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| Author | SHA1 | Date | |
|---|---|---|---|
 Jake Norbut
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9d1b03d1e2 | ||
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Jake Norbut
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9a677cf980 | ||
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Jake Norbut
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25445d58d0 | ||
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Jake Norbut
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0b313a8aa8 | ||
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Jake Norbut
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54f954fd4b | ||
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Jake Norbut
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980f38ba03 | ||
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Jake Norbut
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9eada2724b | ||
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Jake Norbut
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b5f53ee918 | ||
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Jake Norbut
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efc175f654 | ||
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Jake Norbut
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6074afd999 | ||
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Jake Norbut
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219dff4055 | ||
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Jake Norbut
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9a3b07b622 |
No files matched your search
@@ -34,7 +34,4 @@ trace_data/
|
||||
/doc/user/public/*
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||||
.ionide/*
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||||
/.ignore
|
||||
*.rej
|
||||
/build
|
||||
.clangd/
|
||||
*CMakeDeps.cmake
|
||||
Vendored
+1
-29
@@ -1,41 +1,13 @@
|
||||
{
|
||||
"version": "0.2.0",
|
||||
"configurations": [
|
||||
{
|
||||
"name": "Spark Local",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "${workspaceRoot}/build/ninja_debug/server/sparkd",
|
||||
"args": [
|
||||
"run",
|
||||
"test",
|
||||
"-a",
|
||||
"OutrightVanillaOrder"
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "${workspaceRoot}/build/ninja_debug/server/",
|
||||
"environment": [
|
||||
{ "name": "TZ", "value": "America/Chicago" }
|
||||
],
|
||||
"externalConsole": false,
|
||||
"MIMode": "gdb",
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "-enable-pretty-printing",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"name": "SparkVM Launch",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "/home/bts/spark/build/ninja_debug/server/sparkd",
|
||||
"args": [
|
||||
"test",
|
||||
"-a",
|
||||
"[ilink3]"
|
||||
"run"
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/build/ninja_debug/server/",
|
||||
|
||||
+1
-2
@@ -41,7 +41,6 @@ else ()
|
||||
-Wno-missing-braces -Wno-ignored-qualifiers \
|
||||
--std=c++17 -fdiagnostics-color")
|
||||
set (CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} -fno-omit-frame-pointer -DNDEBUG -O3")
|
||||
set (CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} -DDEBUG")
|
||||
set (CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} -Wno-undef")
|
||||
add_subdirectory(src/server/sparkd)
|
||||
add_subdirectory(src/lib)
|
||||
@@ -56,7 +55,7 @@ else ()
|
||||
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/web ${CMAKE_BINARY_DIR}/server
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||||
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/data_files ${CMAKE_BINARY_DIR}/server
|
||||
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/lib/libspark.so ${CMAKE_BINARY_DIR}/server
|
||||
COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0 ${CMAKE_BINARY_DIR}/server
|
||||
COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.13.0.0 ${CMAKE_BINARY_DIR}/server
|
||||
COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libACE-5.7.5.so ${CMAKE_BINARY_DIR}/server
|
||||
COMMAND mkdir ARGS -p ${CMAKE_BINARY_DIR}/server/plugins
|
||||
COMMENT "Creating server runtime layout"
|
||||
|
||||
@@ -124,17 +124,4 @@ service OrderService {
|
||||
```
|
||||
### C++ Example
|
||||
```cpp
|
||||
#include "lib/api/public/ServiceContext.h"
|
||||
#include "lib/api/services/OrderService.client.pb.h"
|
||||
using namespace bts::api;
|
||||
ServiceContext ctx;
|
||||
auto orders = ctx.locate<orderman::OrderService>();
|
||||
auto unsub = orders.subscribe_fills().subscribe([](const auto& update) {
|
||||
std::cout
|
||||
<< "Added " << update.added().size() << " items, "
|
||||
<< "Removed " << update.removed().size() << " items, "
|
||||
<< "Updated " << update.updated().size() << " items, "
|
||||
<< "Total items " << update.all().size() << std::endl;
|
||||
});
|
||||
std::this_thread::sleep_for(std::chrono::minutes(5));
|
||||
```
|
||||
@@ -1,51 +1,3 @@
|
||||
+++
|
||||
title = "Market Data"
|
||||
+++
|
||||
|
||||
|
||||
Use the MarketDataService to subscribe enumerate all available securities.
|
||||
|
||||
```cs
|
||||
using System;
|
||||
using System.Threading;
|
||||
using bts.api;
|
||||
using bts.api.core;
|
||||
|
||||
namespace sample {
|
||||
class Program {
|
||||
static void Main(string[] args) {
|
||||
using var context = new ServiceContext();
|
||||
var md = context.locate<MarketDataService>();
|
||||
using var sub = md.subscribe_securities().Subscribe(update => {
|
||||
foreach (var security in update.added) {
|
||||
Console.WriteLine($"Added security {security.Id}: {security.Symbol}");
|
||||
}
|
||||
});
|
||||
|
||||
Thread.Sleep(TimeSpan.FromMinutes(5));
|
||||
}
|
||||
}
|
||||
}
|
||||
```
|
||||
|
||||
```cpp
|
||||
#include "lib/api/public/ServiceContext.h"
|
||||
#include "spark/lib/domain_model/Security.h"
|
||||
#include "lib/api/services/MarketDataService.client.pb.h"
|
||||
#include <thread>
|
||||
|
||||
using namespace bts::api;
|
||||
|
||||
int main(int argc, char** argv) {
|
||||
ServiceContext ctx;
|
||||
auto md_service = ctx.locate<bts::api::MarketDataService>();
|
||||
auto sub = md_service.subscribe_securities().subscribe([](const auto& update) {
|
||||
for (const auto& s : update.added()) {
|
||||
std::cout << "Added security: " << s->id() << ": " << s->symbol() << std::endl;
|
||||
}
|
||||
});
|
||||
|
||||
std::this_thread::sleep_for(std::chrono::minutes(5));
|
||||
return 0;
|
||||
}
|
||||
```
|
||||
+++
|
||||
@@ -68,21 +68,12 @@ To update your Spark SDK simply download an unzip a new [spark_sdk.zip](https://
|
||||
|
||||
To preserve the old image so you can go back to it later run `docker tag spark_sdk spark_sdk:your_custom_tag` before loading the new SDK image.
|
||||
|
||||
### Re-build the Dev Container
|
||||
|
||||
If you are using Visual Studio Code you also need to rebuild the dev-container so it picks up the new image.
|
||||
|
||||
#### Inside VSCode
|
||||
To re-build from inside Visual Studio Code. Click the 'Remote Explorer' icon on the left hand side.
|
||||
You should see your spark_sdk project listed under the Containers section. Right click on it and select **rebuild-container**.
|
||||
|
||||
#### Command Line
|
||||
To re-build from the command line run `docker ps -a` and find the row with the spark_sdk image.
|
||||
<!--
|
||||
Then stop, remove and restart spark_sdk.
|
||||
```
|
||||
CONTAINER ID IMAGE COMMAND CREATED STATUS PORTS NAMES
|
||||
54d96cfa3888 spark_sdk "/bin/sh -c 'echo Co…" About a minute ago Up About a minute 127.0.0.1:9000-9001->9000-9001/tcp quizzical_lichterman
|
||||
```
|
||||
Then run `docker rm 54d96cfa3888` (use your container id instead of 54d96cfa3888) or `docker rm quizzical_lichterman` (use your container name).
|
||||
|
||||
c:\bts> docker stop spark_sdk
|
||||
c:\bts> docker rm spark_sdk
|
||||
c:\bts> docker run -d -v %cd%:/sdk --name spark_sdk bluetradingsytems/spark_sdk
|
||||
|
||||
``` -->
|
||||
|
||||
@@ -1 +1 @@
|
||||
set(sources /home/pfisher/bts/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Glossary/_index.md;content/bts_spark/Help/_index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Launcher/_index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Logging-In-to-the-System/_index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Market/_index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/_index.md;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/Settings/_index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Spreader/_index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Trading/OrderTypes/index.md;content/bts_spark/Trading/_index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/release_notes/_index.md;content/system_requirements/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)
|
||||
set(sources /home/ppinto/Dropbox/bts/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Glossary/_index.md;content/bts_spark/Help/_index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Launcher/_index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Logging-In-to-the-System/_index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Market/_index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/_index.md;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/Settings/_index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Spreader/_index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Trading/OrderTypes/index.md;content/bts_spark/Trading/_index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/release_notes/_index.md;content/system_requirements/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)
|
||||
@@ -1,29 +1,9 @@
|
||||
+++
|
||||
+++
|
||||
title = "Release notes"
|
||||
weight = 3
|
||||
sort_by = "weight"
|
||||
insert_anchor_links = "right"
|
||||
+++
|
||||
## 2.16.2
|
||||
### User Visible Change
|
||||
- Synthetic creation dialog has a "fractional" checkbox next to the tick settings. Users may uncheck this box to enter integer tick sizes, so the synthetic security's prices will be displayed without decimals, or fractional units.
|
||||
## 2.16.1
|
||||
### Bug Fixes
|
||||
- OrderBook's algo state parameters (in the panel on the right side) are sorted alphabetically
|
||||
## 2.16.0
|
||||
### Bug Fixes
|
||||
- Solved an issue that could result in incorrect ladder levels
|
||||
- Solved an issue that could lead to incorrect routing of orders in the event of certain MSGW changes
|
||||
### API Changes
|
||||
- Add C# client side API samples for order entry, position monitoring and market data observation
|
||||
|
||||
## 2.15.10
|
||||
### Bug Fixes
|
||||
- Solved an issue that could cause the user interface to fail when playing some alert sounds
|
||||
### API Changes
|
||||
- Added settlement and position information to the API
|
||||
- Added the ability for user algos to report custom state to the user interface
|
||||
- Added the ability for algos to discover all active securities
|
||||
## 2.15.3
|
||||
### Bug Fixes
|
||||
- Fixed a bug where some CME currency spreads exhibited incorrect tick values
|
||||
@@ -728,4 +708,3 @@ insert_anchor_links = "right"
|
||||
- Start, Day and Total PnL columns are painted with a red or green background color based on if the pnl value is negative or positive respectively
|
||||
- Corrected cash per point values, used in pnl calculations, for a number of products
|
||||
- PnL report will now remember any customizations you make to filtering and/or sorting criteria
|
||||
|
||||
+1
-1
Submodule docker/linux updated: 7258a028d7...0df20ec20a.
+1
-1
Submodule externals updated: 2ea5e355a6...c695e96940.
@@ -1,6 +0,0 @@
|
||||
{
|
||||
"sdk": {
|
||||
"version": "2.1.508",
|
||||
"rollForward": "latestMajor"
|
||||
}
|
||||
}
|
||||
@@ -22,10 +22,6 @@
|
||||
<GenDir>$(BaseOutputPath)\gen\$(MSBuildProjectName)</GenDir>
|
||||
</PropertyGroup>
|
||||
|
||||
<PropertyGroup Condition="'$(VCTargetsPath)'==''">
|
||||
<VCTargetsPath>C:\Program Files (x86)\Microsoft Visual Studio\2017\Professional\Common7\IDE\VC\VCTargets</VCTargetsPath>
|
||||
</PropertyGroup>
|
||||
|
||||
<Import Project="$(ComputerSpecificConfig)" Condition="Exists($(ComputerSpecificConfig))" />
|
||||
|
||||
<ItemGroup>
|
||||
|
||||
@@ -1,193 +0,0 @@
|
||||
using bts;
|
||||
using bts.api;
|
||||
using bts.api.core;
|
||||
using mbts.ui.utility;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Collections.Immutable;
|
||||
using System.ComponentModel.Composition;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Text.RegularExpressions;
|
||||
using AlgoType = bts.api.orderman.CustomOrderDefinition.CustomOneofCase;
|
||||
|
||||
namespace mbts.spark {
|
||||
class AlgoProviderFactory {
|
||||
[ImportingConstructor]
|
||||
AlgoProviderFactory(IAlgoStudioModel studio_model, DynamicOrderHelper dynamic_helper, ISecurityAuxiliaryDataModel security_auxiliary_model) {
|
||||
var from_conf = config.Configuration.get<bts.config.AlgoTypeRuleSet>();
|
||||
if (from_conf.rules.Count == 0) {
|
||||
// There seems to be a config race bug, where the returned config values are empty, despite having entries in spark.conf.
|
||||
// [John]I've only noticed it happen when attached to the debugger,
|
||||
// but best to have a contingency plan in place anyways, to prevent any chance of regression.
|
||||
// The fallback sets below mimic the old hardcoded algo type arrays.
|
||||
var full_algo_set = new AlgoTypeSetImmutable(
|
||||
ImmutableHashSet.CreateRange(EnumHelper.get_values_except(
|
||||
// non-factory algos
|
||||
AlgoType.None,
|
||||
AlgoType.Dynamic,
|
||||
AlgoType.Composite,
|
||||
// obsolete algos
|
||||
AlgoType.Oco,
|
||||
AlgoType.TimeBox,
|
||||
AlgoType.Pricer,
|
||||
AlgoType.Tick,
|
||||
AlgoType.Trigger,
|
||||
AlgoType.QueueHolder)),
|
||||
ImmutableHashSet.CreateRange(dynamic_helper.dynamic_types));
|
||||
var rules = new[] {
|
||||
// Glbx: Futures/Spreads
|
||||
new SecurityAlgoTypeSetImmutable(
|
||||
new SecurityCriteriaClause(
|
||||
exchanges: new[] { Venue.Glbx },
|
||||
security_types: new[] { SecurityType.Future, SecurityType.Spread }),
|
||||
new AlgoTypeSetImmutable(
|
||||
full_algo_set.factory_types.Except(new[] { AlgoType.Spreader }),
|
||||
full_algo_set.dynamic_types)),
|
||||
// Gen: Futures/Spreads
|
||||
new SecurityAlgoTypeSetImmutable(
|
||||
new SecurityCriteriaClause(
|
||||
exchanges: EnumHelper.get_values_except(Venue.Glbx, Venue.Unset).ToArray(),
|
||||
security_types: new[] { SecurityType.Future, SecurityType.Spread }),
|
||||
new AlgoTypeSetImmutable(
|
||||
full_algo_set.factory_types.Except(new[] { AlgoType.Spreader, AlgoType.GlbxIceberg }),
|
||||
full_algo_set.dynamic_types)),
|
||||
// Gen: Synthetics
|
||||
new SecurityAlgoTypeSetImmutable(
|
||||
new SecurityCriteriaClause(
|
||||
security_types: new[] { SecurityType.Synthetic }),
|
||||
new AlgoTypeSetImmutable(
|
||||
ImmutableHashSet.CreateRange(new[] {
|
||||
AlgoType.Spreader,
|
||||
AlgoType.Iceberg,
|
||||
AlgoType.Lean,
|
||||
AlgoType.Join,
|
||||
AlgoType.Cover,
|
||||
AlgoType.Offset,
|
||||
AlgoType.Top,
|
||||
AlgoType.Splitter,
|
||||
AlgoType.Scratch,
|
||||
AlgoType.Prorata
|
||||
}),
|
||||
full_algo_set.dynamic_types))
|
||||
};
|
||||
// attachable
|
||||
var attachable_algos =
|
||||
ImmutableHashSet.CreateRange(new[] {
|
||||
AlgoType.Iceberg,
|
||||
AlgoType.Lean,
|
||||
AlgoType.Join,
|
||||
AlgoType.Cover,
|
||||
AlgoType.Top,
|
||||
AlgoType.Offset,
|
||||
AlgoType.Scratch,
|
||||
AlgoType.Prorata
|
||||
});
|
||||
var attachable_rules = Array.ConvertAll(rules,
|
||||
satsi => new SecurityAlgoTypeSetImmutable(
|
||||
satsi.security_criteria,
|
||||
new AlgoTypeSetImmutable(
|
||||
satsi.algo_type_set.factory_types.Intersect(attachable_algos),
|
||||
satsi.algo_type_set.dynamic_types)));
|
||||
|
||||
Log.Config.warn($"Failed to load AlgoTypes config, falling back to the following algo set rules:" +
|
||||
"\n\tStandard\n" +
|
||||
rules.fmt_diagnostic("\n\t\t") +
|
||||
"\n\n\tAttachable\n" +
|
||||
attachable_rules.fmt_diagnostic("\n\t\t"));
|
||||
|
||||
security_algo_provider = new AlgoProvider(rules, studio_model, dynamic_helper, security_auxiliary_model);
|
||||
attachable_algo_provider = new AttachableAlgoProvider(attachable_rules, studio_model, dynamic_helper, security_auxiliary_model);
|
||||
} else {
|
||||
var algo_type_data =
|
||||
EnumHelper.get_values_except(AlgoType.Dynamic, AlgoType.Composite, AlgoType.None)
|
||||
.Select(t => _get_type_data(t))
|
||||
.Concat(dynamic_helper.dynamic_types.Select(dt => _get_type_data(AlgoType.Dynamic, dt)))
|
||||
.ToListLazy();
|
||||
var conf_sets = from_conf.rules.Select(r => _to_security_algo_set(r, dynamic_helper, algo_type_data)).ToList();
|
||||
security_algo_provider = new AlgoProvider(conf_sets.Select(tup => tup.standard).ToList(), studio_model, dynamic_helper, security_auxiliary_model);
|
||||
attachable_algo_provider = new AttachableAlgoProvider(conf_sets.Select(tup => tup.attachable).ToList(), studio_model, dynamic_helper, security_auxiliary_model);
|
||||
}
|
||||
}
|
||||
|
||||
[Export]
|
||||
public IAlgoProvider security_algo_provider { get; }
|
||||
[Export]
|
||||
public IAttachableAlgoProvider attachable_algo_provider { get; }
|
||||
|
||||
static (string name, AlgoType factory, string dynamic) _get_type_data(AlgoType type, string dynamic_type = null) {
|
||||
string type_name = type.ToString();
|
||||
return (type_name, type, dynamic_type ?? type_name);
|
||||
}
|
||||
|
||||
static SecurityCriteriaClause _to_clause(bts.config.AlgoTypeContext context) =>
|
||||
context == null ?
|
||||
new SecurityCriteriaClause() :
|
||||
new SecurityCriteriaClause(
|
||||
exchanges: context.exchanges?.Select(EnumHelper.parse<Venue>)?.ToArray(),
|
||||
security_types: context.security_types?.Select(EnumHelper.parse<Security.ContractOneofCase>)?.Select(t => t.security_type())?.ToArray(),
|
||||
symbols: context.symbols?.ToArray());
|
||||
|
||||
static (SecurityAlgoTypeSetImmutable standard, SecurityAlgoTypeSetImmutable attachable) _to_security_algo_set(
|
||||
bts.config.AlgoTypeRule rule,
|
||||
DynamicOrderHelper dynamic_helper,
|
||||
IEnumerable<(string name, AlgoType factory, string dynamic)> algo_type_data) {
|
||||
//
|
||||
var factory_types = ImmutableHashSet<AlgoType>.Empty.ToBuilder();
|
||||
var dynamic_types = ImmutableHashSet<string>.Empty.ToBuilder();
|
||||
var attachable_factory_types = ImmutableHashSet<AlgoType>.Empty.ToBuilder();
|
||||
var attachable_dynamic_types = ImmutableHashSet<string>.Empty.ToBuilder();
|
||||
foreach (var a in rule.algos) {
|
||||
if (Enum.TryParse(a.name, out AlgoType sys_algo) && sys_algo != AlgoType.Composite && sys_algo != AlgoType.Dynamic) {
|
||||
on_sys_match(sys_algo, a.is_attachable);
|
||||
}
|
||||
else if (dynamic_helper.try_parse(a.name, out var dyn_type)) {
|
||||
on_dyn_match(dyn_type, a.is_attachable);
|
||||
} else {
|
||||
foreach (var (name, factory, dynamic) in algo_type_data) {
|
||||
if (Regex.Match(name, a.name).Success) {
|
||||
switch (factory) {
|
||||
case AlgoType.None:
|
||||
case AlgoType.Composite:
|
||||
// unexpected, but no need to crash
|
||||
continue;
|
||||
case AlgoType.Dynamic:
|
||||
on_dyn_match(dynamic, a.is_attachable);
|
||||
break;
|
||||
default:
|
||||
on_sys_match(factory, a.is_attachable);
|
||||
break;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
return (
|
||||
// standard
|
||||
new SecurityAlgoTypeSetImmutable(
|
||||
_to_clause(rule.context),
|
||||
new AlgoTypeSetImmutable(
|
||||
factory_types.ToImmutable(),
|
||||
dynamic_types.ToImmutable())),
|
||||
// attachable
|
||||
new SecurityAlgoTypeSetImmutable(
|
||||
_to_clause(rule.context),
|
||||
new AlgoTypeSetImmutable(
|
||||
attachable_factory_types.ToImmutable(),
|
||||
attachable_dynamic_types.ToImmutable())));
|
||||
|
||||
// local methods
|
||||
void on_sys_match(AlgoType sys_algo, bool is_attachable) {
|
||||
factory_types.Add(sys_algo);
|
||||
if (is_attachable)
|
||||
attachable_factory_types.Add(sys_algo);
|
||||
}
|
||||
void on_dyn_match(string dyn_algo, bool is_attachable) {
|
||||
dynamic_types.Add(dyn_algo);
|
||||
if (is_attachable)
|
||||
attachable_dynamic_types.Add(dyn_algo);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,132 +0,0 @@
|
||||
using bts.api.core;
|
||||
using bts.api.orderman;
|
||||
using mbts.spark.utilities;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Collections.Immutable;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Text;
|
||||
using AlgoType = bts.api.orderman.CustomOrderDefinition.CustomOneofCase;
|
||||
|
||||
namespace mbts.spark {
|
||||
readonly struct AlgoTypeSetImmutable {
|
||||
public static readonly AlgoTypeSetImmutable empty = new AlgoTypeSetImmutable(ImmutableHashSet<AlgoType>.Empty, ImmutableHashSet<string>.Empty);
|
||||
public readonly ImmutableHashSet<AlgoType> factory_types;
|
||||
public readonly ImmutableHashSet<string> dynamic_types;
|
||||
|
||||
public AlgoTypeSetImmutable(
|
||||
ImmutableHashSet<AlgoType> factory_types,
|
||||
ImmutableHashSet<string> dynamic_types) {
|
||||
this.factory_types = factory_types;
|
||||
this.dynamic_types = dynamic_types;
|
||||
}
|
||||
}
|
||||
|
||||
readonly struct SecurityAlgoTypeSetImmutable {
|
||||
public readonly SecurityCriteriaClause security_criteria;
|
||||
public readonly AlgoTypeSetImmutable algo_type_set;
|
||||
|
||||
public SecurityAlgoTypeSetImmutable(SecurityCriteriaClause security_criteria, AlgoTypeSetImmutable algo_type_set, CustomOrderDefinitionImmutable? default_algo = null) {
|
||||
this.security_criteria = security_criteria;
|
||||
this.algo_type_set = algo_type_set;
|
||||
}
|
||||
}
|
||||
|
||||
static class AlgoTypeSetExtensions {
|
||||
public static string fmt_diagnostic(this IEnumerable<SecurityAlgoTypeSetImmutable> rules, string line_delim = "\n") {
|
||||
var sb = new StringBuilder();
|
||||
int rule_count = 1;
|
||||
using (var en = rules.GetEnumerator()) {
|
||||
if (en.MoveNext()) {
|
||||
string line_delim_tab1 = line_delim + "\t";
|
||||
string line_delim_tab2 = line_delim + "\t\t";
|
||||
append_rule(en.Current);
|
||||
while (en.MoveNext()) {
|
||||
sb.AppendLine();
|
||||
append_rule(en.Current);
|
||||
}
|
||||
//
|
||||
void append_rule(SecurityAlgoTypeSetImmutable r) {
|
||||
sb.Append(line_delim + $"**RULE {rule_count++}**");
|
||||
sb.Append(line_delim_tab1);
|
||||
sb.Append("Security Criteria: ");
|
||||
sb.Append(r.security_criteria.is_defined ? string.Join("; ", r.security_criteria.fmt_diagnostic_msgs()) : "(Undefined)");
|
||||
sb.Append(line_delim_tab1);
|
||||
// Factory
|
||||
sb.Append("Factory Types:");
|
||||
sb.Append(line_delim_tab2);
|
||||
sb.Append(string.Join(line_delim_tab2, r.algo_type_set.factory_types));
|
||||
sb.Append(line_delim_tab1);
|
||||
// Dynamic
|
||||
sb.Append("Dynamic Types:");
|
||||
sb.Append(line_delim_tab2);
|
||||
sb.Append(string.Join(line_delim_tab2, r.algo_type_set.dynamic_types));
|
||||
}
|
||||
}
|
||||
}
|
||||
return sb.ToString();
|
||||
}
|
||||
|
||||
public static AlgoTypeSetImmutable intersect_with(this AlgoTypeSetImmutable a, AlgoTypeSetImmutable b) =>
|
||||
new AlgoTypeSetImmutable(a.factory_types.Intersect(b.factory_types), a.dynamic_types.Intersect(b.dynamic_types));
|
||||
|
||||
public static AlgoTypeSetImmutable union_with(this AlgoTypeSetImmutable a, AlgoTypeSetImmutable b) =>
|
||||
new AlgoTypeSetImmutable(a.factory_types.Union(b.factory_types), a.dynamic_types.Union(b.dynamic_types));
|
||||
|
||||
public static IEnumerable<AlgoData> define_algos(
|
||||
this AlgoTypeSetImmutable algo_set,
|
||||
DynamicOrderHelper dynamic_helper,
|
||||
Func<CustomOrderDefinitionImmutable, CustomOrderDefinitionImmutable> fit_to_type = null,
|
||||
uint display_qty_divisor = 1) =>
|
||||
//
|
||||
algo_set.factory_types
|
||||
.Select(algo_type => {
|
||||
var def = OrderDataHelper.Defaults.CustomOrderDefinitionImmutable(algo_type);
|
||||
if (fit_to_type != null)
|
||||
def = fit_to_type(def);
|
||||
// multiply quantity props by display qty divisor to get appropriate actual value
|
||||
if (display_qty_divisor > 1) {
|
||||
switch (def.CustomCase) {
|
||||
case AlgoType.Iceberg:
|
||||
var mdef = def.CloneToMutable();
|
||||
mdef.Iceberg.ShowQuantity *= display_qty_divisor;
|
||||
def = new CustomOrderDefinitionImmutable(mdef);
|
||||
break;
|
||||
}
|
||||
}
|
||||
return def;
|
||||
})
|
||||
.Concat(algo_set.dynamic_types.Select(dynamic_helper.create_custom_defi))
|
||||
.Select(AlgoData.from_custom_def);
|
||||
|
||||
public static ImmutableDictionary<AlgoKey, AlgoData> match_algos(
|
||||
this IEnumerable<SecurityAlgoTypeSetImmutable> security_algo_sets,
|
||||
SecurityCriteriaClause clause,
|
||||
DynamicOrderHelper dynamic_helper,
|
||||
Func<CustomOrderDefinitionImmutable, CustomOrderDefinitionImmutable> fit_to_type = null,
|
||||
uint display_qty_divisor = 1) {
|
||||
//
|
||||
ImmutableDictionary<AlgoKey, AlgoData> rv = null;
|
||||
foreach (var set in security_algo_sets) {
|
||||
if (!clause.is_subset_of(set.security_criteria)) {
|
||||
continue;
|
||||
} else if (rv == null) {
|
||||
rv = ImmutableDictionary.CreateRange(
|
||||
set.algo_type_set.define_algos(dynamic_helper, fit_to_type, display_qty_divisor)
|
||||
.Select(a => new KeyValuePair<AlgoKey, AlgoData>(a.key, a)));
|
||||
} else {
|
||||
foreach (var kv in rv) {
|
||||
if (kv.Value.value.CustomCase == AlgoType.Dynamic) {
|
||||
if (!set.algo_type_set.dynamic_types.Contains(kv.Value.value.Dynamic.DynamicOrderType))
|
||||
rv = rv.Remove(kv.Key);
|
||||
} else if (!set.algo_type_set.factory_types.Contains(kv.Value.value.CustomCase))
|
||||
rv = rv.Remove(kv.Key);
|
||||
}
|
||||
}
|
||||
}
|
||||
return rv ?? ImmutableDictionary<AlgoKey, AlgoData>.Empty;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,234 +0,0 @@
|
||||
using bts.api;
|
||||
using bts.api.core;
|
||||
using bts.api.orderman;
|
||||
using bts.utils;
|
||||
using mbts.spark.utilities;
|
||||
using mbts.ui.utility;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Collections.Immutable;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
|
||||
namespace mbts.spark {
|
||||
interface IAlgoProvider {
|
||||
AlgoTypeSetImmutable get_permitted_algos(SecurityImmutable security);
|
||||
AlgoTypeSetImmutable get_permitted_algos(SecurityCriteriaClause clause);
|
||||
IObservable<TableUpdate<AlgoData, AlgoKey>> subscribe_algos();
|
||||
IObservable<TableUpdate<AlgoData, AlgoKey>> subscribe_algos(SecurityImmutable security);
|
||||
IObservable<TableUpdate<AlgoData, AlgoKey>> subscribe_algos(SecurityCriteriaClause clause);
|
||||
}
|
||||
|
||||
// This interface is used to distinguish the attachable algo provider
|
||||
// from the standard one wrt MEF export/import.
|
||||
interface IAttachableAlgoProvider : IAlgoProvider { }
|
||||
|
||||
class AlgoProvider : IAlgoProvider {
|
||||
readonly IEnumerable<SecurityAlgoTypeSetImmutable> _security_algo_types;
|
||||
readonly IAlgoStudioModel _studio_model;
|
||||
readonly ISecurityAuxiliaryDataModel _security_auxiliary_model;
|
||||
readonly IObservable<TableUpdate<AlgoData, AlgoKey>> _studio_algos_source;
|
||||
readonly DynamicOrderHelper _dynamic_helper;
|
||||
readonly AlgoTypeSetImmutable _full_set;
|
||||
|
||||
public AlgoProvider(IEnumerable<SecurityAlgoTypeSetImmutable> algo_sets, IAlgoStudioModel studio_model, DynamicOrderHelper dynamic_helper, ISecurityAuxiliaryDataModel security_auxiliary_model) {
|
||||
_security_algo_types = algo_sets;
|
||||
_studio_model = studio_model;
|
||||
_dynamic_helper = dynamic_helper;
|
||||
_full_set = new AlgoTypeSetImmutable(
|
||||
ImmutableHashSet.CreateRange(
|
||||
EnumHelper.get_values_except(CustomOrderDefinition.CustomOneofCase.None, CustomOrderDefinition.CustomOneofCase.Dynamic, CustomOrderDefinition.CustomOneofCase.Composite)),
|
||||
ImmutableHashSet.CreateRange(dynamic_helper.dynamic_types));
|
||||
_security_auxiliary_model = security_auxiliary_model;
|
||||
/// initialize <see cref="_studio_algos_source"/> with an empty table, so the
|
||||
/// <see cref="UpdateExtensions.AppendTable{T, TKey}(IObservable{TableUpdate{T, TKey}}, IEnumerable{T})"/>
|
||||
/// calls made by the 'subscribe_algos' methods will fire at least once, even if the underlying
|
||||
/// studio algos stream is empty have been created (this would be the case if the user had not yet created any studio algos).
|
||||
/// <see cref="subscribe_algos"/>,
|
||||
/// <see cref="subscribe_algos(SecurityCriteriaClause)"/>,
|
||||
/// <see cref="subscribe_algos(SecurityImmutable)"/>
|
||||
_studio_algos_source = studio_model.definitions
|
||||
.StartWith(TableUpdate<AlgoData, AlgoKey>.mk_empty(AlgoData.key_fn))
|
||||
.Cache();
|
||||
}
|
||||
|
||||
public AlgoTypeSetImmutable get_permitted_algos(SecurityImmutable security) =>
|
||||
_security_algo_types.Where(p => p.security_criteria.includes(security))
|
||||
.Select(sec_algos => sec_algos.algo_type_set)
|
||||
.Aggregate(_full_set, (result, algos) => result.intersect_with(algos));
|
||||
|
||||
public AlgoTypeSetImmutable get_permitted_algos(SecurityCriteriaClause clause) =>
|
||||
_security_algo_types.Where(p => p.security_criteria.is_subset_of(clause))
|
||||
.Select(sec_algos => sec_algos.algo_type_set)
|
||||
.Aggregate(_full_set, (result, algos) => result.intersect_with(algos));
|
||||
|
||||
public IObservable<TableUpdate<AlgoData, AlgoKey>> subscribe_algos() =>
|
||||
_studio_algos_source
|
||||
.AppendTable(_security_algo_types
|
||||
.Select(s => s.algo_type_set)
|
||||
.Aggregate(AlgoTypeSetImmutable.empty, (a, b) => a.union_with(b))
|
||||
.define_algos(_dynamic_helper));
|
||||
|
||||
public IObservable<TableUpdate<AlgoData, AlgoKey>> subscribe_algos(SecurityCriteriaClause security_clause) {
|
||||
var system_algos = _security_algo_types.match_algos(
|
||||
security_clause,
|
||||
_dynamic_helper,
|
||||
def => _fit_to_type(def, security_clause, _security_algo_types));
|
||||
|
||||
return _studio_algos_source.Select(
|
||||
a => (algo: a, fitted_def: _fit_to_type(a.value, security_clause, _security_algo_types)),
|
||||
tup => tup.algo.key)
|
||||
.Select(tup => AlgoData.create(tup.fitted_def, tup.algo.name, tup.algo.key), a => a.key)
|
||||
.AppendTable(system_algos.Values);
|
||||
}
|
||||
|
||||
public IObservable<TableUpdate<AlgoData, AlgoKey>> subscribe_algos(SecurityImmutable security) {
|
||||
var clause = new SecurityCriteriaClause(
|
||||
exchanges: new[] { security.Exchange },
|
||||
security_types: new[] { security.security_type() });
|
||||
// i.e., non-studio algos
|
||||
var system_algos = _security_algo_types.match_algos(
|
||||
clause,
|
||||
_dynamic_helper,
|
||||
def => _fit_to_type(def, security, _security_algo_types),
|
||||
_security_auxiliary_model.get_display_quantity_divisor(security));
|
||||
|
||||
return _studio_algos_source.Select(
|
||||
a => (algo: a, fitted_def: _fit_to_type(a.value, security, _security_algo_types)),
|
||||
tup => tup.algo.key)
|
||||
// filter out algos that use an unsupported root, because this would have the effect of duplicating the default algo
|
||||
// (e.g., GlbxIceberg orders would be converted to Limit/Spreader orders for non-Glbx securities).
|
||||
.Filter(tup => tup.fitted_def.actual().CustomCase == tup.algo.value.actual().CustomCase, tup => tup.algo.key)
|
||||
.Select(tup => AlgoData.create(tup.fitted_def, tup.algo.name, tup.algo.key), AlgoData.key_fn)
|
||||
.AppendTable(system_algos.Values);
|
||||
}
|
||||
|
||||
protected virtual void assign_fallback_algo(CustomOrderDefinition mdef, SecurityCriteriaClause security_clause) {
|
||||
if (security_clause.security_types.empty_if_null().Contains(Security.ContractOneofCase.Synthetic.security_type())) {
|
||||
mdef.Spreader = new SpreaderOrderDefinition();
|
||||
} else {
|
||||
mdef.Limit = new LimitOrderDefinition();
|
||||
}
|
||||
}
|
||||
|
||||
protected virtual void assign_fallback_algo(CustomOrderDefinition mdef, SecurityImmutable security) {
|
||||
if (security.ContractCase == Security.ContractOneofCase.Synthetic) {
|
||||
mdef.Spreader = new SpreaderOrderDefinition {
|
||||
Security = security.CloneToMutable()
|
||||
};
|
||||
} else {
|
||||
mdef.Limit = new LimitOrderDefinition();
|
||||
}
|
||||
}
|
||||
|
||||
CustomOrderDefinitionImmutable _fit_to_type(CustomOrderDefinitionImmutable defi, SecurityCriteriaClause security_clause, IEnumerable<SecurityAlgoTypeSetImmutable> algo_sets) {
|
||||
var mroot = defi.CloneToMutable();
|
||||
if (_fit_to_type(mroot, security_clause, algo_sets)) {
|
||||
defi = new CustomOrderDefinitionImmutable(mroot);
|
||||
}
|
||||
return defi;
|
||||
}
|
||||
|
||||
CustomOrderDefinitionImmutable _fit_to_type(CustomOrderDefinitionImmutable defi, SecurityImmutable security, IEnumerable<SecurityAlgoTypeSetImmutable> algo_sets) {
|
||||
var mroot = defi.CloneToMutable();
|
||||
if (_fit_to_type(mroot, security, algo_sets)) {
|
||||
defi = new CustomOrderDefinitionImmutable(mroot);
|
||||
}
|
||||
return defi;
|
||||
}
|
||||
|
||||
bool _fit_to_type(CustomOrderDefinition mdef, SecurityCriteriaClause security_clause, IEnumerable<SecurityAlgoTypeSetImmutable> algo_sets) {
|
||||
while (mdef.CustomCase == CustomOrderDefinition.CustomOneofCase.Composite)
|
||||
mdef = mdef.Composite.Definition;
|
||||
var sec_sets = algo_sets.Where(s => security_clause.is_subset_of(s.security_criteria));
|
||||
if (mdef.CustomCase == CustomOrderDefinition.CustomOneofCase.Dynamic) {
|
||||
if (!algo_sets.All(s => s.algo_type_set.dynamic_types.Contains(mdef.Dynamic.DynamicOrderType))) {
|
||||
assign_fallback_algo(mdef, security_clause);
|
||||
return true;
|
||||
}
|
||||
} else if (!sec_sets.All(s => s.algo_type_set.factory_types.Contains(mdef.CustomCase))) {
|
||||
assign_fallback_algo(mdef, security_clause);
|
||||
return true;
|
||||
}
|
||||
return OrderDataHelper.get_child_algo_data(mdef).Count(cad => _fit_to_type(cad.get_child(mdef), security_clause, algo_sets)) > 0;
|
||||
}
|
||||
|
||||
bool _fit_to_type(CustomOrderDefinition mdef, SecurityImmutable security, IEnumerable<SecurityAlgoTypeSetImmutable> algo_sets) {
|
||||
while (mdef.CustomCase == CustomOrderDefinition.CustomOneofCase.Composite)
|
||||
mdef = mdef.Composite.Definition;
|
||||
var sec_sets = algo_sets.Where(s => s.security_criteria.includes(security));
|
||||
if (mdef.CustomCase == CustomOrderDefinition.CustomOneofCase.Dynamic) {
|
||||
if (!sec_sets.All(s => s.algo_type_set.dynamic_types.Contains(mdef.Dynamic.DynamicOrderType))) {
|
||||
assign_fallback_algo(mdef, security);
|
||||
return true;
|
||||
}
|
||||
} else if (!sec_sets.All(s => s.algo_type_set.factory_types.Contains(mdef.CustomCase))) {
|
||||
assign_fallback_algo(mdef, security);
|
||||
return true;
|
||||
}
|
||||
return OrderDataHelper.get_child_algo_data(mdef).Count(cad => _fit_to_type(cad.get_child(mdef), security, algo_sets)) > 0;
|
||||
}
|
||||
}
|
||||
|
||||
class AttachableAlgoProvider : AlgoProvider, IAttachableAlgoProvider {
|
||||
public AttachableAlgoProvider(IEnumerable<SecurityAlgoTypeSetImmutable> algo_sets, IAlgoStudioModel studio_model, DynamicOrderHelper dynamic_helper, ISecurityAuxiliaryDataModel security_auxiliary_model)
|
||||
: base(algo_sets, studio_model, dynamic_helper, security_auxiliary_model) { }
|
||||
|
||||
// arbitrarily assign LimitOrderDefinition (this is just a placeholder; the real child is the attach target algo).
|
||||
// Note: although 'None' might seem approrpriate, the server requires a valid definition (perhaps this will change in the future).
|
||||
protected override void assign_fallback_algo(CustomOrderDefinition mdef, SecurityCriteriaClause security_clause) =>
|
||||
mdef.Limit = new LimitOrderDefinition();
|
||||
|
||||
// arbitrarily assign LimitOrderDefinition (this is just a placeholder; the real child is the attach target algo).
|
||||
// Note: although 'None' might seem approrpriate, the server requires a valid definition (perhaps this will change in the future).
|
||||
protected override void assign_fallback_algo(CustomOrderDefinition mdef, SecurityImmutable security) =>
|
||||
mdef.Limit = new LimitOrderDefinition();
|
||||
}
|
||||
|
||||
static class AlgoProviderExtensions {
|
||||
// This stream filters out composite algos that are not subsets of the non-composite algo types in the table
|
||||
// (normally, such composites are 'auto-fit,' meaning the algo nodes that are not part of the set are replaced with ones that are).
|
||||
// For example, consider a composite algo the following structure: Offset -> GlbxIceberg.
|
||||
// If an update arrives with these noncomposite types: "Iceberg, Limit, Market," that composite algo is not a subset of the non-composite algo types,
|
||||
// because GlbxIceberg is not in the table, so it would only be added to the table if/when GlbxIceberg arrives.
|
||||
public static IObservable<TableUpdate<AlgoData, AlgoKey>> subscribe_complete_algos(this IAlgoProvider algo_provider, bool allow_undefined_child = false) =>
|
||||
subscribe_complete_algos(algo_provider.subscribe_algos(), allow_undefined_child);
|
||||
|
||||
public static IObservable<TableUpdate<AlgoData, AlgoKey>> subscribe_complete_algos(IObservable<TableUpdate<AlgoData, AlgoKey>> source, bool allow_undefined_child = false) =>
|
||||
Observable.Create<TableUpdate<AlgoData, AlgoKey>>(o => {
|
||||
var last_out = TableUpdate<AlgoData, AlgoKey>.mk_empty(AlgoData.key_fn);
|
||||
var incomplete_composites = ImmutableHashSet<AlgoData>.Empty;
|
||||
return source.Subscribe(table => {
|
||||
var bd = last_out.to_builder();
|
||||
foreach (var algo in incomplete_composites.Where(a => _validate_algo_structure(a.value, table.state, allow_undefined_child))) {
|
||||
incomplete_composites = incomplete_composites.Remove(algo);
|
||||
bd.add_or_update(algo);
|
||||
}
|
||||
foreach (var a in table.removed.Concat(table.changes.Old()))
|
||||
bd.remove(a.key);
|
||||
foreach (var a in table.added.Concat(table.changed)) {
|
||||
if (_validate_algo_structure(a.value, table.state, allow_undefined_child)) {
|
||||
bd.add_or_update(a);
|
||||
} else {
|
||||
incomplete_composites = incomplete_composites.Add(a);
|
||||
}
|
||||
}
|
||||
o.OnNext(last_out = bd.to_table());
|
||||
});
|
||||
});
|
||||
|
||||
static bool _validate_algo_structure(CustomOrderDefinitionImmutable custom_def, IReadOnlyDictionary<AlgoKey, AlgoData> allowed_algo_parts, bool allow_undefined_child) =>
|
||||
OrderDataHelper.enumerate_algo_structure(custom_def)
|
||||
.Select((algo_node, index) =>
|
||||
// None is an acceptable algo type as long as it's not the root algo (i.e., index > 0)
|
||||
(index > 0 && allow_undefined_child && algo_node.type == CustomOrderDefinition.CustomOneofCase.None) || _is_part_contained(algo_node, allowed_algo_parts))
|
||||
.All();
|
||||
|
||||
static bool _is_part_contained((CustomOrderDefinition.CustomOneofCase type, string dyn, uint studio_id, uint spreader_sec) structure, IReadOnlyDictionary<AlgoKey, AlgoData> state) =>
|
||||
structure.type == CustomOrderDefinition.CustomOneofCase.Composite ||
|
||||
structure.type == CustomOrderDefinition.CustomOneofCase.Dynamic ?
|
||||
state.ContainsKey(AlgoKey.from_dynamic_type(structure.dyn)) :
|
||||
state.ContainsKey(AlgoKey.from_known_type(structure.type));
|
||||
}
|
||||
}
|
||||
@@ -115,7 +115,7 @@ namespace mbts.ui.shell
|
||||
{
|
||||
try
|
||||
{
|
||||
string path = Environment.GetFolderPath(Environment.SpecialFolder.ApplicationData) + "\\BTS\\stunnel\\";
|
||||
var path = Environment.GetFolderPath(Environment.SpecialFolder.ApplicationData) + "\\BTS\\stunnel\\";
|
||||
if (File.Exists(path + "config\\stunnel.conf"))
|
||||
{
|
||||
uint job_error = BTSUINativeMethods.setup_process_job_object();
|
||||
@@ -124,15 +124,6 @@ namespace mbts.ui.shell
|
||||
kill_stunnel();
|
||||
start_stunnel(path, job_error);
|
||||
}
|
||||
path = AppDomain.CurrentDomain.BaseDirectory + "\\..\\stunnel\\";
|
||||
if (File.Exists(path + "config\\stunnel.conf"))
|
||||
{
|
||||
uint job_error = BTSUINativeMethods.setup_process_job_object();
|
||||
//if we can't put this process and stunnel into a job, try to stop stunnel then restart
|
||||
if (job_error != 0)
|
||||
kill_stunnel();
|
||||
start_stunnel(path, job_error);
|
||||
}
|
||||
}
|
||||
catch(Exception ex)
|
||||
{
|
||||
|
||||
@@ -27,7 +27,6 @@ namespace mbts.ui {
|
||||
CheckMarkGeometryKey = nameof(CheckMarkGeometryKey),
|
||||
CopyWFGeometryKey = nameof(CopyWFGeometryKey),
|
||||
CopyBoxesGeometryKey = nameof(CopyBoxesGeometryKey),
|
||||
CurrencyExchangeGeometryKey = nameof(CurrencyExchangeGeometryKey),
|
||||
DataEditGeometryKey = nameof(DataEditGeometryKey),
|
||||
DetachAlgosKey = nameof(DetachAlgosKey),
|
||||
DiskGeometryKey = nameof(DiskGeometryKey),
|
||||
@@ -162,7 +161,6 @@ namespace mbts.ui {
|
||||
public static ImageSource Clock { get { return load_resource_and_freeze("Clock"); } }
|
||||
public static ImageSource CopyWF => create_icon(CopyWFGeometryKey);
|
||||
public static ImageSource CopyBoxes => create_icon(CopyBoxesGeometryKey, null, _copy_boxes_pen);
|
||||
public static ImageSource CurrencyExchange => create_icon(CurrencyExchangeGeometryKey);
|
||||
public static ImageSource DataEdit => create_icon(DataEditGeometryKey);
|
||||
public static ImageSource Defrag { get { return load_resource_and_freeze("Defrag"); } }
|
||||
public static ImageSource DetachAlgos => create_icon_and_rotate(DetachAlgosKey, Brushes.Red);
|
||||
|
||||
@@ -62,10 +62,6 @@
|
||||
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.CurrencyExchangeGeometryKey}">
|
||||
M0,24L15.324005,24C16.042007,24.785004,16.875,25.460999,17.800003,26L2,26 2,30 23.087997,30 23.087006,27.424988C23.771011,27.423004,24.439011,27.352997,25.085999,27.225983L25.085999,30C25.085999,31.10199,24.189011,32,23.085999,32L2,32C0.89700317,32,0,31.10199,0,30z M22.484015,13.026998L23.475018,13.026998 23.475018,13.856997C24.151018,13.885996,24.605021,14.016996,24.93902,14.167996L24.646021,15.233995C24.38302,15.129995 23.919018,14.912995 23.191017,14.912995 22.535015,14.912995 22.323015,15.176995 22.323015,15.440995 22.323015,15.751994 22.676016,15.950994 23.535017,16.251994 24.73702,16.647994 25.222021,17.166993 25.222021,18.015992 25.222021,18.854991 24.58502,19.571991 23.424017,19.759991L23.424017,20.72199 22.434015,20.72199 22.434015,19.825991C21.757013,19.797991,21.101011,19.627991,20.71701,19.420991L21.019012,18.317992C21.444014,18.533992 22.040014,18.731992 22.697016,18.731992 23.272017,18.731992 23.666018,18.524992 23.666018,18.147992 23.666018,17.788992 23.343018,17.562993 22.596016,17.326993 21.515013,16.987993 20.777012,16.516994 20.777012,15.601995 20.777012,14.771996 21.404013,14.119996 22.484015,13.922997z M0.065009117,12.384011L13.628021,12.384011C13.320021,13.018011,13.075021,13.687011,12.89902,14.384011L2.065011,14.384011 2.065011,18.384011 12.68002,18.384011C12.77602,19.075011,12.93702,19.743011,13.16102,20.384011L0.065009117,20.384011z M23.060013,10.460008C19.480015,10.460008 16.568016,13.368006 16.568016,16.943003 16.568016,20.519001 19.480015,23.426999 23.060013,23.427 26.640011,23.426999 29.55201,20.519001 29.55201,16.943003 29.55201,13.368006 26.640011,10.460008 23.060013,10.460008z M23.060013,8.4600086C27.74201,8.4600086 31.552008,12.266006 31.552008,16.943003 31.552008,21.621 27.74201,25.426998 23.060013,25.426998 18.378014,25.426998 14.568016,21.621 14.568016,16.943003 14.568016,12.266006 18.378014,8.4600086 23.060013,8.4600086z M2.0000181,2L2.0000181,6 23.08602,6 23.08602,2z M2.0000181,0L23.08602,0C24.18902,0,25.08602,0.89699936,25.08602,2L25.08602,6.6599998C24.430019,6.5310001 23.753019,6.4599991 23.060019,6.4599991 21.06402,6.4599991 19.20402,7.0300007 17.614019,8L1.8119812E-05,8 1.8119812E-05,2C1.8066406E-05,0.89699936,0.89701813,0,2.0000181,0z
|
||||
</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>
|
||||
@@ -280,7 +276,6 @@
|
||||
m464.867188 0c-25.988282 0-47.132813 21.144531-47.132813 47.132812v313.75c0 49.324219 11.660156 98.710938 33.71875 142.824219 2.539063 5.082031 7.734375 8.292969 13.414063 8.292969 5.683593 0 10.875-3.210938 13.417968-8.292969 22.054688-44.113281 33.714844-93.503906 33.714844-142.824219v-313.75c0-25.988281-21.144531-47.132812-47.132812-47.132812zm0 30c9.445312 0 17.132812 7.6875 17.132812 17.132812v33.199219h-34.265625v-33.199219c0-9.445312 7.683594-17.132812 17.132813-17.132812zm17.132812 323.46875h-34.265625v-243.136719h34.265625zm-17.132812 105.4375c-8.71875-24.277344-14.1875-49.734375-16.222657-75.4375h32.445313c-2.035156 25.707031-7.507813 51.160156-16.222656 75.4375zm0 0
|
||||
</sys:String>
|
||||
</x:Array>
|
||||
|
||||
<sys:String x:Key="{x:Static mbts:Icons.CheckMarkGeometryKey}">
|
||||
F1M9.97498,1.22334L4.6983,9.09834 4.52164,9.09834 0,5.19331 1.27664,3.52165 4.255,6.08833 8.33331,1.52588E-05 9.97498,1.22334z
|
||||
</sys:String>
|
||||
|
||||
@@ -17,7 +17,7 @@ namespace bts.shell {
|
||||
class MarketShellModule : IShellModule {
|
||||
[ImportingConstructor]
|
||||
public MarketShellModule(IBus bus, MDConsumer consumer, UserSettingsHub settings_hub, OrdersModel orders_model) {
|
||||
_tsf = new TimeAndSalesWindowFactory(this, bus, consumer, settings_hub, orders_model.security_auxiliary_model);
|
||||
_tsf = new TimeAndSalesWindowFactory(this, bus, consumer, settings_hub);
|
||||
_mvf = new MarketViewWindowFactory(this, bus, settings_hub, orders_model);
|
||||
}
|
||||
|
||||
|
||||
@@ -1,12 +1,10 @@
|
||||
using bts.api;
|
||||
using bts.api.orderman;
|
||||
using bts.collections;
|
||||
using bts.utils;
|
||||
using mbts.co2;
|
||||
using mbts.spark.utilities;
|
||||
using mbts.ui;
|
||||
using mbts.ui.controls;
|
||||
using mbts.ui.shell;
|
||||
using mbts.ui.spark;
|
||||
using mbts.ui.utility;
|
||||
using mbts.utils;
|
||||
@@ -26,6 +24,7 @@ namespace mbts.spark {
|
||||
readonly AnimationManager _animation = new AnimationManager();
|
||||
readonly ObservableCollection<OrderRecordImmutable> _orders = new ObservableCollection<OrderRecordImmutable>();
|
||||
readonly ObservableFilterCollection<OrderRecordImmutable> _working_orders, _working_bids, _working_asks;
|
||||
readonly string _security_text, _security_key_text;
|
||||
readonly Property<double> _bid_price, _ask_price, _last_price, _day_change, _settlement, _session_high, _session_low;
|
||||
readonly Property<bool> _last_price_from_spread;
|
||||
readonly CellProperty<int> _position;
|
||||
@@ -34,51 +33,48 @@ namespace mbts.spark {
|
||||
readonly CellProperty<bool> _inside_bids, _inside_asks;
|
||||
readonly CellProperty<int> _working_bid_volume, _working_ask_volume;
|
||||
readonly CellProperty<double> _working_best_bid, _working_best_ask;
|
||||
readonly CellProperty<string> _working_bids_text, _working_asks_text;
|
||||
readonly MyOrderSummarizer _order_summarizer = new MyOrderSummarizer();
|
||||
readonly MDDisplayHelper.SizeFormatter _size_formatter = MDDisplayHelper.get_formatter(MarketSizeDisplay.get_default());
|
||||
PropertyAutoWrapper<uint, uint>
|
||||
_bid_direct_size,
|
||||
_bid_implied_size,
|
||||
_bid_merged_size,
|
||||
_ask_direct_size,
|
||||
_ask_implied_size,
|
||||
_ask_merged_size;
|
||||
Property<uint> _bid_direct_size, _bid_merged_size, _ask_direct_size, _ask_merged_size;
|
||||
double _raw_day_position;
|
||||
string _bid_merged_size_text, _ask_merged_size_text;
|
||||
ulong _bbo_ref, _last_ref;
|
||||
uint? _display_qty_divisor_backing;
|
||||
|
||||
public Row(IBus bus, SecurityMD smd, OrdersModel orders_model) : base(smd) {
|
||||
_bus = bus;
|
||||
_orders_model = orders_model;
|
||||
_security_text = smd.security.ToString();
|
||||
_security_key_text = security_key.ToString();
|
||||
string format_price(double price) => security.ContractSpec.format(price);
|
||||
_position = new CellProperty<int>(this, nameof(position), fmt_display_qty_int);
|
||||
_position = new CellProperty<int>(this, nameof(position), 0);
|
||||
_bid_price = backing(nameof(bid_price), double.NaN);
|
||||
_ask_price = backing(nameof(ask_price), double.NaN);
|
||||
_last_price = backing(nameof(last_price), double.NaN);
|
||||
_last_size = new CellProperty<uint>(this, nameof(last_size), fmt_display_qty_uint);
|
||||
_last_size = new CellProperty<uint>(this, nameof(last_size), 0);
|
||||
_day_change = backing(nameof(day_change), double.NaN);
|
||||
_session_low = backing(nameof(session_low), double.NaN);
|
||||
_session_high = backing(nameof(session_high), double.NaN);
|
||||
_last_price_from_spread = backing(nameof(last_price_from_spread), false);
|
||||
_settlement = backing(nameof(settlement), double.NaN);
|
||||
_volume = new CellProperty<ulong>(this, nameof(volume), fmt_display_qty_ulong, 0);
|
||||
_volume = new CellProperty<ulong>(this, nameof(volume), 0);
|
||||
_inside_bids = new CellProperty<bool>(this, nameof(inside_bids));
|
||||
_inside_asks = new CellProperty<bool>(this, nameof(inside_asks));
|
||||
_working_bid_volume = new CellProperty<int>(this, nameof(working_bid_volume));
|
||||
_working_ask_volume = new CellProperty<int>(this, nameof(working_ask_volume));
|
||||
//
|
||||
_bid_direct_size = backing(nameof(bid_direct_size), 0u, convert_display_qty_uint);
|
||||
_bid_implied_size = backing(nameof(bid_implied_size), 0u, convert_display_qty_uint);
|
||||
_bid_merged_size = backing(nameof(bid_merged_size), 0u, convert_display_qty_uint);
|
||||
_ask_direct_size = backing(nameof(ask_direct_size), 0u, convert_display_qty_uint);
|
||||
_ask_implied_size = backing(nameof(ask_implied_size), 0u, convert_display_qty_uint);
|
||||
_ask_merged_size = backing(nameof(ask_merged_size), 0u, convert_display_qty_uint);
|
||||
_bid_direct_size = backing(nameof(bid_direct_size), default(uint));
|
||||
_bid_merged_size = backing(nameof(bid_merged_size), default(uint));
|
||||
_ask_direct_size = backing(nameof(ask_direct_size), default(uint));
|
||||
_ask_merged_size = backing(nameof(ask_merged_size), default(uint));
|
||||
//
|
||||
_working_orders = new ObservableFilterCollection<OrderRecordImmutable>(_orders, o => o.is_active());
|
||||
_working_bids = new ObservableFilterCollection<OrderRecordImmutable>(_working_orders, o => o.Def.Side == Side.Buy);
|
||||
_working_asks = new ObservableFilterCollection<OrderRecordImmutable>(_working_orders, o => o.Def.Side == Side.Sell);
|
||||
_working_best_bid = new CellProperty<double>(this, nameof(working_best_bid), format_price, double.NaN);
|
||||
_working_best_ask = new CellProperty<double>(this, nameof(working_best_ask), format_price, double.NaN);
|
||||
_working_bids_text = new CellProperty<string>(this, nameof(working_bids_text), string.Empty);
|
||||
_working_asks_text = new CellProperty<string>(this, nameof(working_asks_text), string.Empty);
|
||||
//
|
||||
default_command = new DelegateCommand(_show_ladder);
|
||||
bid_price_click = new DelegateCommand(() => _show_order_ticket(MarketViewView.Columns.Bid));
|
||||
@@ -94,45 +90,17 @@ namespace mbts.spark {
|
||||
_animation.AnimationsChanged += on_animations_changed;
|
||||
void on_animations_changed() => RaisePropertyChanged(nameof(animations));
|
||||
_dispose = Disposable.Create(
|
||||
attach_prop_changed_cb(_bid_direct_size, mk_echo_prop_changed_cb<(uint,uint)>(nameof(bid_direct_size_text))),
|
||||
attach_prop_changed_cb(_bid_implied_size, mk_echo_prop_changed_cb<(uint,uint)>(nameof(bid_implied_size_text))),
|
||||
attach_prop_changed_cb(_bid_merged_size, mk_echo_prop_changed_cb<(uint,uint)>(nameof(bid_merged_size_text))),
|
||||
attach_prop_changed_cb(_ask_direct_size, mk_echo_prop_changed_cb<(uint,uint)>(nameof(ask_direct_size_text))),
|
||||
attach_prop_changed_cb(_ask_implied_size, mk_echo_prop_changed_cb<(uint,uint)>(nameof(ask_implied_size_text))),
|
||||
attach_prop_changed_cb(_ask_merged_size, mk_echo_prop_changed_cb<(uint,uint)>(nameof(ask_merged_size_text))),
|
||||
_orders_model.on_security_root_orders(security.Id).OnDispatcher().Subscribe(_on_orders),
|
||||
_position.OnDispatcher().Subscribe(v => _animation.animate_position(v.newval > v.oldval)),
|
||||
_orders_model.on_security_positions(security.Id).OnDispatcher().Subscribe(t => {
|
||||
if (Set(ref _raw_day_position, t.state.Values.Sum(p => p.Item2.raw_day_pos()), nameof(raw_day_position))) {
|
||||
RaisePropertyChanged(nameof(raw_day_position_text));
|
||||
if (Set(ref _raw_day_position, t.state.Values.Sum(p => p.Item2.raw_day_pos()), nameof(raw_day_position)))
|
||||
raise_invalidated();
|
||||
}
|
||||
}),
|
||||
_inside_bids.OnDispatcher().Subscribe(v => _animation.animate_working_bids_inside(v.newval)),
|
||||
_inside_asks.OnDispatcher().Subscribe(v => _animation.animate_working_asks_inside(v.newval)),
|
||||
_day_change.OnDispatcher().Subscribe(v => _animation.animate_day_change(v.newval > v.oldval)),
|
||||
Disposable.Create(() => _animation.AnimationsChanged -= on_animations_changed)
|
||||
);
|
||||
|
||||
uint convert_display_qty_uint(uint value) =>
|
||||
value.safe_divide(_display_qty_divisor);
|
||||
|
||||
string fmt_display_qty_int(int value) =>
|
||||
value.safe_divide(_display_qty_divisor).ToString();
|
||||
|
||||
string fmt_display_qty_uint(uint value) =>
|
||||
value.safe_divide(_display_qty_divisor).ToString();
|
||||
|
||||
string fmt_display_qty_ulong(ulong value) =>
|
||||
value.safe_divide(_display_qty_divisor).ToString();
|
||||
|
||||
PropertyChange<T> mk_echo_prop_changed_cb<T>(params string[] props) =>
|
||||
(oldval, newval) => RaisePropertyChanged(props);
|
||||
|
||||
IDisposable attach_prop_changed_cb<TView, TModel>(PropertyAutoWrapper<TModel, TView> prop, PropertyChange<(TModel, TView)> callback) {
|
||||
prop.changed += callback;
|
||||
return Disposable.Create(() => prop.changed -= callback);
|
||||
}
|
||||
}
|
||||
|
||||
public event Action invalidated;
|
||||
@@ -141,63 +109,32 @@ namespace mbts.spark {
|
||||
public bool inside_bids => _inside_bids.value;
|
||||
public bool inside_asks => _inside_asks.value;
|
||||
public int position => _position.value;
|
||||
public string position_text => _position.text;
|
||||
public double raw_day_position => _raw_day_position;
|
||||
public string raw_day_position_text => SparkUtils.fmt_position(_raw_day_position.safe_divide(_display_qty_divisor));
|
||||
public double last_price => _last_price.Value;
|
||||
public bool last_price_from_spread => _last_price_from_spread.Value;
|
||||
public uint last_size => _last_size.value;
|
||||
public string last_size_text => _last_size.text;
|
||||
// bid price/size
|
||||
public double bid_price => _bid_price.Value;
|
||||
public uint bid_direct_size => _bid_direct_size.model;
|
||||
public uint bid_implied_size => _bid_merged_size.model - _bid_direct_size.model;
|
||||
public uint bid_merged_size => _bid_merged_size.model;
|
||||
// bid size text
|
||||
public string bid_direct_size_text => _bid_direct_size.view.ToString();
|
||||
public string bid_implied_size_text => _bid_implied_size.view.ToString();
|
||||
public string bid_merged_size_text => _bid_merged_size.view.ToString();
|
||||
// ask price/size
|
||||
public uint bid_direct_size => _bid_direct_size.Value;
|
||||
public uint bid_implied_size => _bid_merged_size.Value - _bid_direct_size.Value;
|
||||
public uint bid_merged_size => _bid_merged_size.Value;
|
||||
public string bid_merged_size_text => _bid_merged_size_text ?? (_bid_merged_size_text = _size_formatter(_bid_merged_size.Value, bid_implied_size));
|
||||
public double ask_price => _ask_price.Value;
|
||||
public uint ask_direct_size => _ask_direct_size.model;
|
||||
public uint ask_implied_size => _ask_implied_size.model;
|
||||
public uint ask_merged_size => _ask_merged_size.model;
|
||||
// ask size text
|
||||
public string ask_direct_size_text => _ask_direct_size.view.ToString();
|
||||
public string ask_implied_size_text => _ask_implied_size.view.ToString();
|
||||
public string ask_merged_size_text => _ask_merged_size.view.ToString();
|
||||
//
|
||||
public uint ask_direct_size => _ask_direct_size.Value;
|
||||
public uint ask_implied_size => _ask_merged_size.Value - _ask_direct_size.Value;
|
||||
public uint ask_merged_size => _ask_merged_size.Value;
|
||||
public string ask_merged_size_text => _ask_merged_size_text ?? (_ask_merged_size_text = _size_formatter(_ask_merged_size.Value, ask_implied_size));
|
||||
public ulong volume => _volume.value;
|
||||
public string volume_text => _volume.text;
|
||||
public double settlement => _settlement.Value;
|
||||
public double day_change => _day_change.Value;
|
||||
public double session_low => _session_low.Value;
|
||||
public double session_high => _session_high.Value;
|
||||
public int working_bid_volume => _working_bid_volume.value;
|
||||
public int working_ask_volume => _working_ask_volume.value;
|
||||
public string working_bids_text => OrderUtils.order_collection_summary(
|
||||
_order_summarizer.best_working_bid,
|
||||
_order_summarizer.best_working_bid_qty.safe_divide(_display_qty_divisor),
|
||||
_order_summarizer.working_bid_qty.safe_divide(_display_qty_divisor),
|
||||
security.ContractSpec);
|
||||
public string working_asks_text => OrderUtils.order_collection_summary(
|
||||
_order_summarizer.best_working_ask,
|
||||
_order_summarizer.best_working_ask_qty.safe_divide(_display_qty_divisor),
|
||||
_order_summarizer.working_ask_qty.safe_divide(_display_qty_divisor),
|
||||
security.ContractSpec);
|
||||
public string working_bids_text => OrderUtils.order_collection_summary(_order_summarizer.best_working_bid, _order_summarizer.best_working_bid_qty, _order_summarizer.working_bid_qty, security.ContractSpec);
|
||||
public string working_asks_text => OrderUtils.order_collection_summary(_order_summarizer.best_working_ask, _order_summarizer.best_working_ask_qty, _order_summarizer.working_ask_qty, security.ContractSpec);
|
||||
public double working_best_bid => _working_best_bid.value;
|
||||
public double working_best_ask => _working_best_ask.value;
|
||||
// ice props
|
||||
public string market_description => security.market_description();
|
||||
public string cleared_alias => security.cleared_alias();
|
||||
public string product_description => security.product_name();
|
||||
public string hub_alias => security.hub_alias();
|
||||
public string strip_name => security.strip_name();
|
||||
public string mic_code => security.mic_code();
|
||||
// animations
|
||||
public IList<ui.spark.CellAnimation> animations => _animation.get_animations().ToList();
|
||||
public ObservableCollection<RowAnimation> row_animations { get; } = new ObservableCollection<RowAnimation>();
|
||||
// commands
|
||||
public ICommand bid_price_click { get; }
|
||||
public ICommand bid_merged_size_click { get; }
|
||||
public ICommand bid_direct_size_click { get; }
|
||||
@@ -209,30 +146,27 @@ namespace mbts.spark {
|
||||
public ICommand ask_implied_size_click { get; }
|
||||
public ICommand working_asks_click { get; }
|
||||
public ICommand default_command { get; }
|
||||
public string market_description {get;}
|
||||
public string cleared_alias { get; }
|
||||
public string product_description { get; }
|
||||
public string hub_alias { get; }
|
||||
public string strip_name{ get; }
|
||||
public string mic_code { get; }
|
||||
|
||||
public ObservableCollection<RowAnimation> row_animations { get; } = new ObservableCollection<RowAnimation>();
|
||||
|
||||
public IReadOnlyList<DIYGrid.IGridCellStore> cell_stores => new DIYGrid.IGridCellStore[0];
|
||||
#endregion
|
||||
|
||||
uint _display_qty_divisor => _display_qty_divisor_backing ??
|
||||
(_display_qty_divisor_backing = _orders_model.security_auxiliary_model.get_display_quantity_divisor(security)).Value;
|
||||
|
||||
public void raise_invalidated() => invalidated?.Invoke();
|
||||
|
||||
public void refresh() {
|
||||
bool dirty = false;
|
||||
if (md.md.get_bbo(ref _bbo_ref, out NativePriceSize b, out NativePriceSize a)) {
|
||||
_bid_price.set(b.price);
|
||||
// don't use the '||' operator - every 'set_new' call must be made
|
||||
// (the operation mustn't terminate the first time a set_new call returns true).
|
||||
dirty |= (
|
||||
_bid_direct_size.set_new(b.direct_size) |
|
||||
_bid_implied_size.set_new(b.implied_size) |
|
||||
_bid_merged_size.set_new(b.size) |
|
||||
_ask_direct_size.set_new(a.direct_size) |
|
||||
_ask_implied_size.set_new(a.implied_size) |
|
||||
_ask_merged_size.set_new(a.size));
|
||||
|
||||
refresh_size(ref b, _bid_direct_size, _bid_merged_size, ref _bid_merged_size_text, nameof(bid_merged_size_text));
|
||||
_ask_price.set(a.price);
|
||||
refresh_size(ref a, _ask_direct_size, _ask_merged_size, ref _ask_merged_size_text, nameof(ask_merged_size_text));
|
||||
_inside_bids.on_next_distinct(_bid_price.Value >= _working_best_bid.value, ref dirty);
|
||||
_inside_asks.on_next_distinct(_ask_price.Value <= _working_best_ask.value, ref dirty);
|
||||
}
|
||||
@@ -249,6 +183,16 @@ namespace mbts.spark {
|
||||
_volume.on_next_distinct(md.md.total_volume, ref dirty);
|
||||
if (dirty)
|
||||
invalidated?.Invoke();
|
||||
|
||||
void refresh_size(ref NativePriceSize nps, Property<uint> direct, Property<uint> merged, ref string text, string text_prop) {
|
||||
if (nps.size != merged.Value || nps.direct_size != direct.Value) {
|
||||
merged.set(nps.size);
|
||||
direct.set(nps.direct_size);
|
||||
text = null;
|
||||
dirty = true;
|
||||
RaisePropertyChanged(text_prop);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
public bool Equals(Row other) =>
|
||||
|
||||
@@ -9,7 +9,6 @@ using mbts.ui.utility;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Collections.ObjectModel;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Windows.Data;
|
||||
using System.Windows.Media;
|
||||
@@ -19,9 +18,6 @@ using static mbts.ui.spark.MarketViewView;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class MarketViewVM : SecurityMDGrid<MarketViewVM.Row, SecurityMD> {
|
||||
static IReadOnlyList<Func<MarketViewVM, IDataGridColumnFilter<Row>>> _filter_getters =
|
||||
ObjectSnapshot.property_delegates_of_type<MarketViewVM, IDataGridColumnFilter<Row>>();
|
||||
|
||||
readonly IBus _bus;
|
||||
readonly OrdersModel _orders_model;
|
||||
IWindowSettingsManager<GridSettings> _settings_manager;
|
||||
@@ -41,21 +37,21 @@ namespace mbts.spark {
|
||||
const double working_orders_col_width = 105;
|
||||
IMultiValueConverter price_converter = new ui.spark.converters.TickDisplayConverter();
|
||||
add_col(Columns.Security, "Security", r => r.security.ToString(), nameof(Row.security), DefaultColumnWidths.Security, security_filter, DataGridFilterKnownTemplates.Regex);
|
||||
add_col(Columns.Volume, "Volume", r => r.volume_text, nameof(Row.volume), DefaultColumnWidths.Volume, volume_filter, DataGridFilterKnownTemplates.ULongMinMax);
|
||||
add_col(Columns.Volume, "Volume", r => r.volume.ToString(), nameof(Row.volume), DefaultColumnWidths.Volume, volume_filter, DataGridFilterKnownTemplates.ULongMinMax);
|
||||
add_col(Columns.LastSpd, "Spd", r => r.last_price_from_spread ? "S" : "", nameof(Row.last_price_from_spread), DefaultColumnWidths.Side, last_price_from_spread_filter, DataGridFilterKnownTemplates.Regex);
|
||||
add_col(Columns.Last, "Last", r => r.format_price(r.last_price), nameof(Row.last_price), DefaultColumnWidths.Price, last_price_filter, DataGridFilterKnownTemplates.DoubleMinMax);
|
||||
add_col(Columns.LastSize, merged_size_col_header, r => r.last_size_text, nameof(Row.last_size), DefaultColumnWidths.Size, last_size_filter, DataGridFilterKnownTemplates.UIntMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
|
||||
add_col(Columns.Position, "Pos", r => r.position_text, nameof(Row.position), DefaultColumnWidths.Size, position_filter, DataGridFilterKnownTemplates.IntMinMax, true, h_alignment: System.Windows.HorizontalAlignment.Right);
|
||||
add_col(Columns.RawDayPosition, "Raw Day Pos", r => r.raw_day_position_text, nameof(Row.raw_day_position), DefaultColumnWidths.Size, raw_day_position_filter, DataGridFilterKnownTemplates.DoubleMinMax, true, h_alignment: System.Windows.HorizontalAlignment.Right);
|
||||
add_col(Columns.LastSize, merged_size_col_header, r => r.last_size.ToString(), nameof(Row.last_size), DefaultColumnWidths.Size, last_size_filter, DataGridFilterKnownTemplates.UIntMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
|
||||
add_col(Columns.Position, "Pos", r => r.position.ToString(), nameof(Row.position), DefaultColumnWidths.Size, position_filter, DataGridFilterKnownTemplates.IntMinMax, true, h_alignment: System.Windows.HorizontalAlignment.Right);
|
||||
add_col(Columns.RawDayPosition, "Raw Day Pos", r => SparkUtils.fmt_position(r.raw_day_position), nameof(Row.raw_day_position), DefaultColumnWidths.Size, raw_day_position_filter, DataGridFilterKnownTemplates.DoubleMinMax, true, h_alignment: System.Windows.HorizontalAlignment.Right);
|
||||
add_hl_working_orders_col(Columns.WorkingBids, working_col_header, nameof(Row.working_bids_text), nameof(Row.working_best_bid), nameof(Row.working_bids_click), working_bid_volume_filter, BTSColors.MarketData.bid, System.Windows.HorizontalAlignment.Right);
|
||||
add_col(Columns.BidImpliedSize, implied_size_col_header, r => r.bid_implied_size_text, nameof(Row.bid_implied_size), DefaultColumnWidths.ImpliedDirectMergedSize, bid_implied_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
|
||||
add_col(Columns.BidDirectSize, direct_size_col_header, r => r.bid_direct_size_text, nameof(Row.bid_direct_size), DefaultColumnWidths.ImpliedDirectMergedSize, bid_direct_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
|
||||
add_col(Columns.BidImpliedSize, implied_size_col_header, r => r.bid_implied_size.ToString(), nameof(Row.bid_implied_size), DefaultColumnWidths.ImpliedDirectMergedSize, bid_implied_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
|
||||
add_col(Columns.BidDirectSize, direct_size_col_header, r => r.bid_direct_size.ToString(), nameof(Row.bid_direct_size), DefaultColumnWidths.ImpliedDirectMergedSize, bid_direct_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
|
||||
add_hl_merged_size_col(Columns.BidMergedSize, merged_size_col_header, nameof(Row.bid_merged_size), nameof(Row.bid_merged_size_text), nameof(Row.bid_merged_size_click), bid_merged_size_filter, BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
|
||||
add_hl_price_col(Columns.Bid, "Bid", nameof(Row.bid_price), nameof(Row.bid_price_click), bid_price_filter, BTSColors.header_text, BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
|
||||
add_hl_price_col(Columns.Ask, "Ask", nameof(Row.ask_price), nameof(Row.ask_price_click), ask_price_filter, BTSColors.header_text, BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
|
||||
add_hl_merged_size_col(Columns.AskMergedSize, merged_size_col_header, nameof(Row.ask_merged_size), nameof(Row.ask_merged_size_text), nameof(Row.ask_merged_size_click), ask_merged_size_filter, BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
|
||||
add_col(Columns.AskDirectSize, direct_size_col_header, r => r.ask_direct_size_text, nameof(Row.ask_direct_size), DefaultColumnWidths.ImpliedDirectMergedSize, ask_direct_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
|
||||
add_col(Columns.AskImpliedSize, implied_size_col_header, r => r.ask_implied_size_text, nameof(Row.ask_implied_size), DefaultColumnWidths.ImpliedDirectMergedSize, ask_implied_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
|
||||
add_col(Columns.AskDirectSize, direct_size_col_header, r => r.ask_direct_size.ToString(), nameof(Row.ask_direct_size), DefaultColumnWidths.ImpliedDirectMergedSize, ask_direct_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
|
||||
add_col(Columns.AskImpliedSize, implied_size_col_header, r => r.ask_implied_size.ToString(), nameof(Row.ask_implied_size), DefaultColumnWidths.ImpliedDirectMergedSize, ask_implied_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
|
||||
add_hl_working_orders_col(Columns.WorkingAsks, working_col_header, nameof(Row.working_asks_text), nameof(Row.working_best_ask), nameof(Row.working_asks_click), working_ask_volume_filter, BTSColors.MarketData.ask, System.Windows.HorizontalAlignment.Right);
|
||||
add_col(Columns.Settlement, "Settlement", r => r.format_price(r.settlement), nameof(Row.settlement), DefaultColumnWidths.Settlement, settlement_filter, DataGridFilterKnownTemplates.DoubleMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
|
||||
add_col(Columns.DayChange, "Change", r => r.format_price(r.day_change), nameof(Row.day_change), DefaultColumnWidths.Price, day_change_filter, DataGridFilterKnownTemplates.DoubleMinMax, true, h_alignment: System.Windows.HorizontalAlignment.Right);
|
||||
@@ -155,16 +151,14 @@ namespace mbts.spark {
|
||||
working_ask_volume_filter.load_state(filters.working_ask_volume);
|
||||
volume_filter.load_state(filters.volume);
|
||||
security_key_filter.load_state(filters.security_key);
|
||||
market_description_filter.load_state(filters.market_description);
|
||||
cleared_alias_filter.load_state(filters.cleared_alias);
|
||||
product_description_filter.load_state(filters.product_description);
|
||||
hub_alias_filter.load_state(filters.hub_alias);
|
||||
strip_name_filter.load_state(filters.strip_name);
|
||||
mic_code_filter.load_state(filters.mic_code);
|
||||
}
|
||||
rows_view.set_sort_descriptions(s.sorting_criterion, columns);
|
||||
}
|
||||
}), DataGridFilterHelper.hook_filters(rows_view, _filters),
|
||||
}), DataGridFilterHelper.hook_filters(rows_view, security_filter,
|
||||
bid_price_filter, bid_merged_size_filter, bid_direct_size_filter, bid_implied_size_filter,
|
||||
ask_price_filter, ask_merged_size_filter, ask_direct_size_filter, ask_implied_size_filter,
|
||||
last_price_filter, last_price_from_spread_filter, last_size_filter, day_change_filter, settlement_filter,
|
||||
session_low_filter, session_high_filter, position_filter, raw_day_position_filter, working_bid_volume_filter, working_ask_volume_filter, volume_filter, security_key_filter),
|
||||
settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager),
|
||||
WorkLoop.Start("MarketView", _refresh)
|
||||
);
|
||||
@@ -239,15 +233,13 @@ namespace mbts.spark {
|
||||
public IDataGridColumnPersistentFilter<Row, ULongMinMaxState> volume_filter { get; } = new ULongMinMax<Row>(r => r.volume, nameof(Row.volume));
|
||||
public IDataGridColumnPersistentFilter<Row, string> security_key_filter { get; } = new RegexFilterVM<Row>(r => r.security_key.ToString(), nameof(Row.security_key));
|
||||
|
||||
public IDataGridColumnPersistentFilter<Row, string> market_description_filter { get; } = new RegexFilterVM<Row>(r => r.market_description, nameof(Row.market_description));
|
||||
public IDataGridColumnPersistentFilter<Row, string> cleared_alias_filter { get; } = new RegexFilterVM<Row>(r => r.cleared_alias, nameof(Row.cleared_alias));
|
||||
public IDataGridColumnPersistentFilter<Row, string> product_description_filter { get; } = new RegexFilterVM<Row>(r => r.product_description, nameof(Row.product_description));
|
||||
public IDataGridColumnPersistentFilter<Row, string> hub_alias_filter { get; } = new RegexFilterVM<Row>(r => r.hub_alias, nameof(Row.hub_alias));
|
||||
public IDataGridColumnPersistentFilter<Row, string> strip_name_filter { get; } = new RegexFilterVM<Row>(r => r.strip_name, nameof(Row.strip_name));
|
||||
public IDataGridColumnPersistentFilter<Row, string> mic_code_filter { get; } = new RegexFilterVM<Row>(r => r.mic_code, nameof(Row.mic_code));
|
||||
|
||||
IEnumerable<IDataGridColumnFilter<Row>> _filters =>
|
||||
_filter_getters.Select(fn => fn(this));
|
||||
public IDataGridColumnPersistentFilter<Row, string> market_description_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.MarketDescription : "", nameof(Row.market_description));
|
||||
public IDataGridColumnPersistentFilter<Row, string> cleared_alias_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.ClearedAlias : "", nameof(Row.cleared_alias));
|
||||
public IDataGridColumnPersistentFilter<Row, string> product_description_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.ProductName : "", nameof(Row.product_description));
|
||||
public IDataGridColumnPersistentFilter<Row, string> hub_alias_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.HubAlias : "", nameof(Row.hub_alias));
|
||||
public IDataGridColumnPersistentFilter<Row, string> strip_name_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.StripName : "", nameof(Row.strip_name));
|
||||
public IDataGridColumnPersistentFilter<Row, string> mic_code_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.MicCode : "", nameof(Row.mic_code));
|
||||
|
||||
|
||||
public FilterStates get_filter_states() {
|
||||
return new FilterStates {
|
||||
|
||||
@@ -1,6 +1,7 @@
|
||||
using bts.api;
|
||||
using bts.co2;
|
||||
using bts.utils;
|
||||
using bts.utils.csv;
|
||||
using mbts;
|
||||
using mbts.spark;
|
||||
using mbts.ui.controls;
|
||||
@@ -22,15 +23,12 @@ namespace bts.shell.time_and_sales {
|
||||
.to_safe();
|
||||
|
||||
readonly TradeMessageImmutable _trade;
|
||||
readonly Func<SecurityImmutable?, uint> _get_display_qty_divisor;
|
||||
uint? _display_size;
|
||||
|
||||
public TimeAndSalesRowVM(int row_key, SecurityImmutable security, TradeMessageImmutable trade, Func<SecurityImmutable?, uint> get_display_qty_divisor) {
|
||||
public TimeAndSalesRowVM(int row_key, SecurityImmutable security, TradeMessageImmutable trade) {
|
||||
this.row_key = row_key;
|
||||
this.security = security;
|
||||
_trade = trade;
|
||||
trade_key = trade.Key;
|
||||
_get_display_qty_divisor = get_display_qty_divisor ?? new Func<SecurityImmutable?, uint>(sec => 1);
|
||||
}
|
||||
|
||||
public event Action invalidated;
|
||||
@@ -42,13 +40,23 @@ namespace bts.shell.time_and_sales {
|
||||
public DateTime time => ((ulong)_trade.Time).lldatetime().ToLocalTime();
|
||||
public double price => _trade.price();
|
||||
public uint size => _trade.Size;
|
||||
public uint display_size => _display_size ??
|
||||
(_display_size = size.safe_divide(_get_display_qty_divisor(security))).Value;
|
||||
public AggressorSide aggressor_side => _trade.AggressorSide;
|
||||
|
||||
public void raise_invalidated() =>
|
||||
invalidated?.Invoke();
|
||||
|
||||
public static System.Collections.Specialized.OrderedDictionary csv_ordered_properties =>
|
||||
CsvHelper.create_ordering_maintainer(
|
||||
typeof(TimeAndSalesRowVM),
|
||||
new string[] {
|
||||
nameof(security),
|
||||
nameof(time),
|
||||
nameof(price),
|
||||
nameof(size),
|
||||
nameof(aggressor_side),
|
||||
nameof(security_key),
|
||||
});
|
||||
|
||||
public bool Equals(TimeAndSalesRowVM other) =>
|
||||
other != null &&
|
||||
row_key == other.row_key;
|
||||
|
||||
@@ -40,7 +40,6 @@ namespace bts.shell.time_and_sales {
|
||||
_refresh_filter,
|
||||
_refresh_sort,
|
||||
_refresh_selected_rows;
|
||||
readonly Func<SecurityImmutable?, uint> _get_display_qty_divisor;
|
||||
IComparer<TimeAndSalesRowVM> _comparer_backing;
|
||||
Func<TimeAndSalesRowVM, bool> _filter_backing;
|
||||
ImmutableHashSet<TimeAndSalesRowVM> _selected_rows = ImmutableHashSet<TimeAndSalesRowVM>.Empty;
|
||||
@@ -59,9 +58,8 @@ namespace bts.shell.time_and_sales {
|
||||
_filter_change_count,
|
||||
_sort_change_count;
|
||||
|
||||
public TimeAndSalesVM(IWindowSettingsManager<GridSettings> settings_manager, Func<SecurityImmutable?, uint> get_display_qty_divisor) {
|
||||
public TimeAndSalesVM(IWindowSettingsManager<GridSettings> settings_manager) {
|
||||
_sort_manager = new ColumnSortManager(columns.WrapSelector(c => c as ISortableDIYGridColumn, null), TimeAndSalesView.Columns.RowKey.ToString());
|
||||
_get_display_qty_divisor = get_display_qty_divisor ?? new Func<SecurityImmutable?, uint>(sec => 1);
|
||||
_comparer_backing = _sort_manager.BuildComparer(_get_column_comparer);
|
||||
_log = new LoggerContext(Log.Ui, $"Time And Sales VM ({Interlocked.Increment(ref _id_counter)})", null);
|
||||
_settings_manager = settings_manager;
|
||||
@@ -97,7 +95,7 @@ namespace bts.shell.time_and_sales {
|
||||
System.Windows.HorizontalAlignment.Right);
|
||||
add_column(
|
||||
TimeAndSalesView.Columns.Size,
|
||||
r => r.display_size.ToString(),
|
||||
r => r.size.ToString(),
|
||||
DefaultColumnHeaders.Size,
|
||||
DefaultColumnWidths.Size,
|
||||
size_filter,
|
||||
@@ -306,7 +304,7 @@ namespace bts.shell.time_and_sales {
|
||||
}
|
||||
var all_rows_bd = _all_rows.ToBuilder();
|
||||
foreach (var t in trades) {
|
||||
var r = _row_factory.create(t.security, t.trade, _get_display_qty_divisor);
|
||||
var r = _row_factory.create(t.security, t.trade);
|
||||
all_rows_bd.Add(r);
|
||||
if (_filter_backing == null || _filter_backing(r))
|
||||
rows.InsertSorted(r, _comparer);
|
||||
@@ -402,11 +400,11 @@ namespace bts.shell.time_and_sales {
|
||||
// the row key must be unique to each row in the collection
|
||||
int _row_id_counter;
|
||||
|
||||
public TimeAndSalesRowVM create(TradeInfo trade_info, Func<SecurityImmutable?, uint> get_display_qty_divisor) =>
|
||||
new TimeAndSalesRowVM(_row_id_counter++, trade_info.security, trade_info.trade, get_display_qty_divisor);
|
||||
public TimeAndSalesRowVM create(TradeInfo trade_info) =>
|
||||
new TimeAndSalesRowVM(_row_id_counter++, trade_info.security, trade_info.trade);
|
||||
|
||||
public TimeAndSalesRowVM create(SecurityImmutable security, TradeMessageImmutable trade, Func<SecurityImmutable?, uint> get_display_qty_divisor) =>
|
||||
new TimeAndSalesRowVM(_row_id_counter++, security, trade, get_display_qty_divisor);
|
||||
public TimeAndSalesRowVM create(SecurityImmutable security, TradeMessageImmutable trade) =>
|
||||
new TimeAndSalesRowVM(_row_id_counter++, security, trade);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -2,6 +2,7 @@
|
||||
using bts.shell.fills;
|
||||
using bts.spark;
|
||||
using bts.view;
|
||||
using bts.utils.csv;
|
||||
using mbts;
|
||||
using mbts.co2;
|
||||
using mbts.persist;
|
||||
@@ -26,7 +27,6 @@ namespace bts.shell.time_and_sales {
|
||||
readonly TimeAndSalesWindowFactory _factory;
|
||||
readonly IWindowSettingsManager<GridSettings> _settings_manager;
|
||||
readonly bool _can_pause_updates;
|
||||
readonly Func<SecurityImmutable?, uint> _get_display_qty_divisor;
|
||||
TimeAndSalesVM _vm;
|
||||
TimeAndSalesModel _model;
|
||||
SecurityCriteria _security_criteria_backing;
|
||||
@@ -36,21 +36,12 @@ namespace bts.shell.time_and_sales {
|
||||
SparkMenuDisplayVM _menu_display_vm;
|
||||
IDisposable _subscriptions;
|
||||
|
||||
public TimeAndSalesWindow(
|
||||
TimeAndSalesWindowFactory factory,
|
||||
IBus bus,
|
||||
MDConsumer consumer,
|
||||
TimeAndSalesSettings state,
|
||||
ImageSource icon,
|
||||
IWindowSettingsManager<GridSettings> settings_manager,
|
||||
bool can_pause_updates,
|
||||
Func<SecurityImmutable?, uint> get_display_qty_divisor)
|
||||
public TimeAndSalesWindow(TimeAndSalesWindowFactory factory, IBus bus, MDConsumer consumer, TimeAndSalesSettings state, ImageSource icon, IWindowSettingsManager<GridSettings> settings_manager, bool can_pause_updates)
|
||||
: base("Time And Sales", bus, factory, SparkCommands.ShowTimeAndSales.icon) {
|
||||
Log.assert(state != null);
|
||||
_consumer = consumer;
|
||||
_factory = factory;
|
||||
_state = state ?? TimeAndSalesSettings.Default(new SecurityCriteria());
|
||||
_get_display_qty_divisor = get_display_qty_divisor ?? new Func<SecurityImmutable?, uint>(sec => 1);
|
||||
if (_state.security_criteria == null)
|
||||
_state = _state.with(new SecurityCriteria());
|
||||
_security_criteria_backing = _state.security_criteria;
|
||||
@@ -96,7 +87,7 @@ namespace bts.shell.time_and_sales {
|
||||
_settings_manager.instance_settings = _state.grid;
|
||||
_menu_display_vm = new SparkMenuDisplayVM();
|
||||
_menu_display_vm.load_from(_state.menu_display);
|
||||
_vm = new TimeAndSalesVM(_settings_manager, _get_display_qty_divisor);
|
||||
_vm = new TimeAndSalesVM(_settings_manager);
|
||||
var selected_rows_src = Observable.Create<ImmutableHashSet<TimeAndSalesRowVM>>(o => {
|
||||
_vm.selected_rows_changed += o.OnNext;
|
||||
return Disposable.Create(() => _vm.selected_rows_changed -= o.OnNext);
|
||||
@@ -124,6 +115,8 @@ namespace bts.shell.time_and_sales {
|
||||
show_in_context_menu = _can_pause_updates
|
||||
};
|
||||
_commands = new SparkCommand[] {
|
||||
// csv export
|
||||
new SparkCommandCommand("Export to csv", Icons.Export, FileDialogCommand.export_csv(() => _vm.rows.ToCsv(TimeAndSalesRowVM.csv_ordered_properties), "TaS")),
|
||||
// ladder
|
||||
SparkCommands.ShowLadderAutoLookup(SparkCommands.KeyGestures.ShowLadder)
|
||||
.complete(current_sec_key_src, sec_keys => sec_keys.Count > 0),
|
||||
|
||||
@@ -20,15 +20,12 @@ namespace bts.shell {
|
||||
readonly MDConsumer _consumer;
|
||||
readonly UserSettingsHub _settings_hub;
|
||||
readonly TimeAndSalesConfig _time_and_sales_conf;
|
||||
readonly ISecurityAuxiliaryDataModel _security_auxiliary_model;
|
||||
IReadOnlyDictionary<uint, SecurityMD> _securities = new Dictionary<uint, SecurityMD>();
|
||||
|
||||
public TimeAndSalesWindowFactory(IShellModule module, IBus bus, MDConsumer consumer, UserSettingsHub settings_hub, ISecurityAuxiliaryDataModel security_auxiliary_model)
|
||||
: base(module, "TimeAndSales") {
|
||||
public TimeAndSalesWindowFactory(IShellModule module, IBus bus, MDConsumer consumer, UserSettingsHub settings_hub) : base(module, "TimeAndSales") {
|
||||
_bus = bus;
|
||||
_consumer = consumer;
|
||||
_settings_hub = settings_hub;
|
||||
_security_auxiliary_model = security_auxiliary_model;
|
||||
_time_and_sales_conf = new TimeAndSalesConfig(Configuration.get<bts.config.TimeAndSalesOptions>());
|
||||
_dispose = Disposable.Create(
|
||||
bus.subscribe(SparkTags.SecuritiesTag).Subscribe(s => _securities = s),
|
||||
@@ -41,8 +38,7 @@ namespace bts.shell {
|
||||
public override Task<IShellWindow> load(TimeAndSalesSettings state) =>
|
||||
Task.FromResult<IShellWindow>(new TimeAndSalesWindow(this, _bus, _consumer, state, SparkCommands.PickTimeAndSales.icon,
|
||||
new WindowSettingsManager<GridSettings>(_settings_hub, state.grid, s => s.time_and_sales_grid, (s, g) => s.with(time_and_sales:g)),
|
||||
_time_and_sales_conf.can_pause_updates,
|
||||
_security_auxiliary_model.get_display_quantity_divisor));
|
||||
_time_and_sales_conf.can_pause_updates));
|
||||
|
||||
public async void show(SecurityCriteria criteria) {
|
||||
var w = await load(new TimeAndSalesSettings(criteria));
|
||||
|
||||
@@ -549,48 +549,24 @@
|
||||
</u:BindingUpdateGroupCollection>
|
||||
</u:Behavior.BindingUpdateGroups>
|
||||
</TextBox>
|
||||
<StackPanel
|
||||
<TextBlock
|
||||
x:Name="PART_TickFactors_Label"
|
||||
Grid.Column="2"
|
||||
VerticalAlignment="Center"
|
||||
Margin="{StaticResource Margin.LHeaderPanelItem}"
|
||||
Text="Ticks"
|
||||
IsEnabled="True"
|
||||
Orientation="Horizontal"
|
||||
Visibility="{Binding LegTuples.Count, RelativeSource={RelativeSource TemplatedParent}, Converter={StaticResource IntNotZeroVisibilityConverter}}"
|
||||
>
|
||||
<TextBlock
|
||||
VerticalAlignment="Center"
|
||||
Margin="{StaticResource Margin.LHeaderPanelItem}"
|
||||
Text="Ticks ("
|
||||
/>
|
||||
<CheckBox
|
||||
Margin="1,0,0,0"
|
||||
IsChecked="{Binding UseFractionalTicks, RelativeSource={RelativeSource TemplatedParent}}"
|
||||
VerticalAlignment="Center"
|
||||
VerticalContentAlignment="Center"
|
||||
Padding="0"
|
||||
>
|
||||
fractional
|
||||
</CheckBox>
|
||||
<TextBlock VerticalAlignment="Center" Margin="1,0,0,0">)</TextBlock>
|
||||
</StackPanel>
|
||||
<Grid
|
||||
/>
|
||||
<c:TickFactorsPicker
|
||||
x:Name="PART_TickFactors_Picker"
|
||||
Grid.Column="3"
|
||||
IsEnabled="True"
|
||||
Margin="{StaticResource Margin.LHeaderPanelItem}"
|
||||
HorizontalAlignment="Stretch"
|
||||
IsEnabled="True"
|
||||
SelectedTickFactors="{Binding TickFactors, RelativeSource={RelativeSource TemplatedParent}, Mode=TwoWay}"
|
||||
Visibility="{Binding LegTuples.Count, RelativeSource={RelativeSource TemplatedParent}, Converter={StaticResource IntNotZeroVisibilityConverter}}"
|
||||
>
|
||||
<c:TickFactorsPicker
|
||||
HorizontalAlignment="Stretch"
|
||||
SelectedTickFactors="{Binding TickFactors, RelativeSource={RelativeSource TemplatedParent}, Mode=TwoWay}"
|
||||
Visibility="{Binding UseFractionalTicks, RelativeSource={RelativeSource TemplatedParent}, Converter={x:Static cv:BooleanToVisibilityConverter.HiddenInstance}}"
|
||||
/>
|
||||
<c:TickUpDownInt
|
||||
HorizontalAlignment="Stretch"
|
||||
Minimum="1"
|
||||
Value="{Binding IntegerTickSize, RelativeSource={RelativeSource TemplatedParent}}"
|
||||
Visibility="{Binding UseFractionalTicks, RelativeSource={RelativeSource TemplatedParent}, Converter={StaticResource FalseVisibilityConverter}}"
|
||||
/>
|
||||
</Grid>
|
||||
/>
|
||||
<TextBlock
|
||||
x:Name="PART_Pricing_Label"
|
||||
Grid.Column="4"
|
||||
|
||||
@@ -52,26 +52,6 @@ namespace mbts.ui.spark {
|
||||
public TickFactors TickFactors { get => GetValue(TickFactorsProperty) as TickFactors; set => SetValue(TickFactorsProperty, value); }
|
||||
#endregion
|
||||
|
||||
#region UseFractionalTicks
|
||||
public static readonly DependencyProperty UseFractionalTicksProperty = WPFHelper.create_dp<bool, ExecutionStrategyEditor>(
|
||||
nameof(UseFractionalTicks), FrameworkPropertyMetadataOptions.BindsTwoWayByDefault, true);
|
||||
|
||||
public bool UseFractionalTicks {
|
||||
get => (bool)GetValue(UseFractionalTicksProperty);
|
||||
set => SetValue(UseFractionalTicksProperty, value);
|
||||
}
|
||||
#endregion
|
||||
|
||||
#region IntegerTickSize
|
||||
public static readonly DependencyProperty IntegerTickSizeProperty = WPFHelper.create_dp<int, ExecutionStrategyEditor>(
|
||||
nameof(IntegerTickSize), FrameworkPropertyMetadataOptions.BindsTwoWayByDefault, 1);
|
||||
|
||||
public int IntegerTickSize {
|
||||
get => (int)GetValue(IntegerTickSizeProperty);
|
||||
set => SetValue(IntegerTickSizeProperty, value);
|
||||
}
|
||||
#endregion
|
||||
|
||||
#region IsNew
|
||||
public static readonly DependencyProperty IsNewProperty =
|
||||
DependencyProperty.Register(
|
||||
|
||||
@@ -46,7 +46,7 @@ namespace bts.shell {
|
||||
|
||||
async void _show_synthetic_create(SecurityCriteria security_criteria) {
|
||||
var found_securities = await security_criteria.securities(_bus);
|
||||
var respect_clause_security_ordering_is_possible = security_criteria.clauses.Any(clause => clause.security_keys != null && clause.security_keys.Length > 0);
|
||||
var respect_clause_security_ordering_is_possible = security_criteria.clauses.Any(clause => clause.security_keys != null && clause.security_keys.Count > 0);
|
||||
if (!respect_clause_security_ordering_is_possible) {
|
||||
_show_synthetic_create(found_securities.Values.ToList());
|
||||
} else {
|
||||
|
||||
@@ -36,8 +36,6 @@
|
||||
ContractPickerModel="{Binding contract_picker_model}"
|
||||
HedgePricing="{Binding hedge_pricing}"
|
||||
HedgePricingItemsSource="{Binding hedge_pricing_options}"
|
||||
UseFractionalTicks="{Binding use_fractional_ticks}"
|
||||
IntegerTickSize="{Binding integer_tick_size}"
|
||||
/>
|
||||
<c:DialogSkirtOKCancel Grid.Row="1" OKCommand="{Binding commit}" CloseOnOK="False"/>
|
||||
</Grid>
|
||||
|
||||
@@ -2,6 +2,7 @@
|
||||
using bts.collections;
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using bts.utils;
|
||||
using mbts.ui;
|
||||
using mbts.ui.shell;
|
||||
using mbts.ui.spark;
|
||||
@@ -29,16 +30,8 @@ namespace mbts.spark {
|
||||
readonly Property<bool> _has_working_orders, _can_add_leg;
|
||||
|
||||
Security _synthetic;
|
||||
bool
|
||||
_set_name_automatically,
|
||||
_set_ticks_automatically,
|
||||
_set_quantities_automatically,
|
||||
_set_price_mults_automatically,
|
||||
_is_setting_quantities,
|
||||
_is_setting_price_mults,
|
||||
_use_fractional_ticks = true;
|
||||
bool _set_name_automatically, _set_ticks_automatically, _set_quantities_automatically, _set_price_mults_automatically, _is_setting_quantities, _is_setting_price_mults;
|
||||
TickFactors _tick_factors;
|
||||
int _integer_tick_size = 1;
|
||||
ExecutionStrategyImmutable _strategy;
|
||||
HedgePricing _hedge_pricing;
|
||||
|
||||
@@ -51,10 +44,6 @@ namespace mbts.spark {
|
||||
: this(synthetic, strategy, false) {
|
||||
ExceptionAssert.InvalidOperation.That(synthetic.Id != 0, "This constructor may only be used for already-existing synthetic securities (id must be non-zero).");
|
||||
_tick_factors = TickUtils.get_regional_ticks(synthetic.ContractSpec).low_tick;
|
||||
if (TickUtils.is_integer_tick(synthetic.ContractSpec)) {
|
||||
_use_fractional_ticks = false;
|
||||
_integer_tick_size = DoubleHelper.to_optional_int32(synthetic.ContractSpec.LowTick) ?? 0;
|
||||
}
|
||||
title = $"Edit '{synthetic.Synthetic.Name}'";
|
||||
icon = Icons.ModifySynthetic;
|
||||
_has_working_orders = backing(nameof(has_working_orders), security_has_working_orders.OnDispatcher());
|
||||
@@ -85,7 +74,9 @@ namespace mbts.spark {
|
||||
icon = Icons.Synthetics;
|
||||
_has_working_orders = backing(nameof(has_working_orders), false);
|
||||
contract_picker_model = new ContractPickerModel(bus, false, null, new SecurityCriteria(new[] {
|
||||
new SecurityCriteriaClause(exchanges: EnumHelper.get_values_except(Venue.Bts).ToArray())
|
||||
new SecurityCriteriaClause() {
|
||||
exchanges = EnumHelper.get_values_except(Venue.Bts).ToArray()
|
||||
}
|
||||
}));
|
||||
contract_picker_model.cancel_action += _close_new_leg_popup;
|
||||
contract_picker_model.ok_action += () => {
|
||||
@@ -140,14 +131,14 @@ namespace mbts.spark {
|
||||
flash_error_msg("Name already taken", SparkUtils.UI.MessageFlashDuration, nameof(name)).ignore();
|
||||
valid = false;
|
||||
}
|
||||
if (use_fractional_ticks ? (_tick_factors == null || !_tick_factors.is_valid()) : integer_tick_size == 0) {
|
||||
flash_error_msg("Please select ticks", SparkUtils.UI.MessageFlashDuration, use_fractional_ticks ? nameof(tick_factors) : nameof(integer_tick_size)).ignore();
|
||||
if (_tick_factors == null || !_tick_factors.is_valid()) {
|
||||
flash_error_msg("Please select ticks", SparkUtils.UI.MessageFlashDuration, nameof(tick_factors)).ignore();
|
||||
valid = false;
|
||||
}
|
||||
if (valid) {
|
||||
_synthetic.Synthetic.Legs.SetItems(leg_tuples.Select(l => l.leg));
|
||||
_synthetic.Symbol = _deduce_symbol(_synthetic);
|
||||
_synthetic.ContractSpec = use_fractional_ticks ? _tick_factors.to_spec() : TickUtils.create_integer_tick_spec(integer_tick_size);
|
||||
_synthetic.ContractSpec = _tick_factors.to_spec();
|
||||
uint? id = await model.create_synthetic(new SecurityImmutable(_synthetic));
|
||||
if (id.HasValue && id != 0) {
|
||||
if (await model.save_strategy(id.Value, get_strategy())) {
|
||||
@@ -304,20 +295,6 @@ namespace mbts.spark {
|
||||
public bool has_working_orders => _has_working_orders.Value;
|
||||
public bool is_new { get; }
|
||||
public bool is_new_leg_popup_open { get; set; }
|
||||
public bool use_fractional_ticks {
|
||||
get => _use_fractional_ticks;
|
||||
set {
|
||||
if (Set(ref _use_fractional_ticks, value))
|
||||
_set_ticks_automatically = false;
|
||||
}
|
||||
}
|
||||
public int integer_tick_size {
|
||||
get => _integer_tick_size;
|
||||
set {
|
||||
if (Set(ref _integer_tick_size, value))
|
||||
_set_ticks_automatically = false;
|
||||
}
|
||||
}
|
||||
public bool can_add_leg => _can_add_leg.Value;
|
||||
public SyntheticContract.Types.PriceCalc price_calc { get => _synthetic.Synthetic.PriceCalc; set => _synthetic.Synthetic.PriceCalc = value; }
|
||||
public ObservableCollection<LegSpreaderParamsTuple> leg_tuples { get; } = new ObservableCollection<LegSpreaderParamsTuple>();
|
||||
@@ -346,16 +323,6 @@ namespace mbts.spark {
|
||||
_strategy = strategy;
|
||||
hedge_pricing = strategy.HedgePricing;
|
||||
leg_tuples.SetItems(_get_legs(_synthetic, strategy));
|
||||
if (synthetic.HasContractSpec) {
|
||||
/// assign the fields <see cref="_use_fractional_ticks"/> and <see cref="_integer_tick_size"/>,
|
||||
/// rather than the properties <see cref="use_fractional_ticks"/> and <see cref="integer_tick_size"/>
|
||||
/// because the setters of the former flip <see cref="_set_ticks_automatically"/> to false if the value changes.
|
||||
/// This behavior causes the ticks to be automatically deduced as legs are added/removed,
|
||||
/// until the user explicitly enters a different value (as the properties are bound to tick input controls in the view).
|
||||
Set(ref _use_fractional_ticks, !TickUtils.is_integer_tick(synthetic.ContractSpec), nameof(use_fractional_ticks));
|
||||
if (!use_fractional_ticks)
|
||||
Set(ref _integer_tick_size, DoubleHelper.to_optional_int32(synthetic.ContractSpec.LowTick) ?? 0, nameof(integer_tick_size));
|
||||
}
|
||||
RaisePropertyChanged(nameof(name), nameof(tick_factors));
|
||||
}
|
||||
|
||||
|
||||
@@ -9,8 +9,6 @@ namespace mbts.spark {
|
||||
// This is a core data type on the front end, so data validation is strict, as bad values may yield weird/difficult to track bugs.
|
||||
// Descriptive factory methods are favored over public constructors, as they are less likely to be misused.
|
||||
struct AlgoData : IEquatable<AlgoData> {
|
||||
public static readonly Func<AlgoData, AlgoKey> key_fn = a => a.key;
|
||||
|
||||
public readonly CustomOrderDefinitionImmutable value;
|
||||
public readonly string name;
|
||||
public readonly AlgoKey key;
|
||||
|
||||
@@ -128,7 +128,6 @@ namespace mbts.spark {
|
||||
}
|
||||
|
||||
public bool is_persisted => mode == Mode.Persisted;
|
||||
public bool is_composite => _composite_key.HasValue || _unpersisted.HasValue;
|
||||
|
||||
public uint persisted => _composite_key.Value;
|
||||
public Guid unpersisted => _unpersisted.Value;
|
||||
@@ -200,15 +199,6 @@ namespace mbts.spark {
|
||||
}
|
||||
return EqualityComparer.phase_hash(hash, phase_mult);
|
||||
}
|
||||
public override string ToString() {
|
||||
switch (mode) {
|
||||
case Mode.Dynamic: return $"Dynamic: {dynamic_type}";
|
||||
case Mode.Factory: return $"Factory: {factory}";
|
||||
case Mode.Persisted: return $"Composite: {persisted}";
|
||||
case Mode.Unpersisted: return $"(Composite): {unpersisted}";
|
||||
default: return mode.ToString();
|
||||
}
|
||||
}
|
||||
|
||||
public static bool operator ==(AlgoKey a, AlgoKey b) => a.Equals(b);
|
||||
public static bool operator !=(AlgoKey a, AlgoKey b) => !a.Equals(b);
|
||||
|
||||
@@ -12,20 +12,20 @@ namespace mbts.spark {
|
||||
[Export(typeof(IAlgoStudioModel))]
|
||||
class AlgoStudioFlatDefinitionModel : IAlgoStudioModel, IDisposable {
|
||||
readonly AlgoDefinitionService _service;
|
||||
readonly UserTuple _user;
|
||||
readonly AdminModel _admin_model;
|
||||
readonly ErrorReporter _error_reporter;
|
||||
IReadOnlyDictionary<AlgoKey, AlgoData> _algos = DictionaryHelper.empty<AlgoKey, AlgoData>();
|
||||
IDisposable _dispose;
|
||||
|
||||
[ImportingConstructor]
|
||||
public AlgoStudioFlatDefinitionModel(AlgoDefinitionService service, IAlgoDefinitionMetadataService metadata_service, UserTuple user, ErrorReporter error_reporter) {
|
||||
public AlgoStudioFlatDefinitionModel(AlgoDefinitionService service, IAlgoDefinitionMetadataService metadata_service, AdminModel admin_model, ErrorReporter error_reporter) {
|
||||
_service = service;
|
||||
this.metadata_service = metadata_service;
|
||||
_user = user;
|
||||
_admin_model = admin_model;
|
||||
_error_reporter = error_reporter;
|
||||
definitions =
|
||||
service.subscribei_algo_definitions()
|
||||
.Filter(r => r.Metadata.IsActive && _user.can_access_user_data(r.Metadata.CreatorUserId))
|
||||
.Filter(r => r.Metadata.IsActive && _admin_model.user.can_access_user_data(r.Metadata.CreatorUserId))
|
||||
.SelectKeyValue(_definition_data, d => d.key)
|
||||
.Table()
|
||||
.Cache();
|
||||
@@ -37,7 +37,7 @@ namespace mbts.spark {
|
||||
|
||||
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 = _user.id, Algo = _api_definition(definition_data) }, definition_data.key)),
|
||||
_with_key(new AlgoDefinitionUpdateRequest { UserId = _admin_model.user.id, Algo = _api_definition(definition_data) }, definition_data.key)),
|
||||
r => r.Success, r => r.ErrorMessage, "saving definition");
|
||||
if (success)
|
||||
return _definition_data(new AlgoDefinitionRecordImmutable(value.Record));
|
||||
@@ -93,4 +93,4 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -11,8 +11,6 @@ namespace mbts.spark {
|
||||
/// decouple the client-side key type from the server-side one, so both key types may evolve independently moving forward.
|
||||
/// </summary>
|
||||
struct AlgoDefinitionMetadata : IEquatable<AlgoDefinitionMetadata> {
|
||||
public static readonly Func<AlgoDefinitionMetadata, AlgoKey> key_fn = m => m.id;
|
||||
|
||||
public readonly AlgoKey id, default_template;
|
||||
readonly AlgoKey[] _favorite_templates;
|
||||
public readonly bool is_favorite, is_hidden;
|
||||
|
||||
@@ -35,21 +35,34 @@ namespace mbts.spark {
|
||||
Comparer<IAlgoVM>.Create(_CompareUtils.compare_names)
|
||||
}).to_comparer().to_safe();
|
||||
|
||||
public static void update_persisted_definitions(ObservableKeyedCollection<AlgoDefinitionVM, AlgoKey> target, TableUpdate<AlgoData, AlgoKey> update, Func<AlgoData, AlgoDefinitionVM> factory) =>
|
||||
update_persisted_definitions(target, update.added, update.changed, update.removed.Select(AlgoData.key_fn), factory);
|
||||
|
||||
public static void update_persisted_definitions(ObservableKeyedCollection<AlgoDefinitionVM, AlgoKey> target, IEnumerable<AlgoData> added, IEnumerable<AlgoData> changed, IEnumerable<AlgoKey> removed, Func<AlgoData, AlgoDefinitionVM> factory) {
|
||||
foreach (var k in removed)
|
||||
target.Remove(k);
|
||||
foreach (var d in changed)
|
||||
public static void update_persisted_definitions(ObservableKeyedCollection<AlgoDefinitionVM, AlgoKey> target, TableUpdate<AlgoData, AlgoKey> update, Func<AlgoData, AlgoDefinitionVM> factory) {
|
||||
foreach (var d in update.removed)
|
||||
target.Remove(d.key);
|
||||
foreach (var d in update.changed)
|
||||
target[d.key].load(d);
|
||||
foreach (var d in added) {
|
||||
foreach (var d in update.added) {
|
||||
if (target.TryGetValue(d.key, out AlgoDefinitionVM def)) {
|
||||
def.load(d);
|
||||
} else target.Add(factory(d));
|
||||
}
|
||||
}
|
||||
|
||||
public static void update_persisted_definition_wrappers(IDictionary<AlgoKey, IAlgoVM> target, TableUpdate<AlgoData, AlgoKey> update, Func<AlgoData, AlgoDefinitionVM> factory) {
|
||||
foreach (var d in update.removed)
|
||||
target.Remove(d.key);
|
||||
foreach (var d in update.changed) {
|
||||
var vm = target[d.key];
|
||||
if (vm is AlgoVMWrapper wrapper) {
|
||||
wrapper.value.load(d);
|
||||
} else vm.load_from(d.value);
|
||||
}
|
||||
foreach (var d in update.added) {
|
||||
if (target.TryGetValue(d.key, out IAlgoVM def)) {
|
||||
def.load_from(d.value);
|
||||
} else target.Add(d.key, new AlgoVMWrapper(factory(d)));
|
||||
}
|
||||
}
|
||||
|
||||
public static void commit_all(this IEnumerable<AlgoParamRowVM> algo_param_rows) =>
|
||||
algo_param_rows.Select(r => r.param).commit_all();
|
||||
|
||||
|
||||
@@ -42,21 +42,21 @@ namespace mbts.spark {
|
||||
readonly Property<string> _name, _abbreviation;
|
||||
readonly ObservableKeyedCollection<IAlgoVM, AlgoKey> _algo_roots = new ObservableKeyedCollection<IAlgoVM, AlgoKey>(vm => vm.id);
|
||||
readonly DeferrableActionWrapper _refresh_on_local_changes;
|
||||
readonly Property<AlgoFormats> _selected_format;
|
||||
readonly EnumMaskInt32<AlgoEditingPermissions> _permissions_mask = new EnumMaskInt32<AlgoEditingPermissions>();
|
||||
|
||||
int? _favorite_index;
|
||||
Brush _badge_fill;
|
||||
Snapshot? _committed;
|
||||
AlgoDefinitionMetadata _metadata;
|
||||
IDisposable _loaded_data_hook;
|
||||
|
||||
public static AlgoDefinitionVM create(OrdersModel model, AlgoData data, AlgoEditingPermissions editing_permissions = (AlgoEditingPermissions)int.MaxValue) =>
|
||||
new AlgoDefinitionVM(model, data, editing_permissions);
|
||||
public static AlgoDefinitionVM create(OrdersModel model, AlgoData data, AlgoFormats init_format = AlgoFormats.Exchange, AlgoEditingPermissions editing_permissions = (AlgoEditingPermissions)int.MaxValue) =>
|
||||
new AlgoDefinitionVM(model, data, init_format, editing_permissions);
|
||||
|
||||
public static AlgoDefinitionVM create_placeholder(OrdersModel model, CustomOrderDefinitionImmutable def, string name) =>
|
||||
new AlgoDefinitionVM(model, AlgoData.create_unpersisted(def, name), (AlgoEditingPermissions)int.MaxValue);
|
||||
public static AlgoDefinitionVM create_placeholder(OrdersModel model, CustomOrderDefinitionImmutable def, string name, AlgoFormats init_format) =>
|
||||
new AlgoDefinitionVM(model, AlgoData.create_unpersisted(def, name), init_format, (AlgoEditingPermissions)int.MaxValue);
|
||||
|
||||
AlgoDefinitionVM(OrdersModel model, AlgoData def_data, AlgoEditingPermissions init_permissions) {
|
||||
AlgoDefinitionVM(OrdersModel model, AlgoData def_data, AlgoFormats init_format, AlgoEditingPermissions init_permissions) {
|
||||
// init core data
|
||||
_model = model;
|
||||
_permissions_mask.mask = init_permissions;
|
||||
@@ -80,6 +80,7 @@ namespace mbts.spark {
|
||||
// init backing props
|
||||
_name = backing(nameof(name), def_data.name);
|
||||
_abbreviation = backing(nameof(abbreviation), string.Empty);
|
||||
_selected_format = backing(nameof(selected_format), init_format);
|
||||
_is_favorite = backing(nameof(is_favorite), () => _favorite_index.HasValue);
|
||||
_is_expanded = backing(nameof(is_expanded), true);
|
||||
_is_selected = backing(nameof(is_selected), true);
|
||||
@@ -132,6 +133,17 @@ namespace mbts.spark {
|
||||
break;
|
||||
}
|
||||
var permission_src = _permissions_mask.observe_result();
|
||||
resources.Add(_selected_format.observe_current(true).CombineLatest(permission_src, (fmt, perms) => (fmt, perms))
|
||||
.SubscribeEach(t => {
|
||||
if ((t.perms & AlgoEditingPermissions.AllowEditStructure) != 0) {
|
||||
using (_refresh_on_local_changes.defer_execution()) {
|
||||
var algo_data = model.factory.default_algos(t.fmt);
|
||||
var default_algo = AlgoKey.from_known_type(OrderDataHelper.get_default_algo(t.fmt));
|
||||
return this.load_algo_data_recursive(algo_data, default_algo);
|
||||
}
|
||||
}
|
||||
return Disposable.empty;
|
||||
}));
|
||||
resources.Add(permission_src.Subscribe(_ => RaisePropertyChanged(nameof(editing_permissions))));
|
||||
resources.Add(this.connect_data(permission_src));
|
||||
resources.Add(this.connect_data(Observable.Return(model)));
|
||||
@@ -190,6 +202,9 @@ namespace mbts.spark {
|
||||
public EnabledValueVM<Color> custom_badge_color { get; } = new EnabledValueVM<Color>();
|
||||
public ObservableCollection<ColorPaletteVM> custom_badge_color_palettes { get; } = new ObservableCollection<ColorPaletteVM>();
|
||||
public Brush badge_fill => _badge_fill;
|
||||
// format
|
||||
public AlgoFormats selected_format { get => _selected_format.Value; set => _selected_format.set(value); }
|
||||
public ObservableCollection<AlgoFormats> formats { get; } = new ObservableCollection<AlgoFormats> { AlgoFormats.Exchange, AlgoFormats.Spreader, AlgoFormats.Exchange | AlgoFormats.Spreader };
|
||||
// visual states
|
||||
public ObservableCollection<string> edit_pane_visual_states => _edit_pane_vs_model.states;
|
||||
public ObservableCollection<string> tree_view_visual_states => _tree_view_vs_model.states;
|
||||
@@ -221,20 +236,12 @@ namespace mbts.spark {
|
||||
get => algo_root;
|
||||
set => algo_root = value;
|
||||
}
|
||||
IAlgoVM IAlgoParamVM<IAlgoVM>.display_value {
|
||||
get => algo_root;
|
||||
set => algo_root = value;
|
||||
}
|
||||
bool IAlgoParamVM.has_value => _algo_root != null;
|
||||
bool IAlgoParamVM.is_enabled { get; set; } = true;
|
||||
object IAlgoParamVM.value {
|
||||
get => algo_root;
|
||||
set => algo_root = (IAlgoVM)value;
|
||||
}
|
||||
object IAlgoParamVM.display_value {
|
||||
get => algo_root;
|
||||
set => algo_root = (IAlgoVM)value;
|
||||
}
|
||||
AlgoParamPermissions _permissions = AlgoParamPermissions.ReadWrite;
|
||||
AlgoParamPermissions IAlgoParamVM.permissions { get => _permissions; set => _permissions = value; }
|
||||
|
||||
@@ -255,14 +262,17 @@ namespace mbts.spark {
|
||||
void IObserver<(IReadOnlyDictionary<AlgoKey, AlgoData> algo_data, AlgoKey? default_algo)>.OnError(Exception error) { }
|
||||
#endregion
|
||||
|
||||
void _load_algo_data(IReadOnlyDictionary<AlgoKey, AlgoData> data, AlgoKey? default_algo) {
|
||||
Disposable.dispose(ref _loaded_data_hook);
|
||||
_algo_roots.SyncWithDictionary(data, d => OrderTypeVMFactory.create(d, is_expanded: true));
|
||||
_loaded_data_hook = ObservableAutoWrapper.connect_item_hooks(algo_roots, vm =>
|
||||
ObservableAutoWrapper.connect_item_actions(vm.child_algo_selectors, s => s.load_algo_data(data, null)));
|
||||
if (algo_root == null || !_algo_roots.ContainsKey(algo_root.id)) {
|
||||
if (default_algo.HasValue && _algo_roots.TryGetValue(default_algo.Value, out IAlgoVM match))
|
||||
void _load_algo_data(IReadOnlyDictionary<AlgoKey, AlgoData> algo_data, AlgoKey? default_algo) {
|
||||
var orig_algo = algo_root?.id;
|
||||
_algo_roots.SyncWithDictionary(algo_data, d => OrderTypeVMFactory.create(d, is_expanded: true));
|
||||
if (!try_select(orig_algo) && !try_select(default_algo))
|
||||
algo_root = algo_roots.FirstOrDefault();
|
||||
//
|
||||
bool try_select(AlgoKey? algo_key) {
|
||||
if (algo_key.HasValue && _algo_roots.TryGetValue(algo_key.Value, out IAlgoVM match)) {
|
||||
algo_root = match;
|
||||
return true;
|
||||
} else return false;
|
||||
}
|
||||
}
|
||||
|
||||
@@ -328,7 +338,7 @@ namespace mbts.spark {
|
||||
|
||||
// pass a copy of the persisted state - rather than use local values - because if something goes wrong, it is better to be in sync with data fresh from the server/api.
|
||||
public AlgoDefinitionVM to_persisted(AlgoData def) =>
|
||||
new AlgoDefinitionVM(_model, def, editing_permissions_mask);
|
||||
new AlgoDefinitionVM(_model, def, selected_format, editing_permissions_mask);
|
||||
|
||||
public AlgoData create_algo_def() =>
|
||||
AlgoData.create(algo_root == null ? new CustomOrderDefinitionImmutable(new CustomOrderDefinition()) : algo_root.definition, name, key);
|
||||
@@ -350,6 +360,7 @@ namespace mbts.spark {
|
||||
|
||||
void _assign_from_data(Snapshot state) {
|
||||
_assign_from_data(state.data);
|
||||
_selected_format.set(state.format);
|
||||
_abbreviation.set(state.abbreviation);
|
||||
custom_badge_color.set_nullable(state.custom_badge_color);
|
||||
}
|
||||
@@ -410,36 +421,41 @@ namespace mbts.spark {
|
||||
}
|
||||
|
||||
Snapshot _snapshot() =>
|
||||
new Snapshot(create_algo_def(), abbreviation, custom_badge_color.get_nullable());
|
||||
new Snapshot(create_algo_def(), abbreviation, custom_badge_color.get_nullable(), selected_format);
|
||||
|
||||
public struct Snapshot : IEquatable<Snapshot> {
|
||||
public readonly AlgoData data;
|
||||
public readonly string abbreviation;
|
||||
public readonly Color? custom_badge_color;
|
||||
public readonly AlgoFormats format;
|
||||
|
||||
public Snapshot(AlgoData data, string abbreviation, Color? custom_badge_color) {
|
||||
public Snapshot(AlgoData data, string abbreviation, Color? custom_badge_color, AlgoFormats format) {
|
||||
this.data = data;
|
||||
this.abbreviation = abbreviation;
|
||||
this.custom_badge_color = custom_badge_color;
|
||||
this.format = format;
|
||||
}
|
||||
|
||||
public bool Equals(Snapshot other) =>
|
||||
data == other.data &&
|
||||
abbreviation == other.abbreviation &&
|
||||
custom_badge_color == other.custom_badge_color;
|
||||
custom_badge_color == other.custom_badge_color &&
|
||||
format == other.format;
|
||||
|
||||
public override bool Equals(object obj) => EqualityComparer.equals_obj(this, obj);
|
||||
public override int GetHashCode() =>
|
||||
EqualityComparer.aggregate_hash(
|
||||
data.GetHashCode(),
|
||||
abbreviation?.GetHashCode() ?? 0,
|
||||
custom_badge_color?.GetHashCode() ?? 0);
|
||||
custom_badge_color?.GetHashCode() ?? 0,
|
||||
(int)format);
|
||||
#if DEBUG
|
||||
public override string ToString() {
|
||||
var sb = new System.Text.StringBuilder();
|
||||
sb.Append($"name: {data.name}; ");
|
||||
sb.Append($"abbrev.: {abbreviation}; ");
|
||||
sb.Append($"badge: {custom_badge_color} ");
|
||||
sb.Append($"fmt: {format} ");
|
||||
sb.Append($"def: {data.value}");
|
||||
return sb.ToString();
|
||||
}
|
||||
@@ -453,6 +469,7 @@ namespace mbts.spark {
|
||||
public bool Equals(Snapshot x, Snapshot y) =>
|
||||
x.abbreviation == y.abbreviation &&
|
||||
x.custom_badge_color == y.custom_badge_color &&
|
||||
x.format == y.format &&
|
||||
x.data.key == y.data.key &&
|
||||
x.data.name == y.data.name &&
|
||||
x.data.value.Equals(y.data.value);
|
||||
|
||||
@@ -1,11 +1,7 @@
|
||||
using bts;
|
||||
using bts.api;
|
||||
using bts.api.core;
|
||||
using bts.api.orderman;
|
||||
using bts.collections;
|
||||
using bts.utils;
|
||||
using mbts.collections;
|
||||
using mbts.spark.utilities;
|
||||
using mbts.ui;
|
||||
using mbts.ui.shell;
|
||||
using mbts.ui.utility;
|
||||
@@ -41,6 +37,7 @@ namespace mbts.spark {
|
||||
}
|
||||
|
||||
class AlgoStudioVM : DisposableViewModelBase {
|
||||
static readonly AlgoFormats _studio_formats = AlgoFormats.Exchange;
|
||||
readonly OrdersModel _model;
|
||||
readonly Property<AlgoDefinitionVM> _selected_definition;
|
||||
readonly Property<IAlgoVM> _editable_content;
|
||||
@@ -73,24 +70,12 @@ namespace mbts.spark {
|
||||
_revert_cmd_tooltip = backing(nameof(revert_cmd_tooltip), get_revert_tooltip);
|
||||
//
|
||||
_dispose = new CompositeDisposable(
|
||||
_model.subscribe_complete_algos(allow_undefined_child: true).OnDispatcher().Subscribe(_definitions_update_buffer),
|
||||
_definitions_update_buffer.OnDispatcher()
|
||||
.SubscribeEach(u => {
|
||||
u.FilterIncremental(a => a.key.is_composite, out var added, out var changes, out var removed);
|
||||
AlgoCollectionHelper.update_persisted_definitions(
|
||||
_definitions, added, changes.New(), removed.Select(AlgoData.key_fn), algo => AlgoDefinitionVM.create(_model, algo));
|
||||
_model.algo_model.definitions.Subscribe(_definitions_update_buffer),
|
||||
_definitions_update_buffer.OnDispatcher().Subscribe(u => {
|
||||
var orig_selected_def = selected_definition;
|
||||
AlgoCollectionHelper.update_persisted_definitions(_definitions, u, d => AlgoDefinitionVM.create(model, d, _studio_formats));
|
||||
if (selected_definition == null)
|
||||
selected_definition = definitions.FirstOrDefault();
|
||||
// Load the algo building blocks (i.e., factory and dynamic algos):
|
||||
// - Composite algos cannot reference other composite algos - that would create awkward dependency issues as composite algos can be modified/deleted.
|
||||
// - Spreader algos are filtered out as well, because that don't actually mean anything to the algo structure.
|
||||
// Synthetic securities in our system are defined by a set of contract legs, and a [single]strategy.
|
||||
// Note: synthetic strategy templates, however, could be introduced at a later date (no reason why 1 synthetic security couldn't have several ExecutionStrategies).
|
||||
var algo_building_blocks = new FilteredDictionary<AlgoKey, AlgoData>(
|
||||
u.state,
|
||||
a => a.key.mode == AlgoKey.Mode.Dynamic || (a.key.mode == AlgoKey.Mode.Factory && a.key.factory != CustomOrderDefinition.CustomOneofCase.Spreader));
|
||||
return ObservableAutoWrapper.connect_item_actions(_definitions.AsCollection(),
|
||||
d => ((IAlgoSelector)d).load_algo_data(algo_building_blocks, null));
|
||||
}),
|
||||
_model.algo_model.metadata_service.subscribe_metadata().OnDispatcher().Subscribe(meta => {
|
||||
_persisted_meta = meta;
|
||||
@@ -140,7 +125,7 @@ namespace mbts.spark {
|
||||
}
|
||||
|
||||
void add_definition_common(CustomOrderDefinitionImmutable def, string name) {
|
||||
var new_def = AlgoDefinitionVM.create_placeholder(_model, def, name);
|
||||
var new_def = AlgoDefinitionVM.create_placeholder(_model, def, name, _studio_formats);
|
||||
_definitions.Add(new_def);
|
||||
selected_definition = new_def;
|
||||
request_view_focus_name?.Invoke(new_def);
|
||||
|
||||
@@ -0,0 +1,214 @@
|
||||
using bts.api;
|
||||
using bts.api.orderman;
|
||||
using bts.collections;
|
||||
using bts.spark;
|
||||
using mbts.spark.utilities;
|
||||
using mbts.ui;
|
||||
using mbts.ui.controls;
|
||||
using mbts.ui.shell;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Collections.ObjectModel;
|
||||
using System.Collections.Specialized;
|
||||
using System.ComponentModel;
|
||||
using System.Reactive.Disposables;
|
||||
using System.Reactive.Linq;
|
||||
using System.Threading.Tasks;
|
||||
using System.Windows.Input;
|
||||
|
||||
namespace mbts.spark {
|
||||
class AlgoVMWrapper : DisposableViewModelBase, IAlgoVM,
|
||||
IObserver<SecurityMD?>,
|
||||
IObserver<SecurityImmutable?>,
|
||||
IObserver<OrdersModel>,
|
||||
IObserver<AlgoEditingPermissions> {
|
||||
static readonly HashSet<string>
|
||||
_algo_root_echo_props = new HashSet<string> {
|
||||
nameof(is_expanded),
|
||||
nameof(editing_permissions),
|
||||
nameof(definition),
|
||||
nameof(display_name)
|
||||
};
|
||||
static readonly IReadOnlyDictionary<string, string>
|
||||
_value_echo_props = new Dictionary<string, string> {
|
||||
{ nameof(AlgoDefinitionVM.name), nameof(display_name) },
|
||||
{ nameof(AlgoDefinitionVM.abbreviation), nameof(abbreviation) },
|
||||
{ nameof(AlgoDefinitionVM.badge_fill), nameof(meta) }
|
||||
};
|
||||
readonly ObservableAggregateCollection<IAlgoSelector> _child_algo_selectors = new ObservableAggregateCollection<IAlgoSelector>();
|
||||
readonly ObservableAggregateCollection<IAlgoParamVM> _algo_params = new ObservableAggregateCollection<IAlgoParamVM>();
|
||||
readonly DisposableContainer _value_hooks = new DisposableContainer();
|
||||
Action _definition_changed = () => { };
|
||||
_ObservedData? _data_cache;
|
||||
AlgoDefinitionVM _value;
|
||||
|
||||
public AlgoVMWrapper(AlgoDefinitionVM algo_definition_vm) {
|
||||
value = algo_definition_vm;
|
||||
_dispose = new CompositeDisposable(_value_hooks) {
|
||||
_child_algo_selectors.clear_collections,
|
||||
_algo_params.clear_collections,
|
||||
() => _value?.Dispose()
|
||||
};
|
||||
}
|
||||
|
||||
public event Action definition_changed { add => _definition_changed += value; remove => _definition_changed -= value; }
|
||||
|
||||
public AlgoDefinitionVM value {
|
||||
get => _value;
|
||||
set {
|
||||
if (_value != value) {
|
||||
_value?.Dispose();
|
||||
_value = value;
|
||||
_value_hooks.replace(_set_hooks(value));
|
||||
RaisePropertyChanged(nameof(value));
|
||||
}
|
||||
}
|
||||
}
|
||||
public AlgoKey id => _value.key;
|
||||
public CustomOrderDefinition.CustomOneofCase order_type => _algo_root?.order_type ?? CustomOrderDefinition.CustomOneofCase.None;
|
||||
public OrderMetadata meta {
|
||||
get {
|
||||
if (_value != null) {
|
||||
if (_value.custom_badge_color.enabled)
|
||||
return new OrderMetadata { Color = value.custom_badge_color.value.rgb_color(), KeyBinding = value.abbreviation.if_null_or_empty(value.name) };
|
||||
else if (_value.algo_root != null)
|
||||
return _value.algo_root.meta;
|
||||
}
|
||||
return OrderDataHelper.get_metadata(order_type);
|
||||
}
|
||||
}
|
||||
public AlgoEditingPermissions editing_permissions => _value?.editing_permissions ?? AlgoEditingPermissions.None;
|
||||
public bool can_expand => _algo_root?.can_expand ?? false;
|
||||
public bool is_expanded {
|
||||
get => _value.algo_root?.is_expanded ?? false;
|
||||
set {
|
||||
if (_value != null)
|
||||
_value.is_expanded = value;
|
||||
}
|
||||
}
|
||||
public string display_name => _value?.name ?? string.Empty;
|
||||
public string abbreviation => _value?.abbreviation;
|
||||
public AlgoDisplayGroup group => _value?.group ?? AlgoDisplayGroup.BTS;
|
||||
public CustomOrderDefinitionImmutable definition => _algo_root?.definition ?? new CustomOrderDefinitionImmutable(new CustomOrderDefinition());
|
||||
public ObservableCollection<IAlgoSelector> child_algo_selectors => _child_algo_selectors;
|
||||
[EditorBrowsable(EditorBrowsableState.Never)]
|
||||
public ObservableCollection<IAlgoSelector> child_algo_selectors_view {
|
||||
get {
|
||||
_value?.algo_root?.ensure_init();
|
||||
return _child_algo_selectors;
|
||||
}
|
||||
}
|
||||
public IReadOnlyObservableCollection<IAlgoParamVM> algo_params => _algo_params;
|
||||
[EditorBrowsable(EditorBrowsableState.Never)]
|
||||
public dynamic children_vm => _algo_root?.children_vm;
|
||||
|
||||
IAlgoVM _algo_root => _value?.algo_root;
|
||||
|
||||
public void assign_to(CustomOrderDefinition value) => _algo_root?.assign_to(value);
|
||||
public bool key_match(KeyEventArgs e) => _algo_root?.key_match(e) ?? false;
|
||||
public void load_from(CustomOrderDefinitionImmutable value) => _algo_root?.load_from(value);
|
||||
public void load_many(IEnumerable<CustomOrderDefinitionImmutable> values) => _algo_root?.load_many(values);
|
||||
void IAlgoVM.ensure_init() => _value?.algo_root?.ensure_init();
|
||||
|
||||
IDisposable _set_hooks(AlgoDefinitionVM vm) {
|
||||
var algo_root_subs = new DisposableContainer();
|
||||
vm.PropertyChanged += on_value_prop_changed;
|
||||
return new CompositeDisposable(
|
||||
vm.observe_algo_root().Subscribe(r => {
|
||||
algo_root_subs.replace(null);
|
||||
_child_algo_selectors.clear_collections();
|
||||
_algo_params.clear_collections();
|
||||
if (r != null) {
|
||||
if (_data_cache.HasValue) {
|
||||
_data_cache.Value.forward_to(r);
|
||||
}
|
||||
_child_algo_selectors.add_collection(r.child_algo_selectors);
|
||||
_algo_params.add_collection(r.algo_params);
|
||||
((INotifyPropertyChanged)r).PropertyChanged += on_algo_root_prop_changed;
|
||||
algo_root_subs.replace(new CompositeDisposable(
|
||||
r.subscribe_definition().Subscribe(_ => _definition_changed?.Invoke())) {
|
||||
() => ((INotifyPropertyChanged)r).PropertyChanged -= on_algo_root_prop_changed
|
||||
});
|
||||
}
|
||||
RaisePropertyChanged(nameof(group));
|
||||
}),
|
||||
algo_root_subs) {
|
||||
() => vm.PropertyChanged -= on_value_prop_changed
|
||||
};
|
||||
void on_algo_root_prop_changed(object sender, PropertyChangedEventArgs e) {
|
||||
if (_algo_root_echo_props.Contains(e.PropertyName))
|
||||
RaisePropertyChanged(e.PropertyName);
|
||||
}
|
||||
void on_value_prop_changed(object sender, PropertyChangedEventArgs e) {
|
||||
if (_value_echo_props.TryGetValue(e.PropertyName, out string wrapper_prop))
|
||||
RaisePropertyChanged(wrapper_prop);
|
||||
}
|
||||
}
|
||||
|
||||
// permissions
|
||||
void IObserver<AlgoEditingPermissions>.OnNext(AlgoEditingPermissions value) {
|
||||
_data_cache = _data_cache?.with(value) ?? new _ObservedData(value, default, default, default);
|
||||
(_algo_root as IObserver<AlgoEditingPermissions>)?.OnNext(value);
|
||||
}
|
||||
void IObserver<AlgoEditingPermissions>.OnError(Exception error) { }
|
||||
void IObserver<AlgoEditingPermissions>.OnCompleted() { }
|
||||
// model
|
||||
void IObserver<OrdersModel>.OnNext(OrdersModel value) {
|
||||
_data_cache = _data_cache?.with(value) ?? new _ObservedData(default, value, default, default);
|
||||
(_algo_root as IObserver<OrdersModel>)?.OnNext(value);
|
||||
}
|
||||
void IObserver<OrdersModel>.OnError(Exception error) { }
|
||||
void IObserver<OrdersModel>.OnCompleted() { }
|
||||
// security
|
||||
void IObserver<SecurityImmutable?>.OnNext(SecurityImmutable? value) {
|
||||
_data_cache = _data_cache?.with(value) ?? new _ObservedData(default, default, value, default);
|
||||
(_algo_root as IObserver<SecurityImmutable?>)?.OnNext(value);
|
||||
}
|
||||
void IObserver<SecurityImmutable?>.OnError(Exception error) { }
|
||||
void IObserver<SecurityImmutable?>.OnCompleted() { }
|
||||
// security md
|
||||
void IObserver<SecurityMD?>.OnNext(SecurityMD? value) {
|
||||
_data_cache = _data_cache?.with(value) ?? new _ObservedData(default, default, default, value);
|
||||
(_algo_root as IObserver<SecurityMD?>)?.OnNext(value);
|
||||
}
|
||||
void IObserver<SecurityMD?>.OnError(Exception error) { }
|
||||
void IObserver<SecurityMD?>.OnCompleted() { }
|
||||
|
||||
struct _ObservedData {
|
||||
public readonly AlgoEditingPermissions permissions;
|
||||
public readonly OrdersModel model;
|
||||
public readonly SecurityImmutable? security;
|
||||
public readonly SecurityMD? security_md;
|
||||
|
||||
public _ObservedData(AlgoEditingPermissions permissions, OrdersModel model, SecurityImmutable? security, SecurityMD? security_md) {
|
||||
this.permissions = permissions;
|
||||
this.model = model;
|
||||
this.security = security;
|
||||
this.security_md = security_md;
|
||||
}
|
||||
|
||||
public void forward_to(IAlgoVM recipient) {
|
||||
(recipient as IObserver<AlgoEditingPermissions>)?.OnNext(permissions);
|
||||
if (model != null)
|
||||
(recipient as IObserver<OrdersModel>)?.OnNext(model);
|
||||
if (security_md.HasValue)
|
||||
(recipient as IObserver<SecurityMD?>)?.OnNext(security_md);
|
||||
if (security.HasValue)
|
||||
(recipient as IObserver<SecurityImmutable?>)?.OnNext(security);
|
||||
}
|
||||
|
||||
public _ObservedData with(AlgoEditingPermissions? permissions) =>
|
||||
new _ObservedData(permissions ?? this.permissions, model, security, security_md);
|
||||
|
||||
public _ObservedData with(OrdersModel model) =>
|
||||
new _ObservedData(permissions, model, security, security_md);
|
||||
|
||||
public _ObservedData with(SecurityImmutable? security) =>
|
||||
new _ObservedData(permissions, model, security, security_md);
|
||||
|
||||
public _ObservedData with(SecurityMD? security_md) =>
|
||||
new _ObservedData(permissions, model, security, security_md);
|
||||
}
|
||||
}
|
||||
}
|
||||
+6
-42
@@ -199,30 +199,18 @@
|
||||
Grid.Column="1"
|
||||
HorizontalAlignment="Center"
|
||||
Foreground="{u:BTSColor MarketData.bid}"
|
||||
Text="{Binding DataContext.bbo.bid_size, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}"
|
||||
ToolTip="Best Bid Size"
|
||||
>
|
||||
<TextBlock.Text>
|
||||
<MultiBinding Converter="{x:Static cv:DynamicDoubleDivisorConverter.Instance}">
|
||||
<Binding Path="DataContext.bbo.bid_size" RelativeSource="{RelativeSource AncestorType=usp:AlgoEditorGridView}" Mode="OneWay"/>
|
||||
<Binding Path="DataContext.display_quantity_divisor" RelativeSource="{RelativeSource AncestorType=usp:AlgoEditorGridView}" Mode="OneWay"/>
|
||||
</MultiBinding>
|
||||
</TextBlock.Text>
|
||||
</TextBlock>
|
||||
/>
|
||||
<TextBlock
|
||||
x:Name="ask_text"
|
||||
Grid.Column="2"
|
||||
HorizontalAlignment="Center"
|
||||
Margin="4,0"
|
||||
Foreground="{u:BTSColor MarketData.ask}"
|
||||
Text="{Binding DataContext.bbo.ask_size, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}"
|
||||
ToolTip="Best Ask Size"
|
||||
>
|
||||
<TextBlock.Text>
|
||||
<MultiBinding Converter="{x:Static cv:DynamicDoubleDivisorConverter.Instance}">
|
||||
<Binding Path="DataContext.bbo.ask_size" RelativeSource="{RelativeSource AncestorType=usp:AlgoEditorGridView}" Mode="OneWay"/>
|
||||
<Binding Path="DataContext.display_quantity_divisor" RelativeSource="{RelativeSource AncestorType=usp:AlgoEditorGridView}" Mode="OneWay"/>
|
||||
</MultiBinding>
|
||||
</TextBlock.Text>
|
||||
</TextBlock>
|
||||
/>
|
||||
</Grid>
|
||||
<DataTemplate.Triggers>
|
||||
<DataTrigger Binding="{Binding path_disambiguation}" Value="{x:Static sys:String.Empty}">
|
||||
@@ -284,14 +272,6 @@
|
||||
</Grid>
|
||||
</DataTemplate>
|
||||
</u:TemplateSelectorKeyValue>
|
||||
<!--TODO: replace all the param.value bindings with param.display_value.
|
||||
The reason this has not already been done is that the display_value property is new,
|
||||
and only necessary for the size param as of 6/8/2020 (slightly more uniform code doesn't warrant rocking the boat).-->
|
||||
<u:TemplateSelectorKeyValue Key="{x:Static usp:AlgoParamTemplateKeys.Size}">
|
||||
<DataTemplate>
|
||||
<TextBlock Text="{Binding param.display_value}"/>
|
||||
</DataTemplate>
|
||||
</u:TemplateSelectorKeyValue>
|
||||
</usp:AlgoParamTemplateSelector.KeyedTemplates>
|
||||
<!--Bool-->
|
||||
<usp:AlgoParamTemplateSelector.BoolTemplate>
|
||||
@@ -302,7 +282,7 @@
|
||||
<!--Double-->
|
||||
<usp:AlgoParamTemplateSelector.DoubleTemplate>
|
||||
<DataTemplate>
|
||||
<TextBlock Text="{Binding param.display_value, Converter={StaticResource DoubleTextConverter}}"/>
|
||||
<TextBlock Text="{Binding param.value, Converter={StaticResource DoubleTextConverter}}"/>
|
||||
</DataTemplate>
|
||||
</usp:AlgoParamTemplateSelector.DoubleTemplate>
|
||||
<!--Enum-->
|
||||
@@ -380,22 +360,6 @@
|
||||
/>
|
||||
</DataTemplate>
|
||||
</u:TemplateSelectorKeyValue>
|
||||
<!--TODO: replace all the param.value bindings with param.display_value.
|
||||
The reason this has not already been done is that the display_value property is new,
|
||||
and only necessary for the size param as of 6/8/2020 (slightly more uniform code doesn't warrant rocking the boat).-->
|
||||
<u:TemplateSelectorKeyValue Key="{x:Static usp:AlgoParamTemplateKeys.Size}">
|
||||
<DataTemplate>
|
||||
<c:TickUpDownNullableInt Focusable="False" HorizontalAlignment="Stretch" Value="{Binding param.display_value, UpdateSourceTrigger=PropertyChanged}" ArrowKeyTickModifiers="Ctrl">
|
||||
<c:TickUpDownNullableInt.CommandBindings>
|
||||
<CommandBinding Command="{x:Static u:NavigationHelper.MoveFocusCommand}" Executed="{x:Static u:NavigationHelper.KeyboardMoveFocusExecuted}"/>
|
||||
</c:TickUpDownNullableInt.CommandBindings>
|
||||
<c:TickUpDownNullableInt.InputBindings>
|
||||
<KeyBinding Key="Up" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Up}"/>
|
||||
<KeyBinding Key="Down" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Down}"/>
|
||||
</c:TickUpDownNullableInt.InputBindings>
|
||||
</c:TickUpDownNullableInt>
|
||||
</DataTemplate>
|
||||
</u:TemplateSelectorKeyValue>
|
||||
</usp:AlgoParamTemplateSelector.KeyedTemplates>
|
||||
<!--Bool-->
|
||||
<usp:AlgoParamTemplateSelector.BoolTemplate>
|
||||
@@ -406,7 +370,7 @@
|
||||
<!--Double-->
|
||||
<usp:AlgoParamTemplateSelector.DoubleTemplate>
|
||||
<DataTemplate>
|
||||
<c:TickUpDownDouble x:Name="tick_up_down" Focusable="False" HorizontalAlignment="Stretch" Value="{Binding param.display_value, UpdateSourceTrigger=PropertyChanged}" ArrowKeyTickModifiers="Ctrl">
|
||||
<c:TickUpDownDouble x:Name="tick_up_down" Focusable="False" HorizontalAlignment="Stretch" Value="{Binding param.value, UpdateSourceTrigger=PropertyChanged}" ArrowKeyTickModifiers="Ctrl">
|
||||
<c:TickUpDownDouble.CommandBindings>
|
||||
<CommandBinding Command="{x:Static u:NavigationHelper.MoveFocusCommand}" Executed="{x:Static u:NavigationHelper.KeyboardMoveFocusExecuted}"/>
|
||||
</c:TickUpDownDouble.CommandBindings>
|
||||
|
||||
+26
-1
@@ -39,6 +39,31 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
|
||||
static IDisposable _wrap_rows(AlgoDefinitionVM algo_def, ObservableAggregateCollection<AlgoParamRowVM> rows, bool include_algo_type_rows) {
|
||||
AlgoParamRowVM root = null;
|
||||
ObservableAggregateCollection<AlgoParamRowVM> algo_params;
|
||||
if (include_algo_type_rows) {
|
||||
// while normal params live and die with the selected algo-type (when the algo-type changes, they are removed, and replaced with params for the new algo type),
|
||||
// the algo-type row is constant (it is the row with the algo-type dropdown, which the user may use to select different algos).
|
||||
algo_params = new ObservableAggregateCollection<AlgoParamRowVM>();
|
||||
rows.add_collection(new ObservableAppendCollection<AlgoParamRowVM>(algo_params, root = new AlgoSelectorParamRowVM(new AlgoVMWrapper(algo_def), algo_def, null)).AsReadOnly());
|
||||
} else {
|
||||
algo_params = rows;
|
||||
}
|
||||
return algo_def.observe_algo_root().SubscribeEach(a => {
|
||||
algo_params.clear_collections();
|
||||
if (a == null)
|
||||
return Disposable.empty;
|
||||
var child_rows = new ObservableAggregateCollection<AlgoParamRowVM>();
|
||||
/// Note: the order of operations here matters
|
||||
/// <see cref="_wrap_rows(IAlgoVM, AlgoParamRowVM, ObservableAggregateCollection{AlgoParamRowVM}, bool)" /> has the potential to trigger a lot of CollectionChanged events (depending on how deep the algo-tree is).
|
||||
/// There is no need to burden the aggregate 'rows' with echoing all of these events, if the child-row collection is finished changing when it is added to the aggregate.
|
||||
var hook = _wrap_rows(a, root, child_rows, include_algo_type_rows);
|
||||
algo_params.add_collection(child_rows.AsReadOnly());
|
||||
return hook;
|
||||
});
|
||||
}
|
||||
|
||||
static IDisposable _wrap_rows(IAlgoVM algo_root, AlgoParamRowVM parent, ObservableAggregateCollection<AlgoParamRowVM> all_rows, bool include_algo_type_rows) {
|
||||
var wrapped_params = new ObservableAutoWrapper<AlgoParamRowVM, IAlgoParamVM>(algo_root.algo_params, pvm => new AlgoParamRowVM(algo_root, pvm, parent));
|
||||
var selector_params = new ObservableCollection<AlgoParamRowVM>();
|
||||
@@ -60,4 +85,4 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -106,7 +106,7 @@
|
||||
</GroupBox.Header>
|
||||
<ContentControl
|
||||
Grid.IsSharedSizeScope="True"
|
||||
Content="{Binding algo_root}"
|
||||
Content="{Binding algo_root, Converter={x:Static usp:AlgoContentTemplateSelector.DataContextConverter}}"
|
||||
ContentTemplateSelector="{StaticResource AlgoTemplateSelector}"
|
||||
Margin="{StaticResource Margin.TP1}"
|
||||
Visibility="{Binding algo_root.can_expand, Converter={StaticResource BooleanToVisibilityConverter}}"
|
||||
|
||||
@@ -5,6 +5,7 @@ using bts.collections;
|
||||
using bts.shell.fills;
|
||||
using bts.spark;
|
||||
using bts.utils;
|
||||
using bts.utils.csv;
|
||||
using mbts.collections;
|
||||
using mbts.persist;
|
||||
using mbts.spark.filters;
|
||||
@@ -122,7 +123,7 @@ namespace mbts.spark {
|
||||
add_col(Columns.Account, DefaultColumnHeaders.Account, r => r.account, dv_filter_rx(_model.factory.subscribe_accounts().Select(d => d.Values.Ordered()), r => r.account), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.Account);
|
||||
add_col(Columns.Exchange, DefaultColumnHeaders.Exchange, r => r.exchange.ToString(), dv_filter(EnumHelper.get_values<Venue>().ToArray(), r => r.security.exchange_or_default()), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.Exchange);
|
||||
add_col(Columns.TimeInForce, DefaultColumnHeaders.TimeInForce, r => r.time_in_force.ToString(), dv_filter(EnumHelper.get_values<TimeInForce>().ToArray(), r => r.order?.time_in_force() ?? TimeInForce.Undefined), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.TimeInForce);
|
||||
add_col(Columns.Size, DefaultColumnHeaders.Size, r => r.display_size.ToString(), new DoubleMinMax<FillTuple>(r => r.fill.LastShares), DataGridFilterKnownTemplates.UIntMinMax, DefaultColumnWidths.Size);
|
||||
add_col(Columns.Size, DefaultColumnHeaders.Size, r => r.size.ToString(), new DoubleMinMax<FillTuple>(r => r.fill.LastShares), DataGridFilterKnownTemplates.UIntMinMax, DefaultColumnWidths.Size);
|
||||
add_col(Columns.Price, DefaultColumnHeaders.Price, r => r.format_price(r.price), new DoubleMinMax<FillTuple>(r => r.fill.LastPrice), DataGridFilterKnownTemplates.DoubleMinMax, DefaultColumnWidths.Price);
|
||||
add_col(Columns.FillKind, DefaultColumnHeaders.FillKind, r => r.fill_kind.ToString(), dv_filter(EnumHelper.get_values<FillKind>().ToArray(), r => r.fill.FillKind), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.FillKind);
|
||||
add_col(Columns.FillStatus, DefaultColumnHeaders.FillStatus, r => r.fill_status.ToString(), dv_filter(EnumHelper.get_values<FillStatus>().ToArray(), r => r.fill.FillStatus), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.FillKind);
|
||||
@@ -286,7 +287,6 @@ namespace mbts.spark {
|
||||
Color? _root_algo_badge_color;
|
||||
OrderMetadata _order_metadata;
|
||||
bool _is_selected;
|
||||
double? _display_size;
|
||||
|
||||
public Row(FillTuple fill_tuple, OrdersModel model) :
|
||||
base(fill_tuple.security ?? SecurityDataHelper.Defaults.SecurityImmutable) {
|
||||
@@ -307,8 +307,6 @@ namespace mbts.spark {
|
||||
public Side side => _fill.Side;
|
||||
public double price => _fill.LastPrice;
|
||||
public double size => _fill.LastShares;
|
||||
public double display_size => _display_size ??
|
||||
(_display_size = size.safe_divide(_model.security_auxiliary_model.get_display_quantity_divisor(security))).Value;
|
||||
public FillKind fill_kind => _fill.FillKind;
|
||||
public FillStatus fill_status => _fill.FillStatus;
|
||||
public string fill_key => _fill.FillKey;
|
||||
@@ -333,6 +331,27 @@ namespace mbts.spark {
|
||||
public override bool Equals(object obj) => Equals(obj as Row);
|
||||
public override int GetHashCode() => _fill.FillKey.GetHashCode() ^ _order.Key.GetHashCode();
|
||||
|
||||
public static System.Collections.Specialized.OrderedDictionary csv_ordered_properties =>
|
||||
CsvHelper.create_ordering_maintainer(typeof(Row),
|
||||
new string[] {
|
||||
nameof(security),
|
||||
nameof(order_type),
|
||||
nameof(root_algo_display_name),
|
||||
nameof(side),
|
||||
nameof(fill_time),
|
||||
nameof(user),
|
||||
nameof(account),
|
||||
nameof(exchange),
|
||||
nameof(time_in_force),
|
||||
nameof(size),
|
||||
nameof(price),
|
||||
nameof(fill_kind),
|
||||
nameof(fill_status),
|
||||
nameof(fill_key),
|
||||
nameof(order_key),
|
||||
nameof(security_key)
|
||||
});
|
||||
|
||||
public event Action invalidated;
|
||||
void IRowVM.raise_invalidated() => invalidated?.Invoke();
|
||||
}
|
||||
|
||||
@@ -4,6 +4,7 @@ using bts.shell;
|
||||
using bts.shell.fills;
|
||||
using bts.spark;
|
||||
using bts.view;
|
||||
using bts.utils.csv;
|
||||
using mbts.persist;
|
||||
using mbts.ui;
|
||||
using mbts.ui.settings;
|
||||
@@ -61,6 +62,7 @@ namespace mbts.spark {
|
||||
_view = new FillsView { DataContext = _vm };
|
||||
|
||||
_commands = new List<SparkCommand> {
|
||||
new SparkCommandCommand("Export to csv", Icons.Export, FileDialogCommand.export_csv(() => _vm.rows.ToCsv(FillsVM.Row.csv_ordered_properties), "Fills")),
|
||||
// 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>(
|
||||
|
||||
@@ -87,15 +87,6 @@ namespace mbts.spark {
|
||||
public static bool operator !=(LadderColumnSettings x, LadderColumnSettings y) => !(x == y);
|
||||
}
|
||||
|
||||
[ProtoContract]
|
||||
class LadderOrderLimits : IEquatable<LadderOrderLimits> {
|
||||
[ProtoMember(1)]
|
||||
public ToggleInt32Proto max_settlement_cross_ticks { get; set; }
|
||||
|
||||
public bool Equals(LadderOrderLimits other) =>
|
||||
other != null && max_settlement_cross_ticks == other.max_settlement_cross_ticks;
|
||||
}
|
||||
|
||||
[ProtoContract]
|
||||
class HistogramBarAnimation : IEquatable<HistogramBarAnimation> {
|
||||
// this class is 100% mutable (there are literally 0 readonly members),
|
||||
@@ -323,8 +314,6 @@ namespace mbts.spark {
|
||||
// Settings are liable to change in the near future, so an internal IEqualityComparer simply won't do as it risks becoming out of date.
|
||||
[ProtoContract]
|
||||
class LadderSettings : IEquatable<LadderSettings> {
|
||||
// RESERVED ProtoMember indices
|
||||
// 900-999: dj settings
|
||||
const double _default_order_entry_panel_width = 110.0;
|
||||
const double _default_zoom_factor = 1.0;
|
||||
const bool _default_show_warn_on_cross = true;
|
||||
@@ -603,9 +592,6 @@ namespace mbts.spark {
|
||||
[ProtoMember(61), DefaultValue(true)]
|
||||
public bool status_message_visible { get; set; }
|
||||
|
||||
[ProtoMember(900)]
|
||||
public LadderOrderLimits ladder_order_limits { get; set; }
|
||||
|
||||
public void sanitize() =>
|
||||
sanitize(this);
|
||||
|
||||
@@ -711,8 +697,7 @@ namespace mbts.spark {
|
||||
a.enforce_max_clip == b.enforce_max_clip &&
|
||||
a.max_clip == b.max_clip &&
|
||||
a.price_display_format == b.price_display_format &&
|
||||
a.status_message_visible == b.status_message_visible &&
|
||||
a.ladder_order_limits.safe_equals(b.ladder_order_limits);
|
||||
a.status_message_visible == b.status_message_visible;
|
||||
|
||||
public bool Equals(LadderSettings other) =>
|
||||
profile_equals(this, other) &&
|
||||
|
||||
@@ -100,7 +100,6 @@ namespace bts.shell {
|
||||
ShellWindowVM shell_window_vm = null;
|
||||
IShellWindow shell_window = null;
|
||||
var title_source = new LazyObservable<string>(() => ShellWindowExtensions.literal_title_source(shell_window, shell_window_vm));
|
||||
LadderVM vm = null;
|
||||
var view = new Lazy<UIElement>(() => {
|
||||
// resources
|
||||
var model = new LadderModel(md, _orders_model, _mbo);
|
||||
@@ -114,6 +113,7 @@ namespace bts.shell {
|
||||
/// 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;
|
||||
LadderVM vm = null;
|
||||
var settings_subject = new Subject<LadderSettings>();
|
||||
var settings_source = Observable.Create<LadderSettings>(o => {
|
||||
ensure_synced();
|
||||
@@ -272,11 +272,10 @@ namespace bts.shell {
|
||||
(v, s) => save(_get_state(((LadderView)v).vm, settings_id), s),
|
||||
icon: Icons.Ladder,
|
||||
thread_id: _thread_id_provider.next_id(),
|
||||
swvm => {
|
||||
shell_window_vm = swvm;
|
||||
vm => {
|
||||
shell_window_vm = vm;
|
||||
title_source.connect();
|
||||
},
|
||||
key_event_args => vm?.key_down(key_event_args));
|
||||
});
|
||||
}
|
||||
|
||||
async void _show_windows(IImmutableSet<uint> securities) {
|
||||
|
||||
@@ -4,7 +4,6 @@ using bts.shell.orderbook;
|
||||
using mbts.persist;
|
||||
using mbts.ui;
|
||||
using mbts.ui.shell;
|
||||
using mbts.ui.spark;
|
||||
using System;
|
||||
using System.Collections;
|
||||
using System.Collections.Generic;
|
||||
@@ -144,7 +143,7 @@ namespace mbts.spark {
|
||||
string candidate = string.Empty;
|
||||
if (a.HasValue) {
|
||||
var algo_name = a.Value.name;
|
||||
var words = algo_name.Split(delim, StringSplitOptions.RemoveEmptyEntries);
|
||||
var words = algo_name.Split(delim);
|
||||
if (words.Length == 1) {
|
||||
var single_word = words[0];
|
||||
if (single_word.Length > 1) {
|
||||
@@ -153,7 +152,7 @@ namespace mbts.spark {
|
||||
candidate = single_word;
|
||||
}
|
||||
} else {
|
||||
candidate = string.Join(string.Empty, words.Take(2).Select(w => w.Substring(0, 1)));
|
||||
candidate = words.Take(2).Select(w => w.Substring(0, 1)).list_string(string.Empty);
|
||||
}
|
||||
}
|
||||
return candidate.ToUpper();
|
||||
@@ -170,8 +169,7 @@ namespace mbts.spark {
|
||||
}
|
||||
|
||||
private void _set_badge_text() {
|
||||
var fmt = MDDisplayHelper.get_value_formatter(_owner.display_quantity_divisor);
|
||||
text_lines = BadgeRender.format(side, quantity, filled, _current_badge_style, fmt);
|
||||
text_lines = BadgeRender.format(side, quantity, filled, _current_badge_style);
|
||||
RaisePropertyChanged(nameof(text_lines));
|
||||
}
|
||||
|
||||
|
||||
@@ -3,11 +3,9 @@ using bts.api;
|
||||
using bts.api.orderman;
|
||||
using bts.collections;
|
||||
using bts.persist.algo;
|
||||
using bts.proto;
|
||||
using bts.shell.orderbook;
|
||||
using bts.utils;
|
||||
using mbts.collections;
|
||||
using mbts.spark.utilities;
|
||||
using mbts.ui;
|
||||
using mbts.ui.controls;
|
||||
using mbts.ui.controls.color_picker;
|
||||
@@ -46,8 +44,7 @@ namespace mbts.spark {
|
||||
LadderSettings.NetChangeTerms _price_format;
|
||||
LadderSettings.PriceDisplayFormat _price_display_format;
|
||||
double _order_entry_panel_width, _zoom_factor;
|
||||
bool _auto_clear, _show_warn_on_cross, _enforce_max_clip, _enforce_max_settlement_cross_ticks;
|
||||
int _max_settlement_cross_ticks;
|
||||
bool _auto_clear, _show_warn_on_cross, _enforce_max_clip;
|
||||
LadderSettings _current;
|
||||
LadderColumnSettingsVM
|
||||
_orders = new OrdersColumnSettingsVM(),
|
||||
@@ -116,16 +113,7 @@ namespace mbts.spark {
|
||||
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.get_permitted_algos(security).factory_types
|
||||
.Select(OrderDataHelper.Defaults.CustomOrderDefinitionImmutable)
|
||||
.Select(AlgoData.from_custom_def)
|
||||
.Select(algo_factory));
|
||||
_algo_definitions.AddRange(_model.get_permitted_algos(security).dynamic_types
|
||||
.Select(dyn_type => new CustomOrderDefinitionImmutable(new CustomOrderDefinition {
|
||||
Dynamic = _model.dynamic_helper.create_def(dyn_type)
|
||||
}))
|
||||
.Select(AlgoData.from_custom_def)
|
||||
.Select(algo_factory));
|
||||
_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));
|
||||
@@ -154,7 +142,7 @@ namespace mbts.spark {
|
||||
c.PropertyChanged -= on_prop_changed;
|
||||
}
|
||||
AccountTuple? account_factory(uint key, string name) => new AccountTuple(key, name);
|
||||
AlgoDefinitionVM algo_factory(AlgoData data) => AlgoDefinitionVM.create(_model, data);
|
||||
AlgoDefinitionVM algo_factory(AlgoData data) => AlgoDefinitionVM.create(_model, data, is_synthetic ? AlgoFormats.Spreader : AlgoFormats.Exchange);
|
||||
}
|
||||
|
||||
public event Action result_changed;
|
||||
@@ -202,8 +190,6 @@ namespace mbts.spark {
|
||||
public bool show_warn_on_cross { get => _show_warn_on_cross; set => Set(ref _show_warn_on_cross, value); }
|
||||
public bool enforce_max_clip { get => _enforce_max_clip; set => Set(ref _enforce_max_clip, value); }
|
||||
public uint max_clip { get => _max_clip.Value; set => _max_clip.Value = value; }
|
||||
public bool enforce_max_settlement_cross_ticks { get => _enforce_max_settlement_cross_ticks; set => Set(ref _enforce_max_settlement_cross_ticks, value); }
|
||||
public int max_settlement_cross_ticks { get => _max_settlement_cross_ticks; set => Set(ref _max_settlement_cross_ticks, value); }
|
||||
|
||||
// favorites
|
||||
public FavoriteAlgosVM favorite_algos_vm { get; }
|
||||
@@ -384,10 +370,6 @@ namespace mbts.spark {
|
||||
show_warn_on_cross = settings.show_warn_on_cross;
|
||||
enforce_max_clip = settings.enforce_max_clip;
|
||||
max_clip = settings.max_clip;
|
||||
if (settings.ladder_order_limits != null) {
|
||||
enforce_max_settlement_cross_ticks = settings.ladder_order_limits.max_settlement_cross_ticks.is_enabled;
|
||||
max_settlement_cross_ticks = settings.ladder_order_limits.max_settlement_cross_ticks.value;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -466,10 +448,6 @@ namespace mbts.spark {
|
||||
clone.show_warn_on_cross = show_warn_on_cross;
|
||||
clone.enforce_max_clip = enforce_max_clip;
|
||||
clone.max_clip = max_clip;
|
||||
if (clone.ladder_order_limits == null)
|
||||
clone.ladder_order_limits = new LadderOrderLimits();
|
||||
clone.ladder_order_limits.max_settlement_cross_ticks =
|
||||
new ToggleInt32Proto(max_settlement_cross_ticks, enforce_max_settlement_cross_ticks);
|
||||
return clone;
|
||||
}
|
||||
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
using bts.api;
|
||||
using bts.api.orderman;
|
||||
using bts.proto;
|
||||
using bts.collections;
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using bts.utils;
|
||||
@@ -8,7 +8,6 @@ using mbts.co2;
|
||||
using mbts.spark.utilities;
|
||||
using mbts.ui;
|
||||
using mbts.ui.shell;
|
||||
using mbts.ui.spark;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
@@ -67,8 +66,6 @@ namespace mbts.spark {
|
||||
current_settings = init;
|
||||
this.settings = settings;
|
||||
_equality = TickUtils.tick_equality_comparer(_model.security.ContractSpec);
|
||||
display_quantity_divisor = model.order_gateway.security_auxiliary_model.get_display_quantity_divisor(model.security);
|
||||
size_calculator.display_divisor = display_quantity_divisor;
|
||||
_slot_price_vs_orders = new Dictionary<double, LadderOrderVM>(_equality);
|
||||
this.order_properties_vm = order_properties_vm;
|
||||
_high = backing(nameof(high), double.NaN);
|
||||
@@ -260,11 +257,7 @@ namespace mbts.spark {
|
||||
|
||||
public IBus bus => _bus;
|
||||
|
||||
public event Action
|
||||
on_tick,
|
||||
request_settings_dialog,
|
||||
request_recenter,
|
||||
settings_invalidated;
|
||||
public event Action on_tick, request_settings_dialog, settings_invalidated;
|
||||
|
||||
public MDConsumerHandle md => _model.md;
|
||||
// we return only entries who have piqs and whose piqs are not uint.Max
|
||||
@@ -299,7 +292,6 @@ namespace mbts.spark {
|
||||
remove => _on_disposed_impl -= value;
|
||||
}
|
||||
public SecurityImmutable security => _model.security;
|
||||
public uint display_quantity_divisor { get; }
|
||||
public LadderSettings current_settings { get; private set; }
|
||||
public double high => _high.Value;
|
||||
public double low => _low.Value;
|
||||
@@ -377,14 +369,14 @@ namespace mbts.spark {
|
||||
get {
|
||||
string rv = null;
|
||||
if (show_day_position)
|
||||
rv = SparkUtils.fmt_position(day_position / display_quantity_divisor);
|
||||
rv = SparkUtils.fmt_position(day_position);
|
||||
if (show_raw_day_position) {
|
||||
var raw_day_text = SparkUtils.fmt_position(raw_day_position / display_quantity_divisor);
|
||||
var raw_day_text = SparkUtils.fmt_position(raw_day_position);
|
||||
rv = rv == null ? raw_day_text : $"{rv} / {raw_day_text}";
|
||||
}
|
||||
if (show_account_position) {
|
||||
var acc_text = SparkUtils.fmt_position(position / display_quantity_divisor);
|
||||
rv = rv == null ? acc_text : $"{rv} ({acc_text})";
|
||||
var acc_text = SparkUtils.fmt_position(position);
|
||||
rv = rv == null ? SparkUtils.fmt_position(position) : $"{rv} ({acc_text})";
|
||||
}
|
||||
return rv ?? "";
|
||||
}
|
||||
@@ -398,8 +390,7 @@ 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 actual_alternate_order_size =>
|
||||
(current_settings?.alternate_order_size ?? 0) * Math.Max(1, display_quantity_divisor);
|
||||
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;
|
||||
public bool enforce_max_clip_from_settings => current_settings.enforce_max_clip;
|
||||
public uint max_clip_from_settings => current_settings.max_clip;
|
||||
@@ -453,27 +444,15 @@ namespace mbts.spark {
|
||||
public void key_down(KeyEventArgs e) {
|
||||
if (order_properties_vm == null)
|
||||
return;
|
||||
switch (e.Key) {
|
||||
case Key.Space:
|
||||
if (KeyboardExtensions.IsShiftDown()) {
|
||||
// only recenter this ladder
|
||||
request_recenter?.Invoke();
|
||||
} else {
|
||||
// recenter all ladders
|
||||
_bus?.post(SparkTags.RequestRecenterLadder, null);
|
||||
}
|
||||
e.Handled = true;
|
||||
break;
|
||||
default:
|
||||
// the ctrl modifier requirement helps avoid keyboard-input collisions w/ algo-templates popup
|
||||
if (KeyboardExtensions.IsCtrlDown()) {
|
||||
var new_algo = order_properties_vm.algo_definitions.FirstOrDefault(o => o.algo_root.key_match(e));
|
||||
if (new_algo != null) {
|
||||
order_properties_vm.selected_algo_definition = new_algo;
|
||||
e.Handled = true;
|
||||
}
|
||||
}
|
||||
break;
|
||||
if (KeyboardExtensions.IsDown(Key.Space)) {
|
||||
_bus?.post(SparkTags.RequestRecenterLadder, null);
|
||||
}
|
||||
// the ctrl modifier requirement helps avoid keyboard-input collisions w/ algo-templates popup
|
||||
if (!KeyboardExtensions.IsCtrlDown()) return;
|
||||
var new_algo = order_properties_vm.algo_definitions.FirstOrDefault(o => o.algo_root.key_match(e));
|
||||
if (new_algo != null) {
|
||||
order_properties_vm.selected_algo_definition = new_algo;
|
||||
e.Handled = true;
|
||||
}
|
||||
}
|
||||
|
||||
@@ -490,11 +469,11 @@ namespace mbts.spark {
|
||||
public Task send_order_async((double price, Side? side, MouseButton button) args) {
|
||||
if (order_properties_vm != null && args.button != MouseButton.Middle) {
|
||||
var size_from_alternate = args.button == MouseButton.Right;
|
||||
if (!DoubleHelper.IsNaNOrInfinity(args.price) && args.side.HasValue && !HasErrors && !order_properties_vm.HasErrors && (!size_from_alternate || actual_alternate_order_size > 0)) {
|
||||
if (!DoubleHelper.IsNaNOrInfinity(args.price) && args.side.HasValue && !HasErrors && !order_properties_vm.HasErrors && (!size_from_alternate || current_settings.alternate_order_size > 0)) {
|
||||
if (!size_from_alternate && (!size_calculator.value.HasValue || size_calculator.value.Value == 0)) {
|
||||
size_calculator.flash_error();
|
||||
} else {
|
||||
uint size = size_from_alternate ? actual_alternate_order_size : (uint)Math.Abs(size_calculator.value ?? 0);
|
||||
uint size = size_from_alternate ? current_settings.alternate_order_size : (uint)Math.Abs(size_calculator.value ?? 0);
|
||||
// enforce max clip
|
||||
if (enforce_max_clip_from_settings && size > max_clip_from_settings) {
|
||||
size = max_clip_from_settings;
|
||||
@@ -507,10 +486,6 @@ namespace mbts.spark {
|
||||
}
|
||||
|
||||
public async Task send_order_async(Side side, uint size, double price) {
|
||||
if (!_validate_price(side, price, out var invalid_price_msg)) {
|
||||
status_update(new Activity { security = security, message = invalid_price_msg, category = ActivityLogCategory.order });
|
||||
return;
|
||||
}
|
||||
var order = order_properties_vm.create(side);
|
||||
if (order.CustomDef != null) {
|
||||
if (order.CustomDef.Stop != null) {
|
||||
@@ -531,7 +506,7 @@ namespace mbts.spark {
|
||||
if (fav_algo != null) {
|
||||
if (_favorite_algo_map.TryGetValue(fav_algo.key, out var d)) {
|
||||
if (!d.flags.HasFlag(LadderFavoriteAlgoFlags.Sticky) && !order_properties_vm.try_pop_selected_algo_definition()) {
|
||||
var key = new AlgoKey(OrderDataHelper.get_default_algo(security.ContractCase));
|
||||
var key = new AlgoKey(OrderDataHelper.get_default_algo(OrderDataHelper.get_algo_format(security.ContractCase)));
|
||||
if (order_properties_vm.try_get_algo_definition(key, out var r)) {
|
||||
order_properties_vm.selected_algo_definition = r;
|
||||
}
|
||||
@@ -542,23 +517,6 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
|
||||
bool _validate_price(Side side, double price, out string msg) {
|
||||
msg = null;
|
||||
if (!price.is_real()) {
|
||||
msg = "not a real number";
|
||||
} else if (settlement.is_real()) {
|
||||
var ticks_from_settle = security.ContractSpec.tickdiff(price, settlement);
|
||||
if (ticks_from_settle.HasValue) {
|
||||
var max_cross = (current_settings?.ladder_order_limits?.max_settlement_cross_ticks)?.as_nullable();
|
||||
if (max_cross.HasValue) {
|
||||
if (side == Side.Sell ? ticks_from_settle < (-1 * max_cross.Value) : ticks_from_settle > max_cross.Value)
|
||||
msg = $"exceeds settle cross ticks limit ({ticks_from_settle.Value})";
|
||||
}
|
||||
}
|
||||
}
|
||||
return msg == null;
|
||||
}
|
||||
|
||||
void _update_header() {
|
||||
bool last_updated = md.get_last_trade(ref _last_trade_time, out NativePriceSize last, out DateTime time, out ulong volume);
|
||||
if (_misc_time != _model.md.misc_timestamp || last_updated) {
|
||||
|
||||
@@ -46,12 +46,12 @@ namespace mbts.spark {
|
||||
void _reset_ladder_vm() {
|
||||
if (_value == null && !_security_md.HasValue)
|
||||
return;
|
||||
_value?.Dispose();
|
||||
_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;
|
||||
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));
|
||||
}
|
||||
}
|
||||
|
||||
@@ -53,7 +53,7 @@ namespace mbts.spark {
|
||||
readonly RefValueContainer<IEnumerable<VolumeAtPriceLevelImmutable>> _volume_container =
|
||||
new RefValueContainer<IEnumerable<VolumeAtPriceLevelImmutable>>();
|
||||
|
||||
IDisposable _settings_sub, _volume_sub, _tick_sub, _vm_sub;
|
||||
IDisposable _settings_sub, _volume_sub, _tick_sub;
|
||||
ScrollViewer _scrollViewer;
|
||||
LadderSettings _settings;
|
||||
LadderVM _vm;
|
||||
@@ -66,8 +66,7 @@ namespace mbts.spark {
|
||||
double _last_origin_price;
|
||||
MarketBreakLines _mkt_break_lines;
|
||||
NativePriceSize _last_trade;
|
||||
Func<NativePriceSize, string> _fmt_mkt_depth_item_impl = MDDisplayHelper.get_formatter_nps(MarketSizeDisplay.get_default());
|
||||
Func<uint, string> _fmt_mkt_quantity_impl = v => v.ToString();
|
||||
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;
|
||||
@@ -353,9 +352,7 @@ namespace mbts.spark {
|
||||
return;
|
||||
}
|
||||
} else if (_vm != null) {
|
||||
uint size = e.ChangedButton == MouseButton.Right ?
|
||||
_vm.actual_alternate_order_size :
|
||||
_vm.size_calculator.value ?? 0;
|
||||
uint size = e.ChangedButton == MouseButton.Right ? _vm.alternate_order_size_from_settings : _vm.size_calculator.value ?? 0;
|
||||
|
||||
// does the size violate the local max clip
|
||||
if (_vm.enforce_max_clip_from_settings && size > _vm.max_clip_from_settings) {
|
||||
@@ -471,7 +468,7 @@ namespace mbts.spark {
|
||||
security_id: _vm.model.security.Id,
|
||||
price_level: price_for_point(point)
|
||||
);
|
||||
var model = new MBOPopupModel(_vm.model.mbo_service, _vm.model.security, query, fmt_mbo_qty);
|
||||
var model = new MBOPopupModel(_vm.model.mbo_service, _vm.model.security, query);
|
||||
// Load the first set of orders so we know if there are any before showing the popup
|
||||
var result = await model.load_orders();
|
||||
if (result.success && result.value.orders.Count > 0) {
|
||||
@@ -492,8 +489,6 @@ namespace mbts.spark {
|
||||
};
|
||||
view.RequestClose += (o, _) => popup.IsOpen = false;
|
||||
}
|
||||
string fmt_mbo_qty(int value) =>
|
||||
value < 0 ? $"-{_fmt_mkt_quantity((uint)value)}" : _fmt_mkt_quantity((uint)value);
|
||||
}
|
||||
|
||||
protected override void OnMouseDoubleClick(MouseButtonEventArgs e) {
|
||||
@@ -539,44 +534,14 @@ namespace mbts.spark {
|
||||
_size_from_row(row, _price_list, _asks, _vm.security.ContractSpec);
|
||||
|
||||
uint _volume_from_row(int row) {
|
||||
const int max_tries = 3;
|
||||
var errors = new List<string>(0);
|
||||
int num_tries = 0;
|
||||
for (; num_tries < max_tries; num_tries++) {
|
||||
try {
|
||||
var rv = impl();
|
||||
if (num_tries > 0) {
|
||||
log_errors(true);
|
||||
}
|
||||
return rv;
|
||||
} catch (Exception ex) {
|
||||
errors.Add(ex.ToString());
|
||||
}
|
||||
}
|
||||
log_errors(false);
|
||||
return 0;
|
||||
|
||||
void log_errors(bool succeeded) {
|
||||
// Only log distinct errors to avoid useless noise.
|
||||
// It's likely that the exception will always be the same (IndexOutOfRange),
|
||||
// however, this bug is not fully understood, so assume nothing.
|
||||
var error_msg = string.Join("; ", errors.Distinct());
|
||||
if (succeeded) {
|
||||
Log.Ui.error($"Ladder '{security}' got volume for row at index '{row}' after {num_tries + 1} attempts (price_list array length is {_price_list.Length}). The following exceptions were observed: {error_msg}");
|
||||
} else {
|
||||
Log.Ui.error($"Ladder '{security}' failed to get volume for row at index '{row}' after {max_tries} attempts (price_list array length is {_price_list.Length}): {error_msg}");
|
||||
}
|
||||
}
|
||||
|
||||
uint impl() {
|
||||
if (_price_list.SafeTryGetAt(row, out var price)) {
|
||||
var vapls = _volume_container.read_new_value();
|
||||
if (vapls != null) {
|
||||
return vapls.SelectFirstOrDefault(v => MathUtils.epsilon_equals(v.Price, price), v => v.Volume);
|
||||
}
|
||||
}
|
||||
return 0u;
|
||||
if (_price_list != null) {
|
||||
var price = _price_list[row];
|
||||
var vapls = _volume_container.read_new_value();
|
||||
if (vapls != null) {
|
||||
return vapls.SelectFirstOrDefault(v => MathUtils.epsilon_equals(v.Price, price), v => v.Volume);
|
||||
}
|
||||
}
|
||||
return 0u;
|
||||
}
|
||||
|
||||
|
||||
@@ -661,7 +626,7 @@ namespace mbts.spark {
|
||||
}
|
||||
void render_market_col(NativePriceSize[] depth) {
|
||||
var mid = LadderRender.index_of(_price_list, _last_origin_price, _price_comparer);
|
||||
LadderRender.render_sizes(column.visual_tup.visual, column.visual_tup.glyph_context, mid, _price_list, depth, _settings.row_height, security.ContractSpec, column.settings, _fmt_mkt_depth_item);
|
||||
LadderRender.render_sizes(column.visual_tup.visual, column.visual_tup.glyph_context, mid, _price_list, depth, _settings.row_height, security.ContractSpec, column.settings, _fmt_size);
|
||||
}
|
||||
}
|
||||
_apply_column_visual_offset();
|
||||
@@ -699,22 +664,10 @@ namespace mbts.spark {
|
||||
_price_comparer = Comparer<double>.Create((x, y) => security.ContractSpec.tick_equals(x, y) ? 0 : y.CompareTo(x));
|
||||
_price_dirty = true;
|
||||
_piq_dirty = true;
|
||||
// **use local vm to protect against re-assignment,
|
||||
// so the events are unhooked from the same instance to which they were added
|
||||
// when the subs are disposed.
|
||||
var local_vm = _vm;
|
||||
local_vm.on_tick += _tick;
|
||||
local_vm.request_recenter += on_request_recenter;
|
||||
_vm.on_tick += _tick;
|
||||
_settings_sub = _vm.settings.OnDispatcher().Subscribe(_settings_updated);
|
||||
_volume_sub = _vm.model.order_gateway.md_auxiliary_model.security_volume_at_price(security.Id).Subscribe(t => _volume_container.write_value(t.state.Values));
|
||||
// **unhook from local_vm.request_recenter.
|
||||
// todo: organize these subs into a single entity, prob _vm_subs.
|
||||
// This hasn't already been done bc the ladder a bit fragile, so changes must be carefully implemented,
|
||||
// with meticulous attention to detail.
|
||||
_tick_sub = Disposable.Create(() => local_vm.on_tick -= _tick);
|
||||
_vm_sub = Disposable.Create(() => local_vm.request_recenter -= on_request_recenter);
|
||||
void on_request_recenter() =>
|
||||
RecenterCommand?.ExecuteIfCan(null);
|
||||
_tick_sub = Disposable.Create(() => _vm.on_tick -= _tick);
|
||||
}
|
||||
}
|
||||
|
||||
@@ -751,7 +704,7 @@ namespace mbts.spark {
|
||||
_hide_tool_tip();
|
||||
}
|
||||
|
||||
tooltip_view.Content = _fmt_mkt_quantity(volume);
|
||||
tooltip_view.Content = $"{volume}";
|
||||
tooltip_view.IsOpen = true;
|
||||
this.ToolTip = tooltip_view;
|
||||
} else {
|
||||
@@ -867,7 +820,7 @@ namespace mbts.spark {
|
||||
if (last_trade_changed) {
|
||||
var last_index = LadderRender.index_of(_price_list, _last_trade.price, _price_comparer);
|
||||
if (last_index > 0)
|
||||
LadderRender.render_last(_last_vis_tup.visual, _last_vis_tup.glyph_context, _last_trade, last_index, _settings.row_height, _settings.last_column, _fmt_mkt_quantity);
|
||||
LadderRender.render_last(_last_vis_tup.visual, _last_vis_tup.glyph_context, _last_trade, last_index, _settings.row_height, _settings.last_column);
|
||||
}
|
||||
if (depth_changed)
|
||||
_refresh_sizes();
|
||||
@@ -909,21 +862,21 @@ namespace mbts.spark {
|
||||
void _refresh_last_trade() {
|
||||
var last_index = LadderRender.index_of(_price_list, _last_trade.price, _price_comparer);
|
||||
if (last_index > 0)
|
||||
LadderRender.render_last(_last_vis_tup.visual, _last_vis_tup.glyph_context, _last_trade, last_index, _settings.row_height, _settings.last_column, _fmt_mkt_quantity);
|
||||
LadderRender.render_last(_last_vis_tup.visual, _last_vis_tup.glyph_context, _last_trade, last_index, _settings.row_height, _settings.last_column);
|
||||
}
|
||||
|
||||
void _refresh_piq() {
|
||||
if (!_settings.piq_column.show)
|
||||
return;
|
||||
int origin_index = LadderRender.index_of(_price_list, _mkt_break_lines.origin, _price_comparer);
|
||||
LadderRender.render_piqs(_piq_vis_tup.visual, _last_vis_tup.glyph_context, origin_index, _price_list, _vm.price_vs_piq, _settings.row_height, security.ContractSpec, _settings.piq_column, _fmt_mkt_quantity);
|
||||
LadderRender.render_piqs(_piq_vis_tup.visual, _last_vis_tup.glyph_context, origin_index, _price_list, _vm.price_vs_piq, _settings.row_height, security.ContractSpec, _settings.piq_column);
|
||||
}
|
||||
|
||||
void _refresh_sizes() {
|
||||
Log.assert_d(_price_list != null);
|
||||
int origin_index = LadderRender.index_of(_price_list, _mkt_break_lines.origin, _price_comparer);
|
||||
LadderRender.render_sizes(_bid_vis_tup.visual, _bid_vis_tup.glyph_context, origin_index, _price_list, _bids, _settings.row_height, security.ContractSpec, _settings.bid_column, _fmt_mkt_depth_item);
|
||||
LadderRender.render_sizes(_ask_vis_tup.visual, _ask_vis_tup.glyph_context, origin_index, _price_list, _asks, _settings.row_height, security.ContractSpec, _settings.ask_column, _fmt_mkt_depth_item);
|
||||
LadderRender.render_sizes(_bid_vis_tup.visual, _bid_vis_tup.glyph_context, origin_index, _price_list, _bids, _settings.row_height, security.ContractSpec, _settings.bid_column, _fmt_size);
|
||||
LadderRender.render_sizes(_ask_vis_tup.visual, _ask_vis_tup.glyph_context, origin_index, _price_list, _asks, _settings.row_height, security.ContractSpec, _settings.ask_column, _fmt_size);
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
@@ -945,17 +898,7 @@ namespace mbts.spark {
|
||||
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(),
|
||||
_fmt_mkt_quantity);
|
||||
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;
|
||||
}
|
||||
|
||||
@@ -978,7 +921,7 @@ namespace mbts.spark {
|
||||
}
|
||||
// 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} {_fmt_mkt_quantity(_last_trade.size)} ";
|
||||
return $"{_direction_arrow} {_last_trade.size} ";
|
||||
}
|
||||
}
|
||||
|
||||
@@ -1083,7 +1026,7 @@ namespace mbts.spark {
|
||||
double best_bid = _get_top_price(_bids);
|
||||
double best_ask = _get_top_price(_asks);
|
||||
return double.IsNaN(best_bid) ?
|
||||
double.IsNaN(best_ask) ? _vm.settlement : security.ContractSpec.tickdown(best_ask) :
|
||||
double.IsNaN(best_ask) ? _vm.low : security.ContractSpec.tickdown(best_ask) :
|
||||
best_bid;
|
||||
}
|
||||
|
||||
@@ -1091,7 +1034,7 @@ namespace mbts.spark {
|
||||
double best_bid = _get_top_price(_bids);
|
||||
double best_ask = _get_top_price(_asks);
|
||||
return double.IsNaN(best_ask) ?
|
||||
double.IsNaN(best_bid) ? _vm.settlement : best_bid :
|
||||
double.IsNaN(best_bid) ? security.ContractSpec.tickdown(_vm.high) : best_bid :
|
||||
security.ContractSpec.tickdown(best_ask);
|
||||
}
|
||||
|
||||
@@ -1099,7 +1042,7 @@ namespace mbts.spark {
|
||||
double best_bid = _get_top_price(_bids);
|
||||
double best_ask = _get_top_price(_asks);
|
||||
return double.IsNaN(best_bid) ?
|
||||
double.IsNaN(best_ask) ? _vm.settlement : security.ContractSpec.tickdown(best_ask) :
|
||||
double.IsNaN(best_ask) ? 0.5 * (_vm.low + _vm.high) : security.ContractSpec.tickdown(best_ask) :
|
||||
double.IsNaN(best_ask) ? best_bid : TickUtils.mid_tick(security.ContractSpec, best_bid, best_ask);
|
||||
}
|
||||
|
||||
@@ -1136,9 +1079,7 @@ namespace mbts.spark {
|
||||
GlyphContext glyph_context(LadderColumnSettings cs) =>
|
||||
GlyphContext.create(cs.font_family, cs.font_weight);
|
||||
|
||||
var mkt_qty_display_divisor = _vm?.display_quantity_divisor ?? 1;
|
||||
_fmt_mkt_depth_item_impl = MDDisplayHelper.get_formatter_nps(_settings.size_display, mkt_qty_display_divisor);
|
||||
_fmt_mkt_quantity_impl = MDDisplayHelper.get_value_formatter(mkt_qty_display_divisor);
|
||||
_fmt_size = MDDisplayHelper.get_formatter_nps(_settings.size_display);
|
||||
_set_columns();
|
||||
_apply_column_visual_offset();
|
||||
if (prev_row_height != _settings.row_height)
|
||||
@@ -1187,22 +1128,6 @@ namespace mbts.spark {
|
||||
}
|
||||
visible_columns_changed?.Invoke();
|
||||
}
|
||||
|
||||
// This is designed to be a redundant null check for _fmt_mkt_depth_item_impl.
|
||||
string _fmt_mkt_depth_item(NativePriceSize value) {
|
||||
// Assign the impl delegate to a local variable, just in case it is reassigned on another thread.
|
||||
// This shouldn't happen, but better to avoid the potential null ref just in case it does. Expect the unexpected.
|
||||
var impl = _fmt_mkt_depth_item_impl;
|
||||
return impl is null ? MDDisplayHelper.get_formatter_nps(MarketSizeDisplay.get_default())?.ToString() ?? "Error" : impl(value);
|
||||
}
|
||||
|
||||
// This is designed to be a redundant null check for _fmt_mkt_quantity_impl.
|
||||
string _fmt_mkt_quantity(uint value) {
|
||||
// Assign the impl delegate to a local variable, just in case it is reassigned on another thread.
|
||||
// This shouldn't happen, but better to avoid the potential null ref just in case it does. Expect the unexpected.
|
||||
var impl = _fmt_mkt_quantity_impl;
|
||||
return impl is null ? value.ToString() : impl(value);
|
||||
}
|
||||
|
||||
void _init_tactile_adorner() {
|
||||
Disposable.dispose(ref _tactile_adorner);
|
||||
|
||||
@@ -12,24 +12,20 @@ using System.Linq;
|
||||
using System.Threading.Tasks;
|
||||
using System.Windows;
|
||||
using System.Windows.Media;
|
||||
using bts.utils;
|
||||
|
||||
namespace mbts.spark {
|
||||
static class BadgeRender {
|
||||
// IMPORTANT: the return values for this method MUST BE IN SYNC with the "format" method, else "measure_height" and "LadderRender.measure_row_height" will be broken.
|
||||
static int _line_count_for_style(LadderSettings.BadgeStyle badge_style) => badge_style == LadderSettings.BadgeStyle.Alternate ? 2 : 1;
|
||||
// IMPORTANT: at the risk of being redundant, see above comment.
|
||||
public static IReadOnlyList<string> format(Side side, uint quantity, uint filled, LadderSettings.BadgeStyle style, Func<uint, string> fmt_value = null) {
|
||||
if (fmt_value is null)
|
||||
fmt_value = FormattingDelegates.default_string<uint>();
|
||||
public static IReadOnlyList<string> format(Side side, uint quantity, uint filled, LadderSettings.BadgeStyle style) {
|
||||
switch (style) {
|
||||
case LadderSettings.BadgeStyle.Alternate:
|
||||
var working_qty = quantity > filled ? quantity - filled : 0;
|
||||
return new[] {
|
||||
$"{side.abbreviate()}:{fmt_value(filled)}",
|
||||
$"W:{fmt_value(working_qty)}"
|
||||
$"{side.abbreviate()}:{filled}",
|
||||
$"W:{quantity - filled}"
|
||||
};
|
||||
default: return new[] { $"{fmt_value(filled)}/{fmt_value(quantity)}" };
|
||||
default: return new[] { $"{filled}/{quantity}" };
|
||||
}
|
||||
}
|
||||
|
||||
@@ -197,17 +193,16 @@ namespace mbts.spark {
|
||||
}
|
||||
|
||||
public static void render_volumes(
|
||||
DrawingVisual dv,
|
||||
GlyphContext glyph_context,
|
||||
double[] prices,
|
||||
IEnumerable<VolumeAtPriceLevelImmutable> data,
|
||||
double row_height,
|
||||
ContractSpecificationImmutable spec,
|
||||
VolumeColumnSettings settings,
|
||||
int last_index,
|
||||
string last_size_and_direction,
|
||||
Func<uint, string> fmt_value) {
|
||||
//
|
||||
DrawingVisual dv,
|
||||
GlyphContext glyph_context,
|
||||
double[] prices,
|
||||
IEnumerable<VolumeAtPriceLevelImmutable> data,
|
||||
double row_height,
|
||||
ContractSpecificationImmutable spec,
|
||||
VolumeColumnSettings settings,
|
||||
int last_index,
|
||||
string last_size_and_direction
|
||||
) {
|
||||
if (!data.Any()) {
|
||||
_clear_visual(dv);
|
||||
return;
|
||||
@@ -229,8 +224,6 @@ namespace mbts.spark {
|
||||
_clear_visual(dv);
|
||||
return;
|
||||
}
|
||||
if (fmt_value is null)
|
||||
fmt_value = FormattingDelegates.default_string<uint>();
|
||||
// inflate the max so that the graph never fills the available space
|
||||
double max = data.Max(v => v.Volume) * 1.1;
|
||||
_render_cells(dv, row_height, data.Select(d => (d.Price, d)), settings.general, prices, spec, render_cell);
|
||||
@@ -262,11 +255,11 @@ namespace mbts.spark {
|
||||
}
|
||||
x_bar += width;
|
||||
if (show_numbers)
|
||||
numbers_text.Add(fmt_value(v));
|
||||
numbers_text.Add(v.ToString());
|
||||
}
|
||||
|
||||
if (settings.total.show_numbers) {
|
||||
numbers_text.Add(fmt_value(vap.Volume));
|
||||
numbers_text.Add(vap.Volume.ToString());
|
||||
}
|
||||
if (settings.show_ltq && last_trade_here) {
|
||||
numbers_text.Clear();
|
||||
@@ -316,33 +309,19 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
|
||||
internal static void render_last(DrawingVisual dv, GlyphContext glyph_context, NativePriceSize last, int index, double row_height, LadderColumnSettings settings, Func<uint, string> fmt_value) {
|
||||
if (fmt_value is null)
|
||||
fmt_value = FormattingDelegates.default_string<uint>();
|
||||
internal static void render_last(DrawingVisual dv, GlyphContext glyph_context, NativePriceSize last, int index, double row_height, LadderColumnSettings settings) {
|
||||
using (var dc = dv.RenderOpen()) {
|
||||
var gr = format_text(fmt_value(last.size), index, row_height, settings, glyph_context);
|
||||
var gr = format_text(last.size.ToString(), index, row_height, settings, glyph_context);
|
||||
dc.DrawGlyphRun(settings.foreground.rgb_brush(), gr);
|
||||
}
|
||||
}
|
||||
|
||||
// this is basically a copy of redner_sizes up above
|
||||
internal static void render_piqs(
|
||||
DrawingVisual dv,
|
||||
GlyphContext glyph_context,
|
||||
int origin_index,
|
||||
double[] prices,
|
||||
IEnumerable<(double price, uint piq)> pvp,
|
||||
double row_height,
|
||||
ContractSpecificationImmutable spec,
|
||||
LadderColumnSettings settings,
|
||||
Func<uint, string> fmt_value) {
|
||||
//
|
||||
internal static void render_piqs(DrawingVisual dv, GlyphContext glyph_context, int origin_index, double[] prices, IEnumerable<(double price, uint piq)> pvp, double row_height, ContractSpecificationImmutable spec, LadderColumnSettings settings) {
|
||||
using (var dc = dv.RenderOpen()) {
|
||||
using (_draw_with_clip(dc, settings, row_height, prices.Length)) {
|
||||
if (!prices.within_range(origin_index) || pvp.is_null_or_empty())
|
||||
return;
|
||||
if (fmt_value is null)
|
||||
fmt_value = FormattingDelegates.default_string<uint>();
|
||||
var foreground = settings.foreground.rgb_brush();
|
||||
int curr_index = origin_index;
|
||||
double curr_price = prices[curr_index];
|
||||
@@ -353,7 +332,7 @@ namespace mbts.spark {
|
||||
curr_index += tick_diff;
|
||||
curr_price = price;
|
||||
if (curr_index >= 0 && curr_index < prices.Length) {
|
||||
var gr = format_text(fmt_value(entry.piq), curr_index, row_height, settings, glyph_context);
|
||||
var gr = format_text(entry.piq.ToString(), curr_index, row_height, settings, glyph_context);
|
||||
dc.DrawGlyphRun(foreground, gr);
|
||||
} else break;
|
||||
}
|
||||
@@ -392,4 +371,4 @@ namespace mbts.spark {
|
||||
using (dv.RenderOpen()) { }
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1019,47 +1019,45 @@
|
||||
<Grid HorizontalAlignment="Left" Margin="6">
|
||||
<Grid.RowDefinitions>
|
||||
<RowDefinition Height="Auto"/>
|
||||
<RowDefinition Height="{Binding Source={StaticResource VerticalPush1}}"/>
|
||||
<RowDefinition Height="Auto" />
|
||||
<RowDefinition Height="{Binding Source={StaticResource VerticalPush1}}"/>
|
||||
<RowDefinition Height="*"/>
|
||||
<RowDefinition Height="Auto"/>
|
||||
</Grid.RowDefinitions>
|
||||
<Grid.ColumnDefinitions>
|
||||
<ColumnDefinition Width="Auto"/>
|
||||
<ColumnDefinition Width="Auto"/>
|
||||
<ColumnDefinition Width="50"/>
|
||||
<ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush3}}"/>
|
||||
<ColumnDefinition Width="*"/>
|
||||
</Grid.ColumnDefinitions>
|
||||
<!-- market cross -->
|
||||
<CheckBox Grid.Column="0" VerticalContentAlignment="Center" IsChecked="{Binding show_warn_on_cross}">
|
||||
<TextBlock
|
||||
Style="{StaticResource EnableDisableFeatureText}"
|
||||
IsEnabled="{Binding show_warn_on_cross}"
|
||||
Text="Warn on Market Cross"
|
||||
/>
|
||||
<CheckBox Name="warn" Grid.Column="0" FlowDirection="RightToLeft" IsChecked="{Binding show_warn_on_cross}">
|
||||
<CheckBox.Resources>
|
||||
<Style TargetType="{x:Type Path}">
|
||||
<Setter Property="FlowDirection" Value="LeftToRight"/>
|
||||
</Style>
|
||||
</CheckBox.Resources>
|
||||
</CheckBox>
|
||||
<TextBlock Grid.Column="1"
|
||||
Style="{StaticResource EnableDisableFeatureText}"
|
||||
IsEnabled="{Binding ElementName=warn, Path=IsChecked}"
|
||||
Text="Warn on Market Cross" />
|
||||
<!-- max order qty -->
|
||||
<CheckBox Grid.Row="2" Grid.Column="0" VerticalContentAlignment="Center" IsChecked="{Binding enforce_max_clip}">
|
||||
<TextBlock
|
||||
Style="{StaticResource EnableDisableFeatureText}"
|
||||
IsEnabled="{Binding enforce_max_clip}"
|
||||
Text="Max Order Quantity"
|
||||
/>
|
||||
<CheckBox Name="enforce_max_clip" Grid.Row="1" Grid.Column="0" FlowDirection="RightToLeft" IsChecked="{Binding enforce_max_clip}">
|
||||
<CheckBox.Resources>
|
||||
<Style TargetType="{x:Type Path}">
|
||||
<Setter Property="FlowDirection" Value="LeftToRight"/>
|
||||
</Style>
|
||||
</CheckBox.Resources>
|
||||
</CheckBox>
|
||||
<c:TickUpDownUInt
|
||||
Grid.Row="2"
|
||||
Grid.Column="2"
|
||||
IsEnabled="{Binding enforce_max_clip}"
|
||||
Value="{Binding max_clip}"
|
||||
Width="60"
|
||||
/>
|
||||
<CheckBox Grid.Row="4" VerticalContentAlignment="Center" IsChecked="{Binding enforce_max_settlement_cross_ticks}">
|
||||
<TextBlock
|
||||
Style="{StaticResource EnableDisableFeatureText}"
|
||||
IsEnabled="{Binding enforce_max_settlement_cross_ticks}"
|
||||
Text="Max Ticks from Settlement"
|
||||
/>
|
||||
</CheckBox>
|
||||
<c:TickUpDownInt Grid.Row="4" Grid.Column="2" IsEnabled="{Binding enforce_max_settlement_cross_ticks}" Value="{Binding max_settlement_cross_ticks}"/>
|
||||
<TextBlock Grid.Row="1" Grid.Column="1"
|
||||
Style="{StaticResource EnableDisableFeatureText}"
|
||||
IsEnabled="{Binding ElementName=enforce_max_clip, Path=IsChecked}"
|
||||
MinWidth="{Binding ElementName=warn, Path=ActualWidth}"
|
||||
Text="Max Order Quantity"/>
|
||||
<c:TickUpDownUInt Grid.Row="1" Grid.Column="2"
|
||||
IsEnabled="{Binding ElementName=enforce_max_clip, Path=IsChecked}"
|
||||
Value="{Binding max_clip}" />
|
||||
</Grid>
|
||||
</TabItem>
|
||||
<TabItem Header="Mini Order Book">
|
||||
|
||||
@@ -426,26 +426,9 @@
|
||||
Text="{Binding left_panel_width, Converter={StaticResource VolumeTextConverter}}"
|
||||
Margin="0,0,0,4"
|
||||
Visibility="{Binding show_volume, Converter={StaticResource BooleanToVisibilityConverter}}"/>
|
||||
<TextBlock
|
||||
Grid.Column="2"
|
||||
Grid.Row="5"
|
||||
FontWeight="Bold"
|
||||
Margin="0,0,0,4"
|
||||
Visibility="{Binding show_volume, Converter={StaticResource BooleanToVisibilityConverter}}"
|
||||
>
|
||||
<TextBlock.Text>
|
||||
<MultiBinding>
|
||||
<MultiBinding.Converter>
|
||||
<converters:MultiValueConverterPipe>
|
||||
<x:Static MemberType="{x:Type converters:DynamicDoubleDivisorConverter}" Member="Instance"/>
|
||||
<x:Static MemberType="{x:Type converters:ValueConverters}" Member="SimpleString"/>
|
||||
</converters:MultiValueConverterPipe>
|
||||
</MultiBinding.Converter>
|
||||
<Binding Path="volume" Mode="OneWay"/>
|
||||
<Binding Path="display_quantity_divisor" Mode="OneTime"/>
|
||||
</MultiBinding>
|
||||
</TextBlock.Text>
|
||||
</TextBlock>
|
||||
<TextBlock Grid.Column="2" Grid.Row="5" Text="{Binding volume, Mode=OneWay}" FontWeight="Bold"
|
||||
Margin="0,0,0,4"
|
||||
Visibility="{Binding show_volume, Converter={StaticResource BooleanToVisibilityConverter}}"/>
|
||||
</Grid>
|
||||
<!-- Account combobox -->
|
||||
<ComboBox DataContext="{Binding order_properties_vm}" Margin="2,10,2,2"
|
||||
@@ -524,7 +507,7 @@
|
||||
mbts:TextBoxBehavior.IncrementDecrementOnMouseClick="True"
|
||||
HorizontalContentAlignment="Right"
|
||||
Margin="2"
|
||||
Text="{Binding size_calculator.display_value, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
|
||||
Text="{Binding size_calculator.value, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
|
||||
ContextMenu="{x:Null}"
|
||||
/>
|
||||
<!-- Qty quick buttons -->
|
||||
@@ -539,14 +522,7 @@
|
||||
</ItemsControl.ItemsPanel>
|
||||
<ItemsControl.ItemTemplate>
|
||||
<DataTemplate>
|
||||
<Button Margin="2" Command="{Binding Path=DataContext.size_calculator.click, RelativeSource={RelativeSource AncestorType=ItemsControl}}" Content="{Binding}" Focusable="False">
|
||||
<Button.CommandParameter>
|
||||
<MultiBinding Converter="{x:Static converters:DynamicDoubleMultiplierConverter.Instance}">
|
||||
<Binding/>
|
||||
<Binding Path="DataContext.display_quantity_divisor" RelativeSource="{RelativeSource AncestorType=spark:LadderView}"/>
|
||||
</MultiBinding>
|
||||
</Button.CommandParameter>
|
||||
</Button>
|
||||
<Button Margin="2" Command="{Binding Path=DataContext.size_calculator.click, RelativeSource={RelativeSource AncestorType=ItemsControl}}" CommandParameter="{Binding}" Content="{Binding}" Focusable="False"/>
|
||||
</DataTemplate>
|
||||
</ItemsControl.ItemTemplate>
|
||||
</ItemsControl>
|
||||
|
||||
@@ -93,7 +93,6 @@ namespace mbts.spark {
|
||||
_ui_scaler.MouseDoubleClick += _ui_scaler_MouseDoubleClick;
|
||||
this.PreviewMouseWheel += LadderView_PreviewMouseWheel;
|
||||
this.PreviewMouseDown += LadderView_PreviewMouseDown;
|
||||
PreviewKeyDown += (s, e) => vm.key_down(e);
|
||||
}
|
||||
|
||||
IDisposable _connect_left_panel_scroll() {
|
||||
|
||||
@@ -3,7 +3,6 @@ using bts.api.position;
|
||||
using bts.utils;
|
||||
using mbts;
|
||||
using mbts.spark;
|
||||
using mbts.ui;
|
||||
using mbts.ui.shell;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
@@ -26,27 +25,24 @@ namespace bts.shell.manual_fills {
|
||||
readonly Property<bool> _is_dirty;
|
||||
readonly Property<EditableItemState> _editable_item_state;
|
||||
readonly DelegateProperty<bool> _is_valid;
|
||||
readonly DisplayQuantityMultiplier<uint> _size = DisplayQuantityMultiplier.create_uint();
|
||||
readonly Func<SecurityImmutable?, uint> _get_display_qty_divisor;
|
||||
SecurityImmutable? _security;
|
||||
AccountTuple? _account;
|
||||
UserTuple? _user;
|
||||
Side _side;
|
||||
uint _size;
|
||||
double _price;
|
||||
bool _is_selected;
|
||||
ManualFillData? _data;
|
||||
IDisposable _committed_snapshot;
|
||||
|
||||
public ManualFillRow(ManualFillData data, Func<SecurityImmutable?, uint> get_display_qty_divisor) {
|
||||
public ManualFillRow(ManualFillData data) {
|
||||
_data = data;
|
||||
_get_display_qty_divisor = get_display_qty_divisor ?? new Func<SecurityImmutable?, uint>(sec => 1);
|
||||
key = data.key;
|
||||
_security = data.value.security;
|
||||
_account = data.value.account;
|
||||
_user = data.value.user;
|
||||
_side = data.value.manual_fill.Side;
|
||||
_size.actual_value = data.value.manual_fill.Quantity;
|
||||
_size.conversion_data = new QuantityConversionData(_get_display_qty_divisor(data.value.security), QuantityConversionData.OpType.DivideActual);
|
||||
_size = data.value.manual_fill.Quantity;
|
||||
_price = data.value.manual_fill.Price;
|
||||
if (placeholder_key.HasValue) {
|
||||
_is_dirty = backing(nameof(is_dirty), false);
|
||||
@@ -57,7 +53,6 @@ namespace bts.shell.manual_fills {
|
||||
_editable_item_state = backing(nameof(editable_item_state), _is_dirty, ch => ch.newval ? EditableItemState.Modified : EditableItemState.None);
|
||||
}
|
||||
_is_valid = backing(nameof(is_valid), () => _validate(this));
|
||||
_dispose = _size.connect_owner(this, nameof(size), nameof(display_size));
|
||||
}
|
||||
|
||||
public event Action<bool> is_selected_changed;
|
||||
@@ -70,10 +65,8 @@ namespace bts.shell.manual_fills {
|
||||
public SecurityImmutable? security {
|
||||
get => _security;
|
||||
set {
|
||||
if (_set(ref _security, value)) {
|
||||
_size.conversion_data = new QuantityConversionData(_get_display_qty_divisor(value), QuantityConversionData.OpType.DivideActual);
|
||||
if (_set(ref _security, value))
|
||||
RaisePropertyChanged(nameof(spec));
|
||||
}
|
||||
}
|
||||
}
|
||||
public ContractSpecificationImmutable? spec => security.spec_or_default();
|
||||
@@ -82,8 +75,7 @@ namespace bts.shell.manual_fills {
|
||||
public UserTuple? user { get => _user; set => _set(ref _user, value); }
|
||||
// side/size/price
|
||||
public Side side { get => _side; set => _set(ref _side, value); }
|
||||
public uint size { get => _size.actual_value; set => _size.actual_value = value; }
|
||||
public uint display_size { get => _size.display_value; set => _size.display_value = value; }
|
||||
public uint size { get => _size; set => _set(ref _size, value); }
|
||||
public double price { get => _price; set => _set(ref _price, value); }
|
||||
// is selected
|
||||
public bool is_selected {
|
||||
|
||||
@@ -71,7 +71,7 @@
|
||||
<ComboBox Grid.Row="2" Grid.Column="2" ItemsSource="{DynamicResource ResourceKey={x:Static u:ResourceKeys.Accounts}}" SelectedItem="{Binding account}"/>
|
||||
<ComboBox Grid.Row="2" Grid.Column="4" ItemsSource="{DynamicResource ResourceKey={x:Static u:ResourceKeys.Users}}" SelectedItem="{Binding user}"/>
|
||||
<ComboBox Grid.Row="2" Grid.Column="6" ItemsSource="{DynamicResource ResourceKey={x:Static u:ResourceKeys.Sides}}" SelectedItem="{Binding side}" Width="48"/>
|
||||
<c:TickUpDownUInt Grid.Row="2" Grid.Column="8" MinWidth="40" Value="{Binding display_size}"/>
|
||||
<c:TickUpDownUInt Grid.Row="2" Grid.Column="8" MinWidth="40" Value="{Binding size}"/>
|
||||
<usp:PriceEntryControl Grid.Row="2" Grid.Column="10" MinWidth="55" Value="{Binding price}" ContractSpec="{Binding spec}"/>
|
||||
</Grid>
|
||||
<c:DialogSkirt Grid.Row="1" Margin="0,6,0,0">
|
||||
|
||||
@@ -1,5 +1,4 @@
|
||||
using bts.api;
|
||||
using bts.api.core;
|
||||
using bts.api.core;
|
||||
using bts.api.position;
|
||||
using bts.collections;
|
||||
using mbts.spark;
|
||||
@@ -104,8 +103,5 @@ namespace bts.shell.manual_fills {
|
||||
|
||||
public async Task<bool> update_fills(IEnumerable<ManualFill> fills) =>
|
||||
await _model.update_manual_fills(fills);
|
||||
|
||||
public uint get_display_qty_divisor(SecurityImmutable? security) =>
|
||||
_model.security_auxiliary_model.get_display_quantity_divisor(security);
|
||||
}
|
||||
}
|
||||
@@ -2,7 +2,6 @@ using bts.api;
|
||||
using bts.api.core;
|
||||
using bts.api.position;
|
||||
using bts.collections;
|
||||
using bts.utils;
|
||||
using mbts;
|
||||
using mbts.spark;
|
||||
using mbts.ui;
|
||||
@@ -68,7 +67,7 @@ namespace bts.shell.manual_fills {
|
||||
RXCollection.connect(_persisted_rows,
|
||||
_model.manual_fills.OnDispatcher(),
|
||||
Observable.Return(Comparer<ManualFillData>.Create((a, b) => a.key.CompareTo(b.key))),
|
||||
mfd => new ManualFillRow(mfd, model.get_display_qty_divisor),
|
||||
mfd => new ManualFillRow(mfd),
|
||||
mfr => mfr.data),
|
||||
_bus.subscribe(SparkTags.SecuritiesTag).OnDispatcher().Subscribe(m => {
|
||||
security_map = new FilteredDictionary<uint, SecurityMD>(m, smd => smd.security.ContractCase == Security.ContractOneofCase.Future);
|
||||
@@ -126,8 +125,7 @@ namespace bts.shell.manual_fills {
|
||||
new ManualFillKey(_placeholder_id_counter++),
|
||||
new ManualFillTuple(new ManualFillImmutable(new ManualFill {
|
||||
Side = Side.Buy
|
||||
}), null, accounts.FirstOrDefault(), users.FirstOrDefault())),
|
||||
_model.get_display_qty_divisor);
|
||||
}), null, accounts.FirstOrDefault(), users.FirstOrDefault())));
|
||||
|
||||
void _add_fill(ManualFillRow new_row) =>
|
||||
_placeholder_rows.InsertSorted((new_row ?? (new_row = row_factory())).placeholder_key.HasValue ?
|
||||
@@ -211,20 +209,11 @@ namespace bts.shell.manual_fills {
|
||||
} else {
|
||||
add_imported_fills();
|
||||
}
|
||||
void add_imported_fills() {
|
||||
_placeholder_rows.InsertSorted(parsed_fills.Select(mk_row), _row_key_comparer);
|
||||
|
||||
ManualFillRow mk_row(ParsedManualFill pmf) {
|
||||
var data = new ManualFillData(
|
||||
new ManualFillKey(_placeholder_id_counter++),
|
||||
new ManualFillTuple(
|
||||
new ManualFillImmutable(pmf.result),
|
||||
pmf.result.SecurityKey != 0 && security_map.TryGetValue(pmf.result.SecurityKey, out var smd) ? smd.security : (SecurityImmutable?)null,
|
||||
accounts.FirstOrDefault(a => a?.id == pmf.result.AccountId),
|
||||
users.FirstOrDefault(a => a?.id == pmf.result.UserId)));
|
||||
return new ManualFillRow(data, _model.get_display_qty_divisor);
|
||||
}
|
||||
}
|
||||
void add_imported_fills() =>
|
||||
_placeholder_rows.InsertSorted(parsed_fills.Select(pmf => new ManualFillRow(new ManualFillData(new ManualFillKey(_placeholder_id_counter++), new ManualFillTuple(new ManualFillImmutable(pmf.result),
|
||||
pmf.result.SecurityKey != 0 && security_map.TryGetValue(pmf.result.SecurityKey, out var smd) ? smd.security : (SecurityImmutable?)null,
|
||||
accounts.FirstOrDefault(a => a?.id == pmf.result.AccountId),
|
||||
users.FirstOrDefault(a => a?.id == pmf.result.UserId))))), _row_key_comparer);
|
||||
} catch (Exception ex) {
|
||||
BTSMessageBox.Error($"Error importing fills: {ex}.", ManualFillsWindowFactory.window_name);
|
||||
}
|
||||
|
||||
@@ -212,12 +212,12 @@
|
||||
<DataGridTemplateColumn c:DataGridEx.CellKey="{x:Static Size, MemberType={u:Nested usp:ManualFillsView.Columns}}" Header="Qty" SortMemberPath="side">
|
||||
<DataGridTemplateColumn.CellTemplate>
|
||||
<DataTemplate>
|
||||
<TextBlock Text="{Binding display_size}" VerticalAlignment="Center"/>
|
||||
<TextBlock Text="{Binding size}" VerticalAlignment="Center"/>
|
||||
</DataTemplate>
|
||||
</DataGridTemplateColumn.CellTemplate>
|
||||
<DataGridTemplateColumn.CellEditingTemplate>
|
||||
<DataTemplate>
|
||||
<c:TickUpDownUInt MinWidth="40" Value="{Binding display_size, UpdateSourceTrigger=PropertyChanged}"/>
|
||||
<c:TickUpDownUInt MinWidth="40" Value="{Binding size, UpdateSourceTrigger=PropertyChanged}"/>
|
||||
</DataTemplate>
|
||||
</DataGridTemplateColumn.CellEditingTemplate>
|
||||
</DataGridTemplateColumn>
|
||||
|
||||
@@ -597,19 +597,19 @@ namespace mbts.spark {
|
||||
|
||||
public class SizeColumn : OrderbookColumnBase<UIntMinMaxState>, IRenderColumn<OrderBookRowVM> {
|
||||
public SizeColumn(IDataGridColumnPersistentFilter<OrderSecurityRootPair, UIntMinMaxState> filter)
|
||||
: base(Columns.Size, "Qty", r => r.display_quantity.ToString(), DefaultColumnWidths.Size, filter, DataGridFilterKnownTemplates.UIntMinMax, _wrap_comparer(r => r.quantity)) { }
|
||||
: base(Columns.Size, "Qty", r => r.quantity.ToString(), DefaultColumnWidths.Size, filter, DataGridFilterKnownTemplates.UIntMinMax, _wrap_comparer(r => r.quantity)) { }
|
||||
|
||||
public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
|
||||
CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.display_quantity.ToString(), position, row_height,
|
||||
CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.quantity.ToString(), position, row_height,
|
||||
RenderUtils.get_side_brush(row), null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding);
|
||||
}
|
||||
|
||||
public class FilledColumn : OrderbookColumnBase<UIntMinMaxState>, IRenderColumn<OrderBookRowVM> {
|
||||
public FilledColumn(IDataGridColumnPersistentFilter<OrderSecurityRootPair, UIntMinMaxState> filter)
|
||||
: base(Columns.Filled, "Filled Qty", r => r.display_filled_quantity.ToString(), DefaultColumnWidths.Size, filter, DataGridFilterKnownTemplates.UIntMinMax, _wrap_comparer(r => r.filled_quantity)) { }
|
||||
: base(Columns.Filled, "Filled Qty", r => r.filled_quantity.ToString(), DefaultColumnWidths.Size, filter, DataGridFilterKnownTemplates.UIntMinMax, _wrap_comparer(r => r.filled_quantity)) { }
|
||||
|
||||
public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
|
||||
CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.display_filled_quantity.ToString(), position, row_height,
|
||||
CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.filled_quantity.ToString(), position, row_height,
|
||||
RenderUtils.get_side_brush(row), null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding);
|
||||
}
|
||||
|
||||
@@ -1163,7 +1163,7 @@ namespace mbts.spark {
|
||||
|
||||
public override FrameworkElement view_factory() {
|
||||
var tick_up_down = new TickUpDownNullableUIntCommit();
|
||||
tick_up_down.SetBinding(TickUpDownNullableUIntCommit.SourceValueProperty, nameof(OrderBookRowVM.prospective_display_quantity));
|
||||
tick_up_down.SetBinding(TickUpDownNullableUIntCommit.SourceValueProperty, nameof(OrderBookRowVM.prospective_quantity));
|
||||
tick_up_down.SetBinding(TickUpDownNullableUIntCommit.OnCommitProperty, nameof(OrderBookRowVM.modify_order_quantity_andor_price));
|
||||
tick_up_down.InputBindings.Add(_create_keyinput_binding(Key.Enter, nameof(OrderBookRowVM.modify_order_quantity_andor_price)));
|
||||
tick_up_down.InputBindings.Add(_create_keyinput_binding(Key.Escape, nameof(OrderBookRowVM.revert_prospective_order_quantity_andor_price)));
|
||||
|
||||
@@ -4,6 +4,7 @@ using bts.api.orderman;
|
||||
using bts.collections;
|
||||
using bts.spark;
|
||||
using bts.utils;
|
||||
using bts.utils.csv;
|
||||
using mbts.ui;
|
||||
using mbts.ui.controls;
|
||||
using System;
|
||||
@@ -11,6 +12,7 @@ using System.Collections.Generic;
|
||||
using System.ComponentModel;
|
||||
using System.Reactive.Linq;
|
||||
using System.Runtime.CompilerServices;
|
||||
using System.Linq;
|
||||
using System.Windows.Input;
|
||||
using System.Windows.Media;
|
||||
using Columns = mbts.spark.OrderBookGridView.ColumnKeys;
|
||||
@@ -29,16 +31,16 @@ namespace mbts.spark {
|
||||
int _depth_level;
|
||||
SecurityImmutable? _security => order_tuple.order.security;
|
||||
// for mini-ob
|
||||
DisplayQuantityMultiplier<uint> _prospective_qty_translator_backing;
|
||||
uint _display_qty_divisor_backing;
|
||||
bool _display_qty_divisor_dirty = true;
|
||||
uint _prospective_quantity;
|
||||
double _prospective_price;
|
||||
Action<bool> _on_selection_changed;
|
||||
|
||||
public OrderBookRowVM(OrderBookVM owner, OrderSecurityRootPair order_tuple, bool is_expanded, Action<bool> on_selection_changed) {
|
||||
_owner = owner;
|
||||
this.order_tuple = order_tuple;
|
||||
is_visible = !is_child;
|
||||
_is_expanded = is_expanded;
|
||||
prospective_quantity = this.quantity;
|
||||
prospective_price = this.price;
|
||||
_on_selection_changed = on_selection_changed;
|
||||
}
|
||||
@@ -60,6 +62,35 @@ namespace mbts.spark {
|
||||
public event Action<(OrderSecurityRootPair oldval, OrderSecurityRootPair newval)> updated;
|
||||
public event PropertyChangedEventHandler PropertyChanged;
|
||||
|
||||
public static System.Collections.Specialized.OrderedDictionary csv_ordered_properties =>
|
||||
CsvHelper.create_ordering_maintainer(
|
||||
typeof(OrderBookRowVM),
|
||||
new string[] {
|
||||
nameof(security_text),
|
||||
nameof(symbol),
|
||||
nameof(time_created),
|
||||
nameof(last_change),
|
||||
nameof(user),
|
||||
nameof(account),
|
||||
nameof(exchange),
|
||||
nameof(time_in_force),
|
||||
nameof(order_type),
|
||||
nameof(root_algo_display_name),
|
||||
nameof(order_sub_type),
|
||||
nameof(side),
|
||||
nameof(quantity),
|
||||
nameof(filled_quantity),
|
||||
nameof(price),
|
||||
nameof(avg_price),
|
||||
nameof(last_price),
|
||||
nameof(piq),
|
||||
nameof(status),
|
||||
// last message (could contains commas, so skipping)
|
||||
nameof(security_key),
|
||||
nameof(order_key),
|
||||
nameof(parent_order_key),
|
||||
});
|
||||
|
||||
// Core
|
||||
public OrderSecurityRootPair order_tuple { get; private set; }
|
||||
public OrderRecordImmutable order => order_tuple.order.order;
|
||||
@@ -95,18 +126,14 @@ namespace mbts.spark {
|
||||
public string last_price_text => _fmt_price(last_price);
|
||||
public string avg_price_text => _fmt_price(avg_price);
|
||||
public uint quantity => order.quantity();
|
||||
public uint display_quantity => quantity.safe_divide(_display_qty_divisor);
|
||||
public uint filled_quantity => order.filled();
|
||||
public uint display_filled_quantity => filled_quantity.safe_divide(_display_qty_divisor);
|
||||
public string last_msg => order.last_msg();
|
||||
// piq
|
||||
public uint piq => order_tuple.order.piq ?? uint.MaxValue;
|
||||
public string piq_text => piq == uint.MaxValue ? string.Empty : piq.safe_divide(_display_qty_divisor).ToString();
|
||||
|
||||
public string piq_text => piq == uint.MaxValue ? string.Empty : piq.ToString();
|
||||
public bool is_non_terminal => order.is_non_terminal();
|
||||
public bool is_attachable { get => _is_attachable; set => SetVisual(ref _is_attachable, value); }
|
||||
public bool is_detachable { get => _is_detachable; set => SetVisual(ref _is_detachable, value); }
|
||||
public string filled_status_desc => order.filled_status_description(security.spec_or_default(), _display_qty_divisor);
|
||||
public string filled_status_desc => order.filled_status_description(security.spec_or_default());
|
||||
|
||||
// Root Algo
|
||||
public CustomOrderDefinition.CustomOneofCase root_algo_order_type => order_tuple.root.algo.value.CustomCase;
|
||||
@@ -117,6 +144,7 @@ namespace mbts.spark {
|
||||
// Tree
|
||||
public bool is_parent { get => _is_parent; set => Set(ref _is_parent, value); }
|
||||
public bool is_child => order.has_parent();
|
||||
public bool is_visible { get; set; }
|
||||
public bool is_expanded {
|
||||
get => _is_expanded;
|
||||
set {
|
||||
@@ -134,12 +162,12 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
public uint prospective_quantity {
|
||||
get => _prospective_qty_translator.actual_value;
|
||||
set => _prospective_qty_translator.actual_value = value;
|
||||
}
|
||||
public uint prospective_display_quantity {
|
||||
get => _prospective_qty_translator.display_value;
|
||||
set => _prospective_qty_translator.display_value = value;
|
||||
get => _prospective_quantity;
|
||||
set {
|
||||
if (Set(ref _prospective_quantity, value)) {
|
||||
RaisePropertyChanged(nameof(is_qty_dirty));
|
||||
}
|
||||
}
|
||||
}
|
||||
public double prospective_price {
|
||||
get => _prospective_price;
|
||||
@@ -229,28 +257,6 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
|
||||
uint _display_qty_divisor {
|
||||
get {
|
||||
_sync_display_qty_if_dirty();
|
||||
return _display_qty_divisor_backing;
|
||||
}
|
||||
}
|
||||
|
||||
IDisplayTranslator<uint> _prospective_qty_translator {
|
||||
get {
|
||||
if (_prospective_qty_translator_backing == null) {
|
||||
_prospective_qty_translator_backing = DisplayQuantityMultiplier.create_uint();
|
||||
_prospective_qty_translator_backing.conversion_data = new QuantityConversionData(_display_qty_divisor, QuantityConversionData.OpType.DivideActual);
|
||||
_prospective_qty_translator_backing.actual_value = quantity;
|
||||
_prospective_qty_translator.value_changed += () =>
|
||||
RaisePropertyChanged(nameof(is_qty_dirty));
|
||||
} else {
|
||||
_sync_display_qty_if_dirty();
|
||||
}
|
||||
return _prospective_qty_translator_backing;
|
||||
}
|
||||
}
|
||||
|
||||
#region IHierarchicalRow
|
||||
bool IHierarchicalRow.is_parent => is_parent;
|
||||
bool IHierarchicalRow.is_expanded => is_expanded;
|
||||
@@ -294,35 +300,22 @@ namespace mbts.spark {
|
||||
if ((Columns.OrderType & dirty) != 0)
|
||||
RaisePropertyChanged(nameof(order_type), nameof(order_metadata));
|
||||
// quantity
|
||||
if ((Columns.Size & dirty) != 0) {
|
||||
RaisePropertyChanged(nameof(quantity), nameof(is_qty_dirty));
|
||||
// we need to update the prospective_quantity here b/c an update could have come in while the row was in edit mode
|
||||
// via the Mini OB update column mechanism (vs the EditableQty column)
|
||||
// prospecive price does not need to be updated in the same manner b/c if the price is changed, the whole
|
||||
// row will no longer match the filter
|
||||
prospective_quantity = quantity;
|
||||
}
|
||||
// price
|
||||
if ((Columns.Price & dirty) != 0) {
|
||||
RaisePropertyChanged(nameof(price));
|
||||
RaisePropertyChanged(nameof(is_price_dirty));
|
||||
}
|
||||
// security
|
||||
if ((Columns.Security & dirty) != 0) {
|
||||
_display_qty_divisor_dirty = true;
|
||||
RaisePropertyChanged(
|
||||
// security props
|
||||
nameof(security),
|
||||
nameof(security_text),
|
||||
// qty props
|
||||
nameof(display_quantity),
|
||||
nameof(prospective_quantity),
|
||||
nameof(prospective_display_quantity),
|
||||
nameof(is_qty_dirty),
|
||||
//
|
||||
nameof(piq_text),
|
||||
nameof(display_filled_quantity));
|
||||
}
|
||||
if ((Columns.Size & dirty) != 0) {
|
||||
RaisePropertyChanged(nameof(quantity), nameof(display_quantity));
|
||||
if (_prospective_qty_translator_backing != null)
|
||||
_prospective_qty_translator_backing.actual_value = quantity;
|
||||
}
|
||||
if ((Columns.Filled & dirty) != 0) {
|
||||
RaisePropertyChanged(nameof(filled_quantity), nameof(display_filled_quantity));
|
||||
}
|
||||
if ((Columns.Security & dirty) != 0)
|
||||
RaisePropertyChanged(nameof(security), nameof(security_text));
|
||||
// badge fill
|
||||
if (old_order_tuple.order.meta?.badge_color != order_tuple.order.meta?.badge_color) {
|
||||
// invalidate by setting to null (will be re-instantiated in the public getter)
|
||||
@@ -399,15 +392,6 @@ namespace mbts.spark {
|
||||
security.Value.ContractSpec.format(v) :
|
||||
Math.Round(v, _unknown_security_price_num_fractional_digits, MidpointRounding.AwayFromZero).ToString(_unknown_security_price_format_string);
|
||||
|
||||
void _sync_display_qty_if_dirty() {
|
||||
if (_display_qty_divisor_dirty) {
|
||||
_display_qty_divisor_dirty = false;
|
||||
_display_qty_divisor_backing = _owner.get_display_qty_divisor(security);
|
||||
if (_prospective_qty_translator_backing != null)
|
||||
_prospective_qty_translator_backing.conversion_data = new QuantityConversionData(_display_qty_divisor_backing, QuantityConversionData.OpType.DivideActual);
|
||||
}
|
||||
}
|
||||
|
||||
void RaisePropertyChanged(params string[] props) {
|
||||
var pc = PropertyChanged;
|
||||
if (pc == null)
|
||||
@@ -446,7 +430,6 @@ namespace mbts.spark {
|
||||
Columns.LastMessage |
|
||||
Columns.Piq,
|
||||
filled_status_desc_mask =
|
||||
Columns.Security |
|
||||
Columns.Filled |
|
||||
Columns.AvgFilled |
|
||||
Columns.Status;
|
||||
|
||||
@@ -51,7 +51,6 @@ namespace mbts.spark {
|
||||
readonly OrderParamsAggregator _selected_params_mon;
|
||||
readonly CommonValueMonitor<SecurityImmutable?> _selected_security_mon = new CommonValueMonitor<SecurityImmutable?>();
|
||||
readonly RightPanelModel _right_panel = new RightPanelModel();
|
||||
readonly CustomStateSynchronizer _custom_state_sync;
|
||||
OrderBookFillsGridSettings _cached_fills_settings = OrderBookStartupData.DefaultFillsGrid;
|
||||
double
|
||||
_raw_right_panel_width = OrderBookStartupData.Default.right_panel_width,
|
||||
@@ -86,7 +85,7 @@ namespace mbts.spark {
|
||||
_model = model;
|
||||
_selected_params_mon = new OrderParamsAggregator(model.dynamic_helper, _selection_change_throttle, k => _cached_orders.TryGetValue(k, out var o) ? o.order : (OrderSecurityAlgo?)null);
|
||||
ladder_vm = new LadderVMContainer(bus, model);
|
||||
order_mod_vm = new OrderParamsVM(this, AlgoEditingPermissions.AllowEditValues);
|
||||
order_mod_vm = new OrderParamsVM(this, AlgoFormats.Exchange, AlgoEditingPermissions.AllowEditValues);
|
||||
order_mod_vm.algo_vm.editing_permissions_mask = AlgoEditingPermissions.None;
|
||||
order_mod_vm.algo_vm.algo_root = null;
|
||||
_show_order_params = backing(nameof(show_order_params), () => (_right_panel.visible_components & OrderBookRightPanelSettings.Components.Params) != 0);
|
||||
@@ -99,7 +98,7 @@ namespace mbts.spark {
|
||||
};
|
||||
_can_attach_selected_orders = backing(nameof(can_attach_selected_orders), () => _attachable_selected_orders.Count == selected_rows.Count && selected_rows.Count > 0);
|
||||
_can_detach_selected_orders = backing(nameof(can_detach_selected_orders), () => _detachable_selected_orders.Count == selected_rows.Count && selected_rows.Count > 0);
|
||||
attach_vm = new OrderParamsVM(this, AlgoEditingPermissions.AllowEditStructure | AlgoEditingPermissions.AllowEditValues);
|
||||
attach_vm = new OrderParamsVM(this, AlgoFormats.Attachable, AlgoEditingPermissions.AllowEditStructure | AlgoEditingPermissions.AllowEditValues);
|
||||
_settings_manager = settings_manager;
|
||||
_columns = new OrderBookColumnCollection(bus, model, model.on_order_securities.Select(x => (x.added.Values, x.removed.Values)));
|
||||
// we use an ObservableAppendCollection b/c the mini-ob needs a cancel column at the front
|
||||
@@ -125,8 +124,6 @@ namespace mbts.spark {
|
||||
_row_collection.CollectionChanged += _row_collection_CollectionChanged;
|
||||
_current_row = backing<OrderBookRowVM>(nameof(current_row));
|
||||
_columns.filter_changed += _on_filter_changed;
|
||||
_custom_state_sync = new CustomStateSynchronizer(this);
|
||||
// commands
|
||||
collapse_all_rows_command = new DelegateCommand(_row_collection.collapse_all);
|
||||
expand_all_rows_command = new DelegateCommand(_row_collection.expand_all);
|
||||
var modify_selected_orders_async_cmd = new AsyncCommand(_modify_selected_orders_async, () => _selected_params_mon.all_active && order_mod_vm.is_dirty);
|
||||
@@ -191,7 +188,6 @@ namespace mbts.spark {
|
||||
security_plurality = p;
|
||||
RaisePropertyChanged(nameof(security_plurality));
|
||||
}),
|
||||
_current_row.Subscribe(_ => _custom_state_sync.sync()),
|
||||
orders_source.OnDispatcher().Subscribe(t => {
|
||||
if (_selected_rows.Count == 0) {
|
||||
_cached_orders = t.state;
|
||||
@@ -211,8 +207,6 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
}
|
||||
_custom_state_sync.sync(true);
|
||||
orders_changed?.Invoke();
|
||||
}),
|
||||
model.on_orders_can_attach.OnDispatcher().Subscribe(table => {
|
||||
_cached_attachable = new MappedDictionary<uint, KeyValuePair<uint, bool>, bool>(table.state, kv => kv.Value);
|
||||
@@ -244,22 +238,7 @@ namespace mbts.spark {
|
||||
}),
|
||||
grid_settings_manager,
|
||||
order_mod_vm.algo_vm.connect_data(Observable.Return(model)),
|
||||
order_mod_vm.algo_vm.connect_data(
|
||||
/// This is not the same security source used to populate <see cref="OrderParamsVM.security_md"/>.
|
||||
/// The latter is always synced with the root of the selected row(s),
|
||||
/// while this source is synced with that row with one exception:
|
||||
/// If the root row's algo has a spreader algo (possibly nested),
|
||||
/// the synthetic security is taken instead of the root security.
|
||||
/// This has the affect of passing the synthetic security to the spreader algo viewmodel,
|
||||
/// which then uses the security to populate the synthetic params ui.
|
||||
/// TODO (maybe): clean this design up; the different security sources make it precarious.
|
||||
/// One idea is to pass a special data type to the algo vm (which contains the spreader
|
||||
/// security and execution strategy), which is only observed by the spreader algo vm.
|
||||
_selected_params_mon.subscribe_security().StartWith((SecurityImmutable?)null).CombineLatest(
|
||||
_selected_params_mon.subscribe_spreader_security().StartWith((SecurityImmutable?)null),
|
||||
(root_sec, spreader_sec) => (root_sec, spreader_sec))
|
||||
.Select(tup => tup.spreader_sec ?? tup.root_sec)
|
||||
.OnDispatcher()),
|
||||
order_mod_vm.algo_vm.connect_data(_selected_params_mon.subscribe_spreader_security()),
|
||||
order_mod_vm,
|
||||
attach_vm,
|
||||
_show_fills.observe_current(true)
|
||||
@@ -344,32 +323,32 @@ namespace mbts.spark {
|
||||
}
|
||||
|
||||
void on_begin_attaching() {
|
||||
Disposable.dispose(ref attach_vm_hooks);
|
||||
attach_vm_hooks = Disposable.Create(
|
||||
_selected_security_mon.SubscribeThrottled(_selection_change_throttle).to_security_md(bus).OnDispatcher().SubscribeEach(newval => {
|
||||
attach_vm.security_md = newval;
|
||||
if (newval.HasValue) {
|
||||
return _model.subscribe_algos(newval.Value.security, true)
|
||||
.OnDispatcher()
|
||||
.Subscribe(t => ((IAlgoSelector)attach_vm.algo_vm).load_algo_data(t.state, null));
|
||||
}
|
||||
return null;
|
||||
}),
|
||||
connect_common_selected_params(attach_vm),
|
||||
attach_vm.algo_vm.observe_algo_root().Subscribe(algo_root => {
|
||||
bool show_price, show_size;
|
||||
if (algo_root == null) {
|
||||
show_price = false;
|
||||
show_size = false;
|
||||
} else {
|
||||
show_price = AttachConf.show_price(algo_root.order_type);
|
||||
show_size = AttachConf.show_size(algo_root.order_type);
|
||||
}
|
||||
attach_vm.price_permissions = bool_to_perm(show_price);
|
||||
attach_vm.size_permissions = bool_to_perm(show_size);
|
||||
AlgoParamPermissions bool_to_perm(bool b) =>
|
||||
b ? AlgoParamPermissions.ReadWrite : AlgoParamPermissions.None;
|
||||
}));
|
||||
Disposable.replace(ref attach_vm_hooks,
|
||||
Disposable.Create(
|
||||
connect_common_selected_params(attach_vm),
|
||||
attach_vm.algo_vm.observe_algo_root().Subscribe(algo_root => {
|
||||
bool show_price, show_size;
|
||||
if (algo_root == null) {
|
||||
show_price = false;
|
||||
show_size = false;
|
||||
} else {
|
||||
show_price = AttachConf.show_price(algo_root.order_type);
|
||||
show_size = AttachConf.show_size(algo_root.order_type);
|
||||
}
|
||||
attach_vm.price_permissions = bool_to_perm(show_price);
|
||||
attach_vm.size_permissions = bool_to_perm(show_size);
|
||||
AlgoParamPermissions bool_to_perm(bool b) =>
|
||||
b ? AlgoParamPermissions.ReadWrite : AlgoParamPermissions.None;
|
||||
}),
|
||||
// custom templates (created by user)
|
||||
_model.algo_model.definitions.OnDispatcher().Subscribe(u =>
|
||||
AlgoCollectionHelper.update_persisted_definition_wrappers(attach_vm.algo_vm.algo_roots_index, u, mk_algo_def_vm))));
|
||||
// vm factory
|
||||
AlgoDefinitionVM mk_algo_def_vm(AlgoData fd) {
|
||||
var vm = AlgoDefinitionVM.create(_model, fd, OrderDataHelper.get_algo_format(_selected_params_mon.security?.ContractCase), AlgoEditingPermissions.AllowEditValues);
|
||||
vm.selected_format = OrderDataHelper.get_algo_format(_selected_params_mon.security?.ContractCase);
|
||||
return vm;
|
||||
}
|
||||
}
|
||||
void on_end_attaching() => Disposable.dispose(ref attach_vm_hooks);
|
||||
|
||||
@@ -380,11 +359,11 @@ namespace mbts.spark {
|
||||
modify_selected_orders_async_cmd.RaiseCanExecuteChanged();
|
||||
revert_selected_orders_cmd.RaiseCanExecuteChanged();
|
||||
}),
|
||||
_selected_params_mon.subscribe_security().to_security_md(bus).OnDispatcher().Subscribe(newval => order_mod_vm.security_md = newval),
|
||||
connect_common_selected_params(order_mod_vm));
|
||||
|
||||
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));
|
||||
@@ -396,7 +375,7 @@ namespace mbts.spark {
|
||||
}
|
||||
|
||||
public event Action<OrderRecordImmutable?> selected_order_changed;
|
||||
public event Action begin_attaching, end_attaching, orders_changed;
|
||||
public event Action begin_attaching, end_attaching;
|
||||
public event Action<(IEnumerable, bool)> request_selection;
|
||||
|
||||
public ObservableAppendCollection<DIYGrid.ColumnBase> columns { get; }
|
||||
@@ -416,7 +395,6 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
public OrderRecordImmutable? current_order => current_row?.order;
|
||||
public ObservableCollection<NamedValueVM> current_algo_custom_state { get; } = new ObservableCollection<NamedValueVM>();
|
||||
public AlgoDefinitionVM algo_vm => order_mod_vm.algo_vm;
|
||||
public OrderParamsVM order_mod_vm { get; }
|
||||
public FillsVMContainer fills_vm { get; } = new FillsVMContainer();
|
||||
@@ -496,28 +474,6 @@ namespace mbts.spark {
|
||||
public IObservable<bool> subscribe_show_fills() => _show_fills.observe_current(true);
|
||||
public IObservable<bool> subscribe_show_ladder() => _show_ladder.observe_current(true);
|
||||
public IObservable<bool> subscribe_show_order_params() => _show_order_params.observe_current(true);
|
||||
public IObservable<OrderSecurityAlgo?> subscribe_single_selected_order() =>
|
||||
Observable.Create<OrderSecurityAlgo?>(o => {
|
||||
OrderSecurityAlgo? last_fired = null;
|
||||
orders_changed += notify;
|
||||
_current_row.Changed += on_current_row_changed;
|
||||
notify();
|
||||
return Disposable.Create(dispose);
|
||||
// local methods
|
||||
void notify() {
|
||||
var next = current_row == null ? (OrderSecurityAlgo?)null : current_row.order_tuple.order;
|
||||
if (next != last_fired)
|
||||
o.OnNext(last_fired = next);
|
||||
}
|
||||
|
||||
void on_current_row_changed(OrderBookRowVM oldval, OrderBookRowVM newval) =>
|
||||
notify();
|
||||
|
||||
void dispose() {
|
||||
orders_changed -= notify;
|
||||
_current_row.Changed -= on_current_row_changed;
|
||||
}
|
||||
});
|
||||
|
||||
public void row_selection_changed(SelectionChangedEventArgs e) {
|
||||
try {
|
||||
@@ -547,7 +503,6 @@ namespace mbts.spark {
|
||||
_can_attach_selected_orders.refresh();
|
||||
_can_detach_selected_orders.refresh();
|
||||
selected_order_changed?.Invoke(current_order);
|
||||
_custom_state_sync.sync();
|
||||
} catch (Exception ex) {
|
||||
// [John]I observed a strange null-reference exception in this callback when the launcher was shutting down (see https://bluetradesys.atlassian.net/browse/SPARK-2089)
|
||||
Log.Ui.error($"[{nameof(OrderBookVM)}] Error handling selection change: {ex}");
|
||||
@@ -654,9 +609,6 @@ namespace mbts.spark {
|
||||
|
||||
public OrderMetadata get_metadata(OrderBookRowVM row) => _model.factory.get_metadata(row.order.actual_order_type());
|
||||
|
||||
internal uint get_display_qty_divisor(SecurityImmutable? security) =>
|
||||
_model.security_auxiliary_model.get_display_quantity_divisor(security);
|
||||
|
||||
internal void show_order_modify(OrderBookRowVM row) =>
|
||||
_bus.post(SparkTags.ShowModifyOrderTag, row.order_key);
|
||||
|
||||
@@ -771,62 +723,24 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
|
||||
class CustomStateSynchronizer {
|
||||
readonly OrderBookVM _vm;
|
||||
OrderBookRowVM _synced_row;
|
||||
|
||||
public CustomStateSynchronizer(OrderBookVM vm) =>
|
||||
_vm = vm;
|
||||
|
||||
public void sync(bool force_refresh = false) {
|
||||
var row = _vm.current_row != null &&
|
||||
_vm.selected_rows.Select(r => r.order_tuple.root.order.Key).Distinct().TryGetSingle(out uint droot) &&
|
||||
_vm.current_row.order_tuple.root.order.Key == droot ?
|
||||
_vm.current_row : null;
|
||||
if (force_refresh || row != _synced_row) {
|
||||
_synced_row = row;
|
||||
_refresh();
|
||||
}
|
||||
}
|
||||
|
||||
void _refresh() {
|
||||
_vm.current_algo_custom_state.Clear();
|
||||
if (_synced_row == null)
|
||||
return;
|
||||
var dcs = _synced_row.order.dynamic_custom_state();
|
||||
// while dcs is not expected to be null, best to play it safe and double check.
|
||||
if (dcs.is_null_or_empty()) {
|
||||
var descendent_rows = _vm._row_collection.get_descendent_rows(_synced_row.order_key);
|
||||
if (_vm._row_collection.filter != null)
|
||||
descendent_rows = descendent_rows.Where(child => _vm._row_collection.filter(child.order_tuple));
|
||||
foreach (var dr in descendent_rows) {
|
||||
dcs = dr.order.dynamic_custom_state();
|
||||
if (!dcs.is_null_or_empty())
|
||||
break;
|
||||
}
|
||||
}
|
||||
foreach (var p in dcs.empty_if_null().OrderBy(kv => kv.Key))
|
||||
_vm.current_algo_custom_state.Add(new NamedValueVM(p.Key, DynamicOrderHelper.fmt_param(p.Value)));
|
||||
}
|
||||
}
|
||||
|
||||
public class OrderParamsVM : DisposableViewModelBase {
|
||||
readonly SelectorProperty<AccountTuple, AccountTuple?> _accounts;
|
||||
readonly OrderBookVM _owner;
|
||||
readonly Property<bool> _is_dirty;
|
||||
IRaiseCanExecuteChangedCommand _payup_bid_cmd, _payup_ask_cmd;
|
||||
IAlgoParamVM<double> _price_param;
|
||||
AlgoParamVM<uint?> _size_param;
|
||||
IAlgoParamVM<uint?> _size_param;
|
||||
AlgoParamPermissions
|
||||
_price_permissions = AlgoParamPermissions.ReadOnly | AlgoParamPermissions.Write,
|
||||
_size_permissions = AlgoParamPermissions.ReadOnly | AlgoParamPermissions.Write;
|
||||
SecurityMD? _security_md;
|
||||
|
||||
public OrderParamsVM(OrderBookVM owner, AlgoEditingPermissions init_permissions) {
|
||||
public OrderParamsVM(OrderBookVM owner, AlgoFormats init_format, AlgoEditingPermissions init_permissions) {
|
||||
_owner = owner;
|
||||
algo_vm = AlgoDefinitionVM.create(
|
||||
owner._model,
|
||||
AlgoData.create_unpersisted(OrderDataHelper.Defaults.CustomOrderDefinitionImmutable(CustomOrderDefinition.CustomOneofCase.Iceberg), CustomOrderDefinition.CustomOneofCase.Iceberg.display_name()),
|
||||
init_format: init_format,
|
||||
editing_permissions: init_permissions);
|
||||
_accounts = backing(
|
||||
nameof(selected_account),
|
||||
@@ -852,9 +766,7 @@ namespace mbts.spark {
|
||||
_price_param = null;
|
||||
_size_param = null;
|
||||
} else {
|
||||
_size_param = new AlgoParamVM<uint?>("size", "Size", owner._selected_params_mon.size, EqualityComparer<uint?>.Default,
|
||||
to_display_value: v => v.HasValue ? v.Value / display_quantity_divisor : v,
|
||||
from_display_value: v => v.HasValue ? v.Value * display_quantity_divisor : v) {
|
||||
_size_param = new AlgoParamVM<uint?>("size", "Size", owner._selected_params_mon.size) {
|
||||
permissions = _size_permissions & _param_permissions
|
||||
};
|
||||
var price_param = new AlgoParamVM<double>("price", "Price", owner._selected_params_mon.price, spec?.tick_equality_comparer() ?? MathUtils.epsilon_eq_comparer) {
|
||||
@@ -893,16 +805,14 @@ namespace mbts.spark {
|
||||
public ReadOnlyObservableCollection<AccountTuple> accounts => _accounts.items;
|
||||
public AccountTuple? selected_account { get => _accounts.selected_item; set => _accounts.selected_item = value; }
|
||||
public SecurityImmutable? security => _owner._selected_params_mon.security;
|
||||
/// <see cref="security_md"/> should be synced with the root of the selected row(s),
|
||||
public SecurityMD? security_md {
|
||||
get => _security_md;
|
||||
set {
|
||||
if (Set(ref _security_md, value)) {
|
||||
RaisePropertyChanged(nameof(security), nameof(spec), nameof(display_quantity_divisor));
|
||||
RaisePropertyChanged(nameof(security), nameof(spec));
|
||||
bbo.security_md = value;
|
||||
_payup_bid_cmd.RaiseCanExecuteChanged();
|
||||
_payup_ask_cmd.RaiseCanExecuteChanged();
|
||||
_size_param?.refresh_display_value();
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -924,7 +834,6 @@ namespace mbts.spark {
|
||||
public AlgoDefinitionVM algo_vm { get; }
|
||||
public IReadOnlyObservableCollection<AlgoParamRowVM> param_rows { get; }
|
||||
public BBOVM bbo { get; }
|
||||
public uint display_quantity_divisor => _owner.get_display_qty_divisor(security);
|
||||
public ICommand send_order { get; }
|
||||
public ICommand payup_bid_cmd => _payup_bid_cmd;
|
||||
public ICommand payup_ask_cmd => _payup_ask_cmd;
|
||||
|
||||
@@ -1,17 +1,15 @@
|
||||
using bts;
|
||||
using bts.api;
|
||||
using bts.api;
|
||||
using bts.api.orderman;
|
||||
using bts.shell;
|
||||
using bts.shell.fills;
|
||||
using bts.shell.orderbook;
|
||||
using bts.spark;
|
||||
using bts.utils.csv;
|
||||
using bts.view;
|
||||
using mbts.persist;
|
||||
using mbts.spark.utilities;
|
||||
using mbts.ui;
|
||||
using mbts.ui.extensions;
|
||||
using mbts.ui.spark;
|
||||
using mbts.ui.utilities;
|
||||
using mbts.ui.utility;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
@@ -27,10 +25,7 @@ namespace mbts.spark {
|
||||
const string _window_type = "OrderBook", _default_title = "Order Book";
|
||||
readonly INotificationService _notification_service;
|
||||
readonly IWindowSettingsManager<OrderBookGridSettings> _settings_manager;
|
||||
readonly bool _can_edit_specific_algo_params;
|
||||
IDisposable _attachment_exit_sub;
|
||||
// initialized in thread_init
|
||||
List<IDisposable> _thread_init_resources;
|
||||
OrderBookStartupData _state;
|
||||
OrdersModel _model;
|
||||
OrderBookVM _vm;
|
||||
@@ -40,14 +35,13 @@ namespace mbts.spark {
|
||||
SparkCommand[] _commands;
|
||||
|
||||
public OrderBookWindow(OrdersModel model, OrderBookWindowFactory factory, IBus bus, INotificationService notification_service,
|
||||
OrderBookStartupData state, ImageSource icon, IWindowSettingsManager<OrderBookGridSettings> settings_manager, bool can_edit_specific_algo_params)
|
||||
OrderBookStartupData state, ImageSource icon, IWindowSettingsManager<OrderBookGridSettings> settings_manager)
|
||||
: base(_default_title, bus, factory, SparkCommands.ShowOrders.icon) {
|
||||
_model = model;
|
||||
_factory = factory;
|
||||
_notification_service = notification_service;
|
||||
_state = state;
|
||||
_settings_manager = settings_manager;
|
||||
_can_edit_specific_algo_params = can_edit_specific_algo_params;
|
||||
thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().order_book ? "OrderBook" : null;
|
||||
}
|
||||
|
||||
@@ -71,14 +65,12 @@ namespace mbts.spark {
|
||||
public string thread_id { get; }
|
||||
|
||||
public override void Dispose() {
|
||||
Disposable.dispose(_thread_init_resources);
|
||||
_commands.OfType<IDisposable>().DisposeAll();
|
||||
Disposable.dispose(ref _attachment_exit_sub);
|
||||
Disposable.dispose(ref _vm);
|
||||
}
|
||||
|
||||
public void thread_init() {
|
||||
Log.assert(_thread_init_resources == null, $"{nameof(_thread_init_resources)} must be initialized in thread_init.");
|
||||
_thread_init_resources = new List<IDisposable>();
|
||||
_menu_display_vm = new SparkMenuDisplayVM();
|
||||
if (_state != null)
|
||||
_menu_display_vm.load_from(_state.menu_display);
|
||||
@@ -156,15 +148,6 @@ namespace mbts.spark {
|
||||
can_execute: () => _vm.selected_orders.Any(x => passes_recreate_search_criteria(x))
|
||||
);
|
||||
recreate_selected_orders_command.group = CommandGroups.Modify;
|
||||
ICommand edit_algo_params_cmd;
|
||||
if (_can_edit_specific_algo_params) {
|
||||
_thread_init_resources.Add(CommandHelper.bind_param_source(
|
||||
new DialogCommand<OrderSecurityAlgo?, Window>(mk_algo_params_dialog, has_algo_params),
|
||||
_vm.subscribe_single_selected_order(),
|
||||
out edit_algo_params_cmd, true));
|
||||
} else {
|
||||
edit_algo_params_cmd = DelegateCommand.empty;
|
||||
}
|
||||
|
||||
var attach_selected_orders_command = new SparkCommandCommand(
|
||||
"Attach To Selected",
|
||||
@@ -212,22 +195,15 @@ namespace mbts.spark {
|
||||
show_grid_settings_command.group = CommandGroups.Auxiliary;
|
||||
|
||||
_commands = new SparkCommand[] {
|
||||
// modify commands
|
||||
new SparkCommandCommand("Export to csv", Icons.Export, FileDialogCommand.export_csv(() => _vm.rows.ToCsv(OrderBookRowVM.csv_ordered_properties), "OrderBook")),
|
||||
toggle_show_right_panel_command,
|
||||
attach_selected_orders_command,
|
||||
detach_selected_orders_command,
|
||||
recreate_selected_orders_command,
|
||||
new SparkCommandCommand("Algo Params...", Icons.Algo, edit_algo_params_cmd) {
|
||||
group = CommandGroups.Modify,
|
||||
show_in_toolbar = false,
|
||||
show_in_context_menu = _can_edit_specific_algo_params
|
||||
},
|
||||
// cancel commands
|
||||
cancel_selected_orders_command,
|
||||
cancel_buy_orders_command,
|
||||
cancel_sell_orders_command,
|
||||
cancel_all_orders_command,
|
||||
|
||||
toggle_collapse_all_command,
|
||||
toggle_expand_all_command,
|
||||
show_grid_settings_command,
|
||||
@@ -236,12 +212,9 @@ namespace mbts.spark {
|
||||
hidden_cmd(new SparkCommandCommand(OrderBookView.CommandDescriptions.RevertOrders, null, _vm.revert_selected_orders_cmd, OrderBookView.KeyboardShortcuts.RevertOrders)),
|
||||
_menu_display_vm.spark_cmd
|
||||
};
|
||||
_thread_init_resources.AddRange(_commands.OfType<IDisposable>());
|
||||
_thread_init_resources.Add(_vm.as_demuxer()
|
||||
.subscribe<bool>(nameof(OrderBookVM.show_right_panel))
|
||||
.Subscribe(_ => toggle_show_right_panel_command.title = get_toggle_show_right_panel_cmd_title()));
|
||||
_vm.as_demuxer().subscribe<bool>(nameof(OrderBookVM.show_right_panel))
|
||||
.Subscribe(_ => toggle_show_right_panel_command.title = get_toggle_show_right_panel_cmd_title());
|
||||
_vm.selected_order_changed += vm_selected_order_changed;
|
||||
_thread_init_resources.Add(Disposable.Create(() => _vm.selected_order_changed -= vm_selected_order_changed));
|
||||
// local methods
|
||||
string get_toggle_show_right_panel_cmd_title() =>
|
||||
_vm.show_right_panel ? OrderBookView.CommandDescriptions.HideRightPanel : OrderBookView.CommandDescriptions.ShowRightPanel;
|
||||
@@ -263,36 +236,6 @@ namespace mbts.spark {
|
||||
attach_selected_orders_command.raiseCanExecuteChanged();
|
||||
detach_selected_orders_command.raiseCanExecuteChanged();
|
||||
}
|
||||
|
||||
bool has_algo_params(OrderSecurityAlgo? order) =>
|
||||
order.HasValue && !OrderDataHelper.get_metadata(order.Value.algo.value.CustomCase).NoProps;
|
||||
|
||||
Window mk_algo_params_dialog(OrderSecurityAlgo? order) {
|
||||
if (!has_algo_params(order))
|
||||
return null;
|
||||
var algo_def = AlgoDefinitionVM.create(_model, order.Value.algo, editing_permissions: AlgoEditingPermissions.AllowEditValues);
|
||||
var algo_params_vm = new OrderBookAlgoParamsVM(algo_def, order.Value.order.is_non_terminal());
|
||||
var dialog = new OrderBookAlgoParamsDialog {
|
||||
Content = algo_params_vm
|
||||
};
|
||||
ui.WindowStyle.SetTitleContent(dialog, algo_def);
|
||||
dialog.Closed += (s, e) => {
|
||||
Disposable.dispose(ref algo_params_vm);
|
||||
dialog = null;
|
||||
};
|
||||
algo_params_vm.RequestCommit += commit;
|
||||
algo_params_vm.RequestClose += (s, e) => close_dialog();
|
||||
return dialog;
|
||||
|
||||
void close_dialog() {
|
||||
dialog?.Close();
|
||||
dialog = null;
|
||||
}
|
||||
void commit(CustomOrderDefinitionImmutable value) {
|
||||
_model.update_order(order.Value.order, new_algo: value).ignore();
|
||||
close_dialog();
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
protected override void OnParentViewCreated(SparkWindowView parent_view) {
|
||||
|
||||
@@ -1,7 +1,6 @@
|
||||
using bts.api;
|
||||
using bts.shell.orderbook;
|
||||
using bts.spark;
|
||||
using mbts.config;
|
||||
using mbts.persist;
|
||||
using mbts.spark;
|
||||
using mbts.ui;
|
||||
@@ -16,11 +15,8 @@ namespace bts.shell {
|
||||
readonly INotificationServiceDataCache _notification_service_data_cache;
|
||||
readonly OrdersModel _model;
|
||||
readonly UserSettingsHub _settings_hub;
|
||||
readonly OrderBookConfig _config;
|
||||
|
||||
public OrderBookWindowFactory(IShellModule owner, IBus bus, INotificationService notification_service, INotificationServiceDataCache notification_service_data_cache, OrdersModel model, UserSettingsHub settings_hub) : base(owner, "SparkOrderBookWindow") {
|
||||
var raw_config = Configuration.get<bts.config.OrderBookOptions>();
|
||||
_config = new OrderBookConfig(raw_config.can_edit_specific_algo_params);
|
||||
_bus = bus;
|
||||
_notification_service = notification_service;
|
||||
_notification_service_data_cache = notification_service_data_cache;
|
||||
@@ -33,8 +29,7 @@ namespace bts.shell {
|
||||
var settings_manager = new WindowSettingsManager<OrderBookGridSettings>(_settings_hub, state.grid_settings_wrapper(),
|
||||
us => us.order_book_grid ?? OrderBookStartupData.DefaultGrid,
|
||||
(us, s) => us.with(order_book_grid: s));
|
||||
var w = new OrderBookWindow(_model, this, _bus, _notification_service, state,
|
||||
SparkCommands.ShowOrders.icon, settings_manager.as_non_shared(), _config.can_edit_specific_algo_params);
|
||||
var w = new OrderBookWindow(_model, this, _bus, _notification_service, state, SparkCommands.ShowOrders.icon, settings_manager.as_non_shared());
|
||||
return Task.FromResult<IShellWindow>(w);
|
||||
}
|
||||
|
||||
@@ -42,12 +37,5 @@ namespace bts.shell {
|
||||
var w = await load(startup_data);
|
||||
_bus.post(SparkTags.ShowWindow, w);
|
||||
}
|
||||
|
||||
readonly struct OrderBookConfig {
|
||||
public readonly bool can_edit_specific_algo_params;
|
||||
|
||||
public OrderBookConfig(bool can_edit_specific_algo_params) =>
|
||||
this.can_edit_specific_algo_params = can_edit_specific_algo_params;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,40 +0,0 @@
|
||||
<Window
|
||||
x:Class="bts.shell.orderbook.OrderBookAlgoParamsDialog"
|
||||
x:ClassModifier="internal"
|
||||
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
|
||||
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
|
||||
xmlns:sp="clr-namespace:mbts.spark"
|
||||
xmlns:ob="clr-namespace:bts.shell.orderbook"
|
||||
xmlns:usp="clr-namespace:mbts.ui.spark"
|
||||
xmlns:u="clr-namespace:mbts.ui"
|
||||
xmlns:c="clr-namespace:mbts.ui.controls"
|
||||
u:WindowStyle.SizeToContent="WidthAndHeight"
|
||||
Margin="0"
|
||||
Padding="0"
|
||||
Style="{StaticResource BTSWindowTitleTemplate}"
|
||||
>
|
||||
<u:WindowStyle.TitleContentTemplate>
|
||||
<DataTemplate DataType="{x:Type sp:AlgoDefinitionVM}">
|
||||
<StackPanel HorizontalAlignment="Left" Orientation="Horizontal">
|
||||
<usp:OrderTypeItem Margin="4,0" DisplayName="{Binding name, StringFormat='{}{0} Params'}" BadgeFill="{Binding badge_fill}"/>
|
||||
</StackPanel>
|
||||
</DataTemplate>
|
||||
</u:WindowStyle.TitleContentTemplate>
|
||||
<Window.ContentTemplate>
|
||||
<DataTemplate DataType="{x:Type ob:OrderBookAlgoParamsVM}">
|
||||
<Grid>
|
||||
<Grid.RowDefinitions>
|
||||
<RowDefinition Height="*"/>
|
||||
<RowDefinition Height="Auto"/>
|
||||
</Grid.RowDefinitions>
|
||||
<usp:AlgoEditorGridView
|
||||
Width="390"
|
||||
Margin="5"
|
||||
AlgoParamRows="{Binding param_rows}"
|
||||
CanUserChangeAlgoRoot="False"
|
||||
/>
|
||||
<c:DialogSkirt Grid.Row="1" RightItems="{Binding dialog_skirt}"/>
|
||||
</Grid>
|
||||
</DataTemplate>
|
||||
</Window.ContentTemplate>
|
||||
</Window>
|
||||
@@ -1,49 +0,0 @@
|
||||
using bts.api.orderman;
|
||||
using bts.collections;
|
||||
using mbts.spark;
|
||||
using mbts.ui;
|
||||
using mbts.ui.controls;
|
||||
using mbts.ui.shell;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Windows;
|
||||
|
||||
namespace bts.shell.orderbook {
|
||||
/// <summary>
|
||||
/// Interaction logic for OrderBookAlgoParamsDialog.xaml
|
||||
/// </summary>
|
||||
partial class OrderBookAlgoParamsDialog : Window {
|
||||
public OrderBookAlgoParamsDialog() =>
|
||||
InitializeComponent();
|
||||
}
|
||||
|
||||
class OrderBookAlgoParamsVM : DisposableViewModelBase, IRequestViewClose {
|
||||
readonly ObservableAggregateCollection<AlgoParamRowVM> _param_rows = new ObservableAggregateCollection<AlgoParamRowVM>();
|
||||
readonly DialogSkirtItem _commit, _cancel;
|
||||
|
||||
public OrderBookAlgoParamsVM(AlgoDefinitionVM algo_definition, bool can_user_edit) {
|
||||
this.algo_definition = algo_definition;
|
||||
_dispose = AlgoParamRowsHelper.connect(algo_definition, _param_rows, false);
|
||||
_commit = new DialogSkirtItem("OK", new DelegateCommand(commit, () => can_user_edit)) { is_default = true };
|
||||
_cancel = new DialogSkirtItem("Cancel", new DelegateCommand(close)) { is_cancel = true };
|
||||
// local methods
|
||||
void commit() {
|
||||
RequestCommit?.Invoke(new CustomOrderDefinitionImmutable(algo_definition.algo_root.created_assigned()));
|
||||
close();
|
||||
}
|
||||
void close() => RequestClose?.Invoke(this, EventArgs.Empty);
|
||||
}
|
||||
|
||||
public event EventHandler RequestClose;
|
||||
public event Action<CustomOrderDefinitionImmutable> RequestCommit;
|
||||
|
||||
public AlgoDefinitionVM algo_definition { get; }
|
||||
public IReadOnlyObservableCollection<AlgoParamRowVM> param_rows => _param_rows;
|
||||
public IEnumerable<DialogSkirtItem> dialog_skirt {
|
||||
get {
|
||||
yield return _commit;
|
||||
yield return _cancel;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -62,7 +62,7 @@
|
||||
</Setter>
|
||||
</Style>
|
||||
<Style x:Key="{x:Static usp:OrderParamsPanel.BestBidSizeButtonStyleKey}" TargetType="Button" BasedOn="{StaticResource {x:Type Button}}">
|
||||
<Setter Property="Command" Value="{Binding DataContext.size_calculator.set_actual_value_command, RelativeSource={RelativeSource AncestorType=usp:OrderParamsPanel}}"/>
|
||||
<Setter Property="Command" Value="{Binding DataContext.size_calculator.set_value_command, RelativeSource={RelativeSource AncestorType=usp:OrderParamsPanel}}"/>
|
||||
<Setter Property="CommandParameter" Value="{Binding BestBidSize, RelativeSource={RelativeSource AncestorType=usp:OrderParamsPanel}}"/>
|
||||
<Setter Property="ToolTip">
|
||||
<Setter.Value>
|
||||
@@ -82,7 +82,7 @@
|
||||
</Setter>
|
||||
</Style>
|
||||
<Style x:Key="{x:Static usp:OrderParamsPanel.BestAskSizeButtonStyleKey}" TargetType="Button" BasedOn="{StaticResource {x:Type Button}}">
|
||||
<Setter Property="Command" Value="{Binding DataContext.size_calculator.set_actual_value_command, RelativeSource={RelativeSource AncestorType=usp:OrderParamsPanel}}"/>
|
||||
<Setter Property="Command" Value="{Binding DataContext.size_calculator.set_value_command, RelativeSource={RelativeSource AncestorType=usp:OrderParamsPanel}}"/>
|
||||
<Setter Property="CommandParameter" Value="{Binding BestAskSize, RelativeSource={RelativeSource AncestorType=usp:OrderParamsPanel}}"/>
|
||||
<Setter Property="ToolTip">
|
||||
<Setter.Value>
|
||||
@@ -101,7 +101,7 @@
|
||||
<TextBlock.Inlines>
|
||||
<Run Text="{Binding security, Mode=OneWay}" FontWeight="Bold"/>
|
||||
<Run Text="{Binding side, Mode=OneWay}" Foreground="{Binding side, Converter={StaticResource SideToBrushConverter}}"/>
|
||||
<Run Text="{Binding display_quantity, Mode=OneWay}"/>
|
||||
<Run Text="{Binding quantity, Mode=OneWay}"/>
|
||||
<Run>@</Run>
|
||||
<Run>
|
||||
<Run.Text>
|
||||
@@ -484,7 +484,6 @@
|
||||
<Border Padding="12,12,12,6">
|
||||
<Grid>
|
||||
<Grid.RowDefinitions>
|
||||
<RowDefinition Height="Auto"/>
|
||||
<RowDefinition Height="Auto"/>
|
||||
<RowDefinition Height="*"/>
|
||||
</Grid.RowDefinitions>
|
||||
@@ -496,45 +495,7 @@
|
||||
AlgoParamRows="{Binding param_rows}"
|
||||
IsReadOnly="{Binding DataContext.can_user_modify_selected_orders, ElementName=Root, Converter={StaticResource NotConverter}}"
|
||||
/>
|
||||
<c:ExpanderToggleButton
|
||||
x:Name="algo_state_toggle"
|
||||
Grid.Row="1"
|
||||
BorderThickness="0"
|
||||
Content="Algo State"
|
||||
HorizontalContentAlignment="Left"
|
||||
Margin="0,4,0,0"
|
||||
VerticalAlignment="Top"
|
||||
Visibility="{Binding current_algo_custom_state.Count, Converter={StaticResource IntNotZeroVisibilityConverter}}"
|
||||
/>
|
||||
<c:DIYGrid Grid.Row="1" Rows="{Binding current_algo_custom_state}" Margin="0,28,0,4">
|
||||
<c:DIYGrid.Visibility>
|
||||
<MultiBinding>
|
||||
<MultiBinding.Converter>
|
||||
<cv:MultiValueConverterPipe>
|
||||
<cv:BooleanAndConverter/>
|
||||
<cv:BooleanToVisibilityConverter/>
|
||||
</cv:MultiValueConverterPipe>
|
||||
</MultiBinding.Converter>
|
||||
<Binding Path="current_algo_custom_state.Count" Mode="OneWay" Converter="{StaticResource IntNotZeroConverter}"/>
|
||||
<Binding Path="IsChecked" ElementName="algo_state_toggle"/>
|
||||
</MultiBinding>
|
||||
</c:DIYGrid.Visibility>
|
||||
<c:DIYGrid.Columns>
|
||||
<c:DIYGridColumnCollection>
|
||||
<c:DIYGridColumn id="Name" Header="Param" Width="176"/>
|
||||
<c:DIYGridColumn id="Value" Header="Value" Width="176"/>
|
||||
</c:DIYGridColumnCollection>
|
||||
</c:DIYGrid.Columns>
|
||||
<c:DIYGrid.RowTemplate>
|
||||
<DataTemplate>
|
||||
<Grid c:DIYGrid.SyncWithColumnGeometry="True">
|
||||
<c:TextCell c:DIYGrid.ColumnKey="Name" Text="{Binding name}"/>
|
||||
<c:TextCell c:DIYGrid.ColumnKey="Value" Text="{Binding value}"/>
|
||||
</Grid>
|
||||
</DataTemplate>
|
||||
</c:DIYGrid.RowTemplate>
|
||||
</c:DIYGrid>
|
||||
<StackPanel Grid.Row="2" HorizontalAlignment="Right" VerticalAlignment="Top" Margin="0,8,0,0" Orientation="Horizontal">
|
||||
<StackPanel Grid.Row="1" HorizontalAlignment="Right" VerticalAlignment="Top" Margin="0,8,0,0" Orientation="Horizontal">
|
||||
<Button x:Name="modify_orders_button" Command="{Binding modify_selected_orders_cmd}">
|
||||
<Button.Margin>
|
||||
<Thickness Right="{StaticResource DialogSkirtButtonPadding.Right}"/>
|
||||
|
||||
@@ -5,7 +5,6 @@ using bts.utils;
|
||||
using mbts;
|
||||
using mbts.spark;
|
||||
using mbts.spark.utilities;
|
||||
using mbts.ui;
|
||||
using mbts.ui.controls;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
@@ -141,18 +140,15 @@ namespace bts.shell.pnl {
|
||||
public PositionPriceSize summary =>
|
||||
new PositionPriceSize(long_data.working_total, long_data.avg_price, short_data.working_total, short_data.avg_price);
|
||||
|
||||
public static WorkingOrderData Create(IEnumerable<OrderRecordImmutable> orders, QuantityConversionData qty_conversion) =>
|
||||
Create(orders.Select(o => (o, qty_conversion)));
|
||||
public static WorkingOrderData Create(IEnumerable<OrderRecordImmutable> orders) =>
|
||||
orders.Aggregate(Empty, (seed, order) => seed.Add(order));
|
||||
|
||||
public static WorkingOrderData Create(IEnumerable<(OrderRecordImmutable order, QuantityConversionData qty_conversion)> orders) =>
|
||||
orders.Aggregate(Empty, (seed, tup) => seed.Add(tup.order, tup.qty_conversion));
|
||||
|
||||
public WorkingOrderData Add(OrderRecordImmutable order, QuantityConversionData qty_conversion) {
|
||||
public WorkingOrderData Add(OrderRecordImmutable order) {
|
||||
if (order.working_quantity() <= 0)
|
||||
return new WorkingOrderData(long_data, short_data);
|
||||
switch (order.side()) {
|
||||
case Side.Buy: return new WorkingOrderData(long_data.Add(order, qty_conversion), short_data);
|
||||
case Side.Sell: return new WorkingOrderData(long_data, short_data.Add(order, qty_conversion));
|
||||
case Side.Buy: return new WorkingOrderData(long_data.Add(order), short_data);
|
||||
case Side.Sell: return new WorkingOrderData(long_data, short_data.Add(order));
|
||||
default: throw ExceptionBuilder.Argument.unexpected_case(order.side(), "order.side");
|
||||
}
|
||||
}
|
||||
@@ -169,21 +165,18 @@ namespace bts.shell.pnl {
|
||||
}
|
||||
|
||||
readonly struct WorkingOrderSideData {
|
||||
public readonly double avg_price, display_avg_price;
|
||||
public readonly ImmutableSortedDictionary<double, ImmutableDictionary<uint, (OrderRecordImmutable order, QuantityConversionData qty_conversion)>> data;
|
||||
public readonly double avg_price;
|
||||
public readonly ImmutableSortedDictionary<double, ImmutableDictionary<uint, OrderRecordImmutable>> data;
|
||||
public readonly int working_total;
|
||||
public readonly int display_working_total;
|
||||
|
||||
WorkingOrderSideData(double avg_price, int working_total, double display_avg_price, int display_working_total, ImmutableSortedDictionary<double, ImmutableDictionary<uint, (OrderRecordImmutable, QuantityConversionData)>> data) {
|
||||
WorkingOrderSideData(double avg_price, int working_total, ImmutableSortedDictionary<double, ImmutableDictionary<uint, OrderRecordImmutable>> data) {
|
||||
this.avg_price = avg_price;
|
||||
this.working_total = working_total;
|
||||
this.display_avg_price = display_avg_price;
|
||||
this.data = data;
|
||||
this.display_working_total = display_working_total;
|
||||
}
|
||||
|
||||
public static WorkingOrderSideData EmptyLong => new WorkingOrderSideData(double.NaN, 0, double.NaN, 0, ImmutableSortedDictionary.Create<double, ImmutableDictionary<uint, (OrderRecordImmutable, QuantityConversionData)>>(new ReverseComparer<double>(OrderDataHelper.PriceComparer)));
|
||||
public static WorkingOrderSideData EmptyShort => new WorkingOrderSideData(double.NaN, 0, double.NaN, 0, ImmutableSortedDictionary.Create<double, ImmutableDictionary<uint, (OrderRecordImmutable, QuantityConversionData)>>(OrderDataHelper.PriceComparer));
|
||||
public static WorkingOrderSideData EmptyLong => new WorkingOrderSideData(double.NaN, 0, ImmutableSortedDictionary.Create<double, ImmutableDictionary<uint, OrderRecordImmutable>>(new ReverseComparer<double>(OrderDataHelper.PriceComparer)));
|
||||
public static WorkingOrderSideData EmptyShort => new WorkingOrderSideData(double.NaN, 0, ImmutableSortedDictionary.Create<double, ImmutableDictionary<uint, OrderRecordImmutable>>(OrderDataHelper.PriceComparer));
|
||||
|
||||
public double top_price =>
|
||||
data.Count > 0 ?
|
||||
@@ -192,35 +185,23 @@ namespace bts.shell.pnl {
|
||||
|
||||
public int top_volume =>
|
||||
data.Count > 0 ?
|
||||
data.Values.First().Values.Sum(o => o.order.working_quantity()) :
|
||||
data.Values.First().Values.Sum(o => o.working_quantity()) :
|
||||
0;
|
||||
|
||||
public int display_top_volume =>
|
||||
data.Count > 0 ?
|
||||
data.Values.First().Values.Sum(o => o.qty_conversion.to_display(o.order.working_quantity())) :
|
||||
0;
|
||||
|
||||
public WorkingOrderSideData Add(OrderRecordImmutable order_record) =>
|
||||
Add(order_record, new QuantityConversionData());
|
||||
|
||||
public WorkingOrderSideData Add(OrderRecordImmutable order_record, QuantityConversionData qty_conversion) {
|
||||
public WorkingOrderSideData Add(OrderRecordImmutable order_record) {
|
||||
uint order = order_record.Key;
|
||||
int working_qty = order_record.working_quantity();
|
||||
double price = order_record.price();
|
||||
if (working_qty <= 0)
|
||||
throw new ArgumentException(nameof(working_qty));
|
||||
uint order = order_record.Key;
|
||||
int dworking_qty = qty_conversion.to_display(working_qty);
|
||||
double price = order_record.price();
|
||||
if (working_total == 0) {
|
||||
Log.assert(display_working_total == 0);
|
||||
return new WorkingOrderSideData(price, working_qty, display_avg_price, dworking_qty, data.Add(price, ImmutableDictionary<uint, (OrderRecordImmutable, QuantityConversionData)>.Empty.Add(order, (order_record, qty_conversion))));
|
||||
return new WorkingOrderSideData(price, working_qty, data.Add(price, ImmutableDictionary<uint, OrderRecordImmutable>.Empty.Add(order, order_record)));
|
||||
} else return new WorkingOrderSideData(
|
||||
avg_price + ((price - avg_price) * ((double)working_qty / (working_total + working_qty))),
|
||||
working_total + working_qty,
|
||||
display_avg_price + ((price - display_avg_price) * ((double)dworking_qty / (display_working_total + dworking_qty))),
|
||||
display_working_total + dworking_qty,
|
||||
data.SetItem(price, data.TryGetValue(price, out var curr) ?
|
||||
curr.Add(order, (order_record, qty_conversion)) :
|
||||
ImmutableDictionary<uint, (OrderRecordImmutable, QuantityConversionData)>.Empty.Add(order, (order_record, qty_conversion))));
|
||||
curr.Add(order, order_record) :
|
||||
ImmutableDictionary<uint, OrderRecordImmutable>.Empty.Add(order, order_record)));
|
||||
}
|
||||
|
||||
public WorkingOrderSideData Remove(uint order, double price) {
|
||||
@@ -229,30 +210,22 @@ namespace bts.shell.pnl {
|
||||
throw new KeyNotFoundException(nameof(price));
|
||||
if (!wdata.TryGetValue(order, out var worder))
|
||||
throw new KeyNotFoundException(nameof(order));
|
||||
var wqty = worder.order.working_quantity();
|
||||
var dwqty = worder.qty_conversion.to_display(wqty);
|
||||
var wqty = worder.working_quantity();
|
||||
wdata = wdata.Remove(order);
|
||||
if (wdata.Count == 0)
|
||||
tmp_data = tmp_data.Remove(price);
|
||||
if (tmp_data.Count == 0)
|
||||
return new WorkingOrderSideData(double.NaN, 0, double.NaN, 0, ImmutableSortedDictionary.Create<double, ImmutableDictionary<uint, (OrderRecordImmutable, QuantityConversionData)>>(data.KeyComparer));
|
||||
return new WorkingOrderSideData(double.NaN, 0, ImmutableSortedDictionary.Create<double, ImmutableDictionary<uint, OrderRecordImmutable>>(data.KeyComparer));
|
||||
return new WorkingOrderSideData(
|
||||
avg_price - ((price - avg_price) * (wqty / (working_total - wqty))),
|
||||
working_total - wqty,
|
||||
display_avg_price - ((price - display_avg_price) * (dwqty / (display_working_total - dwqty))),
|
||||
display_working_total - dwqty,
|
||||
tmp_data);
|
||||
}
|
||||
|
||||
public override string ToString() {
|
||||
if (data.Count > 0) {
|
||||
var best_order = data.Values.First().Values.First();
|
||||
return OrderUtils.order_collection_summary(
|
||||
best_order.order.price(),
|
||||
display_avg_price,
|
||||
best_order.qty_conversion.to_display(best_order.order.working_quantity()),
|
||||
display_working_total,
|
||||
SecurityDataHelper.Defaults.ContractSpecificationImmutable);
|
||||
return OrderUtils.order_collection_summary(best_order.price(), avg_price, best_order.working_quantity(), working_total, SecurityDataHelper.Defaults.ContractSpecificationImmutable);
|
||||
}
|
||||
return string.Empty;
|
||||
}
|
||||
@@ -275,25 +248,21 @@ namespace bts.shell.pnl {
|
||||
|
||||
public readonly PNLKey key;
|
||||
public readonly SecurityImmutable? security;
|
||||
public readonly QuantityConversionData qty_conversion;
|
||||
public readonly string account_name;
|
||||
public readonly PNLCalculationType calc_type;
|
||||
public readonly PositionPriceSize day, raw_day, sod;
|
||||
public readonly WorkingOrderData working;
|
||||
|
||||
public readonly double
|
||||
default_cpp,
|
||||
cpp,
|
||||
bid_price,
|
||||
ask_price,
|
||||
last_price,
|
||||
settlement_price;
|
||||
|
||||
public readonly double? override_cpp;
|
||||
|
||||
public PNLRowData(
|
||||
PNLKey key,
|
||||
double default_cpp = 0,
|
||||
double? override_cpp = null,
|
||||
double cpp = 0,
|
||||
double bid_price = 0,
|
||||
double ask_price = 0,
|
||||
double last_price = 0,
|
||||
@@ -304,12 +273,10 @@ namespace bts.shell.pnl {
|
||||
WorkingOrderData? working = null,
|
||||
SecurityImmutable? security = null,
|
||||
string account_name = null,
|
||||
PNLCalculationType calc_type = PNLCalculationType.Mid,
|
||||
QuantityConversionData? qty_conversion = null) {
|
||||
PNLCalculationType calc_type = PNLCalculationType.Mid) {
|
||||
//
|
||||
this.key = key;
|
||||
this.default_cpp = default_cpp;
|
||||
this.override_cpp = override_cpp;
|
||||
this.cpp = cpp;
|
||||
this.bid_price = bid_price;
|
||||
this.ask_price = ask_price;
|
||||
this.last_price = last_price;
|
||||
@@ -321,7 +288,6 @@ namespace bts.shell.pnl {
|
||||
this.security = security;
|
||||
this.account_name = account_name;
|
||||
this.calc_type = calc_type;
|
||||
this.qty_conversion = qty_conversion ?? new QuantityConversionData();
|
||||
}
|
||||
|
||||
[Flags]
|
||||
@@ -339,9 +305,6 @@ namespace bts.shell.pnl {
|
||||
AskLTESettle = Ask | Settle | 1 << 7
|
||||
}
|
||||
|
||||
public string symbol => security?.pnl_symbol() ?? string.Empty;
|
||||
public double effective_cpp => override_cpp ?? default_cpp;
|
||||
|
||||
/// Market/Calc
|
||||
public double mid_price => (bid_price + ask_price) / 2;
|
||||
public double pnl_price {
|
||||
@@ -381,155 +344,117 @@ namespace bts.shell.pnl {
|
||||
}
|
||||
}
|
||||
/// Sod
|
||||
public double sod_pnl => effective_cpp *
|
||||
public double sod_pnl => cpp *
|
||||
DoubleUtil.nan_to_zero_sum(
|
||||
sod_long_avg_price_delta_raw * sod_long_pos,
|
||||
sod_short_avg_price_delta_raw * sod_short_pos
|
||||
);
|
||||
// long
|
||||
public double sod_long_pos => sod.long_pos;
|
||||
public double sod_long_avg_price => effective_cpp * sod.long_avg;
|
||||
public double sod_long_avg_price => cpp * sod.long_avg;
|
||||
public double sod_long_avg_price_raw => sod.long_avg;
|
||||
public double sod_long_avg_price_delta => effective_cpp * sod_long_avg_price_delta_raw;
|
||||
public double sod_long_avg_price_delta => cpp * sod_long_avg_price_delta_raw;
|
||||
public double sod_long_avg_price_delta_raw => sod.long_pos == 0 ? double.NaN : long_pnl_price - sod.long_avg;
|
||||
// short
|
||||
public double sod_short_pos => sod.short_pos;
|
||||
public double sod_short_avg_price => effective_cpp * sod.short_avg;
|
||||
public double sod_short_avg_price => cpp * sod.short_avg;
|
||||
public double sod_short_avg_price_raw => sod.short_avg;
|
||||
public double sod_short_avg_price_delta => effective_cpp * sod_short_avg_price_delta_raw;
|
||||
public double sod_short_avg_price_delta => cpp * sod_short_avg_price_delta_raw;
|
||||
public double sod_short_avg_price_delta_raw => sod.short_pos == 0 ? double.NaN : sod.short_avg - short_pnl_price;
|
||||
// net
|
||||
public double sod_net_pos => sod.net_pos;
|
||||
public double sod_net_avg_price_delta => effective_cpp * sod_net_avg_price_delta_raw;
|
||||
public double sod_net_avg_price_delta => cpp * sod_net_avg_price_delta_raw;
|
||||
public double sod_net_avg_price_delta_raw =>
|
||||
MathUtils.weighted_average(
|
||||
sod_long_avg_price_delta_raw, sod.long_pos,
|
||||
sod_short_avg_price_delta_raw, sod.short_pos);
|
||||
// display
|
||||
public double display_sod_net_pos => qty_conversion.to_display(sod_net_pos);
|
||||
public double display_sod_long_pos => qty_conversion.to_display(sod_long_pos);
|
||||
public double display_sod_short_pos => qty_conversion.to_display(sod_short_pos);
|
||||
|
||||
/// Day
|
||||
public double day_pnl => effective_cpp *
|
||||
public double day_pnl => cpp *
|
||||
DoubleUtil.nan_to_zero_sum(
|
||||
day_long_avg_price_delta_raw * day_long_pos,
|
||||
day_short_avg_price_delta_raw * day_short_pos
|
||||
);
|
||||
// long
|
||||
public double day_long_pos => day.long_pos;
|
||||
public double day_long_avg_price => effective_cpp * day.long_avg;
|
||||
public double day_long_avg_price => cpp * day.long_avg;
|
||||
public double day_long_avg_price_raw => day.long_avg;
|
||||
public double day_long_avg_price_delta => effective_cpp * day_long_avg_price_delta_raw;
|
||||
public double day_long_avg_price_delta => cpp * day_long_avg_price_delta_raw;
|
||||
public double day_long_avg_price_delta_raw => day.long_pos == 0 ? double.NaN : long_pnl_price - day.long_avg;
|
||||
// short
|
||||
public double day_short_pos => day.short_pos;
|
||||
public double day_short_avg_price => effective_cpp * day.short_avg;
|
||||
public double day_short_avg_price => cpp * day.short_avg;
|
||||
public double day_short_avg_price_raw => day.short_avg;
|
||||
public double day_short_avg_price_delta => effective_cpp * day_short_avg_price_delta_raw;
|
||||
public double day_short_avg_price_delta => cpp * day_short_avg_price_delta_raw;
|
||||
public double day_short_avg_price_delta_raw => day.short_pos == 0 ? double.NaN : day.short_avg - short_pnl_price;
|
||||
public bool has_day_trades => day.long_pos > 0 || day.short_pos > 0;
|
||||
// net
|
||||
public double day_net_pos => day.net_pos;
|
||||
public double day_net_avg_price_delta => effective_cpp * day_net_avg_price_delta_raw;
|
||||
public double day_net_avg_price_delta => cpp * day_net_avg_price_delta_raw;
|
||||
public double day_net_avg_price_delta_raw =>
|
||||
MathUtils.weighted_average(
|
||||
day_long_avg_price_delta_raw, day.long_pos,
|
||||
day_short_avg_price_delta_raw, day.short_pos);
|
||||
// display
|
||||
public double display_day_net_pos => qty_conversion.to_display(day_net_pos);
|
||||
public double display_day_long_pos => qty_conversion.to_display(day_long_pos);
|
||||
public double display_day_short_pos => qty_conversion.to_display(day_short_pos);
|
||||
|
||||
/// Raw Day
|
||||
public double raw_day_long_pos => raw_day.long_pos;
|
||||
public double raw_day_short_pos => raw_day.short_pos;
|
||||
public double raw_day_net_pos => raw_day.net_pos;
|
||||
// display
|
||||
public double display_raw_day_net_pos => qty_conversion.to_display(raw_day_net_pos);
|
||||
public double display_raw_day_long_pos => qty_conversion.to_display(raw_day_long_pos);
|
||||
public double display_raw_day_short_pos => qty_conversion.to_display(raw_day_short_pos);
|
||||
|
||||
/// Total
|
||||
public double total_pnl => DoubleUtil.nan_to_zero_sum(sod_pnl, day_pnl);
|
||||
// long
|
||||
public double total_long_pos => DoubleUtil.nan_to_zero_sum(sod.long_pos, day.long_pos);
|
||||
public double total_long_avg_price => effective_cpp * total_long_avg_price_raw;
|
||||
public double total_long_avg_price => cpp * total_long_avg_price_raw;
|
||||
public double total_long_avg_price_raw => DoubleUtil.nan_to_zero_sum(sod.long_avg, day.long_avg);
|
||||
public double total_long_avg_price_delta => effective_cpp * total_long_avg_price_delta_raw;
|
||||
public double total_long_avg_price_delta => cpp * total_long_avg_price_delta_raw;
|
||||
public double total_long_avg_price_delta_raw =>
|
||||
MathUtils.weighted_average(
|
||||
sod_long_avg_price_delta_raw, sod.long_pos,
|
||||
day_long_avg_price_delta_raw, day.long_pos);
|
||||
// short
|
||||
public double total_short_pos => DoubleUtil.nan_to_zero_sum(sod.short_pos, day.short_pos);
|
||||
public double total_short_avg_price => effective_cpp * total_short_avg_price_raw;
|
||||
public double total_short_avg_price => cpp * total_short_avg_price_raw;
|
||||
public double total_short_avg_price_raw => DoubleUtil.nan_to_zero_sum(sod.short_avg, day.short_avg);
|
||||
public double total_short_avg_price_delta => effective_cpp * total_short_avg_price_delta_raw;
|
||||
public double total_short_avg_price_delta => cpp * total_short_avg_price_delta_raw;
|
||||
public double total_short_avg_price_delta_raw =>
|
||||
MathUtils.weighted_average(
|
||||
sod_short_avg_price_delta_raw, sod.short_pos,
|
||||
day_short_avg_price_delta_raw, day.short_pos);
|
||||
// net
|
||||
public double total_net_pos => DoubleUtil.nan_to_zero_sum(sod.long_pos, -sod.short_pos, day.long_pos, -day.short_pos);
|
||||
public double total_net_avg_price_delta => effective_cpp * total_net_avg_price_delta_raw;
|
||||
public double total_net_avg_price_delta => cpp * total_net_avg_price_delta_raw;
|
||||
public double total_net_avg_price_delta_raw =>
|
||||
MathUtils.weighted_average(
|
||||
total_long_avg_price_delta_raw, total_long_pos,
|
||||
total_short_avg_price_delta_raw, total_short_pos);
|
||||
// display
|
||||
public double display_total_net_pos => qty_conversion.to_display(total_net_pos);
|
||||
public double display_total_long_pos => qty_conversion.to_display(total_long_pos);
|
||||
public double display_total_short_pos => qty_conversion.to_display(total_short_pos);
|
||||
|
||||
#region Working
|
||||
// long
|
||||
public double working_long_pos => working.long_data.working_total;
|
||||
public double working_long_avg_price => effective_cpp * working_long_avg_price_raw;
|
||||
public double working_long_top_price => effective_cpp * working_long_top_price_raw;
|
||||
public double working_long_avg_price => cpp * working_long_avg_price_raw;
|
||||
public double working_long_top_price => cpp * working_long_top_price_raw;
|
||||
public double working_long_top_price_raw => working.top_bid;
|
||||
public double working_long_avg_price_raw => working.long_data.avg_price;
|
||||
public double working_long_avg_price_delta => effective_cpp * working_long_avg_price_delta_raw;
|
||||
public double working_long_avg_price_delta => cpp * working_long_avg_price_delta_raw;
|
||||
public double working_long_avg_price_delta_raw => working_long_pos == 0 ? double.NaN : long_pnl_price - working_long_avg_price_raw;
|
||||
// short
|
||||
public double working_short_pos => working.short_data.working_total;
|
||||
public double working_short_avg_price => effective_cpp * working_short_avg_price_raw;
|
||||
public double working_short_top_price => effective_cpp * working_short_top_price_raw;
|
||||
public double working_short_avg_price => cpp * working_short_avg_price_raw;
|
||||
public double working_short_top_price => cpp * working_short_top_price_raw;
|
||||
public double working_short_top_price_raw => working.top_ask;
|
||||
public double working_short_avg_price_raw => working.short_data.avg_price;
|
||||
public double working_short_avg_price_delta => effective_cpp * working_short_avg_price_delta_raw;
|
||||
public double working_short_avg_price_delta => cpp * working_short_avg_price_delta_raw;
|
||||
public double working_short_avg_price_delta_raw => working_short_pos == 0 ? double.NaN : working_short_avg_price_raw - short_pnl_price;
|
||||
// net
|
||||
public double working_net_pos => working_long_pos - working_short_pos;
|
||||
public double working_net_avg_price_delta => effective_cpp * working_net_avg_price_delta_raw;
|
||||
public double working_net_avg_price_delta => cpp * working_net_avg_price_delta_raw;
|
||||
public double working_net_avg_price_delta_raw =>
|
||||
MathUtils.weighted_average(
|
||||
working_long_avg_price_delta_raw, working_long_pos,
|
||||
working_short_avg_price_delta_raw, working_short_pos);
|
||||
// display
|
||||
public double display_working_net_pos => qty_conversion.to_display(working_net_pos);
|
||||
public double display_working_long_pos => qty_conversion.to_display(working_long_pos);
|
||||
public double display_working_short_pos => qty_conversion.to_display(working_short_pos);
|
||||
#endregion
|
||||
|
||||
public PNLRowData with(SecurityImmutable? security = null, string account_name = null, WorkingOrderData? working = null, PNLCalculationType? calc_type = null) =>
|
||||
new PNLRowData(
|
||||
key,
|
||||
default_cpp,
|
||||
override_cpp,
|
||||
bid_price,
|
||||
ask_price,
|
||||
last_price,
|
||||
settlement_price,
|
||||
sod,
|
||||
day,
|
||||
raw_day,
|
||||
working ?? this.working,
|
||||
security ?? this.security,
|
||||
account_name ?? this.account_name,
|
||||
calc_type ?? this.calc_type,
|
||||
qty_conversion: qty_conversion);
|
||||
|
||||
WaterfallPriceFlags _waterfall_flags() {
|
||||
var flags = WaterfallPriceFlags.None;
|
||||
if (!double.IsNaN(bid_price)) flags |= WaterfallPriceFlags.Bid;
|
||||
@@ -571,8 +496,7 @@ namespace bts.shell.pnl {
|
||||
|
||||
public bool Equals(PNLRowData other) =>
|
||||
key == other.key &&
|
||||
default_cpp == other.default_cpp &&
|
||||
override_cpp == other.override_cpp &&
|
||||
cpp == other.cpp &&
|
||||
security.HasValue == other.security.HasValue &&
|
||||
account_name == other.account_name &&
|
||||
sod == other.sod &&
|
||||
@@ -584,8 +508,7 @@ namespace bts.shell.pnl {
|
||||
settlement_price.Equals(other.settlement_price) &&
|
||||
calc_type.Equals(other.calc_type) &&
|
||||
raw_day == other.raw_day &&
|
||||
working.summary == other.working.summary &&
|
||||
qty_conversion == other.qty_conversion;
|
||||
working.summary == other.working.summary;
|
||||
|
||||
public override bool Equals(object obj) =>
|
||||
obj is PNLRowData other && Equals(other);
|
||||
@@ -600,12 +523,9 @@ namespace bts.shell.pnl {
|
||||
}
|
||||
|
||||
static class PNLRowDataFactory {
|
||||
public static PNLRowData create((SecurityImmutable? sec, PNLUnitImmutable value, QuantityConversionData qty_conversion) t) {
|
||||
var (default_cpp, override_cpp) = t.value.pnl_cpp_tuple(t.sec);
|
||||
return new PNLRowData(
|
||||
new PNLKey(t.value.Pos.AccountId, t.value.Pos.SecurityId),
|
||||
default_cpp,
|
||||
override_cpp,
|
||||
public static PNLRowData create((SecurityImmutable? sec, PNLUnitImmutable value) t) =>
|
||||
new PNLRowData(new PNLKey(t.value.Pos.AccountId, t.value.Pos.SecurityId),
|
||||
t.value.CashValue,
|
||||
t.value.BidPrice,
|
||||
t.value.AskPrice,
|
||||
t.value.LastPrice,
|
||||
@@ -615,27 +535,25 @@ namespace bts.shell.pnl {
|
||||
t.value.Pos.raw_day_pps(),
|
||||
WorkingOrderData.Empty,
|
||||
t.sec,
|
||||
t.value.Pos.Account,
|
||||
qty_conversion: t.qty_conversion);
|
||||
}
|
||||
t.value.Pos.Account);
|
||||
}
|
||||
|
||||
static class PNLDataExtensions {
|
||||
public static string pnl_symbol(this SecurityImmutable security) {
|
||||
return bts.api.ExchangeSpecificUitlities.get_pnl_symbol(security);
|
||||
}
|
||||
|
||||
// while override_cpp could use double.NaN to indicate the lack of an override,
|
||||
// the nullable double makes it clear that it is an optional value.
|
||||
public static (double default_cpp, double? override_cpp) pnl_cpp_tuple(this PNLUnitImmutable pnl_unit, SecurityImmutable? security) =>
|
||||
security.HasValue ?
|
||||
pnl_cpp_tuple(pnl_unit, security.Value) :
|
||||
(pnl_unit.CashValue, pnl_unit.HasCppOverride ? pnl_unit.CppOverride.Value : (double?)null);
|
||||
|
||||
public static (double default_cpp, double? override_cpp) pnl_cpp_tuple(this PNLUnitImmutable pnl_unit, SecurityImmutable security) {
|
||||
// TODO: actual impl
|
||||
double calced_pnl = bts.api.ExchangeSpecificUitlities.get_cpp(pnl_unit,security);
|
||||
return (calced_pnl, pnl_unit.HasCppOverride ? pnl_unit.CppOverride.Value : (double?)null);
|
||||
}
|
||||
// Note: PNLRowData is passed by ref because it is fairly large struct, and since it is a readonly struct, we know it cannot be modified (so might as well avoid excessive copying).
|
||||
public static PNLRowData with(this PNLRowData pnl_data, SecurityImmutable? security = null, string account_name = null, WorkingOrderData? working = null, PNLCalculationType? calc_type = null) =>
|
||||
new PNLRowData(
|
||||
pnl_data.key,
|
||||
pnl_data.cpp,
|
||||
pnl_data.bid_price,
|
||||
pnl_data.ask_price,
|
||||
pnl_data.last_price,
|
||||
pnl_data.settlement_price,
|
||||
pnl_data.sod,
|
||||
pnl_data.day,
|
||||
pnl_data.raw_day,
|
||||
working ?? pnl_data.working,
|
||||
security ?? pnl_data.security,
|
||||
account_name ?? pnl_data.account_name,
|
||||
calc_type ?? pnl_data.calc_type);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -16,15 +16,7 @@ namespace bts.shell.pnl {
|
||||
decimal sod_long_pos,
|
||||
decimal sod_short_pos,
|
||||
decimal working_long_pos = 0,
|
||||
decimal working_short_pos = 0,
|
||||
decimal? display_day_long_pos = null,
|
||||
decimal? display_day_short_pos = null,
|
||||
decimal? display_raw_day_long_pos = null,
|
||||
decimal? display_raw_day_short_pos = null,
|
||||
decimal? display_sod_long_pos = null,
|
||||
decimal? display_sod_short_pos = null,
|
||||
decimal? display_working_long_pos = null,
|
||||
decimal? display_working_short_pos = null) {
|
||||
decimal working_short_pos = 0) {
|
||||
//
|
||||
this.day_pnl = day_pnl;
|
||||
this.day_long_pos = day_long_pos;
|
||||
@@ -36,15 +28,6 @@ namespace bts.shell.pnl {
|
||||
this.sod_short_pos = sod_short_pos;
|
||||
this.working_long_pos = working_long_pos;
|
||||
this.working_short_pos = working_short_pos;
|
||||
// display
|
||||
this.display_day_long_pos = display_day_long_pos ?? day_long_pos;
|
||||
this.display_day_short_pos = display_day_short_pos ?? day_short_pos;
|
||||
this.display_raw_day_long_pos = display_raw_day_long_pos ?? raw_day_long_pos;
|
||||
this.display_raw_day_short_pos = display_raw_day_short_pos ?? raw_day_short_pos;
|
||||
this.display_sod_long_pos = display_sod_long_pos ?? sod_long_pos;
|
||||
this.display_sod_short_pos = display_sod_short_pos ?? sod_short_pos;
|
||||
this.display_working_long_pos = display_working_long_pos ?? working_long_pos;
|
||||
this.display_working_short_pos = display_working_short_pos ?? working_short_pos;
|
||||
}
|
||||
|
||||
// sod
|
||||
@@ -52,48 +35,24 @@ namespace bts.shell.pnl {
|
||||
public decimal sod_long_pos { get; }
|
||||
public decimal sod_short_pos { get; }
|
||||
public decimal sod_net_pos => sod_long_pos - sod_short_pos;
|
||||
// sod display
|
||||
public decimal display_sod_long_pos { get; }
|
||||
public decimal display_sod_short_pos { get; }
|
||||
public decimal display_sod_net_pos => display_sod_long_pos - display_sod_short_pos;
|
||||
|
||||
// day
|
||||
public decimal day_pnl { get; }
|
||||
public decimal day_long_pos { get; }
|
||||
public decimal day_short_pos { get; }
|
||||
public decimal day_net_pos => day_long_pos - day_short_pos;
|
||||
// display
|
||||
public decimal display_day_long_pos { get; }
|
||||
public decimal display_day_short_pos { get; }
|
||||
public decimal display_day_net_pos => display_day_long_pos - display_day_short_pos;
|
||||
|
||||
// raw day
|
||||
public decimal raw_day_long_pos { get; }
|
||||
public decimal raw_day_short_pos { get; }
|
||||
public decimal raw_day_net_pos => raw_day_long_pos - raw_day_short_pos;
|
||||
// display
|
||||
public decimal display_raw_day_long_pos { get; }
|
||||
public decimal display_raw_day_short_pos { get; }
|
||||
public decimal display_raw_day_net_pos => display_raw_day_long_pos - display_raw_day_short_pos;
|
||||
|
||||
// total
|
||||
public decimal total_pnl => sod_pnl + day_pnl;
|
||||
public decimal total_net_pos => total_long_pos - total_short_pos;
|
||||
public decimal total_long_pos => sod_long_pos + day_long_pos;
|
||||
public decimal total_short_pos => sod_short_pos + day_short_pos;
|
||||
// display
|
||||
public decimal display_total_long_pos => display_sod_long_pos + display_day_long_pos;
|
||||
public decimal display_total_short_pos => display_sod_short_pos + display_day_short_pos;
|
||||
public decimal display_total_net_pos => display_total_long_pos - display_total_short_pos;
|
||||
|
||||
// working
|
||||
public decimal working_long_pos { get; }
|
||||
public decimal working_short_pos { get; }
|
||||
public decimal working_net_pos => working_long_pos - working_short_pos;
|
||||
// display
|
||||
public decimal display_working_long_pos { get; }
|
||||
public decimal display_working_short_pos { get; }
|
||||
public decimal display_working_net_pos => display_working_long_pos - display_working_short_pos;
|
||||
public decimal working_short_pos { get; }
|
||||
|
||||
public bool Equals(PNLNormalizedData other) =>
|
||||
day_pnl == other.day_pnl &&
|
||||
@@ -105,17 +64,6 @@ namespace bts.shell.pnl {
|
||||
sod_long_pos == other.sod_long_pos &&
|
||||
sod_short_pos == other.sod_short_pos &&
|
||||
working_long_pos == other.working_long_pos &&
|
||||
working_short_pos == other.working_short_pos &&
|
||||
// display
|
||||
sod_long_pos == other.sod_long_pos &&
|
||||
sod_short_pos == other.sod_short_pos &&
|
||||
day_long_pos == other.day_long_pos &&
|
||||
day_short_pos == other.day_short_pos &&
|
||||
raw_day_long_pos == other.raw_day_long_pos &&
|
||||
raw_day_short_pos == other.raw_day_short_pos &&
|
||||
total_long_pos == other.total_long_pos &&
|
||||
total_short_pos == other.total_short_pos &&
|
||||
working_long_pos == other.working_long_pos &&
|
||||
working_short_pos == other.working_short_pos;
|
||||
|
||||
public override bool Equals(object obj) =>
|
||||
@@ -154,16 +102,7 @@ namespace bts.shell.pnl {
|
||||
a.sod_long_pos + b.sod_long_pos,
|
||||
a.sod_short_pos + b.sod_short_pos,
|
||||
a.working_long_pos + b.working_long_pos,
|
||||
a.working_short_pos + b.working_short_pos,
|
||||
// display
|
||||
a.display_day_long_pos + b.display_day_long_pos,
|
||||
a.display_day_short_pos + b.display_day_short_pos,
|
||||
a.display_raw_day_long_pos + b.display_raw_day_long_pos,
|
||||
a.display_raw_day_short_pos + b.display_raw_day_short_pos,
|
||||
a.display_sod_long_pos + b.display_sod_long_pos,
|
||||
a.display_sod_short_pos + b.display_sod_short_pos,
|
||||
a.display_working_long_pos + b.display_working_long_pos,
|
||||
a.display_working_short_pos + b.display_working_short_pos);
|
||||
a.working_short_pos + b.working_short_pos);
|
||||
|
||||
public static PNLNormalizedData operator -(PNLNormalizedData a, PNLNormalizedData b) =>
|
||||
new PNLNormalizedData(
|
||||
@@ -176,15 +115,6 @@ namespace bts.shell.pnl {
|
||||
a.sod_long_pos - b.sod_long_pos,
|
||||
a.sod_short_pos - b.sod_short_pos,
|
||||
a.working_long_pos - b.working_long_pos,
|
||||
a.working_short_pos - b.working_short_pos,
|
||||
// display
|
||||
a.display_day_long_pos - b.display_day_long_pos,
|
||||
a.display_day_short_pos - b.display_day_short_pos,
|
||||
a.display_raw_day_long_pos - b.display_raw_day_long_pos,
|
||||
a.display_raw_day_short_pos - b.display_raw_day_short_pos,
|
||||
a.display_sod_long_pos - b.display_sod_long_pos,
|
||||
a.display_sod_short_pos - b.display_sod_short_pos,
|
||||
a.display_working_long_pos - b.display_working_long_pos,
|
||||
a.display_working_short_pos - b.display_working_short_pos);
|
||||
a.working_short_pos - b.working_short_pos);
|
||||
}
|
||||
}
|
||||
@@ -1,5 +1,4 @@
|
||||
using bts.api;
|
||||
using bts.api.position;
|
||||
using bts.collections;
|
||||
using bts.settings;
|
||||
using bts.shell.pnl;
|
||||
@@ -12,7 +11,6 @@ using mbts.persist;
|
||||
using mbts.spark;
|
||||
using mbts.ui;
|
||||
using mbts.ui.controls;
|
||||
using mbts.ui.controls.property_editor;
|
||||
using mbts.ui.settings;
|
||||
using mbts.ui.spark;
|
||||
using mbts.ui.utility;
|
||||
@@ -24,7 +22,6 @@ using System.ComponentModel;
|
||||
using System.ComponentModel.Composition;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Threading;
|
||||
using System.Threading.Tasks;
|
||||
using System.Windows;
|
||||
using System.Windows.Media;
|
||||
@@ -37,13 +34,11 @@ namespace bts.shell {
|
||||
readonly UserSettingsHub _settings_hub;
|
||||
readonly PNLConfig _pnl_conf;
|
||||
readonly IShellWindowThreadIDProvider _thread_id_provider;
|
||||
readonly IPositionModel _position_model;
|
||||
|
||||
public PNLWindowFactory(IShellModule owner, IBus bus, UserSettingsHub settings_hub, OrdersModel orders_model, IPositionModel position_model) : base(owner, _window_type) {
|
||||
public PNLWindowFactory(IShellModule owner, IBus bus, UserSettingsHub settings_hub, OrdersModel orders_model) : base(owner, _window_type) {
|
||||
_bus = bus;
|
||||
_orders_model = orders_model;
|
||||
_settings_hub = settings_hub;
|
||||
_position_model = position_model;
|
||||
_pnl_conf = new PNLConfig(Configuration.get<bts.config.PNLOptions>());
|
||||
_thread_id_provider = ShellWindowThreadIDFactory.create(_window_type, Configuration.get<bts.config.MultiThreadedWindows>().pnl);
|
||||
_dispose = bus.subscribe(SparkTags.ShowPNLTag).OnDispatcher().Subscribe(_show);
|
||||
@@ -110,8 +105,6 @@ namespace bts.shell {
|
||||
menu_display: menu_display_vm.create());
|
||||
return new PNLSaveState { use_defaults = false, settings = state };
|
||||
};
|
||||
|
||||
IDisposable cpp_override_dialog = null;
|
||||
IEnumerable<SparkCommand> commands = new[] {
|
||||
new SparkCommandCommand("Collapse All", Icons.RightArrow, new DelegateCommand(() => vm.set_all_expanded(false))),
|
||||
new SparkCommandCommand("Expand All", Icons.DownArrow, new DelegateCommand(() => vm.set_all_expanded(true))),
|
||||
@@ -123,26 +116,6 @@ namespace bts.shell {
|
||||
show_in_context_menu = _pnl_conf.show_pause_resume,
|
||||
show_in_toolbar = _pnl_conf.show_pause_resume
|
||||
},
|
||||
new SparkCommandCommand("Override CPP...", Icons.CurrencyExchange, new DelegateCommand(() => {
|
||||
Disposable.dispose(ref cpp_override_dialog);
|
||||
var security_keys = vm.selected_rows.Select(r => r.security_key.value).Distinct().ToList();
|
||||
double initial_cpp = vm.selected_rows.Select(r => r.cpp.value).Distinct().SafeSingleOrDefault();
|
||||
override_cpp_async().ignore();
|
||||
async Task override_cpp_async() {
|
||||
try {
|
||||
var cts = new CancellationTokenSource();
|
||||
cpp_override_dialog = Disposable.Create(new Action(cts.Cancel));
|
||||
var (cpp, committed) = await PropertyEditor.get_double_async("Override CPP", "value", cts.Token, initial_cpp);
|
||||
if (committed && cpp.is_real_positive())
|
||||
await _position_model.override_cpp_async(security_keys, cpp);
|
||||
} catch (Exception ex) {
|
||||
Log.Ui.warn($"Error overriding cpp: {ex}.");
|
||||
}
|
||||
}
|
||||
})) {
|
||||
show_in_context_menu = true,
|
||||
show_in_toolbar = false
|
||||
},
|
||||
SparkCommands.window_settings_command(new DialogCommand(() => {
|
||||
settings_manager.instance_settings = get_save_state().settings;
|
||||
var dialog_vm = new ShellSettingsDialogVM<PNLSettings, PNLSettingsVM>(
|
||||
@@ -217,7 +190,6 @@ namespace bts.shell {
|
||||
cached_columns.RemoveRange(e.OldItems.OfType<DIYGrid.ColumnBase>());
|
||||
}),
|
||||
Disposable.wrap_collection(commands.OfType<IDisposable>()),
|
||||
Disposable.Create(() => Disposable.dispose(ref cpp_override_dialog)),
|
||||
menu_display_vm,
|
||||
vm);
|
||||
return (content, commands, get_save_state, dispose);
|
||||
@@ -412,17 +384,5 @@ namespace bts.shell {
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
[Export(typeof(IPNLSettingsMigrationRule))]
|
||||
class InitializeDataFormattingMigrationRule : IPNLSettingsMigrationRule {
|
||||
public bool apply(PNLSettings settings, out PNLSettings new_settings) {
|
||||
if (settings != null && settings.data_formatting == null) {
|
||||
new_settings = settings.with(data_formatting: PNLSettings.Default.data_formatting);
|
||||
return true;
|
||||
}
|
||||
new_settings = null;
|
||||
return false;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -204,11 +204,11 @@ namespace bts.shell.pnl {
|
||||
// impl (add all)
|
||||
bd.add_discrete_values(fs.account, d => d.key.account_id);
|
||||
bd.add_discrete_values(fs.exchange, d => d.security.exchange_or_default());
|
||||
bd.add_discrete_values(fs.symbol, d => d.symbol);
|
||||
bd.add_discrete_values(fs.symbol, d => d.security.symbol_or_default());
|
||||
bd.add_discrete_values(fs.security_type, d => d.security.HasValue ? d.security.Value.ContractCase : Security.ContractOneofCase.None);
|
||||
bd.add_regex(fs.security, d => d.security.ToString());
|
||||
bd.add_regex(fs.security_key, d => d.key.security_id.ToString());
|
||||
bd.add_numeric(fs.cpp, d => d.effective_cpp);
|
||||
bd.add_numeric(fs.cpp, d => d.cpp);
|
||||
/// sod
|
||||
bd.add_numeric(fs.sod_pnl, d => d.sod_pnl);
|
||||
bd.add_numeric(fs.sod_long_pos, d => d.sod_long_pos);
|
||||
|
||||
File diff suppressed because it is too large.
Load diff
@@ -1,52 +0,0 @@
|
||||
using bts.utils;
|
||||
using mbts.spark;
|
||||
using mbts.ui.shell;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
|
||||
namespace bts.shell.pnl {
|
||||
class PNLDataFormattingVM : ViewModelBase, IValueFactory<PNLDataFormatting> {
|
||||
const uint _min_decimal_places = 1, _max_decimal_places = 6;
|
||||
uint _market_price_decimal_places, _fill_price_decimal_places;
|
||||
|
||||
public uint market_price_decimal_places {
|
||||
get => _market_price_decimal_places;
|
||||
set => Set(ref _market_price_decimal_places, value);
|
||||
}
|
||||
public uint fill_price_decimal_places {
|
||||
get => _fill_price_decimal_places;
|
||||
set => Set(ref _fill_price_decimal_places, value);
|
||||
}
|
||||
public IEnumerable<uint> decimal_place_options {
|
||||
get {
|
||||
for (uint n = _min_decimal_places; n <= _max_decimal_places; n++)
|
||||
yield return n;
|
||||
}
|
||||
}
|
||||
|
||||
public PNLDataFormatting create() =>
|
||||
new PNLDataFormatting {
|
||||
fill_price_display = new DoubleFormatting {
|
||||
tick_factors = new mbts.user.settings.TickFactors(
|
||||
Math.Pow(10, MathUtils.within_range(_min_decimal_places, _max_decimal_places, fill_price_decimal_places)),
|
||||
1)
|
||||
},
|
||||
market_price_display = new DoubleFormatting {
|
||||
tick_factors = new mbts.user.settings.TickFactors(
|
||||
Math.Pow(10, MathUtils.within_range(_min_decimal_places, _max_decimal_places, market_price_decimal_places)),
|
||||
1)
|
||||
}
|
||||
};
|
||||
|
||||
public void load_from(PNLDataFormatting value) {
|
||||
if (value != null) {
|
||||
if (value.market_price_display?.tick_factors != null) {
|
||||
market_price_decimal_places = (uint)Math.Log10(value.market_price_display.tick_factors.tick_base);
|
||||
}
|
||||
if (value.fill_price_display?.tick_factors != null) {
|
||||
fill_price_decimal_places = (uint)Math.Log10(value.fill_price_display.tick_factors.tick_base);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -14,6 +14,7 @@ using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Collections.ObjectModel;
|
||||
using System.Collections.Specialized;
|
||||
using System.Dynamic;
|
||||
using System.Linq;
|
||||
using ColumnKeys = bts.shell.pnl.PNLView.Columns;
|
||||
|
||||
@@ -51,7 +52,6 @@ namespace bts.shell.pnl {
|
||||
public SimpleGridSettingsVM core_settings_vm { get; }
|
||||
public PNLGroupRowAppearanceVM group_row_defaults { get; } = new PNLGroupRowAppearanceVM();
|
||||
public PNLCellAppearanceVM header_row_defaults { get; } = new PNLCellAppearanceVM();
|
||||
public PNLDataFormattingVM data_formatting_vm { get; } = new PNLDataFormattingVM();
|
||||
public PNLCalculationType calculation_type { get => _calculation_type; set => Set(ref _calculation_type, value); }
|
||||
public IEnumerable<PNLCalculationType> calculation_types => EnumHelper.get_values_except(PNLCalculationType.None, PNLCalculationType.Same, PNLCalculationType.Opposite);
|
||||
public PNLHeaderRowDisplay header_row_display { get => _header_row_display; set => Set(ref _header_row_display, value); }
|
||||
@@ -63,7 +63,6 @@ namespace bts.shell.pnl {
|
||||
var s = _last_loaded == null ? new PNLSettings() : SparkUtils.clone_proto(_last_loaded);
|
||||
s.calculation_type = _calculation_type;
|
||||
s.grid = core_settings_vm.create();
|
||||
s.data_formatting = data_formatting_vm.create();
|
||||
// move anchor cols to the left, order wrt grouping hierarchy
|
||||
List<GridColumnSettings> new_cols = null;
|
||||
IEnumerable<GridColumnSettings> cols = s.grid.columns;
|
||||
@@ -137,7 +136,6 @@ namespace bts.shell.pnl {
|
||||
_last_loaded = value;
|
||||
header_row_defaults.load(value.header_cell_appearance.to_appearance());
|
||||
group_row_defaults.load_from((value.group_cell_appearance.to_appearance(), value.group_background_colors.WrapSelectorRO(c => c.argb_color())));
|
||||
data_formatting_vm.load_from(value.data_formatting);
|
||||
var column_map = _map_column_data(value.grid.columns, value.animations);
|
||||
var group_column_map = _map_column_data(value.group_columns, value.group_header_animations);
|
||||
var header_column_map = _map_column_data(value.header_columns, value.header_row_animations);
|
||||
@@ -156,7 +154,7 @@ namespace bts.shell.pnl {
|
||||
anchor_items.WrapSelector(a => a.key, k => _anchor_cache[k]).sync_with(value.anchors.Intersect(PNLSettings.anchorable_columns));
|
||||
header_row_display = value.header_row_display;
|
||||
calculation_type = value.calculation_type;
|
||||
}
|
||||
}
|
||||
|
||||
PNLSettings IValueFactory<PNLSettings>.create() => get_result();
|
||||
void IValueFactory<PNLSettings>.load_from(PNLSettings value) => load(value);
|
||||
|
||||
@@ -14,7 +14,7 @@ namespace bts.shell.pnl {
|
||||
public readonly DIYGridAnimationModel<PNLView.Columns, TRow> animation_model = new DIYGridAnimationModel<PNLView.Columns, TRow>(TimeSpan.FromSeconds(0.3));
|
||||
|
||||
static readonly Func<WorkingOrderSideData, string> _fmt_working_order_data =
|
||||
d => OrderUtils.order_collection_summary(d.top_price, d.display_top_volume, d.display_working_total);
|
||||
d => OrderUtils.order_collection_summary(d.top_price, d.top_volume, d.working_total);
|
||||
|
||||
static readonly IComparer<WorkingOrderSideData> _working_total_comparer =
|
||||
Comparer<int>.Default.wrap<int, WorkingOrderSideData>(d => d.working_total);
|
||||
|
||||
@@ -55,11 +55,11 @@ namespace bts.shell.pnl {
|
||||
}
|
||||
|
||||
class PNLCellVM<TRow, TValue> : ViewModelBase, IObserver<PNLAnimation>, IPNLCellVM<TRow>, IComparable<PNLCellVM<TRow, TValue>>, IComparable {
|
||||
readonly Func<TValue, string> _fmt;
|
||||
readonly Func<TRow, TValue> _get;
|
||||
readonly IEqualityComparer<TValue> _eq_comparer;
|
||||
readonly IComparer<TValue> _comparer;
|
||||
readonly PNLView.Columns _column;
|
||||
Func<TValue, string> _fmt;
|
||||
IComparer _value_comparer;
|
||||
Color
|
||||
_foreground = Colors.Black,
|
||||
@@ -123,15 +123,6 @@ namespace bts.shell.pnl {
|
||||
set => Set(ref _font_weight, value);
|
||||
}
|
||||
|
||||
public Func<TValue, string> format {
|
||||
get => _fmt;
|
||||
set {
|
||||
_fmt = value;
|
||||
_text = null;
|
||||
RaisePropertyChanged(nameof(text));
|
||||
}
|
||||
}
|
||||
|
||||
public void on_row(TRow row) =>
|
||||
value = _get(row);
|
||||
|
||||
|
||||
@@ -22,13 +22,7 @@ namespace bts.shell.pnl {
|
||||
bool _refresh_normalized_data = true, _is_selected;
|
||||
PNLNormalizedData _normalized_data;
|
||||
|
||||
public PNLRowVM(
|
||||
PNLRowData data,
|
||||
ImmutableDictionary<ColumnKeys, PNLCellAppearance> default_appearances,
|
||||
IReadOnlyList<IPNLAnimationTrigger<PNLRowData>> triggers,
|
||||
Func<double, string> fmt_fill_price,
|
||||
Func<double, string> fmt_market_price) {
|
||||
//
|
||||
public PNLRowVM(PNLRowData data, ImmutableDictionary<ColumnKeys, PNLCellAppearance> default_appearances, IReadOnlyList<IPNLAnimationTrigger<PNLRowData>> triggers) {
|
||||
this.data = data;
|
||||
_animator = new PNLCellEmbeddedAnimationModel<PNLRowData>(default_appearances, triggers);
|
||||
_animator.on_row(data);
|
||||
@@ -36,41 +30,41 @@ namespace bts.shell.pnl {
|
||||
account_name_cell = _cell_map.add(ColumnKeys.Account, d => d.account_name);
|
||||
security_type_cell = _cell_map.add(ColumnKeys.SecurityType, d => d.security?.ContractCase ?? Security.ContractOneofCase.None);
|
||||
exchange_cell = _cell_map.add(ColumnKeys.Exchange, d => d.security?.Exchange ?? Venue.Unset);
|
||||
symbol_cell = _cell_map.add(ColumnKeys.Symbol, d => d.symbol);
|
||||
security_cell = _cell_map.add(ColumnKeys.Security, d => (d.security), null, EqualityComparer<SecurityImmutable?>.Default, Comparer<SecurityImmutable>.Default.to_nullable());
|
||||
symbol_cell = _cell_map.add(ColumnKeys.Symbol, d => d.security?.Symbol ?? string.Empty);
|
||||
security_cell = _cell_map.add(ColumnKeys.Security, d => d.security, null, EqualityComparer<SecurityImmutable?>.Default, Comparer<SecurityImmutable>.Default.to_nullable());
|
||||
security_key = _cell_map.add(ColumnKeys.SecurityKey, d => d.key.security_id);
|
||||
cpp = _cell_map.add(ColumnKeys.CPP, d => d.effective_cpp);
|
||||
cpp = _cell_map.add(ColumnKeys.CPP, d => d.cpp);
|
||||
// sod
|
||||
sod_pnl = _cell_map.add_pnl_double(ColumnKeys.SODPNL, d => d.sod_pnl);
|
||||
sod_net_pos = _cell_map.add_net_pos(ColumnKeys.SODNetPos, d => d.display_sod_net_pos);
|
||||
sod_long_pos = _cell_map.add_long_pos(ColumnKeys.SODLongPos, d => d.display_sod_long_pos);
|
||||
sod_net_pos = _cell_map.add_net_pos(ColumnKeys.SODNetPos, d => d.sod_net_pos);
|
||||
sod_long_pos = _cell_map.add_long_pos(ColumnKeys.SODLongPos, d => d.sod_long_pos);
|
||||
sod_long_avg_price = _cell_map.add_long_price(ColumnKeys.SODLongAvgPrice, d => d.sod_long_avg_price_raw);
|
||||
sod_short_pos = _cell_map.add_short_pos(ColumnKeys.SODShortPos, d => d.display_sod_short_pos);
|
||||
sod_short_pos = _cell_map.add_short_pos(ColumnKeys.SODShortPos, d => d.sod_short_pos);
|
||||
sod_short_avg_price = _cell_map.add_short_price(ColumnKeys.SODShortAvgPrice, d => d.sod_short_avg_price_raw);
|
||||
// day
|
||||
day_pnl = _cell_map.add_pnl_double(ColumnKeys.DayPNL, d => d.day_pnl);
|
||||
day_net_pos = _cell_map.add_net_pos(ColumnKeys.DayNetPos, d => d.display_day_net_pos);
|
||||
day_long_pos = _cell_map.add_long_pos(ColumnKeys.DayLongPos, d => d.display_day_long_pos);
|
||||
day_net_pos = _cell_map.add_net_pos(ColumnKeys.DayNetPos, d => d.day_net_pos);
|
||||
day_long_pos = _cell_map.add_long_pos(ColumnKeys.DayLongPos, d => d.day_long_pos);
|
||||
day_long_avg_price = _cell_map.add_long_price(ColumnKeys.DayLongAvgPrice, d => d.day_long_avg_price_raw);
|
||||
day_short_pos = _cell_map.add_short_pos(ColumnKeys.DayShortPos, d => d.display_day_short_pos);
|
||||
day_short_pos = _cell_map.add_short_pos(ColumnKeys.DayShortPos, d => d.day_short_pos);
|
||||
day_short_avg_price = _cell_map.add_short_price(ColumnKeys.DayShortAvgPrice, d => d.day_short_avg_price_raw);
|
||||
has_day_trades = _cell_map.add(ColumnKeys.HasDayTrades, d => d.has_day_trades, _fmt_has_day_trades);
|
||||
// raw day
|
||||
raw_day_net_pos = _cell_map.add_net_pos(ColumnKeys.RawDayNetPos, d => d.display_raw_day_net_pos);
|
||||
raw_day_long_pos = _cell_map.add_long_pos(ColumnKeys.RawDayLongPos, d => d.display_raw_day_long_pos);
|
||||
raw_day_short_pos = _cell_map.add_short_pos(ColumnKeys.RawDayShortPos, d => d.display_raw_day_short_pos);
|
||||
raw_day_net_pos = _cell_map.add_net_pos(ColumnKeys.RawDayNetPos, d => d.raw_day_net_pos);
|
||||
raw_day_long_pos = _cell_map.add_long_pos(ColumnKeys.RawDayLongPos, d => d.raw_day_long_pos);
|
||||
raw_day_short_pos = _cell_map.add_short_pos(ColumnKeys.RawDayShortPos, d => d.raw_day_short_pos);
|
||||
// working
|
||||
working_net_pos = _cell_map.add_net_pos(ColumnKeys.WorkingNetPos, d => d.display_working_net_pos);
|
||||
working_net_pos = _cell_map.add_net_pos(ColumnKeys.WorkingNetPos, d => d.working_net_pos);
|
||||
working_long_pos = _cell_map.add_working_long(ColumnKeys.WorkingLongPos, d => d.working.long_data, d => d.bid_price);
|
||||
working_long_avg_price = _cell_map.add_long_price(ColumnKeys.WorkingLongAvgPrice, d => d.working_long_avg_price_raw);
|
||||
working_short_pos = _cell_map.add_working_short(ColumnKeys.WorkingShortPos, r => r.working.short_data, r => r.ask_price);
|
||||
working_short_avg_price = _cell_map.add_short_price(ColumnKeys.WorkingShortAvgPrice, d => d.working_short_avg_price_raw);
|
||||
// total
|
||||
total_pnl = _cell_map.add_pnl_double(ColumnKeys.TotalPNL, d => d.total_pnl);
|
||||
total_net_pos = _cell_map.add_net_pos(ColumnKeys.TotalNetPos, d => d.display_total_net_pos);
|
||||
total_long_pos = _cell_map.add_long_pos(ColumnKeys.TotalLongPos, d => d.display_total_long_pos);
|
||||
total_net_pos = _cell_map.add_net_pos(ColumnKeys.TotalNetPos, d => d.total_net_pos);
|
||||
total_long_pos = _cell_map.add_long_pos(ColumnKeys.TotalLongPos, d => d.total_long_pos);
|
||||
total_long_avg_price = _cell_map.add_long_price(ColumnKeys.TotalLongAvgPrice, d => d.total_long_avg_price_raw);
|
||||
total_short_pos = _cell_map.add_short_pos(ColumnKeys.TotalShortPos, d => d.display_total_short_pos);
|
||||
total_short_pos = _cell_map.add_short_pos(ColumnKeys.TotalShortPos, d => d.total_short_pos);
|
||||
total_short_avg_price = _cell_map.add_short_price(ColumnKeys.TotalShortAvgPrice, d => d.total_short_avg_price_raw);
|
||||
// market
|
||||
bid_price = _cell_map.add_price_double(ColumnKeys.BidPrice, d => d.bid_price);
|
||||
@@ -79,7 +73,6 @@ namespace bts.shell.pnl {
|
||||
last_price = _cell_map.add_price_double(ColumnKeys.LastPrice, d => d.last_price);
|
||||
settlement_price = _cell_map.add_price_double(ColumnKeys.SettlementPrice, d => d.settlement_price);
|
||||
|
||||
_set_price_formatting_delegates(fmt_fill_price, fmt_market_price);
|
||||
_cell_map.on_row(data);
|
||||
_cell_map.set_appearances(_animator.cell_appearances);
|
||||
_dispose = _cell_map.animation_model.OnDispatcher().Subscribe(new_animations => {
|
||||
@@ -119,16 +112,7 @@ namespace bts.shell.pnl {
|
||||
sod_long,
|
||||
sod_short,
|
||||
DoubleUtil.round_to_decimal(data.working_long_pos),
|
||||
DoubleUtil.round_to_decimal(data.working_short_pos),
|
||||
// display
|
||||
DoubleUtil.round_to_decimal(data.display_day_long_pos),
|
||||
DoubleUtil.round_to_decimal(data.display_day_short_pos),
|
||||
DoubleUtil.round_to_decimal(data.display_raw_day_long_pos),
|
||||
DoubleUtil.round_to_decimal(data.display_raw_day_short_pos),
|
||||
DoubleUtil.round_to_decimal(data.display_sod_long_pos),
|
||||
DoubleUtil.round_to_decimal(data.display_sod_short_pos),
|
||||
DoubleUtil.round_to_decimal(data.display_working_long_pos),
|
||||
DoubleUtil.round_to_decimal(data.display_working_short_pos));
|
||||
DoubleUtil.round_to_decimal(data.working_short_pos));
|
||||
if (_normalized_data != nd) {
|
||||
_normalized_data = nd;
|
||||
updated?.Invoke(nd);
|
||||
@@ -192,7 +176,6 @@ namespace bts.shell.pnl {
|
||||
public PNLCellVM<PNLRowData, double> pnl_price { get; }
|
||||
|
||||
public IList<mbts.ui.spark.CellAnimation> animations { get; private set; }
|
||||
|
||||
public bool is_selected {
|
||||
get => _is_selected;
|
||||
set {
|
||||
@@ -201,35 +184,6 @@ namespace bts.shell.pnl {
|
||||
}
|
||||
}
|
||||
|
||||
IEnumerable<PNLCellVM<PNLRowData, double>> _market_price_cells {
|
||||
get {
|
||||
yield return pnl_price;
|
||||
yield return last_price;
|
||||
yield return bid_price;
|
||||
yield return mid_price;
|
||||
yield return ask_price;
|
||||
yield return settlement_price;
|
||||
}
|
||||
}
|
||||
|
||||
// includes sod, day, total, and working avg price columns
|
||||
IEnumerable<PNLCellVM<PNLRowData, double>> _fill_price_cells {
|
||||
get {
|
||||
// sod
|
||||
yield return sod_long_avg_price;
|
||||
yield return sod_short_avg_price;
|
||||
// day
|
||||
yield return day_long_avg_price;
|
||||
yield return day_short_avg_price;
|
||||
// total
|
||||
yield return total_long_avg_price;
|
||||
yield return total_short_avg_price;
|
||||
// working
|
||||
yield return working_long_avg_price;
|
||||
yield return working_short_avg_price;
|
||||
}
|
||||
}
|
||||
|
||||
public void update(PNLRowData data) {
|
||||
_refresh_normalized_data = true;
|
||||
this.data = data;
|
||||
@@ -238,10 +192,9 @@ namespace bts.shell.pnl {
|
||||
_cell_map.set_appearances(_animator.cell_appearances);
|
||||
}
|
||||
|
||||
public void on_settings(ImmutableDictionary<ColumnKeys, PNLCellAppearance> defaults, IReadOnlyList<IPNLAnimationTrigger<PNLRowData>> triggers, Func<double, string> fmt_fill_price, Func<double, string> fmt_market_price) {
|
||||
public void on_settings(ImmutableDictionary<ColumnKeys, PNLCellAppearance> defaults, IReadOnlyList<IPNLAnimationTrigger<PNLRowData>> triggers) {
|
||||
_animator.on_settings(defaults, triggers);
|
||||
_cell_map.set_appearances(_animator.cell_appearances);
|
||||
_set_price_formatting_delegates(fmt_fill_price, fmt_market_price);
|
||||
}
|
||||
|
||||
public bool Equals(PNLRowVM other) =>
|
||||
@@ -252,14 +205,5 @@ namespace bts.shell.pnl {
|
||||
|
||||
public override string ToString() =>
|
||||
$"account: {account_name} exchange: {exchange} symbol: {symbol} security: {security} buy_quantity: {day_long_pos} sell_quantity: {day_short_pos} pnl: {total_pnl}";
|
||||
|
||||
void _set_price_formatting_delegates(Func<double, string> fmt_fill_price, Func<double, string> fmt_market_price) {
|
||||
foreach (var cell in _fill_price_cells) {
|
||||
cell.format = fmt_fill_price;
|
||||
}
|
||||
foreach (var cell in _market_price_cells) {
|
||||
cell.format = fmt_market_price;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -41,9 +41,6 @@ namespace bts.shell.pnl {
|
||||
readonly IBus _bus;
|
||||
readonly OrdersModel _orders_model;
|
||||
readonly IObservableCollectionAddRemoveOnly<PNLRowVM> _selected_rows = new ObservableSortedCollection<PNLRowVM>(PNLRowVM.key_comparer);
|
||||
/// treat <see cref="_rows_data_wrapper"/> and <see cref="_rows_key_wrapper"/>
|
||||
/// as IReadOnlyLists - don't call any mutation methods.
|
||||
/// The only reason they are ILists is for the binary_search methods.
|
||||
readonly IList<PNLRowData> _rows_data_wrapper;
|
||||
readonly IList<PNLKey> _rows_key_wrapper;
|
||||
readonly DeferrableActionWrapper _refresh_filter;
|
||||
@@ -54,7 +51,6 @@ namespace bts.shell.pnl {
|
||||
IReadOnlyList<(ColumnKeys key, ListSortDirection direction)> _sorting_hierarchy;
|
||||
Brush _selection_highlight;
|
||||
Color _grid_background_color = Colors.Transparent;
|
||||
Func<double, string> _fmt_fill_price_backing, _fmt_market_price_backing;
|
||||
bool _is_paused;
|
||||
// default appearances
|
||||
ImmutableDictionary<ColumnKeys, PNLCellAppearance>
|
||||
@@ -78,7 +74,7 @@ namespace bts.shell.pnl {
|
||||
PNLVM(IBus bus, OrdersModel orders_model, PNLSettings settings, IObservable<TableUpdate<PNLRowData, PNLKey>> pnl_source) {
|
||||
_bus = bus;
|
||||
_orders_model = orders_model;
|
||||
_rows_data_wrapper = rows.WrapSelector(r => r.data, null);
|
||||
_rows_data_wrapper = rows.WrapSelector(r => r.data, d => new PNLRowVM(d, _default_appearances, _triggers));
|
||||
_rows_key_wrapper = rows.WrapSelector(r => r.key, null);
|
||||
_rows_view = new PNLRowCollectionView(rows, _default_group_appearances, _group_triggers);
|
||||
_calculation_type = backing(nameof(calculation_type), PNLCalculationType.Waterfall);
|
||||
@@ -92,12 +88,6 @@ namespace bts.shell.pnl {
|
||||
});
|
||||
// filters
|
||||
account_filter = DiscreteValuesFilterVM.Common.account<PNLRowData>(orders_model, r => new AccountTuple(r.key.account_id, r.account_name), nameof(PNLRowVM.account_name));
|
||||
symbol_filter = DiscreteValuesFilterVM.CreateTableUpdate<PNLRowData, string, string>(
|
||||
r => r.symbol,
|
||||
sym => sym,
|
||||
out var symbol_filter_items_observer,
|
||||
out var symbol_filter_items_view);
|
||||
symbol_filter_items_view.CustomSort = Comparer<string>.Default.to_safe().to_non_generic();
|
||||
_refresh_filter = new DeferrableActionWrapper(() => _filter_changed?.Invoke(get_filters_states().build_predicate()));
|
||||
var filter_src = Observable.Create<Func<PNLRowData, bool>>(o => {
|
||||
o.OnNext(get_filters_states().build_predicate());
|
||||
@@ -118,11 +108,9 @@ namespace bts.shell.pnl {
|
||||
).FilterWithRaw(filter_src, PNLRowData.key_fn, null)
|
||||
.OnDispatcher()
|
||||
.Subscribe(_update),
|
||||
_symbols_source(pnl_source).OnDispatcher().Subscribe(symbol_filter_items_observer),
|
||||
Disposable.Create(() => {
|
||||
foreach (var f in _all_filters)
|
||||
f.filter_changed -= _refresh_filter.execute;
|
||||
_all_filters.OfType<IDisposable>().DisposeAll();
|
||||
rows.DisposeAll();
|
||||
_rows_view.Groups.OfTypeSafe<IDisposable>().DisposeAll();
|
||||
}));
|
||||
@@ -199,14 +187,14 @@ namespace bts.shell.pnl {
|
||||
/// security
|
||||
public IDataGridColumnPersistentFilter<PNLRowData, uint[]> account_filter { get; }
|
||||
public IDataGridColumnPersistentFilter<PNLRowData, Venue[]> exchange_filter { get; } = DiscreteValuesFilterVM.Common.exchange<PNLRowData>(r => r.security.exchange_or_default(), nameof(PNLRowVM.exchange));
|
||||
public IDataGridColumnPersistentFilter<PNLRowData, string[]> symbol_filter { get; }
|
||||
public IDataGridColumnPersistentFilter<PNLRowData, string[]> symbol_filter { get; } = DiscreteValuesFilterVM.Common.symbol<PNLRowData>(r => r.security.symbol_or_default(), nameof(PNLRowVM.symbol));
|
||||
public IDataGridColumnPersistentFilter<PNLRowData, string> security_filter { get; } = new RegexFilterVM<PNLRowData>(r => r.security?.ToString(), nameof(PNLRowData.security));
|
||||
public IDataGridColumnPersistentFilter<PNLRowData, string> security_key_filter { get; } = new RegexFilterVM<PNLRowData>(r => r.key.security_id.ToString());
|
||||
public IDataGridColumnPersistentFilter<PNLRowData, SecurityType[]> security_type_filter { get; } = DiscreteValuesFilterVM.Create<PNLRowData, SecurityType>(
|
||||
EnumHelper.get_values_except(SecurityType.Option, SecurityType.Synthetic).ToArray(),
|
||||
r => r.security?.ContractCase ?? SecurityType.None,
|
||||
nameof(PNLRowData.security));
|
||||
public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> cpp_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.effective_cpp);
|
||||
public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> cpp_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.cpp);
|
||||
/// sod
|
||||
public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> sod_pnl_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.sod_pnl);
|
||||
public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> sod_long_pos_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.sod.long_pos);
|
||||
@@ -250,15 +238,6 @@ namespace bts.shell.pnl {
|
||||
IEnumerable<IDataGridColumnFilter<PNLRowData>> _all_filters =>
|
||||
_filter_getters.Select(get => get(this));
|
||||
|
||||
Func<double, string> _fmt_fill_price {
|
||||
get => _fmt_fill_price_backing ?? FormattingDelegates.Price.Value;
|
||||
set => _fmt_fill_price_backing = value;
|
||||
}
|
||||
Func<double, string> _fmt_market_price {
|
||||
get => _fmt_market_price_backing ?? FormattingDelegates.Price.Value;
|
||||
set => _fmt_market_price_backing = value;
|
||||
}
|
||||
|
||||
public static IComparer<PNLRowVM> get_column_comparer(ColumnKeys column) =>
|
||||
_get_column_comparer(column).row_comparer;
|
||||
|
||||
@@ -381,10 +360,8 @@ namespace bts.shell.pnl {
|
||||
_triggers = settings.triggers();
|
||||
_group_triggers = settings.group_triggers();
|
||||
_header_triggers = settings.header_triggers();
|
||||
_fmt_fill_price = settings.data_formatting?.fill_price_display?.get_formatting_delegate();
|
||||
_fmt_market_price = settings.data_formatting?.market_price_display?.get_formatting_delegate();
|
||||
foreach (var r in rows)
|
||||
r.on_settings(_default_appearances, _triggers, _fmt_fill_price, _fmt_market_price);
|
||||
r.on_settings(_default_appearances, _triggers);
|
||||
total_aggregate.on_settings(settings.header_background_color, _default_header_appearances, _header_triggers);
|
||||
selected_aggregate.on_settings(settings.header_background_color,_default_header_appearances, _header_triggers);
|
||||
void map_appearances(ref ImmutableDictionary<ColumnKeys, PNLCellAppearance> from, IEnumerable<GridColumnSettings> col_settings, PNLCellAppearance fallback_appearance) {
|
||||
@@ -565,16 +542,6 @@ namespace bts.shell.pnl {
|
||||
yield return col_hash.Contains(c.id) ? c.with(is_visible: false) : c;
|
||||
}
|
||||
|
||||
// combines the known system symbols
|
||||
static IObservable<TableUpdate<string, string>> _symbols_source(IObservable<TableUpdate<PNLRowData, PNLKey>> pnl_source) =>
|
||||
pnl_source
|
||||
// ensure this fires once immediatey, because the known symbols are appended to the first update
|
||||
// (observers shouldn't have to wait for the pnl source to tick to see them).
|
||||
.StartWith(TableUpdate<PNLRowData, PNLKey>.mk_empty(PNLRowData.key_fn))
|
||||
.distinct_on(PNLRowData.key_fn, r => r.symbol, s => s)
|
||||
.Filter(sym => !string.IsNullOrEmpty(sym))
|
||||
.AppendTable(mbts.co2.UserSymbol.get_all().Select(u => u.symbol).Distinct().ToList());
|
||||
|
||||
#region Fills Popup Utils
|
||||
static void _append_key_filters(fills.FillsFilterStates f, ColumnKeys key) {
|
||||
switch (key) {
|
||||
@@ -767,7 +734,7 @@ namespace bts.shell.pnl {
|
||||
}
|
||||
}
|
||||
foreach (var v in filtered.added) {
|
||||
var r = new PNLRowVM(v.with(calc_type: calculation_type), _default_appearances, _triggers, _fmt_fill_price, _fmt_market_price);
|
||||
var r = new PNLRowVM(v.with(calc_type: calculation_type), _default_appearances, _triggers);
|
||||
rows.InsertSorted(r, PNLRowVM.key_comparer);
|
||||
total_pnl += r.normalized_data;
|
||||
}
|
||||
|
||||
@@ -112,27 +112,27 @@ namespace bts.shell.pnl {
|
||||
});
|
||||
// sod
|
||||
sod_pnl = _cell_map.add_pnl(ColumnKeys.SODPNL, d => d.sod_pnl);
|
||||
sod_net_pos = _cell_map.add_net_pos(ColumnKeys.SODNetPos, d => d.display_sod_net_pos);
|
||||
sod_long_pos = _cell_map.add_long_pos(ColumnKeys.SODLongPos, d => d.display_sod_long_pos);
|
||||
sod_short_pos = _cell_map.add_short_pos(ColumnKeys.SODShortPos, d => d.display_sod_short_pos);
|
||||
sod_net_pos = _cell_map.add_net_pos(ColumnKeys.SODNetPos, d => d.sod_net_pos);
|
||||
sod_long_pos = _cell_map.add_long_pos(ColumnKeys.SODLongPos, d => d.sod_long_pos);
|
||||
sod_short_pos = _cell_map.add_short_pos(ColumnKeys.SODShortPos, d => d.sod_short_pos);
|
||||
// day
|
||||
day_pnl = _cell_map.add_pnl(ColumnKeys.DayPNL, d => d.day_pnl);
|
||||
day_net_pos = _cell_map.add_net_pos(ColumnKeys.DayNetPos, d => d.display_day_net_pos);
|
||||
day_long_pos = _cell_map.add_long_pos(ColumnKeys.DayLongPos, d => d.display_day_long_pos);
|
||||
day_short_pos = _cell_map.add_short_pos(ColumnKeys.DayShortPos, d => d.display_day_short_pos);
|
||||
day_net_pos = _cell_map.add_net_pos(ColumnKeys.DayNetPos, d => d.day_net_pos);
|
||||
day_long_pos = _cell_map.add_long_pos(ColumnKeys.DayLongPos, d => d.day_long_pos);
|
||||
day_short_pos = _cell_map.add_short_pos(ColumnKeys.DayShortPos, d => d.day_short_pos);
|
||||
// raw day
|
||||
raw_day_net_pos = _cell_map.add_net_pos(ColumnKeys.RawDayNetPos, d => d.display_raw_day_net_pos);
|
||||
raw_day_long_pos = _cell_map.add_long_pos(ColumnKeys.RawDayLongPos, d => d.display_raw_day_long_pos);
|
||||
raw_day_short_pos = _cell_map.add_short_pos(ColumnKeys.RawDayShortPos, d => d.display_raw_day_short_pos);
|
||||
raw_day_net_pos = _cell_map.add_net_pos(ColumnKeys.RawDayNetPos, d => d.raw_day_net_pos);
|
||||
raw_day_long_pos = _cell_map.add_long_pos(ColumnKeys.RawDayLongPos, d => d.raw_day_long_pos);
|
||||
raw_day_short_pos = _cell_map.add_short_pos(ColumnKeys.RawDayShortPos, d => d.raw_day_short_pos);
|
||||
// total
|
||||
total_pnl = _cell_map.add(ColumnKeys.TotalPNL, d => d.total_pnl, FormattingDelegates.Price<decimal>.Value);
|
||||
total_net_pos = _cell_map.add(ColumnKeys.TotalNetPos, d => d.display_total_net_pos);
|
||||
total_long_pos = _cell_map.add(ColumnKeys.TotalLongPos, d => d.display_total_long_pos);
|
||||
total_short_pos = _cell_map.add(ColumnKeys.TotalShortPos, d => d.display_total_short_pos);
|
||||
total_net_pos = _cell_map.add(ColumnKeys.TotalNetPos, d => d.total_net_pos);
|
||||
total_long_pos = _cell_map.add(ColumnKeys.TotalLongPos, d => d.total_long_pos);
|
||||
total_short_pos = _cell_map.add(ColumnKeys.TotalShortPos, d => d.total_short_pos);
|
||||
// working
|
||||
working_net_pos = _cell_map.add(ColumnKeys.WorkingNetPos, d => d.display_working_net_pos);
|
||||
working_long_pos = _cell_map.add(ColumnKeys.WorkingLongPos, d => d.display_working_long_pos);
|
||||
working_short_pos = _cell_map.add(ColumnKeys.WorkingShortPos, d => d.display_working_short_pos);
|
||||
working_net_pos = _cell_map.add(ColumnKeys.WorkingNetPos, d => d.working_net_pos);
|
||||
working_long_pos = _cell_map.add(ColumnKeys.WorkingLongPos, d => d.working_long_pos);
|
||||
working_short_pos = _cell_map.add(ColumnKeys.WorkingShortPos, d => d.working_short_pos);
|
||||
|
||||
_cell_map.on_row(data);
|
||||
_cell_map.set_appearances(_animator.cell_appearances);
|
||||
|
||||
@@ -619,7 +619,7 @@
|
||||
<!--Symbol-->
|
||||
<pnl:PNLColumn
|
||||
c:DataGridFilterProperties.Filter="{Binding DataContext.symbol_filter, Source={u:DirectReference _grid}}"
|
||||
c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DiscreteValuesCollectionView}}"
|
||||
c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DiscreteValues}}"
|
||||
c:DataGridFilterProperties.FilterActive="{Binding DataContext.symbol_filter.active, Source={u:DirectReference _grid}}"
|
||||
c:DataGridFilterProperties.FilterOpen="{Binding DataContext.symbol_filter.open, Source={u:DirectReference _grid}}"
|
||||
key="Symbol"
|
||||
|
||||
@@ -1,5 +1,4 @@
|
||||
using bts.api;
|
||||
using bts.api.position;
|
||||
using bts.shell.fills;
|
||||
using bts.shell.manual_fills;
|
||||
using bts.spark;
|
||||
@@ -39,7 +38,6 @@ namespace bts.shell {
|
||||
UserSettingsHub settings_hub,
|
||||
OrdersModel orders_model,
|
||||
md.MBOService mbo,
|
||||
IPositionModel position_model,
|
||||
ErrorReporter error_reporter) {
|
||||
/// Unlike our <see cref="SparkCommand"/> members, <see cref="IShellWindowFactory"/> members must be instantiated immediately,
|
||||
/// as they are responsible for launching windows in response to a SparkTag being published to the bus.
|
||||
@@ -49,7 +47,7 @@ namespace bts.shell {
|
||||
_fwf = new FillsWindowFactory(this, bus, settings_hub, orders_model);
|
||||
_pnl_conf = new PNLConfig(mbts.config.Configuration.get<bts.config.PNLOptions>());
|
||||
if (_pnl_conf.show_new_pnl)
|
||||
_plwf = new PNLWindowFactory(this, bus, settings_hub, orders_model, position_model);
|
||||
_plwf = new PNLWindowFactory(this, bus, settings_hub, orders_model);
|
||||
if (_pnl_conf.show_old_pnl)
|
||||
_old_plwf = new PAndLWindowFactory(this, bus, settings_hub, orders_model);
|
||||
_aswf = new AlgoStudioWindowFactory(this, bus, orders_model, error_reporter);
|
||||
|
||||
@@ -2,7 +2,6 @@
|
||||
using bts.api;
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using bts.utils;
|
||||
using mbts.config;
|
||||
using mbts.persist;
|
||||
using mbts.spark;
|
||||
@@ -115,7 +114,6 @@ namespace mbts.ui {
|
||||
void dispose_core() {
|
||||
Disposable.dispose(ref _settings_sub);
|
||||
Disposable.dispose(ref _toast_controller);
|
||||
Disposable.dispose(ref _sound_player);
|
||||
if (_dispatcher != null && !_dispatcher.HasShutdownStarted) {
|
||||
_dispatcher.BeginInvokeShutdown(DispatcherPriority.Background);
|
||||
}
|
||||
@@ -160,25 +158,15 @@ namespace mbts.ui {
|
||||
}
|
||||
}
|
||||
|
||||
class SoundNotificationPlayer : IDisposable {
|
||||
IReadOnlyDictionary<SoundNotification.SystemSound, NAudioPlayer> _players;
|
||||
class SoundNotificationPlayer {
|
||||
readonly IReadOnlyDictionary<SoundNotification.SystemSound, NAudioPlayer> _players;
|
||||
|
||||
public static SoundNotificationPlayer create() => new SoundNotificationPlayer(_all_players());
|
||||
|
||||
SoundNotificationPlayer(IReadOnlyDictionary<SoundNotification.SystemSound, NAudioPlayer> players) =>
|
||||
_players = players;
|
||||
|
||||
public static SoundNotificationPlayer create() =>
|
||||
new SoundNotificationPlayer(_all_players());
|
||||
|
||||
public void Dispose() {
|
||||
if (_players != null) {
|
||||
_players.Values.DisposeAll();
|
||||
_players = null;
|
||||
}
|
||||
}
|
||||
|
||||
public void play_sounds(IEnumerable<SoundNotification> sounds) {
|
||||
if (_players == null)
|
||||
return;
|
||||
foreach (var s in sounds) {
|
||||
switch (s.sound_type_case) {
|
||||
case SoundNotification.SoundTypeOneofCase.System: _players.GetValueOrDefault(s.system_sound.Value)?.play(); break;
|
||||
@@ -189,8 +177,7 @@ namespace mbts.ui {
|
||||
}
|
||||
|
||||
static IReadOnlyDictionary<SoundNotification.SystemSound, NAudioPlayer> _all_players() =>
|
||||
EnumHelper.get_values<SoundNotification.SystemSound>()
|
||||
.ToReadOnlyDictionaryWhere<SoundNotification.SystemSound, NAudioPlayer>(NAudioPlayer.try_create);
|
||||
EnumHelper.get_values<SoundNotification.SystemSound>().ToReadOnlyDictionary(s => s, NAudioPlayer.create);
|
||||
}
|
||||
|
||||
// This class adopts to role of view-controller in the mvc paradigm, rather than view-model in mvvm.
|
||||
|
||||
@@ -1,5 +1,4 @@
|
||||
using bts;
|
||||
using bts.shell;
|
||||
using bts.shell;
|
||||
using mbts.ui.utility;
|
||||
using NAudio.Wave;
|
||||
using System;
|
||||
@@ -7,71 +6,29 @@ using System.IO;
|
||||
using System.Threading.Tasks;
|
||||
|
||||
namespace mbts.ui {
|
||||
class NAudioPlayer : IDisposable {
|
||||
class NAudioPlayer {
|
||||
// number of milliseconds to delay playing sound,
|
||||
// during which time all subsequent requests to play the same sound will be ignored.
|
||||
const int _delay_ms = 75;
|
||||
readonly int _start_position;
|
||||
IDisposable _stream_in;
|
||||
WaveOutEvent _wave_out = new WaveOutEvent();
|
||||
WaveFileReader _wave_reader;
|
||||
bool _is_playing, _is_play_requested;
|
||||
|
||||
/// <paramref name="stream_in"/> should not be disposed by the caller,
|
||||
/// as NAudioPlayer handles that in its own Dispose method;
|
||||
/// this constructor is private is to prevent such misuse.
|
||||
NAudioPlayer(Stream stream_in, int start_position = 0) {
|
||||
_stream_in = stream_in;
|
||||
_wave_reader = new WaveFileReader(stream_in);
|
||||
public NAudioPlayer(Stream uwave_stream, int start_position = 0) {
|
||||
var ms = new MemoryStream();
|
||||
uwave_stream.CopyTo(ms);
|
||||
ms.Position = 0;
|
||||
_wave_reader = new WaveFileReader(ms);
|
||||
_wave_reader.Position = _start_position = (start_position < _wave_reader.Length ? start_position : 0);
|
||||
_wave_out.Init(_wave_reader);
|
||||
_wave_out.PlaybackStopped += _on_playback_stopped;
|
||||
}
|
||||
|
||||
/// <see cref="_playback_stopped"/> is a proxy/buffer for the _wave_out.PlaybackStopped event.
|
||||
/// It serves a couple purposes:
|
||||
/// 1) The main callback (<see cref="_on_playback_stopped(object, StoppedEventArgs)"/>)
|
||||
/// is guarenteed to be executed first (though it would be anyways, since that
|
||||
/// callback is hooked up in the constructor, the proxy event makes it obvious).
|
||||
/// 2) <see cref="_playback_stopped"/> is only raised after playback is truly complete,
|
||||
/// meaning there are no pending requests to repeat the sound.
|
||||
event Action _playback_stopped;
|
||||
|
||||
public static bool try_create(SoundNotification.SystemSound system_sound, out NAudioPlayer result) {
|
||||
if (_try_get_stream(system_sound, out var stream)) {
|
||||
var sb = EnumHelper.get_attribute<SoundNotification.SystemSound, SilenceBufferAttribute>(system_sound);
|
||||
result = sb != null ? new NAudioPlayer(stream, sb.start_position) : new NAudioPlayer(stream);
|
||||
return true;
|
||||
}
|
||||
result = null;
|
||||
return false;
|
||||
}
|
||||
|
||||
public static void play(SoundNotification.SystemSound system_sound) {
|
||||
if (try_create(system_sound, out var player)) {
|
||||
try {
|
||||
var temp = player;
|
||||
temp._playback_stopped += temp.Dispose;
|
||||
player.play();
|
||||
player = null;
|
||||
} catch (Exception ex) {
|
||||
Log.Ui.warn($"Encountered exception playing the system sound '{system_sound}': {ex}.");
|
||||
} finally {
|
||||
player?.Dispose();
|
||||
}
|
||||
} else {
|
||||
Log.Ui.warn($"Unable to play the system sound '{system_sound}': unexpected sound type (did not find an audio stream that corresponds to this enum value).");
|
||||
}
|
||||
}
|
||||
|
||||
public void Dispose() {
|
||||
if (_wave_out != null) {
|
||||
_wave_out.PlaybackStopped -= _on_playback_stopped;
|
||||
_wave_out.Dispose();
|
||||
_wave_out = null;
|
||||
}
|
||||
Disposable.dispose(ref _wave_reader);
|
||||
Disposable.dispose(ref _stream_in);
|
||||
public static NAudioPlayer create(SoundNotification.SystemSound system_sound) {
|
||||
var stream = _get_stream(system_sound);
|
||||
var sb = EnumHelper.get_attribute<SoundNotification.SystemSound, SilenceBufferAttribute>(system_sound);
|
||||
return sb != null ? new NAudioPlayer(stream, sb.start_position) : new NAudioPlayer(stream);
|
||||
}
|
||||
|
||||
public void play() {
|
||||
@@ -89,8 +46,6 @@ namespace mbts.ui {
|
||||
if (_is_play_requested) {
|
||||
_is_play_requested = false;
|
||||
_play_core();
|
||||
} else {
|
||||
_playback_stopped?.Invoke();
|
||||
}
|
||||
}
|
||||
|
||||
@@ -101,26 +56,18 @@ namespace mbts.ui {
|
||||
_is_playing = false;
|
||||
}
|
||||
|
||||
static bool _try_get_stream(SoundNotification.SystemSound system_sound, out Stream stream) {
|
||||
UnmanagedMemoryStream um_stream;
|
||||
static Stream _get_stream(SoundNotification.SystemSound system_sound) {
|
||||
switch (system_sound) {
|
||||
case SoundNotification.SystemSound.GameCorrect: um_stream = bts.Properties.Resources.game_sound_correct; break;
|
||||
case SoundNotification.SystemSound.GameIncorrect: um_stream = bts.Properties.Resources.game_sound_wrong; break;
|
||||
case SoundNotification.SystemSound.GameOverArcade: um_stream = bts.Properties.Resources.game_over_arcade; break;
|
||||
case SoundNotification.SystemSound.Whistle: um_stream = bts.Properties.Resources.whistle; break;
|
||||
case SoundNotification.SystemSound.BellCounter: um_stream = bts.Properties.Resources.bell_counter; break;
|
||||
case SoundNotification.SystemSound.Powerup: um_stream = bts.Properties.Resources.powerup; break;
|
||||
case SoundNotification.SystemSound.CashRegister: um_stream = bts.Properties.Resources.cash_register_purchase; break;
|
||||
case SoundNotification.SystemSound.Reload: um_stream = bts.Properties.Resources.reload_1911; break;
|
||||
default:
|
||||
stream = null;
|
||||
return false;
|
||||
case SoundNotification.SystemSound.GameCorrect: return bts.Properties.Resources.game_sound_correct;
|
||||
case SoundNotification.SystemSound.GameIncorrect: return bts.Properties.Resources.game_sound_wrong;
|
||||
case SoundNotification.SystemSound.GameOverArcade: return bts.Properties.Resources.game_over_arcade;
|
||||
case SoundNotification.SystemSound.Whistle: return bts.Properties.Resources.whistle;
|
||||
case SoundNotification.SystemSound.BellCounter: return bts.Properties.Resources.bell_counter;
|
||||
case SoundNotification.SystemSound.Powerup: return bts.Properties.Resources.powerup;
|
||||
case SoundNotification.SystemSound.CashRegister: return bts.Properties.Resources.cash_register_purchase;
|
||||
case SoundNotification.SystemSound.Reload: return bts.Properties.Resources.reload_1911;
|
||||
default: throw new NotImplementedException($"Unknown {nameof(SoundNotification.SystemSound)}: {system_sound}.");
|
||||
}
|
||||
stream = new MemoryStream();
|
||||
um_stream.CopyTo(stream);
|
||||
um_stream.Dispose();
|
||||
stream.Position = 0;
|
||||
return true;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -10,7 +10,6 @@ namespace mbts.spark {
|
||||
class AlgoParamVM<T> : IAlgoParamVM<T>, INotifyPropertyChanged, ITemplateSelectorKey {
|
||||
readonly IEqualityComparer<T> _comparer;
|
||||
readonly string _template_key;
|
||||
readonly Func<T, T> _to_display_value, _from_display_value;
|
||||
AlgoParamPermissions _permissions;
|
||||
bool _is_enabled, _has_value;
|
||||
T _committed_value, _value;
|
||||
@@ -21,15 +20,13 @@ namespace mbts.spark {
|
||||
public AlgoParamVM(string id, string display_name, T value, string template_key = null)
|
||||
: this(id, display_name, value, EqualityComparer<T>.Default, template_key) { }
|
||||
|
||||
public AlgoParamVM(string id, string display_name, T value, IEqualityComparer<T> comparer, string template_key = null, Func<T, T> to_display_value = null, Func<T, T> from_display_value = null) {
|
||||
public AlgoParamVM(string id, string display_name, T value, IEqualityComparer<T> comparer, string template_key = null) {
|
||||
this.id = id;
|
||||
this.display_name = display_name;
|
||||
_value = value;
|
||||
_committed_value = value;
|
||||
_comparer = comparer;
|
||||
_template_key = template_key;
|
||||
_to_display_value = to_display_value;
|
||||
_from_display_value = from_display_value;
|
||||
}
|
||||
|
||||
public event PropertyChangedEventHandler PropertyChanged;
|
||||
@@ -46,10 +43,6 @@ namespace mbts.spark {
|
||||
_toggle_is_dirty();
|
||||
}
|
||||
}
|
||||
public T display_value {
|
||||
get => _to_display_value == null ? value : _to_display_value(value);
|
||||
set => this.value = _from_display_value == null ? value : _from_display_value(value);
|
||||
}
|
||||
public AlgoParamPermissions permissions {
|
||||
get => _permissions;
|
||||
set {
|
||||
@@ -61,7 +54,6 @@ namespace mbts.spark {
|
||||
public bool has_value { get => _has_value; set => _set(ref _has_value, value); }
|
||||
public bool is_dirty { get; private set; }
|
||||
object IAlgoParamVM.value { get => value; set => this.value = (T)value; }
|
||||
object IAlgoParamVM.display_value { get => display_value; set => display_value = (T)value; }
|
||||
|
||||
string ITemplateSelectorKey.key => _template_key;
|
||||
|
||||
@@ -72,9 +64,6 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
|
||||
public void refresh_display_value() =>
|
||||
PropertyChanged?.Invoke(this, new PropertyChangedEventArgs(nameof(display_value)));
|
||||
|
||||
public IObservable<T> subscribe_value() {
|
||||
return Observable.Create<T>(o => {
|
||||
o.OnNext(_value);
|
||||
@@ -124,7 +113,6 @@ namespace mbts.spark {
|
||||
value_changed(_value, _value = new_value);
|
||||
}
|
||||
PropertyChanged?.Invoke(this, new PropertyChangedEventArgs(nameof(value)));
|
||||
PropertyChanged?.Invoke(this, new PropertyChangedEventArgs(nameof(display_value)));
|
||||
}
|
||||
|
||||
void _toggle_is_dirty() {
|
||||
|
||||
@@ -18,7 +18,6 @@ namespace mbts.spark {
|
||||
readonly Property<TimeInForce> _current_time_in_force;
|
||||
readonly Property<CustomOrderDefinition.CustomOneofCase> _current_order_type;
|
||||
readonly Property<bool> _price_dirty, _size_dirty, _account_dirty, _time_in_force_dirty, _order_type_dirty;
|
||||
uint _display_quantity_divisor = 1;
|
||||
|
||||
public ExistingOrderTicketVM(OrdersModel model, IObservable<(SecurityMD? security_md, OrderRecordImmutable order)> order_source, IObservable<int[]> calculator_buttons) {
|
||||
uint? key = null;
|
||||
@@ -41,7 +40,7 @@ namespace mbts.spark {
|
||||
(val, curr) => !double.IsNaN(val) && val != curr));
|
||||
_size_dirty = backing(
|
||||
nameof(size_dirty),
|
||||
size_calculator.observe_actual_value()
|
||||
size_calculator.observe_current(true)
|
||||
.CombineLatest(_current_size.observe_current(true),
|
||||
(val, curr) => val.HasValue && val.Value != curr));
|
||||
_account_dirty = backing(
|
||||
@@ -84,17 +83,14 @@ namespace mbts.spark {
|
||||
_dispose = Disposable.Create(
|
||||
size_calculator,
|
||||
properties_vm,
|
||||
security_md_source.OnDispatcher().Subscribe(smd => {
|
||||
bbo.security_md = smd;
|
||||
display_quantity_divisor = model.security_auxiliary_model.get_display_quantity_divisor(smd.security);
|
||||
}),
|
||||
security_md_source.OnDispatcher().Subscribe(smd => bbo.security_md = smd),
|
||||
bbo,
|
||||
order_source.OnDispatcher().Subscribe(ort => {
|
||||
key = ort.order.Key;
|
||||
if (DoubleHelper.IsNaNOrInfinity(price))
|
||||
price = ort.order.State.Price;
|
||||
if (!size_calculator.value.HasValue || !size_calculator.value_setter_called)
|
||||
size_calculator.bypass_value_setter(ort.order.State.Quantity, true);
|
||||
size_calculator.bypass_value_setter(ort.order.State.Quantity);
|
||||
}),
|
||||
Observable.Merge(_price_dirty, _size_dirty, _account_dirty, _time_in_force_dirty, _order_type_dirty).OnDispatcher().Subscribe(_ => RaisePropertyChanged(nameof(dirty_items_text))),
|
||||
_price_dirty.observe_current(true).CombineLatest(_size_dirty.observe_current(true), (pd, sd) => pd || sd).DistinctUntilChanged().OnDispatcher().Subscribe(modify_order));
|
||||
@@ -108,13 +104,6 @@ namespace mbts.spark {
|
||||
public OrderPropertiesEditorVM properties_vm { get; }
|
||||
public double price { get => _price.Value; set => _price.Value = value; }
|
||||
public CalculatorLogic size_calculator { get; }
|
||||
public uint display_quantity_divisor {
|
||||
get => _display_quantity_divisor;
|
||||
private set {
|
||||
Set(ref _display_quantity_divisor, value);
|
||||
size_calculator.display_divisor = value;
|
||||
}
|
||||
}
|
||||
public double current_price => _current_price.Value;
|
||||
public uint current_size => _current_size.Value;
|
||||
public AccountTuple current_account => _current_account.Value;
|
||||
@@ -148,4 +137,4 @@ namespace mbts.spark {
|
||||
if (_order_type_dirty.Value) yield return "type";
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -31,7 +31,6 @@ namespace mbts.spark {
|
||||
|
||||
class NewOrderTicketVM : DisposableViewModelBase, IRequestViewClose {
|
||||
readonly Property<SecurityImmutable> _security;
|
||||
uint _display_quantity_divisor = 1;
|
||||
|
||||
public NewOrderTicketVM(OrdersModel model, SecurityMD security_md, OrderDefinitionImmutable def, double price, uint size, IObservable<int[]> calculator_buttons)
|
||||
: this(model, Observable.Return(security_md), Observable.Return(new InlineOrderTicketProperties(model, def, price, size)), calculator_buttons) { }
|
||||
@@ -62,10 +61,7 @@ namespace mbts.spark {
|
||||
set_price_command = new DelegateCommand<double>(set_price);
|
||||
_dispose = Disposable.Create(
|
||||
bbo,
|
||||
security_md_source.OnDispatcher().Subscribe(smd => {
|
||||
bbo.security_md = smd;
|
||||
display_quantity_divisor = model.security_auxiliary_model.get_display_quantity_divisor(smd.security);
|
||||
}),
|
||||
security_md_source.OnDispatcher().Subscribe(smd => bbo.security_md = smd),
|
||||
size_calculator = new CalculatorLogic(0, calculator_buttons),
|
||||
props_source.OnDispatcher().Subscribe(p => on_props(p.price, p.size))
|
||||
);
|
||||
@@ -87,13 +83,6 @@ namespace mbts.spark {
|
||||
public SecurityImmutable security => _security.Value;
|
||||
public double price { get; set; }
|
||||
public CalculatorLogic size_calculator { get; }
|
||||
public uint display_quantity_divisor {
|
||||
get => _display_quantity_divisor;
|
||||
private set {
|
||||
Set(ref _display_quantity_divisor, value);
|
||||
size_calculator.display_divisor = value;
|
||||
}
|
||||
}
|
||||
public OrderPropertiesEditorVM properties_vm { get; }
|
||||
public BBOVM bbo { get; }
|
||||
public bool close_on_send { get; set; }
|
||||
|
||||
@@ -1,6 +1,5 @@
|
||||
using bts;
|
||||
using bts.api;
|
||||
using bts.api.core;
|
||||
using bts.api.orderman;
|
||||
using bts.collections;
|
||||
using bts.spark;
|
||||
@@ -27,13 +26,11 @@ 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;
|
||||
@@ -49,19 +46,13 @@ namespace mbts.spark.utilities {
|
||||
static readonly OrderMetadata _default_order_metadata = new OrderMetadata { KeyBinding = "", Color = BTSColors.Orders.default_order };
|
||||
readonly AdminModel _admin_model;
|
||||
readonly DynamicOrderHelper _dynamic_helper;
|
||||
readonly IAlgoProvider _security_algo_provider;
|
||||
readonly IReadOnlyDictionary<OneOf<CustomOrderDefinition.CustomOneofCase, string>, string> _algo_abbreviation_index;
|
||||
readonly IReadOnlyDictionary<string, DynamicOrderDescriptor> _dynamic_descriptors;
|
||||
IDisposable _dispose;
|
||||
|
||||
[ImportingConstructor]
|
||||
public OrderFactory(OrderService service, AdminModel admin_model, DynamicOrderHelper dynamic_helper, IAlgoProvider security_algo_provider) {
|
||||
public OrderFactory(AdminModel admin_model, DynamicOrderHelper dynamic_helper) {
|
||||
_admin_model = admin_model;
|
||||
_dynamic_helper = dynamic_helper;
|
||||
_dynamic_descriptors = service.get_registered_dynamic_order_types(new VoidMessage())
|
||||
.DynamicOrderDesc
|
||||
.ToDictionary(d => d.DynamicOrderType);
|
||||
_security_algo_provider = security_algo_provider;
|
||||
var algo_name_index = new HashSet<OneOf<CustomOrderDefinition.CustomOneofCase, string>>(OneOf<CustomOrderDefinition.CustomOneofCase, string>.ValueEqualityComparer);
|
||||
// add standard types
|
||||
algo_name_index.AddRange(
|
||||
@@ -95,13 +86,66 @@ namespace mbts.spark.utilities {
|
||||
public IEnumerable<CustomOrderDefinition.CustomOneofCase> default_order_types() =>
|
||||
OrderDataHelper.exchange_order_types;
|
||||
|
||||
public IEnumerable<CustomOrderDefinition.CustomOneofCase> default_order_types(SecurityImmutable? security) =>
|
||||
security.HasValue ? default_order_types(security.Value) : OrderDataHelper.exchange_order_types;
|
||||
|
||||
public IEnumerable<CustomOrderDefinition.CustomOneofCase> default_order_types(SecurityImmutable security) {
|
||||
switch (security.ContractCase) {
|
||||
case Security.ContractOneofCase.Synthetic: return OrderDataHelper.spreader_order_types;
|
||||
default: return OrderDataHelper.exchange_order_types;
|
||||
}
|
||||
}
|
||||
|
||||
public IEnumerable<CustomOrderDefinition.CustomOneofCase> default_order_types(SecurityImmutable? security, bool is_child = false) =>
|
||||
security.HasValue ? default_order_types(security.Value, is_child) : default_order_types();
|
||||
|
||||
public IEnumerable<TimeInForce> default_time_in_forces() =>
|
||||
EnumHelper.get_values_except(TimeInForce.Undefined);
|
||||
|
||||
public IEnumerable<TimeInForce> default_time_in_forces(SecurityImmutable security, bool is_child = false) =>
|
||||
default_time_in_forces();
|
||||
|
||||
public IEnumerable<TimeInForce> default_time_in_forces(SecurityImmutable security, CustomOrderDefinition.CustomOneofCase order_type, bool is_child = false) {
|
||||
var tifs = EnumHelper.get_values_except(TimeInForce.Undefined);
|
||||
var tifs = default_time_in_forces(security, is_child);
|
||||
if (order_type != CustomOrderDefinition.CustomOneofCase.Limit) {
|
||||
tifs = tifs.Except(new[] { TimeInForce.Ioc });
|
||||
}
|
||||
return tifs;
|
||||
}
|
||||
|
||||
public IEnumerable<TimeInForce> default_time_in_forces(SecurityImmutable? security, bool is_child = false) =>
|
||||
security.HasValue ? default_time_in_forces(security.Value, is_child) : default_time_in_forces();
|
||||
|
||||
public LadderSettings default_ladder_settings(SecurityImmutable security) {
|
||||
var settings = LadderSettings.Default;
|
||||
if (security.ContractCase == Security.ContractOneofCase.Synthetic)
|
||||
settings.default_order_type = CustomOrderDefinition.CustomOneofCase.Spreader;
|
||||
return settings;
|
||||
}
|
||||
|
||||
public Dictionary<AlgoKey, AlgoData> default_algos() =>
|
||||
default_algos((SecurityImmutable?)null);
|
||||
|
||||
public Dictionary<AlgoKey, AlgoData> default_algos(SecurityImmutable? security) =>
|
||||
default_algos(default_order_types(security));
|
||||
|
||||
public Dictionary<AlgoKey, AlgoData> default_algos(AlgoFormats algo_format) =>
|
||||
default_algos(OrderDataHelper.get_format_algo_types(algo_format));
|
||||
|
||||
public Dictionary<AlgoKey, AlgoData> default_algos(IEnumerable<CustomOrderDefinition.CustomOneofCase> types) {
|
||||
var def_map = new Dictionary<AlgoKey, AlgoData>();
|
||||
foreach (var ot in types.Except(new[] { CustomOrderDefinition.CustomOneofCase.Dynamic, CustomOrderDefinition.CustomOneofCase.Composite })) {
|
||||
var data = AlgoData.from_custom_def(OrderDataHelper.Defaults.CustomOrderDefinitionImmutable(ot));
|
||||
def_map[data.key] = data;
|
||||
}
|
||||
var dynamic_defs = new List<CustomOrderDefinitionImmutable>();
|
||||
_dynamic_helper.add_dynamic_order_defs(dynamic_defs, custom_order);
|
||||
foreach (var dd in dynamic_defs) {
|
||||
var data = AlgoData.from_custom_def(dd);
|
||||
def_map[data.key] = data;
|
||||
}
|
||||
return def_map;
|
||||
}
|
||||
#endregion
|
||||
|
||||
public OrderDefinitionImmutable order(SecurityImmutable security) =>
|
||||
@@ -112,7 +156,7 @@ namespace mbts.spark.utilities {
|
||||
SecurityKey = security.Id,
|
||||
Side = Side.Buy,
|
||||
TimeInForce = TimeInForce.Day,
|
||||
CustomDef = OrderDataHelper.Defaults.CustomOrderDefinition(),
|
||||
CustomDef = custom_order(),
|
||||
CtiCode = CTICode.CtiCode1,
|
||||
CustomerOrFirm = CustomerOrFirm.Firm,
|
||||
// this will be the tag 50 on CME orders
|
||||
@@ -129,6 +173,9 @@ namespace mbts.spark.utilities {
|
||||
return rv;
|
||||
}
|
||||
|
||||
public string abbreviate_algo(CustomOrderDefinitionImmutable defi) =>
|
||||
abbreviate_algo(_simple_algo_id(defi));
|
||||
|
||||
public string abbreviate_algo(OneOf<CustomOrderDefinition.CustomOneofCase, string> id) {
|
||||
if (id == null)
|
||||
throw new ArgumentNullException(nameof(id));
|
||||
@@ -140,6 +187,26 @@ namespace mbts.spark.utilities {
|
||||
}
|
||||
|
||||
// mutable definitions
|
||||
public CustomOrderDefinition custom_order() => OrderDataHelper.Defaults.CustomOrderDefinition();
|
||||
public MarketOrderDefinition market_order() => OrderDataHelper.Defaults.MarketOrderDefinition();
|
||||
public LimitOrderDefinition limit_order() => OrderDataHelper.Defaults.LimitOrderDefinition();
|
||||
public StopOrderDefinition stop_order() => OrderDataHelper.Defaults.StopOrderDefinition();
|
||||
public StopLimitOrderDefinition stop_limit_order() => OrderDataHelper.Defaults.StopLimitOrderDefinition();
|
||||
public GLBXIcebergOrderDefinition glbx_iceberg_order() => OrderDataHelper.Defaults.GLBXIcebergOrderDefinition();
|
||||
public IcebergOrderDefinition iceberg_order() => OrderDataHelper.Defaults.IcebergOrderDefinition();
|
||||
public TimeBoxOrderDefinition time_box_order() => OrderDataHelper.Defaults.TimeBoxOrderDefinition();
|
||||
public TickOrderDefinition tick_order() => OrderDataHelper.Defaults.TickOrderDefinition();
|
||||
public LeanOrderDefinition lean_order() => OrderDataHelper.Defaults.LeanOrderDefinition();
|
||||
public JoinOrderDefinition join_order() => OrderDataHelper.Defaults.JoinOrderDefinition();
|
||||
public TopOrderDefinition top_order() => OrderDataHelper.Defaults.TopOrderDefinition();
|
||||
public CoverOrderDefinition cover_order() => OrderDataHelper.Defaults.CoverOrderDefinition();
|
||||
public OCOOrderDefinition oco_order() => OrderDataHelper.Defaults.OCOOrderDefinition();
|
||||
public PricerOrderDefinition pricer_order() => OrderDataHelper.Defaults.PricerOrderDefinition();
|
||||
public OffsetOrderDefinition offset_order() => OrderDataHelper.Defaults.OffsetOrderDefinition();
|
||||
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(),
|
||||
@@ -147,8 +214,40 @@ namespace mbts.spark.utilities {
|
||||
};
|
||||
|
||||
// immutable definitions
|
||||
public CustomOrderDefinitionImmutable custom_orderi(CustomOrderDefinition.CustomOneofCase order_type) => new CustomOrderDefinitionImmutable(custom_order(order_type));
|
||||
public SpreaderOrderDefinitionImmutable spreader_orderi(SecurityImmutable security, ExecutionStrategyImmutable strategy) => new SpreaderOrderDefinitionImmutable(spreader_order(security, strategy));
|
||||
|
||||
public CustomOrderDefinition custom_order(CustomOrderDefinition.CustomOneofCase order_type) {
|
||||
var rv = new CustomOrderDefinition();
|
||||
switch (order_type) {
|
||||
case CustomOrderDefinition.CustomOneofCase.Market: rv.Market = market_order(); break;
|
||||
case CustomOrderDefinition.CustomOneofCase.Limit: rv.Limit = limit_order(); break;
|
||||
case CustomOrderDefinition.CustomOneofCase.Stop: rv.Stop = stop_order(); break;
|
||||
case CustomOrderDefinition.CustomOneofCase.StopLimit: rv.StopLimit = stop_limit_order(); break;
|
||||
case CustomOrderDefinition.CustomOneofCase.GlbxIceberg: rv.GlbxIceberg = glbx_iceberg_order(); break;
|
||||
case CustomOrderDefinition.CustomOneofCase.Iceberg: rv.Iceberg = iceberg_order(); break;
|
||||
case CustomOrderDefinition.CustomOneofCase.TimeBox: rv.TimeBox = time_box_order(); break;
|
||||
case CustomOrderDefinition.CustomOneofCase.Tick: rv.Tick = tick_order(); break;
|
||||
case CustomOrderDefinition.CustomOneofCase.Lean: rv.Lean = lean_order(); break;
|
||||
case CustomOrderDefinition.CustomOneofCase.Join: rv.Join = join_order(); break;
|
||||
case CustomOrderDefinition.CustomOneofCase.Top: rv.Top = top_order(); break;
|
||||
case CustomOrderDefinition.CustomOneofCase.Cover: rv.Cover = cover_order(); break;
|
||||
case CustomOrderDefinition.CustomOneofCase.Oco: rv.Oco = oco_order(); break;
|
||||
case CustomOrderDefinition.CustomOneofCase.Pricer: rv.Pricer = pricer_order(); break;
|
||||
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;
|
||||
}
|
||||
|
||||
public OrderMetadata get_metadata(IMessage order_type_def) => get_metadata(OrderDataHelper.get_order_type(order_type_def));
|
||||
public OrderMetadata get_metadata(OrderRecordImmutable order) => get_metadata(order.Def.CustomDef.CustomCase);
|
||||
public OrderMetadata get_metadata(CustomOrderDefinition.CustomOneofCase order_type) {
|
||||
switch (order_type) {
|
||||
@@ -179,6 +278,14 @@ namespace mbts.spark.utilities {
|
||||
|
||||
public void Dispose() =>
|
||||
Disposable.dispose(ref _dispose);
|
||||
|
||||
static OneOf<CustomOrderDefinition.CustomOneofCase, string> _simple_algo_id(CustomOrderDefinitionImmutable defi) {
|
||||
switch (defi.CustomCase) {
|
||||
case CustomOrderDefinition.CustomOneofCase.Dynamic:
|
||||
return new OneOf<CustomOrderDefinition.CustomOneofCase, string>(defi.Dynamic.DynamicOrderType);
|
||||
default: return new OneOf<CustomOrderDefinition.CustomOneofCase, string>(defi.CustomCase);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
static class OrderDataHelper {
|
||||
@@ -194,6 +301,8 @@ namespace mbts.spark.utilities {
|
||||
}
|
||||
}
|
||||
|
||||
public static OneofDescriptor oneof_descriptor => _oneof_desc;
|
||||
|
||||
const double _price_error_margin = 0.0000001;
|
||||
const decimal _price_error_margin_decimal = 0.0000001m;
|
||||
|
||||
@@ -211,10 +320,10 @@ namespace mbts.spark.utilities {
|
||||
});
|
||||
|
||||
public static readonly IComparer<decimal> PriceComparerDecimal = Comparer<decimal>.Create((a, b) => {
|
||||
decimal diff = a - b;
|
||||
if (diff <= _price_error_margin_decimal && diff >= -_price_error_margin_decimal)
|
||||
return 0;
|
||||
return diff > 0 ? 1 : -1;
|
||||
decimal diff = a - b;
|
||||
if (diff <= _price_error_margin_decimal && diff >= -_price_error_margin_decimal)
|
||||
return 0;
|
||||
return diff > 0 ? 1 : -1;
|
||||
});
|
||||
|
||||
const string _primary_child_field = "child";
|
||||
@@ -269,7 +378,7 @@ namespace mbts.spark.utilities {
|
||||
switch (cd.CustomCase) {
|
||||
case CustomOrderDefinition.CustomOneofCase.Composite: studio = cd.Composite.AlgoTemplateKey; break;
|
||||
case CustomOrderDefinition.CustomOneofCase.Dynamic: dyn = cd.Dynamic.DynamicOrderType; break;
|
||||
case CustomOrderDefinition.CustomOneofCase.Spreader: spreader_sec = cd.Spreader.Security?.Id ?? 0; break;
|
||||
case CustomOrderDefinition.CustomOneofCase.Spreader: spreader_sec = cd.Spreader.Security.Id; break;
|
||||
}
|
||||
yield return (cd.CustomCase, dyn, studio, spreader_sec);
|
||||
}
|
||||
@@ -357,6 +466,22 @@ namespace mbts.spark.utilities {
|
||||
child_data.TryGetFirst(out best_match) ? best_match : (ChildAlgoData?)null;
|
||||
}
|
||||
|
||||
public static CustomOrderDefinition create_algo(CustomOrderDefinition.CustomOneofCase algo_type) {
|
||||
var algo = new CustomOrderDefinition();
|
||||
if (_algo_type_case_descriptor_data.TryGetValue(algo_type, out AlgoTypeCaseDescriptorData desc))
|
||||
desc.type_case_descriptor.Accessor.SetValue(algo, ProtoHelper.mutable_factory(ProtoHelper.get_field_type(desc.type_case_descriptor)));
|
||||
return algo;
|
||||
}
|
||||
|
||||
public static bool append_algo_node(CustomOrderDefinition target, CustomOrderDefinition.CustomOneofCase algo_type) {
|
||||
if (_algo_type_case_descriptor_data.TryGetValue(algo_type, out var desc)) {
|
||||
var node = ProtoHelper.mutable_factory(ProtoHelper.get_field_type(desc.type_case_descriptor));
|
||||
desc.type_case_descriptor.Accessor.SetValue(target, node);
|
||||
return true;
|
||||
}
|
||||
return false;
|
||||
}
|
||||
|
||||
public static IReadOnlyList<ChildAlgoData> get_child_algo_data(CustomOrderDefinition.CustomOneofCase algo_type) =>
|
||||
_algo_type_case_descriptor_data.TryGetValue(algo_type, out AlgoTypeCaseDescriptorData d) ? d.child_algo_data : Array.Empty<ChildAlgoData>();
|
||||
#endregion
|
||||
@@ -410,10 +535,122 @@ namespace mbts.spark.utilities {
|
||||
}
|
||||
}
|
||||
|
||||
public static CustomOrderDefinition.CustomOneofCase get_default_algo(Security.ContractOneofCase security_type) {
|
||||
public static AlgoFormats get_algo_format(Security.ContractOneofCase? security_type) =>
|
||||
security_type.HasValue ? get_algo_format(security_type.Value) : AlgoFormats.Exchange;
|
||||
|
||||
public static AlgoFormats get_algo_format(Security.ContractOneofCase security_type) =>
|
||||
security_type == Security.ContractOneofCase.Synthetic ? AlgoFormats.Spreader : AlgoFormats.Exchange;
|
||||
|
||||
public static HashSet<CustomOrderDefinition.CustomOneofCase> get_format_algo_types(AlgoFormats f) {
|
||||
var rv = new HashSet<CustomOrderDefinition.CustomOneofCase>();
|
||||
if ((f & AlgoFormats.Exchange) == AlgoFormats.Exchange) {
|
||||
rv.AddRange(exchange_order_types);
|
||||
if ((f & AlgoFormats.Spreader) == AlgoFormats.Spreader) {
|
||||
rv.IntersectWith(spreader_order_types);
|
||||
}
|
||||
} else if ((f & AlgoFormats.Spreader) == AlgoFormats.Spreader) {
|
||||
rv.AddRange(spreader_order_types);
|
||||
}
|
||||
if ((f & AlgoFormats.Attachable) == AlgoFormats.Attachable)
|
||||
rv.AddRange(attachable_order_types);
|
||||
if ((f & AlgoFormats.DefaultPlaceholder) == AlgoFormats.DefaultPlaceholder)
|
||||
rv.Add(CustomOrderDefinition.CustomOneofCase.None);
|
||||
return rv;
|
||||
}
|
||||
|
||||
public static CustomOrderDefinition.CustomOneofCase get_default_algo(AlgoFormats f) {
|
||||
switch (f) {
|
||||
case AlgoFormats.Exchange: return CustomOrderDefinition.CustomOneofCase.Limit;
|
||||
case AlgoFormats.Spreader: return CustomOrderDefinition.CustomOneofCase.Spreader;
|
||||
default: return CustomOrderDefinition.CustomOneofCase.None;
|
||||
}
|
||||
}
|
||||
|
||||
public static IReadOnlyDictionary<AlgoKey, AlgoData> get_format_algo_data(AlgoFormats f) {
|
||||
var algo_types = get_format_algo_types(f);
|
||||
var algo_dict = algo_types.Select(at => AlgoData.from_custom_def(Defaults.CustomOrderDefinitionImmutable(at))).ToDictionaryCrushed(a => a.key);
|
||||
return algo_dict;
|
||||
}
|
||||
|
||||
public static HashSet<CustomOrderDefinition.CustomOneofCase> get_algo_types_present(CustomOrderDefinitionImmutable def) {
|
||||
return new HashSet<CustomOrderDefinition.CustomOneofCase>(impl(def.CloneToMutable()));
|
||||
// hide mutable-def implementation
|
||||
IEnumerable<CustomOrderDefinition.CustomOneofCase> impl(CustomOrderDefinition mdef) {
|
||||
yield return mdef.CustomCase;
|
||||
foreach (var sd in get_child_algo_data(mdef)) {
|
||||
var child = sd.get_child(mdef);
|
||||
if (child != null) {
|
||||
yield return child.CustomCase;
|
||||
foreach (var t in impl(child))
|
||||
yield return t;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
public static CustomOrderDefinitionImmutable? fit_to_type(CustomOrderDefinitionImmutable defi, Security.ContractOneofCase security_type, bool fit_all_to_spreader = false) {
|
||||
var mdef = defi.CloneToMutable();
|
||||
switch (security_type) {
|
||||
case Security.ContractOneofCase.Synthetic: return CustomOrderDefinition.CustomOneofCase.Spreader;
|
||||
default: return CustomOrderDefinition.CustomOneofCase.Limit;
|
||||
case Security.ContractOneofCase.Synthetic:
|
||||
mdef = spreader_impl(mdef);
|
||||
break;
|
||||
default:
|
||||
mdef = outright_impl(mdef);
|
||||
break;
|
||||
}
|
||||
if (mdef == null)
|
||||
return null;
|
||||
return new CustomOrderDefinitionImmutable(mdef);
|
||||
// local methods
|
||||
CustomOrderDefinition spreader_impl(CustomOrderDefinition def) {
|
||||
if (def == null) {
|
||||
def = new CustomOrderDefinition { Spreader = new SpreaderOrderDefinition() };
|
||||
} else {
|
||||
switch (def.CustomCase) {
|
||||
case CustomOrderDefinition.CustomOneofCase.Limit:
|
||||
case CustomOrderDefinition.CustomOneofCase.None:
|
||||
def = new CustomOrderDefinition { Spreader = new SpreaderOrderDefinition() };
|
||||
break;
|
||||
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;
|
||||
break;
|
||||
default:
|
||||
var desc_data = _algo_type_case_descriptor_data[def.CustomCase];
|
||||
foreach (var cad in desc_data.child_algo_data) {
|
||||
var child = spreader_impl(cad.get_child(def));
|
||||
if (child == null)
|
||||
return null;
|
||||
var type_def = (IMessage)desc_data.type_case_descriptor.Accessor.GetValue(def);
|
||||
cad.assign_child_to_impl(type_def, child);
|
||||
}
|
||||
break;
|
||||
}
|
||||
}
|
||||
return def;
|
||||
}
|
||||
CustomOrderDefinition outright_impl(CustomOrderDefinition def) {
|
||||
if (def == null) {
|
||||
def = new CustomOrderDefinition { Limit = new LimitOrderDefinition() };
|
||||
} else {
|
||||
switch (def.CustomCase) {
|
||||
case CustomOrderDefinition.CustomOneofCase.Spreader:
|
||||
case CustomOrderDefinition.CustomOneofCase.None:
|
||||
def = new CustomOrderDefinition { Limit = new LimitOrderDefinition() };
|
||||
break;
|
||||
default:
|
||||
foreach (var cad in get_child_algo_data(def)) {
|
||||
var child = outright_impl(cad.get_child(def));
|
||||
if (child == null)
|
||||
return null;
|
||||
cad.assign_child(def, child);
|
||||
}
|
||||
break;
|
||||
}
|
||||
}
|
||||
return def;
|
||||
}
|
||||
}
|
||||
|
||||
@@ -441,7 +678,7 @@ namespace mbts.spark.utilities {
|
||||
CustomOrderDefinition.CustomOneofCase.Iceberg,
|
||||
CustomOrderDefinition.CustomOneofCase.Lean,
|
||||
CustomOrderDefinition.CustomOneofCase.Join,
|
||||
CustomOrderDefinition.CustomOneofCase.Cover,
|
||||
CustomOrderDefinition.CustomOneofCase.Cover,
|
||||
CustomOrderDefinition.CustomOneofCase.Top,
|
||||
CustomOrderDefinition.CustomOneofCase.Splitter,
|
||||
CustomOrderDefinition.CustomOneofCase.Scratch,
|
||||
@@ -527,6 +764,12 @@ namespace mbts.spark.utilities {
|
||||
|
||||
public static bool equals(CustomOrderDefinitionImmutable a, CustomOrderDefinitionImmutable b) => custom_order_defi_comparer.Equals(a, b);
|
||||
|
||||
public static bool structure_equals(CustomOrderDefinitionImmutable a, CustomOrderDefinitionImmutable b) {
|
||||
return impl(a.CloneToMutable(), b.CloneToMutable());
|
||||
bool impl(CustomOrderDefinition ma, CustomOrderDefinition mb) =>
|
||||
ma.CustomCase == mb.CustomCase && get_child_algo_data(ma).All(cad => impl(cad.get_child(ma), cad.get_child(mb)));
|
||||
}
|
||||
|
||||
public static bool iceberg_equals(IcebergOrderDefinitionImmutable a, IcebergOrderDefinitionImmutable b) =>
|
||||
a.ShowQuantity.Equals(b.ShowQuantity) && a.HasChild ? b.HasChild && equals(a.Child, b.Child) : !b.HasChild;
|
||||
|
||||
@@ -788,6 +1031,7 @@ namespace mbts.spark.utilities {
|
||||
}
|
||||
};
|
||||
|
||||
public static OrderDefinitionImmutable OrderDefinitionImmutable { get; } = new OrderDefinitionImmutable(OrderDefinition);
|
||||
public static OrderRecordImmutable OrderRecordImmutable { get; } = new OrderRecordImmutable(OrderRecord);
|
||||
|
||||
public static CustomOrderDefinition CustomOrderDefinition() => new CustomOrderDefinition { Limit = LimitOrderDefinition() };
|
||||
@@ -840,6 +1084,9 @@ 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();
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
@@ -85,7 +85,7 @@
|
||||
usp:OrderModificationControl.IsDirty="{Binding size_dirty, FallbackValue={x:Null}}"
|
||||
CommitOnEnter="True"
|
||||
Focusable="False"
|
||||
Value="{Binding size_calculator.display_value}"
|
||||
Value="{Binding size_calculator.value}"
|
||||
/>
|
||||
</Grid>
|
||||
<Grid Grid.Column="2">
|
||||
@@ -114,26 +114,15 @@
|
||||
<ColumnDefinition/>
|
||||
</Grid.ColumnDefinitions>
|
||||
<Button
|
||||
Command="{Binding size_calculator.set_actual_value_command}"
|
||||
CommandParameter="{Binding bbo.bid_size}"
|
||||
Foreground="{u:BTSColor MarketData.bid}"
|
||||
>
|
||||
<MultiBinding Converter="{x:Static cv:DynamicDoubleDivisorConverter.Instance}">
|
||||
<Binding Path="bbo.bid_size"/>
|
||||
<Binding Path="display_quantity_divisor"/>
|
||||
</MultiBinding>
|
||||
</Button>
|
||||
Content="{Binding bbo.bid_size}" Command="{Binding size_calculator.set_value_command}"
|
||||
CommandParameter="{Binding bbo.bid_size}" Foreground="{u:BTSColor MarketData.bid}"
|
||||
/>
|
||||
<Button
|
||||
Grid.Column="2"
|
||||
Command="{Binding size_calculator.set_actual_value_command}"
|
||||
Content="{Binding bbo.ask_size}" Command="{Binding size_calculator.set_value_command}"
|
||||
CommandParameter="{Binding bbo.ask_size}"
|
||||
Foreground="{u:BTSColor MarketData.ask}"
|
||||
>
|
||||
<MultiBinding Converter="{x:Static cv:DynamicDoubleDivisorConverter.Instance}">
|
||||
<Binding Path="bbo.ask_size"/>
|
||||
<Binding Path="display_quantity_divisor"/>
|
||||
</MultiBinding>
|
||||
</Button>
|
||||
/>
|
||||
</Grid>
|
||||
<Grid Grid.Row="4" Grid.RowSpan="3">
|
||||
<Grid.RowDefinitions>
|
||||
@@ -150,18 +139,9 @@
|
||||
<ItemsControl.ItemTemplate>
|
||||
<DataTemplate>
|
||||
<Button
|
||||
Margin="2,4,2,0"
|
||||
Content="{Binding}"
|
||||
Focusable="False"
|
||||
Margin="2,4,2,0" Content="{Binding}" Focusable="False" CommandParameter="{Binding}"
|
||||
Command="{Binding Path=DataContext.click, RelativeSource={RelativeSource AncestorType=ItemsControl}}"
|
||||
>
|
||||
<Button.CommandParameter>
|
||||
<MultiBinding Converter="{x:Static cv:DynamicDoubleMultiplierConverter.Instance}">
|
||||
<Binding/>
|
||||
<Binding Path="DataContext.display_quantity_divisor" RelativeSource="{RelativeSource AncestorType=usp:OrderModificationControl}"/>
|
||||
</MultiBinding>
|
||||
</Button.CommandParameter>
|
||||
</Button>
|
||||
/>
|
||||
</DataTemplate>
|
||||
</ItemsControl.ItemTemplate>
|
||||
</ItemsControl>
|
||||
|
||||
@@ -82,8 +82,13 @@ namespace mbts.spark {
|
||||
CustomSort = AlgoCollectionHelper.algo_definition_vm_comparer.to_non_generic(),
|
||||
IsLiveSorting = true
|
||||
};
|
||||
algo_definitions_view.Filter = d =>
|
||||
!(d.key.mode == AlgoKey.Mode.Persisted && _algo_metadata.TryGetValue(d.key, out AlgoDefinitionMetadata meta) && meta.is_hidden);
|
||||
algo_definitions_view.Filter = d => {
|
||||
if (d.key.mode == AlgoKey.Mode.Persisted && _algo_metadata.TryGetValue(d.key, out AlgoDefinitionMetadata meta) && meta.is_hidden)
|
||||
return false;
|
||||
var sec_fmt = OrderDataHelper.get_algo_format(security.ContractCase);
|
||||
return (d.selected_format & sec_fmt) == sec_fmt;
|
||||
};
|
||||
_algo_definitions_view.LiveFilteringProperties.Add(nameof(AlgoDefinitionVM.selected_format));
|
||||
_algo_definitions_view.LiveSortingProperties.Add(nameof(AlgoDefinitionVM.group));
|
||||
_algo_definitions_view.LiveSortingProperties.Add(nameof(AlgoDefinitionVM.name));
|
||||
algo_definitions_view.GroupDescriptions.Add(new PropertyGroupDescription(nameof(AlgoDefinitionVM.group)));
|
||||
@@ -162,27 +167,33 @@ namespace mbts.spark {
|
||||
undo_definition_observer,
|
||||
redo_definition_observer,
|
||||
revert_definition_observer),
|
||||
security_source.SelectManyInSeries(model.subscribe_algo_meta_tuples)
|
||||
.OnDispatcher()
|
||||
.Subscribe(table => {
|
||||
using (_selected_algo_definition.begin_update()) {
|
||||
foreach (var (algo, meta) in table.removed)
|
||||
_algo_definitions.Remove(algo.key);
|
||||
foreach (var (algo, meta) in table.changed) {
|
||||
var vm = _algo_definitions[algo.key];
|
||||
vm.load(algo);
|
||||
vm.favorite_index = _get_favorite_algo_index(vm.key);
|
||||
}
|
||||
foreach (var (algo, meta) in table.added) {
|
||||
var vm = AlgoDefinitionVM.create(_model, algo, AlgoEditingPermissions.AllowEditValues);
|
||||
vm.favorite_index = _get_favorite_algo_index(vm.key);
|
||||
_algo_definitions.Add(vm);
|
||||
}
|
||||
}
|
||||
security_md_source.Select(smd => model.factory.default_algos(smd.security)).Table(s => s.key).Subscribe(factory_defs => {
|
||||
using (_selected_algo_definition.begin_update())
|
||||
AlgoCollectionHelper.update_persisted_definitions(_algo_definitions, factory_defs, fd => {
|
||||
var vm = AlgoDefinitionVM.create(_model, fd, init_format: OrderDataHelper.get_algo_format(security.ContractCase), editing_permissions: AlgoEditingPermissions.AllowEditValues);
|
||||
vm.selected_format = OrderDataHelper.get_algo_format(security.ContractCase);
|
||||
return vm;
|
||||
});
|
||||
}),
|
||||
model.algo_model.definitions.Subscribe(_definitions_buffer),
|
||||
_definitions_buffer.OnDispatcher().Subscribe(u => {
|
||||
AlgoCollectionHelper.update_persisted_definitions(_algo_definitions, u, def_data => {
|
||||
var def_vm = AlgoDefinitionVM.create(model, def_data, OrderDataHelper.get_algo_format(security.ContractCase), AlgoEditingPermissions.AllowEditValues);
|
||||
def_vm.selected_format = OrderDataHelper.get_algo_format(security.ContractCase);
|
||||
def_vm.favorite_index = _get_favorite_algo_index(def_vm.key);
|
||||
return def_vm;
|
||||
});
|
||||
}),
|
||||
model.algo_model.metadata_service.subscribe_metadata().OnDispatcher().Subscribe(_on_template_metadata),
|
||||
ObservableAutoWrapper.connect_item_hooks(algo_definitions, vm =>
|
||||
Disposable.Create(vm.connect_data(nullable_security_md_source), vm),
|
||||
Disposable.Create(
|
||||
vm.connect_data(nullable_security_md_source),
|
||||
security_source.Subscribe(s => {
|
||||
var fmt = OrderDataHelper.get_algo_format(s.ContractCase);
|
||||
foreach (var d in algo_definitions)
|
||||
d.selected_format = fmt;
|
||||
}),
|
||||
vm),
|
||||
true)) {
|
||||
() => Disposable.dispose(ref _algo_param_rows_hook)
|
||||
};
|
||||
@@ -314,11 +325,13 @@ namespace mbts.spark {
|
||||
public bool open_algo_popup_on_select { get => _open_algo_popup_on_select; set => Set(ref _open_algo_popup_on_select, value); }
|
||||
// commands
|
||||
public ICommand save_definition_cmd { get; }
|
||||
public ICommand save_template_cmd { get; }
|
||||
public ICommand revert_definition_cmd { get; }
|
||||
public ICommand set_default_algo_params_cmd { get; }
|
||||
public ICommand revert_algo_params_cmd { get; }
|
||||
public ICommand undo_definition_cmd { get; }
|
||||
public ICommand redo_definition_cmd { get; }
|
||||
public ICommand remove_template_cmd { get; }
|
||||
public ICommand toggle_is_favorite_cmd { get; }
|
||||
|
||||
public IObservable<AccountTuple?> observe_account(bool start_immediately = false) =>
|
||||
@@ -383,4 +396,4 @@ namespace mbts.spark {
|
||||
algo_definitions_view.Refresh();
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,16 +1,13 @@
|
||||
<Window
|
||||
x:Class="mbts.ui.spark.OrderTicket"
|
||||
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
|
||||
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
|
||||
xmlns:msys="clr-namespace:bts.api;assembly=spark_api"
|
||||
xmlns:u="clr-namespace:mbts.ui"
|
||||
xmlns:cv="clr-namespace:mbts.ui.converters"
|
||||
xmlns:usp="clr-namespace:mbts.ui.spark"
|
||||
xmlns:sys="clr-namespace:System;assembly=mscorlib"
|
||||
u:WindowStyle.SizeToContent="WidthAndHeight"
|
||||
u:WindowStyle.TitleContent="{Binding bbo, Mode=OneWay}"
|
||||
Style="{StaticResource BTSWindowTitleTemplate}"
|
||||
>
|
||||
<Window x:Class="mbts.ui.spark.OrderTicket"
|
||||
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
|
||||
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
|
||||
xmlns:msys="clr-namespace:bts.api;assembly=spark_api"
|
||||
xmlns:u="clr-namespace:mbts.ui"
|
||||
xmlns:usp="clr-namespace:mbts.ui.spark"
|
||||
xmlns:sys="clr-namespace:System;assembly=mscorlib"
|
||||
u:WindowStyle.SizeToContent="WidthAndHeight"
|
||||
u:WindowStyle.TitleContent="{Binding bbo, Mode=OneWay}"
|
||||
Style="{StaticResource BTSWindowTitleTemplate}">
|
||||
<Window.Resources>
|
||||
<ResourceDictionary>
|
||||
<ResourceDictionary.MergedDictionaries>
|
||||
@@ -126,12 +123,7 @@
|
||||
<TextBlock>
|
||||
<TextBlock.Inlines>
|
||||
<Run Text="{Binding security, Mode=OneWay}" FontWeight="Bold"/>
|
||||
<Run Foreground="{u:BTSColor MarketData.bid}" FontSize="10">
|
||||
<MultiBinding Converter="{x:Static cv:DynamicDoubleDivisorConverter.Instance}" Mode="OneWay" StringFormat="({0})">
|
||||
<Binding Path="bid_size" Mode="OneWay"/>
|
||||
<Binding Path="DataContext.display_quantity_divisor" RelativeSource="{RelativeSource AncestorType=usp:OrderTicket}"/>
|
||||
</MultiBinding>
|
||||
</Run>
|
||||
<Run Foreground="{u:BTSColor MarketData.bid}" FontSize="10" Text="{Binding bid_size, Mode=OneWay, StringFormat='{}({0})'}"/>
|
||||
<Run Foreground="{u:BTSColor MarketData.bid}" FontWeight="Bold">
|
||||
<Run.Text>
|
||||
<MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
|
||||
@@ -148,12 +140,7 @@
|
||||
</MultiBinding>
|
||||
</Run.Text>
|
||||
</Run>
|
||||
<Run Foreground="{u:BTSColor MarketData.ask}" FontSize="10">
|
||||
<MultiBinding Converter="{x:Static cv:DynamicDoubleDivisorConverter.Instance}" Mode="OneWay" StringFormat="({0})">
|
||||
<Binding Path="ask_size" Mode="OneWay"/>
|
||||
<Binding Path="DataContext.display_quantity_divisor" RelativeSource="{RelativeSource AncestorType=usp:OrderTicket}"/>
|
||||
</MultiBinding>
|
||||
</Run>
|
||||
<Run Foreground="{u:BTSColor MarketData.ask}" FontSize="10" Text="{Binding ask_size, Mode=OneWay, StringFormat='{}({0})'}"/>
|
||||
</TextBlock.Inlines>
|
||||
</TextBlock>
|
||||
</DataTemplate>
|
||||
|
||||
@@ -4,7 +4,9 @@ using mbts.ui;
|
||||
using System;
|
||||
using System.Collections.Specialized;
|
||||
using System.Reactive.Linq;
|
||||
using System.Threading.Tasks;
|
||||
using AlgoDef = bts.api.orderman.CustomOrderDefinition;
|
||||
using AlgoDefi = bts.api.orderman.CustomOrderDefinitionImmutable;
|
||||
using CompositeDef = bts.api.orderman.CompositeOrderDefinition;
|
||||
using CompositeDefi = bts.api.orderman.CompositeOrderDefinitionImmutable;
|
||||
|
||||
@@ -19,7 +21,6 @@ namespace mbts.spark {
|
||||
: base(id, display_name, editing_permissions) { }
|
||||
|
||||
public override string abbreviation => _studio_meta?.abbreviation ?? base.abbreviation;
|
||||
public override AlgoDisplayGroup group => AlgoDisplayGroup.Studio;
|
||||
public override OrderMetadata meta {
|
||||
get {
|
||||
var m = new OrderMetadata { KeyBinding = string.Empty, NoProps = false };
|
||||
@@ -65,4 +66,4 @@ namespace mbts.spark {
|
||||
protected override void validate() => base.validate();
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -8,6 +8,7 @@ using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Collections.ObjectModel;
|
||||
using System.ComponentModel;
|
||||
using System.Threading.Tasks;
|
||||
using System.Windows.Input;
|
||||
using AlgoDef = bts.api.orderman.CustomOrderDefinition;
|
||||
using AlgoDefi = bts.api.orderman.CustomOrderDefinitionImmutable;
|
||||
@@ -18,6 +19,7 @@ namespace mbts.spark {
|
||||
static readonly AlgoDefi _empty = new AlgoDefi(new AlgoDef());
|
||||
readonly ObservableAggregateCollection<IAlgoParamVM> _algo_params = new ObservableAggregateCollection<IAlgoParamVM>();
|
||||
readonly VersionContainer<AlgoDefi> _definition;
|
||||
AlgoFormats _format;
|
||||
AlgoEditingPermissions _editing_permissions;
|
||||
SecurityMD? _security_md;
|
||||
OrdersModel _model;
|
||||
@@ -82,8 +84,10 @@ namespace mbts.spark {
|
||||
void IObserver<SecurityMD?>.OnNext(SecurityMD? security_md) {
|
||||
var orig_group = group;
|
||||
_security_md = security_md;
|
||||
if (security_md.HasValue)
|
||||
_format = OrderDataHelper.get_algo_format(security_md.Value.security.ContractCase);
|
||||
var orig_def = definition;
|
||||
var fmt_type = OrderDataHelper.get_default_algo(security_md.HasValue ? security_md.Value.security.ContractCase : bts.api.Security.ContractOneofCase.None);
|
||||
var fmt_type = OrderDataHelper.get_default_algo(_format);
|
||||
switch (fmt_type) {
|
||||
case AlgoType.None: _clear_impl(); break;
|
||||
default:
|
||||
|
||||
@@ -2,6 +2,7 @@ using bts.api;
|
||||
using bts.api.orderman;
|
||||
using bts.utils;
|
||||
using Google.Protobuf.Reflection;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.ComponentModel.Composition;
|
||||
@@ -14,44 +15,16 @@ namespace mbts.spark {
|
||||
static readonly IReadOnlyDictionary<DynamicOrderParam.ValueOneofCase, (FieldDescriptor field_descriptor, Type field_type)> _descriptor_case_index =
|
||||
ProtoHelper.get_oneof_descriptor_index<DynamicOrderParam, DynamicOrderParam.ValueOneofCase>(nameof(DynamicOrderParam.ValueCase));
|
||||
|
||||
readonly Dictionary<string, DynamicOrderDescriptor> _dyn_types = new Dictionary<string, DynamicOrderDescriptor>(StringComparer.CurrentCultureIgnoreCase);
|
||||
readonly RegisteredDynamicOrderTypes _dynamic_types;
|
||||
|
||||
[ImportingConstructor]
|
||||
DynamicOrderHelper(OrderService order_service) {
|
||||
foreach (var dt in order_service.get_registered_dynamic_order_types(new VoidMessage()).DynamicOrderDesc)
|
||||
_dyn_types[dt.DynamicOrderType] = dt;
|
||||
}
|
||||
DynamicOrderHelper(OrderService order_service) =>
|
||||
_dynamic_types = order_service.get_registered_dynamic_order_types(new VoidMessage());
|
||||
|
||||
public IEnumerable<string> dynamic_types => _dyn_types.Keys;
|
||||
|
||||
public static string fmt_param(DynamicOrderParam dyn_param) {
|
||||
if (dyn_param == null)
|
||||
return null;
|
||||
switch (dyn_param.ValueCase) {
|
||||
case DynamicOrderParam.ValueOneofCase.AsArray:
|
||||
return string.Join(", ", dyn_param.AsArray.Element.Select(fmt_param));
|
||||
case DynamicOrderParam.ValueOneofCase.AsBool:
|
||||
return dyn_param.AsBool.ToString();
|
||||
case DynamicOrderParam.ValueOneofCase.AsDouble:
|
||||
return dyn_param.AsDouble.ToString();
|
||||
case DynamicOrderParam.ValueOneofCase.AsEnumerated:
|
||||
return dyn_param.AsEnumerated.EnumValue;
|
||||
case DynamicOrderParam.ValueOneofCase.AsInt32:
|
||||
return dyn_param.AsInt32.ToString();
|
||||
case DynamicOrderParam.ValueOneofCase.AsQuantity:
|
||||
return dyn_param.AsQuantity.ToString();
|
||||
case DynamicOrderParam.ValueOneofCase.AsString:
|
||||
return dyn_param.AsString;
|
||||
default:
|
||||
// implement additional cases as needed
|
||||
// (as of 4/17/20, this method is only used to format
|
||||
// dynamic orders' CustomState params in the orderbook)
|
||||
return $"({dyn_param.ValueCase})";
|
||||
}
|
||||
}
|
||||
public IEnumerable<string> dynamic_types => _dynamic_types.DynamicOrderDesc.Select(d => d.DynamicOrderType);
|
||||
|
||||
public void add_dynamic_order_defs(List<CustomOrderDefinitionImmutable> defs, Func<CustomOrderDefinition.CustomOneofCase, CustomOrderDefinition> factory) {
|
||||
foreach (var d in _dyn_types.Values) {
|
||||
foreach (var d in _dynamic_types.DynamicOrderDesc) {
|
||||
var dorder = factory(CustomOrderDefinition.CustomOneofCase.Dynamic);
|
||||
dorder.Dynamic.DynamicOrderType = d.DynamicOrderType;
|
||||
var ddef = dorder.Dynamic;
|
||||
@@ -61,20 +34,8 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
|
||||
public bool try_parse(string str, out string dynamic_type) {
|
||||
if (_dyn_types.TryGetValue(str, out var desc)) {
|
||||
dynamic_type = desc.DynamicOrderType;
|
||||
return true;
|
||||
}
|
||||
dynamic_type = null;
|
||||
return false;
|
||||
}
|
||||
|
||||
internal DynamicOrderDescriptor get_descriptor(string dynamic_type) =>
|
||||
_dyn_types.TryGetValue(dynamic_type, out var desc) ? desc : new DynamicOrderDescriptor();
|
||||
|
||||
internal CustomOrderDefinitionImmutable create_custom_defi(string dynamic_type) =>
|
||||
new CustomOrderDefinitionImmutable(new CustomOrderDefinition { Dynamic = create_def(dynamic_type) });
|
||||
_dynamic_types.DynamicOrderDesc.FirstOrDefault(d => d.DynamicOrderType == dynamic_type) ?? new DynamicOrderDescriptor();
|
||||
|
||||
internal DynamicOrderDefinition create_def(string dynamic_type) {
|
||||
var desc = get_descriptor(dynamic_type);
|
||||
|
||||
@@ -33,7 +33,7 @@ namespace mbts.spark
|
||||
{
|
||||
return;
|
||||
}
|
||||
var ev = fd.EnumType.Values.FirstOrDefault(x => x.Name == value)?.Number;
|
||||
var ev = fd.EnumType.Values.First(x => x.Name == value)?.Number;
|
||||
if(ev.HasValue)
|
||||
fd.Accessor.SetValue(message, ev.Value);
|
||||
}
|
||||
|
||||
@@ -2,6 +2,7 @@
|
||||
using bts.api;
|
||||
using bts.api.orderman;
|
||||
using bts.collections;
|
||||
using bts.spark;
|
||||
using Google.Protobuf;
|
||||
using Google.Protobuf.Reflection;
|
||||
using mbts.collections;
|
||||
@@ -14,19 +15,21 @@ using System.Collections.ObjectModel;
|
||||
using System.ComponentModel;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Reflection;
|
||||
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) {
|
||||
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(),
|
||||
BindingFlags.Instance | BindingFlags.Public);
|
||||
System.Reflection.BindingFlags.Instance | System.Reflection.BindingFlags.Public);
|
||||
var rt = prop.PropertyType;
|
||||
|
||||
var propi = typeof(CustomOrderDefinitionImmutable).GetProperty(algo_type.ToString(),
|
||||
BindingFlags.Instance | BindingFlags.Public);
|
||||
System.Reflection.BindingFlags.Instance | System.Reflection.BindingFlags.Public);
|
||||
var rti = propi.PropertyType;
|
||||
|
||||
var vmt = typeof(GenericOrderVM<,>);
|
||||
@@ -35,33 +38,38 @@ namespace mbts.spark {
|
||||
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) {
|
||||
static public void setup_generic_custom_order(CustomOrderDefinition custom, CustomOrderDefinition.CustomOneofCase type)
|
||||
{
|
||||
var prop = typeof(CustomOrderDefinition).GetProperty(type.ToString(),
|
||||
BindingFlags.Instance | BindingFlags.Public);
|
||||
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)
|
||||
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 {
|
||||
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) {
|
||||
: 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 => {
|
||||
ObservableAutoWrapper.connect_item_hooks(_parameters, p =>
|
||||
{
|
||||
p.PropertyChanged += on_param_prop_changed;
|
||||
return Disposable.Create(() => {
|
||||
return Disposable.Create(() =>
|
||||
{
|
||||
p.PropertyChanged -= on_param_prop_changed;
|
||||
remove_property(p.descriptor.Name);
|
||||
p.Dispose();
|
||||
@@ -72,74 +80,84 @@ namespace mbts.spark {
|
||||
}
|
||||
|
||||
public string algo_type => _algo_type.ToString();
|
||||
public override string abbreviation =>
|
||||
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() =>
|
||||
protected override void on_model_internal()
|
||||
{
|
||||
_sync_generic_params();
|
||||
}
|
||||
|
||||
void _sync_generic_params() {
|
||||
if (model != null) {
|
||||
MessageDescriptor desc = new TMutable().Descriptor;
|
||||
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) =>
|
||||
(desc.FieldType != FieldType.Message ||
|
||||
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) =>
|
||||
desc.FieldType == FieldType.Message &&
|
||||
desc.MessageType.FullName == typeof(bts.spark.QuantityMeasure).FullName;
|
||||
|
||||
protected override IEnumerable<ChildAlgoData> get_selector_data() =>
|
||||
OrderDataHelper.get_child_algo_data(_algo_type);
|
||||
|
||||
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);
|
||||
} else if (descriptor.FieldType == FieldType.Enum) {
|
||||
return EnumParamFactory.create(this, descriptor);
|
||||
} 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) {
|
||||
//
|
||||
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_data()
|
||||
{
|
||||
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);
|
||||
}
|
||||
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(pvm, get_from_param, assign_to_param, default_value);
|
||||
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(
|
||||
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),
|
||||
@@ -148,37 +166,7 @@ namespace mbts.spark {
|
||||
pvm.subscribe_value(),
|
||||
default_value);
|
||||
return pvm;
|
||||
}
|
||||
|
||||
static class EnumParamFactory {
|
||||
[ThreadStatic]
|
||||
static Dictionary<Type, IFactory> _factories_backing;
|
||||
static Dictionary<Type, IFactory> _factories =>
|
||||
_factories_backing ?? (_factories_backing = new Dictionary<Type, IFactory>());
|
||||
|
||||
public static GenericOrderParamVM<TMutable> create(GenericOrderVM<TMutable, TImmutable> owner, FieldDescriptor descriptor) {
|
||||
if (descriptor.FieldType != FieldType.Enum)
|
||||
throw ExceptionBuilder.Argument.unexpected_case(descriptor.FieldType, $"{nameof(descriptor)}.{nameof(FieldDescriptor.FieldType)}");
|
||||
if (!_factories.TryGetValue(descriptor.EnumType.ClrType, out var f)) {
|
||||
// Impl<T> is a nested type, so parent class's generic type args must be included.
|
||||
_factories[descriptor.EnumType.ClrType] = f = (IFactory)Activator.CreateInstance(typeof(Impl<>)
|
||||
.MakeGenericType(typeof(TMutable), typeof(TImmutable), descriptor.EnumType.ClrType));
|
||||
}
|
||||
return f.create(owner, descriptor);
|
||||
}
|
||||
|
||||
interface IFactory {
|
||||
GenericOrderParamVM<TMutable> create(GenericOrderVM<TMutable, TImmutable> owner, FieldDescriptor descriptor);
|
||||
}
|
||||
|
||||
class Impl<T> : IFactory where T : struct {
|
||||
static readonly Func<T, T?> _convert = v => v;
|
||||
static readonly Func<T?, T> _convert_back = v => v ?? default;
|
||||
|
||||
public GenericOrderParamVM<TMutable> create(GenericOrderVM<TMutable, TImmutable> owner, FieldDescriptor descriptor) =>
|
||||
owner.mk(descriptor, _convert, _convert_back, default);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -70,7 +70,6 @@ namespace mbts.spark {
|
||||
string id { get; }
|
||||
string display_name { get; }
|
||||
object value { get; set; }
|
||||
object display_value { get; set; }
|
||||
bool is_enabled { get; set; }
|
||||
bool is_dirty { get; }
|
||||
bool has_value { get; }
|
||||
@@ -82,7 +81,6 @@ namespace mbts.spark {
|
||||
interface IAlgoParamVM<T> : IAlgoParamVM {
|
||||
event PropertyChange<T> value_changed;
|
||||
new T value { get; set; }
|
||||
new T display_value { get; set; }
|
||||
}
|
||||
|
||||
interface IAlgoSelector : IAlgoParamVM<IAlgoVM>, IObserver<(IReadOnlyDictionary<AlgoKey, AlgoData> algo_data, AlgoKey? default_algo)> {
|
||||
@@ -122,6 +120,12 @@ namespace mbts.spark {
|
||||
public static Color safe_get_badge_color(this IAlgoVM vm) =>
|
||||
vm == null ? default : vm.meta.Color.rgb_color();
|
||||
|
||||
public static IDisposable load_algo_data_recursive(this IAlgoSelector selector, IReadOnlyDictionary<AlgoKey, AlgoData> algo_data, AlgoKey? default_algo) {
|
||||
selector.load_algo_data(algo_data, default_algo);
|
||||
return ObservableAutoWrapper.connect_item_hooks(selector.algos, vm =>
|
||||
ObservableAutoWrapper.connect_item_hooks(vm.child_algo_selectors, s => load_algo_data_recursive(s, algo_data, default_algo)));
|
||||
}
|
||||
|
||||
public static IEnumerable<IAlgoParamVM> enumerate_all_params(this IAlgoVM vm) =>
|
||||
vm == null ? Enumerable.Empty<IAlgoParamVM>() : vm.algo_params.Concat(vm.child_algo_selectors.SelectMany(s => enumerate_all_params(s.selected_algo)));
|
||||
|
||||
|
||||
@@ -1,82 +1,16 @@
|
||||
using bts.api.orderman;
|
||||
using mbts.ui;
|
||||
using System;
|
||||
using System.Reactive;
|
||||
using System.Reactive.Linq;
|
||||
|
||||
namespace mbts.spark {
|
||||
static partial class OrderTypeVMFactory {
|
||||
class IcebergOrderVM : OrderTypeVMBase<IcebergOrderDefinition, IcebergOrderDefinitionImmutable> {
|
||||
readonly Property<double> _show_quantity;
|
||||
readonly DisplayQuantityMultiplier<double> _display_qty_translator = DisplayQuantityMultiplier.create_double();
|
||||
new IDisposable _dispose;
|
||||
|
||||
public IcebergOrderVM(AlgoKey key, string display_name, AlgoEditingPermissions editing_permissions)
|
||||
: base(key, display_name, editing_permissions) {
|
||||
_show_quantity = add_property(
|
||||
"show_quantity",
|
||||
IcebergOrderDefinition.ShowQuantityFieldNumber,
|
||||
double.NaN,
|
||||
double.NaN,
|
||||
to_display_value: v => _qty_conversion.to_display(v),
|
||||
from_display_value: v => _qty_conversion.from_display(v),
|
||||
refresh_display_value:
|
||||
Observable.Create<Unit>(o => {
|
||||
_request_refresh_display += refresh;
|
||||
return Disposable.Create(() => _request_refresh_display -= refresh);
|
||||
void refresh() =>
|
||||
o.OnNext(Unit.Default);
|
||||
}));
|
||||
_show_quantity.Changed += on_show_quantity_changed;
|
||||
_dispose = Disposable.Create(
|
||||
_display_qty_translator.connect_owner(this, nameof(display_show_quantity)),
|
||||
_display_qty_translator.subscribe_actual_value().Subscribe(v => _show_quantity.Value = v),
|
||||
Disposable.Create(() => _show_quantity.Changed -= on_show_quantity_changed));
|
||||
|
||||
void on_show_quantity_changed(double oldval, double newval) =>
|
||||
_display_qty_translator.actual_value = newval;
|
||||
_show_quantity = add_property(nameof(show_quantity), IcebergOrderDefinition.ShowQuantityFieldNumber, double.NaN, double.NaN);
|
||||
}
|
||||
|
||||
event Action _request_refresh_display;
|
||||
|
||||
public double display_show_quantity {
|
||||
get => _display_qty_translator.display_value;
|
||||
set => _display_qty_translator.display_value = value;
|
||||
}
|
||||
|
||||
QuantityConversionData _qty_conversion {
|
||||
get => _display_qty_translator.conversion_data;
|
||||
set {
|
||||
if (_display_qty_translator.conversion_data != value) {
|
||||
_display_qty_translator.conversion_data = value;
|
||||
_request_refresh_display?.Invoke();
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
protected override void on_model_internal() =>
|
||||
_refresh_display();
|
||||
|
||||
protected override void on_security_internal() =>
|
||||
_refresh_display();
|
||||
|
||||
void _refresh_display() {
|
||||
if (model == null) {
|
||||
_qty_conversion = default;
|
||||
} else {
|
||||
var divisor = model.security_auxiliary_model.get_display_quantity_divisor(security);
|
||||
if (divisor == 1 || divisor == 0) {
|
||||
_qty_conversion = default;
|
||||
} else {
|
||||
_qty_conversion = new QuantityConversionData(divisor, QuantityConversionData.OpType.DivideActual);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
protected override void Dispose(bool disposing) {
|
||||
Disposable.dispose(ref _dispose);
|
||||
base.Dispose(disposing);
|
||||
}
|
||||
public double show_quantity { get => _show_quantity.Value; set => _show_quantity.set(value); }
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -18,7 +18,6 @@ using System.Collections.Specialized;
|
||||
using System.ComponentModel;
|
||||
using System.Dynamic;
|
||||
using System.Linq;
|
||||
using System.Reactive;
|
||||
using System.Reactive.Disposables;
|
||||
using System.Reactive.Linq;
|
||||
using System.Runtime.CompilerServices;
|
||||
@@ -62,9 +61,7 @@ namespace mbts.spark {
|
||||
public static IAlgoVM composite(AlgoKey key, string display_name, AlgoEditingPermissions editing_permissions) => new CompositeAlgoVM(key, display_name, editing_permissions);
|
||||
|
||||
public static IAlgoVM create(AlgoData def_data, AlgoEditingPermissions editing_permissions = default_editing_permissions, bool is_expanded = false) {
|
||||
var vm = def_data.key.is_persisted ?
|
||||
new CompositeAlgoVM(def_data.key, def_data.name, editing_permissions) :
|
||||
create(def_data.key, def_data.name, def_data.value.CustomCase, editing_permissions, is_expanded);
|
||||
var vm = create(def_data.key, def_data.name, def_data.value.CustomCase, editing_permissions, is_expanded);
|
||||
vm.load_from(def_data.value);
|
||||
return vm;
|
||||
}
|
||||
@@ -82,7 +79,7 @@ namespace mbts.spark {
|
||||
case AlgoType.Join: vm = join(key, name, editing_permissions); break;
|
||||
case AlgoType.Top: vm = top(key, name, editing_permissions); break;
|
||||
case AlgoType.Cover: vm = cover(key, name, editing_permissions); break;
|
||||
case AlgoType.Oco: return oco(key, name, editing_permissions);
|
||||
case AlgoType.Oco : return oco(key, name, editing_permissions);
|
||||
case AlgoType.Pricer: return pricer(key, name, editing_permissions);
|
||||
case AlgoType.Offset: vm = offset(key, name, editing_permissions); break;
|
||||
case AlgoType.Trigger: vm = trigger(key, name, editing_permissions); break;
|
||||
@@ -90,10 +87,13 @@ 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.Splitter: vm = splitter(key,name,editing_permissions); break;
|
||||
case AlgoType.Composite: vm = composite(key, name, editing_permissions); break;
|
||||
case AlgoType.None: vm = new DefaultAlgoVM(); break;
|
||||
default: vm = generic(key, name, algo_type, editing_permissions); break;
|
||||
//default:
|
||||
// Log.Ui.debug_fatal($"Failed to create {typeof(IAlgoVM)}: unknown algo type '{algo_type}.'");
|
||||
// return new DefaultAlgoVM();
|
||||
}
|
||||
vm.is_expanded = is_expanded && vm.can_expand;
|
||||
return vm;
|
||||
@@ -269,7 +269,12 @@ namespace mbts.spark {
|
||||
|
||||
void selector_load_impl(AlgoSelectorData sd) {
|
||||
var inner_def = sd.get_order(value);
|
||||
if (inner_def.HasValue && inner_def.Value.CustomCase != AlgoType.None) {
|
||||
if (inner_def.HasValue) {
|
||||
if (security.HasValue) {
|
||||
inner_def = OrderDataHelper.fit_to_type(inner_def.Value, security.Value.ContractCase);
|
||||
if (!inner_def.HasValue)
|
||||
return;
|
||||
}
|
||||
var ival = inner_def.Value;
|
||||
var vm = sd.selector.algos.GetOrAdd(
|
||||
AlgoKey.from_custom_def(ival),
|
||||
@@ -312,12 +317,18 @@ namespace mbts.spark {
|
||||
}
|
||||
AlgoKey key;
|
||||
if (security.HasValue) {
|
||||
init = OrderDataHelper.fit_to_type(init.Value, security.Value.ContractCase);
|
||||
if (!init.HasValue)
|
||||
return;
|
||||
key = AlgoKey.from_custom_def(init.Value);
|
||||
child_list.Add(init.Value);
|
||||
for (int i = 1; i < algos.Count; i++) {
|
||||
var child = sd.get_from_impl(algos[i]);
|
||||
if (!child.HasValue || key != AlgoKey.from_custom_def(child.Value))
|
||||
return;
|
||||
child = OrderDataHelper.fit_to_type(child.Value, security.Value.ContractCase);
|
||||
if (!child.HasValue)
|
||||
return;
|
||||
child_list.Add(child.Value);
|
||||
}
|
||||
} else {
|
||||
@@ -361,6 +372,7 @@ namespace mbts.spark {
|
||||
}),
|
||||
c.assign_child);
|
||||
}
|
||||
_populate_selectors();
|
||||
}
|
||||
// local methods
|
||||
IDisposable reset() {
|
||||
@@ -403,19 +415,9 @@ namespace mbts.spark {
|
||||
#endregion
|
||||
|
||||
#region Auto-Properties (non-child-algo params)
|
||||
protected Property<T> add_property<T>(
|
||||
string prop_name,
|
||||
int target_field_number,
|
||||
T init_value = default,
|
||||
T non_uniform_value = default,
|
||||
bool validate_on_changed = false,
|
||||
AlgoParamPermissions permissions = AlgoParamPermissions.ReadWrite,
|
||||
Func<T, T> to_display_value = null,
|
||||
Func<T, T> from_display_value = null,
|
||||
IObservable<Unit> refresh_display_value = null) {
|
||||
//
|
||||
protected Property<T> add_property<T>(string prop_name, int target_field_number, T init_value = default, T non_uniform_value = default, bool validate_on_changed = false, AlgoParamPermissions permissions = AlgoParamPermissions.ReadWrite) {
|
||||
var prop = backing(prop_name, init_value);
|
||||
_on_property_added(prop_name, target_field_number, prop, prop.set, non_uniform_value, validate_on_changed, permissions, to_display_value, from_display_value, refresh_display_value);
|
||||
_on_property_added(prop_name, target_field_number, prop, prop.set, non_uniform_value, validate_on_changed, permissions);
|
||||
return prop;
|
||||
}
|
||||
|
||||
@@ -590,25 +592,17 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
|
||||
void _on_property_added<T>(string prop_name, int target_field_number, IProperty<T> prop, Action<T> assign_to_prop, T non_uniform_value, bool validate_on_changed, AlgoParamPermissions permissions, Func<T, T> to_display_value = null, Func<T, T> from_display_value = null, IObservable<Unit> refresh_display_value = null) {
|
||||
void _on_property_added<T>(string prop_name, int target_field_number, IProperty<T> prop, Action<T> assign_to_prop, T non_uniform_value, bool validate_on_changed, AlgoParamPermissions permissions) {
|
||||
var field_desc = new TMutable().Descriptor.FindFieldByNumber(target_field_number);
|
||||
var param = new AlgoParamVM<T>(prop_name, DisplayNameHelper.snake_to_title_case(prop_name), prop.Value, EqualityComparer<T>.Default, null, to_display_value, from_display_value) {
|
||||
permissions = permissions
|
||||
};
|
||||
var param = new AlgoParamVM<T>(prop_name, DisplayNameHelper.snake_to_title_case(prop_name), prop.Value) { permissions = permissions };
|
||||
_algo_params.Add(param);
|
||||
var prop_hook = _link_props(param, prop, assign_to_prop, non_uniform_value, validate_on_changed);
|
||||
if (refresh_display_value != null) {
|
||||
prop_hook = Disposable.Create(
|
||||
refresh_display_value.Subscribe(_ => param.refresh_display_value()),
|
||||
prop_hook);
|
||||
}
|
||||
_auto_props.Add(new AutoProp(prop_name, mval => {
|
||||
if (mval != null && param.has_value)
|
||||
field_desc.Accessor.SetValue(mval, prop.Value);
|
||||
},
|
||||
mval => assign_to_prop_and_commit(mval == null ? default : ConvertUtils.try_convert<T>(field_desc.Accessor.GetValue(mval))),
|
||||
mvals => assign_to_prop_and_commit(mvals.Select(v => ConvertUtils.try_convert<T>(field_desc.Accessor.GetValue(v))).Distinct().SafeSingleOrDefault(non_uniform_value)),
|
||||
prop_hook));
|
||||
_link_props(param, prop, assign_to_prop, non_uniform_value, validate_on_changed)));
|
||||
void assign_to_prop_and_commit(T value) {
|
||||
assign_to_prop(value);
|
||||
param.mark_committed();
|
||||
@@ -820,6 +814,8 @@ namespace mbts.spark {
|
||||
return Disposable.Create(() => {
|
||||
if (security != old_sec) {
|
||||
on_security_internal();
|
||||
if (_editing_permissions.HasFlag(AlgoEditingPermissions.AllowEditStructure))
|
||||
_populate_selectors();
|
||||
_security_changed?.Invoke(security);
|
||||
}
|
||||
if (security_md != old_sec_md)
|
||||
@@ -827,6 +823,21 @@ namespace mbts.spark {
|
||||
});
|
||||
}
|
||||
|
||||
IDisposable _selector_data_hooks;
|
||||
void _populate_selectors() {
|
||||
if (model != null && security.HasValue) {
|
||||
var algo_data = model.factory.default_algos(security.Value);
|
||||
var default_algo = AlgoKey.from_known_type(OrderDataHelper.get_default_algo(OrderDataHelper.get_algo_format(security.Value.ContractCase)));
|
||||
foreach (var sd in _child_algo_selectors)
|
||||
sd.load_algo_data_recursive(algo_data, default_algo);
|
||||
Disposable.dispose(ref _selector_data_hooks);
|
||||
_selector_data_hooks = ObservableAutoWrapper.connect_item_hooks(child_algo_selectors, s => {
|
||||
s.load_algo_data_recursive(algo_data, default_algo);
|
||||
return Disposable.empty;
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
class AutoProp : IDisposable {
|
||||
public readonly string name;
|
||||
public readonly Action<TMutable> assign, load;
|
||||
@@ -913,7 +924,6 @@ namespace mbts.spark {
|
||||
AlgoParamPermissions _permissions = AlgoParamPermissions.ReadWrite;
|
||||
IReadOnlyDictionary<AlgoKey, AlgoData> _pending_data;
|
||||
AlgoKey? _pending_default;
|
||||
IDisposable _loaded_data_hook;
|
||||
|
||||
public AlgoSelector(string id, string display_name) {
|
||||
this.id = id;
|
||||
@@ -975,10 +985,8 @@ namespace mbts.spark {
|
||||
|
||||
#region IAlgoParamVM
|
||||
IAlgoVM IAlgoParamVM<IAlgoVM>.value { get => selected_algo; set => selected_algo = value; }
|
||||
IAlgoVM IAlgoParamVM<IAlgoVM>.display_value { get => selected_algo; set => selected_algo = value; }
|
||||
event PropertyChange<IAlgoVM> IAlgoParamVM<IAlgoVM>.value_changed { add => selected_algo_changed += value; remove => selected_algo_changed -= value; }
|
||||
object IAlgoParamVM.value { get => selected_algo; set => selected_algo = (IAlgoVM)value; }
|
||||
object IAlgoParamVM.display_value { get => selected_algo; set => selected_algo = (IAlgoVM)value; }
|
||||
bool IAlgoParamVM.has_value => _algo != null;
|
||||
// changing child algos is not allowed, so an algo selector is never dirty
|
||||
bool IAlgoParamVM.is_dirty => false;
|
||||
@@ -1010,11 +1018,8 @@ namespace mbts.spark {
|
||||
|
||||
void _sync_formats() {
|
||||
if (initialized && _pending_data != null) {
|
||||
Disposable.dispose(ref _loaded_data_hook);
|
||||
var data = _pending_data;
|
||||
algos.SyncWithDictionary(data, d => create(d, is_expanded: true));
|
||||
_loaded_data_hook = ObservableAutoWrapper.connect_item_hooks(algos, vm =>
|
||||
ObservableAutoWrapper.connect_item_actions(vm.child_algo_selectors, s => s.load_algo_data(data, null)));
|
||||
var fmt_algos = _pending_data;
|
||||
algos.SyncWithDictionary(fmt_algos, d => create(d, is_expanded: true));
|
||||
if (_algo == null || !algos.ContainsKey(_algo.id)) {
|
||||
if (_pending_default.HasValue && algos.TryGetValue(_pending_default.Value, out IAlgoVM match))
|
||||
selected_algo = match;
|
||||
|
||||
@@ -138,7 +138,7 @@ namespace mbts.spark {
|
||||
new DialogSkirtItem("Save Strategy", commit);
|
||||
|
||||
void _ensure_init() {
|
||||
if (_vm == null && _model != null && _template.HasValue && _template.Value.HasSecurity && _template.Value.HasExecutionStrategy) {
|
||||
if (_vm == null && _model != null && _template.HasValue && _template.Value.HasSecurity) {
|
||||
Log.isnull(_save_strategy_item);
|
||||
Log.isnull(_vm_strategy_sub);
|
||||
var tmp = _template.Value;
|
||||
|
||||
@@ -63,11 +63,6 @@ namespace mbts.spark {
|
||||
public static string last_msg(this OrderRecordImmutable order) =>
|
||||
order.HasState ? order.State.LastMsg : string.Empty;
|
||||
|
||||
public static IReadOnlyDictionary<string, DynamicOrderParam> dynamic_custom_state(this OrderRecordImmutable order) =>
|
||||
order.HasState && order.State.HasDynamic ?
|
||||
(order.State.Dynamic.CustomState ?? DictionaryHelper.empty<string, DynamicOrderParam>()) :
|
||||
DictionaryHelper.empty<string, DynamicOrderParam>();
|
||||
|
||||
public static DateTime created(this OrderRecordImmutable order) =>
|
||||
order.HasState && order.State.HasCreated ? order.State.Created.ToDateTime().ToLocalTime() : DateTime.MinValue;
|
||||
|
||||
@@ -240,8 +235,8 @@ namespace mbts.spark {
|
||||
public static string price_quantity_description(double price, uint quantity, ContractSpecificationImmutable spec) =>
|
||||
new StringBuilderEx(quantity.ToString(), " @ ", spec.format(price) ?? price.ToString("#0.00##")).ToString();
|
||||
|
||||
public static string filled_status_description(this OrderRecordImmutable order, ContractSpecificationImmutable spec, uint display_qty_divisor = 1) {
|
||||
var sb = new StringBuilderEx("filled ", order.filled().safe_divide(display_qty_divisor).ToString());
|
||||
public static string filled_status_description(this OrderRecordImmutable order, ContractSpecificationImmutable spec) {
|
||||
var sb = new StringBuilderEx("filled ", order.filled().ToString());
|
||||
if (order.filled() > 0)
|
||||
sb.Add(" @ ", spec.format(order.avg_price()));
|
||||
sb.Add(", ", camel_to_title_case(order.status().ToString(), TextCapitalizationFormat.NoCaps));
|
||||
|
||||
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