Compare commits
1
Commits
| Author | SHA1 | Date | |
|---|---|---|---|
 Michael Harding
|
189157b1c7 |
No files matched your search
+34
-36
@@ -1,36 +1,34 @@
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nohup.out
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build/
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cmake-build-debug/
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.idea/
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.dir-locals.el
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*.pyc
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.vscode/*
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!.vscode/*.json
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.vs
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obj/
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*.csproj.user
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*.vspx
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*.psess
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msbuild.log
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*.orig
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vcxproj.user
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src/client/spark/Properties/launchSettings.json
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compile_commands.json
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.cquery_cached_index/
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src/client/sparkcmd/Properties/launchSettings.json
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node_modules
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paket-files
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project.lock.json
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src/server/sparkd/orderman/perf_analysis/data
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src/server/sparkd/orderman/perf_analysis/logs/
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src/server/sparkd/orderman/perf_analysis/trace_data/
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.fake
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*.fsx.lock
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*.code-workspace
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src/lib/orderman/perf_analysis/logs/latency_data/
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trace_data/
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/src/lib/orderman/perf_analysis/last_pretty_log.csv
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/src/lib/orderman/perf_analysis/log.csv
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/doc/user/public/*
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.ionide/*
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src/web/ui/.ionide/symbolCache.db
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nohup.out
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build/
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cmake-build-debug/
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.idea/
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.dir-locals.el
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*.pyc
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.vscode/*
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!.vscode/*.json
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.vs
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obj/
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*.csproj.user
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*.vspx
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*.psess
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msbuild.log
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*.orig
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vcxproj.user
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src/client/spark/Properties/launchSettings.json
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compile_commands.json
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.cquery_cached_index/
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src/client/sparkcmd/Properties/launchSettings.json
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node_modules
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paket-files
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project.lock.json
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src/server/sparkd/orderman/perf_analysis/data
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src/server/sparkd/orderman/perf_analysis/logs/
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src/server/sparkd/orderman/perf_analysis/trace_data/
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.fake
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*.fsx.lock
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*.code-workspace
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src/lib/orderman/perf_analysis/logs/latency_data/
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trace_data/
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/src/lib/orderman/perf_analysis/last_pretty_log.csv
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/src/lib/orderman/perf_analysis/log.csv
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/doc/user/public/*
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Vendored
+2
-3
@@ -44,7 +44,6 @@
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"debuggerPath": "/usr/bin/gdb"
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},
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"sourceFileMap": {
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"/home/bts/spark/build/ninja_debug/sdk/examples" : "${workspaceRoot}/src/sdk/examples",
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"/home/bts/spark/": "${workspaceRoot}"
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}
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},
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@@ -105,7 +104,7 @@
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"request": "launch",
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"program": "C:/Program Files/Microsoft Office/Office14/EXCEL.EXE",
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"args": [
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"${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64.xll"
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"${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64-packed.xll"
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],
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"cwd": "${workspaceRoot}",
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"stopAtEntry": false,
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@@ -250,7 +249,7 @@
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"program": "/home/bts/spark/build/ninja_debug/server/sparkd",
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"args": [
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"test",
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"[algo]"
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"SingleWriterConcurrentVector"
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],
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"stopAtEntry": false,
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"cwd": "/home/bts/spark/build/ninja_debug/server/",
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@@ -59,7 +59,6 @@ else ()
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COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libACE-5.7.5.so ${CMAKE_BINARY_DIR}/server
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COMMAND mkdir ARGS -p ${CMAKE_BINARY_DIR}/server/plugins
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COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/sdk/examples/order_plugin_example.so ${CMAKE_BINARY_DIR}/server/plugins/
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COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/sdk/examples/excel_plugin_example.so ${CMAKE_BINARY_DIR}/server/plugins/
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COMMENT "Creating server runtime layout"
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DEPENDS sparkd data_files_dir)
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@@ -1 +1 @@
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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)
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set(sources /home/ppinto/Dropbox/bts/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Algos/_index.md;content/bts_spark/Glossary/index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Help/index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Launcher/index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Logging-In-to-the-System/index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/index.md;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/My-Windows/index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Settings/index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Spreader/index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/index.md;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/release_notes/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)
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+4
-13
@@ -1,11 +1,11 @@
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+++
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title = "Basic Algos"
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weight = 1
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title = "BTS Basic Algos"
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weight = 10
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sort_by = "weight"
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insert_anchor_links = "right"
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aliases = ["./bts_spark/Algos/"]
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+++
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## Lean
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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
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@@ -43,13 +43,4 @@ An OCO order creates a relationship between a child order and a 'stop' or 'other
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Composing this order with Cover simulates scalping functionality
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##### Parameters
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* Stop Ticks - ticks below or above main order to place stop / other order
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## Splitter
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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.
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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.
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##### Parameters
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* exposed_qty - The total quantity to expose on the market.
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* max_order_qty - The maximum size of a single order.
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* Stop Ticks - ticks below or above main order to place stop / other order
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@@ -4,106 +4,6 @@ weight = 3
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sort_by = "weight"
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insert_anchor_links = "right"
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+++
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## 2.7.2
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### User Visible Changes
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- Changed the login dialog to avoid leaking workspace names from other users.
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- Added new Splitter algo. From the manual: The splitter is useful
|
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for pro-rata markets where you want to vary your exposure
|
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independent of the order quantity that you want to fill. The
|
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splitter will complete when the number of fills reaches or exceeds
|
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the order quantity but it will put exposed_qty total size on the
|
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market. Splitter favors order size over queue position.
|
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### Internal Changes
|
||||
- Made spark more resilient to lack of connectivity to the CME web site for downloading of templates.
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||||
## 2.7.1
|
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### User Visible Changes
|
||||
- Fixed some issues with the Cover algo, where in some circumstances
|
||||
it would erroneously cancel launched hedges on completion.
|
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|
||||
## 2.7.0
|
||||
### User Visible Changes
|
||||
- Allowed algos to process "in-flight" fills while shutting down
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||||
- 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 overlayed on the volumn column
|
||||
- In the ladder, corrected display of volume tool tip
|
||||
- In the ladder, changed the consolidation of last trade to consider only the price ignoring aggressor changes
|
||||
- Added an option for the Top Algo to delete itself if within N ticks from top of book
|
||||
- Address a rare issue that could lead to an error report on UI exit
|
||||
- Added margin risk limits
|
||||
- Added the "Offset" algo. Offset prices a child algo at a parameterizable distance from the top of the book
|
||||
- Avoided switching the current account and order type on open ladders when limits are changed
|
||||
### Internal Changes
|
||||
- Ensure that admin logins are always allowed to login, regardless of keycode status.
|
||||
|
||||
## 2.5.0
|
||||
### User Visible Changes
|
||||
- Added loss limit risk check
|
||||
- Made algos, synthetics and user names private so that multiple users can share a single system privately.
|
||||
- Allowed the mini order book defaults for column widths to be changed from the mini order book
|
||||
- Allowed the mini order book to shrink to the minimum size that will be needed to display the selected columns
|
||||
- Improved accuracy of the directional arrow when displaying last trades in the volumn column
|
||||
## 2.4.0
|
||||
### User Visible Settings
|
||||
- In the ladder, changed the last trade column to accumulate successive trades at the same price
|
||||
- Fixed a bug in the order book where the right side ladder would display the top leve order's security rather then current row's
|
||||
- Added OK, Cancel buttons to the security picker for ladder profiles or sounds
|
||||
- Added ladder settings for the mini order book
|
||||
- Added a safety check to guard against unintentional market crosses
|
||||
- Improved the Queue Holder mode in the spreader:
|
||||
- Added a Show Quantity, allowing the spreader to keep queue position of the trailing orders as Fills (of size Show Qty) happen
|
||||
- Improved spreader performance when in Queue Holder mode
|
||||
### Internal changes
|
||||
- Suppressed order callbacks for completed/canceled orders. This should eliminate some bogus error logs by spreader orders.
|
||||
- Addressed a potential concurrency issues with service initialization.
|
||||
|
||||
|
||||
## 2.3.0
|
||||
### User Visible Changes
|
||||
- Introduced multiple settings profiles for the ladder
|
||||
- This allows multiple standard configuration for the ladder, optionally with security specific variations
|
||||
- Made Cover order more independent from its hedging chidren:
|
||||
- Cover continues to operate even if an hedging child is canceled
|
||||
- When a cover is canceled it will detach from any running hedging children, instead of canceling them
|
||||
- Changed Lean, Join and Cover algos to hide themselves in the ladder once they have completed their work
|
||||
- Changed manual fills to appear in day PnL rather than in the SOD records
|
||||
- Add buy/sell coloring to fill rows in fills window
|
||||
- Streamlined the mini order book:
|
||||
- Display of the mini order book popup is quicker
|
||||
- Only exchange orders are displayed
|
||||
- Update buttons are only displayed for orders that are under control of an algo with the update applying to the entire algo, not just the exchange order
|
||||
- We can now select multiple rows to attach, detach, update or cancel multiple orders in a batch
|
||||
- A checkbox column has been added to make clearer which rows are selected
|
||||
### API Changes
|
||||
- Enhanced the API to allow algos to implement custom cancel handling
|
||||
- Allowed algos to control their visibility in the ladder through the API
|
||||
### Internal Changes
|
||||
- Added system requirements to Spark documentation
|
||||
- Implemented keycodes
|
||||
- Temporarily rejected stop and stop limit orders, pending bug fixes
|
||||
|
||||
## 2.2.0
|
||||
### User Visible Changes
|
||||
- Made our orders easier to spot in MBO display
|
||||
@@ -118,9 +18,6 @@ insert_anchor_links = "right"
|
||||
- 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
|
||||
@@ -224,7 +121,7 @@ insert_anchor_links = "right"
|
||||
- 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
|
||||
@@ -347,7 +244,7 @@ insert_anchor_links = "right"
|
||||
- The zoom slider can be enabled from Ladder Form -> Settings button -> Left Pane tab -> check Zoom Slider checkbox
|
||||
- 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␍
|
||||
- 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
|
||||
@@ -454,7 +351,6 @@ insert_anchor_links = "right"
|
||||
- All windows now contain a settings page where grid settings (font color, size, etc) are applied
|
||||
- These settings can be saved on a per-window basis or as a Default for newly-launched windows
|
||||
|
||||
|
||||
## 1.3.1 Through 1.3.4
|
||||
|
||||
### Speed Enhancements
|
||||
|
||||
@@ -1,55 +0,0 @@
|
||||
+++
|
||||
title = "System Requirements"
|
||||
weight = 4
|
||||
sort_by = "weight"
|
||||
insert_anchor_links = "right"
|
||||
+++
|
||||
|
||||
|
||||
### Minimum Workstation
|
||||
* New XPS Tower
|
||||
* 8th Generation Intel® Core™ i7-8700 6-Core Processor (12M Cache, up to 4.6 GHz)
|
||||
* 16GB, 2666MHz, DDR4 up to 64GB
|
||||
* Windows 10 Professional 64-bit
|
||||
* NVIDIA® GeForce® GTX 1070 with 8GB GDDR5 Graphics Memory
|
||||
* 1 x 2.5" 256GB SATA Solid State Drive
|
||||
|
||||
### Recommended Workstation
|
||||
* Similar or better than:
|
||||
* Dell Precision Tower 5820
|
||||
* Intel Xeon W-2145 3.7GHz, 4.5GHz Turbo, 8C, 11M Cache, HT, (140W) DDR4-2666
|
||||
* Windows 10 Professional 64-bit
|
||||
* NVIDIA® Quadro® P1000, 4GB, 4 mDP
|
||||
* 16GB (4x4GB) 2133MHz DDR4 RDIMM ECC
|
||||
* 2 x 2.5" 256GB SATA Solid State Drive running RAID1
|
||||
|
||||
|
||||
### BTS Recommended Server Specifications
|
||||
* Dell R640
|
||||
* 2x Intel Xeon Gold 6148 2.40GHz 20-Core Processors. For better performance BTS recommends Intel® Xeon® Platinum 8268 2.9G, 24 Core CPU
|
||||
* 192GB RAM 2666MHz DDR4
|
||||
* 3x 480GB SSD RAID 5 HBA Minicard
|
||||
* iDRAC 9 Enterprise
|
||||
* Embedded Broadcom NIC
|
||||
* Solarflare SFN8522-R2
|
||||
* Redundant Power Supply
|
||||
|
||||
### BTS Minimum Server Specifications
|
||||
* Dell R620
|
||||
* Chassis with up to 8, 2.5” Hard Drives, up to 2 PCIe Slots (With Optional Riser)
|
||||
* 2 x Intel® E5-2670 (16 total cores/ 32 total threads)
|
||||
* 64GB total memory
|
||||
* RAID 1 for H330/H730/H730P
|
||||
* PERC H730 RAID Controller, 1GB NV Cache
|
||||
* 3 x 300GB 10K RPM SATA 6Gbps 2.5in Hot-plug Hard Drive (RAID 5)
|
||||
* iDRAC8 Enterprise, integrated Dell Remote Access Controller, Enterprise (varies by hosting company)
|
||||
* Solarflare Ultra SFN7122F Dual-Port 10GbE (10 GB connectivity requirements, copper vs optical, varies by hosting company).
|
||||
* Dual, Hot-plug, Redundant Power Supply (1+1), 750W
|
||||
* Performance BIOS Setting
|
||||
* ReadyRails Sliding Rails Without Cable Management Arm (varies by hosting company)
|
||||
|
||||
### Edge Tablet Requirements
|
||||
* Similar or better than:
|
||||
* Microsoft Surface Pro 4 Or Motion R12
|
||||
* Intel i7
|
||||
* 8 GB DDR4 RAM
|
||||
@@ -1,6 +1,7 @@
|
||||
#/bin/bash
|
||||
#python -m mkdocs build -d site
|
||||
|
||||
cp -r ../../src/sdk/doc/* ./content/bts_spark_sdk/Server/
|
||||
./run_zola.sh build
|
||||
|
||||
scp -r ./public bts@bluetradesys.com:/home/bts/doc/
|
||||
@@ -13,3 +14,7 @@ sudo mv ./public/* /var/www/documentation/
|
||||
EOF
|
||||
|
||||
rm -r public
|
||||
cd ./content/bts_spark_sdk/server/
|
||||
find . -not -name '_index.md' -delete
|
||||
cd ../..
|
||||
|
||||
@@ -7,12 +7,12 @@ using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Reactive.Subjects;
|
||||
using bts.api.core;
|
||||
using mbts.ui.shell;
|
||||
|
||||
namespace mbts.spark {
|
||||
[Export]
|
||||
class AdminModel : IDisposable {
|
||||
public readonly UserTuple user;
|
||||
readonly string _user_name;
|
||||
public string user_name => _user_name;
|
||||
|
||||
readonly BehaviorSubject<IReadOnlyDictionary<uint, string>>
|
||||
_accounts_subject = new BehaviorSubject<IReadOnlyDictionary<uint, string>>(new Dictionary<uint, string>()),
|
||||
@@ -24,14 +24,14 @@ namespace mbts.spark {
|
||||
IDisposable _dispose;
|
||||
|
||||
[ImportingConstructor]
|
||||
AdminModel(AdminService service, [Import]UserTuple user) {
|
||||
this.user = user;
|
||||
AdminModel(AdminService service, [Import("username")]string user_name) {
|
||||
_user_name = user_name;
|
||||
_dispose = service.subscribei_admin_data().Select(update => {
|
||||
_wrapper_subject.OnNext(new AdminModelWrapper(update.all.TryFirst(), user.name));
|
||||
_wrapper_subject.OnNext(new AdminModelWrapper(update.all.TryFirst(), _user_name));
|
||||
IEnumerable<BTSUserImmutable> active_users =
|
||||
from admin_data in update.all
|
||||
from bts_user in admin_data.Users
|
||||
where bts_user.Name == user.name && bts_user.HasUserData && bts_user.UserData.HasAccountPermissions
|
||||
where bts_user.Name == user_name && bts_user.HasUserData && bts_user.UserData.HasAccountPermissions
|
||||
select bts_user;
|
||||
|
||||
IEnumerable<BTSAccountImmutable> active_accounts =
|
||||
@@ -62,6 +62,14 @@ namespace mbts.spark {
|
||||
public IObservable<IReadOnlyList<AccountTuple>> on_account_tuples => on_accounts.Select(d => d.Select(kv => new AccountTuple(kv.Key, kv.Value)).ToList());
|
||||
public IObservable<AdminModelWrapper> on_admin_data => _wrapper_subject.AsObservable();
|
||||
|
||||
public UserTuple? get_current_user() {
|
||||
foreach (var kv in _user_map) {
|
||||
// just for good measure, there should never be > 1 element in _user_map, and it should always match _user_name
|
||||
if (kv.Value == _user_name)
|
||||
return new UserTuple(kv.Key, kv.Value);
|
||||
}
|
||||
return null;
|
||||
}
|
||||
public AccountTuple? get_default_account() {
|
||||
foreach (var kv in _account_map) {
|
||||
return new AccountTuple(kv.Key, kv.Value);
|
||||
|
||||
@@ -3,7 +3,6 @@ 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;
|
||||
@@ -23,7 +22,7 @@ namespace bts.ui {
|
||||
IDisposable _dispose;
|
||||
|
||||
[ImportingConstructor]
|
||||
public AboutDaemon(IBus bus, [Import(LoginContainer.Exports.UserName)]string username) {
|
||||
public AboutDaemon(IBus bus, [Import("username")]string username) {
|
||||
_user = username;
|
||||
_bus = bus;
|
||||
_dispose = bus.subscribe(SparkTags.About).OnDispatcher().Subscribe(_ => show_about());
|
||||
|
||||
@@ -10,7 +10,6 @@ using System.Reactive.Linq;
|
||||
using System.Windows.Threading;
|
||||
using System.Windows;
|
||||
using System.Threading.Tasks;
|
||||
using mbts.ui.shell;
|
||||
|
||||
namespace bts.spark
|
||||
{
|
||||
@@ -21,7 +20,7 @@ namespace bts.spark
|
||||
IDisposable _dispose;
|
||||
|
||||
[ImportingConstructor]
|
||||
public ErrorReporter(ErrorReportService svc, IBus bus, [Import(LoginContainer.Exports.UserName)] string username) {
|
||||
public ErrorReporter(ErrorReportService svc, IBus bus, [Import("username")] string username) {
|
||||
_svc = svc;
|
||||
_username = username;
|
||||
_dispose = bus.subscribe(SparkTags.Support).OnDispatcher().Subscribe(msg => show_support_window(msg, "Report a problem"));
|
||||
@@ -83,6 +82,7 @@ namespace bts.spark
|
||||
}
|
||||
}
|
||||
|
||||
//public static async Task<Result<T>>
|
||||
public static async Task<(T value, bool success)> safe_execute<T>(this ErrorReporter error_reporter, Func<Task<Result<T>>> execute, Func<T, bool> get_success, Func<T, string> get_error_msg, string desc) {
|
||||
try {
|
||||
var result = await execute();
|
||||
@@ -101,31 +101,5 @@ namespace bts.spark
|
||||
void _report_error(string msg) =>
|
||||
error_reporter.report_error($"Error {desc}: {msg}", AlgoStudioWindow.NAME, MessageBoxImage.Warning);
|
||||
}
|
||||
|
||||
public static async Task<TResult> safe_execute<T, TResult>(
|
||||
this ErrorReporter error_reporter,
|
||||
Func<Task<Result<T>>> execute,
|
||||
Func<T, bool> get_success,
|
||||
Func<T, string> get_error_msg,
|
||||
Func<T, bool, TResult> result_selector,
|
||||
string desc) {
|
||||
//
|
||||
try {
|
||||
var result = await execute();
|
||||
if (!result.success) {
|
||||
_report_error(result.error_message);
|
||||
} else if (!get_success(result.value)) {
|
||||
_report_error(get_error_msg(result.value));
|
||||
} else {
|
||||
return result_selector(result.value, true);
|
||||
}
|
||||
} catch (Exception ex) {
|
||||
_report_error(ex.ToString());
|
||||
}
|
||||
return result_selector(default, false);
|
||||
//
|
||||
void _report_error(string msg) =>
|
||||
error_reporter.report_error($"Error {desc}: {msg}", AlgoStudioWindow.NAME, MessageBoxImage.Warning);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -15,7 +15,6 @@ using System.Collections.Concurrent;
|
||||
using System.Threading;
|
||||
using bts.api.user;
|
||||
using bts.md;
|
||||
using mbts.ui.shell;
|
||||
|
||||
namespace bts {
|
||||
[Export(typeof(IInitializable))]
|
||||
@@ -28,8 +27,8 @@ namespace bts {
|
||||
static uint get_naggle() => mbts.config.Configuration.get<md.RelayOptions>().naggle_ms;
|
||||
|
||||
[ImportingConstructor]
|
||||
public MDDaemon(Lazy<IBus> bus, Lazy<AuthTokenImmutable> token, Lazy<SyntheticSecurityService> ss, [Import(LoginContainer.Exports.UserID)]uint user_id) :
|
||||
base(get_naggle(), MDSourceOptions.DeferInit, user_id) {
|
||||
public MDDaemon(Lazy<IBus> bus, Lazy<AuthTokenImmutable> token, Lazy<SyntheticSecurityService> ss) :
|
||||
base(get_naggle(), MDSourceOptions.DeferInit) {
|
||||
_bus = bus;
|
||||
_token = token;
|
||||
_ss = ss;
|
||||
|
||||
@@ -11,7 +11,6 @@ using System.Collections.Generic;
|
||||
using System.ComponentModel.Composition;
|
||||
using System.Reactive.Linq;
|
||||
using System.Windows;
|
||||
using LadderSettings = mbts.spark.LadderSettings;
|
||||
|
||||
namespace bts.shell {
|
||||
[Export(typeof(IShellDaemon))]
|
||||
@@ -49,14 +48,14 @@ namespace bts.shell {
|
||||
void _show_order_ticket(SecurityMD smd) =>
|
||||
_show_order_window(new OrderTicket {
|
||||
DataContext = new NewOrderTicketVM(_model, smd,
|
||||
Observable.Return(LadderSettings.Default))
|
||||
Observable.Return(_model.factory.default_ladder_settings(smd.security)))
|
||||
});
|
||||
|
||||
void _show_order_ticket((OrderDefinitionImmutable def, double price, uint size) ops) {
|
||||
if (_md_map.TryGetValue(ops.def.SecurityKey, out SecurityMD smd))
|
||||
_show_order_window(new OrderTicket {
|
||||
DataContext = new NewOrderTicketVM(_model, smd, ops.def, ops.price, ops.size,
|
||||
Observable.Return(LadderSettings.Default.calculator_buttons))
|
||||
Observable.Return(_model.factory.default_ladder_settings(smd.security).calculator_buttons))
|
||||
});
|
||||
}
|
||||
|
||||
@@ -67,7 +66,7 @@ namespace bts.shell {
|
||||
_show_order_window(new OrderModificationDialog {
|
||||
DataContext = new ExistingOrderTicketVM(_model,
|
||||
Observable.Return((md,ori.order)),
|
||||
Observable.Return(LadderSettings.Default.calculator_buttons)
|
||||
Observable.Return(_model.factory.default_ladder_settings(ori.sec.Value).calculator_buttons)
|
||||
)
|
||||
});
|
||||
}
|
||||
|
||||
@@ -69,11 +69,11 @@ namespace bts {
|
||||
cpv.Width = double.NaN;
|
||||
cpv.Height = double.NaN;
|
||||
|
||||
vm.ok_action += () => {
|
||||
vm.ok_action = () => {
|
||||
window.Close();
|
||||
message.complete(select_result(vm)).execute(_bus);
|
||||
};
|
||||
vm.cancel_action += () => window.Close();
|
||||
vm.cancel_action = () => window.Close();
|
||||
window.move_to_mouse();
|
||||
window.Show();
|
||||
}
|
||||
|
||||
@@ -3,7 +3,6 @@ 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;
|
||||
@@ -24,7 +23,7 @@ namespace bts.perf {
|
||||
Ping _pinger = new Ping();
|
||||
|
||||
[ImportingConstructor]
|
||||
public ShellLatencyDaemon(ShellLatencyService service, [Import(LoginContainer.Exports.UserName)] string user) {
|
||||
public ShellLatencyDaemon(ShellLatencyService service, [Import("username")] string user) {
|
||||
_service = service;
|
||||
_version = Configuration.get<bts.config.System>().version;
|
||||
_username = user;
|
||||
|
||||
@@ -24,7 +24,6 @@ namespace mbts.ui {
|
||||
AddFileThinGeometryKey = nameof(AddFileThinGeometryKey),
|
||||
AttachAlgosKey = nameof(AttachAlgosKey),
|
||||
CheckMarkGeometryKey = nameof(CheckMarkGeometryKey),
|
||||
CopyWFGeometryKey = nameof(CopyWFGeometryKey),
|
||||
DataEditGeometryKey = nameof(DataEditGeometryKey),
|
||||
DetachAlgosKey = nameof(DetachAlgosKey),
|
||||
DiskGeometryKey = nameof(DiskGeometryKey),
|
||||
@@ -148,7 +147,6 @@ namespace mbts.ui {
|
||||
public static ImageSource ModifyOrder { get { return load_resource_and_freeze("ModifyOrder"); } }
|
||||
public static ImageSource CheckMark => create_icon(CheckMarkGeometryKey);
|
||||
public static ImageSource Clock { get { return load_resource_and_freeze("Clock"); } }
|
||||
public static ImageSource CopyWF => create_icon(CopyWFGeometryKey);
|
||||
public static ImageSource DataEdit => create_icon(DataEditGeometryKey, Brushes.White, new Pen(Brushes.Black, 1).frozen());
|
||||
public static ImageSource Defrag { get { return load_resource_and_freeze("Defrag"); } }
|
||||
public static ImageSource DetachAlgos => create_icon_and_rotate(DetachAlgosKey, Brushes.Red);
|
||||
|
||||
@@ -48,10 +48,6 @@
|
||||
</sys:String>
|
||||
</x:Array>
|
||||
|
||||
<sys:String x:Key="{x:Static mbts:Icons.CopyWFGeometryKey}">
|
||||
M14.733902,12.084991L9.751783,17.388992 12.982842,17.436005C13.569886,17.462997 14.5229,17.350998 14.876848,17.005005 14.954852,16.929993 15.031879,16.824005 15.02486,16.593002 14.986895,15.457993 14.838883,13.438004 14.733902,12.084991z M22.507753,11.134453C22.480678,11.134323,22.467085,11.135494,22.469961,11.136993L20.64694,11.145004 16.291904,11.192993C16.388891,12.405991 16.596901,15.100998 16.647928,16.539001 16.668924,17.177994 16.448888,17.742004 16.007904,18.168991 15.210897,18.947998 13.893864,19.065002 13.179865,19.065002L9.2818066,19.005005 9.3258129,25.522003 9.3728109,25.528 9.3278271,25.882996 9.3317944,26.395996 9.3107983,26.397995C9.3167797,26.789993,9.3378369,27.552994,9.3958212,29.065994L9.4068075,29.393005C9.4207855,29.819992 9.5648295,29.994995 9.6707884,30.089005 9.9807898,30.365997 10.539817,30.390991 10.717799,30.369003L10.717799,30.375C10.88284,30.354996 11.280855,30.356003 12.823844,30.365997 13.867863,30.371002 15.206869,30.376999 16.594886,30.376999 20.757965,30.376999 23.270998,30.354996 23.862007,30.311005 24.454971,30.268005 24.661029,29.154999 24.690021,28.729996 24.690021,28.729996 24.677997,27.876999 24.661029,26.582993 24.612016,22.671005 24.51198,14.697998 24.472002,12.802002 24.461013,12.302994 24.316969,11.929993 24.034008,11.662003 23.547475,11.200003 22.697284,11.13536 22.507753,11.134453z M8.8867823,2.8410034L2.5417312,10.296997 6.4037791,10.356995C6.8917614,10.390991 8.3258005,10.341003 8.9567896,9.7299957 9.1738335,9.5189972 9.2667919,9.2659912 9.2558046,8.9089966 9.2067934,7.3889923 9.0258213,4.7480011 8.8867823,2.8410034z M10.424826,1.6239929C10.551842,3.302002 10.816799,6.951004 10.876797,8.8560028 10.903836,9.6750031 10.636804,10.360992 10.083818,10.897995 9.0667769,11.882004 7.3527657,11.987991 6.6627546,11.987991 6.4657918,11.987991 6.3367616,11.979004 6.3177796,11.977005L1.6477377,11.905991C1.6387044,14.278992 1.6236895,20.283997 1.6496909,22.358994 1.651705,22.569992 1.6437093,22.780991 1.6366904,22.992004 1.6117265,23.593994 1.5926833,24.112991 1.8537338,24.386002 2.0716933,24.612991 2.6497034,24.886002 4.1457549,24.886002 6.0127832,24.886002 7.0867711,24.876999 7.6967641,24.867004L7.6457993,17.259995 14.853899,9.5849915 16.681924,9.5650024 16.681924,9.5429993 19.454908,9.5289917 19.406934,2.6210022C19.323925,2.3549957,18.960945,1.6239929,17.387928,1.6239929z M9.1738335,0L17.387928,0C19.94692,0,20.874971,1.5299988,21.022983,2.4329987L21.077976,9.5209961 22.446951,9.5139923C22.43395,9.5130005 24.031017,9.4250031 25.148035,10.481995 25.753999,11.054001 26.071996,11.822998 26.092992,12.766998 26.142006,15.065994 26.281044,26.268997 26.307047,28.412003L26.311014,28.764999C26.279029,29.817993 25.750032,31.802002 23.979013,31.931 23.342958,31.977005 20.887972,32 16.683878,32 13.798893,32 11.107818,31.988998 10.808803,31.987991 10.789821,31.990997 9.5147806,32.112 8.6008288,31.309006 8.0858074,30.854996 7.8107797,30.229004 7.7838017,29.444992L7.7728153,29.126999C7.721789,27.759995 7.6978022,26.970993 7.6898061,26.490005 7.0547882,26.5 5.9867817,26.509003 4.1457549,26.509003 2.4377257,26.509003 1.3387128,26.192001 0.68367504,25.509003 -0.055286743,24.742004 -0.017322397,23.742004 0.012707477,22.938004 0.020702986,22.744003 0.028698692,22.559998 0.026684528,22.378998 -0.00029337304,20.240997 0.016674615,13.856995 0.026684528,11.212997L0.026684528,10.867004 0.14167619,10.610992 8.7147823,0.54100037 8.7088009,0.45899963 8.8018194,0.43800354z
|
||||
</sys:String>
|
||||
|
||||
<sys:String x:Key="{x:Static mbts:Icons.DocumentAddGeometryKey}">
|
||||
M10.830011,12.05L13.334007,12.05 13.334007,16.535997 17.819998,16.535997 17.819998,19.03902 13.334007,19.03902 13.334007,23.525016 10.830988,23.525016 10.830988,19.03902 6.3460046,19.03902 6.3449975,16.53499 10.830988,16.535997z M2.2799975,2.4149805L2.2799975,29.580015 22.121998,29.580015 22.121998,8.500008 15.83599,8.500008 15.83599,2.4149805z M0,0L15.83599,0 17.125998,0 22.681996,5.439977 24.407,7.125007 24.407,32.000001 0,32.000001z
|
||||
</sys:String>
|
||||
|
||||
@@ -5,7 +5,6 @@ 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;
|
||||
@@ -19,7 +18,7 @@ namespace bts.shell
|
||||
class MarketShellModule : IShellModule
|
||||
{
|
||||
[ImportingConstructor]
|
||||
public MarketShellModule(IBus bus, MDConsumer consumer, UserSettingsHub settings_hub, OrdersModel orders_model, [Import(LoginContainer.Exports.UserName)]string user_name) {
|
||||
public MarketShellModule(IBus bus, MDConsumer consumer, UserSettingsHub settings_hub, OrdersModel orders_model, [Import("username")]string user_name) {
|
||||
_tsf = new TimeAndSalesWindowFactory(this, bus, consumer, settings_hub);
|
||||
_mvf = new MarketViewWindowFactory(this, bus, settings_hub, orders_model);
|
||||
}
|
||||
|
||||
@@ -27,8 +27,8 @@ namespace mbts.spark {
|
||||
: this(bus, orders_model, state, state.SelectManyInSeries(s => s.security_criteria.subscribe_md(bus)), settings_manager) { }
|
||||
|
||||
// securities_connectable should NOT be connected already.
|
||||
MarketViewVM(IBus bus, OrdersModel orders_model, IObservable<StartupData> state, IObservable<IEnumerable<SecurityMD>> securities_source, IWindowSettingsManager<GridSettings> settings_manager)
|
||||
: base(RXCollection.Create(securities_source, SecurityDataHelper.EqualityComparer.MDComparer), null) {
|
||||
MarketViewVM(IBus bus, OrdersModel orders_model, IObservable<StartupData> state, IConnectableObservable<IEnumerable<SecurityMD>> securities_connectable, IWindowSettingsManager<GridSettings> settings_manager)
|
||||
: base(RXCollection.Create(securities_connectable, SecurityDataHelper.EqualityComparer.MDComparer), null) {
|
||||
_bus = bus;
|
||||
_orders_model = orders_model;
|
||||
security_filter = new RegexFilterVM<Row>(r => r.security.ToString(), nameof(Row.security));
|
||||
@@ -163,6 +163,7 @@ namespace mbts.spark {
|
||||
ask_price_filter, ask_merged_size_filter, ask_direct_size_filter, ask_implied_size_filter,
|
||||
last_price_filter, last_size_filter, day_change_filter, settlement_filter,
|
||||
session_low_filter, session_high_filter, position_filter, working_bid_volume_filter, working_ask_volume_filter, volume_filter, security_key_filter),
|
||||
securities_connectable.Connect(),
|
||||
settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager),
|
||||
WorkLoop.Start("MarketView", _refresh)
|
||||
);
|
||||
|
||||
@@ -7,7 +7,6 @@ using bts.utils;
|
||||
using mbts.persist;
|
||||
using mbts.ui;
|
||||
using mbts.ui.settings;
|
||||
using mbts.ui.shell;
|
||||
using mbts.ui.spark;
|
||||
using mbts.ui.utility;
|
||||
using mbts.utils;
|
||||
@@ -136,7 +135,6 @@ namespace mbts.spark {
|
||||
var show_synth_create_cmd_wrapper = new SparkCommandCommand(show_synth_create_actual_cmd.title, show_synth_create_actual_cmd.icon, show_synth_create_cmd, SparkCommands.KeyGestures.ShowSyntheticCreate);
|
||||
|
||||
var update_securities_cmd = SparkCommands.change_securities_callback(_window_type_display_name);
|
||||
// commands
|
||||
_commands = new List<SparkCommand> {
|
||||
SparkCommands.ShowLadders(SparkCommands.KeyGestures.ShowLadder).complete(_vm.selected_security_mds_observable(), smds => smds.Count > 0),
|
||||
SparkCommands.ShowOrderTicketFromSecurity(SparkCommands.KeyGestures.ShowOrderTicket).complete(_vm.current_security_md, md => md.HasValue, ConvertUtils.ValueOrDefault),
|
||||
@@ -146,18 +144,19 @@ namespace mbts.spark {
|
||||
SparkCommands.change_securities_command(() => (update_securities_cmd, _state.security_criteria)),
|
||||
// wrap the grid settings view factory in a dialogCommand here since the vm is destroyed/recreated when the security criteria changes
|
||||
SparkCommands.window_settings_command(new DialogCommand(() => {
|
||||
var vm = new ShellSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
|
||||
var vm = new WindowSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
|
||||
_settings_manager,
|
||||
us => us.market_view_grid,
|
||||
UserSettings.FileExtensions.GRID,
|
||||
s => _vm.grid_settings_manager.create_vm(
|
||||
// we need to get the most up to date GridSettings when launching b/c users may
|
||||
// have changed some settings on the grid directly, like column widths.
|
||||
s.with(_vm.columns.Select(c => c.create()))
|
||||
s.with(_vm.columns.Select( c => c.create())),
|
||||
this.observe_title()
|
||||
)
|
||||
);
|
||||
vm.SubscribeDisposed(literal_title_source.OnDispatcher().Subscribe(t => vm.title = t));
|
||||
var dialog = new ShellSettingsDialog { DataContext = vm };
|
||||
// TODO: bind to main window's Title
|
||||
var dialog = new SimpleGridSettingsDialog { Title = "Market View Grid Settings", DataContext = vm };
|
||||
vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
|
||||
return dialog;
|
||||
}))
|
||||
|
||||
@@ -49,8 +49,13 @@ namespace mbts.spark {
|
||||
add_column(TimeAndSalesView.Columns.Aggressor, DefaultColumnHeaders.Aggressor, DefaultColumnWidths.Aggressor, nameof(Row.aggressor_side), aggressor_filter, DataGridFilterKnownTemplates.EnumValues);
|
||||
add_column(TimeAndSalesView.Columns.SecurityKey, DefaultColumnHeaders.SecurityKey, DefaultColumnWidths.SecurityKey, nameof(Row.security_key), security_key_filter, DataGridFilterKnownTemplates.Regex);
|
||||
void add_column(TimeAndSalesView.Columns col_key, string header, double width, string sort_member_path, IDataGridColumnFilter filter, string filter_template, System.Windows.HorizontalAlignment h_alignment = System.Windows.HorizontalAlignment.Left) =>
|
||||
columns.Add(new RenderTextColumn<Row, TimeAndSalesView.Columns>(col_key, r => r[col_key], filter, filter_template, r => _get_aggressor_brush(r))
|
||||
{ id = col_id(col_key), Header = header, Width = width, sort_member_path = sort_member_path, horizontal_alignment = h_alignment }
|
||||
columns.Add(new TimeAndSalesColumn(
|
||||
col_key
|
||||
, (r) => _get_aggressor_brush(r)
|
||||
, filter
|
||||
, filter_template
|
||||
)
|
||||
{ Header = header, Width = width, sort_member_path = sort_member_path, horizontal_alignment = h_alignment }
|
||||
);
|
||||
|
||||
// be sure to load GridSettings AFTER the columns collection has been populated, the grid settings manager looks columns by id to apply the appropriate settings,
|
||||
|
||||
@@ -7,7 +7,6 @@ using mbts.co2;
|
||||
using mbts.persist;
|
||||
using mbts.ui;
|
||||
using mbts.ui.settings;
|
||||
using mbts.ui.shell;
|
||||
using mbts.ui.spark;
|
||||
using mbts.ui.utility;
|
||||
using mbts.utils;
|
||||
@@ -18,6 +17,7 @@ using System.Reactive.Linq;
|
||||
using System.Windows;
|
||||
using System.Windows.Media;
|
||||
using static bts.shell.TimeAndSalesWindowFactory;
|
||||
using static mbts.ui.controls.DIYGrid;
|
||||
|
||||
namespace mbts.spark {
|
||||
class TimeAndSalesWindow : SparkWindow<StartupData>, ISharedWindow {
|
||||
@@ -70,18 +70,19 @@ namespace mbts.spark {
|
||||
SparkCommands.change_securities_command(() => (update_securities_cmd, _state.security_criteria)),
|
||||
// wrap the grid settings view factory in a dialogCommand here since the vm is destroyed/recreated when the security criteria changes
|
||||
SparkCommands.window_settings_command(new DialogCommand(() => {
|
||||
var vm = new ShellSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
|
||||
var vm = new WindowSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
|
||||
_settings_manager,
|
||||
s => s.time_and_sales_grid,
|
||||
UserSettings.FileExtensions.GRID,
|
||||
s => _vm.value.grid_settings_manager.create_vm(
|
||||
// we need to get the most up to date GridSettings when launching b/c users may
|
||||
// have changed some settings on the grid directly, like column widths.
|
||||
s.with(_vm.value.columns.Select(c => c.create()))
|
||||
s.with(_vm.value.columns.Select( c => c.create())),
|
||||
this.observe_title()
|
||||
)
|
||||
);
|
||||
vm.SubscribeDisposed(literal_title_source.OnDispatcher().Subscribe(t => vm.title = t));
|
||||
var dialog = new ShellSettingsDialog { DataContext = vm };
|
||||
// TODO: bind to main window's Title
|
||||
var dialog = new SimpleGridSettingsDialog { Title = "Time and Sales Grid Settings", DataContext = vm };
|
||||
vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
|
||||
return dialog;
|
||||
}))
|
||||
|
||||
@@ -59,7 +59,6 @@
|
||||
MarketDataTypeTemplate="{StaticResource SimpleValueTextTemplate}"
|
||||
MarketDataCalculationTemplate="{StaticResource SimpleValueTextTemplate}"
|
||||
ConditionalPriceTypeTemplate="{StaticResource SimpleValueTextTemplate}"
|
||||
ShowQuantityTemplate="{StaticResource SimpleValueTextTemplate}"
|
||||
>
|
||||
<usp:DataGridParameterCellTemplateConverter.BooleanTemplate>
|
||||
<DataTemplate>
|
||||
@@ -116,16 +115,6 @@
|
||||
<c:TickUpDownUInt Value="{Binding value}" IsEnabled="{Binding enabled}"/>
|
||||
</DataTemplate>
|
||||
</usp:DataGridParameterCellTemplateConverter.UIntTemplate>
|
||||
<usp:DataGridParameterCellTemplateConverter.ShowQuantityTemplate>
|
||||
<DataTemplate>
|
||||
<!-- Note: the motivation for this Template was to enforce a Minimum via the TickUpDownUInt -->
|
||||
<!-- As of 2019/06/17, we believe such a Minimum/Maximum is not actually getting enforced and -->
|
||||
<!-- furthermore is not the appropriate way to go about enforcing said value. It is near the end -->
|
||||
<!-- of the cycle though so that is why we are leaving this Template in here for now until we -->
|
||||
<!-- can come up with a better solution. -->
|
||||
<c:TickUpDownUInt Value="{Binding value}" IsEnabled="{Binding enabled}" />
|
||||
</DataTemplate>
|
||||
</usp:DataGridParameterCellTemplateConverter.ShowQuantityTemplate>
|
||||
<usp:DataGridParameterCellTemplateConverter.MarketDataTypeTemplate>
|
||||
<DataTemplate>
|
||||
<ComboBox SelectedItem="{Binding value}" ItemsSource="{u:EnumBindingSource {u:Nested sp:LegSpreaderParams.Types.MarketDataType}}" ItemTemplate="{StaticResource EnumDescriptionTemplate}"/>
|
||||
|
||||
@@ -240,7 +240,7 @@ namespace mbts.ui.spark {
|
||||
FrameworkElement _generate_element(IValueConverter cell_template_converter) {
|
||||
var rv = new ContentControl();
|
||||
rv.SetBinding(ContentControl.ContentProperty, new Binding());
|
||||
rv.SetBinding(ContentControl.ContentTemplateProperty, new Binding() { Converter = cell_template_converter });
|
||||
rv.SetBinding(ContentControl.ContentTemplateProperty, new Binding(nameof(ICell.data_type)) { Converter = cell_template_converter });
|
||||
return rv;
|
||||
}
|
||||
}
|
||||
@@ -306,23 +306,17 @@ namespace mbts.ui.spark {
|
||||
public DataTemplate MarketDataTypeTemplate { get; set; }
|
||||
public DataTemplate MarketDataCalculationTemplate { get; set; }
|
||||
public DataTemplate ConditionalPriceTypeTemplate { get; set; }
|
||||
public DataTemplate ShowQuantityTemplate { get; set; }
|
||||
|
||||
public object Convert(object value, Type targetType, object parameter, CultureInfo culture) {
|
||||
if (value is ICell cell) {
|
||||
if (cell.row is ShowQuantityQuantityModel) {
|
||||
return ShowQuantityTemplate;
|
||||
}
|
||||
Type t = cell.data_type;
|
||||
if (t == typeof(double)) return DoubleTemplate;
|
||||
else if (t == typeof(bool)) return BooleanTemplate;
|
||||
else if (t == typeof(int)) return IntTemplate;
|
||||
else if (t == typeof(uint)) return UIntTemplate;
|
||||
else if (t == typeof(QuantityMeasure)) return QuantityMeasureTemplate;
|
||||
else if (t == typeof(LegSpreaderParams.Types.MarketDataType)) return MarketDataTypeTemplate;
|
||||
else if (t == typeof(ConditionalQuoting.Types.PriceType)) return ConditionalPriceTypeTemplate;
|
||||
}
|
||||
return null;
|
||||
Type t = (Type)value;
|
||||
if (t == typeof(double)) return DoubleTemplate;
|
||||
else if (t == typeof(bool)) return BooleanTemplate;
|
||||
else if (t == typeof(int)) return IntTemplate;
|
||||
else if (t == typeof(uint)) return UIntTemplate;
|
||||
else if (t == typeof(QuantityMeasure)) return QuantityMeasureTemplate;
|
||||
else if (t == typeof(LegSpreaderParams.Types.MarketDataType)) return MarketDataTypeTemplate;
|
||||
else if (t == typeof(ConditionalQuoting.Types.PriceType)) return ConditionalPriceTypeTemplate;
|
||||
else return null;
|
||||
}
|
||||
|
||||
public object ConvertBack(object value, Type targetType, object parameter, CultureInfo culture) =>
|
||||
|
||||
@@ -1,7 +1,6 @@
|
||||
using bts.api;
|
||||
using bts.api.synthetic;
|
||||
using bts.spark;
|
||||
using mbts.ui.shell;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.ComponentModel.Composition;
|
||||
@@ -15,14 +14,12 @@ namespace mbts.spark {
|
||||
readonly IBus _bus;
|
||||
readonly SyntheticSecurityService _service;
|
||||
readonly ErrorReporter _error;
|
||||
readonly uint _user_id;
|
||||
|
||||
[ImportingConstructor]
|
||||
public SpreaderModel(IBus bus, SyntheticSecurityService service, ErrorReporter error, [Import(LoginContainer.Exports.UserID)]uint user_id) {
|
||||
public SpreaderModel(IBus bus, SyntheticSecurityService service, ErrorReporter error) {
|
||||
_bus = bus;
|
||||
_service = service;
|
||||
_error = error;
|
||||
_user_id = user_id;
|
||||
}
|
||||
|
||||
public IObservable<IReadOnlyDictionary<uint, ExecutionStrategyImmutable>> strategy => _bus.subscribe(SparkTags.SyntheticstrategiesTag);
|
||||
@@ -42,40 +39,29 @@ namespace mbts.spark {
|
||||
return (result, success);
|
||||
});
|
||||
|
||||
public Task<ExecutionStrategyImmutable?> lookup_strategy_async(SecurityImmutable security) =>
|
||||
lookup_strategy_async(security.Id);
|
||||
public async Task<ExecutionStrategyImmutable?> lookup_strategy_async(SecurityImmutable security) =>
|
||||
await lookup_strategy_async(security.Id);
|
||||
|
||||
public Task<ExecutionStrategyImmutable?> lookup_strategy_async(uint id) =>
|
||||
_error.safe_execute(
|
||||
() => _service.query_security_metadata_async(new MetadataQuery { SecurityKey = { id } }),
|
||||
mdc => mdc.Data.Count == 1 && mdc.Data[0].SecurityKey == id,
|
||||
mdc => $"did not find strategy for security id '{id}.'",
|
||||
(mdc, success) => success ? mdc.Data[0].Strategy : (ExecutionStrategyImmutable?)null,
|
||||
"lookup strategy");
|
||||
|
||||
public Task<uint?> create_synthetic(SecurityImmutable synthetic) {
|
||||
if (synthetic.ContractCase != Security.ContractOneofCase.Synthetic)
|
||||
return null;
|
||||
if (synthetic.Synthetic.UserId != _user_id) {
|
||||
var msynth = synthetic.CloneToMutable();
|
||||
msynth.Synthetic.UserId = _user_id;
|
||||
synthetic = new SecurityImmutable(msynth);
|
||||
public async Task<ExecutionStrategyImmutable?> lookup_strategy_async(uint id) {
|
||||
var result = await _service.query_security_metadata_async(new MetadataQuery { SecurityKey = { id } });
|
||||
if (result.success) {
|
||||
var metadata = result.value.Data.FirstOrDefault(i => i.SecurityKey == id);
|
||||
if (metadata != null) {
|
||||
return metadata.Strategy;
|
||||
}
|
||||
}
|
||||
return _error.safe_execute(
|
||||
() => _service.create_synthetic_async(synthetic),
|
||||
r => r.Error == CreateResult.Types.Error.Ok,
|
||||
r => r.Error.ToString(),
|
||||
(r, success) => success ? r.Key : (uint?)null,
|
||||
"creating synthetic");
|
||||
return null;
|
||||
}
|
||||
|
||||
public Task<bool> save_strategy(uint synthetic, ExecutionStrategyImmutable strategy) =>
|
||||
_error.safe_execute(
|
||||
() => _service.update_security_metadata_async(new Metadata { SecurityKey = synthetic, Strategy = strategy.CloneToMutable() }),
|
||||
r => r.Error == UpdateResult.Types.Error.Ok,
|
||||
r => r.Error.ToString(),
|
||||
(r, success) => success,
|
||||
"saving strategy");
|
||||
public async Task<uint?> create_synthetic(SecurityImmutable? synthetic) {
|
||||
var result = await _service.create_synthetic_async(synthetic.Value);
|
||||
return _error.handle_error(result, "Error creating synthetic: {0}", r => r.Error, e => e == CreateResult.Types.Error.Ok, r => new uint?(r.Key), () => null).result;
|
||||
}
|
||||
|
||||
public async Task<bool> save_strategy(uint synthetic, ExecutionStrategyImmutable strategy) {
|
||||
var result = await _service.update_security_metadata_async(new Metadata { SecurityKey = synthetic, Strategy = strategy.CloneToMutable() });
|
||||
return _error.handle_error(result, "Error saving execution strategy: {0}", r => r.Error, e => e == UpdateResult.Types.Error.Ok);
|
||||
}
|
||||
|
||||
public async Task<bool> verify_name_is_unique(string name) {
|
||||
var (result, success) = await strategy_tuple.FirstAsyncTask(SparkUtils.DefaultTimeOut);
|
||||
|
||||
@@ -108,9 +108,6 @@ namespace bts.shell {
|
||||
NTicks = 2,
|
||||
PriceType = ConditionalQuoting.Types.PriceType.Leg
|
||||
};
|
||||
public static NullableQuantity ShowQuantity => new NullableQuantity {
|
||||
Quantity = 1
|
||||
};
|
||||
public static QuoteInsideMarketDistanceWithTravel QuoteInsideMarketDistanceWithTravel => new QuoteInsideMarketDistanceWithTravel { Priority = RulePriority };
|
||||
public static QuoteInsideMarketDistance QuoteInsideMarketDistance => new QuoteInsideMarketDistance { Priority = RulePriority };
|
||||
#endregion
|
||||
|
||||
@@ -75,18 +75,19 @@ namespace mbts.spark {
|
||||
};
|
||||
return ob_settings;
|
||||
}), SparkCommands.window_settings_command(new DialogCommand(() => {
|
||||
var vm = new ShellSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
|
||||
var vm = new WindowSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
|
||||
_settings_manager,
|
||||
us => us.synthetic_management_grid,
|
||||
UserSettings.FileExtensions.GRID,
|
||||
s => _vm.value.grid_settings_manager.create_vm(
|
||||
// we need to get the most up to date GridSettings when launching b/c users may
|
||||
// have changed some settings on the grid directly, like column widths.
|
||||
s.with(_vm.value.columns.Select(c => c.create()))
|
||||
s.with(_vm.value.columns.Select( c => c.create())),
|
||||
this.observe_title()
|
||||
)
|
||||
);
|
||||
vm.SubscribeDisposed(literal_title_source.OnDispatcher().Subscribe(t => vm.title = t));
|
||||
var dialog = new ShellSettingsDialog { Title = "Synthetic Management Grid Settings", DataContext = vm };
|
||||
// TODO: bind to main window's Title
|
||||
var dialog = new SimpleGridSettingsDialog { Title = "Synthetic Management Grid Settings", DataContext = vm };
|
||||
vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
|
||||
return dialog;
|
||||
}))
|
||||
|
||||
@@ -34,8 +34,6 @@ namespace mbts.spark {
|
||||
|
||||
public virtual Type data_type { get; } = typeof(T);
|
||||
|
||||
public virtual IRowModel row { get => _model; }
|
||||
|
||||
public T value {
|
||||
get => _model.get_value(_leg_tup);
|
||||
set {
|
||||
@@ -66,8 +64,6 @@ namespace mbts.spark {
|
||||
|
||||
public Type data_type { get; } = typeof(QuantityMeasure);
|
||||
|
||||
public virtual IRowModel row { get => _model; }
|
||||
|
||||
public double ratio {
|
||||
get => _get_qm().Ratio;
|
||||
set {
|
||||
|
||||
-36
@@ -1,36 +0,0 @@
|
||||
using bts.shell;
|
||||
using mbts.ui.spark;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class SyntheticEditorVM {
|
||||
class ShowQuantityEnabledModel : RowModelBase<bool> {
|
||||
readonly ShowQuantityQuantityModel _quantity;
|
||||
|
||||
public ShowQuantityEnabledModel(ShowQuantityQuantityModel quantity) {
|
||||
_quantity = quantity;
|
||||
}
|
||||
|
||||
public override string display_name => string.Empty;
|
||||
public override string help_text => string.Empty;
|
||||
public override string man_page => string.Empty;
|
||||
|
||||
public override ParameterSection[] section_path { get; } = new[] { Sections.Quote, Subsections.ShowQuantity };
|
||||
|
||||
public override bool get_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
leg_tup.leg_params.QuoteParams.ShowQuantity != null;
|
||||
|
||||
|
||||
public override void set_value(LegSpreaderParamsTuple leg_tup, bool value) {
|
||||
if (value) {
|
||||
if (leg_tup.leg_params.QuoteParams.ShowQuantity == null) {
|
||||
leg_tup.leg_params.QuoteParams.ShowQuantity = SyntheticDataHelper.Defaults.ShowQuantity;
|
||||
_quantity.apply_value(leg_tup);
|
||||
}
|
||||
} else {
|
||||
leg_tup.leg_params.QuoteParams.ShowQuantity = null;
|
||||
}
|
||||
_quantity.set_enabled(leg_tup, value);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
-43
@@ -1,43 +0,0 @@
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using mbts.ui.spark;
|
||||
using System.Collections.Generic;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class SyntheticEditorVM {
|
||||
internal class ShowQuantityQuantityModel : RowModelBase<uint> {
|
||||
IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
|
||||
|
||||
public override string display_name => "Quantity";
|
||||
|
||||
public override string help_text => string.Empty;
|
||||
|
||||
public override string man_page => string.Empty;
|
||||
|
||||
public override ParameterSection[] section_path { get; } = new[] { Sections.Quote, Subsections.ShowQuantity };
|
||||
|
||||
public void apply_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_value(leg_tup).Quantity = _value_from_store(leg_tup);
|
||||
|
||||
|
||||
public override uint get_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_value(leg_tup) is NullableQuantity show_quantity ? show_quantity.Quantity : _value_from_store(leg_tup);
|
||||
|
||||
public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
|
||||
_value_store[leg_tup.SecurityKey] = value;
|
||||
if (_get_value(leg_tup) is NullableQuantity show_quantity) {
|
||||
show_quantity.Quantity = value;
|
||||
}
|
||||
}
|
||||
|
||||
protected override bool _get_enabled(LegSpreaderParamsTuple leg_tup) =>
|
||||
_get_value(leg_tup) != null;
|
||||
|
||||
NullableQuantity _get_value(LegSpreaderParamsTuple leg_tup) =>
|
||||
leg_tup.leg_params.QuoteParams.ShowQuantity;
|
||||
|
||||
uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
|
||||
_value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.ShowQuantity.Quantity);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -32,7 +32,6 @@ namespace mbts.spark {
|
||||
|
||||
internal interface ICell {
|
||||
event Action value_changed;
|
||||
IRowModel row { get; }
|
||||
Type data_type { get; }
|
||||
bool enabled { get; }
|
||||
}
|
||||
@@ -41,7 +40,7 @@ namespace mbts.spark {
|
||||
FontWeight font_weight { get; }
|
||||
}
|
||||
|
||||
internal abstract class RowModelBase<T> : ViewModelBase, IRowModel {
|
||||
abstract class RowModelBase<T> : ViewModelBase, IRowModel {
|
||||
readonly Dictionary<uint, ReplaySubject<bool>> _enabled_store = new Dictionary<uint, ReplaySubject<bool>>();
|
||||
readonly Dictionary<uint, Subject<T>> _override_value_store = new Dictionary<uint, Subject<T>>();
|
||||
|
||||
@@ -99,10 +98,6 @@ namespace mbts.spark {
|
||||
}
|
||||
|
||||
private static class Subsections {
|
||||
public static ParameterSection ShowQuantity =>
|
||||
new ParameterSection("Show Quantity", true,
|
||||
"The quantity shown when the order is placed.");
|
||||
|
||||
public static ParameterSection Throttle =>
|
||||
new ParameterSection("Throttle", true,
|
||||
"Reduces re-quoting updates by defining a region on either side " +
|
||||
|
||||
@@ -76,8 +76,8 @@ namespace mbts.spark {
|
||||
exchanges = EnumHelper.get_values_except(Venue.Bts).ToArray()
|
||||
}
|
||||
}));
|
||||
contract_picker_model.cancel_action += _close_new_leg_popup;
|
||||
contract_picker_model.ok_action += () => {
|
||||
contract_picker_model.cancel_action = _close_new_leg_popup;
|
||||
contract_picker_model.ok_action = () => {
|
||||
if (!leg_tuples.Any(l => l.leg.Security.Id == contract_picker_model.result.security.Id)) {
|
||||
leg_tuples.Add(new LegSpreaderParamsTuple(
|
||||
SyntheticDataHelper.Defaults.ContractLeg(contract_picker_model.result.security),
|
||||
@@ -134,7 +134,7 @@ namespace mbts.spark {
|
||||
_synthetic.ContractSpec.PriceBreak = double.MaxValue;
|
||||
_synthetic.ContractSpec.MainFraction = (uint)MathUtils.factor_out(_tick_factors.tick_base, 10);
|
||||
_synthetic.ContractSpec.PriceDisplayFormat = (uint)_tick_factors.display_digits();
|
||||
uint? id = await model.create_synthetic(new SecurityImmutable(_synthetic));
|
||||
uint? id = await model.create_synthetic(_synthetic);
|
||||
if (id.HasValue && id != 0) {
|
||||
if (await model.save_strategy(id.Value, get_strategy())) {
|
||||
var (smd, success) = await SparkUtils.get_security_md_async(bus, id.Value);
|
||||
@@ -177,8 +177,6 @@ namespace mbts.spark {
|
||||
} else {
|
||||
_can_add_leg = backing(nameof(can_add_leg), false);
|
||||
}
|
||||
var show_quantity_quantity = new ShowQuantityQuantityModel();
|
||||
|
||||
var quote_throttle_outside_ticks = new QuoteThrottleOutsideTicksModel();
|
||||
var quote_throttle_inside_ticks = new QuoteThrottleInsideTicksModel();
|
||||
|
||||
@@ -213,8 +211,6 @@ namespace mbts.spark {
|
||||
//new QuoteHiddenModel(),
|
||||
new QuoteQueueHolderModel(),
|
||||
new MarketDataTypeModel(),
|
||||
new ShowQuantityEnabledModel(show_quantity_quantity),
|
||||
show_quantity_quantity,
|
||||
new QuoteThrottleEnabledModel(quote_throttle_inside_ticks, quote_throttle_outside_ticks),
|
||||
quote_throttle_inside_ticks,
|
||||
quote_throttle_outside_ticks,
|
||||
|
||||
@@ -1,9 +1,14 @@
|
||||
using mbts;
|
||||
using bts.api;
|
||||
using mbts.config;
|
||||
using mbts.spark;
|
||||
using mbts.ui;
|
||||
using mbts.ui.shell;
|
||||
using ProtoBuf;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.ComponentModel.Composition;
|
||||
using System.Threading.Tasks;
|
||||
using System.Windows.Controls;
|
||||
using mbts;
|
||||
|
||||
namespace bts.shell {
|
||||
public class BrowserWindow : IShellWindow {
|
||||
@@ -70,15 +75,12 @@ namespace bts.shell {
|
||||
public string window_type => _window_type;
|
||||
|
||||
public IShellModule Owner {get; set; }
|
||||
|
||||
public ShellWindowUI GetContent() { return new ShellWindowUI(_browser); }
|
||||
|
||||
public void GetState(System.IO.Stream save_here) {
|
||||
_isw.save(new BrowserWindowState() { uri = uri.ToString() }, save_here);
|
||||
}
|
||||
|
||||
public void on_shell_window_vm(ShellWindowVM shell_window_vm) { }
|
||||
|
||||
public void Dispose() {
|
||||
if (_browser != null) {
|
||||
_browser.Dispose();
|
||||
@@ -100,4 +102,5 @@ namespace bts.shell {
|
||||
}
|
||||
#endregion
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
@@ -86,7 +86,7 @@ namespace mbts.spark {
|
||||
} else if (t.definition != null) {
|
||||
return t.definition.subscribe_is_definition_dirty();
|
||||
} else return Observable.Return(false);
|
||||
});
|
||||
}).RefCount();
|
||||
_commands.Add(new ReactiveSparkCommand(content_src.OnDispatcher().Select(c => $"Save '{c?.name}'"), Icons.DiskFile, () => {
|
||||
if (_vm.selected_template is AlgoDefinitionTemplateVM t)
|
||||
_vm.save_template(t).ignore();
|
||||
@@ -116,6 +116,7 @@ namespace mbts.spark {
|
||||
});
|
||||
_commands.Add(undo_spark_cmd);
|
||||
_resources.Add(can_undo_source.Subscribe(undo_cmd));
|
||||
_resources.Add(can_undo_source.Connect());
|
||||
// redo
|
||||
var redo_cmd = new ObservantCommand(() => _vm.content_source?.try_redo());
|
||||
var redo_spark_cmd = new SparkCommandCommand("Redo", Icons.RedoCircular, redo_cmd);
|
||||
@@ -132,6 +133,7 @@ namespace mbts.spark {
|
||||
});
|
||||
_commands.Add(redo_spark_cmd);
|
||||
_resources.Add(can_redo_source.Subscribe(redo_cmd));
|
||||
_resources.Add(can_redo_source.Connect());
|
||||
}
|
||||
// remove
|
||||
var remove_spark_cmd = new ObservantSparkCommandCommand<IAlgoStudioContentVM>(Icons.Trash, v => $"Remove '{v?.name}'", v => v != null, value => {
|
||||
|
||||
@@ -1,10 +1,8 @@
|
||||
using bts.api.orderman;
|
||||
using bts.persist.algo;
|
||||
using bts.utils;
|
||||
using mbts.ui.utility;
|
||||
using ProtoBuf;
|
||||
using System;
|
||||
using System.Linq;
|
||||
|
||||
namespace mbts.spark {
|
||||
[ProtoContract]
|
||||
@@ -16,11 +14,6 @@ namespace mbts.spark {
|
||||
[ProtoMember(3)]
|
||||
readonly uint? _persisted_key;
|
||||
|
||||
public static readonly AlgoID[] exchange_algo_keys = utilities.OrderDataHelper.outright_order_types
|
||||
.Concat(new CustomOrderDefinition.CustomOneofCase[] { CustomOrderDefinition.CustomOneofCase.Spreader })
|
||||
.Select(cooc => new AlgoID(cooc))
|
||||
.ToArray();
|
||||
|
||||
public AlgoID(CustomOrderDefinition.CustomOneofCase factory_key) {
|
||||
_factory_key = factory_key;
|
||||
_dynamic_key = null;
|
||||
@@ -39,41 +32,33 @@ namespace mbts.spark {
|
||||
_persisted_key = persisted_key;
|
||||
}
|
||||
|
||||
public static AlgoID from_custom_def(CustomOrderDefinitionImmutable custom_def) {
|
||||
switch (custom_def.CustomCase) {
|
||||
case CustomOrderDefinition.CustomOneofCase.Composite: return new AlgoID(custom_def.Composite.AlgoTemplateKey);
|
||||
case CustomOrderDefinition.CustomOneofCase.Dynamic: return new AlgoID(custom_def.Dynamic.DynamicOrderType);
|
||||
default: return new AlgoID(custom_def.CustomCase);
|
||||
public static AlgoID from_order_def(OrderDefinitionImmutable order_def) {
|
||||
switch (order_def.CustomDef.CustomCase) {
|
||||
case CustomOrderDefinition.CustomOneofCase.Composite: return new AlgoID(order_def.CustomDef.Composite.AlgoTemplateKey);
|
||||
case CustomOrderDefinition.CustomOneofCase.Dynamic: return new AlgoID(order_def.CustomDef.Dynamic.DynamicOrderType);
|
||||
default: return new AlgoID(order_def.CustomDef.CustomCase);
|
||||
}
|
||||
}
|
||||
|
||||
public static AlgoID from_algo_key(AlgoKey key, IMaskIndexInt32<string> dynamic_type_index) {
|
||||
public static AlgoID from_algo_key(AlgoKey key) {
|
||||
switch (key.mode) {
|
||||
case AlgoKey.Mode.Factory:
|
||||
return AlgoStructureSerializer.to_algo_id(key.factory.structure, dynamic_type_index);
|
||||
if (key.factory.structure.structure.Count > 0)
|
||||
return new AlgoID((CustomOrderDefinition.CustomOneofCase)key.factory.structure.structure[0]);
|
||||
break;
|
||||
case AlgoKey.Mode.Persisted:
|
||||
return new AlgoID(key.persisted.id_uint);
|
||||
}
|
||||
return new AlgoID(CustomOrderDefinition.CustomOneofCase.None);
|
||||
}
|
||||
|
||||
public static AlgoKey to_algo_key(AlgoID id, IMaskIndexInt32<string> dynamic_type_index) {
|
||||
if (id._factory_key.HasValue)
|
||||
return new AlgoKey(id._factory_key.Value);
|
||||
if (id._persisted_key.HasValue)
|
||||
return new AlgoKey(new AlgoPersistedKey(id._persisted_key.Value));
|
||||
if (id._dynamic_key != null)
|
||||
return new AlgoKey(new AlgoNameStructureKey(id._dynamic_key, AlgoStructureSerializer.structure_key(dynamic_type_index.to_int(id._dynamic_key))));
|
||||
return default;
|
||||
}
|
||||
|
||||
public bool Equals(AlgoID other) =>
|
||||
_factory_key == other._factory_key &&
|
||||
_dynamic_key == other._dynamic_key &&
|
||||
_persisted_key == other._persisted_key;
|
||||
|
||||
public override bool Equals(object obj) =>
|
||||
obj is AlgoID other && Equals(other);
|
||||
obj is AlgoID && Equals(obj);
|
||||
|
||||
public override int GetHashCode() =>
|
||||
EqualityComparer.aggregate_hash(
|
||||
|
||||
@@ -73,9 +73,6 @@ namespace mbts.spark {
|
||||
public static CustomOrderDefinition.CustomOneofCase order_type(this AlgoStructureKey structure_key) =>
|
||||
structure_key.structure.Count > 0 ? (CustomOrderDefinition.CustomOneofCase)structure_key.structure[0] : CustomOrderDefinition.CustomOneofCase.None;
|
||||
|
||||
public static AlgoStructureKey structure_key(int dynamic_type) =>
|
||||
new AlgoStructureKey(new[] { dynamic_type | _dynamic_mask });
|
||||
|
||||
public static AlgoStructureKey structure_key(CustomOrderDefinitionImmutable algo, IMaskIndexInt32<string> dynamic_type_index) =>
|
||||
new AlgoStructureKey(to_array(algo, dynamic_type_index));
|
||||
|
||||
@@ -106,13 +103,6 @@ namespace mbts.spark {
|
||||
return mdef;
|
||||
}
|
||||
|
||||
public static AlgoID to_algo_id(AlgoStructureKey key, IMaskIndexInt32<string> dynamic_type_index) {
|
||||
if (key.structure.Count == 0)
|
||||
return new AlgoID(CustomOrderDefinition.CustomOneofCase.None);
|
||||
int i = key.structure[0];
|
||||
return BitHelper.remove_flags(ref i, _dynamic_mask) ? new AlgoID(dynamic_type_index.from_int(i)) : new AlgoID((CustomOrderDefinition.CustomOneofCase)i);
|
||||
}
|
||||
|
||||
static void _build_structure(CustomOrderDefinition algo, ref int[] structure, IMaskIndexInt32<string> dynamic_type_index) {
|
||||
if (structure == null || structure.Length == 0)
|
||||
structure = new int[1];
|
||||
|
||||
+38
-12
@@ -1,4 +1,5 @@
|
||||
using bts;
|
||||
using bts.api;
|
||||
using bts.api.core;
|
||||
using bts.api.orderman;
|
||||
using bts.persist.algo;
|
||||
@@ -109,24 +110,38 @@ namespace mbts.spark {
|
||||
public void Dispose() =>
|
||||
Disposable.dispose(ref _dispose);
|
||||
|
||||
async Task<AlgoData?> _create_definition(CompositeAlgoDefinitionImmutable definition) =>
|
||||
await _create_definition(definition, _admin_model.user.id);
|
||||
async Task<AlgoData?> _create_definition(CompositeAlgoDefinitionImmutable definition) {
|
||||
if (_try_get_user(out uint user_id)) {
|
||||
return await _create_definition(definition, user_id);
|
||||
} else {
|
||||
_report_no_user_id(ActionMetadata.CreateDefinition);
|
||||
}
|
||||
return null;
|
||||
}
|
||||
|
||||
async Task<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);
|
||||
if (_try_get_user(out uint user_id)) {
|
||||
var (value, success) = await _error_reporter.safe_execute(() => _service.create_template_async(
|
||||
new TemplateCreateRequest { UserId = user_id, NewTemplate = template.CloneToMutable() }),
|
||||
r => r.Success, r => r.ErrMsg, ActionMetadata.CreateTemplate);
|
||||
if (success)
|
||||
return _Utils.template_data(value.Record);
|
||||
} else {
|
||||
_report_no_user_id(ActionMetadata.CreateTemplate);
|
||||
}
|
||||
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);
|
||||
if (_try_get_user(out uint user_id)) {
|
||||
var (value, success) = await _error_reporter.safe_execute(() => _service.update_template_async(
|
||||
new TemplateUpdateRequest { Key = template.Key, UpdatedTemplate = template.AlgoTemplate.CloneToMutable() }),
|
||||
r => r.Success, r => r.ErrMsg.ToString(), ActionMetadata.UpdateTemplate);
|
||||
if (success)
|
||||
return _Utils.template_data(template);
|
||||
} else {
|
||||
_report_no_user_id(ActionMetadata.UpdateTemplate);
|
||||
}
|
||||
return null;
|
||||
}
|
||||
|
||||
@@ -160,6 +175,17 @@ namespace mbts.spark {
|
||||
void _report_no_user_id(string desc) =>
|
||||
_error_reporter.report_error($"{desc} failed: did not find current user id");
|
||||
|
||||
bool _try_get_user(out uint id) {
|
||||
var user = _admin_model.get_current_user();
|
||||
if (user.HasValue) {
|
||||
id = user.Value.id;
|
||||
return true;
|
||||
} else {
|
||||
id = 0;
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
// used for error handling/reporting
|
||||
interface IActionMetadata {
|
||||
string desc { get; }
|
||||
|
||||
+24
-11
@@ -1,11 +1,14 @@
|
||||
using bts;
|
||||
using bts.api;
|
||||
using bts.api.core;
|
||||
using bts.api.orderman.algo;
|
||||
using bts.persist.algo;
|
||||
using bts.spark;
|
||||
using mbts.spark.utilities;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Threading.Tasks;
|
||||
|
||||
@@ -24,12 +27,7 @@ namespace mbts.spark {
|
||||
_admin_model = admin_model;
|
||||
_error_reporter = error_reporter;
|
||||
this.ui_configuration = ui_configuration;
|
||||
definitions =
|
||||
service.subscribei_algo_definitions()
|
||||
.Filter(r => r.Metadata.IsActive && r.Metadata.CreatorUserId == _admin_model.user.id)
|
||||
.SelectKeyValue(_definition_data, d => d.key)
|
||||
.Table()
|
||||
.Cache();
|
||||
definitions = service.subscribei_algo_definitions().Filter(r => r.Metadata.IsActive).SelectKeyValue(_definition_data, d => d.key).Table().Cache();
|
||||
}
|
||||
|
||||
public IObservable<TableUpdate<AlgoData, AlgoKey>> definitions { get; }
|
||||
@@ -41,11 +39,15 @@ namespace mbts.spark {
|
||||
Observable.Return(TableUpdate<AlgoTemplateData, AlgoKey>.mk_empty(t => t.key));
|
||||
|
||||
public async Task<AlgoData?> save_definition(AlgoData definition_data) {
|
||||
var (value, success) = await _error_reporter.safe_execute(() => _service.save_algo_definition_async(
|
||||
_with_key(new AlgoDefinitionUpdateRequest { UserId = _admin_model.user.id, Algo = _template(definition_data) }, definition_data.key)),
|
||||
r => r.Success, r => r.ErrorMessage, "saving template");
|
||||
if (success)
|
||||
return _definition_data(new AlgoDefinitionRecordImmutable(value.Record));
|
||||
if (_try_get_user(out uint user_id)) {
|
||||
var (value, success) = await _error_reporter.safe_execute(() => _service.save_algo_definition_async(
|
||||
_with_key(new AlgoDefinitionUpdateRequest { UserId = user_id, Algo = _template(definition_data) }, definition_data.key)),
|
||||
r => r.Success, r => r.ErrorMessage, "saving template");
|
||||
if (success)
|
||||
return _definition_data(new AlgoDefinitionRecordImmutable(value.Record));
|
||||
} else {
|
||||
_report_no_user_id("save template");
|
||||
}
|
||||
return null;
|
||||
}
|
||||
|
||||
@@ -103,5 +105,16 @@ namespace mbts.spark {
|
||||
|
||||
void _report_no_user_id(string desc) =>
|
||||
_error_reporter.report_error($"{desc} failed: did not find current user id");
|
||||
|
||||
bool _try_get_user(out uint id) {
|
||||
var user = _admin_model.get_current_user();
|
||||
if (user.HasValue) {
|
||||
id = user.Value.id;
|
||||
return true;
|
||||
} else {
|
||||
id = 0;
|
||||
return false;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -78,7 +78,7 @@ namespace mbts.spark {
|
||||
_dispose = new System.Reactive.Disposables.CompositeDisposable(
|
||||
as_demuxer().subscribe_many(_refresh_on_local_change.execute, nameof(name), nameof(abbreviation), nameof(is_default), nameof(is_favorite)),
|
||||
owner.observe_algo_root().Subscribe(r => _algo_root.set(get_algo_root(r))),
|
||||
_algo_root.observe_current(true).SelectManyInSeries(r => r?.subscribe_definition()).Subscribe(_ => _refresh_on_local_change.execute()),
|
||||
_algo_root.observe_current(true).SelectManyInSeries(r => r?.subscribe_definition()).RefCount().Subscribe(_ => _refresh_on_local_change.execute()),
|
||||
Disposable.wrap_collection(algo_map.Values)) {
|
||||
() => {
|
||||
_can_redo.Changed -= on_can_redo_changed;
|
||||
|
||||
@@ -51,9 +51,6 @@ namespace mbts.spark {
|
||||
readonly Property<AlgoFormats> _selected_format;
|
||||
readonly EnumMaskInt32<AlgoEditingPermissions> _permissions_mask = new EnumMaskInt32<AlgoEditingPermissions>();
|
||||
|
||||
mbts.ui.spark.AlgoContentTemplateSelector.OrderKind IAlgoSelector.order_kind =>
|
||||
new mbts.ui.spark.AlgoContentTemplateSelector.OrderKind(string.Empty, string.Empty);
|
||||
|
||||
int? _favorite_index;
|
||||
Brush _badge_fill;
|
||||
Snapshot? _committed;
|
||||
|
||||
@@ -54,7 +54,7 @@ namespace mbts.spark {
|
||||
_model = model;
|
||||
_selected_definition = backing<AlgoDefinitionVM>(nameof(selected_definition));
|
||||
_selected_template = backing<AlgoDefinitionTemplateVM>(nameof(selected_template));
|
||||
_editable_content = backing(nameof(editable_content), observe_selected().SelectManyInSeries(tup => tup.template?.observe_algo_root() ?? tup.definition?.observe_algo_root()).OnDispatcher());
|
||||
_editable_content = backing(nameof(editable_content), observe_selected().SelectManyInSeries(tup => tup.template?.observe_algo_root() ?? tup.definition?.observe_algo_root()).RefCount().OnDispatcher());
|
||||
_definitions_update_buffer = new TableUpdateBuffer<AlgoData, AlgoKey>(def => def.key);
|
||||
_definitions_view = new ListCollectionView<AlgoDefinitionVM>(definitions) {
|
||||
CustomSort = AlgoCollectionHelper.algo_definition_vm_comparer.to_non_generic()
|
||||
@@ -77,7 +77,7 @@ namespace mbts.spark {
|
||||
definitions_view.Refresh();
|
||||
}),
|
||||
ObservableAutoWrapper.connect(observe_selected().Select(t => t.template?.edit_pane_visual_states ?? t.definition?.edit_pane_visual_states ?? new ObservableCollection<string>()), content_visual_states),
|
||||
observe_selected().SelectManyInSeries(t => t.template?.observe_is_dirty() ?? t.definition?.subscribe_is_definition_or_any_templates_dirty() ?? Observable.Return(false)).OnDispatcher()
|
||||
observe_selected().SelectManyInSeries(t => t.template?.observe_is_dirty() ?? t.definition?.subscribe_is_definition_or_any_templates_dirty() ?? Observable.Return(false)).RefCount().OnDispatcher()
|
||||
.Subscribe(new CompositeObserver<bool>(save_cmd, revert_cmd) { val => {
|
||||
_save_cmd_tooltip.refresh();
|
||||
_revert_cmd_tooltip.refresh();
|
||||
|
||||
@@ -22,6 +22,7 @@ using System.Collections.Specialized;
|
||||
using System.Linq;
|
||||
using System.Reactive.Disposables;
|
||||
using System.Reactive.Linq;
|
||||
using System.Reactive.Subjects;
|
||||
using System.Windows.Data;
|
||||
using System.Windows.Media;
|
||||
using static bts.api.orderman.Fill.Types;
|
||||
@@ -60,14 +61,6 @@ namespace mbts.spark {
|
||||
equality_comparer: SecurityDataHelper.EqualityComparer.IDComparer,
|
||||
comparer: Comparer<SecurityImmutable>.Default
|
||||
), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.Security);
|
||||
// symbol
|
||||
add_col(Columns.Symbol, DefaultColumnHeaders.Symbol, r => r.security.Symbol,
|
||||
DiscreteValuesFilterVM.Create<FillTuple, string>(
|
||||
co2.UserSymbol.get_all().Select(u => u.symbol).Distinct().ToList(),
|
||||
ft => ft.security?.Symbol ?? string.Empty,
|
||||
nameof(OrderBookRowVM.symbol)),
|
||||
DataGridFilterKnownTemplates.DiscreteValues,
|
||||
DefaultColumnWidths.Symbol);
|
||||
// order type
|
||||
var order_type_filter = dv_filter(OrderDataHelper.all_order_types, r => r.order?.order_type() ?? OrderType.None);
|
||||
add_col_expl(Columns.OrderType,
|
||||
@@ -128,7 +121,8 @@ namespace mbts.spark {
|
||||
};
|
||||
_rows_manager.on_settings(fs, s.sorting_criterion);
|
||||
}),
|
||||
settings_manager == null ? Disposable.empty : settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager)
|
||||
settings_manager == null ? Disposable.empty : settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager),
|
||||
(fills_source as IConnectableObservable<TableUpdate<FillTuple, string>>)?.Connect() ?? Disposable.empty
|
||||
);
|
||||
// local methods
|
||||
void add_col<TFilter>(Columns col_key, string header, Func<Row, string> get_text, IDataGridColumnPersistentFilter<FillTuple, TFilter> filter, string filter_template, double width) =>
|
||||
@@ -179,7 +173,7 @@ namespace mbts.spark {
|
||||
} else return model.on_fill_tuples;
|
||||
}
|
||||
|
||||
static IObservable<TableUpdate<FillTuple, string>> _get_observable(IBus bus, OrdersModel model, IObservable<FillsSettings> state) =>
|
||||
static IConnectableObservable<TableUpdate<FillTuple, string>> _get_observable(IBus bus, OrdersModel model, IObservable<FillsSettings> state) =>
|
||||
state.SelectManyInSeries(s => _get_observable(bus, model, s));
|
||||
|
||||
static IComparer<FillTuple> _get_column_comparer(Columns col) {
|
||||
@@ -196,7 +190,6 @@ namespace mbts.spark {
|
||||
case Columns.SecurityKey: return wrap(ft => ft.fill.SecurityKey);
|
||||
case Columns.Side: return wrap_default(ft => ft.fill.Side);
|
||||
case Columns.Size: return wrap(ft => ft.fill.LastShares);
|
||||
case Columns.Symbol: return wrap(ft => ft.security?.Symbol ?? string.Empty);
|
||||
case Columns.TimeInForce: return wrap_default(ft => ft.order?.time_in_force() ?? TimeInForce.Undefined);
|
||||
case Columns.User: return wrap(ft => ft.order?.user() ?? string.Empty);
|
||||
default: goto case Columns.FillTime;
|
||||
|
||||
@@ -6,10 +6,6 @@
|
||||
xmlns:c="clr-namespace:mbts.ui.controls"
|
||||
xmlns:usp="clr-namespace:mbts.ui.spark"
|
||||
xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
|
||||
xmlns:cv="clr-namespace:mbts.ui.converters"
|
||||
xmlns:u="clr-namespace:mbts.ui"
|
||||
xmlns:api="clr-namespace:bts.api;assembly=spark_api"
|
||||
xmlns:bts="clr-namespace:mbts.ui.controls"
|
||||
FocusManager.IsFocusScope="True"
|
||||
Background="{StaticResource CommonBackground}"
|
||||
>
|
||||
@@ -19,10 +15,6 @@
|
||||
<ResourceDictionary Source="/view/Controls/DataGridEx/Filters/Views/FilterTemplates.xaml"/>
|
||||
</ResourceDictionary.MergedDictionaries>
|
||||
<uspcv:TickDisplayConverter x:Key="TickDisplayConverter"/>
|
||||
<cv:ValueMap x:Key="SideToBrushConverter" Default="{u:Brush Transparent}">
|
||||
<cv:KeyValue Key="{u:Enum Buy, Type=api:Side}" Value="{x:Static semi_transparent_bid_brush, MemberType={u:Nested u:BTSColors.MarketData}}"/>
|
||||
<cv:KeyValue Key="{u:Enum Sell, Type=api:Side}" Value="{x:Static semi_transparent_ask_brush, MemberType={u:Nested u:BTSColors.MarketData}}"/>
|
||||
</cv:ValueMap>
|
||||
</ResourceDictionary>
|
||||
</UserControl.Resources>
|
||||
<AdornerDecorator>
|
||||
@@ -49,10 +41,10 @@
|
||||
CanExecute="{x:Static c:DIYGrid.DefaultRowActionCanExecute}"
|
||||
/>
|
||||
</c:DIYGrid.CommandBindings>
|
||||
<c:DIYGrid.RowTemplate>
|
||||
<DataTemplate>
|
||||
<usp:FillsRowView Background="{Binding side, Converter={StaticResource SideToBrushConverter}}"/>
|
||||
</DataTemplate>
|
||||
<c:DIYGrid.RowTemplate>
|
||||
<DataTemplate>
|
||||
<usp:FillsRowView/>
|
||||
</DataTemplate>
|
||||
</c:DIYGrid.RowTemplate>
|
||||
</c:DIYGrid>
|
||||
<StatusBar Grid.Row="1" DockPanel.Dock="Bottom">
|
||||
|
||||
@@ -7,23 +7,7 @@ namespace mbts.ui.spark {
|
||||
/// Interaction logic for FillsView.xaml
|
||||
/// </summary>
|
||||
partial class FillsView : UserControl {
|
||||
public enum Columns {
|
||||
FillTime,
|
||||
User,
|
||||
Account,
|
||||
Exchange,
|
||||
Security,
|
||||
Symbol,
|
||||
TimeInForce,
|
||||
OrderType,
|
||||
Side,
|
||||
Price,
|
||||
Size,
|
||||
FillKind,
|
||||
FillKey,
|
||||
OrderKey,
|
||||
SecurityKey
|
||||
}
|
||||
public enum Columns { FillTime, User, Account, Exchange, Security, TimeInForce, OrderType, Side, Price, Size, FillKind, FillKey, OrderKey, SecurityKey }
|
||||
|
||||
public FillsView() =>
|
||||
InitializeComponent();
|
||||
|
||||
@@ -6,7 +6,6 @@ using bts.spark;
|
||||
using mbts.persist;
|
||||
using mbts.ui;
|
||||
using mbts.ui.settings;
|
||||
using mbts.ui.shell;
|
||||
using mbts.ui.spark;
|
||||
using mbts.ui.utility;
|
||||
using mbts.utils;
|
||||
@@ -61,18 +60,19 @@ namespace mbts.spark {
|
||||
_commands = new List<SparkCommand> {
|
||||
// wrap the grid settings view factory in a dialogCommand here since the vm is destroyed/recreated when the security criteria changes
|
||||
SparkCommands.window_settings_command(new DialogCommand(() => {
|
||||
var vm = new ShellSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
|
||||
var vm = new WindowSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
|
||||
_settings_manager,
|
||||
us => us.fills_grid,
|
||||
UserSettings.FileExtensions.GRID,
|
||||
s => _vm.grid_settings_manager.create_vm(
|
||||
// we need to get the most up to date GridSettings when launching b/c users may
|
||||
// have changed some settings on the grid directly, like column widths.
|
||||
s.with(_vm.columns.Select(c => c.create()))
|
||||
s.with(_vm.columns.Select( c => c.create())),
|
||||
this.observe_title()
|
||||
)
|
||||
);
|
||||
vm.SubscribeDisposed(literal_title_source.OnDispatcher().Subscribe(t => vm.title = t));
|
||||
var dialog = new ShellSettingsDialog { DataContext = vm };
|
||||
// TODO: bind to main window's Title
|
||||
var dialog = new SimpleGridSettingsDialog { Title = $"{window_type_name} Grid Settings", DataContext = vm };
|
||||
vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
|
||||
return dialog;
|
||||
}))
|
||||
|
||||
@@ -66,10 +66,6 @@ namespace bts.shell.fills {
|
||||
[ProtoMember(14)]
|
||||
[DIYGridColumnID(nameof(Columns.FillKind))]
|
||||
public Fill.Types.FillKind[] fill_kind { get; set; }
|
||||
|
||||
[ProtoMember(15)]
|
||||
[DIYGridColumnID(nameof(Columns.Symbol))]
|
||||
public string[] symbol { get; set; }
|
||||
}
|
||||
|
||||
static class FillsFilterStatesExtensions {
|
||||
@@ -90,7 +86,6 @@ namespace bts.shell.fills {
|
||||
pb.add_discrete_values(fs.order_type, ft => ft.order_type());
|
||||
pb.add_discrete_values(fs.side, ft => ft.fill.Side);
|
||||
pb.add_discrete_values(fs.fill_kind, ft => ft.fill.FillKind);
|
||||
pb.add_discrete_values(fs.symbol, ft => ft.security?.Symbol ?? string.Empty);
|
||||
// numeric
|
||||
pb.add_numeric(fs.size, ft => ft.fill.LastShares);
|
||||
pb.add_numeric(fs.price, ft => ft.fill.LastPrice);
|
||||
|
||||
@@ -40,7 +40,6 @@ namespace bts.shell.fills {
|
||||
|
||||
static class DefaultColumns {
|
||||
public static GridColumnSettings security => new GridColumnSettings(col_id(Columns.Security), DefaultColumnHeaders.Security, width: DefaultColumnWidths.Security);
|
||||
public static GridColumnSettings symbol => new GridColumnSettings(col_id(Columns.Symbol), DefaultColumnHeaders.Symbol, width: DefaultColumnWidths.Symbol);
|
||||
public static GridColumnSettings fill_time => new GridColumnSettings(col_id(Columns.FillTime), DefaultColumnHeaders.FillTime, width: DefaultColumnWidths.Time);
|
||||
public static GridColumnSettings user => new GridColumnSettings(col_id(Columns.User), DefaultColumnHeaders.User, width: DefaultColumnWidths.User);
|
||||
public static GridColumnSettings account => new GridColumnSettings(col_id(Columns.Account), DefaultColumnHeaders.Account, width: DefaultColumnWidths.Account);
|
||||
@@ -63,7 +62,6 @@ namespace bts.shell.fills {
|
||||
public static IEnumerable<GridColumnSettings> all {
|
||||
get {
|
||||
yield return security;
|
||||
yield return symbol;
|
||||
yield return fill_time;
|
||||
yield return user;
|
||||
yield return account;
|
||||
|
||||
@@ -9,7 +9,6 @@ using bts.proto;
|
||||
using mbts.ui.spark;
|
||||
using System.Collections.Generic;
|
||||
using System.ComponentModel;
|
||||
using mbts.ui.settings;
|
||||
|
||||
namespace mbts.spark {
|
||||
// IMPORTANT: BE SURE TO ADD ANY NEW PROPERTIES TO THE EQUALS FUNCTION!
|
||||
@@ -221,23 +220,6 @@ namespace mbts.spark {
|
||||
public static bool operator !=(LadderFavoriteAlgosSettings a, LadderFavoriteAlgosSettings b) => !a.Equals(b);
|
||||
}
|
||||
|
||||
[ProtoContract]
|
||||
readonly struct LadderMiniOrderBookSettings : IEquatable<LadderMiniOrderBookSettings> {
|
||||
// this is the only member now, but more may be added later (that is why a GridSettings member wasn't added directly to LadderSettings).
|
||||
[ProtoMember(1)]
|
||||
public readonly GridSettings value;
|
||||
|
||||
public LadderMiniOrderBookSettings(GridSettings value) =>
|
||||
this.value = value;
|
||||
|
||||
public bool Equals(LadderMiniOrderBookSettings other) => value == null ? other.value == null : value.Equals(other.value);
|
||||
public override bool Equals(object obj) => obj is LadderMiniOrderBookSettings other && Equals(other);
|
||||
public override int GetHashCode() => value.GetHashCode();
|
||||
|
||||
public static bool operator ==(LadderMiniOrderBookSettings a, LadderMiniOrderBookSettings b) => a.Equals(b);
|
||||
public static bool operator !=(LadderMiniOrderBookSettings a, LadderMiniOrderBookSettings b) => !a.Equals(b);
|
||||
}
|
||||
|
||||
// IMPORTANT: BE SURE TO ADD ANY NEW PROPERTIES TO THE EQUALS FUNCTION!
|
||||
// 1 important reason at this time:
|
||||
// From the settings dialog, default settings will only be persisted when they are NOT EQUAL to the current default settings.
|
||||
@@ -246,7 +228,6 @@ namespace mbts.spark {
|
||||
class LadderSettings : IEquatable<LadderSettings> {
|
||||
const double _default_order_entry_panel_width = 110.0;
|
||||
const double _default_zoom_factor = 1.0;
|
||||
const bool _default_show_warn_on_cross = true;
|
||||
|
||||
// Default proto constructor
|
||||
// Added this so that when clients upgrade to a version with new settings,
|
||||
@@ -274,7 +255,6 @@ namespace mbts.spark {
|
||||
zoom_factor = _default_zoom_factor;
|
||||
use_defaults = true;
|
||||
favorite_algos = new LadderFavoriteAlgosSettings(null, 2);
|
||||
show_warn_on_cross = _default_show_warn_on_cross;
|
||||
}
|
||||
|
||||
public static LadderSettings Default {
|
||||
@@ -306,8 +286,8 @@ namespace mbts.spark {
|
||||
volume_column = VolumeColumnSettings.Default,
|
||||
calculator_buttons = new[] { 1, 5, 10, 25, 50, 100 },
|
||||
scroll_bar_visible = false,
|
||||
default_order_type = CustomOrderDefinition.CustomOneofCase.Limit,
|
||||
default_time_in_force = TimeInForce.Day,
|
||||
default_algo = new AlgoID(CustomOrderDefinition.CustomOneofCase.Limit),
|
||||
animate_recenter = true,
|
||||
badge_style = BadgeStyle.Normal,
|
||||
bid_break_line = new LadderMarketBreakLine { color = 0, show = true },
|
||||
@@ -339,7 +319,6 @@ namespace mbts.spark {
|
||||
zoom_slider_visible = false,
|
||||
zoom_factor = _default_zoom_factor,
|
||||
net_change = NetChangeTerms.None,
|
||||
mini_ob = new LadderMiniOrderBookSettings(bts.shell.orderbook.OrderBookStartupData.default_mini_grid.general),
|
||||
};
|
||||
rv.row_height = LadderRender.measure_row_height(rv);
|
||||
return rv;
|
||||
@@ -348,15 +327,7 @@ namespace mbts.spark {
|
||||
|
||||
public enum BadgeStyle { Normal, Alternate }
|
||||
|
||||
// TODO: rename to PriceDisplayFormat (today is merge monday, since this isn't a functional change, it is not worth the potential merge headaches right now)
|
||||
public enum NetChangeTerms {
|
||||
[Description("Standard Ticks")]
|
||||
None,
|
||||
[Description("Net Change Dollars")]
|
||||
Dollars,
|
||||
[Description("Net Change Ticks")]
|
||||
Ticks
|
||||
}
|
||||
public enum NetChangeTerms { None, Dollars, Ticks }
|
||||
|
||||
[ProtoMember(1)]
|
||||
public double row_height { get; set; }
|
||||
@@ -383,10 +354,6 @@ namespace mbts.spark {
|
||||
public bool scroll_bar_visible { get; set; }
|
||||
// USED [ProtoMember(11)]
|
||||
// USED [ProtoMember(12)]
|
||||
[ProtoMember(51)]
|
||||
public uint default_account { get; set; }
|
||||
[ProtoMember(52)]
|
||||
public AlgoID default_algo { get; set; }
|
||||
[ProtoMember(13)]
|
||||
public CustomOrderDefinition.CustomOneofCase default_order_type { get; set; }
|
||||
[ProtoMember(14)]
|
||||
@@ -397,8 +364,6 @@ namespace mbts.spark {
|
||||
public bool animate_recenter { get; set; } = true;
|
||||
[ProtoMember(17)]
|
||||
public BadgeStyle badge_style { get; set; }
|
||||
[ProtoMember(53)]
|
||||
public bool auto_clear { get; set; }
|
||||
|
||||
[ProtoMember(18)]
|
||||
public LadderMarketBreakLine bid_break_line { get; set; }
|
||||
@@ -481,47 +446,6 @@ namespace mbts.spark {
|
||||
get => _piq_column ?? (_piq_column = LadderSettings.Default.piq_column);
|
||||
set => _piq_column = value;
|
||||
}
|
||||
[ProtoMember(54), DefaultValue(_default_show_warn_on_cross)]
|
||||
public bool show_warn_on_cross { get; set; }
|
||||
|
||||
[ProtoMember(55)]
|
||||
public LadderMiniOrderBookSettings mini_ob { get; set; }
|
||||
|
||||
public void sanitize() =>
|
||||
sanitize(this);
|
||||
|
||||
// if there are new props, make sure they are not null, invalid, etc.
|
||||
public static LadderSettings sanitize(LadderSettings s) {
|
||||
if (s == null)
|
||||
return null;
|
||||
// these MarketBreakLines are new settings props, ensure they are not null
|
||||
if (s.bid_break_line == null)
|
||||
s.bid_break_line = Default.bid_break_line;
|
||||
if (s.ask_break_line == null)
|
||||
s.ask_break_line = Default.ask_break_line;
|
||||
if (s.mid_break_line == null)
|
||||
s.mid_break_line = Default.mid_break_line;
|
||||
if (s.session_low_line == null)
|
||||
s.session_low_line = Default.session_low_line;
|
||||
if (s.session_high_line == null)
|
||||
s.session_high_line = Default.session_high_line;
|
||||
if (s.session_range_fill == null)
|
||||
s.session_range_fill = Default.session_range_fill;
|
||||
if (s.volume_column == null)
|
||||
s.volume_column = Default.volume_column;
|
||||
if (s.size_display == null)
|
||||
s.size_display = MarketSizeDisplay.get_default();
|
||||
if (s.size_display.normal == null)
|
||||
s.size_display = s.size_display.with(MarketSizeDisplay.get_default().normal);
|
||||
if (s.mini_ob.value == null)
|
||||
s.mini_ob = new LadderMiniOrderBookSettings(bts.shell.orderbook.OrderBookStartupData.default_mini_grid.general);
|
||||
#pragma warning disable CS0612 // Type or member is obsolete
|
||||
if (s.mini_ob.value.sorting_criterion.Count == 0)
|
||||
s.mini_ob = new LadderMiniOrderBookSettings(s.mini_ob.value.with(sorting_criterion: bts.shell.orderbook.OrderBookStartupData.default_mini_grid.general.sorting_criterion));
|
||||
#pragma warning restore CS0612 // Type or member is obsolete
|
||||
s.row_height = LadderRender.measure_row_height(s);
|
||||
return s;
|
||||
}
|
||||
|
||||
public bool Equals(LadderSettings other) =>
|
||||
other != null &&
|
||||
@@ -535,13 +459,11 @@ namespace mbts.spark {
|
||||
piq_column.safe_equals(other.piq_column) &&
|
||||
calculator_buttons.safe_equals(other.calculator_buttons, (a, b) => a.SequenceEqual(b)) &&
|
||||
scroll_bar_visible == other.scroll_bar_visible &&
|
||||
default_account == other.default_account &&
|
||||
default_algo == other.default_algo &&
|
||||
default_order_type == other.default_order_type &&
|
||||
default_time_in_force == other.default_time_in_force &&
|
||||
size == other.size &&
|
||||
animate_recenter == other.animate_recenter &&
|
||||
badge_style == other.badge_style &&
|
||||
auto_clear == other.auto_clear &&
|
||||
bid_break_line.safe_equals(other.bid_break_line) &&
|
||||
ask_break_line.safe_equals(other.ask_break_line) &&
|
||||
mid_break_line.safe_equals(other.mid_break_line) &&
|
||||
@@ -573,9 +495,7 @@ namespace mbts.spark {
|
||||
zoom_factor == other.zoom_factor &&
|
||||
use_defaults == other.use_defaults &&
|
||||
favorite_algos == other.favorite_algos &&
|
||||
net_change == other.net_change &&
|
||||
show_warn_on_cross == other.show_warn_on_cross &&
|
||||
mini_ob == other.mini_ob;
|
||||
net_change == other.net_change;
|
||||
|
||||
public override bool Equals(object obj) => Equals(obj as LadderSettings);
|
||||
|
||||
@@ -592,6 +512,7 @@ namespace mbts.spark {
|
||||
EqualityComparer.safe_get_hash_code(piq_column),
|
||||
EqualityComparer.safe_get_hash_code(calculator_buttons),
|
||||
scroll_bar_visible.GetHashCode(),
|
||||
default_order_type.GetHashCode(),
|
||||
default_time_in_force.GetHashCode(),
|
||||
size.GetHashCode(),
|
||||
animate_recenter.GetHashCode(),
|
||||
@@ -626,8 +547,7 @@ namespace mbts.spark {
|
||||
zoom_factor.GetHashCode(),
|
||||
use_defaults.GetHashCode(),
|
||||
favorite_algos.GetHashCode(),
|
||||
net_change.GetHashCode(),
|
||||
show_warn_on_cross.GetHashCode());
|
||||
net_change.GetHashCode());
|
||||
|
||||
public struct WindowSpecifics {
|
||||
public readonly double order_entry_panel_width, zoom_factor;
|
||||
|
||||
@@ -4,17 +4,13 @@ using mbts;
|
||||
using mbts.config;
|
||||
using mbts.persist;
|
||||
using mbts.spark;
|
||||
using mbts.spark.utilities;
|
||||
using mbts.ui;
|
||||
using mbts.ui.shell;
|
||||
using mbts.ui.spark;
|
||||
using ProtoBuf;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Collections.Immutable;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Reactive.Subjects;
|
||||
using System.Threading;
|
||||
using System.Threading.Tasks;
|
||||
using System.Windows;
|
||||
@@ -56,217 +52,63 @@ namespace bts.shell {
|
||||
public async override Task<IShellWindow> load(LadderSaveState state) {
|
||||
await Wait.until_true(() => _securities.ContainsKey(state.security_key), _ladder_conf.security_timeout);
|
||||
if (_securities.TryGetValue(state.security_key, out SecurityMD security)) {
|
||||
return create_ladder_window(security, state.settings, state.settings_id);
|
||||
return create_ladder_window(security, state.settings);
|
||||
}
|
||||
return null;
|
||||
}
|
||||
|
||||
LadderSaveState _get_state(LadderVM vm, uint id) {
|
||||
LadderSettings s = vm.get_save_state();
|
||||
if (id != 0) {
|
||||
if (!_settings_hub.current.ladder_profiles.TryGetFirst(lp => lp.id == id, out var result)) {
|
||||
// profile was deleted
|
||||
id = 0;
|
||||
} else {
|
||||
var curr_profile = _fit_to_sec(result.value, vm.security.ContractCase);
|
||||
if (!s.Equals(curr_profile)) {
|
||||
// ladder's settings diverged from the profile (this happens when the user changes settings outside of the settings dialog, such as column widths, left panel width, etc.)
|
||||
id = 0;
|
||||
}
|
||||
}
|
||||
}
|
||||
return new LadderSaveState { security_key = vm.security.Id, settings = s, settings_id = id };
|
||||
}
|
||||
static LadderSaveState _get_state(LadderVM vm) =>
|
||||
new LadderSaveState { security_key = vm.security.Id, settings = vm.get_save_state() };
|
||||
|
||||
int _ladder_count = 0;
|
||||
IShellWindow create_ladder_window(SecurityMD md, LadderSettings state_settings, uint settings_id = 0) {
|
||||
IDisposable active_settings_dialog = null;
|
||||
var thread_id = Interlocked.Increment(ref _ladder_count) % Environment.ProcessorCount;
|
||||
// on_shell_window_vm should behave like an event (do not set to null)
|
||||
Action<ShellWindowVM> on_shell_window_vm = _ => { };
|
||||
ShellWindowVM shell_window_vm = null;
|
||||
IShellWindow shell_window = null;
|
||||
var title_source = new LazyObservable<string>(() => ShellWindowExtensions.literal_title_source(shell_window, shell_window_vm));
|
||||
IShellWindow create_ladder_window(SecurityMD md, LadderSettings state_settings) {
|
||||
var id = Interlocked.Increment(ref _ladder_count) % Environment.ProcessorCount;
|
||||
var view = new Lazy<UIElement>(() => {
|
||||
// resources
|
||||
var model = new LadderModel(md, _orders_model, _mbo);
|
||||
var profile_service = new SettingsProfileService<LadderSettings>(_settings_hub,
|
||||
us => ImmutableDictionary<uint, SettingsProfile<LadderSettings>>.Empty.AddRange(us.ladder_profiles.ToDictionary(
|
||||
lp => lp.id,
|
||||
lp => new SettingsProfile<LadderSettings>(lp.id, lp.name, LadderSettings.sanitize(lp.value), lp.security_criteria))),
|
||||
(us, lps) => us.with(ladder_profiles: lps.Values.Select(lp => new LadderSettingsProfile(lp.id, lp.name, lp.value, lp.security_criteria)).ToArray()));
|
||||
state_settings?.sanitize();
|
||||
/// When settings are adjusted outside of the settings dialog, the vm should raise the <see cref="LadderVM.settings_invalidated"/> event.
|
||||
/// In response to that event, 'needs_resync' is set to true. This causes 'last_value' to be refreshed when the next caller requests the latest settings
|
||||
/// (i.e., an IObserver subscribing to the settings_source, or the settings-dialog viewmodel).
|
||||
bool initialized = false, needs_resync = false;
|
||||
LadderSettings last_value = fit_to_sec(state_settings);
|
||||
LadderVM vm = null;
|
||||
var settings_subject = new Subject<LadderSettings>();
|
||||
var settings_source = Observable.Create<LadderSettings>(o => {
|
||||
ensure_synced();
|
||||
if (last_value != null)
|
||||
o.OnNext(last_value);
|
||||
return settings_subject.Subscribe(s => {
|
||||
if (s != null)
|
||||
o.OnNext(s);
|
||||
});
|
||||
});
|
||||
// vm
|
||||
vm = LadderVM.create(_bus, model, LadderSettings.sanitize(last_value ?? _settings_hub.current.ladder), settings_source);
|
||||
vm.settings_invalidated += on_settings_invalidated;
|
||||
var settings_manager = new WindowSettingsManager<LadderSettings>(
|
||||
_settings_hub, state_settings == null || state_settings.use_defaults ? null : state_settings,
|
||||
us => sanitize_ladder_settings(us.ladder),
|
||||
(us, v) => us.with(sanitize_ladder_settings(v)));
|
||||
var init = state_settings ?? settings_manager.default_settings;
|
||||
init.use_defaults |= state_settings == null;
|
||||
var vm = LadderVM.create(_bus, model, settings_manager, init);
|
||||
vm.order_properties_vm.open_algo_popup_on_select = _ladder_conf.open_algo_popup_on_select;
|
||||
vm.order_properties_vm.use_algo_param_grid = _ladder_conf.use_algo_param_grid;
|
||||
vm.request_settings_dialog += open_settings_dialog;
|
||||
var settings_subscription = _settings_hub.subscribe_default_settings().Subscribe(on_user_settings);
|
||||
vm.OnDisposed += disposing => {
|
||||
Disposable.dispose(ref settings_subscription);
|
||||
Disposable.dispose(ref active_settings_dialog);
|
||||
Disposable.dispose(ref settings_subject);
|
||||
};
|
||||
// view
|
||||
var lv = new LadderView(vm);
|
||||
foreach (var kv in AlgoStudioModelUtils.get_dynamic_resources(vm.model.order_gateway.algo_model.ui_configuration))
|
||||
lv.Resources[kv.Key] = kv.Value;
|
||||
return lv;
|
||||
// local methods
|
||||
LadderSettings fit_to_sec(LadderSettings s) =>
|
||||
_fit_to_sec(s, md.security.ContractCase);
|
||||
|
||||
void on_settings_invalidated() =>
|
||||
needs_resync = true;
|
||||
|
||||
void ensure_synced() {
|
||||
if (!needs_resync)
|
||||
return;
|
||||
var curr = vm.get_save_state();
|
||||
if (settings_id == 0) {
|
||||
last_value = curr;
|
||||
} else if (!curr.Equals(last_value)) {
|
||||
settings_id = 0;
|
||||
last_value = curr;
|
||||
}
|
||||
needs_resync = false;
|
||||
}
|
||||
|
||||
void on_user_settings(UserSettings us) {
|
||||
if (initialized) {
|
||||
ensure_synced();
|
||||
if (settings_id == 0) {
|
||||
// not on a profile, don't respond to default settings changes
|
||||
return;
|
||||
} else if (us.ladder_profiles.TryGetFirst(p => p.id == settings_id, out var profile)) {
|
||||
if (!last_value.Equals(vm.get_save_state())) {
|
||||
settings_id = 0;
|
||||
} else {
|
||||
settings_subject.OnNext(last_value = fit_to_sec(profile.value));
|
||||
}
|
||||
} else {
|
||||
// profile was deleted; keep the current settings and switch to the 'Local' profile.
|
||||
settings_id = 0;
|
||||
}
|
||||
} else if (_settings_hub.initialized) {
|
||||
initialized = true;
|
||||
if (settings_id != 0) {
|
||||
if (us.ladder_profiles.TryGetFirst(p => p.id == settings_id, out var profile)) {
|
||||
last_value = fit_to_sec(profile.value);
|
||||
} else {
|
||||
settings_id = 0;
|
||||
}
|
||||
}
|
||||
if (settings_id == 0 && last_value == null) {
|
||||
foreach (var lp in _settings_hub.current.ladder_profiles) {
|
||||
// TODO: Use a kind of 'match priority' to resolve conflicts when the security is included in more than 1 profile's security criteria.
|
||||
// In the meantime, simply use the first match.
|
||||
if (lp.security_criteria.includes(md.security)) {
|
||||
last_value = fit_to_sec(lp.value);
|
||||
settings_id = lp.id;
|
||||
break;
|
||||
}
|
||||
}
|
||||
if (last_value == null)
|
||||
last_value = fit_to_sec(_settings_hub.current.ladder);
|
||||
}
|
||||
settings_subject.OnNext(last_value);
|
||||
}
|
||||
}
|
||||
|
||||
void open_settings_dialog() {
|
||||
// dialog vm
|
||||
var dialog_vm = new ProfiledShellSettingsDialogVM<LadderSettings, LadderSettingsVM, LadderSettingsProfile>(
|
||||
profile_service,
|
||||
us => us.ladder ?? LadderSettings.Default,
|
||||
s => {
|
||||
var svm = new LadderSettingsVM(model.order_gateway, vm.security);
|
||||
svm.load(s);
|
||||
return svm;
|
||||
},
|
||||
fit_to_sec,
|
||||
vm.get_save_state(),
|
||||
UserSettings.FileExtensions.LADDER,
|
||||
settings_id);
|
||||
dialog_vm.applied += apply;
|
||||
// dialog
|
||||
var dialog = new ShellSettingsDialog { DataContext = dialog_vm };
|
||||
dialog_vm.SubscribeDisposed(title_source.OnDispatcher().Subscribe(t => dialog_vm.title = t));
|
||||
dialog.Resources[ShellSettingsDialog.SecurityMapKey] = _securities;
|
||||
dialog_vm.RequestClose += on_request_close;
|
||||
dialog.Closed += on_closed;
|
||||
Disposable.replace(ref active_settings_dialog, Disposable.Create(destroy_all));
|
||||
dialog.move_to_mouse(-500, -500);
|
||||
dialog.Show();
|
||||
// local methods
|
||||
void apply(SettingsProfile<LadderSettings> profile) {
|
||||
settings_id = profile.id;
|
||||
last_value = profile.value;
|
||||
settings_subject.OnNext(profile.value);
|
||||
}
|
||||
// idempotent
|
||||
void destroy_all() {
|
||||
destroy_window();
|
||||
destroy_vm();
|
||||
}
|
||||
// idempotent
|
||||
void destroy_window() {
|
||||
if (dialog == null) return;
|
||||
try {
|
||||
var temp = dialog;
|
||||
dialog = null;
|
||||
temp.Closed -= on_closed;
|
||||
temp.Close();
|
||||
} catch (Exception ex) {
|
||||
on_error("closing window", ex);
|
||||
}
|
||||
}
|
||||
// idempotent
|
||||
void destroy_vm() {
|
||||
if (dialog_vm == null) return;
|
||||
try {
|
||||
var temp = dialog_vm;
|
||||
dialog_vm = null;
|
||||
temp.applied -= apply;
|
||||
temp.RequestClose -= on_request_close;
|
||||
temp.Dispose();
|
||||
} catch (Exception ex) {
|
||||
on_error("disposing vm", ex);
|
||||
}
|
||||
}
|
||||
void on_closed(object sender, EventArgs e) => destroy_all();
|
||||
void on_request_close(object sender, EventArgs e) => destroy_all();
|
||||
void on_error(string action_desc, Exception error) =>
|
||||
Log.Ui.warn($"LadderSettingsDialog error {action_desc}: {error}.");
|
||||
}
|
||||
});
|
||||
string thread = _ladder_conf.ladders_on_threads ? $"Ladder{thread_id:00}" : "";
|
||||
return shell_window = ShellWindow.create(
|
||||
string thread = _ladder_conf.ladders_on_threads ? $"Ladder{id:00}" : "";
|
||||
return ShellWindow.create(
|
||||
module, md.security.ToString(), _window_type, view,
|
||||
(v, s) => save(_get_state(((LadderView)v).vm, settings_id), s),
|
||||
icon: Icons.Ladder,
|
||||
thread_id: thread,
|
||||
vm => {
|
||||
shell_window_vm = vm;
|
||||
title_source.connect();
|
||||
});
|
||||
(v,s) => save(_get_state(((LadderView)v).vm), s),
|
||||
icon: Icons.Ladder,
|
||||
thread_id: thread);
|
||||
// if there are new props, make sure they are not null, invalid, etc.
|
||||
LadderSettings sanitize_ladder_settings(LadderSettings s) {
|
||||
// these MarketBreakLines are new settings props, ensure they are not null
|
||||
if (s.bid_break_line == null)
|
||||
s.bid_break_line = LadderSettings.Default.bid_break_line;
|
||||
if (s.ask_break_line == null)
|
||||
s.ask_break_line = LadderSettings.Default.ask_break_line;
|
||||
if (s.mid_break_line == null)
|
||||
s.mid_break_line = LadderSettings.Default.mid_break_line;
|
||||
if (s.session_low_line == null)
|
||||
s.session_low_line = LadderSettings.Default.session_low_line;
|
||||
if (s.session_high_line == null)
|
||||
s.session_high_line = LadderSettings.Default.session_high_line;
|
||||
if (s.session_range_fill == null)
|
||||
s.session_range_fill = LadderSettings.Default.session_range_fill;
|
||||
if (s.volume_column == null)
|
||||
s.volume_column = LadderSettings.Default.volume_column;
|
||||
if (s.size_display == null)
|
||||
s.size_display = MarketSizeDisplay.get_default();
|
||||
if (s.size_display.normal == null)
|
||||
s.size_display = s.size_display.with(MarketSizeDisplay.get_default().normal);
|
||||
s.row_height = LadderRender.measure_row_height(s);
|
||||
return s;
|
||||
}
|
||||
}
|
||||
|
||||
void show_windows(IReadOnlyCollection<SecurityMD> securities) {
|
||||
@@ -283,19 +125,26 @@ namespace bts.shell {
|
||||
}
|
||||
}
|
||||
|
||||
LadderSettings _fit_to_sec(LadderSettings s, Security.ContractOneofCase sec_type) {
|
||||
if (s == null) return null;
|
||||
var algo_key = AlgoID.to_algo_key(s.default_algo, _orders_model.dynamic_helper.dynamic_type_index);
|
||||
if (algo_key.mode == AlgoKey.Mode.Factory) {
|
||||
var fitted_algo = OrderDataHelper.fit_to_type(algo_key.factory.structure.build_algo(_orders_model.dynamic_helper), sec_type, true);
|
||||
if (fitted_algo.HasValue) {
|
||||
// be sure to clone ('s' may be shared)
|
||||
s = SparkUtils.clone_proto(s);
|
||||
s.default_algo = AlgoID.from_custom_def(fitted_algo.Value);
|
||||
}
|
||||
}
|
||||
return s;
|
||||
}
|
||||
// TODO: whenever we re-implement the linked ladder, need to add some field to the LadderSaveState to indicate the owning window
|
||||
//void show_linked(IObservable<SecurityMD> keystream) {
|
||||
// var view = new LadderView();
|
||||
// IDisposable sub = null;
|
||||
// var window =
|
||||
// ShellWindow.create(module, "loading", view,
|
||||
// Disposable.Create(() => {
|
||||
// (view.DataContext as LadderVM)?.Dispose();
|
||||
// sub?.Dispose();
|
||||
// }), s => {
|
||||
// var vm = view.DataContext as LadderVM;
|
||||
// if (vm != null) save(_get_state(vm), s);
|
||||
// }, Icons.Ladder);
|
||||
// sub =
|
||||
// keystream
|
||||
// .Select(smd => new LadderVM(_bus, new LadderModel(smd, _orders_model),
|
||||
// Observable.Return(_orders_model.factory.default_ladder_settings(smd.security)))
|
||||
// ).Aggregate((old, vm) => { old.Dispose(); return vm; })
|
||||
// .Subscribe(vm => { view.DataContext = vm; window.Title = vm.security.ToString(); });
|
||||
//}
|
||||
|
||||
readonly struct LadderConfig {
|
||||
public readonly uint max_open_ladders;
|
||||
@@ -318,7 +167,5 @@ namespace bts.shell {
|
||||
public UInt32 security_key;
|
||||
[ProtoMember(2)]
|
||||
public mbts.spark.LadderSettings settings;
|
||||
[ProtoMember(3)]
|
||||
public uint settings_id;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,7 +1,5 @@
|
||||
using bts.api;
|
||||
using bts.api.orderman;
|
||||
using bts.shell.orderbook;
|
||||
using mbts.persist;
|
||||
using mbts.ui;
|
||||
using mbts.ui.shell;
|
||||
using System;
|
||||
@@ -294,29 +292,50 @@ namespace mbts.spark {
|
||||
price_filter.minimum.value = real_price;
|
||||
price_filter.maximum.value = real_price;
|
||||
|
||||
var obvm = new OrderBookVM(null, _owner.bus, null, _owner.model.order_gateway, null, true);
|
||||
var state = new bts.shell.orderbook.OrderBookStartupData(
|
||||
new bts.shell.orderbook.FilterStates {
|
||||
security_criteria = new SecurityCriteria(_owner.security),
|
||||
price = price_filter,
|
||||
statuses = new[] { OrderStatus.Working },
|
||||
order_types = AlgoID.exchange_algo_keys
|
||||
statuses = new[] { OrderStatus.Working }
|
||||
},
|
||||
bts.shell.orderbook.OrderBookStartupData.default_mini_grid.with(_owner.current_settings.mini_ob.value),
|
||||
bts.shell.orderbook.OrderBookStartupData.default_mini_grid,
|
||||
use_defaults: false
|
||||
);
|
||||
var settings_man = new WindowSettingsManager<OrderBookGridSettings>.DisconnectedImpl(state.orderbook_grid);
|
||||
var obvm = new OrderBookVM(_owner.bus, null, _owner.model.order_gateway, settings_man, true);
|
||||
_owner.settings.Subscribe(s => settings_man.instance_settings = settings_man.instance_settings.with(s.mini_ob.value));
|
||||
// NOTE:
|
||||
// we might need the ObservableAppend to InsertAt
|
||||
// if these EditXXX ever support settings.
|
||||
|
||||
// The end result after this group of lines will be
|
||||
// ----------------------------------------------
|
||||
// | Cancel | Update | Qty | Price | Commit | Attach | Detach | ...
|
||||
// ----------------------------------------------
|
||||
//
|
||||
obvm.columns.Insert(0, new OrderBookVM.AttachDetachColumn(typeof(MiniOrderBookView)));
|
||||
obvm.columns.Insert(0, new OrderBookVM.CommitColumn());
|
||||
obvm.columns.Insert(0, new OrderBookVM.EditablePriceColumn());
|
||||
obvm.columns.Insert(0, new OrderBookVM.EditableQtyColumn());
|
||||
var price_col = obvm.columns.FirstOrDefault(x => x.id == OrderBookGridView.ColumnKeys.Price.ToString());
|
||||
var price_index = obvm.columns.indexOf(price_col);
|
||||
if (price_index > -1) {
|
||||
var existing_editprice_col = obvm.columns.FirstOrDefault(x => x.id == OrderBookGridView.ColumnKeys.EditablePrice.ToString());
|
||||
var existing_editprice_index = obvm.columns.indexOf(existing_editprice_col);
|
||||
if (existing_editprice_index == -1) {
|
||||
// insert the edit price column at the beginning
|
||||
obvm.columns.Insert(0, new OrderBookVM.EditablePriceColumn());
|
||||
}
|
||||
}
|
||||
var qty_col = obvm.columns.FirstOrDefault(x => x.id == OrderBookGridView.ColumnKeys.Size.ToString());
|
||||
var qty_index = obvm.columns.indexOf(qty_col);
|
||||
if (qty_index > -1) {
|
||||
var existing_editqty_col = obvm.columns.FirstOrDefault(x => x.id == OrderBookGridView.ColumnKeys.EditableQty.ToString());
|
||||
var existing_editqty_index = obvm.columns.indexOf(existing_editqty_col);
|
||||
if (existing_editqty_index == -1) {
|
||||
// insert the edit quantity column at the beginning
|
||||
obvm.columns.Insert(0, new OrderBookVM.EditableQtyColumn());
|
||||
}
|
||||
}
|
||||
obvm.columns.Insert(0, new OrderBookVM.UpdateColumn(typeof(MiniOrderBookView)));
|
||||
obvm.columns.Insert(0, new OrderBookVM.CancelColumn(nameof(OrderBookRowVM.cancel_command)));
|
||||
// the CheckColumn must be inserted at the front of the ObservableAppendCollection,
|
||||
// and not mixed with the other columns in said ObservableAppendCollection's underlying ObservableCollection (the settings dialog uses the underlying collection).
|
||||
// The user cannot adjust this column in the settings dialog, and it should always be the left-most column.
|
||||
obvm.columns.insert_front(new OrderBookVM.CheckColumn(nameof(OrderBookRowVM.is_selected)));
|
||||
|
||||
obvm.load_from(state);
|
||||
return obvm;
|
||||
}
|
||||
|
||||
@@ -1,8 +1,5 @@
|
||||
using bts;
|
||||
using bts.api;
|
||||
using bts.api.orderman;
|
||||
using bts.api;
|
||||
using bts.collections;
|
||||
using bts.shell.orderbook;
|
||||
using bts.utils;
|
||||
using mbts.collections;
|
||||
using mbts.ui;
|
||||
@@ -11,14 +8,10 @@ using mbts.ui.controls.color_picker;
|
||||
using mbts.ui.shell;
|
||||
using mbts.ui.spark;
|
||||
using mbts.ui.utility;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Collections.ObjectModel;
|
||||
using System.Collections.Specialized;
|
||||
using System.ComponentModel;
|
||||
using System.Linq;
|
||||
using System.Reactive.Disposables;
|
||||
using System.Reactive.Linq;
|
||||
using System.Windows;
|
||||
using System.Windows.Input;
|
||||
@@ -26,30 +19,19 @@ using System.Windows.Media;
|
||||
using TextUtils = mbts.ui.utility.text.TextUtils;
|
||||
|
||||
namespace mbts.spark {
|
||||
class LadderSettingsVM : DisposableViewModelBase, IWindowSettingsVM<LadderSettings>, IValueFactory<LadderSettings>, IObservable<LadderSettings>, ITemplateSelectorKey {
|
||||
class LadderSettingsVM : ViewModelBase, IWindowSettingsVM<LadderSettings>, ITemplateSelectorKey, IDisposable {
|
||||
readonly Property<LadderSettings.BadgeStyle> _badge_style;
|
||||
readonly Property<uint> _alternate_order_size;
|
||||
readonly DelegateProperty<double> _row_height;
|
||||
readonly UserProperty<AccountTuple?> _default_account;
|
||||
readonly UserProperty<AlgoDefinitionVM> _default_algo;
|
||||
readonly DeferrableActionWrapper _update;
|
||||
readonly ObservableKeyedCollection<AccountTuple?, uint> _accounts = new ObservableKeyedCollection<AccountTuple?, uint>(AccountTuple.nullable_key_fn);
|
||||
readonly ObservableKeyedCollection<AlgoDefinitionVM, AlgoKey> _algo_definitions = new ObservableKeyedCollection<AlgoDefinitionVM, AlgoKey>(d => d.key);
|
||||
readonly OrdersModel _model;
|
||||
uint? _desired_account;
|
||||
AlgoID? _desired_algo;
|
||||
TimeInForce _default_time_in_force;
|
||||
LadderSettings.NetChangeTerms _price_format;
|
||||
double _order_entry_panel_width, _zoom_factor;
|
||||
bool _auto_clear, _show_warn_on_cross;
|
||||
Func<double> _get_order_entry_panel_width, _get_zoom_factor;
|
||||
LadderSettings _current;
|
||||
LadderColumnSettingsVM
|
||||
_orders = new OrdersColumnSettingsVM(),
|
||||
_bid = new LadderColumnSettingsVM("Bid"),
|
||||
_price = new LadderColumnSettingsVM("Price"),
|
||||
_ask = new LadderColumnSettingsVM("Ask"),
|
||||
_last = new LadderColumnSettingsVM("Last", LadderSettingsView.LastColumnTemplateKey, true),
|
||||
_piq = new LadderColumnSettingsVM("PIQ", can_toggle_show: true);
|
||||
_last = new LadderColumnSettingsVM("Last", true),
|
||||
_piq = new LadderColumnSettingsVM("PIQ", true);
|
||||
VolumeColumnVM _volume = new VolumeColumnVM();
|
||||
LadderMarketBreakLineVM
|
||||
_bid_mkt_line = new LadderMarketBreakLineVM("Bid"),
|
||||
@@ -77,18 +59,25 @@ namespace mbts.spark {
|
||||
_cancel_buys_visibility = new OrderEntryPanelItemVisibilityVM("Cancel Buys"),
|
||||
_cancel_sells_visibility = new OrderEntryPanelItemVisibilityVM("Cancel Sells"),
|
||||
_cancel_all_visibility = new OrderEntryPanelItemVisibilityVM("Cancel All");
|
||||
readonly Property<bool>
|
||||
_show_in_net_change,
|
||||
_show_in_net_change_dollars,
|
||||
_show_in_net_change_ticks;
|
||||
|
||||
public LadderSettingsVM(OrdersModel model, SecurityImmutable security) {
|
||||
_model = model;
|
||||
is_synthetic = security.ContractCase == Security.ContractOneofCase.Synthetic;
|
||||
favorite_algos_vm = new FavoriteAlgosVM(_algo_definitions);
|
||||
public LadderSettingsVM(OrdersModel model, bool is_synthetic, Func<double> get_left_panel_width, Func<double> get_zoom_factor) {
|
||||
this.is_synthetic = is_synthetic;
|
||||
favorite_algos_vm = new FavoriteAlgosVM(model);
|
||||
size_presets = new ObservableEditableCollection<IMutableValueWrapperVM<uint>>(_create_size_preset_vm);
|
||||
size_presets.CollectionChanged += (s, e) => RaisePropertyChanged(nameof(size_presets_text));
|
||||
_badge_style = backing<LadderSettings.BadgeStyle>(nameof(badge_style));
|
||||
_badge_style.Changed += _badge_style_Changed;
|
||||
_alternate_order_size = backing<uint>(nameof(alternate_order_size));
|
||||
_default_account = user_backing<AccountTuple?>(nameof(default_account));
|
||||
_default_algo = user_backing<AlgoDefinitionVM>(nameof(default_algo));
|
||||
_get_order_entry_panel_width = get_left_panel_width;
|
||||
_get_zoom_factor = get_zoom_factor;
|
||||
_show_in_net_change = backing<bool>(nameof(show_in_net_change));
|
||||
_show_in_net_change_dollars = backing<bool>(nameof(show_in_net_change_dollars));
|
||||
_show_in_net_change_ticks = backing<bool>(nameof(show_in_net_change_ticks));
|
||||
|
||||
// be sure to initialize backings before this measure_row_height call
|
||||
_row_height = backing(nameof(row_height), () => LadderRender.measure_row_height(get_result()));
|
||||
_orders.font_size_changed += on_font_size_changed;
|
||||
@@ -97,49 +86,9 @@ namespace mbts.spark {
|
||||
_ask.font_size_changed += on_font_size_changed;
|
||||
_last.font_size_changed += on_font_size_changed;
|
||||
_piq.font_size_changed += on_font_size_changed;
|
||||
// accounts
|
||||
accounts_view = new ListCollectionView<AccountTuple?>(_accounts) {
|
||||
CustomSort = Comparer<AccountTuple>.Default.to_nullable().to_non_generic()
|
||||
};
|
||||
// update
|
||||
_update = new DeferrableActionWrapper(() => result_changed?.Invoke());
|
||||
mini_ob.result_changed += _update.execute;
|
||||
foreach (var c in _observable_components)
|
||||
c.PropertyChanged += on_prop_changed;
|
||||
favorite_algos_vm.items.CollectionChanged += on_favorite_algo_items_CollectionChanged;
|
||||
_algo_definitions.AddRange(_model.factory.default_algos(security).Values.Select(algo_factory));
|
||||
_dispose = new CompositeDisposable(
|
||||
_model.factory.subscribe_accounts().OnDispatcher().Subscribe(acc_map => {
|
||||
_accounts.SyncWithDictionary(MappedDictionary.create(acc_map, account_factory));
|
||||
_try_select_desired_account();
|
||||
}),
|
||||
ObservableAutoWrapper.connect_item_hooks(favorite_algos_vm.items, connect_favorite_algo),
|
||||
_model.algo_model.definitions.OnDispatcher().Subscribe(update => {
|
||||
AlgoCollectionHelper.update_persisted_definitions(_algo_definitions, update, algo_factory);
|
||||
_try_select_desired_algo();
|
||||
})
|
||||
) { dispose_resources };
|
||||
// local methods
|
||||
void on_font_size_changed(double oldval, double newval) => _row_height.refresh();
|
||||
void on_prop_changed(object sender, PropertyChangedEventArgs e) => _update.execute();
|
||||
void on_favorite_algo_items_CollectionChanged(object sender, NotifyCollectionChangedEventArgs e) => _update.execute();
|
||||
IDisposable connect_favorite_algo(FavoriteAlgoItem item) {
|
||||
item.PropertyChanged += on_prop_changed;
|
||||
return Disposable.Create(() => item.PropertyChanged -= on_prop_changed);
|
||||
}
|
||||
void dispose_resources() {
|
||||
mini_ob.result_changed -= _update.execute;
|
||||
mini_ob.Dispose();
|
||||
favorite_algos_vm.items.CollectionChanged -= on_favorite_algo_items_CollectionChanged;
|
||||
favorite_algos_vm.Dispose();
|
||||
foreach (var c in _observable_components)
|
||||
c.PropertyChanged -= on_prop_changed;
|
||||
}
|
||||
AccountTuple? account_factory(KeyValuePair<uint, string> kv) => new AccountTuple(kv.Key, kv.Value);
|
||||
AlgoDefinitionVM algo_factory(AlgoData data) => AlgoDefinitionVM.create(_model, data, false);
|
||||
}
|
||||
|
||||
public event Action result_changed;
|
||||
void on_font_size_changed(double oldval, double newval) => _row_height.refresh();
|
||||
}
|
||||
|
||||
private void _badge_style_Changed(LadderSettings.BadgeStyle oldval, LadderSettings.BadgeStyle newval) {
|
||||
if (newval == LadderSettings.BadgeStyle.Alternate && _orders.font_size == 10) {
|
||||
@@ -161,27 +110,6 @@ namespace mbts.spark {
|
||||
}
|
||||
|
||||
public MarketSizeDisplayVM size_display { get; } = new MarketSizeDisplayVM();
|
||||
public SimpleGridSettingsVM mini_ob { get; } = new SimpleGridSettingsVM(OrderBookGridSettingsManager.hard_column_flags);
|
||||
// price format
|
||||
public LadderSettings.NetChangeTerms price_format { get => _price_format; set => Set(ref _price_format, value); }
|
||||
public IEnumerable<LadderSettings.NetChangeTerms> price_format_options => EnumHelper.get_values<LadderSettings.NetChangeTerms>();
|
||||
// time in force
|
||||
public TimeInForce default_time_in_force { get => _default_time_in_force; set => Set(ref _default_time_in_force, value); }
|
||||
public IEnumerable<TimeInForce> time_in_force_options => EnumHelper.get_values_except(TimeInForce.Undefined);
|
||||
// account
|
||||
public AccountTuple? default_account { get => _default_account.Value; set => _default_account.Value = value; }
|
||||
public ICollectionView<AccountTuple?> accounts_view { get; }
|
||||
// algo
|
||||
public AlgoDefinitionVM default_algo { get => _default_algo.Value; set => _default_algo.Value = value; }
|
||||
public IReadOnlyObservableCollection<AlgoDefinitionVM> algo_definitions => _algo_definitions;
|
||||
// left-panel (components)
|
||||
public bool auto_clear { get => _auto_clear; set => Set(ref _auto_clear, value); }
|
||||
public double order_entry_panel_width { get => _order_entry_panel_width; set => Set(ref _order_entry_panel_width, value); }
|
||||
public double zoom_factor { get => _zoom_factor; set => Set(ref _zoom_factor, value); }
|
||||
// safety checks
|
||||
public bool show_warn_on_cross { get => _show_warn_on_cross; set => Set(ref _show_warn_on_cross, value); }
|
||||
|
||||
// favorites
|
||||
public FavoriteAlgosVM favorite_algos_vm { get; }
|
||||
|
||||
public double row_height => _row_height.Value;
|
||||
@@ -247,133 +175,88 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
|
||||
public string key => GridSettingsTemplateKeys.Ladder;
|
||||
|
||||
IEnumerable<INotifyPropertyChanged> _observable_components {
|
||||
get {
|
||||
// columns
|
||||
yield return _orders;
|
||||
yield return _bid;
|
||||
yield return _price;
|
||||
yield return _ask;
|
||||
yield return _last;
|
||||
yield return _piq;
|
||||
yield return _volume;
|
||||
yield return _volume.general;
|
||||
// market break lines
|
||||
yield return _bid_mkt_line;
|
||||
yield return _ask_mkt_line;
|
||||
yield return _mid_mkt_line;
|
||||
yield return _session_low_mkt_line;
|
||||
yield return _session_high_mkt_line;
|
||||
yield return _session_range_fill;
|
||||
// left panel
|
||||
yield return _zoom_slider_visbility;
|
||||
yield return _day_visibility;
|
||||
yield return _high_visibility;
|
||||
yield return _low_visibility;
|
||||
yield return _open_visibility;
|
||||
yield return _settle_visibility;
|
||||
yield return _volume_visibility;
|
||||
yield return _account_visibility;
|
||||
yield return _tif_visibility;
|
||||
yield return _order_type_visibility;
|
||||
yield return _account_position_visibility;
|
||||
yield return _day_position_visibility;
|
||||
yield return _size_preset_visibility;
|
||||
yield return _auto_clear_visibility;
|
||||
yield return _clear_visibility;
|
||||
yield return _cancel_buys_visibility;
|
||||
yield return _cancel_sells_visibility;
|
||||
yield return _cancel_all_visibility;
|
||||
// other
|
||||
yield return size_display;
|
||||
yield return favorite_algos_vm;
|
||||
yield return this;
|
||||
public bool show_in_net_change {
|
||||
get => _show_in_net_change.Value;
|
||||
set {
|
||||
// when unchecking, clear out dollars and ticks
|
||||
if (!value) {
|
||||
show_in_net_change_dollars = false;
|
||||
show_in_net_change_ticks = false;
|
||||
}
|
||||
// when checking, by defalt check dollars
|
||||
if (value) {
|
||||
show_in_net_change_dollars = true;
|
||||
}
|
||||
_show_in_net_change.Value = value;
|
||||
}
|
||||
}
|
||||
public bool show_in_net_change_dollars {
|
||||
get => _show_in_net_change_dollars.Value;
|
||||
set => _show_in_net_change_dollars.Value = value;
|
||||
}
|
||||
|
||||
public bool show_in_net_change_ticks {
|
||||
get => _show_in_net_change_ticks.Value;
|
||||
set => _show_in_net_change_ticks.Value = value;
|
||||
}
|
||||
|
||||
|
||||
public string key => GridSettingsTemplateKeys.Ladder;
|
||||
|
||||
public void load(LadderSettings settings) {
|
||||
using (_update.defer_execution()) {
|
||||
_current = settings;
|
||||
badge_style = settings.badge_style;
|
||||
alternate_order_size = settings.alternate_order_size;
|
||||
favorite_algos_vm.load_from(settings.favorite_algos);
|
||||
size_display.load_from(settings.size_display);
|
||||
size_presets.SetItems(settings.calculator_buttons.empty_if_null().Select(s => _create_size_preset_vm((uint)s)));
|
||||
mini_ob.load_from(settings.mini_ob.value);
|
||||
// columns
|
||||
_orders.assign_from(_current.orders_column);
|
||||
_bid.assign_from(_current.bid_column);
|
||||
_ask.assign_from(_current.ask_column);
|
||||
_price.assign_from(_current.price_column);
|
||||
_volume.assign_from(_current.volume_column);
|
||||
_last.assign_from(_current.last_column);
|
||||
_piq.assign_from(_current.piq_column);
|
||||
// market break lines
|
||||
_bid_mkt_line.assign_from(_current.bid_break_line);
|
||||
_ask_mkt_line.assign_from(_current.ask_break_line);
|
||||
_mid_mkt_line.assign_from(_current.mid_break_line);
|
||||
_session_low_mkt_line.assign_from(_current.session_low_line);
|
||||
_session_high_mkt_line.assign_from(_current.session_high_line);
|
||||
_session_range_fill.assign_from(_current.session_range_fill);
|
||||
// left-panel (defaults)
|
||||
default_time_in_force = settings.default_time_in_force;
|
||||
// - account
|
||||
_desired_account = settings.default_account;
|
||||
_try_select_desired_account(true);
|
||||
// - algo
|
||||
_desired_algo = settings.default_algo;
|
||||
_try_select_desired_algo(true);
|
||||
// - components
|
||||
auto_clear = settings.auto_clear;
|
||||
order_entry_panel_width = settings.order_entry_panel_initial_width;
|
||||
zoom_factor = settings.zoom_factor;
|
||||
// left-panel (show/hide)
|
||||
_zoom_slider_visbility.show = settings.zoom_slider_visible;
|
||||
_day_visibility.show = settings.day_visible;
|
||||
_high_visibility.show = settings.high_visible;
|
||||
_low_visibility.show = settings.low_visible;
|
||||
_open_visibility.show = settings.open_visible;
|
||||
_settle_visibility.show = settings.settle_visible;
|
||||
_volume_visibility.show = settings.volume_visible;
|
||||
_account_visibility.show = settings.account_visible;
|
||||
_tif_visibility.show = settings.tif_visible;
|
||||
_order_type_visibility.show = settings.order_type_visible;
|
||||
_account_position_visibility.show = settings.account_position_visible;
|
||||
_day_position_visibility.show = settings.day_position_visible;
|
||||
_size_preset_visibility.show = settings.size_presets_visible;
|
||||
_clear_visibility.show = settings.clear_visible;
|
||||
_auto_clear_visibility.show = settings.auto_clear_visible;
|
||||
_cancel_buys_visibility.show = settings.cancel_buys_visible;
|
||||
_cancel_sells_visibility.show = settings.cancel_sells_visible;
|
||||
_cancel_all_visibility.show = settings.cancel_all_visible;
|
||||
price_format = settings.net_change;
|
||||
// safety checks
|
||||
show_warn_on_cross = settings.show_warn_on_cross;
|
||||
}
|
||||
_current = settings;
|
||||
badge_style = settings.badge_style;
|
||||
alternate_order_size = settings.alternate_order_size;
|
||||
favorite_algos_vm.load_from(settings.favorite_algos);
|
||||
size_display.load_from(settings.size_display);
|
||||
size_presets.SetItems(settings.calculator_buttons.empty_if_null().Select(s => _create_size_preset_vm((uint)s)));
|
||||
_orders.assign_from(_current.orders_column);
|
||||
_bid.assign_from(_current.bid_column);
|
||||
_ask.assign_from(_current.ask_column);
|
||||
_price.assign_from(_current.price_column);
|
||||
_volume.assign_from(_current.volume_column);
|
||||
_last.assign_from(_current.last_column);
|
||||
_piq.assign_from(_current.piq_column);
|
||||
_bid_mkt_line.assign_from(_current.bid_break_line);
|
||||
_ask_mkt_line.assign_from(_current.ask_break_line);
|
||||
_mid_mkt_line.assign_from(_current.mid_break_line);
|
||||
_session_low_mkt_line.assign_from(_current.session_low_line);
|
||||
_session_high_mkt_line.assign_from(_current.session_high_line);
|
||||
_session_range_fill.assign_from(_current.session_range_fill);
|
||||
_zoom_slider_visbility.show = settings.zoom_slider_visible;
|
||||
_day_visibility.show = settings.day_visible;
|
||||
_high_visibility.show = settings.high_visible;
|
||||
_low_visibility.show = settings.low_visible;
|
||||
_open_visibility.show = settings.open_visible;
|
||||
_settle_visibility.show = settings.settle_visible;
|
||||
_volume_visibility.show = settings.volume_visible;
|
||||
_account_visibility.show = settings.account_visible;
|
||||
_tif_visibility.show = settings.tif_visible;
|
||||
_order_type_visibility.show = settings.order_type_visible;
|
||||
_account_position_visibility.show = settings.account_position_visible;
|
||||
_day_position_visibility.show = settings.day_position_visible;
|
||||
_size_preset_visibility.show = settings.size_presets_visible;
|
||||
_clear_visibility.show = settings.clear_visible;
|
||||
_auto_clear_visibility.show = settings.auto_clear_visible;
|
||||
_cancel_buys_visibility.show = settings.cancel_buys_visible;
|
||||
_cancel_sells_visibility.show = settings.cancel_sells_visible;
|
||||
_cancel_all_visibility.show = settings.cancel_all_visible;
|
||||
// do not read the order entry panel width here from settings
|
||||
// because it could have changed from the UI
|
||||
// there might be a better way of doing this, like how
|
||||
// does the widths of the ladder grid column pull this off?
|
||||
show_in_net_change = settings.net_change != LadderSettings.NetChangeTerms.None;
|
||||
show_in_net_change_dollars = settings.net_change == LadderSettings.NetChangeTerms.Dollars;
|
||||
show_in_net_change_ticks = settings.net_change == LadderSettings.NetChangeTerms.Ticks;
|
||||
}
|
||||
|
||||
public LadderSettings get_result() {
|
||||
LadderSettings clone;
|
||||
if (_current == null) {
|
||||
clone = new LadderSettings {
|
||||
mini_ob = new LadderMiniOrderBookSettings(mini_ob.create())
|
||||
};
|
||||
} else {
|
||||
clone = SparkUtils.clone_proto(_current);
|
||||
#pragma warning disable CS0612 // Type or member is obsolete
|
||||
clone.mini_ob = new LadderMiniOrderBookSettings(_current.mini_ob.value != null ?
|
||||
mini_ob.create().with(sorting_criterion: _current.mini_ob.value.sorting_criterion) :
|
||||
mini_ob.create());
|
||||
#pragma warning restore CS0612 // Type or member is obsolete
|
||||
}
|
||||
var clone = SparkUtils.clone_proto(_current);
|
||||
clone.badge_style = badge_style;
|
||||
clone.alternate_order_size = alternate_order_size;
|
||||
clone.favorite_algos = favorite_algos_vm.create();
|
||||
clone.size_display = size_display.create();
|
||||
clone.calculator_buttons = size_presets.Select(vm => (int)vm.value).ToArray();
|
||||
// columns, row height (the latter determined by columns font size)
|
||||
clone.orders_column = _orders.get_settings();
|
||||
clone.bid_column = _bid.get_settings();
|
||||
clone.price_column = _price.get_settings();
|
||||
@@ -381,28 +264,13 @@ namespace mbts.spark {
|
||||
clone.volume_column = _volume.get_settings();
|
||||
clone.last_column = _last.get_settings();
|
||||
clone.piq_column = _piq.get_settings();
|
||||
clone.row_height = LadderRender.measure_row_height(clone);
|
||||
// market break lines
|
||||
clone.bid_break_line = _bid_mkt_line.get_settings();
|
||||
clone.ask_break_line = _ask_mkt_line.get_settings();
|
||||
clone.mid_break_line = _mid_mkt_line.get_settings();
|
||||
clone.session_low_line = _session_low_mkt_line.get_settings();
|
||||
clone.session_high_line = _session_high_mkt_line.get_settings();
|
||||
clone.session_range_fill = _session_range_fill.get_settings();
|
||||
// left-panel (defaults)
|
||||
clone.default_time_in_force = default_time_in_force;
|
||||
// - account
|
||||
if (default_account.HasValue)
|
||||
clone.default_account = default_account.Value.id;
|
||||
// - algo
|
||||
clone.default_algo = default_algo != null ?
|
||||
AlgoID.from_algo_key(default_algo.key, _model.dynamic_helper.dynamic_type_index) :
|
||||
(_desired_algo ?? LadderSettings.Default.default_algo);
|
||||
// - components
|
||||
clone.auto_clear = auto_clear;
|
||||
clone.order_entry_panel_initial_width = _order_entry_panel_width;
|
||||
clone.zoom_factor = zoom_factor;
|
||||
// left-panel (components)
|
||||
clone.row_height = LadderRender.measure_row_height(clone);
|
||||
clone.day_visible = _day_visibility.show;
|
||||
clone.high_visible = _high_visibility.show;
|
||||
clone.low_visible = _low_visibility.show;
|
||||
@@ -420,23 +288,25 @@ namespace mbts.spark {
|
||||
clone.cancel_buys_visible = _cancel_buys_visibility.show;
|
||||
clone.cancel_sells_visible = _cancel_sells_visibility.show;
|
||||
clone.cancel_all_visible = _cancel_all_visibility.show;
|
||||
clone.order_entry_panel_initial_width = _get_order_entry_panel_width();
|
||||
clone.zoom_slider_visible = _zoom_slider_visbility.show;
|
||||
clone.net_change = price_format;
|
||||
// safety checks
|
||||
clone.show_warn_on_cross = show_warn_on_cross;
|
||||
clone.zoom_factor = _get_zoom_factor();
|
||||
clone.net_change = _create_net_change_terms(show_in_net_change_dollars, show_in_net_change_ticks);
|
||||
return clone;
|
||||
|
||||
LadderSettings.NetChangeTerms _create_net_change_terms(bool dollars, bool ticks) {
|
||||
if (dollars) {
|
||||
return LadderSettings.NetChangeTerms.Dollars;
|
||||
}
|
||||
if (ticks) {
|
||||
return LadderSettings.NetChangeTerms.Ticks;
|
||||
}
|
||||
return LadderSettings.NetChangeTerms.None;
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
public IDisposable defer_updates() => _update.defer_execution();
|
||||
|
||||
IDisposable IObservable<LadderSettings>.Subscribe(IObserver<LadderSettings> observer) {
|
||||
result_changed += notify;
|
||||
return Disposable.Create(() => result_changed -= notify);
|
||||
void notify() => observer.OnNext(get_result());
|
||||
}
|
||||
|
||||
LadderSettings IValueFactory<LadderSettings>.create() => get_result();
|
||||
void IValueFactory<LadderSettings>.load_from(LadderSettings value) => load(value);
|
||||
public void Dispose() => favorite_algos_vm.Dispose();
|
||||
|
||||
IMutableValueWrapperVM<uint> _create_size_preset_vm() => _create_size_preset_vm(0);
|
||||
IMutableValueWrapperVM<uint> _create_size_preset_vm(uint init) {
|
||||
@@ -444,20 +314,6 @@ namespace mbts.spark {
|
||||
vm.PropertyChanged += (s, e) => RaisePropertyChanged(nameof(size_presets_text));
|
||||
return vm;
|
||||
}
|
||||
|
||||
void _try_select_desired_account(bool bypass_setter = false) {
|
||||
if (_desired_account.HasValue && (!_default_account.setter_called || bypass_setter) && _accounts.TryGetValue(_desired_account.Value, out var acc_tup)) {
|
||||
_desired_account = null;
|
||||
_default_account.bypass_setter(acc_tup);
|
||||
}
|
||||
}
|
||||
|
||||
void _try_select_desired_algo(bool bypass_setter = false) {
|
||||
if (_desired_algo.HasValue && (!_default_algo.setter_called || bypass_setter) && _algo_definitions.TryGetValue(AlgoID.to_algo_key(_desired_algo.Value, _model.dynamic_helper.dynamic_type_index), out var vm)) {
|
||||
_desired_algo = null;
|
||||
_default_algo.bypass_setter(vm);
|
||||
}
|
||||
}
|
||||
|
||||
public class LadderColumnSettingsVM : ViewModelBase, ITemplateSelectorKey {
|
||||
readonly Property<double> _font_size;
|
||||
@@ -467,13 +323,11 @@ namespace mbts.spark {
|
||||
readonly DelegateProperty<FontWeight> _font_weight;
|
||||
readonly DelegateProperty<string> _font_display_name;
|
||||
readonly Property<bool> _show;
|
||||
readonly string _template_key;
|
||||
uint _width;
|
||||
readonly bool _can_toggle_visibility;
|
||||
|
||||
public LadderColumnSettingsVM(string name, string template_key = null, bool can_toggle_show = false) {
|
||||
public LadderColumnSettingsVM(string name, bool can_toggle_visibility = false) {
|
||||
this.name = name;
|
||||
_template_key = template_key;
|
||||
this.can_toggle_show = can_toggle_show;
|
||||
_can_toggle_visibility = can_toggle_visibility;
|
||||
foreground_palettes = new ObservableCollection<ColorPaletteVM>(ColorPalette.all_presets().Select(p => new ColorPaletteVM(p)));
|
||||
background_palettes = new ObservableCollection<ColorPaletteVM>(ColorPalette.all_presets().Select(p => new ColorPaletteVM(p)));
|
||||
_show = backing(nameof(show), true);
|
||||
@@ -484,35 +338,26 @@ namespace mbts.spark {
|
||||
_foreground = backing(nameof(foreground), Colors.Black);
|
||||
_background = backing(nameof(background), Colors.White);
|
||||
_font_display_name = backing(nameof(font_display_name),
|
||||
() => TextUtils.display_name(font_family, font_weight, font_size), new[] { nameof(font_family), nameof(font_weight), nameof(font_size) });
|
||||
() => TextUtils.display_name(font_family, font_weight, font_size), nameof(font_family), nameof(font_weight), nameof(font_size));
|
||||
_font_size.Changed += (oldval, newval) => font_size_changed?.Invoke(oldval, newval);
|
||||
toggle_show_details_cmd = new DelegateCommand(() => {
|
||||
show_details = !show_details;
|
||||
RaisePropertyChanged(nameof(show_details));
|
||||
});
|
||||
}
|
||||
|
||||
public event Action<double, double> font_size_changed;
|
||||
|
||||
public string name { get; }
|
||||
public Typeface typeface { get => _typeface.Value; set => _typeface.Value = value; }
|
||||
public FontFamily font_family => _font_family.Value;
|
||||
public FontWeight font_weight => _font_weight.Value;
|
||||
public string font_display_name => _font_display_name.Value;
|
||||
public double font_size { get => _font_size.Value; set => _font_size.Value = value; }
|
||||
public uint width { get => _width; set => Set(ref _width, value); }
|
||||
public uint width { get; set; }
|
||||
public bool show { get => _show.Value; set => _show.Value = value; }
|
||||
public bool can_toggle_show { get; }
|
||||
public bool show_details { get; private set; }
|
||||
public Color foreground { get => _foreground.Value; set => _foreground.Value = value; }
|
||||
public Color background { get => _background.Value; set => _background.Value = value; }
|
||||
public ObservableCollection<ColorPaletteVM> foreground_palettes { get; }
|
||||
public ObservableCollection<ColorPaletteVM> background_palettes { get; }
|
||||
public event Action<double, double> font_size_changed;
|
||||
|
||||
public virtual string sample_text => "999-56789.01234";
|
||||
|
||||
public ICommand toggle_show_details_cmd { get; }
|
||||
|
||||
string ITemplateSelectorKey.key => _template_key;
|
||||
string ITemplateSelectorKey.key => _can_toggle_visibility ? ui.spark.LadderSettingsView.ColumnVisibilityToggleTemplateKey : null;
|
||||
|
||||
public void assign_from(LadderColumnSettings settings) {
|
||||
typeface = new Typeface(
|
||||
@@ -525,6 +370,7 @@ namespace mbts.spark {
|
||||
show = settings.show;
|
||||
foreground = settings.foreground.rgb_color();
|
||||
background = settings.background.rgb_color();
|
||||
RaisePropertyChanged(nameof(width), nameof(show));
|
||||
}
|
||||
|
||||
public LadderColumnSettings get_settings() {
|
||||
@@ -549,7 +395,7 @@ namespace mbts.spark {
|
||||
public Brush badge_border { get; } = new SolidColorBrush(BTSColors.MarketData.ask);
|
||||
public Brush badge_background { get; } = Brushes.White;
|
||||
|
||||
string ITemplateSelectorKey.key => ui.spark.LadderSettingsView.OrdersColumnTemplateKey;
|
||||
string ITemplateSelectorKey.key => ui.spark.LadderSettingsView.OrdersColumnSampleTemplateKey;
|
||||
}
|
||||
|
||||
public class LadderMarketBreakLineVM : ViewModelBase {
|
||||
@@ -617,7 +463,7 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
|
||||
public LadderColumnSettingsVM general { get; } = new LadderColumnSettingsVM("Volume", LadderSettingsView.VolumeColumnTemplateKey, true);
|
||||
public LadderColumnSettingsVM general { get; } = new LadderColumnSettingsVM("Volume", true);
|
||||
public VolumeAtPriceAnimationVM buy { get; }
|
||||
public VolumeAtPriceAnimationVM sell { get; }
|
||||
public VolumeAtPriceAnimationVM passive { get; }
|
||||
@@ -720,15 +566,17 @@ namespace mbts.spark {
|
||||
}
|
||||
|
||||
public class FavoriteAlgosVM : DisposableViewModelBase, IValueFactoryVM<LadderFavoriteAlgosSettings> {
|
||||
readonly IObservableCollection<AlgoDefinitionVM> _algo_definitions;
|
||||
readonly ObservableKeyedCollection<AlgoDefinitionVM, AlgoKey> _algo_definitions = new ObservableKeyedCollection<AlgoDefinitionVM, AlgoKey>(d => d.key);
|
||||
readonly ObservableCollection<FavoriteAlgoItem> _raw_items = new ObservableCollection<FavoriteAlgoItem>();
|
||||
int _column_count = 2;
|
||||
|
||||
public FavoriteAlgosVM(IObservableCollection<AlgoDefinitionVM> algo_definitions) {
|
||||
_algo_definitions = algo_definitions;
|
||||
public FavoriteAlgosVM(OrdersModel model) {
|
||||
items = new ObservableAggregateCollection<FavoriteAlgoItem>(_raw_items, new ObservableCollection<FavoriteAlgoItem> { FavoriteAlgoItem.AddButtonPlaceholderItem });
|
||||
add_item_cmd = new DelegateCommand(() => _raw_items.Add(_item_factory()));
|
||||
remove_item_cmd = new DelegateCommand<FavoriteAlgoItem>(fai => _raw_items.Remove(fai));
|
||||
_dispose = model.algo_model.definitions.OnDispatcher().Subscribe(update => {
|
||||
AlgoCollectionHelper.update_persisted_definitions(_algo_definitions, update, d => AlgoDefinitionVM.create(model, d, false));
|
||||
});
|
||||
}
|
||||
|
||||
public ObservableCollection<FavoriteAlgoItem> items { get; }
|
||||
@@ -748,17 +596,11 @@ namespace mbts.spark {
|
||||
}
|
||||
|
||||
public LadderFavoriteAlgosSettings create() =>
|
||||
new LadderFavoriteAlgosSettings(_raw_items
|
||||
.Select(fai => fai.algo_definition?.key ?? fai.selector.desired_key)
|
||||
.Where(k => k.HasValue && k.Value.is_persisted)
|
||||
.Select(k => k.Value)
|
||||
.ToArray(),
|
||||
column_count);
|
||||
new LadderFavoriteAlgosSettings(_raw_items.Where(fai => fai.algo_definition != null).Select(fai => fai.algo_definition.key).ToArray(), column_count);
|
||||
|
||||
FavoriteAlgoItem _item_factory() =>
|
||||
new FavoriteAlgoItem(_algo_definitions, new ListCollectionView<AlgoDefinitionVM>(_algo_definitions) {
|
||||
CustomSort = AlgoCollectionHelper.algo_definition_vm_comparer.to_non_generic(),
|
||||
Filter = obj => obj is AlgoDefinitionVM vm && vm.key.is_persisted
|
||||
CustomSort = AlgoCollectionHelper.algo_definition_vm_comparer.to_non_generic()
|
||||
});
|
||||
}
|
||||
|
||||
@@ -769,7 +611,7 @@ namespace mbts.spark {
|
||||
|
||||
protected FavoriteAlgoItem() { }
|
||||
|
||||
public FavoriteAlgoItem(IObservableCollection<AlgoDefinitionVM> algo_definitions, ICollectionView<AlgoDefinitionVM> algo_definitions_view) {
|
||||
public FavoriteAlgoItem(ObservableKeyedCollection<AlgoDefinitionVM, AlgoKey> algo_definitions, ICollectionView<AlgoDefinitionVM> algo_definitions_view) {
|
||||
selector = new KeyedItemSelector<AlgoDefinitionVM, AlgoKey>(this, nameof(algo_definition), algo_definitions, d => d.key);
|
||||
this.algo_definitions_view = algo_definitions_view;
|
||||
}
|
||||
@@ -782,4 +624,4 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,11 +1,13 @@
|
||||
using bts.api;
|
||||
using bts.api;
|
||||
using bts.api.orderman;
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using bts.utils;
|
||||
using mbts.co2;
|
||||
using mbts.persist;
|
||||
using mbts.ui;
|
||||
using mbts.ui.shell;
|
||||
using mbts.ui.utility;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
@@ -34,28 +36,32 @@ namespace mbts.spark {
|
||||
readonly PropertyAutoWrapper<LadderSettings, Brush> _bid_background, _bid_foreground, _ask_background, _ask_foreground;
|
||||
double _position, _day_position;
|
||||
bool _show_account_position, _show_day_position;
|
||||
IWindowSettingsManager<LadderSettings> _settings_manager;
|
||||
ulong _misc_time = 0;
|
||||
ulong _last_trade_time = 0;
|
||||
IEqualityComparer<double> _equality;
|
||||
Dictionary<double, LadderOrderVM> _slot_price_vs_orders;
|
||||
IReadOnlyDictionary<uint, OrderSecurity> _cache = DictionaryHelper.empty<uint, OrderSecurity>();
|
||||
|
||||
public static LadderVM create(IBus bus, LadderModel model, LadderSettings init, IObservable<LadderSettings> settings) =>
|
||||
new LadderVM(bus, model, init, settings, new OrderPropertiesEditorVM(model.order_gateway, Observable.Return(model.security_md), settings.Select(s => new InlineOrderProperties(model.order_gateway, s))));
|
||||
public static LadderVM create(IBus bus, LadderModel model, IWindowSettingsManager<LadderSettings> settings_manager, LadderSettings init) {
|
||||
var non_shared_wsm = settings_manager.as_non_shared();
|
||||
return new LadderVM(bus, model, settings_manager, non_shared_wsm, init, new OrderPropertiesEditorVM(model.order_gateway, Observable.Return(model.security_md), settings_manager.subscribe_current().Select(s => new InlineOrderProperties(model.order_gateway, s))));
|
||||
}
|
||||
|
||||
public static LadderVM create_readonly(IBus bus, LadderModel model, IObservable<LadderSettings> settings) =>
|
||||
create_readonly(bus, model, LadderSettings.Default, settings);
|
||||
public static LadderVM create_readonly(IBus bus, LadderModel model) {
|
||||
var default_settings = LadderSettings.Default;
|
||||
return create_readonly(bus, model, new WindowSettingsManager<LadderSettings>.DisconnectedImpl(default_settings), default_settings);
|
||||
}
|
||||
|
||||
public static LadderVM create_readonly(IBus bus, LadderModel model, LadderSettings init, IObservable<LadderSettings> settings) =>
|
||||
new LadderVM(bus, model, init, settings);
|
||||
public static LadderVM create_readonly(IBus bus, LadderModel model, IWindowSettingsManager<LadderSettings> settings_manager, LadderSettings init) =>
|
||||
new LadderVM(bus, model, settings_manager, settings_manager.as_non_shared(), init);
|
||||
|
||||
LadderVM(IBus bus, LadderModel model, LadderSettings init, IObservable<LadderSettings> settings, OrderPropertiesEditorVM order_properties_vm = null) {
|
||||
LadderVM(IBus bus, LadderModel model, IWindowSettingsManager<LadderSettings> settings_manager, IWindowSettingsManagerNonShared<LadderSettings> non_shared_wsm, LadderSettings init, OrderPropertiesEditorVM order_properties_vm = null) {
|
||||
_bus = bus;
|
||||
_model = model;
|
||||
current_settings = init;
|
||||
this.settings = settings;
|
||||
_equality = TickUtils.tick_equality_comparer(_model.security.ContractSpec);
|
||||
_slot_price_vs_orders = new Dictionary<double, LadderOrderVM>(_equality);
|
||||
_settings_manager = non_shared_wsm;
|
||||
this.order_properties_vm = order_properties_vm;
|
||||
_high = backing(nameof(high), double.NaN);
|
||||
_low = backing(nameof(low), double.NaN);
|
||||
@@ -75,14 +81,12 @@ namespace mbts.spark {
|
||||
_zoom_factor = backing(nameof(zoom_factor), ws.zoom_factor);
|
||||
// remember: account_positions needs to subscribe to selected_account; both the sub and account_positions need to be disposed
|
||||
_volume = backing(nameof(volume), 0ul);
|
||||
_auto_clear = backing(nameof(auto_clear), init.auto_clear);
|
||||
_auto_clear = backing(nameof(auto_clear), false);
|
||||
_status = backing(nameof(status_message), "");
|
||||
_status_brush = backing(nameof(status_background), _transparent_status_brush);
|
||||
// All settings observers should be aggregated together, so they can all share the same subscription to the settings
|
||||
// (these subscriptions are not horribly expensive, but they're not free either - even more so with the .OnDispatcher() extension).
|
||||
var settings_observer = new CompositeObserver<LadderSettings> {
|
||||
/// first things first: assign our <see cref="current_settings"/>
|
||||
(s => current_settings = s),
|
||||
// brush props
|
||||
(_bid_background = brush_prop(nameof(bid_background), s => s.bid_column.background)).set,
|
||||
(_bid_foreground = brush_prop(nameof(bid_foreground), s => s.bid_column.foreground)).set,
|
||||
@@ -109,19 +113,6 @@ namespace mbts.spark {
|
||||
if (Set(ref _show_account_position, s.account_position_visible, nameof(show_account_position)) | Set(ref _show_day_position, s.day_position_visible, nameof(show_day_position))) {
|
||||
RaisePropertyChanged(nameof(position_display_text));
|
||||
}
|
||||
size_calculator.buttons = s.calculator_buttons;
|
||||
_auto_clear.set(s.auto_clear);
|
||||
// column widths
|
||||
_orders_column_width.set(s.orders_column.width);
|
||||
_bid_column_width.set(s.bid_column.width);
|
||||
_price_column_width.set(s.price_column.width);
|
||||
_ask_column_width.set(s.ask_column.width);
|
||||
_last_column_width.set(s.last_column.width);
|
||||
_piq_column_width.set(s.piq_column.width);
|
||||
_volume_column_width.set(s.volume_column.general.width);
|
||||
// left panel/zoom
|
||||
_left_panel_width.set(s.order_entry_panel_initial_width);
|
||||
_zoom_factor.set(s.zoom_factor);
|
||||
}
|
||||
};
|
||||
PropertyAutoWrapper<LadderSettings, bool> bool_prop(string name, Func<LadderSettings, bool> get_bool) =>
|
||||
@@ -137,13 +128,30 @@ namespace mbts.spark {
|
||||
cancel_command = new AsyncCommand<LadderModel.CancelType>(_model.cancel_orders, true);
|
||||
show_book_command = new DelegateCommand(_show_book);
|
||||
show_ticket_command = new DelegateCommand(_show_ticket);
|
||||
settings_command = new DelegateCommand(() => request_settings_dialog?.Invoke());
|
||||
settings_command = new DialogCommand(() => {
|
||||
var vm = new WindowSettingsDialogVM<LadderSettings, LadderSettingsVM>(
|
||||
settings_manager, s => s.ladder, UserSettings.FileExtensions.LADDER,
|
||||
s => {
|
||||
var svm = new LadderSettingsVM(model.order_gateway, security.ContractCase == Security.ContractOneofCase.Synthetic, () => left_panel_width, () => zoom_factor);
|
||||
svm.load(s);
|
||||
return svm;
|
||||
}, s => s.with_window_specifics(get_save_state().get_window_specifics()));
|
||||
var dialog = new ui.spark.SimpleGridSettingsDialog {
|
||||
DataContext = vm,
|
||||
Title = $"Ladder Settings - '{security}'"
|
||||
};
|
||||
vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
|
||||
return dialog;
|
||||
}, -500, -500);
|
||||
|
||||
orders = new ObservableCollection<LadderOrderVM>();
|
||||
|
||||
_dispose = Disposable.Create(
|
||||
settings.OnDispatcher().Subscribe(settings_observer),
|
||||
settings_manager.subscribe_current().OnDispatcher().Subscribe(settings_observer),
|
||||
settings_command,
|
||||
non_shared_wsm,
|
||||
get_order_properties_editor_hooks(),
|
||||
size_calculator = new CalculatorLogic(0, _settings_manager.subscribe_current().Select(s => s.calculator_buttons)),
|
||||
bus.subscribe(SparkTags.LogActivity).OnDispatcher().Subscribe(status_update),
|
||||
// we need to hook this up to model.orders which is filtered for just the security
|
||||
model.orders.OnDispatcher().Subscribe(working => {
|
||||
@@ -168,7 +176,7 @@ namespace mbts.spark {
|
||||
if (_slot_price_vs_orders.TryGetValue(slot_price_target, out LadderOrderVM slot_vm)) {
|
||||
slot_vm.add_order((wo, os.piq, os.algo, os.meta));
|
||||
} else {
|
||||
slot_vm = new LadderOrderVM((wo, os.piq, os.algo, os.meta), slot_price_target, this, _bus, settings.Select(s => s.badge_style).OnDispatcher());
|
||||
slot_vm = new LadderOrderVM((wo, os.piq, os.algo, os.meta), slot_price_target, this, _bus, _settings_manager.subscribe_current().Select(s => s.badge_style));
|
||||
_slot_price_vs_orders[slot_price_target] = slot_vm;
|
||||
}
|
||||
|
||||
@@ -235,13 +243,14 @@ namespace mbts.spark {
|
||||
}
|
||||
if ((Set(ref _position, total, nameof(position)) | Set(ref _day_position, day, nameof(day_position))) && (show_day_position || show_account_position))
|
||||
RaisePropertyChanged(nameof(position_display_text));
|
||||
}));
|
||||
}),
|
||||
position_src.Connect());
|
||||
}
|
||||
}
|
||||
|
||||
public IBus bus => _bus;
|
||||
|
||||
public event Action on_tick, request_settings_dialog, settings_invalidated;
|
||||
public event Action on_tick;
|
||||
|
||||
public MDConsumerHandle md => _model.md;
|
||||
// we return only entries who have piqs and whose piqs are not uint.Max
|
||||
@@ -276,7 +285,6 @@ namespace mbts.spark {
|
||||
remove => _on_disposed_impl -= value;
|
||||
}
|
||||
public SecurityImmutable security => _model.security;
|
||||
public LadderSettings current_settings { get; private set; }
|
||||
public double high => _high.Value;
|
||||
public double low => _low.Value;
|
||||
public double change => _change.Value;
|
||||
@@ -286,7 +294,7 @@ namespace mbts.spark {
|
||||
public double day_position => _day_position;
|
||||
public ulong volume => _volume.Value;
|
||||
public bool auto_clear { get => _auto_clear.Value; set => _auto_clear.set(value); }
|
||||
public CalculatorLogic size_calculator { get; } = new CalculatorLogic(0);
|
||||
public CalculatorLogic size_calculator { get; }
|
||||
/// Important: <see cref="order_properties_vm"/> can be null.
|
||||
public OrderPropertiesEditorVM order_properties_vm { get; }
|
||||
public ObservableCollection<LadderOrderVM> orders { get; }
|
||||
@@ -294,11 +302,11 @@ namespace mbts.spark {
|
||||
public ICommand send_order_command { get; }
|
||||
public ICommand show_book_command { get; }
|
||||
public ICommand show_ticket_command { get; }
|
||||
public ICommand settings_command { get; }
|
||||
public Brush bid_background => _bid_background.view;
|
||||
public Brush bid_foreground => _bid_foreground.view;
|
||||
public Brush ask_background => _ask_background.view;
|
||||
public Brush ask_foreground => _ask_foreground.view;
|
||||
public DialogCommand settings_command { get; }
|
||||
public bool show_day => _show_day.view;
|
||||
public bool show_high => _show_high.view;
|
||||
public bool show_low => _show_low.view;
|
||||
@@ -338,10 +346,8 @@ namespace mbts.spark {
|
||||
public uint last_column_width { get => _last_column_width.Value; set => _last_column_width.set(value); }
|
||||
public uint piq_column_width { get => _piq_column_width.Value; set => _piq_column_width.set(value); }
|
||||
public uint volume_column_width { get => _volume_column_width.Value; set => _volume_column_width.set(value); }
|
||||
public uint alternate_order_size_from_settings => current_settings.alternate_order_size;
|
||||
public bool show_warn_on_cross_from_settings => current_settings.show_warn_on_cross;
|
||||
internal LadderModel model => _model;
|
||||
internal IObservable<LadderSettings> settings { get; }
|
||||
internal IObservable<LadderSettings> settings => _settings_manager.subscribe_current();
|
||||
internal OrderRecordImmutable get_root_at_price((OrderRecordImmutable order, uint? _, AlgoData? __, AlgoDefinitionMetadata? meta) op) {
|
||||
var order = op.order;
|
||||
double p = order.price();
|
||||
@@ -360,26 +366,10 @@ namespace mbts.spark {
|
||||
}
|
||||
|
||||
public LadderSettings get_save_state() {
|
||||
var rv = current_settings.with_window_specifics(
|
||||
new LadderSettings.WindowSpecifics(
|
||||
left_panel_width,
|
||||
orders_column_width,
|
||||
bid_column_width,
|
||||
price_column_width,
|
||||
ask_column_width,
|
||||
last_column_width,
|
||||
volume_column_width,
|
||||
zoom_factor,
|
||||
piq_column_width));
|
||||
rv.auto_clear = auto_clear;
|
||||
if (order_properties_vm != null) {
|
||||
rv.default_time_in_force = order_properties_vm.selected_time_in_force;
|
||||
if (order_properties_vm.selected_account.HasValue)
|
||||
rv.default_account = order_properties_vm.selected_account.Value.id;
|
||||
if (order_properties_vm.selected_algo_definition != null)
|
||||
rv.default_algo = AlgoID.from_algo_key(order_properties_vm.selected_algo_definition.key, _model.order_gateway.dynamic_helper.dynamic_type_index);
|
||||
}
|
||||
return rv;
|
||||
var state = _settings_manager.current_settings();
|
||||
state = state.with_window_specifics(new LadderSettings.WindowSpecifics(left_panel_width, orders_column_width, bid_column_width, price_column_width, ask_column_width, last_column_width, volume_column_width, zoom_factor, piq_column_width));
|
||||
state.use_defaults = _settings_manager.instance_settings == null;
|
||||
return state;
|
||||
}
|
||||
|
||||
public void key_down(KeyEventArgs e) {
|
||||
@@ -394,24 +384,20 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
|
||||
public void on_mini_orderbook_closed(bts.shell.orderbook.OrderBookStartupData ob_state) {
|
||||
current_settings = SparkUtils.clone_proto(current_settings);
|
||||
current_settings.mini_ob = new LadderMiniOrderBookSettings(ob_state.orderbook_grid.general);
|
||||
settings_invalidated?.Invoke();
|
||||
}
|
||||
|
||||
public void send_order((double price, Side? side, MouseButton button) args) {
|
||||
if (order_properties_vm == null || args.button == MouseButton.Middle)
|
||||
public void send_order((double price, Side? side, MouseButton buton) args) {
|
||||
if (args.buton == MouseButton.Middle) return;
|
||||
var size_from_alternate = args.buton == MouseButton.Right;
|
||||
if (order_properties_vm == null)
|
||||
return;
|
||||
var size_from_alternate = args.button == MouseButton.Right;
|
||||
if (DoubleHelper.IsNaNOrInfinity(args.price) || !args.side.HasValue || HasErrors || order_properties_vm.HasErrors || (size_from_alternate && current_settings.alternate_order_size == 0)) {
|
||||
var s = _settings_manager.current_settings();
|
||||
if (DoubleHelper.IsNaNOrInfinity(args.price) || !args.side.HasValue || HasErrors || order_properties_vm.HasErrors || (size_from_alternate && s.alternate_order_size == 0)) {
|
||||
return;
|
||||
}
|
||||
if (!size_from_alternate && (!size_calculator.value.HasValue || size_calculator.value.Value == 0)) {
|
||||
size_calculator.flash_error();
|
||||
}
|
||||
else {
|
||||
uint size = size_from_alternate ? current_settings.alternate_order_size : (uint)Math.Abs(size_calculator.value ?? 0);
|
||||
uint size = size_from_alternate ? s.alternate_order_size : (uint)Math.Abs(size_calculator.value ?? 0);
|
||||
send_order_async(args.side.Value, size, args.price).ignore();
|
||||
}
|
||||
}
|
||||
|
||||
@@ -1,58 +0,0 @@
|
||||
using bts.api;
|
||||
using bts.api.orderman;
|
||||
using mbts.ui.shell;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Reactive.Linq;
|
||||
|
||||
namespace mbts.spark {
|
||||
class LadderVMContainer : ViewModelBase, IDisposable {
|
||||
readonly IBus _bus;
|
||||
readonly OrdersModel _model;
|
||||
LadderVM _value;
|
||||
SecurityMD? _security_md;
|
||||
HashSet<uint> _selected_order_tree = new HashSet<uint>();
|
||||
|
||||
public LadderVMContainer(IBus bus, OrdersModel model) {
|
||||
_bus = bus;
|
||||
_model = model;
|
||||
}
|
||||
|
||||
public SecurityMD? security_md {
|
||||
get => _security_md;
|
||||
set {
|
||||
if (_security_md != value) {
|
||||
_security_md = value;
|
||||
_reset_ladder_vm();
|
||||
RaisePropertyChanged(nameof(security_md), nameof(LadderVMContainer.value));
|
||||
}
|
||||
}
|
||||
}
|
||||
public LadderVM value => _value;
|
||||
|
||||
public void Dispose() {
|
||||
if (_value != null) {
|
||||
_value.Dispose();
|
||||
_value = null;
|
||||
RaisePropertyChanged(nameof(value));
|
||||
}
|
||||
}
|
||||
|
||||
public void set_orders(IEnumerable<uint> orders) {
|
||||
_selected_order_tree = new HashSet<uint>(orders);
|
||||
_reset_ladder_vm();
|
||||
}
|
||||
|
||||
void _reset_ladder_vm() {
|
||||
if (_value == null && !_security_md.HasValue)
|
||||
return;
|
||||
Disposable.replace(ref _value,
|
||||
_security_md.HasValue ?
|
||||
LadderVM.create_readonly(_bus,
|
||||
new LadderModel(security_md.Value, _model, _model.mbo_service,
|
||||
new Func<OrderSecurity, bool>(osec => _selected_order_tree.Contains(osec.order.Key))),
|
||||
Observable.Return(LadderSettings.sanitize(LadderSettings.Default))) : null);
|
||||
RaisePropertyChanged(nameof(value));
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -67,8 +67,7 @@ namespace mbts.spark {
|
||||
NativePriceSize _last_trade;
|
||||
Func<NativePriceSize, string> _fmt_size = MDDisplayHelper.get_formatter_nps(MarketSizeDisplay.get_default());
|
||||
int _old_tooltip_row = int.MaxValue;
|
||||
NativePriceSize? _old_last_trade;
|
||||
string _direction_arrow = string.Empty;
|
||||
double _old_last_trade_price = 0.0;
|
||||
bool _tooltips_are_hooked_up = false;
|
||||
ToolTip tooltip_view = new ToolTip();
|
||||
IDisposable _parameterized_order_popup;
|
||||
@@ -338,28 +337,13 @@ namespace mbts.spark {
|
||||
if (e.ChangedButton == MouseButton.Middle) {
|
||||
if (bs.HasValue) {
|
||||
_send_parameterized_order(point, bs.Value);
|
||||
return;
|
||||
} else if (column.column_type == ColumnType.Price) {
|
||||
if (Keyboard.IsKeyDown(Key.LeftShift) || Keyboard.IsKeyDown(Key.RightShift) ||
|
||||
if (Keyboard.IsKeyDown(Key.LeftShift) || Keyboard.IsKeyDown (Key.RightShift) ||
|
||||
Keyboard.IsKeyDown(Key.LeftAlt) || Keyboard.IsKeyDown(Key.RightAlt)) {
|
||||
show_mbo_popup(point).ignore();
|
||||
} else {
|
||||
_scroll_to_center();
|
||||
}
|
||||
return;
|
||||
}
|
||||
} else if (_vm != null) {
|
||||
uint size = e.ChangedButton == MouseButton.Right ? _vm.alternate_order_size_from_settings : _vm.size_calculator.value ?? 0;
|
||||
// if warning enabled && (buy above opposite inside market || ask below opposite inside market)
|
||||
// when 1-sided market, _get_top_price will return NaN, and so the price comparison is false
|
||||
// meaning show no warning == correct
|
||||
if (_vm.show_warn_on_cross_from_settings &&
|
||||
(size > 0) &&
|
||||
((bs == Side.Buy && price >= _get_top_price(_asks)) || (bs == Side.Sell && price <= _get_top_price(_bids)))) {
|
||||
string prompt = $"Are you sure you want to CROSS the market to {bs.ToString().ToUpper()} {size} @ {security.spec_or_default().format(price)} ?";
|
||||
if (!BTSMessageBox.Confirm(prompt, "Cross Market Alert", MessageBoxImage.Warning)) {
|
||||
return;
|
||||
}
|
||||
}
|
||||
}
|
||||
var pbs = (price, bs, e.ChangedButton);
|
||||
@@ -694,14 +678,12 @@ namespace mbts.spark {
|
||||
// At any rate, we need this part hiding the tooltip so that we don't leave random tooltips around
|
||||
// and we have to reset to old row so that when we go back to what could be our preivous row, the tooltip gets drawn again
|
||||
//System.Diagnostics.Debug.WriteLine(" Tooltip - Volume is 0");
|
||||
_old_tooltip_row = int.MaxValue;
|
||||
_hide_tool_tip();
|
||||
//_old_tooltip_row = Int32.MaxValue;
|
||||
}
|
||||
}
|
||||
} else {
|
||||
//System.Diagnostics.Debug.WriteLine(" Tooltip - not over Volume column");
|
||||
_old_tooltip_row = int.MaxValue;
|
||||
_hide_tool_tip();
|
||||
}
|
||||
}
|
||||
@@ -864,43 +846,21 @@ namespace mbts.spark {
|
||||
void _refresh_volume_at_price() {
|
||||
if (!_settings.volume_column.general.show)
|
||||
return;
|
||||
|
||||
// if the last trade has a new size then we need to explicitly
|
||||
// mark the volume container as dirty because there is a chance
|
||||
// we have arrived here off a size change and not a volume change
|
||||
// or a random change, like applying new settings
|
||||
bool last_trade_size_changed = _old_last_trade.HasValue ? _last_trade.size != _old_last_trade.Value.size : true;
|
||||
if (last_trade_size_changed && _settings.volume_column.show_ltq) {
|
||||
_volume_container.mark_dirty();
|
||||
}
|
||||
var vapls = _volume_container.read_new_value();
|
||||
if (vapls != null) {
|
||||
Log.assert_d(_price_list != null);
|
||||
var last_index = LadderRender.index_of(_price_list, _last_trade.price, _price_comparer);
|
||||
LadderRender.render_volumes(_volume_vis_tup.visual, _volume_vis_tup.glyph_context, _price_list, vapls, _settings.row_height, security.ContractSpec, _settings.volume_column, last_index, _get_last_arrow_string());
|
||||
_old_last_trade = _last_trade;
|
||||
}
|
||||
|
||||
string _get_last_arrow_string() {
|
||||
// if _old_last_trade doesn't have a value, this is the first time the ladder has been launched
|
||||
// and so the direction should be drawn without an arrow since there is no basis for comparison
|
||||
if (!_old_last_trade.HasValue) {
|
||||
_direction_arrow = string.Empty;
|
||||
// if the Lasts are different then we need to reformat the direction arrow in some fashion
|
||||
} else if (_old_last_trade != _last_trade) {
|
||||
var ltp = _last_trade.price;
|
||||
if (MathUtils.epsilon_equals(ltp, _old_last_trade.Value.price)) {
|
||||
// update on the same price, so size must be different
|
||||
_direction_arrow = string.Empty;
|
||||
} else if (ltp > _old_last_trade.Value.price) {
|
||||
_direction_arrow = "▲";
|
||||
} else {
|
||||
_direction_arrow = "▼";
|
||||
}
|
||||
}
|
||||
// regardless of if we've arrived here via a new Last (and new direction arrow)
|
||||
// or we're reusing the old one, this format bit is the same
|
||||
return $"{_direction_arrow} {_last_trade.size} ";
|
||||
var ltp = _last_trade.price;
|
||||
var last_index = LadderRender.index_of(_price_list, ltp, _price_comparer);
|
||||
string direction_arrow = string.Empty;
|
||||
if (MathUtils.epsilon_equals(ltp, _old_last_trade_price)) {
|
||||
// do nothing if in here b/c direction_arrow already string.empty
|
||||
} else if (ltp > _old_last_trade_price) {
|
||||
direction_arrow = "▲";
|
||||
} else {
|
||||
direction_arrow = "▼";
|
||||
}
|
||||
LadderRender.render_volumes(_volume_vis_tup.visual, _volume_vis_tup.glyph_context, _price_list, vapls, _settings.row_height, security.ContractSpec, _settings.volume_column, last_index, _last_trade, direction_arrow);
|
||||
_old_last_trade_price = ltp;
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
@@ -9,7 +9,9 @@ using System.Linq;
|
||||
using System.Threading.Tasks;
|
||||
using System.Windows;
|
||||
using System.Windows.Controls;
|
||||
using System.Windows.Data;
|
||||
using System.Windows.Input;
|
||||
using System.Windows.Interactivity;
|
||||
using System.Windows.Media;
|
||||
|
||||
namespace mbts.spark {
|
||||
@@ -137,7 +139,6 @@ namespace mbts.spark {
|
||||
// properly Dispose of it later when the popup is closed.
|
||||
DataContext = obvm,
|
||||
Child = view,
|
||||
// StaysOpen true for debugging
|
||||
StaysOpen = false,
|
||||
PlacementTarget = popup_placement_target,
|
||||
Placement = System.Windows.Controls.Primitives.PlacementMode.Bottom,
|
||||
@@ -154,10 +155,7 @@ namespace mbts.spark {
|
||||
popup.SetBinding(System.Windows.Controls.Primitives.Popup.IsOpenProperty,
|
||||
nameof(OrderBookVM.is_row_collection_populated)
|
||||
);
|
||||
popup.Closed += (sender, event_args) => {
|
||||
(_parent.DataContext as LadderVM)?.on_mini_orderbook_closed(obvm.create());
|
||||
(popup.DataContext as IDisposable)?.Dispose();
|
||||
};
|
||||
popup.Closed += (sender, event_args) => (popup.DataContext as IDisposable)?.Dispose();
|
||||
popup.MouseUp += (sender, event_args) => {
|
||||
if (event_args.ChangedButton == MouseButton.Middle) {
|
||||
popup.IsOpen = false;
|
||||
|
||||
@@ -196,7 +196,8 @@ namespace mbts.spark {
|
||||
ContractSpecificationImmutable spec,
|
||||
VolumeColumnSettings settings,
|
||||
int last_index,
|
||||
string last_size_and_direction
|
||||
NativePriceSize last_trade,
|
||||
string direction_arrow
|
||||
) {
|
||||
if (!data.Any()) {
|
||||
_clear_visual(dv);
|
||||
@@ -215,16 +216,16 @@ namespace mbts.spark {
|
||||
Brush total_brush = null;
|
||||
if (settings.total.bars.result.HasValue) {
|
||||
total_brush = new SolidColorBrush(settings.total.bars.result.Value);
|
||||
} else if (components.Count == 0 && !settings.show_ltq) {
|
||||
} else if (components.Count == 0) {
|
||||
_clear_visual(dv);
|
||||
return;
|
||||
}
|
||||
// inflate the max so that the graph never fills the available space
|
||||
double max = data.Max(v => v.Volume) * 1.1;
|
||||
Brush text_brush = settings.general.foreground.rgb_brush();
|
||||
_render_cells(dv, row_height, data.Select(d => (d.Price, d)), settings.general, prices, spec, render_cell);
|
||||
/// local methods
|
||||
void render_cell(DrawingContext dc, int r, VolumeAtPriceLevelImmutable vap) {
|
||||
Brush text_brush = settings.general.foreground.rgb_brush();
|
||||
double y = row_height * r;
|
||||
var last_trade_here = r == last_index;
|
||||
|
||||
@@ -258,8 +259,7 @@ namespace mbts.spark {
|
||||
}
|
||||
if (settings.show_ltq && last_trade_here) {
|
||||
numbers_text.Clear();
|
||||
numbers_text.Add(last_size_and_direction);
|
||||
text_brush = BTSCoreColors.white;
|
||||
numbers_text.Add($"{direction_arrow} {last_trade.size} ");
|
||||
}
|
||||
if (numbers_text.Count > 0) {
|
||||
string str = string.Join("/", numbers_text);
|
||||
|
||||
File diff suppressed because it is too large.
Load diff
@@ -10,15 +10,10 @@ namespace mbts.ui.spark {
|
||||
/// </summary>
|
||||
partial class LadderSettingsView : UserControl {
|
||||
public const string
|
||||
OrdersColumnTemplateKey = nameof(OrdersColumnTemplateKey),
|
||||
VolumeColumnTemplateKey = nameof(VolumeColumnTemplateKey),
|
||||
LastColumnTemplateKey = nameof(LastColumnTemplateKey),
|
||||
OrdersColumnSampleTemplateKey = nameof(OrdersColumnSampleTemplateKey),
|
||||
ColumnVisibilityToggleTemplateKey = nameof(ColumnVisibilityToggleTemplateKey),
|
||||
FavoriteAlgoAddButtonTemplateKey = nameof(FavoriteAlgoAddButtonTemplateKey);
|
||||
|
||||
public static readonly IMultiValueConverter LadderColumnToggleShowToolTipConverter =
|
||||
ValueConverter.create<bool, bool, string, string>((can_toggle_show, show, col_name) =>
|
||||
can_toggle_show ? $"{(show ? "Hide" : "Show")} {col_name}" : $"{col_name} cannot be {(show ? "hidden" : "shown")}.");
|
||||
|
||||
public LadderSettingsView() =>
|
||||
InitializeComponent();
|
||||
|
||||
|
||||
@@ -152,21 +152,20 @@ namespace mbts.spark {
|
||||
// When middle click over bid or ask columns:
|
||||
// Non-parameterizalbe order: change cursor to No indicating sending an order is not possible
|
||||
// Parameterizable order: if qty is null/0, flash and No cursor
|
||||
if (_host._vm != null) {
|
||||
var pos = e.GetPosition(_host);
|
||||
var column_type = _host._column_for_point(pos).column_type;
|
||||
var selected_algo_can_expand = _host._vm.order_properties_vm?.selected_algo_definition?.algo_root?.can_expand ?? true;
|
||||
if (e.MiddleButton == MouseButtonState.Pressed &&
|
||||
(column_type == LadderGridHost.ColumnType.Bid || column_type == LadderGridHost.ColumnType.Ask)) {
|
||||
if (!selected_algo_can_expand) {
|
||||
_host.Cursor = Cursors.No;
|
||||
}
|
||||
if (selected_algo_can_expand && (_host._vm.size_calculator.value ?? 0) == 0) {
|
||||
_host._vm.size_calculator.flash_error();
|
||||
_host.Cursor = Cursors.No;
|
||||
}
|
||||
var pos = e.GetPosition(_host);
|
||||
var column_type = _host._column_for_point(pos).column_type;
|
||||
var selected_algo_can_expand = _host._vm.order_properties_vm?.selected_algo_definition?.algo_root?.can_expand ?? true;
|
||||
if (e.MiddleButton == MouseButtonState.Pressed &&
|
||||
(column_type == LadderGridHost.ColumnType.Bid || column_type == LadderGridHost.ColumnType.Ask)) {
|
||||
if (!selected_algo_can_expand) {
|
||||
_host.Cursor = Cursors.No;
|
||||
}
|
||||
if (selected_algo_can_expand && (_host._vm.size_calculator.value ?? 0) == 0) {
|
||||
_host._vm.size_calculator.flash_error();
|
||||
_host.Cursor = Cursors.No;
|
||||
}
|
||||
}
|
||||
|
||||
_is_mouse_down = true;
|
||||
InvalidateVisual();
|
||||
}
|
||||
|
||||
@@ -288,11 +288,8 @@
|
||||
/>
|
||||
</Grid.LayoutTransform>
|
||||
<Grid.ColumnDefinitions>
|
||||
<ColumnDefinition
|
||||
Width="{Binding left_panel_width, Mode=TwoWay, Converter={StaticResource GridLengthPixelConverter}}"
|
||||
MinWidth="{x:Static spark:LadderView.MinLeftPanelWidth}"
|
||||
MaxWidth="{x:Static spark:LadderView.MaxLeftPanelWidth}"
|
||||
/>
|
||||
<ColumnDefinition Width="{Binding left_panel_width, Mode=TwoWay, Converter={StaticResource GridLengthPixelConverter}}"
|
||||
MinWidth="60" MaxWidth="150"/>
|
||||
<ColumnDefinition/>
|
||||
</Grid.ColumnDefinitions>
|
||||
<Grid.RowDefinitions>
|
||||
@@ -312,14 +309,11 @@
|
||||
</Style>
|
||||
</StackPanel.Resources>
|
||||
<StackPanel x:Name="_slider_stack_panel" Margin="5,5,5,0">
|
||||
<Slider
|
||||
x:Name="_ui_scaler"
|
||||
Value="{Binding zoom_factor}"
|
||||
Minimum="{x:Static spark:LadderView.MinZoomFactor}"
|
||||
Maximum="{x:Static spark:LadderView.MaxZoomFactor}"
|
||||
Width="{Binding Path=ActualWidth, ElementName=_slider_stack_panel}"
|
||||
Visibility="{Binding show_zoom, Converter={StaticResource BooleanToVisibilityConverter}}"
|
||||
/>
|
||||
<Slider x:Name="_ui_scaler" Value="{Binding zoom_factor}"
|
||||
Minimum="{StaticResource MinZoomFactor}"
|
||||
Maximum="{StaticResource MaxZoomFactor}"
|
||||
Width="{Binding Path=ActualWidth, ElementName=_slider_stack_panel}"
|
||||
Visibility="{Binding show_zoom, Converter={StaticResource BooleanToVisibilityConverter}}"/>
|
||||
</StackPanel>
|
||||
<Grid Margin="2,4,2,0">
|
||||
<Grid.RowDefinitions>
|
||||
|
||||
@@ -11,12 +11,6 @@ using System.Windows.Input;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class LadderView : UserControl {
|
||||
public const double
|
||||
MinLeftPanelWidth = 60,
|
||||
MaxLeftPanelWidth = 150,
|
||||
MinZoomFactor = 0.5,
|
||||
MaxZoomFactor = 1.5;
|
||||
|
||||
public static IMultiValueConverter PositionToolTipConverter =
|
||||
ValueConverter.create<AccountTuple?, bool, bool, string>((account, show_day_pos, show_total_pos) => {
|
||||
const string day_pos_text = "day", total_pos_text = "total";
|
||||
@@ -46,6 +40,8 @@ namespace mbts.spark {
|
||||
return sb.ToString();
|
||||
});
|
||||
|
||||
readonly double _max_zoom, _min_zoom;
|
||||
|
||||
internal LadderView(LadderVM vm) {
|
||||
InitializeComponent();
|
||||
_column_headers_presenter.Columns = new GridViewColumnCollection();
|
||||
@@ -54,6 +50,19 @@ namespace mbts.spark {
|
||||
this.vm = vm;
|
||||
DataContext = vm;
|
||||
DataContextChanged += datacontext_changed;
|
||||
if (TryFindResource("MaxZoomFactor") is double found_max) {
|
||||
_max_zoom = found_max;
|
||||
} else {
|
||||
// is there a better way of not specifying the constant twice ?
|
||||
// once in the resource dictionary here and again in the xaml, seems like there has to be a better way
|
||||
_max_zoom = 1.5;
|
||||
}
|
||||
// ditto
|
||||
if (TryFindResource("MinZoomFactor") is double found_min) {
|
||||
_min_zoom = found_min;
|
||||
} else {
|
||||
_min_zoom = 0.5;
|
||||
}
|
||||
_ui_scaler.MouseDoubleClick += _ui_scaler_MouseDoubleClick;
|
||||
this.PreviewMouseWheel += LadderView_PreviewMouseWheel;
|
||||
this.PreviewMouseDown += LadderView_PreviewMouseDown;
|
||||
@@ -69,7 +78,7 @@ namespace mbts.spark {
|
||||
var delta = (e.Delta > 0) ? 0.1 : -0.1;
|
||||
var proposed_scaler_value = _ui_scaler.Value + delta;
|
||||
// Here we enforce the same contraints that are on the gui slider regarding min and max
|
||||
if (MinZoomFactor < proposed_scaler_value && proposed_scaler_value < MaxZoomFactor) {
|
||||
if (_min_zoom < proposed_scaler_value && proposed_scaler_value < _max_zoom) {
|
||||
_ui_scaler.Value = proposed_scaler_value;
|
||||
}
|
||||
}
|
||||
|
||||
@@ -63,10 +63,8 @@
|
||||
IsEditMode="False"
|
||||
IsLazy="True"
|
||||
SecurityMap="{DynamicResource ResourceKey={x:Static usp:ManualFillRowEditor.SecuritiesKey}}"
|
||||
SelectedSecurity="{Binding security, UpdateSourceTrigger=Explicit}"
|
||||
SelectedSecurity="{Binding security}"
|
||||
ShowDialogSkirt="True"
|
||||
ToolTip="{Binding SelectedCriteria, RelativeSource={RelativeSource Self}, Converter={x:Static c:ContractPickerPopup.SecurityCriteriaTextConverter}, Mode=OneWay}"
|
||||
OKClick="{x:Static c:ContractPickerPopup.FlushSelectedSecurityHandler}"
|
||||
/>
|
||||
<ComboBox Grid.Row="2" Grid.Column="2" ItemsSource="{DynamicResource ResourceKey={x:Static usp:ManualFillRowEditor.AccountsKey}}" SelectedItem="{Binding account}"/>
|
||||
<ComboBox Grid.Row="2" Grid.Column="4" ItemsSource="{DynamicResource ResourceKey={x:Static usp:ManualFillRowEditor.UsersKey}}" SelectedItem="{Binding user}"/>
|
||||
|
||||
@@ -145,7 +145,6 @@
|
||||
SecurityMap="{Binding DataContext.security_map, RelativeSource={RelativeSource AncestorType=DataGrid}, Mode=OneWay}"
|
||||
SelectedSecurity="{Binding security, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
|
||||
ShowDialogSkirt="True"
|
||||
ToolTip="{Binding SelectedCriteria, RelativeSource={RelativeSource Self}, Converter={x:Static c:ContractPickerPopup.SecurityCriteriaTextConverter}, Mode=OneWay}"
|
||||
/>
|
||||
</DataTemplate>
|
||||
</DataGridTemplateColumn.CellEditingTemplate>
|
||||
|
||||
@@ -14,6 +14,7 @@
|
||||
xmlns:order="clr-namespace:bts.api.orderman;assembly=spark_api"
|
||||
mc:Ignorable="d"
|
||||
MaxHeight="240"
|
||||
MinWidth="875"
|
||||
d:DesignHeight="600" d:DesignWidth="1080"
|
||||
FocusManager.IsFocusScope="True"
|
||||
Background="{StaticResource CommonBackground}">
|
||||
@@ -98,16 +99,7 @@
|
||||
</MultiDataTrigger.Setters>
|
||||
</MultiDataTrigger>
|
||||
</Style.Triggers>
|
||||
<!-- We added this IsSelected after seeing some strangeness when bringing up the Mini OB,
|
||||
then clicking the attach button, then performing a click to modify a param in the popup, the grid
|
||||
would lose the appearance of its selected row. I think this was actually a result of a bad path
|
||||
in the SelectionHighlight expression below, but that leaves me questioning how if it was bad (and
|
||||
it was, I confirmed in Snoop) did the Grid successfully show a highlighted row in the first place.
|
||||
|
||||
At any rate, I have a strong suspicion this Setter is no longer necessary, but I am too exhausted
|
||||
and scared to remove it at this point.
|
||||
-->
|
||||
<Setter Property="IsSelected" Value="{Binding is_selected, Mode=TwoWay}" />
|
||||
|
||||
</Style>
|
||||
<DataTemplate x:Key="{x:Static sp:MiniOrderBookView.RowTemplateKey}">
|
||||
<sp:MiniOrderBookRowView/>
|
||||
@@ -129,9 +121,10 @@
|
||||
Rows="{Binding rows}"
|
||||
RowStyle="{StaticResource {x:Static sp:MiniOrderBookView.RowStyleKey}}"
|
||||
RowTemplate="{StaticResource {x:Static sp:MiniOrderBookView.RowTemplateKey}}"
|
||||
SelectionHighlight="{Binding grid_settings_manager.core_manager.selection_highlight, Mode=OneWay}"
|
||||
SelectionHighlight="{Binding grid_settings_manager.selection_highlight, Mode=OneWay}"
|
||||
RowsHorizontalScrollBarVisibility="Collapsed"
|
||||
RowHeight="20"
|
||||
SelectionMode="Single"
|
||||
>
|
||||
<c:DIYGrid.Resources>
|
||||
<ResourceDictionary>
|
||||
|
||||
@@ -165,7 +165,7 @@ namespace mbts.spark {
|
||||
DataGridFilterKnownTemplates.EnumValues,
|
||||
_wrap_comparer(r => r.time_in_force)));
|
||||
// (algo items)
|
||||
var algo_items_source = model.subscribe_all_algos().SelectKeyValue(AlgoDataVM.from_data, d => AlgoID.from_algo_key(d.data.key, model.dynamic_helper.dynamic_type_index)).OnDispatcher();
|
||||
var algo_items_source = model.subscribe_all_algos().SelectKeyValue(AlgoDataVM.from_data, d => AlgoID.from_algo_key(d.data.key)).OnDispatcher();
|
||||
var algo_items_comp = AlgoCollectionHelper.algo_data_vm_comparer.to_non_generic();
|
||||
var algo_items_group_desc = new PropertyGroupDescription(nameof(AlgoDataVM.group));
|
||||
// order type
|
||||
@@ -176,7 +176,7 @@ namespace mbts.spark {
|
||||
_wrap_comparer(r => r.order_type),
|
||||
DiscreteValuesFilterVM.CreateTableUpdate<OrderSecurity, AlgoDataVM, AlgoID>(
|
||||
o => new AlgoDataVM(o.algo.GetValueOrDefault()),
|
||||
vm => AlgoID.from_algo_key(vm.data.key, model.dynamic_helper.dynamic_type_index), out var order_type_filter_observer, out var order_type_items_view)));
|
||||
vm => AlgoID.from_algo_key(vm.data.key), out var order_type_filter_observer, out var order_type_items_view)));
|
||||
_resources.Add(algo_items_source.Subscribe(order_type_filter_observer));
|
||||
order_type_items_view.CustomSort = algo_items_comp;
|
||||
order_type_items_view.GroupDescriptions.Add(algo_items_group_desc);
|
||||
@@ -188,7 +188,7 @@ namespace mbts.spark {
|
||||
_wrap_comparer(r => r.order_tuple.root_algo.value.CustomCase),
|
||||
DiscreteValuesFilterVM.CreateTableUpdate<OrderSecurity, AlgoDataVM, AlgoID>(
|
||||
o => new AlgoDataVM(o.root_algo),
|
||||
vm => AlgoID.from_algo_key(vm.data.key, model.dynamic_helper.dynamic_type_index), out var root_algo_type_observer, out var root_algo_type_items_view),
|
||||
vm => AlgoID.from_algo_key(vm.data.key), out var root_algo_type_observer, out var root_algo_type_items_view),
|
||||
DefaultColumnHeaders.RootAlgoType));
|
||||
_resources.Add(algo_items_source.Subscribe(root_algo_type_observer));
|
||||
root_algo_type_items_view.CustomSort = algo_items_comp;
|
||||
@@ -724,33 +724,6 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
|
||||
public class CheckColumn : FrameworkElementColumnBase<Columns> {
|
||||
readonly BindingBase _checked_binding;
|
||||
public CheckColumn(string checked_property) : base(Columns.Check) {
|
||||
id = key.ToString();
|
||||
Width = 30;
|
||||
_checked_binding = new Binding(checked_property);
|
||||
|
||||
var header_cb = new CheckBox();
|
||||
header_cb.ToolTip = "Select / Unselect All";
|
||||
header_cb.SetBinding(CheckBox.IsCheckedProperty, new Binding(nameof(OrderBookVM.all_rows_selected)));
|
||||
this.Header = header_cb;
|
||||
}
|
||||
|
||||
public override FrameworkElement view_factory() {
|
||||
var grid = new Grid() {
|
||||
HorizontalAlignment = HorizontalAlignment.Center,
|
||||
VerticalAlignment = VerticalAlignment.Center,
|
||||
};
|
||||
var cb = new CheckBox();
|
||||
cb.Name = "check_col";
|
||||
cb.SetBinding(CheckBox.IsCheckedProperty, _checked_binding);
|
||||
|
||||
grid.Children.Add(cb);
|
||||
return grid;
|
||||
}
|
||||
}
|
||||
|
||||
public class CancelColumn : FrameworkElementColumnBase<Columns> {
|
||||
readonly BindingBase _command_binding;
|
||||
|
||||
@@ -839,10 +812,7 @@ namespace mbts.spark {
|
||||
VerticalAlignment = VerticalAlignment.Center,
|
||||
};
|
||||
attach_grid.Children.Add(attach_button);
|
||||
attach_button.Click += (s, e) => {
|
||||
popup.Child = create_popup_child();
|
||||
popup.IsOpen = !popup.IsOpen;
|
||||
};
|
||||
attach_button.Click += (s, e) => { popup.IsOpen = !popup.IsOpen; };
|
||||
|
||||
var orderbook_vm_datacontext_binding = new Binding("DataContext");
|
||||
orderbook_vm_datacontext_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, _mini_or_full_ob_type, 1);
|
||||
@@ -859,9 +829,84 @@ namespace mbts.spark {
|
||||
|
||||
var row_vm_attach_command_binding = new Binding(WPFHelper.join_binding_paths("DataContext", nameof(OrderBookRowVM.attach_command)));
|
||||
row_vm_attach_command_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(MiniOrderBookRowView), 1);
|
||||
attach_button.SetBinding(Button.CommandProperty, row_vm_attach_command_binding);
|
||||
attach_button.SetBinding(Button.CommandProperty, row_vm_attach_command_binding);
|
||||
|
||||
// set to true for debugging
|
||||
#region OrderParamsPanel
|
||||
// finally, set the order_params DataContext to that of the ContextMenu
|
||||
var order_params = AlgoEditorGridView.create_attach_view();
|
||||
var order_params_binding = new Binding(WPFHelper.join_binding_paths("DataContext", nameof(OrderBookVM.attach_vm)));
|
||||
order_params_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(Popup), 1);
|
||||
order_params.SetBinding(FrameworkElement.DataContextProperty, order_params_binding);
|
||||
order_params.SetBinding(AlgoEditorGridView.AlgoRootsProperty, new Binding(WPFHelper.join_binding_paths(nameof(OrderParamsVM.algo_vm), nameof(AlgoDefinitionVM.algo_roots))));
|
||||
order_params.SetBinding(AlgoEditorGridView.SelectedAlgoRootProperty, new Binding(WPFHelper.join_binding_paths(nameof(OrderParamsVM.algo_vm), nameof(AlgoDefinitionVM.algo_root))));
|
||||
order_params.SetBinding(AlgoEditorGridView.AlgoParamRowsProperty, new Binding(nameof(OrderParamsVM.param_rows)));
|
||||
#endregion
|
||||
|
||||
#region Dialog Skirt
|
||||
var dialog_skirt_button_style =
|
||||
Application.Current.TryFindResource(DialogSkirt.DialogSkirtButtonStyleKey) as Style ??
|
||||
Application.Current.TryFindResource("CommonButton") as Style ??
|
||||
Application.Current.TryFindResource(typeof(Button)) as Style;
|
||||
|
||||
// go find the OBVM on the ContextMenu to get the command
|
||||
// The button for which this will server as a Binding to needs to both perform the send_attached_orders
|
||||
// command *AND* close the algo param popup. Previously this was accomplished by setting both the Command
|
||||
// and Click event on a Button appropriately, but since the Button that will perform this
|
||||
// ultimately lives inside of the DialogSkirt, we don't have direct access to it. Ergo,
|
||||
// we make use of this addition trick from John that allows for both of these things to happen.
|
||||
// We take our original ICommand (send_attached) and wrap it in another Command by way of a Converter on the binding,
|
||||
// pure genious!
|
||||
var send_attach_button_binding = new Binding(WPFHelper.join_binding_paths("DataContext", nameof(OrderBookVM.send_attached_orders_cmd))) {
|
||||
Converter = CommandWithActionWrapper.mk_wrap_converter(() => popup.IsOpen = false)
|
||||
};
|
||||
send_attach_button_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(Popup), 1);
|
||||
|
||||
// Our ultimate goal is to have the Ok button (DialogSkirtItem) run the send attached orders command.
|
||||
// Since we're only dealing with binding paths in here and not actual objects, we don't have access
|
||||
// to an actual Command, which is what the DialogSkirtItem expects. John came up with a sneaky
|
||||
// way of setting the Button.CommandProperty via a Style backdoor, but it's also necessary to
|
||||
// create a KeyedStyleSelector here I guess.
|
||||
// Also, the DialogSkirt Ok button seems to magically close the popup, cool!
|
||||
var send_attached_button_style = new Style(typeof(Button), dialog_skirt_button_style);
|
||||
send_attached_button_style.Setters.Add(new Setter(Button.CommandProperty, send_attach_button_binding));
|
||||
var awesome_command_style_key = "SendAttachButtonStyleKey";
|
||||
var cancel_style_key = "CancelButtonStyleKey";
|
||||
|
||||
var dialog_skirt = new DialogSkirt {
|
||||
RightItems = new[] {
|
||||
new DialogSkirtItem("OK", null, awesome_command_style_key) { is_default = true },
|
||||
new DialogSkirtItem("Cancel", new DelegateCommand(() => popup.IsOpen = false), cancel_style_key) { is_cancel = true }
|
||||
}};
|
||||
|
||||
var kss = new KeyedStyleSelector();
|
||||
kss.Map.Add(new StyleSelectorKeyValue {
|
||||
Key = awesome_command_style_key,
|
||||
Value = send_attached_button_style
|
||||
});
|
||||
kss.Map.Add(
|
||||
new StyleSelectorKeyValue {
|
||||
Key = cancel_style_key,
|
||||
Value = new Style(typeof(Button), dialog_skirt_button_style)
|
||||
});
|
||||
dialog_skirt.RightItemContainerStyleSelector = kss;
|
||||
|
||||
Grid.SetRow(dialog_skirt, 1);
|
||||
var grid = new Grid();
|
||||
grid.RowDefinitions.Add(new RowDefinition { Height = new GridLength(1, GridUnitType.Star) });
|
||||
grid.RowDefinitions.Add(new RowDefinition { Height = GridLength.Auto });
|
||||
grid.Children.Add(order_params);
|
||||
grid.Children.Add(dialog_skirt);
|
||||
|
||||
var border = new Border() {
|
||||
Background = BTSColors.common_background_brush,
|
||||
BorderThickness = new Thickness(1),
|
||||
Name = "attach_border",
|
||||
Child = grid,
|
||||
};
|
||||
|
||||
#endregion
|
||||
|
||||
popup.Child = border;
|
||||
popup.StaysOpen = false;
|
||||
popup.PlacementTarget = attach_button;
|
||||
popup.Placement = PlacementMode.Bottom;
|
||||
@@ -869,6 +914,7 @@ namespace mbts.spark {
|
||||
popup.SetBinding(Popup.DataContextProperty, new Binding("PlacementTarget.DataContext") {
|
||||
RelativeSource = new RelativeSource(RelativeSourceMode.Self)
|
||||
});
|
||||
|
||||
#endregion
|
||||
|
||||
#region Detach Button
|
||||
@@ -904,83 +950,6 @@ namespace mbts.spark {
|
||||
the_whole_thing.Children.Add(popup);
|
||||
|
||||
return the_whole_thing;
|
||||
|
||||
UIElement create_popup_child() {
|
||||
#region OrderParamsPanel
|
||||
// finally, set the order_params DataContext to that of the ContextMenu
|
||||
var order_params = AlgoEditorGridView.create_attach_view();
|
||||
var order_params_binding = new Binding(WPFHelper.join_binding_paths("DataContext", nameof(OrderBookVM.attach_vm)));
|
||||
order_params_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(Popup), 1);
|
||||
order_params.SetBinding(FrameworkElement.DataContextProperty, order_params_binding);
|
||||
order_params.SetBinding(AlgoEditorGridView.AlgoRootsProperty, new Binding(WPFHelper.join_binding_paths(nameof(OrderParamsVM.algo_vm), nameof(AlgoDefinitionVM.algo_roots))));
|
||||
order_params.SetBinding(AlgoEditorGridView.SelectedAlgoRootProperty, new Binding(WPFHelper.join_binding_paths(nameof(OrderParamsVM.algo_vm), nameof(AlgoDefinitionVM.algo_root))));
|
||||
order_params.SetBinding(AlgoEditorGridView.AlgoParamRowsProperty, new Binding(nameof(OrderParamsVM.param_rows)));
|
||||
#endregion
|
||||
|
||||
var dialog_skirt_button_style =
|
||||
Application.Current.TryFindResource(DialogSkirt.DialogSkirtButtonStyleKey) as Style ??
|
||||
Application.Current.TryFindResource("CommonButton") as Style ??
|
||||
Application.Current.TryFindResource(typeof(Button)) as Style;
|
||||
|
||||
// go find the OBVM on the ContextMenu to get the command
|
||||
// The button for which this will server as a Binding to needs to both perform the send_attached_orders
|
||||
// command *AND* close the algo param popup. Previously this was accomplished by setting both the Command
|
||||
// and Click event on a Button appropriately, but since the Button that will perform this
|
||||
// ultimately lives inside of the DialogSkirt, we don't have direct access to it. Ergo,
|
||||
// we make use of this addition trick from John that allows for both of these things to happen.
|
||||
// We take our original ICommand (send_attached) and wrap it in another Command by way of a Converter on the binding,
|
||||
// pure genious!
|
||||
var send_attach_button_binding = new Binding(WPFHelper.join_binding_paths("DataContext", nameof(OrderBookVM.send_attached_orders_cmd))) {
|
||||
// set to true for debugging
|
||||
Converter = CommandWithActionWrapper.mk_wrap_converter(() => popup.IsOpen = false)
|
||||
};
|
||||
send_attach_button_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(Popup), 1);
|
||||
|
||||
// Our ultimate goal is to have the Ok button (DialogSkirtItem) run the send attached orders command.
|
||||
// Since we're only dealing with binding paths in here and not actual objects, we don't have access
|
||||
// to an actual Command, which is what the DialogSkirtItem expects. John came up with a sneaky
|
||||
// way of setting the Button.CommandProperty via a Style backdoor, but it's also necessary to
|
||||
// create a KeyedStyleSelector here I guess.
|
||||
// Also, the DialogSkirt Ok button seems to magically close the popup, cool!
|
||||
var send_attached_button_style = new Style(typeof(Button), dialog_skirt_button_style);
|
||||
send_attached_button_style.Setters.Add(new Setter(Button.CommandProperty, send_attach_button_binding));
|
||||
var awesome_command_style_key = "SendAttachButtonStyleKey";
|
||||
var cancel_style_key = "CancelButtonStyleKey";
|
||||
|
||||
var dialog_skirt = new DialogSkirt {
|
||||
RightItems = new[] {
|
||||
new DialogSkirtItem("OK", null, awesome_command_style_key) { is_default = true },
|
||||
new DialogSkirtItem("Cancel", new DelegateCommand(() => popup.IsOpen = false), cancel_style_key) { is_cancel = true }
|
||||
}
|
||||
};
|
||||
|
||||
var kss = new KeyedStyleSelector();
|
||||
kss.Map.Add(new StyleSelectorKeyValue {
|
||||
Key = awesome_command_style_key,
|
||||
Value = send_attached_button_style
|
||||
});
|
||||
kss.Map.Add(
|
||||
new StyleSelectorKeyValue {
|
||||
Key = cancel_style_key,
|
||||
Value = new Style(typeof(Button), dialog_skirt_button_style)
|
||||
});
|
||||
dialog_skirt.RightItemContainerStyleSelector = kss;
|
||||
|
||||
Grid.SetRow(dialog_skirt, 1);
|
||||
var grid = new Grid();
|
||||
grid.RowDefinitions.Add(new RowDefinition { Height = new GridLength(1, GridUnitType.Star) });
|
||||
grid.RowDefinitions.Add(new RowDefinition { Height = GridLength.Auto });
|
||||
grid.Children.Add(order_params);
|
||||
grid.Children.Add(dialog_skirt);
|
||||
|
||||
var border = new Border() {
|
||||
Background = BTSColors.common_background_brush,
|
||||
BorderThickness = new Thickness(1),
|
||||
Name = "attach_border",
|
||||
Child = grid,
|
||||
};
|
||||
return border;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -1001,21 +970,17 @@ namespace mbts.spark {
|
||||
public override FrameworkElement view_factory() {
|
||||
var popup = new System.Windows.Controls.Primitives.Popup();
|
||||
|
||||
#region Update Button
|
||||
#region Attach Button
|
||||
|
||||
// create the update button and assign the menu to it
|
||||
// create the attach button and assign the menu to it
|
||||
var update_button = new Button() {
|
||||
Name = "update_button",
|
||||
Content = "···",
|
||||
Margin = new Thickness(2),
|
||||
VerticalAlignment = VerticalAlignment.Center,
|
||||
Focusable = false,
|
||||
ToolTip = "Update"
|
||||
};
|
||||
update_button.Click += (s, e) => {
|
||||
popup.Child = create_popup_child();
|
||||
popup.IsOpen = !popup.IsOpen;
|
||||
Focusable = false
|
||||
};
|
||||
update_button.Click += (s, e) => { popup.IsOpen = !popup.IsOpen; };
|
||||
|
||||
var orderbook_vm_datacontext_binding = new Binding("DataContext");
|
||||
orderbook_vm_datacontext_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, _mini_or_full_ob_type, 1);
|
||||
@@ -1030,14 +995,89 @@ namespace mbts.spark {
|
||||
row_vm_update_command_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(MiniOrderBookRowView), 1);
|
||||
update_button.SetBinding(Button.CommandProperty, row_vm_update_command_binding);
|
||||
|
||||
// update button is only visible for orders under the control of an algo
|
||||
var update_button_visibility_binding = new Binding(WPFHelper.join_binding_paths("DataContext", nameof(OrderBookRowVM.root_algo_order_type))) {
|
||||
Converter = ValueConverter.create<CustomOrderDefinition.CustomOneofCase, Visibility>(ord_type => utilities.OrderDataHelper.outright_order_types.Contains(ord_type) ? Visibility.Hidden : Visibility.Visible)
|
||||
};
|
||||
update_button_visibility_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(MiniOrderBookRowView), 1);
|
||||
update_button.SetBinding(Button.VisibilityProperty, update_button_visibility_binding);
|
||||
#endregion
|
||||
|
||||
#region OrderParamsPanel
|
||||
// finally, set the order_params DataContext to that of the ContextMenu
|
||||
var order_params = new AlgoEditorGridView {
|
||||
Margin = new Thickness(6),
|
||||
CanUserChangeAlgoRoot = false,
|
||||
};
|
||||
;
|
||||
var order_params_binding = new Binding(WPFHelper.join_binding_paths("DataContext", nameof(OrderBookVM.order_mod_vm)));
|
||||
order_params_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(Popup), 1);
|
||||
order_params.SetBinding(FrameworkElement.DataContextProperty, order_params_binding);
|
||||
order_params.SetBinding(AlgoEditorGridView.AlgoRootsProperty, new Binding(WPFHelper.join_binding_paths(nameof(OrderParamsVM.algo_vm), nameof(AlgoDefinitionVM.algo_roots))));
|
||||
order_params.SetBinding(AlgoEditorGridView.SelectedAlgoRootProperty, new Binding(WPFHelper.join_binding_paths(nameof(OrderParamsVM.algo_vm), nameof(AlgoDefinitionVM.algo_root))));
|
||||
order_params.SetBinding(AlgoEditorGridView.AlgoParamRowsProperty, new Binding(nameof(OrderParamsVM.param_rows)));
|
||||
#endregion
|
||||
|
||||
#region Dialog Skirt
|
||||
var dialog_skirt_button_style =
|
||||
Application.Current.TryFindResource(DialogSkirt.DialogSkirtButtonStyleKey) as Style ??
|
||||
Application.Current.TryFindResource("CommonButton") as Style ??
|
||||
Application.Current.TryFindResource(typeof(Button)) as Style;
|
||||
|
||||
// go find the OBVM on the ContextMenu to get the command
|
||||
// The button for which this will server as a Binding to needs to both perform the send_attached_orders
|
||||
// command *AND* close the algo param popup. Previously this was accomplished by setting both the Command
|
||||
// and Click event on a Button appropriately, but since the Button that will perform this
|
||||
// ultimately lives inside of the DialogSkirt, we don't have direct access to it. Ergo,
|
||||
// we make use of this addition trick from John that allows for both of these things to happen.
|
||||
// We take our original ICommand (send_attached) and wrap it in another Command by way of a Converter on the binding,
|
||||
// pure genious!
|
||||
var modify_selected_button_binding = new Binding(WPFHelper.join_binding_paths("DataContext", nameof(OrderBookVM.modify_selected_orders_cmd))) {
|
||||
Converter = CommandWithActionWrapper.mk_wrap_converter(() => popup.IsOpen = false)
|
||||
};
|
||||
modify_selected_button_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(Popup), 1);
|
||||
|
||||
// Our ultimate goal is to have the Ok button (DialogSkirtItem) run the send attached orders command.
|
||||
// Since we're only dealing with binding paths in here and not actual objects, we don't have access
|
||||
// to an actual Command, which is what the DialogSkirtItem expects. John came up with a sneaky
|
||||
// way of setting the Button.CommandProperty via a Style backdoor, but it's also necessary to
|
||||
// create a KeyedStyleSelector here I guess.
|
||||
// Also, the DialogSkirt Ok button seems to magically close the popup, cool!
|
||||
var send_attached_button_style = new Style(typeof(Button), dialog_skirt_button_style);
|
||||
send_attached_button_style.Setters.Add(new Setter(Button.CommandProperty, modify_selected_button_binding));
|
||||
var awesome_command_style_key = "SendAttachButtonStyleKey";
|
||||
var cancel_style_key = "CancelButtonStyleKey";
|
||||
|
||||
var dialog_skirt = new DialogSkirt {
|
||||
RightItems = new[] {
|
||||
new DialogSkirtItem("OK", null, awesome_command_style_key) { is_default = true },
|
||||
new DialogSkirtItem("Cancel", new DelegateCommand(() => popup.IsOpen = false), cancel_style_key) { is_cancel = true }
|
||||
}
|
||||
};
|
||||
|
||||
var kss = new KeyedStyleSelector();
|
||||
kss.Map.Add(new StyleSelectorKeyValue {
|
||||
Key = awesome_command_style_key,
|
||||
Value = send_attached_button_style
|
||||
});
|
||||
kss.Map.Add(
|
||||
new StyleSelectorKeyValue {
|
||||
Key = cancel_style_key,
|
||||
Value = new Style(typeof(Button), dialog_skirt_button_style)
|
||||
});
|
||||
dialog_skirt.RightItemContainerStyleSelector = kss;
|
||||
|
||||
Grid.SetRow(dialog_skirt, 1);
|
||||
var grid = new Grid();
|
||||
grid.RowDefinitions.Add(new RowDefinition { Height = new GridLength(1, GridUnitType.Star) });
|
||||
grid.RowDefinitions.Add(new RowDefinition { Height = GridLength.Auto });
|
||||
grid.Children.Add(order_params);
|
||||
grid.Children.Add(dialog_skirt);
|
||||
|
||||
var border = new Border() {
|
||||
Background = BTSColors.common_background_brush,
|
||||
BorderThickness = new Thickness(1),
|
||||
Name = "update_border",
|
||||
Child = grid,
|
||||
};
|
||||
|
||||
#endregion
|
||||
|
||||
popup.Child = border;
|
||||
popup.StaysOpen = false;
|
||||
popup.PlacementTarget = update_button;
|
||||
popup.Placement = PlacementMode.Bottom;
|
||||
@@ -1046,9 +1086,8 @@ namespace mbts.spark {
|
||||
RelativeSource = new RelativeSource(RelativeSourceMode.Self)
|
||||
});
|
||||
popup.Closed += (s, e) => {
|
||||
if (popup.try_find_ancestor_of_type(out MiniOrderBookView mini_ob) && mini_ob.DataContext is OrderBookVM ob_vm) {
|
||||
if (popup.try_find_ancestor_of_type(out MiniOrderBookView mini_ob) && mini_ob.DataContext is OrderBookVM ob_vm)
|
||||
ob_vm.is_attaching_orders = false;
|
||||
}
|
||||
};
|
||||
|
||||
var the_whole_thing = new Grid();
|
||||
@@ -1056,83 +1095,6 @@ namespace mbts.spark {
|
||||
the_whole_thing.Children.Add(popup);
|
||||
|
||||
return the_whole_thing;
|
||||
|
||||
UIElement create_popup_child() {
|
||||
var order_params = new AlgoEditorGridView {
|
||||
Margin = new Thickness(6),
|
||||
CanUserChangeAlgoRoot = false,
|
||||
};
|
||||
var order_params_binding = new Binding(WPFHelper.join_binding_paths("DataContext", nameof(OrderBookVM.order_mod_vm)));
|
||||
order_params_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(Popup), 1);
|
||||
order_params.SetBinding(FrameworkElement.DataContextProperty, order_params_binding);
|
||||
order_params.SetBinding(AlgoEditorGridView.AlgoRootsProperty, new Binding(WPFHelper.join_binding_paths(nameof(OrderParamsVM.algo_vm), nameof(AlgoDefinitionVM.algo_roots))));
|
||||
order_params.SetBinding(AlgoEditorGridView.SelectedAlgoRootProperty, new Binding(WPFHelper.join_binding_paths(nameof(OrderParamsVM.algo_vm), nameof(AlgoDefinitionVM.algo_root))));
|
||||
order_params.SetBinding(AlgoEditorGridView.AlgoParamRowsProperty, new Binding(nameof(OrderParamsVM.param_rows)));
|
||||
|
||||
var dialog_skirt_button_style =
|
||||
Application.Current.TryFindResource(DialogSkirt.DialogSkirtButtonStyleKey) as Style ??
|
||||
Application.Current.TryFindResource("CommonButton") as Style ??
|
||||
Application.Current.TryFindResource(typeof(Button)) as Style;
|
||||
|
||||
// go find the OBVM on the ContextMenu to get the command
|
||||
// The button for which this will server as a Binding to needs to both perform the send_attached_orders
|
||||
// command *AND* close the algo param popup. Previously this was accomplished by setting both the Command
|
||||
// and Click event on a Button appropriately, but since the Button that will perform this
|
||||
// ultimately lives inside of the DialogSkirt, we don't have direct access to it. Ergo,
|
||||
// we make use of this addition trick from John that allows for both of these things to happen.
|
||||
// We take our original ICommand (send_attached) and wrap it in another Command by way of a Converter on the binding,
|
||||
// pure genious!
|
||||
var modify_selected_button_binding = new Binding(WPFHelper.join_binding_paths("DataContext", nameof(OrderBookVM.modify_selected_orders_cmd))) {
|
||||
// set to true for debugging
|
||||
Converter = CommandWithActionWrapper.mk_wrap_converter(() => popup.IsOpen = false)
|
||||
};
|
||||
modify_selected_button_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(Popup), 1);
|
||||
|
||||
// Our ultimate goal is to have the Ok button (DialogSkirtItem) run the send attached orders command.
|
||||
// Since we're only dealing with binding paths in here and not actual objects, we don't have access
|
||||
// to an actual Command, which is what the DialogSkirtItem expects. John came up with a sneaky
|
||||
// way of setting the Button.CommandProperty via a Style backdoor, but it's also necessary to
|
||||
// create a KeyedStyleSelector here I guess.
|
||||
// Also, the DialogSkirt Ok button seems to magically close the popup, cool!
|
||||
var send_attached_button_style = new Style(typeof(Button), dialog_skirt_button_style);
|
||||
send_attached_button_style.Setters.Add(new Setter(Button.CommandProperty, modify_selected_button_binding));
|
||||
var awesome_command_style_key = "SendAttachButtonStyleKey";
|
||||
var cancel_style_key = "CancelButtonStyleKey";
|
||||
|
||||
var dialog_skirt = new DialogSkirt {
|
||||
RightItems = new[] {
|
||||
new DialogSkirtItem("OK", null, awesome_command_style_key) { is_default = true },
|
||||
new DialogSkirtItem("Cancel", new DelegateCommand(() => popup.IsOpen = false), cancel_style_key) { is_cancel = true }
|
||||
}
|
||||
};
|
||||
|
||||
var kss = new KeyedStyleSelector();
|
||||
kss.Map.Add(new StyleSelectorKeyValue {
|
||||
Key = awesome_command_style_key,
|
||||
Value = send_attached_button_style
|
||||
});
|
||||
kss.Map.Add(
|
||||
new StyleSelectorKeyValue {
|
||||
Key = cancel_style_key,
|
||||
Value = new Style(typeof(Button), dialog_skirt_button_style)
|
||||
});
|
||||
dialog_skirt.RightItemContainerStyleSelector = kss;
|
||||
|
||||
Grid.SetRow(dialog_skirt, 1);
|
||||
var grid = new Grid();
|
||||
grid.RowDefinitions.Add(new RowDefinition { Height = new GridLength(1, GridUnitType.Star) });
|
||||
grid.RowDefinitions.Add(new RowDefinition { Height = GridLength.Auto });
|
||||
grid.Children.Add(order_params);
|
||||
grid.Children.Add(dialog_skirt);
|
||||
|
||||
var border = new Border() {
|
||||
Background = BTSColors.common_background_brush,
|
||||
BorderThickness = new Thickness(1),
|
||||
Name = "update_border",
|
||||
Child = grid,
|
||||
};
|
||||
return border;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -1177,6 +1139,7 @@ namespace mbts.spark {
|
||||
public class CommitColumn : FrameworkElementColumnBase<Columns> {
|
||||
public CommitColumn() : base(Columns.Commit) {
|
||||
id = key.ToString();
|
||||
Header = "";
|
||||
Width = 20;
|
||||
}
|
||||
|
||||
|
||||
@@ -27,16 +27,14 @@ namespace mbts.spark {
|
||||
// for mini-ob
|
||||
uint _prospective_quantity;
|
||||
double _prospective_price;
|
||||
Action<bool> _on_selection_changed;
|
||||
|
||||
public OrderBookRowVM(OrderBookVM owner, OrderSecurity order_tuple, bool is_expanded, Action<bool> on_selection_changed) {
|
||||
public OrderBookRowVM(OrderBookVM owner, OrderSecurity order_tuple, bool is_expanded) {
|
||||
_owner = owner;
|
||||
this.order_tuple = order_tuple;
|
||||
is_visible = !is_child;
|
||||
_is_expanded = is_expanded;
|
||||
prospective_quantity = this.quantity;
|
||||
prospective_price = this.price;
|
||||
_on_selection_changed = on_selection_changed;
|
||||
}
|
||||
|
||||
//// This takes care of the case where the OB has all rows visible
|
||||
@@ -120,11 +118,7 @@ namespace mbts.spark {
|
||||
public int depth_level { get => _depth_level; set => Set(ref _depth_level, value); }
|
||||
public bool is_selected {
|
||||
get => _is_selected;
|
||||
set {
|
||||
if (Set(ref _is_selected, value)) {
|
||||
_on_selection_changed(value);
|
||||
}
|
||||
}
|
||||
set => Set(ref _is_selected, value);
|
||||
}
|
||||
public uint prospective_quantity {
|
||||
get => _prospective_quantity;
|
||||
@@ -196,18 +190,14 @@ namespace mbts.spark {
|
||||
public ICommand attach_command => _attach_command ?? (
|
||||
_attach_command = new DelegateCommand(() => {
|
||||
// the _select me will trigger the OBVM.attach_vm to get primed
|
||||
if (!is_selected) {
|
||||
_select_me();
|
||||
}
|
||||
_select_me();
|
||||
_owner.begin_attach_algos();
|
||||
})
|
||||
);
|
||||
|
||||
public ICommand update_command => _update_command ?? (
|
||||
_update_command = new DelegateCommand(() => {
|
||||
if (!is_selected) {
|
||||
_select_me();
|
||||
}
|
||||
_select_me();
|
||||
})
|
||||
);
|
||||
|
||||
@@ -243,10 +233,12 @@ namespace mbts.spark {
|
||||
|
||||
private void _unselect_me() {
|
||||
this.is_selected = false;
|
||||
_owner.current_row = null;
|
||||
}
|
||||
|
||||
private void _select_me() {
|
||||
this.is_selected = true;
|
||||
_owner.current_row = this;
|
||||
}
|
||||
|
||||
// These fns present a way for the orderbook to avoid noisy, intermittent collection changes during "Expand/Collapse All" ops,
|
||||
@@ -298,10 +290,6 @@ namespace mbts.spark {
|
||||
// root display name
|
||||
if (old_order_tuple.root_algo.name != order_tuple.root_algo.name)
|
||||
RaisePropertyChanged(nameof(root_algo_display_name));
|
||||
// root order type
|
||||
if (old_order_tuple.root_algo.value.CustomCase != order_tuple.root_algo.value.CustomCase) {
|
||||
RaisePropertyChanged(nameof(root_algo_order_type));
|
||||
}
|
||||
// status
|
||||
if ((Columns.Status & dirty) != 0)
|
||||
RaisePropertyChanged(nameof(status));
|
||||
|
||||
@@ -18,8 +18,8 @@ using mbts.ui.spark;
|
||||
using mbts.ui.utility;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
using System.Collections;
|
||||
using System.Collections.Generic;
|
||||
using System.Collections.Immutable;
|
||||
using System.Collections.ObjectModel;
|
||||
using System.Collections.Specialized;
|
||||
using System.Linq;
|
||||
@@ -31,14 +31,12 @@ using System.Windows.Input;
|
||||
using Columns = mbts.spark.OrderBookGridView.ColumnKeys;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class OrderBookVM : DisposableViewModelBase, IHandleRowSelection, IHandleGridSorting, IRequestRowSelection {
|
||||
partial class OrderBookVM : DisposableViewModelBase, IHandleRowSelection, IHandleGridSorting {
|
||||
const double
|
||||
_min_right_panel_width = 200,
|
||||
_min_order_params_height = 300,
|
||||
_min_ladder_height = 100,
|
||||
_min_fills_height = 100;
|
||||
static readonly TimeSpan _selection_change_throttle = TimeSpan.FromSeconds(0.1);
|
||||
|
||||
readonly IBus _bus;
|
||||
readonly OrdersModel _model;
|
||||
readonly Property<OrderBookRowVM> _current_row;
|
||||
@@ -47,8 +45,7 @@ namespace mbts.spark {
|
||||
readonly OrderBookColumnCollection _columns;
|
||||
readonly IWindowSettingsManager<OrderBookGridSettings> _settings_manager;
|
||||
readonly IWindowSettingsManager<GridSettings> _fills_settings_manager = new WindowSettingsManager<GridSettings>.DisconnectedImpl(FillsSettings.MiniGridSettings, FillsSettings.MiniGridSettings);
|
||||
readonly OrderParamsAggregator _selected_params_mon;
|
||||
readonly CommonValueMonitor<SecurityImmutable?> _selected_security_mon = new CommonValueMonitor<SecurityImmutable?>();
|
||||
readonly SelectedOrderParamsMon _selected_params_mon;
|
||||
readonly RightPanelModel _right_panel = new RightPanelModel();
|
||||
OrderBookFillsGridSettings _cached_fills_settings = OrderBookStartupData.DefaultFillsGrid;
|
||||
double
|
||||
@@ -59,17 +56,16 @@ namespace mbts.spark {
|
||||
bool
|
||||
_show_right_panel = OrderBookStartupData.Default.show_right_panel,
|
||||
_is_attaching_orders,
|
||||
_is_row_collection_populated,
|
||||
_all_rows_selected;
|
||||
_is_row_collection_populated;
|
||||
IReadOnlyDictionary<uint, OrderSecurity> _cached_orders = DictionaryHelper.empty<uint, OrderSecurity>();
|
||||
IReadOnlyDictionary<uint, bool> _cached_attachable = DictionaryHelper.empty<uint, bool>(), _cached_detachable = DictionaryHelper.empty<uint, bool>();
|
||||
HashSet<uint>
|
||||
_attachable_selected_orders = new HashSet<uint>(),
|
||||
_detachable_selected_orders = new HashSet<uint>();
|
||||
FilterData _cached_filter_data;
|
||||
Dictionary<uint, IDisposable> _on_updated_single_callback_gatekeeper = new Dictionary<uint, IDisposable>();
|
||||
|
||||
public OrderBookVM(
|
||||
IObservable<string> owner_title,
|
||||
IBus bus,
|
||||
INotificationService notification_service,
|
||||
OrdersModel model,
|
||||
@@ -78,8 +74,7 @@ namespace mbts.spark {
|
||||
|
||||
_bus = bus;
|
||||
_model = model;
|
||||
_selected_params_mon = new OrderParamsAggregator(model.dynamic_helper, _selection_change_throttle);
|
||||
ladder_vm = new LadderVMContainer(bus, model);
|
||||
_selected_params_mon = new SelectedOrderParamsMon(model.dynamic_helper);
|
||||
order_mod_vm = new OrderParamsVM(this, AlgoDefinitionVM.create(model, OrderDataHelper.Defaults.AlgoData(), editing_permissions: AlgoEditingPermissions.AllowEditValues));
|
||||
order_mod_vm.algo_vm.editing_permissions_mask = AlgoEditingPermissions.None;
|
||||
order_mod_vm.algo_vm.algo_root = null;
|
||||
@@ -103,17 +98,7 @@ namespace mbts.spark {
|
||||
// we use an ObservableAppendCollection b/c the mini-ob needs a cancel column at the front
|
||||
columns = new ObservableAppendCollection<DIYGrid.ColumnBase>(_columns);
|
||||
_row_collection = new OperableHierarchicalCollection<OrderBookRowVM, OrderSecurity, uint>(
|
||||
o => new OrderBookRowVM(this, o, rows_are_initially_expanded, (row_is_selected) => {
|
||||
// all are selected and one is checked off
|
||||
if (all_rows_selected && !row_is_selected) {
|
||||
_all_rows_selected = false;
|
||||
RaisePropertyChanged(nameof(this.all_rows_selected));
|
||||
// not all selected and now the last one gets turned on
|
||||
} else if (!all_rows_selected && _row_collection.All(r => r.is_selected)) {
|
||||
_all_rows_selected = true;
|
||||
RaisePropertyChanged(nameof(this.all_rows_selected));
|
||||
}
|
||||
}) {
|
||||
o => new OrderBookRowVM(this, o, rows_are_initially_expanded) {
|
||||
is_attachable = _cached_attachable.TryGetValue(o.order.Key, out bool ia) && ia,
|
||||
is_detachable = _cached_detachable.TryGetValue(o.order.Key, out bool id)
|
||||
},
|
||||
@@ -140,22 +125,23 @@ namespace mbts.spark {
|
||||
toggle_show_fills_cmd = new DelegateCommand(() => show_fills = !show_fills);
|
||||
launch_fills_settings_cmd = concated_disposable(new DialogCommand(() => {
|
||||
const string title = "Order Book 'Mini' Fills Grid";
|
||||
var vm = new ShellSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
|
||||
var vm = new WindowSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
|
||||
_fills_settings_manager,
|
||||
us => us.fills_grid,
|
||||
UserSettings.FileExtensions.GRID,
|
||||
s => fills_vm.value.grid_settings_manager.create_vm(
|
||||
// we need to get the most up to date GridSettings when launching b/c users may
|
||||
// have changed some settings on the grid directly, like column widths.
|
||||
s.with(fills_vm.columns.Select(c => c.create()))
|
||||
s.with(fills_vm.columns.Select(c => c.create())),
|
||||
Observable.Return(title)
|
||||
),
|
||||
show_save_as_defaults: false);
|
||||
// TODO: bind to main window's Title
|
||||
var dialog = new ShellSettingsDialog { Title = title, DataContext = vm };
|
||||
var dialog = new SimpleGridSettingsDialog { Title = title, DataContext = vm };
|
||||
vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
|
||||
return dialog;
|
||||
}));
|
||||
grid_settings_manager = new OrderBookGridSettingsManager(bus, notification_service, model, rows, core_columns);
|
||||
grid_settings_manager = new OrderBookGridSettingsManager(owner_title, bus, notification_service, model, rows, columns);
|
||||
grid_settings_manager.algo_tree_display_mode_changed += _on_filter_changed;
|
||||
IDisposable attach_vm_hooks = null;
|
||||
begin_attaching += on_begin_attaching;
|
||||
@@ -178,11 +164,6 @@ namespace mbts.spark {
|
||||
if (ch.newval && fills_height < _min_fills_height)
|
||||
fills_height = _min_fills_height;
|
||||
}),
|
||||
_selected_security_mon.SubscribeThrottled(_selection_change_throttle).to_security_md(bus).OnDispatcher().Subscribe(smd => ladder_vm.security_md = smd),
|
||||
_subscribe_throttled_selected_rows().OnDispatcher().Subscribe(_ => {
|
||||
var hierarchical_order_keys = new HashSet<uint>(selected_hierarchical_rows.Select(r => r.order_key));
|
||||
ladder_vm.set_orders(hierarchical_order_keys);
|
||||
}),
|
||||
_selected_params_mon.subscribe_all_active().Subscribe(on_all_selected_orders_active_changed),
|
||||
_selected_params_mon.subscribe_security_plurality().Subscribe(p => {
|
||||
security_plurality = p;
|
||||
@@ -224,6 +205,7 @@ namespace mbts.spark {
|
||||
order_mod_vm.algo_vm.connect_data(Observable.Return(model)),
|
||||
order_mod_vm.algo_vm.connect_data(_selected_params_mon.subscribe_spreader_security()),
|
||||
order_mod_vm.algo_vm,
|
||||
bus.subscribe(SparkTags.SecuritiesTag).OnDispatcher().Subscribe(_selected_params_mon.on_security_md_map),
|
||||
attach_vm,
|
||||
_show_fills.observe_current(true)
|
||||
.Subscribe(is_visible => {
|
||||
@@ -331,8 +313,8 @@ namespace mbts.spark {
|
||||
|
||||
IDisposable connect_order_mod_vm() =>
|
||||
Disposable.Create(
|
||||
_selected_params_mon.subscribe_algos().OnDispatcher().Subscribe(order_mod_vm.algo_vm.load_many),
|
||||
order_mod_vm.subscribe_is_dirty().OnDispatcher().Subscribe(_ => {
|
||||
_selected_params_mon.subscribe_algos().Subscribe(order_mod_vm.algo_vm.load_many),
|
||||
order_mod_vm.subscribe_is_dirty().Subscribe(_ => {
|
||||
modify_selected_orders_async_cmd.RaiseCanExecuteChanged();
|
||||
revert_selected_orders_cmd.RaiseCanExecuteChanged();
|
||||
}),
|
||||
@@ -340,10 +322,10 @@ namespace mbts.spark {
|
||||
|
||||
IDisposable connect_common_selected_params(OrderParamsVM vm) =>
|
||||
Disposable.Create(
|
||||
_selected_params_mon.subscribe_security().OnDispatcher().to_security_md(bus).OnDispatcher().Subscribe(newval => vm.security_md = newval),
|
||||
_selected_params_mon.subscribe_price().OnDispatcher().Subscribe(vm.on_common_price),
|
||||
_selected_params_mon.subscribe_size().OnDispatcher().Subscribe(vm.on_common_size),
|
||||
_selected_params_mon.subscribe_account().OnDispatcher().Subscribe(newval => vm.selected_account = newval));
|
||||
_selected_params_mon.subscribe_security_md().Subscribe(newval => vm.security_md = newval),
|
||||
_selected_params_mon.subscribe_price().Subscribe(vm.on_common_price),
|
||||
_selected_params_mon.subscribe_size().Subscribe(vm.on_common_size),
|
||||
_selected_params_mon.subscribe_account().Subscribe(newval => vm.selected_account = newval));
|
||||
}
|
||||
|
||||
private void _row_collection_CollectionChanged(object sender, NotifyCollectionChangedEventArgs e) {
|
||||
@@ -352,7 +334,6 @@ namespace mbts.spark {
|
||||
|
||||
public event Action<OrderRecordImmutable?> selected_order_changed;
|
||||
public event Action begin_attaching, end_attaching;
|
||||
public event Action<(IEnumerable, bool)> request_selection;
|
||||
|
||||
public ObservableAppendCollection<DIYGrid.ColumnBase> columns { get; }
|
||||
public ObservableCollection<DIYGrid.ColumnBase> core_columns => _columns;
|
||||
@@ -438,14 +419,6 @@ namespace mbts.spark {
|
||||
public bool can_attach_selected_orders => _can_attach_selected_orders.Value;
|
||||
public bool can_detach_selected_orders => _can_detach_selected_orders.Value;
|
||||
public Plurality security_plurality { get; private set; }
|
||||
public bool all_rows_selected {
|
||||
get => _all_rows_selected;
|
||||
set {
|
||||
Set(ref _all_rows_selected, value);
|
||||
request_selection?.Invoke((_row_collection, _all_rows_selected));
|
||||
}
|
||||
}
|
||||
public LadderVMContainer ladder_vm { get; }
|
||||
|
||||
public IObservable<bool> subscribe_show_fills() => _show_fills.observe_current(true);
|
||||
public IObservable<bool> subscribe_show_ladder() => _show_ladder.observe_current(true);
|
||||
@@ -453,60 +426,23 @@ namespace mbts.spark {
|
||||
|
||||
public void row_selection_changed(SelectionChangedEventArgs e) {
|
||||
try {
|
||||
using (_selected_params_mon.defer_updates())
|
||||
using (_selected_security_mon.defer_updates()) {
|
||||
using (_selected_params_mon.begin_udpate()) {
|
||||
if (e.RemovedItems != null) {
|
||||
foreach (var row_vm in e.RemovedItems.OfType<OrderBookRowVM>()) {
|
||||
row_vm.is_selected = false;
|
||||
_selected_security_mon.remove(row_vm.security);
|
||||
_selected_params_mon.Remove(_get_root(row_vm.order_tuple));
|
||||
_selected_params_mon.on_row_unselected(row_vm);
|
||||
_attachable_selected_orders.Remove(row_vm.order_key);
|
||||
_detachable_selected_orders.Remove(row_vm.order_key);
|
||||
}
|
||||
}
|
||||
if (e.AddedItems != null) {
|
||||
foreach (var row_vm in e.AddedItems.OfType<OrderBookRowVM>()) {
|
||||
var root = _get_root(row_vm.order_tuple);
|
||||
row_vm.is_selected = true;
|
||||
_selected_security_mon.add(row_vm.security);
|
||||
if (!_on_updated_single_callback_gatekeeper.ContainsKey(row_vm.order_key)) {
|
||||
row_vm.updated += on_updated;
|
||||
_on_updated_single_callback_gatekeeper.Add(row_vm.order_key, Disposable.Create(() => row_vm.updated -= on_updated));
|
||||
}
|
||||
_selected_params_mon.Add(root);
|
||||
_selected_params_mon.on_row_selected(row_vm);
|
||||
if (row_vm.is_attachable)
|
||||
_attachable_selected_orders.Add(row_vm.order_key);
|
||||
if (row_vm.is_detachable)
|
||||
_detachable_selected_orders.Add(row_vm.order_key);
|
||||
void on_updated((OrderSecurity oldval, OrderSecurity newval) change) {
|
||||
if (!row_vm.is_selected) {
|
||||
// self destruct
|
||||
if (_on_updated_single_callback_gatekeeper.TryGetValue(row_vm.order_key, out var unsubscribe_updated_disposable)) {
|
||||
unsubscribe_updated_disposable.Dispose();
|
||||
_on_updated_single_callback_gatekeeper.Remove(row_vm.order_key);
|
||||
}
|
||||
_selected_params_mon.Remove(_get_root(row_vm.order_tuple));
|
||||
_selected_security_mon.remove(row_vm.security);
|
||||
return;
|
||||
}
|
||||
var new_root = _get_root(change.newval);
|
||||
if (!new_root.Equals(root)) {
|
||||
using (_selected_params_mon.defer_updates()) {
|
||||
// unselect and select in one smooth motion via on_row_updated
|
||||
// because we thought there may be gremlins afoot when doing
|
||||
// on_row_unselected and then on_row_selected
|
||||
_selected_params_mon.Remove(root);
|
||||
_selected_params_mon.Add(new_root);
|
||||
root = new_root;
|
||||
}
|
||||
}
|
||||
if (change.oldval.security?.Id != change.newval.security?.Id) {
|
||||
using (_selected_security_mon.defer_updates()) {
|
||||
_selected_security_mon.remove(change.oldval.security);
|
||||
_selected_security_mon.add(change.newval.security);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
RowSelectionHelper.apply_changes(selected_rows, e);
|
||||
@@ -584,11 +520,11 @@ namespace mbts.spark {
|
||||
if (!new_sort.Equals(old_sort)) {
|
||||
/// Both filter and sort have changed, use <see cref="OperableHierarchicalCollection{TRow, T, TKey}.defer_refresh"/> to avoid syncing twice.
|
||||
using (_row_collection.defer_refresh()) {
|
||||
_row_collection.filter = new_filter.build_predicate(_model.dynamic_helper.dynamic_type_index);
|
||||
_row_collection.filter = new_filter.build_predicate();
|
||||
_row_collection.comparer = new_sort.comparer;
|
||||
}
|
||||
} else {
|
||||
_row_collection.filter = new_filter.build_predicate(_model.dynamic_helper.dynamic_type_index);
|
||||
_row_collection.filter = new_filter.build_predicate();
|
||||
}
|
||||
} else if (!new_sort.Equals(old_sort))
|
||||
_row_collection.comparer = new_sort.comparer;
|
||||
@@ -608,28 +544,35 @@ namespace mbts.spark {
|
||||
|
||||
public void begin_attach_algos() => is_attaching_orders = true;
|
||||
|
||||
internal void detach_orders(OrderBookRowVM row) {
|
||||
if (row.is_selected) {
|
||||
_detach_orders_async(selected_rows).ignore();
|
||||
} else {
|
||||
_detach_orders_async(new[] { row }).ignore();
|
||||
public bool try_get_parent(OrderBookRowVM row, out OrderSecurity parent) =>
|
||||
_cached_orders.TryGetValue(row.parent_order_key, out parent);
|
||||
|
||||
public OrderRecordImmutable get_root(OrderRecordImmutable r) {
|
||||
while (r.ParentKey != 0 && _cached_orders.TryGetValue(r.ParentKey, out var parent_osam)) {
|
||||
r = parent_osam.order;
|
||||
}
|
||||
return r;
|
||||
}
|
||||
|
||||
internal void detach_orders(OrderBookRowVM order) =>
|
||||
_detach_orders_async(new[] { order }).ignore();
|
||||
|
||||
public OrderSecurity get_ordersecurityalgometa(OrderRecordImmutable order) {
|
||||
_cached_orders.TryGetValue(order.Key, out var osam);
|
||||
return osam;
|
||||
}
|
||||
|
||||
public OrderMetadata get_metadata(CustomOrderDefinition.CustomOneofCase order_type) => _model.factory.get_metadata(order_type);
|
||||
|
||||
public OrderMetadata get_metadata(OrderBookRowVM row) => _model.factory.get_metadata(row.order.actual_order_type());
|
||||
|
||||
internal OrderBookRowVM get_parent(OrderBookRowVM row) => _row_collection.get_parent(row.order_key);
|
||||
|
||||
internal void show_order_modify(OrderBookRowVM row) =>
|
||||
_bus.post(SparkTags.ShowModifyOrderTag, row.order_key);
|
||||
|
||||
internal void cancel_order(OrderBookRowVM row) {
|
||||
if (row.is_selected) {
|
||||
_bus.post(SparkTags.CancelOrders, selected_rows.Select(r => r.order_key).ToList());
|
||||
} else {
|
||||
_bus.post(SparkTags.CancelOrders, new List<uint> { row.order_key });
|
||||
}
|
||||
}
|
||||
internal void cancel_order(OrderBookRowVM row) =>
|
||||
_bus.post(SparkTags.CancelOrders, new List<uint> { row.order_key });
|
||||
|
||||
internal void modify_order_quantity(OrderBookRowVM row, uint size) =>
|
||||
_bus.post(SparkTags.UpdateOrder, (row.order_key, row.price, size));
|
||||
@@ -648,17 +591,11 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
|
||||
OrderSecurity _get_root(OrderSecurity os) {
|
||||
while (os.order.ParentKey != 0 && _cached_orders.TryGetValue(os.order.ParentKey, out var pos))
|
||||
os = pos;
|
||||
return os;
|
||||
}
|
||||
|
||||
void _on_filter_changed() {
|
||||
var fd = new FilterData(grid_settings_manager.algo_tree_display_mode, _columns.create_filter_states());
|
||||
if (!fd.Equals(_cached_filter_data)) {
|
||||
_cached_filter_data = fd;
|
||||
_row_collection.filter = fd.build_predicate(_model.dynamic_helper.dynamic_type_index);
|
||||
_row_collection.filter = fd.build_predicate();
|
||||
}
|
||||
}
|
||||
|
||||
@@ -674,7 +611,6 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
|
||||
// Note: modifications are performed on the selected orders' ROOT orders.
|
||||
async Task _modify_selected_orders_async() {
|
||||
double? price = DoubleHelper.nan_nullable(order_mod_vm.price);
|
||||
uint? size = order_mod_vm.size;
|
||||
@@ -687,17 +623,17 @@ namespace mbts.spark {
|
||||
// their values will be cleared (in the param grid gui), and the modifications will not be applied.
|
||||
// FYI this behavior is implemented to support 'partial edits.' (e.g., changing the 'price' for multiple orders that do not have the same 'size').
|
||||
// ----
|
||||
var update_params = selected_rows.Select(r => update_params_factory(_get_root(r.order_tuple))).ToList();
|
||||
var update_params = selected_rows.Select(update_params_factory).ToList();
|
||||
await Task.WhenAll(update_params.Select(t => _model.update_order(t.order, new_price: price, new_size: size, new_algo: t.new_algo)));
|
||||
(OrderRecordImmutable order, CustomOrderDefinitionImmutable? new_algo) update_params_factory(OrderSecurity order_tuple) {
|
||||
var mod_algo = order_tuple.order.Def.CustomDef.CloneToMutable();
|
||||
(OrderRecordImmutable order, CustomOrderDefinitionImmutable? new_algo) update_params_factory(OrderBookRowVM row) {
|
||||
var mod_algo = row.order.Def.CustomDef.CloneToMutable();
|
||||
if (mod_algo.CustomCase == CustomOrderDefinition.CustomOneofCase.Composite) {
|
||||
mod_algo_vm.assign_to(mod_algo.Composite.Definition);
|
||||
} else {
|
||||
mod_algo_vm.assign_to(mod_algo);
|
||||
}
|
||||
var mod_algoi = new CustomOrderDefinitionImmutable(mod_algo);
|
||||
return (order_tuple.order, OrderDataHelper.EqualsHelpers.equals(order_tuple.order.Def.CustomDef, mod_algoi) ? (CustomOrderDefinitionImmutable?)null : mod_algoi);
|
||||
return (row.order, OrderDataHelper.EqualsHelpers.equals(row.order.Def.CustomDef, mod_algoi) ? (CustomOrderDefinitionImmutable?)null : mod_algoi);
|
||||
}
|
||||
} else await Task.WhenAll(selected_rows.Select(r => _model.update_order(r.order, price)));
|
||||
}
|
||||
@@ -740,6 +676,52 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
|
||||
static IObservable<ISet<uint>> _subscribe_selected_order_keys(ObservableCollection<OrderBookRowVM> selected_rows) =>
|
||||
Observable.Create<ISet<uint>>(o => {
|
||||
bool waiting_for_mouse_up = false;
|
||||
var sub_container = new DisposableContainer();
|
||||
var builder = ImmutableHashSet<uint>.Empty.ToBuilder();
|
||||
foreach (var row in selected_rows)
|
||||
builder.Add(row.order_key);
|
||||
var selected_keys = builder.ToImmutable();
|
||||
o.OnNext(selected_keys);
|
||||
return Disposable.Create(selected_rows.Subscribe(on_selection_changed), sub_container);
|
||||
void on_selection_changed(object sender, NotifyCollectionChangedEventArgs e) {
|
||||
if (waiting_for_mouse_up)
|
||||
return;
|
||||
switch (e.Action) {
|
||||
case NotifyCollectionChangedAction.Add:
|
||||
case NotifyCollectionChangedAction.Replace:
|
||||
foreach (OrderBookRowVM row in e.NewItems)
|
||||
selected_keys = selected_keys.Add(row.order_key);
|
||||
break;
|
||||
case NotifyCollectionChangedAction.Remove:
|
||||
foreach (OrderBookRowVM row in e.OldItems)
|
||||
selected_keys = selected_keys.Remove(row.order_key);
|
||||
break;
|
||||
case NotifyCollectionChangedAction.Reset:
|
||||
selected_keys = ImmutableHashSet<uint>.Empty;
|
||||
break;
|
||||
default: return;
|
||||
}
|
||||
if (Mouse.LeftButton == MouseButtonState.Pressed) {
|
||||
waiting_for_mouse_up = true;
|
||||
wait_for_mouse_up();
|
||||
async void wait_for_mouse_up() {
|
||||
await Wait.until_true(() => Mouse.LeftButton == MouseButtonState.Released, TimeSpan.FromSeconds(60), 333);
|
||||
builder = ImmutableHashSet<uint>.Empty.ToBuilder();
|
||||
foreach (var row in selected_rows)
|
||||
builder.Add(row.order_key);
|
||||
selected_keys = builder.ToImmutable();
|
||||
o.OnNext(selected_keys);
|
||||
waiting_for_mouse_up = false;
|
||||
}
|
||||
} else {
|
||||
o.OnNext(selected_keys);
|
||||
}
|
||||
}
|
||||
});
|
||||
|
||||
public class OrderParamsVM : DisposableViewModelBase {
|
||||
readonly SelectorProperty<AccountTuple, AccountTuple?> _accounts;
|
||||
readonly OrderBookVM _owner;
|
||||
@@ -750,6 +732,8 @@ namespace mbts.spark {
|
||||
AlgoParamPermissions
|
||||
_price_permissions = AlgoParamPermissions.ReadOnly | AlgoParamPermissions.Write,
|
||||
_size_permissions = AlgoParamPermissions.ReadOnly | AlgoParamPermissions.Write;
|
||||
HashSet<uint> _selected_order_tree = new HashSet<uint>();
|
||||
LadderVM _ladder_vm;
|
||||
SecurityMD? _security_md;
|
||||
|
||||
public OrderParamsVM(OrderBookVM owner)
|
||||
@@ -800,7 +784,13 @@ namespace mbts.spark {
|
||||
appended_param_rows.insert_front(new AlgoParamRowVM(root, _price_param, null, AlgoParamTemplateKeys.Price));
|
||||
}
|
||||
}),
|
||||
ObservableAutoWrapper.connect_item_hooks(param_rows, dirty_params_mon.join));
|
||||
ObservableAutoWrapper.connect_item_hooks(param_rows, dirty_params_mon.join),
|
||||
owner._subscribe_throttled_selected_rows().OnDispatcher().Subscribe(_ => {
|
||||
_selected_order_tree = new HashSet<uint>(_owner.selected_hierarchical_rows.Select(r => r.order_key));
|
||||
_reset_ladder_vm();
|
||||
})) {
|
||||
() => Disposable.dispose(ref _ladder_vm)
|
||||
};
|
||||
// payup methods
|
||||
void payup_bid(int ticks) => payup(bbo.bid, -ticks);
|
||||
void payup_ask(int ticks) => payup(bbo.ask, ticks);
|
||||
@@ -828,7 +818,8 @@ namespace mbts.spark {
|
||||
get => _security_md;
|
||||
set {
|
||||
if (Set(ref _security_md, value)) {
|
||||
RaisePropertyChanged(nameof(security), nameof(spec));
|
||||
_reset_ladder_vm();
|
||||
RaisePropertyChanged(nameof(security), nameof(spec), nameof(ladder_vm));
|
||||
bbo.security_md = value;
|
||||
_payup_bid_cmd.RaiseCanExecuteChanged();
|
||||
_payup_ask_cmd.RaiseCanExecuteChanged();
|
||||
@@ -852,6 +843,7 @@ namespace mbts.spark {
|
||||
}
|
||||
public AlgoDefinitionVM algo_vm { get; }
|
||||
public IReadOnlyObservableCollection<AlgoParamRowVM> param_rows { get; }
|
||||
public LadderVM ladder_vm => _ladder_vm;
|
||||
public BBOVM bbo { get; }
|
||||
public ICommand send_order { get; }
|
||||
public ICommand payup_bid_cmd => _payup_bid_cmd;
|
||||
@@ -886,6 +878,18 @@ namespace mbts.spark {
|
||||
|
||||
public IObservable<bool> subscribe_is_dirty() => _is_dirty.observe_current(true);
|
||||
|
||||
void _reset_ladder_vm() {
|
||||
if (_ladder_vm == null && !_security_md.HasValue)
|
||||
return;
|
||||
Disposable.replace(ref _ladder_vm,
|
||||
_security_md.HasValue ?
|
||||
LadderVM.create_readonly(
|
||||
_owner._bus,
|
||||
new LadderModel(security_md.Value, _owner._model, _owner._model.mbo_service,
|
||||
new Func<OrderSecurity, bool>(osec => _selected_order_tree.Contains(osec.order.Key)))) :
|
||||
null);
|
||||
RaisePropertyChanged(nameof(ladder_vm));
|
||||
}
|
||||
void _assign_param_permissions<T>(IAlgoParamVM<T> param, ref AlgoParamPermissions permissions_backing, AlgoParamPermissions permissions) {
|
||||
if (permissions_backing != permissions) {
|
||||
permissions_backing = permissions;
|
||||
@@ -904,8 +908,8 @@ namespace mbts.spark {
|
||||
this.column_filters = column_filters;
|
||||
}
|
||||
|
||||
public Func<OrderSecurity, bool> build_predicate(IMaskIndexInt32<string> dynamic_type_index) {
|
||||
var pred = column_filters.build_predicate(dynamic_type_index);
|
||||
public Func<OrderSecurity, bool> build_predicate() {
|
||||
var pred = column_filters.build_predicate();
|
||||
if (algo_tree_display_mode == AlgoTreeDisplayMode.RootAndLeafNodes) {
|
||||
if (pred == null) {
|
||||
pred = tree_disp_pred;
|
||||
@@ -932,6 +936,132 @@ namespace mbts.spark {
|
||||
EqualityComparer.aggregate_hash((int)algo_tree_display_mode, column_filters?.GetHashCode() ?? 0);
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Monitors selected rows, and determines whether or not they are all active-orders, with common parameters.
|
||||
/// </summary>
|
||||
class SelectedOrderParamsMon {
|
||||
static readonly TimeSpan _throttle = TimeSpan.FromSeconds(0.1);
|
||||
readonly CommonValueGroupMonitor<AlgoSecurityKey, AlgoSecurityKey> _algo_def_mon =
|
||||
new CommonValueGroupMonitor<AlgoSecurityKey, AlgoSecurityKey>(
|
||||
ask => ask,
|
||||
EqualityComparer<AlgoSecurityKey>.Default,
|
||||
EqualityComparer.Create<AlgoSecurityKey, CustomOrderDefinitionImmutable>(ask => ask.algo, OrderDataHelper.EqualsHelpers.custom_order_def_compareri));
|
||||
readonly CommonValueMonitor<SecurityImmutable?> _spreader_security_mon = new CommonValueMonitor<SecurityImmutable?>();
|
||||
readonly CommonValueMonitor<SecurityImmutable?> _security_mon = new CommonValueMonitor<SecurityImmutable?>();
|
||||
readonly CommonValueMonitor<double> _price_mon = new CommonValueMonitor<double>(double.NaN);
|
||||
readonly CommonValueMonitor<uint> _size_mon = new CommonValueMonitor<uint>();
|
||||
readonly CommonValueMonitor<AccountTuple> _account_mon = new CommonValueMonitor<AccountTuple>();
|
||||
readonly CommonValueMonitor<bool> _all_active_mon = new CommonValueMonitor<bool>();
|
||||
readonly CommonValueMonitorMultiplexor<OrderSecurity> _group_mon = new CommonValueMonitorMultiplexor<OrderSecurity>();
|
||||
readonly DynamicOrderHelper _dyn_helper;
|
||||
IReadOnlyDictionary<uint, SecurityMD> _security_md_map = DictionaryHelper.empty<uint, SecurityMD>();
|
||||
|
||||
public SelectedOrderParamsMon(DynamicOrderHelper dyn_helper) {
|
||||
_dyn_helper = dyn_helper;
|
||||
_group_mon.add_member_mon(_algo_def_mon, _algo_key);
|
||||
_group_mon.add_member_mon(_spreader_security_mon, _get_spreader_sec, s => s.HasValue);
|
||||
_group_mon.add_member_mon(_security_mon, osam => osam.security, s => s.HasValue);
|
||||
_group_mon.add_member_mon(_price_mon, osam => osam.order.price());
|
||||
_group_mon.add_member_mon(_size_mon, osam => osam.order.quantity());
|
||||
_group_mon.add_member_mon(_account_mon, osam => new AccountTuple(osam.order.account_id(), osam.order.account()));
|
||||
_group_mon.add_member_mon(_all_active_mon, osam => osam.order.is_active());
|
||||
}
|
||||
|
||||
event Action _security_md_map_changed;
|
||||
|
||||
public SecurityImmutable? security => _security_mon.common_value;
|
||||
public SecurityMD? security_md => security is SecurityImmutable sec && _security_md_map.TryGetValue(sec.Id, out SecurityMD smd) ? smd : (SecurityMD?)null;
|
||||
public SecurityImmutable? spreader_security => _spreader_security_mon.common_value;
|
||||
public double price => _price_mon.try_get_common_value(out double p) ? p : double.NaN;
|
||||
public uint? size => _size_mon.common_value_nullable();
|
||||
public AccountTuple? account => _account_mon.common_value_nullable();
|
||||
public bool all_active => _all_active_mon.common_value;
|
||||
|
||||
public IObservable<IEnumerable<CustomOrderDefinitionImmutable>> subscribe_algos() => _algo_def_mon.SubscribeThrottled(_throttle, (ask, vals) => vals.Select(v => v.algo), Enumerable.Empty<CustomOrderDefinitionImmutable>());
|
||||
public IObservable<SecurityImmutable?> subscribe_spreader_security() => _spreader_security_mon.SubscribeThrottled(_throttle);
|
||||
public IObservable<SecurityImmutable?> subscribe_security() => _security_mon.SubscribeThrottled(_throttle);
|
||||
public IObservable<SecurityMD?> subscribe_security_md() =>
|
||||
Observable.Create<SecurityMD?>(o => {
|
||||
SecurityMD? last_value = security_md;
|
||||
o.OnNext(last_value);
|
||||
_security_mon.common_value_changed += on_common_sec_changed;
|
||||
_security_md_map_changed += refresh;
|
||||
return Disposable.Create(() => {
|
||||
_security_mon.common_value_changed -= on_common_sec_changed;
|
||||
_security_md_map_changed -= refresh;
|
||||
});
|
||||
void on_common_sec_changed(SecurityImmutable? _) => refresh();
|
||||
void refresh() {
|
||||
var curr = security_md;
|
||||
if (curr != last_value)
|
||||
o.OnNext(last_value = curr);
|
||||
}
|
||||
});
|
||||
public IObservable<double> subscribe_price() => _price_mon.SubscribeThrottled(_throttle);
|
||||
public IObservable<uint?> subscribe_size() => _size_mon.SubscribeThrottledNullable(_throttle);
|
||||
public IObservable<AccountTuple?> subscribe_account() => _account_mon.SubscribeThrottledNullable(_throttle);
|
||||
public IObservable<bool> subscribe_all_active() => _all_active_mon.SubscribeThrottled(_throttle);
|
||||
public IObservable<Plurality> subscribe_security_plurality() => _security_mon.SubscribePluralityThrottled(_throttle);
|
||||
|
||||
public IDisposable begin_udpate() =>
|
||||
_group_mon.defer_updates();
|
||||
|
||||
public void on_row_selected(OrderBookRowVM row) {
|
||||
_group_mon.add(row.order_tuple);
|
||||
row.updated += _on_row_updated;
|
||||
}
|
||||
|
||||
public void on_row_unselected(OrderBookRowVM row) {
|
||||
_group_mon.remove(row.order_tuple);
|
||||
row.updated -= _on_row_updated;
|
||||
}
|
||||
|
||||
public void on_security_md_map(IReadOnlyDictionary<uint, SecurityMD> security_md_map) {
|
||||
_security_md_map = security_md_map;
|
||||
_security_md_map_changed?.Invoke();
|
||||
}
|
||||
|
||||
void _on_row_updated((OrderSecurity oldval, OrderSecurity newval) ch) {
|
||||
using (begin_udpate()) {
|
||||
_group_mon.remove(ch.oldval);
|
||||
_group_mon.add(ch.newval);
|
||||
}
|
||||
}
|
||||
|
||||
static SecurityImmutable? _get_spreader_sec(OrderSecurity osam) =>
|
||||
OrderDataHelper.enumerate_algo_hierarchy(osam.order.Def.CustomDef.CloneToMutable())
|
||||
.Any(algo => algo.CustomCase == CustomOrderDefinition.CustomOneofCase.Spreader) ?
|
||||
osam.security : null;
|
||||
|
||||
AlgoSecurityKey _algo_key(OrderSecurity osam) =>
|
||||
new AlgoSecurityKey(osam.order.Def.CustomDef, _get_spreader_sec(osam), AlgoStructureSerializer.structure_key(osam.order.Def.CustomDef, _dyn_helper.dynamic_type_index));
|
||||
|
||||
SecurityMD? _get_sec_md(OrderSecurity osam) =>
|
||||
osam.security.HasValue && _security_md_map.TryGetValue(osam.security.Value.Id, out SecurityMD smd) ? smd : (SecurityMD?)null;
|
||||
|
||||
struct AlgoSecurityKey {
|
||||
public readonly CustomOrderDefinitionImmutable algo;
|
||||
public readonly SecurityImmutable? security;
|
||||
public readonly AlgoStructureKey key;
|
||||
|
||||
public AlgoSecurityKey(CustomOrderDefinitionImmutable algo, SecurityImmutable? security, AlgoStructureKey key) {
|
||||
this.algo = algo;
|
||||
this.security = security;
|
||||
this.key = key;
|
||||
}
|
||||
|
||||
public bool Equals(AlgoSecurityKey other) =>
|
||||
security == other.security &&
|
||||
key == other.key;
|
||||
|
||||
public override bool Equals(object obj) => obj is AlgoSecurityKey other && Equals(other);
|
||||
public override int GetHashCode() => key.GetHashCode();
|
||||
|
||||
public static bool operator ==(AlgoSecurityKey a, AlgoSecurityKey b) => a.Equals(b);
|
||||
public static bool operator !=(AlgoSecurityKey a, AlgoSecurityKey b) => !a.Equals(b);
|
||||
}
|
||||
}
|
||||
|
||||
class RightPanelModel {
|
||||
OrderBookRightPanelSettings.ViewMode _mode;
|
||||
OrderBookRightPanelSettings.Components _all_selected, _hidden = OrderBookRightPanelSettings.Components.None;
|
||||
@@ -994,13 +1124,11 @@ namespace mbts.spark {
|
||||
var join = config.Configuration.get<bts.config.JoinAttachUIOptions>();
|
||||
var lean = config.Configuration.get<bts.config.LeanAttachUIOptions>();
|
||||
var top = config.Configuration.get<bts.config.TopAttachUIOptions>();
|
||||
var offset = config.Configuration.get<bts.config.OffsetAttachUIOptions>();
|
||||
_algo_type_conf = new Dictionary<CustomOrderDefinition.CustomOneofCase, (bool, bool)> {
|
||||
{ CustomOrderDefinition.CustomOneofCase.Cover, (cover.show_price, cover.show_quantity) },
|
||||
{ CustomOrderDefinition.CustomOneofCase.Join, (join.show_price, join.show_quantity) },
|
||||
{ CustomOrderDefinition.CustomOneofCase.Lean, (lean.show_price, lean.show_quantity) },
|
||||
{ CustomOrderDefinition.CustomOneofCase.Top, (top.show_price, top.show_quantity) },
|
||||
{ CustomOrderDefinition.CustomOneofCase.Offset, (offset.show_price, offset.show_quantity) }
|
||||
{ CustomOrderDefinition.CustomOneofCase.Top, (top.show_price, top.show_quantity) }
|
||||
};
|
||||
}
|
||||
|
||||
|
||||
@@ -7,8 +7,8 @@ using bts.spark;
|
||||
using bts.view;
|
||||
using mbts.persist;
|
||||
using mbts.ui;
|
||||
using mbts.ui.converters;
|
||||
using mbts.ui.extensions;
|
||||
using mbts.ui.shell;
|
||||
using mbts.ui.spark;
|
||||
using mbts.ui.utility;
|
||||
using mbts.utils;
|
||||
@@ -17,8 +17,10 @@ using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Windows;
|
||||
using System.Windows.Data;
|
||||
using System.Windows.Input;
|
||||
using System.Windows.Media;
|
||||
using OrderBookGridSettingsVM = mbts.spark.GridSettingsVM<bts.api.orderman.OrderSecurity, mbts.OrderRecordTuplePredicate, bts.shell.orderbook.OrderBookGridSettings>;
|
||||
|
||||
namespace mbts.spark {
|
||||
internal class OrderBookWindow : SparkWindow<OrderBookStartupData>, ISharedWindow {
|
||||
@@ -63,7 +65,7 @@ namespace mbts.spark {
|
||||
}
|
||||
|
||||
public void thread_init() {
|
||||
_vm = new OrderBookVM(_bus, _notification_service, _model, _settings_manager);
|
||||
_vm = new OrderBookVM(this.observe_title(), _bus, _notification_service, _model, _settings_manager);
|
||||
_vm.load_from(_state);
|
||||
_view = new OrderBookView(_vm);
|
||||
|
||||
@@ -159,7 +161,7 @@ namespace mbts.spark {
|
||||
toggle_expand_all_command.group = CommandGroups.Auxiliary;
|
||||
|
||||
var show_grid_settings_command = SparkCommands.window_settings_command(new DialogCommand(() => {
|
||||
var gs_vm = new ShellSettingsDialogVM<OrderBookGridSettings, OrderBookSettingsVM>(
|
||||
var gs_vm = new WindowSettingsDialogVM<OrderBookGridSettings, OrderBookSettingsVM>(
|
||||
_settings_manager,
|
||||
us => us.order_book_grid,
|
||||
UserSettings.FileExtensions.GRID,
|
||||
@@ -169,11 +171,14 @@ namespace mbts.spark {
|
||||
// we need to get the most up to date GridSettings when launching b/c users may
|
||||
// have changed some settings on the grid directly, like column widths.
|
||||
s.general = s.general.with(_vm.core_columns.Select(c => c.create()));
|
||||
return _vm.grid_settings_manager.create_vm(s);
|
||||
return _vm.grid_settings_manager.create_vm(s, this.observe_title());
|
||||
}
|
||||
);
|
||||
gs_vm.SubscribeDisposed(literal_title_source.OnDispatcher().Subscribe(t => gs_vm.title = t));
|
||||
var dialog = new ShellSettingsDialog { DataContext = gs_vm };
|
||||
// TODO: bind to main window's Title
|
||||
var dialog = new SimpleGridSettingsDialog { DataContext = gs_vm };
|
||||
dialog.SetBinding(Window.TitleProperty, new Binding($"{nameof(gs_vm.instance_vm)}.{nameof(OrderBookGridSettingsVM.owner_title)}") {
|
||||
Converter = ValueConverter.create<string, string>(str => (string.IsNullOrEmpty(str) ? _default_title : str) + " Settings")
|
||||
});
|
||||
gs_vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
|
||||
return dialog;
|
||||
}));
|
||||
|
||||
@@ -1,155 +1,154 @@
|
||||
using bts.api;
|
||||
using bts.api.orderman;
|
||||
using bts.utils;
|
||||
using mbts;
|
||||
using mbts.spark;
|
||||
using mbts.spark.filters;
|
||||
using mbts.ui;
|
||||
using mbts.ui.utility;
|
||||
using ProtoBuf;
|
||||
using System;
|
||||
|
||||
namespace bts.shell.orderbook {
|
||||
[ProtoContract]
|
||||
class FilterStates : IEquatable<FilterStates> {
|
||||
[ProtoMember(1)]
|
||||
public SecurityCriteria security_criteria;
|
||||
[ProtoMember(2)]
|
||||
public string order_key_regex;
|
||||
[ProtoMember(3)]
|
||||
public TimeFilterTuple time_created;
|
||||
[ProtoMember(4)]
|
||||
public string[] users;
|
||||
[ProtoMember(5)]
|
||||
public string[] accounts;
|
||||
[ProtoMember(6)]
|
||||
public Venue[] exchanges;
|
||||
[ProtoMember(7)]
|
||||
public TimeInForce[] tifs;
|
||||
//[ProtoMember(8)]
|
||||
//public CustomOrderDefinition.CustomOneofCase[] order_types;
|
||||
[ProtoMember(23)]
|
||||
public AlgoID[] order_types;
|
||||
[ProtoMember(24)]
|
||||
public AlgoID[] root_algo_types;
|
||||
[ProtoMember(9)]
|
||||
public Side[] sides;
|
||||
[ProtoMember(10)]
|
||||
public UIntMinMaxState qty;
|
||||
[ProtoMember(11)]
|
||||
public DoubleMinMaxState price;
|
||||
[ProtoMember(12)]
|
||||
public UIntMinMaxState qty_filled;
|
||||
[ProtoMember(13)]
|
||||
public DoubleMinMaxState avg_price;
|
||||
[ProtoMember(14)]
|
||||
public DoubleMinMaxState last_price;
|
||||
[ProtoMember(15)]
|
||||
public OrderStatus[] statuses;
|
||||
[ProtoMember(16)]
|
||||
public string exchange_message_regex;
|
||||
[ProtoMember(17)]
|
||||
public TimeFilterTuple last_change;
|
||||
//[ProtoMember(18)]
|
||||
//public string security_regex;
|
||||
[ProtoMember(19)]
|
||||
public api.orderman.OrderSubType[] order_sub_types;
|
||||
[ProtoMember(20)]
|
||||
public string[] symbols;
|
||||
[ProtoMember(21)]
|
||||
public string parent_key_regex;
|
||||
[ProtoMember(22)]
|
||||
using bts.api;
|
||||
using bts.api.orderman;
|
||||
using bts.utils;
|
||||
using mbts;
|
||||
using mbts.spark;
|
||||
using mbts.spark.filters;
|
||||
using mbts.ui;
|
||||
using ProtoBuf;
|
||||
using System;
|
||||
|
||||
namespace bts.shell.orderbook {
|
||||
[ProtoContract]
|
||||
class FilterStates : IEquatable<FilterStates> {
|
||||
[ProtoMember(1)]
|
||||
public SecurityCriteria security_criteria;
|
||||
[ProtoMember(2)]
|
||||
public string order_key_regex;
|
||||
[ProtoMember(3)]
|
||||
public TimeFilterTuple time_created;
|
||||
[ProtoMember(4)]
|
||||
public string[] users;
|
||||
[ProtoMember(5)]
|
||||
public string[] accounts;
|
||||
[ProtoMember(6)]
|
||||
public Venue[] exchanges;
|
||||
[ProtoMember(7)]
|
||||
public TimeInForce[] tifs;
|
||||
//[ProtoMember(8)]
|
||||
//public CustomOrderDefinition.CustomOneofCase[] order_types;
|
||||
[ProtoMember(23)]
|
||||
public AlgoID[] order_types;
|
||||
[ProtoMember(24)]
|
||||
public AlgoID[] root_algo_types;
|
||||
[ProtoMember(9)]
|
||||
public Side[] sides;
|
||||
[ProtoMember(10)]
|
||||
public UIntMinMaxState qty;
|
||||
[ProtoMember(11)]
|
||||
public DoubleMinMaxState price;
|
||||
[ProtoMember(12)]
|
||||
public UIntMinMaxState qty_filled;
|
||||
[ProtoMember(13)]
|
||||
public DoubleMinMaxState avg_price;
|
||||
[ProtoMember(14)]
|
||||
public DoubleMinMaxState last_price;
|
||||
[ProtoMember(15)]
|
||||
public OrderStatus[] statuses;
|
||||
[ProtoMember(16)]
|
||||
public string exchange_message_regex;
|
||||
[ProtoMember(17)]
|
||||
public TimeFilterTuple last_change;
|
||||
//[ProtoMember(18)]
|
||||
//public string security_regex;
|
||||
[ProtoMember(19)]
|
||||
public api.orderman.OrderSubType[] order_sub_types;
|
||||
[ProtoMember(20)]
|
||||
public string[] symbols;
|
||||
[ProtoMember(21)]
|
||||
public string parent_key_regex;
|
||||
[ProtoMember(22)]
|
||||
public string attached_target_order_key_regex;
|
||||
[ProtoMember(25)]
|
||||
public UIntMinMaxState piq;
|
||||
|
||||
public bool Equals(FilterStates other) =>
|
||||
other != null &&
|
||||
security_criteria.safe_equals(other.security_criteria) &&
|
||||
order_key_regex == other.order_key_regex &&
|
||||
parent_key_regex == other.parent_key_regex &&
|
||||
attached_target_order_key_regex == other.attached_target_order_key_regex &&
|
||||
time_created.Equals(other.time_created) &&
|
||||
EqualityComparer.safe_sequence_equals(users, other.users) &&
|
||||
EqualityComparer.safe_sequence_equals(accounts, other.accounts) &&
|
||||
EqualityComparer.safe_sequence_equals(exchanges, other.exchanges) &&
|
||||
EqualityComparer.safe_sequence_equals(tifs, other.tifs) &&
|
||||
EqualityComparer.safe_sequence_equals(order_types, other.order_types) &&
|
||||
EqualityComparer.safe_sequence_equals(root_algo_types, other.root_algo_types) &&
|
||||
EqualityComparer.safe_sequence_equals(sides, other.sides) &&
|
||||
qty.safe_equals(other.qty) &&
|
||||
price.safe_equals(other.price) &&
|
||||
qty_filled.safe_equals(other.qty_filled) &&
|
||||
avg_price.safe_equals(other.avg_price) &&
|
||||
last_price.safe_equals(other.last_price) &&
|
||||
EqualityComparer.safe_sequence_equals(statuses, other.statuses) &&
|
||||
exchange_message_regex == other.exchange_message_regex &&
|
||||
last_change.Equals(other.last_change) &&
|
||||
EqualityComparer.safe_sequence_equals(order_sub_types, other.order_sub_types) &&
|
||||
EqualityComparer.safe_sequence_equals(symbols, other.symbols) &&
|
||||
piq.safe_equals(other.piq);
|
||||
|
||||
public override bool Equals(object obj) => Equals(obj as FilterStates);
|
||||
|
||||
public override int GetHashCode() =>
|
||||
EqualityComparer.aggregate_hash(
|
||||
security_criteria?.GetHashCode() ?? 0,
|
||||
order_key_regex?.GetHashCode() ?? 0,
|
||||
parent_key_regex?.GetHashCode() ?? 0,
|
||||
attached_target_order_key_regex?.GetHashCode() ?? 0,
|
||||
time_created.GetHashCode(),
|
||||
EqualityComparer.safe_aggregate_hash(users),
|
||||
EqualityComparer.safe_aggregate_hash(accounts),
|
||||
EqualityComparer.safe_aggregate_hash(exchanges),
|
||||
EqualityComparer.safe_aggregate_hash(tifs),
|
||||
EqualityComparer.safe_aggregate_hash(order_types),
|
||||
EqualityComparer.safe_aggregate_hash(root_algo_types),
|
||||
EqualityComparer.safe_aggregate_hash(sides),
|
||||
qty?.GetHashCode() ?? 0,
|
||||
price?.GetHashCode() ?? 0,
|
||||
qty_filled?.GetHashCode() ?? 0,
|
||||
avg_price?.GetHashCode() ?? 0,
|
||||
last_price?.GetHashCode() ?? 0,
|
||||
EqualityComparer.safe_aggregate_hash(statuses),
|
||||
exchange_message_regex?.GetHashCode() ?? 0,
|
||||
last_change.GetHashCode(),
|
||||
EqualityComparer.safe_aggregate_hash(order_sub_types),
|
||||
EqualityComparer.safe_aggregate_hash(symbols),
|
||||
piq?.GetHashCode() ?? 0);
|
||||
}
|
||||
|
||||
static class FilterStatesExtensions {
|
||||
public static Func<OrderSecurity, bool> build_predicate(this FilterStates fs, IMaskIndexInt32<string> dynamic_type_index) {
|
||||
var pb = new ColumnPredicateBuilder<OrderSecurity>();
|
||||
// security
|
||||
pb.add_security_criteria(fs.security_criteria, o => o.security);
|
||||
// regex
|
||||
pb.add_regex(fs.order_key_regex, o => o.order.Key.ToString());
|
||||
pb.add_regex(fs.exchange_message_regex, o => o.order.State.LastMsg);
|
||||
pb.add_regex(fs.attached_target_order_key_regex, o => o.order.attached_target_order_key().ToString());
|
||||
pb.add_regex(fs.parent_key_regex, o => o.order.ParentKey.ToString());
|
||||
// time
|
||||
pb.add_time_filter(fs.time_created, o => o.order.created());
|
||||
pb.add_time_filter(fs.last_change, o => o.order.last_change());
|
||||
// discrete values
|
||||
pb.add_discrete_values(fs.users, o => o.order.user());
|
||||
pb.add_discrete_values(fs.accounts, o => o.order.account());
|
||||
pb.add_discrete_values(fs.exchanges, o => o.security?.Exchange ?? Venue.Unset);
|
||||
pb.add_discrete_values(fs.tifs, o => o.order.time_in_force());
|
||||
pb.add_discrete_values(fs.order_types, o => AlgoID.from_custom_def(o.order.Def.CustomDef));
|
||||
pb.add_discrete_values(fs.root_algo_types, o => AlgoID.from_algo_key(o.root_algo.key, dynamic_type_index));
|
||||
pb.add_discrete_values(fs.order_sub_types, o => o.order.sub_type());
|
||||
pb.add_discrete_values(fs.sides, o => o.order.side());
|
||||
pb.add_discrete_values(fs.statuses, o => o.order.status());
|
||||
pb.add_discrete_values(fs.symbols, o => o.security?.Symbol);
|
||||
// numeric
|
||||
pb.add_numeric(fs.qty, o => o.order.quantity());
|
||||
pb.add_price(fs.price, o => o.order.price(), o => o.security);
|
||||
pb.add_numeric(fs.qty_filled, o => o.order.filled());
|
||||
pb.add_numeric(fs.avg_price, o => o.order.avg_price());
|
||||
pb.add_numeric(fs.last_price, o => o.order.last_price());
|
||||
pb.add_numeric(fs.piq, o => o.piq ?? uint.MaxValue);
|
||||
return pb.to_predicate();
|
||||
}
|
||||
}
|
||||
}
|
||||
[ProtoMember(25)]
|
||||
public UIntMinMaxState piq;
|
||||
|
||||
public bool Equals(FilterStates other) =>
|
||||
other != null &&
|
||||
security_criteria.safe_equals(other.security_criteria) &&
|
||||
order_key_regex == other.order_key_regex &&
|
||||
parent_key_regex == other.parent_key_regex &&
|
||||
attached_target_order_key_regex == other.attached_target_order_key_regex &&
|
||||
time_created.Equals(other.time_created) &&
|
||||
EqualityComparer.safe_sequence_equals(users, other.users) &&
|
||||
EqualityComparer.safe_sequence_equals(accounts, other.accounts) &&
|
||||
EqualityComparer.safe_sequence_equals(exchanges, other.exchanges) &&
|
||||
EqualityComparer.safe_sequence_equals(tifs, other.tifs) &&
|
||||
EqualityComparer.safe_sequence_equals(order_types, other.order_types) &&
|
||||
EqualityComparer.safe_sequence_equals(root_algo_types, other.root_algo_types) &&
|
||||
EqualityComparer.safe_sequence_equals(sides, other.sides) &&
|
||||
qty.safe_equals(other.qty) &&
|
||||
price.safe_equals(other.price) &&
|
||||
qty_filled.safe_equals(other.qty_filled) &&
|
||||
avg_price.safe_equals(other.avg_price) &&
|
||||
last_price.safe_equals(other.last_price) &&
|
||||
EqualityComparer.safe_sequence_equals(statuses, other.statuses) &&
|
||||
exchange_message_regex == other.exchange_message_regex &&
|
||||
last_change.Equals(other.last_change) &&
|
||||
EqualityComparer.safe_sequence_equals(order_sub_types, other.order_sub_types) &&
|
||||
EqualityComparer.safe_sequence_equals(symbols, other.symbols) &&
|
||||
piq.safe_equals(other.piq);
|
||||
|
||||
public override bool Equals(object obj) => Equals(obj as FilterStates);
|
||||
|
||||
public override int GetHashCode() =>
|
||||
EqualityComparer.aggregate_hash(
|
||||
security_criteria?.GetHashCode() ?? 0,
|
||||
order_key_regex?.GetHashCode() ?? 0,
|
||||
parent_key_regex?.GetHashCode() ?? 0,
|
||||
attached_target_order_key_regex?.GetHashCode() ?? 0,
|
||||
time_created.GetHashCode(),
|
||||
EqualityComparer.safe_aggregate_hash(users),
|
||||
EqualityComparer.safe_aggregate_hash(accounts),
|
||||
EqualityComparer.safe_aggregate_hash(exchanges),
|
||||
EqualityComparer.safe_aggregate_hash(tifs),
|
||||
EqualityComparer.safe_aggregate_hash(order_types),
|
||||
EqualityComparer.safe_aggregate_hash(root_algo_types),
|
||||
EqualityComparer.safe_aggregate_hash(sides),
|
||||
qty?.GetHashCode() ?? 0,
|
||||
price?.GetHashCode() ?? 0,
|
||||
qty_filled?.GetHashCode() ?? 0,
|
||||
avg_price?.GetHashCode() ?? 0,
|
||||
last_price?.GetHashCode() ?? 0,
|
||||
EqualityComparer.safe_aggregate_hash(statuses),
|
||||
exchange_message_regex?.GetHashCode() ?? 0,
|
||||
last_change.GetHashCode(),
|
||||
EqualityComparer.safe_aggregate_hash(order_sub_types),
|
||||
EqualityComparer.safe_aggregate_hash(symbols),
|
||||
piq?.GetHashCode() ?? 0);
|
||||
}
|
||||
|
||||
static class FilterStatesExtensions {
|
||||
public static Func<OrderSecurity, bool> build_predicate(this FilterStates fs) {
|
||||
var pb = new ColumnPredicateBuilder<OrderSecurity>();
|
||||
// security
|
||||
pb.add_security_criteria(fs.security_criteria, o => o.security);
|
||||
// regex
|
||||
pb.add_regex(fs.order_key_regex, o => o.order.Key.ToString());
|
||||
pb.add_regex(fs.exchange_message_regex, o => o.order.State.LastMsg);
|
||||
pb.add_regex(fs.attached_target_order_key_regex, o => o.order.attached_target_order_key().ToString());
|
||||
pb.add_regex(fs.parent_key_regex, o => o.order.ParentKey.ToString());
|
||||
// time
|
||||
pb.add_time_filter(fs.time_created, o => o.order.created());
|
||||
pb.add_time_filter(fs.last_change, o => o.order.last_change());
|
||||
// discrete values
|
||||
pb.add_discrete_values(fs.users, o => o.order.user());
|
||||
pb.add_discrete_values(fs.accounts, o => o.order.account());
|
||||
pb.add_discrete_values(fs.exchanges, o => o.security?.Exchange ?? Venue.Unset);
|
||||
pb.add_discrete_values(fs.tifs, o => o.order.time_in_force());
|
||||
pb.add_discrete_values(fs.order_types, o => AlgoID.from_order_def(o.order.Def));
|
||||
pb.add_discrete_values(fs.root_algo_types, o => AlgoID.from_algo_key(o.root_algo.key));
|
||||
pb.add_discrete_values(fs.order_sub_types, o => o.order.sub_type());
|
||||
pb.add_discrete_values(fs.sides, o => o.order.side());
|
||||
pb.add_discrete_values(fs.statuses, o => o.order.status());
|
||||
pb.add_discrete_values(fs.symbols, o => o.security?.Symbol);
|
||||
// numeric
|
||||
pb.add_numeric(fs.qty, o => o.order.quantity());
|
||||
pb.add_numeric(fs.price, o => o.order.price());
|
||||
pb.add_numeric(fs.qty_filled, o => o.order.filled());
|
||||
pb.add_numeric(fs.avg_price, o => o.order.avg_price());
|
||||
pb.add_numeric(fs.last_price, o => o.order.last_price());
|
||||
pb.add_numeric(fs.piq, o => o.piq ?? uint.MaxValue);
|
||||
return pb.to_predicate();
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -43,9 +43,7 @@ namespace bts.shell.orderbook {
|
||||
IEnumerable<IPredicateAnimationsData<OrderSecurity, OrderRecordTuplePredicate>> IGridSettingsWithNotifications<OrderSecurity, OrderRecordTuplePredicate>.predicate_animations => predicate_animations;
|
||||
|
||||
public OrderBookGridSettings with(GridSettings general) =>
|
||||
new OrderBookGridSettings(general ?? this.general, predicate_animations) {
|
||||
algo_tree_display_mode = algo_tree_display_mode
|
||||
};
|
||||
new OrderBookGridSettings(general ?? this.general, predicate_animations);
|
||||
|
||||
public bool Equals(OrderBookGridSettings other) =>
|
||||
other != null &&
|
||||
|
||||
+12
-18
@@ -14,12 +14,16 @@ using Columns = mbts.spark.OrderBookGridView.ColumnKeys;
|
||||
|
||||
namespace bts.shell.orderbook {
|
||||
class OrderBookGridSettingsManager : IDisposable, IObserver<OrderBookGridSettings> {
|
||||
public static readonly IReadOnlyDictionary<string, GridColumnSettingsFeatureFlags> hard_column_flags;
|
||||
|
||||
readonly IObserver<OrderBookGridSettings> _core_man_as_observer;
|
||||
AlgoTreeDisplayMode _algo_tree_display_mode;
|
||||
|
||||
static OrderBookGridSettingsManager() {
|
||||
public OrderBookGridSettingsManager(
|
||||
IObservable<string> owner_title,
|
||||
IBus bus,
|
||||
INotificationService notification_service,
|
||||
OrdersModel model,
|
||||
IEnumerable<OrderBookRowVM> rows,
|
||||
ObservableCollection<DIYGrid.ColumnBase> columns) {
|
||||
// make font-weight immutable for all columns (the font-weight rule is hard-coded: Regular for root-orders, Light for all others)
|
||||
// TODO: Remove the immutable font-weight flags when cell animation is ready
|
||||
var col_settings_flags = EnumHelper.get_values<Columns>().ToDictionary(
|
||||
@@ -27,20 +31,10 @@ namespace bts.shell.orderbook {
|
||||
// make font-color immutable for Side, Size, and Filled columns (the font-color rule is hard-coded: MarketData.bid for Buy orders, MarketData.ask for Sells)
|
||||
// TODO: Remove the immutable font-color flags when cell animation is ready
|
||||
foreach (var c in new[] { Columns.Side, Columns.Size, Columns.Filled }) {
|
||||
col_settings_flags[c.ToString()] |= GridColumnSettingsFeatureFlags.ImmutableFontWeight;
|
||||
col_settings_flags[c.ToString()] = GridColumnSettingsFeatureFlags.ImmutableFontColor | GridColumnSettingsFeatureFlags.ImmutableFontWeight;
|
||||
}
|
||||
col_settings_flags[Columns.Commit.ToString()] |= GridColumnSettingsFeatureFlags.ImmutableHeader;
|
||||
hard_column_flags = col_settings_flags;
|
||||
}
|
||||
|
||||
public OrderBookGridSettingsManager(
|
||||
IBus bus,
|
||||
INotificationService notification_service,
|
||||
OrdersModel model,
|
||||
IEnumerable<OrderBookRowVM> rows,
|
||||
ObservableCollection<DIYGrid.ColumnBase> columns) {
|
||||
core_manager = new GridSettingsManager<OrderBookRowVM, OrderSecurity, OrderRecordTuplePredicate, OrderBookGridSettings>(
|
||||
bus, model, rows, columns,
|
||||
owner_title, bus, model, rows, columns,
|
||||
() => new OrderRecordTuplePredicate(),
|
||||
() => {
|
||||
var pvm = PredicateVMWrapper.create<OrderSecurity, OrderRecordTuplePredicate, OrderRecordTuplePredicate.PredicateTypeOneofCase>(
|
||||
@@ -59,7 +53,7 @@ namespace bts.shell.orderbook {
|
||||
p => p.create_notification_predicate(notification_service.data_cache),
|
||||
notification_service == null ? new Func<IPredicate<OrderSecurity>, SoundNotification, IDisposable>((p, sn) => Disposable.empty) : notification_service.link_to_order,
|
||||
notification_service == null ? new Func<INotificationPredicate<OrderSecurity>, IDisposable>(t => Disposable.empty) : notification_service.link_to_order,
|
||||
hard_column_flags);
|
||||
col_settings_flags);
|
||||
_core_man_as_observer = core_manager;
|
||||
}
|
||||
|
||||
@@ -89,8 +83,8 @@ namespace bts.shell.orderbook {
|
||||
return gs;
|
||||
}
|
||||
|
||||
public OrderBookSettingsVM create_vm(OrderBookGridSettings gs) =>
|
||||
new OrderBookSettingsVM(core_manager.create_vm(gs.general)) {
|
||||
public OrderBookSettingsVM create_vm(OrderBookGridSettings gs, IObservable<string> owner_title) =>
|
||||
new OrderBookSettingsVM(core_manager.create_vm(gs.general, owner_title)) {
|
||||
algo_tree_display_mode = gs.algo_tree_display_mode
|
||||
};
|
||||
|
||||
|
||||
@@ -137,13 +137,12 @@ namespace bts.shell.orderbook {
|
||||
return rv;
|
||||
}
|
||||
}
|
||||
static GridSettings _default_general_grid => GridSettings.Default.with(DefaultColumns.standard, DefaultColumns.sorting_criterion);
|
||||
static GridSettings _default_general_grid => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.sorting_criterion);
|
||||
public static OrderBookGridSettings default_mini_grid => new OrderBookGridSettings(GridSettings.Default.with(DefaultColumns.mini, DefaultColumns.sorting_criterion)) {
|
||||
algo_tree_display_mode = AlgoTreeDisplayMode.RootAndLeafNodes
|
||||
};
|
||||
|
||||
static class DefaultColumns {
|
||||
// standard
|
||||
public static GridColumnSettings security => new GridColumnSettings(Columns.Security.ToString(), DIYGrid.DefaultColumnHeaders.Security, width: DIYGrid.DefaultColumnWidths.Security);
|
||||
public static GridColumnSettings symbol => new GridColumnSettings(Columns.Symbol.ToString(), DIYGrid.DefaultColumnHeaders.Symbol, width: DIYGrid.DefaultColumnWidths.Symbol, horizontal_alignment: HorizontalAlignment.Left);
|
||||
public static GridColumnSettings time_created => new GridColumnSettings(Columns.Time.ToString(), "Time", width: DIYGrid.DefaultColumnWidths.Time, horizontal_alignment: HorizontalAlignment.Left);
|
||||
@@ -168,13 +167,6 @@ namespace bts.shell.orderbook {
|
||||
public static GridColumnSettings parent_key => new GridColumnSettings(Columns.ParentKey.ToString(), "Parent Key", width: DIYGrid.DefaultColumnWidths.ParentKey, horizontal_alignment: HorizontalAlignment.Left);
|
||||
public static GridColumnSettings attached_target_order_key => new GridColumnSettings(Columns.AttachedTargetOrderKey.ToString(), DIYGrid.DefaultColumnHeaders.AttachedTargetOrderKey, width: DIYGrid.DefaultColumnWidths.ParentKey, horizontal_alignment: HorizontalAlignment.Left);
|
||||
public static GridColumnSettings piq => new GridColumnSettings(Columns.Piq.ToString(), "PIQ", width: DIYGrid.DefaultColumnWidths.Size, horizontal_alignment: HorizontalAlignment.Right);
|
||||
// editable
|
||||
public static GridColumnSettings cancel => new GridColumnSettings(Columns.Cancel.ToString(), DIYGrid.DefaultColumnHeaders.Cancel, width: DIYGrid.DefaultColumnWidths.MiniOrderBook.Cancel);
|
||||
public static GridColumnSettings attach_detach => new GridColumnSettings(Columns.Attach.ToString(), DIYGrid.DefaultColumnHeaders.AttachDetach, width: DIYGrid.DefaultColumnWidths.MiniOrderBook.AttachDetach);
|
||||
public static GridColumnSettings update => new GridColumnSettings(Columns.Update.ToString(), DIYGrid.DefaultColumnHeaders.Update, width: DIYGrid.DefaultColumnWidths.MiniOrderBook.Update);
|
||||
public static GridColumnSettings edit_quantity => new GridColumnSettings(Columns.EditableQty.ToString(), DIYGrid.DefaultColumnHeaders.Size, width: DIYGrid.DefaultColumnWidths.MiniOrderBook.EditableSize);
|
||||
public static GridColumnSettings edit_price => new GridColumnSettings(Columns.EditablePrice.ToString(), DIYGrid.DefaultColumnHeaders.Price, width: DIYGrid.DefaultColumnWidths.MiniOrderBook.EditablePrice);
|
||||
public static GridColumnSettings commit => new GridColumnSettings(Columns.Commit.ToString(), width: DIYGrid.DefaultColumnWidths.MiniOrderBook.Commit);
|
||||
|
||||
public static IEnumerable<SortingCriteria> sorting_criterion {
|
||||
get {
|
||||
@@ -182,7 +174,7 @@ namespace bts.shell.orderbook {
|
||||
}
|
||||
}
|
||||
|
||||
public static IEnumerable<GridColumnSettings> standard {
|
||||
public static IEnumerable<GridColumnSettings> all {
|
||||
get {
|
||||
yield return security;
|
||||
yield return symbol;
|
||||
@@ -211,26 +203,13 @@ namespace bts.shell.orderbook {
|
||||
}
|
||||
}
|
||||
|
||||
public static IEnumerable<GridColumnSettings> editable {
|
||||
get {
|
||||
yield return cancel;
|
||||
yield return update;
|
||||
yield return edit_quantity;
|
||||
yield return edit_price;
|
||||
yield return commit;
|
||||
yield return attach_detach;
|
||||
}
|
||||
}
|
||||
|
||||
private static HashSet<GridColumnSettings> _mini_mode_columns_to_hide = new HashSet<GridColumnSettings> {
|
||||
symbol, last_change, exchange, sub_type, quantity, price, avg_price, last_price, status, last_message, security_key, order_key, parent_key, attached_target_order_key
|
||||
};
|
||||
|
||||
public static IEnumerable<GridColumnSettings> mini {
|
||||
get {
|
||||
foreach (var col_setting in editable)
|
||||
yield return col_setting;
|
||||
foreach (var col_setting in standard) {
|
||||
foreach (var col_setting in all) {
|
||||
if (_mini_mode_columns_to_hide.Contains(col_setting)) {
|
||||
yield return col_setting.with(is_visible: false);
|
||||
} else {
|
||||
|
||||
@@ -17,8 +17,7 @@ namespace bts.shell.orderbook {
|
||||
this.core_settings_vm = core_settings_vm;
|
||||
|
||||
public OrderBookSettingsVM(
|
||||
IBus bus,
|
||||
OrdersModel orders_model,
|
||||
IObservable<string> owner_title, IBus bus, OrdersModel orders_model,
|
||||
Func<OrderRecordTuplePredicate> predicate_data_factory,
|
||||
Func<OrderRecordTuplePredicate, INotificationPredicate<OrderSecurity>> notification_predicate_factory,
|
||||
Func<IPropertyWrapperVM<OrderRecordTuplePredicate>> create_predicate_vm,
|
||||
@@ -26,7 +25,7 @@ namespace bts.shell.orderbook {
|
||||
Func<GridSettings, IEnumerable<IPredicateAnimationsData<OrderSecurity, OrderRecordTuplePredicate>>, OrderBookGridSettings> create_settings_obj,
|
||||
IReadOnlyDictionary<string, GridColumnSettingsFeatureFlags> column_flags = null) {
|
||||
core_settings_vm = new GridSettingsVM<OrderSecurity, OrderRecordTuplePredicate, OrderBookGridSettings>(
|
||||
bus, orders_model, predicate_data_factory, notification_predicate_factory, create_predicate_vm, create_column_predicate_vm, create_settings_obj, column_flags);
|
||||
owner_title, bus, orders_model, predicate_data_factory, notification_predicate_factory, create_predicate_vm, create_column_predicate_vm, create_settings_obj, column_flags);
|
||||
}
|
||||
|
||||
public GridSettingsVM<OrderSecurity, OrderRecordTuplePredicate, OrderBookGridSettings> core_settings_vm { get; }
|
||||
|
||||
@@ -108,9 +108,4 @@
|
||||
<MouseBinding MouseAction="LeftDoubleClick" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
|
||||
<KeyBinding Key="Return" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
|
||||
</c:DIYGrid.InputBindings>
|
||||
<c:DIYGrid.RowStyle>
|
||||
<Style TargetType="ListBoxItem" BasedOn="{StaticResource DIYGridRowStyle}">
|
||||
<Setter Property="IsSelected" Value="{Binding is_selected, Mode=TwoWay}" />
|
||||
</Style>
|
||||
</c:DIYGrid.RowStyle>
|
||||
</c:DIYGrid>
|
||||
@@ -50,8 +50,7 @@ namespace mbts.spark {
|
||||
Update = 1 << 27,
|
||||
Commit = 1 << 28,
|
||||
RootAlgoType = 1 << 29,
|
||||
Piq = 1 << 30,
|
||||
Check = 1 << 31
|
||||
Piq = 1 << 30
|
||||
}
|
||||
|
||||
public OrderBookGridView() {
|
||||
|
||||
@@ -554,7 +554,7 @@
|
||||
BorderThickness="0,1,0,0"
|
||||
ResizeBehavior="PreviousAndNext"
|
||||
/>
|
||||
<usp:MiniLadderView x:Name="ladder" Grid.Column="1" Grid.Row="4" DataContext="{Binding ladder_vm.value}" CanUserSendOrders="False" Settings="{x:Static sp:LadderSettings.Default}"/>
|
||||
<usp:MiniLadderView x:Name="ladder" Grid.Column="1" Grid.Row="4" DataContext="{Binding order_mod_vm.ladder_vm}" CanUserSendOrders="False" Settings="{x:Static sp:LadderSettings.Default}"/>
|
||||
<GridSplitter
|
||||
x:Name="ladder_splitter"
|
||||
Grid.Column="1"
|
||||
|
||||
@@ -117,12 +117,12 @@ namespace bts.shell {
|
||||
var temp_sound_triggers = _sound_trigger_refs;
|
||||
foreach (var kv in temp_sound_triggers) {
|
||||
if (kv.Key.trigger(value)) {
|
||||
sounds.AddRange(kv.Value.Keys);
|
||||
sounds.AddRange(kv.Value.keys);
|
||||
}
|
||||
}
|
||||
var temp_toast_triggers = _toast_trigger_refs;
|
||||
foreach (var kv in temp_toast_triggers) {
|
||||
if (kv.Key.trigger(value) is IToastNotification tn && tn.pass)
|
||||
foreach (var krc in temp_toast_triggers) {
|
||||
if (krc.key.trigger(value) is IToastNotification tn && tn.pass)
|
||||
toast.Add(tn);
|
||||
}
|
||||
if (sounds.Count > 0 || toast.Count > 0)
|
||||
|
||||
@@ -26,11 +26,7 @@ namespace mbts.spark.utilities {
|
||||
public readonly Func<CustomOrderDefinition, CustomOrderDefinition> get_child;
|
||||
public readonly Action<CustomOrderDefinition, CustomOrderDefinition> assign_child;
|
||||
|
||||
public ChildAlgoData(string name, Func<IMessage, CustomOrderDefinition> get_child_from_impl,
|
||||
Action<IMessage, CustomOrderDefinition> assign_child_to_impl,
|
||||
Func<CustomOrderDefinition, CustomOrderDefinition> get_child,
|
||||
Action<CustomOrderDefinition, CustomOrderDefinition> assign_child)
|
||||
{
|
||||
public ChildAlgoData(string name, Func<IMessage, CustomOrderDefinition> get_child_from_impl, Action<IMessage, CustomOrderDefinition> assign_child_to_impl, Func<CustomOrderDefinition, CustomOrderDefinition> get_child, Action<CustomOrderDefinition, CustomOrderDefinition> assign_child) {
|
||||
this.name = name;
|
||||
this.get_child = get_child;
|
||||
this.assign_child = assign_child;
|
||||
@@ -172,14 +168,17 @@ namespace mbts.spark.utilities {
|
||||
// this will be the tag 50 on CME orders
|
||||
// current user might be okay, but we might also want to get it
|
||||
// from the store that serves the risk admin gui
|
||||
ManualOrderIndicator = ManualOrderIndicator.Yes,
|
||||
User = _admin_model.user.name,
|
||||
UserId = _admin_model.user.id
|
||||
ManualOrderIndicator = ManualOrderIndicator.Yes
|
||||
};
|
||||
if (account.HasValue) {
|
||||
rv.Account = account.Value.name;
|
||||
rv.AccountId = account.Value.id;
|
||||
}
|
||||
var user = _admin_model.get_current_user();
|
||||
if (user.HasValue) {
|
||||
rv.User = user.Value.name;
|
||||
rv.UserId = user.Value.id;
|
||||
}
|
||||
return rv;
|
||||
}
|
||||
|
||||
@@ -216,7 +215,6 @@ namespace mbts.spark.utilities {
|
||||
public TriggerOrderDefinition trigger_order() => OrderDataHelper.Defaults.TriggerOrderDefinition();
|
||||
public DynamicOrderDefinition dynamic_order() => OrderDataHelper.Defaults.DynamicOrderDefinition();
|
||||
public SpreaderOrderDefinition spreader_order() => OrderDataHelper.Defaults.SpreaderOrderDefinition();
|
||||
public SplitterOrderDefinition splitter_order() => OrderDataHelper.Defaults.SplitterOrderDefinition();
|
||||
public SpreaderOrderDefinition spreader_order(SecurityImmutable security, ExecutionStrategyImmutable strategy) =>
|
||||
new SpreaderOrderDefinition {
|
||||
Security = security.CloneToMutable(),
|
||||
@@ -247,12 +245,8 @@ namespace mbts.spark.utilities {
|
||||
case CustomOrderDefinition.CustomOneofCase.Offset: rv.Offset = offset_order(); break;
|
||||
case CustomOrderDefinition.CustomOneofCase.Trigger: rv.Trigger = trigger_order(); break;
|
||||
case CustomOrderDefinition.CustomOneofCase.Spreader: rv.Spreader = spreader_order(); break;
|
||||
case CustomOrderDefinition.CustomOneofCase.Splitter: rv.Splitter = splitter_order(); break;
|
||||
case CustomOrderDefinition.CustomOneofCase.Dynamic: rv.Dynamic = dynamic_order(); break;
|
||||
//case CustomOrderDefinition.CustomOneofCase.QueueHolder: rv.QueueHolder = queue_holder_order(); break;
|
||||
default:
|
||||
OrderTypeVMFactory.GenericOrderFactory.setup_generic_custom_order(rv, order_type);
|
||||
break;
|
||||
}
|
||||
return rv;
|
||||
}
|
||||
@@ -278,7 +272,6 @@ namespace mbts.spark.utilities {
|
||||
case CustomOrderDefinition.CustomOneofCase.Offset: return new OrderMetadata { KeyBinding = "O", Color = BTSColors.Orders.off_order };
|
||||
case CustomOrderDefinition.CustomOneofCase.Trigger: return new OrderMetadata { KeyBinding = "T", Color = BTSColors.Orders.trigger_order };
|
||||
case CustomOrderDefinition.CustomOneofCase.Spreader: return new OrderMetadata { KeyBinding = "", Color = BTSColors.Orders.spreader_order };
|
||||
// case CustomOrderDefinition.CustomOneofCase.Splitter: return new OrderMetadata { KeyBinding = "", Color = BTSColors.orange.rgb_color() };
|
||||
case CustomOrderDefinition.CustomOneofCase.Dynamic: return new OrderMetadata { KeyBinding = "", Color = BTSColors.Orders.top_order };
|
||||
case CustomOrderDefinition.CustomOneofCase.None: goto default;
|
||||
//case CustomOrderDefinition.CustomOneofCase.QueueHolder: return new OrderMetadata { KeyBinding = "Q", Color = BTSColors.purple.rgb_color() };
|
||||
@@ -523,7 +516,7 @@ namespace mbts.spark.utilities {
|
||||
}
|
||||
}
|
||||
|
||||
public static CustomOrderDefinitionImmutable? fit_to_type(CustomOrderDefinitionImmutable defi, Security.ContractOneofCase security_type, bool fit_all_to_spreader = false) {
|
||||
public static CustomOrderDefinitionImmutable? fit_to_type(CustomOrderDefinitionImmutable defi, Security.ContractOneofCase security_type) {
|
||||
var mdef = defi.CloneToMutable();
|
||||
switch (security_type) {
|
||||
case Security.ContractOneofCase.Synthetic:
|
||||
@@ -549,8 +542,7 @@ namespace mbts.spark.utilities {
|
||||
case CustomOrderDefinition.CustomOneofCase.Stop:
|
||||
case CustomOrderDefinition.CustomOneofCase.StopLimit:
|
||||
case CustomOrderDefinition.CustomOneofCase.Market:
|
||||
case CustomOrderDefinition.CustomOneofCase.GlbxIceberg:
|
||||
def = fit_all_to_spreader ? new CustomOrderDefinition { Spreader = new SpreaderOrderDefinition() } : null;
|
||||
def = null;
|
||||
break;
|
||||
default:
|
||||
var desc_data = _algo_type_case_descriptor_data[def.CustomCase];
|
||||
@@ -599,8 +591,9 @@ namespace mbts.spark.utilities {
|
||||
new AlgoStructureKey(defi.CustomCase)));
|
||||
|
||||
public static readonly CustomOrderDefinition.CustomOneofCase[]
|
||||
|
||||
// exchange_order_types are the types which can be submitted on an exchange security
|
||||
// The following standard types are not yet ready for production use:
|
||||
// CustomOrderDefinition.CustomOneofCase.Tick,
|
||||
// CustomOrderDefinition.CustomOneofCase.Dynamic,
|
||||
exchange_order_types = new[] {
|
||||
CustomOrderDefinition.CustomOneofCase.Market,
|
||||
CustomOrderDefinition.CustomOneofCase.Limit,
|
||||
@@ -611,39 +604,24 @@ namespace mbts.spark.utilities {
|
||||
CustomOrderDefinition.CustomOneofCase.Lean,
|
||||
CustomOrderDefinition.CustomOneofCase.Join,
|
||||
CustomOrderDefinition.CustomOneofCase.Cover,
|
||||
CustomOrderDefinition.CustomOneofCase.Top,
|
||||
CustomOrderDefinition.CustomOneofCase.Offset,
|
||||
CustomOrderDefinition.CustomOneofCase.Splitter,
|
||||
CustomOrderDefinition.CustomOneofCase.Scratch,
|
||||
CustomOrderDefinition.CustomOneofCase.Prorata,
|
||||
CustomOrderDefinition.CustomOneofCase.Top
|
||||
},
|
||||
// The following spreader types are not yet ready for production use:
|
||||
// CustomOrderDefinition.CustomOneofCase.Dynamic,
|
||||
spreader_order_types = new[] {
|
||||
CustomOrderDefinition.CustomOneofCase.Spreader,
|
||||
CustomOrderDefinition.CustomOneofCase.Iceberg,
|
||||
CustomOrderDefinition.CustomOneofCase.Lean,
|
||||
CustomOrderDefinition.CustomOneofCase.Join,
|
||||
CustomOrderDefinition.CustomOneofCase.Cover,
|
||||
CustomOrderDefinition.CustomOneofCase.Top,
|
||||
CustomOrderDefinition.CustomOneofCase.Splitter,
|
||||
CustomOrderDefinition.CustomOneofCase.Scratch,
|
||||
CustomOrderDefinition.CustomOneofCase.Prorata,
|
||||
CustomOrderDefinition.CustomOneofCase.Cover,
|
||||
CustomOrderDefinition.CustomOneofCase.Top
|
||||
},
|
||||
attachable_order_types = new[] {
|
||||
CustomOrderDefinition.CustomOneofCase.Iceberg,
|
||||
CustomOrderDefinition.CustomOneofCase.Lean,
|
||||
CustomOrderDefinition.CustomOneofCase.Join,
|
||||
CustomOrderDefinition.CustomOneofCase.Cover,
|
||||
CustomOrderDefinition.CustomOneofCase.Top,
|
||||
CustomOrderDefinition.CustomOneofCase.Offset,
|
||||
CustomOrderDefinition.CustomOneofCase.Scratch,
|
||||
CustomOrderDefinition.CustomOneofCase.Prorata,
|
||||
},
|
||||
outright_order_types = new[] {
|
||||
CustomOrderDefinition.CustomOneofCase.Market,
|
||||
CustomOrderDefinition.CustomOneofCase.Limit,
|
||||
CustomOrderDefinition.CustomOneofCase.Stop,
|
||||
CustomOrderDefinition.CustomOneofCase.StopLimit,
|
||||
CustomOrderDefinition.CustomOneofCase.GlbxIceberg,
|
||||
CustomOrderDefinition.CustomOneofCase.Top
|
||||
};
|
||||
public static readonly CustomOrderDefinition.CustomOneofCase[] all_order_types = exchange_order_types.Union(spreader_order_types).ToArray();
|
||||
|
||||
@@ -732,7 +710,7 @@ namespace mbts.spark.utilities {
|
||||
!b.HasChild);
|
||||
|
||||
public static bool top_equals(TopOrderDefinitionImmutable a, TopOrderDefinitionImmutable b) =>
|
||||
a.TicksOff == b.TicksOff &&
|
||||
a.WatchLevelTickOffset == b.WatchLevelTickOffset &&
|
||||
(a.HasTopThreshold ?
|
||||
b.HasTopThreshold && quantity_measure_equals(a.TopThreshold, b.TopThreshold) :
|
||||
!b.HasTopThreshold) &&
|
||||
@@ -923,7 +901,7 @@ namespace mbts.spark.utilities {
|
||||
add_component(_get_hash(_get_tick_child(tick)));
|
||||
break;
|
||||
case CustomOrderDefinition.CustomOneofCase.Top:
|
||||
add_component(def.Top.TicksOff.GetHashCode());
|
||||
add_component(def.Top.WatchLevelTickOffset.GetHashCode());
|
||||
add_component(def.Top.HasTopThreshold ? def.Top.TopThreshold.GetHashCode() : 0);
|
||||
add_component(_get_top_child(def.Top).GetHashCode());
|
||||
break;
|
||||
@@ -1022,9 +1000,6 @@ namespace mbts.spark.utilities {
|
||||
case bts.api.orderman.CustomOrderDefinition.CustomOneofCase.Trigger: rv.Trigger = TriggerOrderDefinition(); break;
|
||||
case bts.api.orderman.CustomOrderDefinition.CustomOneofCase.Spreader: rv.Spreader = SpreaderOrderDefinition(); break;
|
||||
case bts.api.orderman.CustomOrderDefinition.CustomOneofCase.Dynamic: rv.Dynamic = DynamicOrderDefinition(); break;
|
||||
default:
|
||||
OrderTypeVMFactory.GenericOrderFactory.setup_generic_custom_order(rv, order_type);
|
||||
break;
|
||||
}
|
||||
return rv;
|
||||
}
|
||||
@@ -1050,9 +1025,6 @@ namespace mbts.spark.utilities {
|
||||
public static TriggerOrderDefinition TriggerOrderDefinition() => new TriggerOrderDefinition { Child = CustomOrderDefinition(), TriggerCondition = new TriggerCondition(), TriggerAction = new TriggerAction(), };
|
||||
public static DynamicOrderDefinition DynamicOrderDefinition() => new DynamicOrderDefinition();
|
||||
public static SpreaderOrderDefinition SpreaderOrderDefinition() => new SpreaderOrderDefinition { ExecutionStrategy = new ExecutionStrategy() };
|
||||
|
||||
public static SplitterOrderDefinition SplitterOrderDefinition() => new SplitterOrderDefinition();
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
@@ -1,105 +0,0 @@
|
||||
using bts;
|
||||
using bts.api;
|
||||
using bts.api.core;
|
||||
using bts.api.orderman;
|
||||
using bts.utils;
|
||||
using mbts.spark.utilities;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
|
||||
namespace mbts.spark {
|
||||
/// <summary>
|
||||
/// Monitors selected rows, and determines whether or not they are all active-orders, with common parameters.
|
||||
/// </summary>
|
||||
class OrderParamsAggregator {
|
||||
readonly TimeSpan _throttle;
|
||||
readonly CommonValueGroupMonitor<AlgoSecurityKey, AlgoSecurityKey> _algo_def_mon =
|
||||
new CommonValueGroupMonitor<AlgoSecurityKey, AlgoSecurityKey>(
|
||||
ask => ask,
|
||||
EqualityComparer<AlgoSecurityKey>.Default,
|
||||
EqualityComparer.Create<AlgoSecurityKey, CustomOrderDefinitionImmutable>(ask => ask.algo, OrderDataHelper.EqualsHelpers.custom_order_def_compareri));
|
||||
readonly CommonValueMonitor<SecurityImmutable?> _spreader_security_mon = new CommonValueMonitor<SecurityImmutable?>();
|
||||
readonly CommonValueMonitor<SecurityImmutable?> _security_mon = new CommonValueMonitor<SecurityImmutable?>();
|
||||
readonly CommonValueMonitor<double> _price_mon = new CommonValueMonitor<double>(double.NaN);
|
||||
readonly CommonValueMonitor<uint> _size_mon = new CommonValueMonitor<uint>();
|
||||
readonly CommonValueMonitor<AccountTuple> _account_mon = new CommonValueMonitor<AccountTuple>();
|
||||
readonly CommonValueMonitor<bool> _all_active_mon = new CommonValueMonitor<bool>();
|
||||
readonly CommonValueMonitorMultiplexor<OrderSecurity> _group_mon = new CommonValueMonitorMultiplexor<OrderSecurity>();
|
||||
readonly DynamicOrderHelper _dyn_helper;
|
||||
|
||||
public OrderParamsAggregator(DynamicOrderHelper dyn_helper, TimeSpan throttle) {
|
||||
_dyn_helper = dyn_helper;
|
||||
_throttle = throttle;
|
||||
_group_mon.add_member_mon(_algo_def_mon, _algo_key);
|
||||
_group_mon.add_member_mon(_spreader_security_mon, _get_spreader_sec, s => s.HasValue);
|
||||
_group_mon.add_member_mon(_security_mon, osam => osam.security, s => s.HasValue);
|
||||
_group_mon.add_member_mon(_price_mon, osam => osam.order.price());
|
||||
_group_mon.add_member_mon(_size_mon, osam => osam.order.quantity());
|
||||
_group_mon.add_member_mon(_account_mon, osam => new AccountTuple(osam.order.account_id(), osam.order.account()));
|
||||
_group_mon.add_member_mon(_all_active_mon, osam => osam.order.is_active());
|
||||
}
|
||||
|
||||
public SecurityImmutable? security => _security_mon.common_value;
|
||||
public SecurityImmutable? spreader_security => _spreader_security_mon.common_value;
|
||||
public double price => _price_mon.try_get_common_value(out double p) ? p : double.NaN;
|
||||
public uint? size => _size_mon.common_value_nullable();
|
||||
public AccountTuple? account => _account_mon.common_value_nullable();
|
||||
public bool all_active => _all_active_mon.common_value;
|
||||
|
||||
public IObservable<IEnumerable<CustomOrderDefinitionImmutable>> subscribe_algos() => _algo_def_mon.SubscribeThrottled(_throttle, (ask, vals) => vals.Select(v => v.algo), Enumerable.Empty<CustomOrderDefinitionImmutable>());
|
||||
public IObservable<SecurityImmutable?> subscribe_spreader_security() => _spreader_security_mon.SubscribeThrottled(_throttle);
|
||||
public IObservable<SecurityImmutable?> subscribe_security() => _security_mon.SubscribeThrottled(_throttle);
|
||||
public IObservable<double> subscribe_price() => _price_mon.SubscribeThrottled(_throttle);
|
||||
public IObservable<uint?> subscribe_size() => _size_mon.SubscribeThrottledNullable(_throttle);
|
||||
public IObservable<AccountTuple?> subscribe_account() => _account_mon.SubscribeThrottledNullable(_throttle);
|
||||
public IObservable<bool> subscribe_all_active() => _all_active_mon.SubscribeThrottled(_throttle);
|
||||
public IObservable<Plurality> subscribe_security_plurality() => _security_mon.SubscribePluralityThrottled(_throttle);
|
||||
|
||||
public IDisposable defer_updates() =>
|
||||
_group_mon.defer_updates();
|
||||
|
||||
event Action<TableUpdate<OrderSecurity, uint>> _updated;
|
||||
public void Update(TableUpdate<OrderSecurity, uint> table) {
|
||||
_updated?.Invoke(table);
|
||||
}
|
||||
|
||||
public void Add(OrderSecurity order_tuple) =>
|
||||
_group_mon.add(order_tuple);
|
||||
|
||||
public void Remove(OrderSecurity order_tuple) =>
|
||||
_group_mon.remove(order_tuple);
|
||||
|
||||
static SecurityImmutable? _get_spreader_sec(OrderSecurity osam) =>
|
||||
OrderDataHelper.enumerate_algo_hierarchy(osam.order.Def.CustomDef.CloneToMutable())
|
||||
.Any(algo => algo.CustomCase == CustomOrderDefinition.CustomOneofCase.Spreader) ?
|
||||
osam.security : null;
|
||||
|
||||
AlgoSecurityKey _algo_key(OrderSecurity osam) =>
|
||||
new AlgoSecurityKey(osam.order.Def.CustomDef, _get_spreader_sec(osam), AlgoStructureSerializer.structure_key(osam.order.Def.CustomDef, _dyn_helper.dynamic_type_index));
|
||||
|
||||
struct AlgoSecurityKey {
|
||||
public readonly CustomOrderDefinitionImmutable algo;
|
||||
public readonly SecurityImmutable? security;
|
||||
public readonly AlgoStructureKey key;
|
||||
|
||||
public AlgoSecurityKey(CustomOrderDefinitionImmutable algo, SecurityImmutable? security, AlgoStructureKey key) {
|
||||
this.algo = algo;
|
||||
this.security = security;
|
||||
this.key = key;
|
||||
}
|
||||
|
||||
public bool Equals(AlgoSecurityKey other) =>
|
||||
security == other.security &&
|
||||
key == other.key;
|
||||
|
||||
public override bool Equals(object obj) => obj is AlgoSecurityKey other && Equals(other);
|
||||
public override int GetHashCode() => key.GetHashCode();
|
||||
|
||||
public static bool operator ==(AlgoSecurityKey a, AlgoSecurityKey b) => a.Equals(b);
|
||||
public static bool operator !=(AlgoSecurityKey a, AlgoSecurityKey b) => !a.Equals(b);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -26,26 +26,27 @@ using System.Windows.Input;
|
||||
|
||||
namespace mbts.spark {
|
||||
class InlineOrderProperties {
|
||||
public readonly InlineUserProperty<uint> account;
|
||||
public readonly InlineUserProperty<AccountTuple> account;
|
||||
public readonly InlineUserProperty<TimeInForce> time_in_force;
|
||||
public readonly InlineUserProperty<AlgoID> algo;
|
||||
public readonly InlineUserProperty<CustomOrderDefinition> order_type_def;
|
||||
|
||||
public InlineOrderProperties(OrdersModel model, LadderSettings settings) : this(
|
||||
new InlineUserProperty<uint>(settings.default_account, settings.default_account != 0),
|
||||
new InlineUserProperty<AccountTuple>(),
|
||||
new InlineUserProperty<TimeInForce>(settings.default_time_in_force, true),
|
||||
new InlineUserProperty<AlgoID>(settings.default_algo, true)) { }
|
||||
new InlineUserProperty<CustomOrderDefinition>(model.factory.custom_order(settings.default_order_type), true)) { }
|
||||
|
||||
public InlineOrderProperties(OrdersModel model, OrderDefinitionImmutable def) : this(
|
||||
new InlineUserProperty<uint>(def.AccountId, def.AccountId != 0),
|
||||
new InlineUserProperty<TimeInForce>(def.TimeInForce, true)) { }
|
||||
new InlineUserProperty<AccountTuple>(),
|
||||
new InlineUserProperty<TimeInForce>(def.TimeInForce, true),
|
||||
new InlineUserProperty<CustomOrderDefinition>(def.CustomDef.CloneToMutable(), true)) { }
|
||||
|
||||
public InlineOrderProperties(
|
||||
InlineUserProperty<uint> account=null,
|
||||
InlineUserProperty<AccountTuple> account=null,
|
||||
InlineUserProperty<TimeInForce> time_in_force=null,
|
||||
InlineUserProperty<AlgoID> algo = null) {
|
||||
this.account = account ?? new InlineUserProperty<uint>();
|
||||
InlineUserProperty<CustomOrderDefinition> order_type_def=null) {
|
||||
this.account = account ?? new InlineUserProperty<AccountTuple>();
|
||||
this.time_in_force = time_in_force ?? new InlineUserProperty<TimeInForce>();
|
||||
this.algo = algo ?? new InlineUserProperty<AlgoID>();
|
||||
this.order_type_def = order_type_def ?? new InlineUserProperty<CustomOrderDefinition>();
|
||||
}
|
||||
}
|
||||
|
||||
@@ -101,28 +102,14 @@ namespace mbts.spark {
|
||||
_favorite_algo_definitions_view.LiveFilteringProperties.Add(nameof(AlgoDefinitionVM.is_favorite));
|
||||
_favorite_algo_definitions_view.IsLiveFiltering = true;
|
||||
favorite_algo_definitions_view.Filter = d => d.is_favorite;
|
||||
//_accounts
|
||||
var inline_account_src = order_properties.AggregateLatest(
|
||||
model.factory.subscribe_accounts(),
|
||||
(last, change, cache) => convert_inline_account(change.New.account, cache),
|
||||
(last, props, change) => convert_inline_account(props.account, change.New, false),
|
||||
() => new InlineUserProperty<AccountTuple>(),
|
||||
new InlineOrderProperties(),
|
||||
DictionaryHelper.empty<uint, string>());
|
||||
// Note that with the .Where on the account_tuples, we will ignore any
|
||||
// updates for which all accounts have been removed.
|
||||
// This was a safer change than changing SelectorProperty's IEnumberable.OnNext
|
||||
// so that it would not reset the selected item on server reboots; i.e. this
|
||||
// change only affects this IObservable.
|
||||
_accounts = backing(
|
||||
nameof(selected_account),
|
||||
model.factory.subscribe_account_tuples().Where(items => items.Any()),
|
||||
inline_account_src,
|
||||
model.factory.subscribe_account_tuples(),
|
||||
order_properties.Select(ops => ops.account),
|
||||
a => new AccountTuple?(a),
|
||||
() => accounts.Cast<AccountTuple?>().FirstOrDefault(),
|
||||
EqualityComparer<AccountTuple?>.Default,
|
||||
new[] { new PropertyValidation<AccountTuple?>(a => (a.HasValue && !string.IsNullOrWhiteSpace(a.Value.name) && accounts.Contains(a.Value), "Please select an account")) }.ToReadOnlyList());
|
||||
// time in force
|
||||
_time_in_force = backing(
|
||||
nameof(selected_time_in_force),
|
||||
// remember, both observables must fire once to start the CombineLatest sequence
|
||||
@@ -177,12 +164,8 @@ namespace mbts.spark {
|
||||
}, out IObserver<bool> revert_algo_params_observer);
|
||||
var algo_params_dirty_mon = new ReactiveThresholdMonitor<AlgoParamRowVM>(r => r.param.subscribe_is_dirty());
|
||||
var nullable_security_md_source = security_md_source.Select(smd => new SecurityMD?(smd)).RefCountReplay(1);
|
||||
var inline_algo_relay = new SelectionModelInlinePropRelay<AlgoDefinitionVM, AlgoDefinitionVM, AlgoID>(_selected_algo_definition, vm => AlgoID.from_algo_key(vm.key, _model.dynamic_helper.dynamic_type_index));
|
||||
//
|
||||
_dispose = new CompositeDisposable(
|
||||
order_properties.OnDispatcher().Subscribe(props => {
|
||||
inline_algo_relay.on_inline_prop(props.algo);
|
||||
}),
|
||||
algo_params_dirty_mon.Subscribe(set_default_algo_params_observer, revert_algo_params_observer),
|
||||
ObservableAutoWrapper.connect_item_hooks(_algo_param_rows, algo_params_dirty_mon.join),
|
||||
_selected_algo_definition.subscribe_changed(_selected_algo_definition_Changed),
|
||||
@@ -243,7 +226,6 @@ namespace mbts.spark {
|
||||
Disposable.dispose(ref _algo_param_rows_hook);
|
||||
}
|
||||
};
|
||||
// local methods
|
||||
async Task save_template_async(AlgoDefinitionTemplateVM template) {
|
||||
using (_preserve_selection_by_index())
|
||||
await AlgoPersistenceHelper.persist_template(model, algo_definitions, template);
|
||||
@@ -268,19 +250,6 @@ namespace mbts.spark {
|
||||
break;
|
||||
}
|
||||
}
|
||||
//
|
||||
// Regarding the 3rd parameter, force_override_from_inline_property:
|
||||
// When using an InlineUserProperty, in the context of assigning a default vs selected item,
|
||||
// there is somewhat of a conflict between the IObserver<InlineUserProperty<TItem>> and the
|
||||
// IObserver<IEnumerable<TItem>> OnNext methods. This 3rd paramter provides yet another override
|
||||
// to say if the force_override should come from the inline property or if the force_override should
|
||||
// be disbled, by way of the immediate return in ViewModelBase._try_auto_select when force_override
|
||||
// is false. Our intent is then accomplished because we are no longer attempting to set a default/
|
||||
// selected item when the account_tuples potentially changes
|
||||
InlineUserProperty<AccountTuple> convert_inline_account(InlineUserProperty<uint> account_id, IReadOnlyDictionary<uint, string> account_map, bool force_override_from_inline_property = true) =>
|
||||
account_id.has_value && account_map.TryGetValue(account_id.value, out string name) ?
|
||||
new InlineUserProperty<AccountTuple>(new AccountTuple(account_id.value, name), force_override_from_inline_property ? account_id.force_override : false) :
|
||||
new InlineUserProperty<AccountTuple>();
|
||||
}
|
||||
|
||||
IDisposable _template_collection_sync;
|
||||
|
||||
@@ -71,7 +71,6 @@ namespace mbts.spark {
|
||||
case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveOrderDef: param.AsOrderDef = new CustomOrderDefinition(); break;
|
||||
case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveString: param.AsString = string.Empty; break;
|
||||
case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveUint: param.AsUint32 = 0u; break;
|
||||
case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveQuantity: param.AsQuantity = new bts.spark.QuantityMeasure(); break;
|
||||
}
|
||||
break;
|
||||
case DynamicOrderTypeDescriptor.DescriptorOneofCase.Structure: param.AsStruct = new DynamicOrderStruct(); break;
|
||||
@@ -88,16 +87,5 @@ namespace mbts.spark {
|
||||
}
|
||||
param.AsEnumerated.EnumValue = value ?? string.Empty;
|
||||
}
|
||||
|
||||
internal static bts.spark.QuantityMeasureImmutable? get_quantity_value(DynamicOrderParam param)
|
||||
{
|
||||
return new bts.spark.QuantityMeasureImmutable(param?.AsQuantity);
|
||||
}
|
||||
internal static void set_quantity_value(DynamicOrderParam param, bts.spark.QuantityMeasureImmutable? value)
|
||||
{
|
||||
if (param == null)
|
||||
return;
|
||||
param.AsQuantity = value?.CloneToMutable();
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,7 +1,6 @@
|
||||
using bts.api.orderman;
|
||||
using Google.Protobuf.Reflection;
|
||||
using mbts.ui.shell;
|
||||
using bts.spark;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Collections.ObjectModel;
|
||||
@@ -26,7 +25,7 @@ namespace mbts.spark {
|
||||
protected DynamicOrderParamVM(DynamicOrderParamDescriptor descriptor)
|
||||
: this(descriptor, DynamicOrderHelper.init_param(descriptor)) { }
|
||||
|
||||
private DynamicOrderParamVM(DynamicOrderParamDescriptor descriptor, DynamicOrderParam param) {
|
||||
protected DynamicOrderParamVM(DynamicOrderParamDescriptor descriptor, DynamicOrderParam param) {
|
||||
this.descriptor = descriptor;
|
||||
_param = param;
|
||||
}
|
||||
@@ -117,41 +116,4 @@ namespace mbts.spark {
|
||||
void _sync_elements() =>
|
||||
elements.sync_with(_get_elements(descriptor));
|
||||
}
|
||||
|
||||
|
||||
class DynamicOrderQuantityVM : DynamicOrderParamVM, IDynamicOrderParamVM<QuantityMeasureImmutable?>
|
||||
{
|
||||
static readonly FieldDescriptor _field_desc = DynamicOrderParam.Descriptor.FindFieldByNumber(DynamicOrderParam.AsQuantityFieldNumber);
|
||||
public DynamicOrderQuantityVM(DynamicOrderParamDescriptor descriptor)
|
||||
: base(descriptor) { }
|
||||
|
||||
QuantityMeasureImmutable? IDynamicOrderParamVM<QuantityMeasureImmutable?>.value { get => quantity; set => quantity= value; }
|
||||
public QuantityMeasureImmutable? quantity
|
||||
{
|
||||
get => DynamicOrderHelper.get_quantity_value(param);
|
||||
set
|
||||
{
|
||||
var orig = quantity;
|
||||
DynamicOrderHelper.set_quantity_value(param, value);
|
||||
if (quantity != orig)
|
||||
RaisePropertyChanged();
|
||||
}
|
||||
}
|
||||
|
||||
public IObservable<QuantityMeasureImmutable?> subscribe_value()
|
||||
{
|
||||
return Observable.Create<QuantityMeasureImmutable?>(o =>
|
||||
{
|
||||
PropertyChanged += on_prop_changed;
|
||||
return Disposable.Create(() => PropertyChanged -= on_prop_changed);
|
||||
void on_prop_changed(object sender, PropertyChangedEventArgs e) =>
|
||||
o.OnNext(quantity);
|
||||
});
|
||||
}
|
||||
|
||||
protected override void on_param_changed()
|
||||
{
|
||||
RaisePropertyChanged(nameof(quantity));
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -19,7 +19,6 @@ namespace mbts.ui.spark
|
||||
public DataTemplate UIntTemplate { get; set; }
|
||||
public DataTemplate StringTemplate { get; set; }
|
||||
public DataTemplate OrderDefTemplate { get; set; }
|
||||
public DataTemplate QuantityMeasureTemplate { get; set; }
|
||||
|
||||
public DataTemplate EnumTemplate { get; set; }
|
||||
|
||||
@@ -40,7 +39,6 @@ namespace mbts.ui.spark
|
||||
case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveUint: return UIntTemplate;
|
||||
case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveString: return StringTemplate;
|
||||
case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveOrderDef: return OrderDefTemplate;
|
||||
case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveQuantity: return QuantityMeasureTemplate;
|
||||
default: return null;
|
||||
}
|
||||
}
|
||||
|
||||
@@ -5,7 +5,6 @@ using mbts.collections;
|
||||
using mbts.spark.utilities;
|
||||
using mbts.ui.utility;
|
||||
using mbts.utils;
|
||||
using bts.spark;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Collections.ObjectModel;
|
||||
@@ -47,13 +46,10 @@ namespace mbts.spark {
|
||||
protected override void on_model_internal() =>
|
||||
_sync_dynamic_params();
|
||||
|
||||
protected override IEnumerable<ChildAlgoData> get_selector_datum()
|
||||
{
|
||||
var data = OrderDataHelper.get_child_algo_data(new CustomOrderDefinition {
|
||||
protected override IEnumerable<ChildAlgoData> get_selector_datum() =>
|
||||
OrderDataHelper.get_child_algo_data(new CustomOrderDefinition {
|
||||
Dynamic = model?.dynamic_helper?.create_def(dyn_type) ?? new DynamicOrderDefinition()
|
||||
});
|
||||
return data;
|
||||
}
|
||||
|
||||
void _sync_dynamic_params() {
|
||||
if (model != null) {
|
||||
@@ -74,14 +70,9 @@ namespace mbts.spark {
|
||||
switch (descriptor.ParamType.Primitive) {
|
||||
case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveBool: return mk<bool?, bool>(DynamicOrderParam.AsBoolFieldNumber, v => v, v => v.GetValueOrDefault());
|
||||
case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveDouble: return mk<double, double>(DynamicOrderParam.AsDoubleFieldNumber, v => v, v => v, double.NaN);
|
||||
case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveInt: return mk<int?, int>(DynamicOrderParam.AsInt32FieldNumber, v => v, v => v.GetValueOrDefault());
|
||||
case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveInt: return mk<uint?, uint>(DynamicOrderParam.AsInt32FieldNumber, v => v, v => v.GetValueOrDefault());
|
||||
case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveUint: return mk<uint?, uint>(DynamicOrderParam.AsUint32FieldNumber, v => v, v => v.GetValueOrDefault());
|
||||
case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveString: return mk<string, string>(DynamicOrderParam.AsStringFieldNumber, v => v, v => v);
|
||||
case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveQuantity:
|
||||
{
|
||||
var qm = new DynamicOrderQuantityVM(descriptor);
|
||||
return attached(qm, DynamicOrderHelper.get_quantity_value, DynamicOrderHelper.set_quantity_value, new QuantityMeasure { Ratio = 1.0, Absolute = 1 });
|
||||
}
|
||||
default: throw ExceptionBuilder.Argument.unexpected_case(descriptor.ParamType.Primitive, nameof(descriptor));
|
||||
}
|
||||
case DynamicOrderTypeDescriptor.DescriptorOneofCase.Enumerated:
|
||||
@@ -106,19 +97,11 @@ namespace mbts.spark {
|
||||
mdef => mdef.OrderParams.TryGetValue(pvm.descriptor.ParamName, out DynamicOrderParam p) ? selector(p) : default_value,
|
||||
(mdef, v) => assign_to_param(mdef.OrderParams.GetOrAdd(pvm.descriptor.ParamName, pn => new DynamicOrderParam()), v),
|
||||
() => pvm.value,
|
||||
v => pvm.value = set_value_not_null_string(v),
|
||||
v => pvm.value = v,
|
||||
pvm.subscribe_value(),
|
||||
default_value);
|
||||
return pvm;
|
||||
}
|
||||
|
||||
T set_value_not_null_string<T>(T val)
|
||||
{
|
||||
if (typeof(T) == typeof(string) && val == null)
|
||||
return (T)(object)string.Empty;
|
||||
else
|
||||
return val;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -1,56 +0,0 @@
|
||||
|
||||
using bts.api;
|
||||
using bts.api.orderman;
|
||||
using bts.utils;
|
||||
using Google.Protobuf;
|
||||
using Google.Protobuf.Reflection;
|
||||
using mbts.ui.utility;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.ComponentModel.Composition;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
|
||||
namespace mbts.spark
|
||||
{
|
||||
[Export]
|
||||
class GenericOrderHelper
|
||||
{
|
||||
[ImportingConstructor]
|
||||
private GenericOrderHelper(OrderService order_service)
|
||||
{
|
||||
}
|
||||
|
||||
internal static string get_enumerated_value(IMessage message, FieldDescriptor fd)
|
||||
{
|
||||
var ev = fd.Accessor.GetValue(message);
|
||||
return ev.ToString();
|
||||
}
|
||||
internal static void set_enumerated_value(IMessage message, FieldDescriptor fd, string value)
|
||||
{
|
||||
if (message == null)
|
||||
{
|
||||
return;
|
||||
}
|
||||
var ev = fd.EnumType.Values.First(x => x.Name == value)?.Number;
|
||||
if(ev.HasValue)
|
||||
fd.Accessor.SetValue(message, ev.Value);
|
||||
}
|
||||
|
||||
internal static bts.spark.QuantityMeasureImmutable? get_quantity_value(IMessage message, FieldDescriptor fd)
|
||||
{
|
||||
var qm = (bts.spark.QuantityMeasure)fd.Accessor.GetValue(message);
|
||||
if(qm != null)
|
||||
return new bts.spark.QuantityMeasureImmutable(qm);
|
||||
else
|
||||
return null;
|
||||
}
|
||||
internal static void set_quantity_value(IMessage message, FieldDescriptor fd, bts.spark.QuantityMeasureImmutable? value)
|
||||
{
|
||||
if (message == null)
|
||||
return;
|
||||
fd.Accessor.SetValue(message, value?.CloneToMutable());
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,183 +0,0 @@
|
||||
using bts.api.orderman;
|
||||
using Google.Protobuf.Reflection;
|
||||
using mbts.ui.shell;
|
||||
using bts.spark;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Collections.ObjectModel;
|
||||
using System.ComponentModel;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using Google.Protobuf;
|
||||
|
||||
namespace mbts.spark
|
||||
{
|
||||
interface IGenericOrderParamVM
|
||||
{
|
||||
FieldDescriptor descriptor { get; }
|
||||
Google.Protobuf.IMessage message { get; set; }
|
||||
}
|
||||
|
||||
interface IGenericOrderParamVM<T> : IGenericOrderParamVM
|
||||
{
|
||||
T value { get; set; }
|
||||
IObservable<T> subscribe_value();
|
||||
}
|
||||
|
||||
abstract class GenericOrderParamVM<TMutable> : DisposableViewModelBase, IGenericOrderParamVM
|
||||
where TMutable : class, IMessage, new()
|
||||
{
|
||||
TMutable _message;
|
||||
|
||||
protected GenericOrderParamVM(FieldDescriptor descriptor)
|
||||
{
|
||||
_message = new TMutable();
|
||||
this.descriptor = descriptor;
|
||||
}
|
||||
|
||||
public FieldDescriptor descriptor { get; set; }
|
||||
public Google.Protobuf.IMessage message
|
||||
{
|
||||
get => _message;
|
||||
set
|
||||
{
|
||||
_message = (TMutable)value;
|
||||
on_param_changed();
|
||||
}
|
||||
}
|
||||
|
||||
protected abstract void on_param_changed();
|
||||
}
|
||||
|
||||
class GenericOrderParamVM<TMutable, TView, TModel> : GenericOrderParamVM<TMutable>, IGenericOrderParamVM<TView>
|
||||
where TMutable : class, IMessage, new()
|
||||
{
|
||||
readonly Func<TModel, TView> _convert;
|
||||
readonly Func<TView, TModel> _convert_back;
|
||||
TView _value;
|
||||
|
||||
public GenericOrderParamVM(FieldDescriptor field_descriptor, Func<TModel, TView> convert, Func<TView, TModel> convert_back) :
|
||||
base(field_descriptor)
|
||||
{
|
||||
_convert = convert;
|
||||
_convert_back = convert_back;
|
||||
}
|
||||
|
||||
public TView value
|
||||
{
|
||||
get => _value;
|
||||
set
|
||||
{
|
||||
this.descriptor.Accessor.SetValue(this.message, _convert_back(_value = value));
|
||||
RaisePropertyChanged();
|
||||
}
|
||||
}
|
||||
|
||||
public IObservable<TView> subscribe_value() =>
|
||||
Observable.Create<TView>(o =>
|
||||
{
|
||||
PropertyChanged += on_prop_changed;
|
||||
return Disposable.Create(() => PropertyChanged -= on_prop_changed);
|
||||
void on_prop_changed(object sender, PropertyChangedEventArgs e) =>
|
||||
o.OnNext(value);
|
||||
});
|
||||
|
||||
protected override void on_param_changed()
|
||||
{
|
||||
_value = _convert(ConvertUtils.try_convert<TModel>(this.descriptor.Accessor.GetValue(this.message)));
|
||||
RaisePropertyChanged(nameof(value));
|
||||
}
|
||||
}
|
||||
|
||||
class GenericOrderEnumeratedVM<TMutable> : GenericOrderParamVM<TMutable>, IGenericOrderParamVM<string>
|
||||
where TMutable : class, IMessage, new()
|
||||
{
|
||||
public GenericOrderEnumeratedVM(FieldDescriptor descriptor)
|
||||
: base(descriptor)
|
||||
{
|
||||
elements = new ObservableCollection<string>(_get_elements(descriptor));
|
||||
}
|
||||
|
||||
public ObservableCollection<string> elements { get; }
|
||||
|
||||
public string selected_element
|
||||
{
|
||||
get => GenericOrderHelper.get_enumerated_value(message, descriptor);
|
||||
set
|
||||
{
|
||||
var orig = selected_element;
|
||||
GenericOrderHelper.set_enumerated_value(message, descriptor, value);
|
||||
if (selected_element != orig)
|
||||
RaisePropertyChanged();
|
||||
}
|
||||
}
|
||||
string IGenericOrderParamVM<string>.value { get => selected_element; set => selected_element = value; }
|
||||
|
||||
IObservable<string> IGenericOrderParamVM<string>.subscribe_value() =>
|
||||
Observable.Create<string>(o =>
|
||||
{
|
||||
PropertyChanged += on_prop_changed;
|
||||
return Disposable.Create(() => PropertyChanged -= on_prop_changed);
|
||||
void on_prop_changed(object sender, PropertyChangedEventArgs e) =>
|
||||
o.OnNext(selected_element);
|
||||
});
|
||||
|
||||
protected override void on_param_changed()
|
||||
{
|
||||
_sync_elements();
|
||||
RaisePropertyChanged(nameof(selected_element));
|
||||
}
|
||||
|
||||
static IEnumerable<string> _get_elements(FieldDescriptor descriptor)
|
||||
{
|
||||
if(descriptor.FieldType == Google.Protobuf.Reflection.FieldType.Enum)
|
||||
{
|
||||
return descriptor.EnumType.Values.Select(x => x.Name);
|
||||
}
|
||||
else
|
||||
return Enumerable.Empty<string>();
|
||||
}
|
||||
|
||||
void _sync_elements()
|
||||
{
|
||||
elements.sync_with(_get_elements(descriptor));
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
class GenericOrderQuantityVM<TMutable> : GenericOrderParamVM<TMutable>, IGenericOrderParamVM<QuantityMeasureImmutable?>
|
||||
where TMutable : class, IMessage, new()
|
||||
{
|
||||
public GenericOrderQuantityVM(FieldDescriptor descriptor)
|
||||
: base(descriptor) { }
|
||||
|
||||
QuantityMeasureImmutable? IGenericOrderParamVM<QuantityMeasureImmutable?>.value { get => quantity; set => quantity= value; }
|
||||
public QuantityMeasureImmutable? quantity
|
||||
{
|
||||
get => GenericOrderHelper.get_quantity_value(message, descriptor);
|
||||
set
|
||||
{
|
||||
var orig = quantity;
|
||||
GenericOrderHelper.set_quantity_value(message, descriptor, value);
|
||||
if (quantity != orig)
|
||||
RaisePropertyChanged();
|
||||
}
|
||||
}
|
||||
|
||||
public IObservable<QuantityMeasureImmutable?> subscribe_value()
|
||||
{
|
||||
return Observable.Create<QuantityMeasureImmutable?>(o =>
|
||||
{
|
||||
PropertyChanged += on_prop_changed;
|
||||
return Disposable.Create(() => PropertyChanged -= on_prop_changed);
|
||||
void on_prop_changed(object sender, PropertyChangedEventArgs e) =>
|
||||
o.OnNext(quantity);
|
||||
});
|
||||
}
|
||||
|
||||
protected override void on_param_changed()
|
||||
{
|
||||
RaisePropertyChanged(nameof(quantity));
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,67 +0,0 @@
|
||||
|
||||
using bts.api.orderman;
|
||||
using mbts.spark;
|
||||
using mbts.ui.converters;
|
||||
using mbts.ui.utilities;
|
||||
using System.Collections.Generic;
|
||||
using System.ComponentModel;
|
||||
using System.Linq;
|
||||
using System.Windows;
|
||||
using System.Windows.Controls;
|
||||
using System.Windows.Data;
|
||||
|
||||
namespace mbts.ui.spark
|
||||
{
|
||||
class GenericOrderParamTemplateSelector : DataTemplateSelector
|
||||
{
|
||||
public DataTemplate BoolTemplate { get; set; }
|
||||
public DataTemplate DoubleTemplate { get; set; }
|
||||
public DataTemplate IntTemplate { get; set; }
|
||||
public DataTemplate UIntTemplate { get; set; }
|
||||
public DataTemplate StringTemplate { get; set; }
|
||||
public DataTemplate OrderDefTemplate { get; set; }
|
||||
public DataTemplate QuantityMeasureTemplate { get; set; }
|
||||
|
||||
public DataTemplate EnumTemplate { get; set; }
|
||||
|
||||
public override DataTemplate SelectTemplate(object item, DependencyObject container)
|
||||
{
|
||||
var vm = item as IGenericOrderParamVM;
|
||||
if (vm != null)
|
||||
return select_template(vm.descriptor);
|
||||
return null;
|
||||
}
|
||||
|
||||
public DataTemplate select_template(Google.Protobuf.Reflection.FieldDescriptor descriptor)
|
||||
{
|
||||
switch (descriptor.FieldType)
|
||||
{
|
||||
case Google.Protobuf.Reflection.FieldType.Bool:
|
||||
return BoolTemplate;
|
||||
case Google.Protobuf.Reflection.FieldType.Float:
|
||||
case Google.Protobuf.Reflection.FieldType.Double:
|
||||
return DoubleTemplate;
|
||||
case Google.Protobuf.Reflection.FieldType.Int32:
|
||||
case Google.Protobuf.Reflection.FieldType.Int64:
|
||||
return IntTemplate;
|
||||
case Google.Protobuf.Reflection.FieldType.UInt32:
|
||||
case Google.Protobuf.Reflection.FieldType.UInt64:
|
||||
return UIntTemplate;
|
||||
case Google.Protobuf.Reflection.FieldType.String:
|
||||
return StringTemplate;
|
||||
case Google.Protobuf.Reflection.FieldType.Enum:
|
||||
return EnumTemplate;
|
||||
case Google.Protobuf.Reflection.FieldType.Message:
|
||||
{
|
||||
if(descriptor.MessageType.FullName == typeof(bts.spark.QuantityMeasure).FullName)
|
||||
return QuantityMeasureTemplate;
|
||||
else if (descriptor.MessageType.FullName == typeof(bts.api.orderman.CustomOrderDefinition).FullName)
|
||||
return OrderDefTemplate;
|
||||
}
|
||||
break;
|
||||
default: return null;
|
||||
}
|
||||
return null;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,177 +0,0 @@
|
||||
|
||||
using bts;
|
||||
using bts.api.orderman;
|
||||
using bts.collections;
|
||||
using mbts.collections;
|
||||
using mbts.spark.utilities;
|
||||
using mbts.ui.utility;
|
||||
using mbts.utils;
|
||||
using bts.spark;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Collections.ObjectModel;
|
||||
using System.ComponentModel;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
|
||||
|
||||
using Google.Protobuf;
|
||||
using Google.Protobuf.Reflection;
|
||||
using bts.api;
|
||||
using AlgoType = bts.api.orderman.CustomOrderDefinition.CustomOneofCase;
|
||||
|
||||
namespace mbts.spark
|
||||
{
|
||||
static partial class OrderTypeVMFactory
|
||||
{
|
||||
internal class GenericOrderFactory
|
||||
{
|
||||
static public IAlgoVM create_vm(AlgoKey key, AlgoType algo_type, string display_name, AlgoEditingPermissions editing_permissions)
|
||||
{
|
||||
var prop = typeof(CustomOrderDefinition).GetProperty(algo_type.ToString(),
|
||||
System.Reflection.BindingFlags.Instance | System.Reflection.BindingFlags.Public);
|
||||
var rt = prop.PropertyType;
|
||||
|
||||
var propi = typeof(CustomOrderDefinitionImmutable).GetProperty(algo_type.ToString(),
|
||||
System.Reflection.BindingFlags.Instance | System.Reflection.BindingFlags.Public);
|
||||
var rti = propi.PropertyType;
|
||||
|
||||
var vmt = typeof(GenericOrderVM<,>);
|
||||
Type[] typeargs = { rt, rti };
|
||||
var makevm = vmt.MakeGenericType(typeargs);
|
||||
object vm = Activator.CreateInstance(makevm, key, algo_type, display_name, editing_permissions);
|
||||
return (IAlgoVM)vm;
|
||||
}
|
||||
static public void setup_generic_custom_order(CustomOrderDefinition custom, CustomOrderDefinition.CustomOneofCase type)
|
||||
{
|
||||
var prop = typeof(CustomOrderDefinition).GetProperty(type.ToString(),
|
||||
System.Reflection.BindingFlags.Instance | System.Reflection.BindingFlags.Public);
|
||||
var rt = prop.PropertyType;
|
||||
var rtt = Activator.CreateInstance(rt);
|
||||
|
||||
var ci = rt.GetProperties().Where(x => x.PropertyType == typeof(CustomOrderDefinition));
|
||||
foreach(var cid in ci)
|
||||
cid.SetValue(rtt, new CustomOrderDefinition { Limit = new LimitOrderDefinition() });
|
||||
prop.SetValue(custom, rtt);
|
||||
}
|
||||
}
|
||||
|
||||
class GenericOrderVM<TMutable, TImmutable> : OrderTypeVMBase<TMutable, TImmutable>
|
||||
where TMutable : class, IMessage, new() where TImmutable : struct, IImmutableMessage
|
||||
{
|
||||
readonly ObservableKeyedCollection<GenericOrderParamVM<TMutable>, string> _parameters =
|
||||
new ObservableKeyedCollection<GenericOrderParamVM<TMutable>, string>(vm => vm.descriptor.Name);
|
||||
readonly AlgoType _algo_type;
|
||||
|
||||
public GenericOrderVM(AlgoKey key, AlgoType algo_type, string display_name, AlgoEditingPermissions editing_permissions)
|
||||
: base(key, display_name, editing_permissions)
|
||||
{
|
||||
_algo_type = algo_type;
|
||||
_parameters = new ObservableKeyedCollection<GenericOrderParamVM<TMutable>, string>(vm => vm.descriptor.Name);
|
||||
_resources.AddRange(
|
||||
ObservableAutoWrapper.connect_item_hooks(_parameters, p =>
|
||||
{
|
||||
p.PropertyChanged += on_param_prop_changed;
|
||||
return Disposable.Create(() =>
|
||||
{
|
||||
p.PropertyChanged -= on_param_prop_changed;
|
||||
remove_property(p.descriptor.Name);
|
||||
p.Dispose();
|
||||
});
|
||||
}, true));
|
||||
void on_param_prop_changed(object sender, PropertyChangedEventArgs e) => raise_definition_changed();
|
||||
_sync_generic_params();
|
||||
sync_selectors();
|
||||
}
|
||||
|
||||
public string algo_type => _algo_type.ToString();
|
||||
public override string abbreviation =>
|
||||
model == null ? display_name : model.factory.abbreviate_algo(new OneOf<CustomOrderDefinition.CustomOneofCase, string>(_algo_type));
|
||||
public override AlgoDisplayGroup group => AlgoDisplayGroup.API;
|
||||
public ObservableCollection<GenericOrderParamVM<TMutable>> parameters => _parameters;
|
||||
|
||||
protected override void on_model_internal()
|
||||
{
|
||||
_sync_generic_params();
|
||||
}
|
||||
|
||||
void _sync_generic_params()
|
||||
{
|
||||
if (model != null)
|
||||
{
|
||||
Google.Protobuf.Reflection.MessageDescriptor desc = new TMutable().Descriptor;
|
||||
_parameters.SyncWithDictionary(
|
||||
desc.Fields.InDeclarationOrder().Where(_is_value_param_desc).ToDictionary(p => p.Name), _mk_param_vm);
|
||||
}
|
||||
}
|
||||
static bool _is_value_param_desc(FieldDescriptor desc)
|
||||
{
|
||||
return (desc.FieldType != Google.Protobuf.Reflection.FieldType.Message ||
|
||||
_is_quantity_measure_desc(desc));
|
||||
}
|
||||
|
||||
static bool _is_quantity_measure_desc(FieldDescriptor desc)
|
||||
{
|
||||
return desc.FieldType == Google.Protobuf.Reflection.FieldType.Message &&
|
||||
desc.MessageType.FullName == typeof(bts.spark.QuantityMeasure).FullName;
|
||||
}
|
||||
|
||||
protected override IEnumerable<ChildAlgoData> get_selector_datum()
|
||||
{
|
||||
var v = OrderDataHelper.get_child_algo_data(_algo_type);
|
||||
return v;
|
||||
}
|
||||
|
||||
GenericOrderParamVM<TMutable> _mk_param_vm(FieldDescriptor descriptor)
|
||||
{
|
||||
ExceptionAssert.Argument.NotNull(descriptor, nameof(descriptor));
|
||||
|
||||
if (descriptor.FieldType == FieldType.Message &&
|
||||
descriptor.MessageType.FullName == typeof(bts.spark.QuantityMeasure).FullName)
|
||||
{
|
||||
var qm = new GenericOrderQuantityVM<TMutable>(descriptor);
|
||||
return attached(qm, GenericOrderHelper.get_quantity_value, GenericOrderHelper.set_quantity_value, new QuantityMeasure { Ratio = 1.0, Absolute = 1 });
|
||||
}
|
||||
else if(descriptor.FieldType == FieldType.Enum)
|
||||
{
|
||||
var pvm = new GenericOrderEnumeratedVM<TMutable>(descriptor);
|
||||
attached(pvm, GenericOrderHelper.get_enumerated_value, GenericOrderHelper.set_enumerated_value);
|
||||
return pvm;
|
||||
}
|
||||
else if (descriptor.FieldType == FieldType.Bool)
|
||||
return mk<bool?, bool>(descriptor, v => v, v => v.GetValueOrDefault());
|
||||
else if (descriptor.FieldType == FieldType.Double || descriptor.FieldType == FieldType.Float)
|
||||
return mk<double, double>(descriptor, v => v, v => v, double.NaN);
|
||||
else if (descriptor.FieldType == FieldType.Int32)
|
||||
return mk<int?, int>(descriptor, v => v, v => v.GetValueOrDefault());
|
||||
else if (descriptor.FieldType == FieldType.UInt32)
|
||||
return mk<uint?, uint>(descriptor, v => v, v => v.GetValueOrDefault());
|
||||
else if (descriptor.FieldType == FieldType.String)
|
||||
return mk<string, string>(descriptor, v => v, v => v);
|
||||
else
|
||||
return null;
|
||||
}
|
||||
GenericOrderParamVM<TMutable, TView, TModel> mk<TView, TModel>(FieldDescriptor fdesc, Func<TModel, TView> convert, Func<TView, TModel> convert_back, TView default_value = default)
|
||||
{
|
||||
var pvm = new GenericOrderParamVM<TMutable, TView, TModel>(fdesc, convert, convert_back);
|
||||
return attached<TView, GenericOrderParamVM<TMutable, TView, TModel>>(pvm, get_from_param, assign_to_param, default_value);
|
||||
|
||||
TView get_from_param(IMessage param, FieldDescriptor fd) => convert(ConvertUtils.try_convert<TModel>(fdesc.Accessor.GetValue(param)));
|
||||
void assign_to_param(IMessage param, FieldDescriptor fd, TView value) => fdesc.Accessor.SetValue(param, convert_back(value));
|
||||
}
|
||||
|
||||
TParam attached<T, TParam>(TParam pvm, Func<IMessage, FieldDescriptor, T> selector, Action<IMessage, FieldDescriptor, T> assign_to_param, T default_value = default) where TParam : GenericOrderParamVM<TMutable>, IGenericOrderParamVM<T>
|
||||
{
|
||||
add_property<T>(
|
||||
pvm.descriptor.Name,
|
||||
mdef => mdef != null ? selector(mdef, pvm.descriptor) : default_value,
|
||||
(mdef, v) => assign_to_param(mdef, pvm.descriptor, v),
|
||||
() => pvm.value,
|
||||
v => pvm.value = v,
|
||||
pvm.subscribe_value(),
|
||||
default_value);
|
||||
return pvm;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -92,7 +92,6 @@ namespace mbts.spark {
|
||||
IReadOnlyObservableCollection<IAlgoVM> algos_view { get; }
|
||||
IAlgoVM selected_algo { get; set; }
|
||||
void load_algo_data(IReadOnlyDictionary<AlgoKey, AlgoData> algo_data, AlgoKey? default_algo);
|
||||
mbts.ui.spark.AlgoContentTemplateSelector.OrderKind order_kind {get;}
|
||||
}
|
||||
|
||||
static class OrderTypeVMExtensions {
|
||||
|
||||
@@ -57,14 +57,6 @@ namespace mbts.spark {
|
||||
public static IAlgoVM iceberg(AlgoKey key, string display_name, AlgoEditingPermissions editing_permissions) => new IcebergOrderVM(key, display_name, editing_permissions);
|
||||
public static IAlgoVM spreader(AlgoKey key, string display_name, AlgoEditingPermissions editing_permissions) => new SpreaderOrderVM(key, display_name, editing_permissions);
|
||||
public static IAlgoVM dynamic(AlgoKey key, string display_name, string dynamic_type, AlgoEditingPermissions editing_permissions) => new DynamicOrderVM(key, dynamic_type, display_name, editing_permissions);
|
||||
public static IAlgoVM splitter(AlgoKey key, string display_name, AlgoEditingPermissions permissions) =>
|
||||
new SplitterAlgoVM(key, display_name, permissions);
|
||||
|
||||
public static IAlgoVM generic(AlgoKey key, string display_name,
|
||||
AlgoType algo_type, AlgoEditingPermissions editing_permissions)
|
||||
{
|
||||
return GenericOrderFactory.create_vm(key, algo_type, display_name, editing_permissions);
|
||||
}
|
||||
|
||||
public static IAlgoVM create(AlgoData def_data, AlgoEditingPermissions editing_permissions = default_editing_permissions, bool is_expanded = false) {
|
||||
if (def_data.value.CustomCase == AlgoType.Composite) {
|
||||
@@ -96,9 +88,8 @@ namespace mbts.spark {
|
||||
case AlgoType.Iceberg: vm = iceberg(key, name, editing_permissions); break;
|
||||
case AlgoType.Spreader: vm = spreader(key, name, editing_permissions); break;
|
||||
case AlgoType.Dynamic: vm = dynamic(key, name, name, editing_permissions); break;
|
||||
case AlgoType.Splitter: vm = splitter(key,name,editing_permissions); break;
|
||||
case AlgoType.None: vm = new DefaultAlgoVM(); break;
|
||||
default: vm = generic(key, name, algo_type, editing_permissions); break;
|
||||
default: throw new NotImplementedException();
|
||||
}
|
||||
vm.is_expanded = is_expanded && vm.can_expand;
|
||||
return vm;
|
||||
@@ -959,8 +950,6 @@ namespace mbts.spark {
|
||||
|
||||
public string id { get; }
|
||||
public string display_name { get; }
|
||||
public mbts.ui.spark .AlgoContentTemplateSelector.OrderKind order_kind =>
|
||||
new mbts.ui.spark.AlgoContentTemplateSelector.OrderKind(display_name, string.Empty);
|
||||
public bool is_enabled { get; set; } = true;
|
||||
|
||||
public bool initialized { get; private set; }
|
||||
|
||||
@@ -1,24 +0,0 @@
|
||||
using bts.api.orderman;
|
||||
using mbts.ui.shell;
|
||||
|
||||
namespace mbts.spark
|
||||
{
|
||||
static partial class OrderTypeVMFactory {
|
||||
class SplitterAlgoVM : OrderTypeVMBase<SplitterOrderDefinition, SplitterOrderDefinitionImmutable>
|
||||
{
|
||||
readonly Property<uint> _clip, _exposed;
|
||||
|
||||
public SplitterAlgoVM(AlgoKey id, string display_name, AlgoEditingPermissions editing_permissions)
|
||||
: base(id, display_name, editing_permissions)
|
||||
{
|
||||
_clip = add_property<uint>(nameof(max_order_qty), SplitterOrderDefinition.MaxOrderQtyFieldNumber);
|
||||
_exposed = add_property<uint>(nameof(exposed), SplitterOrderDefinition.ExposedQtyFieldNumber);
|
||||
|
||||
}
|
||||
|
||||
public uint max_order_qty { get => _clip.Value; set => _clip.set(value); }
|
||||
public uint exposed { get => _exposed.Value; set => _exposed.set(value); }
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
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