Merge branch 'master' into prod

RTM SPARK-2489 ladder settings

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>

doc/user/content/release_notes/_index.md

@@ -18,6 +18,9 @@ insert_anchor_links = "right"
   - Fixed a number of problems with filtering on the Fills form
   - On the Lean algo, OnToward and Away are now calculated with respect to the opposite inside market at time of the order launch
   - Iceberg Spreaders with queue holders are not erroneously cancelled after the first fill
+  - Added security symbol column to fills window
+  - Re-organized ladder settings dialog to make it clearer and easier to use
+  
 ## 2.1.4
 ### User Visible Changes
   - Fixed handling of cancel button in security picker

doc/user/deploy_to_web.sh

@@ -1,7 +1,6 @@
 #/bin/bash
 #python -m mkdocs build -d site
 
-cp -r ../../src/sdk/doc/* ./content/bts_spark_sdk/Server/
 ./run_zola.sh build
 
 scp -r ./public bts@bluetradesys.com:/home/bts/doc/
@@ -14,7 +13,3 @@ sudo mv ./public/* /var/www/documentation/
 EOF
 
 rm -r public
-cd ./content/bts_spark_sdk/server/
-find  . -not -name '_index.md' -delete
-cd ../..
-

src/client/spark/Modules/Trading/Fills/FillsVM.cs

@@ -61,6 +61,14 @@ namespace mbts.spark {
             equality_comparer: SecurityDataHelper.EqualityComparer.IDComparer,
             comparer: Comparer<SecurityImmutable>.Default
          ), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.Security);
+         // symbol
+         add_col(Columns.Symbol, DefaultColumnHeaders.Symbol, r => r.security.Symbol,
+            DiscreteValuesFilterVM.Create<FillTuple, string>(
+               co2.UserSymbol.get_all().Select(u => u.symbol).Distinct().ToList(),
+               ft => ft.security?.Symbol ?? string.Empty,
+               nameof(OrderBookRowVM.symbol)),
+               DataGridFilterKnownTemplates.DiscreteValues,
+               DefaultColumnWidths.Symbol);
          // order type
          var order_type_filter = dv_filter(OrderDataHelper.all_order_types, r => r.order?.order_type() ?? OrderType.None);
          add_col_expl(Columns.OrderType,
@@ -190,6 +198,7 @@ namespace mbts.spark {
             case Columns.SecurityKey: return wrap(ft => ft.fill.SecurityKey);
             case Columns.Side: return wrap_default(ft => ft.fill.Side);
             case Columns.Size: return wrap(ft => ft.fill.LastShares);
+            case Columns.Symbol: return wrap(ft => ft.security?.Symbol ?? string.Empty);
             case Columns.TimeInForce: return wrap_default(ft => ft.order?.time_in_force() ?? TimeInForce.Undefined);
             case Columns.User: return wrap(ft => ft.order?.user() ?? string.Empty);
             default: goto case Columns.FillTime;

src/client/spark/Modules/Trading/Fills/FillsView.xaml.cs

@@ -7,7 +7,23 @@ namespace mbts.ui.spark {
    /// Interaction logic for FillsView.xaml
    /// </summary>
    partial class FillsView : UserControl {
-      public enum Columns { FillTime, User, Account, Exchange, Security, TimeInForce, OrderType, Side, Price, Size, FillKind, FillKey, OrderKey, SecurityKey }
+      public enum Columns {
+         FillTime,
+         User,
+         Account,
+         Exchange,
+         Security,
+         Symbol,
+         TimeInForce,
+         OrderType,
+         Side,
+         Price,
+         Size,
+         FillKind,
+         FillKey,
+         OrderKey,
+         SecurityKey
+      }
 
       public FillsView() =>
          InitializeComponent();

src/client/spark/Modules/Trading/Fills/Settings/FillsFilterStates.cs

@@ -66,6 +66,10 @@ namespace bts.shell.fills {
       [ProtoMember(14)]
       [DIYGridColumnID(nameof(Columns.FillKind))]
       public Fill.Types.FillKind[] fill_kind { get; set; }
+
+      [ProtoMember(15)]
+      [DIYGridColumnID(nameof(Columns.Symbol))]
+      public string[] symbol { get; set; }
    }
 
    static class FillsFilterStatesExtensions {
@@ -86,6 +90,7 @@ namespace bts.shell.fills {
          pb.add_discrete_values(fs.order_type, ft => ft.order_type());
          pb.add_discrete_values(fs.side, ft => ft.fill.Side);
          pb.add_discrete_values(fs.fill_kind, ft => ft.fill.FillKind);
+         pb.add_discrete_values(fs.symbol, ft => ft.security?.Symbol ?? string.Empty);
          // numeric
          pb.add_numeric(fs.size, ft => ft.fill.LastShares);
          pb.add_numeric(fs.price, ft => ft.fill.LastPrice);

src/client/spark/Modules/Trading/Fills/Settings/FillsSettings.cs

@@ -40,6 +40,7 @@ namespace bts.shell.fills {
 
       static class DefaultColumns {
          public static GridColumnSettings security => new GridColumnSettings(col_id(Columns.Security), DefaultColumnHeaders.Security, width: DefaultColumnWidths.Security);
+         public static GridColumnSettings symbol => new GridColumnSettings(col_id(Columns.Symbol), DefaultColumnHeaders.Symbol, width: DefaultColumnWidths.Symbol);
          public static GridColumnSettings fill_time => new GridColumnSettings(col_id(Columns.FillTime), DefaultColumnHeaders.FillTime, width: DefaultColumnWidths.Time);
          public static GridColumnSettings user => new GridColumnSettings(col_id(Columns.User), DefaultColumnHeaders.User, width: DefaultColumnWidths.User);
          public static GridColumnSettings account => new GridColumnSettings(col_id(Columns.Account), DefaultColumnHeaders.Account, width: DefaultColumnWidths.Account);
@@ -62,6 +63,7 @@ namespace bts.shell.fills {
          public static IEnumerable<GridColumnSettings> all {
             get {
                yield return security;
+               yield return symbol;
                yield return fill_time;
                yield return user;
                yield return account;

src/client/spark/Modules/Trading/Ladder/LadderSettings.cs

@@ -327,7 +327,15 @@ namespace mbts.spark {
 
       public enum BadgeStyle { Normal, Alternate }
 
-      public enum NetChangeTerms { None, Dollars, Ticks }
+      // TODO: rename to PriceDisplayFormat (today is merge monday, since this isn't a functional change, it is not worth the potential merge headaches right now)
+      public enum NetChangeTerms {
+         [Description("Standard Ticks")]
+         None,
+         [Description("Net Change Dollars")]
+         Dollars,
+         [Description("Net Change Ticks")]
+         Ticks
+      }
 
       [ProtoMember(1)]
       public double row_height { get; set; }

src/client/spark/Modules/Trading/Ladder/VM/LadderSettingsVM.cs

@@ -23,6 +23,7 @@ namespace mbts.spark {
       readonly Property<LadderSettings.BadgeStyle> _badge_style;
       readonly Property<uint> _alternate_order_size;
       readonly DelegateProperty<double> _row_height;
+      LadderSettings.NetChangeTerms _price_format;
       Func<double> _get_order_entry_panel_width, _get_zoom_factor;
       LadderSettings _current;
       LadderColumnSettingsVM
@@ -30,8 +31,8 @@ namespace mbts.spark {
          _bid = new LadderColumnSettingsVM("Bid"),
          _price = new LadderColumnSettingsVM("Price"),
          _ask = new LadderColumnSettingsVM("Ask"),
-         _last = new LadderColumnSettingsVM("Last", true),
-         _piq = new LadderColumnSettingsVM("PIQ", true);
+         _last = new LadderColumnSettingsVM("Last", LadderSettingsView.LastColumnTemplateKey, true),
+         _piq = new LadderColumnSettingsVM("PIQ", can_toggle_show: true);
       VolumeColumnVM _volume = new VolumeColumnVM();
       LadderMarketBreakLineVM
          _bid_mkt_line = new LadderMarketBreakLineVM("Bid"),
@@ -59,10 +60,6 @@ namespace mbts.spark {
          _cancel_buys_visibility = new OrderEntryPanelItemVisibilityVM("Cancel Buys"),
          _cancel_sells_visibility = new OrderEntryPanelItemVisibilityVM("Cancel Sells"),
          _cancel_all_visibility = new OrderEntryPanelItemVisibilityVM("Cancel All");
-      readonly Property<bool> 
-         _show_in_net_change,
-         _show_in_net_change_dollars,
-         _show_in_net_change_ticks;
 
       public LadderSettingsVM(OrdersModel model, bool is_synthetic, Func<double> get_left_panel_width, Func<double> get_zoom_factor) {
          this.is_synthetic = is_synthetic;
@@ -74,10 +71,6 @@ namespace mbts.spark {
          _alternate_order_size = backing<uint>(nameof(alternate_order_size));
          _get_order_entry_panel_width = get_left_panel_width;
          _get_zoom_factor = get_zoom_factor;
-         _show_in_net_change = backing<bool>(nameof(show_in_net_change));
-         _show_in_net_change_dollars = backing<bool>(nameof(show_in_net_change_dollars));
-         _show_in_net_change_ticks = backing<bool>(nameof(show_in_net_change_ticks));
-         
          // be sure to initialize backings before this measure_row_height call
          _row_height = backing(nameof(row_height), () => LadderRender.measure_row_height(get_result()));
          _orders.font_size_changed += on_font_size_changed;
@@ -110,6 +103,8 @@ namespace mbts.spark {
       }
 
       public MarketSizeDisplayVM size_display { get; } = new MarketSizeDisplayVM();
+      public LadderSettings.NetChangeTerms price_format { get => _price_format; set => Set(ref _price_format, value); }
+      public IEnumerable<LadderSettings.NetChangeTerms> price_format_options => EnumHelper.get_values<LadderSettings.NetChangeTerms>();
       public FavoriteAlgosVM favorite_algos_vm { get; }
 
       public double row_height => _row_height.Value;
@@ -175,32 +170,6 @@ namespace mbts.spark {
          }
       }
 
-      public bool show_in_net_change {
-         get => _show_in_net_change.Value;
-         set {
-            // when unchecking, clear out dollars and ticks
-            if (!value) {
-               show_in_net_change_dollars = false;
-               show_in_net_change_ticks = false;
-            }
-            // when checking, by defalt check dollars
-            if (value) {
-               show_in_net_change_dollars = true;
-            }
-            _show_in_net_change.Value = value;
-         }
-      }
-      public bool show_in_net_change_dollars {
-         get => _show_in_net_change_dollars.Value;
-         set => _show_in_net_change_dollars.Value = value;
-      }
-
-      public bool show_in_net_change_ticks {
-         get => _show_in_net_change_ticks.Value;
-         set => _show_in_net_change_ticks.Value = value;
-      }
-
-
       public string key => GridSettingsTemplateKeys.Ladder;
 
       public void load(LadderSettings settings) {
@@ -241,13 +210,11 @@ namespace mbts.spark {
          _cancel_buys_visibility.show = settings.cancel_buys_visible;
          _cancel_sells_visibility.show = settings.cancel_sells_visible;
          _cancel_all_visibility.show = settings.cancel_all_visible;
+         price_format = settings.net_change;
          // do not read the order entry panel width here from settings
          // because it could have changed from the UI
          // there might be a better way of doing this, like how
          // does the widths of the ladder grid column pull this off?
-         show_in_net_change = settings.net_change != LadderSettings.NetChangeTerms.None;
-         show_in_net_change_dollars = settings.net_change == LadderSettings.NetChangeTerms.Dollars;
-         show_in_net_change_ticks = settings.net_change == LadderSettings.NetChangeTerms.Ticks;
       }
 
       public LadderSettings get_result() {
@@ -291,19 +258,8 @@ namespace mbts.spark {
          clone.order_entry_panel_initial_width = _get_order_entry_panel_width();
          clone.zoom_slider_visible = _zoom_slider_visbility.show;
          clone.zoom_factor = _get_zoom_factor();
-         clone.net_change = _create_net_change_terms(show_in_net_change_dollars, show_in_net_change_ticks);
+         clone.net_change = price_format;
          return clone;
-
-         LadderSettings.NetChangeTerms _create_net_change_terms(bool dollars, bool ticks) {
-            if (dollars) {
-               return LadderSettings.NetChangeTerms.Dollars;
-            }
-            if (ticks) {
-               return LadderSettings.NetChangeTerms.Ticks;
-            }
-            return LadderSettings.NetChangeTerms.None;
-         }
-
       }
 
       public void Dispose() => favorite_algos_vm.Dispose();
@@ -323,11 +279,12 @@ namespace mbts.spark {
          readonly DelegateProperty<FontWeight> _font_weight;
          readonly DelegateProperty<string> _font_display_name;
          readonly Property<bool> _show;
-         readonly bool _can_toggle_visibility;
+         readonly string _template_key;
 
-         public LadderColumnSettingsVM(string name, bool can_toggle_visibility = false) {
+         public LadderColumnSettingsVM(string name, string template_key = null, bool can_toggle_show = false) {
             this.name = name;
-            _can_toggle_visibility = can_toggle_visibility;
+            _template_key = template_key;
+            this.can_toggle_show = can_toggle_show;
             foreground_palettes = new ObservableCollection<ColorPaletteVM>(ColorPalette.all_presets().Select(p => new ColorPaletteVM(p)));
             background_palettes = new ObservableCollection<ColorPaletteVM>(ColorPalette.all_presets().Select(p => new ColorPaletteVM(p)));
             _show = backing(nameof(show), true);
@@ -340,8 +297,14 @@ namespace mbts.spark {
             _font_display_name = backing(nameof(font_display_name),
                () => TextUtils.display_name(font_family, font_weight, font_size), nameof(font_family), nameof(font_weight), nameof(font_size));
             _font_size.Changed += (oldval, newval) => font_size_changed?.Invoke(oldval, newval);
+            toggle_show_details_cmd = new DelegateCommand(() => {
+               show_details = !show_details;
+               RaisePropertyChanged(nameof(show_details));
+            });
          }
 
+         public event Action<double, double> font_size_changed;
+
          public string name { get; }
          public Typeface typeface { get => _typeface.Value; set => _typeface.Value = value; }
          public FontFamily font_family => _font_family.Value;
@@ -350,14 +313,17 @@ namespace mbts.spark {
          public double font_size { get => _font_size.Value; set => _font_size.Value = value; }
          public uint width { get; set; }
          public bool show { get => _show.Value; set => _show.Value = value; }
+         public bool can_toggle_show { get; }
+         public bool show_details { get; private set; }
          public Color foreground { get => _foreground.Value; set => _foreground.Value = value; }
          public Color background { get => _background.Value; set => _background.Value = value; }
          public ObservableCollection<ColorPaletteVM> foreground_palettes { get; }
          public ObservableCollection<ColorPaletteVM> background_palettes { get; }
-         public event Action<double, double> font_size_changed;
-
          public virtual string sample_text => "999-56789.01234";
-         string ITemplateSelectorKey.key => _can_toggle_visibility ? ui.spark.LadderSettingsView.ColumnVisibilityToggleTemplateKey : null;
+
+         public ICommand toggle_show_details_cmd { get; }
+
+         string ITemplateSelectorKey.key => _template_key;
 
          public void assign_from(LadderColumnSettings settings) {
             typeface = new Typeface(
@@ -395,7 +361,7 @@ namespace mbts.spark {
          public Brush badge_border { get; } = new SolidColorBrush(BTSColors.MarketData.ask);
          public Brush badge_background { get; } = Brushes.White;
 
-         string ITemplateSelectorKey.key => ui.spark.LadderSettingsView.OrdersColumnSampleTemplateKey;
+         string ITemplateSelectorKey.key => ui.spark.LadderSettingsView.OrdersColumnTemplateKey;
       }
 
       public class LadderMarketBreakLineVM : ViewModelBase {
@@ -463,7 +429,7 @@ namespace mbts.spark {
             }
          }
 
-         public LadderColumnSettingsVM general { get; } = new LadderColumnSettingsVM("Volume", true);
+         public LadderColumnSettingsVM general { get; } = new LadderColumnSettingsVM("Volume", LadderSettingsView.VolumeColumnTemplateKey, true);
          public VolumeAtPriceAnimationVM buy { get; }
          public VolumeAtPriceAnimationVM sell { get; }
          public VolumeAtPriceAnimationVM passive { get; }

src/client/spark/Modules/Trading/Ladder/View/LadderGridHost.cs

@@ -337,6 +337,7 @@ namespace mbts.spark {
          if (e.ChangedButton == MouseButton.Middle) {
             if (bs.HasValue) {
                _send_parameterized_order(point, bs.Value);
+               return;
             } else if (column.column_type == ColumnType.Price) {
                if (Keyboard.IsKeyDown(Key.LeftShift) || Keyboard.IsKeyDown (Key.RightShift) ||
                    Keyboard.IsKeyDown(Key.LeftAlt) || Keyboard.IsKeyDown(Key.RightAlt)) {
@@ -344,6 +345,7 @@ namespace mbts.spark {
                } else {
                   _scroll_to_center();
                }
+               return;
             }
          }
          var pbs = (price, bs, e.ChangedButton);

src/client/spark/Modules/Trading/Ladder/View/LadderSettingsView.xaml.cs

@@ -10,10 +10,15 @@ namespace mbts.ui.spark {
    /// </summary>
    partial class LadderSettingsView : UserControl {
       public const string
-         OrdersColumnSampleTemplateKey = nameof(OrdersColumnSampleTemplateKey),
-         ColumnVisibilityToggleTemplateKey = nameof(ColumnVisibilityToggleTemplateKey),
+         OrdersColumnTemplateKey = nameof(OrdersColumnTemplateKey),
+         VolumeColumnTemplateKey = nameof(VolumeColumnTemplateKey),
+         LastColumnTemplateKey = nameof(LastColumnTemplateKey),
          FavoriteAlgoAddButtonTemplateKey = nameof(FavoriteAlgoAddButtonTemplateKey);
 
+      public static readonly IMultiValueConverter LadderColumnToggleShowToolTipConverter =
+         ValueConverter.create<bool, bool, string, string>((can_toggle_show, show, col_name) =>
+            can_toggle_show ? $"{(show ? "Hide" : "Show")} {col_name}" : $"{col_name} cannot be {(show ? "hidden" : "shown")}.");
+
       public LadderSettingsView() =>
          InitializeComponent();
 

src/client/spark/view/Controls/DIYGrid/Settings/SimpleGridSettingsDialog.xaml

@@ -77,7 +77,7 @@
       </u:TemplateSelectorKeyValue>
       <u:TemplateSelectorKeyValue Key="{x:Static usp:GridSettingsTemplateKeys.Ladder}">
         <DataTemplate>
-          <usp:LadderSettingsView Margin="0,4,0,0"/>
+          <usp:LadderSettingsView Margin="0,-16,0,0"/>
         </DataTemplate>
       </u:TemplateSelectorKeyValue>
       <u:TemplateSelectorKeyValue Key="{x:Static usp:GridSettingsTemplateKeys.OrderBook}">