Value="Collapsed"/>
|
||||
</DataTrigger>
|
||||
<DataTrigger Binding="{Binding quantity_case}" Value="{u:Enum Ratio, Type={u:Nested sp:QuantityMeasure.QuantityOneofCase}}">
|
||||
<Setter Property="Visibility" TargetName="RatioLabel" Value="Visible"/>
|
||||
<Setter Property="Visibility" TargetName="RatioValue" Value="Visible"/>
|
||||
<Setter Property="Visibility" TargetName="AbsoluteLabel" Value="Collapsed"/>
|
||||
<Setter Property="Visibility" TargetName="AbsoluteValue" Value="Collapsed"/>
|
||||
</DataTrigger>
|
||||
</DataTemplate.Triggers>
|
||||
</DataTemplate>
|
||||
</usp:DataGridParameterCellTemplateConverter.QuantityMeasureTemplate>
|
||||
</usp:DataGridParameterCellTemplateConverter>
|
||||
<usp:DataGridParameterCellTemplateConverter x:Key="ParameterCellEditingTemplateConverter">
|
||||
<usp:DataGridParameterCellTemplateConverter.BooleanTemplate>
|
||||
<DataTemplate>
|
||||
<CheckBox HorizontalAlignment="Left" IsChecked="{Binding value}" IsEnabled="{Binding enabled}"/>
|
||||
</DataTemplate>
|
||||
</usp:DataGridParameterCellTemplateConverter.BooleanTemplate>
|
||||
<usp:DataGridParameterCellTemplateConverter.DoubleTemplate>
|
||||
<DataTemplate>
|
||||
<c:TickUpDownDouble Value="{Binding value}" IsEnabled="{Binding enabled}" Increment="{Binding tick_increment, FallbackValue={u:Double 1}}"/>
|
||||
</DataTemplate>
|
||||
</usp:DataGridParameterCellTemplateConverter.DoubleTemplate>
|
||||
<usp:DataGridParameterCellTemplateConverter.IntTemplate>
|
||||
<DataTemplate>
|
||||
<c:TickUpDownInt Value="{Binding value}" IsEnabled="{Binding enabled}"/>
|
||||
</DataTemplate>
|
||||
</usp:DataGridParameterCellTemplateConverter.IntTemplate>
|
||||
<usp:DataGridParameterCellTemplateConverter.UIntTemplate>
|
||||
<DataTemplate>
|
||||
<c:TickUpDownUInt Value="{Binding value}" IsEnabled="{Binding enabled}"/>
|
||||
</DataTemplate>
|
||||
</usp:DataGridParameterCellTemplateConverter.UIntTemplate>
|
||||
<usp:DataGridParameterCellTemplateConverter.QuantityMeasureTemplate>
|
||||
<DataTemplate>
|
||||
<Grid IsEnabled="{Binding enabled}">
|
||||
<Grid.ColumnDefinitions>
|
||||
<ColumnDefinition Width="3*"/>
|
||||
<ColumnDefinition Width="2*"/>
|
||||
</Grid.ColumnDefinitions>
|
||||
<ComboBox
|
||||
VerticalAlignment="Center" Margin="-2,0,0,0" Padding="3,3,0,3"
|
||||
ItemsSource="{u:EnumBindingSource {u:Nested sp:QuantityMeasure.QuantityOneofCase}, Except=None}"
|
||||
SelectedItem="{Binding quantity_case}"
|
||||
>
|
||||
<ComboBox.ItemTemplate>
|
||||
<DataTemplate>
|
||||
<TextBlock Text="{Binding Converter={StaticResource QuantityMeasureCaseDisplayConverter}}" FontSize="10" FontStyle="Italic"/>
|
||||
</DataTemplate>
|
||||
</ComboBox.ItemTemplate>
|
||||
</ComboBox>
|
||||
<c:TickUpDownDouble x:Name="AbsoluteTickUpDown" Grid.Column="1" HorizontalAlignment="Stretch" Margin="0,0,-2,0" Value="{Binding absolute}"/>
|
||||
<c:TickUpDownDouble x:Name="RatioTickUpDown" Grid.Column="1" HorizontalAlignment="Stretch" Value="{Binding ratio}"/>
|
||||
</Grid>
|
||||
<DataTemplate.Triggers>
|
||||
<DataTrigger Binding="{Binding quantity_case}" Value="{u:Enum absolute, Type={u:Nested sp:QuantityMeasure.QuantityOneofCase}}">
|
||||
<Setter Property="Visibility" TargetName="AbsoluteTickUpDown" Value="Visible"/>
|
||||
<Setter Property="Visibility" TargetName="RatioTickUpDown" Value="Collapsed"/>
|
||||
</DataTrigger>
|
||||
<DataTrigger Binding="{Binding quantity_case}" Value="{u:Enum Ratio, Type={u:Nested sp:QuantityMeasure.QuantityOneofCase}}">
|
||||
<Setter Property="Visibility" TargetName="RatioTickUpDown" Value="Visible"/>
|
||||
<Setter Property="Visibility" TargetName="AbsoluteTickUpDown" Value="Collapsed"/>
|
||||
</DataTrigger>
|
||||
</DataTemplate.Triggers>
|
||||
</DataTemplate>
|
||||
</usp:DataGridParameterCellTemplateConverter.QuantityMeasureTemplate>
|
||||
</usp:DataGridParameterCellTemplateConverter>
|
||||
<Style x:Key="ExpanderToggleButton" TargetType="ToggleButton">
|
||||
<Setter Property="Template">
|
||||
<Setter.Value>
|
||||
<ControlTemplate TargetType="ToggleButton">
|
||||
<Grid Background="Transparent">
|
||||
<Grid.ColumnDefinitions>
|
||||
<ColumnDefinition Width="12" />
|
||||
<ColumnDefinition/>
|
||||
</Grid.ColumnDefinitions>
|
||||
<Path
|
||||
x:Name="arrow"
|
||||
Data="M0,0L3.5,3.5 0,7"
|
||||
HorizontalAlignment="Center"
|
||||
Margin="0,5,0,0"
|
||||
SnapsToDevicePixels="False"
|
||||
Stroke="#77333333"
|
||||
StrokeThickness="2"
|
||||
VerticalAlignment="Top"
|
||||
/>
|
||||
<ContentPresenter
|
||||
Grid.Column="1"
|
||||
ContentSource="{TemplateBinding Content}"
|
||||
Margin="3,0,0,0"
|
||||
/>
|
||||
</Grid>
|
||||
<ControlTemplate.Triggers>
|
||||
<Trigger Property="IsChecked" Value="True">
|
||||
<Setter Property="Data" TargetName="arrow" Value="M0,0L3.5,3.5 7,0"/>
|
||||
</Trigger>
|
||||
<Trigger Property="IsMouseOver" Value="True">
|
||||
<Setter Property="Stroke" TargetName="arrow" Value="Black"/>
|
||||
</Trigger>
|
||||
<Trigger Property="IsPressed" Value="True">
|
||||
<Setter Property="Stroke" TargetName="arrow" Value="Black"/>
|
||||
</Trigger>
|
||||
<Trigger Property="IsEnabled" Value="False">
|
||||
<Setter Property="Stroke" TargetName="arrow" Value="#FF707070"/>
|
||||
<Setter Property="Foreground" Value="Gray"/>
|
||||
</Trigger>
|
||||
</ControlTemplate.Triggers>
|
||||
</ControlTemplate>
|
||||
</Setter.Value>
|
||||
</Setter>
|
||||
</Style>
|
||||
<ControlTemplate x:Key="GroupItemTemplate" TargetType="GroupItem">
|
||||
<Grid>
|
||||
<Grid.RowDefinitions>
|
||||
<RowDefinition Height="Auto"/>
|
||||
<RowDefinition/>
|
||||
</Grid.RowDefinitions>
|
||||
<ToggleButton
|
||||
x:Name="ExpanderToggle"
|
||||
HorizontalAlignment="Left"
|
||||
IsChecked="True"
|
||||
Style="{StaticResource ExpanderToggleButton}"
|
||||
Width="{Binding Name.level, Converter={StaticResource RowGroupExpanderWidthConverter}}"
|
||||
Panel.ZIndex="1"
|
||||
>
|
||||
<usp:ParameterSectionView SectionTitle="{Binding Name.name}" Description="{Binding Name.description}"/>
|
||||
</ToggleButton>
|
||||
<ItemsPresenter x:Name="ItemsHost" Grid.Row="1" Margin="{StaticResource GroupLevelMargin}"/>
|
||||
</Grid>
|
||||
<ControlTemplate.Triggers>
|
||||
<DataTrigger Binding="{Binding Name}" Value="{x:Null}">
|
||||
<Setter Property="Visibility" TargetName="ExpanderToggle" Value="Collapsed"/>
|
||||
<Setter Property="Margin" TargetName="ItemsHost" Value="0"/>
|
||||
</DataTrigger>
|
||||
<DataTrigger Binding="{Binding Name.can_be_disabled}" Value="{u:True}">
|
||||
<Setter Property="Margin" TargetName="ItemsHost" Value="{StaticResource GroupContentAlignedWithHeaderMargin}"/>
|
||||
</DataTrigger>
|
||||
<MultiDataTrigger>
|
||||
<MultiDataTrigger.Conditions>
|
||||
<Condition Binding="{Binding IsChecked, ElementName=ExpanderToggle}" Value="False"/>
|
||||
<Condition Binding="{Binding Name.can_be_disabled}" Value="{u:True}"/>
|
||||
</MultiDataTrigger.Conditions>
|
||||
<Setter Property="Height" TargetName="ItemsHost" Value="{StaticResource ItemsHostCanBeDisabledCollapsedHeight}"/>
|
||||
</MultiDataTrigger>
|
||||
<MultiDataTrigger>
|
||||
<MultiDataTrigger.Conditions>
|
||||
<Condition Binding="{Binding IsChecked, ElementName=ExpanderToggle}" Value="False"/>
|
||||
<Condition Binding="{Binding Name.can_be_disabled}" Value="{u:False}"/>
|
||||
</MultiDataTrigger.Conditions>
|
||||
<Setter Property="Visibility" TargetName="ItemsHost" Value="Collapsed"/>
|
||||
</MultiDataTrigger>
|
||||
</ControlTemplate.Triggers>
|
||||
</ControlTemplate>
|
||||
<Style x:Key="GroupItemStyle" TargetType="GroupItem">
|
||||
<Setter Property="Template" Value="{StaticResource GroupItemTemplate}"/>
|
||||
</Style>
|
||||
<ControlTemplate x:Key="DataGridRowTemplate" TargetType="DataGridRow">
|
||||
<Border
|
||||
x:Name="DGR_Border"
|
||||
BorderBrush="{TemplateBinding BorderBrush}"
|
||||
BorderThickness="{TemplateBinding BorderThickness}"
|
||||
Background="{TemplateBinding Background}"
|
||||
SnapsToDevicePixels="True"
|
||||
>
|
||||
<SelectiveScrollingGrid Margin="{Binding section_count, Converter={StaticResource ReverseRowHeaderGroupIndentConverter}}">
|
||||
<SelectiveScrollingGrid.ColumnDefinitions>
|
||||
<ColumnDefinition Width="Auto"/>
|
||||
<ColumnDefinition/>
|
||||
</SelectiveScrollingGrid.ColumnDefinitions>
|
||||
<DataGridRowHeader
|
||||
Background="Transparent"
|
||||
Padding="{Binding section_count, Converter={StaticResource RowHeaderGroupIndentConverter}}"
|
||||
Content="{Binding display_name}"
|
||||
SelectiveScrollingGrid.SelectiveScrollingOrientation="Vertical"
|
||||
Visibility="{Binding
|
||||
HeadersVisibility,
|
||||
ConverterParameter={x:Static DataGridHeadersVisibility.Row},
|
||||
Converter={x:Static DataGrid.HeadersVisibilityConverter},
|
||||
RelativeSource={RelativeSource AncestorType=DataGrid}}"
|
||||
/>
|
||||
<DataGridCellsPresenter Grid.Column="1" ItemsPanel="{TemplateBinding ItemsPanel}" SnapsToDevicePixels="{TemplateBinding SnapsToDevicePixels}"/>
|
||||
</SelectiveScrollingGrid>
|
||||
</Border>
|
||||
<ControlTemplate.Triggers>
|
||||
<Trigger Property="usp:ExecutionStrategyEditor.RowHasErrors" Value="True">
|
||||
<Setter Property="BorderBrush" Value="Red"/>
|
||||
<Setter Property="BorderThickness" Value="1"/>
|
||||
</Trigger>
|
||||
</ControlTemplate.Triggers>
|
||||
</ControlTemplate>
|
||||
<Style x:Key="DataGridRowStyle" TargetType="DataGridRow">
|
||||
<Setter Property="BorderThickness" Value="1,0"/>
|
||||
<Setter Property="BorderBrush" Value="Transparent"/>
|
||||
<Setter Property="Template" Value="{StaticResource DataGridRowTemplate}"/>
|
||||
<Setter Property="usp:ExecutionStrategyEditor.RowHasErrors" Value="{Binding has_errors}"/>
|
||||
<Style.Triggers>
|
||||
<DataTrigger Binding="{Binding read_only}" Value="True">
|
||||
<Setter Property="TextElement.Foreground" Value="{u:BTSColor UI.input_disabled_text_dark}"/>
|
||||
<Setter Property="ToolTip">
|
||||
<Setter.Value>
|
||||
<TextBlock Foreground="Black" Text="{Binding display_name, StringFormat='{}Can\'t change \'{0}\' after creation'}"/>
|
||||
</Setter.Value>
|
||||
</Setter>
|
||||
</DataTrigger>
|
||||
<DataTrigger Binding="{Binding display_name}" Value="{x:Static sys:String.Empty}">
|
||||
<Setter Property="Background" Value="Transparent"/>
|
||||
</DataTrigger>
|
||||
</Style.Triggers>
|
||||
</Style>
|
||||
<DataGridTextColumn x:Key="AddColumnPlaceholder" x:Shared="False" IsReadOnly="True">
|
||||
<DataGridTextColumn.Header>
|
||||
<c:PopupControl
|
||||
ShowExpanderArrow="False" PopupPlacement="Right" Header="Add Leg" Padding="6,0"
|
||||
Background="{StaticResource Button.Static.BackgroundBrush}"
|
||||
IsOpen="{Binding IsNewLegPopupOpen, RelativeSource={RelativeSource AncestorType=usp:ExecutionStrategyEditor}, Mode=TwoWay}"
|
||||
IsEnabled="{Binding CanUserAddNewLeg, RelativeSource={RelativeSource AncestorType=usp:ExecutionStrategyEditor}}"
|
||||
>
|
||||
<msp:ContractPickerView
|
||||
CloseOnOK="False" CloseOnCancel="False"
|
||||
DataContext="{Binding ContractPickerModel, RelativeSource={RelativeSource AncestorType=usp:ExecutionStrategyEditor}}"
|
||||
/>
|
||||
</c:PopupControl>
|
||||
</DataGridTextColumn.Header>
|
||||
</DataGridTextColumn>
|
||||
<DataTemplate x:Key="RemovableColumnHeaderTemplate">
|
||||
<Grid>
|
||||
<Grid.ColumnDefinitions>
|
||||
<ColumnDefinition Width="Auto"/>
|
||||
<ColumnDefinition/>
|
||||
</Grid.ColumnDefinitions>
|
||||
<Button
|
||||
Command="{Binding RemoveLegCommand, RelativeSource={RelativeSource AncestorType=usp:ExecutionStrategyEditor}}"
|
||||
CommandParameter="{Binding}" Style="{StaticResource RoundCloseButton}"
|
||||
/>
|
||||
<TextBlock Grid.Column="1" Margin="4,0,0,0" Text="{Binding Converter={StaticResource SecurityTextConverter}}"/>
|
||||
</Grid>
|
||||
</DataTemplate>
|
||||
|
||||
<ControlTemplate x:Key="ExecutionStrategyEditorTemplate" TargetType="usp:ExecutionStrategyEditor">
|
||||
<Border
|
||||
BorderBrush="{TemplateBinding BorderBrush}"
|
||||
BorderThickness="{TemplateBinding BorderThickness}"
|
||||
HorizontalAlignment="{TemplateBinding HorizontalAlignment}"
|
||||
VerticalAlignment="{TemplateBinding VerticalAlignment}"
|
||||
Width="{TemplateBinding Width}"
|
||||
Height="{TemplateBinding Height}"
|
||||
Padding="{TemplateBinding Padding}"
|
||||
>
|
||||
<Grid>
|
||||
<Grid.RowDefinitions>
|
||||
<RowDefinition Height="Auto"/>
|
||||
<RowDefinition/>
|
||||
</Grid.RowDefinitions>
|
||||
<Grid>
|
||||
<Grid.ColumnDefinitions>
|
||||
<ColumnDefinition Width="Auto"/>
|
||||
<ColumnDefinition Width="7*"/>
|
||||
<ColumnDefinition Width="Auto"/>
|
||||
<ColumnDefinition Width="3*"/>
|
||||
<ColumnDefinition Width="Auto"/>
|
||||
<ColumnDefinition Width="5*"/>
|
||||
<ColumnDefinition Width="Auto"/>
|
||||
</Grid.ColumnDefinitions>
|
||||
<TextBlock VerticalAlignment="Center" IsEnabled="{TemplateBinding IsNew}">Name</TextBlock>
|
||||
<TextBox
|
||||
x:Name="PART_Name_TextBox" Grid.Column="1" Margin="6,0,0,0" HorizontalAlignment="Stretch" IsEnabled="{TemplateBinding IsNew}"
|
||||
Text="{Binding SyntheticName, Mode=TwoWay, RelativeSource={RelativeSource TemplatedParent}, ValidatesOnDataErrors=True, ValidatesOnNotifyDataErrors=True, NotifyOnValidationError=True}"
|
||||
>
|
||||
<u:Behavior.BindingUpdateGroups>
|
||||
<u:BindingUpdateGroupCollection>
|
||||
<u:BindingUpdateGroup Source="{Binding DataContext, Source={u:DirectReference PART_Name_TextBox}}" Target="{Binding Source={u:DirectReference PART_Name_TextBox}}">
|
||||
<u:PropertyTuple PropertyName="Text" Type="{x:Type TextBox}"/>
|
||||
</u:BindingUpdateGroup>
|
||||
</u:BindingUpdateGroupCollection>
|
||||
</u:Behavior.BindingUpdateGroups>
|
||||
</TextBox>
|
||||
<TextBlock
|
||||
Grid.Column="2" VerticalAlignment="Center" Margin="6,0,0,0" Text="Ticks" IsEnabled="{TemplateBinding IsNew}"
|
||||
Visibility="{Binding LegTuples.Count, RelativeSource={RelativeSource TemplatedParent}, Converter={StaticResource IntNotZeroVisibilityConverter}}"
|
||||
/>
|
||||
<ComboBox
|
||||
x:Name="PART_Tick_ComboBox" Grid.Column="3" Margin="6,0,0,0" IsEnabled="{TemplateBinding IsNew}" HorizontalAlignment="Stretch"
|
||||
ItemsSource="{TemplateBinding AvailableTickFactors}" SelectedItem="{Binding TickFactors, RelativeSource={RelativeSource TemplatedParent}}"
|
||||
Visibility="{Binding LegTuples.Count, RelativeSource={RelativeSource TemplatedParent}, Converter={StaticResource IntNotZeroVisibilityConverter}}"
|
||||
>
|
||||
<ComboBox.GroupStyle>
|
||||
<GroupStyle ContainerStyle="{StaticResource ComboBox.DelineatedGroupContainerStyle}"/>
|
||||
</ComboBox.GroupStyle>
|
||||
<ComboBox.ItemTemplate>
|
||||
<DataTemplate>
|
||||
<TextBlock Text="{Binding Converter={StaticResource TickFactorsTextConverter}}"/>
|
||||
</DataTemplate>
|
||||
</ComboBox.ItemTemplate>
|
||||
</ComboBox>
|
||||
<TextBlock Grid.Column="4" VerticalAlignment="Center" Margin="6,0,0,0">Pricing</TextBlock>
|
||||
<ComboBox
|
||||
Grid.Column="5" Margin="6,0,0,0" IsEnabled="False"
|
||||
ItemsSource="{x:Static usp:ExecutionStrategyEditor.PriceCalcItems}" SelectedItem="{Binding PriceCalc, RelativeSource={RelativeSource TemplatedParent}}"
|
||||
>
|
||||
<ComboBox.ItemTemplate>
|
||||
<DataTemplate>
|
||||
<TextBlock Text="{Binding Converter={StaticResource SyntheticPriceCalcDisplayConverter}}"/>
|
||||
</DataTemplate>
|
||||
</ComboBox.ItemTemplate>
|
||||
</ComboBox>
|
||||
<c:HelpButton Grid.Column="6" Margin="3,0,0,0"/>
|
||||
</Grid>
|
||||
<c:DataGridEx
|
||||
x:Name="PART_DataGrid"
|
||||
Grid.Row="1"
|
||||
Margin="0,4,0,0"
|
||||
BorderBrush="Transparent"
|
||||
BorderThickness="0"
|
||||
GridLinesVisibility="None"
|
||||
HorizontalAlignment="{TemplateBinding HorizontalContentAlignment}"
|
||||
VerticalAlignment="{TemplateBinding VerticalAlignment}"
|
||||
HeadersVisibility="All"
|
||||
RowHeaderWidth="{StaticResource RowHeaderWidth}"
|
||||
RowStyle="{StaticResource DataGridRowStyle}"
|
||||
ItemsSource="{Binding ParameterRowsView, RelativeSource={RelativeSource TemplatedParent}}"
|
||||
>
|
||||
<DataGrid.Resources>
|
||||
<Style x:Key="{ComponentResourceKey ResourceId=DataGridSelectAllButtonStyle, TypeInTargetAssembly={x:Type DataGrid}}" TargetType="Button">
|
||||
<Setter Property="IsEnabled" Value="False"/>
|
||||
<Setter Property="Template">
|
||||
<Setter.Value>
|
||||
<ControlTemplate TargetType="Button">
|
||||
<Rectangle Fill="{u:BTSColor header}" HorizontalAlignment="Stretch" VerticalAlignment="Stretch"/>
|
||||
</ControlTemplate>
|
||||
</Setter.Value>
|
||||
</Setter>
|
||||
</Style>
|
||||
</DataGrid.Resources>
|
||||
<DataGrid.GroupStyle>
|
||||
<GroupStyle ContainerStyle="{StaticResource GroupItemStyle}"/>
|
||||
</DataGrid.GroupStyle>
|
||||
</c:DataGridEx>
|
||||
</Grid>
|
||||
</Border>
|
||||
</ControlTemplate>
|
||||
<Style TargetType="usp:ExecutionStrategyEditor">
|
||||
<Setter Property="ParameterCellTemplateConverter" Value="{StaticResource ParameterCellTemplateConverter}"/>
|
||||
<Setter Property="ParameterCellEditingTemplateConverter" Value="{StaticResource ParameterCellEditingTemplateConverter}"/>
|
||||
<Setter Property="HorizontalAlignment" Value="Stretch"/>
|
||||
<Setter Property="VerticalAlignment" Value="Stretch"/>
|
||||
<Setter Property="HorizontalContentAlignment" Value="Stretch"/>
|
||||
<Setter Property="Template" Value="{StaticResource ExecutionStrategyEditorTemplate}"/>
|
||||
<Setter Property="Validation.ErrorTemplate" Value="{x:Null}"/>
|
||||
</Style>
|
||||
</ResourceDictionary>
|
||||
@@ -1,319 +0,0 @@
|
||||
using bts.api;
|
||||
using bts.spark;
|
||||
using mbts.spark;
|
||||
using mbts.ui.adorners;
|
||||
using mbts.ui.controls;
|
||||
using mbts.ui.utility;
|
||||
using mbts.user.settings;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
using System.Collections;
|
||||
using System.Collections.Generic;
|
||||
using System.Collections.ObjectModel;
|
||||
using System.Collections.Specialized;
|
||||
using System.ComponentModel;
|
||||
using System.Globalization;
|
||||
using System.Linq;
|
||||
using System.Windows;
|
||||
using System.Windows.Controls;
|
||||
using System.Windows.Data;
|
||||
using System.Windows.Input;
|
||||
using System.Windows.Media;
|
||||
using static mbts.spark.SyntheticEditorVM;
|
||||
|
||||
namespace mbts.ui.spark {
|
||||
/// <summary>
|
||||
/// Interaction logic for ExecutionStrategyEditor.xaml
|
||||
/// </summary>
|
||||
partial class ExecutionStrategyEditor : Control {
|
||||
static ExecutionStrategyEditor() =>
|
||||
DefaultStyleKeyProperty.OverrideMetadata(typeof(ExecutionStrategyEditor), new FrameworkPropertyMetadata(typeof(ExecutionStrategyEditor)));
|
||||
|
||||
public ExecutionStrategyEditor() =>
|
||||
AdornerHelper.attach_continuously_on_loaded(() => new ExecutionStrategyErrorAdorner(this), this);
|
||||
|
||||
#region SyntheticName
|
||||
public static readonly DependencyProperty SyntheticNameProperty = DependencyProperty.Register("SyntheticName", typeof(string), typeof(ExecutionStrategyEditor),
|
||||
new FrameworkPropertyMetadata(string.Empty, FrameworkPropertyMetadataOptions.BindsTwoWayByDefault));
|
||||
public string SyntheticName { get => GetValue(SyntheticNameProperty) as string; set => SetValue(SyntheticNameProperty, value); }
|
||||
#endregion
|
||||
|
||||
#region TickFactors
|
||||
public static readonly DependencyProperty TickFactorsProperty = DependencyProperty.Register("TickFactors", typeof(TickFactors), typeof(ExecutionStrategyEditor),
|
||||
new FrameworkPropertyMetadata(new TickFactors(), FrameworkPropertyMetadataOptions.BindsTwoWayByDefault));
|
||||
public TickFactors TickFactors { get => GetValue(TickFactorsProperty) as TickFactors; set => SetValue(TickFactorsProperty, value); }
|
||||
#endregion
|
||||
|
||||
#region AvailableTickFactors
|
||||
public static readonly DependencyProperty AvailableTickFactorsProperty = DependencyProperty.Register(
|
||||
nameof(AvailableTickFactors), typeof(IEnumerable), typeof(ExecutionStrategyEditor), new PropertyMetadata(new TickFactors[0]));
|
||||
|
||||
public IEnumerable AvailableTickFactors { get => GetValue(AvailableTickFactorsProperty) as IEnumerable; set => SetValue(AvailableTickFactorsProperty, value); }
|
||||
#endregion
|
||||
|
||||
#region IsNew
|
||||
public static readonly DependencyProperty IsNewProperty =
|
||||
DependencyProperty.Register(
|
||||
nameof(IsNew),
|
||||
typeof(bool),
|
||||
typeof(ExecutionStrategyEditor),
|
||||
new PropertyMetadata(false, OnIsNewChanged));
|
||||
|
||||
static void OnIsNewChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) =>
|
||||
d.CoerceValue(CanUserAddNewLegProperty);
|
||||
|
||||
public bool IsNew {
|
||||
get => (bool)GetValue(IsNewProperty);
|
||||
set => SetValue(IsNewProperty, value);
|
||||
}
|
||||
#endregion
|
||||
|
||||
#region CanUserAddNewLeg
|
||||
public static readonly DependencyProperty CanUserAddNewLegProperty =
|
||||
DependencyProperty.Register(
|
||||
nameof(CanUserAddNewLeg),
|
||||
typeof(bool),
|
||||
typeof(ExecutionStrategyEditor),
|
||||
new PropertyMetadata(false, null, CoerceCanUserAddNewLeg));
|
||||
|
||||
static object CoerceCanUserAddNewLeg(DependencyObject d, object baseValue) {
|
||||
var value = (bool)baseValue;
|
||||
if (value) {
|
||||
if (!((ExecutionStrategyEditor)d).IsNew)
|
||||
return false;
|
||||
}
|
||||
return value;
|
||||
}
|
||||
|
||||
public bool CanUserAddNewLeg {
|
||||
get => (bool)GetValue(CanUserAddNewLegProperty);
|
||||
set => SetValue(CanUserAddNewLegProperty, value);
|
||||
}
|
||||
#endregion
|
||||
|
||||
#region IsNewLegPopupOpen
|
||||
public static readonly DependencyProperty IsNewLegPopupOpenProperty = DependencyProperty.Register("IsNewLegPopupOpen", typeof(bool), typeof(ExecutionStrategyEditor),
|
||||
new FrameworkPropertyMetadata(false, FrameworkPropertyMetadataOptions.BindsTwoWayByDefault));
|
||||
public bool IsNewLegPopupOpen { get => (bool)GetValue(IsNewLegPopupOpenProperty); set => SetValue(IsNewLegPopupOpenProperty, value); }
|
||||
#endregion
|
||||
|
||||
#region PriceCalc
|
||||
public static readonly DependencyProperty PriceCalcProperty = DependencyProperty.Register("PriceCalc", typeof(SyntheticContract.Types.PriceCalc), typeof(ExecutionStrategyEditor),
|
||||
new FrameworkPropertyMetadata(SyntheticContract.Types.PriceCalc.Diff, FrameworkPropertyMetadataOptions.BindsTwoWayByDefault));
|
||||
public SyntheticContract.Types.PriceCalc PriceCalc { get => (SyntheticContract.Types.PriceCalc)GetValue(PriceCalcProperty); set => SetValue(PriceCalcProperty, value); }
|
||||
|
||||
public static readonly IEnumerable<SyntheticContract.Types.PriceCalc> PriceCalcItems = EnumHelper.get_values<SyntheticContract.Types.PriceCalc>();
|
||||
#endregion
|
||||
|
||||
#region LegTuples
|
||||
public static readonly DependencyProperty LegTuplesProperty = DependencyProperty.Register("LegTuples", typeof(IReadOnlyCollection<LegSpreaderParamsTuple>), typeof(ExecutionStrategyEditor),
|
||||
new FrameworkPropertyMetadata(new LegSpreaderParamsTuple[0], FrameworkPropertyMetadataOptions.AffectsMeasure, ConnectLegTuples, CoerceLegTuples));
|
||||
static object CoerceLegTuples(DependencyObject d, object baseValue) =>
|
||||
baseValue as IReadOnlyCollection<LegSpreaderParamsTuple> ?? new LegSpreaderParamsTuple[0];
|
||||
public IReadOnlyCollection<LegSpreaderParamsTuple> LegTuples { get => GetValue(LegTuplesProperty) as IReadOnlyCollection<LegSpreaderParamsTuple>; set => SetValue(LegTuplesProperty, value); }
|
||||
#endregion
|
||||
|
||||
#region ParameterRows
|
||||
public static readonly DependencyProperty ParameterRowsProperty = DependencyProperty.Register("ParameterRows", typeof(IEnumerable<IParameterRowVM>), typeof(ExecutionStrategyEditor),
|
||||
new PropertyMetadata(Enumerable.Empty<IParameterRowVM>(), OnParameterRowsChanged));
|
||||
static void OnParameterRowsChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
|
||||
ExceptionAssert.Argument.IsNot<INotifyCollectionChanged>(e.NewValue, nameof(ParameterRows));
|
||||
((ExecutionStrategyEditor)d)._on_new_parameter_rows(e.NewValue as IEnumerable<IParameterRowVM>);
|
||||
}
|
||||
ObservableCollection<IParameterRowVM> _rows;
|
||||
|
||||
void _on_new_parameter_rows(IEnumerable<IParameterRowVM> new_rows) {
|
||||
if (_rows == null) {
|
||||
_rows = new ObservableCollection<IParameterRowVM>(new_rows);
|
||||
var rows_view = ParameterRowsView = CollectionViewSource.GetDefaultView(_rows);
|
||||
Action set_group_descriptions = () => {
|
||||
int n_groups = _rows.Count == 0 ? 0 : _rows.Max(r => r.section_path.Length);
|
||||
for (int i = 0; i < n_groups; i++)
|
||||
rows_view.GroupDescriptions.Add(new PropertyGroupDescription($"[{i}]"));
|
||||
};
|
||||
set_group_descriptions();
|
||||
_rows.CollectionChanged += (s, e) => {
|
||||
rows_view.GroupDescriptions.Clear();
|
||||
set_group_descriptions();
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
public IEnumerable<IParameterRowVM> ParameterRows { get => GetValue(ParameterRowsProperty) as IEnumerable<IParameterRowVM>; set => SetValue(ParameterRowsProperty, value); }
|
||||
#endregion
|
||||
|
||||
#region ParameterRowsView (ReadOnly)
|
||||
static readonly DependencyPropertyKey ParameterRowsViewPropertyKey = DependencyProperty.RegisterReadOnly("ParameterRowsView", typeof(ICollectionView), typeof(ExecutionStrategyEditor),
|
||||
new PropertyMetadata());
|
||||
public static readonly DependencyProperty ParameterRowsViewProperty = ParameterRowsViewPropertyKey.DependencyProperty;
|
||||
public ICollectionView ParameterRowsView { get => GetValue(ParameterRowsViewProperty) as ICollectionView; set => SetValue(ParameterRowsViewPropertyKey, value); }
|
||||
#endregion
|
||||
|
||||
#region ParameterCellTemplateConverter
|
||||
public static readonly DependencyProperty ParameterCellTemplateConverterProperty = DependencyProperty.Register("ParameterCellTemplateConverter", typeof(IValueConverter), typeof(ExecutionStrategyEditor),
|
||||
new PropertyMetadata(ConnectLegTuples));
|
||||
public IValueConverter ParameterCellTemplateConverter { get => GetValue(ParameterCellTemplateConverterProperty) as IValueConverter; set => SetValue(ParameterCellTemplateConverterProperty, value); }
|
||||
#endregion
|
||||
|
||||
#region ParameterCellEditingTemplateConverter
|
||||
public static readonly DependencyProperty ParameterCellEditingTemplateConverterProperty = DependencyProperty.Register("ParameterCellEditingTemplateConverter", typeof(IValueConverter), typeof(ExecutionStrategyEditor),
|
||||
new PropertyMetadata(ConnectLegTuples));
|
||||
public IValueConverter ParameterCellEditingTemplateConverter { get => GetValue(ParameterCellEditingTemplateConverterProperty) as IValueConverter; set => SetValue(ParameterCellEditingTemplateConverterProperty, value); }
|
||||
#endregion
|
||||
|
||||
#region RowHasError
|
||||
public static readonly DependencyProperty RowHasErrorsProperty = DependencyProperty.RegisterAttached("RowHasErrors", typeof(bool), typeof(ExecutionStrategyEditor), new PropertyMetadata(false));
|
||||
public static bool GetRowHasErrors(DependencyObject d) { return (bool)d.GetValue(RowHasErrorsProperty); }
|
||||
public static void SetRowHasErrors(DependencyObject d, bool value) { d.SetValue(RowHasErrorsProperty, value); }
|
||||
#endregion
|
||||
|
||||
#region CellDataType
|
||||
public static readonly DependencyProperty CellDataTypeProperty = DependencyProperty.RegisterAttached("CellDataType", typeof(Type), typeof(ExecutionStrategyEditor), new PropertyMetadata(null));
|
||||
public static Type GetCellDataType(DependencyObject d) { return d.GetValue(CellDataTypeProperty) as Type; }
|
||||
public static void SetCellDataType(DependencyObject d, Type value) { d.SetValue(CellDataTypeProperty, value); }
|
||||
#endregion
|
||||
|
||||
#region RemoveLegCommand
|
||||
public static readonly DependencyProperty RemoveLegCommandProperty = DependencyProperty.Register("RemoveLegCommand", typeof(ICommand), typeof(ExecutionStrategyEditor));
|
||||
public ICommand RemoveLegCommand { get => GetValue(RemoveLegCommandProperty) as ICommand; set => SetValue(RemoveLegCommandProperty, value); }
|
||||
#endregion
|
||||
|
||||
#region ContractPickerModel
|
||||
public static readonly DependencyProperty ContractPickerModelProperty = DependencyProperty.Register(nameof(ContractPickerModel), typeof(mbts.spark.ContractPickerModel), typeof(ExecutionStrategyEditor));
|
||||
public mbts.spark.ContractPickerModel ContractPickerModel { get => GetValue(ContractPickerModelProperty) as mbts.spark.ContractPickerModel; set => SetValue(ContractPickerModelProperty, value); }
|
||||
#endregion
|
||||
|
||||
public override void OnApplyTemplate() =>
|
||||
_connect_leg_tuples();
|
||||
|
||||
static void ConnectLegTuples(DependencyObject d, DependencyPropertyChangedEventArgs e) =>
|
||||
((ExecutionStrategyEditor)d)._connect_leg_tuples();
|
||||
|
||||
void _connect_leg_tuples() {
|
||||
Disposable.dispose(ref _dg_line_adorner);
|
||||
Disposable.dispose(ref _legs_collection_changed_sub);
|
||||
var dg = (DataGridEx)GetTemplateChild("PART_DataGrid");
|
||||
if (dg != null) {
|
||||
var legs = LegTuples;
|
||||
dg.Columns.SetItems(legs.Select(_column_factory));
|
||||
if (IsNew) dg.Columns.Add((DataGridColumn)FindResource("AddColumnPlaceholder"));
|
||||
_dg_line_adorner = AdornerHelper.attach_continuously_on_loaded(() => new ExecutionStrategyGridLineAdorner(dg), dg);
|
||||
_legs_collection_changed_sub = (legs as INotifyCollectionChanged)?.Subscribe((s, e) => dg.Columns.ReflectChange(legs, _column_factory, e));
|
||||
}
|
||||
}
|
||||
|
||||
DataGridColumn _column_factory(LegSpreaderParamsTuple l) {
|
||||
var col = new DataGridColumnInternal(l.leg.Security, ParameterCellTemplateConverter, ParameterCellEditingTemplateConverter) { Width = 75, };
|
||||
if (IsNew) col.HeaderTemplate = (DataTemplate)FindResource("RemovableColumnHeaderTemplate");
|
||||
DataGridEx.SetRightBorder(col, new DataGridExVerticalLine(false, true, Colors.DarkGray, 1));
|
||||
return col;
|
||||
}
|
||||
|
||||
IDisposable _legs_collection_changed_sub, _dg_line_adorner;
|
||||
|
||||
private class DataGridColumnInternal : DataGridDynamicColumn {
|
||||
readonly IValueConverter _cell_template_converter, _cell_editing_template_converter;
|
||||
|
||||
public DataGridColumnInternal(Security security, IValueConverter cell_template_converter, IValueConverter cell_editing_template_converter) {
|
||||
Header = security;
|
||||
SetValue(DataGridEx.CellKeyProperty, security);
|
||||
_cell_template_converter = cell_template_converter;
|
||||
_cell_editing_template_converter = cell_editing_template_converter;
|
||||
}
|
||||
|
||||
// I decided this was an easy and simple enough solution to justify breaking the mvvm paradigm
|
||||
// The alternative - within strict bounds of the paradigm - is to change the DataGridParameterCellTemplateConverter into an IMultiValueConverter, bound to data_type AND read_only
|
||||
protected override FrameworkElement GenerateEditingElement(DataGridCell cell, object dataItem) {
|
||||
if (dataItem is SyntheticEditorVM.RowVM row_vm) {
|
||||
if (row_vm.read_only || row_vm.get_cell(Header) is SyntheticEditorVM.ICell cell_vm && !cell_vm.enabled)
|
||||
return base.GenerateElement(cell, dataItem);
|
||||
}
|
||||
return base.GenerateEditingElement(cell, dataItem);
|
||||
}
|
||||
|
||||
protected override FrameworkElement generate_element_internal() =>
|
||||
_generate_element(_cell_template_converter);
|
||||
|
||||
protected override FrameworkElement generate_editing_element_internal() =>
|
||||
_generate_element(_cell_editing_template_converter);
|
||||
|
||||
FrameworkElement _generate_element(IValueConverter cell_template_converter) {
|
||||
var rv = new ContentControl();
|
||||
rv.SetBinding(ContentControl.ContentProperty, new Binding());
|
||||
rv.SetBinding(ContentControl.ContentTemplateProperty, new Binding("data_type") { Converter = cell_template_converter });
|
||||
return rv;
|
||||
}
|
||||
}
|
||||
|
||||
class ExecutionStrategyErrorAdorner : NotifyDataErrorAdorner<ExecutionStrategyEditor, SyntheticEditorVM>, IDisposable {
|
||||
readonly ChildProperty<TextBox> _name_text_box;
|
||||
readonly ChildProperty<ComboBox> _tick_combo_box;
|
||||
|
||||
public ExecutionStrategyErrorAdorner(ExecutionStrategyEditor editor) : base(editor) {
|
||||
_name_text_box = child_property<TextBox>("PART_Name_TextBox");
|
||||
_tick_combo_box = child_property<ComboBox>("PART_Tick_ComboBox");
|
||||
}
|
||||
|
||||
protected override void OnRender(DrawingContext drawing_context) {
|
||||
const double y_offset = 10;
|
||||
string leg_count_msg = _vm.GetErrors(nameof(SyntheticEditorVM.leg_count)).Cast<string>().FirstOrDefault();
|
||||
if (leg_count_msg != null) {
|
||||
this.draw_relative_text(RelativePosition.Below, leg_count_msg, drawing_context, _name_text_box.value, new SolidColorBrush(BTSColors.MarketData.driver_background), 0, y_offset);
|
||||
} else {
|
||||
if (_vm != null && _vm.GetErrors(nameof(SyntheticEditorVM.name)).Cast<string>().Any())
|
||||
this.draw_border(drawing_context, _name_text_box.value, null, new Pen(Brushes.Red, 1));
|
||||
if (_vm != null && _vm.GetErrors(nameof(SyntheticEditorVM.tick_factors)).Cast<string>().Any())
|
||||
this.draw_border(drawing_context, _tick_combo_box.value, null, new Pen(Brushes.Red, 1));
|
||||
string error_text = string.Join(", ", _vm.AllErrors);
|
||||
this.draw_relative_text(RelativePosition.Below, error_text, drawing_context, _name_text_box.value, BTSColors.header_error_text_brush, 0, y_offset);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
[ValueConversion(typeof(int), typeof(Thickness))]
|
||||
class RowHeaderGroupIndentConverter : IValueConverter {
|
||||
public double Indent { get; set; }
|
||||
public bool Reverse { get; set; }
|
||||
|
||||
public object Convert(object value, Type targetType, object parameter, CultureInfo culture) =>
|
||||
new Thickness(((int)value + 1) * (Reverse ? -Indent : Indent), 0, 0, 0);
|
||||
|
||||
public object ConvertBack(object value, Type targetType, object parameter, CultureInfo culture) =>
|
||||
throw new NotImplementedException();
|
||||
}
|
||||
|
||||
[ValueConversion(typeof(int), typeof(double))]
|
||||
class RowGroupExpanderWidthConverter : IValueConverter {
|
||||
public double Indent { get; set; }
|
||||
public double RowHeaderWidth { get; set; }
|
||||
public double Offset { get; set; }
|
||||
|
||||
public object Convert(object value, Type targetType, object parameter, CultureInfo culture) =>
|
||||
RowHeaderWidth - (int)value * Indent - Offset;
|
||||
|
||||
public object ConvertBack(object value, Type targetType, object parameter, CultureInfo culture) => throw new NotImplementedException();
|
||||
}
|
||||
|
||||
[ValueConversion(typeof(Type), typeof(DataTemplate))]
|
||||
class DataGridParameterCellTemplateConverter : IValueConverter {
|
||||
public DataTemplate DoubleTemplate { get; set; }
|
||||
public DataTemplate BooleanTemplate { get; set; }
|
||||
public DataTemplate IntTemplate { get; set; }
|
||||
public DataTemplate UIntTemplate { get; set; }
|
||||
public DataTemplate QuantityMeasureTemplate { 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 return null;
|
||||
}
|
||||
|
||||
public object ConvertBack(object value, Type targetType, object parameter, CultureInfo culture) =>
|
||||
throw new NotImplementedException();
|
||||
}
|
||||
}
|
||||
@@ -1,21 +0,0 @@
|
||||
using System.Threading.Tasks;
|
||||
using bts.api;
|
||||
using mbts.ui;
|
||||
|
||||
namespace bts.shell {
|
||||
internal class LatencyReportWindowFactory : ShellWindowFactory<LatencyReportSaveState> {
|
||||
IBus _bus;
|
||||
|
||||
public LatencyReportWindowFactory(IShellModule owner, IBus bus) : base(owner,"LatencyReport") {
|
||||
_bus = bus;
|
||||
}
|
||||
|
||||
public override Task<IShellWindow> load(LatencyReportSaveState state) {
|
||||
throw new System.NotImplementedException();
|
||||
}
|
||||
}
|
||||
|
||||
[ProtoBuf.ProtoContract]
|
||||
public class LatencyReportSaveState {
|
||||
}
|
||||
}
|
||||
@@ -1,88 +0,0 @@
|
||||
<ResourceDictionary 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"
|
||||
xmlns:sys="clr-namespace:System;assembly=mscorlib">
|
||||
<cv:ValueMap x:Key="EmptyStringVisibilityConverter" Default="{u:Visibility Visible}">
|
||||
<cv:KeyValue Key="{x:Static sys:String.Empty}" Value="{u:Visibility Collapsed}"/>
|
||||
<cv:KeyValue Key="{x:Null}" Value="{u:Visibility Collapsed}"/>
|
||||
</cv:ValueMap>
|
||||
<Style TargetType="usp:ParameterSectionView">
|
||||
<Setter Property="Template">
|
||||
<Setter.Value>
|
||||
<ControlTemplate TargetType="usp:ParameterSectionView">
|
||||
<FlowDocumentScrollViewer
|
||||
IsSelectionEnabled="False"
|
||||
Padding="0"
|
||||
VerticalAlignment="Top"
|
||||
VerticalScrollBarVisibility="Hidden"
|
||||
>
|
||||
<FlowDocument
|
||||
FontFamily="Segoe UI"
|
||||
FontSize="{x:Static u:FontSizes.Regular}"
|
||||
IsOptimalParagraphEnabled="False"
|
||||
PagePadding="0,0,3,3"
|
||||
>
|
||||
<Section
|
||||
Margin="0"
|
||||
Padding="0">
|
||||
<Paragraph
|
||||
Margin="0"
|
||||
Padding="0"
|
||||
>
|
||||
<Floater
|
||||
HorizontalAlignment="Left"
|
||||
Margin="0"
|
||||
Padding="0"
|
||||
Width="{Binding ActualWidth, ElementName=panel}"
|
||||
>
|
||||
<BlockUIContainer Padding="0" Margin="0">
|
||||
<StackPanel
|
||||
x:Name="panel"
|
||||
Orientation="Horizontal"
|
||||
HorizontalAlignment="Left"
|
||||
>
|
||||
<TextBlock
|
||||
FontFamily="Segoe UI"
|
||||
FontSize="{x:Static u:FontSizes.Regular}"
|
||||
FontWeight="Bold"
|
||||
Text="{Binding SectionTitle, RelativeSource={RelativeSource TemplatedParent}, Mode=OneWay}"
|
||||
/>
|
||||
<c:HelpButton
|
||||
x:Name="PART_Description_HelpButton"
|
||||
HorizontalAlignment="Left"
|
||||
VerticalAlignment="Top"
|
||||
Command="{Binding ToggleShowDescription, RelativeSource={RelativeSource TemplatedParent}, Mode=OneWay}"
|
||||
Margin="3,0,0,0"
|
||||
Opacity="0"
|
||||
Visibility="{Binding Description, Converter={StaticResource EmptyStringVisibilityConverter}, RelativeSource={RelativeSource TemplatedParent}}"
|
||||
/>
|
||||
</StackPanel>
|
||||
</BlockUIContainer>
|
||||
</Floater>
|
||||
<Run
|
||||
x:Name="desc_text"
|
||||
FontFamily="Segoe UI"
|
||||
FontSize="{x:Static u:FontSizes.Regular}"
|
||||
FontStyle="Italic"
|
||||
Foreground="{u:BTSColor UI.input_disabled_text_dark}"
|
||||
/>
|
||||
</Paragraph>
|
||||
</Section>
|
||||
</FlowDocument>
|
||||
</FlowDocumentScrollViewer>
|
||||
<ControlTemplate.Triggers>
|
||||
<Trigger Property="IsMouseOver" Value="True">
|
||||
<Setter Property="Opacity" TargetName="PART_Description_HelpButton" Value="1"/>
|
||||
</Trigger>
|
||||
<Trigger Property="ShowDescription" Value="True">
|
||||
<Setter Property="Text" TargetName="desc_text" Value="{Binding Description, RelativeSource={RelativeSource TemplatedParent}, Mode=OneWay}"/>
|
||||
</Trigger>
|
||||
</ControlTemplate.Triggers>
|
||||
</ControlTemplate>
|
||||
</Setter.Value>
|
||||
</Setter>
|
||||
</Style>
|
||||
</ResourceDictionary>
|
||||
@@ -1,42 +0,0 @@
|
||||
using System.Windows;
|
||||
using System.Windows.Controls;
|
||||
using System.Windows.Input;
|
||||
|
||||
namespace mbts.ui.spark {
|
||||
class ParameterSectionView : Control {
|
||||
static ParameterSectionView() =>
|
||||
DefaultStyleKeyProperty.OverrideMetadata(typeof(ParameterSectionView), new FrameworkPropertyMetadata(typeof(ParameterSectionView)));
|
||||
|
||||
#region SectionTitle
|
||||
public static readonly DependencyProperty SectionTitleProperty = DependencyProperty.Register(
|
||||
nameof(SectionTitle), typeof(string), typeof(ParameterSectionView), new PropertyMetadata(string.Empty));
|
||||
|
||||
public string SectionTitle { get => GetValue(SectionTitleProperty) as string; set => SetValue(SectionTitleProperty, value); }
|
||||
#endregion
|
||||
|
||||
#region Description
|
||||
public static readonly DependencyProperty DescriptionProperty = DependencyProperty.Register(
|
||||
nameof(Description), typeof(string), typeof(ParameterSectionView), new PropertyMetadata(string.Empty));
|
||||
|
||||
public string Description { get => GetValue(DescriptionProperty) as string; set => SetValue(DescriptionProperty, value); }
|
||||
#endregion
|
||||
|
||||
#region ShowDescription
|
||||
public static readonly DependencyProperty ShowDescriptionProperty = DependencyProperty.Register(
|
||||
nameof(ShowDescription), typeof(bool), typeof(ParameterSectionView), new PropertyMetadata(false));
|
||||
|
||||
public bool ShowDescription { get => (bool)GetValue(ShowDescriptionProperty); set => SetValue(ShowDescriptionProperty, value); }
|
||||
#endregion
|
||||
|
||||
#region ToggleShowDescription (ReadOnly)
|
||||
static readonly DependencyPropertyKey ToggleShowDescriptionPropertyKey = DependencyProperty.RegisterReadOnly(
|
||||
nameof(ToggleShowDescription), typeof(ICommand), typeof(ParameterSectionView), new PropertyMetadata(null));
|
||||
|
||||
public static readonly DependencyProperty ToggleShowDescriptionProperty = ToggleShowDescriptionPropertyKey.DependencyProperty;
|
||||
public ICommand ToggleShowDescription { get => GetValue(ToggleShowDescriptionPropertyKey.DependencyProperty) as ICommand; private set => SetValue(ToggleShowDescriptionPropertyKey, value); }
|
||||
#endregion
|
||||
|
||||
public ParameterSectionView() =>
|
||||
ToggleShowDescription = new DelegateCommand(() => ShowDescription = !ShowDescription);
|
||||
}
|
||||
}
|
||||
@@ -1,111 +0,0 @@
|
||||
using bts.api;
|
||||
using bts.spark;
|
||||
using mbts;
|
||||
using mbts.spark;
|
||||
using mbts.ui;
|
||||
using mbts.ui.spark;
|
||||
using mbts.ui.utility;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.ComponentModel.Composition;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Text.RegularExpressions;
|
||||
using System.Threading.Tasks;
|
||||
|
||||
namespace bts.shell {
|
||||
[Export(typeof(IInitializable))]
|
||||
partial class ShowSyntheticEditorHandler : IInitializable, IDisposable {
|
||||
readonly OrdersModel _model;
|
||||
readonly IBus _bus;
|
||||
|
||||
IDisposable _dispose;
|
||||
|
||||
[ImportingConstructor]
|
||||
public ShowSyntheticEditorHandler(IBus bus, OrdersModel model) {
|
||||
_bus = bus;
|
||||
_model = model;
|
||||
}
|
||||
|
||||
static void _show_synthetic_editor(SyntheticEditorVM vm) {
|
||||
var v = new SyntheticEditorView { DataContext = vm };
|
||||
WindowUtilities.listen_for_close_requests(v);
|
||||
v.Show(-250, -200, true);
|
||||
}
|
||||
|
||||
static string _get_clone_name(string name) {
|
||||
if (string.IsNullOrEmpty(name))
|
||||
return string.Empty;
|
||||
var regex = new Regex(@"(?<=\()\d+(?=\)$)");
|
||||
var match = regex.Match(name);
|
||||
return match.Success && int.TryParse(match.Value, out int i) && i < int.MaxValue ?
|
||||
regex.Replace(name, (i + 1).ToString()) :
|
||||
name + "(1)";
|
||||
}
|
||||
|
||||
async void _show_synthetic_create(SecurityCriteria security_criteria) =>
|
||||
_show_synthetic_create((await security_criteria.securities(_bus)).ToList());
|
||||
|
||||
void _show_synthetic_create(IReadOnlyCollection<SecurityImmutable> securities) {
|
||||
if (securities.Count == 1) {
|
||||
var sec = securities.First();
|
||||
switch (sec.ContractCase) {
|
||||
case Security.ContractOneofCase.Future: _show_synthetic_create(new ContractLeg[] { SyntheticDataHelper.Defaults.ContractLeg(sec) }); break;
|
||||
case Security.ContractOneofCase.Spread: _show_synthetic_create(sec.Spread.Legs.Select(l => l.CloneToMutable())); break;
|
||||
case Security.ContractOneofCase.Synthetic: _show_synthetic_create(sec.Synthetic.Legs.Select(l => l.CloneToMutable())); break;
|
||||
default: Logger.warn(log.Subsystem.Ui, $"{GetType()} unable to process security: {sec}"); break;
|
||||
}
|
||||
} else
|
||||
_show_synthetic_create(securities.Select(s => new ContractLeg(SyntheticDataHelper.Defaults.ContractLeg(s))));
|
||||
}
|
||||
|
||||
void _show_synthetic_strategy(SecurityImmutable security) {
|
||||
if (security.ContractCase != Security.ContractOneofCase.Synthetic)
|
||||
Logger.warn(log.Subsystem.Ui, $"{GetType()} observed a non-synthetic-security posted on {nameof(SparkTags.ShowSyntheticStrategyTag)}: {security}");
|
||||
else
|
||||
_show_synthetic_strategy_async(security).ignore();
|
||||
}
|
||||
|
||||
async Task _show_synthetic_strategy_async(SecurityImmutable verified_synthetic) {
|
||||
var lookup = await _model.spreader.lookup_strategy_async(verified_synthetic);
|
||||
if (lookup.success)
|
||||
_show_synthetic_editor(new SyntheticEditorVM(_model.spreader, verified_synthetic, lookup.result, _model.security_has_working_orders(verified_synthetic.Id)));
|
||||
}
|
||||
|
||||
void _show_synthetic_clone((SecurityImmutable security, ExecutionStrategyImmutable strategy) args) {
|
||||
if (args.security.ContractCase == Security.ContractOneofCase.Synthetic) {
|
||||
var mutable_sec = args.security.CloneToMutable();
|
||||
mutable_sec.Id = 0;
|
||||
mutable_sec.Synthetic.Name = _get_clone_name(mutable_sec.Synthetic.Name);
|
||||
_show_synthetic_editor(new SyntheticEditorVM(_bus, _model.spreader, new SecurityImmutable(mutable_sec), args.strategy, true));
|
||||
} else
|
||||
_show_synthetic_strategy(args.security);
|
||||
}
|
||||
|
||||
void _show_synthetic_create(IEnumerable<ContractLeg> legs) {
|
||||
var syn = SyntheticDataHelper.Defaults.SyntheticContract("Synthetic", legs);
|
||||
var sec = new SecurityImmutable(new Security {
|
||||
Synthetic = syn,
|
||||
Symbol = legs.FirstOrDefault()?.Security.Symbol ?? string.Empty,
|
||||
ContractSpec = SecurityDataHelper.Defaults.ContractSpecification
|
||||
});
|
||||
_show_synthetic_editor(new SyntheticEditorVM(_bus, _model.spreader, sec, new ExecutionStrategyImmutable(SyntheticDataHelper.Defaults.ExecutionStrategy(sec))));
|
||||
}
|
||||
|
||||
#region IInitializable
|
||||
int IInitializable.priority => int.MaxValue;
|
||||
|
||||
void IInitializable.initialize() {
|
||||
Disposable.dispose(ref _dispose);
|
||||
_dispose = Disposable.Create(
|
||||
_bus.subscribe(SparkTags.ShowSyntheticCreateTag).ObserveOnDispatcher().Subscribe(_show_synthetic_create),
|
||||
_bus.subscribe(SparkTags.ShowSyntheticStrategyTag).ObserveOnDispatcher().Subscribe(_show_synthetic_strategy),
|
||||
_bus.subscribe(SparkTags.ShowSyntheticCloneTag).ObserveOnDispatcher().Subscribe(_show_synthetic_clone)
|
||||
);
|
||||
}
|
||||
|
||||
void IDisposable.Dispose() =>
|
||||
Disposable.dispose(ref _dispose);
|
||||
#endregion
|
||||
}
|
||||
}
|
||||
@@ -1,72 +0,0 @@
|
||||
using bts.api;
|
||||
using bts.api.synthetic;
|
||||
using bts.spark;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.ComponentModel.Composition;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Threading.Tasks;
|
||||
|
||||
namespace mbts.spark {
|
||||
[Export]
|
||||
class SpreaderModel {
|
||||
readonly IBus _bus;
|
||||
readonly SyntheticSecurityService _service;
|
||||
readonly ErrorReporter _error;
|
||||
|
||||
[ImportingConstructor]
|
||||
public SpreaderModel(IBus bus, SyntheticSecurityService service, ErrorReporter error) {
|
||||
_bus = bus;
|
||||
_service = service;
|
||||
_error = error;
|
||||
}
|
||||
|
||||
public IObservable<IReadOnlyDictionary<uint, ExecutionStrategyImmutable>> strategy => _bus.subscribe(SparkTags.SyntheticstrategiesTag);
|
||||
public IObservable<IReadOnlyDictionary<uint, (ExecutionStrategyImmutable? strategy, SecurityMD md)>> strategy_tuple =>
|
||||
_bus.subscribe(SparkTags.SecuritiesTag)
|
||||
.Select(md_map => md_map.Values.Where(smd => smd.security.ContractCase == Security.ContractOneofCase.Synthetic).ToList())
|
||||
// CombineLatest waits for both sources to fire once, sometimes strategy does not fire, so StartWith circumvents this issue
|
||||
.CombineLatest(_bus.subscribe(SparkTags.SyntheticstrategiesTag).StartWith(new Dictionary<uint, ExecutionStrategyImmutable>()),
|
||||
(synthetics, strategies) => synthetics
|
||||
.ToDictionary(smd => smd.security.Id)
|
||||
.LeftJoin(strategies, (security, strategy) => (new ExecutionStrategyImmutable?(strategy), security), security => (new ExecutionStrategyImmutable?(), security))
|
||||
);
|
||||
|
||||
public IObservable<ExecutionStrategyImmutable> security_strategy(uint security_key) =>
|
||||
strategy.TrySelect(s => {
|
||||
bool success = s.TryGetValue(security_key, out ExecutionStrategyImmutable result);
|
||||
return (result, success);
|
||||
});
|
||||
|
||||
public async Task<(ExecutionStrategyImmutable result, bool success)> lookup_strategy_async(SecurityImmutable security) =>
|
||||
await lookup_strategy_async(security.Id);
|
||||
|
||||
public async Task<(ExecutionStrategyImmutable result, bool success)> lookup_strategy_async(uint id) {
|
||||
var result = await _service.query_security_metadata_async(new MetadataQuery { SecurityKey = { id } });
|
||||
if (result.success) {
|
||||
var v = result.value.Data.FirstOrDefault(i => i.SecurityKey == id);
|
||||
if (v != null) {
|
||||
return (v.Strategy, true);
|
||||
}
|
||||
}
|
||||
return (null, false);
|
||||
}
|
||||
|
||||
public async Task<uint?> create_synthetic(SecurityImmutable synthetic) {
|
||||
var result = await _service.create_synthetic_async(synthetic);
|
||||
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 async Task<bool> verify_name_is_unique(string name) {
|
||||
var (result, success) = await strategy_tuple.FirstAsyncTask(SparkUtils.DefaultTimeOut);
|
||||
name = name.Trim().ToLower();
|
||||
return success && !result.Values.Any(st => st.md.security.Synthetic.Name.Trim().ToLower() == name);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,47 +0,0 @@
|
||||
using bts.api;
|
||||
using bts.spark;
|
||||
using mbts;
|
||||
using mbts.spark;
|
||||
using mbts.ui;
|
||||
using mbts.ui.shell;
|
||||
using System.Collections.Generic;
|
||||
using System.ComponentModel.Composition;
|
||||
using System.IO;
|
||||
using System.Threading.Tasks;
|
||||
using System.Windows.Media;
|
||||
|
||||
namespace bts.shell
|
||||
{
|
||||
[Export(typeof(IShellModule))]
|
||||
class SpreaderShellModule : IShellModule {
|
||||
SyntheticManagementWindowFactory _smwf;
|
||||
LatencyReportWindowFactory _lrwf;
|
||||
|
||||
[ImportingConstructor]
|
||||
public SpreaderShellModule(IBus bus, OrdersModel orders_model) {
|
||||
_smwf = new SyntheticManagementWindowFactory(this, bus, orders_model);
|
||||
_lrwf = new LatencyReportWindowFactory(this, bus);
|
||||
}
|
||||
|
||||
public ImageSource icon => Icons.Cube3d;
|
||||
public string name => "Spreader";
|
||||
public int priority => 30;
|
||||
|
||||
public IEnumerable<SparkCommand> actions => new[] {
|
||||
SparkCommands.ShowSyntheticManagement
|
||||
};
|
||||
|
||||
public Task<IShellWindow> create(Stream load_stream) {
|
||||
if (ProtoBufSerializationHelper.try_deserialize(load_stream, out ShellSerializationHeader header)) {
|
||||
if (header.name == _smwf.name) return _smwf.load_window(load_stream, header.version);
|
||||
if (header.name == _lrwf.name) return _lrwf.load_window(load_stream, header.version);
|
||||
}
|
||||
return null;
|
||||
}
|
||||
|
||||
public void Dispose() {
|
||||
Disposable.dispose(ref _smwf);
|
||||
Disposable.dispose(ref _lrwf);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,11 +0,0 @@
|
||||
using System.Windows;
|
||||
|
||||
namespace mbts.ui.spark {
|
||||
/// <summary>
|
||||
/// Interaction logic for SyntheticEditorView.xaml
|
||||
/// </summary>
|
||||
partial class SyntheticEditorView : Window {
|
||||
public SyntheticEditorView() =>
|
||||
InitializeComponent();
|
||||
}
|
||||
}
|
||||
@@ -1,80 +0,0 @@
|
||||
<UserControl x:Class="mbts.ui.spark.SyntheticManagementView" 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">
|
||||
<UserControl.Resources>
|
||||
<ResourceDictionary>
|
||||
<ResourceDictionary.MergedDictionaries>
|
||||
<ResourceDictionary Source="/view/Controls/DataGridEx/Filters/Views/FilterTemplates.xaml"/>
|
||||
</ResourceDictionary.MergedDictionaries>
|
||||
</ResourceDictionary>
|
||||
</UserControl.Resources>
|
||||
<Grid>
|
||||
<c:DataGridEx
|
||||
x:Name="grid" BorderThickness="0" IsReadOnly="True" CanUserSortColumns="True"
|
||||
GridLinesVisibility="None" ItemsSource="{Binding rows_view}"
|
||||
CurrentItem="{Binding current_row, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
|
||||
>
|
||||
<DataGrid.RowStyle>
|
||||
<Style TargetType="DataGridRow">
|
||||
<Setter Property="u:AttachedCommands.DoubleClick" Value="{Binding show_ladder}"/>
|
||||
<Setter Property="u:AttachedCommands.Enter" Value="{Binding show_ladder}"/>
|
||||
</Style>
|
||||
</DataGrid.RowStyle>
|
||||
<DataGrid.Columns>
|
||||
<!--<DataGridTextColumn
|
||||
Header="Create Time" Binding="{Binding create_time}"
|
||||
c:DataGridFilterProperties.Filter="{Binding DataContext.create_time_filter, Source={u:DirectReference grid}}"
|
||||
c:DataGridFilterProperties.FilterActive="{Binding DataContext.create_time_filter.active, Source={u:DirectReference grid}}"
|
||||
c:DataGridFilterProperties.FilterTemplate="{StaticResource TimeFilterTemplate}"
|
||||
/>-->
|
||||
<DataGridTextColumn
|
||||
Header="Name" Binding="{Binding name}"
|
||||
c:DataGridFilterProperties.Filter="{Binding DataContext.name_filter, Source={u:DirectReference grid}}"
|
||||
c:DataGridFilterProperties.FilterActive="{Binding DataContext.name_filter.active, Source={u:DirectReference grid}}"
|
||||
c:DataGridFilterProperties.FilterOpen="{Binding DataContext.name_filter.open, Source={u:DirectReference grid}}"
|
||||
c:DataGridFilterProperties.FilterTemplate="{StaticResource RegexTemplate}"
|
||||
/>
|
||||
<DataGridTextColumn
|
||||
Header="Description" Binding="{Binding description}"
|
||||
c:DataGridFilterProperties.Filter="{Binding DataContext.description_filter, Source={u:DirectReference grid}}"
|
||||
c:DataGridFilterProperties.FilterActive="{Binding DataContext.description_filter.active, Source={u:DirectReference grid}}"
|
||||
c:DataGridFilterProperties.FilterOpen="{Binding DataContext.description_filter.open, Source={u:DirectReference grid}}"
|
||||
c:DataGridFilterProperties.FilterTemplate="{StaticResource RegexTemplate}"
|
||||
/>
|
||||
<DataGridTextColumn
|
||||
Header="# Legs" Binding="{Binding n_legs}"
|
||||
c:DataGridFilterProperties.Filter="{Binding DataContext.n_legs_filter, Source={u:DirectReference grid}}"
|
||||
c:DataGridFilterProperties.FilterActive="{Binding DataContext.n_legs_filter.active, Source={u:DirectReference grid}}"
|
||||
c:DataGridFilterProperties.FilterOpen="{Binding DataContext.n_legs_filter.open, Source={u:DirectReference grid}}"
|
||||
c:DataGridFilterProperties.FilterTemplate="{StaticResource IntMinMaxTemplate}"
|
||||
/>
|
||||
<DataGridTemplateColumn
|
||||
Header="# Working Orders"
|
||||
c:DataGridFilterProperties.Filter="{Binding DataContext.n_working_orders_filter, Source={u:DirectReference grid}}"
|
||||
c:DataGridFilterProperties.FilterActive="{Binding DataContext.n_working_orders_filter.active, Source={u:DirectReference grid}}"
|
||||
c:DataGridFilterProperties.FilterOpen="{Binding DataContext.n_working_orders_filter.open, Source={u:DirectReference grid}}"
|
||||
c:DataGridFilterProperties.FilterTemplate="{StaticResource IntMinMaxTemplate}"
|
||||
>
|
||||
<DataGridTemplateColumn.CellTemplate>
|
||||
<DataTemplate>
|
||||
<TextBlock>
|
||||
<Hyperlink Command="{Binding show_order_book}">
|
||||
<TextBlock Text="{Binding n_working_orders}"/>
|
||||
</Hyperlink>
|
||||
</TextBlock>
|
||||
</DataTemplate>
|
||||
</DataGridTemplateColumn.CellTemplate>
|
||||
</DataGridTemplateColumn>
|
||||
<DataGridTextColumn
|
||||
Header="Security Key" Binding="{Binding security_key}" Width="*"
|
||||
c:DataGridFilterProperties.Filter="{Binding DataContext.security_key_filter, Source={u:DirectReference grid}}"
|
||||
c:DataGridFilterProperties.FilterActive="{Binding DataContext.security_key_filter.active, Source={u:DirectReference grid}}"
|
||||
c:DataGridFilterProperties.FilterOpen="{Binding DataContext.security_key_filter.open, Source={u:DirectReference grid}}"
|
||||
c:DataGridFilterProperties.FilterTemplate="{StaticResource IntMinMaxTemplate}"
|
||||
/>
|
||||
</DataGrid.Columns>
|
||||
</c:DataGridEx>
|
||||
</Grid>
|
||||
</UserControl>
|
||||
@@ -1,12 +0,0 @@
|
||||
using mbts.spark.filters;
|
||||
using System.Windows.Controls;
|
||||
|
||||
namespace mbts.ui.spark {
|
||||
/// <summary>
|
||||
/// Interaction logic for SyntheticManagementView.xaml
|
||||
/// </summary>
|
||||
internal partial class SyntheticManagementView : UserControl {
|
||||
public SyntheticManagementView() =>
|
||||
InitializeComponent();
|
||||
}
|
||||
}
|
||||
@@ -1,75 +0,0 @@
|
||||
using bts.api;
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using mbts.ui;
|
||||
using mbts.ui.spark;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Windows;
|
||||
using static bts.shell.SyntheticManagementWindowFactory;
|
||||
|
||||
namespace mbts.spark {
|
||||
class SyntheticManagementWindow : SparkWindow<StartupData> {
|
||||
const string _window_type = "SyntheticManagement";
|
||||
SingleValuePump<SyntheticManagementDialogVM> _vm = new SingleValuePump<SyntheticManagementDialogVM>();
|
||||
StartupData _state;
|
||||
OrdersModel _orders_model;
|
||||
SyntheticManagementView _view;
|
||||
|
||||
public static SyntheticManagementWindow create(SyntheticManagementWindowFactory factory, IBus bus, OrdersModel orders_model, StartupData state) {
|
||||
var window = new SyntheticManagementWindow(factory, bus, orders_model);
|
||||
window.initialize(state);
|
||||
return window;
|
||||
}
|
||||
|
||||
SyntheticManagementWindow(SyntheticManagementWindowFactory factory, IBus bus, OrdersModel orders_model)
|
||||
: base("Synthetic Management", bus, factory, SparkCommands.ShowSyntheticManagement.icon) {
|
||||
_orders_model = orders_model;
|
||||
Commands = new SparkCommand[] {
|
||||
SparkCommand.create("Add", Icons.AddSynthetic, SparkTags.ShowSyntheticCreateTag).complete(
|
||||
() => new SecurityCriteria(), () => true
|
||||
), SparkCommand.create("Remove", Icons.RemoveSynthetic, SparkTags.SyntheticDeleteTag).complete(
|
||||
_vm.observable.SelectMany(vm => vm.current_row_observable),
|
||||
can_row_change, r => r == null ? 0 : r.security_key
|
||||
), SparkCommand.create("Change", Icons.ModifySynthetic, SparkTags.ShowSyntheticStrategyTag).complete(
|
||||
_vm.observable.SelectMany(vm => vm.current_row_observable),
|
||||
can_row_change, r => r == null ? SecurityDataHelper.Defaults.SecurityImmutable : r.security
|
||||
), SparkCommand.create("Clone", Icons.CloneSynthetic, SparkTags.ShowSyntheticCloneTag).complete(
|
||||
_vm.observable.SelectMany(vm => vm.current_row_observable),
|
||||
r => r != null && r.strategy.HasValue, r => r == null ? default : (r.security, r.strategy.Value)
|
||||
), SparkCommands.ShowLadder.complete(
|
||||
_vm.observable.SelectMany(vm => vm.current_security_md), md => md.HasValue, ObjectHelper.ValueOrDefault
|
||||
), SparkCommands.ShowOrders.complete(() => new OrderBookWindowFactory.OrderBookStartupData {
|
||||
filters = new OrderBookWindowFactory.FilterStates {
|
||||
security_criteria = new SecurityCriteria(_vm.value.row_vms.Select(r => r.security))
|
||||
}
|
||||
})
|
||||
};
|
||||
|
||||
bool can_row_change(SyntheticManagementDialogVM.Row r) =>
|
||||
r != null && r.n_working_orders == 0;
|
||||
}
|
||||
|
||||
public void initialize(StartupData state) {
|
||||
Logger.notnull(state);
|
||||
_state = state;
|
||||
_vm.value = new SyntheticManagementDialogVM(_bus, _orders_model, state.sorting_criteria, state.filters ?? new FilterStates());
|
||||
if (_view == null) _view = new SyntheticManagementView { DataContext = _vm.value };
|
||||
else _view.DataContext = _vm.value;
|
||||
}
|
||||
|
||||
public override string window_type => _window_type;
|
||||
public override UIElement Content => _view;
|
||||
public override IEnumerable<SparkCommand> Commands { get; }
|
||||
public override StartupData SaveState => _state = new StartupData(_vm.value.rows_view.GetSortingCriteria(), _vm.value.get_filter_states());
|
||||
public override double MinWidth => 700;
|
||||
|
||||
public override void Dispose() {
|
||||
Disposable.dispose(ref _vm);
|
||||
Commands.OfType<IDisposable>().DisposeAll();
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,58 +0,0 @@
|
||||
using bts.api;
|
||||
using mbts.spark;
|
||||
using mbts.spark.filters;
|
||||
using mbts.ui;
|
||||
using ProtoBuf;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Reactive.Linq;
|
||||
using System.Threading.Tasks;
|
||||
|
||||
namespace bts.shell {
|
||||
class SyntheticManagementWindowFactory : ShellWindowFactory<SyntheticManagementWindowFactory.StartupData> {
|
||||
readonly IBus _bus;
|
||||
readonly OrdersModel _orders_model;
|
||||
|
||||
public SyntheticManagementWindowFactory(SpreaderShellModule module, IBus bus, OrdersModel orders_model) : base(module, "SyntheticManagement") {
|
||||
_bus = bus;
|
||||
_orders_model = orders_model;
|
||||
_dispose = bus.subscribe(SparkTags.ShowSyntheticManagementTag).ObserveOnDispatcher().Subscribe(show);
|
||||
}
|
||||
|
||||
public override Task<IShellWindow> load(StartupData state) =>
|
||||
Task.FromResult<IShellWindow>(SyntheticManagementWindow.create(this, _bus, _orders_model, state));
|
||||
|
||||
public async void show(SparkTags.Nothing nothing) =>
|
||||
_bus.post(SparkTags.ShowWindow, await load(new StartupData()));
|
||||
|
||||
[ProtoContract]
|
||||
public class StartupData {
|
||||
public const int Version = 1;
|
||||
|
||||
[ProtoMember(1)]
|
||||
public readonly List<SortingCriteria> sorting_criteria;
|
||||
[ProtoMember(2)]
|
||||
public readonly FilterStates filters;
|
||||
|
||||
public StartupData() : this(new List<SortingCriteria>(), null) { }
|
||||
public StartupData(List<SortingCriteria> sorting_criteria, FilterStates filters) {
|
||||
this.sorting_criteria = sorting_criteria;
|
||||
this.filters = filters;
|
||||
}
|
||||
}
|
||||
|
||||
[ProtoContract]
|
||||
public class FilterStates {
|
||||
[ProtoMember(1)]
|
||||
public string description;
|
||||
[ProtoMember(2)]
|
||||
public TimeFilterTuple create_time;
|
||||
[ProtoMember(3)]
|
||||
public string name;
|
||||
[ProtoMember(4)]
|
||||
public IntMinMaxState n_legs;
|
||||
[ProtoMember(5)]
|
||||
public UIntMinMaxState n_working_orders;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,22 +0,0 @@
|
||||
using System.Threading.Tasks;
|
||||
using bts.api;
|
||||
using mbts.ui;
|
||||
using mbts.spark;
|
||||
|
||||
namespace bts.shell {
|
||||
internal class SyntheticSpreadsShellWindowFactory : ShellWindowFactory<SyntheticSpreadsSaveState> {
|
||||
readonly IBus _bus;
|
||||
|
||||
public SyntheticSpreadsShellWindowFactory(IShellModule owner, IBus bus) : base (owner, "SyntheticSpreads") {
|
||||
_bus = bus;
|
||||
}
|
||||
|
||||
public override Task<IShellWindow> load(SyntheticSpreadsSaveState state) {
|
||||
throw new System.NotImplementedException();
|
||||
}
|
||||
}
|
||||
|
||||
[ProtoBuf.ProtoContract]
|
||||
public class SyntheticSpreadsSaveState {
|
||||
}
|
||||
}
|
||||
@@ -1,112 +0,0 @@
|
||||
using bts.spark;
|
||||
using mbts.ui.shell;
|
||||
using mbts.ui.spark;
|
||||
using System;
|
||||
using System.Reactive.Linq;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class SyntheticEditorVM {
|
||||
class CellBase : DisposableViewModelBase {
|
||||
readonly Property<bool> _enabled;
|
||||
|
||||
protected CellBase(IRowModel model, LegSpreaderParamsTuple leg_tup) =>
|
||||
_enabled = backing(nameof(enabled), model.observe_enabled(leg_tup).ObserveOnDispatcher());
|
||||
|
||||
public bool enabled => _enabled.Value;
|
||||
}
|
||||
|
||||
class Cell<T> : CellBase, ICell {
|
||||
readonly RowModelBase<T> _model;
|
||||
readonly LegSpreaderParamsTuple _leg_tup;
|
||||
IDisposable _override_value_sub;
|
||||
|
||||
public Cell(RowModelBase<T> model, LegSpreaderParamsTuple leg_tup)
|
||||
: base(model, leg_tup) {
|
||||
_model = model;
|
||||
_leg_tup = leg_tup;
|
||||
_override_value_sub = model.observe_override_value(leg_tup).ObserveOnDispatcher().Subscribe(v => {
|
||||
value = v;
|
||||
RaisePropertyChanged(nameof(value));
|
||||
});
|
||||
}
|
||||
|
||||
public event Action value_changed;
|
||||
|
||||
public virtual Type data_type { get; } = typeof(T);
|
||||
|
||||
public T value {
|
||||
get => _model.get_value(_leg_tup);
|
||||
set {
|
||||
_model.set_value(_leg_tup, value);
|
||||
value_changed?.Invoke();
|
||||
}
|
||||
}
|
||||
|
||||
protected override void Dispose(bool disposing) {
|
||||
Disposable.dispose(ref _override_value_sub);
|
||||
base.Dispose(disposing);
|
||||
}
|
||||
}
|
||||
|
||||
class QuantityMeasureCell : CellBase, ICell {
|
||||
readonly RowModelBase<QuantityMeasure> _model;
|
||||
readonly LegSpreaderParamsTuple _leg_tup;
|
||||
uint _absolute;
|
||||
double _ratio;
|
||||
|
||||
public QuantityMeasureCell(RowModelBase<QuantityMeasure> model, LegSpreaderParamsTuple leg_tup)
|
||||
: base(model, leg_tup) {
|
||||
_model = model;
|
||||
_leg_tup = leg_tup;
|
||||
}
|
||||
|
||||
public event Action value_changed;
|
||||
|
||||
public Type data_type { get; } = typeof(QuantityMeasure);
|
||||
|
||||
public double ratio {
|
||||
get => _get_qm().Ratio;
|
||||
set {
|
||||
_get_qm().Ratio = value;
|
||||
_on_value_changed(nameof(ratio));
|
||||
}
|
||||
}
|
||||
|
||||
public uint absolute {
|
||||
get => _get_qm().Absolute;
|
||||
set {
|
||||
_get_qm().Absolute = value;
|
||||
_on_value_changed(nameof(absolute));
|
||||
}
|
||||
}
|
||||
|
||||
public QuantityMeasure.QuantityOneofCase quantity_case {
|
||||
get => _get_qm().QuantityCase;
|
||||
set {
|
||||
var qm = _get_qm();
|
||||
if (qm.QuantityCase != value) {
|
||||
switch(value) {
|
||||
case QuantityMeasure.QuantityOneofCase.Absolute:
|
||||
_ratio = qm.Ratio;
|
||||
qm.Absolute = _absolute;
|
||||
_on_value_changed(nameof(absolute), nameof(quantity_case));
|
||||
break;
|
||||
case QuantityMeasure.QuantityOneofCase.Ratio:
|
||||
_absolute = qm.Absolute;
|
||||
qm.Ratio = _ratio;
|
||||
_on_value_changed(nameof(ratio), nameof(quantity_case));
|
||||
break;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
QuantityMeasure _get_qm() => _model.get_value(_leg_tup);
|
||||
|
||||
void _on_value_changed(params string[] props) {
|
||||
RaisePropertyChanged(props);
|
||||
value_changed?.Invoke();
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,20 +0,0 @@
|
||||
using mbts.ui.spark;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class SyntheticEditorVM {
|
||||
class IsQuoteModel : RowModelBase<bool> {
|
||||
public override string display_name { get; } = "Enable Quoting";
|
||||
|
||||
public override bool get_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
leg_tup.leg_params.IsActiveQuoting;
|
||||
|
||||
public override void set_value(LegSpreaderParamsTuple leg_tup, bool value) =>
|
||||
leg_tup.leg_params.IsActiveQuoting = value;
|
||||
|
||||
public override bool has_errors(IReadOnlyCollection<LegSpreaderParamsTuple> leg_tups) =>
|
||||
!leg_tups.Any(lt => lt.leg_params.IsActiveQuoting);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,24 +0,0 @@
|
||||
using mbts.ui.spark;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class SyntheticEditorVM {
|
||||
class HedgeRatioModel : RowModelBase<double> {
|
||||
public override string display_name { get; } = "Hedge Ratio";
|
||||
|
||||
public override double get_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
leg_tup.leg_params.QuoteParams.LeanQuantityRatio;
|
||||
|
||||
public override void set_value(LegSpreaderParamsTuple leg_tup, double value) =>
|
||||
leg_tup.leg_params.QuoteParams.LeanQuantityRatio = value;
|
||||
|
||||
public override ICell create_cell(LegSpreaderParamsTuple leg_tup) => new HedgeRatioCell(this, leg_tup);
|
||||
|
||||
class HedgeRatioCell : Cell<double> {
|
||||
public HedgeRatioCell(RowModelBase<double> model, LegSpreaderParamsTuple leg_tup)
|
||||
: base(model, leg_tup) { }
|
||||
|
||||
public double tick_increment => 0.1;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,24 +0,0 @@
|
||||
using mbts.ui.spark;
|
||||
using System;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class SyntheticEditorVM {
|
||||
class PriceMultiplierModel : RowModelBase<double> {
|
||||
public PriceMultiplierModel(bool read_only) =>
|
||||
this.read_only = read_only;
|
||||
|
||||
public event Action price_mult_changed;
|
||||
|
||||
public override bool read_only { get; }
|
||||
public override string display_name { get; } = "Price Multiplier";
|
||||
|
||||
public override double get_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
leg_tup.leg.PriceMultiplier;
|
||||
|
||||
public override void set_value(LegSpreaderParamsTuple leg_tup, double value) {
|
||||
leg_tup.leg.PriceMultiplier = value;
|
||||
price_mult_changed?.Invoke();
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,30 +0,0 @@
|
||||
using bts.api;
|
||||
using mbts.ui.spark;
|
||||
using System;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class SyntheticEditorVM {
|
||||
class QuantityModel : RowModelBase<double> {
|
||||
public QuantityModel(bool read_only) =>
|
||||
this.read_only = read_only;
|
||||
|
||||
public event Action quantity_changed;
|
||||
public override bool read_only { get; }
|
||||
public override string display_name { get; } = "Quantity";
|
||||
|
||||
public override double get_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
leg_tup.leg.Side == Side.Buy ? leg_tup.leg.Quantity : -leg_tup.leg.Quantity;
|
||||
|
||||
public override void set_value(LegSpreaderParamsTuple leg_tup, double value) {
|
||||
if (value >= 0) {
|
||||
leg_tup.leg.Side = Side.Buy;
|
||||
leg_tup.leg.Quantity = value;
|
||||
} else {
|
||||
leg_tup.leg.Side = Side.Sell;
|
||||
leg_tup.leg.Quantity = -value;
|
||||
}
|
||||
quantity_changed?.Invoke();
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,38 +0,0 @@
|
||||
using mbts.ui.shell;
|
||||
using System;
|
||||
|
||||
namespace mbts.spark {
|
||||
class ParameterSection : ViewModelBase, IEquatable<ParameterSection> {
|
||||
readonly string _description;
|
||||
bool _show_description;
|
||||
|
||||
public ParameterSection(string name, bool can_be_disabled = false, string description=null) {
|
||||
this.name = name;
|
||||
this.can_be_disabled = can_be_disabled;
|
||||
_description = description;
|
||||
}
|
||||
|
||||
public string name { get; }
|
||||
public bool can_be_disabled { get; }
|
||||
public int level { get; set; }
|
||||
public string description => _description;
|
||||
public bool show_description {
|
||||
get => _show_description;
|
||||
set {
|
||||
_show_description = value;
|
||||
RaisePropertyChanged(nameof(description));
|
||||
}
|
||||
}
|
||||
|
||||
public bool Equals(ParameterSection other) =>
|
||||
other != null && other.name == name;
|
||||
|
||||
public override bool Equals(object obj) =>
|
||||
Equals(obj as ParameterSection);
|
||||
|
||||
public override int GetHashCode() =>
|
||||
name.GetHashCode();
|
||||
|
||||
public override string ToString() => name;
|
||||
}
|
||||
}
|
||||
-39
@@ -1,39 +0,0 @@
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using mbts.collections.extensions;
|
||||
using mbts.ui.spark;
|
||||
using System.Collections.Generic;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class SyntheticEditorVM {
|
||||
class PostHedgeOppositeMarketVolumeBasedCrossCrossTicksModel : RowModelBase<uint> {
|
||||
IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
|
||||
|
||||
public override string display_name { get; } = "Cross Ticks";
|
||||
public override ParameterSection[] section_path { get; } = new[] { Sections.PostHedge, Subsections.OppositeMarketVolumeBasedCross };
|
||||
|
||||
public void apply_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_omv_cross(leg_tup).CrossTicks = _value_from_store(leg_tup);
|
||||
|
||||
public override uint get_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_omv_cross(leg_tup) is PostHedgeOppositeMarketVolumeBasedForcedCross omv_cross ?
|
||||
omv_cross.CrossTicks :
|
||||
_value_from_store(leg_tup);
|
||||
|
||||
public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
|
||||
_value_store[leg_tup.SecurityKey] = value;
|
||||
if (_get_omv_cross(leg_tup) is PostHedgeOppositeMarketVolumeBasedForcedCross omv_cross)
|
||||
omv_cross.CrossTicks = value;
|
||||
}
|
||||
|
||||
protected override bool _get_enabled(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_omv_cross(leg_tup) != null;
|
||||
|
||||
PostHedgeOppositeMarketVolumeBasedForcedCross _get_omv_cross(LegSpreaderParamsTuple leg_tup) =>
|
||||
leg_tup.leg_params.PostHedgeParams.OppositeMarketVolumeBasedForcedCross;
|
||||
|
||||
uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
|
||||
_value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.PostHedgeOppositeMarketVolumeBasedForcedCross.CrossTicks);
|
||||
}
|
||||
}
|
||||
}
|
||||
-36
@@ -1,36 +0,0 @@
|
||||
using bts.shell;
|
||||
using mbts.ui.spark;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class SyntheticEditorVM {
|
||||
class PostHedgeOppositeMarketVolumeBasedCrossEnabledModel : RowModelBase<bool> {
|
||||
readonly PostHedgeOppositeMarketVolumeBasedCrossThresholdModel _threshold;
|
||||
readonly PostHedgeOppositeMarketVolumeBasedCrossCrossTicksModel _ticks;
|
||||
|
||||
public PostHedgeOppositeMarketVolumeBasedCrossEnabledModel(PostHedgeOppositeMarketVolumeBasedCrossThresholdModel threshold, PostHedgeOppositeMarketVolumeBasedCrossCrossTicksModel ticks) {
|
||||
_threshold = threshold;
|
||||
_ticks = ticks;
|
||||
}
|
||||
|
||||
public override string display_name { get; } = string.Empty;
|
||||
public override ParameterSection[] section_path { get; } = new[] { Sections.PostHedge, Subsections.OppositeMarketVolumeBasedCross };
|
||||
|
||||
public override bool get_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
leg_tup.leg_params.PostHedgeParams.OppositeMarketVolumeBasedForcedCross != null;
|
||||
|
||||
public override void set_value(LegSpreaderParamsTuple leg_tup, bool value) {
|
||||
if (value) {
|
||||
if (leg_tup.leg_params.PostHedgeParams.OppositeMarketVolumeBasedForcedCross == null) {
|
||||
leg_tup.leg_params.PostHedgeParams.OppositeMarketVolumeBasedForcedCross = SyntheticDataHelper.Defaults.PostHedgeOppositeMarketVolumeBasedForcedCross;
|
||||
_threshold.apply_value(leg_tup);
|
||||
_ticks.apply_value(leg_tup);
|
||||
}
|
||||
} else {
|
||||
leg_tup.leg_params.PostHedgeParams.OppositeMarketVolumeBasedForcedCross = null;
|
||||
}
|
||||
_threshold.set_enabled(leg_tup, value);
|
||||
_ticks.set_enabled(leg_tup, value);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
-41
@@ -1,41 +0,0 @@
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using mbts.collections.extensions;
|
||||
using mbts.ui.spark;
|
||||
using System.Collections.Generic;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class SyntheticEditorVM {
|
||||
class PostHedgeOppositeMarketVolumeBasedCrossThresholdModel : RowModelBase<QuantityMeasure> {
|
||||
IDictionary<uint, QuantityMeasure> _value_store = new Dictionary<uint, QuantityMeasure>();
|
||||
|
||||
public override string display_name { get; } = "Threshold";
|
||||
public override ParameterSection[] section_path { get; } = new[] { Sections.PostHedge, Subsections.OppositeMarketVolumeBasedCross };
|
||||
|
||||
public void apply_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_omv_cross(leg_tup).QuantityThreshold = _value_from_store(leg_tup);
|
||||
|
||||
public override QuantityMeasure get_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_omv_cross(leg_tup) is PostHedgeOppositeMarketVolumeBasedForcedCross omv_cross ?
|
||||
omv_cross.QuantityThreshold :
|
||||
_value_from_store(leg_tup);
|
||||
|
||||
public override void set_value(LegSpreaderParamsTuple leg_tup, QuantityMeasure value) {
|
||||
_value_store[leg_tup.SecurityKey] = value;
|
||||
if (_get_omv_cross(leg_tup) is PostHedgeOppositeMarketVolumeBasedForcedCross omv_cross)
|
||||
omv_cross.QuantityThreshold = value;
|
||||
}
|
||||
|
||||
public override ICell create_cell(LegSpreaderParamsTuple leg_tup) => new QuantityMeasureCell(this, leg_tup);
|
||||
|
||||
protected override bool _get_enabled(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_omv_cross(leg_tup) != null;
|
||||
|
||||
PostHedgeOppositeMarketVolumeBasedForcedCross _get_omv_cross(LegSpreaderParamsTuple leg_tup) =>
|
||||
leg_tup.leg_params.PostHedgeParams.OppositeMarketVolumeBasedForcedCross;
|
||||
|
||||
QuantityMeasure _value_from_store(LegSpreaderParamsTuple leg_tup) =>
|
||||
_value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.PostHedgeOppositeMarketVolumeBasedForcedCross.QuantityThreshold);
|
||||
}
|
||||
}
|
||||
}
|
||||
-36
@@ -1,36 +0,0 @@
|
||||
using bts.shell;
|
||||
using mbts.ui.spark;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class SyntheticEditorVM {
|
||||
class PostHedgePriceBasedCrossEnabledModel : RowModelBase<bool> {
|
||||
readonly PostHedgePriceBasedCrossTicksModel _cross_ticks;
|
||||
readonly PostHedgePriceBasedCrossMarketTicksModel _market_cross_ticks;
|
||||
|
||||
public PostHedgePriceBasedCrossEnabledModel(PostHedgePriceBasedCrossTicksModel cross_ticks, PostHedgePriceBasedCrossMarketTicksModel market_cross_ticks) {
|
||||
_cross_ticks = cross_ticks;
|
||||
_market_cross_ticks = market_cross_ticks;
|
||||
}
|
||||
|
||||
public override string display_name { get; } = string.Empty;
|
||||
public override ParameterSection[] section_path { get; } = new[] { Sections.PostHedge, Subsections.TicksAwayCross };
|
||||
|
||||
public override bool get_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
leg_tup.leg_params.PostHedgeParams.PriceBasedCross != null;
|
||||
|
||||
public override void set_value(LegSpreaderParamsTuple leg_tup, bool value) {
|
||||
if (value) {
|
||||
if (leg_tup.leg_params.PostHedgeParams.PriceBasedCross == null) {
|
||||
leg_tup.leg_params.PostHedgeParams.PriceBasedCross = SyntheticDataHelper.Defaults.PostHedgePriceBasedForcedCross;
|
||||
_cross_ticks.apply_value(leg_tup);
|
||||
_market_cross_ticks.apply_value(leg_tup);
|
||||
}
|
||||
} else {
|
||||
leg_tup.leg_params.PostHedgeParams.PriceBasedCross = null;
|
||||
}
|
||||
_cross_ticks.set_enabled(leg_tup, value);
|
||||
_market_cross_ticks.set_enabled(leg_tup, value);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
-39
@@ -1,39 +0,0 @@
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using mbts.collections.extensions;
|
||||
using mbts.ui.spark;
|
||||
using System.Collections.Generic;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class SyntheticEditorVM {
|
||||
class PostHedgePriceBasedCrossMarketTicksModel : RowModelBase<uint> {
|
||||
IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
|
||||
|
||||
public override string display_name { get; } = "Cross Ticks";
|
||||
public override ParameterSection[] section_path { get; } = new[] { Sections.PostHedge, Subsections.TicksAwayCross };
|
||||
|
||||
public void apply_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_price_based_cross(leg_tup).MarketCrossTicks = _value_from_store(leg_tup);
|
||||
|
||||
public override uint get_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_price_based_cross(leg_tup) is PostHedgePriceBasedForcedCross price_based_cross ?
|
||||
price_based_cross.MarketCrossTicks :
|
||||
_value_from_store(leg_tup);
|
||||
|
||||
public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
|
||||
_value_store[leg_tup.SecurityKey] = value;
|
||||
if (_get_price_based_cross(leg_tup) is PostHedgePriceBasedForcedCross price_based_cross)
|
||||
price_based_cross.MarketCrossTicks = value;
|
||||
}
|
||||
|
||||
protected override bool _get_enabled(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_price_based_cross(leg_tup) != null;
|
||||
|
||||
PostHedgePriceBasedForcedCross _get_price_based_cross(LegSpreaderParamsTuple leg_tup) =>
|
||||
leg_tup.leg_params.PostHedgeParams.PriceBasedCross;
|
||||
|
||||
uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
|
||||
_value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.PostHedgePriceBasedForcedCross.MarketCrossTicks);
|
||||
}
|
||||
}
|
||||
}
|
||||
-39
@@ -1,39 +0,0 @@
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using mbts.collections.extensions;
|
||||
using mbts.ui.spark;
|
||||
using System.Collections.Generic;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class SyntheticEditorVM {
|
||||
class PostHedgePriceBasedCrossTicksModel : RowModelBase<uint> {
|
||||
IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
|
||||
|
||||
public override string display_name { get; } = "Ticks";
|
||||
public override ParameterSection[] section_path { get; } = new[] { Sections.PostHedge, Subsections.TicksAwayCross };
|
||||
|
||||
public void apply_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_price_based_cross(leg_tup).TicksThreshold = _value_from_store(leg_tup);
|
||||
|
||||
public override uint get_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_price_based_cross(leg_tup) is PostHedgePriceBasedForcedCross price_based_cross ?
|
||||
price_based_cross.TicksThreshold :
|
||||
_value_from_store(leg_tup);
|
||||
|
||||
public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
|
||||
_value_store[leg_tup.SecurityKey] = value;
|
||||
if (_get_price_based_cross(leg_tup) is PostHedgePriceBasedForcedCross price_based_cross)
|
||||
price_based_cross.TicksThreshold = value;
|
||||
}
|
||||
|
||||
protected override bool _get_enabled(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_price_based_cross(leg_tup) != null;
|
||||
|
||||
PostHedgePriceBasedForcedCross _get_price_based_cross(LegSpreaderParamsTuple leg_tup) =>
|
||||
leg_tup.leg_params.PostHedgeParams.PriceBasedCross;
|
||||
|
||||
uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
|
||||
_value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.PostHedgePriceBasedForcedCross.TicksThreshold);
|
||||
}
|
||||
}
|
||||
}
|
||||
-36
@@ -1,36 +0,0 @@
|
||||
using bts.shell;
|
||||
using mbts.ui.spark;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class SyntheticEditorVM {
|
||||
class PostHedgeTimeBasedCrossEnabledModel : RowModelBase<bool> {
|
||||
readonly PostHedgeTimeBasedCrossTimeModel _time;
|
||||
readonly PostHedgeTimeBasedCrossMarketTicksModel _market_cross_ticks;
|
||||
|
||||
public PostHedgeTimeBasedCrossEnabledModel(PostHedgeTimeBasedCrossTimeModel time, PostHedgeTimeBasedCrossMarketTicksModel market_cross_ticks) {
|
||||
_time = time;
|
||||
_market_cross_ticks = market_cross_ticks;
|
||||
}
|
||||
|
||||
public override string display_name { get; } = string.Empty;
|
||||
public override ParameterSection[] section_path { get; } = new[] { Sections.PostHedge, Subsections.TimeBasedCross };
|
||||
|
||||
public override bool get_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
leg_tup.leg_params.PostHedgeParams.TimeBasedForcedCross != null;
|
||||
|
||||
public override void set_value(LegSpreaderParamsTuple leg_tup, bool value) {
|
||||
if (value) {
|
||||
if (leg_tup.leg_params.PostHedgeParams.TimeBasedForcedCross == null) {
|
||||
leg_tup.leg_params.PostHedgeParams.TimeBasedForcedCross = SyntheticDataHelper.Defaults.PostHedgeTimeBasedForcedCross;
|
||||
_time.apply_value(leg_tup);
|
||||
_market_cross_ticks.apply_value(leg_tup);
|
||||
}
|
||||
} else {
|
||||
leg_tup.leg_params.PostHedgeParams.TimeBasedForcedCross = null;
|
||||
}
|
||||
_time.set_enabled(leg_tup, value);
|
||||
_market_cross_ticks.set_enabled(leg_tup, value);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
-39
@@ -1,39 +0,0 @@
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using mbts.collections.extensions;
|
||||
using mbts.ui.spark;
|
||||
using System.Collections.Generic;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class SyntheticEditorVM {
|
||||
class PostHedgeTimeBasedCrossMarketTicksModel : RowModelBase<uint> {
|
||||
IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
|
||||
|
||||
public override string display_name { get; } = "Cross Ticks";
|
||||
public override ParameterSection[] section_path { get; } = new[] { Sections.PostHedge, Subsections.TimeBasedCross };
|
||||
|
||||
public void apply_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_time_based_cross(leg_tup).MarketCrossTicks = _value_from_store(leg_tup);
|
||||
|
||||
public override uint get_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_time_based_cross(leg_tup) is PostHedgeTimeBasedForcedCross time_based_cross ?
|
||||
time_based_cross.MarketCrossTicks :
|
||||
_value_from_store(leg_tup);
|
||||
|
||||
public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
|
||||
_value_store[leg_tup.SecurityKey] = value;
|
||||
if (_get_time_based_cross(leg_tup) is PostHedgeTimeBasedForcedCross time_based_cross)
|
||||
time_based_cross.MarketCrossTicks = value;
|
||||
}
|
||||
|
||||
protected override bool _get_enabled(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_time_based_cross(leg_tup) != null;
|
||||
|
||||
PostHedgeTimeBasedForcedCross _get_time_based_cross(LegSpreaderParamsTuple leg_tup) =>
|
||||
leg_tup.leg_params.PostHedgeParams.TimeBasedForcedCross;
|
||||
|
||||
uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
|
||||
_value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.PostHedgeTimeBasedForcedCross.MarketCrossTicks);
|
||||
}
|
||||
}
|
||||
}
|
||||
-39
@@ -1,39 +0,0 @@
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using mbts.collections.extensions;
|
||||
using mbts.ui.spark;
|
||||
using System.Collections.Generic;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class SyntheticEditorVM {
|
||||
class PostHedgeTimeBasedCrossTimeModel : RowModelBase<uint> {
|
||||
IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
|
||||
|
||||
public override string display_name { get; } = "Time(ms)";
|
||||
public override ParameterSection[] section_path { get; } = new[] { Sections.PostHedge, Subsections.TimeBasedCross };
|
||||
|
||||
public void apply_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_time_based_cross(leg_tup).TimeInMsThreshold = _value_from_store(leg_tup);
|
||||
|
||||
public override uint get_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_time_based_cross(leg_tup) is PostHedgeTimeBasedForcedCross time_based_cross ?
|
||||
time_based_cross.TimeInMsThreshold :
|
||||
_value_from_store(leg_tup);
|
||||
|
||||
public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
|
||||
_value_store[leg_tup.SecurityKey] = value;
|
||||
if (_get_time_based_cross(leg_tup) is PostHedgeTimeBasedForcedCross time_based_cross)
|
||||
time_based_cross.TimeInMsThreshold = value;
|
||||
}
|
||||
|
||||
protected override bool _get_enabled(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_time_based_cross(leg_tup) != null;
|
||||
|
||||
PostHedgeTimeBasedForcedCross _get_time_based_cross(LegSpreaderParamsTuple leg_tup) =>
|
||||
leg_tup.leg_params.PostHedgeParams.TimeBasedForcedCross;
|
||||
|
||||
uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
|
||||
_value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.PostHedgeTimeBasedForcedCross.TimeInMsThreshold);
|
||||
}
|
||||
}
|
||||
}
|
||||
-16
@@ -1,16 +0,0 @@
|
||||
using mbts.ui.spark;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class SyntheticEditorVM {
|
||||
class MaxTicksInsideMarketModel : RowModelBase<uint> {
|
||||
public override string display_name { get; } = "Max Inside Ticks";
|
||||
public override ParameterSection[] section_path { get; } = new[] { Sections.PreHedge };
|
||||
|
||||
public override uint get_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
leg_tup.leg_params.PreHedgeParams.MaxPriceFromInsideMarket.HedgeTickLimit;
|
||||
|
||||
public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) =>
|
||||
leg_tup.leg_params.PreHedgeParams.MaxPriceFromInsideMarket.HedgeTickLimit = value;
|
||||
}
|
||||
}
|
||||
}
|
||||
-36
@@ -1,36 +0,0 @@
|
||||
using bts.shell;
|
||||
using mbts.ui.spark;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class SyntheticEditorVM {
|
||||
class PreHedgePaylessEnabledModel : RowModelBase<bool> {
|
||||
readonly PreHedgePaylessThresholdModel _threshold;
|
||||
readonly PreHedgePaylessTicksModel _ticks;
|
||||
|
||||
public PreHedgePaylessEnabledModel(PreHedgePaylessThresholdModel threshold, PreHedgePaylessTicksModel ticks) {
|
||||
_threshold = threshold;
|
||||
_ticks = ticks;
|
||||
}
|
||||
|
||||
public override string display_name { get; } = string.Empty;
|
||||
public override ParameterSection[] section_path { get; } = new[] { Sections.PreHedge, Subsections.Payless };
|
||||
|
||||
public override bool get_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
leg_tup.leg_params.PreHedgeParams.QuantityBasedPaylessTicks != null;
|
||||
|
||||
public override void set_value(LegSpreaderParamsTuple leg_tup, bool value) {
|
||||
if (value) {
|
||||
if (leg_tup.leg_params.PreHedgeParams.QuantityBasedPaylessTicks == null) {
|
||||
leg_tup.leg_params.PreHedgeParams.QuantityBasedPaylessTicks = SyntheticDataHelper.Defaults.PreHedgeQuantityBasedPayLessTicks;
|
||||
_threshold.apply_value(leg_tup);
|
||||
_ticks.apply_value(leg_tup);
|
||||
}
|
||||
} else {
|
||||
leg_tup.leg_params.PreHedgeParams.QuantityBasedPaylessTicks = null;
|
||||
}
|
||||
_threshold.set_enabled(leg_tup, value);
|
||||
_ticks.set_enabled(leg_tup, value);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
-41
@@ -1,41 +0,0 @@
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using mbts.collections.extensions;
|
||||
using mbts.ui.spark;
|
||||
using System.Collections.Generic;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class SyntheticEditorVM {
|
||||
class PreHedgePaylessThresholdModel : RowModelBase<QuantityMeasure> {
|
||||
IDictionary<uint, QuantityMeasure> _value_store = new Dictionary<uint, QuantityMeasure>();
|
||||
|
||||
public override string display_name { get; } = "Threshold";
|
||||
public override ParameterSection[] section_path { get; } = new[] { Sections.PreHedge, Subsections.Payless };
|
||||
|
||||
public void apply_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_payless_ticks(leg_tup).QuantityThreshold = _value_from_store(leg_tup);
|
||||
|
||||
public override QuantityMeasure get_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_payless_ticks(leg_tup) is PreHedgeQuantityBasedPayLessTicks payless_ticks ?
|
||||
payless_ticks.QuantityThreshold :
|
||||
_value_from_store(leg_tup);
|
||||
|
||||
public override void set_value(LegSpreaderParamsTuple leg_tup, QuantityMeasure value) {
|
||||
_value_store[leg_tup.SecurityKey] = value;
|
||||
if (_get_payless_ticks(leg_tup) is PreHedgeQuantityBasedPayLessTicks payless_ticks)
|
||||
payless_ticks.QuantityThreshold = value;
|
||||
}
|
||||
|
||||
public override ICell create_cell(LegSpreaderParamsTuple leg_tup) => new QuantityMeasureCell(this, leg_tup);
|
||||
|
||||
protected override bool _get_enabled(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_payless_ticks(leg_tup) != null;
|
||||
|
||||
PreHedgeQuantityBasedPayLessTicks _get_payless_ticks(LegSpreaderParamsTuple leg_tup) =>
|
||||
leg_tup.leg_params.PreHedgeParams.QuantityBasedPaylessTicks;
|
||||
|
||||
QuantityMeasure _value_from_store(LegSpreaderParamsTuple leg_tup) =>
|
||||
_value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.PreHedgeQuantityBasedPayLessTicks.QuantityThreshold);
|
||||
}
|
||||
}
|
||||
}
|
||||
-39
@@ -1,39 +0,0 @@
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using mbts.collections.extensions;
|
||||
using mbts.ui.spark;
|
||||
using System.Collections.Generic;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class SyntheticEditorVM {
|
||||
class PreHedgePaylessTicksModel : RowModelBase<uint> {
|
||||
IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
|
||||
|
||||
public override string display_name { get; } = "Payless Ticks";
|
||||
public override ParameterSection[] section_path { get; } = new[] { Sections.PreHedge, Subsections.Payless };
|
||||
|
||||
public void apply_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_payless_ticks(leg_tup).PaylessTicks = _value_from_store(leg_tup);
|
||||
|
||||
public override uint get_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_payless_ticks(leg_tup) is PreHedgeQuantityBasedPayLessTicks payless_ticks ?
|
||||
payless_ticks.PaylessTicks :
|
||||
_value_from_store(leg_tup);
|
||||
|
||||
public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
|
||||
_value_store[leg_tup.SecurityKey] = value;
|
||||
if (_get_payless_ticks(leg_tup) is PreHedgeQuantityBasedPayLessTicks payless_ticks)
|
||||
payless_ticks.PaylessTicks = value;
|
||||
}
|
||||
|
||||
protected override bool _get_enabled(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_payless_ticks(leg_tup) != null;
|
||||
|
||||
PreHedgeQuantityBasedPayLessTicks _get_payless_ticks(LegSpreaderParamsTuple leg_tup) =>
|
||||
leg_tup.leg_params.PreHedgeParams.QuantityBasedPaylessTicks;
|
||||
|
||||
uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
|
||||
_value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.PreHedgeQuantityBasedPayLessTicks.PaylessTicks);
|
||||
}
|
||||
}
|
||||
}
|
||||
-36
@@ -1,36 +0,0 @@
|
||||
using bts.shell;
|
||||
using mbts.ui.spark;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class SyntheticEditorVM {
|
||||
class PreHedgePayupEnabledModel : RowModelBase<bool> {
|
||||
readonly PreHedgePayupThresholdModel _threshold;
|
||||
readonly PreHedgePayupTicksModel _ticks;
|
||||
|
||||
public PreHedgePayupEnabledModel(PreHedgePayupThresholdModel threshold, PreHedgePayupTicksModel ticks) {
|
||||
_threshold = threshold;
|
||||
_ticks = ticks;
|
||||
}
|
||||
|
||||
public override string display_name { get; } = string.Empty;
|
||||
public override ParameterSection[] section_path { get; } = new[] { Sections.PreHedge, Subsections.Payup };
|
||||
|
||||
public override bool get_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
leg_tup.leg_params.PreHedgeParams.QuantityBasedPayupTicks != null;
|
||||
|
||||
public override void set_value(LegSpreaderParamsTuple leg_tup, bool value) {
|
||||
if (value) {
|
||||
if (leg_tup.leg_params.PreHedgeParams.QuantityBasedPayupTicks == null) {
|
||||
leg_tup.leg_params.PreHedgeParams.QuantityBasedPayupTicks = SyntheticDataHelper.Defaults.PreHedgeQuantityBasedPayUpTicks;
|
||||
_threshold.apply_value(leg_tup);
|
||||
_ticks.apply_value(leg_tup);
|
||||
}
|
||||
} else {
|
||||
leg_tup.leg_params.PreHedgeParams.QuantityBasedPayupTicks = null;
|
||||
}
|
||||
_threshold.set_enabled(leg_tup, value);
|
||||
_ticks.set_enabled(leg_tup, value);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
-41
@@ -1,41 +0,0 @@
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using mbts.collections.extensions;
|
||||
using mbts.ui.spark;
|
||||
using System.Collections.Generic;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class SyntheticEditorVM {
|
||||
class PreHedgePayupThresholdModel : RowModelBase<QuantityMeasure> {
|
||||
IDictionary<uint, QuantityMeasure> _value_store = new Dictionary<uint, QuantityMeasure>();
|
||||
|
||||
public override string display_name { get; } = "Threshold";
|
||||
public override ParameterSection[] section_path { get; } = new[] { Sections.PreHedge, Subsections.Payup };
|
||||
|
||||
public void apply_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_payup_ticks(leg_tup).QuantityThreshold = _value_from_store(leg_tup);
|
||||
|
||||
public override QuantityMeasure get_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_payup_ticks(leg_tup) is PreHedgeQuantityBasedPayupTicks payup_ticks ?
|
||||
payup_ticks.QuantityThreshold :
|
||||
_value_from_store(leg_tup);
|
||||
|
||||
public override void set_value(LegSpreaderParamsTuple leg_tup, QuantityMeasure value) {
|
||||
_value_store[leg_tup.SecurityKey] = value;
|
||||
if (_get_payup_ticks(leg_tup) is PreHedgeQuantityBasedPayupTicks payup_ticks)
|
||||
payup_ticks.QuantityThreshold = value;
|
||||
}
|
||||
|
||||
public override ICell create_cell(LegSpreaderParamsTuple leg_tup) => new QuantityMeasureCell(this, leg_tup);
|
||||
|
||||
protected override bool _get_enabled(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_payup_ticks(leg_tup) != null;
|
||||
|
||||
PreHedgeQuantityBasedPayupTicks _get_payup_ticks(LegSpreaderParamsTuple leg_tup) =>
|
||||
leg_tup.leg_params.PreHedgeParams.QuantityBasedPayupTicks;
|
||||
|
||||
QuantityMeasure _value_from_store(LegSpreaderParamsTuple leg_tup) =>
|
||||
_value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.PreHedgeQuantityBasedPayUpTicks.QuantityThreshold);
|
||||
}
|
||||
}
|
||||
}
|
||||
-39
@@ -1,39 +0,0 @@
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using mbts.collections.extensions;
|
||||
using mbts.ui.spark;
|
||||
using System.Collections.Generic;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class SyntheticEditorVM {
|
||||
class PreHedgePayupTicksModel : RowModelBase<uint> {
|
||||
IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
|
||||
|
||||
public override string display_name { get; } = "Payup Ticks";
|
||||
public override ParameterSection[] section_path { get; } = new[] { Sections.PreHedge, Subsections.Payup };
|
||||
|
||||
public void apply_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_payup_ticks(leg_tup).PayupTicks = _value_from_store(leg_tup);
|
||||
|
||||
public override uint get_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_payup_ticks(leg_tup) is PreHedgeQuantityBasedPayupTicks payup_ticks ?
|
||||
payup_ticks.PayupTicks :
|
||||
_value_from_store(leg_tup);
|
||||
|
||||
public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
|
||||
_value_store[leg_tup.SecurityKey] = value;
|
||||
if (_get_payup_ticks(leg_tup) is PreHedgeQuantityBasedPayupTicks payup_ticks)
|
||||
payup_ticks.PayupTicks = value;
|
||||
}
|
||||
|
||||
protected override bool _get_enabled(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_payup_ticks(leg_tup) != null;
|
||||
|
||||
PreHedgeQuantityBasedPayupTicks _get_payup_ticks(LegSpreaderParamsTuple leg_tup) =>
|
||||
leg_tup.leg_params.PreHedgeParams.QuantityBasedPayupTicks;
|
||||
|
||||
uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
|
||||
_value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.PreHedgeQuantityBasedPayUpTicks.PayupTicks);
|
||||
}
|
||||
}
|
||||
}
|
||||
-36
@@ -1,36 +0,0 @@
|
||||
using bts.shell;
|
||||
using mbts.ui.spark;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class SyntheticEditorVM {
|
||||
class QuoteInsideMarketThrottleEnabledModel : RowModelBase<bool> {
|
||||
readonly QuoteInsideMarketThrottleTicksModel _ticks;
|
||||
readonly QuoteInsideMarketThrottleMinMoveModel _min_move;
|
||||
|
||||
public QuoteInsideMarketThrottleEnabledModel(QuoteInsideMarketThrottleTicksModel ticks, QuoteInsideMarketThrottleMinMoveModel min_move) {
|
||||
_ticks = ticks;
|
||||
_min_move = min_move;
|
||||
}
|
||||
|
||||
public override string display_name { get; } = string.Empty;
|
||||
public override ParameterSection[] section_path { get; } = new[] { Sections.Quote, Subsections.InsideMarketThrottleThresholds };
|
||||
|
||||
public override bool get_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
leg_tup.leg_params.QuoteParams.QuoteInsideMarketDistanceWithTravel != null;
|
||||
|
||||
public override void set_value(LegSpreaderParamsTuple leg_tup, bool value) {
|
||||
if (value) {
|
||||
if (leg_tup.leg_params.QuoteParams.QuoteInsideMarketDistanceWithTravel == null) {
|
||||
leg_tup.leg_params.QuoteParams.QuoteInsideMarketDistanceWithTravel = SyntheticDataHelper.Defaults.QuoteInsideMarketDistanceWithTravel;
|
||||
_ticks.apply_value(leg_tup);
|
||||
_min_move.apply_value(leg_tup);
|
||||
}
|
||||
} else {
|
||||
leg_tup.leg_params.QuoteParams.QuoteInsideMarketDistanceWithTravel = null;
|
||||
}
|
||||
_ticks.set_enabled(leg_tup, value);
|
||||
_min_move.set_enabled(leg_tup, value);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
-39
@@ -1,39 +0,0 @@
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using mbts.collections.extensions;
|
||||
using mbts.ui.spark;
|
||||
using System.Collections.Generic;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class SyntheticEditorVM {
|
||||
class QuoteInsideMarketThrottleMinMoveModel : RowModelBase<uint> {
|
||||
IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
|
||||
|
||||
public override string display_name { get; } = "Min Move";
|
||||
public override ParameterSection[] section_path { get; } = new[] { Sections.Quote, Subsections.InsideMarketThrottleThresholds };
|
||||
|
||||
public void apply_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_inside_market_throttle(leg_tup).Limit = _value_from_store(leg_tup);
|
||||
|
||||
public override uint get_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_inside_market_throttle(leg_tup) is QuoteInsideMarketDistanceWithTravel inside_market_throttle ?
|
||||
inside_market_throttle.Limit :
|
||||
_value_from_store(leg_tup);
|
||||
|
||||
public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
|
||||
_value_store[leg_tup.SecurityKey] = value;
|
||||
if (_get_inside_market_throttle(leg_tup) is QuoteInsideMarketDistanceWithTravel inside_market_throttle)
|
||||
inside_market_throttle.Limit = value;
|
||||
}
|
||||
|
||||
protected override bool _get_enabled(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_inside_market_throttle(leg_tup) != null;
|
||||
|
||||
QuoteInsideMarketDistanceWithTravel _get_inside_market_throttle(LegSpreaderParamsTuple leg_tup) =>
|
||||
leg_tup.leg_params.QuoteParams.QuoteInsideMarketDistanceWithTravel;
|
||||
|
||||
uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
|
||||
_value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.QuoteInsideMarketDistanceWithTravel.Limit);
|
||||
}
|
||||
}
|
||||
}
|
||||
-39
@@ -1,39 +0,0 @@
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using mbts.collections.extensions;
|
||||
using mbts.ui.spark;
|
||||
using System.Collections.Generic;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class SyntheticEditorVM {
|
||||
class QuoteInsideMarketThrottleTicksModel : RowModelBase<uint> {
|
||||
IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
|
||||
|
||||
public override string display_name { get; } = "Ticks";
|
||||
public override ParameterSection[] section_path { get; } = new[] { Sections.Quote, Subsections.InsideMarketThrottleThresholds };
|
||||
|
||||
public void apply_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_inside_market_throttle(leg_tup).TicksFromInside = _value_from_store(leg_tup);
|
||||
|
||||
public override uint get_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_inside_market_throttle(leg_tup) is QuoteInsideMarketDistanceWithTravel inside_market_throttle ?
|
||||
inside_market_throttle.TicksFromInside :
|
||||
_value_from_store(leg_tup);
|
||||
|
||||
public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
|
||||
_value_store[leg_tup.SecurityKey] = value;
|
||||
if (_get_inside_market_throttle(leg_tup) is QuoteInsideMarketDistanceWithTravel inside_market_throttle)
|
||||
inside_market_throttle.TicksFromInside = value;
|
||||
}
|
||||
|
||||
protected override bool _get_enabled(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_inside_market_throttle(leg_tup) != null;
|
||||
|
||||
QuoteInsideMarketDistanceWithTravel _get_inside_market_throttle(LegSpreaderParamsTuple leg_tup) =>
|
||||
leg_tup.leg_params.QuoteParams.QuoteInsideMarketDistanceWithTravel;
|
||||
|
||||
uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
|
||||
_value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.QuoteInsideMarketDistanceWithTravel.TicksFromInside);
|
||||
}
|
||||
}
|
||||
}
|
||||
-36
@@ -1,36 +0,0 @@
|
||||
using bts.shell;
|
||||
using mbts.ui.spark;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class SyntheticEditorVM {
|
||||
class QuoteThrottleEnabledModel : RowModelBase<bool> {
|
||||
readonly QuoteThrottleInsideTicksModel _inside_ticks;
|
||||
readonly QuoteThrottleOutsideTicksModel _outside_ticks;
|
||||
|
||||
public QuoteThrottleEnabledModel(QuoteThrottleInsideTicksModel inside_ticks, QuoteThrottleOutsideTicksModel outside_ticks) {
|
||||
_inside_ticks = inside_ticks;
|
||||
_outside_ticks = outside_ticks;
|
||||
}
|
||||
|
||||
public override string display_name { get; } = string.Empty;
|
||||
public override ParameterSection[] section_path { get; } = new[] { Sections.Quote, Subsections.Throttle };
|
||||
|
||||
public override bool get_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
leg_tup.leg_params.QuoteParams.QuoteMuteZone != null;
|
||||
|
||||
public override void set_value(LegSpreaderParamsTuple leg_tup, bool value) {
|
||||
if (value) {
|
||||
if (leg_tup.leg_params.QuoteParams.QuoteMuteZone == null) {
|
||||
leg_tup.leg_params.QuoteParams.QuoteMuteZone = SyntheticDataHelper.Defaults.QuoteMuteZone;
|
||||
_inside_ticks.apply_value(leg_tup);
|
||||
_outside_ticks.apply_value(leg_tup);
|
||||
}
|
||||
} else {
|
||||
leg_tup.leg_params.QuoteParams.QuoteMuteZone = null;
|
||||
}
|
||||
_inside_ticks.set_enabled(leg_tup, value);
|
||||
_outside_ticks.set_enabled(leg_tup, value);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
-39
@@ -1,39 +0,0 @@
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using mbts.collections.extensions;
|
||||
using mbts.ui.spark;
|
||||
using System.Collections.Generic;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class SyntheticEditorVM {
|
||||
class QuoteThrottleInsideTicksModel : RowModelBase<uint> {
|
||||
IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
|
||||
|
||||
public override string display_name { get; } = "Inside Ticks";
|
||||
public override ParameterSection[] section_path { get; } = new[] { Sections.Quote, Subsections.Throttle };
|
||||
|
||||
public void apply_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_throttle(leg_tup).InsideTicks = _value_from_store(leg_tup);
|
||||
|
||||
public override uint get_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_throttle(leg_tup) is QuoteMuteZone throttle ?
|
||||
throttle.InsideTicks :
|
||||
_value_from_store(leg_tup);
|
||||
|
||||
public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
|
||||
_value_store[leg_tup.SecurityKey] = value;
|
||||
if (_get_throttle(leg_tup) is QuoteMuteZone throttle)
|
||||
throttle.InsideTicks = value;
|
||||
}
|
||||
|
||||
protected override bool _get_enabled(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_throttle(leg_tup) != null;
|
||||
|
||||
QuoteMuteZone _get_throttle(LegSpreaderParamsTuple leg_tup) =>
|
||||
leg_tup.leg_params.QuoteParams.QuoteMuteZone;
|
||||
|
||||
uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
|
||||
_value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.QuoteMuteZone.InsideTicks);
|
||||
}
|
||||
}
|
||||
}
|
||||
-39
@@ -1,39 +0,0 @@
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using mbts.collections.extensions;
|
||||
using mbts.ui.spark;
|
||||
using System.Collections.Generic;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class SyntheticEditorVM {
|
||||
class QuoteThrottleOutsideTicksModel : RowModelBase<uint> {
|
||||
IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
|
||||
|
||||
public override string display_name { get; } = "Outside Ticks";
|
||||
public override ParameterSection[] section_path { get; } = new[] { Sections.Quote, Subsections.Throttle };
|
||||
|
||||
public void apply_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_throttle(leg_tup).OutsideTicks = _value_from_store(leg_tup);
|
||||
|
||||
public override uint get_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_throttle(leg_tup) is QuoteMuteZone throttle ?
|
||||
throttle.OutsideTicks :
|
||||
_value_from_store(leg_tup);
|
||||
|
||||
public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
|
||||
_value_store[leg_tup.SecurityKey] = value;
|
||||
if (_get_throttle(leg_tup) is QuoteMuteZone throttle)
|
||||
throttle.OutsideTicks = value;
|
||||
}
|
||||
|
||||
protected override bool _get_enabled(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_throttle(leg_tup) != null;
|
||||
|
||||
QuoteMuteZone _get_throttle(LegSpreaderParamsTuple leg_tup) =>
|
||||
leg_tup.leg_params.QuoteParams.QuoteMuteZone;
|
||||
|
||||
uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
|
||||
_value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.QuoteMuteZone.OutsideTicks);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,134 +0,0 @@
|
||||
using mbts.ui.shell;
|
||||
using mbts.ui.spark;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Reactive.Subjects;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class SyntheticEditorVM {
|
||||
internal interface IRowModel {
|
||||
string display_name { get; }
|
||||
bool read_only { get; }
|
||||
ParameterSection[] section_path { get; }
|
||||
bool has_errors(IReadOnlyCollection<LegSpreaderParamsTuple> leg_tups);
|
||||
object get_value(LegSpreaderParamsTuple leg_tup);
|
||||
void set_value(LegSpreaderParamsTuple leg_tup, object value);
|
||||
void override_value(LegSpreaderParamsTuple leg_tup, object value);
|
||||
void set_enabled(LegSpreaderParamsTuple leg_tup, bool enabled);
|
||||
ICell create_cell(LegSpreaderParamsTuple leg_tup);
|
||||
IObservable<object> observe_override_value(LegSpreaderParamsTuple leg_tup);
|
||||
IObservable<bool> observe_enabled(LegSpreaderParamsTuple leg_tup);
|
||||
}
|
||||
|
||||
internal interface IRowModel<T> : IRowModel {
|
||||
new T get_value(LegSpreaderParamsTuple leg_tup);
|
||||
void set_value(LegSpreaderParamsTuple leg_tup, T value);
|
||||
void override_value(LegSpreaderParamsTuple leg_tup, T value);
|
||||
new IObservable<T> observe_override_value(LegSpreaderParamsTuple leg_tup);
|
||||
}
|
||||
|
||||
internal interface ICell {
|
||||
event Action value_changed;
|
||||
Type data_type { get; }
|
||||
bool enabled { get; }
|
||||
}
|
||||
|
||||
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>>();
|
||||
|
||||
protected RowModelBase() { }
|
||||
|
||||
public abstract string display_name { get; }
|
||||
public virtual bool read_only { get; } = false;
|
||||
public virtual ParameterSection[] section_path { get; } = new ParameterSection[0];
|
||||
public virtual bool has_errors(IReadOnlyCollection<LegSpreaderParamsTuple> leg_tups) => false;
|
||||
|
||||
public abstract T get_value(LegSpreaderParamsTuple leg_tup);
|
||||
public abstract void set_value(LegSpreaderParamsTuple leg_tup, T value);
|
||||
public virtual ICell create_cell(LegSpreaderParamsTuple leg_tup) => new Cell<T>(this, leg_tup);
|
||||
|
||||
public void set_enabled(LegSpreaderParamsTuple leg_tup, bool enabled) =>
|
||||
_enabled_store.GetOrAdd(leg_tup.SecurityKey, sec => new ReplaySubject<bool>(1)).OnNext(enabled);
|
||||
|
||||
public void override_value(LegSpreaderParamsTuple leg_tup, T value) {
|
||||
if (_override_value_store.TryGetValue(leg_tup.SecurityKey, out Subject<T> subject))
|
||||
subject.OnNext(value);
|
||||
}
|
||||
|
||||
public IObservable<bool> observe_enabled(LegSpreaderParamsTuple leg_tup) =>
|
||||
_enabled_store.GetOrAdd(leg_tup.leg.Security.Id, sec => {
|
||||
var rs = new ReplaySubject<bool>(1);
|
||||
rs.OnNext(_get_enabled(leg_tup));
|
||||
return rs;
|
||||
});
|
||||
|
||||
public IObservable<T> observe_override_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
_override_value_store.GetOrAdd(leg_tup.leg.Security.Id, sec => new Subject<T>());
|
||||
|
||||
protected virtual bool _get_enabled(LegSpreaderParamsTuple leg_tup) => true;
|
||||
#region IRowModel (explicit)
|
||||
object IRowModel.get_value(LegSpreaderParamsTuple leg_tup) => get_value(leg_tup);
|
||||
void IRowModel.set_value(LegSpreaderParamsTuple leg_tup, object value) {
|
||||
T tval = ExceptionAssert.Argument.Is<T>(value, nameof(value));
|
||||
set_value(leg_tup, tval);
|
||||
}
|
||||
void IRowModel.override_value(LegSpreaderParamsTuple leg_tup, object value) {
|
||||
T tval = ExceptionAssert.Argument.Is<T>(value, nameof(value));
|
||||
override_value(leg_tup, tval);
|
||||
}
|
||||
IObservable<object> IRowModel.observe_override_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
(IObservable<object>)observe_override_value(leg_tup);
|
||||
#endregion
|
||||
}
|
||||
|
||||
private static class Sections {
|
||||
public static ParameterSection Quote => new ParameterSection("Quote");
|
||||
public static ParameterSection PreHedge => new ParameterSection("Pre-Hedge");
|
||||
public static ParameterSection PostHedge => new ParameterSection("Post-Hedge");
|
||||
}
|
||||
|
||||
private static class Subsections {
|
||||
public static ParameterSection Throttle =>
|
||||
new ParameterSection("Throttle", true,
|
||||
"reduces re-quoting updates by defining a region on either side " +
|
||||
"of the working quoting order, inside which quote updates will not be sent.");
|
||||
|
||||
public static ParameterSection InsideMarketThrottleThresholds =>
|
||||
new ParameterSection("Inside Market Throttle Thresholds", true,
|
||||
"reduces re-quoting for quotes that are moving toward the inside market. " +
|
||||
"Orders moving toward the inside market are not re-quoted if:\n\n" +
|
||||
"i. New order is more than 'Ticks' away from the inside market or\n" +
|
||||
"ii. New order has not moved 'Min Move' away from the current price");
|
||||
|
||||
public static ParameterSection Payless =>
|
||||
new ParameterSection("Pay Less", true,
|
||||
"when the quantity at the level of the calculated hedge price is more than " +
|
||||
"'Threshold,' the hedge order is paid less by 'Payless Ticks.'");
|
||||
|
||||
public static ParameterSection Payup =>
|
||||
new ParameterSection("Pay Up", true,
|
||||
"when the quantity at the level of the calculated hedge price is less than " +
|
||||
"'Threshold,' then the hedge order is paid up by 'Payup Ticks.'");
|
||||
|
||||
public static ParameterSection TicksAwayCross =>
|
||||
new ParameterSection("Ticks Away Cross", true,
|
||||
"forces legged hedging orders to automatically cross the market if they get too " +
|
||||
"far away from the opposite inside market.If a legged hedge order's price gets 'Ticks' away " +
|
||||
"from the opposite inside market, it is re-priced to cross the opposite inside market by 'Cross Ticks.'");
|
||||
|
||||
public static ParameterSection TimeBasedCross =>
|
||||
new ParameterSection("Time Based Cross", true,
|
||||
"forces legged hedge orders to automatically cross the market, if they are still " +
|
||||
"working beyond a certain time period.If a hedge order is legged for 'Time(ms)', " +
|
||||
"it is re-priced to cross the opposite inside market by 'Cross Ticks.'");
|
||||
|
||||
public static ParameterSection OppositeMarketVolumeBasedCross =>
|
||||
new ParameterSection("Size Based Cross", true,
|
||||
"forces legged hedging orders to automatically cross the market if the volume " +
|
||||
"of the opposite inside market drops below the threhold. If opposite inside market volume drops below 'Threshold,' " +
|
||||
"it is re-priced to cross the opposite inside market by 'Cross Ticks.'");
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,51 +0,0 @@
|
||||
using bts.api;
|
||||
using mbts.collections;
|
||||
using mbts.ui.controls;
|
||||
using mbts.ui.spark;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Collections.ObjectModel;
|
||||
using System.Linq;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class SyntheticEditorVM {
|
||||
public interface IParameterRowVM {
|
||||
string display_name { get; }
|
||||
bool read_only { get; }
|
||||
ParameterSection[] section_path { get; }
|
||||
}
|
||||
|
||||
internal class RowVM : DataGridExRow<Security>, IParameterRowVM, IDisposable {
|
||||
readonly ObservantDictionary<Security, ICell, LegSpreaderParamsTuple> _cells;
|
||||
readonly Property<bool> _has_errors;
|
||||
|
||||
public RowVM(IRowModel model, ObservableCollection<LegSpreaderParamsTuple> legs) {
|
||||
display_name = model.display_name;
|
||||
section_path = model.section_path;
|
||||
for (int i = 0; i < section_count; i++)
|
||||
section_path[i].level = i;
|
||||
read_only = model.read_only;
|
||||
_has_errors = backing(nameof(has_errors), false);
|
||||
_cells = ObservantDictionary.Create(legs, l => l.leg.Security, model.create_cell, EqualityComparer.Create<Security, uint>(s => s.Id));
|
||||
_cells.ValueDestroyed += c => (c as IDisposable)?.Dispose();
|
||||
foreach (var c in _cells.Values) c.value_changed += () => _has_errors.set(model.has_errors(legs));
|
||||
}
|
||||
|
||||
public string display_name { get; }
|
||||
public ParameterSection[] section_path { get; }
|
||||
public int section_count => section_path.Length;
|
||||
public bool read_only { get; }
|
||||
public bool has_errors => _has_errors.Value;
|
||||
|
||||
public override object get_cell(Security col_key) =>
|
||||
_cells.TryGetValue(col_key, out ICell value) ? value : null;
|
||||
|
||||
public ParameterSection this[string section_no] =>
|
||||
int.TryParse(section_no, out int i) && i < section_path.Length ? section_path[i] : null;
|
||||
|
||||
public void Dispose() =>
|
||||
_cells.Values.OfType<IDisposable>().DisposeAll();
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,340 +0,0 @@
|
||||
using bts.api;
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using mbts.ui;
|
||||
using mbts.ui.shell;
|
||||
using mbts.ui.spark;
|
||||
using mbts.ui.utility;
|
||||
using mbts.user.settings;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Collections.ObjectModel;
|
||||
using System.ComponentModel;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Threading.Tasks;
|
||||
using System.Windows.Data;
|
||||
using System.Windows.Input;
|
||||
using System.Windows.Media;
|
||||
|
||||
namespace mbts.spark {
|
||||
/// <summary>
|
||||
/// The view model designed to serve as the DataContext for the SyntheticEditorView
|
||||
/// </summary>
|
||||
partial class SyntheticEditorVM : DisposableViewModelBase, IRequestViewClose, IRequestBindingSourceUpdate, IDisposable {
|
||||
readonly ObservableCollection<TickFactors> _available_tick_factors = new ObservableCollection<TickFactors>(TickUtils.all_present_ticks());
|
||||
readonly QuantityModel _quantity_model;
|
||||
readonly PriceMultiplierModel _price_mult_model;
|
||||
readonly List<IDisposable> _resources = new List<IDisposable>();
|
||||
readonly Property<bool> _has_working_orders, _can_add_leg;
|
||||
Security _synthetic;
|
||||
bool _set_name_automatically, _set_ticks_automatically, _set_quantities_automatically, _set_price_mults_automatically, _is_setting_quantities, _is_setting_price_mults;
|
||||
TickFactors _tick_factors;
|
||||
ExecutionStrategyImmutable _strategy;
|
||||
|
||||
/// <summary>
|
||||
/// Inititalizes a new instance of SyntheticEditorVM class. This constructor may only be used for already-existing synthetic securities (id must be non-zero).
|
||||
/// </summary>
|
||||
/// <param name="synthetic">The already-existing synthetic security who's strategy may be modified</param>
|
||||
/// <param name="strategy">The already-existing strategy that may be modified</param>
|
||||
public SyntheticEditorVM(SpreaderModel model, SecurityImmutable synthetic, ExecutionStrategyImmutable strategy, IObservable<bool> security_has_working_orders)
|
||||
: this(synthetic, strategy, false) {
|
||||
ExceptionAssert.InvalidOperation.That(synthetic.Id != 0, "This constructor may only be used for already-existing synthetic securities (id must be non-zero).");
|
||||
_tick_factors = TickUtils.get_regional_ticks(synthetic.ContractSpec).low_tick;
|
||||
title = $"Edit '{synthetic.Synthetic.Name}'";
|
||||
icon = Icons.ModifySynthetic;
|
||||
_has_working_orders = backing(nameof(has_working_orders), security_has_working_orders.ObserveOnDispatcher());
|
||||
var commit = new ObservantAsyncCommand(commit_async);
|
||||
_resources.Add(security_has_working_orders.Select(v => !v).ObserveOnDispatcher().Subscribe(commit));
|
||||
_resources.Add(_has_working_orders.ObserveOnDispatcher().Subscribe(vals => {
|
||||
if (vals.newval)
|
||||
set_error(nameof(has_working_orders), "Security has working orders");
|
||||
else clear_error(nameof(has_working_orders));
|
||||
}));
|
||||
this.commit = commit;
|
||||
|
||||
async Task commit_async() {
|
||||
await model.save_strategy(_synthetic.Id, get_strategy());
|
||||
RequestClose?.Invoke(this, new EventArgs());
|
||||
}
|
||||
}
|
||||
/// <summary>
|
||||
/// Initializes a new instance of SyntheticEditorVM class. This constructor may only be used for new synthetic securities (id must be zero).
|
||||
/// </summary>
|
||||
/// <param name="bus">The application bus</param>
|
||||
/// <param name="synthetic">The new synthetic security to create, or existing synthetic security who's strategy to modify, on commit</param>
|
||||
/// <param name="strategy">The new strategy to create, or existing strategy to modify, on commit</param>
|
||||
public SyntheticEditorVM(IBus bus, SpreaderModel model, SecurityImmutable synthetic, ExecutionStrategyImmutable strategy, bool override_auto_set_behavior = false)
|
||||
: this (synthetic, strategy, true) {
|
||||
ExceptionAssert.InvalidOperation.That(synthetic.Id == 0, "This constructor may only be used for new synthetic securities (id must be zero).");
|
||||
title = "Create Synthetic";
|
||||
icon = Icons.Synthetics;
|
||||
_has_working_orders = backing(nameof(has_working_orders), false);
|
||||
contract_picker_model = new ContractPickerModel(bus, false, null, new SecurityCriteria(new[] {
|
||||
new SecurityCriteriaClause() {
|
||||
exchanges = EnumHelper.get_values_except(Venue.Bts).ToLArray()
|
||||
}
|
||||
}));
|
||||
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),
|
||||
SyntheticDataHelper.Defaults.LegSpreaderParams
|
||||
));
|
||||
_close_new_leg_popup();
|
||||
}
|
||||
};
|
||||
remove_leg = new DelegateCommand<Security>(s => leg_tuples.removeFirst(l => l.leg.Security.Id == s.Id));
|
||||
commit = new AsyncCommand(commit_async, () => leg_count >= 2);
|
||||
|
||||
if (override_auto_set_behavior) {
|
||||
_set_name_automatically = false;
|
||||
_set_ticks_automatically = false;
|
||||
_set_quantities_automatically = false;
|
||||
_set_price_mults_automatically = false;
|
||||
_tick_factors = TickUtils.get_regional_ticks(_synthetic.ContractSpec).low_tick;
|
||||
} else {
|
||||
_deduce_name();
|
||||
_deduce_ticks();
|
||||
_deduce_quantities();
|
||||
_deduce_price_mults();
|
||||
}
|
||||
_validate_leg_count();
|
||||
leg_tuples.CollectionChanged += (s, e) => {
|
||||
if (_set_name_automatically) _deduce_name();
|
||||
if (_set_ticks_automatically) _deduce_ticks();
|
||||
if (_set_quantities_automatically) _deduce_quantities();
|
||||
if (_set_price_mults_automatically) _deduce_price_mults();
|
||||
commit.RaiseCanExecuteChanged();
|
||||
_validate_leg_count();
|
||||
};
|
||||
|
||||
async Task commit_async(){
|
||||
RequestUpdate?.Invoke();
|
||||
bool valid = true;
|
||||
if (string.IsNullOrWhiteSpace(name)) {
|
||||
flash_error_msg("Please enter a name", SparkUtils.UI.MessageFlashDuration, nameof(name)).ignore();
|
||||
valid = false;
|
||||
} else if (!await model.verify_name_is_unique(name)) {
|
||||
flash_error_msg("Name already taken", SparkUtils.UI.MessageFlashDuration, nameof(name)).ignore();
|
||||
valid = false;
|
||||
}
|
||||
if (_tick_factors == null || !_tick_factors.is_valid() || !_available_tick_factors.Contains(_tick_factors)) {
|
||||
flash_error_msg("Please select ticks", SparkUtils.UI.MessageFlashDuration, nameof(tick_factors)).ignore();
|
||||
valid = false;
|
||||
}
|
||||
if (valid) {
|
||||
_synthetic.Synthetic.Legs.Clear();
|
||||
_synthetic.Synthetic.Legs.AddRange(leg_tuples.Select(l => l.leg).OrderBy(l => l.Security, SecurityHelper.Comparer.Instance));
|
||||
_synthetic.Symbol = _deduce_symbol(_synthetic);
|
||||
double tick_frac = _tick_factors.tick_unit / _tick_factors.tick_base;
|
||||
_synthetic.ContractSpec.LowTick = tick_frac;
|
||||
_synthetic.ContractSpec.HighTick = tick_frac;
|
||||
_synthetic.ContractSpec.PriceBreak = double.MaxValue;
|
||||
uint? id = await model.create_synthetic(_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);
|
||||
if (success)
|
||||
bus.post(SparkTags.ShowLadderTag, smd);
|
||||
}
|
||||
RequestClose?.Invoke(this, new EventArgs());
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
SyntheticEditorVM(SecurityImmutable synthetic, ExecutionStrategyImmutable strategy, bool is_new) {
|
||||
this.is_new = is_new;
|
||||
_set_name_automatically = is_new;
|
||||
_set_ticks_automatically = is_new;
|
||||
_set_quantities_automatically = is_new;
|
||||
_set_price_mults_automatically = is_new;
|
||||
available_tick_factors_view = CollectionViewSource.GetDefaultView(_available_tick_factors);
|
||||
available_tick_factors_view.GroupDescriptions.Add(new PropertyGroupDescription(nameof(TickFactors.tick_base)));
|
||||
|
||||
_quantity_model = new QuantityModel(!is_new);
|
||||
_price_mult_model = new PriceMultiplierModel(!is_new);
|
||||
if (is_new) {
|
||||
_quantity_model.quantity_changed += () => {
|
||||
if (_set_name_automatically) _deduce_name();
|
||||
if (!_is_setting_quantities) {
|
||||
_set_quantities_automatically = false;
|
||||
_set_price_mults_automatically = false;
|
||||
}
|
||||
_is_setting_quantities = false;
|
||||
};
|
||||
_price_mult_model.price_mult_changed += () => {
|
||||
if (!_is_setting_price_mults) {
|
||||
_set_price_mults_automatically = false;
|
||||
_set_quantities_automatically = false;
|
||||
}
|
||||
_is_setting_price_mults = false;
|
||||
};
|
||||
_can_add_leg = backing(nameof(can_add_leg), leg_tuples.ObserveSelf().Select(_ => leg_count < 2), leg_count < 2);
|
||||
} else {
|
||||
_can_add_leg = backing(nameof(can_add_leg), false);
|
||||
}
|
||||
var quote_throttle_outside_ticks = new QuoteThrottleOutsideTicksModel();
|
||||
var quote_throttle_inside_ticks = new QuoteThrottleInsideTicksModel();
|
||||
|
||||
var quote_inside_market_throttle_ticks = new QuoteInsideMarketThrottleTicksModel();
|
||||
var quote_inside_market_throttle_min_move = new QuoteInsideMarketThrottleMinMoveModel();
|
||||
|
||||
var pre_hedge_payless_threshold = new PreHedgePaylessThresholdModel();
|
||||
var pre_hedge_payless_ticks = new PreHedgePaylessTicksModel();
|
||||
|
||||
var pre_hedge_payup_threshold = new PreHedgePayupThresholdModel();
|
||||
var pre_hedge_payup_ticks = new PreHedgePayupTicksModel();
|
||||
|
||||
var post_hedge_price_based_cross_ticks = new PostHedgePriceBasedCrossTicksModel();
|
||||
var post_hedge_price_based_cross_market_ticks = new PostHedgePriceBasedCrossMarketTicksModel();
|
||||
|
||||
var post_hedge_time_based_cross_ticks = new PostHedgeTimeBasedCrossMarketTicksModel();
|
||||
var post_hedge_time_based_cross_time = new PostHedgeTimeBasedCrossTimeModel();
|
||||
|
||||
var post_hedge_opposite_market_based_cross_threshold = new PostHedgeOppositeMarketVolumeBasedCrossThresholdModel();
|
||||
var post_hedge_opposite_market_based_cross_cross_ticks = new PostHedgeOppositeMarketVolumeBasedCrossCrossTicksModel();
|
||||
rows = new IRowModel[] {
|
||||
_quantity_model,
|
||||
_price_mult_model,
|
||||
new IsQuoteModel(),
|
||||
new HedgeRatioModel(),
|
||||
new QuoteThrottleEnabledModel(quote_throttle_inside_ticks, quote_throttle_outside_ticks),
|
||||
quote_throttle_inside_ticks,
|
||||
quote_throttle_outside_ticks,
|
||||
//new QuoteInsideMarketThrottleEnabledModel(quote_inside_market_throttle_ticks, quote_inside_market_throttle_min_move),
|
||||
//quote_inside_market_throttle_ticks,
|
||||
//quote_inside_market_throttle_min_move,
|
||||
//new MaxTicksInsideMarketModel(),
|
||||
new PreHedgePaylessEnabledModel(pre_hedge_payless_threshold, pre_hedge_payless_ticks),
|
||||
pre_hedge_payless_threshold,
|
||||
pre_hedge_payless_ticks,
|
||||
new PreHedgePayupEnabledModel(pre_hedge_payup_threshold, pre_hedge_payup_ticks),
|
||||
pre_hedge_payup_threshold,
|
||||
pre_hedge_payup_ticks,
|
||||
new PostHedgePriceBasedCrossEnabledModel(post_hedge_price_based_cross_ticks, post_hedge_price_based_cross_market_ticks),
|
||||
post_hedge_price_based_cross_ticks,
|
||||
post_hedge_price_based_cross_market_ticks,
|
||||
new PostHedgeTimeBasedCrossEnabledModel(post_hedge_time_based_cross_time, post_hedge_time_based_cross_ticks),
|
||||
post_hedge_time_based_cross_time,
|
||||
post_hedge_time_based_cross_ticks,
|
||||
new PostHedgeOppositeMarketVolumeBasedCrossEnabledModel(post_hedge_opposite_market_based_cross_threshold, post_hedge_opposite_market_based_cross_cross_ticks),
|
||||
post_hedge_opposite_market_based_cross_threshold,
|
||||
post_hedge_opposite_market_based_cross_cross_ticks
|
||||
}.Select(m => new RowVM(m, leg_tuples)).ToList();
|
||||
set_synthetic(synthetic, strategy);
|
||||
}
|
||||
|
||||
public event EventHandler RequestClose;
|
||||
public event Action RequestUpdate;
|
||||
|
||||
public string title { get; }
|
||||
public ImageSource icon { get; }
|
||||
public string name {
|
||||
get => _synthetic.Synthetic.Name;
|
||||
set {
|
||||
_synthetic.Synthetic.Name = value;
|
||||
_set_name_automatically = false;
|
||||
RaisePropertyChanged();
|
||||
}
|
||||
}
|
||||
public TickFactors tick_factors {
|
||||
get => _tick_factors;
|
||||
set {
|
||||
_tick_factors = value;
|
||||
_set_ticks_automatically = false;
|
||||
RaisePropertyChanged();
|
||||
}
|
||||
}
|
||||
public bool has_working_orders => _has_working_orders.Value;
|
||||
public bool is_new { get; }
|
||||
public bool is_new_leg_popup_open { get; set; }
|
||||
public bool can_add_leg => _can_add_leg.Value;
|
||||
public SyntheticContract.Types.PriceCalc price_calc { get => _synthetic.Synthetic.PriceCalc; set => _synthetic.Synthetic.PriceCalc = value; }
|
||||
public ObservableCollection<LegSpreaderParamsTuple> leg_tuples { get; } = new ObservableCollection<LegSpreaderParamsTuple>();
|
||||
public int leg_count => leg_tuples.Count;
|
||||
public IReadOnlyCollection<RowVM> rows { get; }
|
||||
public IRaiseCanExecuteChangedCommand commit { get; }
|
||||
public ICommand remove_leg { get; }
|
||||
public ContractPickerModel contract_picker_model { get; }
|
||||
public ICollectionView available_tick_factors_view { get; }
|
||||
|
||||
public ExecutionStrategyImmutable get_strategy() {
|
||||
var mutable_strategy = _strategy.CloneToMutable();
|
||||
mutable_strategy.LegParamsMap.Clear();
|
||||
foreach (var lt in leg_tuples) mutable_strategy.LegParamsMap.Add(lt.leg.Security.Id, lt.leg_params);
|
||||
return new ExecutionStrategyImmutable(mutable_strategy);
|
||||
}
|
||||
|
||||
public void set_synthetic(SecurityImmutable synthetic, ExecutionStrategyImmutable strategy) {
|
||||
_synthetic = synthetic.CloneToMutable();
|
||||
_synthetic.Exchange = Venue.Bts;
|
||||
_strategy = strategy;
|
||||
leg_tuples.SetItems(_get_legs(_synthetic, strategy));
|
||||
RaisePropertyChanged(nameof(name), nameof(tick_factors));
|
||||
}
|
||||
|
||||
protected override void Dispose(bool disposing) {
|
||||
foreach (var r in rows) r.Dispose();
|
||||
contract_picker_model?.Dispose();
|
||||
Disposable.dispose(_resources);
|
||||
base.Dispose(disposing);
|
||||
}
|
||||
|
||||
static string _deduce_symbol(SecurityImmutable security) {
|
||||
if (!string.IsNullOrWhiteSpace(security.Symbol)) return security.Symbol;
|
||||
if (security.Synthetic.Legs.Count() > 0) return security.Synthetic.Legs.First().Security.Symbol;
|
||||
return string.Empty;
|
||||
}
|
||||
|
||||
static IEnumerable<LegSpreaderParamsTuple> _get_legs(Security synthetic, ExecutionStrategyImmutable strategy) =>
|
||||
synthetic.Synthetic.Legs
|
||||
.OrderBy(l => l.Security, SecurityHelper.Comparer.Instance)
|
||||
.Select(l => new LegSpreaderParamsTuple(l, strategy.LegParamsMap[l.Security.Id].Clone()));
|
||||
|
||||
void _close_new_leg_popup() {
|
||||
is_new_leg_popup_open = false;
|
||||
RaisePropertyChanged(nameof(is_new_leg_popup_open));
|
||||
}
|
||||
|
||||
void _deduce_name() {
|
||||
_synthetic.Synthetic.Name = SecurityFormatter.format_contract_legs(leg_tuples.Select(l => new ContractLegImmutable(l.leg)));
|
||||
RaisePropertyChanged(nameof(name));
|
||||
}
|
||||
|
||||
void _deduce_price_mults() {
|
||||
if (leg_tuples.Count == 2) {
|
||||
_is_setting_price_mults = true;
|
||||
_price_mult_model.override_value(leg_tuples[1], -1);
|
||||
} else if (leg_tuples.Count == 3) {
|
||||
_is_setting_price_mults = true;
|
||||
_price_mult_model.override_value(leg_tuples[1], -2);
|
||||
}
|
||||
}
|
||||
|
||||
void _deduce_quantities() {
|
||||
if (leg_tuples.Count == 2) {
|
||||
_is_setting_quantities = true;
|
||||
_quantity_model.override_value(leg_tuples[1], -1);
|
||||
} else if (leg_tuples.Count == 3) {
|
||||
_is_setting_quantities = true;
|
||||
_quantity_model.override_value(leg_tuples[1], -2);
|
||||
}
|
||||
}
|
||||
|
||||
void _deduce_ticks() {
|
||||
_tick_factors = TickUtils.deduce_ticks(leg_tuples.Select(l => l.leg.Security.ContractSpec));
|
||||
if (_tick_factors != null && !_available_tick_factors.Contains(tick_factors))
|
||||
_available_tick_factors.Add(_tick_factors);
|
||||
RaisePropertyChanged(nameof(tick_factors));
|
||||
}
|
||||
|
||||
void _validate_leg_count() {
|
||||
if (leg_count < 2) set_error(nameof(leg_count), "Please select 2 or more legs");
|
||||
else clear_error(nameof(leg_count));
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,107 +0,0 @@
|
||||
using bts.api;
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using mbts.spark.filters;
|
||||
using mbts.ui;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Windows.Input;
|
||||
using static bts.shell.SyntheticManagementWindowFactory;
|
||||
|
||||
namespace mbts.spark {
|
||||
class SyntheticManagementDialogVM : SecurityMDGrid<SyntheticManagementDialogVM.Row, (ExecutionStrategyImmutable? strategy, SecurityMD md)> {
|
||||
readonly IBus _bus;
|
||||
readonly OrdersModel _orders_model;
|
||||
|
||||
public SyntheticManagementDialogVM(IBus bus, OrdersModel orders_model) : this(bus, orders_model, null, null) { }
|
||||
public SyntheticManagementDialogVM(IBus bus, OrdersModel orders_model, IReadOnlyCollection<SortingCriteria> sorting, FilterStates filters)
|
||||
: base(orders_model.spreader.strategy_tuple.Select(map => map.Values), sorting) {
|
||||
_bus = bus;
|
||||
_orders_model = orders_model;
|
||||
if (filters != null) {
|
||||
create_time_filter.load_state(filters.create_time);
|
||||
name_filter.load_state(filters.name);
|
||||
description_filter.load_state(filters.description);
|
||||
n_legs_filter.load_state(filters.n_legs);
|
||||
n_working_orders_filter.load_state(filters.n_working_orders);
|
||||
}
|
||||
_dispose = DataGridFilterHelper.hook_filters(rows_view, create_time_filter, name_filter, description_filter, n_legs_filter, n_working_orders_filter);
|
||||
}
|
||||
|
||||
protected override Row row_factory((ExecutionStrategyImmutable? strategy, SecurityMD md) row_model) =>
|
||||
new Row(_bus, row_model.md, row_model.strategy, _orders_model);
|
||||
|
||||
protected override void on_row_removed(Row row) => row.Dispose();
|
||||
|
||||
#region Filters
|
||||
public IDataGridColumnPersistentFilter<Row, TimeFilterTuple> create_time_filter { get; } = new TimeFilterVM<Row>(r => r.create_time, nameof(Row.create_time));
|
||||
public IDataGridColumnPersistentFilter<Row, string> name_filter { get; } = new RegexFilterVM<Row>(r => r.name, nameof(Row.name));
|
||||
public IDataGridColumnPersistentFilter<Row, string> description_filter { get; } = new RegexFilterVM<Row>(r => r.description, nameof(Row.description));
|
||||
public IDataGridColumnPersistentFilter<Row, IntMinMaxState> n_legs_filter { get; } = new IntMinMax<Row>(r => r.n_legs, nameof(Row.n_legs));
|
||||
public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> n_working_orders_filter { get; } = new UIntMinMax<Row>(r => r.n_working_orders, nameof(Row.n_legs));
|
||||
|
||||
public FilterStates get_filter_states() =>
|
||||
new FilterStates {
|
||||
description = description_filter.get_state(),
|
||||
create_time = create_time_filter.get_state(),
|
||||
name = name_filter.get_state(),
|
||||
n_legs = n_legs_filter.get_state(),
|
||||
n_working_orders = n_working_orders_filter.get_state()
|
||||
};
|
||||
#endregion
|
||||
|
||||
public class Row : SecurityMDRow, IEquatable<Row> {
|
||||
public readonly ExecutionStrategyImmutable? strategy;
|
||||
|
||||
readonly IBus _bus;
|
||||
readonly Property<uint> _n_working_orders;
|
||||
|
||||
public Row(IBus bus, SecurityMD security_md, ExecutionStrategyImmutable? strategy, OrdersModel orders_model) : base(security_md) {
|
||||
_bus = bus;
|
||||
this.strategy = strategy;
|
||||
_n_working_orders = backing(nameof(n_working_orders),
|
||||
orders_model.on_security_orders(security_key)
|
||||
.Select(t => (uint)(t.state
|
||||
.Where(kv => kv.Value.is_active())
|
||||
.Count())
|
||||
).ObserveOnDispatcher());
|
||||
name = security.Synthetic.Name;
|
||||
n_legs = security.Synthetic.Legs.Count();
|
||||
description = SecurityFormatter.format_contract_legs(security.Synthetic.Legs);
|
||||
show_ladder = new DelegateCommand(_show_ladder);
|
||||
show_order_book = new DelegateCommand(_show_order_book);
|
||||
}
|
||||
|
||||
public DateTime create_time => DateTime.MinValue; //TODO
|
||||
public string name { get; }
|
||||
public int n_legs { get; }
|
||||
public string description { get; }
|
||||
public bool strategy_present => strategy.HasValue;
|
||||
public uint n_working_orders => _n_working_orders.Value;
|
||||
public ICommand show_ladder { get; }
|
||||
public ICommand show_order_book { get; }
|
||||
|
||||
public bool Equals(Row other) =>
|
||||
other != null &&
|
||||
other.security_key == security_key;
|
||||
|
||||
public override bool Equals(object obj) =>
|
||||
Equals(obj as Row);
|
||||
|
||||
public override int GetHashCode() =>
|
||||
security_key.GetHashCode();
|
||||
|
||||
void _show_ladder() =>
|
||||
_bus.post(SparkTags.ShowLadderTag, md);
|
||||
|
||||
void _show_order_book() =>
|
||||
_bus.post(SparkTags.ShowOrderBookTag, new OrderBookWindowFactory.OrderBookStartupData {
|
||||
filters = new OrderBookWindowFactory.FilterStates {
|
||||
security_criteria = new SecurityCriteria(security)
|
||||
}
|
||||
});
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,24 +0,0 @@
|
||||
using mbts.ui;
|
||||
using mbts.ui.controls;
|
||||
using System.Collections.Generic;
|
||||
using System.Windows.Media;
|
||||
|
||||
namespace bts.shell {
|
||||
public static class ActivityLogCategory {
|
||||
public static ILogViewerCategory order = new LogViewerCategory("Order", BTSColors.Orders.sent_brush);
|
||||
public static ILogViewerCategory fill = new LogViewerCategory("Fill", BTSColors.Orders.filled_dark_brush);
|
||||
public static ILogViewerCategory cancel = new LogViewerCategory("Cancel", BTSColors.Orders.working_cancel_brush);
|
||||
public static ILogViewerCategory modify = new LogViewerCategory("Modify", BTSColors.Orders.modified_brush);
|
||||
public static ILogViewerCategory warn = new LogViewerCategory("Warn", Brushes.Gold);
|
||||
|
||||
public static IEnumerable<ILogViewerCategory> all_categories {
|
||||
get {
|
||||
yield return order;
|
||||
yield return fill;
|
||||
yield return cancel;
|
||||
yield return modify;
|
||||
yield return warn;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,49 +0,0 @@
|
||||
using bts.api;
|
||||
using bts.spark;
|
||||
using mbts;
|
||||
using mbts.ui;
|
||||
using mbts.ui.controls;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Text;
|
||||
using System.Threading.Tasks;
|
||||
using System.Windows;
|
||||
using System.Windows.Media;
|
||||
|
||||
namespace bts.shell
|
||||
{
|
||||
class ActivityLogWindow : SparkWindow<ActivityWindowState>, ISharedWindow {
|
||||
const string _window_type = "ActivityLog";
|
||||
readonly IObservable<LogViewerMessage> _message_src;
|
||||
readonly LogViewerMessageCollection _messages = new LogViewerMessageCollection();
|
||||
IDisposable _dispose;
|
||||
LogViewer _content;
|
||||
|
||||
public ActivityLogWindow(IObservable<LogViewerMessage> messages, IBus bus, ActivityWindowFactory isw)
|
||||
: base("Activity Log", bus, isw, SparkCommands.ShowActivityLog.icon) {
|
||||
_message_src = messages;
|
||||
}
|
||||
|
||||
public override string window_type => _window_type;
|
||||
public override ActivityWindowState SaveState => new ActivityWindowState();
|
||||
|
||||
public override UIElement Content => _content;
|
||||
|
||||
public string thread_id => nameof(ActivityLogWindow);
|
||||
|
||||
public override void Dispose() {
|
||||
Disposable.dispose(ref _dispose);
|
||||
}
|
||||
|
||||
public void thread_init() {
|
||||
_dispose = _message_src.ObserveOnDispatcher().Subscribe(_messages.AddLog);
|
||||
_content =
|
||||
new LogViewer {
|
||||
ItemsSource = _messages,
|
||||
Categories = ActivityLogCategory.all_categories
|
||||
};
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,48 +0,0 @@
|
||||
using System;
|
||||
using System.Reactive.Linq;
|
||||
using System.Reactive.Subjects;
|
||||
using System.Threading.Tasks;
|
||||
using bts.api;
|
||||
using bts.shell;
|
||||
using mbts;
|
||||
using mbts.spark;
|
||||
using mbts.ui;
|
||||
using mbts.ui.controls;
|
||||
|
||||
namespace bts.shell {
|
||||
|
||||
internal class ActivityWindowFactory : ShellWindowFactory<ActivityWindowState> {
|
||||
readonly IBus _bus;
|
||||
readonly IConnectableObservable<LogViewerMessage> messages;
|
||||
|
||||
public ActivityWindowFactory(IShellModule owner, IBus bus) : base(owner, "Activity Window") {
|
||||
_bus = bus;
|
||||
messages = bus.subscribe(SparkTags.LogActivity)
|
||||
.Select(a => new LogViewerMessage(a.category, $"{a.security}: {a.message}"))
|
||||
.Replay(512);
|
||||
_dispose = Disposable.Create(
|
||||
bus.subscribe(SparkTags.ShowActivityLog).Subscribe(show_log),
|
||||
messages.Connect(),
|
||||
messages.Subscribe(msg => Logger.info(log.Subsystem.Ui, msg.message))
|
||||
);
|
||||
}
|
||||
|
||||
public void show_log(SparkTags.Nothing _) {
|
||||
_bus.post(SparkTags.ShowWindow, create_window());
|
||||
}
|
||||
|
||||
private IShellWindow create_window() {
|
||||
return new ActivityLogWindow(messages, _bus, this);
|
||||
}
|
||||
|
||||
public override Task<IShellWindow> load(ActivityWindowState state) {
|
||||
return Task.FromResult(create_window());
|
||||
}
|
||||
}
|
||||
|
||||
[ProtoBuf.ProtoContract]
|
||||
class ActivityWindowState {
|
||||
// nothing yet
|
||||
}
|
||||
|
||||
}
|
||||
@@ -1,54 +0,0 @@
|
||||
using mbts.ui;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.ComponentModel.Composition;
|
||||
using System.Linq;
|
||||
using System.Text;
|
||||
using System.Threading.Tasks;
|
||||
using bts.spark;
|
||||
using System.IO;
|
||||
using System.Windows.Media;
|
||||
using bts.api;
|
||||
using mbts;
|
||||
using mbts.spark;
|
||||
using System.Reactive.Linq;
|
||||
using static mbts.ui.shell.ProtoBufSerializationHelper;
|
||||
|
||||
namespace bts.shell {
|
||||
[Export(typeof(IShellModule))]
|
||||
class HelpShellModule : IShellModule {
|
||||
IDisposable _dispose;
|
||||
|
||||
[ImportingConstructor]
|
||||
public HelpShellModule(IBus bus, IBrowserWindowManager browser) {
|
||||
_awf = new ActivityWindowFactory(this, bus);
|
||||
_dispose = Disposable.Create(
|
||||
bus.subscribe(SparkTags.ShowUri).ObserveOnDispatcher().Subscribe(u => browser.Pages.Add(u))
|
||||
);
|
||||
}
|
||||
|
||||
ActivityWindowFactory _awf;
|
||||
|
||||
public ImageSource icon => Icons.Support;
|
||||
|
||||
public string name => "Help";
|
||||
|
||||
public int priority => 50;
|
||||
|
||||
public IEnumerable<SparkCommand> actions => new[] {
|
||||
//SparkCommands.ShowManual,
|
||||
//SparkCommands.ShowAuditLogs,
|
||||
//SparkCommands.ShowDiagnostics,
|
||||
SparkCommands.ShowReportIssue.complete("Created from launcher"),
|
||||
SparkCommands.ShowAboutSpark,
|
||||
SparkCommands.ShowActivityLog
|
||||
};
|
||||
|
||||
public Task<IShellWindow> create(Stream load_stream) {
|
||||
return dispatch_to_factory(load_stream, _awf);
|
||||
}
|
||||
|
||||
public void Dispose() {
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,168 +0,0 @@
|
||||
using bts.api;
|
||||
using bts.api.orderman;
|
||||
using bts.spark;
|
||||
using mbts.spark.filters;
|
||||
using mbts.spark.utilities;
|
||||
using mbts.ui;
|
||||
using mbts.ui.utility;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Collections.ObjectModel;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Windows.Data;
|
||||
using static bts.shell.FillsWindowFactory;
|
||||
using static mbts.ui.controls.DIYGrid;
|
||||
using static mbts.ui.spark.FillsView;
|
||||
using OrderType = bts.api.orderman.CustomOrderDefinition.CustomOneofCase;
|
||||
|
||||
namespace mbts.spark {
|
||||
class FillsVM : SecurityGrid<FillsVM.Row, FillTuple> {
|
||||
readonly OrdersModel _model;
|
||||
|
||||
public FillsVM(IBus bus, OrdersModel model, StartupData state)
|
||||
: this(bus, model, _get_observable(bus, model, state), state.sorting_criteria, state.filters) { }
|
||||
|
||||
FillsVM(IBus bus, OrdersModel model, IObservable<ITableUpdateTransform<FillTuple, string>> fills_source, IReadOnlyCollection<SortingCriteria> sorting_criteria, FilterStates filters)
|
||||
: base(RXCollection.CreateTableUpdate(fills_source), sorting_criteria) {
|
||||
_model = model;
|
||||
account_filter = DiscreteValuesFilterVM.Create<Row, string>(_model.factory.subscribe_accounts(), r => r.account, nameof(Row.account));
|
||||
user_filter = DiscreteValuesFilterVM.Create<Row, string>(_model.factory.subscribe_users(), r => r.user, nameof(Row.user));
|
||||
security_filter = DiscreteValuesFilterVM.Create<Row, SecurityImmutable, SecurityCriteria>(
|
||||
fills_source.with_respect_to(ft => ft.security ?? SecurityDataHelper.Defaults.SecurityImmutable, s => s.Id, ft => ft.key).Select(t => (t.added, t.removed)),
|
||||
r => r.security,
|
||||
SecurityCriteria.from_securities,
|
||||
SecurityCriteria.get_to_securities(bus),
|
||||
nameof(Row.security),
|
||||
SecurityDataHelper.EqualityComparer.IDComparer,
|
||||
Comparer<SecurityImmutable>.Default
|
||||
);
|
||||
if (filters != null) {
|
||||
fill_time_filter.load_state(filters.fill_time);
|
||||
time_in_force_filter.load_state(filters.time_in_force);
|
||||
order_type_filter.load_state(filters.order_type);
|
||||
account_filter.load_state(filters.account);
|
||||
user_filter.load_state(filters.user);
|
||||
exchange_filter.load_state(filters.exchange);
|
||||
security_filter.load_state(filters.security);
|
||||
side_filter.load_state(filters.side);
|
||||
price_filter.load_state(filters.price);
|
||||
size_filter.load_state(filters.size);
|
||||
fill_key_filter.load_state(filters.fill_key);
|
||||
order_key_filter.load_state(filters.order_key);
|
||||
security_key_filter.load_state(filters.security_key);
|
||||
} else {
|
||||
fill_time_filter.load_state(
|
||||
new TimeFilterTuple(ui.controls.TimeFilterMode.CMEOpen,
|
||||
TimeTextTuple.FromDateTime(DateTime.Today),
|
||||
TimeTextTuple.FromDateTime(DateTime.Today.AddDays(1))
|
||||
)
|
||||
);
|
||||
}
|
||||
// columns
|
||||
add_col(Columns.Security, DefaultColumnHeaders.Security, r => r.security.ToString(), nameof(Row.security), security_filter, DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.Security);
|
||||
add_col(Columns.FillTime, DefaultColumnHeaders.FillTime, r => r.fill_time.ToString("M/d h:mm:ss tt"), nameof(Row.fill_time), fill_time_filter, DataGridFilterKnownTemplates.TimeFilter, DefaultColumnWidths.Time);
|
||||
add_col(Columns.User, DefaultColumnHeaders.User, r => r.user, nameof(Row.user), user_filter, DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.User);
|
||||
add_col(Columns.Account, DefaultColumnHeaders.Account, r => r.account, nameof(Row.account), account_filter, DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.Account);
|
||||
add_col(Columns.Exchange, DefaultColumnHeaders.Exchange, r => r.exchange.ToString(), nameof(Row.exchange), exchange_filter, DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.Exchange);
|
||||
add_col(Columns.TimeInForce, DefaultColumnHeaders.TimeInForce, r => r.time_in_force.ToString(), nameof(Row.time_in_force), time_in_force_filter, DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.TimeInForce);
|
||||
columns.Add(new OrderTypeColumn<Columns>(Columns.OrderType, new Binding(nameof(Row.order_type)), new Binding(nameof(Row.order_metadata)), order_type_filter) { sort_member_path = nameof(Row.order_type) });
|
||||
columns.Add(new SideColumn<Row, Columns>(Columns.Side, r => r.side, side_filter) { sort_member_path = nameof(Row.side) });
|
||||
add_col(Columns.Size, DefaultColumnHeaders.Size, r => r.size.ToString(), nameof(Row.size), size_filter, DataGridFilterKnownTemplates.UIntMinMax, DefaultColumnWidths.Size);
|
||||
add_col(Columns.Price, DefaultColumnHeaders.Price, r => r.format_price(r.price), nameof(Row.price), price_filter, DataGridFilterKnownTemplates.DoubleMinMax, DefaultColumnWidths.Price);
|
||||
add_col(Columns.FillKey, DefaultColumnHeaders.FillKey, r => r.fill_key.ToString(), nameof(Row.fill_key), fill_key_filter, DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.FillKey);
|
||||
add_col(Columns.OrderKey, DefaultColumnHeaders.OrderKey, r => r.order_key.ToString(), nameof(Row.order_key), order_key_filter, DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.OrderKey);
|
||||
add_col(Columns.SecurityKey, DefaultColumnHeaders.SecurityKey, r => r.security_key.ToString(), nameof(Row.security_key), security_key_filter, DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.SecurityKey);
|
||||
//
|
||||
void add_col(Columns col_key, string header, Func<Row, string> get_text, string prop, IDataGridColumnFilter filter, string filter_template, double width) =>
|
||||
columns.Add(new RenderTextColumn<Row, Columns>(col_key, get_text, filter, filter_template) {
|
||||
Header = header,
|
||||
sort_member_path = prop,
|
||||
Width = width
|
||||
});
|
||||
//
|
||||
_resources.Add(DataGridFilterHelper.hook_filters(rows_view,
|
||||
fill_time_filter, time_in_force_filter, order_type_filter, account_filter, user_filter, exchange_filter,
|
||||
security_filter, side_filter, price_filter, size_filter, fill_key_filter, order_key_filter, security_key_filter
|
||||
));
|
||||
}
|
||||
|
||||
public ObservableCollection<ColumnBase> columns { get; } = new ObservableCollection<ColumnBase>();
|
||||
|
||||
#region Filters
|
||||
public IDataGridColumnPersistentFilter<Row, TimeFilterTuple> fill_time_filter { get; } = new TimeFilterVM<Row>(r => r.fill_time, nameof(Row.fill_time));
|
||||
public IDataGridColumnPersistentFilter<Row, TimeInForce[]> time_in_force_filter { get; } = DiscreteValuesFilterVM.Create<Row, TimeInForce>(EnumHelper.get_values<TimeInForce>().ToLArray(), r => r.time_in_force, nameof(Row.time_in_force));
|
||||
public IDataGridColumnPersistentFilter<Row, OrderType[]> order_type_filter { get; } = DiscreteValuesFilterVM.Create<Row, OrderType>(EnumHelper.get_values<OrderType>().ToLArray(), r => r.order_type, nameof(Row.order_type));
|
||||
public IDataGridColumnPersistentFilter<Row, string[]> account_filter { get; }
|
||||
public IDataGridColumnPersistentFilter<Row, string[]> user_filter { get; }
|
||||
public IDataGridColumnPersistentFilter<Row, Venue[]> exchange_filter { get; } = DiscreteValuesFilterVM.Create<Row, Venue>(EnumHelper.get_values<Venue>().ToLArray(), r => r.exchange, nameof(Row.exchange));
|
||||
public IDataGridColumnPersistentFilter<Row, SecurityCriteria> security_filter { get; }
|
||||
public IDataGridColumnPersistentFilter<Row, Side[]> side_filter { get; } = DiscreteValuesFilterVM.Create<Row, Side>(new[] { Side.Buy, Side.Sell }, r => r.side, nameof(Row.side));
|
||||
public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> price_filter { get; } = new DoubleMinMax<Row>(r => r.price, nameof(Row.price));
|
||||
public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> size_filter { get; } = new DoubleMinMax<Row>(r => r.size, nameof(Row.size));
|
||||
public IDataGridColumnPersistentFilter<Row, string> fill_key_filter { get; } = new RegexFilterVM<Row>(r => r.fill_key, nameof(Row.fill_key));
|
||||
public IDataGridColumnPersistentFilter<Row, string> order_key_filter { get; } = new RegexFilterVM<Row>(r => r.order_key.ToString(), nameof(Row.order_key));
|
||||
public IDataGridColumnPersistentFilter<Row, string> security_key_filter { get; } = new RegexFilterVM<Row>(r => r.security_key.ToString(), nameof(Row.security_key));
|
||||
|
||||
public FilterStates get_filters() =>
|
||||
new FilterStates {
|
||||
fill_time = fill_time_filter.get_state(),
|
||||
time_in_force = time_in_force_filter.get_state(),
|
||||
order_type = order_type_filter.get_state(),
|
||||
account = account_filter.get_state(),
|
||||
user = user_filter.get_state(),
|
||||
exchange = exchange_filter.get_state(),
|
||||
security = security_filter.get_state(),
|
||||
side = side_filter.get_state(),
|
||||
price = price_filter.get_state(),
|
||||
size = size_filter.get_state(),
|
||||
fill_key = fill_key_filter.get_state(),
|
||||
order_key = order_key_filter.get_state(),
|
||||
security_key = security_key_filter.get_state()
|
||||
};
|
||||
#endregion
|
||||
|
||||
protected override Row row_factory(FillTuple row_model) => new Row(row_model, _model);
|
||||
protected override IEnumerable<SortingCriteria> get_default_sorting() { yield return new SortingCriteria(nameof(Row.fill_time), false); }
|
||||
|
||||
static IObservable<ITableUpdateTransform<FillTuple, string>> _get_observable(IBus bus, OrdersModel model, StartupData state) {
|
||||
if (state.orders != null && state.orders.Length == 0) {
|
||||
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;
|
||||
}
|
||||
|
||||
public class Row : SecurityRow, IEquatable<Row>, IRowVM {
|
||||
readonly OrdersModel _model;
|
||||
readonly FillImmutable _fill;
|
||||
readonly OrderRecordImmutable _order;
|
||||
|
||||
public Row(FillTuple fill_tuple, OrdersModel model) : base(fill_tuple.security ?? SecurityDataHelper.Defaults.Security) {
|
||||
_fill = fill_tuple.fill;
|
||||
_order = fill_tuple.order ?? OrderDataHelper.Defaults.OrderRecordImmutable;
|
||||
_model = model;
|
||||
}
|
||||
|
||||
public DateTime fill_time => _fill.Timestamp.ToDateTimeOffset().LocalDateTime;
|
||||
public TimeInForce time_in_force => _order.Def.TimeInForce;
|
||||
public OrderType order_type => _order.Def.CustomDef.CustomCase;
|
||||
public OrderMetadata order_metadata => _model.factory.get_metadata(_order.Def.CustomDef.CustomCase);
|
||||
public string account => _order.Def.Account;
|
||||
public string user => _order.Def.User;
|
||||
public Venue exchange => security.Exchange;
|
||||
public Side side => _fill.Side;
|
||||
public double price => _fill.LastPrice;
|
||||
public double size => _fill.LastShares;
|
||||
public string fill_key => _fill.FillKey;
|
||||
public string order_key => _order.Key.ToString();
|
||||
|
||||
public bool Equals(Row other) => other != null && other._fill.Equals(_fill) && other._order.Equals(_order);
|
||||
public override bool Equals(object obj) => Equals(obj as Row);
|
||||
public override int GetHashCode() => _fill.FillKey.GetHashCode() ^ _order.Key.GetHashCode();
|
||||
|
||||
public event Action invalidated;
|
||||
void _raise_invalidated() => invalidated?.Invoke();
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,47 +0,0 @@
|
||||
<UserControl
|
||||
x:Class="mbts.ui.spark.FillsView"
|
||||
x:ClassModifier="internal"
|
||||
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
|
||||
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
|
||||
xmlns:c="clr-namespace:mbts.ui.controls"
|
||||
xmlns:usp="clr-namespace:mbts.ui.spark"
|
||||
xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
|
||||
FocusManager.IsFocusScope="True"
|
||||
Background="{StaticResource CommonBackground}"
|
||||
>
|
||||
<UserControl.Resources>
|
||||
<ResourceDictionary>
|
||||
<ResourceDictionary.MergedDictionaries>
|
||||
<ResourceDictionary Source="/view/Controls/DataGridEx/Filters/Views/FilterTemplates.xaml"/>
|
||||
</ResourceDictionary.MergedDictionaries>
|
||||
<uspcv:TickDisplayConverter x:Key="TickDisplayConverter"/>
|
||||
</ResourceDictionary>
|
||||
</UserControl.Resources>
|
||||
<AdornerDecorator>
|
||||
<Grid>
|
||||
<c:DIYGrid
|
||||
x:Name="_grid"
|
||||
Columns="{Binding columns}"
|
||||
CurrentRow="{Binding current_row}"
|
||||
Rows="{Binding rows_view}"
|
||||
>
|
||||
<c:DIYGrid.InputBindings>
|
||||
<MouseBinding MouseAction="LeftDoubleClick" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
|
||||
<KeyBinding Key="Return" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
|
||||
</c:DIYGrid.InputBindings>
|
||||
<c:DIYGrid.CommandBindings>
|
||||
<CommandBinding
|
||||
Command="{x:Static c:DIYGrid.DefaultRowCommand}"
|
||||
Executed="{x:Static c:DIYGrid.DefaultRowActionExecuted}"
|
||||
CanExecute="{x:Static c:DIYGrid.DefaultRowActionCanExecute}"
|
||||
/>
|
||||
</c:DIYGrid.CommandBindings>
|
||||
<c:DIYGrid.RowTemplate>
|
||||
<DataTemplate>
|
||||
<usp:FillsRowView/>
|
||||
</DataTemplate>
|
||||
</c:DIYGrid.RowTemplate>
|
||||
</c:DIYGrid>
|
||||
</Grid>
|
||||
</AdornerDecorator>
|
||||
</UserControl>
|
||||
@@ -1,17 +0,0 @@
|
||||
using mbts.spark;
|
||||
using mbts.ui.controls;
|
||||
using System.Windows.Controls;
|
||||
|
||||
namespace mbts.ui.spark {
|
||||
/// <summary>
|
||||
/// Interaction logic for FillsView.xaml
|
||||
/// </summary>
|
||||
partial class FillsView : UserControl {
|
||||
public enum Columns { FillTime, User, Account, Exchange, Security, TimeInForce, OrderType, Side, Price, Size, FillKey, OrderKey, SecurityKey, ExchangeOrderID }
|
||||
|
||||
public FillsView() =>
|
||||
InitializeComponent();
|
||||
}
|
||||
|
||||
class FillsRowView : DIYGrid.HighPerformanceRow<FillsVM.Row, FillsView.Columns> { }
|
||||
}
|
||||
@@ -1,40 +0,0 @@
|
||||
using bts.api;
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using mbts.ui;
|
||||
using mbts.ui.spark;
|
||||
using mbts.utils;
|
||||
using System.Windows;
|
||||
using StartupData = bts.shell.FillsWindowFactory.StartupData;
|
||||
|
||||
namespace mbts.spark {
|
||||
class FillsWindow : SparkWindow<StartupData>, ISharedWindow {
|
||||
const string _window_type = "Fills", _thread_id = "Fills";
|
||||
readonly AllowOnce _init_guard = new AllowOnce("Fills");
|
||||
readonly OrdersModel _orders_model;
|
||||
FillsVM _vm;
|
||||
FillsView _view;
|
||||
StartupData _state;
|
||||
|
||||
public FillsWindow(FillsWindowFactory factory, IBus bus, OrdersModel orders_model, StartupData state)
|
||||
: base("Fills", bus, factory, SparkCommands.ShowFills.icon) {
|
||||
_orders_model = orders_model;
|
||||
_state = state;
|
||||
}
|
||||
|
||||
public override string window_type => _window_type;
|
||||
public override UIElement Content => _view;
|
||||
public override StartupData SaveState => _state = new StartupData(_state.orders, _vm.rows_view.GetSortingCriteria(), _vm.get_filters());
|
||||
public override double MinWidth => 1050 + SPARK_MENU_COLLAPSED_WIDTH + LAUNCHER_BUTTON_BORDER_WIDTH;
|
||||
public string thread_id => _thread_id;
|
||||
|
||||
public void thread_init() {
|
||||
_init_guard.check_access();
|
||||
Logger.notnull(_state);
|
||||
_vm = new FillsVM(_bus, _orders_model, _state);
|
||||
_view = new FillsView { DataContext = _vm };
|
||||
}
|
||||
|
||||
public override void Dispose() => Disposable.dispose(ref _vm);
|
||||
}
|
||||
}
|
||||
@@ -1,79 +0,0 @@
|
||||
using bts.api;
|
||||
using bts.api.orderman;
|
||||
using mbts.spark;
|
||||
using mbts.spark.filters;
|
||||
using mbts.ui;
|
||||
using ProtoBuf;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Reactive.Linq;
|
||||
using System.Threading.Tasks;
|
||||
|
||||
namespace bts.shell {
|
||||
class FillsWindowFactory : ShellWindowFactory<FillsWindowFactory.StartupData> {
|
||||
readonly IBus _bus;
|
||||
readonly OrdersModel _orders_model;
|
||||
|
||||
public FillsWindowFactory(TradingShellModule module, IBus bus, OrdersModel orders_model)
|
||||
: base(module, "Fills") {
|
||||
_bus = bus;
|
||||
_orders_model = orders_model;
|
||||
_dispose = bus.subscribe(SparkTags.ShowFillsTag).ObserveOnDispatcher().Subscribe(show);
|
||||
}
|
||||
|
||||
public override Task<IShellWindow> load(StartupData state) =>
|
||||
Task.FromResult<IShellWindow>(new FillsWindow(this, _bus, _orders_model, state));
|
||||
|
||||
public async void show(StartupData state) =>
|
||||
_bus.post(SparkTags.ShowWindow, await load(state));
|
||||
|
||||
[ProtoContract]
|
||||
public class StartupData {
|
||||
public const int Version = 1;
|
||||
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) {
|
||||
this.orders = orders;
|
||||
this.sorting_criteria = sorting_criteria;
|
||||
this.filters = filters;
|
||||
}
|
||||
[ProtoMember(1)]
|
||||
public uint[] orders;
|
||||
[ProtoMember(2)]
|
||||
public List<SortingCriteria> sorting_criteria;
|
||||
[ProtoMember(3)]
|
||||
public FilterStates filters;
|
||||
}
|
||||
|
||||
[ProtoContract]
|
||||
public class FilterStates {
|
||||
[ProtoMember(1)]
|
||||
public TimeFilterTuple fill_time;
|
||||
[ProtoMember(2)]
|
||||
public TimeInForce[] time_in_force;
|
||||
[ProtoMember(3)]
|
||||
public CustomOrderDefinition.CustomOneofCase[] order_type;
|
||||
[ProtoMember(4)]
|
||||
public string[] account;
|
||||
[ProtoMember(5)]
|
||||
public string[] user;
|
||||
[ProtoMember(6)]
|
||||
public Venue[] exchange;
|
||||
[ProtoMember(7)]
|
||||
public SecurityCriteria security;
|
||||
[ProtoMember(8)]
|
||||
public Side[] side;
|
||||
[ProtoMember(9)]
|
||||
public DoubleMinMaxState price;
|
||||
[ProtoMember(10)]
|
||||
public DoubleMinMaxState size;
|
||||
[ProtoMember(11)]
|
||||
public string fill_key;
|
||||
[ProtoMember(12)]
|
||||
public string order_key;
|
||||
[ProtoMember(13)]
|
||||
public string security_key;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,127 +0,0 @@
|
||||
using bts.api;
|
||||
using mbts;
|
||||
using mbts.config;
|
||||
using mbts.persist;
|
||||
using mbts.spark;
|
||||
using mbts.ui;
|
||||
using ProtoBuf;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Threading;
|
||||
using System.Threading.Tasks;
|
||||
using System.Windows;
|
||||
using LadderSettings = mbts.spark.LadderSettings;
|
||||
|
||||
namespace bts.shell {
|
||||
class LadderWindowFactory : ShellWindowFactory<LadderSaveState> {
|
||||
const string _window_type = "ladder";
|
||||
readonly IBus _bus;
|
||||
readonly IWindowManager _wm;
|
||||
readonly UserSettingsHub _settings_hub;
|
||||
readonly OrdersModel _orders_model;
|
||||
readonly int _max_ladders_open;
|
||||
IReadOnlyDictionary<uint, SecurityMD> _securities = new Dictionary<uint, SecurityMD>();
|
||||
|
||||
public LadderWindowFactory(IShellModule owner, IBus bus, IWindowManager wm, UserSettingsHub settings_hub, OrdersModel orders_model)
|
||||
: base(owner, "SparkLadder") {
|
||||
_bus = bus;
|
||||
_wm = wm;
|
||||
_settings_hub = settings_hub;
|
||||
_orders_model = orders_model;
|
||||
var window_props = Configuration.get<bts.config.IShellWindowProps>();
|
||||
_max_ladders_open = (int)(window_props?.ladder?.max_total_open ?? 75);
|
||||
_dispose = Disposable.Create(
|
||||
bus.subscribe(SparkTags.SecuritiesTag).Subscribe(s => _securities = s),
|
||||
bus.subscribe(SparkTags.ShowLadderTag).ObserveOnDispatcher().Subscribe(s => show_windows(new[] { s })),
|
||||
bus.subscribe(SparkTags.ShowLaddersTag).ObserveOnDispatcher().Subscribe(show_windows)
|
||||
);
|
||||
}
|
||||
|
||||
public async override Task<IShellWindow> load(LadderSaveState state) {
|
||||
await Wait.until_true(() => _securities.ContainsKey(state.security_key), TimeSpan.FromSeconds(15));
|
||||
if (_securities.TryGetValue(state.security_key, out SecurityMD security)) {
|
||||
return create_ladder_window(security, state.settings);
|
||||
}
|
||||
return null;
|
||||
}
|
||||
|
||||
static LadderSaveState _get_state(LadderVM vm) =>
|
||||
new LadderSaveState { security_key = vm.security.Id, settings = vm.get_save_state() };
|
||||
|
||||
int _ladder_count = 0;
|
||||
IShellWindow create_ladder_window(SecurityMD md, LadderSettings state_settings) {
|
||||
var id = Interlocked.Increment(ref _ladder_count) % Environment.ProcessorCount;
|
||||
var view = new Lazy<UIElement>(() => {
|
||||
var model = new LadderModel(md, _orders_model);
|
||||
var settings_manager = new WindowSettingsManager<LadderSettings>(
|
||||
_settings_hub, state_settings,
|
||||
us => sanitize_ladder_settings(us.ladder),
|
||||
(us, v) => us.with(sanitize_ladder_settings(v)));
|
||||
var vm = new LadderVM(_bus, model, settings_manager);
|
||||
return new LadderView(vm);
|
||||
});
|
||||
string thread = Configuration.get<bts.config.toggles.LaddersOnThreads>().enabled ? $"Ladder{id:00}" : "";
|
||||
return ShellWindow.create(
|
||||
module, md.security.ToString(), _window_type, view,
|
||||
(v,s) => save(_get_state(((LadderView)v).vm), s),
|
||||
icon: Icons.Ladder,
|
||||
thread_id: thread);
|
||||
// if there are new props, make sure they are not null, invalid, etc.
|
||||
LadderSettings sanitize_ladder_settings(LadderSettings s) {
|
||||
// these MarketBreakLines are new settings props, ensure they are not null
|
||||
if (s.bid_break_line == null)
|
||||
s.bid_break_line = LadderSettings.Default.bid_break_line;
|
||||
if (s.ask_break_line == null)
|
||||
s.ask_break_line = LadderSettings.Default.ask_break_line;
|
||||
if (s.mid_break_line == null)
|
||||
s.mid_break_line = LadderSettings.Default.mid_break_line;
|
||||
return s;
|
||||
}
|
||||
}
|
||||
|
||||
void show_windows(IReadOnlyCollection<SecurityMD> securities) {
|
||||
int n_allowed = _max_ladders_open - _wm.list_windows().Where(w => w.window_type == _window_type).Count();
|
||||
int n_opened = 0;
|
||||
foreach (var s in securities) {
|
||||
if (++n_opened > n_allowed) {
|
||||
BTSMessageBox.Show($"The maximum number of ladders are already opened ({_max_ladders_open}).", "Ladders",
|
||||
BTSMessageBoxButtons.OK, MessageBoxImage.Exclamation, true, false, true);
|
||||
break;
|
||||
} else {
|
||||
_bus.post(SparkTags.ShowWindow, create_ladder_window(s, null));
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// 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(); });
|
||||
//}
|
||||
}
|
||||
|
||||
[ProtoContract]
|
||||
class LadderSaveState {
|
||||
[ProtoMember(1)]
|
||||
public UInt32 security_key;
|
||||
[ProtoMember(2)]
|
||||
public mbts.spark.LadderSettings settings;
|
||||
}
|
||||
}
|
||||
@@ -1,90 +0,0 @@
|
||||
using bts.api;
|
||||
using bts.spark;
|
||||
using mbts.spark;
|
||||
using mbts.spark.filters;
|
||||
using mbts.ui;
|
||||
using ProtoBuf;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Reactive.Linq;
|
||||
using System.Threading.Tasks;
|
||||
|
||||
namespace bts.shell {
|
||||
internal class OrderBookWindowFactory : ShellWindowFactory<OrderBookWindowFactory.OrderBookStartupData> {
|
||||
readonly IBus _bus;
|
||||
readonly OrdersModel _model;
|
||||
public OrderBookWindowFactory(IShellModule owner, IBus bus, OrdersModel model) : base(owner, "SparkOrderBookWindow") {
|
||||
_bus = bus;
|
||||
_model = model;
|
||||
|
||||
_dispose = bus.subscribe(SparkTags.ShowOrderBookTag).ObserveOnDispatcher().Subscribe(show);
|
||||
}
|
||||
|
||||
public override Task<IShellWindow> load(OrderBookStartupData state) {
|
||||
var w = new OrderBookWindow(_model, this, _bus, state, SparkCommands.ShowOrders.icon) as IShellWindow;
|
||||
return Task.FromResult(w);
|
||||
}
|
||||
|
||||
async void show(OrderBookStartupData startup_data) {
|
||||
var w = await load(startup_data);
|
||||
_bus.post(SparkTags.ShowWindow, w);
|
||||
}
|
||||
|
||||
[ProtoContract]
|
||||
public class OrderBookStartupData {
|
||||
[ProtoMember(5)]
|
||||
public readonly List<SortingCriteria> sort_criteria;
|
||||
[ProtoMember(10)]
|
||||
public FilterStates filters;
|
||||
|
||||
public OrderBookStartupData() {
|
||||
this.sort_criteria = new List<SortingCriteria>();
|
||||
}
|
||||
|
||||
public OrderBookStartupData(List<SortingCriteria> sorting_criteria, FilterStates filters) {
|
||||
this.sort_criteria = sorting_criteria;
|
||||
this.filters = filters;
|
||||
}
|
||||
}
|
||||
|
||||
[ProtoContract]
|
||||
public class 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 api.orderman.TimeInForce[] tifs;
|
||||
[ProtoMember(8)]
|
||||
public api.orderman.CustomOrderDefinition.CustomOneofCase[] order_types;
|
||||
[ProtoMember(9)]
|
||||
public Side[] sides;
|
||||
[ProtoMember(10)]
|
||||
public UIntMinMaxState qty;
|
||||
[ProtoMember(11)]
|
||||
public DoubleMinMaxState price;
|
||||
[ProtoMember(12)]
|
||||
public UIntMinMaxState qty_filled;
|
||||
[ProtoMember(13)]
|
||||
public DoubleMinMaxState avg_price;
|
||||
[ProtoMember(14)]
|
||||
public DoubleMinMaxState last_price;
|
||||
[ProtoMember(15)]
|
||||
public api.orderman.OrderStatus[] statuses;
|
||||
[ProtoMember(16)]
|
||||
public string exchange_message_regex;
|
||||
[ProtoMember(17)]
|
||||
public TimeFilterTuple last_change;
|
||||
[ProtoMember(18)]
|
||||
public string security_regex;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,41 +0,0 @@
|
||||
using bts.api;
|
||||
using bts.spark;
|
||||
using mbts.spark;
|
||||
using mbts.ui;
|
||||
using mbts.ui.spark;
|
||||
using ProtoBuf;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Reactive.Linq;
|
||||
using System.Threading.Tasks;
|
||||
|
||||
namespace bts.shell {
|
||||
internal class PAndLWindowFactory : ShellWindowFactory<PAndLWindowFactory.PAndLStartupData> {
|
||||
readonly IBus _bus;
|
||||
readonly PAndLModel _model;
|
||||
public PAndLWindowFactory(IShellModule owner, IBus bus, PAndLModel model) : base(owner, "SparkPAndL") {
|
||||
_bus = bus;
|
||||
_model = model;
|
||||
|
||||
_dispose = bus.subscribe(SparkTags.ShowPAndLTag).ObserveOnDispatcher().Subscribe(show);
|
||||
}
|
||||
|
||||
|
||||
public override Task<IShellWindow> load(PAndLStartupData state) {
|
||||
var w = new PAndLWindow(_model, this, _bus, state, SparkCommands.ShowPAndL.icon) as IShellWindow;
|
||||
return Task.FromResult(w);
|
||||
}
|
||||
|
||||
async void show(PAndLStartupData startup_data) {
|
||||
var w = await load(startup_data);
|
||||
_bus.post(SparkTags.ShowWindow, w);
|
||||
}
|
||||
|
||||
[ProtoContract]
|
||||
public class PAndLStartupData {
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
|
||||
}
|
||||
@@ -1,59 +0,0 @@
|
||||
using bts.api;
|
||||
using bts.spark;
|
||||
using mbts.persist;
|
||||
using mbts.spark;
|
||||
using mbts.ui;
|
||||
using System.Collections.Generic;
|
||||
using System.ComponentModel.Composition;
|
||||
using System.IO;
|
||||
using System.Threading.Tasks;
|
||||
using System.Windows.Media;
|
||||
using static mbts.ui.shell.ProtoBufSerializationHelper;
|
||||
|
||||
namespace bts.shell {
|
||||
[Export(typeof(IShellModule))]
|
||||
class TradingShellModule : IShellModule {
|
||||
LadderWindowFactory _lwf;
|
||||
OrderBookWindowFactory _obwf;
|
||||
FillsWindowFactory _fwf;
|
||||
PAndLWindowFactory _plwf;
|
||||
|
||||
[ImportingConstructor]
|
||||
public TradingShellModule(IBus bus, IWindowManager wm, UserSettingsHub settings_hub, OrdersModel orders_model, PAndLModel pandl_model) {
|
||||
_lwf = new LadderWindowFactory(this, bus, wm, settings_hub, orders_model);
|
||||
_obwf = new OrderBookWindowFactory(this, bus, orders_model);
|
||||
_fwf = new FillsWindowFactory(this, bus, orders_model);
|
||||
_plwf = new PAndLWindowFactory(this, bus, pandl_model);
|
||||
}
|
||||
|
||||
public ImageSource icon => Icons.Trades;
|
||||
|
||||
public string name => "Trading";
|
||||
|
||||
public int priority => 20;
|
||||
|
||||
public IEnumerable<SparkCommand> actions => new [] {
|
||||
SparkCommands.ShowOrders.complete(() => OrderBookWindow.default_startup_data),
|
||||
SparkCommands.ShowFills.complete(() => new FillsWindowFactory.StartupData()),
|
||||
SparkCommands.ShowPAndL.complete(() => new PAndLWindowFactory.PAndLStartupData()),
|
||||
SparkCommands.PickLadder,
|
||||
SparkCommands.PickOrderTicket
|
||||
};
|
||||
|
||||
IEnumerable<IShellWindowFactory> window_factories() {
|
||||
yield return _lwf;
|
||||
yield return _obwf;
|
||||
yield return _fwf;
|
||||
yield return _plwf;
|
||||
}
|
||||
|
||||
public Task<IShellWindow> create(Stream load_stream) {
|
||||
return dispatch_to_factory(load_stream, window_factories().ToLArray());
|
||||
}
|
||||
|
||||
public void Dispose() {
|
||||
foreach (var i in window_factories())
|
||||
if (i != null) i.Dispose();
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,138 +0,0 @@
|
||||
using bts.api;
|
||||
using bts.api.orderman;
|
||||
using mbts.ui;
|
||||
using mbts.ui.shell;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Windows.Input;
|
||||
|
||||
namespace mbts.spark {
|
||||
class ExistingOrderTicketVM : DisposableViewModelBase, IRequestViewClose {
|
||||
readonly Property<SecurityImmutable> _security;
|
||||
readonly Property<double> _price, _current_price;
|
||||
readonly Property<uint> _current_size;
|
||||
readonly Property<string> _current_account;
|
||||
readonly Property<TimeInForce> _current_time_in_force;
|
||||
readonly Property<CustomOrderDefinition.CustomOneofCase> _current_order_type;
|
||||
readonly Property<bool> _price_dirty, _size_dirty, _account_dirty, _time_in_force_dirty, _order_type_dirty;
|
||||
|
||||
public ExistingOrderTicketVM(OrdersModel model, IObservable<OrderRecordTuple> order_source, IObservable<int[]> calculator_buttons) {
|
||||
uint? key = null;
|
||||
var security_md_source = order_source.Where(ot => ot.security_md.HasValue).Select(ot => ot.security_md.Value);
|
||||
var security_source = security_md_source.Select(smd => smd.security);
|
||||
//
|
||||
_security = backing(nameof(security), security_source, SecurityDataHelper.Defaults.SecurityImmutable);
|
||||
properties_vm = new OrderPropertiesEditorVM(model, security_source.ObserveOnDispatcher(), order_source.Select(ot => new InlineOrderProperties(model, ot.order.Def)));
|
||||
_price = backing(nameof(price), double.NaN);
|
||||
size_calculator = new CalculatorLogic(null, calculator_buttons);
|
||||
_current_price = backing(nameof(current_price), order_source.Select(ort => ort.order.State.Price));
|
||||
_current_size = backing(nameof(current_size), order_source.Select(ort => ort.order.State.Quantity));
|
||||
_current_account = backing(nameof(current_account), order_source.Select(ort => ort.order.Def.Account));
|
||||
_current_time_in_force = backing(nameof(current_time_in_force), order_source.Select(ort => ort.order.Def.TimeInForce));
|
||||
_current_order_type = backing(nameof(current_order_type), order_source.Select(ort => ort.order.Def.CustomDef.CustomCase));
|
||||
//
|
||||
_price_dirty = backing(
|
||||
nameof(price_dirty),
|
||||
_price.observe_current(true).CombineLatest(
|
||||
_current_price.observe_current(true),
|
||||
(val, curr) => !double.IsNaN(val) && val != curr));
|
||||
_size_dirty = backing(
|
||||
nameof(size_dirty),
|
||||
size_calculator.observe_current(true)
|
||||
.CombineLatest(_current_size.observe_current(true),
|
||||
(val, curr) => val.HasValue && val.Value != curr));
|
||||
_account_dirty = backing(
|
||||
nameof(account_dirty),
|
||||
properties_vm.observe_account(true)
|
||||
.CombineLatest(_current_account.observe_current(true),
|
||||
(val, curr) => val != curr));
|
||||
_time_in_force_dirty = backing(
|
||||
nameof(time_in_force_dirty),
|
||||
properties_vm.observe_time_in_force(true)
|
||||
.CombineLatest(_current_time_in_force.observe_current(true),
|
||||
(val, curr) => val != curr));
|
||||
_order_type_dirty = backing(
|
||||
nameof(order_type_dirty),
|
||||
properties_vm.observe_order_type(true)
|
||||
.CombineLatest(_current_order_type.observe_current(true),
|
||||
(val, curr) => val != null && val.order_type != curr));
|
||||
//
|
||||
var price_dirty_source = _price_dirty.Select(vals => vals.newval).StartWith(false);
|
||||
var size_dirty_source = _size_dirty.Select(vals => vals.newval).StartWith(false);
|
||||
var modify_order = new ObservantCommand(() => {
|
||||
if (key.HasValue) {
|
||||
if (_price_dirty.Value) {
|
||||
if (_size_dirty.Value) {
|
||||
model.update_order(key.Value, price, size_calculator.value.Value).ignore();
|
||||
} else {
|
||||
model.update_order_price(key.Value, price).ignore();
|
||||
}
|
||||
} else if (_size_dirty.Value) {
|
||||
model.update_order_size(key.Value, size_calculator.value.Value).ignore();
|
||||
} else {
|
||||
size_calculator.flash_error();
|
||||
flash_error(nameof(price)).ignore();
|
||||
return;
|
||||
}
|
||||
RequestClose?.Invoke(this, new EventArgs());
|
||||
}
|
||||
});
|
||||
_dispose = Disposable.Create(
|
||||
size_calculator,
|
||||
properties_vm,
|
||||
bbo = new BBOVM(security_md_source),
|
||||
order_source.ObserveOnDispatcher().Subscribe(ort => {
|
||||
key = ort.order.Key;
|
||||
if (DoubleHelper.IsNaNOrInfinity(price))
|
||||
price = ort.order.State.Price;
|
||||
if (!size_calculator.value.HasValue || !size_calculator.value_setter_called)
|
||||
size_calculator.bypass_value_setter(ort.order.State.Quantity);
|
||||
}),
|
||||
Observable.Merge(_price_dirty, _size_dirty, _account_dirty, _time_in_force_dirty, _order_type_dirty).ObserveOnDispatcher().Subscribe(_ => RaisePropertyChanged(nameof(dirty_items_text))),
|
||||
_price_dirty.observe_current(true).CombineLatest(_size_dirty.observe_current(true), (pd, sd) => pd || sd).DistinctUntilChanged().ObserveOnDispatcher().Subscribe(modify_order));
|
||||
this.modify_order = modify_order;
|
||||
set_price_command = new DelegateCommand<double>(_price.set);
|
||||
}
|
||||
|
||||
public event EventHandler RequestClose;
|
||||
|
||||
public SecurityImmutable security => _security.Value;
|
||||
public OrderPropertiesEditorVM properties_vm { get; }
|
||||
public double price { get => _price.Value; set => _price.Value = value; }
|
||||
public CalculatorLogic size_calculator { get; }
|
||||
public double current_price => _current_price.Value;
|
||||
public uint current_size => _current_size.Value;
|
||||
public string current_account => _current_account.Value;
|
||||
public TimeInForce current_time_in_force => _current_time_in_force.Value;
|
||||
public CustomOrderDefinition.CustomOneofCase current_order_type => _current_order_type.Value;
|
||||
public bool price_dirty => _price_dirty.Value;
|
||||
public bool size_dirty => _size_dirty.Value;
|
||||
public bool account_dirty => _account_dirty.Value;
|
||||
public bool time_in_force_dirty => _time_in_force_dirty.Value;
|
||||
public bool order_type_dirty => _order_type_dirty.Value;
|
||||
public bool can_change_account { get; } = false;
|
||||
public bool can_change_time_in_force { get; } = false;
|
||||
public bool can_change_order_type { get; } = false;
|
||||
public string dirty_items_text {
|
||||
get {
|
||||
var dirty_items = _dirty_items().ToList();
|
||||
if (dirty_items.Count == 0)
|
||||
return "(no changes)";
|
||||
else return "change " + string.Join(", ", dirty_items);
|
||||
}
|
||||
}
|
||||
public BBOVM bbo { get; }
|
||||
public ICommand modify_order { get; }
|
||||
public ICommand set_price_command { get; }
|
||||
|
||||
IEnumerable<string> _dirty_items() {
|
||||
if (_price_dirty.Value) yield return "price";
|
||||
if (_size_dirty.Value) yield return "size";
|
||||
if (_account_dirty.Value) yield return "account";
|
||||
if (_time_in_force_dirty.Value) yield return "tif";
|
||||
if (_order_type_dirty.Value) yield return "type";
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,32 +0,0 @@
|
||||
using bts.api;
|
||||
using bts.api.orderman;
|
||||
using System;
|
||||
|
||||
namespace mbts.spark
|
||||
{
|
||||
class FillTuple : IEquatable<FillTuple> {
|
||||
public readonly FillImmutable fill;
|
||||
public readonly OrderRecordImmutable? order;
|
||||
public readonly SecurityImmutable? security;
|
||||
public readonly string key;
|
||||
|
||||
public FillTuple(FillImmutable fill, OrderRecordImmutable? order, SecurityImmutable? security) {
|
||||
this.fill = fill;
|
||||
this.order = order;
|
||||
this.security = security;
|
||||
// a FillTuple that DOES NOT HAVE associated order/security needs to be distinguishable
|
||||
// from a FillTuple (of the same underlying FillImmutable) that DOES HAVE associated order/security
|
||||
key = fill.FillKey;
|
||||
if (!order.HasValue) key += "!o";
|
||||
if (!security.HasValue) key += "!s";
|
||||
}
|
||||
|
||||
public bool Equals(FillTuple other) => other != null
|
||||
&& other.order.HasValue == order.HasValue
|
||||
&& other.security.HasValue == security.HasValue
|
||||
&& other.fill.Equals(fill);
|
||||
|
||||
public override bool Equals(object obj) => Equals(obj as FillTuple);
|
||||
public override int GetHashCode() => key.GetHashCode();
|
||||
}
|
||||
}
|
||||
@@ -1,185 +0,0 @@
|
||||
using bts.api;
|
||||
using bts.api.core;
|
||||
using bts.api.orderman;
|
||||
using mbts.collections;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Threading;
|
||||
|
||||
namespace mbts.spark {
|
||||
class FillTupleSource : IDisposable {
|
||||
public static IObservable<ITableUpdateTransform<FillTuple, string>> create_observable(
|
||||
IObservable<IReadOnlyDictionary<uint, SecurityMD>> securities,
|
||||
IObservable<TableUpdate<OrderRecordImmutable, uint>> orders,
|
||||
IObservable<TableUpdate<FillImmutable, string>> fills
|
||||
) {
|
||||
FillTupleSource source = null;
|
||||
int ref_count = 0;
|
||||
return Observable.Create<TableUpdateTransform<FillTuple, string>>(observer => {
|
||||
if (Interlocked.Increment(ref ref_count) == 1) {
|
||||
SparkUtils.lazy_assert(source == null, () => fmt_assert_msg("source should be null, there must be a leak."));
|
||||
source = new FillTupleSource(securities, orders, fills);
|
||||
}
|
||||
IDisposable sub = source.fill_tuples.Subscribe(observer);
|
||||
return Disposable.Create(() => {
|
||||
Disposable.dispose_once(ref sub);
|
||||
if (Interlocked.Decrement(ref ref_count) == 0)
|
||||
Disposable.dispose_once(ref source);
|
||||
});
|
||||
});
|
||||
string fmt_assert_msg(string msg) => $"{nameof(FillTupleSource)}.{nameof(create_observable)}: {msg}";
|
||||
}
|
||||
|
||||
IDisposable _dispose;
|
||||
|
||||
FillTupleSource(
|
||||
IObservable<IReadOnlyDictionary<uint, SecurityMD>> securities,
|
||||
IObservable<TableUpdate<OrderRecordImmutable, uint>> orders,
|
||||
IObservable<TableUpdate<FillImmutable, string>> fills) {
|
||||
State state = new State();
|
||||
var src = Observable.FromEvent<Action<TableUpdateTransform<FillTuple, string>>, TableUpdateTransform<FillTuple, string>>(cb => _updated += cb, cb => _updated -= cb);
|
||||
fill_tuples = Observable.Create<TableUpdateTransform<FillTuple, string>>(observer => {
|
||||
var init_state = state.fill_tuples.state.ToDictionary();
|
||||
observer.OnNext(new TableUpdateTransform<FillTuple, string>(init_state, init_state.Values.ToList(), new List<FillTuple>(0)));
|
||||
return src.Subscribe(observer);
|
||||
});
|
||||
_dispose = Disposable.Create(
|
||||
securities.ObserveOnDispatcher().Subscribe(s => update(state.update_securities(s))),
|
||||
orders.ObserveOnDispatcher().Subscribe(o => update(state.update_orders(o))),
|
||||
fills.ObserveOnDispatcher().Subscribe(f => update(state.update_fills(f)))
|
||||
);
|
||||
void update(State new_state) {
|
||||
state = new_state;
|
||||
_updated?.Invoke(state.fill_tuples);
|
||||
}
|
||||
}
|
||||
|
||||
event Action<TableUpdateTransform<FillTuple, string>> _updated;
|
||||
|
||||
IObservable<TableUpdateTransform<FillTuple, string>> fill_tuples { get; }
|
||||
|
||||
public void Dispose() =>
|
||||
Disposable.dispose(ref _dispose);
|
||||
|
||||
class State {
|
||||
readonly IReadOnlyDictionary<string, FillImmutable> _fills;
|
||||
readonly IReadOnlyDictionary<uint, OrderRecordImmutable> _orders;
|
||||
readonly IReadOnlyDictionary<uint, SecurityMD> _securities;
|
||||
readonly TableUpdateTransform<FillTuple, string> _fill_tuples;
|
||||
readonly SetMap<uint, string> _order_fills;
|
||||
readonly SetMap<uint, string> _security_fills;
|
||||
|
||||
public State() : this(
|
||||
new Dictionary<string, FillImmutable>(),
|
||||
new Dictionary<uint, OrderRecordImmutable>(),
|
||||
new Dictionary<uint, SecurityMD>(),
|
||||
new TableUpdateTransform<FillTuple, string>(new Dictionary<string, FillTuple>(), new List<FillTuple>(), new List<FillTuple>()),
|
||||
new SetMap<uint, string>(),
|
||||
new SetMap<uint, string>()
|
||||
) { }
|
||||
|
||||
State(
|
||||
IReadOnlyDictionary<string, FillImmutable> fills,
|
||||
IReadOnlyDictionary<uint, OrderRecordImmutable> orders,
|
||||
IReadOnlyDictionary<uint, SecurityMD> securities,
|
||||
TableUpdateTransform<FillTuple, string> fill_tuples,
|
||||
SetMap<uint, string> order_fill_tuples,
|
||||
SetMap<uint, string> security_fill_tuples
|
||||
) {
|
||||
_fills = fills;
|
||||
_orders = orders;
|
||||
_securities = securities;
|
||||
_fill_tuples = fill_tuples;
|
||||
_order_fills = order_fill_tuples;
|
||||
_security_fills = security_fill_tuples;
|
||||
}
|
||||
|
||||
public TableUpdateTransform<FillTuple, string> fill_tuples => _fill_tuples;
|
||||
|
||||
public State update_fills(TableUpdate<FillImmutable, string> fills) {
|
||||
var removed = fills.removed.Select(get_fill_tuple).ToList();
|
||||
var added = fills.added.Select(get_fill_tuple).ToList();
|
||||
var order_fills = _order_fills.clone();
|
||||
var security_fills = _security_fills.clone();
|
||||
HashSet<string> added_keys = new HashSet<string>(fills.added.Select(f => f.FillKey)),
|
||||
removed_keys = new HashSet<string>(fills.removed.Select(f => f.FillKey));
|
||||
foreach (var ft in removed) {
|
||||
string k = ft.fill.FillKey;
|
||||
if (!added_keys.Contains(k)) {
|
||||
order_fills.remove(ft.fill.OrderKey, k);
|
||||
security_fills.remove(ft.fill.SecurityKey, k);
|
||||
}
|
||||
}
|
||||
foreach (var ft in added) {
|
||||
string k = ft.fill.FillKey;
|
||||
if (!removed_keys.Contains(k)) {
|
||||
order_fills.add(ft.fill.OrderKey, k);
|
||||
security_fills.add(ft.fill.SecurityKey, k);
|
||||
}
|
||||
}
|
||||
return new State(fills.state, _orders, _securities, _fill_tuples.update(removed, added, f => f.key), order_fills, security_fills);
|
||||
//
|
||||
FillTuple get_fill_tuple(FillImmutable fill) =>
|
||||
new FillTuple(fill, _orders.TryGetValue(fill.OrderKey, out OrderRecordImmutable o) ? o : new OrderRecordImmutable?(),
|
||||
_securities.TryGetValue(fill.SecurityKey, out SecurityMD s) ? s.security : new SecurityImmutable?());
|
||||
}
|
||||
|
||||
public State update_orders(TableUpdate<OrderRecordImmutable, uint> orders) {
|
||||
List<FillTuple> added = new List<FillTuple>(), removed = new List<FillTuple>();
|
||||
orders.detect_changed_keys(o => o.Key, out HashSet<uint> removed_keys, out HashSet<uint> added_keys, out HashSet<uint> changed_keys);
|
||||
foreach (var k in removed_keys) {
|
||||
if (_order_fills.try_lookup(k, out ISet<string> fill_keys)) {
|
||||
removed.AddRange(get_fill_tuples(_orders[k], fill_keys));
|
||||
added.AddRange(get_fill_tuples(null, fill_keys));
|
||||
}
|
||||
}
|
||||
foreach (var k in added_keys) {
|
||||
if (_order_fills.try_lookup(k, out ISet<string> fill_keys)) {
|
||||
removed.AddRange(get_fill_tuples(null, fill_keys));
|
||||
added.AddRange(get_fill_tuples(orders.get(k), fill_keys));
|
||||
}
|
||||
}
|
||||
foreach (var k in changed_keys) {
|
||||
if (_order_fills.try_lookup(k, out ISet<string> fill_keys)) {
|
||||
removed.AddRange(get_fill_tuples(_orders[k], fill_keys));
|
||||
added.AddRange(get_fill_tuples(orders.get(k), fill_keys));
|
||||
}
|
||||
}
|
||||
return new State(_fills, orders.state, _securities, _fill_tuples.update(removed, added, ft => ft.key), _order_fills, _security_fills);
|
||||
//
|
||||
IEnumerable<FillTuple> get_fill_tuples(OrderRecordImmutable? o, ISet<string> fill_keys) =>
|
||||
fill_keys.Select(k => {
|
||||
var fill = _fills[k];
|
||||
return new FillTuple(fill, o, _securities.TryGetValue(fill.SecurityKey, out SecurityMD s) ? s.security : new SecurityImmutable?());
|
||||
});
|
||||
}
|
||||
|
||||
public State update_securities(IReadOnlyDictionary<uint, SecurityMD> securities) {
|
||||
List<FillTuple> added = new List<FillTuple>(), removed = new List<FillTuple>();
|
||||
_securities.Keys.difference(securities.Keys, out IEnumerable<uint> added_keys, out IEnumerable<uint> removed_keys);
|
||||
foreach (var k in removed_keys) {
|
||||
if (_security_fills.try_lookup(k, out ISet<string> fill_keys)) {
|
||||
removed.AddRange(get_fill_tuples(_securities[k].security, fill_keys));
|
||||
added.AddRange(get_fill_tuples(null, fill_keys));
|
||||
}
|
||||
}
|
||||
foreach (var k in added_keys) {
|
||||
if (_security_fills.try_lookup(k, out ISet<string> fill_keys)) {
|
||||
removed.AddRange(get_fill_tuples(null, fill_keys));
|
||||
added.AddRange(get_fill_tuples(securities[k].security, fill_keys));
|
||||
}
|
||||
}
|
||||
return new State(_fills, _orders, securities, _fill_tuples.update(removed, added, f => f.key), _order_fills, _security_fills);
|
||||
//
|
||||
IEnumerable<FillTuple> get_fill_tuples(SecurityImmutable? s, ISet<string> fill_keys) =>
|
||||
fill_keys.Select(k => {
|
||||
var fill = _fills[k];
|
||||
return new FillTuple(fill, _orders.TryGetValue(fill.OrderKey, out OrderRecordImmutable o) ? o : new OrderRecordImmutable?(), s);
|
||||
});
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,96 +0,0 @@
|
||||
using bts.api;
|
||||
using bts.api.orderman;
|
||||
using mbts.ui;
|
||||
using mbts.ui.shell;
|
||||
using System;
|
||||
using System.Reactive.Linq;
|
||||
using System.Windows.Input;
|
||||
|
||||
namespace mbts.spark {
|
||||
class InlineOrderTicketProperties {
|
||||
public readonly InlineUserProperty<double> price;
|
||||
public readonly InlineUserProperty<uint> size;
|
||||
public readonly InlineOrderProperties order_props;
|
||||
|
||||
public InlineOrderTicketProperties(OrdersModel model, LadderSettings settings)
|
||||
: this(new InlineOrderProperties(model, settings), size: new InlineUserProperty<uint>(settings.size, true)) { }
|
||||
|
||||
public InlineOrderTicketProperties(OrdersModel model, OrderDefinitionImmutable def, double price = double.NaN, uint size = 0)
|
||||
: this(new InlineOrderProperties(model, def), new InlineUserProperty<double>(price, true), new InlineUserProperty<uint>(size, true)) { }
|
||||
|
||||
public InlineOrderTicketProperties(
|
||||
InlineOrderProperties order_props,
|
||||
InlineUserProperty<double> price = null,
|
||||
InlineUserProperty<uint> size = null
|
||||
) {
|
||||
this.order_props = order_props;
|
||||
this.price = price ?? new InlineUserProperty<double>();
|
||||
this.size = size ?? new InlineUserProperty<uint>();
|
||||
}
|
||||
}
|
||||
|
||||
class NewOrderTicketVM : DisposableViewModelBase, IRequestViewClose {
|
||||
readonly Property<SecurityImmutable> _security;
|
||||
|
||||
public NewOrderTicketVM(OrdersModel model, SecurityMD security_md, OrderDefinitionImmutable def, double price, uint size, IObservable<int[]> calculator_buttons)
|
||||
: this(model, Observable.Return(security_md), Observable.Return(new InlineOrderTicketProperties(model, def, price, size)), calculator_buttons) { }
|
||||
|
||||
public NewOrderTicketVM(
|
||||
OrdersModel model,
|
||||
SecurityMD security_md,
|
||||
IObservable<LadderSettings> settings)
|
||||
: this(model, Observable.Return(security_md), settings.Select(s => new InlineOrderTicketProperties(model, s)), settings.Select(s => s.calculator_buttons)) { }
|
||||
|
||||
public NewOrderTicketVM(
|
||||
OrdersModel model,
|
||||
IObservable<SecurityMD> security_md_source,
|
||||
IObservable<InlineOrderTicketProperties> props_source,
|
||||
IObservable<int[]> calculator_buttons
|
||||
) {
|
||||
var security_source = security_md_source.Select(smd => smd.security);
|
||||
_security = backing(nameof(security), security_source, SecurityDataHelper.Defaults.SecurityImmutable);
|
||||
properties_vm = new OrderPropertiesEditorVM(model, security_source, props_source.Select(p => p.order_props));
|
||||
bbo = new BBOVM(security_md_source);
|
||||
send_order = new DelegateCommand<Side>(side => {
|
||||
bool price_valid = _validate_price(), size_valid = size_calculator.validate();
|
||||
if (price_valid && size_valid && !HasErrors && !properties_vm.HasErrors) {
|
||||
model.send_order(properties_vm.create(side), price, size_calculator.value.Value).ignore();
|
||||
RequestClose?.Invoke(this, new EventArgs());
|
||||
}
|
||||
});
|
||||
set_price_command = new DelegateCommand<double>(set_price);
|
||||
_dispose = Disposable.Create(
|
||||
size_calculator = new CalculatorLogic(0, calculator_buttons),
|
||||
props_source.ObserveOnDispatcher().Subscribe(p => on_props(p.price, p.size))
|
||||
);
|
||||
|
||||
void on_props(InlineUserProperty<double> price_prop, InlineUserProperty<uint> size_prop) {
|
||||
if (price_prop.has_value && (price_prop.force_override || DoubleHelper.IsNaNOrInfinity(price)))
|
||||
set_price(price_prop.value);
|
||||
if (size_prop.has_value && (size_prop.force_override || size_calculator.value == 0))
|
||||
size_calculator.value = size_prop.value;
|
||||
}
|
||||
void set_price(double price) {
|
||||
this.price = price;
|
||||
RaisePropertyChanged(nameof(price));
|
||||
}
|
||||
}
|
||||
|
||||
public event EventHandler RequestClose;
|
||||
|
||||
public SecurityImmutable security => _security.Value;
|
||||
public double price { get; set; }
|
||||
public CalculatorLogic size_calculator { get; }
|
||||
public OrderPropertiesEditorVM properties_vm { get; }
|
||||
public BBOVM bbo { get; }
|
||||
public ICommand send_order { get; }
|
||||
public ICommand set_price_command { get; }
|
||||
|
||||
bool _validate_price() {
|
||||
if (DoubleHelper.IsNaNOrInfinity(price)) {
|
||||
flash_error(nameof(price)).ignore();
|
||||
return false;
|
||||
} else return true;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,176 +0,0 @@
|
||||
using bts.api;
|
||||
using bts.api.core;
|
||||
using bts.api.orderman;
|
||||
using bts.shell;
|
||||
using mbts;
|
||||
using mbts.spark;
|
||||
using mbts.ui.controls;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Text;
|
||||
using System.Threading.Tasks;
|
||||
|
||||
namespace bts.spark {
|
||||
internal class Activity {
|
||||
public SecurityImmutable? security;
|
||||
public string message;
|
||||
public ILogViewerCategory category;
|
||||
}
|
||||
|
||||
class OrderActivitySummarizer : IDisposable {
|
||||
readonly IBus _bus;
|
||||
IReadOnlyDictionary<uint, SecurityMD> _security = new Dictionary<uint, SecurityMD>();
|
||||
IDisposable _dispose;
|
||||
static readonly IEqualityComparer<OrderRecordImmutable> _id_comparer =
|
||||
mbts.utils.EqualityComparer.Create<OrderRecordImmutable, uint>(a => a.Key);
|
||||
|
||||
public OrderActivitySummarizer(IBus bus, IObservable<TableUpdate<OrderRecordImmutable, uint>> orders) {
|
||||
_bus = bus;
|
||||
_dispose = Disposable.Create(
|
||||
bus.subscribe(SparkTags.SecuritiesTag).Subscribe(sec => _security = sec),
|
||||
orders.Subscribe(orders_updated)
|
||||
);
|
||||
}
|
||||
|
||||
public void Dispose() => Disposable.dispose(ref _dispose);
|
||||
|
||||
#region formatting
|
||||
|
||||
(SecurityImmutable?, ContractSpecificationImmutable?) get_security(uint security_key) {
|
||||
if (_security.TryGetValue(security_key, out SecurityMD md)) {
|
||||
return (md.security, md.security.ContractSpec);
|
||||
}
|
||||
return (null, null);
|
||||
}
|
||||
string format_order_success(uint key, double price, uint size, Side side, ContractSpecificationImmutable? spec) {
|
||||
return $"({key}) {side.ToString().ToLower()} {size} @ {spec.format(price)}";
|
||||
}
|
||||
string format_order_fail(double price, uint size, Side side, ContractSpecificationImmutable? spec, string error) {
|
||||
return $"Failed to {side.ToString().ToLower()} {size} @ {spec.format(price)}. {error}";
|
||||
}
|
||||
string format_cancel_success(OrderRecordImmutable order, ContractSpecificationImmutable? spec) {
|
||||
return $"({order.Key}) Canceled {order.short_description(spec)}, was working {order.working_quantity()}";
|
||||
}
|
||||
string format_cancel_error(OrderRecordImmutable order, ContractSpecificationImmutable? spec, string error) {
|
||||
return $"({order.Key}) Failed to cancel {order.short_description(spec)}: {error}";
|
||||
}
|
||||
string format_fill_summary(OrderRecordImmutable before, OrderRecordImmutable after) {
|
||||
int fb = (int)before.State.FilledQuantity;
|
||||
int fa = (int)after.State.FilledQuantity;
|
||||
return $"({after.Key}) {after.Def.Side.past_tense()} {(fa - fb)} ({fa} total), still working {after.working_quantity()}";
|
||||
}
|
||||
public static string format_status_change(uint key, OrderStatus old_status, OrderStatus new_status) {
|
||||
return $"({key}) Status changed from {old_status} to {new_status}";
|
||||
}
|
||||
|
||||
public static string modified_description(OrderRecordImmutable old_order, OrderRecordImmutable new_order, ContractSpecificationImmutable? spec) {
|
||||
double old_price = old_order.State.Price, new_price = new_order.State.Price;
|
||||
uint old_size = old_order.State.Quantity, new_size = new_order.State.Quantity;
|
||||
string modified_size_partial_description(int working_size) {
|
||||
return $"size from {old_size} to {new_size}, working {working_size}";
|
||||
}
|
||||
string modified_price_partial_description() {
|
||||
return $"price from {spec.format(old_price)} to {spec.format(new_price)}";
|
||||
}
|
||||
if (old_price != new_price || old_size != new_size) {
|
||||
StringBuilder sb = new StringBuilder($"({old_order.Key}) Changed ");
|
||||
if (old_price != new_price) {
|
||||
sb.Append(modified_price_partial_description());
|
||||
if (old_size != new_size)
|
||||
sb.Append($", {modified_size_partial_description(new_order.working_quantity())}");
|
||||
}
|
||||
else
|
||||
sb.Append(modified_size_partial_description(new_order.working_quantity()));
|
||||
return sb.ToString();
|
||||
}
|
||||
else
|
||||
return string.Empty;
|
||||
}
|
||||
|
||||
#endregion
|
||||
|
||||
void orders_updated(TableUpdate<OrderRecordImmutable, uint> update) {
|
||||
|
||||
// Go though added and changed orders
|
||||
var added = new HashSet<OrderRecordImmutable>(update.added, _id_comparer);
|
||||
var changed = new HashSet<OrderRecordImmutable>(update.added, _id_comparer);
|
||||
var removed = update.removed.ToDictionary(o => o.Key);
|
||||
added.ExceptWith(update.removed);
|
||||
changed.ExceptWith(added);
|
||||
|
||||
foreach (var order in added) {
|
||||
if (!string.IsNullOrEmpty(order.State.LastMsg) && order.State.Created.ToDateTime().Date == DateTime.Today) {
|
||||
(var security, var spec) = get_security(order.Def.SecurityKey);
|
||||
if (security.HasValue) {
|
||||
log_status(ActivityLogCategory.warn, security, order.State.LastMsg);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
foreach (var neworder in changed) {
|
||||
var oldorder = removed[neworder.Key];
|
||||
(var security, var spec) = get_security(neworder.Def.SecurityKey);
|
||||
//
|
||||
// description
|
||||
var mod_desc = modified_description(oldorder, neworder, spec.Value);
|
||||
if (!string.IsNullOrEmpty(mod_desc)) {
|
||||
log_status(ActivityLogCategory.modify, security, mod_desc);
|
||||
}
|
||||
//
|
||||
// filled quantity
|
||||
if (oldorder.State.FilledQuantity != neworder.State.FilledQuantity && !neworder.has_parent()) {
|
||||
log_status(ActivityLogCategory.fill, security, format_fill_summary(oldorder, neworder));
|
||||
}
|
||||
|
||||
//
|
||||
// status
|
||||
if (oldorder.State.Status != neworder.State.Status && !neworder.has_parent()) {
|
||||
log_status(ActivityLogCategory.modify, security,
|
||||
format_status_change(neworder.Key, oldorder.State.Status, neworder.State.Status));
|
||||
}
|
||||
|
||||
// last msg
|
||||
if (oldorder.State.LastMsg != neworder.State.LastMsg) {
|
||||
if (security.HasValue) {
|
||||
log_status(ActivityLogCategory.warn, security, neworder.State.LastMsg);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
public void log_status(ILogViewerCategory category, SecurityImmutable? security, string msg) {
|
||||
_bus.post(SparkTags.LogActivity, new Activity { security = security, message = msg, category = category });
|
||||
}
|
||||
|
||||
internal void on_send_order(OrderDefinitionImmutable order, double price, uint size, uint? key, string error) {
|
||||
(var security, var spec) = get_security(order.SecurityKey);
|
||||
log_status(ActivityLogCategory.order, security, key.HasValue ?
|
||||
format_order_success(key.Value, price, size, order.Side, spec) :
|
||||
format_order_fail(price, size, order.Side, spec, error));
|
||||
}
|
||||
|
||||
internal void on_cancel_order(OrderRecordImmutable order, bool success, string error) {
|
||||
(var security, var spec) = get_security(order.Def.SecurityKey);
|
||||
log_status(ActivityLogCategory.cancel, security, success ?
|
||||
format_cancel_success(order, spec):
|
||||
format_cancel_error(order, spec, error));
|
||||
}
|
||||
|
||||
internal void update_order(OrderRecordImmutable order, double price, uint size) {
|
||||
(var security, var spec) = get_security(order.Def.SecurityKey);
|
||||
log_status(ActivityLogCategory.modify,
|
||||
security,
|
||||
$"({order.Key}) change from {order.State.Quantity}@{spec.format(order.State.Price)} to {size}@{spec.format(price)}");
|
||||
}
|
||||
|
||||
internal void update_order_failed(OrderRecordImmutable order, double price, uint size) {
|
||||
(var security, var spec) = get_security(order.Def.SecurityKey);
|
||||
log_status(ActivityLogCategory.modify,
|
||||
security,
|
||||
$"({order.Key}) failed to change from {order.State.Quantity}@{spec.format(order.State.Price)} to {size}@{spec.format(price)}");
|
||||
}
|
||||
|
||||
}
|
||||
}
|
||||
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