Compare commits
| Author | SHA1 | Date | |
|---|---|---|---|
 Michael Harding
|
3d5b72001a |
No files matched your search
@@ -34,7 +34,3 @@ trace_data/
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/doc/user/public/*
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.ionide/*
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/.ignore
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*.rej
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/build
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.clangd/
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*CMakeDeps.cmake
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Vendored
+1
-29
@@ -1,41 +1,13 @@
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{
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"version": "0.2.0",
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"configurations": [
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{
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"name": "Spark Local",
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"type": "cppdbg",
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"request": "launch",
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"program": "${workspaceRoot}/build/ninja_debug/server/sparkd",
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"args": [
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"run",
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"test",
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"-a",
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"OutrightVanillaOrder"
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],
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"stopAtEntry": false,
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"cwd": "${workspaceRoot}/build/ninja_debug/server/",
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"environment": [
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{ "name": "TZ", "value": "America/Chicago" }
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],
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"externalConsole": false,
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"MIMode": "gdb",
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"setupCommands": [
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{
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"description": "Enable pretty-printing for gdb",
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"text": "-enable-pretty-printing",
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"ignoreFailures": true
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}
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]
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},
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{
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"name": "SparkVM Launch",
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"type": "cppdbg",
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"request": "launch",
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"program": "/home/bts/spark/build/ninja_debug/server/sparkd",
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"args": [
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"test",
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"-a",
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"[ilink3]"
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"run"
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],
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"stopAtEntry": false,
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"cwd": "/home/bts/spark/build/ninja_debug/server/",
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+1
-2
@@ -41,7 +41,6 @@ else ()
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-Wno-missing-braces -Wno-ignored-qualifiers \
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--std=c++17 -fdiagnostics-color")
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set (CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} -fno-omit-frame-pointer -DNDEBUG -O3")
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set (CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} -DDEBUG")
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set (CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} -Wno-undef")
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add_subdirectory(src/server/sparkd)
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add_subdirectory(src/lib)
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@@ -56,7 +55,7 @@ else ()
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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
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COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/lib/libspark.so ${CMAKE_BINARY_DIR}/server
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COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0 ${CMAKE_BINARY_DIR}/server
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COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.13.0.0 ${CMAKE_BINARY_DIR}/server
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COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libACE-5.7.5.so ${CMAKE_BINARY_DIR}/server
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COMMAND mkdir ARGS -p ${CMAKE_BINARY_DIR}/server/plugins
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COMMENT "Creating server runtime layout"
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@@ -5,7 +5,7 @@ weight = 10
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# C#/.NET
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We target [.NET Standard 2.0](https://docs.microsoft.com/en-us/dotnet/standard/net-standard) so you can use .NET Framework 4.6.1+ or .NET Core 2.0+. Simply add a reference to the [Spark Nuget package](https://www.nuget.org/packages/spark_sdk/) to get started.
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We target [.NET Standard 2.0](https://docs.microsoft.com/en-us/dotnet/standard/net-standard) so you can use .NET Framework 4.6.1+ or .NET Core 2.0+. Simply add a reference to the [Spark Nuget package](https://nuget.org) to get started.
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```
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dotnet new console -lang c#
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@@ -124,17 +124,4 @@ service OrderService {
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```
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### C++ Example
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```cpp
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#include "lib/api/public/ServiceContext.h"
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#include "lib/api/services/OrderService.client.pb.h"
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using namespace bts::api;
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ServiceContext ctx;
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auto orders = ctx.locate<orderman::OrderService>();
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auto unsub = orders.subscribe_fills().subscribe([](const auto& update) {
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std::cout
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<< "Added " << update.added().size() << " items, "
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<< "Removed " << update.removed().size() << " items, "
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<< "Updated " << update.updated().size() << " items, "
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<< "Total items " << update.all().size() << std::endl;
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});
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std::this_thread::sleep_for(std::chrono::minutes(5));
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```
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@@ -1,51 +1,3 @@
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+++
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title = "Market Data"
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+++
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Use the MarketDataService to subscribe enumerate all available securities.
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```cs
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using System;
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using System.Threading;
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using bts.api;
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using bts.api.core;
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namespace sample {
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class Program {
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static void Main(string[] args) {
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using var context = new ServiceContext();
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var md = context.locate<MarketDataService>();
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using var sub = md.subscribe_securities().Subscribe(update => {
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foreach (var security in update.added) {
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Console.WriteLine($"Added security {security.Id}: {security.Symbol}");
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}
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});
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Thread.Sleep(TimeSpan.FromMinutes(5));
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}
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}
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}
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```
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```cpp
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#include "lib/api/public/ServiceContext.h"
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#include "spark/lib/domain_model/Security.h"
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#include "lib/api/services/MarketDataService.client.pb.h"
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#include <thread>
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using namespace bts::api;
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int main(int argc, char** argv) {
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ServiceContext ctx;
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auto md_service = ctx.locate<bts::api::MarketDataService>();
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auto sub = md_service.subscribe_securities().subscribe([](const auto& update) {
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for (const auto& s : update.added()) {
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std::cout << "Added security: " << s->id() << ": " << s->symbol() << std::endl;
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}
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});
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std::this_thread::sleep_for(std::chrono::minutes(5));
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return 0;
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}
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```
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+++
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@@ -68,21 +68,12 @@ To update your Spark SDK simply download an unzip a new [spark_sdk.zip](https://
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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.
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### Re-build the Dev Container
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If you are using Visual Studio Code you also need to rebuild the dev-container so it picks up the new image.
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#### Inside VSCode
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To re-build from inside Visual Studio Code. Click the 'Remote Explorer' icon on the left hand side.
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You should see your spark_sdk project listed under the Containers section. Right click on it and select **rebuild-container**.
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#### Command Line
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To re-build from the command line run `docker ps -a` and find the row with the spark_sdk image.
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<!--
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Then stop, remove and restart spark_sdk.
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```
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CONTAINER ID IMAGE COMMAND CREATED STATUS PORTS NAMES
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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
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```
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Then run `docker rm 54d96cfa3888` (use your container id instead of 54d96cfa3888) or `docker rm quizzical_lichterman` (use your container name).
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c:\bts> docker stop spark_sdk
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c:\bts> docker rm spark_sdk
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c:\bts> docker run -d -v %cd%:/sdk --name spark_sdk bluetradingsytems/spark_sdk
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``` -->
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@@ -73,7 +73,7 @@
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<p>
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The Spark client SDK allows you to integrate spark with your existing ecosystem. The Spark Client is built entirely on this simple, powerful API.
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</p>
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<a href="{{ get_url(path="@/client/_index.md") }}" class="button">Get started</a>
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<a href="" class="button">Get started</a>
|
||||
</div>
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||||
|
||||
</div>
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@@ -1 +1 @@
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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 /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...68f43cef8d.
+1
-1
Submodule externals updated: 2ea5e355a6...6d8f64ca5c.
@@ -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)
|
||||
{
|
||||
|
||||
@@ -3,13 +3,11 @@ using bts.api.core;
|
||||
using bts.api.orderman;
|
||||
using bts.spark;
|
||||
using mbts;
|
||||
using mbts.config;
|
||||
using mbts.spark;
|
||||
using mbts.ui;
|
||||
using mbts.ui.spark;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Collections.Immutable;
|
||||
using System.ComponentModel.Composition;
|
||||
using System.Reactive.Linq;
|
||||
using System.Windows;
|
||||
@@ -21,26 +19,20 @@ namespace bts.shell {
|
||||
readonly IBus _bus;
|
||||
readonly OrdersModel _model;
|
||||
readonly ErrorReporter _error_reporter;
|
||||
readonly bool _close_on_send;
|
||||
IReadOnlyDictionary<uint, SecurityMD> _md_map;
|
||||
TableUpdate<(SecurityImmutable? sec, OrderRecordImmutable order), uint> _orders;
|
||||
IDisposable _dispose;
|
||||
|
||||
[ImportingConstructor]
|
||||
public OrderTicketDaemon(IBus bus, OrdersModel model, ErrorReporter error_reporter)
|
||||
: this(bus, model, error_reporter, Configuration.get<bts.config.OrderTicketOptions>().close_on_send) { }
|
||||
|
||||
public OrderTicketDaemon(IBus bus, OrdersModel model, ErrorReporter error_reporter, bool close_on_send) {
|
||||
public OrderTicketDaemon(IBus bus, OrdersModel model, ErrorReporter error_reporter) {
|
||||
_bus = bus;
|
||||
_model = model;
|
||||
_error_reporter = error_reporter;
|
||||
_close_on_send = close_on_send;
|
||||
_dispose = Disposable.Create(
|
||||
model.on_orders.OnDispatcher().Subscribe(o => _orders = o),
|
||||
bus.subscribe(SparkTags.SecuritiesTag).OnDispatcher().Subscribe(m =>_md_map = m),
|
||||
bus.subscribe(SparkTags.ShowOrderTicketFromSecurityTag).OnDispatcher().Subscribe(_show_order_ticket),
|
||||
bus.subscribe(SparkTags.ShowOrderTicketTag).OnDispatcher().Subscribe(_show_order_ticket),
|
||||
bus.subscribe(SparkTags.ShowOrderTicketAutoLookupTag).Subscribe(_show_order_tickets),
|
||||
bus.subscribe(SparkTags.ShowModifyOrderTag).OnDispatcher().Subscribe(_show_modify_order)
|
||||
);
|
||||
}
|
||||
@@ -62,28 +54,17 @@ namespace bts.shell {
|
||||
void _show_order_ticket(SecurityMD smd) =>
|
||||
_show_order_window(new OrderTicket {
|
||||
DataContext = new NewOrderTicketVM(_model, smd,
|
||||
Observable.Return(LadderSettings.Default)) {
|
||||
close_on_send = _close_on_send
|
||||
}
|
||||
Observable.Return(LadderSettings.Default))
|
||||
});
|
||||
|
||||
void _show_order_ticket((OrderDefinitionImmutable def, double price, uint size) ops) {
|
||||
if (_md_map.TryGetValue(ops.def.SecurityKey, out SecurityMD smd))
|
||||
_show_order_window(new OrderTicket {
|
||||
DataContext = new NewOrderTicketVM(_model, smd, ops.def, ops.price, ops.size,
|
||||
Observable.Return(LadderSettings.Default.calculator_buttons)) {
|
||||
close_on_send = _close_on_send
|
||||
}
|
||||
Observable.Return(LadderSettings.Default.calculator_buttons))
|
||||
});
|
||||
}
|
||||
|
||||
void _show_order_tickets(IImmutableSet<uint> securities) {
|
||||
foreach (var id in securities.empty_if_null()) {
|
||||
if (_md_map.TryGetValue(id, out var smd))
|
||||
_show_order_ticket(smd);
|
||||
}
|
||||
}
|
||||
|
||||
void _show_modify_order(uint order_key) {
|
||||
if (_orders.state.TryGetValue(order_key, out var ori) && ori.sec.HasValue
|
||||
&& (ori.order.HasDef && ori.order.Def.HasCustomDef && !(ori.order.Def.CustomDef.HasStop || ori.order.Def.CustomDef.HasStopLimit))) {
|
||||
@@ -97,4 +78,4 @@ namespace bts.shell {
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -26,8 +26,6 @@ namespace mbts.ui {
|
||||
AttachAlgosKey = nameof(AttachAlgosKey),
|
||||
CheckMarkGeometryKey = nameof(CheckMarkGeometryKey),
|
||||
CopyWFGeometryKey = nameof(CopyWFGeometryKey),
|
||||
CopyBoxesGeometryKey = nameof(CopyBoxesGeometryKey),
|
||||
CurrencyExchangeGeometryKey = nameof(CurrencyExchangeGeometryKey),
|
||||
DataEditGeometryKey = nameof(DataEditGeometryKey),
|
||||
DetachAlgosKey = nameof(DetachAlgosKey),
|
||||
DiskGeometryKey = nameof(DiskGeometryKey),
|
||||
@@ -47,7 +45,6 @@ namespace mbts.ui {
|
||||
KeyGeometryKey = nameof(KeyGeometryKey),
|
||||
LetterAKey = nameof(LetterAKey),
|
||||
LetterDKey = nameof(LetterDKey),
|
||||
MenuOrientationGeometryKey = nameof(MenuOrientationGeometryKey),
|
||||
OrdersGeometryKey = nameof(OrdersGeometryKey),
|
||||
PauseGeometryKey = nameof(PauseGeometryKey),
|
||||
PaymentGeometryKey = nameof(PaymentGeometryKey),
|
||||
@@ -65,8 +62,6 @@ namespace mbts.ui {
|
||||
|
||||
public static Geometry PlayGeometry => Geometry.Parse(get_geometric_path(PlayGeometryKey).FirstOrDefault() ?? string.Empty);
|
||||
|
||||
static readonly Pen _copy_boxes_pen = new Pen(Brushes.Black, HighDpiExtensions.RoundLayoutValue(5)).frozen();
|
||||
|
||||
static readonly string base_uri = "pack://application:,,,/Images/Icons/";
|
||||
private static ResourceDictionary _resources = (ResourceDictionary)Application.LoadComponent(new Uri("/Images/Vector/Icons.xaml", UriKind.RelativeOrAbsolute));
|
||||
|
||||
@@ -161,8 +156,6 @@ namespace mbts.ui {
|
||||
public static ImageSource CheckMark => create_icon(CheckMarkGeometryKey);
|
||||
public static ImageSource Clock { get { return load_resource_and_freeze("Clock"); } }
|
||||
public static ImageSource CopyWF => create_icon(CopyWFGeometryKey);
|
||||
public static ImageSource 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);
|
||||
@@ -186,7 +179,6 @@ namespace mbts.ui {
|
||||
public static ImageSource Import => load_resource_and_freeze("Import");
|
||||
public static ImageSource Key => create_icon(KeyGeometryKey);
|
||||
public static ImageSource Knight { get { return load_resource_and_freeze("Knight"); } }
|
||||
public static ImageSource MenuOrientation => create_icon(MenuOrientationGeometryKey);
|
||||
public static ImageSource Pause => create_icon(PauseGeometryKey);
|
||||
public static ImageSource Payment => create_icon(PaymentGeometryKey);
|
||||
public static ImageSource Pencil => create_icon(PencilGeometryKey);
|
||||
|
||||
@@ -46,26 +46,10 @@
|
||||
</sys:String>
|
||||
</x:Array>
|
||||
|
||||
<x:Array x:Key="{x:Static mbts:Icons.CopyBoxesGeometryKey}" Type="{x:Type sys:String}">
|
||||
<sys:String>
|
||||
M-55,5 L-55,55 L-5,55
|
||||
</sys:String>
|
||||
<sys:String>
|
||||
M-40,-10 L-40,40 L10,40 L10,-10 L-40,-10
|
||||
</sys:String>
|
||||
<sys:String>
|
||||
M-10,10 L40,10 L40,-40 L-10,-40 L-10,10
|
||||
</sys:String>
|
||||
</x:Array>
|
||||
|
||||
<sys:String x:Key="{x:Static mbts:Icons.CopyWFGeometryKey}">
|
||||
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|
||||
</sys:String>
|
||||
|
||||
<sys:String x:Key="{x:Static mbts:Icons.CurrencyExchangeGeometryKey}">
|
||||
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|
||||
</sys:String>
|
||||
|
||||
<sys:String x:Key="{x:Static mbts:Icons.DocumentAddGeometryKey}">
|
||||
M10.830011,12.05L13.334007,12.05 13.334007,16.535997 17.819998,16.535997 17.819998,19.03902 13.334007,19.03902 13.334007,23.525016 10.830988,23.525016 10.830988,19.03902 6.3460046,19.03902 6.3449975,16.53499 10.830988,16.535997z M2.2799975,2.4149805L2.2799975,29.580015 22.121998,29.580015 22.121998,8.500008 15.83599,8.500008 15.83599,2.4149805z M0,0L15.83599,0 17.125998,0 22.681996,5.439977 24.407,7.125007 24.407,32.000001 0,32.000001z
|
||||
</sys:String>
|
||||
@@ -280,7 +264,6 @@
|
||||
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|
||||
</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>
|
||||
@@ -297,10 +280,6 @@
|
||||
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|
||||
</sys:String>
|
||||
|
||||
<sys:String x:Key="{x:Static mbts:Icons.MenuOrientationGeometryKey}">
|
||||
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|
||||
</sys:String>
|
||||
|
||||
<sys:String x:Key="{x:Static mbts:Icons.OrdersGeometryKey}">
|
||||
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|
||||
</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 {
|
||||
|
||||
@@ -48,5 +48,5 @@ namespace mbts.ui.spark {
|
||||
}
|
||||
}
|
||||
|
||||
class MarketViewRowView : DIYGrid.HighPerformanceRow<MarketViewVM.Row> { }
|
||||
class MarketViewRowView : DIYGrid.HighPerformanceRow<MarketViewVM.Row, MarketViewView.Columns> { }
|
||||
}
|
||||
@@ -4,10 +4,10 @@ using bts.shell;
|
||||
using bts.shell.fills;
|
||||
using bts.spark;
|
||||
using bts.utils;
|
||||
using bts.view;
|
||||
using mbts.persist;
|
||||
using mbts.ui;
|
||||
using mbts.ui.settings;
|
||||
using mbts.ui.shell;
|
||||
using mbts.ui.spark;
|
||||
using mbts.ui.utility;
|
||||
using mbts.utils;
|
||||
@@ -32,7 +32,6 @@ namespace mbts.spark {
|
||||
SecurityCriteria
|
||||
_selected_security_criteria_backing,
|
||||
_sorted_selected_security_criteria_backing;
|
||||
SparkMenuDisplayVM _menu_display_vm;
|
||||
|
||||
public MarketViewWindow(MarketViewWindowFactory factory, IBus bus, OrdersModel orders_model, MarketViewWindowFactory.StartupData state, IWindowSettingsManager<GridSettings> settings_manager)
|
||||
: base("Market View", bus, factory, SparkCommands.ShowMarketView.icon) {
|
||||
@@ -49,9 +48,7 @@ namespace mbts.spark {
|
||||
public override UIElement Content => _view;
|
||||
public override IEnumerable<SparkCommand> Commands => _commands;
|
||||
public override MarketViewWindowFactory.StartupData SaveState =>
|
||||
_state = new MarketViewWindowFactory.StartupData(_state.security_criteria, _vm.get_filter_states(), _vm.get_grid_save_state(), _vm.rows_view.get_sorting_criteria(_vm.columns)) {
|
||||
menu_display = _menu_display_vm.safe_create()
|
||||
};
|
||||
_state = new MarketViewWindowFactory.StartupData(_state.security_criteria, _vm.get_filter_states(), _vm.get_grid_save_state(), _vm.rows_view.get_sorting_criteria(_vm.columns));
|
||||
|
||||
public override double MinWidth => MarketViewWindowFactory.StartupData.DefaultGridSettings.columns.Where(c => c.is_visible).Sum(gcs => gcs.width)
|
||||
+ SPARK_MENU_COLLAPSED_WIDTH
|
||||
@@ -104,8 +101,6 @@ namespace mbts.spark {
|
||||
public void thread_init() {
|
||||
_init_guard.check_access();
|
||||
Log.notnull(_state);
|
||||
_menu_display_vm = new SparkMenuDisplayVM();
|
||||
_menu_display_vm.load_from(_state.menu_display);
|
||||
var state_src = Observable.FromEvent<Action<MarketViewWindowFactory.StartupData>, MarketViewWindowFactory.StartupData>(cb => _state_changed += cb, cb => _state_changed -= cb).StartWith(_state);
|
||||
_vm = new MarketViewVM(_bus, _orders_model, state_src, _settings_manager);
|
||||
_view = new MarketViewView { DataContext = _vm };
|
||||
@@ -165,8 +160,7 @@ namespace mbts.spark {
|
||||
var dialog = new ShellSettingsDialog { DataContext = vm };
|
||||
vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
|
||||
return dialog;
|
||||
})),
|
||||
_menu_display_vm.spark_cmd
|
||||
}))
|
||||
};
|
||||
//
|
||||
_vm.selection_changed += on_selection_changed;
|
||||
@@ -196,8 +190,5 @@ namespace mbts.spark {
|
||||
_vm.Dispose();
|
||||
Commands.OfType<IDisposable>().DisposeAll();
|
||||
}
|
||||
|
||||
protected override void OnParentViewCreated(SparkWindowView parent_view) =>
|
||||
_menu_display_vm.safe_bind_to_view(parent_view);
|
||||
}
|
||||
}
|
||||
@@ -1,7 +1,6 @@
|
||||
using bts.api;
|
||||
using bts.proto;
|
||||
using bts.settings;
|
||||
using bts.view;
|
||||
using mbts.persist;
|
||||
using mbts.spark;
|
||||
using mbts.spark.filters;
|
||||
@@ -54,8 +53,6 @@ namespace bts.shell {
|
||||
public readonly FilterStates filters;
|
||||
[ProtoMember(4)]
|
||||
public GridSettings grid;
|
||||
[ProtoMember(5)]
|
||||
public SparkMenuDisplaySettings menu_display;
|
||||
|
||||
public StartupData() { }
|
||||
|
||||
|
||||
@@ -1,36 +0,0 @@
|
||||
using mbts.spark.filters;
|
||||
using mbts.ui;
|
||||
using ProtoBuf;
|
||||
using System;
|
||||
|
||||
namespace bts.shell.time_and_sales {
|
||||
[ProtoContract]
|
||||
class FilterStates {
|
||||
[ProtoMember(1)]
|
||||
public TimeFilterTuple time;
|
||||
[ProtoMember(2)]
|
||||
public string security;
|
||||
[ProtoMember(3)]
|
||||
public DoubleMinMaxState price;
|
||||
[ProtoMember(4)]
|
||||
public UIntMinMaxState size;
|
||||
// [ProtoMember(5)]
|
||||
// ProtoMember 5 cannot be used further
|
||||
[ProtoMember(6)]
|
||||
public string security_key;
|
||||
[ProtoMember(7)]
|
||||
public co2.AggressorSide[] aggressor_sides;
|
||||
}
|
||||
|
||||
static class TimeAndSalesFilterStatesExtensions {
|
||||
public static Func<TimeAndSalesRowVM, bool> build_predicate(this FilterStates fs) {
|
||||
var pb = new ColumnPredicateBuilder<TimeAndSalesRowVM>();
|
||||
pb.add_regex(fs.security, r => r.security.ToString());
|
||||
pb.add_time_filter(fs.time, r => r.time);
|
||||
pb.add_price(fs.price, r => r.price, r => r.security);
|
||||
pb.add_numeric(fs.size, r => r.size);
|
||||
pb.add_discrete_values(fs.aggressor_sides, r => r.aggressor_side);
|
||||
return pb.to_predicate();
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,74 +0,0 @@
|
||||
using mbts.spark;
|
||||
using mbts.ui;
|
||||
using mbts.ui.settings;
|
||||
using ProtoBuf;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using static mbts.ui.controls.DIYGrid;
|
||||
using Columns = bts.shell.time_and_sales.TimeAndSalesView.Columns;
|
||||
|
||||
namespace bts.shell.time_and_sales {
|
||||
[ProtoContract]
|
||||
class TimeAndSalesSettings {
|
||||
[ProtoMember(1)]
|
||||
public readonly SecurityCriteria security_criteria;
|
||||
[ProtoMember(2)]
|
||||
List<SortingCriteria> _sorting_criterion;
|
||||
[ProtoMember(3)]
|
||||
public FilterStates filters;
|
||||
[ProtoMember(4)]
|
||||
public GridSettings grid;
|
||||
[ProtoMember(5)]
|
||||
public SparkMenuDisplaySettings menu_display;
|
||||
[ProtoMember(6)]
|
||||
public bool use_defaults;
|
||||
|
||||
public TimeAndSalesSettings() { }
|
||||
|
||||
public TimeAndSalesSettings(SecurityCriteria security_criteria) :
|
||||
this(security_criteria, new FilterStates(), null, null) { }
|
||||
|
||||
public TimeAndSalesSettings(SecurityCriteria security_criteria, FilterStates filters, GridSettings grid = default, List<SortingCriteria> sorting_criterion = null) {
|
||||
this.security_criteria = security_criteria;
|
||||
this.filters = filters;
|
||||
this.grid = grid;
|
||||
_sorting_criterion = sorting_criterion;
|
||||
}
|
||||
|
||||
public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion);
|
||||
|
||||
public List<SortingCriteria> sorting_criterion => _sorting_criterion ?? (_sorting_criterion = DefaultColumns.default_sorting_criterion.ToList());
|
||||
|
||||
public static TimeAndSalesSettings Default(SecurityCriteria security_criteria) =>
|
||||
new TimeAndSalesSettings(security_criteria, new FilterStates(), null, DefaultColumns.default_sorting_criterion.ToList());
|
||||
|
||||
public TimeAndSalesSettings with(SecurityCriteria security_criteria) =>
|
||||
new TimeAndSalesSettings(security_criteria, filters, grid);
|
||||
|
||||
public static class DefaultColumns {
|
||||
public static GridColumnSettings security => new GridColumnSettings(Columns.Security.col_id(), DefaultColumnHeaders.Security, width: DefaultColumnWidths.Security);
|
||||
public static GridColumnSettings time => new GridColumnSettings(Columns.Time.col_id(), DefaultColumnHeaders.Time, width: DefaultColumnWidths.TimeOfDay);
|
||||
public static GridColumnSettings price => new GridColumnSettings(Columns.Price.col_id(), DefaultColumnHeaders.Price, width: DefaultColumnWidths.Price, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
|
||||
public static GridColumnSettings size => new GridColumnSettings(Columns.Size.col_id(), DefaultColumnHeaders.Size, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
|
||||
public static GridColumnSettings aggressor => new GridColumnSettings(Columns.Aggressor.col_id(), DefaultColumnHeaders.Aggressor, width: DefaultColumnWidths.Aggressor);
|
||||
public static GridColumnSettings security_key => new GridColumnSettings(Columns.SecurityKey.col_id(), DefaultColumnHeaders.SecurityKey, is_visible: false, width: DefaultColumnWidths.SecurityKey);
|
||||
|
||||
public static IEnumerable<SortingCriteria> default_sorting_criterion {
|
||||
get {
|
||||
yield return new SortingCriteria(time.id, false);
|
||||
}
|
||||
}
|
||||
|
||||
public static IEnumerable<GridColumnSettings> all {
|
||||
get {
|
||||
yield return security;
|
||||
yield return time;
|
||||
yield return price;
|
||||
yield return size;
|
||||
yield return aggressor;
|
||||
yield return security_key;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,26 +1,27 @@
|
||||
using bts.api;
|
||||
using bts.co2;
|
||||
using mbts;
|
||||
using mbts.co2;
|
||||
using mbts.spark;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
|
||||
namespace bts.shell.time_and_sales {
|
||||
namespace mbts.spark {
|
||||
class TimeAndSalesModel : IDisposable {
|
||||
internal readonly SecurityCriteria security_criteria;
|
||||
|
||||
static readonly TimeSpan _poll_interval = TimeSpan.FromSeconds(0.4);
|
||||
Lazy<IObservable<IReadOnlyList<TradeInfo>>> _trades;
|
||||
IDisposable _dispose;
|
||||
|
||||
public TimeAndSalesModel(IBus bus, MDConsumer consumer, IObservable<SecurityCriteria> security_criteria) {
|
||||
var curr_channels = new Dictionary<ChannelKey, ChannelConsumer>();
|
||||
public TimeAndSalesModel(IBus bus, MDConsumer consumer, SecurityCriteria security_criteria) {
|
||||
this.security_criteria = security_criteria;
|
||||
var curr_channels = new Dictionary<ChannelKey, ChannelConsumer>();
|
||||
_trades = new Lazy<IObservable<IReadOnlyList<TradeInfo>>>(() => Observable.Interval(_poll_interval).Select(_ => {
|
||||
var copy = curr_channels;
|
||||
return copy.Values.SelectMany(c => c.read_trades()).ToList();
|
||||
}));
|
||||
_dispose = security_criteria.SelectManyInSeries(sc =>sc.subscribe_md_map(bus)).Subscribe(
|
||||
_dispose = security_criteria.subscribe_md_map(bus).Subscribe(
|
||||
md_map => {
|
||||
var copy = new Dictionary<ChannelKey, ChannelConsumer>(curr_channels);
|
||||
copy.sync_with_demux(md_map, get_channel_key, get_channel_consumer, update_channel_consumer);
|
||||
@@ -94,4 +95,4 @@ namespace bts.shell.time_and_sales {
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,62 +0,0 @@
|
||||
using bts.api;
|
||||
using bts.co2;
|
||||
using bts.utils;
|
||||
using mbts;
|
||||
using mbts.spark;
|
||||
using mbts.ui.controls;
|
||||
using mbts.ui.shell;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
|
||||
namespace bts.shell.time_and_sales {
|
||||
class TimeAndSalesRowVM : ViewModelBase, DIYGrid.IRowVM, ISecurityRow, IEquatable<TimeAndSalesRowVM> {
|
||||
// key comparer guarentees deterministic sorting
|
||||
// if the rows in the collection have unique row_keys.
|
||||
public static readonly IComparer<TimeAndSalesRowVM> key_comparer =
|
||||
new ComparerBuilder<TimeAndSalesRowVM>(new[] {
|
||||
Comparer<DateTime>.Default.wrap<DateTime, TimeAndSalesRowVM>(r => r.time),
|
||||
Comparer<int>.Default.wrap<int, TimeAndSalesRowVM>(r => r.row_key)
|
||||
})
|
||||
.to_comparer()
|
||||
.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) {
|
||||
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;
|
||||
|
||||
public int row_key { get; }
|
||||
public uint trade_key { get; }
|
||||
public uint security_key => security.Id;
|
||||
public SecurityImmutable security { get; }
|
||||
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 bool Equals(TimeAndSalesRowVM other) =>
|
||||
other != null &&
|
||||
row_key == other.row_key;
|
||||
|
||||
public override bool Equals(object obj) =>
|
||||
Equals(obj as TimeAndSalesRowVM);
|
||||
|
||||
public override int GetHashCode() =>
|
||||
row_key;
|
||||
}
|
||||
}
|
||||
@@ -1,365 +1,86 @@
|
||||
using bts.api;
|
||||
using bts.co2;
|
||||
using bts.collections;
|
||||
using bts.utils;
|
||||
using mbts;
|
||||
using mbts.persist;
|
||||
using mbts.spark;
|
||||
using mbts.spark.filters;
|
||||
using mbts.ui;
|
||||
using mbts.ui.controls;
|
||||
using mbts.ui.settings;
|
||||
using mbts.ui.shell;
|
||||
using mbts.ui.spark;
|
||||
using mbts.ui.utility;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Collections.Immutable;
|
||||
using System.Collections.ObjectModel;
|
||||
using System.Diagnostics;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Threading;
|
||||
using System.Windows.Controls;
|
||||
using System.Threading.Tasks;
|
||||
using System.Windows.Input;
|
||||
using System.Windows.Media;
|
||||
using static bts.shell.TimeAndSalesWindowFactory;
|
||||
using static mbts.ui.controls.DIYGrid;
|
||||
|
||||
namespace bts.shell.time_and_sales {
|
||||
class TimeAndSalesVM : DisposableViewModelBase, IHandleGridSorting, IHandleRowSelection {
|
||||
const int _max_row_count = 1000;
|
||||
static int _id_counter;
|
||||
static IReadOnlyList<Func<TimeAndSalesVM, IDataGridColumnFilter<TimeAndSalesRowVM>>> _filter_getters =
|
||||
ObjectSnapshot.property_delegates_of_type<TimeAndSalesVM, IDataGridColumnFilter<TimeAndSalesRowVM>>();
|
||||
namespace mbts.spark {
|
||||
class TimeAndSalesVM : SecurityGrid<TimeAndSalesVM.Row, TradeInfo> {
|
||||
readonly IBus _bus;
|
||||
readonly TimeAndSalesModel _model;
|
||||
IWindowSettingsManager<GridSettings> _settings_manager;
|
||||
|
||||
readonly ColumnSortManager _sort_manager;
|
||||
readonly RowFactory _row_factory = new RowFactory();
|
||||
readonly LoggerContext _log;
|
||||
readonly IWindowSettingsManager<GridSettings> _settings_manager;
|
||||
readonly DeferrableActionWrapper
|
||||
_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;
|
||||
ImmutableList<TimeAndSalesRowVM> _all_rows = ImmutableList<TimeAndSalesRowVM>.Empty;
|
||||
ImmutableList<TradeInfo> _buffered_trades;
|
||||
/// Although the sorting criteria can be obtained from the <see cref="_sort_manager"/> (<see cref="ColumnSortManager.SortingCriteria"/>),
|
||||
/// a local copy is kept because the settings collector may call <see cref="create"/> from a thread
|
||||
/// other than the dispatcher thread associated with this instance as a viewmodel,
|
||||
/// and the <see cref="ColumnSortManager.SortingCriteria"/> property is not thread-safe.
|
||||
/// Therefore, <see cref="create"/> returns this local copy, and thus avoids accessing the non-thread-safe property.
|
||||
ImmutableList<SortingCriteria> _sorting_criteria = ImmutableList<SortingCriteria>.Empty;
|
||||
TimeAndSalesRowVM _current_row;
|
||||
bool _is_paused;
|
||||
int
|
||||
_load_settings_count,
|
||||
_filter_change_count,
|
||||
_sort_change_count;
|
||||
|
||||
public TimeAndSalesVM(IWindowSettingsManager<GridSettings> settings_manager, Func<SecurityImmutable?, uint> get_display_qty_divisor) {
|
||||
_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);
|
||||
public TimeAndSalesVM(IBus bus, IWindowSettingsManager<GridSettings> settings_manager, TimeAndSalesModel model, StartupData startup_data)
|
||||
: base(RXCollection.CreateBuffer(model.trades, 1000), Enumerable.Empty<SortingCriteria>()) {
|
||||
_bus = bus;
|
||||
_model = model;
|
||||
_settings_manager = settings_manager;
|
||||
// deferrable filter/sort refresh
|
||||
_refresh_filter = new DeferrableActionWrapper(_refresh_filter_impl);
|
||||
_refresh_sort = new DeferrableActionWrapper(_refresh_sort_impl);
|
||||
_refresh_selected_rows = new DeferrableActionWrapper(() => selected_rows_changed?.Invoke(_selected_rows));
|
||||
// grid settings
|
||||
grid_settings_manager = new SimpleGridSettingsManager<TimeAndSalesRowVM>(columns, new Dictionary<string, GridColumnSettingsFeatureFlags> { }, rows);
|
||||
grid_settings_manager.load_from(settings_manager.current_settings());
|
||||
// Columns
|
||||
add_column(
|
||||
TimeAndSalesView.Columns.Security,
|
||||
r => r.security.ToString(),
|
||||
DefaultColumnHeaders.Security,
|
||||
DefaultColumnWidths.Security,
|
||||
security_filter,
|
||||
DataGridFilterKnownTemplates.Regex);
|
||||
add_column(
|
||||
TimeAndSalesView.Columns.Time,
|
||||
r => r.time.ToString("h:mm:ss tt"),
|
||||
DefaultColumnHeaders.Time,
|
||||
DefaultColumnWidths.Time,
|
||||
time_filter,
|
||||
DataGridFilterKnownTemplates.TimeFilter);
|
||||
add_column(
|
||||
TimeAndSalesView.Columns.Price,
|
||||
r => r.security.spec_or_default().format(r.price),
|
||||
DefaultColumnHeaders.Price,
|
||||
DefaultColumnWidths.Price,
|
||||
price_filter,
|
||||
DataGridFilterKnownTemplates.DoubleMinMax,
|
||||
System.Windows.HorizontalAlignment.Right);
|
||||
add_column(
|
||||
TimeAndSalesView.Columns.Size,
|
||||
r => r.display_size.ToString(),
|
||||
DefaultColumnHeaders.Size,
|
||||
DefaultColumnWidths.Size,
|
||||
size_filter,
|
||||
DataGridFilterKnownTemplates.UIntMinMax,
|
||||
System.Windows.HorizontalAlignment.Right);
|
||||
add_column(
|
||||
TimeAndSalesView.Columns.Aggressor,
|
||||
r => r.aggressor_side.ToString(),
|
||||
DefaultColumnHeaders.Aggressor,
|
||||
DefaultColumnWidths.Aggressor,
|
||||
aggressor_filter,
|
||||
DataGridFilterKnownTemplates.EnumValues);
|
||||
add_column(
|
||||
TimeAndSalesView.Columns.SecurityKey,
|
||||
r => r.security_key.ToString(),
|
||||
DefaultColumnHeaders.SecurityKey,
|
||||
DefaultColumnWidths.SecurityKey,
|
||||
security_key_filter,
|
||||
DataGridFilterKnownTemplates.Regex);
|
||||
|
||||
settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager);
|
||||
// commands
|
||||
show_ladder_cmd = new DelegateCommand(() => {
|
||||
if (current_row != null)
|
||||
request_show_ladder?.Invoke(current_row);
|
||||
});
|
||||
// init IDisposable resources
|
||||
var resources = new List<IDisposable>();
|
||||
resources.AddRange(_filters.Select(f => {
|
||||
f.filter_changed += _refresh_filter.execute;
|
||||
return Disposable.Create(() => f.filter_changed -= _refresh_filter.execute);
|
||||
}));
|
||||
_sort_manager.active_sorting_changed += _refresh_sort.execute;
|
||||
resources.Add(Disposable.Create(() => _sort_manager.active_sorting_changed -= _refresh_sort.execute));
|
||||
_dispose = Disposable.Create(resources.ToArray());
|
||||
// local methods
|
||||
void add_column(
|
||||
TimeAndSalesView.Columns col_key,
|
||||
Func<TimeAndSalesRowVM, string> get_cell_text,
|
||||
string header,
|
||||
double width,
|
||||
IDataGridColumnFilter filter,
|
||||
string filter_template,
|
||||
System.Windows.HorizontalAlignment h_alignment = System.Windows.HorizontalAlignment.Left) =>
|
||||
columns.Add(new RenderTextColumn<TimeAndSalesRowVM, TimeAndSalesView.Columns>(
|
||||
col_key, get_cell_text, filter, filter_template, _get_aggressor_brush) {
|
||||
id = col_key.col_id(), Header = header, Width = width, horizontal_alignment = h_alignment
|
||||
}
|
||||
);
|
||||
}
|
||||
|
||||
public event Action<ImmutableHashSet<TimeAndSalesRowVM>> selected_rows_changed;
|
||||
public event Action<TimeAndSalesRowVM> current_row_changed, request_show_ladder;
|
||||
|
||||
public ObservableCollection<ColumnBase> columns { get; } = new ObservableCollection<ColumnBase>();
|
||||
public TimeAndSalesRowVM current_row {
|
||||
get => _current_row;
|
||||
set {
|
||||
if (Set(ref _current_row, value))
|
||||
current_row_changed?.Invoke(value);
|
||||
}
|
||||
}
|
||||
public ObservableCollection<TimeAndSalesRowVM> rows { get; } = new ObservableCollection<TimeAndSalesRowVM>();
|
||||
public ImmutableHashSet<TimeAndSalesRowVM> selected_rows => _selected_rows;
|
||||
public int total_row_count => _all_rows.Count;
|
||||
public SimpleGridSettingsManager<TimeAndSalesRowVM> grid_settings_manager { get; }
|
||||
public bool is_paused {
|
||||
get => _is_paused;
|
||||
set {
|
||||
if (_is_paused != value) {
|
||||
_is_paused = value;
|
||||
if (value) {
|
||||
_buffered_trades = ImmutableList<TradeInfo>.Empty;
|
||||
} else {
|
||||
var resume = _buffered_trades;
|
||||
_buffered_trades = null;
|
||||
on_new_trades(resume);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
// filters
|
||||
public IDataGridColumnPersistentFilter<TimeAndSalesRowVM, TimeFilterTuple> time_filter { get; } = new TimeFilterVM<TimeAndSalesRowVM>(r => r.time);
|
||||
public IDataGridColumnPersistentFilter<TimeAndSalesRowVM, string> security_filter { get; } = new RegexFilterVM<TimeAndSalesRowVM>(r => r.security.ToString(), nameof(TimeAndSalesRowVM.security));
|
||||
public IDataGridColumnPersistentFilter<TimeAndSalesRowVM, DoubleMinMaxState> price_filter { get; } = new DoubleMinMax<TimeAndSalesRowVM>(r => r.price);
|
||||
public IDataGridColumnPersistentFilter<TimeAndSalesRowVM, UIntMinMaxState> size_filter { get; } = new UIntMinMax<TimeAndSalesRowVM>(r => r.size, nameof(TimeAndSalesRowVM.size));
|
||||
public IDataGridColumnPersistentFilter<TimeAndSalesRowVM, AggressorSide[]> aggressor_filter { get; } = DiscreteValuesFilterVM.Create<TimeAndSalesRowVM, AggressorSide>(EnumHelper.get_values<AggressorSide>().ToArray(), r => r.aggressor_side);
|
||||
public IDataGridColumnPersistentFilter<TimeAndSalesRowVM, string> security_key_filter { get; } = new RegexFilterVM<TimeAndSalesRowVM>(r => r.security_key.ToString());
|
||||
// commands
|
||||
public ICommand show_ladder_cmd { get; }
|
||||
|
||||
IComparer<TimeAndSalesRowVM> _comparer {
|
||||
get => _comparer_backing;
|
||||
set {
|
||||
if (value == null) {
|
||||
_log.warn("Comparer should not be set to null, will use the default comparer instead (based on trade time, then row key).");
|
||||
_comparer_backing = new ComparerBuilder<TimeAndSalesRowVM>(new[] {
|
||||
Comparer<DateTime>.Default.wrap<DateTime, TimeAndSalesRowVM>(r => r.time),
|
||||
Comparer<int>.Default.wrap<int, TimeAndSalesRowVM>(r => r.row_key)
|
||||
})
|
||||
.to_comparer()
|
||||
.to_safe();
|
||||
} else {
|
||||
_comparer_backing = value;
|
||||
}
|
||||
var sorted_rows = rows.ToArray();
|
||||
var snapshot = _selected_rows;
|
||||
Array.Sort(sorted_rows, _comparer_backing);
|
||||
using (_refresh_selected_rows.defer_execution()) {
|
||||
for (int i = 0; i < sorted_rows.Length; i++) {
|
||||
if (rows[i].row_key != sorted_rows[i].row_key)
|
||||
rows[i] = sorted_rows[i];
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
Func<TimeAndSalesRowVM, bool> _filter {
|
||||
get => _filter_backing;
|
||||
set {
|
||||
var old_filter = _filter_backing;
|
||||
var new_filter = value;
|
||||
_filter_backing = new_filter;
|
||||
if (new_filter != null) {
|
||||
for (int i = 0; i < rows.Count; i++) {
|
||||
if (!new_filter(rows[i]))
|
||||
rows.RemoveAt(i);
|
||||
}
|
||||
rows.RemoveWhere(r => !new_filter(r));
|
||||
if (old_filter != null) {
|
||||
foreach (var r in _all_rows) {
|
||||
if (!old_filter(r) && new_filter(r))
|
||||
rows.InsertSorted(r, _comparer);
|
||||
}
|
||||
}
|
||||
} else if (old_filter != null) {
|
||||
foreach (var r in _all_rows) {
|
||||
if (!old_filter(r))
|
||||
rows.InsertSorted(r, _comparer);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
IEnumerable<IDataGridColumnFilter<TimeAndSalesRowVM>> _filters =>
|
||||
_filter_getters.Select(fn => fn(this));
|
||||
|
||||
public (FilterStates filters, IReadOnlyList<SortingCriteria> sorting_criteria, GridSettings grid_settings) create() =>
|
||||
(_get_filter_states(), _sorting_criteria, grid_settings_manager.create());
|
||||
|
||||
public void load(FilterStates filters, IEnumerable<SortingCriteria> sorting_criteria, GridSettings grid_settings) {
|
||||
using (_refresh_filter.defer_execution())
|
||||
using (_refresh_sort.defer_execution()) {
|
||||
_log.info($"begin load settings ({++_load_settings_count})...");
|
||||
var timer = new Stopwatch();
|
||||
timer.Start();
|
||||
grid_settings_manager.load_from(grid_settings);
|
||||
_sort_manager.SortingCriteria = sorting_criteria;
|
||||
// load filters
|
||||
show_ladder = DelegateCommandParamObserver.Create(current_row_observable, r => _show_ladder_async(r).ignore(), r => r != null);
|
||||
security_filter = new RegexFilterVM<Row>(r => r.security.ToString(), nameof(Row.security));
|
||||
if (startup_data.filters is FilterStates filters) {
|
||||
time_filter.load_state(filters.time);
|
||||
security_filter.load_state(filters.security);
|
||||
price_filter.load_state(filters.price);
|
||||
size_filter.load_state(filters.size);
|
||||
aggressor_filter.load_state(filters.aggressor_sides);
|
||||
security_key_filter.load_state(filters.security_key);
|
||||
//
|
||||
timer.Stop();
|
||||
_log.info($"load settings ({_load_settings_count}) took {timer.ElapsedMilliseconds:0.00}ms.");
|
||||
}
|
||||
// Columns
|
||||
add_column(TimeAndSalesView.Columns.Security, DefaultColumnHeaders.Security, DefaultColumnWidths.Security, nameof(Row.security), security_filter, DataGridFilterKnownTemplates.Regex);
|
||||
add_column(TimeAndSalesView.Columns.Time, DefaultColumnHeaders.Time, DefaultColumnWidths.Time, nameof(Row.time), time_filter, DataGridFilterKnownTemplates.TimeFilter);
|
||||
add_column(TimeAndSalesView.Columns.Price, DefaultColumnHeaders.Price, DefaultColumnWidths.Price, nameof(Row.price), price_filter, DataGridFilterKnownTemplates.DoubleMinMax, System.Windows.HorizontalAlignment.Right);
|
||||
add_column(TimeAndSalesView.Columns.Size, DefaultColumnHeaders.Size, DefaultColumnWidths.Size, nameof(Row.size), size_filter, DataGridFilterKnownTemplates.UIntMinMax, System.Windows.HorizontalAlignment.Right);
|
||||
add_column(TimeAndSalesView.Columns.Aggressor, DefaultColumnHeaders.Aggressor, DefaultColumnWidths.Aggressor, nameof(Row.aggressor_side), aggressor_filter, DataGridFilterKnownTemplates.EnumValues);
|
||||
add_column(TimeAndSalesView.Columns.SecurityKey, DefaultColumnHeaders.SecurityKey, DefaultColumnWidths.SecurityKey, nameof(Row.security_key), security_key_filter, DataGridFilterKnownTemplates.Regex);
|
||||
void add_column(TimeAndSalesView.Columns col_key, string header, double width, string sort_member_path, IDataGridColumnFilter filter, string filter_template, System.Windows.HorizontalAlignment h_alignment = System.Windows.HorizontalAlignment.Left) =>
|
||||
columns.Add(new RenderTextColumn<Row, TimeAndSalesView.Columns>(col_key, r => r[col_key], filter, filter_template, r => _get_aggressor_brush(r))
|
||||
{ id = col_id(col_key), Header = header, Width = width, sort_member_path = sort_member_path, horizontal_alignment = h_alignment }
|
||||
);
|
||||
|
||||
// be sure to load GridSettings AFTER the columns collection has been populated, the grid settings manager looks columns by id to apply the appropriate settings,
|
||||
// if the collection is not populated, the column settings will not be applied
|
||||
grid_settings_manager = new SimpleGridSettingsManager<Row>(columns, new Dictionary<string, GridColumnSettingsFeatureFlags> { }, row_vms);
|
||||
grid_settings_manager.load_from(settings_manager.current_settings());
|
||||
_resources.AddRange(
|
||||
show_ladder,
|
||||
DataGridFilterHelper.hook_filters(
|
||||
rows_view, time_filter, security_filter, price_filter, size_filter, aggressor_filter, security_key_filter),
|
||||
settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager)
|
||||
);
|
||||
rows_view.set_sort_descriptions(startup_data.sorting_criterion, columns);
|
||||
}
|
||||
|
||||
public void on_new_trades(IReadOnlyList<TradeInfo> trades) {
|
||||
/// The total row count is limited by <see cref="_max_row_count"/>;
|
||||
/// trades are kept in a circular buffer (FIFO).
|
||||
/// If paused, just need to add trades to <see cref="_buffered_trades"/>.
|
||||
if (is_paused) {
|
||||
if (_buffered_trades == null)
|
||||
_buffered_trades = ImmutableList<TradeInfo>.Empty;
|
||||
if (trades.Count >= _max_row_count) {
|
||||
_buffered_trades = _buffered_trades
|
||||
.Clear()
|
||||
.AddRange(ReadOnlyListSubRangeWrapper.Create(trades, trades.Count - _max_row_count, _max_row_count));
|
||||
} else {
|
||||
int overflow_count = _buffered_trades.Count + trades.Count - _max_row_count;
|
||||
if (overflow_count > 0) {
|
||||
var rows_to_remove = _buffered_trades.WrapSubRange(0, overflow_count);
|
||||
_buffered_trades = _buffered_trades.RemoveRange(0, overflow_count);
|
||||
}
|
||||
_buffered_trades = _buffered_trades.AddRange(trades);
|
||||
}
|
||||
return;
|
||||
}
|
||||
/// If not paused, update in the normal fasion:
|
||||
/// add to <see cref="_all_rows"/> and <see cref="rows"/>
|
||||
if (trades.Count >= _max_row_count) {
|
||||
trades = ReadOnlyListSubRangeWrapper.Create(trades, trades.Count - _max_row_count, _max_row_count);
|
||||
_all_rows = _all_rows.Clear();
|
||||
rows.Clear();
|
||||
} else {
|
||||
int overflow_count = _all_rows.Count + trades.Count - _max_row_count;
|
||||
if (overflow_count > 0) {
|
||||
var rows_to_remove = _all_rows.WrapSubRange(0, overflow_count);
|
||||
_all_rows = _all_rows.RemoveRange(0, overflow_count);
|
||||
rows.RemoveSorted(rows_to_remove, _comparer);
|
||||
}
|
||||
}
|
||||
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);
|
||||
all_rows_bd.Add(r);
|
||||
if (_filter_backing == null || _filter_backing(r))
|
||||
rows.InsertSorted(r, _comparer);
|
||||
}
|
||||
_all_rows = all_rows_bd.ToImmutable();
|
||||
RaisePropertyChanged(nameof(total_row_count));
|
||||
public ObservableCollection<DIYGrid.ColumnBase> columns { get; } = new ObservableCollection<DIYGrid.ColumnBase>();
|
||||
public DelegateCommandParamObserver<Row> show_ladder { get; }
|
||||
public SimpleGridSettingsManager<Row> grid_settings_manager { get; }
|
||||
|
||||
public GridSettings get_grid_save_state() {
|
||||
if (_settings_manager.instance_settings == null)
|
||||
return null;
|
||||
else
|
||||
return grid_settings_manager.create();
|
||||
}
|
||||
|
||||
public void on_sorting(object sender, DIYGridSortingEventArgs e) {
|
||||
try {
|
||||
if (e.Column is ISortableDIYGridColumn sc) {
|
||||
_log.info($"handling sort event for column {sc.id}.");
|
||||
_sort_manager.OnColumnClick(sc, KeyboardExtensions.IsShiftDown());
|
||||
var sorted_rows = rows.ToArray();
|
||||
var snapshot = _selected_rows;
|
||||
_refresh_sort_impl();
|
||||
} else {
|
||||
_log.warn($"ignoring sort event because column '{e.Column?.id}' does not implement {nameof(ISortableDIYGridColumn)}.");
|
||||
}
|
||||
} catch (Exception ex) {
|
||||
_log.error($"error handling sort event: {ex}.");
|
||||
}
|
||||
}
|
||||
public StartupData create() =>
|
||||
new StartupData(_model.security_criteria, _get_filter_states(), get_grid_save_state(), rows_view.get_sorting_criteria(columns));
|
||||
|
||||
public void row_selection_changed(SelectionChangedEventArgs e) {
|
||||
var bd = _selected_rows.ToBuilder();
|
||||
if (e.AddedItems != null)
|
||||
bd.AddRange(e.AddedItems.OfType<TimeAndSalesRowVM>());
|
||||
if (e.RemovedItems != null)
|
||||
bd.removeRange(e.RemovedItems.OfType<TimeAndSalesRowVM>());
|
||||
_selected_rows = bd.ToImmutable();
|
||||
_refresh_selected_rows.execute();
|
||||
}
|
||||
|
||||
static IComparer<TimeAndSalesRowVM> _get_column_comparer(string column_name) =>
|
||||
_get_column_comparer(EnumHelper.parse<TimeAndSalesView.Columns>(column_name));
|
||||
|
||||
static IComparer<TimeAndSalesRowVM> _get_column_comparer(TimeAndSalesView.Columns column) {
|
||||
switch (column) {
|
||||
case TimeAndSalesView.Columns.Aggressor: return wrap(r => r.aggressor_side);
|
||||
case TimeAndSalesView.Columns.Time: return wrap(r => r.time);
|
||||
case TimeAndSalesView.Columns.Security: return wrap(r => r.security);
|
||||
case TimeAndSalesView.Columns.Price: return wrap(r => r.price);
|
||||
case TimeAndSalesView.Columns.Size: return wrap(r => r.size);
|
||||
case TimeAndSalesView.Columns.SecurityKey: return wrap(r => r.security_key);
|
||||
case TimeAndSalesView.Columns.RowKey: return wrap(r => r.row_key);
|
||||
default: throw ExceptionBuilder.Argument.unexpected_case(column, nameof(column));
|
||||
}
|
||||
IComparer<TimeAndSalesRowVM> wrap<T>(Func<TimeAndSalesRowVM, T> selector) =>
|
||||
Comparer<T>.Default.wrap(selector);
|
||||
}
|
||||
|
||||
Brush _get_aggressor_brush(TimeAndSalesRowVM r) {
|
||||
private Brush _get_aggressor_brush(Row r) {
|
||||
BTSColor c;
|
||||
Brush b;
|
||||
if (r.aggressor_side == AggressorSide.Buy) c = BTSColors.MarketData.bid;
|
||||
@@ -369,6 +90,14 @@ namespace bts.shell.time_and_sales {
|
||||
return b;
|
||||
}
|
||||
|
||||
#region Filters
|
||||
public IDataGridColumnPersistentFilter<Row, TimeFilterTuple> time_filter { get; } = new TimeFilterVM<Row>(r => r.time, nameof(Row.time));
|
||||
public IDataGridColumnPersistentFilter<Row, string> security_filter { get; }
|
||||
public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> price_filter { get; } = new DoubleMinMax<Row>(r => r.price, nameof(Row.price));
|
||||
public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> size_filter { get; } = new UIntMinMax<Row>(r => r.size, nameof(Row.size));
|
||||
public IDataGridColumnPersistentFilter<Row, AggressorSide[]> aggressor_filter { get; } = DiscreteValuesFilterVM.Create<Row, AggressorSide>(EnumHelper.get_values<AggressorSide>().ToArray(), r => r.aggressor_side, nameof(Row.aggressor_side));
|
||||
public IDataGridColumnPersistentFilter<Row, string> security_key_filter { get; } = new RegexFilterVM<Row>(r => r.security_key.ToString(), nameof(Row.security_key));
|
||||
|
||||
FilterStates _get_filter_states() =>
|
||||
new FilterStates {
|
||||
time = time_filter.get_state(),
|
||||
@@ -378,35 +107,73 @@ namespace bts.shell.time_and_sales {
|
||||
security_key = security_key_filter.get_state(),
|
||||
aggressor_sides = aggressor_filter.get_state()
|
||||
};
|
||||
#endregion
|
||||
|
||||
void _refresh_sort_impl() {
|
||||
_log.info($"begin change sort ({++_sort_change_count})...");
|
||||
var timer = new Stopwatch();
|
||||
timer.Start();
|
||||
_comparer = _sort_manager.BuildComparer(_get_column_comparer, TimeAndSalesRowVM.key_comparer);
|
||||
_sorting_criteria = ImmutableList.CreateRange(_sort_manager.SortingCriteria);
|
||||
timer.Stop();
|
||||
_log.info($"sort change ({_sort_change_count}) took {timer.ElapsedMilliseconds:0.00}ms.");
|
||||
protected override IEnumerable<SortingCriteria> get_default_sorting() {
|
||||
yield return new SortingCriteria(nameof(Row.time), false);
|
||||
}
|
||||
|
||||
void _refresh_filter_impl() {
|
||||
_log.info($"begin change filter ({++_filter_change_count})...");
|
||||
var timer = new Stopwatch();
|
||||
timer.Start();
|
||||
_filter = _get_filter_states().build_predicate();
|
||||
timer.Stop();
|
||||
_log.info($"filter change ({_filter_change_count}) took {timer.ElapsedMilliseconds:0.00}ms.");
|
||||
protected override Row row_factory(TradeInfo row_model) =>
|
||||
new Row(this, row_model.security, row_model.trade);
|
||||
|
||||
|
||||
async Task _show_ladder_async(Row row) {
|
||||
var smd_lookup = await SparkUtils.get_security_md_async(_bus, row.security.Id);
|
||||
if (smd_lookup.success) _bus.post(SparkTags.ShowLadderTag, smd_lookup.result);
|
||||
}
|
||||
|
||||
class RowFactory {
|
||||
// the row key must be unique to each row in the collection
|
||||
int _row_id_counter;
|
||||
public class Row : SecurityRow, DIYGrid.IRowVM {
|
||||
readonly uint _trade_key;
|
||||
|
||||
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);
|
||||
readonly string
|
||||
_security_text,
|
||||
_time_text,
|
||||
_price_text,
|
||||
_size_text,
|
||||
_aggressor_text,
|
||||
_trade_key_text,
|
||||
_security_key_text;
|
||||
|
||||
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 Row(TimeAndSalesVM parent, SecurityImmutable security, TradeMessageImmutable trade) : base(security) {
|
||||
_trade_key = trade.Key;
|
||||
time = ((ulong)trade.Time).lldatetime().ToLocalTime();
|
||||
price = trade.price();
|
||||
size = trade.Size;
|
||||
aggressor_side = trade.AggressorSide;
|
||||
show_ladder = new DelegateCommand(() => parent._show_ladder_async(this).ignore());
|
||||
_security_text = security.ToString();
|
||||
_time_text = time.ToString("M/d h:mm:ss tt");
|
||||
_price_text = security.ContractSpec.format(price);
|
||||
_size_text = size.ToString();
|
||||
_aggressor_text = aggressor_side.ToString();
|
||||
_trade_key_text = _trade_key.ToString();
|
||||
_security_key_text = security_key.ToString();
|
||||
}
|
||||
|
||||
public event Action invalidated;
|
||||
|
||||
public uint trade_key => _trade_key;
|
||||
public DateTime time { get; }
|
||||
public double price { get; }
|
||||
public uint size { get; }
|
||||
public AggressorSide aggressor_side { get; }
|
||||
public ICommand show_ladder { get; }
|
||||
|
||||
public string this[TimeAndSalesView.Columns col] {
|
||||
get {
|
||||
switch (col) {
|
||||
case TimeAndSalesView.Columns.Security: return _security_text;
|
||||
case TimeAndSalesView.Columns.Time: return _time_text;
|
||||
case TimeAndSalesView.Columns.Price: return _price_text;
|
||||
case TimeAndSalesView.Columns.Size: return _size_text;
|
||||
case TimeAndSalesView.Columns.Aggressor: return _aggressor_text;
|
||||
case TimeAndSalesView.Columns.SecurityKey: return _security_key_text;
|
||||
default: return null;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
public void raise_invalidated() => invalidated?.Invoke();
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,10 +1,10 @@
|
||||
<UserControl
|
||||
x:Class="bts.shell.time_and_sales.TimeAndSalesView"
|
||||
x:Class="mbts.ui.spark.TimeAndSalesView"
|
||||
x:ClassModifier="internal"
|
||||
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
|
||||
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
|
||||
xmlns:c="clr-namespace:mbts.ui.controls"
|
||||
xmlns:tas="clr-namespace:bts.shell.time_and_sales"
|
||||
xmlns:usp="clr-namespace:mbts.ui.spark"
|
||||
FocusManager.IsFocusScope="True"
|
||||
Background="{StaticResource CommonBackground}"
|
||||
>
|
||||
@@ -26,14 +26,13 @@
|
||||
x:Name="_grid"
|
||||
Grid.Row="0"
|
||||
Columns="{Binding columns}"
|
||||
Rows="{Binding rows}"
|
||||
Rows="{Binding rows_view}"
|
||||
CurrentRow="{Binding current_row}"
|
||||
SelectionHighlight="{Binding grid_settings_manager.selection_highlight, Mode=OneWay}"
|
||||
>
|
||||
>
|
||||
<c:DIYGrid.InputBindings>
|
||||
<MouseBinding MouseAction="LeftDoubleClick" Command="{Binding show_ladder_cmd}"/>
|
||||
<KeyBinding Key="Return" Command="{Binding show_ladder_cmd}"/>
|
||||
<KeyBinding Key="A" Modifiers="Ctrl" Command="{Binding select_all_cmd}"/>
|
||||
<MouseBinding MouseAction="LeftDoubleClick" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
|
||||
<KeyBinding Key="Return" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
|
||||
</c:DIYGrid.InputBindings>
|
||||
<c:DIYGrid.CommandBindings>
|
||||
<CommandBinding
|
||||
@@ -44,18 +43,13 @@
|
||||
</c:DIYGrid.CommandBindings>
|
||||
<c:DIYGrid.RowTemplate>
|
||||
<DataTemplate>
|
||||
<tas:TimeAndSalesRowView/>
|
||||
<usp:TimeAndSalesRowView/>
|
||||
</DataTemplate>
|
||||
</c:DIYGrid.RowTemplate>
|
||||
</c:DIYGrid>
|
||||
<StatusBar Grid.Row="1" DockPanel.Dock="Bottom">
|
||||
<StatusBarItem HorizontalAlignment="Right">
|
||||
<TextBlock>
|
||||
<Run Text="Trades:"/>
|
||||
<Run Text="{Binding rows.Count, Mode=OneWay}" />
|
||||
<Run Text="of"/>
|
||||
<Run Text="{Binding total_row_count, Mode=OneWay}" />
|
||||
</TextBlock>
|
||||
<TextBlock Text=" "/>
|
||||
</StatusBarItem>
|
||||
</StatusBar>
|
||||
</Grid>
|
||||
|
||||
@@ -1,21 +1,17 @@
|
||||
using mbts.ui.controls;
|
||||
using mbts.spark;
|
||||
using mbts.ui.controls;
|
||||
using System.Windows.Controls;
|
||||
|
||||
namespace bts.shell.time_and_sales {
|
||||
namespace mbts.ui.spark {
|
||||
/// <summary>
|
||||
/// Interaction logic for TimeAndSalesView.xaml
|
||||
/// </summary>
|
||||
partial class TimeAndSalesView : UserControl {
|
||||
public enum Columns { Time, Security, Price, Size, SecurityKey, Aggressor, RowKey }
|
||||
public enum Columns { Time, Security, Price, Size, OrderType, SecurityKey, Aggressor }
|
||||
|
||||
public TimeAndSalesView() =>
|
||||
InitializeComponent();
|
||||
}
|
||||
|
||||
class TimeAndSalesRowView : DIYGrid.HighPerformanceRow<TimeAndSalesRowVM> { }
|
||||
|
||||
static class TimeAndSalesViewColumnsExtensions {
|
||||
public static string col_id(this TimeAndSalesView.Columns column) =>
|
||||
column.ToString();
|
||||
}
|
||||
}
|
||||
class TimeAndSalesRowView : DIYGrid.HighPerformanceRow<TimeAndSalesVM.Row, TimeAndSalesView.Columns> { }
|
||||
}
|
||||
@@ -1,225 +1,125 @@
|
||||
using bts.api;
|
||||
using bts;
|
||||
using bts.api;
|
||||
using bts.shell;
|
||||
using bts.shell.fills;
|
||||
using bts.spark;
|
||||
using bts.view;
|
||||
using mbts;
|
||||
using mbts.co2;
|
||||
using mbts.persist;
|
||||
using mbts.spark;
|
||||
using mbts.ui;
|
||||
using mbts.ui.settings;
|
||||
using mbts.ui.shell;
|
||||
using mbts.ui.spark;
|
||||
using mbts.ui.utility;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Collections.Immutable;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Windows;
|
||||
using System.Windows.Media;
|
||||
using static bts.shell.TimeAndSalesWindowFactory;
|
||||
|
||||
namespace bts.shell.time_and_sales {
|
||||
class TimeAndSalesWindow : SparkWindow<TimeAndSalesSettings>, ISharedWindow {
|
||||
namespace mbts.spark {
|
||||
class TimeAndSalesWindow : SparkWindow<StartupData>, ISharedWindow {
|
||||
const string _window_type = "TimeAndSales", _window_type_display_name = "Time And Sales";
|
||||
readonly MDConsumer _consumer;
|
||||
readonly TimeAndSalesWindowFactory _factory;
|
||||
readonly IWindowSettingsManager<GridSettings> _settings_manager;
|
||||
readonly bool _can_pause_updates;
|
||||
readonly Func<SecurityImmutable?, uint> _get_display_qty_divisor;
|
||||
TimeAndSalesVM _vm;
|
||||
SingleValuePump<TimeAndSalesVM> _vm;
|
||||
TimeAndSalesModel _model;
|
||||
SecurityCriteria _security_criteria_backing;
|
||||
TimeAndSalesSettings _state;
|
||||
StartupData _state;
|
||||
TimeAndSalesView _view;
|
||||
SparkCommand[] _commands;
|
||||
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, StartupData state, ImageSource icon, IWindowSettingsManager<GridSettings> settings_manager)
|
||||
: 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;
|
||||
_state = state;
|
||||
_settings_manager = settings_manager;
|
||||
_can_pause_updates = can_pause_updates;
|
||||
thread_id = mbts.config.Configuration.get<bts.config.MultiThreadedWindows>().time_and_sales ? _window_type : null;
|
||||
Icon.Freeze();
|
||||
}
|
||||
|
||||
event Action<SecurityCriteria> _security_criteria_changed;
|
||||
|
||||
public override string window_type => _window_type;
|
||||
public override IEnumerable<SparkCommand> Commands => _commands;
|
||||
public override UIElement Content => _view;
|
||||
public override double MinWidth => TimeAndSalesSettings.DefaultGridSettings.columns.Sum(gcs => gcs.width)
|
||||
public override double MinWidth => StartupData.DefaultGridSettings.columns.Sum(gcs => gcs.width)
|
||||
+ SPARK_MENU_COLLAPSED_WIDTH
|
||||
+ LAUNCHER_BUTTON_BORDER_WIDTH
|
||||
+ EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;
|
||||
public string thread_id { get; }
|
||||
public override TimeAndSalesSettings SaveState {
|
||||
get {
|
||||
_ensure_state(true);
|
||||
return _state;
|
||||
}
|
||||
}
|
||||
|
||||
SecurityCriteria _security_criteria {
|
||||
get => _security_criteria_backing;
|
||||
set {
|
||||
_security_criteria_backing = value;
|
||||
_state = null;
|
||||
_security_criteria_changed?.Invoke(value);
|
||||
}
|
||||
}
|
||||
public override StartupData SaveState => _state = _vm.value.create();
|
||||
|
||||
public override void Dispose() =>
|
||||
_dispose_resources();
|
||||
|
||||
public void thread_init() {
|
||||
_dispose_resources();
|
||||
_ensure_state();
|
||||
if (!_state.use_defaults)
|
||||
_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);
|
||||
var selected_rows_src = Observable.Create<ImmutableHashSet<TimeAndSalesRowVM>>(o => {
|
||||
_vm.selected_rows_changed += o.OnNext;
|
||||
return Disposable.Create(() => _vm.selected_rows_changed -= o.OnNext);
|
||||
});
|
||||
var current_row_src = Observable.Create<TimeAndSalesRowVM>(o => {
|
||||
if (_vm.current_row != null)
|
||||
o.OnNext(_vm.current_row);
|
||||
_vm.current_row_changed += o.OnNext;
|
||||
return Disposable.Create(() => _vm.current_row_changed -= o.OnNext);
|
||||
});
|
||||
var current_sec_key_src = current_row_src.Select(r => {
|
||||
var result = ImmutableHashSet<uint>.Empty;
|
||||
if (r != null)
|
||||
result = result.Add(r.security_key);
|
||||
return result;
|
||||
});
|
||||
_vm = new SingleValuePump<TimeAndSalesVM>();
|
||||
var connectable_builder = new ConnectableSeriesBuilder<TimeAndSalesVM>(_vm.observable);
|
||||
var update_securities_cmd = SparkCommands.change_securities_callback(_window_type_display_name);
|
||||
var security_criteria_changed = new Action<SecurityCriteria>(sc => { });
|
||||
SparkCommand toggle_is_paused_cmd = null;
|
||||
toggle_is_paused_cmd = new SparkCommandCommand(get_is_paused_cmd_title(), Icons.Pause, new DelegateCommand(() => {
|
||||
_vm.is_paused = !_vm.is_paused;
|
||||
toggle_is_paused_cmd.title = get_is_paused_cmd_title();
|
||||
})) {
|
||||
show_in_toolbar = _can_pause_updates,
|
||||
show_in_context_menu = _can_pause_updates
|
||||
};
|
||||
var current_smd_source = connectable_builder.create(vm => vm.current_security_md_observable(_bus)).OnDispatcher();
|
||||
var selected_secs_source = connectable_builder.create(vm => vm.selected_securities_observable()).OnDispatcher();
|
||||
_commands = new SparkCommand[] {
|
||||
// ladder
|
||||
SparkCommands.ShowLadderAutoLookup(SparkCommands.KeyGestures.ShowLadder)
|
||||
.complete(current_sec_key_src, sec_keys => sec_keys.Count > 0),
|
||||
// ticket
|
||||
SparkCommands.ShowOrderTicketAutoLookup(SparkCommands.KeyGestures.ShowOrderTicket)
|
||||
.complete(current_sec_key_src, sec_keys => sec_keys.Count > 0),
|
||||
// fills
|
||||
SparkCommands.ShowFills(SparkCommands.KeyGestures.ShowFills)
|
||||
.complete(selected_rows_src, always_true, get_fills_startup_data),
|
||||
// mview
|
||||
SparkCommands.ShowMarketView
|
||||
.complete(selected_rows_src, always_true, rows => rows.Count > 0 ? new SecurityCriteria(rows.Select(r => r.security)) : _security_criteria),
|
||||
// pause
|
||||
toggle_is_paused_cmd,
|
||||
// change securities
|
||||
SparkCommands.change_securities_command(() => (update_securities_cmd, _security_criteria)),
|
||||
SparkCommands.ShowLadder(SparkCommands.KeyGestures.ShowLadder).complete(current_smd_source, md => md.HasValue, ConvertUtils.ValueOrDefault),
|
||||
SparkCommands.ShowOrderTicketFromSecurity(SparkCommands.KeyGestures.ShowOrderTicket).complete(current_smd_source, md => md.HasValue, ConvertUtils.ValueOrDefault),
|
||||
SparkCommands.ShowFills(SparkCommands.KeyGestures.ShowFills).complete(selected_secs_source, always_true, get_fills_startup_data),
|
||||
SparkCommands.ShowMarketView.complete(selected_secs_source, always_true, secs => secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria),
|
||||
SparkCommands.change_securities_command(() => (update_securities_cmd, _state.security_criteria)),
|
||||
// wrap the grid settings view factory in a dialogCommand here since the vm is destroyed/recreated when the security criteria changes
|
||||
SparkCommands.window_settings_command(new DialogCommand(() => {
|
||||
var vm = new ShellSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
|
||||
_settings_manager,
|
||||
s => s.time_and_sales_grid,
|
||||
UserSettings.FileExtensions.GRID,
|
||||
s => _vm.grid_settings_manager.create_vm(
|
||||
s => _vm.value.grid_settings_manager.create_vm(
|
||||
// we need to get the most up to date GridSettings when launching b/c users may
|
||||
// have changed some settings on the grid directly, like column widths.
|
||||
s.with(_vm.columns.Select(c => c.create()))
|
||||
s.with(_vm.value.columns.Select(c => c.create()))
|
||||
)
|
||||
);
|
||||
vm.SubscribeDisposed(literal_title_source.OnDispatcher().Subscribe(t => vm.title = t));
|
||||
var dialog = new ShellSettingsDialog { DataContext = vm };
|
||||
vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
|
||||
return dialog;
|
||||
})),
|
||||
_menu_display_vm.spark_cmd
|
||||
}))
|
||||
};
|
||||
_vm.load(_state.filters, _state.sorting_criterion, _state.grid);
|
||||
_vm.request_show_ladder += show_ladder;
|
||||
var security_criteria_src = _bus.subscribe(update_securities_cmd.tag);
|
||||
var subs = new List<IDisposable> {
|
||||
security_criteria_src.Subscribe(sc => _security_criteria = sc),
|
||||
Disposable.Create(() => _vm.request_show_ladder -= show_ladder)
|
||||
};
|
||||
_model = new TimeAndSalesModel(_bus, _consumer, Observable.Create<SecurityCriteria>(o => {
|
||||
o.OnNext(_security_criteria);
|
||||
return security_criteria_src.Subscribe(o);
|
||||
}));
|
||||
subs.Add(_model.trades.OnDispatcher().Subscribe(_vm.on_new_trades));
|
||||
_subscriptions = Disposable.Create(subs.ToArray());
|
||||
if (_view == null)
|
||||
_view = new TimeAndSalesView();
|
||||
_view.DataContext = _vm;
|
||||
// local methods
|
||||
_subscriptions = Disposable.Create(
|
||||
_bus.subscribe(update_securities_cmd.tag).OnDispatcher().Subscribe(update_criteria),
|
||||
connectable_builder.connect_all());
|
||||
_initialize();
|
||||
|
||||
bool always_true<T>(T _) => true;
|
||||
|
||||
FillsSettings get_fills_startup_data(ImmutableHashSet<TimeAndSalesRowVM> rows) =>
|
||||
FillsSettings get_fills_startup_data(IReadOnlyList<SecurityImmutable> secs) =>
|
||||
new FillsSettings(new FillsFilterStates {
|
||||
security = rows.Count > 0 ? new SecurityCriteria(rows.Select(r => r.security)) : _security_criteria
|
||||
security = secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria
|
||||
});
|
||||
|
||||
string get_is_paused_cmd_title() =>
|
||||
$"{(_vm.is_paused ? "Resume" : "Pause")} Updates";
|
||||
|
||||
void show_ladder(TimeAndSalesRowVM row) {
|
||||
if (row != null)
|
||||
_bus.post(SparkTags.ShowLadderAutoLookupTag, ImmutableHashSet.Create(new[] { row.security_key }));
|
||||
void update_criteria(SecurityCriteria c) {
|
||||
_state = _vm.value.create().with(c);
|
||||
_initialize();
|
||||
}
|
||||
}
|
||||
|
||||
protected override void OnParentViewCreated(SparkWindowView parent_view) =>
|
||||
_menu_display_vm.safe_bind_to_view(parent_view);
|
||||
|
||||
void _dispose_resources() {
|
||||
Disposable.dispose(ref _subscriptions);
|
||||
Disposable.dispose(ref _vm);
|
||||
Disposable.dispose(ref _model);
|
||||
if (_commands != null) {
|
||||
_commands.OfType<IDisposable>().DisposeAll();
|
||||
_commands = null;
|
||||
}
|
||||
Disposable.dispose(ref _model);
|
||||
Disposable.dispose(ref _vm);
|
||||
}
|
||||
|
||||
void _ensure_state(bool force_recreate = false) {
|
||||
if (_state == null || force_recreate) {
|
||||
if (_vm == null) {
|
||||
_state = TimeAndSalesSettings.Default(_security_criteria);
|
||||
} else {
|
||||
var (filters, sorting, grid) = _vm.create();
|
||||
_state = new TimeAndSalesSettings(_security_criteria, filters, grid, sorting.ToList()) {
|
||||
use_defaults = _settings_manager.instance_settings == null
|
||||
};
|
||||
}
|
||||
// should be safe to assume _menu_display_vm and _vm will either both be null, or both be non null,
|
||||
// but redundant null checks don't hurt, and just may prevent a crash.
|
||||
if (_menu_display_vm != null)
|
||||
_state.menu_display = _menu_display_vm.safe_create();
|
||||
}
|
||||
void _initialize() {
|
||||
Disposable.dispose(ref _model);
|
||||
_model = new TimeAndSalesModel(_bus, _consumer, _state.security_criteria);
|
||||
// the previous _vm.value is automatically disposed when _vm.value is set - no need to dispose it here
|
||||
_vm.value = new TimeAndSalesVM(_bus, _settings_manager, _model, _state);
|
||||
if (_view == null)
|
||||
_view = new TimeAndSalesView();
|
||||
_view.DataContext = _vm.value;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,35 +1,33 @@
|
||||
using bts.api;
|
||||
using bts.spark;
|
||||
using bts.shell.time_and_sales;
|
||||
using mbts;
|
||||
using mbts.co2;
|
||||
using mbts.persist;
|
||||
using mbts.spark;
|
||||
using mbts.spark.filters;
|
||||
using mbts.ui;
|
||||
using mbts.ui.settings;
|
||||
using ProtoBuf;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Threading.Tasks;
|
||||
using Columns = bts.shell.time_and_sales.TimeAndSalesView.Columns;
|
||||
using mbts.config;
|
||||
using static mbts.ui.controls.DIYGrid;
|
||||
using static mbts.ui.spark.TimeAndSalesView;
|
||||
|
||||
namespace bts.shell {
|
||||
class TimeAndSalesWindowFactory : ShellWindowFactory<TimeAndSalesSettings> {
|
||||
class TimeAndSalesWindowFactory : ShellWindowFactory<TimeAndSalesWindowFactory.StartupData> {
|
||||
readonly IBus _bus;
|
||||
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),
|
||||
bus.subscribe(SparkTags.ShowTimeAndSalesTag).OnDispatcher().Subscribe(show)
|
||||
@@ -38,22 +36,91 @@ namespace bts.shell {
|
||||
|
||||
public static string col_id(Columns col) => col.ToString();
|
||||
|
||||
public override Task<IShellWindow> load(TimeAndSalesSettings state) =>
|
||||
public override Task<IShellWindow> load(StartupData 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));
|
||||
new WindowSettingsManager<GridSettings>(_settings_hub, state.grid, s => s.time_and_sales_grid, (s, g) => s.with(time_and_sales:g))));
|
||||
|
||||
public async void show(SecurityCriteria criteria) {
|
||||
var w = await load(new TimeAndSalesSettings(criteria));
|
||||
var w = await load(new StartupData(criteria));
|
||||
_bus.post(SparkTags.ShowWindow, w);
|
||||
}
|
||||
|
||||
readonly struct TimeAndSalesConfig {
|
||||
public readonly bool can_pause_updates;
|
||||
[ProtoContract]
|
||||
public class StartupData {
|
||||
[ProtoMember(1)]
|
||||
public readonly SecurityCriteria security_criteria;
|
||||
[ProtoMember(2)]
|
||||
List<SortingCriteria> _sorting_criterion;
|
||||
[ProtoMember(3)]
|
||||
public FilterStates filters;
|
||||
[ProtoMember(4)]
|
||||
public GridSettings grid;
|
||||
|
||||
public TimeAndSalesConfig(bts.config.TimeAndSalesOptions options) =>
|
||||
can_pause_updates = options.can_pause_updates;
|
||||
public StartupData() { }
|
||||
|
||||
public StartupData(SecurityCriteria security_criteria) :
|
||||
this(security_criteria, new FilterStates(), null, null) { }
|
||||
|
||||
public StartupData(SecurityCriteria security_criteria, FilterStates filters, GridSettings grid = default, List<SortingCriteria> sorting_criterion = null) {
|
||||
this.security_criteria = security_criteria;
|
||||
this.filters = filters;
|
||||
this.grid = grid;
|
||||
_sorting_criterion = sorting_criterion;
|
||||
}
|
||||
|
||||
public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion);
|
||||
|
||||
public List<SortingCriteria> sorting_criterion => _sorting_criterion ?? (_sorting_criterion = DefaultColumns.default_sorting_criterion.ToList());
|
||||
|
||||
public static StartupData Default(SecurityCriteria security_criteria) =>
|
||||
new StartupData(security_criteria, new FilterStates(), null, DefaultColumns.default_sorting_criterion.ToList());
|
||||
|
||||
public StartupData with(SecurityCriteria security_criteria) =>
|
||||
new StartupData(security_criteria, filters, grid);
|
||||
|
||||
public static class DefaultColumns {
|
||||
public static GridColumnSettings security => new GridColumnSettings(col_id(Columns.Security), DefaultColumnHeaders.Security, width: DefaultColumnWidths.Security);
|
||||
public static GridColumnSettings time => new GridColumnSettings(col_id(Columns.Time), DefaultColumnHeaders.Time, width: DefaultColumnWidths.Time);
|
||||
public static GridColumnSettings price => new GridColumnSettings(col_id(Columns.Price), DefaultColumnHeaders.Price, width: DefaultColumnWidths.Price, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
|
||||
public static GridColumnSettings size => new GridColumnSettings(col_id(Columns.Size), DefaultColumnHeaders.Size, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
|
||||
public static GridColumnSettings aggressor => new GridColumnSettings(col_id(Columns.Aggressor), DefaultColumnHeaders.Aggressor, width: DefaultColumnWidths.Aggressor);
|
||||
public static GridColumnSettings security_key => new GridColumnSettings(col_id(Columns.SecurityKey), DefaultColumnHeaders.SecurityKey, is_visible:false, width: DefaultColumnWidths.SecurityKey);
|
||||
|
||||
public static IEnumerable<SortingCriteria> default_sorting_criterion {
|
||||
get {
|
||||
yield return new SortingCriteria(time.id, false);
|
||||
}
|
||||
}
|
||||
|
||||
public static IEnumerable<GridColumnSettings> all {
|
||||
get {
|
||||
yield return security;
|
||||
yield return time;
|
||||
yield return price;
|
||||
yield return size;
|
||||
yield return aggressor;
|
||||
yield return security_key;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
[ProtoContract]
|
||||
public class FilterStates {
|
||||
[ProtoMember(1)]
|
||||
public TimeFilterTuple time;
|
||||
[ProtoMember(2)]
|
||||
public string security;
|
||||
[ProtoMember(3)]
|
||||
public DoubleMinMaxState price;
|
||||
[ProtoMember(4)]
|
||||
public UIntMinMaxState size;
|
||||
// [ProtoMember(5)]
|
||||
// ProtoMember 5 cannot be used further
|
||||
[ProtoMember(6)]
|
||||
public string security_key;
|
||||
[ProtoMember(7)]
|
||||
public co2.AggressorSide[] aggressor_sides;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -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>
|
||||
|
||||
@@ -20,5 +20,5 @@ namespace mbts.ui.spark {
|
||||
InitializeComponent();
|
||||
}
|
||||
|
||||
class SyntheticManagementRowView : DIYGrid.HighPerformanceRow<SyntheticManagementDialogVM.Row> { }
|
||||
class SyntheticManagementRowView : DIYGrid.HighPerformanceRow<SyntheticManagementDialogVM.Row, SyntheticManagementView.Columns> { }
|
||||
}
|
||||
@@ -3,7 +3,6 @@ using bts.api;
|
||||
using bts.shell;
|
||||
using bts.shell.spreader;
|
||||
using bts.spark;
|
||||
using bts.view;
|
||||
using mbts.persist;
|
||||
using mbts.ui;
|
||||
using mbts.ui.settings;
|
||||
@@ -28,7 +27,6 @@ namespace mbts.spark {
|
||||
StartupData _state;
|
||||
OrdersModel _orders_model;
|
||||
SyntheticManagementView _view;
|
||||
SparkMenuDisplayVM _menu_display_vm;
|
||||
IDisposable _subscriptions;
|
||||
IReadOnlyList<SparkCommand> _commands;
|
||||
readonly IWindowSettingsManager<GridSettings> _settings_manager;
|
||||
@@ -45,7 +43,7 @@ namespace mbts.spark {
|
||||
public override string window_type => _window_type;
|
||||
public override UIElement Content => _view;
|
||||
public override IEnumerable<SparkCommand> Commands => _commands;
|
||||
public override StartupData SaveState => _state = _vm.value.create().with(menu_display: _menu_display_vm.safe_create());
|
||||
public override StartupData SaveState => _state = _vm.value.create();
|
||||
public override double MinWidth =>
|
||||
StartupData.DefaultGridSettings.columns.Sum(gcs => gcs.width)
|
||||
+ SPARK_MENU_COLLAPSED_WIDTH
|
||||
@@ -55,8 +53,6 @@ namespace mbts.spark {
|
||||
|
||||
public void thread_init() {
|
||||
Log.notnull(_state);
|
||||
_menu_display_vm = new SparkMenuDisplayVM();
|
||||
_menu_display_vm.load_from(_state.menu_display);
|
||||
|
||||
var vm_connectable_builder = new ConnectableSeriesBuilder<SyntheticManagementDialogVM>(_vm.observable);
|
||||
var current_row_source = vm_connectable_builder.create(vm => vm.current_row_observable);
|
||||
@@ -101,8 +97,7 @@ namespace mbts.spark {
|
||||
new SparkCommandCommand(
|
||||
"Import Synthetics...", Icons.Import, FileDialogCommand.open_file(import, extensions: SyntheticSecurityParser.file_extension)) {
|
||||
show_in_toolbar = false
|
||||
},
|
||||
_menu_display_vm.spark_cmd
|
||||
}
|
||||
};
|
||||
|
||||
_subscriptions = Disposable.Create(
|
||||
@@ -134,9 +129,6 @@ namespace mbts.spark {
|
||||
Commands.OfType<IDisposable>().DisposeAll();
|
||||
}
|
||||
|
||||
protected override void OnParentViewCreated(SparkWindowView parent_view) =>
|
||||
_menu_display_vm.safe_bind_to_view(parent_view);
|
||||
|
||||
struct RowModificationParams {
|
||||
public readonly SecurityImmutable security;
|
||||
public readonly bool has_working_orders;
|
||||
|
||||
@@ -48,28 +48,14 @@ namespace bts.shell {
|
||||
public readonly FilterStates filters;
|
||||
[ProtoMember(3)]
|
||||
public readonly GridSettings grid;
|
||||
[ProtoMember(4)]
|
||||
public readonly SparkMenuDisplaySettings menu_display;
|
||||
|
||||
public StartupData() : this(new List<SortingCriteria>(), null, null) { }
|
||||
|
||||
public StartupData(List<SortingCriteria> sorting_criteria, FilterStates filters, GridSettings grid = default)
|
||||
: this(sorting_criteria, filters, grid, SparkMenuDisplaySettings.Default) { }
|
||||
|
||||
public StartupData(List<SortingCriteria> sorting_criteria, FilterStates filters, GridSettings grid, SparkMenuDisplaySettings menu_display) {
|
||||
public StartupData(List<SortingCriteria> sorting_criteria, FilterStates filters, GridSettings grid = default) {
|
||||
this.sorting_criteria = sorting_criteria;
|
||||
this.filters = filters;
|
||||
this.grid = grid;
|
||||
this.menu_display = menu_display;
|
||||
}
|
||||
|
||||
public StartupData with(List<SortingCriteria> sorting_criteria = null, FilterStates filters = null, GridSettings grid = null, SparkMenuDisplaySettings? menu_display = null) =>
|
||||
new StartupData(
|
||||
sorting_criteria ?? this.sorting_criteria,
|
||||
filters ?? this.filters,
|
||||
grid ?? this.grid,
|
||||
menu_display ?? this.menu_display);
|
||||
|
||||
public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion);
|
||||
|
||||
static class DefaultColumns {
|
||||
|
||||
@@ -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));
|
||||
}
|
||||
|
||||
|
||||
@@ -25,7 +25,6 @@
|
||||
<sys:Double x:Key="VerticalPush2">8</sys:Double>
|
||||
<sys:Double x:Key="VerticalPush3">12</sys:Double>
|
||||
<Thickness x:Key="Margin.LP1" Left="{StaticResource HorizontalPush1}"/>
|
||||
<Thickness x:Key="Margin.LP1_RP1" Left="{StaticResource HorizontalPush1}" Right="{StaticResource HorizontalPush1}"/>
|
||||
<Thickness x:Key="Margin.LP2" Left="{StaticResource HorizontalPush2}"/>
|
||||
<Thickness x:Key="Margin.LP3" Left="{StaticResource HorizontalPush3}"/>
|
||||
<Thickness x:Key="Margin.TP1" Top="{StaticResource VerticalPush1}"/>
|
||||
@@ -131,6 +130,22 @@
|
||||
</ResourceDictionary>
|
||||
</UserControl.Resources>
|
||||
<VisualStateManager.VisualStateGroups>
|
||||
<VisualStateGroup Name="{x:Static GroupName, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.EditPane}}">
|
||||
<VisualState Name="{x:Static u:VisualStates.Active}">
|
||||
<Storyboard>
|
||||
<ObjectAnimationUsingKeyFrames Storyboard.TargetName="edit_pane" Storyboard.TargetProperty="(UIElement.Visibility)">
|
||||
<DiscreteObjectKeyFrame KeyTime="00:00:00" Value="{x:Static Visibility.Visible}" />
|
||||
</ObjectAnimationUsingKeyFrames>
|
||||
</Storyboard>
|
||||
</VisualState>
|
||||
<VisualState Name="{x:Static u:VisualStates.Inactive}">
|
||||
<Storyboard>
|
||||
<ObjectAnimationUsingKeyFrames Storyboard.TargetName="edit_pane" Storyboard.TargetProperty="(UIElement.Visibility)">
|
||||
<DiscreteObjectKeyFrame KeyTime="00:00:00" Value="{x:Static Visibility.Hidden}" />
|
||||
</ObjectAnimationUsingKeyFrames>
|
||||
</Storyboard>
|
||||
</VisualState>
|
||||
</VisualStateGroup>
|
||||
</VisualStateManager.VisualStateGroups>
|
||||
<AdornerDecorator>
|
||||
<Grid>
|
||||
@@ -138,19 +153,13 @@
|
||||
<ColumnDefinition Width="Auto"/>
|
||||
<ColumnDefinition Width="*"/>
|
||||
</Grid.ColumnDefinitions>
|
||||
<Grid.RowDefinitions>
|
||||
<RowDefinition Height="*"/>
|
||||
<RowDefinition Height="Auto"/>
|
||||
</Grid.RowDefinitions>
|
||||
<ListBox
|
||||
x:Name="_tree_view"
|
||||
Grid.RowSpan="2"
|
||||
ItemsSource="{Binding definitions_view}"
|
||||
HorizontalAlignment="Stretch"
|
||||
VerticalAlignment="Stretch"
|
||||
MinWidth="180"
|
||||
Background="Transparent"
|
||||
BorderThickness="0,0,1,0"
|
||||
SelectedItem="{Binding selected_definition}"
|
||||
>
|
||||
<ListBox.ItemTemplate>
|
||||
@@ -164,176 +173,275 @@
|
||||
</DataTemplate>
|
||||
</ListBox.ItemTemplate>
|
||||
</ListBox>
|
||||
<Grid x:Name="edit_pane" Grid.Column="1">
|
||||
<u:StateManager.VisualState>
|
||||
<Binding Path="selected_definition">
|
||||
<Binding.Converter>
|
||||
<cv:ValueMap Default="{x:Static u:VisualStates.Active}">
|
||||
<cv:KeyValue Key="{x:Null}" Value="{x:Static u:VisualStates.Inactive}"/>
|
||||
</cv:ValueMap>
|
||||
</Binding.Converter>
|
||||
</Binding>
|
||||
</u:StateManager.VisualState>
|
||||
<VisualStateManager.VisualStateGroups>
|
||||
<VisualStateGroup>
|
||||
<VisualState Name="{x:Static u:VisualStates.Active}"/>
|
||||
<VisualState Name="{x:Static u:VisualStates.Inactive}">
|
||||
<Storyboard>
|
||||
<BooleanAnimationUsingKeyFrames Storyboard.TargetName="custom_badge_color_picker_button" Storyboard.TargetProperty="(UIElement.IsEnabled)">
|
||||
<DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
|
||||
</BooleanAnimationUsingKeyFrames>
|
||||
<BooleanAnimationUsingKeyFrames Storyboard.TargetName="name_text_box" Storyboard.TargetProperty="(UIElement.IsEnabled)">
|
||||
<DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
|
||||
</BooleanAnimationUsingKeyFrames>
|
||||
<BooleanAnimationUsingKeyFrames Storyboard.TargetName="abbreviation_text_box" Storyboard.TargetProperty="(UIElement.IsEnabled)">
|
||||
<DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
|
||||
</BooleanAnimationUsingKeyFrames>
|
||||
<BooleanAnimationUsingKeyFrames Storyboard.TargetName="algo_editor_scroll_viewer" Storyboard.TargetProperty="(UIElement.IsEnabled)">
|
||||
<DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
|
||||
</BooleanAnimationUsingKeyFrames>
|
||||
<ObjectAnimationUsingKeyFrames Storyboard.TargetName="edit_pane" Storyboard.TargetProperty="(FrameworkElement.ToolTip).(UIElement.Visibility)">
|
||||
<DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
|
||||
</ObjectAnimationUsingKeyFrames>
|
||||
</Storyboard>
|
||||
</VisualState>
|
||||
</VisualStateGroup>
|
||||
</VisualStateManager.VisualStateGroups>
|
||||
<Grid.ToolTip>
|
||||
<ToolTip Visibility="Collapsed">
|
||||
<StackPanel Orientation="Vertical">
|
||||
<TextBlock FontStyle="Italic">Select an existing algo to edit from the list to the left.</TextBlock>
|
||||
<StackPanel Orientation="Horizontal">
|
||||
<TextBlock FontStyle="Italic">Or click the</TextBlock>
|
||||
<Image Source="{x:Static u:Icons.AddBoxes}" Height="20" Margin="2,0"/>
|
||||
<TextBlock FontStyle="Italic"> button to create a new one.</TextBlock>
|
||||
</StackPanel>
|
||||
</StackPanel>
|
||||
</ToolTip>
|
||||
</Grid.ToolTip>
|
||||
<Grid.RowDefinitions>
|
||||
<RowDefinition Height="27"/>
|
||||
<RowDefinition Height="*"/>
|
||||
</Grid.RowDefinitions>
|
||||
<Grid.ColumnDefinitions>
|
||||
<ColumnDefinition Width="Auto"/>
|
||||
<ColumnDefinition Width="*"/>
|
||||
<ColumnDefinition Width="Auto"/>
|
||||
</Grid.ColumnDefinitions>
|
||||
<Rectangle Grid.ColumnSpan="3" VerticalAlignment="Stretch" HorizontalAlignment="Stretch" Fill="{x:Static u:BTSColors.dialog_skirt_brush}" UseLayoutRounding="True"/>
|
||||
<Button
|
||||
x:Name="custom_badge_color_picker_button"
|
||||
Background="{Binding selected_definition.badge_fill}"
|
||||
Margin="{StaticResource Margin.LP1}"
|
||||
ToolTip="Change the icon color used for this algo."
|
||||
IsEnabled="True"
|
||||
Style="{StaticResource CustomBadgeColorPickerButtonStyle}"
|
||||
/>
|
||||
<Popup x:Name="custom_badge_color_picker_popup" StaysOpen="False" PlacementTarget="{Binding ElementName=custom_badge_color_picker_button}" Placement="Right">
|
||||
<Border Style="{StaticResource CustomBadgeColorPickerPopupRootStyle}">
|
||||
<Grid>
|
||||
<Grid.RowDefinitions>
|
||||
<RowDefinition Height="Auto"/>
|
||||
<RowDefinition Height="*"/>
|
||||
</Grid.RowDefinitions>
|
||||
<CheckBox
|
||||
x:Name="default_badge_color_checkbox"
|
||||
VerticalAlignment="Center"
|
||||
VerticalContentAlignment="Center"
|
||||
Margin="6,4,0,4"
|
||||
IsChecked="{Binding selected_definition.custom_badge_color.enabled, Converter={StaticResource NotConverter}}"
|
||||
>
|
||||
<CheckBox.ToolTip>
|
||||
<TextBlock>
|
||||
<Run>Use the default icon color for this algo.</Run>
|
||||
<LineBreak/>
|
||||
<Run FontStyle="Italic">Hint: the default color is that of the algo-root.</Run>
|
||||
<ScrollViewer Grid.Column="1" Grid.IsSharedSizeScope="True" Margin="8,4">
|
||||
<Grid x:Name="edit_pane">
|
||||
<Grid.RowDefinitions>
|
||||
<RowDefinition Height="Auto"/>
|
||||
<RowDefinition Height="Auto"/>
|
||||
<RowDefinition Height="*"/>
|
||||
<RowDefinition Height="Auto"/>
|
||||
</Grid.RowDefinitions>
|
||||
<Grid u:StateManager.VisualStateCollection="{Binding content_visual_states}" Margin="{StaticResource Margin.TP1}" >
|
||||
<VisualStateManager.VisualStateGroups>
|
||||
<!--Name-->
|
||||
<VisualStateGroup Name="{x:Static GroupName, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.Name}}">
|
||||
<VisualState Name="{x:Static Active, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.Name}}"/>
|
||||
<VisualState Name="{x:Static Inactive, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.Name}}">
|
||||
<Storyboard>
|
||||
<BooleanAnimationUsingKeyFrames Storyboard.TargetName="name_text_box" Storyboard.TargetProperty="(UIElement.IsEnabled)">
|
||||
<DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
|
||||
</BooleanAnimationUsingKeyFrames>
|
||||
</Storyboard>
|
||||
</VisualState>
|
||||
<VisualState Name="{x:Static CannotRenameDefinition, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.Name}}">
|
||||
<Storyboard>
|
||||
<ObjectAnimationUsingKeyFrames Storyboard.TargetName="name_text_box" Storyboard.TargetProperty="(TextBox.ToolTip)">
|
||||
<DiscreteObjectKeyFrame KeyTime="0" Value="Cannot rename definitions."/>
|
||||
</ObjectAnimationUsingKeyFrames>
|
||||
<BooleanAnimationUsingKeyFrames Storyboard.TargetName="name_text_box" Storyboard.TargetProperty="(UIElement.IsEnabled)">
|
||||
<DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
|
||||
</BooleanAnimationUsingKeyFrames>
|
||||
</Storyboard>
|
||||
</VisualState>
|
||||
<VisualState Name="{x:Static CannotRenameDefinitionWhileTemplatesPresent, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.Name}}">
|
||||
<Storyboard>
|
||||
<ObjectAnimationUsingKeyFrames Storyboard.TargetName="name_text_box" Storyboard.TargetProperty="(TextBox.ToolTip)">
|
||||
<DiscreteObjectKeyFrame KeyTime="0" Value="Cannot rename definition while templates present."/>
|
||||
</ObjectAnimationUsingKeyFrames>
|
||||
<BooleanAnimationUsingKeyFrames Storyboard.TargetName="name_text_box" Storyboard.TargetProperty="(UIElement.IsEnabled)">
|
||||
<DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
|
||||
</BooleanAnimationUsingKeyFrames>
|
||||
</Storyboard>
|
||||
</VisualState>
|
||||
<VisualState Name="{x:Static CannotRenameTemplate, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.Name}}">
|
||||
<Storyboard>
|
||||
<ObjectAnimationUsingKeyFrames Storyboard.TargetName="name_text_box" Storyboard.TargetProperty="(TextBox.ToolTip)">
|
||||
<DiscreteObjectKeyFrame KeyTime="0" Value="Cannot rename templates."/>
|
||||
</ObjectAnimationUsingKeyFrames>
|
||||
<BooleanAnimationUsingKeyFrames Storyboard.TargetName="name_text_box" Storyboard.TargetProperty="(UIElement.IsEnabled)">
|
||||
<DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
|
||||
</BooleanAnimationUsingKeyFrames>
|
||||
</Storyboard>
|
||||
</VisualState>
|
||||
</VisualStateGroup>
|
||||
<!--Abbreviation-->
|
||||
<VisualStateGroup Name="{x:Static GroupName, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.Abbreviation}}">
|
||||
<VisualState Name="{x:Static Populated, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.Abbreviation}}">
|
||||
<Storyboard>
|
||||
<ObjectAnimationUsingKeyFrames Storyboard.TargetName="abbreviation_active_tooltip" Storyboard.TargetProperty="(FrameworkElement.Visibility)">
|
||||
<DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
|
||||
</ObjectAnimationUsingKeyFrames>
|
||||
</Storyboard>
|
||||
</VisualState>
|
||||
<VisualState Name="{x:Static Unpopulated, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.Abbreviation}}">
|
||||
<Storyboard>
|
||||
<ObjectAnimationUsingKeyFrames Storyboard.TargetName="abbreviation_active_tooltip" Storyboard.TargetProperty="(FrameworkElement.Visibility)">
|
||||
<DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
|
||||
</ObjectAnimationUsingKeyFrames>
|
||||
<ColorAnimationUsingKeyFrames Storyboard.TargetName="abbreviation_label" Storyboard.TargetProperty="(TextElement.Foreground).(SolidColorBrush.Color)">
|
||||
<DiscreteColorKeyFrame KeyTime="0" Value="Gray"/>
|
||||
</ColorAnimationUsingKeyFrames>
|
||||
</Storyboard>
|
||||
</VisualState>
|
||||
<VisualState Name="{x:Static NotSupportedForTemplates, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.Abbreviation}}">
|
||||
<Storyboard>
|
||||
<BooleanAnimationUsingKeyFrames Storyboard.TargetName="abbreviation_root" Storyboard.TargetProperty="(ToolTipService.ShowOnDisabled)">
|
||||
<DiscreteBooleanKeyFrame KeyTime="0" Value="True"/>
|
||||
</BooleanAnimationUsingKeyFrames>
|
||||
<BooleanAnimationUsingKeyFrames Storyboard.TargetName="abbreviation_root" Storyboard.TargetProperty="(UIElement.IsEnabled)">
|
||||
<DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
|
||||
</BooleanAnimationUsingKeyFrames>
|
||||
<ColorAnimationUsingKeyFrames Storyboard.TargetName="abbreviation_label" Storyboard.TargetProperty="(TextElement.Foreground).(SolidColorBrush.Color)">
|
||||
<DiscreteColorKeyFrame KeyTime="0" Value="Gray"/>
|
||||
</ColorAnimationUsingKeyFrames>
|
||||
<ObjectAnimationUsingKeyFrames Storyboard.TargetName="abbreviation_not_supported_for_templates_tooltip" Storyboard.TargetProperty="(FrameworkElement.Visibility)">
|
||||
<DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
|
||||
</ObjectAnimationUsingKeyFrames>
|
||||
</Storyboard>
|
||||
</VisualState>
|
||||
</VisualStateGroup>
|
||||
<!--Badge Selector-->
|
||||
<VisualStateGroup Name="{x:Static GroupName, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.BadgeSelector}}">
|
||||
<VisualState Name="{x:Static Active, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.BadgeSelector}}">
|
||||
<Storyboard>
|
||||
<DoubleAnimationUsingKeyFrames Storyboard.TargetName="default_badge" Storyboard.TargetProperty="(UIElement.Opacity)">
|
||||
<DiscreteDoubleKeyFrame KeyTime="0" Value="0.5"/>
|
||||
</DoubleAnimationUsingKeyFrames>
|
||||
</Storyboard>
|
||||
</VisualState>
|
||||
<VisualState Name="{x:Static Inactive, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.BadgeSelector}}">
|
||||
<Storyboard>
|
||||
<BooleanAnimationUsingKeyFrames Storyboard.TargetName="custom_badge_color_picker_button" Storyboard.TargetProperty="(UIElement.IsEnabled)">
|
||||
<DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
|
||||
</BooleanAnimationUsingKeyFrames>
|
||||
<BooleanAnimationUsingKeyFrames Storyboard.TargetName="default_badge_radio_button" Storyboard.TargetProperty="(ToggleButton.IsChecked)">
|
||||
<DiscreteBooleanKeyFrame KeyTime="0" Value="True"/>
|
||||
</BooleanAnimationUsingKeyFrames>
|
||||
</Storyboard>
|
||||
</VisualState>
|
||||
</VisualStateGroup>
|
||||
</VisualStateManager.VisualStateGroups>
|
||||
<Grid.ColumnDefinitions>
|
||||
<ColumnDefinition Width="Auto" SharedSizeGroup="param_name_col"/>
|
||||
<ColumnDefinition Width="3*"/>
|
||||
<ColumnDefinition Width="2*"/>
|
||||
</Grid.ColumnDefinitions>
|
||||
<TextBlock VerticalAlignment="Center">Name:</TextBlock>
|
||||
<TextBox
|
||||
x:Name="name_text_box"
|
||||
Grid.Column="1"
|
||||
ToolTipService.ShowOnDisabled="True"
|
||||
Margin="{StaticResource Margin.LP1}"
|
||||
HorizontalAlignment="Stretch"
|
||||
VerticalAlignment="Center"
|
||||
Text="{Binding selected_definition.name, UpdateSourceTrigger=PropertyChanged, Delay=25}"
|
||||
/>
|
||||
<Grid x:Name="abbreviation_root" Grid.Column="2">
|
||||
<Grid.ToolTip>
|
||||
<Grid>
|
||||
<TextBlock x:Name="abbreviation_active_tooltip" Visibility="Collapsed">
|
||||
<TextBlock.Inlines>
|
||||
<Run>Specify an abbreviation for this algo to use in ladder algo 'favorite' buttons.</Run>
|
||||
<LineBreak/>
|
||||
<Run FontStyle="Italic">Hint: To add/remove algos from 'favorites', open the ladder settings dialog and select the 'Algo Favorites' tab.</Run>
|
||||
</TextBlock.Inlines>
|
||||
</TextBlock>
|
||||
</CheckBox.ToolTip>
|
||||
<Grid x:Name="default_badge_content_root">
|
||||
<TextBlock x:Name="abbreviation_not_supported_for_templates_tooltip" Visibility="Collapsed">
|
||||
Not supported for templates.
|
||||
</TextBlock>
|
||||
</Grid>
|
||||
</Grid.ToolTip>
|
||||
<Grid.ColumnDefinitions>
|
||||
<ColumnDefinition Width="Auto"/>
|
||||
<ColumnDefinition Width="*"/>
|
||||
</Grid.ColumnDefinitions>
|
||||
<TextBlock x:Name="abbreviation_label" FontStyle="Italic" Margin="{StaticResource Margin.LP1}" VerticalAlignment="Center">Abbrev.</TextBlock>
|
||||
<TextBox Grid.Column="1" Margin="{StaticResource Margin.LP1}" Text="{Binding selected_definition.abbreviation, UpdateSourceTrigger=PropertyChanged, Delay=25}"/>
|
||||
</Grid>
|
||||
</Grid>
|
||||
<Grid x:Name="badge_selector_radio_button_root" Grid.Row="1" Margin="{StaticResource Margin.TP2}">
|
||||
<Grid.ColumnDefinitions>
|
||||
<ColumnDefinition Width="Auto" SharedSizeGroup="param_name_col"/>
|
||||
<ColumnDefinition Width="Auto"/>
|
||||
<ColumnDefinition Width="*"/>
|
||||
</Grid.ColumnDefinitions>
|
||||
<TextBlock>Icon:</TextBlock>
|
||||
<RadioButton
|
||||
x:Name="default_badge_radio_button"
|
||||
Grid.Column="1"
|
||||
VerticalAlignment="Center"
|
||||
VerticalContentAlignment="Center"
|
||||
Margin="{StaticResource Margin.LP1}"
|
||||
GroupName="Badge"
|
||||
>
|
||||
<RadioButton.ToolTip>
|
||||
<ToolTip DataContext="{Binding PlacementTarget.DataContext, RelativeSource={RelativeSource Self}}">
|
||||
<StackPanel Orientation="Vertical">
|
||||
<TextBlock>Use the default icon color for this algo.</TextBlock>
|
||||
<StackPanel TextElement.FontStyle="Italic" Orientation="Horizontal">
|
||||
<TextBlock>Hint: the default color is that of the algo-root (</TextBlock>
|
||||
<usp:OrderTypeItem
|
||||
Margin="2,0"
|
||||
BadgeFill="{Binding selected_definition.algo_root.meta.Color, Converter={StaticResource ColorToBrushConverter}}"
|
||||
DisplayName="{Binding selected_definition.algo_root.display_name}"
|
||||
/>
|
||||
<TextBlock>).</TextBlock>
|
||||
</StackPanel>
|
||||
</StackPanel>
|
||||
</ToolTip>
|
||||
</RadioButton.ToolTip>
|
||||
<Grid x:Name="default_badge_content_root">
|
||||
<Grid.ColumnDefinitions>
|
||||
<ColumnDefinition Width="Auto"/>
|
||||
<ColumnDefinition Width="*"/>
|
||||
</Grid.ColumnDefinitions>
|
||||
<TextBlock>Default</TextBlock>
|
||||
<Rectangle
|
||||
x:Name="default_badge"
|
||||
Grid.Column="1"
|
||||
Margin="{StaticResource Margin.LP1}"
|
||||
Fill="{Binding selected_definition.algo_root.meta.Color, Converter={StaticResource ColorToBrushConverter}}"
|
||||
Style="{StaticResource RectangleBadgeStyle}"
|
||||
/>
|
||||
</Grid>
|
||||
</RadioButton>
|
||||
<RadioButton
|
||||
Grid.Column="2"
|
||||
VerticalAlignment="Center"
|
||||
VerticalContentAlignment="Center"
|
||||
Margin="{StaticResource Margin.LP2}"
|
||||
IsChecked="{Binding selected_definition.custom_badge_color.enabled}"
|
||||
GroupName="Badge"
|
||||
>
|
||||
<RadioButton.ToolTip>
|
||||
<Grid>
|
||||
<Grid.RowDefinitions>
|
||||
<RowDefinition Height="Auto"/>
|
||||
<RowDefinition Height="Auto"/>
|
||||
</Grid.RowDefinitions>
|
||||
<Grid.ColumnDefinitions>
|
||||
<ColumnDefinition Width="Auto"/>
|
||||
<ColumnDefinition Width="Auto"/>
|
||||
<ColumnDefinition Width="*"/>
|
||||
</Grid.ColumnDefinitions>
|
||||
<TextBlock>Use Default Icon</TextBlock>
|
||||
<TextBlock Grid.ColumnSpan="3">Specify a custom icon color for this algo.</TextBlock>
|
||||
<TextBlock Grid.Row="1" FontStyle="Italic">Hint: Click</TextBlock>
|
||||
<Rectangle
|
||||
x:Name="default_badge"
|
||||
Grid.Row="1"
|
||||
Grid.Column="1"
|
||||
Margin="{StaticResource Margin.LP1}"
|
||||
Fill="{Binding selected_definition.algo_root.meta.Color, Converter={StaticResource ColorToBrushConverter}}"
|
||||
Margin="3,0"
|
||||
Fill="{Binding selected_definition.custom_badge_color.value, Converter={StaticResource ColorToBrushConverter}}"
|
||||
Style="{StaticResource RectangleBadgeStyle}"
|
||||
/>
|
||||
<TextBlock Grid.Row="1" Grid.Column="2" FontStyle="Italic">to open the color picker popup.</TextBlock>
|
||||
</Grid>
|
||||
</CheckBox>
|
||||
<cp:ColorPickerControl
|
||||
Grid.Row="1"
|
||||
ToolTipService.ShowOnDisabled="True"
|
||||
Margin="{StaticResource Margin.TP1}"
|
||||
Background="Transparent"
|
||||
Palettes="{Binding DataContext.selected_definition.custom_badge_color_palettes, RelativeSource={RelativeSource AncestorType=Popup}}"
|
||||
SelectedColor="{Binding DataContext.selected_definition.custom_badge_color.value, RelativeSource={RelativeSource AncestorType=Popup}, Mode=TwoWay}"
|
||||
PreviewMouseDown="_on_badge_color_picker_activated"
|
||||
PreviewGotKeyboardFocus="_on_badge_color_picker_activated"
|
||||
/>
|
||||
</Grid>
|
||||
</Border>
|
||||
</Popup>
|
||||
<TextBox
|
||||
x:Name="name_text_box"
|
||||
Grid.Column="1"
|
||||
u:TextBoxBehavior.TextPrompt="Name"
|
||||
Margin="{StaticResource Margin.LP1}"
|
||||
HorizontalAlignment="Stretch"
|
||||
VerticalAlignment="Center"
|
||||
MinWidth="50"
|
||||
IsEnabled="True"
|
||||
Text="{Binding selected_definition.name, UpdateSourceTrigger=PropertyChanged, Delay=25}"
|
||||
ToolTip="This algo's full name."
|
||||
/>
|
||||
<TextBox
|
||||
x:Name="abbreviation_text_box"
|
||||
Grid.Column="2"
|
||||
u:TextBoxBehavior.TextPrompt="Abbrev."
|
||||
VerticalAlignment="Center"
|
||||
Margin="{StaticResource Margin.LP1_RP1}"
|
||||
MinWidth="50"
|
||||
IsEnabled="True"
|
||||
Text="{Binding selected_definition.abbreviation, UpdateSourceTrigger=PropertyChanged, Delay=25}"
|
||||
>
|
||||
<TextBox.ToolTip>
|
||||
<TextBlock>
|
||||
<TextBlock.Inlines>
|
||||
<Run>Specify an abbreviation for this algo to use in ladder algo 'favorite' buttons.</Run>
|
||||
<LineBreak/>
|
||||
<Run FontStyle="Italic">Hint: To add/remove algos from 'favorites', open the ladder settings dialog and select the 'Algo Favorites' tab.</Run>
|
||||
</TextBlock.Inlines>
|
||||
</TextBlock>
|
||||
</TextBox.ToolTip>
|
||||
</TextBox>
|
||||
<ScrollViewer x:Name="algo_editor_scroll_viewer" Grid.Row="1" Grid.ColumnSpan="3" VerticalScrollBarVisibility="Auto">
|
||||
</RadioButton.ToolTip>
|
||||
<Grid>
|
||||
<Grid.ColumnDefinitions>
|
||||
<ColumnDefinition Width="Auto"/>
|
||||
<ColumnDefinition Width="*"/>
|
||||
</Grid.ColumnDefinitions>
|
||||
<TextBlock>Custom</TextBlock>
|
||||
<Button
|
||||
x:Name="custom_badge_color_picker_button"
|
||||
Grid.Column="1"
|
||||
Background="{Binding selected_definition.custom_badge_color.value, Converter={StaticResource ColorToBrushConverter}}"
|
||||
Margin="{StaticResource Margin.LP1}"
|
||||
Style="{StaticResource CustomBadgeColorPickerButtonStyle}"
|
||||
/>
|
||||
<Popup x:Name="custom_badge_color_picker_popup" StaysOpen="False" PlacementTarget="{Binding ElementName=custom_badge_color_picker_button}" Placement="Right">
|
||||
<Border Style="{StaticResource CustomBadgeColorPickerPopupRootStyle}">
|
||||
<cp:ColorPickerControl
|
||||
Background="Transparent"
|
||||
Palettes="{Binding DataContext.selected_definition.custom_badge_color_palettes, RelativeSource={RelativeSource AncestorType=Popup}}"
|
||||
SelectedColor="{Binding DataContext.selected_definition.custom_badge_color.value, RelativeSource={RelativeSource AncestorType=Popup}, Mode=TwoWay}"
|
||||
/>
|
||||
</Border>
|
||||
</Popup>
|
||||
</Grid>
|
||||
</RadioButton>
|
||||
</Grid>
|
||||
<usp:AlgoEditorView
|
||||
Grid.Row="2"
|
||||
DataContext="{Binding selected_definition}"
|
||||
Background="Transparent"
|
||||
BorderBrush="{Binding algo_root, Converter={StaticResource OrderTypeBrushConverter}}"
|
||||
Margin="0,6,0,0"
|
||||
Padding="12,8"
|
||||
/>
|
||||
</ScrollViewer>
|
||||
</Grid>
|
||||
<c:DialogSkirt
|
||||
Grid.Row="2"
|
||||
Grid.Column="1"
|
||||
BorderThickness="0"
|
||||
>
|
||||
<c:DialogSkirt.RightItems>
|
||||
<x:Array Type="{x:Type Button}">
|
||||
<Button ToolTipService.ShowOnDisabled="True" Margin="{StaticResource DialogSkirtButtonMargin}" Command="{Binding save_cmd}" CommandParameter="{Binding selected_definition}" Width="90" ToolTip="{Binding save_cmd_tooltip}" IsDefault="True">
|
||||
Save Algo
|
||||
<StackPanel Grid.Row="3" HorizontalAlignment="Right" Orientation="Horizontal">
|
||||
<StackPanel.Margin>
|
||||
<Thickness Left="{StaticResource DialogSkirtPadding.Left}" Top="{StaticResource VerticalPush2}" Right="{StaticResource DialogSkirtButtonPadding.Right}" Bottom="{StaticResource DialogSkirtPadding.Bottom}"/>
|
||||
</StackPanel.Margin>
|
||||
<Button ToolTipService.ShowOnDisabled="True" Margin="{StaticResource DialogSkirtButtonMargin}" Command="{Binding save_cmd}" CommandParameter="{Binding selected_definition}" Width="100" ToolTip="{Binding save_cmd_tooltip}" IsDefault="True">
|
||||
<TextBlock Text="{Binding selected_definition.name, StringFormat='{}Save {0}'}"/>
|
||||
</Button>
|
||||
<Button ToolTipService.ShowOnDisabled="True" Margin="{StaticResource DialogSkirtButtonMargin}" Command="{Binding revert_cmd}" CommandParameter="{Binding selected_definition}" Width="90" ToolTip="{Binding revert_cmd_tooltip}">
|
||||
Revert Algo
|
||||
<Button ToolTipService.ShowOnDisabled="True" Margin="{StaticResource DialogSkirtButtonMargin}" Command="{Binding revert_cmd}" CommandParameter="{Binding selected_definition}" Width="100" ToolTip="{Binding revert_cmd_tooltip}">
|
||||
<TextBlock Text="{Binding selected_definition.name, StringFormat='{}Revert {0}'}"/>
|
||||
</Button>
|
||||
</x:Array>
|
||||
</c:DialogSkirt.RightItems>
|
||||
</c:DialogSkirt>
|
||||
</StackPanel>
|
||||
</Grid>
|
||||
</ScrollViewer>
|
||||
</Grid>
|
||||
</AdornerDecorator>
|
||||
</UserControl>
|
||||
@@ -19,17 +19,6 @@ namespace mbts.ui.spark {
|
||||
Dispatcher.InvokeAsync(() => Keyboard.Focus(name_text_box));
|
||||
}
|
||||
|
||||
void _on_badge_color_picker_activated(object sender, MouseButtonEventArgs e) =>
|
||||
_on_badge_color_picker_activated();
|
||||
|
||||
void _on_badge_color_picker_activated(object sender, KeyboardFocusChangedEventArgs e) =>
|
||||
_on_badge_color_picker_activated();
|
||||
|
||||
void _on_badge_color_picker_activated() {
|
||||
if (DataContext is AlgoStudioVM vm && vm.selected_definition != null)
|
||||
vm.selected_definition.custom_badge_color.enabled = true;
|
||||
}
|
||||
|
||||
public static class VisualStateNames {
|
||||
public static class EditPane {
|
||||
public const string GroupName = nameof(EditPane);
|
||||
@@ -55,7 +44,8 @@ namespace mbts.ui.spark {
|
||||
|
||||
public static readonly string
|
||||
Populated = $"{GroupName}{nameof(Populated)}",
|
||||
Unpopulated = $"{GroupName}{nameof(Unpopulated)}";
|
||||
Unpopulated = $"{GroupName}{nameof(Unpopulated)}",
|
||||
NotSupportedForTemplates = $"{GroupName}{nameof(NotSupportedForTemplates)}";
|
||||
}
|
||||
|
||||
public static class BadgeSelector {
|
||||
|
||||
@@ -9,7 +9,6 @@ using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Reactive.Disposables;
|
||||
using System.Reactive.Linq;
|
||||
using System.Threading.Tasks;
|
||||
using System.Windows;
|
||||
using StartupData = bts.shell.AlgoStudioWindowFactory.StartupData;
|
||||
|
||||
@@ -69,12 +68,23 @@ namespace mbts.spark {
|
||||
.Subscribe(sec_map => _view.Resources[ResourceKeys.Securities] = sec_map));
|
||||
// add definition
|
||||
_commands.Add(new SparkCommandCommand("Add Algo", Icons.AddBoxes, _vm.add_definition_cmd));
|
||||
_commands.Add(new SparkCommandCommand("Clone Algo", Icons.CopyBoxes, _vm.clone_selected_definition_cmd));
|
||||
_commands.Add(new SparkCommandCommand("Save Algo", Icons.DiskFile, _vm.save_cmd) {
|
||||
show_in_toolbar = _ui_configuration.can_save_specific
|
||||
});
|
||||
_commands.Add(new SparkCommandCommand("Save All", Icons.Disk, ObservantAsyncCommand.create(_vm.save_all, out var save_all_observer)));
|
||||
_resources.Add(_vm.subscribe_dirty().OnDispatcher().Subscribe(save_all_observer));
|
||||
// clone definition
|
||||
var clone_selected_definition_spark_cmd = new SparkCommandCommand(string.Empty, Icons.DocumentCopy, _vm.clone_selected_definition_cmd);
|
||||
_commands.Add(clone_selected_definition_spark_cmd);
|
||||
_resources.Add(_vm.subscribe_definition().OnDispatcher().Subscribe(
|
||||
def => clone_selected_definition_spark_cmd.title = def == null ? $"Clone (None Selected)" : $"Clone '{def.name}'"));
|
||||
// save
|
||||
if (_ui_configuration.can_save_specific) {
|
||||
var content_is_dirty_src = _vm.subscribe_definition().SelectManyInSeries(def => def?.subscribe_is_definition_dirty() ?? Observable.Return(false));
|
||||
_commands.Add(new ReactiveSparkCommand(_vm.subscribe_definition().OnDispatcher().Select(c => $"Save '{c?.name}'"), Icons.DiskFile, () => {
|
||||
if (_vm.selected_definition is AlgoDefinitionVM d)
|
||||
_vm.save_definition(d).ignore();
|
||||
}, content_is_dirty_src));
|
||||
}
|
||||
// save all
|
||||
var save_all_cmd = new ObservantAsyncCommand(_vm.save_all);
|
||||
_commands.Add(new SparkCommandCommand("Save All", Icons.Disk, save_all_cmd));
|
||||
_resources.Add(_vm.subscribe_dirty().OnDispatcher().Subscribe(save_all_cmd));
|
||||
// undo/redo
|
||||
if (_ui_configuration.can_undo_redo) {
|
||||
// undo
|
||||
@@ -107,11 +117,30 @@ namespace mbts.spark {
|
||||
_resources.Add(can_redo_source.Subscribe(redo_cmd));
|
||||
}
|
||||
// remove
|
||||
_commands.Add(new SparkCommandCommand("Remove Algo", Icons.Trash, ObservantAsyncCommand.create<AlgoDefinitionVM>(
|
||||
vm => BTSMessageBox.Confirm($"Are you sure you want to delete '{vm.name}?'", Title) ? _vm.remove_definition(vm) : Task.CompletedTask,
|
||||
vm => vm != null,
|
||||
out var remove_cmd_observer)));
|
||||
_resources.Add(_vm.subscribe_definition().OnDispatcher().Subscribe(remove_cmd_observer));
|
||||
var remove_spark_cmd = new ObservantSparkCommandCommand<IAlgoStudioContentVM>(Icons.Trash, v => $"Remove '{v?.name}'", v => v != null, value => {
|
||||
if (value is AlgoDefinitionVM d) {
|
||||
string prompt; MessageBoxImage icon;
|
||||
if (d.key.mode == AlgoKey.Mode.Persisted) {
|
||||
prompt = $"Are you sure you want to delete '{d.name}?'";
|
||||
icon = MessageBoxImage.Question;
|
||||
} else {
|
||||
// algo hasn't even been created yet (just an unsaved placeholder item), no need to get user confirmation in this case.
|
||||
prompt = null;
|
||||
icon = default;
|
||||
}
|
||||
if (prompt != null) {
|
||||
var resp = BTSMessageBox.Show(prompt, "Algo Studio", BTSMessageBoxButtons.Yes | BTSMessageBoxButtons.No, icon);
|
||||
switch (resp) {
|
||||
case BTSMessageBoxButtons.Yes: break;
|
||||
case BTSMessageBoxButtons.No:
|
||||
default: return;
|
||||
}
|
||||
}
|
||||
_vm.remove_definition(d).ignore();
|
||||
}
|
||||
});
|
||||
_commands.Add(remove_spark_cmd);
|
||||
_resources.Add(_vm.subscribe_definition().OnDispatcher().Subscribe(remove_spark_cmd));
|
||||
}
|
||||
|
||||
void _dispose_core() {
|
||||
@@ -120,4 +149,4 @@ namespace mbts.spark {
|
||||
Disposable.dispose(ref _vm);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -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);
|
||||
|
||||
+28
-15
@@ -6,39 +6,45 @@ using mbts.utils;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.ComponentModel.Composition;
|
||||
using System.Reactive.Linq;
|
||||
using System.Threading.Tasks;
|
||||
|
||||
namespace mbts.spark {
|
||||
[Export(typeof(IAlgoStudioModel))]
|
||||
class AlgoStudioFlatDefinitionModel : IAlgoStudioModel, IDisposable {
|
||||
readonly AlgoDefinitionService _service;
|
||||
readonly UserTuple _user;
|
||||
readonly AdminModel _admin_model;
|
||||
readonly ErrorReporter _error_reporter;
|
||||
IReadOnlyDictionary<AlgoKey, AlgoData> _algos = DictionaryHelper.empty<AlgoKey, AlgoData>();
|
||||
IReadOnlyDictionary<AlgoKey, AlgoTemplateData> _algo_templates = DictionaryHelper.empty<AlgoKey, AlgoTemplateData>();
|
||||
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();
|
||||
}
|
||||
|
||||
public IObservable<TableUpdate<AlgoData, AlgoKey>> definitions { get; }
|
||||
public IObservable<TableUpdate<AlgoTemplateData, AlgoKey>> templates => Observable.Empty<TableUpdate<AlgoTemplateData, AlgoKey>>();
|
||||
public IAlgoDefinitionMetadataService metadata_service { get; }
|
||||
public bts.config.AlgoStudioOptions ui_configuration { get; } = config.Configuration.get<bts.config.AlgoStudioOptions>();
|
||||
|
||||
public IObservable<TableUpdate<AlgoTemplateData, AlgoKey>> subscribe_definition_templates(AlgoKey definition_key) =>
|
||||
Observable.Return(TableUpdate<AlgoTemplateData, AlgoKey>.mk_empty(t => t.key));
|
||||
|
||||
public async Task<AlgoData?> save_definition(AlgoData definition_data) {
|
||||
var (value, success) = await _error_reporter.safe_execute(() => _service.save_algo_definition_async(
|
||||
_with_key(new AlgoDefinitionUpdateRequest { UserId = _user.id, Algo = _api_definition(definition_data) }, definition_data.key)),
|
||||
r => r.Success, r => r.ErrorMessage, "saving definition");
|
||||
_with_key(new AlgoDefinitionUpdateRequest { UserId = _admin_model.user.id, Algo = _template(definition_data) }, definition_data.key)),
|
||||
r => r.Success, r => r.ErrorMessage, "saving template");
|
||||
if (success)
|
||||
return _definition_data(new AlgoDefinitionRecordImmutable(value.Record));
|
||||
return null;
|
||||
@@ -47,22 +53,23 @@ namespace mbts.spark {
|
||||
public async Task<bool> remove_definition(AlgoKey definition_key) {
|
||||
var req = new AlgoDefinitionRemoveRequest();
|
||||
_set_key(ref req, definition_key);
|
||||
(AlgoDefinitionRemoveResponse resp, bool success) = await _error_reporter.safe_execute(
|
||||
() => _service.remove_algo_definition_async(req),
|
||||
r => r.Success,
|
||||
r => r.ErrorMessage,
|
||||
"remove definition");
|
||||
(AlgoDefinitionRemoveResponse resp, bool success) = await _error_reporter.safe_execute(() => _service.remove_algo_definition_async(req), r => r.Success, r => r.ErrorMessage, "remove template");
|
||||
return success;
|
||||
}
|
||||
|
||||
public Task<AlgoTemplateData?> save_template(AlgoTemplateData template_data) => Task.FromResult((AlgoTemplateData?)null);
|
||||
|
||||
public Task<bool> remove_template(AlgoKey key) =>
|
||||
Task.FromResult(false);
|
||||
|
||||
public void Dispose() =>
|
||||
Disposable.dispose(ref _dispose);
|
||||
|
||||
static AlgoDefinition _api_definition(AlgoData definition_data) =>
|
||||
static AlgoDefinition _template(AlgoData definition_data) =>
|
||||
new AlgoDefinition { Name = definition_data.name, Definition = definition_data.value.CloneToMutable() };
|
||||
|
||||
static AlgoDefinitionImmutable _api_definitioni(AlgoData definition_data) =>
|
||||
new AlgoDefinitionImmutable(_api_definition(definition_data));
|
||||
static AlgoDefinitionImmutable _templatei(AlgoData definition_data) =>
|
||||
new AlgoDefinitionImmutable(_template(definition_data));
|
||||
|
||||
static AlgoData _definition_data(AlgoDefinitionRecordImmutable recordi) =>
|
||||
AlgoData.from_record(recordi);
|
||||
@@ -92,5 +99,11 @@ namespace mbts.spark {
|
||||
default: throw ExceptionBuilder.Argument.unexpected_case(key.mode, nameof(key));
|
||||
}
|
||||
}
|
||||
|
||||
void _report_error(string present_progressive_desc, string msg) =>
|
||||
_error_reporter.report_error($"Error {present_progressive_desc}: {msg}", AlgoStudioWindow.NAME, System.Windows.MessageBoxImage.Warning);
|
||||
|
||||
void _report_no_user_id(string desc) =>
|
||||
_error_reporter.report_error($"{desc} failed: did not find current user id");
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -7,9 +7,13 @@ using System.Threading.Tasks;
|
||||
namespace mbts.spark {
|
||||
interface IAlgoStudioModel {
|
||||
IObservable<TableUpdate<AlgoData, AlgoKey>> definitions { get; }
|
||||
IObservable<TableUpdate<AlgoTemplateData, AlgoKey>> templates { get; }
|
||||
IObservable<TableUpdate<AlgoTemplateData, AlgoKey>> subscribe_definition_templates(AlgoKey definition_key);
|
||||
IAlgoDefinitionMetadataService metadata_service { get; }
|
||||
Task<AlgoData?> save_definition(AlgoData definition_data);
|
||||
Task<AlgoTemplateData?> save_template(AlgoTemplateData template_data);
|
||||
Task<bool> remove_definition(AlgoKey definition_key);
|
||||
Task<bool> remove_template(AlgoKey template_key);
|
||||
bts.config.AlgoStudioOptions ui_configuration { get; }
|
||||
}
|
||||
|
||||
|
||||
@@ -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;
|
||||
@@ -68,18 +68,13 @@ namespace mbts.spark {
|
||||
editing_permissions_mask ^= (AlgoEditingPermissions.AllowEditStructure | AlgoEditingPermissions.AllowSaveStructure);
|
||||
key = def_data.key;
|
||||
algos_view = ObservableAutoWrapper.create_sorted_wrapper(_algo_roots, AlgoCollectionHelper.algo_vm_comparer);
|
||||
// badge color picker palettes
|
||||
custom_badge_color_palettes.AddRange(ColorPalette.all_presets().Select(p => new ColorPaletteVM(p)));
|
||||
var root_algo_color_item = new NamedColorVM(new NamedColor { name = "(Root Algo Type)" }, false);
|
||||
var algo_type_color_palette = new ColorPaletteVM(ColorPalette.factory_order_colors_palette(model.factory));
|
||||
algo_type_color_palette.named_colors.Insert(0, root_algo_color_item);
|
||||
custom_badge_color_palettes.Insert(0, algo_type_color_palette);
|
||||
//
|
||||
custom_badge_color_palettes.AddRange(ColorPalette.all_presets(model.factory).Select(p => new ColorPaletteVM(p)));
|
||||
_version = new VersionContainer<Snapshot>(_snapshot);
|
||||
var conf = _model.algo_model.ui_configuration;
|
||||
// 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);
|
||||
@@ -96,7 +91,6 @@ namespace mbts.spark {
|
||||
_can_undo = backing(nameof(can_undo), () => _edit_stack.get_can_undo(_version.value));
|
||||
_can_redo.Changed += on_can_redo_changed;
|
||||
_can_undo.Changed += on_can_undo_changed;
|
||||
custom_badge_color.enabled_changed += on_use_custom_badge_color_changed;
|
||||
_refresh_on_local_changes = new DeferrableActionWrapper(on_local_changed);
|
||||
// load initial state
|
||||
// visible_algo_root is selected_template.algo_root if user can add templates, otherwise algo_root
|
||||
@@ -109,13 +103,16 @@ namespace mbts.spark {
|
||||
as_demuxer().subscribe_many(_refresh_on_local_changes.execute, nameof(this.name), nameof(abbreviation), nameof(badge_fill)),
|
||||
_edit_pane_vs_model.add_source(VisualStateNames.BadgeSelector.GroupName, custom_badge_color.observe_nullable(true).Select(t => t.HasValue ? VisualStateNames.BadgeSelector.Active : VisualStateNames.BadgeSelector.Inactive)),
|
||||
_edit_pane_vs_model.add_source(VisualStateNames.Abbreviation.GroupName, _abbreviation.observe_current(true).Select(a => string.IsNullOrEmpty(a) ? VisualStateNames.Abbreviation.Unpopulated : VisualStateNames.Abbreviation.Populated)),
|
||||
_algo_root.observe_current(true).SubscribeEach(vm => {
|
||||
if (vm != null) {
|
||||
root_algo_color_item.assign_color(vm.meta.Color.argb_color());
|
||||
return vm.subscribe_definition().Subscribe(_ => _refresh_on_local_changes.execute());
|
||||
}
|
||||
return null;
|
||||
}),
|
||||
_algo_root.observe_current(true).SubscribeEach(vm =>
|
||||
vm == null ? null :
|
||||
Disposable.Create(
|
||||
vm.subscribe_is_dirty().Subscribe(v => {
|
||||
if (!v) {
|
||||
_version.increment_version();
|
||||
_on_committed_changed();
|
||||
}
|
||||
}),
|
||||
vm.subscribe_definition().Subscribe(_ => _refresh_on_local_changes.execute()))),
|
||||
ObservableAutoWrapper.connect_item_hooks(algo_roots, a => a as IDisposable ?? Disposable.empty, true),
|
||||
Disposable.Create(() => {
|
||||
_can_redo.Changed -= on_can_redo_changed;
|
||||
@@ -132,6 +129,17 @@ 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)));
|
||||
@@ -145,10 +153,6 @@ namespace mbts.spark {
|
||||
// local methods
|
||||
void on_can_redo_changed(bool oldval, bool newval) => can_redo_changed?.Invoke();
|
||||
void on_can_undo_changed(bool oldval, bool newval) => can_undo_changed?.Invoke();
|
||||
void on_use_custom_badge_color_changed() {
|
||||
if (!custom_badge_color.enabled && algo_root != null)
|
||||
custom_badge_color.value = algo_root.meta.Color.argb_color();
|
||||
}
|
||||
void on_local_changed() {
|
||||
_version.increment_version();
|
||||
if (algo_root != null)
|
||||
@@ -186,10 +190,12 @@ namespace mbts.spark {
|
||||
public AlgoDisplayGroup group => key.display_group();
|
||||
public bool can_redo => _can_redo.Value;
|
||||
public bool can_undo => _can_undo.Value;
|
||||
//public bool use_custom_badge_color
|
||||
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 +227,12 @@ 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 +253,17 @@ 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 +329,7 @@ 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 +351,7 @@ 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 +412,41 @@ 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 +460,7 @@ 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;
|
||||
@@ -17,6 +13,7 @@ using System.Linq;
|
||||
using System.Reactive.Disposables;
|
||||
using System.Reactive.Linq;
|
||||
using System.Threading.Tasks;
|
||||
using System.Windows;
|
||||
using System.Windows.Input;
|
||||
using StartupData = bts.shell.AlgoStudioWindowFactory.StartupData;
|
||||
|
||||
@@ -41,6 +38,7 @@ 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;
|
||||
@@ -73,42 +71,29 @@ 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;
|
||||
definitions_view.Refresh();
|
||||
}),
|
||||
ObservableAutoWrapper.connect(subscribe_definition().Select(def => def?.edit_pane_visual_states ?? new ObservableCollection<string>()), content_visual_states),
|
||||
subscribe_definition().SelectManyInSeries(def => def?.subscribe_is_definition_dirty() ?? Observable.Return(false)).OnDispatcher()
|
||||
.Subscribe(new CompositeObserver<bool>(save_cmd, revert_cmd) {
|
||||
val => {
|
||||
_save_cmd_tooltip.refresh();
|
||||
_revert_cmd_tooltip.refresh();
|
||||
}
|
||||
}),
|
||||
.Subscribe(new CompositeObserver<bool>(save_cmd, revert_cmd) { val => {
|
||||
_save_cmd_tooltip.refresh();
|
||||
_revert_cmd_tooltip.refresh();
|
||||
} }),
|
||||
ObservableAutoWrapper.connect_item_hooks(definitions, d => new CompositeDisposable(_any_dirty_monitor.join(d), d), true));
|
||||
// local methods
|
||||
string get_revert_tooltip() {
|
||||
var def = selected_definition;
|
||||
return def != null && def.key.mode == AlgoKey.Mode.Persisted ?
|
||||
(def.is_dirty ? $"Revert changes to '{def.name}'" : "No changes to revert") :
|
||||
(def.is_dirty ? $"Revert changes to '{def.name}' templates" : "No changes to revert") :
|
||||
null;
|
||||
}
|
||||
async Task save_async(IAlgoStudioContentVM content) {
|
||||
@@ -120,7 +105,7 @@ namespace mbts.spark {
|
||||
if (def != null) {
|
||||
switch (def.key.mode) {
|
||||
case AlgoKey.Mode.Unpersisted: return def.is_dirty ? $"Save '{def.name}'" : $"Cannot Save '{def.name}'";
|
||||
case AlgoKey.Mode.Persisted: return def.is_dirty ? $"Save changes to '{def.name}'" : "No changes to save";
|
||||
case AlgoKey.Mode.Persisted: return def.is_dirty ? $"Save changes to '{def.name}' templates" : "No changes to save";
|
||||
}
|
||||
}
|
||||
return null;
|
||||
@@ -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}}"
|
||||
|
||||
@@ -122,7 +122,7 @@ 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 +286,6 @@ 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 +306,6 @@ 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;
|
||||
|
||||
@@ -31,5 +31,5 @@ namespace mbts.ui.spark {
|
||||
InitializeComponent();
|
||||
}
|
||||
|
||||
class FillsRowView : DIYGrid.HighPerformanceRow<FillsVM.Row> { }
|
||||
class FillsRowView : DIYGrid.HighPerformanceRow<FillsVM.Row, FillsView.Columns> { }
|
||||
}
|
||||
@@ -3,7 +3,6 @@ using bts.api;
|
||||
using bts.shell;
|
||||
using bts.shell.fills;
|
||||
using bts.spark;
|
||||
using bts.view;
|
||||
using mbts.persist;
|
||||
using mbts.ui;
|
||||
using mbts.ui.settings;
|
||||
@@ -25,7 +24,6 @@ namespace mbts.spark {
|
||||
FillsVM _vm;
|
||||
FillsView _view;
|
||||
FillsSettings _state;
|
||||
SparkMenuDisplayVM _menu_display_vm;
|
||||
IReadOnlyList<SparkCommand> _commands;
|
||||
|
||||
public FillsWindow(FillsWindowFactory factory, IBus bus, OrdersModel orders_model, FillsSettings state, WindowSettingsManager<GridSettings> settings_manager)
|
||||
@@ -40,10 +38,7 @@ namespace mbts.spark {
|
||||
public override UIElement Content => _view;
|
||||
public override IEnumerable<SparkCommand> Commands => _commands;
|
||||
|
||||
public override FillsSettings SaveState => _state = new FillsSettings(_state.orders, _vm.get_sorting_criterion().ToList(), _vm.get_filters(), _vm.get_grid_save_state()) {
|
||||
menu_display = _menu_display_vm.safe_create()
|
||||
};
|
||||
|
||||
public override FillsSettings SaveState => _state = new FillsSettings(_state.orders, _vm.get_sorting_criterion().ToList(), _vm.get_filters(), _vm.get_grid_save_state());
|
||||
public override double MinWidth =>
|
||||
FillsSettings.DefaultGridSettings.columns.Sum(gcs => gcs.width)
|
||||
+ SPARK_MENU_COLLAPSED_WIDTH
|
||||
@@ -55,8 +50,6 @@ namespace mbts.spark {
|
||||
public void thread_init() {
|
||||
_init_guard.check_access();
|
||||
Log.notnull(_state);
|
||||
_menu_display_vm = new SparkMenuDisplayVM();
|
||||
_menu_display_vm.load_from(_state.menu_display);
|
||||
_vm = new FillsVM(_bus, _orders_model, _state, _settings_manager);
|
||||
_view = new FillsView { DataContext = _vm };
|
||||
|
||||
@@ -77,8 +70,7 @@ namespace mbts.spark {
|
||||
var dialog = new ShellSettingsDialog { DataContext = vm };
|
||||
vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
|
||||
return dialog;
|
||||
})),
|
||||
_menu_display_vm.spark_cmd
|
||||
}))
|
||||
};
|
||||
}
|
||||
|
||||
@@ -86,8 +78,5 @@ namespace mbts.spark {
|
||||
Disposable.dispose(ref _vm);
|
||||
Commands.OfType<IDisposable>().DisposeAll();
|
||||
}
|
||||
|
||||
protected override void OnParentViewCreated(SparkWindowView parent_view) =>
|
||||
_menu_display_vm.safe_bind_to_view(parent_view);
|
||||
}
|
||||
}
|
||||
@@ -21,8 +21,6 @@ namespace bts.shell.fills {
|
||||
public FillsFilterStates filters;
|
||||
[ProtoMember(4)]
|
||||
public GridSettings grid;
|
||||
[ProtoMember(5)]
|
||||
public SparkMenuDisplaySettings menu_display;
|
||||
|
||||
public FillsSettings() { }
|
||||
public FillsSettings(uint[] orders) : this(orders, null, null) { }
|
||||
|
||||
@@ -1,18 +1,15 @@
|
||||
using bts.api.orderman;
|
||||
using bts.collections;
|
||||
using bts.persist.algo;
|
||||
using bts.proto;
|
||||
using bts.utils;
|
||||
using mbts.ui;
|
||||
using mbts.ui.settings;
|
||||
using mbts.ui.spark;
|
||||
using bts.utils;
|
||||
using ProtoBuf;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Collections.Immutable;
|
||||
using System.ComponentModel;
|
||||
using System.Linq;
|
||||
using System.Windows;
|
||||
using bts.proto;
|
||||
using mbts.ui.spark;
|
||||
using System.Collections.Generic;
|
||||
using System.ComponentModel;
|
||||
using mbts.ui.settings;
|
||||
|
||||
namespace mbts.spark {
|
||||
// IMPORTANT: BE SURE TO ADD ANY NEW PROPERTIES TO THE EQUALS FUNCTION!
|
||||
@@ -87,15 +84,6 @@ 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),
|
||||
@@ -194,97 +182,33 @@ namespace mbts.spark {
|
||||
_type_hash;
|
||||
}
|
||||
|
||||
[Flags]
|
||||
enum LadderFavoriteAlgoFlags {
|
||||
Sticky = 1,
|
||||
AutoRevert = 2,
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// This struct contains properties for a single algo favorite item.
|
||||
/// The various <see cref="AlgoPersistedKey"/> arrays in <see cref="LadderFavoriteAlgosSettings"/>,
|
||||
/// can be used to create a collection of <see cref="LadderFavoriteAlgoItem"/>s.
|
||||
/// In fact, the method <see cref="LadderFavoriteAlgosSettings.to_algo_items"/> does just that.
|
||||
/// </summary>
|
||||
readonly struct LadderFavoriteAlgoItem : IEquatable<LadderFavoriteAlgoItem> {
|
||||
public readonly AlgoKey key;
|
||||
public readonly int sort_index;
|
||||
public readonly LadderFavoriteAlgoFlags flags;
|
||||
|
||||
public LadderFavoriteAlgoItem(AlgoKey key, int sort_index, LadderFavoriteAlgoFlags flags) {
|
||||
this.key = key;
|
||||
this.sort_index = sort_index;
|
||||
this.flags = flags;
|
||||
}
|
||||
|
||||
public bool Equals(LadderFavoriteAlgoItem other) =>
|
||||
key == other.key &&
|
||||
flags == other.flags;
|
||||
|
||||
public override bool Equals(object obj) =>
|
||||
obj is LadderFavoriteAlgoItem other && Equals(other);
|
||||
|
||||
public override int GetHashCode() =>
|
||||
key.GetHashCode();
|
||||
}
|
||||
|
||||
[ProtoContract]
|
||||
struct LadderFavoriteAlgosSettings : IEquatable<LadderFavoriteAlgosSettings> {
|
||||
[ProtoMember(1)]
|
||||
readonly AlgoPersistedKey[] _favorite_algos;
|
||||
readonly bts.persist.algo.AlgoPersistedKey[] _favorite_algos;
|
||||
[ProtoMember(2)]
|
||||
public readonly int column_count;
|
||||
[ProtoMember(3)]
|
||||
readonly AlgoPersistedKey[] _stickied_algos;
|
||||
[ProtoMember(4)]
|
||||
readonly AlgoPersistedKey[] _auto_revert_algos;
|
||||
readonly bts.persist.algo.AlgoPersistedKey[] _stickied_algos;
|
||||
|
||||
public LadderFavoriteAlgosSettings(AlgoKey[] favorite_algos, int column_count, AlgoKey[] stickied_algos, AlgoKey[] auto_revert_algos)
|
||||
: this(ArrayHelper.safe_convert(favorite_algos, k => new AlgoPersistedKey(k.persisted)),
|
||||
ArrayHelper.safe_convert(stickied_algos, k => new AlgoPersistedKey(k.persisted)),
|
||||
ArrayHelper.safe_convert(auto_revert_algos, k => new AlgoPersistedKey(k.persisted)),
|
||||
column_count) { }
|
||||
public LadderFavoriteAlgosSettings(AlgoKey[] favorite_algos, int column_count, AlgoKey[] stickied_algos)
|
||||
: this(ArrayHelper.safe_convert(favorite_algos, k => new bts.persist.algo.AlgoPersistedKey(k.persisted)),
|
||||
column_count,
|
||||
ArrayHelper.safe_convert(stickied_algos, k => new bts.persist.algo.AlgoPersistedKey(k.persisted))) { }
|
||||
|
||||
LadderFavoriteAlgosSettings(AlgoPersistedKey[] favorite_algos, AlgoPersistedKey[] stickied_algos, AlgoPersistedKey[] auto_revert_algos, int column_count) {
|
||||
LadderFavoriteAlgosSettings(bts.persist.algo.AlgoPersistedKey[] favorite_algos, int column_count, bts.persist.algo.AlgoPersistedKey[] stickied_algos) {
|
||||
_favorite_algos = favorite_algos;
|
||||
_stickied_algos = stickied_algos;
|
||||
_auto_revert_algos = auto_revert_algos;
|
||||
this.column_count = column_count;
|
||||
_stickied_algos = stickied_algos;
|
||||
}
|
||||
|
||||
public IReadOnlyList<AlgoKey> favorite_algos => _favorite_algos?.WrapSelectorRO(pk => pk.to_algo_key()) ?? Array.Empty<AlgoKey>();
|
||||
public IReadOnlyList<AlgoKey> stickied_algos => _stickied_algos?.WrapSelectorRO(pk => pk.to_algo_key()) ?? Array.Empty<AlgoKey>();
|
||||
public IReadOnlyList<AlgoKey> auto_revert_algos => _auto_revert_algos?.WrapSelectorRO(pk => pk.to_algo_key()) ?? Array.Empty<AlgoKey>();
|
||||
|
||||
/// <summary>
|
||||
/// A more sane representation of the data contained in this proto,
|
||||
/// so callers don't need to join the various key lists together to determine which algos are sticky, auto revert, etc.
|
||||
/// </summary>
|
||||
/// <returns>An immutable dictionary of favorite algo data.</returns>
|
||||
public ImmutableDictionary<AlgoKey, LadderFavoriteAlgoItem> build_map() {
|
||||
var map = ImmutableDictionary.CreateBuilder<AlgoKey, LadderFavoriteAlgoItem>();
|
||||
if (_favorite_algos != null) {
|
||||
var stickied_algo_set = new HashSet<AlgoKey>(stickied_algos);
|
||||
var auto_revert_algo_set = new HashSet<AlgoKey>(auto_revert_algos);
|
||||
for (int i = 0; i < _favorite_algos.Length; i++) {
|
||||
var pk = _favorite_algos[i];
|
||||
var k = pk.to_algo_key();
|
||||
var flags = (LadderFavoriteAlgoFlags)0;
|
||||
if (stickied_algo_set.Contains(k))
|
||||
flags |= LadderFavoriteAlgoFlags.Sticky;
|
||||
if (auto_revert_algo_set.Contains(k))
|
||||
flags |= LadderFavoriteAlgoFlags.AutoRevert;
|
||||
map[k] = new LadderFavoriteAlgoItem(k, i, flags);
|
||||
}
|
||||
}
|
||||
return map.ToImmutable();
|
||||
}
|
||||
public IReadOnlyList<AlgoKey> favorite_algos => ArrayHelper.safe_convert(_favorite_algos, k => k.to_algo_key());
|
||||
public IReadOnlyList<AlgoKey> stickied_algos => ArrayHelper.safe_convert(_stickied_algos, k => k.to_algo_key());
|
||||
|
||||
public bool Equals(LadderFavoriteAlgosSettings other) =>
|
||||
column_count == other.column_count &&
|
||||
favorite_algos.SequenceEqual(other.favorite_algos) &&
|
||||
stickied_algos.SequenceEqual(other.stickied_algos) &&
|
||||
auto_revert_algos.SequenceEqual(other.auto_revert_algos);
|
||||
stickied_algos.SequenceEqual(other.stickied_algos);
|
||||
|
||||
public override bool Equals(object obj) =>
|
||||
EqualityComparer.equals_obj(this, obj);
|
||||
@@ -293,8 +217,7 @@ namespace mbts.spark {
|
||||
EqualityComparer.aggregate_hash(
|
||||
column_count,
|
||||
EqualityComparer.aggregate_hash_limited(favorite_algos),
|
||||
EqualityComparer.aggregate_hash_limited(stickied_algos),
|
||||
EqualityComparer.aggregate_hash_limited(auto_revert_algos));
|
||||
EqualityComparer.aggregate_hash_limited(stickied_algos));
|
||||
|
||||
public static bool operator ==(LadderFavoriteAlgosSettings a, LadderFavoriteAlgosSettings b) => a.Equals(b);
|
||||
public static bool operator !=(LadderFavoriteAlgosSettings a, LadderFavoriteAlgosSettings b) => !a.Equals(b);
|
||||
@@ -323,8 +246,6 @@ 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;
|
||||
@@ -360,7 +281,7 @@ namespace mbts.spark {
|
||||
order_entry_panel_initial_width = _default_order_entry_panel_width;
|
||||
zoom_factor = _default_zoom_factor;
|
||||
use_defaults = true;
|
||||
favorite_algos = new LadderFavoriteAlgosSettings(null, 2, null, null);
|
||||
favorite_algos = new LadderFavoriteAlgosSettings(null, 2, null);
|
||||
show_warn_on_cross = _default_show_warn_on_cross;
|
||||
enforce_max_clip = _default_enforce_max_clip;
|
||||
status_message_visible = true;
|
||||
@@ -603,9 +524,6 @@ 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 +629,7 @@ 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) &&
|
||||
|
||||
@@ -70,11 +70,7 @@ namespace bts.shell {
|
||||
if (version < _version_where_stickied_algos_introduced) {
|
||||
// We want to assign any existing favorite algos to stickied algos upon setting upgrade
|
||||
var favorite_algos_array = state.settings.favorite_algos.favorite_algos.ToArray();
|
||||
state.settings.favorite_algos = new LadderFavoriteAlgosSettings(
|
||||
favorite_algos_array,
|
||||
state.settings.favorite_algos.column_count,
|
||||
favorite_algos_array,
|
||||
state.settings.favorite_algos.auto_revert_algos.ToArray());
|
||||
state.settings.favorite_algos = new LadderFavoriteAlgosSettings(favorite_algos_array, state.settings.favorite_algos.column_count, favorite_algos_array);
|
||||
}
|
||||
return load(state);
|
||||
}
|
||||
@@ -100,7 +96,6 @@ 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 +109,7 @@ 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 +268,10 @@ 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));
|
||||
}
|
||||
|
||||
@@ -270,15 +268,14 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
|
||||
// on Stop/Limit order updates
|
||||
// When not triggered, allow for modification to StopPrice
|
||||
// else treat modification as normal (Price)
|
||||
public async void try_set_price(OrderRecordImmutable order, double new_price) {
|
||||
// don't change stop or stop_limits => server crash
|
||||
if (order.order_type() == bts.api.orderman.CustomOrderDefinition.CustomOneofCase.Stop || order.order_type() == bts.api.orderman.CustomOrderDefinition.CustomOneofCase.StopLimit) return;
|
||||
if (order.working_quantity() <= 0) return;
|
||||
_phantom_price = new_price;
|
||||
RaisePropertyChanged(nameof(price));
|
||||
++_n_active_price_change_ops;
|
||||
if (await _owner.model.order_gateway.update_order(order, new_price, order.State.Quantity, null)) {
|
||||
if (await _owner.model.order_gateway.update_order(order, new_price, order.State.Quantity)) {
|
||||
// wait 3 secs, then give up if price change still hasn't taken effect
|
||||
await Task.Delay(3000);
|
||||
}
|
||||
|
||||
@@ -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;
|
||||
@@ -17,7 +15,6 @@ using mbts.ui.utility;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Collections.Immutable;
|
||||
using System.Collections.ObjectModel;
|
||||
using System.Collections.Specialized;
|
||||
using System.ComponentModel;
|
||||
@@ -46,8 +43,7 @@ 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 +112,7 @@ 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 +141,7 @@ 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 +189,6 @@ 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 +369,6 @@ 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 +447,6 @@ 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;
|
||||
}
|
||||
|
||||
@@ -769,17 +746,15 @@ namespace mbts.spark {
|
||||
readonly IObservableCollection<AlgoDefinitionVM> _algo_definitions;
|
||||
readonly ObservableCollection<FavoriteAlgoItem> _raw_items = new ObservableCollection<FavoriteAlgoItem>();
|
||||
int _column_count = 2;
|
||||
ImmutableHashSet<AlgoPersistedKey>
|
||||
_sticky_algo_keys,
|
||||
_auto_revert_algo_keys;
|
||||
IDisposable _algo_data_hook;
|
||||
HashSet<AlgoPersistedKey> _sticky_algo_keys;
|
||||
IDisposable _sticky_algos_hook;
|
||||
|
||||
public FavoriteAlgosVM(IObservableCollection<AlgoDefinitionVM> algo_definitions) {
|
||||
_algo_definitions = algo_definitions;
|
||||
items = new ObservableAggregateCollection<FavoriteAlgoItem>(_raw_items, new ObservableCollection<FavoriteAlgoItem> { FavoriteAlgoItem.AddButtonPlaceholderItem });
|
||||
add_item_cmd = new DelegateCommand(() => _raw_items.Add(_item_factory()));
|
||||
remove_item_cmd = new DelegateCommand<FavoriteAlgoItem>(fai => _raw_items.Remove(fai));
|
||||
_dispose = Disposable.Create(() => Disposable.dispose(ref _algo_data_hook));
|
||||
_dispose = Disposable.Create(() => Disposable.dispose(ref _sticky_algos_hook));
|
||||
}
|
||||
|
||||
public ObservableCollection<FavoriteAlgoItem> items { get; }
|
||||
@@ -796,47 +771,32 @@ namespace mbts.spark {
|
||||
fai.selector.try_select(k);
|
||||
return fai;
|
||||
}));
|
||||
_algo_data_hook?.Dispose();
|
||||
_sticky_algo_keys = ImmutableHashSet.CreateRange(value.stickied_algos.Where(k => k.is_persisted).Select(x => new AlgoPersistedKey(x.persisted)));
|
||||
_auto_revert_algo_keys = ImmutableHashSet.CreateRange(value.auto_revert_algos.Where(k => k.is_persisted).Select(x => new AlgoPersistedKey(x.persisted)));
|
||||
var sticky_algos = _sticky_algo_keys;
|
||||
var auto_revert_algos = _auto_revert_algo_keys;
|
||||
_algo_data_hook = ObservableAutoWrapper.connect_item_hooks(_raw_items, x =>
|
||||
x.selector.subscribe_value().Subscribe(algo => {
|
||||
if (algo != null && algo.key.is_persisted) {
|
||||
var pk = new AlgoPersistedKey(algo.key.persisted);
|
||||
// sticky
|
||||
x.is_sticky = _sticky_algo_keys.Contains(pk);
|
||||
sticky_algos = sticky_algos.Remove(pk);
|
||||
// auto revert
|
||||
x.auto_revert = _auto_revert_algo_keys.Contains(pk);
|
||||
auto_revert_algos = auto_revert_algos.Remove(pk);
|
||||
if (sticky_algos.Count == 0 && auto_revert_algos.Count == 0)
|
||||
Disposable.dispose(ref _algo_data_hook);
|
||||
}
|
||||
}));
|
||||
_sticky_algo_keys = new HashSet<AlgoPersistedKey>(value.stickied_algos.Where(k => k.is_persisted).Select(x => new AlgoPersistedKey(x.persisted)));
|
||||
Disposable.replace(ref _sticky_algos_hook,
|
||||
ObservableAutoWrapper.connect_item_hooks(_raw_items, x =>
|
||||
x.selector.subscribe_value().Subscribe(algo => {
|
||||
if (algo != null &&
|
||||
algo.key.is_persisted &&
|
||||
(x.is_sticky = _sticky_algo_keys.Remove(new AlgoPersistedKey(algo.key.persisted))) &&
|
||||
_sticky_algo_keys.Count == 0)
|
||||
//
|
||||
Disposable.dispose(ref _sticky_algos_hook);
|
||||
})));
|
||||
}
|
||||
|
||||
public LadderFavoriteAlgosSettings create() {
|
||||
return new LadderFavoriteAlgosSettings(_raw_items
|
||||
public LadderFavoriteAlgosSettings create() =>
|
||||
new LadderFavoriteAlgosSettings(_raw_items
|
||||
.Select(fai => fai.algo_definition?.key ?? fai.selector.desired_key)
|
||||
.Where(k => k.HasValue && k.Value.is_persisted)
|
||||
.Select(k => k.Value)
|
||||
.ToArray(),
|
||||
column_count,
|
||||
// sticky
|
||||
build_filtered_algo_array(fai => fai.is_sticky),
|
||||
// auto revert
|
||||
build_filtered_algo_array(fai => fai.auto_revert));
|
||||
|
||||
AlgoKey[] build_filtered_algo_array(Func<FavoriteAlgoItem, bool> filter) =>
|
||||
_raw_items
|
||||
.Where(filter)
|
||||
.Where(fai => fai.is_sticky)
|
||||
.Select(fai => fai.algo_definition?.key ?? fai.selector.desired_key)
|
||||
.Where(k => k.HasValue && k.Value.is_persisted)
|
||||
.Select(k => k.Value)
|
||||
.ToArray();
|
||||
}
|
||||
.ToArray());
|
||||
|
||||
FavoriteAlgoItem _item_factory() =>
|
||||
new FavoriteAlgoItem(_algo_definitions, new ListCollectionView<AlgoDefinitionVM>(_algo_definitions) {
|
||||
@@ -849,9 +809,7 @@ namespace mbts.spark {
|
||||
public static readonly FavoriteAlgoItem AddButtonPlaceholderItem = new _AddButtonPlaceholderItem();
|
||||
|
||||
internal readonly KeyedItemSelector<AlgoDefinitionVM, AlgoKey> selector;
|
||||
bool
|
||||
_auto_revert,
|
||||
_is_sticky;
|
||||
bool _is_sticky;
|
||||
|
||||
protected FavoriteAlgoItem() { }
|
||||
|
||||
@@ -862,7 +820,6 @@ namespace mbts.spark {
|
||||
|
||||
public ICollectionView<AlgoDefinitionVM> algo_definitions_view { get; }
|
||||
public AlgoDefinitionVM algo_definition { get => selector.value; set => selector.value = value; }
|
||||
public bool auto_revert { get => _auto_revert; set => Set(ref _auto_revert, value); }
|
||||
public bool is_sticky { get => _is_sticky; set => Set(ref _is_sticky, value); }
|
||||
|
||||
class _AddButtonPlaceholderItem : FavoriteAlgoItem, ITemplateSelectorKey {
|
||||
|
||||
@@ -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;
|
||||
@@ -8,11 +8,9 @@ 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;
|
||||
using System.Collections.Immutable;
|
||||
using System.Collections.ObjectModel;
|
||||
using System.Collections.Specialized;
|
||||
using System.Linq;
|
||||
@@ -36,6 +34,7 @@ namespace mbts.spark {
|
||||
_show_tif, _show_order_type, _show_size_preset, _show_auto_clear, _show_clear, _show_cancel_buys,
|
||||
_show_cancel_sells, _show_cancel_all, _show_zoom, _show_status_message;
|
||||
readonly PropertyAutoWrapper<LadderSettings, Brush> _bid_background, _bid_foreground, _ask_background, _ask_foreground;
|
||||
readonly HashSet<AlgoKey> _sticky_algos = new HashSet<AlgoKey>();
|
||||
double
|
||||
_position,
|
||||
_day_position,
|
||||
@@ -50,7 +49,6 @@ namespace mbts.spark {
|
||||
IEqualityComparer<double> _equality;
|
||||
Dictionary<double, LadderOrderVM> _slot_price_vs_orders;
|
||||
IReadOnlyDictionary<uint, OrderSecurity> _cache = DictionaryHelper.empty<uint, OrderSecurity>();
|
||||
ImmutableDictionary<AlgoKey, LadderFavoriteAlgoItem> _favorite_algo_map = ImmutableDictionary<AlgoKey, LadderFavoriteAlgoItem>.Empty;
|
||||
|
||||
public static LadderVM create(IBus bus, LadderModel model, LadderSettings init, IObservable<LadderSettings> settings) =>
|
||||
new LadderVM(bus, model, init, settings, new OrderPropertiesEditorVM(model.order_gateway, Observable.Return(model.security_md), settings.Select(s => new InlineOrderProperties(model.order_gateway, s))));
|
||||
@@ -67,8 +65,6 @@ 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);
|
||||
@@ -172,9 +168,17 @@ namespace mbts.spark {
|
||||
|
||||
foreach (var os in _cache.Values) {
|
||||
var wo = os.order;
|
||||
var slot_price_target = wo.ui_price();
|
||||
var slot_price_target = wo.price();
|
||||
var order_type = wo.order_type();
|
||||
var filled = wo.filled();
|
||||
if (order_type == CustomOrderDefinition.CustomOneofCase.Stop) {
|
||||
// if the stop order has been submitted but hasn't been triggered
|
||||
// we draw the badge at the stop/trigger price, else the price price
|
||||
if (filled == 0) { slot_price_target = wo.stop_price(); }
|
||||
} else if (order_type == CustomOrderDefinition.CustomOneofCase.StopLimit) {
|
||||
// consistent behavior as Stop order above.
|
||||
if (filled == 0) { slot_price_target = wo.stop_limit_price(); }
|
||||
}
|
||||
|
||||
if (_slot_price_vs_orders.TryGetValue(slot_price_target, out LadderOrderVM slot_vm)) {
|
||||
slot_vm.add_order((wo, os.piq, os.algo, os.meta));
|
||||
@@ -235,8 +239,8 @@ namespace mbts.spark {
|
||||
.Select(table => table.state.Values.FirstOrDefault(pos => pos.Item2.Account == a, tup => tup.Item2, (bts.api.position.PositionUnitImmutable?)null)));
|
||||
return Disposable.Create(
|
||||
settings.OnDispatcher().Subscribe(s => {
|
||||
_favorite_algo_map = s.favorite_algos.build_map();
|
||||
order_properties_vm.on_favorite_algos(_favorite_algo_map, s.favorite_algos.column_count);
|
||||
_sticky_algos.SetItems(s.favorite_algos.stickied_algos);
|
||||
order_properties_vm.on_favorite_algos(s.favorite_algos);
|
||||
}),
|
||||
order_properties_vm,
|
||||
position_src.OnDispatcher().Subscribe(pos => {
|
||||
@@ -260,11 +264,7 @@ 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 +299,6 @@ 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 +376,14 @@ 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 +397,7 @@ 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;
|
||||
@@ -411,9 +409,9 @@ namespace mbts.spark {
|
||||
|
||||
internal OrderRecordImmutable get_root_at_price((OrderRecordImmutable order, uint? _, AlgoData? __, AlgoDefinitionMetadata? meta) op) {
|
||||
var order = op.order;
|
||||
double p = order.ui_price();
|
||||
double p = order.price();
|
||||
foreach (var o in lineage(order.ParentKey)) {
|
||||
if (_equality.Equals(p, o.ui_price()))
|
||||
if (_equality.Equals(p, o.price()))
|
||||
order = o;
|
||||
}
|
||||
return order;
|
||||
@@ -453,27 +451,15 @@ 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 +476,11 @@ 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 +493,6 @@ 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) {
|
||||
@@ -528,37 +510,14 @@ namespace mbts.spark {
|
||||
if (auto_clear)
|
||||
size_calculator.value = 0;
|
||||
var fav_algo = order_properties_vm.selected_favorite_algo_definition;
|
||||
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));
|
||||
if (order_properties_vm.try_get_algo_definition(key, out var r)) {
|
||||
order_properties_vm.selected_algo_definition = r;
|
||||
}
|
||||
}
|
||||
if (d.flags.HasFlag(LadderFavoriteAlgoFlags.AutoRevert))
|
||||
fav_algo.algo_root.revert_all_params();
|
||||
if (fav_algo != null && !_sticky_algos.Contains(fav_algo.key) && !order_properties_vm.try_pop_selected_algo_definition()) {
|
||||
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;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
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));
|
||||
}
|
||||
}
|
||||
|
||||
@@ -28,8 +28,7 @@ using System.Windows.Media.Animation;
|
||||
|
||||
namespace mbts.spark {
|
||||
partial class LadderGridHost : Control {
|
||||
const int _min_row_count = 501, _max_row_count = 2001;
|
||||
|
||||
const int _min_row_count = 501, _max_row_count = 2001, _column_min_width = 8;
|
||||
int _row_count = _min_row_count;
|
||||
|
||||
readonly VisualHost _visualHost = new VisualHost();
|
||||
@@ -53,7 +52,7 @@ 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 +65,7 @@ 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;
|
||||
@@ -110,8 +108,6 @@ namespace mbts.spark {
|
||||
|
||||
public event Action visible_columns_changed;
|
||||
|
||||
public static double ColumnMinWidth => 6;
|
||||
|
||||
public IEnumerable<ColumnType> visible_column_types =>
|
||||
columns.Where(c => c.settings.show)
|
||||
.Select(c => c.column_type);
|
||||
@@ -353,9 +349,7 @@ 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 +465,7 @@ 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 +486,6 @@ namespace mbts.spark {
|
||||
};
|
||||
view.RequestClose += (o, _) => popup.IsOpen = false;
|
||||
}
|
||||
string fmt_mbo_qty(int value) =>
|
||||
value < 0 ? $"-{_fmt_mkt_quantity((uint)value)}" : _fmt_mkt_quantity((uint)value);
|
||||
}
|
||||
|
||||
protected override void OnMouseDoubleClick(MouseButtonEventArgs e) {
|
||||
@@ -539,44 +531,14 @@ namespace mbts.spark {
|
||||
_size_from_row(row, _price_list, _asks, _vm.security.ContractSpec);
|
||||
|
||||
uint _volume_from_row(int row) {
|
||||
const int max_tries = 3;
|
||||
var errors = new List<string>(0);
|
||||
int num_tries = 0;
|
||||
for (; num_tries < max_tries; num_tries++) {
|
||||
try {
|
||||
var rv = impl();
|
||||
if (num_tries > 0) {
|
||||
log_errors(true);
|
||||
}
|
||||
return rv;
|
||||
} catch (Exception ex) {
|
||||
errors.Add(ex.ToString());
|
||||
}
|
||||
}
|
||||
log_errors(false);
|
||||
return 0;
|
||||
|
||||
void log_errors(bool succeeded) {
|
||||
// Only log distinct errors to avoid useless noise.
|
||||
// It's likely that the exception will always be the same (IndexOutOfRange),
|
||||
// however, this bug is not fully understood, so assume nothing.
|
||||
var error_msg = string.Join("; ", errors.Distinct());
|
||||
if (succeeded) {
|
||||
Log.Ui.error($"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;
|
||||
}
|
||||
|
||||
|
||||
@@ -610,7 +572,7 @@ namespace mbts.spark {
|
||||
case ColumnType.Price: new_col_width = (int)price_column_width; break;
|
||||
case ColumnType.Ask: new_col_width = (int)ask_column_width; break;
|
||||
case ColumnType.Volume: new_col_width = (int)VolumeColumnWidth; break;
|
||||
default: new_col_width = (int)Math.Max((double)column.settings.width + adjustment, ColumnMinWidth); break;
|
||||
default: new_col_width = (int)Math.Max((double)column.settings.width + adjustment, _column_min_width); break;
|
||||
}
|
||||
int true_adj = new_col_width - (int)column.settings.width;
|
||||
column.settings.width = (uint)new_col_width;
|
||||
@@ -661,7 +623,7 @@ 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 +661,10 @@ 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 +701,7 @@ 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 +817,7 @@ 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 +859,21 @@ 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 +895,7 @@ 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 +918,7 @@ 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 +1023,7 @@ 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 +1031,7 @@ 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 +1039,7 @@ 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 +1076,7 @@ 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 +1125,6 @@ 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()) { }
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -828,7 +828,6 @@
|
||||
<ColumnDefinition Width="Auto" SharedSizeGroup="c0"/>
|
||||
<ColumnDefinition Width="*"/>
|
||||
<ColumnDefinition Width="Auto" SharedSizeGroup="c1"/>
|
||||
<ColumnDefinition Width="Auto" SharedSizeGroup="c2"/>
|
||||
</Grid.ColumnDefinitions>
|
||||
<Button Command="{Binding DataContext.remove_item_cmd, RelativeSource={RelativeSource AncestorType=ItemsControl}}" CommandParameter="{Binding}" Style="{StaticResource RoundCloseButton}"/>
|
||||
<ComboBox Grid.Column="1" ItemsSource="{Binding algo_definitions_view}" SelectedItem="{Binding algo_definition}">
|
||||
@@ -838,12 +837,7 @@
|
||||
</DataTemplate>
|
||||
</ComboBox.ItemTemplate>
|
||||
</ComboBox>
|
||||
<CheckBox Grid.Column="2" FontSize="10" VerticalAlignment="Center" VerticalContentAlignment="Center" IsChecked="{Binding is_sticky}" ToolTip="Stay Enabled" Margin="4,0">
|
||||
Stay Enabled
|
||||
</CheckBox>
|
||||
<CheckBox Grid.Column="3" FontSize="10" VerticalAlignment="Center" VerticalContentAlignment="Center" IsChecked="{Binding auto_revert}" ToolTip="Auto Revert" Margin="0,0,4,0">
|
||||
Auto Revert
|
||||
</CheckBox>
|
||||
<CheckBox Grid.Column="2" VerticalAlignment="Center" VerticalContentAlignment="Center" IsChecked="{Binding is_sticky}"> Stay Enabled?</CheckBox>
|
||||
</Grid>
|
||||
</DataTemplate>
|
||||
</u:KeyedTemplateSelector.Default>
|
||||
@@ -1019,47 +1013,45 @@
|
||||
<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">
|
||||
|
||||
@@ -48,7 +48,7 @@
|
||||
<Setter Property="BorderThickness" Value="0,0,1,0"/>
|
||||
<Setter Property="HorizontalContentAlignment" Value="Center" />
|
||||
<Setter Property="Height" Value="23" />
|
||||
<Setter Property="MinWidth" Value="{x:Static spark:LadderGridHost.ColumnMinWidth}"/>
|
||||
<Setter Property="MinWidth" Value="30" />
|
||||
<Setter Property="Template">
|
||||
<Setter.Value>
|
||||
<ControlTemplate TargetType="{x:Type GridViewColumnHeader}">
|
||||
@@ -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>
|
||||
|
||||
@@ -22,7 +22,7 @@ namespace mbts.spark {
|
||||
DataContext = vm;
|
||||
}
|
||||
|
||||
class MiniOrderBookRowView : DIYGrid.HighPerformanceRow<OrderBookRowVM> {
|
||||
class MiniOrderBookRowView : DIYGrid.HighPerformanceRow<OrderBookRowVM, OrderBookGridView.ColumnKeys> {
|
||||
public MiniOrderBookRowView() : base() {
|
||||
FocusManager.SetIsFocusScope(this, true);
|
||||
KeyboardNavigation.SetTabNavigation(this, KeyboardNavigationMode.Cycle);
|
||||
|
||||
@@ -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);
|
||||
}
|
||||
|
||||
@@ -650,13 +650,12 @@ namespace mbts.spark {
|
||||
ListSortDirection? _cached_sort_direction;
|
||||
|
||||
public OrderBookLastMessageColumn(IDataGridColumnPersistentFilter<OrderSecurityRootPair, string> filter)
|
||||
: base(Columns.LastMessage, filter, DataGridFilterKnownTemplates.Regex) {
|
||||
: base(Columns.LastMessage, new Binding(nameof(OrderBookRowVM.last_msg)), filter, DataGridFilterKnownTemplates.Regex) {
|
||||
id = key.ToString();
|
||||
this.filter = filter;
|
||||
Header = "Last Message";
|
||||
Width = DefaultColumnWidths.LastMessage;
|
||||
TextBinding = new Binding(nameof(OrderBookRowVM.last_msg));
|
||||
ToolTipBinding = new Binding(nameof(OrderBookRowVM.last_msg));
|
||||
tooltip_binding = new Binding(nameof(OrderBookRowVM.last_msg));
|
||||
}
|
||||
|
||||
public new IDataGridColumnPersistentFilter<OrderSecurityRootPair, string> filter { get; }
|
||||
@@ -1163,7 +1162,7 @@ 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)));
|
||||
|
||||
@@ -29,16 +29,16 @@ 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;
|
||||
}
|
||||
@@ -88,25 +88,21 @@ namespace mbts.spark {
|
||||
public DateTime last_change => order.last_change();
|
||||
public string last_change_text => _fmt_date(last_change);
|
||||
public OrderStatus status => order.status();
|
||||
public double price => order.ui_price();
|
||||
public double price => order.price();
|
||||
public double last_price => order.last_price();
|
||||
public double avg_price => order.avg_price();
|
||||
public string price_text => _fmt_price(price);
|
||||
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 +113,7 @@ 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 +131,12 @@ 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 +226,6 @@ 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 +269,21 @@ 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 +360,6 @@ 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 +398,6 @@ namespace mbts.spark {
|
||||
Columns.LastMessage |
|
||||
Columns.Piq,
|
||||
filled_status_desc_mask =
|
||||
Columns.Security |
|
||||
Columns.Filled |
|
||||
Columns.AvgFilled |
|
||||
Columns.Status;
|
||||
@@ -463,7 +414,7 @@ namespace mbts.spark {
|
||||
dirty |= Columns.LastPrice;
|
||||
if (oldval.order.order.avg_price() != newval.order.order.avg_price())
|
||||
dirty |= Columns.AvgFilled;
|
||||
if (oldval.order.order.ui_price() != newval.order.order.ui_price())
|
||||
if (oldval.order.order.price() != newval.order.order.price())
|
||||
dirty |= Columns.Price;
|
||||
if (oldval.order.order.quantity() != newval.order.order.quantity())
|
||||
dirty |= Columns.Size;
|
||||
|
||||
@@ -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;
|
||||
|
||||
@@ -1,5 +1,4 @@
|
||||
using bts;
|
||||
using bts.api;
|
||||
using bts.api;
|
||||
using bts.api.orderman;
|
||||
using bts.shell;
|
||||
using bts.shell.fills;
|
||||
@@ -7,11 +6,10 @@ using bts.shell.orderbook;
|
||||
using bts.spark;
|
||||
using bts.view;
|
||||
using mbts.persist;
|
||||
using mbts.spark.utilities;
|
||||
using mbts.ui;
|
||||
using mbts.ui.extensions;
|
||||
using mbts.ui.shell;
|
||||
using mbts.ui.spark;
|
||||
using mbts.ui.utilities;
|
||||
using mbts.ui.utility;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
@@ -27,38 +25,26 @@ 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;
|
||||
OrderBookView _view;
|
||||
OrderBookWindowFactory _factory;
|
||||
SparkMenuDisplayVM _menu_display_vm;
|
||||
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;
|
||||
}
|
||||
|
||||
public override OrderBookStartupData SaveState {
|
||||
get {
|
||||
_state = _vm?.create();
|
||||
if (_state != null)
|
||||
_state.menu_display = _menu_display_vm.safe_create();
|
||||
return _state;
|
||||
}
|
||||
}
|
||||
public override OrderBookStartupData SaveState => _state = _vm?.create();
|
||||
|
||||
public override string window_type => _window_type;
|
||||
public override UIElement Content => _view;
|
||||
@@ -71,17 +57,12 @@ 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);
|
||||
_vm = new OrderBookVM(_bus, _notification_service, _model, _settings_manager);
|
||||
_vm.load_from(_state);
|
||||
_view = new OrderBookView(_vm);
|
||||
@@ -156,15 +137,6 @@ 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",
|
||||
@@ -212,36 +184,24 @@ namespace mbts.spark {
|
||||
show_grid_settings_command.group = CommandGroups.Auxiliary;
|
||||
|
||||
_commands = new SparkCommand[] {
|
||||
// modify commands
|
||||
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,
|
||||
// hidden cmds (i.e., keyboard shortcuts at window level)
|
||||
hidden_cmd(new SparkCommandCommand(OrderBookView.CommandDescriptions.ModifyOrders, null, _vm.modify_selected_orders_cmd, OrderBookView.KeyboardShortcuts.ModifyOrders)),
|
||||
hidden_cmd(new SparkCommandCommand(OrderBookView.CommandDescriptions.RevertOrders, null, _vm.revert_selected_orders_cmd, OrderBookView.KeyboardShortcuts.RevertOrders)),
|
||||
_menu_display_vm.spark_cmd
|
||||
hidden_cmd(new SparkCommandCommand(OrderBookView.CommandDescriptions.RevertOrders, null, _vm.revert_selected_orders_cmd, OrderBookView.KeyboardShortcuts.RevertOrders))
|
||||
};
|
||||
_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;
|
||||
@@ -263,45 +223,13 @@ 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) {
|
||||
protected override void OnParentViewCreated(SparkWindowView parent_view) =>
|
||||
Disposable.replace(ref _attachment_exit_sub, parent_view.SubscribePreviewKeyDown((s, e) => {
|
||||
if (e.Key == Key.Escape || (e.Key == Key.Z && KeyboardExtensions.IsCtrlDown()))
|
||||
_vm.is_attaching_orders = false;
|
||||
}));
|
||||
_menu_display_vm.safe_bind_to_view(parent_view);
|
||||
}
|
||||
|
||||
static class CommandGroups {
|
||||
public const string
|
||||
|
||||
@@ -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;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -144,7 +144,7 @@ namespace bts.shell.orderbook {
|
||||
pb.add_discrete_values(fs.symbols, o => o.order.security?.Symbol);
|
||||
// numeric
|
||||
pb.add_numeric(fs.qty, o => o.order.order.quantity());
|
||||
pb.add_price(fs.price, o => o.order.order.ui_price(), o => o.order.security);
|
||||
pb.add_price(fs.price, o => o.order.order.price(), o => o.order.security);
|
||||
pb.add_numeric(fs.qty_filled, o => o.order.order.filled());
|
||||
pb.add_numeric(fs.avg_price, o => o.order.order.avg_price());
|
||||
pb.add_numeric(fs.last_price, o => o.order.order.last_price());
|
||||
|
||||
@@ -65,9 +65,6 @@ namespace bts.shell.orderbook {
|
||||
// use defaults
|
||||
[ProtoMember(25)]
|
||||
public bool use_defaults;
|
||||
// menu display
|
||||
[ProtoMember(27)]
|
||||
public SparkMenuDisplaySettings menu_display { get; set; }
|
||||
|
||||
/// <summary>
|
||||
/// Please use <see cref="Default"/> to get a new instance (the only reason the default constructor still exists is for ProtoBuf deserialization).
|
||||
|
||||
@@ -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;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -99,7 +99,7 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
|
||||
class OrderBookRowView : DIYGrid.HighPerformanceRow<OrderBookRowVM> {
|
||||
class OrderBookRowView : DIYGrid.HighPerformanceRow<OrderBookRowVM, OrderBookGridView.ColumnKeys> {
|
||||
public OrderBookRowView() : base() { }
|
||||
}
|
||||
}
|
||||
@@ -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);
|
||||
}
|
||||
}
|
||||
@@ -1,428 +1,375 @@
|
||||
using bts.api;
|
||||
using bts.api.position;
|
||||
using bts.collections;
|
||||
using bts.settings;
|
||||
using bts.shell.pnl;
|
||||
using bts.spark;
|
||||
using bts.utils;
|
||||
using bts.view;
|
||||
using mbts;
|
||||
using mbts.config;
|
||||
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;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Collections.Immutable;
|
||||
using System.Collections.Specialized;
|
||||
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;
|
||||
|
||||
namespace bts.shell {
|
||||
class PNLWindowFactory : ShellWindowFactory<PNLSaveState> {
|
||||
const string _window_type = "PNL", _window_title = "PNL";
|
||||
readonly IBus _bus;
|
||||
readonly OrdersModel _orders_model;
|
||||
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) {
|
||||
_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);
|
||||
}
|
||||
|
||||
public override Task<IShellWindow> load(PNLSaveState state) =>
|
||||
Task.FromResult(_create(state.settings));
|
||||
|
||||
void _show(PNLSettings settings) =>
|
||||
_bus.post(SparkTags.ShowWindow, _create(settings));
|
||||
|
||||
IShellWindow _create(PNLSettings settings) {
|
||||
var settings_manager = _settings_hub.create_pnl_settings_manager(settings);
|
||||
// Need to keep a local copy of the columns, since they are defined in xaml (not the viewmodel), and get_save_state may be called on a non-dispatcher thread.
|
||||
// If that happens, we would be unable to access _grid.Columns, and thus unable to get the current column settings.
|
||||
// Use an ImmutableList to avoid any threading issues when responding to CollectionChanged events on the dispatcher thread.
|
||||
ImmutableList<DIYGrid.ColumnBase> cached_columns = ImmutableList<DIYGrid.ColumnBase>.Empty;
|
||||
Action<SparkWindowView> on_parent_view_created_impl = null;
|
||||
return SparkWindow<PNLSaveState>.create(_window_type, _window_title, _bus, this, Icons.Accounting, _thread_id_provider.next_id(), () => {
|
||||
var init_settings = settings ?? PNLSettings.Default;
|
||||
var menu_display_vm = new SparkMenuDisplayVM();
|
||||
menu_display_vm.load_from(init_settings.menu_display);
|
||||
on_parent_view_created_impl = menu_display_vm.safe_bind_to_view;
|
||||
var vm = new PNLVM(_bus, _orders_model, init_settings);
|
||||
var content = new PNLView {
|
||||
DataContext = vm
|
||||
};
|
||||
vm.sorting_changed += sh => {
|
||||
try {
|
||||
DIYGridSortHelper.set_sort_directions(sh, content._grid.Columns);
|
||||
} catch { }
|
||||
};
|
||||
vm.SubscribeDisposed(
|
||||
DIYGridSortHelper.observe_active_comparers<PNLView.Columns, PNLRowVM>(content._grid, PNLVM.get_column_comparer)
|
||||
.OnDispatcher()
|
||||
.Subscribe(sh => vm.sorting_hierarchy = sh.Select(s => (s.key, s.direction)).ToList()));
|
||||
cached_columns = ImmutableList<DIYGrid.ColumnBase>.Empty.AddRange(content._grid.Columns);
|
||||
|
||||
Func<PNLSaveState> get_save_state = () => {
|
||||
var cols = cached_columns.ToArray(c => c.create());
|
||||
var filters = vm.get_filters_states();
|
||||
var sorting_criterion = vm.sorting_hierarchy.Select(tup => new SortingCriteria(tup.key.ToString(), tup.direction == ListSortDirection.Ascending)).ToArray();
|
||||
var calc_type = vm.calculation_type;
|
||||
var state = settings_manager.instance_settings;
|
||||
if (state == null) {
|
||||
// don't use defaults if the user manipulated the window state outside of the settings dialog (e.g., resized column(s) via drag, or changed sort/filter)
|
||||
var defaults = settings_manager.default_settings;
|
||||
if (calc_type == defaults.calculation_type &&
|
||||
defaults.sorting_criterion.SequenceEqual(sorting_criterion) &&
|
||||
defaults.grid.columns.SequenceEqual(cols) && defaults.filters.safe_equals(filters)) {
|
||||
// the user's current state still matches the defaults (i.e., no outside manipulation was performed); return null so this window will use the latest default settings when restored
|
||||
return new PNLSaveState { use_defaults = true, settings = null };
|
||||
}
|
||||
state = defaults;
|
||||
}
|
||||
// assign latest values, as they may have be modified outside of the settings dialog (in which case the settings manager would be out of date)
|
||||
state = state.with(
|
||||
sorting_criterion,
|
||||
vm.anchors,
|
||||
filters,
|
||||
state.grid.with(columns: cols, background: vm.grid_background_color.rgb_color()),
|
||||
calc_type,
|
||||
vm.header_row_display,
|
||||
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))),
|
||||
new SparkCommandCommand("Play", Icons.Play, new DelegateCommand(() => vm.is_paused = false)) {
|
||||
show_in_context_menu = _pnl_conf.show_pause_resume,
|
||||
show_in_toolbar = _pnl_conf.show_pause_resume
|
||||
},
|
||||
new SparkCommandCommand("Pause", Icons.Pause, new DelegateCommand(() => vm.is_paused = true)) {
|
||||
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>(
|
||||
settings_manager,
|
||||
us => us.pnl,
|
||||
UserSettings.FileExtensions.PNL,
|
||||
s => new PNLSettingsVM(s));
|
||||
var dialog = new ShellSettingsDialog { DataContext = dialog_vm };
|
||||
dialog_vm.RequestClose += on_request_close;
|
||||
return dialog;
|
||||
void on_request_close(object sender, EventArgs e) =>
|
||||
WindowUtilities.force_close(dialog);
|
||||
})),
|
||||
menu_display_vm.spark_cmd
|
||||
};
|
||||
IDisposable dispose = Disposable.Create(
|
||||
settings_manager.subscribe_current().OnDispatcher().Subscribe(s => {
|
||||
vm.load_from(s);
|
||||
var col_setting_map = s.grid.columns.ToDictionary(c => c.id);
|
||||
var fallback_family = new FontFamily(s.grid.font_family);
|
||||
// group
|
||||
var group_col_setting_map = s.group_columns.ToDictionary(c => c.id);
|
||||
var group_appearance = s.group_cell_appearance.to_appearance();
|
||||
// header
|
||||
var header_col_setting_map = s.header_columns.ToDictionary(c => c.id);
|
||||
var header_appearance = s.header_cell_appearance.to_appearance();
|
||||
//
|
||||
foreach (var c in content._grid.Columns.OfType<PNLColumn>()) {
|
||||
if (col_setting_map.TryGetValue(c.id, out var cs)) {
|
||||
c.load_from(cs);
|
||||
}
|
||||
if (group_col_setting_map.TryGetValue(c.id, out var gcs)) {
|
||||
c.load_group_params(
|
||||
group_appearance.font_size,
|
||||
gcs.font_weight_override ?? group_appearance.font_weight,
|
||||
gcs.font_color_override ?? group_appearance.foreground,
|
||||
group_appearance.font_family);
|
||||
}
|
||||
if (header_col_setting_map.TryGetValue(c.id, out var hcs)) {
|
||||
c.load_header_params(
|
||||
header_appearance.font_size,
|
||||
hcs.font_weight_override ?? header_appearance.font_weight,
|
||||
hcs.font_color_override ?? header_appearance.foreground,
|
||||
header_appearance.font_family);
|
||||
}
|
||||
}
|
||||
CollectionHelper.sync_with_never_duplicate(content._grid.Columns, s.grid.columns, cs => {
|
||||
throw new InvalidOperationException();
|
||||
}, c => c.id.ToLower(), cs => cs.id.ToLower());
|
||||
}),
|
||||
content._grid.Columns.Subscribe((s, e) => {
|
||||
switch (e.Action) {
|
||||
case NotifyCollectionChangedAction.Add: add_new(); break;
|
||||
case NotifyCollectionChangedAction.Remove: remove_old(); break;
|
||||
case NotifyCollectionChangedAction.Replace:
|
||||
case NotifyCollectionChangedAction.Move:
|
||||
remove_old();
|
||||
add_new();
|
||||
break;
|
||||
case NotifyCollectionChangedAction.Reset:
|
||||
cached_columns = ImmutableList<DIYGrid.ColumnBase>.Empty.AddRange(content._grid.Columns);
|
||||
break;
|
||||
}
|
||||
void add_new() =>
|
||||
cached_columns = e.NewStartingIndex >= 0 ?
|
||||
cached_columns.InsertRange(e.NewStartingIndex, e.NewItems.OfType<DIYGrid.ColumnBase>()) :
|
||||
cached_columns.AddRange(e.NewItems.OfType<DIYGrid.ColumnBase>());
|
||||
|
||||
void remove_old() =>
|
||||
cached_columns = e.OldStartingIndex >= 0 ?
|
||||
cached_columns.RemoveRange(e.OldStartingIndex, e.OldItems.Count) :
|
||||
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);
|
||||
},
|
||||
// the on_parent_view_created_impl delegate is initialized in the main create delegate,
|
||||
// so it can't be passed directly as an argument because it would just be null,
|
||||
// hence the proxy/wrapper delegate below.
|
||||
on_parent_view_created: pview => on_parent_view_created_impl?.Invoke(pview),
|
||||
min_width_offset: SystemParameters.HorizontalScrollBarButtonWidth + 8,
|
||||
min_height_offset: 60);
|
||||
}
|
||||
|
||||
readonly struct PNLConfig {
|
||||
public readonly bool
|
||||
enable_animations,
|
||||
show_pause_resume;
|
||||
|
||||
public PNLConfig(bts.config.PNLOptions options) {
|
||||
enable_animations = options.enable_animations;
|
||||
show_pause_resume = options.show_pause_resume;
|
||||
}
|
||||
}
|
||||
|
||||
[Export(typeof(IPNLSettingsMigrationRule))]
|
||||
class AddMissingAnimationsMigrationRule : IPNLSettingsMigrationRule {
|
||||
public bool apply(PNLSettings settings, out PNLSettings new_settings) {
|
||||
if (settings != null && (
|
||||
_apply(ref settings, settings.animations, PNLSettings.default_animations, (s, anims) => s.with(animations: anims)) |
|
||||
_apply(ref settings, settings.group_header_animations, PNLSettings.default_group_header_animations, (s, anims) => s.with(group_header_animations: anims)) |
|
||||
_apply(ref settings, settings.header_row_animations, PNLSettings.default_header_row_animations, (s, anims) => s.with(header_row_animations: anims)))) {
|
||||
//
|
||||
new_settings = settings;
|
||||
return true;
|
||||
}
|
||||
new_settings = null;
|
||||
return false;
|
||||
}
|
||||
|
||||
static bool _apply(ref PNLSettings settings, IEnumerable<PNLAnimationTriggerData> actual_triggers, IEnumerable<PNLAnimationTriggerData> default_triggers, Func<PNLSettings, PNLAnimationTriggerData[], PNLSettings> set_triggers) {
|
||||
if (_apply(actual_triggers, default_triggers, out var result)) {
|
||||
settings = set_triggers(settings, actual_triggers.Concat(result).ToArray());
|
||||
return true;
|
||||
}
|
||||
return false;
|
||||
}
|
||||
|
||||
static bool _apply(IEnumerable<PNLAnimationTriggerData> actual_triggers, IEnumerable<PNLAnimationTriggerData> default_triggers, out IEnumerable<PNLAnimationTriggerData> result) {
|
||||
var default_trigger_map = default_triggers.ToDictionary(t => t.expression);
|
||||
var actual_trigger_map = actual_triggers.ToImmutableDictionary(t => t.expression);
|
||||
var snapshot = actual_trigger_map;
|
||||
foreach (var kv in snapshot) {
|
||||
if (default_trigger_map.TryGetValue(kv.Key, out var default_anims)) {
|
||||
// assume 1 animation per column
|
||||
var actual_col_anims = kv.Value.animations.ToDictionaryCrushed(a => a.column);
|
||||
var default_col_anims = default_anims.animations.ToDictionaryCrushed(a => a.column);
|
||||
actual_col_anims.Difference(default_col_anims,
|
||||
out var exclusive_actual,
|
||||
out var exclusive_defaults,
|
||||
out var diff);
|
||||
var new_col_anims = exclusive_defaults.ToList();
|
||||
if (new_col_anims.Count > 0) {
|
||||
// add the original col animations to the new ones (combine them)
|
||||
new_col_anims.AddRange(actual_col_anims);
|
||||
actual_trigger_map = actual_trigger_map.SetItem(kv.Key, kv.Value.with(animations: new_col_anims.Select(col_anim => col_anim.Value).ToArray()));
|
||||
}
|
||||
}
|
||||
}
|
||||
foreach (var kv in default_trigger_map) {
|
||||
if (!actual_trigger_map.ContainsKey(kv.Key))
|
||||
actual_trigger_map = actual_trigger_map.Add(kv.Key, kv.Value);
|
||||
}
|
||||
if (actual_trigger_map != snapshot) {
|
||||
result = actual_trigger_map.Values;
|
||||
return true;
|
||||
}
|
||||
result = null;
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
[Export(typeof(IPNLSettingsMigrationRule))]
|
||||
class AddMissingColumnsMigrationRule : IPNLSettingsMigrationRule {
|
||||
public bool apply(PNLSettings settings, out PNLSettings new_settings) {
|
||||
if (settings != null) {
|
||||
var defaults = PNLSettings.Default;
|
||||
if (_apply(ref settings, settings.grid.columns, defaults.grid.columns, (s, cols) => s.with(grid: s.grid.with(cols))) |
|
||||
_apply(ref settings, settings.group_columns, defaults.group_columns, (s, cols) => s.with(group_columns: cols)) |
|
||||
_apply(ref settings, settings.header_columns, defaults.header_columns, (s, cols) => s.with(header_columns: cols))) {
|
||||
new_settings = settings;
|
||||
return true;
|
||||
}
|
||||
}
|
||||
new_settings = null;
|
||||
return false;
|
||||
}
|
||||
|
||||
static bool _apply(ref PNLSettings settings, IEnumerable<GridColumnSettings> actual_columns, IEnumerable<GridColumnSettings> default_columns, Func<PNLSettings, IEnumerable<GridColumnSettings>, PNLSettings> set_columns) {
|
||||
if (GridSettingsHelper.add_missing_columns(actual_columns, default_columns, out var new_cols)) {
|
||||
settings = set_columns(settings, new_cols);
|
||||
return true;
|
||||
}
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
[Export(typeof(IPNLSettingsMigrationRule))]
|
||||
class RemoveColumnsMigrationRule : IPNLSettingsMigrationRule {
|
||||
public bool apply(PNLSettings settings, out PNLSettings new_settings) {
|
||||
if (settings != null) {
|
||||
if (_apply(ref settings, settings.grid.columns, (s, cols) => s.with(grid: s.grid.with(cols))) |
|
||||
_apply(ref settings, settings.group_columns, (s, cols) => s.with(group_columns: cols)) |
|
||||
_apply(ref settings, settings.header_columns, (s, cols) => s.with(header_columns: cols))) {
|
||||
new_settings = settings;
|
||||
return true;
|
||||
}
|
||||
}
|
||||
new_settings = null;
|
||||
return false;
|
||||
}
|
||||
|
||||
bool _apply(ref PNLSettings settings, IEnumerable<GridColumnSettings> columns, Func<PNLSettings, IEnumerable<GridColumnSettings>, PNLSettings> set_columns) {
|
||||
if (_apply(columns, out var new_cols)) {
|
||||
settings = set_columns(settings, new_cols);
|
||||
return true;
|
||||
}
|
||||
return false;
|
||||
}
|
||||
|
||||
bool _apply(IEnumerable<GridColumnSettings> columns, out IEnumerable<GridColumnSettings> result) {
|
||||
var col_list = columns.ToList();
|
||||
int orig_count = col_list.Count;
|
||||
col_list.RemoveWhere(c => !Enum.TryParse<PNLView.Columns>(c.id, true, out var _));
|
||||
if (col_list.Count < orig_count) {
|
||||
result = col_list;
|
||||
return true;
|
||||
}
|
||||
result = null;
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
[Export(typeof(IPNLSettingsMigrationRule))]
|
||||
class RemoveColumnAnimationsMigrationRule : IPNLSettingsMigrationRule {
|
||||
public bool apply(PNLSettings settings, out PNLSettings new_settings) {
|
||||
if (settings != null) {
|
||||
if (_apply(ref settings, settings.animations, (s, t) => s.with(animations: t)) |
|
||||
_apply(ref settings, settings.group_header_animations, (s, t) => s.with(group_header_animations: t)) |
|
||||
_apply(ref settings, settings.header_row_animations, (s, t) => s.with(header_row_animations: t))) {
|
||||
new_settings = settings;
|
||||
return true;
|
||||
}
|
||||
}
|
||||
new_settings = null;
|
||||
return false;
|
||||
}
|
||||
|
||||
bool _apply(ref PNLSettings settings, IEnumerable<PNLAnimationTriggerData> triggers, Func<PNLSettings, IEnumerable<PNLAnimationTriggerData>, PNLSettings> set_triggers) {
|
||||
if (_apply(triggers, out var new_triggers)) {
|
||||
settings = set_triggers(settings, new_triggers);
|
||||
return true;
|
||||
}
|
||||
return false;
|
||||
}
|
||||
|
||||
bool _apply(IEnumerable<PNLAnimationTriggerData> triggers, out IEnumerable<PNLAnimationTriggerData> result) {
|
||||
var trigger_map = triggers.ToImmutableDictionary(t => t.expression);
|
||||
var snapshot = trigger_map;
|
||||
foreach (var t in trigger_map.Values) {
|
||||
var anims = t.animations.ToList();
|
||||
int orig_count = anims.Count;
|
||||
anims.RemoveWhere(a => !Enum.IsDefined(typeof(PNLView.Columns), a.column));
|
||||
if (anims.Count < orig_count)
|
||||
trigger_map = trigger_map.SetItem(t.expression, t.with(animations: anims.ToArray()));
|
||||
}
|
||||
if (trigger_map != snapshot) {
|
||||
result = trigger_map.Values;
|
||||
return true;
|
||||
}
|
||||
result = null;
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
[Export(typeof(IPNLSettingsMigrationRule))]
|
||||
class EnableGridBackgroundColorMigrationRule : IPNLSettingsMigrationRule {
|
||||
public bool apply(PNLSettings settings, out PNLSettings new_settings) {
|
||||
if (settings != null && !settings.grid.enable_background_color) {
|
||||
new_settings = settings.with(grid: settings.grid.with(enable_background_color: true));
|
||||
return true;
|
||||
}
|
||||
new_settings = null;
|
||||
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;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
using bts.api;
|
||||
using bts.collections;
|
||||
using bts.settings;
|
||||
using bts.shell.pnl;
|
||||
using bts.spark;
|
||||
using bts.utils;
|
||||
using mbts;
|
||||
using mbts.config;
|
||||
using mbts.persist;
|
||||
using mbts.spark;
|
||||
using mbts.ui;
|
||||
using mbts.ui.controls;
|
||||
using mbts.ui.settings;
|
||||
using mbts.ui.spark;
|
||||
using mbts.ui.utility;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Collections.Immutable;
|
||||
using System.Collections.Specialized;
|
||||
using System.ComponentModel;
|
||||
using System.ComponentModel.Composition;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Threading.Tasks;
|
||||
using System.Windows;
|
||||
using System.Windows.Media;
|
||||
|
||||
namespace bts.shell {
|
||||
class PNLWindowFactory : ShellWindowFactory<PNLSaveState> {
|
||||
const string _window_type = "PNL", _window_title = "PNL";
|
||||
readonly IBus _bus;
|
||||
readonly OrdersModel _orders_model;
|
||||
readonly UserSettingsHub _settings_hub;
|
||||
readonly PNLConfig _pnl_conf;
|
||||
readonly IShellWindowThreadIDProvider _thread_id_provider;
|
||||
|
||||
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;
|
||||
_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);
|
||||
}
|
||||
|
||||
public override Task<IShellWindow> load(PNLSaveState state) =>
|
||||
Task.FromResult(_create(state.settings));
|
||||
|
||||
void _show(PNLSettings settings) =>
|
||||
_bus.post(SparkTags.ShowWindow, _create(settings));
|
||||
|
||||
IShellWindow _create(PNLSettings settings) {
|
||||
var settings_manager = _settings_hub.create_pnl_settings_manager(settings);
|
||||
// Need to keep a local copy of the columns, since they are defined in xaml (not the viewmodel), and get_save_state may be called on a non-dispatcher thread.
|
||||
// If that happens, we would be unable to access _grid.Columns, and thus unable to get the current column settings.
|
||||
// Use an ImmutableList to avoid any threading issues when responding to CollectionChanged events on the dispatcher thread.
|
||||
ImmutableList<DIYGrid.ColumnBase> cached_columns = ImmutableList<DIYGrid.ColumnBase>.Empty;
|
||||
return SparkWindow<PNLSaveState>.create(_window_type, _window_title, _bus, this, Icons.Accounting, _thread_id_provider.next_id(), () => {
|
||||
var vm = new PNLVM(_bus, _orders_model, settings ?? PNLSettings.Default);
|
||||
var content = new PNLView {
|
||||
DataContext = vm
|
||||
};
|
||||
vm.sorting_changed += sh => {
|
||||
try {
|
||||
DIYGridSortHelper.set_sort_directions(sh, content._grid.Columns);
|
||||
} catch { }
|
||||
};
|
||||
vm.SubscribeDisposed(
|
||||
DIYGridSortHelper.observe_active_comparers<PNLView.Columns, PNLRowVM>(content._grid, PNLVM.get_column_comparer)
|
||||
.OnDispatcher()
|
||||
.Subscribe(sh => vm.sorting_hierarchy = sh.Select(s => (s.key, s.direction)).ToList()));
|
||||
cached_columns = ImmutableList<DIYGrid.ColumnBase>.Empty.AddRange(content._grid.Columns);
|
||||
|
||||
Func<PNLSaveState> get_save_state = () => {
|
||||
var cols = cached_columns.ToArray(c => c.create());
|
||||
var filters = vm.get_filters_states();
|
||||
var sorting_criterion = vm.sorting_hierarchy.Select(tup => new SortingCriteria(tup.key.ToString(), tup.direction == ListSortDirection.Ascending)).ToArray();
|
||||
var calc_type = vm.calculation_type;
|
||||
var state = settings_manager.instance_settings;
|
||||
if (state == null) {
|
||||
// don't use defaults if the user manipulated the window state outside of the settings dialog (e.g., resized column(s) via drag, or changed sort/filter)
|
||||
var defaults = settings_manager.default_settings;
|
||||
if (calc_type == defaults.calculation_type &&
|
||||
defaults.sorting_criterion.SequenceEqual(sorting_criterion) &&
|
||||
defaults.grid.columns.SequenceEqual(cols) && defaults.filters.safe_equals(filters)) {
|
||||
// the user's current state still matches the defaults (i.e., no outside manipulation was performed); return null so this window will use the latest default settings when restored
|
||||
return new PNLSaveState { use_defaults = true, settings = null };
|
||||
}
|
||||
state = defaults;
|
||||
}
|
||||
// assign latest values, as they may have be modified outside of the settings dialog (in which case the settings manager would be out of date)
|
||||
state = state.with(
|
||||
sorting_criterion,
|
||||
vm.anchors,
|
||||
filters,
|
||||
state.grid.with(columns: cols, background: vm.grid_background_color.rgb_color()),
|
||||
calc_type,
|
||||
vm.header_row_display);
|
||||
return new PNLSaveState { use_defaults = false, settings = state };
|
||||
};
|
||||
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))),
|
||||
new SparkCommandCommand("Play", Icons.Play, new DelegateCommand(() => vm.is_paused = false)) {
|
||||
show_in_context_menu = _pnl_conf.show_pause_resume,
|
||||
show_in_toolbar = _pnl_conf.show_pause_resume
|
||||
},
|
||||
new SparkCommandCommand("Pause", Icons.Pause, new DelegateCommand(() => vm.is_paused = true)) {
|
||||
show_in_context_menu = _pnl_conf.show_pause_resume,
|
||||
show_in_toolbar = _pnl_conf.show_pause_resume
|
||||
},
|
||||
SparkCommands.window_settings_command(new DialogCommand(() => {
|
||||
settings_manager.instance_settings = get_save_state().settings;
|
||||
var dialog_vm = new ShellSettingsDialogVM<PNLSettings, PNLSettingsVM>(
|
||||
settings_manager,
|
||||
us => us.pnl,
|
||||
UserSettings.FileExtensions.PNL,
|
||||
s => new PNLSettingsVM(s));
|
||||
var dialog = new ShellSettingsDialog { DataContext = dialog_vm };
|
||||
dialog_vm.RequestClose += on_request_close;
|
||||
return dialog;
|
||||
void on_request_close(object sender, EventArgs e) =>
|
||||
WindowUtilities.force_close(dialog);
|
||||
}))
|
||||
};
|
||||
IDisposable dispose = Disposable.Create(
|
||||
settings_manager.subscribe_current().OnDispatcher().Subscribe(s => {
|
||||
vm.load_from(s);
|
||||
var col_setting_map = s.grid.columns.ToDictionary(c => c.id);
|
||||
var fallback_family = new FontFamily(s.grid.font_family);
|
||||
// group
|
||||
var group_col_setting_map = s.group_columns.ToDictionary(c => c.id);
|
||||
var group_appearance = s.group_cell_appearance.to_appearance();
|
||||
// header
|
||||
var header_col_setting_map = s.header_columns.ToDictionary(c => c.id);
|
||||
var header_appearance = s.header_cell_appearance.to_appearance();
|
||||
//
|
||||
foreach (var c in content._grid.Columns.OfType<PNLColumn>()) {
|
||||
if (col_setting_map.TryGetValue(c.id, out var cs)) {
|
||||
c.load_from(cs);
|
||||
}
|
||||
if (group_col_setting_map.TryGetValue(c.id, out var gcs)) {
|
||||
c.load_group_params(
|
||||
group_appearance.font_size,
|
||||
gcs.font_weight_override ?? group_appearance.font_weight,
|
||||
gcs.font_color_override ?? group_appearance.foreground,
|
||||
group_appearance.font_family);
|
||||
}
|
||||
if (header_col_setting_map.TryGetValue(c.id, out var hcs)) {
|
||||
c.load_header_params(
|
||||
header_appearance.font_size,
|
||||
hcs.font_weight_override ?? header_appearance.font_weight,
|
||||
hcs.font_color_override ?? header_appearance.foreground,
|
||||
header_appearance.font_family);
|
||||
}
|
||||
}
|
||||
CollectionHelper.sync_with_never_duplicate(content._grid.Columns, s.grid.columns, cs => {
|
||||
throw new InvalidOperationException();
|
||||
}, c => c.id.ToLower(), cs => cs.id.ToLower());
|
||||
}),
|
||||
content._grid.Columns.Subscribe((s, e) => {
|
||||
switch (e.Action) {
|
||||
case NotifyCollectionChangedAction.Add: add_new(); break;
|
||||
case NotifyCollectionChangedAction.Remove: remove_old(); break;
|
||||
case NotifyCollectionChangedAction.Replace:
|
||||
case NotifyCollectionChangedAction.Move:
|
||||
remove_old();
|
||||
add_new();
|
||||
break;
|
||||
case NotifyCollectionChangedAction.Reset:
|
||||
cached_columns = ImmutableList<DIYGrid.ColumnBase>.Empty.AddRange(content._grid.Columns);
|
||||
break;
|
||||
}
|
||||
void add_new() =>
|
||||
cached_columns = e.NewStartingIndex >= 0 ?
|
||||
cached_columns.InsertRange(e.NewStartingIndex, e.NewItems.OfType<DIYGrid.ColumnBase>()) :
|
||||
cached_columns.AddRange(e.NewItems.OfType<DIYGrid.ColumnBase>());
|
||||
|
||||
void remove_old() =>
|
||||
cached_columns = e.OldStartingIndex >= 0 ?
|
||||
cached_columns.RemoveRange(e.OldStartingIndex, e.OldItems.Count) :
|
||||
cached_columns.RemoveRange(e.OldItems.OfType<DIYGrid.ColumnBase>());
|
||||
}),
|
||||
Disposable.wrap_collection(commands.OfType<IDisposable>()),
|
||||
vm);
|
||||
return (content, commands, get_save_state, dispose);
|
||||
},
|
||||
min_width_offset: SystemParameters.HorizontalScrollBarButtonWidth + 8,
|
||||
min_height_offset: 60);
|
||||
}
|
||||
|
||||
readonly struct PNLConfig {
|
||||
public readonly bool
|
||||
enable_animations,
|
||||
show_pause_resume;
|
||||
|
||||
public PNLConfig(bts.config.PNLOptions options) {
|
||||
enable_animations = options.enable_animations;
|
||||
show_pause_resume = options.show_pause_resume;
|
||||
}
|
||||
}
|
||||
|
||||
[Export(typeof(IPNLSettingsMigrationRule))]
|
||||
class AddMissingAnimationsMigrationRule : IPNLSettingsMigrationRule {
|
||||
public bool apply(PNLSettings settings, out PNLSettings new_settings) {
|
||||
if (settings != null && (
|
||||
_apply(ref settings, settings.animations, PNLSettings.default_animations, (s, anims) => s.with(animations: anims)) |
|
||||
_apply(ref settings, settings.group_header_animations, PNLSettings.default_group_header_animations, (s, anims) => s.with(group_header_animations: anims)) |
|
||||
_apply(ref settings, settings.header_row_animations, PNLSettings.default_header_row_animations, (s, anims) => s.with(header_row_animations: anims)))) {
|
||||
//
|
||||
new_settings = settings;
|
||||
return true;
|
||||
}
|
||||
new_settings = null;
|
||||
return false;
|
||||
}
|
||||
|
||||
static bool _apply(ref PNLSettings settings, IEnumerable<PNLAnimationTriggerData> actual_triggers, IEnumerable<PNLAnimationTriggerData> default_triggers, Func<PNLSettings, PNLAnimationTriggerData[], PNLSettings> set_triggers) {
|
||||
if (_apply(actual_triggers, default_triggers, out var result)) {
|
||||
settings = set_triggers(settings, actual_triggers.Concat(result).ToArray());
|
||||
return true;
|
||||
}
|
||||
return false;
|
||||
}
|
||||
|
||||
static bool _apply(IEnumerable<PNLAnimationTriggerData> actual_triggers, IEnumerable<PNLAnimationTriggerData> default_triggers, out IEnumerable<PNLAnimationTriggerData> result) {
|
||||
var default_trigger_map = default_triggers.ToDictionary(t => t.expression);
|
||||
var actual_trigger_map = actual_triggers.ToImmutableDictionary(t => t.expression);
|
||||
var snapshot = actual_trigger_map;
|
||||
foreach (var kv in snapshot) {
|
||||
if (default_trigger_map.TryGetValue(kv.Key, out var default_anims)) {
|
||||
// assume 1 animation per column
|
||||
var actual_col_anims = kv.Value.animations.ToDictionaryCrushed(a => a.column);
|
||||
var default_col_anims = default_anims.animations.ToDictionaryCrushed(a => a.column);
|
||||
actual_col_anims.Difference(default_col_anims,
|
||||
out var exclusive_actual,
|
||||
out var exclusive_defaults,
|
||||
out var diff);
|
||||
var new_col_anims = exclusive_defaults.ToList();
|
||||
if (new_col_anims.Count > 0) {
|
||||
// add the original col animations to the new ones (combine them)
|
||||
new_col_anims.AddRange(actual_col_anims);
|
||||
actual_trigger_map = actual_trigger_map.SetItem(kv.Key, kv.Value.with(animations: new_col_anims.Select(col_anim => col_anim.Value).ToArray()));
|
||||
}
|
||||
}
|
||||
}
|
||||
foreach (var kv in default_trigger_map) {
|
||||
if (!actual_trigger_map.ContainsKey(kv.Key))
|
||||
actual_trigger_map = actual_trigger_map.Add(kv.Key, kv.Value);
|
||||
}
|
||||
if (actual_trigger_map != snapshot) {
|
||||
result = actual_trigger_map.Values;
|
||||
return true;
|
||||
}
|
||||
result = null;
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
[Export(typeof(IPNLSettingsMigrationRule))]
|
||||
class AddMissingColumnsMigrationRule : IPNLSettingsMigrationRule {
|
||||
public bool apply(PNLSettings settings, out PNLSettings new_settings) {
|
||||
if (settings != null) {
|
||||
var defaults = PNLSettings.Default;
|
||||
if (_apply(ref settings, settings.grid.columns, defaults.grid.columns, (s, cols) => s.with(grid: s.grid.with(cols))) |
|
||||
_apply(ref settings, settings.group_columns, defaults.group_columns, (s, cols) => s.with(group_columns: cols)) |
|
||||
_apply(ref settings, settings.header_columns, defaults.header_columns, (s, cols) => s.with(header_columns: cols))) {
|
||||
new_settings = settings;
|
||||
return true;
|
||||
}
|
||||
}
|
||||
new_settings = null;
|
||||
return false;
|
||||
}
|
||||
|
||||
static bool _apply(ref PNLSettings settings, IEnumerable<GridColumnSettings> actual_columns, IEnumerable<GridColumnSettings> default_columns, Func<PNLSettings, IEnumerable<GridColumnSettings>, PNLSettings> set_columns) {
|
||||
if (GridSettingsHelper.add_missing_columns(actual_columns, default_columns, out var new_cols)) {
|
||||
settings = set_columns(settings, new_cols);
|
||||
return true;
|
||||
}
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
[Export(typeof(IPNLSettingsMigrationRule))]
|
||||
class RemoveColumnsMigrationRule : IPNLSettingsMigrationRule {
|
||||
public bool apply(PNLSettings settings, out PNLSettings new_settings) {
|
||||
if (settings != null) {
|
||||
if (_apply(ref settings, settings.grid.columns, (s, cols) => s.with(grid: s.grid.with(cols))) |
|
||||
_apply(ref settings, settings.group_columns, (s, cols) => s.with(group_columns: cols)) |
|
||||
_apply(ref settings, settings.header_columns, (s, cols) => s.with(header_columns: cols))) {
|
||||
new_settings = settings;
|
||||
return true;
|
||||
}
|
||||
}
|
||||
new_settings = null;
|
||||
return false;
|
||||
}
|
||||
|
||||
bool _apply(ref PNLSettings settings, IEnumerable<GridColumnSettings> columns, Func<PNLSettings, IEnumerable<GridColumnSettings>, PNLSettings> set_columns) {
|
||||
if (_apply(columns, out var new_cols)) {
|
||||
settings = set_columns(settings, new_cols);
|
||||
return true;
|
||||
}
|
||||
return false;
|
||||
}
|
||||
|
||||
bool _apply(IEnumerable<GridColumnSettings> columns, out IEnumerable<GridColumnSettings> result) {
|
||||
var col_list = columns.ToList();
|
||||
int orig_count = col_list.Count;
|
||||
col_list.RemoveWhere(c => !Enum.TryParse<PNLView.Columns>(c.id, true, out var _));
|
||||
if (col_list.Count < orig_count) {
|
||||
result = col_list;
|
||||
return true;
|
||||
}
|
||||
result = null;
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
[Export(typeof(IPNLSettingsMigrationRule))]
|
||||
class RemoveColumnAnimationsMigrationRule : IPNLSettingsMigrationRule {
|
||||
public bool apply(PNLSettings settings, out PNLSettings new_settings) {
|
||||
if (settings != null) {
|
||||
if (_apply(ref settings, settings.animations, (s, t) => s.with(animations: t)) |
|
||||
_apply(ref settings, settings.group_header_animations, (s, t) => s.with(group_header_animations: t)) |
|
||||
_apply(ref settings, settings.header_row_animations, (s, t) => s.with(header_row_animations: t))) {
|
||||
new_settings = settings;
|
||||
return true;
|
||||
}
|
||||
}
|
||||
new_settings = null;
|
||||
return false;
|
||||
}
|
||||
|
||||
bool _apply(ref PNLSettings settings, IEnumerable<PNLAnimationTriggerData> triggers, Func<PNLSettings, IEnumerable<PNLAnimationTriggerData>, PNLSettings> set_triggers) {
|
||||
if (_apply(triggers, out var new_triggers)) {
|
||||
settings = set_triggers(settings, new_triggers);
|
||||
return true;
|
||||
}
|
||||
return false;
|
||||
}
|
||||
|
||||
bool _apply(IEnumerable<PNLAnimationTriggerData> triggers, out IEnumerable<PNLAnimationTriggerData> result) {
|
||||
var trigger_map = triggers.ToImmutableDictionary(t => t.expression);
|
||||
var snapshot = trigger_map;
|
||||
foreach (var t in trigger_map.Values) {
|
||||
var anims = t.animations.ToList();
|
||||
int orig_count = anims.Count;
|
||||
anims.RemoveWhere(a => !Enum.IsDefined(typeof(PNLView.Columns), a.column));
|
||||
if (anims.Count < orig_count)
|
||||
trigger_map = trigger_map.SetItem(t.expression, t.with(animations: anims.ToArray()));
|
||||
}
|
||||
if (trigger_map != snapshot) {
|
||||
result = trigger_map.Values;
|
||||
return true;
|
||||
}
|
||||
result = null;
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
[Export(typeof(IPNLSettingsMigrationRule))]
|
||||
class EnableGridBackgroundColorMigrationRule : IPNLSettingsMigrationRule {
|
||||
public bool apply(PNLSettings settings, out PNLSettings new_settings) {
|
||||
if (settings != null && !settings.grid.enable_background_color) {
|
||||
new_settings = settings.with(grid: settings.grid.with(enable_background_color: true));
|
||||
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);
|
||||
|
||||
|
||||
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