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24 Commits
Author SHA1 Message Date
Kevin Darby e0fdf74a73 fix crash where account name > 12 chars, tested with long account name 2019-07-11 17:51:45 -04:00
Kevin Darby ebedd17129 Merge branch 'master' of bitbucket.org:bluetradesys/spark into excel_algos 2019-07-11 14:59:19 -04:00
Kevin Darby 0f8ed5dacb range to vector mapping 2019-07-11 14:15:06 -04:00
Kevin Darby 14f4452599 . 2019-07-10 23:21:56 -04:00
Kevin Darby 22002c43cf getting there 2019-07-10 18:43:09 -04:00
Kevin Darby 7551e23877 spreadsheet 2019-07-10 00:06:27 -04:00
Kevin Darby 22c92c3e17 ranges... 2019-07-10 00:05:24 -04:00
Kevin Darby 613823e7c5 arrays starting to work 2019-07-09 23:22:18 -04:00
Kevin Darby f0a9a2415d adding notion of bts_parameters 2019-07-09 18:31:05 -04:00
Kevin Darby 708e63e36e almost have C 2019-07-09 14:39:11 -04:00
Kevin Darby 53990297e8 parsing right along 2019-07-08 23:54:55 -04:00
Kevin Darby 9570be8bfa it builds, ship it. 2019-07-08 23:16:31 -04:00
Kevin Darby 0b15570d00 more parser 2019-07-08 18:22:12 -04:00
Kevin Darby 5fbc1397b5 messing with proj 2019-07-08 14:59:12 -04:00
Kevin Darby 38bd2ef321 Merge branch 'master' of bitbucket.org:bluetradesys/spark into excel_algos 2019-07-08 14:29:03 -04:00
Kevin Darby 59c00203a9 Merge branch 'master' of bitbucket.org:bluetradesys/spark into excel_algos 2019-07-08 13:10:23 -04:00
Kevin Darby 706e5bc73b excel 2019-07-08 11:22:53 -04:00
Kevin Darby 6cf395199e working on visitor 2019-07-06 23:25:51 -04:00
Kevin Darby 1707c3268f excel formula grammar, antlr4 integration. Successful parse tree 2019-07-05 18:24:41 -04:00
Kevin Darby 9b73ad2486 playing with excel parsing 2019-07-05 11:06:19 -04:00
Kevin Darby 205eebb7da excel formulae 2019-07-04 23:43:22 -04:00
Kevin Darby ef4dc1fc65 more excel 2019-07-04 23:25:28 -04:00
Kevin Darby 474401cddc new spreadsheet 2019-07-01 17:59:18 -04:00
Kevin Darby 3ebcf9a270 example of join in excel 2019-07-01 16:21:38 -04:00
799 changed files with 13515 additions and 40803 deletions

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@@ -1,36 +1,35 @@
nohup.out
build/
cmake-build-debug/
.idea/
.dir-locals.el
*.pyc
.vscode/*
!.vscode/*.json
.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
src/server/sparkd/orderman/perf_analysis/data
src/server/sparkd/orderman/perf_analysis/logs/
src/server/sparkd/orderman/perf_analysis/trace_data/
.fake
*.fsx.lock
*.code-workspace
src/lib/orderman/perf_analysis/logs/latency_data/
trace_data/
/src/lib/orderman/perf_analysis/last_pretty_log.csv
/src/lib/orderman/perf_analysis/log.csv
/doc/user/public/*
.ionide/*
/.ignore
nohup.out
build/
cmake-build-debug/
.idea/
.dir-locals.el
*.pyc
.vscode/*
!.vscode/*.json
.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
src/server/sparkd/orderman/perf_analysis/data
src/server/sparkd/orderman/perf_analysis/logs/
src/server/sparkd/orderman/perf_analysis/trace_data/
.fake
*.fsx.lock
*.code-workspace
src/lib/orderman/perf_analysis/logs/latency_data/
trace_data/
/src/lib/orderman/perf_analysis/last_pretty_log.csv
/src/lib/orderman/perf_analysis/log.csv
/doc/user/public/*
.ionide/*
+5 -5
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@@ -104,7 +104,7 @@
"request": "launch",
"program": "C:/Program Files/Microsoft Office/Office14/EXCEL.EXE",
"args": [
"${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64-packed.xll"
"${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64.xll"
],
"cwd": "${workspaceRoot}",
"stopAtEntry": false,
@@ -118,7 +118,7 @@
"program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
"args": [
"test",
"ApiUpdateTests"
"test_filter"
],
"cwd": "${workspaceRoot}",
"stopAtEntry": false,
@@ -135,13 +135,13 @@
"name": "Spreader Tests",
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/ninja_debug/server/sparkd",
"program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
"args": [
"test",
"[spreader]"
],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/ninja_debug/server/",
"cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
"environment": [],
"externalConsole": true,
"MIMode": "gdb",
@@ -249,7 +249,7 @@
"program": "/home/bts/spark/build/ninja_debug/server/sparkd",
"args": [
"test",
"[algo]"
"SingleWriterConcurrentVector"
],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/ninja_debug/server/",
+1 -1
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@@ -1 +1 @@
set(sources /home/ppinto/Dropbox/bts/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Glossary/_index.md;content/bts_spark/Help/_index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Launcher/_index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Logging-In-to-the-System/_index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Market/_index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/_index.md;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/Settings/_index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Spreader/_index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Trading/OrderTypes/index.md;content/bts_spark/Trading/_index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/release_notes/_index.md;content/system_requirements/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)
set(sources /home/ppinto/Dropbox/bts/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Algos/_index.md;content/bts_spark/Glossary/index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Help/index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Launcher/index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Logging-In-to-the-System/index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/index.md;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/My-Windows/index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Settings/index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Spreader/index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/index.md;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/release_notes/_index.md;content/system_requirements/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)
@@ -0,0 +1,46 @@
+++
title = "BTS Basic Algos"
weight = 10
sort_by = "weight"
insert_anchor_links = "right"
+++
## Lean
The goal of the lean order is to watch the opposite-inside market size and cross when that size goes below the threshold (this also implies a cross if that size goes to zero and the market trades away from you) If the market trades toward you, you can opt into several different behaviors
##### Parameters
* Cross Thresh - size thresh in absolute or ratio terms
* Max Chase Ticks - max levels to pay up, in ticks
## Join
The goal of the join order is to watch the opposite-inside market and join when the market flips (that is, when the best offer becomes the best bid) and has at least threshold size.
##### Parameters
* Join Thresh - size thresh in absolute or ratio terms
## Top
The goal of the top order is to not trade by yourself, but the intent at the time of order entry is to get filled.If the order is on the market (say current bid price) AND the quantity on that bid price is below top thresh then cancel the order else remain working.
##### Parameters
* Top Thresh - size thresh in absolute or ratio terms
## Cover
A Cover order’s purpose is to fire a hedge order (of any type) in response to fills from it’s child order on the opposite side of the market N ticks away
##### Parameters
* Profit Ticks - ticks above or below fill price to place profit / cover order
## OCO
An OCO order creates a relationship between a child order and a 'stop' or 'other' order such that when one of these is cancelled, both cancel, or when one is filled, the other order's size is debited in the amount of the fill.
Composing this order with Cover simulates scalping functionality
##### Parameters
* Stop Ticks - ticks below or above main order to place stop / other order
@@ -3,10 +3,6 @@ title = "Glossary of Terms"
weight = 9
sort_by = "weight"
insert_anchor_links = "right"
[extra]
page_description = "Definitions of common terms used in BTS Spark and this manual"
+++
@@ -3,12 +3,12 @@ title = "Help"
weight = 3
sort_by = "weight"
insert_anchor_links = "right"
[extra]
page_description = "Report a problem or find the activity log from the Help module in BTS Spark"
+++
{{ youtube(id="yGQfr_puT3w") }}
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/yGQfr_puT3w" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
## Report a Problem
If there is any issue at all, you can click here
@@ -18,14 +18,14 @@ page_description = "Report a problem or find the activity log from the Help modu
send, BTS will get an alert of everything you submitted and will be
in contact with you shortly.
{{ image(name="image58.png", alt="screenshot") }}
![](image58.png)
## About Spark
Upon launching this, you will see an info window
which will list what version you are running as well as who is
currently logged in.
{{ image(name="about_spark.png", alt="screenshot") }}
![](about_spark.png)
## Activity log
This is an overall log viewer which will show
@@ -34,4 +34,4 @@ page_description = "Report a problem or find the activity log from the Help modu
messages in a text box in the right top corner.
 
{{ image(name="image39.png", alt="screenshot") }}
![](image39.png)
@@ -1,15 +1,15 @@
+++
title = "Launcher"
title = "Module Launcher"
weight = 2
sort_by = "weight"
insert_anchor_links = "right"
[extra]
page_description = "The basics of the BTS Spark launcher and user interface"
+++
{{ youtube(id="OxVqQBKFIDw") }}
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/OxVqQBKFIDw" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
- The module launcher is the first item that will come up after
logging in to Spark.
@@ -18,7 +18,7 @@ page_description = "The basics of the BTS Spark launcher and user interface"
each module
- It appears like the following:
{{ image(name="image38.png", alt="screenshot") }}
![](image38.png)
- If you right-click anywhere on the launcher you can modify
various display settings including:
@@ -29,7 +29,7 @@ page_description = "The basics of the BTS Spark launcher and user interface"
- Ability to exit the front end, this can also be done by simply clicking the “X” on the top right of this window or by clicking on exit from this options window
- These options are all displayed like the following:
{{ image(name="image68.png", alt="screenshot") }}
![](image68.png)
## Spark User interface
@@ -3,21 +3,17 @@ title = "Logging in to the system"
weight = 1
sort_by = "weight"
insert_anchor_links = "right"
[extra]
page_description = "How to log into BTS Spark"
+++
The shortcut icon will appear on your desktop like below:
{{ image(name="image64.png", alt="BTS icon") }}
![](image64.png)
Simply double click or single click and hit enter to launch the
login screen:
{{ image(name="image3.png", alt="login screen") }}
![](image3.png)
Choose your username from the drop down, choose your initial
workspace, enter your password, and click Login
@@ -3,22 +3,22 @@ title = "Market"
weight = 4
sort_by = "weight"
insert_anchor_links = "right"
[extra]
page_description = "The BTS Spark Market module contains the Market View and Time and Sales windows"
+++
- This is one of the main items on the module launcher
- When hovering over it, it will show 2 different modules which can
be launched from it, market view and then, time and sales
- It appears like the below:
{{ image(name="image53.png", alt="screenshot") }}
![](image53.png)
## Market View
{{ youtube(id="Y54S1uscT_g") }}
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/Y54S1uscT_g" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
- This provides a grid of outright, spread, and synthetic products
showing real-time market data all in one place
@@ -29,7 +29,7 @@ page_description = "The BTS Spark Market module contains the Market View and Tim
- You choose which products you would like to view upon launching it,
the security browser will appear as shown below:
{{ image(name="image21.png", alt="security picker") }}
![](image21.png)
- Click on individual securities that you wish to view and click add,
they will then show up in the selected securities window below.  If
@@ -45,13 +45,13 @@ page_description = "The BTS Spark Market module contains the Market View and Tim
- Below is an example of an outright, spread, all futures, and
synthetic chosen:
{{ image(name="image14.png", alt="screenshot") }}
![](image14.png)
- Clicking OK will bring up the Market View with the selected
securities you have chosen, in this example, it appears like the
following:
{{ image(name="market_view.png", alt="screenshot") }}
![](market_view.png)
- Once a market view is launched and you are viewing data, you can
customize the view further by the following:
@@ -61,19 +61,19 @@ page_description = "The BTS Spark Market module contains the Market View and Tim
- Filtering - by hovering over the column header, a filtering box
will appear like below:
{{ image(name="image66.png", alt="screenshot") }}
![](image66.png)
- All columns let you sort by that columns minimum and maximum
information in a box that appears like the following:
{{ image(name="image24.png", alt="screenshot") }}
![](image24.png)
- Specifically for the securities column, there is a search box that
will appear by bringing up the filtering box, which enables users to
type the security in which they are looking for.  This appears like
the following:
{{ image(name="image11.png", alt="screenshot") }}
![](image11.png)
- Besides viewing the market data, you can do a lot within the market
view by utilizing the icons to the left of the main window, these
@@ -88,7 +88,7 @@ page_description = "The BTS Spark Market module contains the Market View and Tim
- Change securities
- Click on the settings icon {{ image(name="change_securities.png", alt="screenshot") }} which will launch the market view security selection.  You can add or remove Securities you have already selected and are shown in the market view.
- Click on the settings icon ![](change_securities.png) which will launch the market view security selection.  You can add or remove Securities you have already selected and are shown in the market view.
- Launch an order ticket
- This is done 1 of 3 ways:
@@ -96,7 +96,7 @@ page_description = "The BTS Spark Market module contains the Market View and Tim
or Ask Qty which will bring up an order ticket pre-populated with
either the Bid or Ask price and volume.
- Highlighting a single security and clicking on the order ticket
{{ image(name="image23.png", alt="screenshot") }} icon
![](image23.png) icon
on the left-hand browser window of the market view
- Highlighting a single security and right clicking bringing up the
menu options to launch an order ticket.
@@ -121,7 +121,7 @@ page_description = "The BTS Spark Market module contains the Market View and Tim
- This is done by either highlighting 1 or many securities and then
clicking on the Fills icon
{{ image(name="image20.png", alt="screenshot") }} on
![](image20.png) on
the left-hand side to bring up a fill window for the selected
securities.  
@@ -132,14 +132,14 @@ page_description = "The BTS Spark Market module contains the Market View and Tim
- This is accomplished by highlighting 1 or many securities and then
clicking on the time and sales icon
{{ image(name="image49.png", alt="screenshot") }} on
![](image49.png) on
the left-hand side
- Launching the synthetic window to create a synthetic product
- This is accomplished by highlighting either 1 or 2 securities and
clicking on the Synthetic icon
{{ image(name="image34.png", alt="screenshot") }} on
![](image34.png) on
the lower left-hand side
- Please note - If only 1 security is chosen, a create synthetic
@@ -148,7 +148,9 @@ page_description = "The BTS Spark Market module contains the Market View and Tim
## Time and Sales
{{ youtube(id="nEkSGacjt0s") }}
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/nEkSGacjt0s" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
- Provides a display of real-time fills as they happen for 1 or many
securities
@@ -159,9 +161,9 @@ page_description = "The BTS Spark Market module contains the Market View and Tim
- On launching a security browser will appear, allowing you to choose
the products you would like to view.
{{ image(name="time_and_sales.png", alt="screenshot") }}
![](time_and_sales.png)
- From time and sales, you can launch the same items as the market
view with the exception of a launching the synthetic window to
create a synthetic product
- From the settings icon {{ image(name="settings_icon.png", alt="screenshot") }} you can customize the time and sales modifying grid; the colors of the aggressor, status of trades coming in, as well as font sizes and which columns to see.
- From the settings icon ![](settings_icon.png) you can customize the time and sales modifying grid; the colors of the aggressor, status of trades coming in, as well as font sizes and which columns to see.
@@ -3,13 +3,13 @@ title = "My Windows"
weight = 7
sort_by = "weight"
insert_anchor_links = "right"
[extra]
page_description = "Name and load windows with the My Windows module in BTS Spark"
+++
{{ youtube(id="pjm1JJ9Q3jM") }}
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/pjm1JJ9Q3jM" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
This is the housing of the windows that you have manually named and
creates a place where you can quickly and easily launch windows
@@ -20,18 +20,18 @@ click on any tab and the “Add to My Windows” menu will appear.  If you
click on Add to My Windows, it will give you the ability to type in a
text box on the tab itself.
{{ image(name="image16.png", alt="screenshot") }}
![](image16.png)
Once you have named the tab, click enter to get out of the editing view
of the text box.  Once that is done, it will display that name for that
tab moving forward, which will be displayed within the My Windows
section of the module launcher.
{{ image(name="image15.png", alt="screenshot") }}
![](image15.png)
Right-clicking on a tab that has already had its default title modified
will show the following which will allow you to rename the modified
title or remove it from the My Windows, which will then restore the
default standard title.
{{ image(name="image37.png", alt="screenshot") }}
![](image37.png)
@@ -3,13 +3,12 @@ title = "Settings"
weight = 8
sort_by = "weight"
insert_anchor_links = "right"
[extra]
page_description = "The BTS Spark Settings module and workspaces management"
+++
{{ youtube(id="yGQfr_puT3w") }}
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/yGQfr_puT3w" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
## Workspaces
@@ -17,7 +16,7 @@ This is where your workspaces can be saved or switched
to pre-saved ones that you have created.  If you click on the
Settings module, the Workspaces
{{ image(name="image9.png", alt="screenshot") }}
![](image9.png)
Once the Workspace menu is launched you can save your current workspace
by typing in a name in the text box and clicking save.  This will save
@@ -27,4 +26,4 @@ switching to it from the workspace launcher later on.
You can also delete workspaces by clicking on the “X” to the right of
the saved workspace from the workspace menu.
{{ image(name="image51.png", alt="screenshot") }}
![](image51.png)
@@ -3,33 +3,47 @@ title = "Spreader"
weight = 6
sort_by = "weight"
insert_anchor_links = "right"
[extra]
page_description = "How to create and edit synthetic spreads in BTS Spark's spreader"
+++
{{ youtube(id="RZU9Wj0cETo") }}
{{ youtube(id="XEZpuPAgMC0") }}
{{ youtube(id="EVFK2yNQFS4") }}
{{ youtube(id="d5ywlHen6yo") }}
{{ youtube(id="Mmw8PNJA0Dw") }}
{{ youtube(id="QK-bBSH6Rc0") }}
- Launching the spreader from the launcher will bring up the
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/XEZpuPAgMC0" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/EVFK2yNQFS4" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/d5ywlHen6yo" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/Mmw8PNJA0Dw" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/QK-bBSH6Rc0" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
- Launching the spreader from the module launcher will bring up the
synthetic management browser which appears like below:
{{ image(name="image35.png", alt="screenshot") }}
![](image35.png)
- From this window, it will show any synthetics that you have already
created as well as various other options of both managing the
synthetics and other tasks all from the left-hand side pane within
the window, including:
- Adding a new synthetic {{ image(name="image8.png", alt="screenshot") }}
- Removing a synthetic {{ image(name="image13.png", alt="screenshot") }}
- Changing a synthetic {{ image(name="image55.png", alt="screenshot") }}
- Cloning a synthetic {{ image(name="image28.png", alt="screenshot") }}
- Launching a ladder of a highlighted synthetic {{ image(name="image7.png", alt="screenshot") }}
- Launching an order book of selected synthetic {{ image(name="image43.png", alt="screenshot") }}
- Adding a new synthetic ![](image8.png)
- Removing a synthetic ![](image13.png)
- Changing a synthetic ![](image55.png)
- Cloning a synthetic ![](image28.png)
- Launching a ladder of a highlighted synthetic ![](image7.png)
- Launching an order book of selected synthetic ![](image43.png)
@@ -49,7 +63,7 @@ page_description = "How to create and edit synthetic spreads in BTS Spark's spre
- An empty synthetic browser will look like below without any legs
chosen:
{{ image(name="image31.png", alt="screenshot") }}
![](image31.png)
- Clicking on Add Leg on the top right of the window will launch the
security browser, which will allow you to choose the first leg
@@ -63,13 +77,13 @@ page_description = "How to create and edit synthetic spreads in BTS Spark's spre
name your synthetic product.  By default, it will auto-populate
based on the symbols you have chosen:
{{ image(name="image29.png", alt="screenshot") }}
![](image29.png)
- You can click into the text box to the right of the name and
customize the name to be whatever you would like, we’ll call this
ES\_CAL:
{{ image(name="image19.png", alt="screenshot") }}
![](image19.png)
- Also included on this row are what ticks you would like this to be
priced in as well as the format of the pricing
@@ -78,7 +92,7 @@ page_description = "How to create and edit synthetic spreads in BTS Spark's spre
as the option to add additional legs through the add leg box to the
right of the symbols:
{{ image(name="image18.png", alt="screenshot") }}
![](image18.png)
- The following rows are all part of the main parameters which can
all be modified according to the traders style of designing the
@@ -90,14 +104,14 @@ page_description = "How to create and edit synthetic spreads in BTS Spark's spre
details of how that parameter functions.  Below is an example of the
throttle details displayed:
{{ image(name="image56.png", alt="screenshot") }}
![](image56.png)
- Main parameters - these are the top 4 rows in the Create Synthetic
window which all synthetics will be required to have set.
 Everything below these can be customized to a trader's needs, however, the top 4 are the main foundational aspects used for the calculation of
the synthetic:
{{ image(name="image10.png", alt="screenshot") }}
![](image10.png)
- Quantity - This is the number of contracts of the security you
would like to be included in the calculation of the synthetic as
@@ -125,7 +139,7 @@ page_description = "How to create and edit synthetic spreads in BTS Spark's spre
displayed and click on such will display further details on how this
parameter is used:
{{ image(name="image72.png", alt="screenshot") }}
![](image72.png)
- Quote
@@ -134,20 +148,20 @@ page_description = "How to create and edit synthetic spreads in BTS Spark's spre
by defining a region on either side of the working quote order,
inside which quote updates will not be sent:
{{ image(name="image6.png", alt="screenshot") }}
![](image6.png)
- Pre-Hedge
- Pay Less - If enabled by checking the checkbox, the spreader will
attempt to pay less when the quantity at the level of the calculated
hedge price is less than the threshold defined.  The hedge order is
hedge price is more than the threshold defined.  The hedge order is
paid less by the “Payless Ticks” as defined per leg.
- Pay Up - If enabled by checking the checkbox, the spreader will pay
up when the quantity at the level of the calculated hedge price is
more than the threshold defined.  The hedge order will pay up by the
“Payup Ticks” as defined per leg.
{{ image(name="image54.png", alt="screenshot") }}
![](image54.png)
- Post-Hedge
@@ -158,7 +172,7 @@ page_description = "How to create and edit synthetic spreads in BTS Spark's spre
opposite inside market, it is re-priced to cross the opposite inside
market as defined by “cross ticks”
{{ image(name="image70.png", alt="screenshot") }}
![](image70.png)
- Time Based Cross - Basically the same as Ticks Away Cross,
however, this is based on time (in ms) on when to automatically cross
@@ -167,7 +181,7 @@ page_description = "How to create and edit synthetic spreads in BTS Spark's spre
away from the opposite inside market, it is re-priced to cross the
opposite inside market as defined by “cross ticks”
{{ image(name="image40.png", alt="screenshot") }}
![](image40.png)
- Size Based Cross - similar to ticks and time based cross, but based
on size instead.  If you define a threshold of the opposite inside
@@ -175,3 +189,5 @@ page_description = "How to create and edit synthetic spreads in BTS Spark's spre
the market.  If a legged hedge order’s price gets X amount of
“ticks” away from the opposite inside market, it is re-priced to
cross the opposite inside market as defined by “cross ticks”
![](image76.png)
@@ -1,81 +0,0 @@
+++
title = "Basic Algos"
weight = 1
sort_by = "weight"
insert_anchor_links = "right"
aliases = ["./bts_spark/Algos/"]
[extra]
page_description = "Definitions of the Algos built into BTS Spark and their parameters"
+++
## Lean
The goal of the lean order is to watch the opposite-inside market size and cross when that size goes below the threshold (this also implies a cross if that size goes to zero and the market trades away from you) If the market trades toward you, you can opt into several different behaviors
##### Parameters
* Cross Thresh - size thresh in absolute or ratio terms
* Max Chase Ticks - max levels to pay up, in ticks
## Join
The goal of the join order is to watch the opposite-inside market and join when the market flips (that is, when the best offer becomes the best bid) and has at least threshold size.
##### Parameters
* Join Thresh - size thresh in absolute or ratio terms
## Top
The goal of the top order is to not trade by yourself, but the intent at the time of order entry is to get filled.If the order is on the market (say current bid price) AND the quantity on that bid price is below top thresh then cancel the order else remain working.
##### Parameters
* Top Thresh - size thresh in absolute or ratio terms
## Cover
A Cover order’s purpose is to fire a hedge order (of any type) in response to fills from it’s child order on the opposite side of the market N ticks away
##### Parameters
* Profit Ticks - ticks above or below fill price to place profit / cover order
## OCO
An OCO order creates a relationship between a child order and a 'stop' or 'other' order such that when one of these is cancelled, both cancel, or when one is filled, the other order's size is debited in the amount of the fill.
Composing this order with Cover simulates scalping functionality
##### Parameters
* Stop Ticks - ticks below or above main order to place stop / other order
## Splitter
The splitter is useful for pro-rata markets where you want to vary your exposure independent of the order quantity that you want to fill. The splitter will complete when the number of fills reaches or exceeds the order quantity but it will put exposed_qty total size on the market. Splitter favors order size over queue position.
If exposed_qty is set to 0 the splitter will continue to exist in the Order Book but will cancel all of its child orders. This makes it a useful building block for custom algos that need to implement a 'paused' state.
##### Parameters
* exposed_qty - The total quantity to expose on the market.
* max_order_qty - The maximum size of a single order.
## Scratch
The scratch algo is similar to Lean, but instead of watching the opposite inside market, it watches the same side market and pays up when this quantity recedes below the scratch_threshold
##### Parameters
* scratch_threshold - The quantity on the same side market below which to scratch
* chase_ticks - The number of ticks through the opposite market to pay up
## ProRata
The prorata algo is a special case hedging algo for pro-rata markets. Users can specify two hedge types-- normal hedge and overfill hedge, the latter is spawned when you receive more fills than your fill_limit. Further, the algo attempts to scratch when in an overfilled state AND optionally the same side size falls below stay_in_threshold
##### Parameters
* hedge_ticks - The amount of ticks better hedges are placed on the opposite side market as the fill
* chase_ticks - How many ticks through the opposite market on a scratch
* fill_limit - The limit after which the algo considers further fills to be 'overfills'
* stay_in_threshold - A same side size threshold that enables the algo to 'stay in' even if overfilled
* enable_scratch_on_overfill - When true, overfills are immediately scratched upon the algo exiting
* enable_stay_in - When true, the algo will 'stay in' so long as the same side size is above stay_in_threshold, when false the algo attempts to 'get out' (and potentially scratch overfills) as soon as it reaches overfill status
* hedge - Child order type to send for normal hedges
* overfill_hedge - Child order type to send for overfill hedges
@@ -3,9 +3,6 @@ title = "Trading"
weight = 5
sort_by = "weight"
insert_anchor_links = "right"
[extra]
page_description = "BTS Spark's Trading module, including The Order Book, Fills, P&amp;L, Ladder, Order Ticket, and Algo Studio"
+++
@@ -13,11 +10,13 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
Order Book, Fills, P&L, Ladder, and Order Ticket
- It appears like below:
{{ image( name = "image44.png", alt = "screenshot") }}
![](image44.png)
## Order Book
{{ youtube(id="ygMFkjBBGeU") }}
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/ygMFkjBBGeU" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
- This provides a list of all orders a user has placed, by default it
will display only working orders
@@ -27,7 +26,7 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
other windows within BTS
- Appears like the following:
{{ lightbox( name = "image5.png", alt = "screenshot") }}
![](image5.png)
- You can sort all columns by single left clicking on the column
header which will sort in either descending or ascending order, an
@@ -35,14 +34,14 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
 Below is a display of the security column sorting in descending
fashion.
{{ image( name = "image60.png", alt = "screenshot") }}
![](image60.png)
- Filtering can occur, by hovering over any column header which will
display a “Filter” box.  Clicking on this will then display the
available components which can be filtered, below is an example of
clicking on the securities column
{{ image( name = "image52.png", alt = "screenshot") }}
![](image52.png)
- If the column is displaying time base information, a special style
box will appear when clicking on the filtering box providing more
@@ -54,45 +53,49 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
- Since Open
- A specific user-defined period of time
{{ image( name = "image25.png", alt = "screenshot") }}
![](image25.png)
- The left-hand box within an order book provides users with further
functionality to quickly perform various tasks with live orders as
well as launch other modules.
{{ image(name="spark_menu_order_book.png", alt="the spark menu in the order book", pull="right") }}
well as launch other modules.  It appears like the below:
- {{ icon(name="image48.png", alt="Fills icon") }} Fills -
![](spark_menu_order_book.png)
- ![](image48.png)Fills -
clicking on this will launch a fills window
- {{ icon(name="image57.png", alt = "modify icon") }} Modify -
- ![](image57.png) Modify -
clicking on this will launch an order ticket for a live order
highlighted in the Order Book.
- {{ icon(name="image73.png", alt = "cancel selected icon")}} Cancel
- ![](image73.png)Cancel
selected - clicking on this will cancel the selected orders you have
highlighted in the order book.  You can choose more than one by
holding hold the Ctrl key when clicking on each row of orders
- {{ icon(name="image74.png", alt = "cancel buys icon")}} Cancel
- ![](image74.png)Cancel
buys - clicking on this will cancel all the buy orders you have in
the order book
- {{ icon(name="image33.png", alt = "cancel all icon")}} Cancel
- ![](image33.png)Cancel
sells - clicking on this will cancel all the sell orders you have in
the order book
- {{ icon(name="image2.png", alt = "cancel all icon")}} Cancel
- ![](image2.png)Cancel
all - clicking on this will cancel all working orders you have the
order book
- {{ icon(name = "recreate_icon.png", alt = "screenshot") }} Recreate - clicking this will recreate already cancelled orders, sending them back to market with the same price and quantity as they were previously at before being cancelled.
- {{ image( name = "collapse_all_icon.png", alt = "screenshot") }} Collapse all - This will collapse all trees inside the order book to show only the top level of the order.
- {{ icon( name = "expand_all_icon.png", alt = "screenshot") }} Expand all - This will expand to show everything inside the order book.
- {{ icon( name = "settings_icon.png", alt = "screenshot") }} Settings - This launches the settings for the orderbook.
- The mini orderbook is integrated into the ladder
- Middle click (click the mouse wheel) on a working order to display the mini orderbook
- From here, you can change the price and quantity of any working order
{{ image( name = "mini_orderbook.png", alt = "screenshot") }}
- ![](recreate_icon.png) Recreate - clicking this will recreate already cancelled orders, sending them back to market with the same price and quantity as they were previously at before being cancelled.
- ![](collapse_all_icon.png) Collapse all - This will collapse all trees inside the order book to show only the top level of the order.
- ![](expand_all_icon.png) Expand all - This will expand to show everything inside the order book.
- ![](settings_icon.png) Settings - This launches the settings for the orderbook.
- Furthermore, there is a “floating” or “mini orderbook” feature as well
integrated within the ladder itself.
- To access this, you need to center click with your mouse wheel over
working orders on the ladder.
- From here, you can change the price and quantity of any working order
within the mini orderbook straight from the window
- This looks like below:
![](mini_orderbook.png)
## Fills
- This provides a list of all fills a user has had for a given time
period, by default it will open up with “since open” time frame
period, by default it will open up with “since open” timeframe
selected showing you fills on the day thus far
- You can create multiple fill windows, filtered however you
like
@@ -103,7 +106,9 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
## P&amp;L
{{ youtube(id="xj6cEQ6By34") }}
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/xj6cEQ6By34" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
- This provides a running ledger of a users account(s) profit and
loss, broken down per symbol
@@ -120,18 +125,20 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
- This is accomplished on the top bar, which when clicked on, displays
the choices for calculation, this appears like below:
{{ image( name = "pnl_calculation.png", alt = "screenshot") }}
![](pnl_calculation.png)
- Below is an example P&L window showing a user’s multiple accounts and
various positions in each:
{{ image( name = "pnl_window.png", alt = "screenshot") }}
![](pnl_window.png)
## Ladder
{{ youtube(id="Q0qsyc1nvYo") }}
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/Q0qsyc1nvYo" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
- The ladder was designed to be the most logically produced ladder on
the market, engineered and designed by professional traders for
@@ -142,12 +149,12 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
market with a single click
- Below is an example ladder:
{{ image( name = "ladder.png", alt = "screenshot") }}
![](ladder.png)
- The ladder consists of 2 major parts, the Ladder itself and the
information and control section on the left-hand side
- The information section on the left contains the following: &nbsp; {{ image( name = "image1.png", alt = "screenshot") }}
- The information section on the left contains the following: &nbsp; ![](image1.png)
- Day - showing the current price of the security on the day
- High - showing the high price of the security on the day
- Low - showing the low price of the security on the day
@@ -160,7 +167,7 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
- The control section right underneath the information section on the
left-hand side offers the following:
{{ image( name = "image62.png", alt = "screenshot") }}
![](image62.png)
- The account in which the orders will flow into when trading this
security
@@ -195,7 +202,7 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
the stop price, by clicking on the “&lt;” to bring up the stop price
option:
{{ image( name = "image61.png", alt = "screenshot") }}
![](image61.png)
- Iceberg
@@ -206,7 +213,7 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
quantity.  You will need to define what type of order that will
be used for the child order to be sent.
{{ image( name = "image47.png", alt = "screenshot") }}
![](image47.png)
- Time Box
@@ -226,9 +233,9 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
- Below are images of the type of time frame that can be used within
the time box
{{ image( name = "image42.png", alt = "screenshot") }}
![](image42.png)
         
{{ image( name = "image50.png", alt = "screenshot") }}
![](image50.png)
- Lean
- This is a specialized algo order which allows the user to
@@ -237,14 +244,14 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
- “Cross” means to take an order working on the bid and 'cross' by
buying into the asks.  This is often referred to as “paying up” as well
{{ image( name = "lean_algo_control.png", alt = "screenshot") }}
![](lean_algo_control.png)
- Join
- This is a specialized algo order which allows the user to enter an
order which will watch the opposite-inside market and join when the
market flips and has at least threshold size as defined.
{{ image( name = "join_algo_control.png", alt = "screenshot") }}
![](join_algo_control.png)
- Top
- This is a specialized algo order which allows the user to
@@ -252,14 +259,14 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
- If the order is on the market (current bid price) and the quantity
on that bid price is below the top threshold defined the order will
cancel and do nothing else
{{ image( name = "top_algo_control.png", alt = "screenshot") }}
![](top_algo_control.png)
- Offset
- The goal of the offset order is to send your order X amount of ticks
from where you actually place it on the ladder. This is sometimes
known as a "fat finger" safety.
{{ image( name = "offset_algo_control.png", alt = "screenshot") }}
![](offset_algo_control.png)
- OCO
@@ -269,26 +276,26 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
of the fill. Composing this order with Cover simulates scalping
functionality.
{{ image( name = "oco_algo_control.png", alt = "screenshot") }}
![](oco_algo_control.png)
- Cover
- A Cover order’s purpose is to fire a hedge order (of any algo-type) in response to fills from it’s child order on the opposite side of the market N ticks away.
{{ image( name = "cover_algo_control.png", alt = "screenshot") }}
![](cover_algo_control.png)
- Trigger
- The Trigger order is exactly as it sounds, where it will trigger an order based on conditions defined.
- This order also has exit strategy built in where a user can define when the trigger order can auto-cancel based on time as well as price conditional.
{{ image( name = "trigger_algo_control.png", alt = "screenshot") }}
![](trigger_algo_control.png)
- The middle of the control section is where you can click on
predefined values to quickly populate the volume at which you wish
to enter the market.
{{ image( name = "image17.png", alt = "screenshot") }}
![](image17.png)
- You can manually type in a quantity here as well
- Furthermore, if you have a value in the volume bar, you can
@@ -298,7 +305,7 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
- By having the auto clear box checked, it will bring the value back
to zero after placing an order at the size chosen.
{{ image( name = "image59.png", alt = "screenshot") }}
![](image59.png)
-  The bottom section of the control area of a ladder has 4 aspects
to it
@@ -310,7 +317,7 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
- Cancel All, which will cancel all orders on the ladder
- Settings, which will launch the ladder settings window which
appears like below
{{ image( name = "ladder_settings.PNG", alt = "screenshot") }}
![](ladder_settings.png)
- Fonts and Colors - This is where you can customize the overall main
aspects of the ladder.
- Market Break Lines - These are where can control the viewing of what
@@ -332,7 +339,7 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
- The other, main part of the ladder, is the ladder itself as
displayed below
{{ image( name = "ladder_main_part.png", alt = "screenshot") }}
![](ladder_main_part.png)
- There are 5 main columns
@@ -349,7 +356,7 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
- To enter an order directly by clicking in the ladder, left click on either the bid or ask volume with a volume greater than 0 on the predefined value box on the left-hand section
- A badge will be displayed within the orders column of the value you have chosen and the quantity filled as displayed below
{{ image( name = "ladder_badges.png", alt = "screenshot") }}
![](ladder_badges.png)
- To change the price level you wish to work the order, you can right-click and hold on the badge to move it up or down the ladder for the
desired price
@@ -360,7 +367,9 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
## Order Ticket
{{ youtube(id="bdC5pZ6T35I") }}
<div>
<iframe width="560" height="315" src="https://www.youtube.com/embed/bdC5pZ6T35I" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
</div>
- The order ticket was designed to provide another means other than
the ladder to enter orders into the market
@@ -369,7 +378,7 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
which security to populate
- The order ticket appears like below
{{ image( name = "image27.png", alt = "screenshot") }}
![](image27.png)
- On the top left, you have the price for the order as well as the
volume
@@ -407,7 +416,7 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
- This is all in place in a very user friendly GUI as shown below:
{{ image( name = "algo_studio.png", alt = "screenshot") }}
![](algo_studio.png)
- There are 3 main areas of the Algo Studio:
-3
View File
@@ -3,9 +3,6 @@ title = "BTS Spark"
weight = 1
sort_by = "weight"
insert_anchor_links = "right"
[extra]
page_description = "Documentation for Blue Trading Systems' BTS Spark"
+++
Click on the headings on the left to expand their contents. If you need specific information quickly use the Search button in the top right of this page.
+39 -185
View File
@@ -3,181 +3,36 @@ title = "Release notes"
weight = 3
sort_by = "weight"
insert_anchor_links = "right"
[extra]
page_description = "Release notes for BTS Spark"
+++
## 2.13.0
### User Visible Changes
- Added the name of the spreader to the parent algo badge (for spreader child orders), in the fills, orderbook and floating orderbook windows
- Added support for sounds for new orders
- Added a new quoting throttle parameter for the spreader, that throttles quotes that are moving toward the inside market but are still a configurable number of ticks away
- Enabled the ladder to remember the left panel scroll position across front end restarts
### Bug Fixes
- Fixed the local fills window so that it does not show the admin fills
- Removed the deleted accounts from the ladder accounts dropdown
- Fixed the orderbook price for iceberg of spreaders
## 2.12.0
### User Visible Changes
- Added support for ICE market data and order execution
### Internal Changes
- Lots of permission / admin changes to facilitate ICE
## 2.11.0
### User Visible Changes
- Fixed fills form time filter to also apply to SOD fills
- Addressed an issue that could prevent the web Admin UI from displaying over slow HTTP connections
- Removed the option to enter manual spread fills
- Fixed an issue that could cause erroneous fill account attribution in the event of a crash
### Internal Changes
- Added support for tag 1031. Currently defaults to Y, can it be override through config.
- To facilitate support, allowed the bts user to view and edit algos from all other users
- Improved system tests
- Improved log messages in UI to include dispatcher thread name
- Added support for Windows core dumps in the UI
## 2.10.0
### User Visible Changes
- Fills now include information about the algo that originated the fill
- A new, more powerful PnL form is now available
### API Changes
- Added security state information (pre open, halted, normal, closed, etc)
### Bug Fixes
- Brought back the "select all" check box in the mini order book
- Fixed an issue in the market data subsystem that on rare occasions could result in a startup crash
### Internal Changes
- Fixed an issue that was stopping us from interpreting SOD times as local rather than GMT
## 2.9.3
### Internal Changes
- Fixed system test scripts
## 2.9.2
### Bug Fixes
- Fixed an issue with the exchange simulator that could lead to crossed markets
## 2.9.1
### Bug Fixes
- Fixed an issue with trade sound alerts, where in some cases the use of a "In Between" condition could lead to a UI failure.
- Fixed an issue with the display of the new raw position column in the market view window.
- Fixed the popup label that describes the raw position information in the ladder
### Internal Changes
- Avoided shipping production configuration defaults that lead to trying to download a position file for the development sftp server.
### Api
- C# API sample now uses synchronous calls.
## 2.9.0
### User Visible Changes
- Improved Workspace management User Interface
- Added the ability to change grid background colors
- The Spark UI Window group now has a title in the Windows task bar
- Added sound alerts for trade events, see Launcher -> Settings -> Alerts
- Allowed composite algos that are attached to existing orders to identify fills that were already present prior to attachment
- Added import facilities for GMI position files
- Added the ability for risk managers to enter manual fills
- Added "raw" P&L columns, that is columns that *do not* include spread legs in their accounting
### Bug Fixes
- Fixed the settings action menu (Load/Save/Reset to Factory)
- Fixed the method used to determine if a security is expired to take into account the start of day time
### API Changes
- Fixed an issue in the Client SDK that could lead to occasional failures to connect to the spark server as well as excessive memory usage.
- Added the ability for algo orders to distinguish fills existing prior to launch
### Internal Changes
- Changed how we packaged certain third-party components
- Added logging of entitlement status
- Tagged outgoing orders with sequence number of marketdata or FIX event that triggered them
## 2.8.3
### Bug Fixes
- Fixed a bug that could cause an OrderBook's Security column filter to be blank
- Fixed a bug that could cause a UI failure when clearing a filter selection on a filtering widget
## 2.8.2
### Bug Fixes
- Added proper display factors for SOM spreads
- Fixed a bug that could cause a UI failure when trying to change settings in a synthetic ladder
## 2.8.1
### Bug fixes
- Fixed an error in the UI grids filtering widget
## 2.8.0
### User Visible Changes
- Added ProRata and Scratch algos
- Ladder badge now grows/shrinks to fill the containing cell
- Attached algo parameters are now displayed in the update panel
- Fixed a bug where the update panel would show '-' values when only
1 order was selected
- Fixed a bug that cause cause a failure on startup if the user
loaded a workspace with a Ladder that had a dynamic order type
selected by default
- Increased width of login panel to better show login error messages
- Added optional 'Maker/Taker' pricing to Spreader algo
- Algo buttons in ladder can now be made to deactivate after launching an algo or remain 'sticky'
### Internal changes
- Made it easier to generate simple UI's for new order types
### API Changes
- Dynamic orders can now use QuantityMeasure parameter types
## 2.7.2
### User Visible Changes
- Changed the login dialog to avoid leaking workspace names from other users.
- Added new Splitter algo. From the manual: The splitter is useful
for pro-rata markets where you want to vary your exposure
independent of the order quantity that you want to fill. The
splitter will complete when the number of fills reaches or exceeds
the order quantity but it will put exposed_qty total size on the
market. Splitter favors order size over queue position.
### Internal Changes
- Made spark more resilient to lack of connectivity to the CME web site for downloading of templates.
## 2.7.1
### User Visible Changes
- Fixed some issues with the Cover algo, where in some circumstances
it would erroneously cancel launched hedges on completion.
## 2.7.0
### User Visible Changes
- Allowed algos to process "in-flight" fills while shutting down
- Changed the cover algo to continue to hedge while shutting down
### API Changes
- Changed the API so that algos do not fully terminate until all
their children are terminated. Algos that are in the process of
shutting down in response to a complete or cancel call will still
receive child updates, which they can use to calculate and report
an accurate fill count (during this shutdown stage algos cannot
create, cancel or update children). A new IAlgoServices method,
is_shutting_down(), can be used to determine if an algo is
shutting down.
## 2.6.2
### User Visible Changes
- Fixed an issue in the ladder where in some cases the mini order book could not be brought up from a badge
- Fixed a rare race condition that could lead to erroneous limit enforcement
- Fixed an issue with the margin limits where an error could occur if an account name with more than 12 chars was used
## 2.6.1
### User Visible Changes
- Fixed an issue in the ladder where an error could occur when trying to change ladder settings for the first time
## 2.6.0
### User Visible Changes
- In the ladder made last trade more distinctive when overlaid on the volume column
- In the ladder, corrected display of volume tool tip
- In the ladder made last trade more distinctive when overlayed on the volumn column
- In the ladder, corrected display of volume tool tip
- In the ladder, changed the consolidation of last trade to consider only the price ignoring aggressor changes
- Added an option for the Top Algo to delete itself if within N ticks from top of book
- Address a rare issue that could lead to an error report on UI exit
- Added margin risk limits
- Added the "Offset" algo. Offset prices a child algo at a parameterizable distance from the top of the book
- Avoided switching the current account and order type on open ladders when limits are changed
- Avoided switching the current account and order type on open ladders when limits are changed
### Internal Changes
- Ensure that admin logins are always allowed to login, regardless of keycode status.
## 2.5.0
### User Visible Changes
- Added loss limit risk check
- Made algos, synthetics and user names private so that multiple users can share a single system privately.
- Allowed the mini order book defaults for column widths to be changed from the mini order book
- Allowed the mini order book to shrink to the minimum size that will be needed to display the selected columns
- Improved accuracy of the directional arrow when displaying last trades in the volume column
- Improved accuracy of the directional arrow when displaying last trades in the volumn column
## 2.4.0
### User Visible Settings
- In the ladder, changed the last trade column to accumulate successive trades at the same price
- Fixed a bug in the order book where the right side ladder would display the top level order's security rather then current row's
- Fixed a bug in the order book where the right side ladder would display the top leve order's security rather then current row's
- Added OK, Cancel buttons to the security picker for ladder profiles or sounds
- Added ladder settings for the mini order book
- Added a safety check to guard against unintentional market crosses
@@ -193,16 +48,16 @@ page_description = "Release notes for BTS Spark"
### User Visible Changes
- Introduced multiple settings profiles for the ladder
- This allows multiple standard configuration for the ladder, optionally with security specific variations
- Made Cover order more independent from its hedging children:
- Made Cover order more independent from its hedging chidren:
- Cover continues to operate even if an hedging child is canceled
- When a cover is canceled it will detach from any running hedging children, instead of canceling them
- Changed Lean, Join and Cover algos to hide themselves in the ladder once they have completed their work
- Changed Lean, Join and Cover algos to hide themselves in the ladder once they have completed their work
- Changed manual fills to appear in day PnL rather than in the SOD records
- Add buy/sell coloring to fill rows in fills window
- Streamlined the mini order book:
- Display of the mini order book popup is quicker
- Only exchange orders are displayed
- Update buttons are only displayed for orders that are under control of an algo with the update applying to the entire algo, not just the exchange order
- Update buttons are only displayed for orders that are under control of an algo with the update applying to the entire algo, not just the exchange order
- We can now select multiple rows to attach, detach, update or cancel multiple orders in a batch
- A checkbox column has been added to make clearer which rows are selected
### API Changes
@@ -212,7 +67,7 @@ page_description = "Release notes for BTS Spark"
- Added system requirements to Spark documentation
- Implemented keycodes
- Temporarily rejected stop and stop limit orders, pending bug fixes
## 2.2.0
### User Visible Changes
- Made our orders easier to spot in MBO display
@@ -223,41 +78,41 @@ page_description = "Release notes for BTS Spark"
- Improved handling of orders with undiscovered securities
- Added feedback to the ladder when the user attempts to middle click on bid/ask columns using an order that does not have parameters
- Fixed display of algo studio algo types in order book
- Hid net change setting in synthetic ladders
- Hid net change setting in synthetic ladders
- Fixed a number of problems with filtering on the Fills form
- On the Lean algo, OnToward and Away are now calculated with respect to the opposite inside market at time of the order launch
- Iceberg Spreaders with queue holders are not erroneously cancelled after the first fill
- Added security symbol column to fills window
- Re-organized ladder settings dialog to make it clearer and easier to use
## 2.1.4
### User Visible Changes
- Fixed handling of cancel button in security picker
## 2.1.3
### User Visible Changes
- Fixed a simulator bug in the handling of 0 sized orders
- Fixed a simulator bug in the handling of 0 sized orders
## 2.2.1
### User Visible Changes
- Fixed order book form exception when display a spreader order for which the legs were not present yet
- Fixed order book form exception when display a spreader order for whichs the legs were not present yet
## 2.1.1
### User Visible Changes
- Added PIQ to GLBX Iceberg orders
- Corrected handling of stop limit orders
## 2.1.0
### User Visible Changes
- Added support for the GLBX Iceberg order type
- Allowed quick algo param edits by middle-clicking on either the bid/ask columns or a "favorite" button
- Added support for manual fills, either entered manually or imported from file. Manual fills are used only for P&L purposes, they have no impact on limits
- Allowed the LTQ and VAP values to be overlaid on the same ladder column
- Allowed the LTQ and VAP values to be overlayed on the same ladder column
- Added day position information to the ladder
- Added PIQ to the mini order book
- Fixed a rare bug that could lead to server failure when requesting market data
- Fixed a bug that could cause incorrect price displays for certain types of synthetic securities
## 2.0.5
### User Visible Changes
- Fixed a bug in the handling of rejected QHO orders
@@ -267,19 +122,19 @@ page_description = "Release notes for BTS Spark"
## 2.0.4
### User Visible Changes
- Fixed performance regression in order manager
### Internal changes
- Improved market data diagnostics for bad configurations
- Changed market data default buffer size
## 2.0.3
### Internal changes
- Improved backwards compatibility in UI settings
## 2.0.2
### User Visible Changes
- Middle click the ladder price column to show the orders for that price level
- Middle click the ladder price column to show the orders for that price level
- Middle click the bid or ask column in the ladder no longer sends an order
### Internal changes
@@ -307,8 +162,8 @@ page_description = "Release notes for BTS Spark"
- Improved settings manager tool output
- Added diagnostics in the event MD memory corruption is detected
- Added systems tests for join,lean, iceberg and spreader orders
- Made exchange order recovery more resilient in the presence of database loss
- Made exchange order recovery more resilient in the presence of database loss
## 1.6.2
### User Visible Changes
### Exchange simulator
@@ -333,7 +188,7 @@ page_description = "Release notes for BTS Spark"
- Integrated stunnel into UI to make VPN setup unnecessary in unsecured environments.
## 1.5.7
### User Visible Changes
- New videos have been added to the manual describing the [Algo Studio](@/bts_spark/Trading/_index.md#algo-studio) and [Spreader](@/bts_spark/Spreader/_index.md)
- New videos have been added to the manual describing the [Algo Studio](./bts_spark/Trading/index.md#algo-studio) and [Spreader](./bts_spark/Spreader/index.md)
- Fixed a bug that occasionally would cause windows to be position outside the visible screen on startup
- Fixed a bug in the order book form that would occasionally cause the Recreate Order option to be unavailable
- Added a confirmation step to Cancel All, Cancel Buys and Cancel Sells commands
@@ -347,21 +202,21 @@ page_description = "Release notes for BTS Spark"
- These columns can be restored by toggling their visibility within the PnL's Settings form
- A new Traded Today column has been added to the PnL
- Filtering on this column will allow a user to restrict the report to only show today's position
### Internal changes
- Improved organization of the shell notification architecture
### Internal changes
- Improved organization of the shell notification architecture
- Added logging to help troubleshoot shell exit hang
## 1.5.6
### User Visible Changes
- Fixed a bug that could cause limits to be erroneously enforced
- Fixed a bug that could cause limits to be erroneously enforced
- Improved algo documentation
- Changed how the spreader uses net change
- Simplified trigger algo user interface
### Internal changes
### Internal changes
- Defaulted to not recording sim market data
- Improved documentation build
- Improved documentation build
- Added additional performance tracing
## 1.5.5
- Fixed Market View 'stale working orders' bug
@@ -369,11 +224,11 @@ page_description = "Release notes for BTS Spark"
- Avoided logging when warming up cache
## 1.5.3
- Fixed sounds startup issue
- Fixed sounds startup issue
## 1.5.2
- Added better logging to AlgoDefinitionService
## 1.5.1
- Fixed missing securities in the Fills and P&L windows.
@@ -394,7 +249,7 @@ page_description = "Release notes for BTS Spark"
#### Bug Fixes
- Fixed the "Since Open" time filter to use the exchange open time rather than 8:30 AM
- Fixed a bug in the order book where sometimes parent orders would not update their last message column.
#### Algos
- Added OCO Algo
- An OCO order creates a relationship between a child order and a 'stop' or 'other' order such that when one of these is cancelled, both cancel, or when one is filled, the other order's size is debited in the amount of the fill. Composing this order with Cover simulates scalping functionality
@@ -402,14 +257,14 @@ page_description = "Release notes for BTS Spark"
- Improved SDK documentation and usability
- Dynamic orders are now properly identified in the order book
#### Documentation
- Information on the Spark API has been added to the Spark manual
- Information on the Spark API has been added to the Spark manual
- The documentation has been updated and reorganized to make information easier to find
### Internal Changes
- Improved robustness of limit system test
- Fixed a bug in handling of built-in bts to user that could lead to failure to login as bts in old systems
- Improved market data subsystem to support security definition updates
- Fixed a startup race in market data that could lead to data corruption on startup
- Increased default order price precision to 8 digits as required by some CME products
- Increased default order price precision to 8 digis as required by some CME products
## 1.4.11
### New Features
@@ -457,7 +312,6 @@ page_description = "Release notes for BTS Spark"
- The zoom functionality can also be performed via hotkey and mouse wheel combinations
- Zoom In = CTRL + Mouse wheel up
- Zoom Out = CTRL + Mouse wheel down
- Reset zoom = CTRL + Mouse wheel click or double click on the zoom slider
### Exchange simulator
- Improved the exchange simulator to track real market data more closely
@@ -477,7 +331,7 @@ page_description = "Release notes for BTS Spark"
### Ladder Usability Improvements
- Controls found in Left Pane of the ladder can now be hidden via the checkboxes found under Ladder Form -> Settings button -> Left Pane tab
- The Left Pane is now scrollable with the mouse wheel when there isn't enough vertical space to accommodate the entire form
- The Left Pane is now scrollable with the mouse wheel when there isn't enough vertical space to accomodate the entire form
- The Left Pane can now grown and shrunk horizontally via the splitter between the left pane and the main ladder area
### Performance Improvements
- Requoting and hedging latency has been reduced by up to 30%
@@ -3,9 +3,6 @@ title = "System Requirements"
weight = 4
sort_by = "weight"
insert_anchor_links = "right"
[extra]
page_description = "Recommended and minimum systems requirements for BTS Spark"
+++
+2 -7
View File
@@ -1,20 +1,15 @@
#/bin/bash
#python -m mkdocs build -d site
./run_zola.sh build
ssh bts@bluetradesys.com "rm -r /home/bts/bts_website/zola/content/docs"
scp -r ./content bts@bluetradesys.com:/home/bts/bts_website/zola/content/docs
scp -r ./public bts@bluetradesys.com:/home/bts/doc/
ssh bts@bluetradesys.com << EOF
cd /home/bts/doc/
cd doc
sudo rm -r /var/www/documentation/*
sudo mv ./public/* /var/www/documentation/
cd /home/bts/bts_website/zola/
./fix_links.sh
./deploy.sh
EOF
rm -r public
+9 -18
View File
@@ -1,4 +1,4 @@
.page, .menu-open .page {
.page {
position: absolute;
width: calc(100% - #{$sidebar-width});
height: 100%;
@@ -7,24 +7,15 @@
background: #f6f6f6;
padding-bottom: 20px;
transition: 0.5s;
left: $sidebar-width;
h1:hover .zola-anchor, h2:hover .zola-anchor, h3:hover .zola-anchor, h4:hover .zola-anchor, h5:hover .zola-anchor, h6:hover .zola-anchor {
visibility: visible;
}
.zola-anchor {
color: #4183c4;
padding-right: .5em;
margin-left: -1.5em;
padding-left: 10px;
text-decoration: none;
font-weight: initial;
float: left;
visibility: hidden;
&:hover {
text-decoration: none;
visibility: visible;
text-decoration: underline;
}
}
@@ -164,13 +155,13 @@
}
}
// @include min-screen(600px) {
// .page {
// left: $sidebar-width;
// }
// }
@include min-screen(600px) {
.page {
left: $sidebar-width;
}
}
.menu-closed .page {
.page-without-menu {
width: 100%;
left: 0;
+19 -46
View File
@@ -123,9 +123,27 @@
.page__header {
height: 50px;
position: fixed;
.menu-icon {
height: 50px;
width: 50px;
font-size: 24px;
text-align: center;
float: left;
position: relative;
transition: background .5s;
cursor: pointer;
@include menu-icon();
&:hover {
span {
background-color: black;
}
}
}
.search-icon {
height: 50px;
width: 50px;
display: inline-block;
@@ -138,50 +156,5 @@
&:hover {
color: black
}
@include menu-icon();
&:hover {
span {
background-color: black;
}
}
}
.search-icon, .font-icon {
height: 40px;
width: 40px;
display: inline-block;
text-align: center;
line-height: 40px;
color: rgba(0, 0, 0, 0.5);
cursor: pointer;
font-size: 2rem;
&:hover {
color: #eee;
background-color:#666;
border-radius: .2ex;
}
}
.font-icon{
display: inline-block;
// padding:0.6ex 1ex;
margin-left:1rem;
background:#333;
color:#eee;
border-radius: .2ex;
&:hover {
background:#666;
}
}
}
.dark-mode .font-icon{
background:#aaa;
color:#333;
}
+2 -17
View File
@@ -1,4 +1,4 @@
.menu, .menu-open .menu {
.menu {
height: 100%;
position: absolute;
left: 0;
@@ -39,7 +39,7 @@
}
}
.menu-closed .menu {
.menu-hidden {
width: 0;
}
@@ -47,19 +47,4 @@
.menu {
width: 0;
}
.menu-close-icon {
display: block;
padding:1ex;
font-size: 1.5em;
float:right;
}
}
@include min-screen(600px) {
.menu-close-icon {
display: none;
}
}
+3 -98
View File
@@ -1,7 +1,6 @@
@charset "utf-8";
@import "normalize";
@import "colorbox";
* {
box-sizing: border-box;
@@ -22,10 +21,6 @@ body {
letter-spacing: 0.2px;
}
body.dark-mode .page{
background:#444;
color:#eee;
}
@mixin min-screen($min-width: $body-width) {
@media screen and (min-width: $min-width) {
@@ -45,21 +40,9 @@ $sidebar-width: 300px;
@import "content";
@import "header";
@media screen and (min-width: 1920px)
{
// img.scaled-image {
// transform: scale(0.666);
// transform-origin: top left;
// }
}
.colorbox-inline img {
max-width: 100%;
}
.icon-image {
display:inline;
max-height: 1.4em;
img {
transform: scale(0.666);
transform-origin: top left;
}
.back-button {
@@ -75,82 +58,4 @@ $sidebar-width: 300px;
iframe {
width:560px;
height:315px;
}
.youtube-thumb {
margin-top:2em;
position:relative;
max-width:500px;
}
.youtube-overlay {
position:absolute;
width:8rem;
height:4.5rem;
line-height:4.5rem;
font-size: 2.5rem;
left:calc(50% - 4rem);
top:calc(50% - 2.25rem);
text-align:center;
opacity:.8;
background:#f68a28;
color:white;
border-radius: .3rem;
}
.youtube-overlay:hover {
background:#f68a28;
opacity:1;
}
.video-parent {
position: relative;
width: fit-content;
}
.video-parent:hover .play-pause, .video-parent.paused .play-pause {
display: block;
}
.play-pause {
display:none;
opacity:.7;
position:absolute;
width:8rem;
height:4.5rem;
line-height:4.5rem;
font-size: 2.5rem;
left:calc(50% - 4rem);
top:calc(50% - 2.25rem);
text-align:center;
background:#f68a28;
color:#fff;
border-radius: .3rem;
z-index:1000;
}
.play-pause:hover {
opacity: 0.9;
}
@media (hover: none) {
.play-pause {
display:block;
}
.video-parent.playing:hover .play-pause {
display:none;
}
}
.is-clearfix {
clear:both;
}
.is-pulled-left {
float: left;
}
.is-pulled-right {
float: right;
}
-42
View File
@@ -1,42 +0,0 @@
#colorbox, #cboxOverlay, #cboxWrapper{position:absolute;top:0;left:0;z-index:9999;overflow:hidden;-webkit-transform:translate3d(0,0,0);}
#cboxWrapper{max-width:none;}
#cboxOverlay{position:fixed;width:100%;height:100%;}
#cboxMiddleLeft, #cboxBottomLeft{clear:left;}
#cboxContent{position:relative;}
#cboxLoadedContent{overflow:auto;-webkit-overflow-scrolling:touch;}
#cboxTitle{margin:0;}
#cboxLoadingOverlay, #cboxLoadingGraphic{position:absolute;top:0;left:0;width:100%;height:100%;}
#cboxPrevious, #cboxNext, #cboxClose, #cboxSlideshow{cursor:pointer;}
.cboxPhoto{float:left;margin:auto;border:0;display:block;max-width:none;-ms-interpolation-mode:bicubic;}
.cboxIframe{width:100%;height:100%;display:block;border:0;padding:0;margin:0;}
#colorbox, #cboxContent, #cboxLoadedContent{box-sizing:content-box;-moz-box-sizing:content-box;-webkit-box-sizing:content-box;}
#cboxOverlay{background:#000;opacity:0.9;filter:alpha(opacity = 90);}
#colorbox{outline:0;}
#cboxTopLeft{width:14px;height:14px;background:url(colorbox-images/controls.png) no-repeat 0 0;}
#cboxTopCenter{height:14px;background:url(colorbox-images/border.png) repeat-x top left;}
#cboxTopRight{width:14px;height:14px;background:url(colorbox-images/controls.png) no-repeat -36px 0;}
#cboxBottomLeft{width:14px;height:43px;background:url(colorbox-images/controls.png) no-repeat 0 -32px;}
#cboxBottomCenter{height:43px;background:url(colorbox-images/border.png) repeat-x bottom left;}
#cboxBottomRight{width:14px;height:43px;background:url(colorbox-images/controls.png) no-repeat -36px -32px;}
#cboxMiddleLeft{width:14px;background:url(colorbox-images/controls.png) repeat-y -175px 0;}
#cboxMiddleRight{width:14px;background:url(colorbox-images/controls.png) repeat-y -211px 0;}
#cboxContent{background:#fff;overflow:visible;}
.cboxIframe{background:#fff;}
#cboxError{padding:50px;border:1px solid #ccc;}
#cboxLoadedContent{margin-bottom:5px;}
#cboxLoadingOverlay{background:url(colorbox-images/loading_background.png) no-repeat center center;}
#cboxLoadingGraphic{background:url(colorbox-images/loading.gif) no-repeat center center;}
#cboxTitle{position:absolute;bottom:-25px;left:0;text-align:center;width:100%;font-weight:bold;color:#7C7C7C;}
#cboxCurrent{position:absolute;bottom:-25px;left:58px;font-weight:bold;color:#7C7C7C;}
#cboxPrevious, #cboxNext, #cboxSlideshow, #cboxClose{border:0;padding:0;margin:0;overflow:visible;position:absolute;bottom:-29px;background:url(colorbox-images/controls.png) no-repeat 0px 0px;width:23px;height:23px;text-indent:-9999px;}
#cboxPrevious:active, #cboxNext:active, #cboxSlideshow:active, #cboxClose:active{outline:0;}
#cboxPrevious{left:0px;background-position:-51px -25px;}
#cboxPrevious:hover{background-position:-51px 0px;}
#cboxNext{left:27px;background-position:-75px -25px;}
#cboxNext:hover{background-position:-75px 0px;}
#cboxClose{right:0;background-position:-100px -25px;}
#cboxClose:hover{background-position:-100px 0px;}
.cboxSlideshow_on #cboxSlideshow{background-position:-125px 0px;right:27px;}
.cboxSlideshow_on #cboxSlideshow:hover{background-position:-150px 0px;}
.cboxSlideshow_off #cboxSlideshow{background-position:-150px -25px;right:27px;}
.cboxSlideshow_off #cboxSlideshow:hover{background-position:-125px 0px;}
+6 -15
View File
@@ -1,19 +1,10 @@
function initToggleMenu() {
$(".menu-icon").click(function (e) {
let body = $("body");
let mobile = window.innerWidth < 600;
let menu_closed = body.hasClass("menu-closed");
let menu_open = body.hasClass("menu-open");
let new_page = !(menu_closed || menu_open);
if((!mobile && (new_page || menu_open)) || mobile && menu_open) {
body.addClass("menu-closed");
body.removeClass("menu-open");
}
else {
body.removeClass("menu-closed");
body.addClass("menu-open");
}
var $menu = document.querySelector(".menu");
var $menuIcon = document.querySelector(".menu-icon");
var $page = document.querySelector(".page");
$menuIcon.addEventListener("click", function () {
$menu.classList.toggle("menu-hidden");
$page.classList.toggle("page-without-menu");
});
}
function debounce(func, wait) {
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+4 -58
View File
@@ -1,40 +1,11 @@
$(document).ready(function() {
jQuery('a.thumbnail').colorbox({rel:'gal'});
jQuery('a.gallery_image').colorbox({rel:'gal'});
jQuery(".youtube").colorbox({iframe:true, innerWidth:'75%', innerHeight:'75%'});
jQuery(".font-icon").click(function (){
jQuery("body").toggleClass("dark-mode");
if(getCookie("dark-mode") === "true") {
setCookie("dark-mode", "false", 365);
}
else {
setCookie("dark-mode", "true", 365);
}
$("img").each(function(idx, elm){
$(elm).css("margin-bottom", elm.height * -0.333);
}).on("load", function(e){
$(e.target).css("margin-bottom", e.target.height * -0.333);
});
if(getCookie("dark-mode") === "true") {
jQuery("body").toggleClass("dark-mode");
}
if(window.innerWidth >= 1920) {
// $("img.scaled-image").each(function(idx, elm){
// $(elm).css("margin-bottom", elm.height * -0.333);
// }).on("load", function(e){
// $(e.target).css("margin-bottom", e.target.height * -0.333);
// });
$("a.colorbox-inline").each(function(idx, elm){
let child = $(elm).children("img")[0];
let w = (child.naturalWidth * 0.666) + 1
let h = (child.naturalHeight * 0.666) + 1
$(elm).colorbox({inline: true, innerWidth: w, innerHeight: h, scrolling: false});
});
}
else {
jQuery("a.colorbox-inline").colorbox({inline:true});
}
$(".back-button")
.html("Go Back")
.click(function(_) { window.history.back()});
@@ -43,29 +14,4 @@ $(document).ready(function() {
console.log(navigator.userAgent);
$(".search-icon").css("display", "none");
}
});
function setCookie(cname, cvalue, exdays) {
var d = new Date();
d.setTime(d.getTime() + (exdays*24*60*60*1000));
var expires = "expires="+ d.toUTCString();
document.cookie = cname + "=" + cvalue + ";" + expires + ";path=/";
}
function getCookie(cname) {
var name = cname + "=";
var decodedCookie = decodeURIComponent(document.cookie);
var ca = decodedCookie.split(';');
for(var i = 0; i <ca.length; i++) {
var c = ca[i];
while (c.charAt(0) == ' ') {
c = c.substring(1);
}
if (c.indexOf(name) == 0) {
return c.substring(name.length, c.length);
}
}
return "";
}
-6
View File
@@ -1,6 +0,0 @@
/*!
Colorbox 1.6.3
license: MIT
http://www.jacklmoore.com/colorbox
*/
(function(t,e,i){function n(i,n,o){var r=e.createElement(i);return n&&(r.id=Z+n),o&&(r.style.cssText=o),t(r)}function o(){return i.innerHeight?i.innerHeight:t(i).height()}function r(e,i){i!==Object(i)&&(i={}),this.cache={},this.el=e,this.value=function(e){var n;return void 0===this.cache[e]&&(n=t(this.el).attr("data-cbox-"+e),void 0!==n?this.cache[e]=n:void 0!==i[e]?this.cache[e]=i[e]:void 0!==X[e]&&(this.cache[e]=X[e])),this.cache[e]},this.get=function(e){var i=this.value(e);return t.isFunction(i)?i.call(this.el,this):i}}function h(t){var e=W.length,i=(A+t)%e;return 0>i?e+i:i}function a(t,e){return Math.round((/%/.test(t)?("x"===e?E.width():o())/100:1)*parseInt(t,10))}function s(t,e){return t.get("photo")||t.get("photoRegex").test(e)}function l(t,e){return t.get("retinaUrl")&&i.devicePixelRatio>1?e.replace(t.get("photoRegex"),t.get("retinaSuffix")):e}function d(t){"contains"in x[0]&&!x[0].contains(t.target)&&t.target!==v[0]&&(t.stopPropagation(),x.focus())}function c(t){c.str!==t&&(x.add(v).removeClass(c.str).addClass(t),c.str=t)}function g(e){A=0,e&&e!==!1&&"nofollow"!==e?(W=t("."+te).filter(function(){var i=t.data(this,Y),n=new r(this,i);return n.get("rel")===e}),A=W.index(_.el),-1===A&&(W=W.add(_.el),A=W.length-1)):W=t(_.el)}function u(i){t(e).trigger(i),ae.triggerHandler(i)}function f(i){var o;if(!G){if(o=t(i).data(Y),_=new r(i,o),g(_.get("rel")),!$){$=q=!0,c(_.get("className")),x.css({visibility:"hidden",display:"block",opacity:""}),I=n(se,"LoadedContent","width:0; 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-131
View File
@@ -1,131 +0,0 @@
jQuery(function($)
{
// Default time delay before checking location
var call_back_delay = 500;
// Set some flags for tracking & execution
var scroll_timer = null;
var scroller = false; // indicate the user has begun scrolling
scroll_points_in_page = jQuery(".scroll_point");
video_screenshots = jQuery(".video-screenshot");
video_parents = jQuery(".video-parent");
var apply_video_click = function (video) {
$(video).click(function (e) {
var v = $(this)[0];
if(v.paused) {
v.play();
$(v).attr("data-paused", "false");
}
else {
v.pause();
$(v).attr("data-paused", "true");
}
});
}
for(var i = 0; i < video_parents.length; i++) {
let video_with_event = $(video_parents[i]).children("video")[0];
let play_icon = $($(video_parents[i]).children(".play-pause")[0]).children("i");
let parent = $(video_parents[i]);
parent.addClass("playing");
video_with_event.onpause = function () {
parent.addClass("paused");
parent.removeClass("playing");
play_icon.addClass("fa-play");
play_icon.removeClass("fa-pause");
}
video_with_event.onplay = function () {
parent.removeClass("paused");
parent.addClass("playing");
play_icon.removeClass("fa-play");
play_icon.addClass("fa-pause");
}
}
for(var i = 0; i < video_screenshots.length; i++) {
apply_video_click(video_screenshots[i]);
}
$(".play-pause").click(function (e) { $(this).next("video").click();});
// Check the location and track user
function track_location()
{
view_bottom = $(window).height() + $(window).scrollTop();// the bottom of the visible area
// loop through the scroll points and send events for any within the visible part of the page
for(var i = 0; i < scroll_points_in_page.length; i++)
{
check_scroll_point(scroll_points_in_page[i]);
}
for(var i = 0; i < video_screenshots.length; i++)
{
video_screenshots_play_pause(video_screenshots[i]);
}
}
var check_scroll_point = function(current_value)
{
var current_object = $(current_value);
if (view_bottom >= current_object.offset().top && $(window).scrollTop() <= current_object.offset().top && (current_object.attr("hit") === undefined || current_object.attr("hit") === null))
{
if (!debug_mode)
{
ga('send', 'event', current_object.attr("data-eventCategory") + "_scroll_points", "in_view", current_object.attr("data-eventLabel"));
}
else
{
console.log(current_object.attr("data-eventCategory") + "_scroll_points, " + current_object.attr("data-eventLabel"));
}
$("[data-eventLabel='" + current_object.attr("data-eventLabel")+ "']").attr("hit", "1"); // after the point has been hit don't count it again
}
}
var video_screenshots_play_pause = function(current_value)
{
var current_object = $(current_value);
var video_middle = current_object.offset().top + (current_object.height() / 2);
var video_on_screen = view_bottom > video_middle && video_middle > $(window).scrollTop();
if (
window.innerWidth > 600
&& video_on_screen
&& current_value.paused
&& current_object.attr("data-paused") === "false"
)
{
current_value.play();
}
else if (!current_value.paused && !video_on_screen) {
current_value.pause();
}
}
// Track the scrolling and track location
$(".page").scroll(function()
{
if (scroll_timer) {
clearTimeout(scroll_timer);
}
// Use a buffer so we don't call track_location too often.
scroll_timer = setTimeout(track_location, call_back_delay);
});
});
-1
View File
@@ -1 +0,0 @@
<a class="zola-anchor" href="#{{ id }}" aria-label="Anchor link for: {{ id }}"><i class="fas fa-link"></i></a>
+13 -23
View File
@@ -5,12 +5,9 @@
<meta http-equiv="content-type" content="text/html; charset=utf-8">
<link href="https://fonts.googleapis.com/css?family=Source+Sans+Pro:300,400,600" rel="stylesheet" />
<meta name="viewport" content="width=device-width, initial-scale=1.0, maximum-scale=1">
<meta name="keywords" content="Futures, Options, Derivatives, Trade, Trading, Professional, options trading, futures trading, Software" />
<meta name="rights" content="© Blue Trading Systems" />
<!-- <meta name="keywords" content="Futures, Derivatives, Trade, Trading, Trader, Professional, futures trading, Software" />
<meta name="description" content="Documentation for Blue Trading Systems' BTS Spark" /> -->
{% block meta %}
{% endblock meta %}
<meta name="description" content="Documentation for Blue Trading Systems' BTS Spark" />
<title>{% block title %}{{ config.title }}{% endblock title %}</title>
@@ -39,8 +36,12 @@
}
</script>
<script src="https://kit.fontawesome.com/93aca32d82.js"></script>
<script
src="https://code.jquery.com/jquery-3.3.1.min.js"
integrity="sha256-FgpCb/KJQlLNfOu91ta32o/NMZxltwRo8QtmkMRdAu8="
crossorigin="anonymous"></script>
<script type="text/javascript" src="{{ get_url(path="image.js") | safe }}"></script>
{% block js %}
{% endblock js %}
@@ -59,9 +60,6 @@
{% block before_menu %}
{% endblock before_menu %}
<nav role="navigation">
<div class="menu-icon menu-close-icon">
<i class="fas fa-arrow-left"></i>
</div>
<ul>
{% block menu %}
{% set index = get_section(path="_index.md") %}
@@ -118,14 +116,14 @@
<div class="page">
<div class="page__header">
<span class="menu-icon">
<i class="fas fa-bars"></i>
</span>
<div class="menu-icon">
<span></span>
<span></span>
<span></span>
</div>
{% if config.build_search_index %}
<span class="search-icon"><i class="fas fa-search"></i></span>
<span class="search-icon">🔎</span>
{% endif %}
<span class="font-icon"><i class="fas fa-font"></i></span>
</div>
<div class="page__content">
@@ -156,19 +154,11 @@
</div>
{% block js_body %}
<script
src="https://code.jquery.com/jquery-3.3.1.min.js"
integrity="sha256-FgpCb/KJQlLNfOu91ta32o/NMZxltwRo8QtmkMRdAu8="
crossorigin="anonymous"></script>
<script type="text/javascript" src="{{ get_url(path="jquery.colorbox-min.js") | safe }}"></script>
<script type="text/javascript" src="{{ get_url(path="image.js") | safe }}"></script>
<script type="text/javascript" src="{{ get_url(path="scroll_actions.js") | safe }}"></script>
{% if config.build_search_index %}
<script type="text/javascript" src="{{ get_url(path="elasticlunr.min.js") | safe }}"></script>
<script type="text/javascript" src="{{ get_url(path="search_index.en.js") | safe }}"></script>
{% endif %}
<script type="text/javascript" src="{{ get_url(path="book.js") | safe }}"></script>
{% endblock js_body %}
</body>
-8
View File
@@ -1,13 +1,5 @@
{% extends "index.html" %}
{% block meta %}
{% if page.extra.page_description %}
<meta name="description" content="{{ page.extra.page_description }}" />
{% else %}
<meta name="description" content="{{ page.title }} Documentation for Blue Trading Systems' BTS Spark" />
{% endif %}
{% endblock meta %}
{% block title %}{{ page.title }} &bull; {{ config.title }}{% endblock title %}
{% block content %}
-8
View File
@@ -1,13 +1,5 @@
{% extends "index.html" %}
{% block meta %}
{% if section.extra.page_description %}
<meta name="description" content="{{ section.extra.page_description }}" />
{% else %}
<meta name="description" content="{{ section.title }} Documentation for Blue Trading Systems' BTS Spark" />
{% endif %}
{% endblock meta %}
{% block title %}{{ section.title }} &bull; {{ config.title }}{% endblock title %}
{% block content %}
-1
View File
@@ -1 +0,0 @@
<div style="clear:both;"></div>
-17
View File
@@ -1,17 +0,0 @@
{% if class %}
{% set cls = class %}
{% else %}
{% set cls = "" %}
{% endif %}
{% if page %}
{% set context = page %}
{% elif section %}
{% set context = section %}
{% endif %}
<img
class="icon-image {{cls}}"
src="{{name}}"
alt="{{alt}}"
/>
-34
View File
@@ -1,34 +0,0 @@
{% if pull %}
{% if pull == "left" %}
{% set float = "is-pulled-left" %}
{% elif pull == "right" %}
{% set float = "is-pulled-right" %}
{% else %}
{% set float = "is-pulled-over-there" %}
{% endif %}
{% else %}
{% set float = " " %}
{% endif %}
{% if class %}
{% set cls = class %}
{% else %}
{% set cls = "" %}
{% endif %}
{% if page %}
{% set context = page %}
{% elif section %}
{% set context = section %}
{% endif %}
{% set image_path = context.path ~ name %}
{% set meta = get_image_metadata(path = image_path) %}
{% set image_width = (meta.width * 0.666)%}
<img
class="{{cls}} {{float}}"
style="width:{{image_width}}px;"
src="{{name}}"
alt="{{alt}}"
/>
@@ -1,52 +0,0 @@
{% if pull %}
{% if pull == "left" %}
{% set float = "is-pulled-left" %}
{% elif pull == "right" %}
{% set float = "is-pulled-right" %}
{% else %}
{% set float = "is-pulled-over-there" %}
{% endif %}
{% else %}
{% set float = " " %}
{% endif %}
{% if class %}
{% set cls = class %}
{% else %}
{% set cls = "" %}
{% endif %}
{% if width %}
{% set wdth = width %}
{% else %}
{% set wdth = "100%" %}
{% endif %}
{% if page %}
{% set context = page %}
{% elif section %}
{% set context = section %}
{% endif %}
{% set image_path = context.path ~ name %}
{% set meta = get_image_metadata(path = image_path) %}
{% set image_width = (meta.width * 0.666)%}
{% set id = name | replace(from=".", to="-") %}
<a class="colorbox-inline" href="#{{id}}">
<img
class="{{cls}} {{float}}"
style="width: {{wdth}}; max-width:{{image_width}}"
src="{{name}}"
alt="{{alt}}"
/>
</a>
<div id="colorbox-inline-content" style="display: none;">
<div id="{{id}}">
<img class = "" style="width:{{image_width}}; max-width:95vw; max-height:95vh; object-fit: scale-down"
src="{{name}}"
alt="{{alt}}"
/>
</div>
</div>
@@ -1,6 +0,0 @@
<div class="video-parent">
<div class="play-pause"><i class="fas fa-play"></i></div>
<video class="video-screenshot" style="width: {{width}}; max-width:100%;" muted loop data-paused="false">
<source src="{{name}}" type="video/mp4">
</video>
</div>
@@ -1,8 +0,0 @@
<div {% if class %}class="{{class}}"{% endif %}>
<div class="embed-responsive embed-responsive-16by9 youtube-thumb">
<a class="gallery_image youtube cboxElement" href="https://www.youtube.com/embed/{{id}}" style="display:block;">
<img class="video_thumb" style="width:100%;" src="https://img.youtube.com/vi/{{id}}/0.jpg" alt="Video Thumbnail" />
<div class="youtube-overlay"><i class="fas fa-play"></i></div>
</a>
</div>
</div>
+62 -53
View File
@@ -1,74 +1,83 @@
using bts;
using bts.api.admin;
using bts.api.core;
using bts.utils;
using System;
using System.Collections.Generic;
using System.ComponentModel.Composition;
using System.Linq;
using System.Reactive.Linq;
using System.Reactive.Subjects;
using bts.api.core;
using mbts.ui.shell;
namespace mbts.spark {
[Export]
class AdminModel : IDisposable {
public readonly UserTuple user;
IDisposable _dispose;
IReadOnlyDictionary<uint, string> _account_map = DictionaryHelper.empty<uint, string>();
readonly BehaviorSubject<IReadOnlyDictionary<uint, string>>
_accounts_subject = new BehaviorSubject<IReadOnlyDictionary<uint, string>>(new Dictionary<uint, string>()),
_users_subject = new BehaviorSubject<IReadOnlyDictionary<uint, string>>(new Dictionary<uint, string>());
IReadOnlyDictionary<uint, string>
_account_map = new Dictionary<uint, string>(),
_user_map = new Dictionary<uint, string>();
readonly BehaviorSubject<AdminModelWrapper> _wrapper_subject = new BehaviorSubject<AdminModelWrapper>(new AdminModelWrapper());
IDisposable _dispose;
[ImportingConstructor]
AdminModel(AdminService service, UserTuple user) {
AdminModel(AdminService service, [Import]UserTuple user) {
this.user = user;
// accounts
on_accounts = service.subscribei_admin_data()
.Select(up => up.all.TryGetFirst(out var ad) && ad.Users.Where(u => u.Name == user.name).TryGetSingle(out var usr) && usr.HasUserData && usr.UserData.HasAccountPermissions ?
usr.UserData.AccountPermissions.AccountPermissions
.Where(kv => (kv.Value.TradingPermission != null && kv.Value.TradingPermission.HasPermissions) || kv.Value.AdminPermission.HasPermissions)
.Select(kv => ad.Accounts.Where(a => a.Id == kv.Key).TryGetSingle(out var acc) ? acc : (BTSAccountImmutable?)null)
.Where(acc => acc.HasValue && acc.Value.IsPresent)
.Select(acc => acc.Value)
.ToDictionary(acc => acc.Id, acc => acc.Name) :
new Dictionary<uint, string>(0))
.Replay(1)
.RefCount();
// users
on_users = Observable.Return(DictionaryHelper.wrap_value(user.id, user.name));
all_user_tuples = user.permissions == UserTuple.Permissions.Admin ?
service.subscribei_admin_data()
.Select(u => u.all.TryFirst())
.Where(ad => ad.HasValue)
.Select(ad => ad.Value.Users
.Where(u => user.can_access_user_data(u.Id))
.Select(u => new UserTuple(u.Id, u.Name))
.ToDictionary(UserTuple.key_fn))
.Table(UserTuple.key_fn)
.Cache() :
Observable.Return(TableUpdate<UserTuple, uint>.mk_empty(UserTuple.key_fn).with_added(new[] { user }));
_dispose = on_accounts.Subscribe(map => _account_map = map);
_dispose = service.subscribei_admin_data().Select(update => {
_wrapper_subject.OnNext(new AdminModelWrapper(update.all.TryFirst(), user.name));
IEnumerable<BTSUserImmutable> active_users =
from admin_data in update.all
from bts_user in admin_data.Users
where bts_user.Name == user.name && bts_user.HasUserData && bts_user.UserData.HasAccountPermissions
select bts_user;
IEnumerable<BTSAccountImmutable> active_accounts =
from admin_data in update.all
from bts_account in admin_data.Accounts
where bts_account.IsPresent && _wrapper_subject.Value.can_view_account(bts_account.Name)
join account_id in (
from bts_user in active_users
from account_id in bts_user.UserData.AccountPermissions.AccountPermissions.Keys
select account_id
) on bts_account.Id equals account_id
select bts_account;
var users = active_users.ToDictionary(u => u.Id, u => u.Name);
var accounts = active_accounts.ToDictionary(a => a.Id, a => a.Name);
return (users, accounts);
}).Subscribe(t => {
_account_map = t.accounts;
_user_map = t.users;
_users_subject.OnNext(_user_map = t.users);
_accounts_subject.OnNext(_account_map = t.accounts);
});
}
public IObservable<IReadOnlyDictionary<uint, string>> on_users { get; }
public IObservable<IReadOnlyDictionary<uint, string>> on_accounts { get; }
public IObservable<TableUpdate<UserTuple, uint>> all_user_tuples { get; }
public IObservable<IReadOnlyList<AccountTuple>> on_account_tuples => on_accounts.Select(d => d.Select(kv => new AccountTuple(kv.Key, kv.Value)).ToListSorted(a => a.name));
public IObservable<IReadOnlyDictionary<uint, string>> on_users => _users_subject.AsObservable();
public IObservable<IReadOnlyDictionary<uint, string>> on_accounts => _accounts_subject.AsObservable();
public IObservable<IReadOnlyList<UserTuple>> on_user_tuples => on_users.Select(d => d.Select(kv => new UserTuple(kv.Key, kv.Value)).ToList());
public IObservable<IReadOnlyList<AccountTuple>> on_account_tuples => on_accounts.Select(d => d.Select(kv => new AccountTuple(kv.Key, kv.Value)).ToList());
public IObservable<AdminModelWrapper> on_admin_data => _wrapper_subject.AsObservable();
public IObservable<Update<T, TKey>> permission_filter<T, TKey>(IObservable<Update<T, TKey>> positions, Func<T, uint> get_account_id) where TKey : IEquatable<TKey> =>
user.permissions == UserTuple.Permissions.Admin ?
positions :
positions.Filter(on_accounts.Select(map => new Func<T, bool>(p => map.ContainsKey(get_account_id(p)))));
public AccountTuple? get_default_account() {
foreach (var kv in _account_map) {
return new AccountTuple(kv.Key, kv.Value);
}
return null;
}
public uint? get_user_id(string user) => _id_for_name(user, _user_map);
public uint? get_account_id(string account) => _id_for_name(account, _account_map);
public void Dispose() => Disposable.dispose(ref _dispose);
public IObservable<Update<T, TKey>> permission_filter<T, TKey>(IObservable<Update<T, TKey>> positions, Func<T, string> get_account_name) where TKey : IEquatable<TKey> =>
user.permissions == UserTuple.Permissions.Admin ?
positions :
positions.Filter(on_accounts.Select(map => {
var hash = new HashSet<string>(map.Values);
return new Func<T, bool>(v => hash.Contains(get_account_name(v)));
}));
public AccountTuple? get_default_account() =>
_account_map.Select(kv => new AccountTuple(kv.Key, kv.Value)).TryFirst();
public void Dispose() =>
Disposable.dispose(ref _dispose);
static uint? _id_for_name(string name, IReadOnlyDictionary<uint, string> map) {
foreach (var kv in map) {
if (kv.Value == name)
return kv.Key;
}
return null;
}
}
}
+1
View File
@@ -70,6 +70,7 @@ namespace mbts.ui.shell
{
Log.Gen.info("Application.OnExit");
if (_runtime != null) _runtime.Dispose();
utils.BTSNativeMethods.finit_spark_lib();
base.OnExit(e);
Environment.Exit(0);
}
+8 -3
View File
@@ -3,10 +3,15 @@ using mbts;
using mbts.config;
using mbts.spark;
using mbts.ui;
using mbts.ui.shell;
using System;
using System.Collections.Generic;
using System.ComponentModel.Composition;
using System.Diagnostics;
using System.Linq;
using System.Reactive.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
@@ -18,8 +23,8 @@ namespace bts.ui {
IDisposable _dispose;
[ImportingConstructor]
public AboutDaemon(IBus bus, UserTuple user) {
_user = user.name;
public AboutDaemon(IBus bus, [Import(LoginContainer.Exports.UserName)]string username) {
_user = username;
_bus = bus;
_dispose = bus.subscribe(SparkTags.About).OnDispatcher().Subscribe(_ => show_about());
}
@@ -58,4 +63,4 @@ namespace bts.ui {
Disposable.dispose(ref _dispose);
}
}
}
}
+7 -44
View File
@@ -7,11 +7,13 @@ using mbts.ui;
using System;
using System.ComponentModel.Composition;
using System.Reactive.Linq;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Threading;
using System.Windows;
using System.Threading.Tasks;
using mbts.ui.shell;
namespace bts.spark {
namespace bts.spark
{
[Export, Export(typeof(IShellDaemon))]
public class ErrorReporter : IShellDaemon, IDisposable {
readonly ErrorReportService _svc;
@@ -19,9 +21,9 @@ namespace bts.spark {
IDisposable _dispose;
[ImportingConstructor]
public ErrorReporter(ErrorReportService svc, IBus bus, UserTuple user) {
public ErrorReporter(ErrorReportService svc, IBus bus, [Import(LoginContainer.Exports.UserName)] string username) {
_svc = svc;
_username = user.name;
_username = username;
_dispose = bus.subscribe(SparkTags.Support).OnDispatcher().Subscribe(msg => show_support_window(msg, "Report a problem"));
}
@@ -46,45 +48,6 @@ namespace bts.spark {
ErrorMessage = message,
});
}
public async Task report_silently(string contact, string description, string userdata) {
var request = append_logs(new ErrorReport {
User = _username,
ErrorMessage = description,
UserDescription = userdata,
Contact = contact
}.immutable());
var reply = await _svc.send_report_async(request);
}
public static ErrorReportImmutable append_logs(ErrorReportImmutable src) {
var result = src.CloneToMutable();
var windows_log = LogUtil.read_windows_event_log();
if (!windows_log.IsEmpty) {
result.Files.Add(new FileData {
Name = "Application.evtx.gz",
Contents = windows_log
});
}
var (data,date) = LogUtil.read_latest_crash_dump();
if (!data.IsEmpty) {
result.Files.Add(new FileData {
Name = $"spark-{date.ToString("s")}.dmp.gz",
Contents = data
});
}
var spark_log = LogUtil.read_logs_compressed();
if (!spark_log.IsEmpty) {
result.Files.Add(new FileData {
Name = "log.gz",
Contents = spark_log
});
}
return result.immutable();
}
}
static class ErrorReporterExtensions {
@@ -1,68 +0,0 @@
using bts.api;
using bts.shell;
using mbts;
using mbts.persist;
using mbts.spark;
using mbts.ui;
using mbts.ui.spark;
using mbts.ui.utilities;
using System;
using System.ComponentModel.Composition;
using System.Linq;
using System.Reactive.Disposables;
using System.Reactive.Linq;
using System.Windows;
using Disposable = mbts.Disposable;
namespace bts {
[Export(typeof(IShellDaemon))]
class GlobalAlertsDaemon : IShellDaemon, IDisposable {
const string
// used for logging/diagnostic purposes
_window_name = "Global Alerts Dialog",
// actual window title
_window_title = "Alerts";
readonly ThreadedWindowLauncher _launcher;
readonly UserSettingsHub _hub;
readonly IBus _bus;
readonly INotificationService _notification_service;
IDisposable _dispose;
[ImportingConstructor]
public GlobalAlertsDaemon(IBus bus, UserSettingsHub hub, INotificationService notification_service) {
_bus = bus;
_hub = hub;
_notification_service = notification_service;
_launcher = new ThreadedWindowLauncher(_window_name);
_dispose = Disposable.Create(
bus.subscribe(SparkTags.ShowGlobalAlertsTag)
.Subscribe(_ => _launcher.show(_view_factory)),
_hub.subscribe_default_settings()
.SubscribeEach(s => new CompositeDisposable(
s.alerts.trade_alerts.Where(t => t.is_enabled).Select(
a => _notification_service.link_to_trades(
a.predicate.security_criteria, a.predicate.create(), a.sound)))));
}
Window _view_factory() {
var vm = new GlobalAlertsVM();
vm.load_from(_hub.current.alerts);
vm.request_commit += commit;
var sec_sub = _bus.subscribe(SparkTags.SecuritiesTag).OnDispatcher().Subscribe(m => vm.security_map = m);
var win = new GlobalAlertsDialog {
Title = "Alerts",
DataContext = vm
};
win.Closed += (s, e) => Disposable.dispose(ref sec_sub);
return win;
void commit() {
var s = _hub.current.with(alerts: vm.create());
_hub.save_default(s).ignore();
}
}
public void Dispose() =>
Disposable.dispose(ref _dispose);
}
}
+21 -13
View File
@@ -1,6 +1,5 @@
using bts.api;
using bts.api.synthetic;
using bts.md;
using mbts;
using mbts.co2;
using mbts.spark;
@@ -8,10 +7,15 @@ using mbts.ui;
using System;
using System.Collections.Generic;
using System.ComponentModel.Composition;
using System.Linq;
using System.Reactive.Linq;
using System.Threading.Tasks;
using System.Linq;
using SecurityKey = System.UInt32;
using System.Collections.Concurrent;
using System.Threading;
using bts.api.user;
using bts.md;
using mbts.ui.shell;
namespace bts {
[Export(typeof(IInitializable))]
@@ -21,21 +25,17 @@ namespace bts {
readonly Lazy<SyntheticSecurityService> _ss;
readonly Dictionary<SecurityKey, SecurityMD> _deleted_synthetics = new Dictionary<SecurityKey, SecurityMD>();
static uint get_naggle() => mbts.config.Configuration.get<md.RelayOptions>().naggle_ms;
[ImportingConstructor]
public MDDaemon(Lazy<IBus> bus, Lazy<AuthTokenImmutable> token, Lazy<SyntheticSecurityService> ss, UserTuple user)
: base(mbts.config.Configuration.get<md.RelayOptions>().naggle_ms, MDSourceOptions.DeferInit, user) {
public MDDaemon(Lazy<IBus> bus, Lazy<AuthTokenImmutable> token, Lazy<SyntheticSecurityService> ss, [Import(LoginContainer.Exports.UserID)]uint user_id) :
base(get_naggle(), MDSourceOptions.DeferInit, user_id) {
_bus = bus;
_token = token;
_ss = ss;
_ss = ss;
}
public int priority => 55;
[Export]
MDConsumer consumer => _consumer;
IBus bus => _bus.Value;
public override void initialize() {
override public void initialize() {
_relay.set_token(_token.Value);
_dispose.Add(
_ss.Value.subscribei_metadata()
@@ -60,8 +60,16 @@ namespace bts {
// Post full dictionary of syntheics here
bus.post(SparkTags.SyntheticstrategiesTag, t);
}));
_dispose.Add(on_securities.Subscribe(md => bus.post(SparkTags.SecuritiesTag, md)));
_dispose.Add( this.on_securities.Subscribe( (md) => {
bus.post(SparkTags.SecuritiesTag, md);
}));
Task.Run(run);
}
[Export]
MDConsumer consumer => _consumer;
public int priority => 55;
IBus bus => _bus.Value;
}
}
-55
View File
@@ -1,55 +0,0 @@
using System;
using System.ComponentModel.Composition;
using mbts.ui;
using mbts;
using Newtonsoft.Json;
using System.Threading.Tasks;
namespace bts.spark {
[Export(typeof(IShellDaemon))]
class OopsDaemon : IShellDaemon, IDisposable {
[ImportingConstructor]
public OopsDaemon(ErrorReporter e) {
var pid = get_pid();
if (pid.HasValue) {
handle_unclean_shutdown(e, pid.Value);
}
save_pid();
}
public void Dispose() {
clear_pid();
}
void handle_unclean_shutdown(ErrorReporter e, int oldpid) {
string extra = "";
try {
var conf = mbts.config.Configuration.get<bts.config.System>();
extra = JsonConvert.SerializeObject(conf, Formatting.Indented);
}
catch { }
Task.Run(() => e.report_silently(
$"Host: {Environment.MachineName}",
$"pid: {oldpid}\n{extra}",
"Automated crash report")
);
}
const string _subkey = @"Software\BTS";
private void save_pid() {
using (var key = Microsoft.Win32.Registry.CurrentUser.CreateSubKey(_subkey)) {
key.SetValue("pid", System.Diagnostics.Process.GetCurrentProcess().Id, Microsoft.Win32.RegistryValueKind.DWord);
}
}
private void clear_pid() {
using (var key = Microsoft.Win32.Registry.CurrentUser.CreateSubKey(_subkey)) {
key.DeleteValue("pid",false);
}
}
private int? get_pid() {
using (var key = Microsoft.Win32.Registry.CurrentUser.CreateSubKey(_subkey)) {
return key.GetValue("pid") as int?;
}
}
}
}
@@ -43,11 +43,6 @@ namespace bts.shell {
void _show_order_window(Window window) {
foreach (var kv in AlgoStudioModelUtils.get_dynamic_resources(_model.algo_model.ui_configuration))
window.Resources[kv.Key] = kv.Value;
// the dynamic algo 'SecurityKey' template has a ContractPickerPopup that expects the security map to be available as a DynamicResource.
var sub = _bus.subscribe(SparkTags.SecuritiesTag)
.OnDispatcher()
.Subscribe(sec_map => window.Resources[ResourceKeys.Securities] = sec_map);
window.Closed += (s, e) => Disposable.dispose(ref sub);
window.Show(-200, -160, true);
}
@@ -3,13 +3,17 @@ using bts.metrics;
using mbts;
using mbts.config;
using mbts.ui;
using mbts.ui.shell;
using System;
using System.Collections.Generic;
using System.ComponentModel.Composition;
using System.Linq;
using System.Net.NetworkInformation;
using System.Text;
using System.Threading.Tasks;
namespace bts.perf {
[Export, Export(typeof(IShellDaemon))]
class ShellLatencyDaemon : IShellDaemon, IDisposable {
readonly ShellLatencyService _service;
@@ -20,10 +24,10 @@ namespace bts.perf {
Ping _pinger = new Ping();
[ImportingConstructor]
public ShellLatencyDaemon(ShellLatencyService service, UserTuple user) {
public ShellLatencyDaemon(ShellLatencyService service, [Import(LoginContainer.Exports.UserName)] string user) {
_service = service;
_version = Configuration.get<bts.config.System>().version;
_username = user.name;
_username = user;
_hostname = Environment.MachineName;
_forever_ping_host(_pinger);
@@ -101,4 +105,4 @@ namespace bts.perf {
Disposable.dispose(ref _subs);
}
}
}
}
+31 -2
View File
@@ -2,7 +2,6 @@
using bts.api.core;
using bts.api.md.auxiliary;
using bts.api.orderman;
using bts.api.orderman.algo;
using bts.api.persistence;
using bts.api.position;
using bts.api.synthetic;
@@ -46,11 +45,41 @@ namespace Spark {
[Export]
public MarketDataRelay md_replay => context.locate<MarketDataRelay>();
//[Export]
//public AlgoService algo_service => context.locate<AlgoService>();
AlgoServiceWrapper _algo_service_wrapper;
[Export]
public AlgoDefinitionService algo_definition_service => context.locate<AlgoDefinitionService>();
public AlgoServiceWrapper algo_service_wrapper => _algo_service_wrapper ?? (_algo_service_wrapper = new AlgoServiceWrapper(context));
[Export]
public MBOService mbo_service => context.locate<MBOService>();
}
class AlgoServiceWrapper {
public enum Mode {
None,
Hierarchical,
Flat
}
public AlgoServiceWrapper(ServiceContext context) {
var flat_model_options = mbts.config.Configuration.get<bts.config.AlgoStudioFlatDefinitionModelOptions>();
if (flat_model_options.enabled) {
flat = context.locate<bts.api.orderman.algo.AlgoDefinitionService>();
} else {
hierarhical = context.locate<AlgoService>();
}
}
public AlgoService hierarhical { get; }
public bts.api.orderman.algo.AlgoDefinitionService flat { get; }
public Mode mode {
get {
if (hierarhical != null) return Mode.Hierarchical;
if (flat != null) return Mode.Flat;
return Mode.None;
}
}
}
}
+1 -10
View File
@@ -40,18 +40,14 @@ namespace mbts.ui {
EditDocumentAltGeometryKey = nameof(EditDocumentAltGeometryKey),
EditDocumentGeometryKey = nameof(EditDocumentGeometryKey),
GearGeometryKey = nameof(GearGeometryKey),
HornGeometryKey = nameof(HornGeometryKey),
KeyGeometryKey = nameof(KeyGeometryKey),
LetterAKey = nameof(LetterAKey),
LetterDKey = nameof(LetterDKey),
OrdersGeometryKey = nameof(OrdersGeometryKey),
PauseGeometryKey = nameof(PauseGeometryKey),
PaymentGeometryKey = nameof(PaymentGeometryKey),
PencilGeometryKey = nameof(PencilGeometryKey),
PlayGeometryKey = nameof(PlayGeometryKey),
ProhibitedGeometryKey = nameof(ProhibitedGeometryKey),
RubberStampGeometryKey = nameof(RubberStampGeometryKey),
SpeakerGeometryKey = nameof(SpeakerGeometryKey),
StarGeometryKey = nameof(StarGeometryKey),
ToolsGeometryKey = nameof(ToolsGeometryKey),
TrashGeometryKey = nameof(TrashGeometryKey),
@@ -153,7 +149,7 @@ namespace mbts.ui {
public static ImageSource CheckMark => create_icon(CheckMarkGeometryKey);
public static ImageSource Clock { get { return load_resource_and_freeze("Clock"); } }
public static ImageSource CopyWF => create_icon(CopyWFGeometryKey);
public static ImageSource DataEdit => create_icon(DataEditGeometryKey);
public static ImageSource DataEdit => create_icon(DataEditGeometryKey, Brushes.White, new Pen(Brushes.Black, 1).frozen());
public static ImageSource Defrag { get { return load_resource_and_freeze("Defrag"); } }
public static ImageSource DetachAlgos => create_icon_and_rotate(DetachAlgosKey, Brushes.Red);
public static ImageSource Disk => create_icon(DiskGeometryKey);
@@ -172,19 +168,14 @@ namespace mbts.ui {
public static ImageSource FilterActive { get { return load_resource_and_freeze("FilterActive"); } }
public static ImageSource FilterError { get { return load_resource_and_freeze("FilterError"); } }
public static ImageSource Gear => create_icon(GearGeometryKey);
public static ImageSource Horn => create_icon(HornGeometryKey);
public static ImageSource Import => load_resource_and_freeze("Import");
public static ImageSource Key => create_icon(KeyGeometryKey);
public static ImageSource Knight { get { return load_resource_and_freeze("Knight"); } }
public static ImageSource Pause => create_icon(PauseGeometryKey);
public static ImageSource Payment => create_icon(PaymentGeometryKey);
public static ImageSource Pencil => create_icon(PencilGeometryKey);
public static ImageSource Play => create_icon(PlayGeometryKey);
public static ImageSource Prohibited => create_icon(ProhibitedGeometryKey);
public static ImageSource RubberStamp => create_icon(RubberStampGeometryKey);
public static ImageSource RedoCircular => create_icon(UndoCircularGeometryKey, Brushes.Black, null, new ScaleTransform(-1, 1));
public static ImageSource Spawn { get { return load_resource_and_freeze("Spawn"); } }
public static ImageSource Speaker => create_icon(SpeakerGeometryKey);
public static ImageSource Star => create_icon(StarGeometryKey);
public static ImageSource Target { get { return load_resource_and_freeze("Target"); } }
public static ImageSource Tetris { get { return load_resource_and_freeze("Tetris"); } }
+32 -47
View File
@@ -1,7 +1,7 @@
<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:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
xmlns:mbts="clr-namespace:mbts.ui"
xmlns:sys="clr-namespace:System;assembly=mscorlib"
>
@@ -18,7 +18,9 @@
Ttile: Add free icon
Credit: Icon made by Gregor Cresnar from www.flaticon.com-->
<sys:String x:Key="{x:Static mbts:Icons.AddBoxesGeometryKey}">
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@@ -1164,10 +1149,10 @@ M0,0L63.999001,0 63.999001,48.792999 0,48.792999z">
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@@ -5,6 +5,7 @@ using mbts.co2;
using mbts.persist;
using mbts.spark;
using mbts.ui;
using mbts.ui.shell;
using System.Collections.Generic;
using System.ComponentModel.Composition;
using System.IO;
@@ -12,11 +13,13 @@ using System.Threading.Tasks;
using System.Windows.Media;
using static mbts.ui.shell.ProtoBufSerializationHelper;
namespace bts.shell {
namespace bts.shell
{
[Export(typeof(IShellModule))]
class MarketShellModule : IShellModule {
class MarketShellModule : IShellModule
{
[ImportingConstructor]
public MarketShellModule(IBus bus, MDConsumer consumer, UserSettingsHub settings_hub, OrdersModel orders_model) {
public MarketShellModule(IBus bus, MDConsumer consumer, UserSettingsHub settings_hub, OrdersModel orders_model, [Import(LoginContainer.Exports.UserName)]string user_name) {
_tsf = new TimeAndSalesWindowFactory(this, bus, consumer, settings_hub);
_mvf = new MarketViewWindowFactory(this, bus, settings_hub, orders_model);
}
@@ -26,7 +26,6 @@ namespace mbts.spark {
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<bool> _last_price_from_spread;
readonly CellProperty<int> _position;
readonly CellProperty<uint> _last_size;
readonly CellProperty<ulong> _volume;
@@ -37,7 +36,6 @@ namespace mbts.spark {
readonly MyOrderSummarizer _order_summarizer = new MyOrderSummarizer();
readonly MDDisplayHelper.SizeFormatter _size_formatter = MDDisplayHelper.get_formatter(MarketSizeDisplay.get_default());
Property<uint> _bid_direct_size, _bid_merged_size, _ask_direct_size, _ask_merged_size;
double _raw_day_position;
string _bid_merged_size_text, _ask_merged_size_text;
ulong _bbo_ref, _last_ref;
@@ -55,7 +53,6 @@ namespace mbts.spark {
_day_change = backing(nameof(day_change), double.NaN);
_session_low = backing(nameof(session_low), double.NaN);
_session_high = backing(nameof(session_high), double.NaN);
_last_price_from_spread = backing(nameof(last_price_from_spread), false);
_settlement = backing(nameof(settlement), double.NaN);
_volume = new CellProperty<ulong>(this, nameof(volume), 0);
_inside_bids = new CellProperty<bool>(this, nameof(inside_bids));
@@ -92,10 +89,6 @@ namespace mbts.spark {
_dispose = Disposable.Create(
_orders_model.on_security_root_orders(security.Id).OnDispatcher().Subscribe(_on_orders),
_position.OnDispatcher().Subscribe(v => _animation.animate_position(v.newval > v.oldval)),
_orders_model.on_security_positions(security.Id).OnDispatcher().Subscribe(t => {
if (Set(ref _raw_day_position, t.state.Values.Sum(p => p.Item2.raw_day_pos()), nameof(raw_day_position)))
raise_invalidated();
}),
_inside_bids.OnDispatcher().Subscribe(v => _animation.animate_working_bids_inside(v.newval)),
_inside_asks.OnDispatcher().Subscribe(v => _animation.animate_working_asks_inside(v.newval)),
_day_change.OnDispatcher().Subscribe(v => _animation.animate_day_change(v.newval > v.oldval)),
@@ -109,9 +102,7 @@ namespace mbts.spark {
public bool inside_bids => _inside_bids.value;
public bool inside_asks => _inside_asks.value;
public int position => _position.value;
public double raw_day_position => _raw_day_position;
public double last_price => _last_price.Value;
public bool last_price_from_spread => _last_price_from_spread.Value;
public uint last_size => _last_size.value;
public double bid_price => _bid_price.Value;
public uint bid_direct_size => _bid_direct_size.Value;
@@ -170,17 +161,15 @@ namespace mbts.spark {
_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, out bool from_spread)) {
if (md.md.get_last_trade(ref _last_ref, out NativePriceSize ps, out DateTime ts, out ulong v)) {
_last_price.set(ps.price);
_last_price_from_spread.set(from_spread);
_last_size.on_next_distinct(ps.size, ref dirty);
_volume.on_next_distinct(v, ref dirty);
}
dirty |= _settlement.set_new(md.md.settlement_price);
dirty |= _session_low.set_new(md.md.session_low);
dirty |= _session_high.set_new(md.md.session_high);
dirty |= _day_change.set_new(last_price - settlement);
_volume.on_next_distinct(md.md.total_volume, 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();
@@ -10,6 +10,7 @@ using System;
using System.Collections.Generic;
using System.Collections.ObjectModel;
using System.Reactive.Linq;
using System.Reactive.Subjects;
using System.Windows.Data;
using System.Windows.Media;
using static bts.shell.MarketViewWindowFactory;
@@ -38,17 +39,15 @@ namespace mbts.spark {
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), DefaultColumnWidths.Volume, volume_filter, DataGridFilterKnownTemplates.ULongMinMax);
add_col(Columns.LastSpd, "Spd", r => r.last_price_from_spread ? "S" : "", nameof(Row.last_price_from_spread), DefaultColumnWidths.Side, last_price_from_spread_filter, DataGridFilterKnownTemplates.Regex);
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.Last, "Last", r => r.format_price(r.last_price), nameof(Row.last_price), DefaultColumnWidths.Price, last_price_filter, DataGridFilterKnownTemplates.DoubleMinMax);
add_col(Columns.LastSize, merged_size_col_header, r => r.last_size.ToString(), nameof(Row.last_size), DefaultColumnWidths.Size, last_size_filter, DataGridFilterKnownTemplates.UIntMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
add_col(Columns.Position, "Pos", r => r.position.ToString(), nameof(Row.position), DefaultColumnWidths.Size, position_filter, DataGridFilterKnownTemplates.IntMinMax, true, h_alignment: System.Windows.HorizontalAlignment.Right);
add_col(Columns.RawDayPosition, "Raw Day Pos", r => SparkUtils.fmt_position(r.raw_day_position), nameof(Row.raw_day_position), DefaultColumnWidths.Size, raw_day_position_filter, DataGridFilterKnownTemplates.DoubleMinMax, true, h_alignment: System.Windows.HorizontalAlignment.Right);
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, System.Windows.HorizontalAlignment.Right);
add_col(Columns.BidImpliedSize, implied_size_col_header, r => r.bid_implied_size.ToString(), nameof(Row.bid_implied_size), DefaultColumnWidths.ImpliedDirectMergedSize, bid_implied_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
add_col(Columns.BidDirectSize, direct_size_col_header, r => r.bid_direct_size.ToString(), nameof(Row.bid_direct_size), DefaultColumnWidths.ImpliedDirectMergedSize, bid_direct_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
add_hl_merged_size_col(Columns.BidMergedSize, merged_size_col_header, nameof(Row.bid_merged_size), nameof(Row.bid_merged_size_text), nameof(Row.bid_merged_size_click), bid_merged_size_filter, BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
add_hl_price_col(Columns.Bid, "Bid", nameof(Row.bid_price), nameof(Row.bid_price_click), bid_price_filter, BTSColors.header_text, BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
add_hl_price_col(Columns.Ask, "Ask", nameof(Row.ask_price), nameof(Row.ask_price_click), ask_price_filter, BTSColors.header_text, BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
add_hl_price_col(Columns.Bid, "Bid", nameof(Row.bid_price), nameof(Row.bid_price_click), bid_price_filter, BTSColors.header_text, BTSColors.MarketData.bid_brush, h_alignment: System.Windows.HorizontalAlignment.Right);
add_hl_price_col(Columns.Ask, "Ask", nameof(Row.ask_price), nameof(Row.ask_price_click), ask_price_filter, BTSColors.header_text, BTSColors.MarketData.ask_brush, h_alignment: System.Windows.HorizontalAlignment.Right);
add_hl_merged_size_col(Columns.AskMergedSize, merged_size_col_header, nameof(Row.ask_merged_size), nameof(Row.ask_merged_size_text), nameof(Row.ask_merged_size_click), ask_merged_size_filter, BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
add_col(Columns.AskDirectSize, direct_size_col_header, r => r.ask_direct_size.ToString(), nameof(Row.ask_direct_size), DefaultColumnWidths.ImpliedDirectMergedSize, ask_direct_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
add_col(Columns.AskImpliedSize, implied_size_col_header, r => r.ask_implied_size.ToString(), nameof(Row.ask_implied_size), DefaultColumnWidths.ImpliedDirectMergedSize, ask_implied_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
@@ -78,18 +77,18 @@ namespace mbts.spark {
horizontal_alignment = h_alignment
});
void add_hl_price_col(Columns col_key, string header, string prop, string command_prop, IDataGridColumnFilter filter, Color foreground, Color? background, System.Windows.HorizontalAlignment h_alignment) =>
add_hl_col(col_key, header, price_binding(prop), prop, command_prop, filter, DataGridFilterKnownTemplates.DoubleMinMax, DefaultColumnWidths.MViewPrice, foreground, background, h_alignment);
void add_hl_price_col(Columns col_key, string header, string prop, string command_prop, IDataGridColumnFilter filter, Color foreground, Brush background, System.Windows.HorizontalAlignment h_alignment) =>
add_hl_col(col_key, header, price_binding(prop), prop, command_prop, filter, DataGridFilterKnownTemplates.DoubleMinMax, DefaultColumnWidths.MViewPrice, foreground, background, DefaultSelectionHighlight, h_alignment);
void add_hl_merged_size_col(Columns col_key, string header, string sort_prop, string text_prop, string command_prop, IDataGridColumnFilter filter, Color foreground, System.Windows.HorizontalAlignment h_alignment) =>
add_hl_col(col_key, header, new Binding(text_prop), sort_prop, command_prop, filter, DataGridFilterKnownTemplates.UIntMinMax, DefaultColumnWidths.ImpliedDirectMergedSize, foreground, null, h_alignment);
add_hl_col(col_key, header, new Binding(text_prop), sort_prop, command_prop, filter, DataGridFilterKnownTemplates.UIntMinMax, DefaultColumnWidths.ImpliedDirectMergedSize, foreground, null, null, h_alignment);
void add_hl_working_orders_col(Columns col_key, string header, string text_prop, string sort_prop, string command_prop, IDataGridColumnFilter filter, Color foreground, System.Windows.HorizontalAlignment h_alignment) =>
add_hl_col(col_key, header, new Binding(text_prop), sort_prop, command_prop, filter, DataGridFilterKnownTemplates.IntMinMax, working_orders_col_width, foreground, null, h_alignment);
add_hl_col(col_key, header, new Binding(text_prop), sort_prop, command_prop, filter, DataGridFilterKnownTemplates.IntMinMax, working_orders_col_width, foreground, null, null, h_alignment);
void add_hl_col(
Columns col_key, string header, BindingBase binding, string prop, string command_prop,
IDataGridColumnFilter filter, string filter_template, double width, Color foreground, Color? background, System.Windows.HorizontalAlignment h_alignment = System.Windows.HorizontalAlignment.Left) =>
IDataGridColumnFilter filter, string filter_template, double width, Color foreground, Brush background, Brush background_overlay, System.Windows.HorizontalAlignment h_alignment = System.Windows.HorizontalAlignment.Left) =>
columns.Add(new HyperlinkElementColumn<Row, Columns>(
col_key, binding, new Binding(command_prop), filter, filter_template) {
// it's necessary to have this id populated for grid settings
@@ -97,7 +96,8 @@ namespace mbts.spark {
Header = header,
sort_member_path = prop,
font_color_override = foreground,
background_color_override = background,
background = background,
background_overlay = background_overlay,
Width = DefaultColumnWidths.Price,
horizontal_alignment = h_alignment
});
@@ -111,8 +111,14 @@ namespace mbts.spark {
//
// make font-color immutable for Side, Size, (the font-color rule is hard-coded: MarketData.bid for Buy orders, MarketData.ask for Sells)
var col_settings_flags = new Dictionary<string, GridColumnSettingsFeatureFlags> {
{ Columns.Bid.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor | GridColumnSettingsFeatureFlags.ImmutableBackgroundColor },
{ Columns.Ask.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor | GridColumnSettingsFeatureFlags.ImmutableBackgroundColor},
{ Columns.Bid.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
{ Columns.Ask.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
{ Columns.BidImpliedSize.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
{ Columns.BidDirectSize.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
{ Columns.BidMergedSize.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
{ Columns.AskImpliedSize.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
{ Columns.AskDirectSize.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
{ Columns.AskMergedSize.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
{ Columns.WorkingAsks.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
{ Columns.WorkingBids.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor }
};
@@ -139,14 +145,12 @@ namespace mbts.spark {
ask_direct_size_filter.load_state(filters.ask_direct_size);
ask_implied_size_filter.load_state(filters.ask_implied_size);
last_price_filter.load_state(filters.last_price);
last_price_from_spread_filter.load_state(filters.last_price_from_spread);
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);
raw_day_position_filter.load_state(filters.raw_day_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);
@@ -157,8 +161,8 @@ namespace mbts.spark {
}), DataGridFilterHelper.hook_filters(rows_view, security_filter,
bid_price_filter, bid_merged_size_filter, bid_direct_size_filter, bid_implied_size_filter,
ask_price_filter, ask_merged_size_filter, ask_direct_size_filter, ask_implied_size_filter,
last_price_filter, last_price_from_spread_filter, last_size_filter, day_change_filter, settlement_filter,
session_low_filter, session_high_filter, position_filter, raw_day_position_filter, working_bid_volume_filter, working_ask_volume_filter, volume_filter, security_key_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),
settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager),
WorkLoop.Start("MarketView", _refresh)
);
@@ -220,14 +224,12 @@ namespace mbts.spark {
public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> ask_direct_size_filter { get; } = new UIntMinMax<Row>(r => r.ask_direct_size, nameof(Row.ask_direct_size));
public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> ask_implied_size_filter { get; } = new UIntMinMax<Row>(r => r.ask_implied_size, nameof(Row.ask_implied_size));
public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> last_price_filter { get; } = new DoubleMinMax<Row>(r => r.last_price, nameof(Row.last_price));
public IDataGridColumnPersistentFilter<Row, string> last_price_from_spread_filter { get; } = new RegexFilterVM<Row>(r => r.last_price_from_spread.ToString(), nameof(Row.last_price_from_spread));
public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> last_size_filter { get; } = new UIntMinMax<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, DoubleMinMaxState> raw_day_position_filter { get; } = new DoubleMinMax<Row>(r => r.raw_day_position, nameof(Row.raw_day_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));
@@ -253,14 +255,12 @@ namespace mbts.spark {
ask_direct_size = ask_direct_size_filter.get_state(),
ask_implied_size = ask_implied_size_filter.get_state(),
last_price = last_price_filter.get_state(),
last_price_from_spread = last_price_from_spread_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(),
raw_day_position = raw_day_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(),
@@ -8,35 +8,8 @@ namespace mbts.ui.spark {
/// Interaction logic for MarketSheetsView.xaml
/// </summary>
partial class MarketViewView : UserControl {
public enum Columns {
Security,
Volume,
Last,
LastSpd,
LastSize,
Position,
RawDayPosition,
WorkingBids,
Bid,
BidMergedSize,
BidDirectSize,
BidImpliedSize,
Ask,
AskMergedSize,
AskDirectSize,
AskImpliedSize,
WorkingAsks,
Settlement,
DayChange,
SessionLow,
SessionHigh,
SecurityKey,
MarketDescription,
ClearedAlias,
ProductDescription,
HubAlias,
StripName,
MicCode
public enum Columns { Security, Volume, Last, LastSize, Position, WorkingBids, Bid, BidMergedSize, BidDirectSize, BidImpliedSize, Ask, AskMergedSize, AskDirectSize, AskImpliedSize, WorkingAsks, Settlement, DayChange, SessionLow, SessionHigh, SecurityKey,
MarketDescription, ClearedAlias, ProductDescription, HubAlias, StripName, MicCode
}
public MarketViewView() {
@@ -33,7 +33,7 @@ namespace mbts.spark {
_selected_security_criteria_backing,
_sorted_selected_security_criteria_backing;
public MarketViewWindow(MarketViewWindowFactory factory, IBus bus, OrdersModel orders_model, MarketViewWindowFactory.StartupData state, IWindowSettingsManager<GridSettings> settings_manager)
public MarketViewWindow(MarketViewWindowFactory factory, IBus bus, OrdersModel orders_model, MarketViewWindowFactory.StartupData state, WindowSettingsManager<GridSettings> settings_manager)
: base("Market View", bus, factory, SparkCommands.ShowMarketView.icon) {
_orders_model = orders_model;
_state = state;
@@ -1,6 +1,4 @@
using bts.api;
using bts.proto;
using bts.settings;
using mbts.persist;
using mbts.spark;
using mbts.spark.filters;
@@ -9,7 +7,6 @@ using mbts.ui.settings;
using ProtoBuf;
using System;
using System.Collections.Generic;
using System.ComponentModel.Composition;
using System.Linq;
using System.Reactive.Linq;
using System.Threading.Tasks;
@@ -38,8 +35,13 @@ namespace bts.shell {
void _show(SecurityCriteria criteria) =>
_bus.post(SparkTags.ShowWindow, _create(StartupData.Default(criteria)));
IShellWindow _create(StartupData state) =>
new MarketViewWindow(this, _bus, _orders_model, state, _settings_hub.create_mview_settings_manager(state.grid));
IShellWindow _create(StartupData state) {
var settings_manager = new WindowSettingsManager<GridSettings>(_settings_hub,
state.grid,
get: us => us.market_view_grid,
set: (us, gs) => us.with(provided_market_view_gridsettings: gs));
return new MarketViewWindow(this, _bus, _orders_model, state, settings_manager);
}
[ProtoContract]
public class StartupData {
@@ -66,29 +68,7 @@ namespace bts.shell {
_sorting_criteria = sort;
}
public static GridSettings sanitize(GridSettings s) {
if (s == null) {
return null;
}
// column upgrade
var columns = s.columns.ToList();
var bid_col_index = columns.FindIndex(x => x.id == col_id(Columns.Bid));
var ask_col_index = columns.FindIndex(x => x.id == col_id(Columns.Ask));
if (bid_col_index > -1 && ask_col_index > -1) {
if (!columns[bid_col_index].background_color_override.HasValue) {
columns[bid_col_index] = columns[bid_col_index].with(background_color_override: new NullableColorProto(BTSColors.MarketData.bid.ToUint()));
}
if (!columns[ask_col_index].background_color_override.HasValue) {
columns[ask_col_index] = columns[ask_col_index].with(background_color_override: new NullableColorProto(BTSColors.MarketData.ask.ToUint()));
}
}
// and enable background color upgrade
return s.with(columns, enable_background_color: true);
}
public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion, enable_background_color: true);
public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion);
public IReadOnlyList<SortingCriteria> sorting_criterion => _sorting_criteria ?? (_sorting_criteria = DefaultColumns.default_sorting_criterion.ToList());
@@ -100,16 +80,14 @@ namespace bts.shell {
public static GridColumnSettings security => new GridColumnSettings(col_id(Columns.Security), DefaultColumnHeaders.Security, width: DefaultColumnWidths.Security);
public static GridColumnSettings volume => new GridColumnSettings(col_id(Columns.Volume), DefaultColumnHeaders.Volume, width: DefaultColumnWidths.Volume);
public static GridColumnSettings last => new GridColumnSettings(col_id(Columns.Last), DefaultColumnHeaders.Last, width: DefaultColumnWidths.Price);
public static GridColumnSettings last_from_spread => new GridColumnSettings(col_id(Columns.LastSpd), DefaultColumnHeaders.S, width: DefaultColumnWidths.Price, is_visible: false);
public static GridColumnSettings last_size => new GridColumnSettings(col_id(Columns.LastSize), DefaultColumnHeaders.Size, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static GridColumnSettings position => new GridColumnSettings(col_id(Columns.Position), DefaultColumnHeaders.Pos, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static GridColumnSettings raw_day_position => new GridColumnSettings(col_id(Columns.RawDayPosition), DefaultColumnHeaders.RawDayPos, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right, is_visible: false);
public static GridColumnSettings working_bids => new GridColumnSettings(col_id(Columns.WorkingBids), DefaultColumnHeaders.Working, font_color_override: BTSColors.MarketData.bid, width: DefaultColumnWidths.Working, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static GridColumnSettings bid_implied_size => new GridColumnSettings(col_id(Columns.BidImpliedSize), DefaultColumnHeaders.ImpliedSize, font_color_override: BTSColors.MarketData.bid, width: DefaultColumnWidths.ImpliedDirectMergedSize, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static GridColumnSettings bid_direct_size => new GridColumnSettings(col_id(Columns.BidDirectSize), DefaultColumnHeaders.DirectSize, font_color_override: BTSColors.MarketData.bid, width: DefaultColumnWidths.ImpliedDirectMergedSize, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static GridColumnSettings bid_merged_size => new GridColumnSettings(col_id(Columns.BidMergedSize), DefaultColumnHeaders.MergedSize, font_color_override: BTSColors.MarketData.bid, width: DefaultColumnWidths.ImpliedDirectMergedSize, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static GridColumnSettings bid => new GridColumnSettings(col_id(Columns.Bid), DefaultColumnHeaders.Bid, font_color_override: BTSColors.header_text, width:DefaultColumnWidths.MViewPrice, horizontal_alignment: System.Windows.HorizontalAlignment.Right, background_color_override: BTSColors.MarketData.bid);
public static GridColumnSettings ask => new GridColumnSettings(col_id(Columns.Ask), DefaultColumnHeaders.Ask, font_color_override: BTSColors.header_text, width: DefaultColumnWidths.MViewPrice, horizontal_alignment: System.Windows.HorizontalAlignment.Right, background_color_override: BTSColors.MarketData.ask);
public static GridColumnSettings bid => new GridColumnSettings(col_id(Columns.Bid), DefaultColumnHeaders.Bid, font_color_override: BTSColors.header_text, width:DefaultColumnWidths.MViewPrice, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static GridColumnSettings ask => new GridColumnSettings(col_id(Columns.Ask), DefaultColumnHeaders.Ask, font_color_override: BTSColors.header_text, width: DefaultColumnWidths.MViewPrice, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static GridColumnSettings ask_merged_size => new GridColumnSettings(col_id(Columns.AskMergedSize), DefaultColumnHeaders.MergedSize, font_color_override: BTSColors.MarketData.ask, width: DefaultColumnWidths.ImpliedDirectMergedSize, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static GridColumnSettings ask_direct_size => new GridColumnSettings(col_id(Columns.AskDirectSize), DefaultColumnHeaders.DirectSize, font_color_override: BTSColors.MarketData.ask, width: DefaultColumnWidths.ImpliedDirectMergedSize, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static GridColumnSettings ask_implied_size => new GridColumnSettings(col_id(Columns.AskImpliedSize), DefaultColumnHeaders.ImpliedSize, font_color_override: BTSColors.MarketData.ask, width: DefaultColumnWidths.ImpliedDirectMergedSize, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
@@ -139,10 +117,8 @@ namespace bts.shell {
yield return security;
yield return volume;
yield return last;
yield return last_from_spread;
yield return last_size;
yield return position;
yield return raw_day_position;
yield return working_bids;
yield return bid_implied_size;
yield return bid_direct_size;
@@ -197,8 +173,6 @@ namespace bts.shell {
public DoubleMinMaxState session_high;
[ProtoMember(12)]
public IntMinMaxState position;
[ProtoMember(27)]
public DoubleMinMaxState raw_day_position;
[ProtoMember(13)]
public IntMinMaxState working_bid_volume;
[ProtoMember(14)]
@@ -226,50 +200,7 @@ namespace bts.shell {
[ProtoMember(25)]
public string strip_name;
[ProtoMember(26)]
public string last_price_from_spread;
[ProtoMember(28)]
public string mic_code;
}
// migration rules
[Export(typeof(IMarketViewGridSettingsMigrationRule))]
class AddMissingColumnsMigrationRule : IMarketViewGridSettingsMigrationRule {
public bool apply(GridSettings settings, out GridSettings new_settings) =>
settings.add_missing_columns(StartupData.DefaultGridSettings.columns, out new_settings);
}
[Export(typeof(IMarketViewGridSettingsMigrationRule))]
class InitBidAskBackgroundOverrideMigrationRule : IMarketViewGridSettingsMigrationRule {
public bool apply(GridSettings s, out GridSettings new_settings) {
var columns = s.columns.ToList();
var bid_col_index = columns.FindIndex(x => x.id == col_id(Columns.Bid));
var ask_col_index = columns.FindIndex(x => x.id == col_id(Columns.Ask));
bool applied = false;
if (bid_col_index > -1 && ask_col_index > -1) {
if (!columns[bid_col_index].background_color_override.HasValue) {
columns[bid_col_index] = columns[bid_col_index].with(background_color_override: new NullableColorProto(BTSColors.MarketData.bid.ToUint()));
applied = true;
}
if (!columns[ask_col_index].background_color_override.HasValue) {
columns[ask_col_index] = columns[ask_col_index].with(background_color_override: new NullableColorProto(BTSColors.MarketData.ask.ToUint()));
applied = true;
}
}
new_settings = applied ? s.with(columns) : default;
return applied;
}
}
[Export(typeof(IMarketViewGridSettingsMigrationRule))]
class InitBackgroundOverrideMigrationRule : IMarketViewGridSettingsMigrationRule {
public bool apply(GridSettings settings, out GridSettings new_settings) {
if (!settings.enable_background_color) {
new_settings = settings.with(enable_background_color: true);
return true;
}
new_settings = default;
return false;
}
}
}
}
}
@@ -7,6 +7,16 @@ 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 : IDisposable {
internal readonly SecurityCriteria security_criteria;
@@ -137,7 +137,7 @@ namespace mbts.spark {
public Row(TimeAndSalesVM parent, SecurityImmutable security, TradeMessageImmutable trade) : base(security) {
_trade_key = trade.Key;
time = ((ulong)trade.Time).lldatetime().ToLocalTime();
price = trade.price();
price = trade.Mantissa * Math.Pow(10, trade.Exponent);
size = trade.Size;
aggressor_side = trade.AggressorSide;
show_ladder = new DelegateCommand(() => parent._show_ladder_async(this).ignore());
@@ -26,10 +26,7 @@ namespace bts.ui {
public SettingsShellModule(IBus bus, UserSettingsHub settings_hub, WorkspacesModel ws) {
// todo: settings dialog
ws_model = ws;
var actions_list = new List<SparkCommand>(2) {
SparkCommands.ShowGlobalAlerts,
SparkCommands.ShowWorkspaces
};
var actions_list = new List<SparkCommand>(2) { SparkCommands.ShowWorkspaces };
if (Configuration.get<bts.config.toggles.ToastNotifications>().enabled) {
actions_list.Add(SparkCommands.ShowSettings);
}
@@ -374,72 +374,6 @@
Height="{TemplateBinding Height}"
Padding="{TemplateBinding Padding}"
>
<Border.Resources>
<!--Leg Count States-->
<sys:String x:Key="LegCountStates">LegCountStates</sys:String>
<sys:String x:Key="LegCountStates.TwoOrFewer">TwoOrFewerLegsState</sys:String>
<sys:String x:Key="LegCountStates.ThreeOrMore">ThreeOrMoreLegsState</sys:String>
<cv:ValueConverterPipe x:Key="LegCountStateConverter">
<cv:IntGreaterThanConverter Value="2"/>
<cv:BooleanToObjectConverter ValueForFalse="{StaticResource LegCountStates.TwoOrFewer}" ValueForTrue="{StaticResource LegCountStates.ThreeOrMore}"/>
</cv:ValueConverterPipe>
<!--Persistance States-->
<sys:String x:Key="PersistanceStates">PersistanceStates</sys:String>
<sys:String x:Key="PersistanceStates.Unpersisted">UnpersistedState</sys:String>
<sys:String x:Key="PersistanceStates.Persisted">PersistedState</sys:String>
<cv:BooleanToObjectConverter x:Key="PersistanceStateConverter" ValueForFalse="{StaticResource PersistanceStates.Persisted}" ValueForTrue="{StaticResource PersistanceStates.Unpersisted}"/>
</Border.Resources>
<u:StateManager.Groups>
<u:StateGroupsManager AttachToMembers="True">
<u:StateDefinitionCollection>
<u:StateDefinition State="{Binding Group.Target.TemplatedParent.LegTuples.Count, RelativeSource={RelativeSource Self}, Converter={StaticResource LegCountStateConverter}}"/>
<u:StateDefinition State="{Binding Group.Target.TemplatedParent.IsNew, RelativeSource={RelativeSource Self}, Converter={StaticResource PersistanceStateConverter}}"/>
</u:StateDefinitionCollection>
</u:StateGroupsManager>
</u:StateManager.Groups>
<VisualStateManager.VisualStateGroups>
<VisualStateGroup Name="{StaticResource LegCountStates}">
<VisualState Name="{StaticResource LegCountStates.TwoOrFewer}"/>
<VisualState Name="{StaticResource LegCountStates.ThreeOrMore}">
<Storyboard>
<ObjectAnimationUsingKeyFrames Storyboard.TargetName="PART_HedgePricing_Label" Storyboard.TargetProperty="(UIElement.Visibility)">
<DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
</ObjectAnimationUsingKeyFrames>
<ObjectAnimationUsingKeyFrames Storyboard.TargetName="PART_HedgePricing_DropDown" Storyboard.TargetProperty="(UIElement.Visibility)">
<DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
</ObjectAnimationUsingKeyFrames>
</Storyboard>
</VisualState>
</VisualStateGroup>
<VisualStateGroup Name="{StaticResource PersistanceStates}">
<VisualState Name="{StaticResource PersistanceStates.Unpersisted}"/>
<VisualState Name="{StaticResource PersistanceStates.Persisted}">
<Storyboard>
<!--Name-->
<BooleanAnimationUsingKeyFrames Storyboard.TargetName="PART_Name_Label" Storyboard.TargetProperty="(UIElement.IsEnabled)">
<DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
</BooleanAnimationUsingKeyFrames>
<BooleanAnimationUsingKeyFrames Storyboard.TargetName="PART_Name_TextBox" Storyboard.TargetProperty="(UIElement.IsEnabled)">
<DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
</BooleanAnimationUsingKeyFrames>
<!--Tick Factors-->
<BooleanAnimationUsingKeyFrames Storyboard.TargetName="PART_TickFactors_Label" Storyboard.TargetProperty="(UIElement.IsEnabled)">
<DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
</BooleanAnimationUsingKeyFrames>
<BooleanAnimationUsingKeyFrames Storyboard.TargetName="PART_TickFactors_Picker" Storyboard.TargetProperty="(UIElement.IsEnabled)">
<DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
</BooleanAnimationUsingKeyFrames>
<!--Pricing-->
<BooleanAnimationUsingKeyFrames Storyboard.TargetName="PART_Pricing_Label" Storyboard.TargetProperty="(UIElement.IsEnabled)">
<DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
</BooleanAnimationUsingKeyFrames>
<BooleanAnimationUsingKeyFrames Storyboard.TargetName="PART_Pricing_DropDown" Storyboard.TargetProperty="(UIElement.IsEnabled)">
<DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
</BooleanAnimationUsingKeyFrames>
</Storyboard>
</VisualState>
</VisualStateGroup>
</VisualStateManager.VisualStateGroups>
<Grid>
<Grid.RowDefinitions>
<RowDefinition Height="Auto"/>
@@ -454,9 +388,8 @@
<ColumnDefinition Width="Auto"/>
<ColumnDefinition Width="Auto"/>
<ColumnDefinition Width="Auto"/>
<ColumnDefinition Width="Auto"/>
</Grid.ColumnDefinitions>
<TextBlock x:Name="PART_Name_Label" VerticalAlignment="Center" IsEnabled="{TemplateBinding IsNew}">Name</TextBlock>
<TextBlock VerticalAlignment="Center" IsEnabled="{TemplateBinding IsNew}">Name</TextBlock>
<TextBox
x:Name="PART_Name_TextBox"
Grid.Column="1"
@@ -475,37 +408,20 @@
</u:Behavior.BindingUpdateGroups>
</TextBox>
<TextBlock
x:Name="PART_TickFactors_Label"
Grid.Column="2"
VerticalAlignment="Center"
Margin="{StaticResource Margin.LHeaderPanelItem}"
Text="Ticks"
IsEnabled="True"
Grid.Column="2" VerticalAlignment="Center" Margin="{StaticResource Margin.LHeaderPanelItem}" Text="Ticks" IsEnabled="{TemplateBinding IsNew}"
Visibility="{Binding LegTuples.Count, RelativeSource={RelativeSource TemplatedParent}, Converter={StaticResource IntNotZeroVisibilityConverter}}"
/>
<c:TickFactorsPicker
x:Name="PART_TickFactors_Picker"
Grid.Column="3"
Margin="{StaticResource Margin.LHeaderPanelItem}"
HorizontalAlignment="Stretch"
IsEnabled="True"
x:Name="PART_TickFactorsPicker" Grid.Column="3" Margin="{StaticResource Margin.LHeaderPanelItem}" IsEnabled="{TemplateBinding IsNew}" HorizontalAlignment="Stretch"
SelectedTickFactors="{Binding TickFactors, RelativeSource={RelativeSource TemplatedParent}, Mode=TwoWay}"
Visibility="{Binding LegTuples.Count, RelativeSource={RelativeSource TemplatedParent}, Converter={StaticResource IntNotZeroVisibilityConverter}}"
/>
<TextBlock
x:Name="PART_Pricing_Label"
Grid.Column="4"
VerticalAlignment="Center"
Margin="{StaticResource Margin.LHeaderPanelItem}"
IsEnabled="True"
Text="Pricing"
/>
<TextBlock Grid.Column="4" VerticalAlignment="Center" Margin="{StaticResource Margin.LHeaderPanelItem}" IsEnabled="{TemplateBinding IsNew}" >Pricing</TextBlock>
<ComboBox
x:Name="PART_Pricing_DropDown"
Grid.Column="5"
Margin="{StaticResource Margin.LHeaderPanelItem}"
Width="90"
IsEnabled="True"
IsEnabled="{TemplateBinding IsNew}"
ItemsSource="{x:Static usp:ExecutionStrategyEditor.PriceCalcItems}"
SelectedItem="{Binding price_calc}"
>
@@ -515,24 +431,6 @@
</DataTemplate>
</ComboBox.ItemTemplate>
</ComboBox>
<TextBlock
Grid.Column="6"
x:Name="PART_HedgePricing_Label"
VerticalAlignment="Center"
Margin="{StaticResource Margin.LHeaderPanelItem}"
Text="Hedge"
Visibility="Collapsed"
/>
<ComboBox
x:Name="PART_HedgePricing_DropDown"
Grid.Column="7"
HorizontalAlignment="Stretch"
Margin="{StaticResource Margin.LHeaderPanelItem}"
ItemsSource="{TemplateBinding HedgePricingItemsSource}"
ItemTemplate="{StaticResource EnumDescriptionTemplate}"
SelectedItem="{Binding HedgePricing, RelativeSource={RelativeSource TemplatedParent}}"
Visibility="Collapsed"
/>
</Grid>
<c:DataGridEx
x:Name="PART_DataGrid"
@@ -8,7 +8,6 @@ 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;
@@ -184,29 +183,6 @@ namespace mbts.ui.spark {
public mbts.spark.ContractPickerModel ContractPickerModel { get => GetValue(ContractPickerModelProperty) as mbts.spark.ContractPickerModel; set => SetValue(ContractPickerModelProperty, value); }
#endregion
#region HedgePricingItemsSource
public static readonly DependencyProperty HedgePricingItemsSourceProperty =
WPFHelper.create_dp<IEnumerable, ExecutionStrategyEditor>(
nameof(HedgePricingItemsSource));
public IEnumerable HedgePricingItemsSource {
get => GetValue(HedgePricingItemsSourceProperty) as IEnumerable;
set => SetValue(HedgePricingItemsSourceProperty, value);
}
#endregion
#region HedgePricing
public static readonly DependencyProperty HedgePricingProperty =
WPFHelper.create_dp<object, ExecutionStrategyEditor>(
nameof(HedgePricing),
FrameworkPropertyMetadataOptions.BindsTwoWayByDefault);
public object HedgePricing {
get => GetValue(HedgePricingProperty);
set => SetValue(HedgePricingProperty, value);
}
#endregion
public override void OnApplyTemplate() =>
_connect_leg_tuples();
@@ -227,7 +203,7 @@ namespace mbts.ui.spark {
}
DataGridColumn _column_factory(LegSpreaderParamsTuple l) {
var col = new DataGridColumnInternal(l.leg.Security, ParameterCellTemplateConverter, ParameterCellEditingTemplateConverter);
var col = new DataGridColumnInternal(l.leg.Security, ParameterCellTemplateConverter, ParameterCellEditingTemplateConverter) { Width = 75, };
col.HeaderTemplate = (DataTemplate)FindResource(IsNew ? RemovableColumnHeaderTemplateKey : NonRemovableColumnHeaderTemplateKey);
DataGridEx.SetRightBorder(col, new DataGridExVerticalLine(false, true, Colors.DarkGray, 1));
return col;
@@ -275,7 +251,7 @@ namespace mbts.ui.spark {
public ExecutionStrategyErrorAdorner(ExecutionStrategyEditor editor) : base(editor) {
_name_text_box = child_property<TextBox>("PART_Name_TextBox");
_tick_factors_picker = child_property<TickFactorsPicker>("PART_TickFactors_Picker");
_tick_factors_picker = child_property<TickFactorsPicker>("PART_TickFactorsPicker");
}
protected override void OnRender(DrawingContext drawing_context) {
@@ -1,9 +1,7 @@
using bts;
using bts.api;
using bts.api.core;
using bts.api;
using bts.api.synthetic;
using bts.collections;
using bts.spark;
using mbts.ui.shell;
using System;
using System.Collections.Generic;
using System.ComponentModel.Composition;
@@ -20,36 +18,11 @@ namespace mbts.spark {
readonly uint _user_id;
[ImportingConstructor]
public SpreaderModel(IBus bus, SyntheticSecurityService service, AdminModel admin_model, ErrorReporter error, UserTuple user) {
public SpreaderModel(IBus bus, SyntheticSecurityService service, ErrorReporter error, [Import(LoginContainer.Exports.UserID)]uint user_id) {
_bus = bus;
_service = service;
_error = error;
_user_id = user.id;
// synthetic tuples
var strategy_source = _bus.subscribe(SparkTags.SyntheticstrategiesTag)
.Select(map => MappedDictionary.create<uint, ExecutionStrategyImmutable, (uint security_id, ExecutionStrategyImmutable strategy)>(map, (k, v) => (k, v)))
.Table(tup => tup.security_id);
var synthetic_source = _bus.subscribe(SparkTags.SecuritiesTag)
.Select(map => new FilteredDictionary<uint, SecurityMD>(map, smd => smd.security.ContractCase == Security.ContractOneofCase.Synthetic))
.Table(smd => smd.security.Id);
var synthetic_user_join = synthetic_source.LeftJoin(
admin_model.all_user_tuples,
SecurityMD.key_fn,
UserTuple.key_fn,
smd => smd.security.Synthetic.UserId,
(smd, sid, ut, uid) => new SyntheticTuple(smd.security, ut.name, null),
(smd, sid, uid) => new SyntheticTuple(smd.security, null, null),
SyntheticTuple.key_fn);
synthetic_tuples = synthetic_user_join.LeftJoin(
strategy_source,
SyntheticTuple.key_fn,
tup => tup.security_id,
(synth_tup, id, strat_tup) => new SyntheticTuple(synth_tup.security, synth_tup.user_name, strat_tup.strategy),
(synth_tup, id) => synth_tup,
SyntheticTuple.key_fn);
_user_id = user_id;
}
public IObservable<IReadOnlyDictionary<uint, ExecutionStrategyImmutable>> strategy => _bus.subscribe(SparkTags.SyntheticstrategiesTag);
@@ -63,8 +36,6 @@ namespace mbts.spark {
.LeftJoin(strategies, (security, strategy) => (new ExecutionStrategyImmutable?(strategy), security), security => (new ExecutionStrategyImmutable?(), security))
);
public IObservable<TableUpdate<SyntheticTuple, uint>> synthetic_tuples { get; }
public IObservable<ExecutionStrategyImmutable> security_strategy(uint security_key) =>
strategy.TrySelect(s => {
bool success = s.TryGetValue(security_key, out ExecutionStrategyImmutable result);
@@ -81,9 +81,9 @@ namespace bts.shell {
#region QuoteParams
public static QuoteParams QuoteParams => new QuoteParams {
LeanQuantityRatio = 1,
//QuoteInsideMarketDistance = QuoteInsideMarketDistance,
QuoteInsideMarketDistance = QuoteInsideMarketDistance,
QuoteMaxOrderMove = QuoteMaxOrderMove,
//QuoteMuteZone = QuoteMuteZone,
QuoteMuteZone = QuoteMuteZone,
QuoteRepriceThrottle = QuoteRepriceThrottle,
QuoteInsideMarketDistanceWithTravel = QuoteInsideMarketDistanceWithTravel,
};
@@ -113,7 +113,6 @@ namespace bts.shell {
};
public static QuoteInsideMarketDistanceWithTravel QuoteInsideMarketDistanceWithTravel => new QuoteInsideMarketDistanceWithTravel { Priority = RulePriority };
public static QuoteInsideMarketDistance QuoteInsideMarketDistance => new QuoteInsideMarketDistance { Priority = RulePriority };
public static QuoteInsideMarketDistanceThrottle QuoteInsideMarketDistanceThrottle => new QuoteInsideMarketDistanceThrottle();
#endregion
#region PreHedge
@@ -34,8 +34,6 @@
LegTuples="{Binding leg_tuples}"
RemoveLegCommand="{Binding remove_leg}"
ContractPickerModel="{Binding contract_picker_model}"
HedgePricing="{Binding hedge_pricing}"
HedgePricingItemsSource="{Binding hedge_pricing_options}"
/>
<c:DialogSkirtOKCancel Grid.Row="1" OKCommand="{Binding commit}" CloseOnOK="False"/>
</Grid>
@@ -7,15 +7,8 @@ namespace mbts.ui.spark {
/// Interaction logic for SyntheticManagementView.xaml
/// </summary>
partial class SyntheticManagementView : UserControl {
public enum Columns {
Name,
Description,
n_legs,
n_working_orders,
SecurityKey,
User
}
public enum Columns { Name, Description, n_legs, n_working_orders, SecurityKey}
public SyntheticManagementView() =>
InitializeComponent();
}
@@ -10,7 +10,6 @@ using mbts.ui.utility;
using mbts.utils;
using System;
using System.Collections.Generic;
using System.Collections.Immutable;
using System.Linq;
using System.Reactive.Linq;
using System.Windows;
@@ -28,7 +27,7 @@ namespace mbts.spark {
readonly IWindowSettingsManager<GridSettings> _settings_manager;
public SyntheticManagementWindow(SyntheticManagementWindowFactory factory, IBus bus, OrdersModel orders_model, StartupData state, IWindowSettingsManager<GridSettings> settings_manager)
public SyntheticManagementWindow(SyntheticManagementWindowFactory factory, IBus bus, OrdersModel orders_model, StartupData state, WindowSettingsManager<GridSettings> settings_manager)
: base("Synthetic Management", bus, factory, SparkCommands.ShowSyntheticManagement.icon) {
_orders_model = orders_model;
_state = state;
@@ -67,8 +66,8 @@ namespace mbts.spark {
), SparkCommand.create("Clone", Icons.CloneSynthetic, SparkTags.ShowSyntheticCloneTag).complete(
current_row_connectable_builder.create(observe_row_strategy),
rs => rs.HasValue, select_row_strategy_tuple
), SparkCommands.ShowLadderAutoLookup(SparkCommands.KeyGestures.ShowLadder).complete(
vm_connectable_builder.create(vm => vm.current_security_observable.Select(s => s.HasValue ? ImmutableHashSet<uint>.Empty.Add(s.Value.Id) : null)), id => id != null
), SparkCommands.ShowLadder(SparkCommands.KeyGestures.ShowLadder).complete(
vm_connectable_builder.create(vm => vm.current_security_md), md => md.HasValue, ConvertUtils.ValueOrDefault
), SparkCommands.ShowOrders.complete(() => {
var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
ob_settings.filters = new bts.shell.orderbook.FilterStates {
@@ -1,5 +1,4 @@
using bts.api;
using bts.settings;
using mbts.persist;
using mbts.spark;
using mbts.spark.filters;
@@ -8,7 +7,6 @@ using mbts.ui.settings;
using ProtoBuf;
using System;
using System.Collections.Generic;
using System.ComponentModel.Composition;
using System.Reactive.Linq;
using System.Threading.Tasks;
using static mbts.ui.controls.DIYGrid;
@@ -35,8 +33,13 @@ namespace bts.shell {
public async void show(SparkTags.Nothing nothing) =>
_bus.post(SparkTags.ShowWindow, await load(new StartupData()));
IShellWindow _create(StartupData state) =>
new SyntheticManagementWindow(this, _bus, _orders_model, state, _settings_hub.create_synth_settings_manager(state.grid));
IShellWindow _create(StartupData state) {
var settings_manager = new WindowSettingsManager<GridSettings>(_settings_hub,
state.grid,
get: us => us.synthetic_management_grid,
set: (us, gs) => us.with(provided_synthetic_management_gridsettings: gs));
return new SyntheticManagementWindow(this, _bus, _orders_model, state, settings_manager);
}
[ProtoContract]
public class StartupData {
@@ -64,7 +67,6 @@ namespace bts.shell {
public static GridColumnSettings n_legs => new GridColumnSettings(col_id(Columns.n_legs), DefaultColumnHeaders.N_Legs, width: DefaultColumnWidths.N_Legs);
public static GridColumnSettings n_working_orders => new GridColumnSettings(col_id(Columns.n_working_orders), DefaultColumnHeaders.N_Working_Orders, width: DefaultColumnWidths.N_Working_Orders);
public static GridColumnSettings security_key => new GridColumnSettings(col_id(Columns.SecurityKey), DefaultColumnHeaders.SecurityKey, is_visible: false, width: DefaultColumnWidths.SecurityKey);
public static GridColumnSettings user => new GridColumnSettings(col_id(Columns.User), DefaultColumnHeaders.User, is_visible: false, width: DefaultColumnWidths.User);
public static IEnumerable<SortingCriteria> default_sorting_criterion {
get {
@@ -79,7 +81,6 @@ namespace bts.shell {
yield return n_legs;
yield return n_working_orders;
yield return security_key;
yield return user;
}
}
@@ -100,15 +101,6 @@ namespace bts.shell {
public UIntMinMaxState n_working_orders;
[ProtoMember(6)]
public string security_key;
[ProtoMember(7)]
public uint[] user;
}
// migration rules
[Export(typeof(ISyntheticManagementMigrationRule))]
class AddMissingColumnsMigrationRule : ISyntheticManagementMigrationRule {
public bool apply(GridSettings settings, out GridSettings new_settings) =>
settings.add_missing_columns(StartupData.DefaultGridSettings.columns, out new_settings);
}
}
}
}
@@ -1,33 +0,0 @@
using bts.shell;
using mbts.ui.spark;
namespace mbts.spark {
partial class SyntheticEditorVM {
class QuoteInsideMarketDistanceEnabledModel : RowModelBase<bool> {
readonly QuoteInsideMarketDistanceTowardModel _toward;
public QuoteInsideMarketDistanceEnabledModel(QuoteInsideMarketDistanceTowardModel toward) =>
_toward = toward;
public override string display_name { get; } = string.Empty;
public override string help_text { get; } = string.Empty;
public override string man_page { get; } = string.Empty;
public override ParameterSection[] section_path { get; } = new[] { Sections.Quote, Subsections.InsideMarketDistance };
public override bool get_value(LegSpreaderParamsTuple leg_tup) =>
leg_tup.leg_params.QuoteParams.QuoteInsideMarketDistanceThrottle != null;
public override void set_value(LegSpreaderParamsTuple leg_tup, bool value) {
if (value) {
if (leg_tup.leg_params.QuoteParams.QuoteInsideMarketDistanceThrottle == null) {
leg_tup.leg_params.QuoteParams.QuoteInsideMarketDistanceThrottle = SyntheticDataHelper.Defaults.QuoteInsideMarketDistanceThrottle;
_toward.apply_value(leg_tup);
}
} else {
leg_tup.leg_params.QuoteParams.QuoteInsideMarketDistanceThrottle = null;
}
_toward.set_enabled(leg_tup, value);
}
}
}
}
@@ -1,39 +0,0 @@
using bts.spark;
using mbts.ui.spark;
using System.Collections.Generic;
namespace mbts.spark {
partial class SyntheticEditorVM {
class QuoteInsideMarketDistanceTowardModel : RowModelBase<uint> {
IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
public override string display_name { get; } = "Toward Distance";
public override string help_text { get; } = string.Empty;
public override string man_page { get; } = string.Empty;
public override ParameterSection[] section_path { get; } = new[] { Sections.Quote, Subsections.InsideMarketDistance };
public void apply_value(LegSpreaderParamsTuple leg_tup) =>
_get_inside_market_distance(leg_tup).OnTowardDistance = _value_from_store(leg_tup);
public override uint get_value(LegSpreaderParamsTuple leg_tup) =>
_get_inside_market_distance(leg_tup) is QuoteInsideMarketDistanceThrottle inside_market_distance ?
inside_market_distance.OnTowardDistance :
_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_distance(leg_tup) is QuoteInsideMarketDistanceThrottle inside_market_distance)
inside_market_distance.OnTowardDistance = value;
}
protected override bool _get_enabled(LegSpreaderParamsTuple leg_tup) =>
_get_inside_market_distance(leg_tup) != null;
QuoteInsideMarketDistanceThrottle _get_inside_market_distance(LegSpreaderParamsTuple leg_tup) =>
leg_tup.leg_params.QuoteParams.QuoteInsideMarketDistanceThrottle;
uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
_value_store.GetValueOrDefault(leg_tup.SecurityKey);
}
}
}
@@ -115,11 +115,6 @@ namespace mbts.spark {
"dictates if this logic applies to the quoting market or to the synthetic spread " +
"market");
public static ParameterSection InsideMarketDistance =>
new ParameterSection("Inside Market Distance", true,
"Reduces re-quoting by throttling quotes that are moving toward the inside market " +
"but are more than 'Toward Distance' away from the inside market");
public static ParameterSection InsideMarketThrottleThresholds =>
new ParameterSection("Inside Market Throttle Thresholds", true,
"Reduces re-quoting for quotes that are moving toward the inside market. " +
@@ -17,7 +17,6 @@ using System.Reactive.Linq;
using System.Threading.Tasks;
using System.Windows.Input;
using System.Windows.Media;
using HedgePricing = bts.spark.ExecutionStrategy.Types.HedgePricing;
namespace mbts.spark {
/// <summary>
@@ -33,7 +32,6 @@ namespace mbts.spark {
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;
HedgePricing _hedge_pricing;
/// <summary>
/// Inititalizes a new instance of SyntheticEditorVM class. This constructor may only be used for already-existing synthetic securities (id must be non-zero).
@@ -190,8 +188,6 @@ namespace mbts.spark {
var quote_inside_market_throttle_ticks = new QuoteInsideMarketThrottleTicksModel();
var quote_inside_market_throttle_min_move = new QuoteInsideMarketThrottleMinMoveModel();
var quote_inside_market_distance_toward = new QuoteInsideMarketDistanceTowardModel();
var pre_hedge_payless_threshold = new PreHedgePaylessThresholdModel();
var pre_hedge_payless_ticks = new PreHedgePaylessTicksModel();
@@ -229,8 +225,6 @@ namespace mbts.spark {
//quote_inside_market_throttle_ticks,
//quote_inside_market_throttle_min_move,
//new MaxTicksInsideMarketModel(),
new QuoteInsideMarketDistanceEnabledModel(quote_inside_market_distance_toward),
quote_inside_market_distance_toward,
new PreHedgePaylessEnabledModel(pre_hedge_payless_threshold, pre_hedge_payless_ticks),
pre_hedge_payless_threshold,
pre_hedge_payless_ticks,
@@ -300,9 +294,6 @@ namespace mbts.spark {
public IRaiseCanExecuteChangedCommand commit { get; }
public ICommand remove_leg { get; }
public ContractPickerModel contract_picker_model { get; }
// hedge pricing
public HedgePricing hedge_pricing { get => _hedge_pricing; set => Set(ref _hedge_pricing, value); }
public IEnumerable<HedgePricing> hedge_pricing_options => EnumHelper.get_values<HedgePricing>();
public ExecutionStrategyImmutable get_strategy() {
var mutable_strategy = _strategy.CloneToMutable();
@@ -310,7 +301,6 @@ namespace mbts.spark {
foreach (var lt in leg_tuples) {
mutable_strategy.LegParamsMap.Add(lt.leg.Security.Id, lt.leg_params);
}
mutable_strategy.HedgePricing = hedge_pricing;
return new ExecutionStrategyImmutable(mutable_strategy);
}
@@ -318,7 +308,6 @@ namespace mbts.spark {
_synthetic = synthetic.CloneToMutable();
_synthetic.Exchange = Venue.Bts;
_strategy = strategy;
hedge_pricing = strategy.HedgePricing;
leg_tuples.SetItems(_get_legs(_synthetic, strategy));
RaisePropertyChanged(nameof(name), nameof(tick_factors));
}
@@ -1,15 +1,12 @@
using bts;
using bts.api;
using bts.api;
using bts.collections;
using bts.spark;
using bts.utils;
using mbts.persist;
using mbts.spark.filters;
using mbts.ui;
using mbts.ui.settings;
using System;
using System.Collections.Generic;
using System.Collections.Immutable;
using System.Collections.ObjectModel;
using System.Linq;
using System.Reactive.Linq;
@@ -20,45 +17,43 @@ using static mbts.ui.controls.DIYGrid;
using static mbts.ui.spark.SyntheticManagementView;
namespace mbts.spark {
class SyntheticManagementDialogVM : SecurityGrid<SyntheticManagementDialogVM.Row, SyntheticTuple> {
class SyntheticManagementDialogVM : SecurityMDGrid<SyntheticManagementDialogVM.Row, (ExecutionStrategyImmutable? strategy, SecurityMD md)> {
readonly IBus _bus;
readonly OrdersModel _orders_model;
readonly IWindowSettingsManager<GridSettings> _settings_manager;
IWindowSettingsManager<GridSettings> _settings_manager;
public SyntheticManagementDialogVM(IBus bus, OrdersModel orders_model, IWindowSettingsManager<GridSettings> settings_manager) : this(bus, orders_model, settings_manager, null, null) { }
public SyntheticManagementDialogVM(IBus bus, OrdersModel orders_model, IWindowSettingsManager<GridSettings> settings_manager, IReadOnlyCollection<SortingCriteria> sorting, FilterStates filters)
: base(orders_model.spreader.synthetic_tuples.Select(t => t.state.Values), sorting) {
: base(orders_model.spreader.strategy_tuple.Select(map => map.Values), sorting) {
_bus = bus;
_orders_model = orders_model;
_settings_manager = settings_manager;
// init filters
user_filter = DiscreteValuesFilterVM.CreateTableUpdate<Row, UserTuple, uint>(r => r.user_tuple, UserTuple.key_fn, out var user_filter_items_observer, out var user_filter_items_view, nameof(Row.user_tuple));
user_filter_items_view.CustomSort = Comparer<string>.Default.wrap<string, UserTuple>(ut => ut.name).to_non_generic();
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);
security_key_filter.load_state(filters.security_key);
user_filter.load_state(filters.user);
security_key_filter.load_state(filters.security_key);
}
_settings_manager = settings_manager;
// columns
add_col(Columns.Name, DefaultColumnHeaders.Name, r => r.name, nameof(Row.name), name_filter, DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.Security);
add_col(Columns.Description, DefaultColumnHeaders.Description, r => r.description, nameof(Row.description), description_filter, DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.Description);
add_col(Columns.n_legs, DefaultColumnHeaders.N_Legs, r => r.n_legs.ToString(), nameof(Row.n_legs), n_legs_filter, DataGridFilterKnownTemplates.IntMinMax, DefaultColumnWidths.N_Legs);
columns.Add(new HyperlinkElementColumn<Row, Columns>(
Columns.n_working_orders,
new Binding(nameof(Row.n_working_orders)),
Columns.n_working_orders,
new Binding(nameof(Row.n_working_orders)),
new Binding(nameof(Row.show_order_book)),
n_working_orders_filter,
DataGridFilterKnownTemplates.UIntMinMax) {
id = col_id(Columns.n_working_orders),
Header = DefaultColumnHeaders.N_Working_Orders,
Width = DefaultColumnWidths.N_Working_Orders
});
}
);
add_col(Columns.SecurityKey, DefaultColumnHeaders.SecurityKey, r => r.security_key.ToString(), nameof(Row.security_key), security_key_filter, DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.SecurityKey);
add_col(Columns.User, DefaultColumnHeaders.User, r => r.user_name, nameof(Row.user_name), user_filter, DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.User);
//
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) {
@@ -68,39 +63,42 @@ namespace mbts.spark {
Width = width
});
//
grid_settings_manager = new SimpleGridSettingsManager<Row>(columns, DictionaryHelper.empty<string, GridColumnSettingsFeatureFlags>(), row_vms);
grid_settings_manager = new SimpleGridSettingsManager<Row>(columns, new Dictionary<string, GridColumnSettingsFeatureFlags> { }, row_vms);
// this will initialize the immutable properties that correspond to the col_settings_flags above (e.g. Bid/Ask font_color_override, etc.)
grid_settings_manager.load_from(settings_manager.current_settings());
_resources.AddRange(
orders_model.admin_model.all_user_tuples.OnDispatcher().Subscribe(user_filter_items_observer),
DataGridFilterHelper.hook_all<SyntheticManagementDialogVM, Row>(this, rows_view),
DataGridFilterHelper.hook_filters(rows_view, create_time_filter, name_filter, description_filter, n_legs_filter, n_working_orders_filter, security_key_filter),
settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager)
);
}
public ObservableCollection<ColumnBase> columns { get; } = new ObservableCollection<ColumnBase>();
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();
public ObservableCollection<ColumnBase> columns { get; } = new ObservableCollection<ColumnBase>();
public SimpleGridSettingsManager<Row> grid_settings_manager { get; }
public GridSettings get_grid_save_state() {
if (_settings_manager.instance_settings == null)
return null;
else
return grid_settings_manager.create();
}
public StartupData create() =>
new StartupData(rows_view.get_sorting_criteria(columns), _get_filter_states(), get_grid_save_state());
#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 IDataGridColumnPersistentFilter<Row, string> security_key_filter { get; } = new RegexFilterVM<Row>(r => r.security_key.ToString(), nameof(Row.security_key));
public IDataGridColumnPersistentFilter<Row, uint[]> user_filter { get; }
public GridSettings get_grid_save_state() =>
_settings_manager.instance_settings == null ? null : grid_settings_manager.create();
public StartupData create() =>
new StartupData(rows_view.get_sorting_criteria(columns), _get_filter_states(), get_grid_save_state());
protected override Row row_factory(SyntheticTuple row_model) =>
new Row(_bus, row_model, _orders_model);
protected override void on_row_removed(Row row) =>
row.Dispose();
FilterStates _get_filter_states() =>
new FilterStates {
@@ -109,19 +107,19 @@ namespace mbts.spark {
name = name_filter.get_state(),
n_legs = n_legs_filter.get_state(),
n_working_orders = n_working_orders_filter.get_state(),
security_key = security_key_filter.get_state(),
user = user_filter.get_state()
security_key = security_key_filter.get_state()
};
#endregion
public class Row : SecurityRow, IEquatable<Row>, IRowVM, IActionableRowVM {
public readonly SyntheticTuple synthetic_tuple;
public class Row : SecurityMDRow, IEquatable<Row>, IRowVM, IActionableRowVM {
public readonly ExecutionStrategyImmutable? strategy;
readonly IBus _bus;
readonly Property<uint> _n_working_orders;
public Row(IBus bus, SyntheticTuple synthetic_tuple, OrdersModel orders_model) : base(synthetic_tuple.security) {
public Row(IBus bus, SecurityMD security_md, ExecutionStrategyImmutable? strategy, OrdersModel orders_model) : base(security_md) {
_bus = bus;
this.synthetic_tuple = synthetic_tuple;
this.strategy = strategy;
_n_working_orders = backing(nameof(n_working_orders),
orders_model.on_security_orders(security_key)
.Select(t => (uint)(t.state
@@ -135,23 +133,25 @@ namespace mbts.spark {
show_order_book = new DelegateCommand(_show_order_book);
}
public event Action invalidated;
public DateTime create_time => DateTime.MinValue; //TODO
public string name { get; }
public string user_name => synthetic_tuple.user_name;
public UserTuple user_tuple => new UserTuple(synthetic_tuple.security.Synthetic.UserId, user_name);
public int n_legs { get; }
public string description { get; }
public ExecutionStrategyImmutable? strategy => synthetic_tuple.strategy;
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 ICommand default_command => show_ladder;
public void raise_invalidated() =>
invalidated?.Invoke();
public ObservableCollection<RowAnimation> row_animations => new ObservableCollection<RowAnimation>();
public IReadOnlyList<IGridCellStore> cell_stores => new IGridCellStore[0];
public event Action invalidated;
public void raise_invalidated() => invalidated?.Invoke();
public bool Equals(Row other) =>
other != null &&
@@ -163,8 +163,10 @@ namespace mbts.spark {
public override int GetHashCode() =>
security_key.GetHashCode();
void _show_ladder() =>
_bus.post(SparkTags.ShowLadderAutoLookupTag, ImmutableHashSet<uint>.Empty.Add(security.Id));
_bus.post(SparkTags.ShowLadderTag, md);
void _show_order_book() {
var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
@@ -175,4 +177,4 @@ namespace mbts.spark {
}
}
}
}
}
@@ -0,0 +1,112 @@
using bts.api.core;
using bts.collections;
using mbts.collections;
using System.Collections.Generic;
using System.Collections.ObjectModel;
using System.Threading.Tasks;
namespace mbts.spark {
/// <summary>
/// This class's primary purpose is to handle async AlgoService persistence calls for the AlgoStudioVM/OrderPropertiesEditorVM.
/// When a new definition/template item is persisted for the first time, it's corresponding viewmodel (<see cref="AlgoDefinitionVM"/>, <see cref="AlgoDefinitionTemplateVM"/>)
/// must be removed and replaced with a new one that has the brand new persisted id (<see cref="AlgoKey"/>). As part of its duty, this class makes sure that the new persisted items are inserted into the same index as their unpersisted predecessor.
/// </summary>
static class AlgoPersistenceHelper {
public static (int? def_index, int? tmp_index) selection_snapshot(IList<AlgoDefinitionVM> definitions, AlgoDefinitionVM selected_definition, AlgoDefinitionTemplateVM selected_template) {
var def = selected_definition;
var tmp = selected_template;
int? def_index = def == null ? (int?)null : definitions.IndexOf(def);
int? tmp_index = tmp == null ? (int?)null : tmp.owner.templates.IndexOf(tmp);
return (def_index, tmp_index);
}
public static async Task<IReadOnlyDictionary<AlgoKey, AlgoKey>> persist_definition(OrdersModel model, IList<AlgoDefinitionVM> definitions, AlgoDefinitionVM definition) {
int def_index = definitions.IndexOf(definition);
return await persist(model, definitions.WrapSubRange(def_index, 1).WrapSelector(def => (def, definition.templates.AsList()), t => t.def));
}
public static async Task<IReadOnlyDictionary<AlgoKey, AlgoKey>> persist_template(OrdersModel model, IList<AlgoDefinitionVM> definitions, AlgoDefinitionTemplateVM template) {
switch (template.owner.key.mode) {
case AlgoKey.Mode.Unpersisted: return await persist_definition(model, definitions, template.owner);
case AlgoKey.Mode.Persisted:
int def_index = definitions.IndexOf(template.owner);
int tmp_index = template.owner.templates.IndexOf(template);
return await persist(model, definitions.WrapSubRange(def_index, 1).WrapSelector(def => (def, def.templates.WrapSubRange(tmp_index, 1)), t => t.def));
default: return DictionaryHelper.empty<AlgoKey, AlgoKey>();
}
}
public static async Task<IReadOnlyDictionary<AlgoKey, AlgoKey>> persist_all(OrdersModel model, ObservableKeyedCollection<AlgoDefinitionVM, AlgoKey> definitions) =>
await persist(model, definitions.WrapSelector(def => (def, def.templates.AsList()), t => t.def));
/// <summary>
/// Persists each pair of definition/templates, then returns a map of non-persisted keys to persisted ones (<see cref="AlgoKey"/>, <see cref="AlgoDefinitionVM.key"/>, <see cref="AlgoDefinitionTemplateVM.key"/>).
/// The key-map gives callers the ability to replace unpersisted items with persisted ones before the next update arrives.
/// <para>Note: use a <see cref="mbts.utils.TableUpdateBuffer{T, TKey}"/> to suspend updates while awaiting this task; don't resume them until all unpersisted items have been replaced.
/// <see cref="AlgoDefinitionCollection"/> caters to this pre-emptive adding behavior, in it's <see cref="TableUpdate{T, TKey}"/> callback, it checks if added items are already present, and if so, treats them as changes instead.</para>
/// <para>PS: the reason for all this madness is so newly persisted items are inserted in the same index as their placeholder counterpart. The only way to connect the non-persisted keys with their persisted counterparts
/// is to await each save-op individually, and build a map with the results..hence the returned key-map.</para>
/// </summary>
/// <param name="model"></param>
/// <param name="definition_templates"></param>
/// <returns>An AlgoKey->AlgoKey map of old placeholder ids to newly persisted ones.</returns>
public static async Task<IReadOnlyDictionary<AlgoKey, AlgoKey>> persist(OrdersModel model, IList<(AlgoDefinitionVM definition, IList<AlgoDefinitionTemplateVM> templates)> definition_templates) {
var placeholder_to_persisted_keys = new Dictionary<AlgoKey, AlgoKey>();
for (int i = 0; i < definition_templates.Count; i++) {
(var def, var templates) = definition_templates[i];
var persisted_def = def;
if (def.is_dirty) {
var def_record = await model.algo_model.save_definition(def.create_algo_def());
if (def_record.HasValue) {
switch (def.key.mode) {
case AlgoKey.Mode.Factory:
case AlgoKey.Mode.Unpersisted:
persisted_def = def.to_persisted(def_record.Value);
foreach (var tmp in templates) {
AlgoDefinitionTemplateVM persisted_tmp;
var tmp_record = await model.algo_model.save_template(tmp.create(def_record.Value));
if (tmp_record.HasValue) {
persisted_def.templates.Add(persisted_tmp = tmp.to_persisted(persisted_def, new AlgoData(tmp_record.Value.value, tmp_record.Value.name, tmp_record.Value.key)));
} else {
/// If the save-op fails, the unpersisted template is cloned and added to the persisted def's template items, so the user may try to save it again without having to re-enter all the templated-values.
/// Q: "why don't we just re-add the same template to the persisted def, the save-op failed, so nothing changed...why do we need a new one?"
/// A: "A new template vm must be created because its owner has changed (it's a readonly prop, <see cref="AlgoDefinitionTemplateVM.owner"/>)."
persisted_def.templates.Add(persisted_tmp = new AlgoDefinitionTemplateVM(persisted_def, model, tmp.create_def_data()));
}
placeholder_to_persisted_keys[tmp.key] = persisted_tmp.key;
}
persisted_def.connect();
if (def.key.mode == AlgoKey.Mode.Unpersisted) {
definition_templates[i] = (persisted_def, persisted_def.templates);
} else {
definition_templates.Add((persisted_def, persisted_def.templates));
}
placeholder_to_persisted_keys[def.key] = persisted_def.key;
break;
}
}
} else {
// so the def isn't dirty, but it still might have dirty templates
using (persisted_def.buffer_updates()) {
for (int j = 0; j < templates.Count; j++) {
var tmp = templates[j];
if (!tmp.is_dirty)
continue;
var tmp_record = await model.algo_model.save_template(tmp.create());
if (tmp_record.HasValue) {
switch (tmp.key.mode) {
case AlgoKey.Mode.Unpersisted:
var persisted_tmp = tmp.to_persisted(persisted_def, new AlgoData(tmp_record.Value.value, tmp_record.Value.name, tmp_record.Value.key));
templates[j] = persisted_tmp;
placeholder_to_persisted_keys[tmp.key] = persisted_tmp.key;
break;
}
}
}
}
}
}
return placeholder_to_persisted_keys;
}
}
}
@@ -12,11 +12,14 @@
xmlns:uag="clr-namespace:mbts.ui.spark.algo"
xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
xmlns:sys="clr-namespace:System;assembly=mscorlib"
u:StateManager.VisualState="{Binding selected_definition.algo_root, Converter={x:Static usp:AlgoStudioView.EditPaneVisualStateConverter}}"
u:StateManager.VisualState="{Binding content_source.algo_root, Converter={x:Static usp:AlgoStudioView.EditPaneVisualStateConverter}}"
Background="{StaticResource CommonBackground}"
>
<UserControl.Resources>
<ResourceDictionary>
<ResourceDictionary.MergedDictionaries>
<ResourceDictionary Source="/view/Controls/Order/AlgoTemplateTreeView.xaml"/>
</ResourceDictionary.MergedDictionaries>
<!--Primitive Constants-->
<sys:Double x:Key="HorizontalPush1">4</sys:Double>
<sys:Double x:Key="HorizontalPush2">8</sys:Double>
@@ -30,6 +33,9 @@
<Thickness x:Key="Margin.TP1" Top="{StaticResource VerticalPush1}"/>
<Thickness x:Key="Margin.TP2" Top="{StaticResource VerticalPush2}"/>
<!--Converters-->
<cv:ValueMap x:Key="AlgoTemplateFavoriteToggleButtonToolTipConverter" Default="Add to Favorites">
<cv:KeyValue Key="{u:True}" Value="Remove from Favorites"/>
</cv:ValueMap>
<sys:String x:Key="AlgoAbbreviationActiveState">AbbreviationActive</sys:String>
<sys:String x:Key="AlgoAbbreviationInactiveState">AbbreviationInactive</sys:String>
<cv:ValueMap x:Key="AlgoAbbreviationVisualStateConverter" Default="{StaticResource AlgoAbbreviationActiveState}">
@@ -124,8 +130,70 @@
</Setter>
</Style>
<Style x:Key="AlgoTemplateFavoriteToggleButtonStyle" TargetType="ToggleButton">
<Setter Property="Background" Value="LightGray"/>
<Setter Property="BorderBrush" Value="Black"/>
<Setter Property="BorderThickness" Value="1"/>
<Setter Property="Foreground" Value="White"/>
<Setter Property="IsThreeState" Value="False"/>
<Setter Property="IsChecked" Value="{Binding is_favorite}"/>
<Setter Property="SnapsToDevicePixels" Value="True"/>
<Setter Property="UseLayoutRounding" Value="True"/>
<Setter Property="Width" Value="16"/>
<Setter Property="Height" Value="16"/>
<Setter Property="ToolTip" Value="{Binding IsChecked, RelativeSource={RelativeSource Self}, Converter={x:Static uag:AlgoTemplateToolBar.FavoriteToggleButtonToolTipConverter}}"/>
<Setter Property="Template">
<Setter.Value>
<ControlTemplate TargetType="ToggleButton">
<Grid UseLayoutRounding="{TemplateBinding UseLayoutRounding}">
<Ellipse x:Name="ellipse" HorizontalAlignment="Stretch" VerticalAlignment="Stretch" Fill="{TemplateBinding Background}" Width="0" Height="0"/>
<Image SnapsToDevicePixels="{TemplateBinding SnapsToDevicePixels}" UseLayoutRounding="{TemplateBinding UseLayoutRounding}" MaxHeight="13" MaxWidth="13">
<Image.Source>
<DrawingImage>
<DrawingImage.Drawing>
<GeometryDrawing Geometry="{Binding Source={StaticResource ResourceKey={x:Static u:Icons.StarGeometryKey}}}" Brush="{Binding Foreground, RelativeSource={RelativeSource TemplatedParent}}" >
<GeometryDrawing.Pen>
<Pen
Brush="{Binding BorderBrush, RelativeSource={RelativeSource TemplatedParent}}"
Thickness="{Binding BorderThickness.Left, RelativeSource={RelativeSource TemplatedParent}}"
/>
</GeometryDrawing.Pen>
</GeometryDrawing>
</DrawingImage.Drawing>
</DrawingImage>
</Image.Source>
</Image>
</Grid>
<ControlTemplate.Triggers>
<Trigger Property="IsChecked" Value="True">
<Setter Property="Foreground" Value="Gold"/>
</Trigger>
<Trigger Property="IsMouseOver" Value="True">
<Trigger.EnterActions>
<BeginStoryboard>
<Storyboard>
<DoubleAnimation Storyboard.TargetName="ellipse" Storyboard.TargetProperty="Width" To="16" Duration="0:0:0.03" />
<DoubleAnimation Storyboard.TargetName="ellipse" Storyboard.TargetProperty="Height" To="16" Duration="0:0:0.03" />
</Storyboard>
</BeginStoryboard>
</Trigger.EnterActions>
<Trigger.ExitActions>
<BeginStoryboard>
<Storyboard>
<DoubleAnimation Storyboard.TargetName="ellipse" Storyboard.TargetProperty="Width" To="0" Duration="0:0:0.0" />
<DoubleAnimation Storyboard.TargetName="ellipse" Storyboard.TargetProperty="Height" To="0" Duration="0:0:0.0" />
</Storyboard>
</BeginStoryboard>
</Trigger.ExitActions>
</Trigger>
</ControlTemplate.Triggers>
</ControlTemplate>
</Setter.Value>
</Setter>
</Style>
<Style TargetType="uag:AlgoPickerNodeView" BasedOn="{StaticResource {x:Type uag:AlgoPickerNodeView}}">
<Setter Property="DropDownStyleKey" Value="{x:Static usp:AlgoContentTemplateSelector.DefinitionDropDownStyleKey}"/>
<Setter Property="DropDownStyleKey" Value="{Binding DataContext.content_source, RelativeSource={RelativeSource AncestorType=usp:AlgoStudioView}, Converter={x:Static usp:AlgoContentTemplateSelector.AlgoDropDownStyleKeyConverter}}"/>
</Style>
</ResourceDictionary>
</UserControl.Resources>
@@ -153,26 +221,94 @@
<ColumnDefinition Width="Auto"/>
<ColumnDefinition Width="*"/>
</Grid.ColumnDefinitions>
<ListBox
<TreeView
x:Name="_tree_view"
u:TreeViewEx.SelectedItemChangedHandler="{Binding}"
ItemsSource="{Binding definitions_view}"
HorizontalAlignment="Stretch"
VerticalAlignment="Stretch"
MinWidth="180"
Background="Transparent"
SelectedItem="{Binding selected_definition}"
Style="{StaticResource AlgoTemplateTreeViewStyle}"
>
<ListBox.ItemTemplate>
<DataTemplate DataType="{x:Type sp:AlgoDefinitionVM}">
<TextBlock x:Name="text_view" Grid.Column="1" Margin="{StaticResource Margin.LP1}" Text="{Binding name}"/>
<DataTemplate.Triggers>
<TreeView.CommandBindings>
<CommandBinding Command="{x:Static u:EditableCollectionViewEx.AddNewItemCommand}" Executed="{x:Static u:EditableCollectionViewEx.AddNewItemExecuted}" CanExecute="{x:Static u:EditableCollectionViewEx.AddNewItemCanExecute}"/>
<CommandBinding Command="{x:Static u:EditableCollectionViewEx.CommitAnyCommand}" Executed="{x:Static u:EditableCollectionViewEx.CommitAnyExecuted}"/>
</TreeView.CommandBindings>
<TreeView.Resources>
<HierarchicalDataTemplate DataType="{x:Type sp:AlgoDefinitionVM}" ItemsSource="{Binding templates_view}">
<Grid u:StateManager.VisualStateCollection="{Binding tree_view_visual_states}">
<VisualStateManager.VisualStateGroups>
<VisualStateGroup Name="{x:Static GroupName, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.TreeViewBadge}}">
<VisualState Name="{x:Static Active, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.TreeViewBadge}}"/>
<VisualState Name="{x:Static Inactive, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.TreeViewBadge}}">
<Storyboard>
<ObjectAnimationUsingKeyFrames Storyboard.TargetName="badge" Storyboard.TargetProperty="(UIElement.Visibility)">
<DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Collapsed}"/>
</ObjectAnimationUsingKeyFrames>
</Storyboard>
</VisualState>
</VisualStateGroup>
</VisualStateManager.VisualStateGroups>
<Grid.ColumnDefinitions>
<ColumnDefinition Width="Auto"/>
<ColumnDefinition Width="*"/>
</Grid.ColumnDefinitions>
<Rectangle
x:Name="badge"
Fill="{Binding badge_fill}"
Style="{StaticResource RectangleBadgeStyle}"
Visibility="{DynamicResource ResourceKey={x:Static usp:AlgoStudioView.BadgesInTreeViewVisibilityKey}}"
/>
<TextBlock x:Name="text_view" Grid.Column="1" Margin="{StaticResource Margin.LP1}" Text="{Binding name}"/>
</Grid>
<HierarchicalDataTemplate.Triggers>
<DataTrigger Binding="{Binding is_dirty}" Value="True">
<Setter TargetName="text_view" Property="Text" Value="{Binding name, StringFormat='{}{0}*'}"/>
</DataTrigger>
</HierarchicalDataTemplate.Triggers>
</HierarchicalDataTemplate>
<DataTemplate DataType="{x:Type sp:AlgoDefinitionTemplateVM}">
<Grid u:StateManager.VisualStateCollection="{Binding tree_view_visual_states}" Margin="-6,0,0,0">
<VisualStateManager.VisualStateGroups>
<VisualStateGroup Name="{x:Static GroupName, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.FavoriteToggleButton}}">
<VisualState Name="{x:Static Active, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.FavoriteToggleButton}}"/>
<VisualState Name="{x:Static Inactive, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.FavoriteToggleButton}}">
<Storyboard>
<ObjectAnimationUsingKeyFrames Storyboard.TargetName="favorite_toggle" Storyboard.TargetProperty="(UIElement.Visibility)">
<DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Collapsed}"/>
</ObjectAnimationUsingKeyFrames>
</Storyboard>
</VisualState>
</VisualStateGroup>
</VisualStateManager.VisualStateGroups>
<Grid.ColumnDefinitions>
<ColumnDefinition Width="Auto"/>
<ColumnDefinition Width="*"/>
</Grid.ColumnDefinitions>
<Grid>
<Grid.ColumnDefinitions>
<ColumnDefinition Width="Auto"/>
<ColumnDefinition Width="*"/>
</Grid.ColumnDefinitions>
<ToggleButton x:Name="favorite_toggle" Grid.Column="1" Margin="4,0,0,0" Style="{StaticResource AlgoTemplateFavoriteToggleButtonStyle}"/>
</Grid>
<TextBlock x:Name="text_view" Grid.Column="1" Margin="{StaticResource Margin.LP1}" Text="{Binding name}" ToolTip="Double click to set as default"/>
</Grid>
<DataTemplate.Triggers>
<DataTrigger Value="{u:True}">
<DataTrigger.Binding>
<MultiBinding Converter="{StaticResource OrConverter}">
<Binding Path="is_dirty"/>
<Binding Path="is_persisted" Converter="{StaticResource NotConverter}"/>
</MultiBinding>
</DataTrigger.Binding>
<Setter TargetName="text_view" Property="Text" Value="{Binding name, StringFormat='{}{0}*'}"/>
</DataTrigger>
</DataTemplate.Triggers>
</DataTemplate>
</ListBox.ItemTemplate>
</ListBox>
</TreeView.Resources>
</TreeView>
<ScrollViewer Grid.Column="1" Grid.IsSharedSizeScope="True" Margin="8,4">
<Grid x:Name="edit_pane">
<Grid.RowDefinitions>
@@ -294,7 +430,7 @@
Margin="{StaticResource Margin.LP1}"
HorizontalAlignment="Stretch"
VerticalAlignment="Center"
Text="{Binding selected_definition.name, UpdateSourceTrigger=PropertyChanged, Delay=25}"
Text="{Binding content_source.name, UpdateSourceTrigger=PropertyChanged, Delay=25}"
/>
<Grid x:Name="abbreviation_root" Grid.Column="2">
<Grid.ToolTip>
@@ -316,7 +452,7 @@
<ColumnDefinition Width="*"/>
</Grid.ColumnDefinitions>
<TextBlock x:Name="abbreviation_label" FontStyle="Italic" Margin="{StaticResource Margin.LP1}" VerticalAlignment="Center">Abbrev.</TextBlock>
<TextBox Grid.Column="1" Margin="{StaticResource Margin.LP1}" Text="{Binding selected_definition.abbreviation, UpdateSourceTrigger=PropertyChanged, Delay=25}"/>
<TextBox Grid.Column="1" Margin="{StaticResource Margin.LP1}" Text="{Binding content_source.abbreviation, UpdateSourceTrigger=PropertyChanged, Delay=25}"/>
</Grid>
</Grid>
<Grid x:Name="badge_selector_radio_button_root" Grid.Row="1" Margin="{StaticResource Margin.TP2}">
@@ -342,8 +478,8 @@
<TextBlock>Hint: the default color is that of the algo-root (</TextBlock>
<usp:OrderTypeItem
Margin="2,0"
BadgeFill="{Binding selected_definition.algo_root.meta.Color, Converter={StaticResource ColorToBrushConverter}}"
DisplayName="{Binding selected_definition.algo_root.display_name}"
BadgeFill="{Binding content_source.algo_root.meta.Color, Converter={StaticResource ColorToBrushConverter}}"
DisplayName="{Binding content_source.algo_root.display_name}"
/>
<TextBlock>).</TextBlock>
</StackPanel>
@@ -360,7 +496,7 @@
x:Name="default_badge"
Grid.Column="1"
Margin="{StaticResource Margin.LP1}"
Fill="{Binding selected_definition.algo_root.meta.Color, Converter={StaticResource ColorToBrushConverter}}"
Fill="{Binding content_source.algo_root.meta.Color, Converter={StaticResource ColorToBrushConverter}}"
Style="{StaticResource RectangleBadgeStyle}"
/>
</Grid>
@@ -370,7 +506,7 @@
VerticalAlignment="Center"
VerticalContentAlignment="Center"
Margin="{StaticResource Margin.LP2}"
IsChecked="{Binding selected_definition.custom_badge_color.enabled}"
IsChecked="{Binding content_source.custom_badge_color.enabled}"
GroupName="Badge"
>
<RadioButton.ToolTip>
@@ -390,7 +526,7 @@
Grid.Row="1"
Grid.Column="1"
Margin="3,0"
Fill="{Binding selected_definition.custom_badge_color.value, Converter={StaticResource ColorToBrushConverter}}"
Fill="{Binding content_source.custom_badge_color.value, Converter={StaticResource ColorToBrushConverter}}"
Style="{StaticResource RectangleBadgeStyle}"
/>
<TextBlock Grid.Row="1" Grid.Column="2" FontStyle="Italic">to open the color picker popup.</TextBlock>
@@ -405,7 +541,7 @@
<Button
x:Name="custom_badge_color_picker_button"
Grid.Column="1"
Background="{Binding selected_definition.custom_badge_color.value, Converter={StaticResource ColorToBrushConverter}}"
Background="{Binding content_source.custom_badge_color.value, Converter={StaticResource ColorToBrushConverter}}"
Margin="{StaticResource Margin.LP1}"
Style="{StaticResource CustomBadgeColorPickerButtonStyle}"
/>
@@ -413,8 +549,8 @@
<Border Style="{StaticResource CustomBadgeColorPickerPopupRootStyle}">
<cp:ColorPickerControl
Background="Transparent"
Palettes="{Binding DataContext.selected_definition.custom_badge_color_palettes, RelativeSource={RelativeSource AncestorType=Popup}}"
SelectedColor="{Binding DataContext.selected_definition.custom_badge_color.value, RelativeSource={RelativeSource AncestorType=Popup}, Mode=TwoWay}"
Palettes="{Binding DataContext.content_source.custom_badge_color_palettes, RelativeSource={RelativeSource AncestorType=Popup}}"
SelectedColor="{Binding DataContext.content_source.custom_badge_color.value, RelativeSource={RelativeSource AncestorType=Popup}, Mode=TwoWay}"
/>
</Border>
</Popup>
@@ -423,7 +559,7 @@
</Grid>
<usp:AlgoEditorView
Grid.Row="2"
DataContext="{Binding selected_definition}"
DataContext="{Binding content_source}"
Background="Transparent"
BorderBrush="{Binding algo_root, Converter={StaticResource OrderTypeBrushConverter}}"
Margin="0,6,0,0"
@@ -433,10 +569,10 @@
<StackPanel.Margin>
<Thickness Left="{StaticResource DialogSkirtPadding.Left}" Top="{StaticResource VerticalPush2}" Right="{StaticResource DialogSkirtButtonPadding.Right}" Bottom="{StaticResource DialogSkirtPadding.Bottom}"/>
</StackPanel.Margin>
<Button ToolTipService.ShowOnDisabled="True" Margin="{StaticResource DialogSkirtButtonMargin}" Command="{Binding save_cmd}" CommandParameter="{Binding selected_definition}" Width="100" ToolTip="{Binding save_cmd_tooltip}" IsDefault="True">
<Button ToolTipService.ShowOnDisabled="True" Margin="{StaticResource DialogSkirtButtonMargin}" Command="{Binding save_cmd}" CommandParameter="{Binding content_source}" Width="100" ToolTip="{Binding save_cmd_tooltip}" IsDefault="True">
<TextBlock Text="{Binding selected_definition.name, StringFormat='{}Save {0}'}"/>
</Button>
<Button ToolTipService.ShowOnDisabled="True" Margin="{StaticResource DialogSkirtButtonMargin}" Command="{Binding revert_cmd}" CommandParameter="{Binding selected_definition}" Width="100" ToolTip="{Binding revert_cmd_tooltip}">
<Button ToolTipService.ShowOnDisabled="True" Margin="{StaticResource DialogSkirtButtonMargin}" Command="{Binding revert_cmd}" CommandParameter="{Binding content_source}" Width="100" ToolTip="{Binding revert_cmd_tooltip}">
<TextBlock Text="{Binding selected_definition.name, StringFormat='{}Revert {0}'}"/>
</Button>
</StackPanel>
@@ -444,4 +580,4 @@
</ScrollViewer>
</Grid>
</AdornerDecorator>
</UserControl>
</UserControl>
@@ -1,24 +1,43 @@
using mbts.spark;
using mbts.ui.controls;
using mbts.ui.converters;
using mbts.ui.extensions;
using System;
using System.Windows.Controls;
using System.Windows.Data;
using System.Windows.Input;
namespace mbts.ui.spark {
partial class AlgoStudioView : UserControl {
public const string BadgesInTreeViewVisibilityKey = nameof(BadgesInTreeViewVisibilityKey);
public static readonly IValueConverter EditPaneVisualStateConverter =
ValueConverter.create(obj => obj == null ? VisualStates.Inactive : VisualStates.Active);
IAlgoStudioViewController _controller;
public AlgoStudioView() {
InitializeComponent();
PopupViewController.attach(custom_badge_color_picker_popup, custom_badge_color_picker_button);
this.ConnectDataContext<AlgoStudioVM>(vm => vm.request_view_focus_name += focus_name, vm => vm.request_view_focus_name -= focus_name);
void focus_name(AlgoDefinitionVM target) =>
Dispatcher.InvokeAsync(() => Keyboard.Focus(name_text_box));
DataContextChanged += (s, e) => set_controller();
set_controller();
// local methods
void set_controller() => Disposable.replace(ref _controller, AlgoStudioViewControllerFactory.create(DataContext, _tree_view, name_text_box, custom_badge_color_picker_button, custom_badge_color_picker_popup));
}
public new AlgoStudioVM DataContext {
get => base.DataContext as AlgoStudioVM;
set => base.DataContext = value;
}
public void add_definition() => _controller.add_definition();
public void add_definition_clone(AlgoDefinitionVM src_definition) => _controller.add_definition_clone(src_definition);
public void add_template(AlgoDefinitionVM definition) => _controller.add_template(definition);
public void rename_definition(AlgoDefinitionVM definition) => _controller.rename_definition(definition);
public void rename_template(AlgoDefinitionTemplateVM template) => _controller.rename_template(template);
public void select_definition(AlgoDefinitionVM definition) => _controller.select_definition(definition);
public void select_template(AlgoDefinitionTemplateVM template) => _controller.select_template(template);
public IDisposable preserve_selected_definition() => _controller.preserve_selected_definition();
void _end_edit_executed(object s, ExecutedRoutedEventArgs e) =>
_controller.end_edit(e);
public static class VisualStateNames {
public static class EditPane {
public const string GroupName = nameof(EditPane);
@@ -56,6 +75,14 @@ namespace mbts.ui.spark {
Inactive = $"{GroupName}{VisualStates.Inactive}";
}
public static class TreeViewBadge {
public const string GroupName = nameof(TreeViewBadge);
public static readonly string
Active = $"{GroupName}{VisualStates.Active}",
Inactive = $"{GroupName}{VisualStates.Inactive}";
}
public static class FavoriteToggleButton {
public const string GroupName = nameof(FavoriteToggleButton);
@@ -0,0 +1,133 @@
using mbts.spark;
using mbts.ui.controls;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Windows.Controls;
using System.Windows.Controls.Primitives;
using System.Windows.Input;
namespace mbts.ui.spark {
interface IAlgoStudioViewController : IDisposable {
void add_definition();
void add_definition_clone(AlgoDefinitionVM src_definition);
void add_template(AlgoDefinitionVM definition);
void rename_definition(AlgoDefinitionVM definition);
void rename_template(AlgoDefinitionTemplateVM template);
void end_edit(ExecutedRoutedEventArgs e);
void select_definition(AlgoDefinitionVM definition);
void select_template(AlgoDefinitionTemplateVM template);
IDisposable preserve_selected_definition();
}
class AlgoStudioViewControllerFactory {
static readonly IAlgoStudioViewController _empty = new EmptyController();
public static IAlgoStudioViewController create(AlgoStudioVM vm, TreeView tree_view, TextBox name_text_box, Button color_picker_button, Popup color_picker_popup) =>
vm == null || tree_view == null || name_text_box == null || color_picker_button == null || color_picker_popup == null ?
_empty : new Controller(vm, tree_view, name_text_box, color_picker_button, color_picker_popup);
/// <summary>
/// This wrapper class is returned by <see cref="create(AlgoStudioVM, TreeView)"/> when the vm or tree_view is null.
/// This further separates the view from the controller-logic; it doesn't even need to check for null when accessing <see cref="IAlgoStudioViewController"/> methods.
/// </summary>
class EmptyController : IAlgoStudioViewController {
public void add_definition() { }
public void add_definition_clone(AlgoDefinitionVM src_definition) { }
public void add_template(AlgoDefinitionVM definition) { }
public void rename_definition(AlgoDefinitionVM definition) { }
public void rename_template(AlgoDefinitionTemplateVM template) { }
public void end_edit(ExecutedRoutedEventArgs e) { }
public void select_definition(AlgoDefinitionVM definition) { }
public void select_template(AlgoDefinitionTemplateVM template) { }
public IDisposable preserve_selected_definition() => Disposable.empty;
public void Dispose() { }
}
class Controller : IAlgoStudioViewController {
readonly AlgoStudioVM _vm;
readonly TreeView _tree_view;
readonly TextBox _name_text_box;
IDisposable _dispose;
public Controller(AlgoStudioVM vm, TreeView tree_view, TextBox name_text_box, Button color_picker_button, Popup color_picker_popup) {
_vm = vm;
_tree_view = tree_view;
_name_text_box = name_text_box;
_dispose = PopupViewController.attach(color_picker_popup, color_picker_button);
}
public void add_definition() {
_vm.add_new_definition();
_begin_edit();
}
public void add_definition_clone(AlgoDefinitionVM src_definition) {
_vm.add_new_definition_clone(src_definition);
_begin_edit();
}
public void add_template(AlgoDefinitionVM def) {
var new_tmp = def.template_factory();
def.templates.Add(new_tmp);
_begin_edit();
}
public void end_edit(ExecutedRoutedEventArgs e) {
if (e.OriginalSource is EditableTextBlock etb) {
etb.end_edit();
_get_container(etb.DataContext)?.SetCurrentValue(TreeViewItem.IsSelectedProperty, true);
}
}
public void rename_definition(AlgoDefinitionVM definition) {
if (_tree_view.ItemContainerGenerator.ContainerFromItem(definition) is TreeViewItem tvi) {
var etb = tvi.descendants_of_type<EditableTextBlock>().FirstOrDefault();
etb.SetCurrentValue(EditableTextBlock.IsEditingProperty, true);
}
}
public void rename_template(AlgoDefinitionTemplateVM template) {
if (_tree_view.ItemContainerGenerator.ContainerFromItem(template.owner) is TreeViewItem tvi) {
if (tvi.ItemContainerGenerator.ContainerFromItem(template) is TreeViewItem ttvi) {
var etb = ttvi.descendants_of_type<EditableTextBlock>().FirstOrDefault();
etb.SetCurrentValue(EditableTextBlock.IsEditingProperty, true);
}
}
}
public void select_definition(AlgoDefinitionVM definition) =>
_tree_view.ItemContainerGenerator.ContainerFromItem(definition)?.SetCurrentValue(TreeViewItem.IsSelectedProperty, true);
public void select_template(AlgoDefinitionTemplateVM template) {
if (_tree_view.ItemContainerGenerator.ContainerFromItem(template.owner) is TreeViewItem def_view) {
def_view.SetCurrentValue(TreeViewItem.IsSelectedProperty, true);
def_view.ItemContainerGenerator.ContainerFromItem(template)?.SetCurrentValue(TreeViewItem.IsSelectedProperty, true);
}
}
public IDisposable preserve_selected_definition() =>
Disposable.Create(() => {
var name = _vm.selected_definition.name;
if (_vm.definitions.TryGetFirst(d => d.name == name, out AlgoDefinitionVM def))
_tree_view.ItemContainerGenerator.ContainerFromItem(def)?.SetCurrentValue(TreeViewItem.IsSelectedProperty, true);
});
public void Dispose() =>
Disposable.dispose(ref _dispose);
void _begin_edit() =>
WPFHelper.push_frame_until(() => Keyboard.Focus(_name_text_box) == _name_text_box);
TreeViewItem _get_container(object obj) =>
obj is AlgoDefinitionTemplateVM t ? _get_container(t) :
obj is AlgoDefinitionVM d ? _get_container(d) : null;
TreeViewItem _get_container(AlgoDefinitionVM d) =>
_tree_view.ItemContainerGenerator.ContainerFromItem(d) as TreeViewItem;
TreeViewItem _get_container(AlgoDefinitionTemplateVM t) =>
_get_container(t.owner) is TreeViewItem dview ? dview.ItemContainerGenerator.ContainerFromItem(t) as TreeViewItem : null;
}
}
}
@@ -62,22 +62,35 @@ namespace mbts.spark {
_vm = new AlgoStudioVM(_model);
_vm.load_from(_state);
_view = new AlgoStudioView { DataContext = _vm };
_resources = new CompositeDisposable(
_bus.subscribe(SparkTags.SecuritiesTag)
.OnDispatcher()
.Subscribe(sec_map => _view.Resources[ResourceKeys.Securities] = sec_map));
_view.Resources[AlgoStudioView.BadgesInTreeViewVisibilityKey] = _ui_configuration.show_badges_in_tree_view ? Visibility.Visible : Visibility.Collapsed;
_resources = new CompositeDisposable();
// observable sources
var content_src = _vm.observe_selected().Select(_ => _vm.content_source);
// add definition
_commands.Add(new SparkCommandCommand("Add Algo", Icons.AddBoxes, _vm.add_definition_cmd));
// clone definition
var clone_selected_definition_spark_cmd = new SparkCommandCommand(string.Empty, Icons.DocumentCopy, _vm.clone_selected_definition_cmd);
_commands.Add(clone_selected_definition_spark_cmd);
_resources.Add(_vm.subscribe_definition().OnDispatcher().Subscribe(
def => clone_selected_definition_spark_cmd.title = def == null ? $"Clone (None Selected)" : $"Clone '{def.name}'"));
_commands.Add(new SparkCommandCommand("Add Algo", Icons.AddBoxes, new DelegateCommand(_view.add_definition)));
// add definition clone
var add_definition_clone_spark_cmd = new ObservantSparkCommandCommand<AlgoDefinitionVM>(Icons.DocumentCopy, d => $"Clone '{d?.name}'", d => d != null, _view.add_definition_clone);
_commands.Add(add_definition_clone_spark_cmd);
// add template
var add_template_spark_cmd = new ObservantSparkCommandCommand<AlgoDefinitionVM>(Icons.AddFile, d => $"Add '{d?.name}' Template", d => d != null, _view.add_template) {
show_in_toolbar = (_ui_configuration.add_template_button & bts.config.AlgoStudioOptions.AddTemplateButton.MainToolBar) == bts.config.AlgoStudioOptions.AddTemplateButton.MainToolBar,
show_in_context_menu = (_ui_configuration.add_template_button & bts.config.AlgoStudioOptions.AddTemplateButton.DefinitionContextMenu) == bts.config.AlgoStudioOptions.AddTemplateButton.DefinitionContextMenu
};
_commands.Add(add_template_spark_cmd);
_resources.Add(_vm.subscribe_definition().OnDispatcher().Subscribe(add_definition_clone_spark_cmd, add_template_spark_cmd));
// save
if (_ui_configuration.can_save_specific) {
var content_is_dirty_src = _vm.subscribe_definition().SelectManyInSeries(def => def?.subscribe_is_definition_dirty() ?? Observable.Return(false));
_commands.Add(new ReactiveSparkCommand(_vm.subscribe_definition().OnDispatcher().Select(c => $"Save '{c?.name}'"), Icons.DiskFile, () => {
if (_vm.selected_definition is AlgoDefinitionVM d)
var content_is_dirty_src = _vm.observe_selected().SelectManyInSeries(t => {
if (t.template != null) {
return t.template.observe_is_dirty();
} else if (t.definition != null) {
return t.definition.subscribe_is_definition_dirty();
} else return Observable.Return(false);
});
_commands.Add(new ReactiveSparkCommand(content_src.OnDispatcher().Select(c => $"Save '{c?.name}'"), Icons.DiskFile, () => {
if (_vm.selected_template is AlgoDefinitionTemplateVM t)
_vm.save_template(t).ignore();
else if (_vm.selected_definition is AlgoDefinitionVM d)
_vm.save_definition(d).ignore();
}, content_is_dirty_src));
}
@@ -88,39 +101,48 @@ namespace mbts.spark {
// undo/redo
if (_ui_configuration.can_undo_redo) {
// undo
var undo_cmd = new ObservantCommand(() => _vm.selected_definition?.try_undo());
var undo_cmd = new ObservantCommand(() => _vm.content_source?.try_undo());
var undo_spark_cmd = new SparkCommandCommand("Undo", Icons.UndoCircular, undo_cmd);
var can_undo_source = _vm.subscribe_definition().SelectManyInSeries(def =>
def != null ?
var can_undo_source = _vm.observe_selected().SelectManyInSeries(tup => {
IAlgoStudioContentVM content = (IAlgoStudioContentVM)tup.template ?? tup.definition;
return content != null ?
Observable.Create<bool>(o => {
def.can_undo_changed += notify;
content.can_undo_changed += notify;
notify();
return Disposable.Create(() => def.can_undo_changed -= notify);
void notify() => o.OnNext(def.can_undo);
return Disposable.Create(() => content.can_undo_changed -= notify);
void notify() => o.OnNext(content.can_undo);
}) :
Observable.Return(false));
Observable.Return(false);
});
_commands.Add(undo_spark_cmd);
_resources.Add(can_undo_source.Subscribe(undo_cmd));
// redo
var redo_cmd = new ObservantCommand(() => _vm.selected_definition?.try_redo());
var redo_cmd = new ObservantCommand(() => _vm.content_source?.try_redo());
var redo_spark_cmd = new SparkCommandCommand("Redo", Icons.RedoCircular, redo_cmd);
var can_redo_source = _vm.subscribe_definition().SelectManyInSeries(def =>
def != null ?
var can_redo_source = _vm.observe_selected().SelectManyInSeries(tup => {
IAlgoStudioContentVM content = (IAlgoStudioContentVM)tup.template ?? tup.definition;
return content != null ?
Observable.Create<bool>(o => {
def.can_redo_changed += notify;
content.can_redo_changed += notify;
notify();
return Disposable.Create(() => def.can_redo_changed -= notify);
void notify() => o.OnNext(def.can_redo);
return Disposable.Create(() => content.can_redo_changed -= notify);
void notify() => o.OnNext(content.can_redo);
}) :
Observable.Return(false));
Observable.Return(false);
});
_commands.Add(redo_spark_cmd);
_resources.Add(can_redo_source.Subscribe(redo_cmd));
}
// remove
var remove_spark_cmd = new ObservantSparkCommandCommand<IAlgoStudioContentVM>(Icons.Trash, v => $"Remove '{v?.name}'", v => v != null, value => {
if (value is AlgoDefinitionVM d) {
if (value is AlgoDefinitionTemplateVM t) {
_vm.remove_template(t).ignore();
} else if (value is AlgoDefinitionVM d) {
string prompt; MessageBoxImage icon;
if (d.key.mode == AlgoKey.Mode.Persisted) {
if (_model.algo_model.templates_enabled() && d.templates.Count > 0) {
prompt = $"Deleting this definition ({d.name}) will also delete its templates ({d.templates.Count}).\n\nDo you wan to Continue?";
icon = MessageBoxImage.Warning;
} else if (d.key.mode == AlgoKey.Mode.Persisted) {
prompt = $"Are you sure you want to delete '{d.name}?'";
icon = MessageBoxImage.Question;
} else {
@@ -140,7 +162,7 @@ namespace mbts.spark {
}
});
_commands.Add(remove_spark_cmd);
_resources.Add(_vm.subscribe_definition().OnDispatcher().Subscribe(remove_spark_cmd));
_resources.Add(content_src.OnDispatcher().Subscribe(remove_spark_cmd));
}
void _dispose_core() {
@@ -1,59 +1,31 @@
using bts.api.orderman;
using bts.api.orderman.algo;
using bts.utils;
using mbts.spark.utilities;
using System;
using System.Windows.Media;
namespace mbts.spark {
// This is a core data type on the front end, so data validation is strict, as bad values may yield weird/difficult to track bugs.
// Descriptive factory methods are favored over public constructors, as they are less likely to be misused.
struct AlgoData : IEquatable<AlgoData> {
public readonly CustomOrderDefinitionImmutable value;
public readonly string name;
public readonly AlgoKey key;
AlgoData(CustomOrderDefinitionImmutable value, string name, AlgoKey key) {
public AlgoData(CustomOrderDefinitionImmutable value)
: this(value, value.display_name(), OrderDataHelper.get_shallow_factory_key(value)) { }
public AlgoData(CustomOrderDefinitionImmutable value, string name, AlgoKey key) {
this.value = value;
this.name = name;
this.key = key;
}
public static AlgoData empty => from_custom_def(new CustomOrderDefinitionImmutable(new CustomOrderDefinition()));
/// <summary>
/// This is the only <see cref="AlgoData"/> factory method that allows callers to explicitly specify a name.
/// It should only be used within the context of creating, or renaming, studio algos.
/// </summary>
public static AlgoData create(CustomOrderDefinitionImmutable def, string name, AlgoKey key) =>
new AlgoData(def, name, key);
/// <summary>
/// Reconstructs <see cref="AlgoData"/> from a <see cref="CustomOrderDefinitionImmutable"/>, with a special caveat in the case of <see cref="CompositeOrderDefinition"/>:
/// a fallback/default name is used instead of the composite algo's true name, which must be obtained from the <see cref="IAlgoStudioModel.definitions"/> stream.
/// </summary>
public static AlgoData from_custom_def(CustomOrderDefinitionImmutable def) {
switch (def.CustomCase) {
case CustomOrderDefinition.CustomOneofCase.Composite:
string name = $"({OrderDataHelper.abbreviate_algo_type(def.CustomCase)}){OrderDataHelper.abbreviate_algo_type(def.Composite.Definition.CustomCase)}";
return new AlgoData(def.Composite.Definition, name, AlgoKey.from_composite_key(def.Composite.AlgoTemplateKey));
case CustomOrderDefinition.CustomOneofCase.Dynamic:
return new AlgoData(def,def.Dynamic.DynamicOrderType, AlgoKey.from_dynamic_type(def.Dynamic.DynamicOrderType));
default:
return new AlgoData(def, def.CustomCase.display_name(), AlgoKey.from_known_type(def.CustomCase));
}
}
public static AlgoData from_record(AlgoDefinitionRecordImmutable record) =>
new AlgoData(record.Algo.Definition, record.Algo.Name, AlgoKey.from_composite_key(record.Key));
public static AlgoData create_unpersisted(CustomOrderDefinitionImmutable custom_def, string name) =>
new AlgoData(custom_def, name, AlgoKey.create_unpersisted());
public AlgoData with(CustomOrderDefinitionImmutable? value = null, string name = null) =>
new AlgoData(value ?? this.value, name ?? this.name, key);
public bool Equals(AlgoData other) =>
key == other.key &&
name == other.name &&
OrderDataHelper.EqualsHelpers.custom_order_defi_comparer.Equals(value, other.value);
OrderDataHelper.EqualsHelpers.custom_order_def_compareri.Equals(value, other.value);
public override bool Equals(object obj) => EqualityComparer.equals_obj(this, obj);
public override int GetHashCode() =>
@@ -67,8 +39,6 @@ namespace mbts.spark {
}
struct AlgoDataVM : IEquatable<AlgoDataVM> {
public static readonly Func<AlgoDataVM, AlgoID> id_fn = vm => AlgoID.from_algo_key(vm.data.key);
public readonly AlgoData data;
public readonly AlgoDefinitionMetadata? meta;
@@ -1,13 +1,12 @@
using bts.api.orderman;
using bts.persist.algo;
using bts.utils;
using mbts.utils;
using mbts.ui.utility;
using ProtoBuf;
using System;
using System.Linq;
namespace mbts.spark {
// This is a core data type on the front end, so data validation is strict, as bad values may yield weird/difficult to track bugs.
// Descriptive factory methods are favored over public constructors, as they are less likely to be misused.
[ProtoContract]
struct AlgoID : IEquatable<AlgoID> {
[ProtoMember(1)]
@@ -48,23 +47,24 @@ namespace mbts.spark {
}
}
public static AlgoID from_algo_key(AlgoKey key) {
public static AlgoID from_algo_key(AlgoKey key, IMaskIndexInt32<string> dynamic_type_index) {
switch (key.mode) {
case AlgoKey.Mode.Factory: return new AlgoID(key.factory);
case AlgoKey.Mode.Dynamic: return new AlgoID(key.dynamic_type);
case AlgoKey.Mode.Persisted: return new AlgoID(key.persisted);
default: throw ExceptionBuilder.Argument.unexpected_case(key.mode, nameof(key));
case AlgoKey.Mode.Factory:
return AlgoStructureSerializer.to_algo_id(key.factory.structure, dynamic_type_index);
case AlgoKey.Mode.Persisted:
return new AlgoID(key.persisted.id_uint);
}
return new AlgoID(CustomOrderDefinition.CustomOneofCase.None);
}
public static AlgoKey to_algo_key(AlgoID id) {
public static AlgoKey to_algo_key(AlgoID id, IMaskIndexInt32<string> dynamic_type_index) {
if (id._factory_key.HasValue)
return AlgoKey.from_known_type(id._factory_key.Value);
return new AlgoKey(id._factory_key.Value);
if (id._persisted_key.HasValue)
return AlgoKey.from_composite_key(id._persisted_key.Value);
return new AlgoKey(new AlgoPersistedKey(id._persisted_key.Value));
if (id._dynamic_key != null)
return AlgoKey.from_dynamic_type(id._dynamic_key);
throw new ArgumentException("ID is empty.", nameof(id));
return new AlgoKey(new AlgoNameStructureKey(id._dynamic_key, AlgoStructureSerializer.structure_key(dynamic_type_index.to_int(id._dynamic_key))));
return default;
}
public bool Equals(AlgoID other) =>
@@ -85,93 +85,55 @@ namespace mbts.spark {
public static bool operator !=(AlgoID a, AlgoID b) => !a.Equals(b);
}
/// TODO: Remove <see cref="AlgoKey"/>, and redirect references to <see cref="AlgoID"/>.
struct AlgoKey : IEquatable<AlgoKey> {
readonly uint? _composite_key;
readonly AlgoPersistedKey? _persisted_key;
readonly AlgoNameStructureKey? _factory_key;
readonly Guid? _unpersisted;
readonly string _dynamic_type;
readonly CustomOrderDefinition.CustomOneofCase? _factory_type;
AlgoKey(Guid id_guid) {
_composite_key = null;
public AlgoKey(Guid id_guid) {
_persisted_key = null;
_factory_key = null;
_unpersisted = id_guid;
_dynamic_type = null;
_factory_type = null;
}
public AlgoKey(uint composite_key) {
_composite_key = composite_key;
public AlgoKey(CustomOrderDefinition.CustomOneofCase factory_root_algo_type)
: this(new AlgoNameStructureKey(factory_root_algo_type)) { }
public AlgoKey(AlgoNameStructureKey factory_key) {
_persisted_key = null;
_factory_key = factory_key;
_unpersisted = null;
_dynamic_type = null;
_factory_type = null;
}
public AlgoKey(string dynamic_type) {
_composite_key = null;
public AlgoKey(AlgoPersistedKey persisted_key) {
_persisted_key = persisted_key;
_factory_key = null;
_unpersisted = null;
_dynamic_type = dynamic_type;
_factory_type = null;
}
public AlgoKey(CustomOrderDefinition.CustomOneofCase factory_type) {
_composite_key = null;
_unpersisted = null;
_dynamic_type = null;
_factory_type = factory_type;
}
public enum Mode {
None,
Persisted,
Unpersisted,
Dynamic,
Factory
}
public bool is_persisted => mode == Mode.Persisted;
public uint persisted => _composite_key.Value;
public AlgoPersistedKey persisted => _persisted_key.Value;
public AlgoNameStructureKey factory => _factory_key ?? new AlgoNameStructureKey(CustomOrderDefinition.CustomOneofCase.None);
public Guid unpersisted => _unpersisted.Value;
public CustomOrderDefinition.CustomOneofCase factory => _factory_type.Value;
public string dynamic_type => _dynamic_type;
public Mode mode {
get {
if (_factory_type.HasValue) return Mode.Factory;
if (_composite_key.HasValue) return Mode.Persisted;
if (_dynamic_type != null) return Mode.Dynamic;
if (_persisted_key.HasValue) return Mode.Persisted;
if (_unpersisted.HasValue) return Mode.Unpersisted;
if (_factory_key.HasValue) return Mode.Factory;
return Mode.None;
}
}
public static AlgoKey create_unpersisted() =>
new AlgoKey(Guid.NewGuid());
public static AlgoKey from_custom_def(CustomOrderDefinitionImmutable custom_def) {
switch (custom_def.CustomCase) {
case CustomOrderDefinition.CustomOneofCase.Dynamic: return new AlgoKey(custom_def.Dynamic.DynamicOrderType);
case CustomOrderDefinition.CustomOneofCase.Composite: return new AlgoKey(custom_def.Composite.AlgoTemplateKey);
default: return new AlgoKey(custom_def.CustomCase);
}
}
public static AlgoKey from_known_type(CustomOrderDefinition.CustomOneofCase known_type) {
if (known_type == CustomOrderDefinition.CustomOneofCase.Dynamic)
throw new ArgumentException(nameof(known_type), "Potential loss of data: no dynamic type name specified.");
if (known_type == CustomOrderDefinition.CustomOneofCase.Composite)
throw new ArgumentException(nameof(known_type), "Potential loss of data: no composite id specified.");
return new AlgoKey(known_type);
}
public static AlgoKey from_dynamic_type(string dynamic_type) {
if (string.IsNullOrEmpty(dynamic_type))
throw ExceptionBuilder.Argument.null_or_empty(nameof(dynamic_type));
return new AlgoKey(dynamic_type);
}
public static AlgoKey from_composite_key(uint composite_key) =>
new AlgoKey(composite_key);
public bool Equals(AlgoKey other) {
Mode m = mode;
if (m == other.mode) {
@@ -179,7 +141,6 @@ namespace mbts.spark {
case Mode.Persisted: return persisted == other.persisted;
case Mode.Unpersisted: return unpersisted == other.unpersisted;
case Mode.Factory: return factory == other.factory;
case Mode.Dynamic: return dynamic_type == other.dynamic_type;
case Mode.None: return true;
}
}
@@ -194,7 +155,6 @@ namespace mbts.spark {
case Mode.Persisted: hash = persisted.GetHashCode(); phase_mult = 2; break;
case Mode.Unpersisted: hash = unpersisted.GetHashCode(); phase_mult = 4; break;
case Mode.Factory: hash = factory.GetHashCode(); phase_mult = 3; break;
case Mode.Dynamic: hash = dynamic_type.GetHashCode(); phase_mult = 5; break;
default: return 0;
}
return EqualityComparer.phase_hash(hash, phase_mult);
@@ -205,4 +165,4 @@ namespace mbts.spark {
InvalidOperationException _unexpected_mode_ex() => new InvalidOperationException($"Unexpected Mode '{mode}.'");
}
}
}
@@ -40,7 +40,7 @@ namespace bts.persist.algo {
public bool is_persisted => mode != Mode.None;
public mbts.spark.AlgoKey to_algo_key() =>
new mbts.spark.AlgoKey(_id_uint ?? 0);
new mbts.spark.AlgoKey(this);
public bool Equals(AlgoPersistedKey other) {
Mode m = mode;
@@ -0,0 +1,177 @@
using bts.api.orderman;
using bts.utils;
using mbts.spark.utilities;
using mbts.ui.utility;
using System;
using System.Collections.Generic;
using System.Linq;
namespace mbts.spark {
struct AlgoNameStructureKey : IEquatable<AlgoNameStructureKey> {
public readonly string name;
public readonly AlgoStructureKey structure;
public AlgoNameStructureKey(CustomOrderDefinition.CustomOneofCase base_type)
: this(base_type.type_id(), new AlgoStructureKey(base_type)) { }
public AlgoNameStructureKey(string name, AlgoStructureKey structure) {
this.name = name;
this.structure = structure;
}
public bool Equals(AlgoNameStructureKey other) => name == other.name && structure == other.structure;
public override bool Equals(object obj) => EqualityComparer.equals_obj(this, obj);
public override int GetHashCode() => EqualityComparer.aggregate_hash(EqualityComparer.safe_get_hash_code(name), structure.GetHashCode());
public static bool operator ==(AlgoNameStructureKey a, AlgoNameStructureKey b) => a.Equals(b);
public static bool operator !=(AlgoNameStructureKey a, AlgoNameStructureKey b) => !a.Equals(b);
}
struct AlgoStructureKey : IEquatable<AlgoStructureKey> {
readonly int[] _structure;
public AlgoStructureKey(CustomOrderDefinition.CustomOneofCase base_type)
: this(new[] { (int)base_type }) { }
public AlgoStructureKey(CustomOrderDefinitionImmutable definition, IMaskIndexInt32<string> dynamic_type_index) =>
_structure = AlgoStructureSerializer.to_array(definition, dynamic_type_index);
public AlgoStructureKey(int[] structure) =>
_structure = structure;
public IReadOnlyList<int> structure => _structure ?? Array.Empty<int>();
public bool Equals(AlgoStructureKey other) {
if (_structure == null) {
return other._structure == null;
} else {
/// <see cref="Enumerable.SequenceEqual{TSource}(IEnumerable{TSource}, IEnumerable{TSource})"/> is not optimized to check Count/Length, since the args are <see cref="IEnumerable{T}"/>.
return other._structure != null && _structure.Length == other._structure.Length && _structure.SequenceEqual(other._structure);
}
}
public override bool Equals(object obj) =>
obj is AlgoStructureKey other && Equals(other);
public override int GetHashCode() =>
_structure == null ? 0 : EqualityComparer.aggregate_hash(_structure);
public static bool operator ==(AlgoStructureKey a, AlgoStructureKey b) => a.Equals(b);
public static bool operator !=(AlgoStructureKey a, AlgoStructureKey b) => !a.Equals(b);
}
static class AlgoStructureSerializer {
const int
_dynamic_mask = 1 << 31,
_child_mask_offset = 30;
public static CustomOrderDefinitionImmutable build_algoi(this AlgoStructureKey structure_key, DynamicOrderHelper dynamic_helper) =>
parsei(structure_key.structure, dynamic_helper);
public static CustomOrderDefinitionImmutable build_algo(this AlgoStructureKey structure_key, DynamicOrderHelper dynamic_helper) =>
parsei(structure_key.structure, dynamic_helper);
public static CustomOrderDefinition.CustomOneofCase order_type(this AlgoStructureKey structure_key) =>
structure_key.structure.Count > 0 ? (CustomOrderDefinition.CustomOneofCase)structure_key.structure[0] : CustomOrderDefinition.CustomOneofCase.None;
public static AlgoStructureKey structure_key(int dynamic_type) =>
new AlgoStructureKey(new[] { dynamic_type | _dynamic_mask });
public static AlgoStructureKey structure_key(CustomOrderDefinitionImmutable algo, IMaskIndexInt32<string> dynamic_type_index) =>
new AlgoStructureKey(to_array(algo, dynamic_type_index));
public static AlgoStructureKey structure_key(CustomOrderDefinition algo, IMaskIndexInt32<string> dynamic_type_index) =>
new AlgoStructureKey(to_array(algo, dynamic_type_index));
public static int[] to_array(CustomOrderDefinitionImmutable algo, IMaskIndexInt32<string> dynamic_type_index) =>
to_array(algo.CloneToMutable(), dynamic_type_index);
public static int[] to_array(CustomOrderDefinition algo, IMaskIndexInt32<string> dynamic_type_index) {
int[] s = new[] { (int)algo.CustomCase };
_build_structure(algo, ref s, dynamic_type_index);
return s;
}
public static CustomOrderDefinitionImmutable from_array(int[] structure, DynamicOrderHelper dynamic_helper) =>
parsei(structure, dynamic_helper);
public static CustomOrderDefinitionImmutable parsei(IReadOnlyList<int> structure, DynamicOrderHelper dynamic_helper) =>
new CustomOrderDefinitionImmutable(parse(structure, dynamic_helper));
public static CustomOrderDefinition parse(IReadOnlyList<int> structure, DynamicOrderHelper dynamic_helper) {
if (structure == null || structure.Count == 0)
return new CustomOrderDefinition();
int pos = 1;
var mdef = OrderDataHelper.create_algo((CustomOrderDefinition.CustomOneofCase)structure[0]);
_build_def(structure, ref pos, ref mdef, dynamic_helper);
return mdef;
}
public static AlgoID to_algo_id(AlgoStructureKey key, IMaskIndexInt32<string> dynamic_type_index) {
if (key.structure.Count == 0)
return new AlgoID(CustomOrderDefinition.CustomOneofCase.None);
int i = key.structure[0];
return BitHelper.remove_flags(ref i, _dynamic_mask) ? new AlgoID(dynamic_type_index.from_int(i)) : new AlgoID((CustomOrderDefinition.CustomOneofCase)i);
}
static void _build_structure(CustomOrderDefinition algo, ref int[] structure, IMaskIndexInt32<string> dynamic_type_index) {
if (structure == null || structure.Length == 0)
structure = new int[1];
structure[0] = (int)algo.CustomCase;
int p = 1;
_build_structure(algo, ref structure, ref p, dynamic_type_index);
ArrayHelper.trim(ref structure, p);
}
static void _build_structure(CustomOrderDefinition algo, ref int[] structure, ref int pos, IMaskIndexInt32<string> dynamic_type_index) {
IEnumerable<(CustomOrderDefinition child_algo, int field_pos)> children;
if (algo.CustomCase == CustomOrderDefinition.CustomOneofCase.Dynamic) {
ArrayHelper.ensure_capacity(ref structure, pos + 1);
structure[pos++] = dynamic_type_index.to_int(algo.Dynamic.DynamicOrderType) | _dynamic_mask;
children = algo.Dynamic.OrderParams.Where(kv => kv.Value.ValueCase == DynamicOrderParam.ValueOneofCase.AsOrderDef).Select((kv, i) => (kv.Value.AsOrderDef, i));
} else {
var cad = OrderDataHelper.get_child_algo_data(algo);
children = cad.Select((c, i) => (c.get_child(algo), i));
children = children.Where(c => c.child_algo != null);
}
foreach ((var child, int field_pos) in children) {
ArrayHelper.ensure_capacity(ref structure, pos + 1);
structure[pos++] = EnumMaskIndexInt32<CustomOrderDefinition.CustomOneofCase>.to_int(child.CustomCase) | _child_algo_mask(field_pos);
_build_structure(child, ref structure, ref pos, dynamic_type_index);
}
}
/// <summary>
/// Gets a mask for a particular child-algo field of a particular algo definition.
/// </summary>
/// <param name="field_pos">The index wrt the deterministic enumeration of child algos for a particular definition (e.g., Hedge = 0, Child = 1).</param>
static int _child_algo_mask(int field_pos) => 1 << (_child_mask_offset - field_pos);
static void _build_def(IReadOnlyList<int> structure, ref int pos, ref CustomOrderDefinition algo, DynamicOrderHelper dynamic_helper) {
var local_algo = algo;
IEnumerable<(Action<CustomOrderDefinition> assign_child, int field_pos)> children;
if (algo.CustomCase == CustomOrderDefinition.CustomOneofCase.Dynamic) {
var dyn_def = algo.Dynamic;
dyn_def.DynamicOrderType = dynamic_helper.dynamic_type_index.from_int(structure[pos++] ^ _dynamic_mask);
dynamic_helper.add_dynamic_params(ref dyn_def);
children = dyn_def.OrderParams
.Where(kv => kv.Value.ValueCase == DynamicOrderParam.ValueOneofCase.AsOrderDef)
.Select((kv, i) => (new Action<CustomOrderDefinition>(child_algo => kv.Value.AsOrderDef = child_algo), i));
} else {
children = OrderDataHelper.get_child_algo_data(algo)
.Select((c, i) => (new Action<CustomOrderDefinition>(child_algo => c.assign_child(local_algo, child_algo)), i));
}
using (var children_en = children.GetEnumerator()) {
while (pos < structure.Count && children_en.MoveNext()) {
(var assign_child, int field_pos) = children_en.Current;
int mask = _child_algo_mask(field_pos);
if ((structure[pos] & mask) == mask) {
var type = EnumMaskIndexInt32<CustomOrderDefinition.CustomOneofCase>.from_int(structure[pos++] ^ mask);
var child_algo = OrderDataHelper.create_algo(type);
_build_def(structure, ref pos, ref child_algo, dynamic_helper);
assign_child(child_algo);
}
}
}
}
}
}
@@ -0,0 +1,319 @@
using bts;
using bts.api.core;
using bts.api.orderman;
using bts.persist.algo;
using bts.spark;
using mbts.utils;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Reactive.Disposables;
using System.Reactive.Linq;
using System.Threading.Tasks;
namespace mbts.spark {
class AlgoStudioDefinitionTemplateModel : IAlgoStudioModel, IDisposable {
readonly AlgoService _service;
readonly AdminModel _admin_model;
readonly ErrorReporter _error_reporter;
readonly ObservableDemuxer<AlgoKey, AlgoDefinitionMetadata> _metadata_demuxer = new ObservableDemuxer<AlgoKey, AlgoDefinitionMetadata>();
readonly TableUpdateDemuxer<AlgoTemplateData, AlgoKey, AlgoKey> _definition_templates_demuxer;
IReadOnlyDictionary<AlgoKey, AlgoData> _algos = DictionaryHelper.empty<AlgoKey, AlgoData>();
IReadOnlyDictionary<AlgoKey, AlgoTemplateData> _algo_templates = DictionaryHelper.empty<AlgoKey, AlgoTemplateData>();
IDisposable _dispose;
public AlgoStudioDefinitionTemplateModel(AlgoService service, IAlgoDefinitionMetadataService meta, AdminModel admin_model, ErrorReporter error_reporter, bts.config.AlgoStudioOptions ui_configuration) {
_service = service;
metadata_service = meta;
_admin_model = admin_model;
_error_reporter = error_reporter;
this.ui_configuration = ui_configuration;
_definition_templates_demuxer = new TableUpdateDemuxer<AlgoTemplateData, AlgoKey, AlgoKey>(t => t.key, t => t.definition_key);
definitions = _service.subscribei_algos()
.Select(u => new Update<AlgoData, AlgoKey>(
u.all.Select(_Utils.definition_data).ToList(),
u.added.Select(_Utils.definition_data).ToList(),
u.changes.Select(ch => new Change<AlgoData>(_Utils.definition_data(ch.Old), _Utils.definition_data(ch.New))).ToList(),
u.removed.Select(d => _Utils.definition_data(d)).ToList(),
def => def.key))
.Table()
.Cache();
templates = _service.subscribei_algo_templates()
.Select(u => new Update<AlgoTemplateData, AlgoKey>(
u.all.Select(_Utils.template_data).ToList(),
u.added.Select(_Utils.template_data).ToList(),
u.changes.Select(ch => new Change<AlgoTemplateData>(_Utils.template_data(ch.Old), _Utils.template_data(ch.New))).ToList(),
u.removed.Select(_Utils.template_data).ToList(),
def => def.key))
.Table()
.Cache();
_dispose = new CompositeDisposable(
definitions.OnDispatcher().Subscribe(t => _algos = t.state),
templates.OnDispatcher().Subscribe(t => _algo_templates = t.state),
templates.Subscribe(_definition_templates_demuxer),
metadata_service.subscribe_metadata().Subscribe(_metadata_demuxer));
}
public IObservable<TableUpdate<AlgoData, AlgoKey>> definitions { get; }
public IObservable<TableUpdate<AlgoTemplateData, AlgoKey>> templates { get; }
public IAlgoDefinitionMetadataService metadata_service { get; }
public bts.config.AlgoStudioOptions ui_configuration { get; }
public IObservable<TableUpdate<AlgoTemplateData, AlgoKey>> subscribe_definition_templates(AlgoKey definition) =>
_definition_templates_demuxer.subscribe(definition);
public async Task<AlgoData?> save_definition(AlgoData definition_data) {
if (definition_data.key.is_persisted) {
// TODO: implement update op when backend ready
} else {
// create op
return await _create_definition(new CompositeAlgoDefinitionImmutable(_Utils.to_definition(definition_data)));
}
return null;
}
public async Task<AlgoTemplateData?> save_template(AlgoTemplateData template_data) {
if (template_data.key.is_persisted) {
// update op
return await _update_template(_Utils.to_recordi(template_data));
} else {
// create op
return await _create_template(_Utils.to_templatei(template_data));
}
}
/// <summary>
/// The api is not used here (there are some unresolved dependency issues with definitions on the backend).
/// The definition is marked as hidden in the AlgoMetadata stored on the server.
/// <para/>
/// For implementation details, see: <see cref="IAlgoDefinitionMetadataService"/>, <see cref="AlgoTemplateMetadataService"/>
/// </summary>
public async Task<bool> remove_definition(AlgoKey key) {
if (_algos.TryGetValue(key, out AlgoData curr)) {
if (_definition_templates_demuxer.try_get_values(key, out IReadOnlyDictionary<AlgoKey, AlgoTemplateData> tmps)) {
foreach (var t in tmps.Values)
await remove_template(t.key);
}
await metadata_service.hide_definition(key);
return true;
}
return false;
}
public async Task<bool> remove_template(AlgoKey template_key) {
var req = new AlgoServiceRemoveRequest();
_Utils.set_key(ref req, template_key);
var reply = await _safe_execute(() => _service.remove_template_async(req), ActionMetadata.remove_template);
return reply.success && reply.value.Success;
}
public void Dispose() =>
Disposable.dispose(ref _dispose);
async Task<AlgoData?> _create_definition(CompositeAlgoDefinitionImmutable definition) =>
await _create_definition(definition, _admin_model.user.id);
async Task<AlgoTemplateData?> _create_template(AlgoTemplateImmutable template) {
var (value, success) = await _error_reporter.safe_execute(() => _service.create_template_async(
new TemplateCreateRequest { UserId = _admin_model.user.id, NewTemplate = template.CloneToMutable() }),
r => r.Success, r => r.ErrMsg, ActionMetadata.CreateTemplate);
if (success)
return _Utils.template_data(value.Record);
return null;
}
async Task<AlgoTemplateData?> _update_template(AlgoTemplateRecordImmutable template) {
var (value, success) = await _error_reporter.safe_execute(() => _service.update_template_async(
new TemplateUpdateRequest { Key = template.Key, UpdatedTemplate = template.AlgoTemplate.CloneToMutable() }),
r => r.Success, r => r.ErrMsg.ToString(), ActionMetadata.UpdateTemplate);
if (success)
return _Utils.template_data(template);
return null;
}
async Task<AlgoData?> _create_definition(CompositeAlgoDefinitionImmutable definition, uint user_id) {
(var result, var success) = await _error_reporter.safe_execute(() => _service.create_composite_algo_async(
new CompositeAlgoCreateRequest {
NewAlgo = definition.CloneToMutable(),
UserId = user_id
}), r => r.Success, r => r.ErrMsg, "create definition");
return success ? _Utils.definition_data(new CompositeAlgoRecordImmutable(result.Record)) : (AlgoData?)null;
}
async Task<Result<T>> _safe_execute<T>(Func<Task<Result<T>>> execute, IActionMetadata<T> am) {
try {
var result = await execute();
if (!result.success) {
_report_error(am.present_progressive_desc, result.error_message);
} else if (!am.get_success(result.value)) {
_report_error(am.present_progressive_desc, am.get_error_msg(result.value));
}
return result;
} catch (Exception ex) {
_report_error(am.present_progressive_desc, ex.ToString());
}
return new Result<T>(bts.api.ApiError.UnexpectedResponse);
}
void _report_error(string present_progressive_desc, string msg) =>
_error_reporter.report_error($"Error {present_progressive_desc}: {msg}", AlgoStudioWindow.NAME, System.Windows.MessageBoxImage.Warning);
void _report_no_user_id(string desc) =>
_error_reporter.report_error($"{desc} failed: did not find current user id");
// used for error handling/reporting
interface IActionMetadata {
string desc { get; }
string present_progressive_desc { get; }
}
interface IActionMetadata<TReply> : IActionMetadata {
bool get_success(TReply reply);
string get_error_msg(TReply reply);
}
static class ActionMetadata {
public const string
CreateDefinition = "create definition",
UpdateDefinition = "update definition",
CreateTemplate = "create template",
UpdateTemplate = "update template";
public static readonly IActionMetadata<AlgoServiceReply> update_template = new Impl<AlgoServiceReply>(_update, _template, r => r.Success, r => r.ErrMsg.ToString());
public static readonly IActionMetadata<AlgoServiceReply> remove_template = new Impl<AlgoServiceReply>(_delete, _template, r => r.Success, r => r.ErrMsg.ToString());
public static readonly IActionMetadata<TemplateCreateResult> create_template = new Impl<TemplateCreateResult>(_create, _template, r => r.Success, r => r.ErrMsg);
public static readonly IActionMetadata<CompositeAlgoCreateResult> create_definition = new Impl<CompositeAlgoCreateResult>(_create, _definition, r => r.Success, r => r.ErrMsg);
static readonly DescTuple _create = new DescTuple("create", "creating"), _update = new DescTuple("update", "updating"), _delete = new DescTuple("delete", "deleting");
static readonly string _definition = "definition", _template = "template";
class Impl<T> : IActionMetadata<T> {
readonly DescTuple _desc;
readonly string _subject;
readonly Func<T, bool> _get_success;
readonly Func<T, string> _get_error_msg;
public Impl(DescTuple desc, string subject, Func<T, bool> get_success, Func<T, string> get_error_msg) {
_desc = desc;
_subject = subject;
_get_success = get_success;
_get_error_msg = get_error_msg;
}
public string desc => _desc.desc;
public string present_progressive_desc => _desc.present_progressive_desc;
public bool get_success(T reply) => _get_success(reply);
public string get_error_msg(T reply) => _get_error_msg(reply);
}
struct DescTuple {
public readonly string desc, present_progressive_desc;
public DescTuple(string desc, string present_progressive_desc) {
this.desc = desc;
this.present_progressive_desc = present_progressive_desc;
}
}
}
/// <summary>
/// The AlgoService protobuf types have been extracted out of the viewmodels (<see cref="AlgoStudioVM"/>, <see cref="OrderPropertiesEditorVM"/>, <see cref="AlgoDefinitionVM"/>, <see cref="AlgoDefinitionTemplateVM"/>).
/// The viewmodels instead use these types to represent the data: <see cref="AlgoData"/> is used in place of <see cref="CompositeAlgoRecordImmutable"/>, and <see cref="AlgoTemplateData"/> is used in place of <see cref="AlgoTemplateRecordImmutable"/>.
/// This thin abstraction isolates the server-side from the client-side, so if one day the server side types change, we won't need to change any client-side code except the methods below which handle the conversion from server type to corresponding client type.
/// There are a couple other methods in here as well (this is an extensions class afterall), but [John]I am going out of town soon (1/6/18) and did not get a chance to organize these methods beyond containing them in <see cref="Utils"/>.
/// </summary>
static class _Utils {
// AlgoTemplateImmutable custom_order_definition(i)
public static CustomOrderDefinitionImmutable custom_order_definitioni(AlgoTemplateImmutable templatei) {
switch (templatei.AlgoParamsCase) {
case AlgoTemplate.AlgoParamsOneofCase.CompositeAlgoParams: return templatei.CompositeAlgoParams.Algo;
case AlgoTemplate.AlgoParamsOneofCase.SystemAlgoParams: return templatei.SystemAlgoParams;
default: throw ExceptionBuilder.Argument.unexpected_case(templatei.AlgoParamsCase, nameof(templatei));
}
}
public static AlgoData definition_data(AlgoTemplateImmutable templatei) {
switch (templatei.AlgoParamsCase) {
case AlgoTemplate.AlgoParamsOneofCase.CompositeAlgoParams: return definition_data(templatei.CompositeAlgoParams);
case AlgoTemplate.AlgoParamsOneofCase.SystemAlgoParams:
return new AlgoData(
templatei.SystemAlgoParams,
templatei.SystemAlgoParams.CustomCase.display_name(),
get_key(templatei.SystemAlgoParams));
default: throw ExceptionBuilder.Argument.unexpected_case(templatei.AlgoParamsCase, nameof(templatei));
}
}
public static AlgoData definition_data(CompositeAlgoRecordImmutable recordi) => new AlgoData(recordi.AlgoDefinition.Algo, recordi.AlgoDefinition.Name, get_key(recordi));
public static AlgoData definition_data(CompositeAlgoDefinitionImmutable definitioni) =>
new AlgoData(definitioni.Algo, definitioni.Name, get_key(definitioni));
public static AlgoData? definition_data(Result<CompositeAlgoCreateResult> result) {
if (result.success && result.value.Success) {
var r = result.value.Record;
return new AlgoData(new CustomOrderDefinitionImmutable(r.AlgoDefinition.Algo), r.AlgoDefinition.Name, new AlgoKey(new AlgoPersistedKey(r.Key)));
} else return null;
}
// AlgoTemplateRecord(Immutable) template data
public static AlgoTemplateData template_data(AlgoTemplateRecord record) => template_data(new AlgoTemplateRecordImmutable(record));
public static AlgoTemplateData template_data(AlgoTemplateRecordImmutable recordi) => new AlgoTemplateData(custom_order_definitioni(recordi.AlgoTemplate), recordi.AlgoTemplate.Name, get_key(recordi), definition_data(recordi.AlgoTemplate));
public static CompositeAlgoDefinition to_definition(AlgoData definition_data) =>
new CompositeAlgoDefinition {
Name = definition_data.name,
Algo = definition_data.value.CloneToMutable()
};
// AlgoTemplateData to_record(i)
public static AlgoTemplateRecord to_record(AlgoTemplateData template) {
var record = new AlgoTemplateRecord {
AlgoTemplate = new AlgoTemplate {
Name = template.name,
CompositeAlgoParams = new CompositeAlgoDefinition {
Name = template.definition.name,
Algo = template.value.CloneToMutable()
}
}
};
set_key(ref record, template.key);
return record;
}
public static AlgoTemplateRecordImmutable to_recordi(AlgoTemplateData template) => new AlgoTemplateRecordImmutable(to_record(template));
// AlgoTemplateData to_template(i)
public static AlgoTemplate to_template(AlgoTemplateData template) =>
new AlgoTemplate {
Name = template.name,
CompositeAlgoParams = new CompositeAlgoDefinition {
Name = template.definition.name,
Algo = template.value.CloneToMutable()
}
};
public static AlgoTemplateImmutable to_templatei(AlgoTemplateData template) => new AlgoTemplateImmutable(to_template(template));
public static AlgoKey get_key(CompositeAlgoRecordImmutable recordi) => new AlgoKey(new AlgoPersistedKey(recordi.Key));
public static AlgoKey get_key(AlgoTemplateRecordImmutable recordi) => new AlgoKey(new AlgoPersistedKey(recordi.Key));
public static AlgoKey get_key(CompositeAlgoDefinitionImmutable definitioni) => new AlgoKey(new AlgoPersistedKey(definitioni.Name));
public static AlgoKey get_key(CustomOrderDefinitionImmutable custom_order_definitioni) => new AlgoKey(custom_order_definitioni.CustomCase);
public static void set_key(ref AlgoTemplateRecord record, AlgoKey key) {
switch (key.mode) {
case AlgoKey.Mode.Persisted:
switch (key.persisted.mode) {
case AlgoPersistedKey.Mode.String:
record.Key = key.persisted.id_string; break;
}
break;
}
}
public static void set_key(ref AlgoServiceRemoveRequest request, AlgoKey key) {
switch (key.mode) {
case AlgoKey.Mode.Persisted:
switch (key.persisted.mode) {
case AlgoPersistedKey.Mode.String:
request.Key = key.persisted.id_string; break;
}
break;
}
}
}
}
}
@@ -1,16 +1,15 @@
using bts;
using bts.api.core;
using bts.api.orderman.algo;
using bts.persist.algo;
using bts.spark;
using mbts.utils;
using System;
using System.Collections.Generic;
using System.ComponentModel.Composition;
using System.Reactive.Linq;
using System.Threading.Tasks;
namespace mbts.spark {
[Export(typeof(IAlgoStudioModel))]
class AlgoStudioFlatDefinitionModel : IAlgoStudioModel, IDisposable {
readonly AlgoDefinitionService _service;
readonly AdminModel _admin_model;
@@ -19,15 +18,15 @@ namespace mbts.spark {
IReadOnlyDictionary<AlgoKey, AlgoTemplateData> _algo_templates = DictionaryHelper.empty<AlgoKey, AlgoTemplateData>();
IDisposable _dispose;
[ImportingConstructor]
public AlgoStudioFlatDefinitionModel(AlgoDefinitionService service, IAlgoDefinitionMetadataService metadata_service, AdminModel admin_model, ErrorReporter error_reporter) {
public AlgoStudioFlatDefinitionModel(AlgoDefinitionService service, IAlgoDefinitionMetadataService metadata_service, AdminModel admin_model, ErrorReporter error_reporter, bts.config.AlgoStudioOptions ui_configuration) {
_service = service;
this.metadata_service = metadata_service;
_admin_model = admin_model;
_error_reporter = error_reporter;
this.ui_configuration = ui_configuration;
definitions =
service.subscribei_algo_definitions()
.Filter(r => r.Metadata.IsActive && _admin_model.user.can_access_user_data(r.Metadata.CreatorUserId))
.Filter(r => r.Metadata.IsActive && r.Metadata.CreatorUserId == _admin_model.user.id)
.SelectKeyValue(_definition_data, d => d.key)
.Table()
.Cache();
@@ -36,7 +35,7 @@ namespace mbts.spark {
public IObservable<TableUpdate<AlgoData, AlgoKey>> definitions { get; }
public IObservable<TableUpdate<AlgoTemplateData, AlgoKey>> templates => Observable.Empty<TableUpdate<AlgoTemplateData, AlgoKey>>();
public IAlgoDefinitionMetadataService metadata_service { get; }
public bts.config.AlgoStudioOptions ui_configuration { get; } = config.Configuration.get<bts.config.AlgoStudioOptions>();
public bts.config.AlgoStudioOptions ui_configuration { get; }
public IObservable<TableUpdate<AlgoTemplateData, AlgoKey>> subscribe_definition_templates(AlgoKey definition_key) =>
Observable.Return(TableUpdate<AlgoTemplateData, AlgoKey>.mk_empty(t => t.key));
@@ -72,10 +71,10 @@ namespace mbts.spark {
new AlgoDefinitionImmutable(_template(definition_data));
static AlgoData _definition_data(AlgoDefinitionRecordImmutable recordi) =>
AlgoData.from_record(recordi);
new AlgoData(recordi.Algo.Definition, recordi.Algo.Name, _key(recordi));
static AlgoKey _key(AlgoDefinitionRecordImmutable recordi) =>
AlgoKey.from_composite_key(recordi.Key);
new AlgoKey(new AlgoPersistedKey(recordi.Key));
static AlgoDefinitionUpdateRequest _with_key(AlgoDefinitionUpdateRequest request, AlgoKey key) {
_set_key(ref request, key);
@@ -84,10 +83,9 @@ namespace mbts.spark {
static void _set_key(ref AlgoDefinitionUpdateRequest request, AlgoKey key) {
switch (key.mode) {
case AlgoKey.Mode.Persisted: request.Key = key.persisted; break;
case AlgoKey.Mode.Persisted: request.Key = key.persisted.id_uint; break;
case AlgoKey.Mode.Unpersisted:
case AlgoKey.Mode.Factory:
case AlgoKey.Mode.Dynamic:
case AlgoKey.Mode.None: request.Key = 0; break;
default: throw ExceptionBuilder.Argument.unexpected_case(key.mode, nameof(key));
}
@@ -95,7 +93,7 @@ namespace mbts.spark {
static void _set_key(ref AlgoDefinitionRemoveRequest request, AlgoKey key) {
switch (key.mode) {
case AlgoKey.Mode.Persisted: request.Key = key.persisted; break;
case AlgoKey.Mode.Persisted: request.Key = key.persisted.id_uint; break;
default: throw ExceptionBuilder.Argument.unexpected_case(key.mode, nameof(key));
}
}
@@ -1,7 +1,10 @@
using bts;
using bts.api;
using bts.api.core;
using bts.spark;
using System;
using System.Collections.Generic;
using System.ComponentModel.Composition;
using System.Threading.Tasks;
namespace mbts.spark {
@@ -17,13 +20,34 @@ namespace mbts.spark {
bts.config.AlgoStudioOptions ui_configuration { get; }
}
class AlgoStudioModelExporter {
[ImportingConstructor]
AlgoStudioModelExporter(Spark.AlgoServiceWrapper service_wrapper, IAlgoDefinitionMetadataService meta, AdminModel admin_model, ErrorReporter error_reporter) {
var ui_configuration = config.Configuration.get<bts.config.AlgoStudioOptions>();
switch (service_wrapper.mode) {
case Spark.AlgoServiceWrapper.Mode.Flat: model = new AlgoStudioFlatDefinitionModel(service_wrapper.flat, meta, admin_model, error_reporter, ui_configuration); break;
case Spark.AlgoServiceWrapper.Mode.Hierarchical: model = new AlgoStudioDefinitionTemplateModel(service_wrapper.hierarhical, meta, admin_model, error_reporter, ui_configuration); break;
}
}
[Export]
public IAlgoStudioModel model { get; }
}
static class AlgoStudioModelUtils {
public static bool templates_enabled(this IAlgoStudioModel model) =>
get_templates_enabled(model.ui_configuration);
public static bool get_templates_enabled(bts.config.AlgoStudioOptions ui_configuration) =>
ui_configuration.add_template_button != bts.config.AlgoStudioOptions.AddTemplateButton.None;
public static IReadOnlyDictionary<object, object> get_dynamic_resources(bts.config.AlgoStudioOptions ui_configuration) =>
new Dictionary<object, object> {
{ AlgoStudioWindow.ShowAlgoToolBarRenameDefinitionKey, ui_configuration.can_modify_definition_name && ui_configuration.show_algo_toolbar_rename },
{ AlgoStudioWindow.ShowAlgoToolBarSaveDefinitionKey, ui_configuration.can_modify_definition_values && ui_configuration.show_algo_toolbar_save },
{ AlgoStudioWindow.ShowAlgoToolBarRevertDefinitionKey, ui_configuration.show_algo_toolbar_revert },
{ AlgoStudioWindow.ShowAlgoToolBarUndoRedoDefinitionKey, ui_configuration.show_algo_toolbar_undo_redo }
{ AlgoStudioWindow.ShowAlgoToolBarUndoRedoDefinitionKey, ui_configuration.show_algo_toolbar_undo_redo },
{ AlgoStudioWindow.TemplatesEnabledKey, get_templates_enabled(ui_configuration) }
};
}
}
@@ -35,9 +35,9 @@ namespace mbts.spark {
internal AlgoDefinitionPersistedMetadata to_persisted() =>
id.mode != AlgoKey.Mode.Persisted ?
throw new InvalidOperationException("Metadata does not have a persisted key.") :
new AlgoDefinitionPersistedMetadata(new AlgoPersistedKey(id.persisted),
default_template.mode == AlgoKey.Mode.Persisted ? new AlgoPersistedKey(default_template.persisted) : default,
favorite_templates.Where(t => t.mode == AlgoKey.Mode.Persisted).Select(t => new AlgoPersistedKey(t.persisted)).ToArray(),
new AlgoDefinitionPersistedMetadata(id.persisted,
default_template.mode == AlgoKey.Mode.Persisted ? default_template.persisted : default,
favorite_templates.Where(t => t.mode == AlgoKey.Mode.Persisted).Select(t => t.persisted).ToArray(),
is_favorite, is_hidden, abbreviation, new NullableColorProto(badge_color));
public AlgoDefinitionMetadata with(AlgoKey? id = null, AlgoKey? default_template = null, IEnumerable<AlgoKey> favorite_templates = null, bool? is_favorite = null, bool? is_hidden = null, string abbreviation = null, NullableColorProto? badge_color = null) =>
@@ -83,8 +83,7 @@ namespace mbts.spark {
public static AlgoDisplayGroup display_group(this AlgoKey key) {
switch (key.mode) {
case AlgoKey.Mode.Factory: return display_group(key.factory);
case AlgoKey.Mode.Dynamic: return AlgoDisplayGroup.API;
case AlgoKey.Mode.Factory: return display_group(key.factory.structure.order_type());
case AlgoKey.Mode.Unpersisted:
case AlgoKey.Mode.Persisted:
return AlgoDisplayGroup.Studio;
@@ -0,0 +1,243 @@
using bts;
using bts.api.orderman;
using bts.utils;
using mbts.spark.utilities;
using mbts.ui;
using mbts.ui.shell;
using mbts.ui.utility;
using mbts.utils;
using System;
using System.Collections.Generic;
using System.Collections.ObjectModel;
using System.Reactive.Linq;
using System.Windows.Input;
using VisualStateNames = mbts.ui.spark.AlgoStudioView.VisualStateNames;
namespace mbts.spark {
class AlgoDefinitionTemplateVM : DisposableViewModelBase, IAlgoStudioContentVM, IEquatable<AlgoDefinitionTemplateVM> {
/// <see cref="CustomType"/> is referenced by an x:Static extension in OrderDetailsPopupControl.xaml <see cref="mbts.ui.spark.algo.OrderDetailsPopupControl"/>.
/// In most cases, <see cref="mbts.ui.NestedExtension"/> works just like <see cref="System.Windows.Markup.TypeExtension"/>, but for nested types, such as <see cref="CustomTemplatePlaceholderVM"/>.
/// However, when the former is used to denote the DataType of a DataTemplate, a strange XamlReader exception is thrown at runtime.
/// After spending ~15 minutes investigating what was happening, [John]I decided it was more trouble than it was worth and opted for this workaround.
public static readonly Type CustomType = typeof(CustomTemplatePlaceholderVM);
readonly OrdersModel _model;
readonly VisualStateModel _edit_pane_vs_model = new VisualStateModel(), _tree_view_vs_model = new VisualStateModel();
/// Note: the difference between <see cref="EditStack{T}"/> and <see cref="VersionContainer{T}"/> is that the former implements push/pop functionality so the user may undo/redo (like ctrl+z/ctrl+y in text editors),
/// while the latter is a lazy delegate-based container for the most recent value (<see cref="VersionContainer{T}.increment_version"/>).
readonly EditStack<Snapshot> _edit_stack = new EditStack<Snapshot>();
readonly VersionContainer<Snapshot> _version;
readonly DeferrableActionWrapper _refresh_on_local_change;
readonly Property<IAlgoVM> _algo_root;
readonly DelegateProperty<bool> _can_undo, _can_redo, _is_dirty;
readonly Property<bool> _is_default, _is_favorite, _is_selected;
readonly Property<string> _name, _abbreviation;
// maintains the state of each algo-root, so the user may change the definition root back and forth without any loss of state amongst the templates
Snapshot _committed;
public AlgoDefinitionTemplateVM(AlgoDefinitionVM owner, OrdersModel model, AlgoData data, AlgoEditingPermissions editing_permissions = AlgoEditingPermissions.AllowEditValues) {
// init core data
this.owner = owner;
_model = model;
key = data.key;
_version = new VersionContainer<Snapshot>(_snapshot);
// maintain states for different algo roots, so they aren't lost when the user changes the root algo type
var algo_map = new Dictionary<AlgoKey, IAlgoVM> {
{ data.key, algo_vm_factory(data.value) }
};
// init backing props
_name = backing(nameof(this.name), name);
_abbreviation = backing(nameof(abbreviation), string.Empty);
_is_default = backing(nameof(is_default), false);
_is_favorite = backing(nameof(is_favorite), false);
_is_selected = backing(nameof(is_selected), false);
_algo_root = backing(nameof(algo_root), get_algo_root(owner.algo_root));
_committed = _version.value;
_can_redo = backing(nameof(can_redo), () => _edit_stack.get_can_redo(_version.value));
_can_undo = backing(nameof(can_undo), () => _edit_stack.get_can_undo(_version.value));
_is_dirty = backing(nameof(is_dirty), () => !_committed.Equals(_version.value));
_can_redo.Changed += on_can_redo_changed;
_can_undo.Changed += on_can_undo_changed;
set_as_default_cmd = new DelegateCommand(() => {
if (!is_default && key.mode == AlgoKey.Mode.Persisted)
_model.algo_model.metadata_service.set_as_default(owner.key, key).ignore();
});
// init visual states
// TODO: implement these features in IAlgoMetadataService; until then, set the appropriate visual states.
_edit_pane_vs_model.set_state(VisualStateNames.Abbreviation.GroupName, VisualStateNames.Abbreviation.NotSupportedForTemplates);
_tree_view_vs_model.set_state(VisualStateNames.FavoriteToggleButton.GroupName, VisualStateNames.FavoriteToggleButton.Inactive);
switch (key.mode) {
case AlgoKey.Mode.Persisted:
_edit_stack.push(_committed);
_edit_pane_vs_model.set_state(VisualStateNames.Name.GroupName, VisualStateNames.Name.Active);
break;
case AlgoKey.Mode.Unpersisted: _edit_pane_vs_model.set_state(VisualStateNames.Name.GroupName, VisualStateNames.Name.Active); break;
case AlgoKey.Mode.Factory: _edit_pane_vs_model.set_state(VisualStateNames.Name.GroupName, VisualStateNames.Name.Inactive); break;
}
// set hooks/subscriptions
_refresh_on_local_change = new DeferrableActionWrapper(on_local_changed);
_dispose = new System.Reactive.Disposables.CompositeDisposable(
as_demuxer().subscribe_many(_refresh_on_local_change.execute, nameof(name), nameof(abbreviation), nameof(is_default), nameof(is_favorite)),
owner.observe_algo_root().Subscribe(r => _algo_root.set(get_algo_root(r))),
_algo_root.observe_current(true).SelectManyInSeries(r => r?.subscribe_definition()).Subscribe(_ => _refresh_on_local_change.execute()),
Disposable.wrap_collection(algo_map.Values)) {
() => {
_can_redo.Changed -= on_can_redo_changed;
_can_undo.Changed -= on_can_undo_changed;
}
};
// local methods
IAlgoVM algo_vm_factory(CustomOrderDefinitionImmutable def) => OrderTypeVMFactory.create(new AlgoData(def, def.CustomCase.display_name(), OrderDataHelper.get_shallow_factory_key(def)), editing_permissions);
IAlgoVM get_algo_root(IAlgoVM owner_root) {
var key = new AlgoKey(owner_root.order_type);
if (algo_map.TryGetValue(key, out IAlgoVM vm)) {
vm.load_structure(owner_root.definition);
} else {
vm = algo_map.GetOrAdd(key, ot => algo_vm_factory(owner_root.definition));
}
return vm;
}
void on_can_undo_changed(bool oldval, bool newval) => can_undo_changed?.Invoke();
void on_can_redo_changed(bool oldval, bool newval) => can_redo_changed?.Invoke();
void on_local_changed() {
_version.increment_version();
_edit_stack.push_distinct(_version.value);
_is_dirty.refresh();
_refresh_undo_redo();
}
}
public event Action can_redo_changed, can_undo_changed;
public event PropertyChange<IAlgoVM> algo_root_changed { add => _algo_root.Changed += value; remove => _algo_root.Changed -= value; }
public AlgoDefinitionVM owner { get; }
public AlgoKey owner_key => owner.key;
public AlgoKey key { get; }
public string name { get => _name.Value; set => _name.set(value); }
public string abbreviation { get => _abbreviation.Value; set => _abbreviation.set(value); }
public bool is_dirty => _is_dirty.Value;
public bool can_redo => _can_redo.Value;
public bool can_undo => _can_undo.Value;
public bool is_default => _is_default.Value;
public bool is_favorite { get => _is_favorite.Value; set => _is_favorite.set(value); }
public IAlgoVM algo_root => _algo_root.Value;
public virtual bool is_custom_placeholder => false;
public bool is_selected { get => _is_selected.Value; set => _is_selected.set(value); }
public bool is_expanded => false;
public bool is_persisted => key.mode == AlgoKey.Mode.Persisted;
public ObservableCollection<string> edit_pane_visual_states => _edit_pane_vs_model.states;
public ObservableCollection<string> tree_view_visual_states => _tree_view_vs_model.states;
public ICommand set_as_default_cmd { get; }
public IObservable<bool> observe_is_dirty() => _is_dirty.observe_current(true);
public void undo() => _restore(_edit_stack.try_undo);
public void redo() => _restore(_edit_stack.try_redo);
public void on_meta(bool is_default, bool is_favorite) {
_is_default.set(is_default);
_is_favorite.set(is_favorite);
}
public AlgoData create_def_data() =>
new AlgoData(algo_root.definition, name, key);
public AlgoTemplateData create() =>
create(owner.create_algo_def());
public AlgoTemplateData create(AlgoData record) {
if (!OrderDataHelper.EqualsHelpers.structure_equals(algo_root.definition, record.value))
throw new InvalidOperationException("AlgoTemplate's algo structure does not match that of its parent.");
return new AlgoTemplateData(algo_root.definition, name, key, record);
}
public AlgoDefinitionTemplateVM to_persisted(AlgoDefinitionVM persisted_owner, AlgoData template) =>
new AlgoDefinitionTemplateVM(persisted_owner, _model, template);
public void load_committed() => _load_from(_committed.name, _committed.definition, true);
public void load_from(AlgoTemplateData value) {
if (key.mode != AlgoKey.Mode.Persisted)
throw new InvalidOperationException("AlgoStructure has not been saved yet.");
else if (value.key != key)
throw new InvalidOperationException("Value id does not match this id.");
_load_from(value.name, value.value, true);
}
public bool Equals(AlgoDefinitionTemplateVM other) => other != null && key == other.key;
public override bool Equals(object obj) => Equals(obj as AlgoDefinitionTemplateVM);
public override int GetHashCode() => key.GetHashCode();
void _load_from(string new_name, CustomOrderDefinitionImmutable new_def, bool update_committed) {
using (_refresh_on_local_change.defer_execution()) {
name = new_name;
algo_root.load_from(new_def);
}
if (update_committed) {
_committed = _version.value;
_is_dirty.refresh();
}
}
void _refresh_undo_redo() {
_can_redo.refresh();
_can_undo.refresh();
}
void _restore(TryGetValue<Snapshot> try_get_snapshot) {
while (try_get_snapshot(out Snapshot next_state)) {
if (!_version.value.Equals(next_state)) {
_load_from(next_state.name, next_state.definition, false);
break;
}
}
}
Snapshot _snapshot() =>
new Snapshot(name, abbreviation, algo_root?.definition ?? new CustomOrderDefinitionImmutable(new CustomOrderDefinition()), is_default, is_favorite);
struct Snapshot : IEquatable<Snapshot> {
public readonly string name, abbreviation;
public readonly CustomOrderDefinitionImmutable definition;
public readonly bool is_default, is_favorite;
public Snapshot(string name, string abbreviation, CustomOrderDefinitionImmutable definition, bool is_default, bool is_favorite) {
this.name = name;
this.abbreviation = abbreviation;
this.definition = definition;
this.is_default = is_default;
this.is_favorite = is_favorite;
}
public bool Equals(Snapshot other) =>
name == other.name &&
abbreviation == other.abbreviation &&
is_default == other.is_default &&
is_favorite == other.is_favorite &&
OrderDataHelper.EqualsHelpers.equals(definition, other.definition);
public override bool Equals(object obj) =>
EqualityComparer.equals_obj(this, obj);
public override int GetHashCode() =>
EqualityComparer.aggregate_hash(
EqualityComparer.safe_aggregate_hash(name),
EqualityComparer.safe_aggregate_hash(abbreviation),
is_default.GetHashCode(),
is_favorite.GetHashCode(),
OrderDataHelper.EqualsHelpers.custom_order_def_compareri.GetHashCode(definition));
public static bool operator ==(Snapshot a, Snapshot b) => a.Equals(b);
public static bool operator !=(Snapshot a, Snapshot b) => !a.Equals(b);
}
public class CustomTemplatePlaceholderVM : AlgoDefinitionTemplateVM {
const string _custom_name = "(Custom)";
public CustomTemplatePlaceholderVM(AlgoDefinitionVM owner, OrdersModel model, CustomOrderDefinitionImmutable definition)
: base(owner, model, new AlgoData(definition, _custom_name, new AlgoKey(Guid.NewGuid())), AlgoEditingPermissions.AllowEditStructure | AlgoEditingPermissions.AllowEditValues) {
_edit_stack.reset(_snapshot());
}
public override bool is_custom_placeholder => true;
}
}
}
@@ -1,4 +1,4 @@
using bts;
using bts.api.core;
using bts.api.orderman;
using bts.collections;
using bts.proto;
@@ -6,6 +6,7 @@ using bts.utils;
using mbts.collections;
using mbts.spark.utilities;
using mbts.ui;
using mbts.ui.controls;
using mbts.ui.controls.color_picker;
using mbts.ui.shell;
using mbts.ui.utility;
@@ -17,6 +18,7 @@ using System.Collections.Specialized;
using System.Linq;
using System.Reactive.Disposables;
using System.Reactive.Linq;
using System.Windows.Data;
using System.Windows.Media;
using VisualStateNames = mbts.ui.spark.AlgoStudioView.VisualStateNames;
@@ -34,14 +36,18 @@ namespace mbts.spark {
public static readonly CustomOrderDefinitionImmutable new_algo_def = OrderDataHelper.Defaults.CustomOrderDefinitionImmutable(CustomOrderDefinition.CustomOneofCase.Iceberg);
readonly OrdersModel _model;
readonly VisualStateModel _edit_pane_vs_model = new VisualStateModel(), _tree_view_vs_model = new VisualStateModel();
readonly ObservableKeyedCollection<AlgoDefinitionTemplateVM, AlgoKey> _templates = new ObservableKeyedCollection<AlgoDefinitionTemplateVM, AlgoKey>(t => t.key);
readonly EditStack<Snapshot> _edit_stack = new EditStack<Snapshot>();
readonly VersionContainer<Snapshot> _version;
readonly Property<bool> _is_expanded, _is_selected;
readonly Property<IAlgoVM> _algo_root, _visible_algo_root;
readonly Property<AlgoDefinitionTemplateVM> _selected_template;
readonly DelegateProperty<bool> _is_favorite, _is_dirty, _can_undo, _can_redo;
readonly Property<string> _name, _abbreviation;
readonly ObservableKeyedCollection<IAlgoVM, AlgoKey> _algo_roots = new ObservableKeyedCollection<IAlgoVM, AlgoKey>(vm => vm.id);
readonly ObservableAppendCollection<AlgoDefinitionTemplateVM> _templates_with_custom;
readonly DeferrableActionWrapper _refresh_on_local_changes;
readonly ReactiveThresholdMonitor<AlgoDefinitionTemplateVM> _any_templates_dirty_monitor = new ReactiveThresholdMonitor<AlgoDefinitionTemplateVM>(t => t.observe_is_dirty());
readonly Property<AlgoFormats> _selected_format;
readonly EnumMaskInt32<AlgoEditingPermissions> _permissions_mask = new EnumMaskInt32<AlgoEditingPermissions>();
@@ -49,12 +55,18 @@ namespace mbts.spark {
Brush _badge_fill;
Snapshot? _committed;
AlgoDefinitionMetadata _metadata;
TableUpdateBuffer<AlgoTemplateData, AlgoKey> _template_update_buffer;
bool _connected;
public static AlgoDefinitionVM create(OrdersModel model, AlgoData data, AlgoFormats init_format = AlgoFormats.Exchange, AlgoEditingPermissions editing_permissions = (AlgoEditingPermissions)int.MaxValue) =>
new AlgoDefinitionVM(model, data, init_format, editing_permissions);
public static AlgoDefinitionVM create(OrdersModel model, AlgoData data, bool connect = false, AlgoFormats init_format = AlgoFormats.Exchange, AlgoEditingPermissions editing_permissions = (AlgoEditingPermissions)int.MaxValue) {
var rv = new AlgoDefinitionVM(model, data, init_format, editing_permissions);
if (connect)
rv.connect();
return rv;
}
public static AlgoDefinitionVM create_placeholder(OrdersModel model, CustomOrderDefinitionImmutable def, string name, AlgoFormats init_format) =>
new AlgoDefinitionVM(model, AlgoData.create_unpersisted(def, name), init_format, (AlgoEditingPermissions)int.MaxValue);
new AlgoDefinitionVM(model, new AlgoData(def, name, new AlgoKey(Guid.NewGuid())), init_format, (AlgoEditingPermissions)int.MaxValue);
AlgoDefinitionVM(OrdersModel model, AlgoData def_data, AlgoFormats init_format, AlgoEditingPermissions init_permissions) {
// init core data
@@ -66,8 +78,20 @@ namespace mbts.spark {
editing_permissions_mask ^= (AlgoEditingPermissions.AllowEditValues | AlgoEditingPermissions.AllowSaveValues);
if (!model.algo_model.ui_configuration.can_modify_definition_structure)
editing_permissions_mask ^= (AlgoEditingPermissions.AllowEditStructure | AlgoEditingPermissions.AllowSaveStructure);
else if (model.algo_model.templates_enabled()) {
resources.Add(_templates.Subscribe((s, e) => {
if (_templates.Count == 0) {
editing_permissions_mask |= AlgoEditingPermissions.AllowEditStructure | AlgoEditingPermissions.AllowSaveStructure;
} else {
editing_permissions_mask ^= (AlgoEditingPermissions.AllowEditStructure | AlgoEditingPermissions.AllowSaveStructure);
}
}));
}
key = def_data.key;
algos_view = ObservableAutoWrapper.create_sorted_wrapper(_algo_roots, AlgoCollectionHelper.algo_vm_comparer);
_template_update_buffer = new TableUpdateBuffer<AlgoTemplateData, AlgoKey>(t => t.key);
_templates_with_custom = new ObservableAppendCollection<AlgoDefinitionTemplateVM>(templates);
templates_view = (ListCollectionView)CollectionViewSource.GetDefaultView(_templates_with_custom);
custom_badge_color_palettes.AddRange(ColorPalette.all_presets(model.factory).Select(p => new ColorPaletteVM(p)));
_version = new VersionContainer<Snapshot>(_snapshot);
var conf = _model.algo_model.ui_configuration;
@@ -75,80 +99,87 @@ namespace mbts.spark {
_name = backing(nameof(name), def_data.name);
_abbreviation = backing(nameof(abbreviation), string.Empty);
_selected_format = backing(nameof(selected_format), init_format);
_selected_template = backing<AlgoDefinitionTemplateVM>(nameof(selected_template));
_is_favorite = backing(nameof(is_favorite), () => _favorite_index.HasValue);
_is_expanded = backing(nameof(is_expanded), true);
_is_selected = backing(nameof(is_selected), true);
_is_dirty = backing(nameof(is_dirty), () => key.mode == AlgoKey.Mode.Unpersisted || !_committed.HasValue || !_committed.Value.Equals(_version.value));
var factory_def_data = def_data.key.mode == AlgoKey.Mode.Factory ? def_data : AlgoData.from_custom_def(def_data.value);
var factory_def_data = def_data.key.mode == AlgoKey.Mode.Factory ? def_data : new AlgoData(def_data.value);
_algo_root = backing(nameof(algo_root), _algo_roots.GetOrAdd(factory_def_data.key, _ => OrderTypeVMFactory.create(factory_def_data)));
_visible_algo_root = backing<IAlgoVM>(nameof(visible_algo_root));
// only composite/studio algos can change root
if (key.mode == AlgoKey.Mode.Factory || key.mode == AlgoKey.Mode.Dynamic) {
_algo_root.Changing += (oldval, newval) =>
Log.assert(newval != null && newval.id == key);
}
_can_redo = backing(nameof(can_redo), () => _edit_stack.get_can_redo(_version.value));
_can_undo = backing(nameof(can_undo), () => _edit_stack.get_can_undo(_version.value));
_can_redo.Changed += on_can_redo_changed;
_can_undo.Changed += on_can_undo_changed;
_refresh_on_local_changes = new DeferrableActionWrapper(on_local_changed);
// load initial state
// visible_algo_root is selected_template.algo_root if user can add templates, otherwise algo_root
// - this behavior is configurable in 'AlgoStudioOptions' in UI.proto (01/28/2018)
resources.Add(_algo_root.observe_current(true).Subscribe(_visible_algo_root.set));
// set hooks/subscriptions
using (_refresh_on_local_changes.supress_execution()) {
resources.AddRange(
custom_badge_color.observe_nullable(true).Subscribe(v => Set(ref _badge_fill, (v ?? algo_root.safe_get_badge_color()).to_brush(), nameof(badge_fill))),
as_demuxer().subscribe_many(_refresh_on_local_changes.execute, nameof(this.name), nameof(abbreviation), nameof(badge_fill)),
_edit_pane_vs_model.add_source(VisualStateNames.BadgeSelector.GroupName, custom_badge_color.observe_nullable(true).Select(t => t.HasValue ? VisualStateNames.BadgeSelector.Active : VisualStateNames.BadgeSelector.Inactive)),
_edit_pane_vs_model.add_source(VisualStateNames.Abbreviation.GroupName, _abbreviation.observe_current(true).Select(a => string.IsNullOrEmpty(a) ? VisualStateNames.Abbreviation.Unpopulated : VisualStateNames.Abbreviation.Populated)),
_algo_root.observe_current(true).SubscribeEach(vm =>
vm == null ? null :
Disposable.Create(
vm.subscribe_is_dirty().Subscribe(v => {
if (!v) {
_version.increment_version();
_on_committed_changed();
}
}),
vm.subscribe_definition().Subscribe(_ => _refresh_on_local_changes.execute()))),
ObservableAutoWrapper.connect_item_hooks(algo_roots, a => a as IDisposable ?? Disposable.empty, true),
Disposable.Create(() => {
_can_redo.Changed -= on_can_redo_changed;
_can_undo.Changed -= on_can_undo_changed;
}));
switch (key.mode) {
case AlgoKey.Mode.Persisted:
_metadata = new AlgoDefinitionMetadata(key);
resources.Add(model.algo_model.metadata_service.subscribe_metadata(key).OnDispatcher().Subscribe(_on_metadata));
_edit_pane_vs_model.set_state(VisualStateNames.Name.GroupName, conf.can_modify_definition_name ? VisualStateNames.Name.Active : VisualStateNames.Name.CannotRenameDefinition);
break;
case AlgoKey.Mode.Factory:
_edit_pane_vs_model.set_state(VisualStateNames.Name.GroupName, VisualStateNames.Name.Inactive);
break;
init_async();
async void init_async() {
// visible_algo_root is selected_template.algo_root if user can add templates, otherwise algo_root
// - this behavior is configurable in 'AlgoStudioOptions' in UI.proto (01/28/2018)
if (_model.algo_model.templates_enabled()) {
resources.Add(_selected_template.observe_current(true).Subscribe(t => _visible_algo_root.set(t?.algo_root)));
} else {
resources.Add(_algo_root.observe_current(true).Subscribe(_visible_algo_root.set));
}
var permission_src = _permissions_mask.observe_result();
resources.Add(_selected_format.observe_current(true).CombineLatest(permission_src, (fmt, perms) => (fmt, perms))
.SubscribeEach(t => {
if ((t.perms & AlgoEditingPermissions.AllowEditStructure) != 0) {
using (_refresh_on_local_changes.defer_execution()) {
var algo_data = model.factory.default_algos(t.fmt);
var default_algo = AlgoKey.from_known_type(OrderDataHelper.get_default_algo(t.fmt));
return this.load_algo_data_recursive(algo_data, default_algo);
// init tree view item visual state
_tree_view_vs_model.set_state(VisualStateNames.TreeViewBadge.GroupName, conf.show_badges_in_tree_view ? VisualStateNames.TreeViewBadge.Active : VisualStateNames.TreeViewBadge.Inactive);
// set hooks/subscriptions
using (_refresh_on_local_changes.supress_execution()) {
resources.AddRange(
custom_badge_color.observe_nullable(true).Subscribe(v => Set(ref _badge_fill, (v ?? algo_root.safe_get_badge_color()).to_brush(), nameof(badge_fill))),
as_demuxer().subscribe_many(_refresh_on_local_changes.execute, nameof(this.name), nameof(abbreviation), nameof(badge_fill)),
_edit_pane_vs_model.add_source(VisualStateNames.BadgeSelector.GroupName, custom_badge_color.observe_nullable(true).Select(t => t.HasValue ? VisualStateNames.BadgeSelector.Active : VisualStateNames.BadgeSelector.Inactive)),
_edit_pane_vs_model.add_source(VisualStateNames.Abbreviation.GroupName, _abbreviation.observe_current(true).Select(a => string.IsNullOrEmpty(a) ? VisualStateNames.Abbreviation.Unpopulated : VisualStateNames.Abbreviation.Populated)),
_algo_root.observe_current(true).SubscribeEach(vm =>
vm == null ? null :
Disposable.Create(
vm.subscribe_is_dirty().Subscribe(v => {
if (!v) {
_version.increment_version();
_on_committed_changed();
}
}),
vm.subscribe_definition().Subscribe(_ => _refresh_on_local_changes.execute()))),
ObservableAutoWrapper.connect_item_hooks(algo_roots, a => a as IDisposable ?? Disposable.empty, true),
ObservableAutoWrapper.connect_item_hooks(templates, t => new CompositeDisposable(_any_templates_dirty_monitor.join(t), t), true),
Disposable.Create(() => {
_can_redo.Changed -= on_can_redo_changed;
_can_undo.Changed -= on_can_undo_changed;
}));
switch (key.mode) {
case AlgoKey.Mode.Persisted:
_metadata = new AlgoDefinitionMetadata(key);
resources.Add(_template_update_buffer.OnDispatcher().Subscribe(_on_templates));
resources.Add(model.algo_model.metadata_service.subscribe_metadata(key).OnDispatcher().Subscribe(_on_metadata));
_edit_pane_vs_model.set_state(VisualStateNames.Name.GroupName, conf.can_modify_definition_name ? VisualStateNames.Name.Active : VisualStateNames.Name.CannotRenameDefinition);
break;
case AlgoKey.Mode.Factory:
_edit_pane_vs_model.set_state(VisualStateNames.Name.GroupName, VisualStateNames.Name.Inactive);
break;
}
var permission_src = _permissions_mask.observe_result();
resources.Add(_selected_format.observe_current(true).CombineLatest(permission_src, (fmt, perms) => (fmt, perms))
.SubscribeEach(t => {
if ((t.perms & AlgoEditingPermissions.AllowEditStructure) != 0) {
using (_refresh_on_local_changes.defer_execution()) {
var algo_data = model.factory.default_algos(t.fmt);
var default_algo = new AlgoKey(OrderDataHelper.get_default_algo(t.fmt));
return this.load_algo_data_recursive(algo_data, default_algo);
}
}
}
return Disposable.empty;
}));
resources.Add(permission_src.Subscribe(_ => RaisePropertyChanged(nameof(editing_permissions))));
resources.Add(this.connect_data(permission_src));
resources.Add(this.connect_data(Observable.Return(model)));
resources.Add(_algo_root.Subscribe(_ => RaisePropertyChanged(nameof(IAlgoSelector.selected_algo), nameof(IAlgoParamVM.value), nameof(group))));
_dispose = resources;
algo_root.load_from(def_data.value);
_version.increment_version();
_edit_stack.reset(_version.value);
_on_committed_changed();
return Disposable.empty;
}));
resources.Add(permission_src.Subscribe(_ => RaisePropertyChanged(nameof(editing_permissions))));
resources.Add(this.connect_data(permission_src));
resources.Add(this.connect_data(Observable.Return(model)));
resources.Add(_algo_root.Subscribe(_ => RaisePropertyChanged(nameof(IAlgoSelector.selected_algo), nameof(IAlgoParamVM.value), nameof(group))));
_dispose = resources;
await algo_root.load_from_async(def_data.value);
_version.increment_version();
_edit_stack.reset(_version.value);
_on_committed_changed();
}
}
// local methods
void on_can_redo_changed(bool oldval, bool newval) => can_redo_changed?.Invoke();
@@ -175,6 +206,7 @@ namespace mbts.spark {
public IReadOnlyObservableCollection<IAlgoVM> algos_view { get; }
public IAlgoVM algo_root { get => _algo_root.Value; set => _algo_root.set(value); }
public IAlgoVM visible_algo_root => _visible_algo_root.Value;
public AlgoDefinitionTemplateVM selected_template { get => _selected_template.Value; set => _selected_template.set(value); }
public int? favorite_index {
get => _favorite_index;
set {
@@ -187,12 +219,34 @@ namespace mbts.spark {
public bool is_selected { get => _is_selected.Value; set => _is_selected.set(value); }
public bool is_dirty => _is_dirty.Value;
public bool is_factory_definition => key.mode == AlgoKey.Mode.Factory;
public AlgoDisplayGroup group => key.display_group();
public AlgoDisplayGroup group {
get {
switch (key.mode) {
case AlgoKey.Mode.Factory:
if (algo_root != null)
return algo_root.group;
break;
case AlgoKey.Mode.Unpersisted:
case AlgoKey.Mode.Persisted:
return AlgoDisplayGroup.Studio;
}
return AlgoDisplayGroup.BTS;
}
}
public bool can_redo => _can_redo.Value;
public bool can_undo => _can_undo.Value;
public EnabledValueVM<Color> custom_badge_color { get; } = new EnabledValueVM<Color>();
public ObservableCollection<ColorPaletteVM> custom_badge_color_palettes { get; } = new ObservableCollection<ColorPaletteVM>();
public Brush badge_fill => _badge_fill;
public ObservableCollection<AlgoDefinitionTemplateVM> templates => _templates;
/// <see cref="templates_with_custom"/> has the same elements as <see cref="templates"/>, plus the custom-placeholder-item, which is always at index 0.
/// The custom-placeholder supports legacy behavior in the ladder/ticket algo popup by allowing the user to manipulate the algo-structure (e.g. change an iceberg-limit order to iceberg-lean-cover-offset etc.).
/// However, the custom-placeholder item cannot be used to create/save algo-templates.
/// Algo-templates are just a set of values used to populate a concrete algo-structure; the 'structures' can be created in the AlgoStudio (<see cref="AlgoStudioWindow"/>).
/// If we were to strictly follow this paradigm, the user would no longer be able to freely change the algo-structure in the ladder/ticket popup (they would be forced to open up a new <see cref="AlgoStudioWindow"/>, and we know how much they hate more clicks!).
/// Some users might consider this a regression. The custom-placeholder-item addresses that concern.
public ObservableAppendCollection<AlgoDefinitionTemplateVM> templates_with_custom => _templates_with_custom;
public ListCollectionView templates_view { get; }
// format
public AlgoFormats selected_format { get => _selected_format.Value; set => _selected_format.set(value); }
public ObservableCollection<AlgoFormats> formats { get; } = new ObservableCollection<AlgoFormats> { AlgoFormats.Exchange, AlgoFormats.Spreader, AlgoFormats.Exchange | AlgoFormats.Spreader };
@@ -267,7 +321,24 @@ namespace mbts.spark {
}
}
// idempotent
public void prepend_custom_template() {
if (_templates_with_custom.appended_front.Count == 0)
_templates_with_custom.insert_front(new AlgoDefinitionTemplateVM.CustomTemplatePlaceholderVM(this, _model, algo_root.definition));
}
public AlgoDefinitionTemplateVM template_factory() =>
new AlgoDefinitionTemplateVM(this, _model, algo_root.create_def_data().with(name: new_template_name)) {
is_selected = true
};
public IObservable<bool> subscribe_is_definition_dirty() => _is_dirty.observe_current(true);
public IObservable<bool> subscribe_any_templates_dirty() => _any_templates_dirty_monitor;
public IObservable<bool> subscribe_is_definition_or_any_templates_dirty() =>
Observable.Merge(
subscribe_is_definition_dirty().Select(v => v || _any_templates_dirty_monitor.is_above_threshold),
subscribe_any_templates_dirty().Select(v => v || is_dirty))
.DistinctUntilChanged();
public void undo() => _restore(_edit_stack.try_undo);
public void redo() => _restore(_edit_stack.try_redo);
@@ -276,9 +347,20 @@ namespace mbts.spark {
_assign_from_data(_committed.Value);
_on_committed_changed();
}
/// <summary>
/// Subscribes to the templates source for this definition if it has been persisted (subscription requires a persistant id); does nothing if this definition has not been persisted, or if it is already subscribed (idempotent).
/// </summary>
public void connect() {
if (!_connected) {
_connected = true;
concat_disposable(_model.algo_model.subscribe_definition_templates(key).OnDispatcher().Subscribe(_template_update_buffer.OnNext));
}
}
public IDisposable buffer_updates() => _template_update_buffer.buffer_updates();
public void load_def(CustomOrderDefinitionImmutable def) {
var key = AlgoKey.from_custom_def(def);
var key = OrderDataHelper.get_shallow_factory_key(def);
if (algo_root?.id == key) {
algo_root.load_from(def);
} else if (_algo_roots.TryGetValue(key, out IAlgoVM vm)) {
@@ -302,7 +384,7 @@ namespace mbts.spark {
case 1: load_def(def_list[0]); break;
default:
var def = def_list[0];
var key = AlgoKey.from_custom_def(def);
var key = OrderDataHelper.get_shallow_factory_key(def);
if (algo_root?.id == key) {
algo_root.load_many(def_list);
} else if (_algo_roots.TryGetValue(key, out IAlgoVM vm)) {
@@ -332,7 +414,7 @@ namespace mbts.spark {
new AlgoDefinitionVM(_model, def, selected_format, editing_permissions_mask);
public AlgoData create_algo_def() =>
AlgoData.create(algo_root == null ? new CustomOrderDefinitionImmutable(new CustomOrderDefinition()) : algo_root.definition, name, key);
new AlgoData(algo_root.definition, name, key);
public AlgoDefinitionMetadata create_metadata() =>
_metadata.with(abbreviation: abbreviation, badge_color: new NullableColorProto(custom_badge_color.get_nullable()));
@@ -361,7 +443,7 @@ namespace mbts.spark {
void _assign_from_data(string name, CustomOrderDefinitionImmutable definition) {
this.name = name;
algo_root = _algo_roots.GetOrAdd(AlgoKey.from_custom_def(definition), _ => _mk_algo_root(definition));
algo_root = _algo_roots.GetOrAdd(OrderDataHelper.get_shallow_factory_key(definition), _ => _mk_algo_root(definition));
algo_root.load_from(definition);
}
@@ -376,12 +458,18 @@ namespace mbts.spark {
public Snapshot current_value => _version.value;
IAlgoVM _mk_algo_root(CustomOrderDefinitionImmutable definition) =>
OrderTypeVMFactory.create(AlgoData.from_custom_def(definition), is_expanded: true);
OrderTypeVMFactory.create(new AlgoData(definition), is_expanded: true);
void _on_metadata(AlgoDefinitionMetadata metadata) {
using (_refresh_on_local_changes.supress_execution()) {
_abbreviation.set(metadata.abbreviation);
custom_badge_color.set_nullable(metadata.badge_color);
foreach (var t in templates) {
if (t.key.mode == AlgoKey.Mode.Persisted)
t.on_meta(t.key == metadata.default_template, metadata.favorite_templates.Contains(t.key));
else
t.on_meta(false, false);
}
_version.increment_version();
if (_edit_stack.size == 1 && _edit_stack.pos == 1) {
// this is a hack to account for the metadata being part of the committed state,
@@ -394,6 +482,22 @@ namespace mbts.spark {
}
}
void _on_templates(TableUpdate<AlgoTemplateData, AlgoKey> table) {
foreach (var rec in table.removed)
_templates.Remove(rec.key);
foreach (var rec in table.changed)
_templates[rec.key].load_from(rec);
foreach (var rec in table.added) {
if (_templates.TryGetValue(rec.key, out AlgoDefinitionTemplateVM tmp)) {
tmp.load_from(rec);
} else {
tmp = new AlgoDefinitionTemplateVM(this, _model, new AlgoData(rec.value, rec.name, rec.key));
tmp.on_meta(tmp.key == _metadata.default_template, _metadata.favorite_templates.Contains(tmp.key));
_templates.Add(tmp);
}
}
}
void _refresh_undo_redo() {
_can_undo.refresh();
_can_redo.refresh();
@@ -13,9 +13,6 @@ namespace mbts.spark {
string _template_key;
ICommand _set_value_cmd;
public AlgoParamRowVM(IAlgoVM algo, IAlgoParamVM param, AlgoParamRowVM parent)
: this(algo, param, parent, (param as ITemplateSelectorKey)?.key) { }
public AlgoParamRowVM(IAlgoVM algo, IAlgoParamVM param, AlgoParamRowVM parent, string template_key = null) {
this.param = param;
this.algo = algo;
@@ -1,5 +1,6 @@
using bts;
using bts.api.orderman;
using bts.collections;
using bts.utils;
using mbts.collections;
using mbts.ui;
@@ -13,7 +14,6 @@ using System.Linq;
using System.Reactive.Disposables;
using System.Reactive.Linq;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using StartupData = bts.shell.AlgoStudioWindowFactory.StartupData;
@@ -37,30 +37,29 @@ namespace mbts.spark {
});
}
class AlgoStudioVM : DisposableViewModelBase {
class AlgoStudioVM : DisposableViewModelBase, IHandleSelectedItemChanged {
static readonly AlgoFormats _studio_formats = AlgoFormats.Exchange;
readonly OrdersModel _model;
readonly Property<AlgoDefinitionVM> _selected_definition;
readonly Property<AlgoDefinitionTemplateVM> _selected_template;
readonly Property<IAlgoVM> _editable_content;
readonly DelegateProperty<string> _save_cmd_tooltip, _revert_cmd_tooltip;
readonly ObservableKeyedCollection<AlgoDefinitionVM, AlgoKey> _definitions = new ObservableKeyedCollection<AlgoDefinitionVM, AlgoKey>(d => d.key);
readonly ListCollectionView<AlgoDefinitionVM> _definitions_view;
readonly TableUpdateBuffer<AlgoData, AlgoKey> _definitions_update_buffer;
readonly ReactiveThresholdMonitor<AlgoDefinitionVM> _any_dirty_monitor = new ReactiveThresholdMonitor<AlgoDefinitionVM>(d => d.subscribe_is_definition_dirty());
readonly ReactiveThresholdMonitor<AlgoDefinitionVM> _any_dirty_monitor = new ReactiveThresholdMonitor<AlgoDefinitionVM>(d => d.subscribe_is_definition_or_any_templates_dirty());
IReadOnlyDictionary<AlgoKey, AlgoDefinitionMetadata> _persisted_meta = new Dictionary<AlgoKey, AlgoDefinitionMetadata>();
public AlgoStudioVM(OrdersModel model) {
_model = model;
_selected_definition = backing<AlgoDefinitionVM>(nameof(selected_definition));
_editable_content = backing(nameof(editable_content), subscribe_definition().SelectManyInSeries(def => def?.observe_algo_root()).OnDispatcher());
_selected_template = backing<AlgoDefinitionTemplateVM>(nameof(selected_template));
_editable_content = backing(nameof(editable_content), observe_selected().SelectManyInSeries(tup => tup.template?.observe_algo_root() ?? tup.definition?.observe_algo_root()).OnDispatcher());
_definitions_update_buffer = new TableUpdateBuffer<AlgoData, AlgoKey>(def => def.key);
_definitions_view = new ListCollectionView<AlgoDefinitionVM>(definitions) {
CustomSort = AlgoCollectionHelper.algo_definition_vm_comparer.to_non_generic()
};
definitions_view.Filter = d => !(d.key.mode == AlgoKey.Mode.Persisted && _persisted_meta.TryGetValue(d.key, out AlgoDefinitionMetadata meta) && meta.is_hidden);
// add/clone
add_definition_cmd = new DelegateCommand(add_definition);
clone_selected_definition_cmd = new DelegateCommand(clone_selected_definition);
// save
var save_cmd = new ObservantAsyncCommand<IAlgoStudioContentVM>(save_async);
this.save_cmd = save_cmd;
@@ -72,18 +71,13 @@ namespace mbts.spark {
//
_dispose = new CompositeDisposable(
_model.algo_model.definitions.Subscribe(_definitions_update_buffer),
_definitions_update_buffer.OnDispatcher().Subscribe(u => {
var orig_selected_def = selected_definition;
AlgoCollectionHelper.update_persisted_definitions(_definitions, u, d => AlgoDefinitionVM.create(model, d, _studio_formats));
if (selected_definition == null)
selected_definition = definitions.FirstOrDefault();
}),
_definitions_update_buffer.OnDispatcher().Subscribe(u => AlgoCollectionHelper.update_persisted_definitions(_definitions, u, d => AlgoDefinitionVM.create(model, d, true, _studio_formats))),
_model.algo_model.metadata_service.subscribe_metadata().OnDispatcher().Subscribe(meta => {
_persisted_meta = meta;
definitions_view.Refresh();
}),
ObservableAutoWrapper.connect(subscribe_definition().Select(def => def?.edit_pane_visual_states ?? new ObservableCollection<string>()), content_visual_states),
subscribe_definition().SelectManyInSeries(def => def?.subscribe_is_definition_dirty() ?? Observable.Return(false)).OnDispatcher()
ObservableAutoWrapper.connect(observe_selected().Select(t => t.template?.edit_pane_visual_states ?? t.definition?.edit_pane_visual_states ?? new ObservableCollection<string>()), content_visual_states),
observe_selected().SelectManyInSeries(t => t.template?.observe_is_dirty() ?? t.definition?.subscribe_is_definition_or_any_templates_dirty() ?? Observable.Return(false)).OnDispatcher()
.Subscribe(new CompositeObserver<bool>(save_cmd, revert_cmd) { val => {
_save_cmd_tooltip.refresh();
_revert_cmd_tooltip.refresh();
@@ -91,64 +85,77 @@ namespace mbts.spark {
ObservableAutoWrapper.connect_item_hooks(definitions, d => new CompositeDisposable(_any_dirty_monitor.join(d), d), true));
// local methods
string get_revert_tooltip() {
var def = selected_definition;
return def != null && def.key.mode == AlgoKey.Mode.Persisted ?
(def.is_dirty ? $"Revert changes to '{def.name}' templates" : "No changes to revert") :
null;
}
async Task save_async(IAlgoStudioContentVM content) {
if (content is AlgoDefinitionVM def)
await save_definition(def);
}
string get_save_tooltip() {
var def = selected_definition;
if (def != null) {
if (content_source is AlgoDefinitionTemplateVM tmp) {
switch (tmp.key.mode) {
case AlgoKey.Mode.Persisted: return tmp.is_dirty ? $"Revert changes to '{tmp.name}'" : "No changes to revert";
}
} else if (content_source is AlgoDefinitionVM def) {
switch (def.key.mode) {
case AlgoKey.Mode.Unpersisted: return def.is_dirty ? $"Save '{def.name}'" : $"Cannot Save '{def.name}'";
case AlgoKey.Mode.Persisted: return def.is_dirty ? $"Save changes to '{def.name}' templates" : "No changes to save";
case AlgoKey.Mode.Persisted: return def.is_dirty || def.templates.Any(t => t.is_dirty) ? $"Revert changes to '{def.name}' templates" : "No changes to revert";
}
}
return null;
}
void add_definition() =>
add_definition_common(AlgoDefinitionVM.new_algo_def, AlgoDefinitionVM.new_algo_name);
void clone_selected_definition() {
if (selected_definition == null || selected_definition.algo_root == null) {
add_definition();
} else {
add_definition_common(
selected_definition.algo_root.definition,
string.IsNullOrEmpty(selected_definition.name) ? AlgoDefinitionVM.new_algo_name : $"{selected_definition.name} - Copy");
async Task save_async(IAlgoStudioContentVM content) {
if (content is AlgoDefinitionTemplateVM tmp) {
await save_template(tmp);
} else if (content is AlgoDefinitionVM def) {
await save_definition(def);
}
}
void add_definition_common(CustomOrderDefinitionImmutable def, string name) {
var new_def = AlgoDefinitionVM.create_placeholder(_model, def, name, _studio_formats);
_definitions.Add(new_def);
selected_definition = new_def;
request_view_focus_name?.Invoke(new_def);
string get_save_tooltip() {
if (content_source is AlgoDefinitionTemplateVM tmp) {
switch (tmp.key.mode) {
case AlgoKey.Mode.Unpersisted: return tmp.is_dirty ? $"Save '{tmp.name}'" : $"Cannot Save '{tmp.name}'";
case AlgoKey.Mode.Persisted: return tmp.is_dirty ? $"Save changes to '{tmp.name}'" : "No changes to save";
}
} else if (content_source is AlgoDefinitionVM def) {
switch (def.key.mode) {
case AlgoKey.Mode.Unpersisted: return def.is_dirty || def.templates.Any(t => t.is_dirty) ? $"Save '{def.name}'" : $"Cannot Save '{def.name}'";
case AlgoKey.Mode.Persisted: return def.is_dirty || def.templates.Any(t => t.is_dirty) ? $"Save changes to '{def.name}' templates" : "No changes to save";
}
}
return null;
}
}
public event Action<AlgoDefinitionVM> request_view_focus_name;
event Action<(AlgoDefinitionVM definition, AlgoDefinitionTemplateVM template)> _selected_changed;
public ObservableCollection<AlgoDefinitionVM> definitions => _definitions;
public ObservableCollection<string> content_visual_states { get; } = new ObservableCollection<string>();
public AlgoDefinitionVM selected_definition { get => _selected_definition.Value; set => _selected_definition.set(value); }
public AlgoDefinitionTemplateVM selected_template { get => _selected_template.Value; set => _selected_template.set(value); }
public IAlgoStudioContentVM content_source => (IAlgoStudioContentVM)selected_template ?? selected_definition;
public IAlgoVM editable_content => _editable_content.Value;
public ICollectionView<AlgoDefinitionVM> definitions_view => _definitions_view;
public ICommand add_definition_cmd { get; }
public ICommand clone_selected_definition_cmd { get; }
public ICommand save_cmd { get; }
public ICommand revert_cmd { get; }
public string save_cmd_tooltip => _save_cmd_tooltip.Value;
public string revert_cmd_tooltip => _revert_cmd_tooltip.Value;
public void add_new_definition() =>
_add_new_definition(AlgoDefinitionVM.new_algo_def, AlgoDefinitionVM.new_algo_name);
public void add_new_definition_clone(AlgoDefinitionVM src_definition) {
if (src_definition == null || src_definition.algo_root == null) {
add_new_definition();
} else {
_add_new_definition(src_definition.algo_root.definition, string.IsNullOrEmpty(src_definition.name) ? AlgoDefinitionVM.new_algo_name : $"{src_definition.name} - Copy");
}
}
void _add_new_definition(CustomOrderDefinitionImmutable def, string name) =>
_definitions.Add(AlgoDefinitionVM.create_placeholder(_model, def, name, _studio_formats));
public StartupData create() => new StartupData();
public void load_from(StartupData state) { }
public IObservable<AlgoDefinitionVM> subscribe_definition() => _selected_definition.observe_current(true);
public IObservable<AlgoDefinitionTemplateVM> subscribe_template() => _selected_template.observe_current(true);
public IObservable<(AlgoDefinitionVM definition, AlgoDefinitionTemplateVM template)> observe_selected() =>
Observable.Create<(AlgoDefinitionVM definition, AlgoDefinitionTemplateVM template)>(o => {
_selected_changed += o.OnNext;
return Disposable.Create(() => _selected_changed -= o.OnNext);
});
public IObservable<bool> subscribe_dirty() => _any_dirty_monitor;
public async Task remove_definition(AlgoDefinitionVM definition) {
@@ -156,43 +163,87 @@ namespace mbts.spark {
await _model.algo_model.remove_definition(definition.key);
} else {
// This is a new definition, which hasn't been saved/persisted yet. No need to call the server.
definition.templates.Clear();
definitions.Remove(definition);
}
}
public Task save_definition(AlgoDefinitionVM definition) =>
_save(new[] { definition });
public Task save_all() =>
_save(definitions);
async Task _save(IEnumerable<AlgoDefinitionVM> definitions) {
var orig_selected = selected_definition;
var orig_selected_index = orig_selected == null ? -1 : this.definitions.IndexOf(orig_selected);
using (_definitions_update_buffer.buffer_updates()) {
var def_list = definitions as IList<AlgoDefinitionVM> ?? definitions.ToList();
await Task.WhenAll(definitions.Select(async d => {
var def = await _model.algo_model.save_definition(d.create_algo_def());
if (def.HasValue) {
// don't forget to save metadata
await _model.algo_model.metadata_service.update_metadata(def.Value.key, _ => d.create_metadata().with(def.Value.key));
}
return def;
})).ContinueOnDispatcher(t => {
if (t.Status != TaskStatus.RanToCompletion) {
Log.Ui.debug_fatal($"Algo Studio error saving definitions: unexpected Task.Status '{t.Status}'.");
return;
}
var persisted_data = t.Result;
Log.assert(persisted_data.Length == def_list.Count);
for (int i = 0; i < persisted_data.Length; i++) {
if (!def_list[i].key.is_persisted && persisted_data[i].HasValue)
_definitions.Replace(def_list[i].key, def_list[i].to_persisted(persisted_data[i].Value));
}
if (selected_definition != orig_selected && orig_selected_index >= 0 && orig_selected_index < this.definitions.Count)
selected_definition = this.definitions[orig_selected_index];
});
public async Task remove_template(AlgoDefinitionTemplateVM template) {
if (template.key.mode == AlgoKey.Mode.Persisted) {
await _model.algo_model.remove_template(template.key);
} else {
// This is a new template, which hasn't been saved/persisted yet. No need to call the server.
template.owner.templates.Remove(template);
}
}
public async Task save_definition(AlgoDefinitionVM definition) {
using (_save_op()) {
var newly_persisted_keys = await AlgoPersistenceHelper.persist_definition(_model, _definitions, definition);
AlgoKey pkey;
switch (definition.key.mode) {
case AlgoKey.Mode.Unpersisted:
if (!newly_persisted_keys.TryGetValue(definition.key, out pkey))
return;
break;
case AlgoKey.Mode.Persisted:
pkey = definition.key;
break;
default: return;
}
await _model.algo_model.metadata_service.update_metadata(pkey, _ => definition.create_metadata().with(id: pkey));
}
}
public async Task save_template(AlgoDefinitionTemplateVM template) {
using (_save_op())
await AlgoPersistenceHelper.persist_template(_model, _definitions, template);
}
public async Task save_all() =>
await _save(definitions.WrapSelector(def => (def, def.templates.AsList()), t => t.def));
async Task _save(IList<(AlgoDefinitionVM definition, IList<AlgoDefinitionTemplateVM> templates)> definition_templates) {
using (_save_op())
await AlgoPersistenceHelper.persist(_model, definition_templates);
}
IDisposable _save_op() {
int? def_index = selected_definition == null ? (int?)null : _definitions.IndexOf(selected_definition);
int? tmp_index = selected_template == null ? (int?)null : selected_definition.templates.IndexOf(selected_template);
return new CompositeDisposable(_definitions_update_buffer.buffer_updates()) {
() => {
if (def_index.HasValue) {
var def = _definitions[def_index.Value];
if (tmp_index.HasValue) {
var tmp = def.templates[tmp_index.Value];
tmp.is_selected = true;
} else def.is_selected = true;
}
}
};
}
/// Despite the existence of these properties: <see cref="AlgoDefinitionVM.is_selected"/>, and <see cref="AlgoDefinitionTemplateVM.is_selected"/>,
/// <see cref="AlgoStudioVM"/> still implements <see cref="IHandleSelectedItemChanged"/> to update the properties that depend on the <see cref="System.Windows.Controls.TreeView.SelectedItem"/>.
/// [John]I am going to Uganda in 3 days (today is 1/3/2019), and decided against removing this legacy-dependency at the last minute.
/// Fwiw, <see cref="AlgoDefinitionVM.is_selected"/> and <see cref="AlgoDefinitionTemplateVM.is_selected"/> are bound to <see cref="System.Windows.Controls.TreeViewItem.IsSelected"/>.
/// They serve to prevent a quirky default behavior in TreeView: double clicking any TreeViewItem collapses the entire TreeView.
/// This behavior wasn't just quirky either, it actually conflicted with the double-click-to-set-template-as-default behavior.
/// (for details, <see cref="mbts.ui.spark.AlgoStudioView.EnableToggleDefaultOnDoubleClickProperty"/>)
void IHandleSelectedItemChanged.on_selected_item_changed(object old_value, object new_value) {
if (new_value is AlgoDefinitionVM def) {
selected_definition = def;
selected_template = null;
} else if (new_value is AlgoDefinitionTemplateVM templ) {
selected_definition = templ.owner;
selected_template = templ;
} else {
selected_definition = null;
selected_template = null;
}
_selected_changed?.Invoke((selected_definition, selected_template));
RaisePropertyChanged(nameof(content_source));
}
}
}
@@ -109,6 +109,7 @@ namespace mbts.spark {
public bool key_match(KeyEventArgs e) => _algo_root?.key_match(e) ?? false;
public void load_from(CustomOrderDefinitionImmutable value) => _algo_root?.load_from(value);
public void load_many(IEnumerable<CustomOrderDefinitionImmutable> values) => _algo_root?.load_many(values);
public Task<CustomOrderDefinitionImmutable?> load_from_async(CustomOrderDefinitionImmutable definition) => _algo_root is IAlgoVM vm ? vm.load_from_async(definition) : Task.FromResult<CustomOrderDefinitionImmutable?>(null);
void IAlgoVM.ensure_init() => _value?.algo_root?.ensure_init();
IDisposable _set_hooks(AlgoDefinitionVM vm) {
@@ -247,31 +247,6 @@
</TextBlock>
</DataTemplate>
</u:TemplateSelectorKeyValue>
<u:TemplateSelectorKeyValue Key="{x:Static u:TemplateKeys.SecurityKey}">
<DataTemplate>
<Grid>
<!--Note: Ideally, this 'securities BindingProxy' would be a static resource, but it only seems to detect the dynamic securities when it is in the visual tree.-->
<!--<Grid.Resources>
<u:BindingProxy x:Key="SecuritiesBindingProxy" x:Shared="False" Value="{DynamicResource {x:Static u:ResourceKeys.Securities}}"/>
</Grid.Resources>-->
<u:BindingProxy x:Name="SecuritiesBindingProxy" Value="{DynamicResource {x:Static u:ResourceKeys.Securities}}"/>
<TextBlock>
<TextBlock.Text>
<MultiBinding>
<MultiBinding.Converter>
<cv:MultiValueConverterPipe>
<cv:DictionaryLookupConverter/>
<x:Static MemberType="cv:ValueConverters" Member="SecuritySelectorText"/>
</cv:MultiValueConverterPipe>
</MultiBinding.Converter>
<Binding Path="Value" ElementName="SecuritiesBindingProxy"/>
<Binding Path="param.value"/>
</MultiBinding>
</TextBlock.Text>
</TextBlock>
</Grid>
</DataTemplate>
</u:TemplateSelectorKeyValue>
</usp:AlgoParamTemplateSelector.KeyedTemplates>
<!--Bool-->
<usp:AlgoParamTemplateSelector.BoolTemplate>
@@ -345,21 +320,6 @@
</usp:PriceEntryControl>
</DataTemplate>
</u:TemplateSelectorKeyValue>
<u:TemplateSelectorKeyValue Key="{x:Static u:TemplateKeys.SecurityKey}">
<DataTemplate>
<c:ContractPickerPopup
CloseOnCancel="True"
CloseOnOK="True"
Header="{Binding SelectedSecurity, RelativeSource={RelativeSource Self}, Converter={x:Static cv:ValueConverters.SecuritySelectorText}}"
IsEditMode="False"
IsLazy="True"
SecurityMap="{DynamicResource {x:Static u:ResourceKeys.Securities}}"
SelectedSecurityKey="{Binding param.value}"
ShowDialogSkirt="True"
OKClick="{x:Static c:ContractPickerPopup.FlushSelectedSecurityKeyHandler}"
/>
</DataTemplate>
</u:TemplateSelectorKeyValue>
</usp:AlgoParamTemplateSelector.KeyedTemplates>
<!--Bool-->
<usp:AlgoParamTemplateSelector.BoolTemplate>
@@ -553,9 +513,6 @@
LegTuples="{Binding leg_tuples}"
RemoveLegCommand="{Binding remove_leg}"
ContractPickerModel="{Binding contract_picker_model}"
IsEnabled="{Binding IsReadOnly, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}, Converter={StaticResource NotConverter}}"
HedgePricing="{Binding hedge_pricing}"
HedgePricingItemsSource="{Binding hedge_pricing_options}"
/>
</AdornerDecorator>
</DataTemplate>
@@ -10,7 +10,7 @@ using System.Reactive.Disposables;
namespace mbts.spark {
static class AlgoParamRowsHelper {
public static IDisposable connect(AlgoDefinitionVM algo, ObservableAggregateCollection<AlgoParamRowVM> rows, bool include_algo_type_rows) =>
algo == null ? null : new CompositeDisposable(algo.observe_algo_root().OnDispatcher().SubscribeEach(a => {
algo == null ? null : new CompositeDisposable(algo.observe_algo_root().SubscribeEach(a => {
rows.clear_collections();
if (a == null)
return Disposable.empty;
@@ -77,7 +77,7 @@ namespace mbts.spark {
include_algo_type_rows ?
(ObservableCollection<AlgoParamRowVM>)new ObservableAppendCollection<AlgoParamRowVM>(child_rows, selector_wrapper) :
child_rows,
s.subscribe_selected_algo().OnDispatcher().SubscribeEach(a => {
s.subscribe_selected_algo().SubscribeEach(a => {
s.value = a;
child_rows.clear_collections();
return _wrap_rows(a, selector_wrapper, child_rows, include_algo_type_rows);
@@ -21,7 +21,7 @@ namespace mbts.ui.spark {
class AlgoParamTemplateSelector : DataTemplateSelector {
public static readonly Type generic_algo_param_itype = typeof(IAlgoParamVM<>);
KeyedCollection<TemplateSelectorKeyValue, string> _keyed_templates = new KeyedCollection<TemplateSelectorKeyValue, string>(tsk => tsk.Key.ToString());
KeyedCollection<TemplateSelectorKeyValue, string> _keyed_templates = new KeyedCollection<TemplateSelectorKeyValue, string>(tsk => tsk.Key);
public DataTemplate BoolTemplate { get; set; }
public DataTemplate NullableBoolTemplate { get; set; }
@@ -68,64 +68,25 @@ namespace mbts.spark {
nameof(OrderBookRowVM.symbol)),
DataGridFilterKnownTemplates.DiscreteValues,
DefaultColumnWidths.Symbol);
// algo items view (common resources)
var algo_items_comp = AlgoCollectionHelper.algo_data_vm_comparer.to_non_generic();
var algo_items_group_desc = new PropertyGroupDescription(nameof(AlgoDataVM.group));
// order type
var order_type_filter = DiscreteValuesFilterVM.CreateTableUpdate<FillTuple, AlgoDataVM, AlgoID, OrderType[]>(
ft => new AlgoDataVM(ft.algo ?? AlgoData.empty),
AlgoDataVM.id_fn,
ots => Array.ConvertAll(ots ?? Array.Empty<OrderType>(), ot => AlgoID.from_algo_key(AlgoKey.from_known_type(ot))),
ids => ids.empty_if_null().Select(AlgoID.to_algo_key).Where(k => k.mode == AlgoKey.Mode.Factory).Select(k => k.factory).ToArray(),
out var order_type_observer,
out var order_type_items_view);
order_type_items_view.CustomSort = algo_items_comp;
order_type_items_view.GroupDescriptions.Add(algo_items_group_desc);
order_type_observer.OnNext(TableUpdate<AlgoDataVM, AlgoID>.mk_empty(AlgoDataVM.id_fn)
.with_added(OrderDataHelper.all_order_types
.Select(OrderDataHelper.Defaults.CustomOrderDefinitionImmutable)
.Select(AlgoData.from_custom_def)
.Select(d => new AlgoDataVM(d))));
var order_type_filter = dv_filter(OrderDataHelper.all_order_types, r => r.order?.order_type() ?? OrderType.None);
add_col_expl(Columns.OrderType,
new OrderTypeColumn<Columns>(Columns.OrderType, new Binding(nameof(Row.badge_fill)), new Binding(nameof(Row.display_name)), order_type_filter) {
id = col_id(Columns.OrderType),
sort_member_path = nameof(Row.order_type)
}, order_type_filter);
// root algo type
var root_algo_type_filter = DiscreteValuesFilterVM.CreateTableUpdate<FillTuple, AlgoDataVM, AlgoID>(
ft => new AlgoDataVM(ft.root_algo ?? AlgoData.empty),
AlgoDataVM.id_fn,
out var root_algo_type_observer,
out var root_algo_type_items_view);
root_algo_type_items_view.CustomSort = algo_items_comp;
root_algo_type_items_view.GroupDescriptions.Add(algo_items_group_desc);
add_col_expl(Columns.RootAlgoType,
new OrderTypeColumn<Columns>(
Columns.RootAlgoType,
new Binding(nameof(Row.root_algo_badge_color)) { Converter = new ui.converters.ColorToBrushConverter() },
new Binding(nameof(Row.root_algo_display_name)),
root_algo_type_filter,
DefaultColumnHeaders.RootAlgoType) {
id = col_id(Columns.RootAlgoType),
sort_member_path = nameof(Row.root_algo_order_type)
}, root_algo_type_filter);
// side
var side_filter = dv_filter(new[] { Side.Buy, Side.Sell }, r => r.fill.Side);
add_col_expl(Columns.Side, new SideColumn<Row, Columns>(Columns.Side, r => r.side, side_filter) { id = col_id(Columns.Side) }, side_filter);
// all others (easily identified by the enum 'Columns.Foo')
add_col(Columns.FillTime, DefaultColumnHeaders.FillTime, r => r.fill_time.ToString("M/d h:mm:ss tt"), new TimeFilterVM<FillTuple>(r => r.fill.Timestamp.ToDateTimeOffset().LocalDateTime), DataGridFilterKnownTemplates.TimeFilter, DefaultColumnWidths.Time);
add_col(Columns.User, DefaultColumnHeaders.User, r => r.user, dv_filter_rx(_model.factory.subscribe_users().Select(d => d.Values.Ordered()), r => r.order?.user() ?? string.Empty), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.User);
add_col(Columns.Account, DefaultColumnHeaders.Account, r => r.account, dv_filter_rx(_model.factory.subscribe_accounts().Select(d => d.Values.Ordered()), r => r.account), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.Account);
add_col(Columns.User, DefaultColumnHeaders.User, r => r.user, dv_filter_rx(_model.factory.subscribe_users().Select(d => d.Values), r => r.order?.user() ?? string.Empty), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.User);
add_col(Columns.Account, DefaultColumnHeaders.Account, r => r.account, dv_filter_rx(_model.factory.subscribe_accounts().Select(d => d.Values), r => r.account), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.Account);
add_col(Columns.Exchange, DefaultColumnHeaders.Exchange, r => r.exchange.ToString(), dv_filter(EnumHelper.get_values<Venue>().ToArray(), r => r.security.exchange_or_default()), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.Exchange);
add_col(Columns.TimeInForce, DefaultColumnHeaders.TimeInForce, r => r.time_in_force.ToString(), dv_filter(EnumHelper.get_values<TimeInForce>().ToArray(), r => r.order?.time_in_force() ?? TimeInForce.Undefined), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.TimeInForce);
add_col(Columns.Size, DefaultColumnHeaders.Size, r => r.size.ToString(), new DoubleMinMax<FillTuple>(r => r.fill.LastShares), DataGridFilterKnownTemplates.UIntMinMax, DefaultColumnWidths.Size);
add_col(Columns.Price, DefaultColumnHeaders.Price, r => r.format_price(r.price), new DoubleMinMax<FillTuple>(r => r.fill.LastPrice), DataGridFilterKnownTemplates.DoubleMinMax, DefaultColumnWidths.Price);
add_col(Columns.FillKind, DefaultColumnHeaders.FillKind, r => r.fill_kind.ToString(), dv_filter(EnumHelper.get_values<FillKind>().ToArray(), r => r.fill.FillKind), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.FillKind);
add_col(Columns.FillStatus, DefaultColumnHeaders.FillStatus, r => r.fill_status.ToString(), dv_filter(EnumHelper.get_values<FillStatus>().ToArray(), r => r.fill.FillStatus), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.FillKind);
add_col(Columns.FillKey, DefaultColumnHeaders.FillKey, r => r.fill_key.ToString(), new RegexFilterVM<FillTuple>(r => r.fill.FillKey), DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.FillKey);
add_col(Columns.OrderKey, DefaultColumnHeaders.OrderKey, r => r.order_key.ToString(), new RegexFilterVM<FillTuple>(r => r.fill.OrderKey.ToString()), DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.OrderKey);
add_col(Columns.SecurityKey, DefaultColumnHeaders.SecurityKey, r => r.security_key.ToString(), new RegexFilterVM<FillTuple>(r => r.fill.SecurityKey.ToString()), DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.SecurityKey);
@@ -147,7 +108,6 @@ namespace mbts.spark {
});
_dispose = new CompositeDisposable(
ObservableAutoWrapper.connect(col_tups, columns, ct => ct.col),
ObservableAutoWrapper.connect_item_hooks(col_tups, ct => ct.filter as IDisposable),
RXCollection.connect(rows, fills_buffer.Filter(filter_src, FillTuple.key_fn), comp_src, ft => new Row(ft, model), r => r.fill_tuple),
fills_source.OnDispatcher().Subscribe(t => {
last_unfiltered_fills = t;
@@ -168,7 +128,6 @@ namespace mbts.spark {
};
_rows_manager.on_settings(fs, s.sorting_criterion);
}),
model.subscribe_all_algos().SelectKeyValue(AlgoDataVM.from_data, d => AlgoID.from_algo_key(d.data.key)).OnDispatcher().Subscribe(root_algo_type_observer),
settings_manager == null ? Disposable.empty : settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager)
);
// local methods
@@ -216,8 +175,8 @@ namespace mbts.spark {
static IObservable<TableUpdate<FillTuple, string>> _get_observable(IBus bus, OrdersModel model, FillsSettings state) {
if (!state.orders.is_null_or_empty()) {
var orders_hash = new HashSet<uint>(state.orders);
return model.on_fill_tuples_with_root.Filter(f => orders_hash.Contains(f.fill.OrderKey));
} else return model.on_fill_tuples_with_root;
return model.on_fill_tuples.Filter(f => orders_hash.Contains(f.fill.OrderKey));
} else return model.on_fill_tuples;
}
static IObservable<TableUpdate<FillTuple, string>> _get_observable(IBus bus, OrdersModel model, IObservable<FillsSettings> state) =>
@@ -229,11 +188,9 @@ namespace mbts.spark {
case Columns.Exchange: return wrap_default(ft => ft.security.exchange_or_default());
case Columns.FillKey: return wrap(ft => ft.fill.FillKey);
case Columns.FillKind: return wrap_default(ft => ft.fill.FillKind);
case Columns.FillStatus: return wrap_default(ft => ft.fill.FillStatus);
case Columns.FillTime: return wrap(ft => ft.fill.Timestamp.to_local_time());
case Columns.OrderKey: return wrap(ft => ft.fill.OrderKey);
case Columns.OrderType: return wrap_default(ft => ft.order?.order_type() ?? OrderType.None);
case Columns.RootAlgoType: return wrap_default(ft => ft.root_algo.HasValue ? ft.root_algo.Value.value.CustomCase : OrderType.None);
case Columns.Price: return wrap(ft => ft.fill.LastPrice);
case Columns.Security: return wrap(ft => ft.security ?? SecurityDataHelper.Defaults.SecurityImmutable);
case Columns.SecurityKey: return wrap(ft => ft.fill.SecurityKey);
@@ -267,10 +224,7 @@ namespace mbts.spark {
readonly OrdersModel _model;
readonly FillImmutable _fill;
readonly OrderRecordImmutable _order;
AlgoData? _root_algo => fill_tuple.root_algo;
AlgoDefinitionMetadata? _root_algo_meta => fill_tuple.root_algo_meta;
Brush _badge_fill;
Color? _root_algo_badge_color;
OrderMetadata _order_metadata;
public Row(FillTuple fill_tuple, OrdersModel model) :
@@ -295,16 +249,9 @@ namespace mbts.spark {
public double price => _fill.LastPrice;
public double size => _fill.LastShares;
public FillKind fill_kind => _fill.FillKind;
public FillStatus fill_status => _fill.FillStatus;
public string fill_key => _fill.FillKey;
public string order_key => _order.Key.ToString();
// Root Algo
public OrderType root_algo_order_type => _root_algo.HasValue ? _root_algo.Value.value.CustomCase : OrderType.None;
public OrderMetadata root_algo_order_metadata => _model.factory.get_metadata(root_algo_order_type);
public Color root_algo_badge_color => _root_algo_badge_color ?? (_root_algo_badge_color = OrderUtils.badge_color(_root_algo_meta, root_algo_order_metadata)).Value;
public string root_algo_display_name => fill_tuple.root_order_security?.display_name() ?? OrderType.None.display_name();
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();
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