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Author SHA1 Message Date
Eric Harding dd5c680155 work in progress 2019-04-29 11:18:11 -04:00
738 changed files with 10834 additions and 38016 deletions

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+91 -177
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@@ -1,14 +1,83 @@
{
"version": "0.2.0",
"configurations": [
{
"name": "(gdb) Launch",
"type": "cppdbg",
"request": "launch",
"program": "${workspaceRoot}/build/ninja_debug/server/sparkd/sparkd",
"args": ["run"],
"stopAtEntry": false,
"cwd": "${workspaceRoot}/build/ninja_debug/src/server/sparkd",
"environment": [],
"externalConsole": true,
"MIMode": "gdb",
"setupCommands": [
{
"description": "Enable pretty-printing for gdb",
"text": "-enable-pretty-printing",
"ignoreFailures": true
}
]
},
{
"name": "Client Launch",
"type": "clr",
"request": "launch",
"program": "${workspaceRoot}/build/Debug/bin/net471/spark.exe",
"args": [],
"cwd": "${workspaceRoot}",
"stopAtEntry": false,
"externalConsole": true,
"requireExactSource": false
},
{
"name": "SDK Launch",
"type": "clr",
"request": "launch",
"program": "${workspaceRoot}/build/Debug/bin/net471/spark_sdk.exe",
"args": ["md","GLBX","Future","CL", "CLZ9", "--user=bts", "--pass="],
"cwd": "${workspaceRoot}",
"stopAtEntry": false,
"externalConsole": true,
"requireExactSource": false
},
{
"name": "Excel Launch",
"type": "clr",
"request": "launch",
"program": "C:/Program Files/Microsoft Office/Office14/EXCEL.EXE",
"args": ["${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64-packed.xll"],
"cwd": "${workspaceRoot}",
"stopAtEntry": false,
"externalConsole": true,
"requireExactSource": false
},
{
"name": "Client Tests",
"type": "clr",
"request": "launch",
"program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
"args": ["test","test_filter"],
"cwd": "${workspaceRoot}",
"stopAtEntry": false,
"externalConsole": true,
"requireExactSource": false
},
{
"name": "Client Attach",
"type": "clr",
"request": "attach",
"processId":"${command:pickProcess}"
},
{
"name": "SparkVM Launch",
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/ninja_debug/server/sparkd",
"args": [
"run"
],
"args": ["run"],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/ninja_debug/server/",
"environment": [],
@@ -33,113 +102,24 @@
"description": "LD LIBRARY",
"text": "set env LD_LIBRARY_PATH=.",
"ignoreFailures": false
}
}
],
"pipeTransport": {
"pipeCwd": "${workspaceRoot}",
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
"pipeArgs": [
"bts@sparkvm"
],
"pipeArgs": ["bts@sparkvm"],
"debuggerPath": "/usr/bin/gdb"
},
"sourceFileMap": {
"/home/bts/spark/": "${workspaceRoot}"
}
},
{
"name": "(gdb) Launch",
"type": "cppdbg",
"request": "launch",
"program": "${workspaceRoot}/build/ninja_debug/server/sparkd/sparkd",
"args": [
"run"
],
"stopAtEntry": false,
"cwd": "${workspaceRoot}/build/ninja_debug/src/server/sparkd",
"environment": [],
"externalConsole": true,
"MIMode": "gdb",
"setupCommands": [
{
"description": "Enable pretty-printing for gdb",
"text": "-enable-pretty-printing",
"ignoreFailures": true
}
]
},
{
"name": "Client Launch",
"type": "clr",
"request": "launch",
"program": "${workspaceRoot}/build/Debug/bin/net471/spark.exe",
"args": [],
"cwd": "${workspaceRoot}",
"stopAtEntry": false,
"externalConsole": true,
"requireExactSource": false
},
{
"name": "SDK Launch",
"type": "clr",
"request": "launch",
"program": "${workspaceRoot}/build/Debug/bin/net471/spark_sdk.exe",
"args": [
"md",
"GLBX",
"Future",
"CL",
"CLZ9",
"--user=bts",
"--pass="
],
"cwd": "${workspaceRoot}",
"stopAtEntry": false,
"externalConsole": true,
"requireExactSource": false
},
{
"name": "Excel Launch",
"type": "clr",
"request": "launch",
"program": "C:/Program Files/Microsoft Office/Office14/EXCEL.EXE",
"args": [
"${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64-packed.xll"
],
"cwd": "${workspaceRoot}",
"stopAtEntry": false,
"externalConsole": true,
"requireExactSource": false
},
{
"name": "Client Tests",
"type": "clr",
"request": "launch",
"program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
"args": [
"test",
"test_filter"
],
"cwd": "${workspaceRoot}",
"stopAtEntry": false,
"externalConsole": true,
"requireExactSource": false
},
{
"name": "Client Attach",
"type": "clr",
"request": "attach",
"processId": "${command:pickProcess}"
},
{
"name": "Spreader Tests",
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
"args": [
"test",
"[spreader]"
],
"args": ["test", "[spreader]"],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
"environment": [],
@@ -159,9 +139,7 @@
"pipeTransport": {
"pipeCwd": "${workspaceRoot}",
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
"pipeArgs": [
"bts@sparkvm"
],
"pipeArgs": ["bts@sparkvm"],
"debuggerPath": "/usr/bin/gdb"
},
"sourceFileMap": {
@@ -173,10 +151,7 @@
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
"args": [
"test",
"[admin_service]"
],
"args": ["test", "[admin_service]"],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
"environment": [],
@@ -196,9 +171,7 @@
"pipeTransport": {
"pipeCwd": "${workspaceRoot}",
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
"pipeArgs": [
"bts@sparkvm"
],
"pipeArgs": ["bts@sparkvm"],
"debuggerPath": "/usr/bin/gdb"
},
"sourceFileMap": {
@@ -210,10 +183,7 @@
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
"args": [
"test",
"[limiter]"
],
"args": ["test", "[limiter]"],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
"environment": [],
@@ -233,9 +203,7 @@
"pipeTransport": {
"pipeCwd": "${workspaceRoot}",
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
"pipeArgs": [
"bts@sparkvm"
],
"pipeArgs": ["bts@sparkvm"],
"debuggerPath": "/usr/bin/gdb"
},
"sourceFileMap": {
@@ -247,10 +215,7 @@
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/ninja_debug/server/sparkd",
"args": [
"test",
"SingleWriterConcurrentVector"
],
"args": ["test", "[mbo]"],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/ninja_debug/server/",
"environment": [],
@@ -275,16 +240,14 @@
"pipeTransport": {
"pipeCwd": "${workspaceRoot}",
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
"pipeArgs": [
"bts@sparkvm"
],
"pipeArgs": ["bts@sparkvm"],
"debuggerPath": "/usr/bin/gdb"
},
"sourceFileMap": {
"/home/bts/spark/": "${workspaceRoot}"
}
},
{
{
"name": "SparkVM attach",
"type": "cppdbg",
"request": "attach",
@@ -292,18 +255,16 @@
"processId": "${command:pickRemoteProcess}",
"MIMode": "gdb",
"pipeTransport": {
"pipeCwd": "${workspaceRoot}",
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
"pipeArgs": [
"bts@sparkvm"
],
"debuggerPath": "/usr/bin/gdb"
"pipeCwd": "${workspaceRoot}",
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
"pipeArgs": ["bts@sparkvm"],
"debuggerPath": "/usr/bin/gdb"
},
"sourceFileMap": {
"/home/bts/spark/": "${workspaceRoot}"
"/home/bts/spark/": "${workspaceRoot}"
}
},
{
},
{
"name": "Python",
"type": "python",
"request": "launch",
@@ -313,59 +274,12 @@
"cwd": "${workspaceRoot}",
"env": {},
"envFile": "${workspaceRoot}/.env",
"args": [
"DEBUG"
],
"args": [ "DEBUG" ],
"debugOptions": [
"WaitOnAbnormalExit",
"WaitOnNormalExit",
"RedirectOutput"
]
},
{
"name": ".NET Core Remote Attach",
"type": "coreclr",
"request": "attach",
"processId": "${command:pickRemoteProcess}",
"pipeTransport": {
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
"pipeArgs": [
"bts@sparkvm"
],
"debuggerPath": "/home/bts/vsdbg/vsdbg",
"pipeCwd": "${workspaceRoot}",
"quoteArgs": true
},
"sourceFileMap": {
"/home/bts/spark/": "${workspaceRoot}"
},
"justMyCode": true
},
{
"name": ".NET Core Remote Launch",
"type": "coreclr",
"request": "launch",
"program": "/usr/bin/dotnet",
"args": [
"sparkcmd.dll",
"test",
"test_join_create_and_takeout_market"
],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/ninja_debug/server",
"pipeTransport": {
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
"pipeArgs": [
"bts@sparkvm"
],
"debuggerPath": "/home/bts/vsdbg/vsdbg",
"pipeCwd": "${workspaceRoot}",
"quoteArgs": true
},
"sourceFileMap": {
"/home/bts/spark/": "${workspaceRoot}"
},
"justMyCode": false
},
]
}
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@@ -1 +1 @@
set(sources /home/ppinto/Dropbox/bts/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Algos/_index.md;content/bts_spark/Glossary/index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Help/index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Launcher/index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Logging-In-to-the-System/index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/index.md;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/My-Windows/index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Settings/index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Spreader/index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/index.md;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/release_notes/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)
set(sources /home/ppinto/Dropbox/bts/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Glossary/index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Help/index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Launcher/index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Logging-In-to-the-System/index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/index.md;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/My-Windows/index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Settings/index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Spreader/index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/index.md;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/bts_spark_sdk/Client/Overview.md;content/bts_spark_sdk/Client/Threading.md;content/bts_spark_sdk/Client/_index.md;content/bts_spark_sdk/Server/_index.md;content/bts_spark_sdk/_index.md;content/release_notes/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)
+1
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@@ -7,6 +7,7 @@ zola_path=$(readlink -f "../../externals/linux/bin/zola/zola")
mkdir -p $temp_path
cp -r ./* $temp_path
cp -r ../../src/sdk/doc/* $temp_path/content/bts_spark_sdk/Server/
cd $temp_path
$zola_path build -u '/docs/' -o $1 >$tmpfile 2>&1
-98
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@@ -4,104 +4,6 @@ weight = 3
sort_by = "weight"
insert_anchor_links = "right"
+++
## 2.2.0
### User Visible Changes
- Made our orders easier to spot in MBO display
- Changed middle-click on center column to recenter ladder and introduced Alt middle-click on center to bring up the MBO popup
- Fixed Net/Absolute radio button in risk admin UI
- Fixed double counting of spread legs in limits
- Removed expired fills from the system
- Improved handling of orders with undiscovered securities
- Added feedback to the ladder when the user attempts to middle click on bid/ask columns using an order that does not have parameters
- Fixed display of algo studio algo types in order book
- Hid net change setting in synthetic ladders
- 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
## 2.1.4
### User Visible Changes
- Fixed handling of cancel button in security picker
## 2.1.3
### User Visible Changes
- Fixed a simulator bug in the handling of 0 sized orders
## 2.2.1
### User Visible Changes
- Fixed order book form exception when display a spreader order for whichs the legs were not present yet
## 2.1.1
### User Visible Changes
- Added PIQ to GLBX Iceberg orders
- Corrected handling of stop limit orders
## 2.1.0
### User Visible Changes
- Added support for the GLBX Iceberg order type
- Allowed quick algo param edits by middle-clicking on either the bid/ask columns or a "favorite" button
- Added support for manual fills, either entered manually or imported from file. Manual fills are used only for P&L purposes, they have no impact on limits
- Allowed the LTQ and VAP values to be overlayed on the same ladder column
- Added day position information to the ladder
- Added PIQ to the mini order book
- Fixed a rare bug that could lead to server failure when requesting market data
- Fixed a bug that could cause incorrect price displays for certain types of synthetic securities
## 2.0.5
### User Visible Changes
- Fixed a bug in the handling of rejected QHO orders
- Implemented stricter position limit enforcement
- Fixed a bug that could cause server failure when trying to attach to already attached orders
## 2.0.4
### User Visible Changes
- Fixed performance regression in order manager
### Internal changes
- Improved market data diagnostics for bad configurations
- Changed market data default buffer size
## 2.0.3
### Internal changes
- Improved backwards compatibility in UI settings
## 2.0.2
### User Visible Changes
- Middle click the ladder price column to show the orders for that price level
- Middle click the bid or ask column in the ladder no longer sends an order
### Internal changes
- Improved market by order performance under heavy load
- Fixed a concurrency bug in SIM
## 2.0.0
### User Visible Changes
- Support for attaching and detaching algos to existing orders
- Support for display and update of all parameters in running algos
- Streamlining of order badge decorations in ladder
- New order search/filtering algorithm for order book
- Simpler representation of complex algo chains in order book and mini order book
- Visual and usability improvements to mini order book
- Streamlining of algo parameter dialog in ladder
- New spreader queue holder behavior
- Visual improvements to the order book
- New server side API
- Improved admin UI performance
- Optimized PIQ rendering
### Internal changes
- Exchange simulator no longer requires daily sequence number reset
- Improved MD resilience to corrupted shared memory
- Native orders can now buffer updates/cancels when disconnected or pending first acknowledgment
- Improved settings manager tool output
- Added diagnostics in the event MD memory corruption is detected
- Added systems tests for join,lean, iceberg and spreader orders
- Made exchange order recovery more resilient in the presence of database loss
## 1.6.2
### User Visible Changes
### Exchange simulator
- Exchange simulator now now produce position in queue data
## 1.6.0
### User Visible Changes
#### New Features
@@ -73,7 +73,6 @@ namespace bts {
window.Close();
message.complete(select_result(vm)).execute(_bus);
};
vm.cancel_action = () => window.Close();
window.move_to_mouse();
window.Show();
}
-27
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@@ -22,14 +22,10 @@ namespace mbts.ui {
AddBoxesGeometryKey = nameof(AddBoxesGeometryKey),
AddFileGeometryKey = nameof(AddFileGeometryKey),
AddFileThinGeometryKey = nameof(AddFileThinGeometryKey),
AttachAlgosKey = nameof(AttachAlgosKey),
CheckMarkGeometryKey = nameof(CheckMarkGeometryKey),
DataEditGeometryKey = nameof(DataEditGeometryKey),
DetachAlgosKey = nameof(DetachAlgosKey),
DiskGeometryKey = nameof(DiskGeometryKey),
DiskFileGeometryKey = nameof(DiskFileGeometryKey),
DocumentGeometryKey = nameof(DocumentGeometryKey),
DocumentAddGeometryKey = nameof(DocumentAddGeometryKey),
DocumentBrokenGeometryKey = nameof(DocumentBrokenGeometryKey),
DocumentCopyGeometryKey = nameof(DocumentCopyGeometryKey),
DocumentEmptyGeometryKey = nameof(DocumentEmptyGeometryKey),
@@ -39,14 +35,10 @@ namespace mbts.ui {
EditDocumentAltGeometryKey = nameof(EditDocumentAltGeometryKey),
EditDocumentGeometryKey = nameof(EditDocumentGeometryKey),
GearGeometryKey = nameof(GearGeometryKey),
LetterAKey = nameof(LetterAKey),
LetterDKey = nameof(LetterDKey),
OrdersGeometryKey = nameof(OrdersGeometryKey),
PaymentGeometryKey = nameof(PaymentGeometryKey),
PencilGeometryKey = nameof(PencilGeometryKey),
PlayGeometryKey = nameof(PlayGeometryKey),
ProhibitedGeometryKey = nameof(ProhibitedGeometryKey),
RubberStampGeometryKey = nameof(RubberStampGeometryKey),
StarGeometryKey = nameof(StarGeometryKey),
ToolsGeometryKey = nameof(ToolsGeometryKey),
TrashGeometryKey = nameof(TrashGeometryKey),
@@ -123,7 +115,6 @@ namespace mbts.ui {
public static ImageSource AddBoxes => create_icon(AddBoxesGeometryKey);
public static ImageSource AddEncircled { get { return load_resource_and_freeze("AddEncircled"); } }
public static ImageSource AddFile => create_icon(Smashicons.AddFileGeometryKey);
public static ImageSource AttachAlgos => create_icon(AttachAlgosKey);
public static ImageSource Beaker { get { return load_resource_and_freeze("Beaker"); } }
public static ImageSource Book { get { return load_resource_and_freeze("Book"); } }
@@ -147,13 +138,10 @@ namespace mbts.ui {
public static ImageSource ModifyOrder { get { return load_resource_and_freeze("ModifyOrder"); } }
public static ImageSource CheckMark => create_icon(CheckMarkGeometryKey);
public static ImageSource Clock { get { return load_resource_and_freeze("Clock"); } }
public static ImageSource DataEdit => create_icon(DataEditGeometryKey, Brushes.White, new Pen(Brushes.Black, 1).frozen());
public static ImageSource Defrag { get { return load_resource_and_freeze("Defrag"); } }
public static ImageSource DetachAlgos => create_icon_and_rotate(DetachAlgosKey, Brushes.Red);
public static ImageSource Disk => create_icon(DiskGeometryKey);
public static ImageSource DiskFile => create_icon(DiskFileGeometryKey);
public static ImageSource Display { get { return load_resource_and_freeze("Display"); } }
public static ImageSource DocumentAdd => create_icon(DocumentAddGeometryKey);
public static ImageSource DocumentBroken => create_icon(DocumentBrokenGeometryKey);
public static ImageSource DocumentCopy => create_icon(DocumentCopyGeometryKey);
public static ImageSource DocumentEmpty => create_icon(DocumentEmptyGeometryKey);
@@ -170,8 +158,6 @@ namespace mbts.ui {
public static ImageSource Knight { get { return load_resource_and_freeze("Knight"); } }
public static ImageSource Payment => create_icon(PaymentGeometryKey);
public static ImageSource Pencil => create_icon(PencilGeometryKey);
public static ImageSource Prohibited => create_icon(ProhibitedGeometryKey);
public static ImageSource RubberStamp => create_icon(RubberStampGeometryKey);
public static ImageSource RedoCircular => create_icon(UndoCircularGeometryKey, Brushes.Black, null, new ScaleTransform(-1, 1));
public static ImageSource Spawn { get { return load_resource_and_freeze("Spawn"); } }
public static ImageSource Star => create_icon(StarGeometryKey);
@@ -200,19 +186,6 @@ namespace mbts.ui {
return rv;
}
public static ImageSource create_icon_and_rotate(string geometric_path_key, Brush brush = null, Pen pen = null, Transform transform = null, double degrees = 90) {
if (brush == null) {
brush = Brushes.Black;
}
var drawing = create_drawing(geometric_path_key, brush, pen, transform);
var dg = new DrawingGroup();
dg.Children.Add(drawing);
dg.Transform = new RotateTransform(degrees);
var rv = new DrawingImage(dg);
rv.Freeze();
return rv;
}
public static Drawing create_drawing(string geometric_path_key) =>
create_drawing(geometric_path_key, Brushes.Black);
-30
View File
@@ -5,14 +5,6 @@
xmlns:mbts="clr-namespace:mbts.ui"
xmlns:sys="clr-namespace:System;assembly=mscorlib"
>
<sys:String x:Key="{x:Static mbts:Icons.AttachAlgosKey}">
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</sys:String>
<sys:String x:Key="{x:Static mbts:Icons.DetachAlgosKey}">
M19.522852,25.255011L20.920847,25.256994 20.920847,29.729012 19.522852,29.729012z M22.826874,21.952002L25.989905,25.113989 25.001887,26.101996 21.838856,22.941015z M25.269894,19.506992L29.742937,19.509007 29.742937,20.906012 25.269894,20.907995z M10.519729,14.945011C11.300744,14.954991,12.079745,15.103001,12.818766,15.386997L10.878742,17.327C9.6457264,17.200016,8.368704,17.592014,7.4257004,18.532993L3.597655,22.359015C1.9326275,24.025 1.9316508,26.734991 3.597655,28.40299 5.2636887,30.068001 7.9747178,30.066017 9.6397144,28.40299L13.468767,24.575018C14.410794,23.633001,14.800783,22.355993,14.674774,21.122015L16.615807,19.181004C17.523806,21.547003,17.034817,24.325995,15.126776,26.233008L11.298761,30.061012C8.713709,32.644997 4.5236599,32.644997 1.9396465,30.061012 -0.64638097,27.475012 -0.64638097,23.286017 1.9386395,20.702002L5.7666852,16.875004C7.0777046,15.562992,8.8017227,14.922001,10.519729,14.945011z M2.1536381,10.959994L6.6257035,10.959994 6.6266801,12.359988 2.1536381,12.359988z M6.7686803,5.894014L9.9307338,9.0549947 8.9427158,10.044008 5.7806932,6.8819901z M10.976735,2.1390082L12.374761,2.1390082 12.375768,6.6130081 10.975728,6.6130081z M25.382902,0C27.076922,-1.8170738E-08 28.770941,0.6470033 30.063955,1.9389956 32.646992,4.5220043 32.646992,8.7130147 30.061941,11.297L26.234902,15.126011C24.326891,17.032993,21.546862,17.521,19.181845,16.614994L21.121868,14.674015C22.35586,14.798008,23.63389,14.407992,24.575886,13.467013L28.403933,9.6390096C30.067953,7.972994 30.069967,5.2619945 28.403933,3.5960094 26.738905,1.9310002 24.0269,1.9320073 22.361872,3.5960094L18.533827,7.4249893C17.591829,8.3659993,17.201811,9.6440145,17.32782,10.87601L15.385781,12.817996C14.477781,10.453005,14.968784,7.6730062,16.875818,5.7659928L20.702858,1.9379885C21.994864,0.64599622,23.688883,-1.8170738E-08,25.382902,0z
</sys:String>
<!--AddBoxes (the icon is free to use if we include this information in our credit section)
Source: https://www.flaticon.com/authors/gregor-cresnar
Ttile: Add free icon
@@ -48,21 +40,6 @@
</sys:String>
</x:Array>
<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>
<!--File (the icon is free to use if we include this information in our credit section)
Source: https://www.flaticon.com/authors/chanut
Ttile: Cancel free icon
Credit: Icon made by Chanut from www.flaticon.com-->
<sys:String x:Key="{x:Static mbts:Icons.ProhibitedGeometryKey}">
M32.759,0C14.696,0,0,14.695,0,32.759s14.695,32.759,32.759,32.759s32.759-14.695,32.759-32.759S50.822,0,32.759,0z
M6,32.759C6,18.004,18.004,6,32.759,6c6.648,0,12.734,2.443,17.419,6.472L12.472,50.178C8.443,45.493,6,39.407,6,32.759z
M32.759,59.518c-5.948,0-11.447-1.953-15.895-5.248l37.405-37.405c3.295,4.448,5.248,9.947,5.248,15.895
C59.518,47.514,47.514,59.518,32.759,59.518z
</sys:String>
<!--File (the icon is free to use if we include this information in our credit section)
Source: https://www.flaticon.com/authors/smashicons
Ttile: File free icon
@@ -111,9 +88,6 @@
s1-0.448,1-1v-5h5c0.552,0,1-0.448,1-1S52.052,46,51.5,46z
</sys:String>
<sys:String x:Key="{x:Static mbts:Icons.DataEditGeometryKey}">
M17.997977,17.396268C18.197928,17.396268,18.297904,17.496276,18.497975,17.596284L19.497972,18.295283C19.99797,18.595292,20.697919,19.195308,21.197917,19.495299L22.196937,20.195323C22.696935,20.495315,22.596959,20.995322,22.096961,21.195338L20.997966,21.695346C20.497968,21.89434,19.597947,22.294355,19.097949,22.494355L17.997977,22.994363C17.497979,23.194362,17.097957,22.894355,17.197932,22.394347L17.297908,21.195338C17.398005,20.595323,17.497979,19.695315,17.497979,19.195308L17.597955,17.995277C17.497979,17.695283,17.69793,17.396268,17.997977,17.396268z M1.799981,13.597213L19.697923,13.597213 17.997977,15.896244C17.797906,16.096259 17.69793,16.396253 17.69793,16.69626 17.197932,16.796268 16.79791,17.296275 16.697934,17.895284L16.597959,19.195308 1.799981,19.195308C0.79998477,19.195308,0,18.395291,0,17.396268L0,15.396237C0,14.396221,0.79998477,13.597213,1.799981,13.597213z M1.799981,6.7981106L21.796914,6.7981106C22.696935,6.7981106,23.49698,7.498118,23.596955,8.3981257L20.697919,12.397197 1.799981,12.397197C0.79998477,12.397197,0,11.597181,0,10.597165L0,8.5981418C0,7.598126,0.79998477,6.7981106,1.799981,6.7981106z M27.796891,4.3990708C27.996963,4.3990708,28.096938,4.3990708,28.296889,4.5990711L31.695924,7.0981179C31.995851,7.3981105,32.095948,7.7981258,31.895875,8.0981341L23.296908,19.795308C23.096957,20.095315,22.596959,20.195323,22.196937,19.895314L18.797902,17.396268C18.497975,17.096274,18.398002,16.69626,18.597951,16.396253L27.196918,4.6990786C27.396869,4.4990784,27.59694,4.3990708,27.796891,4.3990708z M1.799981,0L21.796914,0C22.79691,4.9549271E-08,23.596955,0.8000156,23.596955,1.800031L23.596955,3.7990554C23.596955,4.7990709,22.79691,5.5990864,21.796914,5.5990864L1.799981,5.5990864C0.79998477,5.4990941,0,4.6990786,0,3.6990629L0,1.7000236C0,0.8000156,0.79998477,4.9549271E-08,1.799981,0z
</sys:String>
<sys:String x:Key="{x:Static mbts:Icons.DiskGeometryKey}">
M403.213,20H0v472h512V128.787L403.213,20z M131,50h180v100h10h20h10V50h30v130H131V50z M381,462H131V315
c0-8.271,6.729-15,15-15h220c8.271,0,15,6.729,15,15V462z M482,462h-71V315c0-24.813-20.187-45-45-45H146
@@ -297,10 +271,6 @@
M0,0L25.194,16 0,32z
</sys:String>
<sys:String x:Key="{x:Static mbts:Icons.RubberStampGeometryKey}">
M1.8950181,29.607025L24.423994,29.607025 24.423994,31.103027C24.423994,31.601013,24.025009,32,23.526993,32L2.7920208,32C2.2929976,32,1.8950181,31.601013,1.8950181,31.103027z M0,19.838013L26.218001,19.838013 26.218001,27.813019 0,27.813019z M12.960014,0C16.549,0 19.538988,2.9909973 19.538988,6.57901 19.538988,8.0750122 19.041002,9.3710022 18.243,10.46701L18.043995,10.766022C17.345997,11.863007 16.647999,12.76001 16.647999,12.76001 15.052999,15.651001 15.253011,17.745026 15.253011,17.745026L10.667015,17.745026C10.667015,17.745026 10.866997,15.651001 9.2719967,12.76001 9.2719967,12.76001 8.5739996,11.863007 7.8760016,10.766022L7.6759898,10.46701 7.5769908,10.368011C6.7790176,9.3710022 6.3810074,7.9750061 6.3810074,6.57901 6.3810074,2.9909973 9.2719967,0 12.960014,0z
</sys:String>
<!--File (the icon is free to use if we include this information in our credit section)
Source: https://www.flaticon.com/authors/smashicons
Ttile: File free icon
@@ -1,7 +1,7 @@
using bts.api;
using bts.api.orderman;
using bts.collections;
using mbts.co2;
using mbts.collections;
using mbts.spark.utilities;
using mbts.ui;
using mbts.ui.controls;
@@ -204,15 +204,13 @@ namespace mbts.spark {
}
}
void _show_order_book(Side side) {
var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
ob_settings.filters = new bts.shell.orderbook.FilterStates {
statuses = new[] { OrderStatus.Working },
sides = new[] { side },
security_criteria = new SecurityCriteria(security)
};
_bus.post(SparkTags.ShowOrderBookTag, ob_settings);
}
void _show_order_book(Side side) =>
_bus.post(SparkTags.ShowOrderBookTag, new bts.shell.OrderBookWindowFactory.OrderBookStartupData(
new bts.shell.OrderBookWindowFactory.FilterStates {
statuses = new[] { OrderStatus.Working },
sides = new[] { side },
security_criteria = new SecurityCriteria(security)
}));
void _show_order_ticket(MarketViewView.Columns col) {
var order = _orders_model.factory.order(security);
@@ -1,6 +1,4 @@
using bts.api;
using bts.collections;
using bts.utils;
using mbts.persist;
using mbts.spark.filters;
using mbts.ui;
@@ -9,6 +7,7 @@ using mbts.ui.utility;
using System;
using System.Collections.Generic;
using System.Collections.ObjectModel;
using System.Linq;
using System.Reactive.Linq;
using System.Reactive.Subjects;
using System.Windows.Data;
@@ -23,6 +22,7 @@ namespace mbts.spark {
readonly OrdersModel _orders_model;
IWindowSettingsManager<GridSettings> _settings_manager;
public MarketViewVM(IBus bus, OrdersModel orders_model, IObservable<StartupData> state, IWindowSettingsManager<GridSettings> settings_manager )
: this(bus, orders_model, state, state.SelectManyInSeries(s => s.security_criteria.subscribe_md(bus)), settings_manager) { }
@@ -40,7 +40,7 @@ namespace mbts.spark {
add_col(Columns.Security, "Security", r => r.security.ToString(), nameof(Row.security), DefaultColumnWidths.Security, security_filter, DataGridFilterKnownTemplates.Regex);
add_col(Columns.Volume, "Volume", r => r.volume.ToString(), nameof(Row.volume), DefaultColumnWidths.Volume, volume_filter, DataGridFilterKnownTemplates.ULongMinMax);
add_col(Columns.Last, "Last", r => r.format_price(r.last_price), nameof(Row.last_price), DefaultColumnWidths.Price, last_price_filter, DataGridFilterKnownTemplates.DoubleMinMax);
add_col(Columns.LastSize, merged_size_col_header, r => r.last_size.ToString(), nameof(Row.last_size), DefaultColumnWidths.Size, last_size_filter, DataGridFilterKnownTemplates.UIntMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
add_col(Columns.LastSize, merged_size_col_header, r => r.last_size.ToString(), nameof(Row.last_size), DefaultColumnWidths.Size, last_size_filter, DataGridFilterKnownTemplates.UShortMinMax, 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_hl_working_orders_col(Columns.WorkingBids, working_col_header, nameof(Row.working_bids_text), nameof(Row.working_best_bid), nameof(Row.working_bids_click), working_bid_volume_filter, BTSColors.MarketData.bid, System.Windows.HorizontalAlignment.Right);
add_col(Columns.BidImpliedSize, implied_size_col_header, r => r.bid_implied_size.ToString(), nameof(Row.bid_implied_size), DefaultColumnWidths.ImpliedDirectMergedSize, bid_implied_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
@@ -58,12 +58,12 @@ namespace mbts.spark {
add_col(Columns.SessionHigh, "High", r => r.format_price(r.session_high), nameof(Row.session_high), DefaultColumnWidths.Price, session_high_filter, DataGridFilterKnownTemplates.DoubleMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
add_col(Columns.SecurityKey, "Security Key", r => r.security_key.ToString(), nameof(Row.security_key), DefaultColumnWidths.SecurityKey, security_key_filter, DataGridFilterKnownTemplates.Regex);
add_col(Columns.MarketDescription, "Market Description", r => r.security.market_description(), nameof(Row.market_description), DefaultColumnWidths.SecurityKey, market_description_filter, DataGridFilterKnownTemplates.Regex);
add_col(Columns.ClearedAlias, "Cleared Alias", r => r.security.cleared_alias(), nameof(Row.cleared_alias), DefaultColumnWidths.SecurityKey, cleared_alias_filter, DataGridFilterKnownTemplates.Regex);
add_col(Columns.ProductDescription, "Product Description", r => r.security.product_name(), nameof(Row.product_description), DefaultColumnWidths.SecurityKey, product_description_filter, DataGridFilterKnownTemplates.Regex);
add_col(Columns.HubAlias, "Hub Alias", r => r.security.hub_alias(), nameof(Row.hub_alias), DefaultColumnWidths.SecurityKey, hub_alias_filter, DataGridFilterKnownTemplates.Regex);
add_col(Columns.StripName, "Strip Name", r => r.security.strip_name(), nameof(Row.strip_name), DefaultColumnWidths.SecurityKey, strip_name_filter, DataGridFilterKnownTemplates.Regex);
add_col(Columns.MicCode, "Mic Code", r => r.security.mic_code(), nameof(Row.mic_code), DefaultColumnWidths.SecurityKey, mic_code_filter, DataGridFilterKnownTemplates.Regex);
add_col(Columns.MarketDescription, "Market Description", r => r.md.security.HasIce ? r.md.security.Ice.MarketDescription : string.Empty, nameof(Row.market_description), DefaultColumnWidths.SecurityKey, market_description_filter, DataGridFilterKnownTemplates.Regex);
add_col(Columns.ClearedAlias, "Cleared Alias", r => r.md.security.HasIce ? r.md.security.Ice.ClearedAlias : string.Empty, nameof(Row.cleared_alias), DefaultColumnWidths.SecurityKey, cleared_alias_filter, DataGridFilterKnownTemplates.Regex);
add_col(Columns.ProductDescription, "Product Description", r => r.md.security.HasIce ? r.md.security.Ice.ProductName : string.Empty, nameof(Row.product_description), DefaultColumnWidths.SecurityKey, product_description_filter, DataGridFilterKnownTemplates.Regex);
add_col(Columns.HubAlias, "Hub Alias", r => r.md.security.HasIce ? r.md.security.Ice.HubAlias : string.Empty, nameof(Row.hub_alias), DefaultColumnWidths.SecurityKey, hub_alias_filter, DataGridFilterKnownTemplates.Regex);
add_col(Columns.StripName, "Strip Name", r => r.md.security.HasIce ? r.md.security.Ice.StripName : string.Empty, nameof(Row.strip_name), DefaultColumnWidths.SecurityKey, strip_name_filter, DataGridFilterKnownTemplates.Regex);
add_col(Columns.MicCode, "Mic Code", r => r.md.security.HasIce ? r.md.security.Ice.MicCode : string.Empty, nameof(Row.mic_code), DefaultColumnWidths.SecurityKey, mic_code_filter, DataGridFilterKnownTemplates.Regex);
//
void add_col(Columns col_key, string header, Func<Row, string> get_text, string prop, double width, IDataGridColumnFilter filter, string filter_template, bool is_animatable = false, Color? font_color = null, System.Windows.HorizontalAlignment h_alignment = System.Windows.HorizontalAlignment.Left) =>
columns.Add(new RenderTextColumn<Row, Columns>(col_key, get_text, filter, filter_template) {
@@ -81,7 +81,7 @@ namespace mbts.spark {
add_hl_col(col_key, header, price_binding(prop), prop, command_prop, filter, DataGridFilterKnownTemplates.DoubleMinMax, DefaultColumnWidths.MViewPrice, foreground, background, DefaultSelectionHighlight, h_alignment);
void add_hl_merged_size_col(Columns col_key, string header, string sort_prop, string text_prop, string command_prop, IDataGridColumnFilter filter, Color foreground, System.Windows.HorizontalAlignment h_alignment) =>
add_hl_col(col_key, header, new Binding(text_prop), sort_prop, command_prop, filter, DataGridFilterKnownTemplates.UIntMinMax, DefaultColumnWidths.ImpliedDirectMergedSize, foreground, null, null, h_alignment);
add_hl_col(col_key, header, new Binding(text_prop), sort_prop, command_prop, filter, DataGridFilterKnownTemplates.UShortMinMax, DefaultColumnWidths.ImpliedDirectMergedSize, foreground, null, null, h_alignment);
void add_hl_working_orders_col(Columns col_key, string header, string text_prop, string sort_prop, string command_prop, IDataGridColumnFilter filter, Color foreground, System.Windows.HorizontalAlignment h_alignment) =>
add_hl_col(col_key, header, new Binding(text_prop), sort_prop, command_prop, filter, DataGridFilterKnownTemplates.IntMinMax, working_orders_col_width, foreground, null, null, h_alignment);
@@ -180,40 +180,6 @@ namespace mbts.spark {
return grid_settings_manager.create();
}
public static IComparer<Row> get_column_comparer(Columns column) {
switch (column) {
case Columns.Security: return wrap(r => r.security);
case Columns.SecurityKey: return wrap(r => r.security.Id);
case Columns.Volume: return wrap(r => r.volume);
case Columns.Last: return wrap(r => r.last_price);
case Columns.LastSize: return wrap(r => r.last_size);
case Columns.Position: return wrap(r => r.position);
case Columns.WorkingBids: return wrap(r => r.working_bid_volume);
case Columns.BidImpliedSize: return wrap(r => r.bid_implied_size);
case Columns.BidDirectSize: return wrap(r => r.bid_direct_size);
case Columns.BidMergedSize: return wrap(r => r.bid_merged_size);
case Columns.Bid: return wrap(r => r.bid_price);
case Columns.Ask: return wrap(r => r.ask_price);
case Columns.AskMergedSize: return wrap(r => r.ask_merged_size);
case Columns.AskDirectSize: return wrap(r => r.ask_direct_size);
case Columns.AskImpliedSize: return wrap(r => r.ask_implied_size);
case Columns.WorkingAsks: return wrap(r => r.working_ask_volume);
case Columns.Settlement: return wrap(r => r.settlement);
case Columns.DayChange: return wrap(r => r.day_change);
case Columns.SessionLow: return wrap(r => r.session_low);
case Columns.SessionHigh: return wrap(r => r.session_high);
case Columns.MarketDescription: return wrap(r => r.market_description);
case Columns.ClearedAlias: return wrap(r => r.security.cleared_alias());
case Columns.ProductDescription: return wrap(r => r.security.product_name());
case Columns.HubAlias: return wrap(r => r.security.hub_alias());
case Columns.StripName: return wrap(r => r.security.strip_name());
case Columns.MicCode: return wrap(r => r.security.mic_code());
default: return null;
}
IComparer<Row> wrap<T>(Func<Row, T> selector) =>
Comparer<T>.Default.wrap(selector);
}
#region Filters
public IDataGridColumnPersistentFilter<Row, string> security_filter { get; }
public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> bid_price_filter { get; } = new DoubleMinMax<Row>(r => r.bid_price, nameof(Row.bid_price));
@@ -1,9 +1,7 @@
using bts;
using bts.api;
using bts.shell;
using bts.shell.fills;
using bts.spark;
using bts.utils;
using mbts.persist;
using mbts.ui;
using mbts.ui.settings;
@@ -13,13 +11,12 @@ using mbts.utils;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Reactive.Disposables;
using System.Reactive.Linq;
using System.Windows;
namespace mbts.spark {
class MarketViewWindow : SparkWindow<MarketViewWindowFactory.StartupData>, ISharedWindow, ISlowMeasureContentSize {
const string _window_type = "MarketView", _window_type_display_name = "Market View";
class MarketViewWindow : SparkWindow<MarketViewWindowFactory.StartupData>, ISharedWindow {
const string _window_type = "MarketView", _thread_id = "MarketView", _window_type_display_name = "Market View";
readonly OrdersModel _orders_model;
readonly AllowOnce _init_guard = new AllowOnce("MarketView");
readonly IWindowSettingsManager<GridSettings> _settings_manager;
@@ -28,9 +25,6 @@ namespace mbts.spark {
MarketViewWindowFactory.StartupData _state;
IReadOnlyList<SparkCommand> _commands;
IDisposable _subscriptions;
SecurityCriteria
_selected_security_criteria_backing,
_sorted_selected_security_criteria_backing;
public MarketViewWindow(MarketViewWindowFactory factory, IBus bus, OrdersModel orders_model, MarketViewWindowFactory.StartupData state, WindowSettingsManager<GridSettings> settings_manager)
: base("Market View", bus, factory, SparkCommands.ShowMarketView.icon) {
@@ -38,7 +32,6 @@ namespace mbts.spark {
_state = state;
_settings_manager = settings_manager;
Icon.Freeze();
thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().market_view ? "MarketView" : null;
}
event Action<MarketViewWindowFactory.StartupData> _state_changed;
@@ -49,53 +42,12 @@ namespace mbts.spark {
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));
public override double MinWidth => MarketViewWindowFactory.StartupData.DefaultGridSettings.columns.Where(c => c.is_visible).Sum(gcs => gcs.width)
public override double MinWidth => MarketViewWindowFactory.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; }
SecurityCriteria _selected_security_criteria {
get {
if (_selected_security_criteria_backing == null) {
if (_sorted_selected_security_criteria_backing != null) {
_selected_security_criteria_backing = _sorted_selected_security_criteria_backing;
} else if (_vm != null)
_selected_security_criteria_backing = new SecurityCriteria(_vm.selected_rows.Select(r => r.security));
}
return _selected_security_criteria_backing;
}
}
SecurityCriteria _sorted_selected_security_criteria {
get {
if (_sorted_selected_security_criteria_backing == null) {
if (_vm != null) {
var sorting_criteria = _vm.rows_view.get_sorting_criteria(_vm.columns);
var comp_builder = new ComparerBuilder<MarketViewVM.Row>();
foreach (var sc in sorting_criteria) {
if (_vm.columns.TryGetFirst(col => string.Equals(col.id, sc.col_name, StringComparison.CurrentCultureIgnoreCase), out var match)) {
if (match is ui.controls.DIYGrid.IKeyedColumn<MarketViewView.Columns> kcol) {
var col_comp = MarketViewVM.get_column_comparer(kcol.key);
if (col_comp != null) {
comp_builder.add(sc.is_ascending ? col_comp : col_comp.reverse());
} else {
Log.Ui.warn($"{_window_type} is unable to find the row comparer for the '{sc.col_name}' column.");
}
} else {
Log.Ui.warn($"{_window_type} is unable find a column with id '{sc.col_name}.'");
}
}
}
var comp = comp_builder.to_comparer();
_sorted_selected_security_criteria_backing = new SecurityCriteria(_vm.selected_rows.Ordered(comp).Select(r => r.security));
}
}
return _sorted_selected_security_criteria_backing;
}
}
bool _has_selected_rows() => _vm != null && _vm.selected_rows.Count > 0;
public string thread_id => _thread_id;
public void thread_init() {
_init_guard.check_access();
@@ -103,44 +55,17 @@ namespace mbts.spark {
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 };
_view._grid.Sorting += on_grid_sorting;
/// The 'CanExecute' plumbing for the cmds below is designed to avoid potentially costly .ToList() operations on the selected_rows/securities.
/// Some of the cmds post ITags with data that is, or has, a SecurityCriteria member; the SecurityCriteria constructor creates a new List of the specified securities.
/// For these commands, the objective is to evaluate 'CanExecute' without instantiating the SecurityCriteria (or more importantly, without creating a new List).
// show time and sales
var show_tas_cmd = new DelegateCommand(() => {
var sc = _selected_security_criteria;
if (sc.is_defined())
_bus.post(SparkTags.ShowTimeAndSalesTag, sc);
}, _has_selected_rows);
var show_tas_actual_cmd = SparkCommands.ShowTimeAndSales;
var show_tas_cmd_wrapper = new SparkCommandCommand(show_tas_actual_cmd.title, show_tas_actual_cmd.icon, show_tas_cmd);
// show fills
var show_fills_cmd = new DelegateCommand(() => {
var sc = _selected_security_criteria;
_bus.post(SparkTags.ShowFillsTag, new FillsSettings(
new FillsFilterStates {
security = sc.is_defined() ? sc : _state.security_criteria
}));
});
var show_fills_actual_cmd = SparkCommands.ShowFills();
var show_fills_cmd_wrapper = new SparkCommandCommand(show_fills_actual_cmd.title, show_fills_actual_cmd.icon, show_fills_cmd, SparkCommands.KeyGestures.ShowFills);
// show synthetic create
var show_synth_create_cmd = new DelegateCommand(() => {
var sc = _sorted_selected_security_criteria;
if (sc.is_defined())
_bus.post(SparkTags.ShowSyntheticCreateTag, sc);
}, () => _vm.selected_rows.Count > 0 && _vm.selected_rows.Count <= 24);
var show_synth_create_actual_cmd = SparkCommands.ShowSyntheticCreate();
var show_synth_create_cmd_wrapper = new SparkCommandCommand(show_synth_create_actual_cmd.title, show_synth_create_actual_cmd.icon, show_synth_create_cmd, SparkCommands.KeyGestures.ShowSyntheticCreate);
var update_securities_cmd = SparkCommands.change_securities_callback(_window_type_display_name);
_commands = new List<SparkCommand> {
SparkCommands.ShowLadders(SparkCommands.KeyGestures.ShowLadder).complete(_vm.selected_security_mds_observable(), smds => smds.Count > 0),
SparkCommands.ShowOrderTicketFromSecurity(SparkCommands.KeyGestures.ShowOrderTicket).complete(_vm.current_security_md, md => md.HasValue, ConvertUtils.ValueOrDefault),
show_fills_cmd_wrapper,
show_tas_cmd_wrapper,
show_synth_create_cmd_wrapper,
SparkCommands.ShowLadders.complete(_vm.selected_security_mds_observable(), smds => smds.Count > 0),
SparkCommands.ShowOrderTicketFromSecurity.complete(_vm.current_security_md, md => md.HasValue, ConvertUtils.ValueOrDefault),
SparkCommands.ShowFills.complete(_vm.selected_securities_observable(), _ => true,
secs => new FillsWindowFactory.StartupData(new FillsWindowFactory.FilterStates {
security = secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria
})
),
SparkCommands.ShowTimeAndSales.complete(_vm.selected_securities_observable(), _ => true, secs => secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria),
SparkCommands.ShowSyntheticCreate.complete(_vm.sorted_selected_securities_observable(), secs => secs.Count > 0 && secs.Count <= 24, secs => new SecurityCriteria(secs)),
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(() => {
@@ -161,27 +86,8 @@ namespace mbts.spark {
return dialog;
}))
};
//
_vm.selection_changed += on_selection_changed;
_subscriptions = new CompositeDisposable(_bus.subscribe(update_securities_cmd.tag).OnDispatcher().Subscribe(c =>
_state_changed?.Invoke(_state = new MarketViewWindowFactory.StartupData(c, _vm.get_filter_states(), _vm.grid_settings_manager.create())))) {
() => {
_vm.selection_changed -= on_selection_changed;
_view._grid.Sorting -= on_grid_sorting;
}
};
void on_selection_changed((IEnumerable<MarketViewVM.Row> removed, IEnumerable<MarketViewVM.Row> added) change) {
// invalidate selected security criteria
_selected_security_criteria_backing = null;
_sorted_selected_security_criteria_backing = null;
show_tas_cmd.RaiseCanExecuteChanged();
show_fills_cmd.RaiseCanExecuteChanged();
show_synth_create_cmd.RaiseCanExecuteChanged();
}
void on_grid_sorting(object sender, ui.controls.DIYGridSortingEventArgs e) =>
_sorted_selected_security_criteria_backing = null;
_subscriptions = _bus.subscribe(update_securities_cmd.tag).OnDispatcher().Subscribe(c =>
_state_changed?.Invoke(_state = new MarketViewWindowFactory.StartupData(c, _vm.get_filter_states(), _vm.grid_settings_manager.create())));
}
public override void Dispose() {
@@ -1,6 +1,7 @@
using bts.api;
using bts.co2;
using mbts.co2;
using mbts.collections.extensions;
using System;
using System.Collections.Generic;
using System.Linq;
@@ -1,23 +1,22 @@
using bts.api;
using bts.co2;
using bts.collections;
using mbts.persist;
using mbts.spark.filters;
using mbts.ui;
using mbts.ui.controls;
using mbts.ui.settings;
using mbts.ui.spark;
using mbts.ui.utility;
using System;
using System.Linq;
using System.Collections.Generic;
using System.Collections.ObjectModel;
using System.Linq;
using System.Reactive.Linq;
using System.Threading.Tasks;
using System.Windows.Input;
using System.Windows.Media;
using static bts.shell.TimeAndSalesWindowFactory;
using static mbts.ui.controls.DIYGrid;
using mbts.persist;
using mbts.ui.settings;
using System.Reactive.Linq;
namespace mbts.spark {
class TimeAndSalesVM : SecurityGrid<TimeAndSalesVM.Row, TradeInfo> {
@@ -1,7 +1,6 @@
using bts;
using bts.api;
using bts.shell;
using bts.shell.fills;
using bts.spark;
using mbts.co2;
using mbts.persist;
@@ -20,7 +19,7 @@ using static bts.shell.TimeAndSalesWindowFactory;
using static mbts.ui.controls.DIYGrid;
namespace mbts.spark {
class TimeAndSalesWindow : SparkWindow<StartupData>, ISharedWindow {
class TimeAndSalesWindow : SparkWindow<StartupData>, ISlowWindow {
const string _window_type = "TimeAndSales", _window_type_display_name = "Time And Sales";
readonly MDConsumer _consumer;
readonly TimeAndSalesWindowFactory _factory;
@@ -49,7 +48,7 @@ namespace mbts.spark {
+ SPARK_MENU_COLLAPSED_WIDTH
+ LAUNCHER_BUTTON_BORDER_WIDTH
+ EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;
public string thread_id { get; }
public override StartupData SaveState => _state = _vm.value.create();
public override void Dispose() =>
@@ -63,9 +62,9 @@ namespace mbts.spark {
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[] {
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.ShowLadder.complete(current_smd_source, md => md.HasValue, ConvertUtils.ValueOrDefault),
SparkCommands.ShowOrderTicketFromSecurity.complete(current_smd_source, md => md.HasValue, ConvertUtils.ValueOrDefault),
SparkCommands.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
@@ -93,8 +92,8 @@ namespace mbts.spark {
_initialize();
bool always_true<T>(T _) => true;
FillsSettings get_fills_startup_data(IReadOnlyList<SecurityImmutable> secs) =>
new FillsSettings(new FillsFilterStates {
FillsWindowFactory.StartupData get_fills_startup_data(IReadOnlyList<SecurityImmutable> secs) =>
new FillsWindowFactory.StartupData(new FillsWindowFactory.FilterStates {
security = secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria
});
void update_criteria(SecurityCriteria c) {
@@ -420,6 +420,7 @@
</DataTemplate>
</ComboBox.ItemTemplate>
</ComboBox>
<c:HelpButton Grid.Column="8" Margin="3,0,0,0" ManPage="bts_spark/spreader/#creating-a-synthetic" />
</Grid>
<c:DataGridEx
x:Name="PART_DataGrid"
@@ -1,5 +1,4 @@
using bts.api;
using bts.collections;
using bts.spark;
using mbts.spark;
using mbts.ui.adorners;
@@ -8,6 +7,7 @@ using mbts.ui.utility;
using mbts.user.settings;
using mbts.utils;
using System;
using System.Collections;
using System.Collections.Generic;
using System.Collections.ObjectModel;
using System.Collections.Specialized;
@@ -12,9 +12,6 @@
<ResourceDictionary.MergedDictionaries>
<ResourceDictionary Source="/Modules/Spreader/ExecutionStrategyEditor.xaml"/>
</ResourceDictionary.MergedDictionaries>
<Style TargetType="ScrollViewer">
<Setter Property="u:ScrollViewerCorrector.FixNestedScrolling" Value="False"/>
</Style>
</ResourceDictionary>
</Window.Resources>
<Grid>
@@ -16,7 +16,7 @@ using System.Windows;
using static bts.shell.SyntheticManagementWindowFactory;
namespace mbts.spark {
class SyntheticManagementWindow : SparkWindow<StartupData>, ISharedWindow {
class SyntheticManagementWindow : SparkWindow<StartupData>, ISlowWindow {
const string _window_type = "SyntheticManagement";
SingleValuePump<SyntheticManagementDialogVM> _vm = new SingleValuePump<SyntheticManagementDialogVM>();
StartupData _state;
@@ -33,20 +33,8 @@ namespace mbts.spark {
_state = state;
_settings_manager = settings_manager;
Icon.Freeze();
thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().synthetic_management ? "SyntheticManagement" : null;
}
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();
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 void thread_init() {
Log.notnull(_state);
@@ -66,15 +54,14 @@ namespace mbts.spark {
), SparkCommand.create("Clone", Icons.CloneSynthetic, SparkTags.ShowSyntheticCloneTag).complete(
current_row_connectable_builder.create(observe_row_strategy),
rs => rs.HasValue, select_row_strategy_tuple
), SparkCommands.ShowLadder(SparkCommands.KeyGestures.ShowLadder).complete(
), SparkCommands.ShowLadder.complete(
vm_connectable_builder.create(vm => vm.current_security_md), md => md.HasValue, ConvertUtils.ValueOrDefault
), SparkCommands.ShowOrders.complete(() => {
var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
ob_settings.filters = new bts.shell.orderbook.FilterStates {
security_criteria = new SecurityCriteria(_vm.value.row_vms.Select(r => r.security))
};
return ob_settings;
}), SparkCommands.window_settings_command(new DialogCommand(() => {
), SparkCommands.ShowOrders.complete(() => new OrderBookWindowFactory.OrderBookStartupData {
filters = new OrderBookWindowFactory.FilterStates {
security_criteria = new SecurityCriteria(_vm.value.row_vms.Select(r => r.security))
}
}
), SparkCommands.window_settings_command(new DialogCommand(() => {
var vm = new WindowSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
_settings_manager,
us => us.synthetic_management_grid,
@@ -114,6 +101,16 @@ namespace mbts.spark {
else _view.DataContext = _vm.value;
}
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();
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 override void Dispose() {
Disposable.dispose(ref _vm);
Commands.OfType<IDisposable>().DisposeAll();
@@ -1,5 +1,6 @@
using bts.shell;
using bts.spark;
using mbts.collections.extensions;
using mbts.ui.spark;
using System.Collections.Generic;
@@ -1,5 +1,6 @@
using bts.shell;
using bts.spark;
using mbts.collections.extensions;
using mbts.ui.spark;
using System.Collections.Generic;
@@ -1,5 +1,6 @@
using bts.shell;
using bts.spark;
using mbts.collections.extensions;
using mbts.ui.spark;
using System.Collections.Generic;
@@ -1,5 +1,6 @@
using bts.shell;
using bts.spark;
using mbts.collections.extensions;
using mbts.ui.spark;
using System.Collections.Generic;
@@ -1,5 +1,6 @@
using bts.shell;
using bts.spark;
using mbts.collections.extensions;
using mbts.ui.spark;
using System.Collections.Generic;
@@ -1,5 +1,6 @@
using bts.shell;
using bts.spark;
using mbts.collections.extensions;
using mbts.ui.spark;
using System.Collections.Generic;
@@ -1,5 +1,6 @@
using bts.shell;
using bts.spark;
using mbts.collections.extensions;
using mbts.ui.spark;
using System.Collections.Generic;
@@ -1,5 +1,6 @@
using bts.shell;
using bts.spark;
using mbts.collections.extensions;
using mbts.ui.spark;
using System.Collections.Generic;
@@ -1,5 +1,6 @@
using bts.shell;
using bts.spark;
using mbts.collections.extensions;
using mbts.ui.spark;
using System.Collections.Generic;
@@ -1,5 +1,6 @@
using bts.shell;
using bts.spark;
using mbts.collections.extensions;
using mbts.ui.spark;
using System.Collections.Generic;
@@ -1,10 +1,12 @@
using bts.shell;
using mbts.ui.spark;
using bts.spark;
using mbts.ui.spark;
using System.Collections.Generic;
using PriceType = bts.spark.ConditionalQuoting.Types.PriceType;
using mbts.collections.extensions;
using System.Collections.Generic;
using bts.shell;
namespace mbts.spark {
namespace mbts.spark
{
partial class SyntheticEditorVM
{
class ConditionalQuotingPriceTypeModel : RowModelBase<PriceType>
@@ -1,5 +1,6 @@
using bts.shell;
using bts.spark;
using mbts.collections.extensions;
using mbts.ui.spark;
using System.Collections.Generic;
@@ -1,4 +1,5 @@
using bts.spark;
using mbts.collections.extensions;
using mbts.ui.spark;
using System.Collections.Generic;
using System.Windows;
@@ -1,5 +1,6 @@
using bts.shell;
using bts.spark;
using mbts.collections.extensions;
using mbts.ui.spark;
using System.Collections.Generic;
@@ -1,5 +1,6 @@
using bts.shell;
using bts.spark;
using mbts.collections.extensions;
using mbts.ui.spark;
using System.Collections.Generic;
@@ -1,44 +0,0 @@
using bts.spark;
using mbts.ui.spark;
using System.Collections.Generic;
using System.Windows;
namespace mbts.spark
{
partial class SyntheticEditorVM
{
class QuoteQueueHolderModel : RowModelBase<uint>, IHaveFontParams
{
IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
public QuoteQueueHolderModel()
{
}
public override string display_name { get; } = "Queue Holder Length";
public override string help_text { get; } = "How many levels of queue to hold";
public override string man_page { get; } = string.Empty;
public override ParameterSection[] section_path { get; } = new[] { Sections.Quote };
public FontWeight font_weight => FontWeights.SemiBold;
public void apply_value(LegSpreaderParamsTuple leg_tup) =>
leg_tup.leg_params.QuoteParams.NQueueHolderOrders = _value_from_store(leg_tup);
public override uint get_value(LegSpreaderParamsTuple leg_tup) =>
_get_value(leg_tup).NQueueHolderOrders;
public override void set_value(LegSpreaderParamsTuple leg_tup, uint value)
{
_value_store[leg_tup.SecurityKey] = value;
leg_tup.leg_params.QuoteParams.NQueueHolderOrders = value ;
}
protected override bool _get_enabled(LegSpreaderParamsTuple leg_tup) =>
_get_value(leg_tup) != null;
QuoteParams _get_value(LegSpreaderParamsTuple leg_tup) =>
leg_tup.leg_params.QuoteParams;
uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
_value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => 0u);
}
}
}
@@ -1,5 +1,6 @@
using bts.shell;
using bts.spark;
using mbts.collections.extensions;
using mbts.ui.spark;
using System.Collections.Generic;
@@ -1,5 +1,6 @@
using bts.shell;
using bts.spark;
using mbts.collections.extensions;
using mbts.ui.spark;
using System.Collections.Generic;
@@ -1,5 +1,4 @@
using bts.api;
using bts.collections;
using bts.shell;
using bts.spark;
using bts.utils;
@@ -73,7 +72,7 @@ namespace mbts.spark {
_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()
exchanges = EnumHelper.get_values_except(Venue.Bts).ToLArray()
}
}));
contract_picker_model.cancel_action = _close_new_leg_popup;
@@ -200,16 +199,14 @@ namespace mbts.spark {
var post_hedge_opposite_market_based_cross_threshold = new PostHedgeOppositeMarketVolumeBasedCrossThresholdModel();
var post_hedge_opposite_market_based_cross_cross_ticks = new PostHedgeOppositeMarketVolumeBasedCrossCrossTicksModel();
var is_quote_model = new IsQuoteModel();
rows = new IRowModel[] {
_quantity_model,
_price_mult_model,
is_quote_model,
new IsQuoteModel(),
//new EnableHedgeModel(), //TAHA_SPREADER
new HedgeRatioModel(),
//new MinLeanQtyModel(), //TAHA_SPREADER
//new QuoteHiddenModel(),
new QuoteQueueHolderModel(),
new MarketDataTypeModel(),
new QuoteThrottleEnabledModel(quote_throttle_inside_ticks, quote_throttle_outside_ticks),
quote_throttle_inside_ticks,
@@ -321,12 +318,9 @@ namespace mbts.spark {
return string.Empty;
}
static IEnumerable<LegSpreaderParamsTuple> _get_legs(Security synthetic, ExecutionStrategyImmutable strategy) {
foreach (var l in synthetic.Synthetic.Legs) {
if (strategy.LegParamsMap.TryGetValue(l.Security.Id, out var p))
yield return new LegSpreaderParamsTuple(l, p);
}
}
static IEnumerable<LegSpreaderParamsTuple> _get_legs(Security synthetic, ExecutionStrategyImmutable strategy) =>
synthetic.Synthetic.Legs
.Select(l => new LegSpreaderParamsTuple(l, strategy.LegParamsMap[l.Security.Id].Clone()));
void _close_new_leg_popup() {
is_new_leg_popup_open = false;
@@ -1,9 +1,10 @@
using bts.api;
using bts.collections;
using bts.shell;
using bts.spark;
using mbts.persist;
using mbts.spark.filters;
using mbts.ui;
using mbts.ui.controls;
using mbts.ui.settings;
using System;
using System.Collections.Generic;
@@ -168,13 +169,12 @@ namespace mbts.spark {
void _show_ladder() =>
_bus.post(SparkTags.ShowLadderTag, md);
void _show_order_book() {
var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
ob_settings.filters = new bts.shell.orderbook.FilterStates {
security_criteria = new SecurityCriteria(security)
};
_bus.post(SparkTags.ShowOrderBookTag, ob_settings);
}
void _show_order_book() =>
_bus.post(SparkTags.ShowOrderBookTag, new OrderBookWindowFactory.OrderBookStartupData {
filters = new OrderBookWindowFactory.FilterStates {
security_criteria = new SecurityCriteria(security)
}
});
}
}
}
@@ -19,6 +19,8 @@
<ResourceDictionary>
<ResourceDictionary.MergedDictionaries>
<ResourceDictionary Source="/view/Controls/Order/AlgoTemplateTreeView.xaml"/>
<ResourceDictionary Source="/view/Controls/Order/AlgoPickerNodeView.xaml"/>
<ResourceDictionary Source="/view/Controls/Order/AlgoContentTemplateSelector.xaml"/>
</ResourceDictionary.MergedDictionaries>
<!--Primitive Constants-->
<sys:Double x:Key="HorizontalPush1">4</sys:Double>
@@ -557,27 +559,85 @@
</Grid>
</RadioButton>
</Grid>
<usp:AlgoEditorView
<GroupBox
x:Name="content_host"
Grid.Row="2"
DataContext="{Binding content_source}"
Background="Transparent"
BorderBrush="{Binding algo_root, Converter={StaticResource OrderTypeBrushConverter}}"
BorderBrush="{Binding content_source.algo_root, Converter={StaticResource OrderTypeBrushConverter}}"
Margin="0,6,0,0"
Padding="12,8"
/>
<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 content_source}" Width="100" ToolTip="{Binding save_cmd_tooltip}" IsDefault="True">
<TextBlock Text="{Binding selected_definition.name, StringFormat='{}Save {0}'}"/>
</Button>
<Button ToolTipService.ShowOnDisabled="True" Margin="{StaticResource DialogSkirtButtonMargin}" Command="{Binding revert_cmd}" CommandParameter="{Binding content_source}" Width="100" ToolTip="{Binding revert_cmd_tooltip}">
<TextBlock Text="{Binding selected_definition.name, StringFormat='{}Revert {0}'}"/>
</Button>
</StackPanel>
>
<GroupBox.Style>
<Style TargetType="GroupBox" BasedOn="{StaticResource ContentHostGroupBoxStyle}">
<Setter Property="BorderThickness" Value="1"/>
<Setter Property="BorderBrush" Value="Transparent"/>
<Style.Triggers>
<Trigger Property="BorderBrush" Value="Transparent">
<Setter Property="BorderThickness" Value="0"/>
</Trigger>
<Trigger Property="usp:AlgoStudioView.IsMouseOverNodeContent" Value="True">
<Setter Property="BorderThickness" Value="2"/>
</Trigger>
</Style.Triggers>
</Style>
</GroupBox.Style>
<GroupBox.Header>
<ComboBox
Grid.Column="3"
ToolTipService.ShowOnDisabled="True"
SelectedItem="{Binding selected_definition.algo_root}"
ItemsSource="{Binding selected_definition.algos_view}"
Margin="{StaticResource Margin.LP1}"
Width="140"
>
<ComboBox.Style>
<Style TargetType="ComboBox">
<Style.Triggers>
<DataTrigger Binding="{Binding content_source}" Value="{x:Null}">
<Setter Property="Visibility" Value="Collapsed"/>
</DataTrigger>
<DataTrigger Binding="{Binding selected_definition.templates.Count, Converter={StaticResource IntIsZeroConverter}, FallbackValue={u:False}}" Value="{u:True}">
<Setter Property="IsEnabled" Value="True"/>
</DataTrigger>
<DataTrigger Binding="{Binding selected_definition.templates.Count, Converter={StaticResource IntIsZeroConverter}, FallbackValue={u:False}}" Value="{u:False}">
<Setter Property="IsEnabled" Value="False"/>
<Setter Property="ToolTip" Value="Cannot change structure while templates are present."/>
</DataTrigger>
</Style.Triggers>
</Style>
</ComboBox.Style>
<ComboBox.ItemTemplate>
<DataTemplate>
<usp:OrderTypeItem DisplayName="{Binding display_name}" BadgeFill="{Binding meta.Color, Converter={StaticResource ColorToBrushConverter}}"/>
</DataTemplate>
</ComboBox.ItemTemplate>
</ComboBox>
</GroupBox.Header>
<ContentControl
Grid.IsSharedSizeScope="True"
Content="{Binding selected_definition.algo_root}"
ContentTemplateSelector="{StaticResource AlgoTemplateSelector}"
Margin="{StaticResource Margin.TP1}"
>
<ContentControl.Resources>
<Style TargetType="GroupBox" BasedOn="{StaticResource ContentHostGroupBoxStyle}"/>
</ContentControl.Resources>
</ContentControl>
</GroupBox>
<c:DialogSkirt Grid.Row="3" Margin="{StaticResource Margin.TP2}" Background="Transparent">
<c:DialogSkirt.RightItems>
<x:ArrayExtension Type="{x:Type Button}">
<Button ToolTipService.ShowOnDisabled="True" Command="{Binding save_cmd}" CommandParameter="{Binding content_source}" Width="100" Style="{StaticResource {x:Static c:DialogSkirt.DialogSkirtButtonStyleKey}}" ToolTip="{Binding save_cmd_tooltip}" IsDefault="True">
<TextBlock Text="{Binding selected_definition.name, StringFormat='{}Save {0}'}"/>
</Button>
<Button ToolTipService.ShowOnDisabled="True" Command="{Binding revert_cmd}" CommandParameter="{Binding content_source}" Width="100" Style="{StaticResource {x:Static c:DialogSkirt.DialogSkirtButtonStyleKey}}" ToolTip="{Binding revert_cmd_tooltip}">
<TextBlock Text="{Binding selected_definition.name, StringFormat='{}Revert {0}'}"/>
</Button>
</x:ArrayExtension>
</c:DialogSkirt.RightItems>
</c:DialogSkirt>
</Grid>
</ScrollViewer>
</Grid>
</AdornerDecorator>
</UserControl>
</UserControl>
@@ -1,6 +1,8 @@
using mbts.spark;
using mbts.ui.converters;
using mbts.ui.extensions;
using System;
using System.Windows;
using System.Windows.Controls;
using System.Windows.Data;
using System.Windows.Input;
@@ -16,11 +18,26 @@ namespace mbts.ui.spark {
public AlgoStudioView() {
InitializeComponent();
DataContextChanged += (s, e) => set_controller();
content_host.PreviewMouseMove += content_host_PreviewMouseMove;
content_host.MouseEnter += content_host_MouseEnter;
content_host.MouseLeave += content_host_MouseLeave;
set_controller();
// local methods
void set_controller() => Disposable.replace(ref _controller, AlgoStudioViewControllerFactory.create(DataContext, _tree_view, name_text_box, custom_badge_color_picker_button, custom_badge_color_picker_popup));
void content_host_PreviewMouseMove(object sender, MouseEventArgs e) => refresh_is_mouse_over_content_host(e);
void content_host_MouseEnter(object sender, MouseEventArgs e) => refresh_is_mouse_over_content_host(e);
void content_host_MouseLeave(object sender, MouseEventArgs e) => refresh_is_mouse_over_content_host(e);
void refresh_is_mouse_over_content_host(MouseEventArgs e) => content_host.set_current_if_changed(IsMouseOverNodeContentProperty, this.ChildAtPoint<GroupBox>(e.GetPosition(this)) == content_host);
}
#region IsMouseOverNodeContent
public static readonly DependencyProperty IsMouseOverNodeContentProperty =
DependencyProperty.RegisterAttached("IsMouseOverNodeContent", typeof(bool), typeof(AlgoStudioView), new PropertyMetadata(false));
public static bool GetIsMouseOverNodeContent(DependencyObject d) => (bool)d.GetValue(IsMouseOverNodeContentProperty);
public static void SetIsMouseOverNodeContent(DependencyObject d, bool value) => d.SetValue(IsMouseOverNodeContentProperty, value);
#endregion
public new AlgoStudioVM DataContext {
get => base.DataContext as AlgoStudioVM;
set => base.DataContext = value;
@@ -13,7 +13,7 @@ using System.Windows;
using StartupData = bts.shell.AlgoStudioWindowFactory.StartupData;
namespace mbts.spark {
internal class AlgoStudioWindow : SparkWindow<StartupData>, ISharedWindow {
internal class AlgoStudioWindow : SparkWindow<StartupData>, IShellWindow {
public const string
NAME = "Algo Studio",
TemplatesEnabledKey = nameof(TemplatesEnabledKey),
@@ -37,7 +37,7 @@ namespace mbts.spark {
: base(NAME, bus, factory, SparkCommands.ShowAlgoStudio.icon) {
_model = model;
_state = state;
thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().algo_studio ? "AlgoStudio" : null;
thread_init();
}
public override StartupData SaveState => _state = _vm.create();
@@ -45,12 +45,12 @@ namespace mbts.spark {
public override string window_type => NAME;
public override UIElement Content => _view;
public override IEnumerable<SparkCommand> Commands => _commands;
public string thread_id => NAME;
public override double MinWidth =>
SPARK_MENU_COLLAPSED_WIDTH +
LAUNCHER_BUTTON_BORDER_WIDTH +
DEFAULT_CONTENT_WIDTH;
public override double MinHeight => DEFAULT_CONTENT_HEIGHT;
public string thread_id { get; }
bts.config.AlgoStudioOptions _ui_configuration => _model.algo_model.ui_configuration;
@@ -2,7 +2,6 @@
using bts.utils;
using mbts.spark.utilities;
using System;
using System.Windows.Media;
namespace mbts.spark {
struct AlgoData : IEquatable<AlgoData> {
@@ -37,31 +36,4 @@ namespace mbts.spark {
public static bool operator ==(AlgoData a, AlgoData b) => a.Equals(b);
public static bool operator !=(AlgoData a, AlgoData b) => !a.Equals(b);
}
struct AlgoDataVM : IEquatable<AlgoDataVM> {
public readonly AlgoData data;
public readonly AlgoDefinitionMetadata? meta;
public AlgoDataVM(AlgoData data, AlgoDefinitionMetadata? meta = null) {
this.data = data;
this.meta = meta;
}
public string name => data.name;
public Brush badge_fill => OrderUtils.badge_fill(meta, OrderDataHelper.get_metadata(data.value.CustomCase));
public AlgoDisplayGroup group => data.key.display_group();
public override string ToString() =>
data.name;
public static AlgoDataVM from_data(AlgoData data, AlgoDefinitionMetadata? meta) =>
new AlgoDataVM(data, meta);
public static AlgoDataVM from_data((AlgoData algo, AlgoDefinitionMetadata? meta) tup) =>
new AlgoDataVM(tup.algo, tup.meta);
public bool Equals(AlgoDataVM other) => data == other.data && meta == other.meta;
public override bool Equals(object obj) => obj is AlgoDataVM other && Equals(other);
public override int GetHashCode() => EqualityComparer.aggregate_hash(data.GetHashCode(), meta.GetHashCode());
}
}
@@ -1,76 +1,9 @@
using bts.api.orderman;
using bts.persist.algo;
using bts.utils;
using ProtoBuf;
using System;
namespace mbts.spark {
[ProtoContract]
struct AlgoID : IEquatable<AlgoID> {
[ProtoMember(1)]
readonly CustomOrderDefinition.CustomOneofCase? _factory_key;
[ProtoMember(2)]
readonly string _dynamic_key;
[ProtoMember(3)]
readonly uint? _persisted_key;
public AlgoID(CustomOrderDefinition.CustomOneofCase factory_key) {
_factory_key = factory_key;
_dynamic_key = null;
_persisted_key = null;
}
public AlgoID(string dynamic_key) {
_factory_key = null;
_dynamic_key = dynamic_key;
_persisted_key = null;
}
public AlgoID(uint persisted_key) {
_factory_key = null;
_dynamic_key = null;
_persisted_key = persisted_key;
}
public static AlgoID from_order_def(OrderDefinitionImmutable order_def) {
switch (order_def.CustomDef.CustomCase) {
case CustomOrderDefinition.CustomOneofCase.Composite: return new AlgoID(order_def.CustomDef.Composite.AlgoTemplateKey);
case CustomOrderDefinition.CustomOneofCase.Dynamic: return new AlgoID(order_def.CustomDef.Dynamic.DynamicOrderType);
default: return new AlgoID(order_def.CustomDef.CustomCase);
}
}
public static AlgoID from_algo_key(AlgoKey key) {
switch (key.mode) {
case AlgoKey.Mode.Factory:
if (key.factory.structure.structure.Count > 0)
return new AlgoID((CustomOrderDefinition.CustomOneofCase)key.factory.structure.structure[0]);
break;
case AlgoKey.Mode.Persisted:
return new AlgoID(key.persisted.id_uint);
}
return new AlgoID(CustomOrderDefinition.CustomOneofCase.None);
}
public bool Equals(AlgoID other) =>
_factory_key == other._factory_key &&
_dynamic_key == other._dynamic_key &&
_persisted_key == other._persisted_key;
public override bool Equals(object obj) =>
obj is AlgoID && Equals(obj);
public override int GetHashCode() =>
EqualityComparer.aggregate_hash(
_factory_key?.GetHashCode() ?? 0,
_dynamic_key?.GetHashCode() ?? 0,
_persisted_key?.GetHashCode() ?? 0);
public static bool operator ==(AlgoID a, AlgoID b) => a.Equals(b);
public static bool operator !=(AlgoID a, AlgoID b) => !a.Equals(b);
}
/// TODO: Remove <see cref="AlgoKey"/>, and redirect references to <see cref="AlgoID"/>.
struct AlgoKey : IEquatable<AlgoKey> {
readonly AlgoPersistedKey? _persisted_key;
readonly AlgoNameStructureKey? _factory_key;
@@ -150,4 +83,4 @@ namespace mbts.spark {
InvalidOperationException _unexpected_mode_ex() => new InvalidOperationException($"Unexpected Mode '{mode}.'");
}
}
}
@@ -1,9 +1,8 @@
using bts.api.orderman;
using bts.utils;
using mbts.spark.utilities;
using mbts.ui.utility;
using ProtoBuf;
using System;
using System.Collections.Generic;
using System.Linq;
namespace mbts.spark {
@@ -11,6 +10,12 @@ namespace mbts.spark {
public readonly string name;
public readonly AlgoStructureKey structure;
public AlgoNameStructureKey(CustomOrderDefinitionImmutable definition)
: this(definition.CustomCase.type_id(), definition) { }
public AlgoNameStructureKey(string name, CustomOrderDefinitionImmutable definition)
: this(name, new AlgoStructureKey(definition)) { }
public AlgoNameStructureKey(CustomOrderDefinition.CustomOneofCase base_type)
: this(base_type.type_id(), new AlgoStructureKey(base_type)) { }
@@ -26,139 +31,71 @@ namespace mbts.spark {
public static bool operator !=(AlgoNameStructureKey a, AlgoNameStructureKey b) => !a.Equals(b);
}
[ProtoContract]
struct AlgoStructureKey : IEquatable<AlgoStructureKey> {
[ProtoMember(1)]
readonly int[] _structure;
public AlgoStructureKey(CustomOrderDefinition.CustomOneofCase base_type)
: this(new[] { (int)base_type }) { }
public AlgoStructureKey(CustomOrderDefinitionImmutable definition, IMaskIndexInt32<string> dynamic_type_index) =>
_structure = AlgoStructureSerializer.to_array(definition, dynamic_type_index);
public AlgoStructureKey(CustomOrderDefinitionImmutable definition) {
int[] s = new[] { (int)definition.CustomCase };
_build_structure(definition, ref s, 1);
_structure = s;
}
public AlgoStructureKey(int[] structure) =>
_structure = structure;
public IReadOnlyList<int> structure => _structure ?? Array.Empty<int>();
public bool Equals(AlgoStructureKey other) {
if (_structure == null) {
return other._structure == null;
} else {
/// <see cref="Enumerable.SequenceEqual{TSource}(IEnumerable{TSource}, IEnumerable{TSource})"/> is not optimized to check Count/Length, since the args are <see cref="IEnumerable{T}"/>.
return other._structure != null && _structure.Length == other._structure.Length && _structure.SequenceEqual(other._structure);
}
public CustomOrderDefinitionImmutable build_def() {
int pos = 0;
var mdef = new CustomOrderDefinition();
_build_def(_structure, ref pos, ref mdef);
return new CustomOrderDefinitionImmutable(mdef);
}
public bool Equals(AlgoStructureKey other) =>
_structure.Length == other._structure.Length &&
_structure.SequenceEqual(other._structure);
public override bool Equals(object obj) =>
obj is AlgoStructureKey other && Equals(other);
public override int GetHashCode() =>
_structure == null ? 0 : EqualityComparer.aggregate_hash(_structure);
EqualityComparer.aggregate_hash(_structure);
public static bool operator ==(AlgoStructureKey a, AlgoStructureKey b) => a.Equals(b);
public static bool operator !=(AlgoStructureKey a, AlgoStructureKey b) => !a.Equals(b);
}
static class AlgoStructureSerializer {
const int
_dynamic_mask = 1 << 31,
_child_mask_offset = 30;
static void _build_structure(CustomOrderDefinitionImmutable definition, ref int[] structure, int pos) =>
_build_structure(definition.CloneToMutable(), ref structure, pos);
public static CustomOrderDefinitionImmutable build_algoi(this AlgoStructureKey structure_key, DynamicOrderHelper dynamic_helper) =>
parsei(structure_key.structure, dynamic_helper);
public static CustomOrderDefinitionImmutable build_algo(this AlgoStructureKey structure_key, DynamicOrderHelper dynamic_helper) =>
parsei(structure_key.structure, dynamic_helper);
public static CustomOrderDefinition.CustomOneofCase order_type(this AlgoStructureKey structure_key) =>
structure_key.structure.Count > 0 ? (CustomOrderDefinition.CustomOneofCase)structure_key.structure[0] : CustomOrderDefinition.CustomOneofCase.None;
public static AlgoStructureKey structure_key(CustomOrderDefinitionImmutable algo, IMaskIndexInt32<string> dynamic_type_index) =>
new AlgoStructureKey(to_array(algo, dynamic_type_index));
public static AlgoStructureKey structure_key(CustomOrderDefinition algo, IMaskIndexInt32<string> dynamic_type_index) =>
new AlgoStructureKey(to_array(algo, dynamic_type_index));
public static int[] to_array(CustomOrderDefinitionImmutable algo, IMaskIndexInt32<string> dynamic_type_index) =>
to_array(algo.CloneToMutable(), dynamic_type_index);
public static int[] to_array(CustomOrderDefinition algo, IMaskIndexInt32<string> dynamic_type_index) {
int[] s = new[] { (int)algo.CustomCase };
_build_structure(algo, ref s, dynamic_type_index);
return s;
static void _build_structure(CustomOrderDefinition algo, ref int[] structure, int pos) {
var cad = OrderDataHelper.get_child_algo_data(algo);
for (int di = 0; di < cad.Count; di++) {
if (cad[di].get_child(algo) is CustomOrderDefinition child_algo) {
ArrayHelper.ensure_capacity(ref structure, pos + 1);
int del_mask = 1 << (31 - di);
structure[pos++] = (int)child_algo.CustomCase | del_mask;
_build_structure(child_algo, ref structure, pos);
break;
}
}
ArrayHelper.trim(ref structure, pos);
}
public static CustomOrderDefinitionImmutable from_array(int[] structure, DynamicOrderHelper dynamic_helper) =>
parsei(structure, dynamic_helper);
public static CustomOrderDefinitionImmutable parsei(IReadOnlyList<int> structure, DynamicOrderHelper dynamic_helper) =>
new CustomOrderDefinitionImmutable(parse(structure, dynamic_helper));
public static CustomOrderDefinition parse(IReadOnlyList<int> structure, DynamicOrderHelper dynamic_helper) {
if (structure == null || structure.Count == 0)
return new CustomOrderDefinition();
int pos = 1;
var mdef = OrderDataHelper.create_algo((CustomOrderDefinition.CustomOneofCase)structure[0]);
_build_def(structure, ref pos, ref mdef, dynamic_helper);
return mdef;
}
static void _build_structure(CustomOrderDefinition algo, ref int[] structure, IMaskIndexInt32<string> dynamic_type_index) {
if (structure == null || structure.Length == 0)
structure = new int[1];
structure[0] = (int)algo.CustomCase;
int p = 1;
_build_structure(algo, ref structure, ref p, dynamic_type_index);
ArrayHelper.trim(ref structure, p);
}
static void _build_structure(CustomOrderDefinition algo, ref int[] structure, ref int pos, IMaskIndexInt32<string> dynamic_type_index) {
IEnumerable<(CustomOrderDefinition child_algo, int field_pos)> children;
if (algo.CustomCase == CustomOrderDefinition.CustomOneofCase.Dynamic) {
ArrayHelper.ensure_capacity(ref structure, pos + 1);
structure[pos++] = dynamic_type_index.to_int(algo.Dynamic.DynamicOrderType) | _dynamic_mask;
children = algo.Dynamic.OrderParams.Where(kv => kv.Value.ValueCase == DynamicOrderParam.ValueOneofCase.AsOrderDef).Select((kv, i) => (kv.Value.AsOrderDef, i));
} else {
static void _build_def(int[] structure, ref int pos, ref CustomOrderDefinition algo) {
for (int i = pos; i < structure.Length; i++) {
var cad = OrderDataHelper.get_child_algo_data(algo);
children = cad.Select((c, i) => (c.get_child(algo), i));
children = children.Where(c => c.child_algo != null);
}
foreach ((var child, int field_pos) in children) {
ArrayHelper.ensure_capacity(ref structure, pos + 1);
structure[pos++] = EnumMaskIndexInt32<CustomOrderDefinition.CustomOneofCase>.to_int(child.CustomCase) | _child_algo_mask(field_pos);
_build_structure(child, ref structure, ref pos, dynamic_type_index);
}
}
/// <summary>
/// Gets a mask for a particular child-algo field of a particular algo definition.
/// </summary>
/// <param name="field_pos">The index wrt the deterministic enumeration of child algos for a particular definition (e.g., Hedge = 0, Child = 1).</param>
static int _child_algo_mask(int field_pos) => 1 << (_child_mask_offset - field_pos);
static void _build_def(IReadOnlyList<int> structure, ref int pos, ref CustomOrderDefinition algo, DynamicOrderHelper dynamic_helper) {
var local_algo = algo;
IEnumerable<(Action<CustomOrderDefinition> assign_child, int field_pos)> children;
if (algo.CustomCase == CustomOrderDefinition.CustomOneofCase.Dynamic) {
var dyn_def = algo.Dynamic;
dyn_def.DynamicOrderType = dynamic_helper.dynamic_type_index.from_int(structure[pos++] ^ _dynamic_mask);
dynamic_helper.add_dynamic_params(ref dyn_def);
children = dyn_def.OrderParams
.Where(kv => kv.Value.ValueCase == DynamicOrderParam.ValueOneofCase.AsOrderDef)
.Select((kv, i) => (new Action<CustomOrderDefinition>(child_algo => kv.Value.AsOrderDef = child_algo), i));
} else {
children = OrderDataHelper.get_child_algo_data(algo)
.Select((c, i) => (new Action<CustomOrderDefinition>(child_algo => c.assign_child(local_algo, child_algo)), i));
}
using (var children_en = children.GetEnumerator()) {
while (pos < structure.Count && children_en.MoveNext()) {
(var assign_child, int field_pos) = children_en.Current;
int mask = _child_algo_mask(field_pos);
if ((structure[pos] & mask) == mask) {
var type = EnumMaskIndexInt32<CustomOrderDefinition.CustomOneofCase>.from_int(structure[pos++] ^ mask);
var child_algo = OrderDataHelper.create_algo(type);
_build_def(structure, ref pos, ref child_algo, dynamic_helper);
assign_child(child_algo);
for (int di = 0; di < cad.Count; di++) {
int mask = 1 << (31 - di);
if ((structure[i] & mask) == mask) {
var type = (CustomOrderDefinition.CustomOneofCase)(structure[i] ^ mask);
var child_algo = OrderDataHelper.Defaults.CustomOrderDefinition(type);
pos++;
_build_def(structure, ref pos, ref child_algo);
cad[di].assign_child(algo, child_algo);
}
}
}
@@ -70,7 +70,7 @@ namespace mbts.spark {
is_hidden.GetHashCode(),
abbreviation == null ? 0 : abbreviation.GetHashCode(),
badge_color?.GetHashCode() ?? 0,
_favorite_templates == null ? 0 : EqualityComparer.aggregate_hash_limited(_favorite_templates));
EqualityComparer.aggregate_hash_limited(_favorite_templates));
public static bool operator ==(AlgoDefinitionMetadata a, AlgoDefinitionMetadata b) => a.Equals(b);
public static bool operator !=(AlgoDefinitionMetadata a, AlgoDefinitionMetadata b) => !a.Equals(b);
@@ -1,37 +1,24 @@
using bts.api.core;
using bts.api.orderman;
using bts.utils;
using mbts.collections;
using mbts.ui.utilities;
using mbts.utils;
using System;
using System.Collections.Generic;
using System.Linq;
namespace mbts.spark {
static class AlgoCollectionHelper {
public static readonly IComparer<AlgoDefinitionVM> algo_definition_vm_comparer =
new ComparerBuilder<AlgoDefinitionVM>(
new[] {
Comparer<AlgoDefinitionVM>.Create(_CompareUtils.compare_groups),
new [] {
Comparer<AlgoDefinitionVM>.Create(_CompareUtils.compare_modes),
Comparer<AlgoDefinitionVM>.Create(_CompareUtils.compare_names)
}).to_comparer().to_safe();
public static readonly IComparer<AlgoData> algo_data_comparer =
new ComparerBuilder<AlgoData>(
new[] {
Comparer<AlgoData>.Create(_CompareUtils.compare_groups),
Comparer<AlgoData>.Create(_CompareUtils.compare_names)
}
).to_comparer();
public static readonly IComparer<AlgoDataVM> algo_data_vm_comparer =
algo_data_comparer.wrap<AlgoData, AlgoDataVM>(vm => vm.data);
public static readonly IComparer<IAlgoVM> algo_vm_comparer =
new ComparerBuilder<IAlgoVM>(
new[] {
Comparer<IAlgoVM>.Create(_CompareUtils.compare_groups),
new [] {
Comparer<IAlgoVM>.Create(_CompareUtils.compare_modes),
Comparer<IAlgoVM>.Create(_CompareUtils.compare_names)
}).to_comparer().to_safe();
@@ -47,75 +34,29 @@ namespace mbts.spark {
}
}
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();
public static void commit_all(this IEnumerable<IAlgoParamVM> algo_params) {
foreach (var p in algo_params)
p.mark_committed();
}
public static void revert_all(this IEnumerable<AlgoParamRowVM> algo_param_rows) =>
algo_param_rows.Select(r => r.param).revert_all();
public static void revert_all(this IEnumerable<IAlgoParamVM> algo_params) {
foreach (var p in algo_params)
p.revert();
}
public static AlgoDisplayGroup display_group(CustomOrderDefinition.CustomOneofCase order_type) => order_type.is_bts_algo_type() ? AlgoDisplayGroup.BTS : AlgoDisplayGroup.Exchange;
public static AlgoDisplayGroup display_group(this AlgoKey key) {
switch (key.mode) {
case AlgoKey.Mode.Factory: return display_group(key.factory.structure.order_type());
case AlgoKey.Mode.Unpersisted:
case AlgoKey.Mode.Persisted:
return AlgoDisplayGroup.Studio;
}
return AlgoDisplayGroup.BTS;
}
static class _CompareUtils {
static AlgoDisplayGroup[] _sorted_groups = new[] {
AlgoDisplayGroup.Exchange,
AlgoDisplayGroup.BTS,
AlgoDisplayGroup.Studio,
AlgoDisplayGroup.API
};
public static int compare_modes(AlgoDefinitionVM a, AlgoDefinitionVM b) =>
_compare_modes(a.key.mode, b.key.mode);
public static int compare_groups(AlgoDefinitionVM a, AlgoDefinitionVM b) =>
Array.IndexOf(_sorted_groups, a.group).CompareTo(Array.IndexOf(_sorted_groups, b.group));
public static int compare_groups(AlgoData a, AlgoData b) =>
Array.IndexOf(_sorted_groups, a.key.display_group()).CompareTo(Array.IndexOf(_sorted_groups, b.key.display_group()));
public static int compare_groups(IAlgoVM a, IAlgoVM b) =>
Array.IndexOf(_sorted_groups, a.group).CompareTo(Array.IndexOf(_sorted_groups, b.group));
public static int compare_modes(IAlgoVM a, IAlgoVM b) =>
_compare_modes(a.id.mode, b.id.mode);
public static int compare_names(AlgoDefinitionVM a, AlgoDefinitionVM b) =>
DisplayNameHelper.compare_alpha_numeric(a.name, b.name);
public static int compare_names(AlgoData a, AlgoData b) =>
DisplayNameHelper.compare_alpha_numeric(a.name, b.name);
public static int compare_names(IAlgoVM a, IAlgoVM b) =>
DisplayNameHelper.compare_alpha_numeric(a.display_name, b.display_name);
static int _compare_modes(AlgoKey.Mode a, AlgoKey.Mode b) {
// Factory mode is 'lowest', consider all other modes equivalent.
if (a == AlgoKey.Mode.Factory) {
if (b != AlgoKey.Mode.Factory)
return -1;
} else if (b == AlgoKey.Mode.Factory) {
return 1;
}
return 0;
}
}
}
}
}
@@ -1,12 +1,10 @@
using bts.api.core;
using bts.api.orderman;
using bts.collections;
using bts.proto;
using bts.utils;
using mbts.collections;
using mbts.spark.utilities;
using mbts.ui;
using mbts.ui.controls;
using mbts.ui.controls.color_picker;
using mbts.ui.shell;
using mbts.ui.utility;
@@ -27,8 +25,7 @@ namespace mbts.spark {
None = 0,
Exchange = 1,
Spreader = 1 << 1,
Attachable = 1 << 2,
DefaultPlaceholder = 1 << 3
DefaultPlaceholder = 1 << 2
}
class AlgoDefinitionVM : DisposableViewModelBase, IAlgoStudioContentVM, IAlgoSelector, IEquatable<AlgoDefinitionVM> {
@@ -49,8 +46,7 @@ namespace mbts.spark {
readonly DeferrableActionWrapper _refresh_on_local_changes;
readonly ReactiveThresholdMonitor<AlgoDefinitionTemplateVM> _any_templates_dirty_monitor = new ReactiveThresholdMonitor<AlgoDefinitionTemplateVM>(t => t.observe_is_dirty());
readonly Property<AlgoFormats> _selected_format;
readonly EnumMaskInt32<AlgoEditingPermissions> _permissions_mask = new EnumMaskInt32<AlgoEditingPermissions>();
AlgoEditingPermissions _editing_permissions;
int? _favorite_index;
Brush _badge_fill;
Snapshot? _committed;
@@ -58,43 +54,29 @@ namespace mbts.spark {
TableUpdateBuffer<AlgoTemplateData, AlgoKey> _template_update_buffer;
bool _connected;
public static AlgoDefinitionVM create(OrdersModel model, AlgoData data, bool connect = false, AlgoFormats init_format = AlgoFormats.Exchange, AlgoEditingPermissions editing_permissions = (AlgoEditingPermissions)int.MaxValue) {
var rv = new AlgoDefinitionVM(model, data, init_format, editing_permissions);
public static AlgoDefinitionVM create(OrdersModel model, AlgoData data, bool connect = false, AlgoFormats init_format = AlgoFormats.Exchange) {
var rv = new AlgoDefinitionVM(model, data, init_format);
if (connect)
rv.connect();
return rv;
}
public static AlgoDefinitionVM create_placeholder(OrdersModel model, CustomOrderDefinitionImmutable def, string name, AlgoFormats init_format) =>
new AlgoDefinitionVM(model, new AlgoData(def, name, new AlgoKey(Guid.NewGuid())), init_format, (AlgoEditingPermissions)int.MaxValue);
new AlgoDefinitionVM(model, new AlgoData(def, name, new AlgoKey(Guid.NewGuid())), init_format);
AlgoDefinitionVM(OrdersModel model, AlgoData def_data, AlgoFormats init_format, AlgoEditingPermissions init_permissions) {
AlgoDefinitionVM(OrdersModel model, AlgoData def_data, AlgoFormats init_format = AlgoFormats.Exchange) {
// init core data
_model = model;
_permissions_mask.mask = init_permissions;
_permissions_mask.raw = init_permissions;
var resources = new CompositeDisposable();
if (!model.algo_model.ui_configuration.can_modify_definition_values)
editing_permissions_mask ^= (AlgoEditingPermissions.AllowEditValues | AlgoEditingPermissions.AllowSaveValues);
if (!model.algo_model.ui_configuration.can_modify_definition_structure)
editing_permissions_mask ^= (AlgoEditingPermissions.AllowEditStructure | AlgoEditingPermissions.AllowSaveStructure);
else if (model.algo_model.templates_enabled()) {
resources.Add(_templates.Subscribe((s, e) => {
if (_templates.Count == 0) {
editing_permissions_mask |= AlgoEditingPermissions.AllowEditStructure | AlgoEditingPermissions.AllowSaveStructure;
} else {
editing_permissions_mask ^= (AlgoEditingPermissions.AllowEditStructure | AlgoEditingPermissions.AllowSaveStructure);
}
}));
}
key = def_data.key;
algos_view = ObservableAutoWrapper.create_sorted_wrapper(_algo_roots, AlgoCollectionHelper.algo_vm_comparer);
_template_update_buffer = new TableUpdateBuffer<AlgoTemplateData, AlgoKey>(t => t.key);
_templates_with_custom = new ObservableAppendCollection<AlgoDefinitionTemplateVM>(templates);
templates_view = (ListCollectionView)CollectionViewSource.GetDefaultView(_templates_with_custom);
custom_badge_color_palettes.AddRange(ColorPalette.all_presets(model.factory).Select(p => new ColorPaletteVM(p)));
_editing_permissions = _get_permissions();
_version = new VersionContainer<Snapshot>(_snapshot);
var conf = _model.algo_model.ui_configuration;
var resources = new CompositeDisposable();
// init backing props
_name = backing(nameof(name), def_data.name);
_abbreviation = backing(nameof(abbreviation), string.Empty);
@@ -105,7 +87,7 @@ namespace mbts.spark {
_is_selected = backing(nameof(is_selected), true);
_is_dirty = backing(nameof(is_dirty), () => key.mode == AlgoKey.Mode.Unpersisted || !_committed.HasValue || !_committed.Value.Equals(_version.value));
var factory_def_data = def_data.key.mode == AlgoKey.Mode.Factory ? def_data : new AlgoData(def_data.value);
_algo_root = backing(nameof(algo_root), _algo_roots.GetOrAdd(factory_def_data.key, _ => OrderTypeVMFactory.create(factory_def_data)));
_algo_root = backing(nameof(algo_root), _algo_roots.GetOrAdd(factory_def_data.key, _ => OrderTypeVMFactory.create(factory_def_data, _editing_permissions)));
_visible_algo_root = backing<IAlgoVM>(nameof(visible_algo_root));
_can_redo = backing(nameof(can_redo), () => _edit_stack.get_can_redo(_version.value));
_can_undo = backing(nameof(can_undo), () => _edit_stack.get_can_undo(_version.value));
@@ -131,16 +113,28 @@ 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 =>
vm == null ? null :
Disposable.Create(
vm.subscribe_is_dirty().Subscribe(v => {
if (!v) {
templates.ObserveSelf().Select(_ => _get_permissions()).DistinctUntilChanged().OnDispatcher().Subscribe(on_editing_permissions),
_algo_root.observe_current(true).SubscribeHookLatest(vm => {
if (vm == null)
return Disposable.empty;
if (vm is ILazyAlgo la) {
bool synced_with_loaded = false;
return vm.subscribe_definition().Subscribe(_ => {
if (la.is_loaded) {
if (!synced_with_loaded) {
synced_with_loaded = true;
_version.increment_version();
_on_committed_changed();
} else {
_refresh_on_local_changes.execute();
}
}),
vm.subscribe_definition().Subscribe(_ => _refresh_on_local_changes.execute()))),
} else {
synced_with_loaded = false;
}
});
}
return vm.subscribe_definition().Subscribe(_ => _refresh_on_local_changes.execute());
}),
ObservableAutoWrapper.connect_item_hooks(algo_roots, a => a as IDisposable ?? Disposable.empty, true),
ObservableAutoWrapper.connect_item_hooks(templates, t => new CompositeDisposable(_any_templates_dirty_monitor.join(t), t), true),
Disposable.Create(() => {
@@ -158,23 +152,16 @@ namespace mbts.spark {
_edit_pane_vs_model.set_state(VisualStateNames.Name.GroupName, VisualStateNames.Name.Inactive);
break;
}
var permission_src = _permissions_mask.observe_result();
resources.Add(_selected_format.observe_current(true).CombineLatest(permission_src, (fmt, perms) => (fmt, perms))
.SubscribeEach(t => {
if ((t.perms & AlgoEditingPermissions.AllowEditStructure) != 0) {
using (_refresh_on_local_changes.defer_execution()) {
var algo_data = model.factory.default_algos(t.fmt);
var default_algo = new AlgoKey(OrderDataHelper.get_default_algo(t.fmt));
return this.load_algo_data_recursive(algo_data, default_algo);
}
}
return Disposable.empty;
}));
resources.Add(permission_src.Subscribe(_ => RaisePropertyChanged(nameof(editing_permissions))));
resources.Add(this.connect_data(permission_src));
resources.Add(_selected_format.observe_current(true).SubscribeHookLatest(f => {
using (_refresh_on_local_changes.defer_execution()) {
var algo_data = model.factory.default_algos(f);
var default_algo = new AlgoKey(OrderDataHelper.get_default_algo(f));
return this.load_algo_data_recursive(algo_data, default_algo);
}
}));
resources.Add(this.connect_data(Observable.Return(model)));
resources.Add(_algo_root.Subscribe(_ => RaisePropertyChanged(nameof(IAlgoSelector.selected_algo), nameof(IAlgoParamVM.value), nameof(group))));
_dispose = resources;
on_editing_permissions(_get_permissions());
await algo_root.load_from_async(def_data.value);
_version.increment_version();
_edit_stack.reset(_version.value);
@@ -182,6 +169,11 @@ namespace mbts.spark {
}
}
// local methods
void on_editing_permissions(AlgoEditingPermissions eps) {
_editing_permissions = eps;
foreach (var vm in algo_roots)
vm.set_permissions(eps);
}
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_local_changed() {
@@ -202,7 +194,6 @@ namespace mbts.spark {
public string name { get => _name.Value; set => _name.set(value); }
public string abbreviation { get => _abbreviation.Value; set => _abbreviation.set(value); }
public ObservableCollection<IAlgoVM> algo_roots => _algo_roots;
public IDictionary<AlgoKey, IAlgoVM> algo_roots_index => _algo_roots;
public IReadOnlyObservableCollection<IAlgoVM> algos_view { get; }
public IAlgoVM algo_root { get => _algo_root.Value; set => _algo_root.set(value); }
public IAlgoVM visible_algo_root => _visible_algo_root.Value;
@@ -219,20 +210,6 @@ namespace mbts.spark {
public bool is_selected { get => _is_selected.Value; set => _is_selected.set(value); }
public bool is_dirty => _is_dirty.Value;
public bool is_factory_definition => key.mode == AlgoKey.Mode.Factory;
public AlgoDisplayGroup group {
get {
switch (key.mode) {
case AlgoKey.Mode.Factory:
if (algo_root != null)
return algo_root.group;
break;
case AlgoKey.Mode.Unpersisted:
case AlgoKey.Mode.Persisted:
return AlgoDisplayGroup.Studio;
}
return AlgoDisplayGroup.BTS;
}
}
public bool can_redo => _can_redo.Value;
public bool can_undo => _can_undo.Value;
public EnabledValueVM<Color> custom_badge_color { get; } = new EnabledValueVM<Color>();
@@ -253,51 +230,13 @@ namespace mbts.spark {
// 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;
// editing permissions
public AlgoEditingPermissions editing_permissions_mask { get => _permissions_mask.mask; set => _permissions_mask.mask = value; }
public AlgoEditingPermissions editing_permissions => _permissions_mask.result;
#region IAlgoSelector
event PropertyChange<IAlgoVM> IAlgoSelector.selected_algo_changed {
add => algo_root_changed += value;
remove => algo_root_changed -= value;
}
event PropertyChange<IAlgoVM> IAlgoParamVM<IAlgoVM>.value_changed {
add => algo_root_changed += value;
remove => algo_root_changed -= value;
}
event PropertyChange<AlgoParamPermissions> IAlgoParamVM.permissions_changed { add { } remove { } }
event Action<bool> IAlgoParamVM.is_dirty_changed { add { } remove { } }
string IAlgoParamVM.id => key.ToString();
string IAlgoParamVM.display_name => "Algo";
event PropertyChange<IAlgoVM> IAlgoSelector.selected_algo_changed { add => algo_root_changed += value; remove => algo_root_changed -= value; }
ObservableKeyedCollection<IAlgoVM, AlgoKey> IAlgoSelector.algos => _algo_roots;
IAlgoVM IAlgoSelector.selected_algo {
get => algo_root;
set => algo_root = value;
}
IAlgoVM IAlgoParamVM<IAlgoVM>.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;
}
AlgoParamPermissions _permissions = AlgoParamPermissions.ReadWrite;
AlgoParamPermissions IAlgoParamVM.permissions { get => _permissions; set => _permissions = value; }
IAlgoVM IAlgoSelector.selected_algo { get => algo_root; set => algo_root = value; }
void IAlgoSelector.load_algo_data(IReadOnlyDictionary<AlgoKey, AlgoData> algo_data, AlgoKey? default_algo) =>
_load_algo_data(algo_data, default_algo);
void IAlgoParamVM.revert() { }
void IAlgoParamVM.mark_committed() { }
IObservable<IAlgoVM> IAlgoSelector.subscribe_selected_algo() =>
this.observe_algo_root();
_load_algo_data(algo_data, default_algo);
#endregion
#region IObserver (algo data...)
@@ -309,7 +248,7 @@ namespace mbts.spark {
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));
_algo_roots.SyncWithDictionary(algo_data, d => OrderTypeVMFactory.create(d, _editing_permissions, true));
if (!try_select(orig_algo) && !try_select(default_algo))
algo_root = algo_roots.FirstOrDefault();
//
@@ -359,47 +298,6 @@ namespace mbts.spark {
public IDisposable buffer_updates() => _template_update_buffer.buffer_updates();
public void load_def(CustomOrderDefinitionImmutable def) {
var key = OrderDataHelper.get_shallow_factory_key(def);
if (algo_root?.id == key) {
algo_root.load_from(def);
} else if (_algo_roots.TryGetValue(key, out IAlgoVM vm)) {
vm.load_from(def);
algo_root = vm;
} else {
algo_roots.Add(vm = _mk_algo_root(def));
algo_root = vm;
}
}
public void load_many(IEnumerable<CustomOrderDefinitionImmutable> defs) {
/// don't load composite algos; we don't support recursive composites (<see cref="OrderUtils.actual(CustomOrderDefinitionImmutable)"/>)
if (defs is IList<CustomOrderDefinitionImmutable> def_list) {
def_list = def_list.WrapSelector(d => d.actual(), null);
} else {
def_list = defs.Select(d => d.actual()).ToList();
}
switch (def_list.Count) {
case 0: algo_root = null; break;
case 1: load_def(def_list[0]); break;
default:
var def = def_list[0];
var key = OrderDataHelper.get_shallow_factory_key(def);
if (algo_root?.id == key) {
algo_root.load_many(def_list);
} else if (_algo_roots.TryGetValue(key, out IAlgoVM vm)) {
vm.load_many(def_list);
algo_root = vm;
} else {
OrderTypeVMFactory.create(key, def.display_name(), def.CustomCase, is_expanded: true);
algo_roots.Add(vm = _mk_algo_root(def));
vm.load_many(def_list);
algo_root = vm;
}
break;
}
}
public void load(AlgoData data) {
_assert_can_load(data.key);
if (algo_root != null)
@@ -411,7 +309,7 @@ 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, selected_format, editing_permissions_mask);
new AlgoDefinitionVM(_model, def);
public AlgoData create_algo_def() =>
new AlgoData(algo_root.definition, name, key);
@@ -424,6 +322,16 @@ namespace mbts.spark {
public override int GetHashCode() => key.GetHashCode();
public override string ToString() => algo_root == null ? $"!:{name}" : $"{algo_root.order_type}:{name}";
AlgoEditingPermissions _get_permissions() {
var permissions = AlgoEditingPermissions.None;
if (_model.algo_model.ui_configuration.can_modify_definition_values) {
permissions |= AlgoEditingPermissions.AllowEditValues | AlgoEditingPermissions.AllowSaveValues;
}
if (_model.algo_model.ui_configuration.can_modify_definition_structure || (_model.algo_model.templates_enabled() && _templates.Count == 0))
permissions |= AlgoEditingPermissions.AllowEditStructure | AlgoEditingPermissions.AllowSaveStructure;
return permissions;
}
void _assert_can_load(AlgoKey data_key) {
if (key.mode != data_key.mode)
throw new InvalidOperationException($"{typeof(AlgoDefinitionVM)} '{nameof(key)}.{nameof(AlgoKey.mode)}' must be {data_key.mode} (actually {key.mode}), to load specified data.");
@@ -451,14 +359,10 @@ namespace mbts.spark {
_committed = _version.value;
_is_dirty.refresh();
_refresh_undo_redo();
RaisePropertyChanged(nameof(committed_value), nameof(current_value));
}
public Snapshot? committed_value => _committed;
public Snapshot current_value => _version.value;
IAlgoVM _mk_algo_root(CustomOrderDefinitionImmutable definition) =>
OrderTypeVMFactory.create(new AlgoData(definition), is_expanded: true);
OrderTypeVMFactory.create(new AlgoData(definition), editing_permissions: _editing_permissions, true);
void _on_metadata(AlgoDefinitionMetadata metadata) {
using (_refresh_on_local_changes.supress_execution()) {
@@ -559,17 +463,5 @@ namespace mbts.spark {
public static bool operator ==(Snapshot a, Snapshot b) => a.Equals(b);
public static bool operator !=(Snapshot a, Snapshot b) => !a.Equals(b);
}
struct SnapshotTemplateEqualityComparer : IEqualityComparer<Snapshot> {
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);
public int GetHashCode(Snapshot obj) => throw new NotImplementedException();
}
}
}
@@ -1,99 +0,0 @@
using bts.utils;
using mbts.collections;
using mbts.ui;
using mbts.ui.controls;
using mbts.ui.shell;
using System;
using System.ComponentModel;
using System.Windows.Input;
namespace mbts.spark {
class AlgoParamRowVM : DisposableViewModelBase, DIYGrid.IRowVM, IEditableObject, ITemplateSelectorKey, IEquatable<AlgoParamRowVM> {
bool _is_enabled;
string _template_key;
ICommand _set_value_cmd;
public AlgoParamRowVM(IAlgoVM algo, IAlgoParamVM param, AlgoParamRowVM parent, string template_key = null) {
this.param = param;
this.algo = algo;
this.parent = parent;
_template_key = template_key;
param.permissions_changed += on_permissions_changed;
_dispose = Disposable.Create(() => param.permissions_changed -= on_permissions_changed);
void on_permissions_changed(AlgoParamPermissions oldval, AlgoParamPermissions newval) => RaisePropertyChanged(nameof(permissions));
}
public event Action invalidated;
public IAlgoVM algo { get; set; }
public IAlgoParamVM param { get; }
public AlgoParamPermissions permissions => param.permissions;
public AlgoParamRowVM parent { get; }
public int level => parent == null ? 0 : parent.level + 1;
public string path_disambiguation {
get {
if (parent == null)
return string.Empty;
string pd = parent.path_disambiguation;
if (parent.algo.order_type == bts.api.orderman.CustomOrderDefinition.CustomOneofCase.Cover) {
if (pd.Length > 0)
pd += ".";
pd += parent.param.display_name;
}
return pd;
}
}
public bool is_enabled { get => _is_enabled; set => Set(ref _is_enabled, value); }
public ICommand set_value_cmd {
get {
if (_set_value_cmd == null) {
var cmd = new DelegateCommand(v => {
var orig_val = param.value;
try {
param.value = v;
} catch (InvalidCastException) {
param.value = orig_val;
}
}, _ => param.permissions == AlgoParamPermissions.ReadWrite);
concated_disposable(param.subscribe_permissions().Subscribe(_ => cmd.RaiseCanExecuteChanged()));
_set_value_cmd = cmd;
}
return _set_value_cmd;
}
}
string ITemplateSelectorKey.key => _template_key;
public void raise_invalidated() => invalidated?.Invoke();
public bool Equals(AlgoParamRowVM other) =>
other != null &&
param.id == other.param.id &&
parent.safe_equals(other.parent);
public override bool Equals(object obj) =>
Equals(obj as AlgoParamRowVM);
public override int GetHashCode() =>
EqualityComparer.aggregate_hash(param.id.GetHashCode(), parent?.GetHashCode() ?? 0);
#region IEditableObject
object _committed_value;
void IEditableObject.BeginEdit() => _committed_value = param.value;
void IEditableObject.EndEdit() => _committed_value = null;
void IEditableObject.CancelEdit() {
if (_committed_value != null)
param.value = _committed_value;
_committed_value = null;
}
#endregion
}
class AlgoSelectorParamRowVM : AlgoParamRowVM {
readonly IAlgoSelector _selector;
public AlgoSelectorParamRowVM(IAlgoVM algo_vm, IAlgoSelector selector, AlgoParamRowVM parent) : base(algo_vm, selector, parent) =>
_selector = selector;
public ObservableKeyedCollection<IAlgoVM, AlgoKey> algos => _selector.algos;
}
}
@@ -1,215 +0,0 @@
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);
public Task<CustomOrderDefinitionImmutable?> load_from_async(CustomOrderDefinitionImmutable definition) => _algo_root is IAlgoVM vm ? vm.load_from_async(definition) : Task.FromResult<CustomOrderDefinitionImmutable?>(null);
void IAlgoVM.ensure_init() => _value?.algo_root?.ensure_init();
IDisposable _set_hooks(AlgoDefinitionVM vm) {
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);
}
}
}
@@ -1,622 +0,0 @@
<UserControl
x:Name="me"
x:Class="mbts.ui.spark.AlgoEditorGridView"
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:u="clr-namespace:mbts.ui"
xmlns:c="clr-namespace:mbts.ui.controls"
xmlns:cv="clr-namespace:mbts.ui.converters"
xmlns:usp="clr-namespace:mbts.ui.spark"
xmlns:uag="clr-namespace:mbts.ui.spark.algo"
xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
xmlns:sys="clr-namespace:System;assembly=mscorlib"
>
<UserControl.Resources>
<ResourceDictionary>
<ResourceDictionary.MergedDictionaries>
<ResourceDictionary Source="/view/Resources/DataGrid.xaml"/>
<ResourceDictionary Source="/Modules/Spreader/ExecutionStrategyEditor.xaml"/>
</ResourceDictionary.MergedDictionaries>
<!--Primitive Constants-->
<sys:Double x:Key="HorizontalPush1">4</sys:Double>
<sys:Double x:Key="HorizontalPush2">8</sys:Double>
<sys:Double x:Key="HorizontalPush3">12</sys:Double>
<sys:Double x:Key="VerticalPush1">4</sys:Double>
<sys:Double x:Key="VerticalPush2">8</sys:Double>
<sys:Double x:Key="VerticalPush3">12</sys:Double>
<sys:String x:Key="NonUniformValueText">-</sys:String>
<Thickness x:Key="Margin.LP1" Left="{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}"/>
<Thickness x:Key="Margin.TP2" Top="{StaticResource VerticalPush2}"/>
<Thickness x:Key="ComboBox.CellPadding" Top="2" Bottom="2"/>
<!--Converters-->
<uspcv:OrderTypeBrushConverter x:Key="OrderTypeBrushConverter" DefaultBrush="Transparent"/>
<cv:TimeConverter x:Key="TimeConverter"/>
<cv:GridLengthConverter x:Key="GridLengthPixelConverter" Multiplier="18" UnitType="Pixel"/>
<cv:EnumItemsSourceConverter x:Key="EnumItemsSourceConverter"/>
<cv:NullSubstitutionConverterWrapper x:Key="SimpleValueTextConverter" ValueForNull="{StaticResource NonUniformValueText}"/>
<cv:NullSubstitutionConverterWrapper x:Key="NullableEnumDescriptionConverter" Converter="{StaticResource EnumDescriptionConverter}" ValueForNull="{StaticResource NonUniformValueText}"/>
<cv:NullSubstitutionConverterWrapper x:Key="QuantityMeasureTextConverter" Converter="{x:Static cv:ValueConverters.QuantityMeasureTextConverter}" ValueForNull="{StaticResource NonUniformValueText}"/>
<cv:DoubleTextConverter x:Key="DoubleTextConverter" NaNText="{StaticResource NonUniformValueText}"/>
<cv:ValueSubstitutionConverterWrapper x:Key="StringTextConverter">
<cv:KeyValue Key="{x:Null}" Value="{StaticResource NonUniformValueText}"/>
<cv:KeyValue Key="{x:Static sys:String.Empty}" Value="{StaticResource NonUniformValueText}"/>
</cv:ValueSubstitutionConverterWrapper>
<cv:EnumHasFlagsConverter x:Key="ParamPermissionsToIsReadOnlyConverter">
<sp:AlgoParamPermissions>None</sp:AlgoParamPermissions>
<sp:AlgoParamPermissions>ReadOnly</sp:AlgoParamPermissions>
</cv:EnumHasFlagsConverter>
<!--Default Styles-->
<Style TargetType="uag:AlgoPickerNodeView" BasedOn="{StaticResource {x:Type uag:AlgoPickerNodeView}}">
<Setter Property="DropDownStyleKey" Value="{Binding DataContext, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorView}, Converter={x:Static usp:AlgoContentTemplateSelector.AlgoDropDownStyleKeyConverter}}"/>
</Style>
<!--Common Templates-->
<DataTemplate x:Key="AlgoVMItemTemplate">
<usp:OrderTypeItem DisplayName="{Binding display_name}" BadgeFill="{Binding meta.Color, Converter={StaticResource ColorToBrushConverter}}"/>
</DataTemplate>
<DataTemplate x:Key="ExecutionStrategyTemplate">
<TextBlock>
<Hyperlink Click="_on_execution_strategy_toggle_click">
Show Strategy Params
</Hyperlink>
</TextBlock>
</DataTemplate>
<DataTemplate x:Key="IndentedParamNameAndBadgeCellTemplate">
<Grid>
<Grid.ColumnDefinitions>
<ColumnDefinition Width="{Binding level, Converter={StaticResource GridLengthPixelConverter}}"/>
<ColumnDefinition Width="*"/>
</Grid.ColumnDefinitions>
<usp:OrderTypeItem Grid.Column="1" Focusable="False" IsTabStop="False" BadgeFill="{Binding Path='(sp:AlgoParamRowVM.algo).(sp:IAlgoVM.meta).Color', Converter={StaticResource ColorToBrushConverter}}" DisplayName="{Binding Path='param.(sp:IAlgoParamVM.display_name)'}"/>
</Grid>
</DataTemplate>
<DataTemplate x:Key="NullableEnumDescriptionTemplate">
<TextBlock Text="{Binding Converter={StaticResource NullableEnumDescriptionConverter}}"/>
</DataTemplate>
<DataTemplate x:Key="ParamNameAndDisambiguationCellTemplate">
<StackPanel Orientation="Horizontal">
<TextBlock x:Name="disambig_text" Margin="0,0,2,0" FontWeight="Light" Text="{Binding path_disambiguation, StringFormat='[{0}]', Mode=OneWay}"/>
<TextBlock Text="{Binding Path='param.(sp:IAlgoParamVM.display_name)', Mode=OneWay}"/>
<TextBlock Text="*" Visibility="{Binding param.is_dirty, Converter={StaticResource BooleanToVisibilityConverter}}"/>
</StackPanel>
<DataTemplate.Triggers>
<DataTrigger Binding="{Binding path_disambiguation}" Value="{x:Static sys:String.Empty}">
<Setter TargetName="disambig_text" Property="Visibility" Value="Collapsed"/>
</DataTrigger>
</DataTemplate.Triggers>
</DataTemplate>
<DataTemplate x:Key="SimpleValueTextTemplate">
<TextBlock x:Name="value_text" Text="{Binding param.value, Converter={StaticResource SimpleValueTextConverter}}"/>
</DataTemplate>
<!--Param Name Templates-->
<u:KeyedTemplateSelector x:Key="ParamNameTemplateSelector" Default="{StaticResource ParamNameAndDisambiguationCellTemplate}">
<u:TemplateSelectorKeyValue Key="{x:Static usp:AlgoParamTemplateKeys.Price}">
<DataTemplate>
<Grid>
<Grid.ColumnDefinitions>
<ColumnDefinition Width="*"/>
<ColumnDefinition Width="Auto" SharedSizeGroup="price_size_col0"/>
<ColumnDefinition Width="Auto" SharedSizeGroup="price_size_col1"/>
</Grid.ColumnDefinitions>
<StackPanel Orientation="Horizontal">
<TextBlock x:Name="disambig_text" Margin="0,0,2,0" FontWeight="Light" Text="{Binding path_disambiguation, StringFormat='[{0}]', Mode=OneWay}"/>
<TextBlock Text="{Binding Path='param.(sp:IAlgoParamVM.display_name)', Mode=OneWay}"/>
<TextBlock Text="*" Visibility="{Binding param.is_dirty, Converter={StaticResource BooleanToVisibilityConverter}}"/>
</StackPanel>
<TextBlock x:Name="bid_text" Grid.Column="1" HorizontalAlignment="Center">
<TextBlock.ToolTip>
<TextBlock>
Best Bid Price (click to assign)
<LineBreak/>
<Italic>
Hold a number key to cross the market by 'n' ticks.
</Italic>
</TextBlock>
</TextBlock.ToolTip>
<Hyperlink
Focusable="False"
Foreground="{u:BTSColor MarketData.bid}"
Command="{Binding DataContext.payup_bid_cmd, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}"
PreviewMouseLeftButtonDown="{x:Static usp:AlgoEditorGridView.PayupTicksMouseButtonHandler}"
>
<Run>
<Run.Text>
<MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
<Binding Path="DataContext.bbo.bid" RelativeSource="{RelativeSource AncestorType=usp:AlgoEditorGridView}"/>
<Binding Path="DataContext.spec" RelativeSource="{RelativeSource AncestorType=usp:AlgoEditorGridView}"/>
</MultiBinding>
</Run.Text>
</Run>
</Hyperlink>
</TextBlock>
<TextBlock x:Name="ask_text" Grid.Column="2" HorizontalAlignment="Center" Margin="4,0">
<TextBlock.ToolTip>
<TextBlock>
Best Ask Price (click to assign)
<LineBreak/>
<Italic>
Hold a number key to cross the market by 'n' ticks.
</Italic>
</TextBlock>
</TextBlock.ToolTip>
<Hyperlink
Focusable="False"
Foreground="{u:BTSColor MarketData.ask}"
Command="{Binding DataContext.payup_ask_cmd, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}"
PreviewMouseLeftButtonDown="{x:Static usp:AlgoEditorGridView.PayupTicksMouseButtonHandler}"
>
<Run>
<Run.Text>
<MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
<Binding Path="DataContext.bbo.ask" RelativeSource="{RelativeSource AncestorType=usp:AlgoEditorGridView}"/>
<Binding Path="DataContext.spec" RelativeSource="{RelativeSource AncestorType=usp:AlgoEditorGridView}"/>
</MultiBinding>
</Run.Text>
</Run>
</Hyperlink>
</TextBlock>
</Grid>
<DataTemplate.Triggers>
<DataTrigger Binding="{Binding path_disambiguation}" Value="{x:Static sys:String.Empty}">
<Setter TargetName="disambig_text" Property="Visibility" Value="Collapsed"/>
</DataTrigger>
<DataTrigger Binding="{Binding DataContext.security, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}" Value="{x:Null}">
<Setter TargetName="bid_text" Property="Visibility" Value="Collapsed"/>
<Setter TargetName="ask_text" Property="Visibility" Value="Collapsed"/>
</DataTrigger>
<DataTrigger Binding="{Binding param.permissions, Converter={StaticResource ParamPermissionsToIsReadOnlyConverter}}" Value="{u:True}">
<Setter TargetName="bid_text" Property="ToolTip" Value="Best Bid Price"/>
<Setter TargetName="ask_text" Property="ToolTip" Value="Best Ask Price"/>
</DataTrigger>
</DataTemplate.Triggers>
</DataTemplate>
</u:TemplateSelectorKeyValue>
<u:TemplateSelectorKeyValue Key="{x:Static usp:AlgoParamTemplateKeys.Size}">
<DataTemplate>
<Grid>
<Grid.ColumnDefinitions>
<ColumnDefinition Width="*"/>
<ColumnDefinition Width="Auto" SharedSizeGroup="price_size_col0"/>
<ColumnDefinition Width="Auto" SharedSizeGroup="price_size_col1"/>
</Grid.ColumnDefinitions>
<StackPanel Orientation="Horizontal">
<TextBlock x:Name="disambig_text" Margin="0,0,2,0" FontWeight="Light" Text="{Binding path_disambiguation, StringFormat='[{0}]', Mode=OneWay}"/>
<TextBlock Text="{Binding Path='param.(sp:IAlgoParamVM.display_name)', Mode=OneWay}"/>
<TextBlock Text="*" Visibility="{Binding param.is_dirty, Converter={StaticResource BooleanToVisibilityConverter}}"/>
</StackPanel>
<TextBlock
x:Name="bid_text"
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
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"
/>
</Grid>
<DataTemplate.Triggers>
<DataTrigger Binding="{Binding path_disambiguation}" Value="{x:Static sys:String.Empty}">
<Setter TargetName="disambig_text" Property="Visibility" Value="Collapsed"/>
</DataTrigger>
<DataTrigger Binding="{Binding DataContext.security, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}" Value="{x:Null}">
<Setter TargetName="bid_text" Property="Visibility" Value="Collapsed"/>
<Setter TargetName="ask_text" Property="Visibility" Value="Collapsed"/>
</DataTrigger>
</DataTemplate.Triggers>
</DataTemplate>
</u:TemplateSelectorKeyValue>
</u:KeyedTemplateSelector>
<!--Read Templates-->
<usp:AlgoParamTemplateSelector
x:Key="ParamTemplateSelector"
IntTemplate="{StaticResource SimpleValueTextTemplate}"
NullableIntTemplate="{StaticResource SimpleValueTextTemplate}"
UIntTemplate="{StaticResource SimpleValueTextTemplate}"
NullableUIntTemplate="{StaticResource SimpleValueTextTemplate}"
ExecutionStrategyTemplate="{StaticResource ExecutionStrategyTemplate}"
>
<usp:AlgoParamTemplateSelector.KeyedTemplates>
<u:TemplateSelectorKeyValue Key="{x:Static usp:AlgoParamTemplateKeys.Price}">
<DataTemplate>
<TextBlock>
<TextBlock.Text>
<MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
<Binding Path="param.value"/>
<Binding Path="DataContext.spec" RelativeSource="{RelativeSource AncestorType=usp:AlgoEditorGridView}"/>
</MultiBinding>
</TextBlock.Text>
</TextBlock>
</DataTemplate>
</u:TemplateSelectorKeyValue>
</usp:AlgoParamTemplateSelector.KeyedTemplates>
<!--Bool-->
<usp:AlgoParamTemplateSelector.BoolTemplate>
<DataTemplate>
<CheckBox Focusable="False" VerticalAlignment="Center" IsChecked="{Binding param.value, Mode=TwoWay}"/>
</DataTemplate>
</usp:AlgoParamTemplateSelector.BoolTemplate>
<!--Double-->
<usp:AlgoParamTemplateSelector.DoubleTemplate>
<DataTemplate>
<TextBlock Text="{Binding param.value, Converter={StaticResource DoubleTextConverter}}"/>
</DataTemplate>
</usp:AlgoParamTemplateSelector.DoubleTemplate>
<!--Enum-->
<usp:AlgoParamTemplateSelector.EnumTemplate>
<DataTemplate>
<TextBlock Text="{Binding param.value, Converter={StaticResource EnumDescriptionConverter}}"/>
</DataTemplate>
</usp:AlgoParamTemplateSelector.EnumTemplate>
<!--Nullable Enum-->
<usp:AlgoParamTemplateSelector.NullableEnumTemplate>
<DataTemplate>
<TextBlock Text="{Binding param.value, Converter={StaticResource NullableEnumDescriptionConverter}}"/>
</DataTemplate>
</usp:AlgoParamTemplateSelector.NullableEnumTemplate>
<!--Order Def-->
<usp:AlgoParamTemplateSelector.OrderDefTemplate>
<DataTemplate>
<usp:OrderTypeItem BadgeFill="{Binding Path='(sp:AlgoParamRowVM.param).(sp:IAlgoSelector.selected_algo).meta.Color', Converter={StaticResource ColorToBrushConverter}}" DisplayName="{Binding Path='(sp:AlgoParamRowVM.param).(sp:IAlgoSelector.selected_algo).(sp:IAlgoVM.display_name)'}"/>
</DataTemplate>
</usp:AlgoParamTemplateSelector.OrderDefTemplate>
<!--Quantity Measure-->
<usp:AlgoParamTemplateSelector.QuantityMeasureTemplate>
<DataTemplate>
<TextBlock Text="{Binding param.value, Converter={StaticResource QuantityMeasureTextConverter}}"/>
</DataTemplate>
</usp:AlgoParamTemplateSelector.QuantityMeasureTemplate>
<!--String-->
<usp:AlgoParamTemplateSelector.StringTemplate>
<DataTemplate>
<TextBlock Text="{Binding param.value, Converter={StaticResource StringTextConverter}}"/>
</DataTemplate>
</usp:AlgoParamTemplateSelector.StringTemplate>
<!--Timestamp-->
<usp:AlgoParamTemplateSelector.TimestampTemplate>
<DataTemplate>
<TextBlock Text="{Binding param.value, Converter={StaticResource TimeConverter}}"/>
</DataTemplate>
</usp:AlgoParamTemplateSelector.TimestampTemplate>
</usp:AlgoParamTemplateSelector>
<!--Write Templates-->
<usp:AlgoParamTemplateSelector x:Key="ParamEditingTemplateSelector" ExecutionStrategyTemplate="{StaticResource ExecutionStrategyTemplate}">
<usp:AlgoParamTemplateSelector.KeyedTemplates>
<u:TemplateSelectorKeyValue Key="{x:Static usp:AlgoParamTemplateKeys.Price}">
<DataTemplate>
<usp:PriceEntryControl
Value="{Binding param.value, UpdateSourceTrigger=PropertyChanged}"
ContractSpec="{Binding DataContext.spec, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}"
Focusable="False"
IsTabStop="False"
ArrowKeyTickModifiers="Ctrl"
>
<usp:PriceEntryControl.CommandBindings>
<CommandBinding Command="{x:Static u:NavigationHelper.MoveFocusCommand}" Executed="{x:Static u:NavigationHelper.KeyboardMoveFocusExecuted}"/>
</usp:PriceEntryControl.CommandBindings>
<usp:PriceEntryControl.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}"/>
</usp:PriceEntryControl.InputBindings>
</usp:PriceEntryControl>
</DataTemplate>
</u:TemplateSelectorKeyValue>
</usp:AlgoParamTemplateSelector.KeyedTemplates>
<!--Bool-->
<usp:AlgoParamTemplateSelector.BoolTemplate>
<DataTemplate>
<CheckBox Focusable="False" VerticalAlignment="Center" IsChecked="{Binding param.value, Mode=TwoWay}"/>
</DataTemplate>
</usp:AlgoParamTemplateSelector.BoolTemplate>
<!--Double-->
<usp:AlgoParamTemplateSelector.DoubleTemplate>
<DataTemplate>
<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>
<c:TickUpDownDouble.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:TickUpDownDouble.InputBindings>
</c:TickUpDownDouble>
</DataTemplate>
</usp:AlgoParamTemplateSelector.DoubleTemplate>
<!--Enum-->
<usp:AlgoParamTemplateSelector.EnumTemplate>
<DataTemplate>
<ComboBox
HorizontalAlignment="Stretch"
ItemsSource="{Binding param.value, Converter={StaticResource EnumItemsSourceConverter}, Mode=OneTime}"
ItemTemplate="{StaticResource EnumDescriptionTemplate}"
SelectedItem="{Binding param.value, UpdateSourceTrigger=PropertyChanged}"
/>
</DataTemplate>
</usp:AlgoParamTemplateSelector.EnumTemplate>
<!--Int-->
<usp:AlgoParamTemplateSelector.IntTemplate>
<DataTemplate>
<c:TickUpDownInt Focusable="False" HorizontalAlignment="Stretch" Value="{Binding param.value, UpdateSourceTrigger=PropertyChanged}" ArrowKeyTickModifiers="Ctrl">
<c:TickUpDownInt.CommandBindings>
<CommandBinding Command="{x:Static u:NavigationHelper.MoveFocusCommand}" Executed="{x:Static u:NavigationHelper.KeyboardMoveFocusExecuted}"/>
</c:TickUpDownInt.CommandBindings>
<c:TickUpDownInt.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:TickUpDownInt.InputBindings>
</c:TickUpDownInt>
</DataTemplate>
</usp:AlgoParamTemplateSelector.IntTemplate>
<!--Nullable Bool-->
<usp:AlgoParamTemplateSelector.NullableBoolTemplate>
<DataTemplate>
<CheckBox Focusable="False" VerticalAlignment="Center" IsThreeState="True" IsChecked="{Binding param.value, Mode=TwoWay}"/>
</DataTemplate>
</usp:AlgoParamTemplateSelector.NullableBoolTemplate>
<!--Nullable Enum-->
<usp:AlgoParamTemplateSelector.NullableEnumTemplate>
<DataTemplate>
<ComboBox
HorizontalAlignment="Stretch"
ItemsSource="{Binding Converter={x:Static usp:AlgoEditorGridView.NullableEnumParamRowItemsSourceConverter}}"
ItemTemplate="{StaticResource NullableEnumDescriptionTemplate}"
SelectedItem="{Binding param.value, UpdateSourceTrigger=PropertyChanged}"
/>
</DataTemplate>
</usp:AlgoParamTemplateSelector.NullableEnumTemplate>
<!--Nullable Int-->
<usp:AlgoParamTemplateSelector.NullableIntTemplate>
<DataTemplate>
<c:TickUpDownNullableInt Focusable="False" HorizontalAlignment="Stretch" Value="{Binding param.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>
</usp:AlgoParamTemplateSelector.NullableIntTemplate>
<!--Nullable UInt-->
<usp:AlgoParamTemplateSelector.NullableUIntTemplate>
<DataTemplate>
<c:TickUpDownNullableUInt Focusable="False" HorizontalAlignment="Stretch" Value="{Binding param.value, UpdateSourceTrigger=PropertyChanged}" ArrowKeyTickModifiers="Ctrl">
<c:TickUpDownNullableUInt.CommandBindings>
<CommandBinding Command="{x:Static u:NavigationHelper.MoveFocusCommand}" Executed="{x:Static u:NavigationHelper.KeyboardMoveFocusExecuted}"/>
</c:TickUpDownNullableUInt.CommandBindings>
<c:TickUpDownNullableUInt.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:TickUpDownNullableUInt.InputBindings>
</c:TickUpDownNullableUInt>
</DataTemplate>
</usp:AlgoParamTemplateSelector.NullableUIntTemplate>
<!--Order Def-->
<usp:AlgoParamTemplateSelector.OrderDefTemplate>
<DataTemplate>
<ComboBox HorizontalAlignment="Stretch" DataContext="{Binding param}" ItemsSource="{Binding Path='(sp:IAlgoSelector.algos)'}" ItemTemplate="{StaticResource AlgoVMItemTemplate}" SelectedItem="{Binding Path='(sp:IAlgoSelector.selected_algo)', UpdateSourceTrigger=PropertyChanged}"/>
</DataTemplate>
</usp:AlgoParamTemplateSelector.OrderDefTemplate>
<!--QuantityMeasure-->
<usp:AlgoParamTemplateSelector.QuantityMeasureTemplate>
<DataTemplate>
<uag:QuantityMeasureControl Focusable="False" HorizontalAlignment="Stretch" QuantityMeasure="{Binding param.value, UpdateSourceTrigger=PropertyChanged}" ArrowKeyTickModifiers="Ctrl">
<uag:QuantityMeasureControl.CommandBindings>
<CommandBinding Command="{x:Static u:NavigationHelper.MoveFocusCommand}" Executed="{x:Static u:NavigationHelper.KeyboardMoveFocusExecuted}"/>
</uag:QuantityMeasureControl.CommandBindings>
<uag:QuantityMeasureControl.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}"/>
</uag:QuantityMeasureControl.InputBindings>
</uag:QuantityMeasureControl>
</DataTemplate>
</usp:AlgoParamTemplateSelector.QuantityMeasureTemplate>
<!--Timestamp-->
<usp:AlgoParamTemplateSelector.TimestampTemplate>
<DataTemplate>
<Grid DataContext="{Binding algo}">
<Grid.ColumnDefinitions>
<ColumnDefinition Width="Auto"/>
<ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush1}}" MaxWidth="{Binding Source={StaticResource HorizontalPush1}}"/>
<ColumnDefinition Width="*"/>
</Grid.ColumnDefinitions>
<ComboBox
x:Name="PART_StartMode_ComboBox"
HorizontalAlignment="Stretch"
ItemsSource="{Binding start_modes}"
ItemTemplate="{StaticResource EnumDescriptionTemplate}"
SelectedItem="{Binding start_mode}"
/>
<c:DateTimePicker
x:Name="PART_AbsoluteStart_DateTimePicker"
Grid.Column="2"
TimeTuple="{Binding absolute_start}"
Visibility="{Binding show_absolute_start, Converter={StaticResource BooleanToVisibilityConverter}}"
/>
<c:TimeSpanControl
x:Name="PART_RelativeStart_TimeSpanControl"
Grid.Column="2"
TimeSpan="{Binding relative_start, Mode=TwoWay}"
Visibility="{Binding show_relative_start, Converter={StaticResource BooleanToVisibilityConverter}}"
/>
</Grid>
</DataTemplate>
</usp:AlgoParamTemplateSelector.TimestampTemplate>
<!--UInt-->
<usp:AlgoParamTemplateSelector.UIntTemplate>
<DataTemplate>
<c:TickUpDownUInt Focusable="False" HorizontalAlignment="Stretch" Value="{Binding param.value, UpdateSourceTrigger=PropertyChanged}">
<c:TickUpDownUInt.CommandBindings>
<CommandBinding Command="{x:Static u:NavigationHelper.MoveFocusCommand}" Executed="{x:Static u:NavigationHelper.KeyboardMoveFocusExecuted}"/>
</c:TickUpDownUInt.CommandBindings>
<c:TickUpDownUInt.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:TickUpDownUInt.InputBindings>
</c:TickUpDownUInt>
</DataTemplate>
</usp:AlgoParamTemplateSelector.UIntTemplate>
</usp:AlgoParamTemplateSelector>
<usp:AlgoEditorGridRowStyleSelector x:Key="RowStyleSelector">
<usp:AlgoEditorGridRowStyleSelector.DefaultStyle>
<Style TargetType="DataGridRow">
<Style.Triggers>
<MultiDataTrigger>
<MultiDataTrigger.Conditions>
<Condition Binding="{Binding param.is_dirty}" Value="{u:True}"/>
<Condition Binding="{Binding AnimateDirty, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}" Value="{u:True}"/>
</MultiDataTrigger.Conditions>
<Setter Property="Background" Value="#8098FB98"/>
<Setter Property="ToolTip" Value="Value has been modified."/>
</MultiDataTrigger>
</Style.Triggers>
</Style>
</usp:AlgoEditorGridRowStyleSelector.DefaultStyle>
<usp:AlgoEditorGridRowStyleSelector.SpreaderStyle>
<Style TargetType="DataGridRow">
<Setter Property="DetailsVisibility" Value="Collapsed"/>
<Setter Property="DetailsTemplate">
<Setter.Value>
<DataTemplate>
<AdornerDecorator>
<usp:ExecutionStrategyEditor
DataContext="{Binding algo.strategy_editor}"
HorizontalAlignment="Stretch"
Margin="6"
SyntheticName="{Binding name}"
TickFactors="{Binding tick_factors}"
IsNew="{Binding is_new}"
CanUserAddNewLeg="{Binding can_add_leg}"
IsNewLegPopupOpen="{Binding is_new_leg_popup_open}"
PriceCalc="{Binding price_calc}"
ParameterRows="{Binding rows}"
LegTuples="{Binding leg_tuples}"
RemoveLegCommand="{Binding remove_leg}"
ContractPickerModel="{Binding contract_picker_model}"
/>
</AdornerDecorator>
</DataTemplate>
</Setter.Value>
</Setter>
</Style>
</usp:AlgoEditorGridRowStyleSelector.SpreaderStyle>
</usp:AlgoEditorGridRowStyleSelector>
</ResourceDictionary>
</UserControl.Resources>
<u:StateManager.Groups>
<u:StateGroupsManager>
<u:StateDefinitionCollection>
<u:StateDefinition State="{Binding IsReadOnly, Source={u:DirectReference me}, Converter={x:Static usp:AlgoEditorGridView.GeneralVisualStateConverter}}"/>
<u:StateDefinition State="{Binding CanUserChangeAlgoRoot, Source={u:DirectReference me}, Converter={x:Static usp:AlgoEditorGridView.AlgoRootVisualStateConverter}}"/>
</u:StateDefinitionCollection>
</u:StateGroupsManager>
</u:StateManager.Groups>
<VisualStateManager.VisualStateGroups>
<VisualStateGroup Name="{x:Static GroupName, MemberType={u:Nested usp:AlgoEditorGridView.VisualStateNames.General}}">
<VisualState Name="{x:Static Normal, MemberType={u:Nested usp:AlgoEditorGridView.VisualStateNames.General}}"/>
<VisualState Name="{x:Static ReadOnly, MemberType={u:Nested usp:AlgoEditorGridView.VisualStateNames.General}}">
<Storyboard>
<BooleanAnimationUsingKeyFrames Storyboard.TargetName="_param_grid" Storyboard.TargetProperty="(DataGrid.IsReadOnly)">
<DiscreteBooleanKeyFrame KeyTime="0" Value="True"/>
</BooleanAnimationUsingKeyFrames>
<ColorAnimation Storyboard.TargetName="_param_grid" Storyboard.TargetProperty="(TextElement.Foreground).(SolidColorBrush.Color)" BeginTime="0" Duration="0" To="Gray"/>
<BooleanAnimationUsingKeyFrames Storyboard.TargetName="root_algo_combo_box" Storyboard.TargetProperty="(Control.IsEnabled)">
<DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
</BooleanAnimationUsingKeyFrames>
</Storyboard>
</VisualState>
</VisualStateGroup>
<VisualStateGroup Name="{x:Static GroupName, MemberType={u:Nested usp:AlgoEditorGridView.VisualStateNames.AlgoRoot}}">
<VisualState Name="{x:Static Inactive, MemberType={u:Nested usp:AlgoEditorGridView.VisualStateNames.AlgoRoot}}"/>
<VisualState Name="{x:Static Active, MemberType={u:Nested usp:AlgoEditorGridView.VisualStateNames.AlgoRoot}}">
<Storyboard>
<ObjectAnimationUsingKeyFrames Storyboard.TargetName="root_algo_label" Storyboard.TargetProperty="(UIElement.Visibility)">
<DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
</ObjectAnimationUsingKeyFrames>
<ObjectAnimationUsingKeyFrames Storyboard.TargetName="root_algo_combo_box" Storyboard.TargetProperty="(UIElement.Visibility)">
<DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
</ObjectAnimationUsingKeyFrames>
<ThicknessAnimation Storyboard.TargetName="_param_grid" Storyboard.TargetProperty="(Control.Margin)" BeginTime="0" Duration="0" To="0,4,0,0"/>
</Storyboard>
</VisualState>
</VisualStateGroup>
</VisualStateManager.VisualStateGroups>
<Grid>
<Grid.RowDefinitions>
<RowDefinition Height="Auto"/>
<RowDefinition Height="*"/>
</Grid.RowDefinitions>
<TextBlock x:Name="root_algo_label" VerticalAlignment="Center" Margin="{StaticResource Margin.LP2}" Visibility="Collapsed">Algo</TextBlock>
<ComboBox
x:Name="root_algo_combo_box"
Margin="40,0,0,0"
ItemsSource="{Binding AlgoRootsViewSource.View, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}"
SelectedItem="{Binding SelectedAlgoRoot, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}"
Visibility="Collapsed"
>
<ComboBox.GroupStyle>
<GroupStyle ContainerStyle="{StaticResource ComboBox.DelineatedGroupContainerStyle}"/>
</ComboBox.GroupStyle>
<ComboBox.ItemTemplate>
<DataTemplate>
<usp:OrderTypeItem BadgeFill="{Binding meta.Color, Converter={StaticResource ColorToBrushConverter}}" DisplayName="{Binding display_name}"/>
</DataTemplate>
</ComboBox.ItemTemplate>
</ComboBox>
<DataGrid
x:Name="_param_grid"
Grid.Row="1"
Grid.IsSharedSizeScope="True"
VirtualizingPanel.ScrollUnit="Pixel"
AlternatingRowBackground="{x:Null}"
IsReadOnly="False"
Margin="0,2,0,0"
MinRowHeight="18"
ColumnHeaderHeight="0"
ItemsSource="{Binding AlgoParamRowsViewSource.View, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}"
SelectionMode="Single"
RowStyleSelector="{StaticResource RowStyleSelector}"
>
<DataGrid.Columns>
<DataGridTemplateColumn IsReadOnly="True" Header="Param" CellTemplateSelector="{StaticResource ParamNameTemplateSelector}" MinWidth="120" Width="*">
<DataGridTemplateColumn.CellStyle>
<Style TargetType="DataGridCell" BasedOn="{StaticResource DataGridCellBaseStyle}">
<Setter Property="IsTabStop" Value="False"/>
</Style>
</DataGridTemplateColumn.CellStyle>
</DataGridTemplateColumn>
<DataGridTemplateColumn Header="Value" CellTemplateSelector="{StaticResource ParamTemplateSelector}" CellEditingTemplateSelector="{StaticResource ParamEditingTemplateSelector}" MinWidth="120" Width="*">
<DataGridTemplateColumn.CellStyle>
<Style TargetType="DataGridCell" BasedOn="{StaticResource DataGridCellBaseStyle}">
<Style.Triggers>
<DataTrigger Binding="{Binding IsReadOnly, RelativeSource={RelativeSource AncestorType=DataGrid}}" Value="{u:False}">
<Setter Property="ToolTip" Value="Click to edit"/>
</DataTrigger>
</Style.Triggers>
</Style>
</DataGridTemplateColumn.CellStyle>
</DataGridTemplateColumn>
</DataGrid.Columns>
</DataGrid>
</Grid>
</UserControl>
@@ -1,207 +0,0 @@
using bts.collections;
using bts.utils;
using mbts.spark;
using mbts.ui.controls;
using mbts.ui.converters;
using mbts.ui.utility;
using System;
using System.Collections;
using System.Collections.Generic;
using System.Linq;
using System.Windows;
using System.Windows.Controls;
using System.Windows.Data;
using System.Windows.Documents;
using System.Windows.Input;
namespace mbts.ui.spark {
partial class AlgoEditorGridView : UserControl {
public static readonly IValueConverter
GeneralVisualStateConverter = ValueConverter.create<bool, string>(is_read_only => is_read_only ? VisualStateNames.General.ReadOnly : VisualStateNames.General.Normal),
AlgoRootVisualStateConverter = ValueConverter.create<bool, string>(show_bbo => show_bbo ? VisualStateNames.AlgoRoot.Active : VisualStateNames.AlgoRoot.Inactive),
AlgoRootComboBoxMarginConverter = ValueConverter.create<double, Thickness>(name_col_width => new Thickness(name_col_width + 8, 0, 0, 0)),
NullableEnumParamRowItemsSourceConverter = ValueConverter.create<AlgoParamRowVM, IEnumerable>(param_row => {
if (param_row?.param != null) {
var tenum = param_row.param.GetType().GetInterfaceGenericArgument(AlgoParamTemplateSelector.generic_algo_param_itype);
if (tenum.IsNullable()) {
// .First() should be safe, since we know this is a Nullable<T>.
tenum = tenum.GetGenericArguments().First();
}
if (tenum.IsEnum)
return Enum.GetValues(tenum);
}
return null;
});
public static readonly MouseButtonEventHandler PayupTicksMouseButtonHandler = (s, e) => {
if ((s as Hyperlink)?.Command is ICommand cmd) {
cmd.ExecuteIfCan(KeyboardExtensions.GetPressedNumber() ?? 0);
e.Handled = true;
}
};
readonly ObservableAggregateCollection<AlgoParamRowVM> _param_rows = new ObservableAggregateCollection<AlgoParamRowVM>();
public AlgoEditorGridView() {
InitializeComponent();
_set_value_column_width();
// AlgoRoots
AlgoRootsViewSource = new CollectionViewSource<_AlgoRootsCollectionView>();
BindingOperations.SetBinding(AlgoRootsViewSource, CollectionViewSource.SourceProperty, new Binding(nameof(AlgoRoots)) { Source = this });
AlgoRootsViewSource.GroupDescriptions.Add(new PropertyGroupDescription(nameof(IAlgoVM.group)));
// AlgoParamRows
AlgoParamRowsViewSource = new CollectionViewSource<ListCollectionView<AlgoParamRowVM>>();
BindingOperations.SetBinding(AlgoParamRowsViewSource, CollectionViewSource.SourceProperty, new Binding(nameof(AlgoParamRows)) { Source = this });
AlgoParamRowsViewSource.IsLiveFilteringRequested = true;
AlgoParamRowsViewSource.LiveFilteringProperties.Add(nameof(AlgoParamRowVM.permissions));
AlgoParamRowsViewSource.Filter += param_rows_filter;
DataGridEditHelper.set_hooks(this);
void param_rows_filter(object sender, FilterEventArgs e) =>
e.Accepted = e.Item is AlgoParamRowVM row && row.param.permissions != AlgoParamPermissions.None;
}
public enum Columns { ParamName, Value }
event Action CommitEditRequested, CancelEditRequested;
public CollectionViewSource AlgoRootsViewSource { get; }
public CollectionViewSource<ListCollectionView<AlgoParamRowVM>> AlgoParamRowsViewSource { get; }
bool _stretch_value_column = true;
public bool StretchValueColumn {
get => _stretch_value_column;
set {
if (_stretch_value_column != value) {
_stretch_value_column = value;
_set_value_column_width();
}
}
}
#region AnimateDirtyParams
public static readonly DependencyProperty AnimateDirtyProperty =
WPFHelper.create_dp<bool, AlgoEditorGridView>(nameof(AnimateDirty), true);
public bool AnimateDirty {
get => (bool)GetValue(AnimateDirtyProperty);
set => SetValue(AnimateDirtyProperty, value);
}
#endregion
#region IsReadOnly
public static readonly DependencyProperty IsReadOnlyProperty =
WPFHelper.create_dp<bool, AlgoEditorGridView>(nameof(IsReadOnly));
public bool IsReadOnly {
get => (bool)GetValue(IsReadOnlyProperty);
set => SetValue(IsReadOnlyProperty, value);
}
#endregion
#region CanUserChangeAlgoRoot
public static readonly DependencyProperty CanUserChangeAlgoRootProperty =
WPFHelper.create_dp<bool, AlgoEditorGridView>(nameof(CanUserChangeAlgoRoot));
public bool CanUserChangeAlgoRoot {
get => (bool)GetValue(CanUserChangeAlgoRootProperty);
set => SetValue(CanUserChangeAlgoRootProperty, value);
}
#endregion
#region AlgoRoots
public static readonly DependencyProperty AlgoRootsProperty =
WPFHelper.create_dp<IReadOnlyObservableCollection<IAlgoVM>, AlgoEditorGridView>(nameof(AlgoRoots));
public IReadOnlyObservableCollection<IAlgoVM> AlgoRoots {
get => GetValue(AlgoRootsProperty) as IReadOnlyObservableCollection<IAlgoVM>;
set => SetValue(AlgoRootsProperty, value);
}
#endregion
#region SelectedAlgoRoot
public static readonly DependencyProperty SelectedAlgoRootProperty =
WPFHelper.create_dp<IAlgoVM, AlgoEditorGridView>(nameof(SelectedAlgoRoot), FrameworkPropertyMetadataOptions.BindsTwoWayByDefault);
public IAlgoVM SelectedAlgoRoot {
get => GetValue(SelectedAlgoRootProperty) as IAlgoVM;
set => SetValue(SelectedAlgoRootProperty, value);
}
#endregion
#region AlgoParamRows
public static readonly DependencyProperty AlgoParamRowsProperty =
WPFHelper.create_dp<IReadOnlyObservableCollection<AlgoParamRowVM>, AlgoEditorGridView>(nameof(AlgoParamRows));
public IReadOnlyObservableCollection<AlgoParamRowVM> AlgoParamRows {
get => GetValue(AlgoParamRowsProperty) as IReadOnlyObservableCollection<AlgoParamRowVM>;
set => SetValue(AlgoParamRowsProperty, value);
}
#endregion
public static AlgoEditorGridView create_attach_view() =>
new AlgoEditorGridView {
Margin = new Thickness(6),
CanUserChangeAlgoRoot = true,
};
public void commit_edit() => CommitEditRequested?.Invoke();
public void cancel_edit() => CancelEditRequested?.Invoke();
void _set_value_column_width() {
foreach (var c in _param_grid?.Columns.empty_if_null())
c.Width = _stretch_value_column ? new DataGridLength(1, DataGridLengthUnitType.Star) : DataGridLength.Auto;
}
void _on_execution_strategy_toggle_click(object sender, RoutedEventArgs e) {
if (sender is Hyperlink hl && hl.try_find_ancestor_of_type(out DataGridRow row_view)) {
Visibility vis; string text;
if (row_view.DetailsVisibility == Visibility.Visible) {
vis = Visibility.Collapsed;
text = "Show Strategy Params";
} else {
vis = Visibility.Visible;
text = "Hide Strategy Params";
}
hl.Inlines.Clear();
hl.Inlines.Add(text);
row_view.SetCurrentValue(DataGridRow.DetailsVisibilityProperty, vis);
}
}
public static class VisualStateNames {
public static class General {
public const string GroupName = nameof(General);
public static readonly string
Normal = $"{GroupName}{nameof(Normal)}",
ReadOnly = $"{GroupName}{nameof(ReadOnly)}";
}
public static class AlgoRoot {
public const string GroupName = nameof(AlgoRoot);
public static readonly string
Active = $"{GroupName}{VisualStates.Active}",
Inactive = $"{GroupName}{VisualStates.Inactive}";
}
}
class _AlgoRootsCollectionView : ListCollectionView<IAlgoVM> {
public _AlgoRootsCollectionView(IList<IAlgoVM> list) : base(list) =>
CustomSort = AlgoCollectionHelper.algo_vm_comparer.to_non_generic();
}
}
class AlgoEditorGridRowStyleSelector : StyleSelector {
public Style DefaultStyle { get; set; }
public Style SpreaderStyle { get; set; }
public override Style SelectStyle(object item, DependencyObject container) {
if (item is AlgoParamRowVM row) {
if (row.param.id == nameof(bts.api.orderman.SpreaderOrderDefinition.ExecutionStrategy))
return SpreaderStyle;
}
return DefaultStyle;
}
}
}
@@ -1,88 +0,0 @@
using bts.collections;
using mbts.ui.controls;
using mbts.ui.utility;
using mbts.utils;
using System;
using System.Collections.ObjectModel;
using System.Reactive.Linq;
using System.Reactive.Disposables;
namespace mbts.spark {
static class AlgoParamRowsHelper {
public static IDisposable connect(AlgoDefinitionVM algo, ObservableAggregateCollection<AlgoParamRowVM> rows, bool include_algo_type_rows) =>
algo == null ? null : new CompositeDisposable(algo.observe_algo_root().SubscribeEach(a => {
rows.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, null, child_rows, include_algo_type_rows);
rows.add_collection(child_rows.AsReadOnly());
return hook;
})) {
rows.clear_collections
};
public static IDisposable negate_is_dirty(IReadOnlyObservableCollection<AlgoParamRowVM> rows) {
return ObservableAutoWrapper.connect_item_hooks(rows, hook);
IDisposable hook(AlgoParamRowVM r) {
r.param.is_dirty_changed += negate;
return Disposable.Create(unhook);
void negate(bool is_dirty) {
if (is_dirty)
r.param.mark_committed();
}
void unhook() =>
r.param.is_dirty_changed -= negate;
}
}
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>();
all_rows.add_collection(wrapped_params);
all_rows.add_collection(selector_params);
return ObservableAggregateCollection.connect(selector_params, algo_root.child_algo_selectors, new Func<IAlgoSelector, (ObservableCollection<AlgoParamRowVM>, IDisposable)>(hook_children));
(ObservableCollection<AlgoParamRowVM>, IDisposable) hook_children(IAlgoSelector s) {
var child_rows = new ObservableAggregateCollection<AlgoParamRowVM>();
var selector_wrapper = new AlgoSelectorParamRowVM(algo_root, s, parent);
return (
include_algo_type_rows ?
(ObservableCollection<AlgoParamRowVM>)new ObservableAppendCollection<AlgoParamRowVM>(child_rows, selector_wrapper) :
child_rows,
s.subscribe_selected_algo().SubscribeEach(a => {
s.value = a;
child_rows.clear_collections();
return _wrap_rows(a, selector_wrapper, child_rows, include_algo_type_rows);
}));
}
}
}
}
@@ -1,78 +0,0 @@
using bts.collections;
using bts.spark;
using mbts.spark;
using System;
using System.Collections;
using System.Collections.Generic;
using System.Linq;
using System.Reactive.Linq;
using System.Reflection;
using System.Windows;
using System.Windows.Controls;
namespace mbts.ui.spark {
static class AlgoParamTemplateKeys {
public const string
Price = nameof(Price),
Size = nameof(Size);
}
/// TODO: remove this class and just use a <see cref="KeyedTemplateSelector"/>.
class AlgoParamTemplateSelector : DataTemplateSelector {
public static readonly Type generic_algo_param_itype = typeof(IAlgoParamVM<>);
KeyedCollection<TemplateSelectorKeyValue, string> _keyed_templates = new KeyedCollection<TemplateSelectorKeyValue, string>(tsk => tsk.Key);
public DataTemplate BoolTemplate { get; set; }
public DataTemplate NullableBoolTemplate { get; set; }
public DataTemplate IntTemplate { get; set; }
public DataTemplate NullableIntTemplate { get; set; }
public DataTemplate UIntTemplate { get; set; }
public DataTemplate NullableUIntTemplate { get; set; }
public DataTemplate DoubleTemplate { get; set; }
public DataTemplate EnumTemplate { get; set; }
public DataTemplate NullableEnumTemplate { get; set; }
public DataTemplate StringTemplate { get; set; }
public DataTemplate QuantityMeasureTemplate { get; set; }
public DataTemplate OrderDefTemplate { get; set; }
public DataTemplate ExecutionStrategyTemplate { get; set; }
public DataTemplate TimestampTemplate { get; set; }
/// <see cref="_keyed_templates"/> is needed for the 'price' param. Price was formerly edited in a separate control, however now it is just another param row.
/// Before this, the generic type argument in the <see cref="IAlgoParamVM{T}"/> implementation was enough to determine the template.
/// Since 'price' is just a double, further specification was needed to associate it with a 'PriceEntryControl' template.
public IList KeyedTemplates => _keyed_templates;
public override DataTemplate SelectTemplate(object item, DependencyObject container) {
if (item is ITemplateSelectorKey tsk && tsk.key is string template_key && _keyed_templates.TryGetValue(template_key, out var tkv))
return tkv.Value;
IAlgoParamVM pvm = item as IAlgoParamVM ?? (item as AlgoParamRowVM)?.param;
if (pvm != null) {
if (pvm is IAlgoParamVM<double>) return DoubleTemplate;
if (pvm is IAlgoParamVM<int>) return IntTemplate;
if (pvm is IAlgoParamVM<int?>) return NullableIntTemplate;
if (pvm is IAlgoParamVM<uint>) return UIntTemplate;
if (pvm is IAlgoParamVM<uint?>) return NullableUIntTemplate;
if (pvm is IAlgoParamVM<bool>) return NullableBoolTemplate;
if (pvm is IAlgoParamVM<bool?>) return BoolTemplate;
if (pvm is IAlgoParamVM<string>) return StringTemplate;
if (pvm is IAlgoParamVM<IAlgoVM>) return OrderDefTemplate;
if (pvm is IAlgoParamVM<QuantityMeasureImmutable?>) return QuantityMeasureTemplate;
if (pvm is IAlgoParamVM<ExecutionStrategy>) return ExecutionStrategyTemplate;
if (pvm is IAlgoParamVM<Google.Protobuf.WellKnownTypes.Timestamp>) return TimestampTemplate;
var targ = ReflectionHelper.GetGenericTypeArgs(pvm.GetType(), generic_algo_param_itype).FirstOrDefault();
if (targ != null) {
if (targ.IsEnum)
return EnumTemplate;
else if (targ.IsNullable()) {
targ = targ.GetGenericArguments()[0];
if (targ.IsEnum)
return NullableEnumTemplate;
}
}
}
return null;
}
}
}
@@ -1,181 +0,0 @@
#define ENTER_BEHAVES_LIKE_TAB
using bts;
using mbts.ui.controls;
using mbts.ui.extensions;
using mbts.ui.spark.algo;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Reactive.Linq;
using System.Windows;
using System.Windows.Controls;
using System.Windows.Controls.Primitives;
using System.Windows.Input;
namespace mbts.ui.spark {
partial class AlgoEditorGridView {
static class DataGridEditHelper {
public static IDisposable set_hooks(AlgoEditorGridView algo_editor) {
var grid = algo_editor._param_grid;
grid.PreviewKeyDown += on_preview_key_down;
grid.KeyDown += on_key_down;
grid.SelectionChanged += on_selection_changed;
grid.PreparingCellForEdit += on_preparing_cell_for_edit;
grid.CellEditEnding += on_cell_edit_ending;
grid.GotFocus += on_got_focus;
algo_editor.CommitEditRequested += on_commit_edit_requested;
algo_editor.CancelEditRequested += on_cancel_edit_requested;
return Disposable.Create(() => {
grid.PreviewKeyDown += on_preview_key_down;
grid.KeyDown -= on_key_down;
grid.SelectionChanged -= on_selection_changed;
grid.PreparingCellForEdit -= on_preparing_cell_for_edit;
grid.CellEditEnding -= on_cell_edit_ending;
grid.GotFocus -= on_got_focus;
algo_editor.CommitEditRequested -= on_commit_edit_requested;
algo_editor.CancelEditRequested -= on_cancel_edit_requested;
});
/// Handlers
// hooked up to PreviewKeyDown, instead of KeyDown, so the cells can't override this behavior
void on_preview_key_down(object sender, KeyEventArgs e) {
switch (e.Key) {
case Key.Escape: e.Handled = cancel_edit(); break;
case Key.Enter:
if (grid.TryGetCurrentRowView(out var row_view)) {
if (row_view.IsEditing) {
commit_edit();
#if ENTER_BEHAVES_LIKE_TAB
NavigationHelper.keyboard_move_focus(FocusNavigationDirection.Down);
#endif
} else grid.BeginEdit();
}
e.Handled = true;
break;
}
}
// hooked up to KeyDown, instead of PreviewKeyDown, so cells can implement custom Key/CommandBindings, or other key-based behavior without the DataGrid handling it in the PreviewKeyDown event.
// for ex: TickUpDown cells can do things like TickUp/Down when Ctrl+Up/Down arrow-key is pressed.
void on_key_down(object sender, KeyEventArgs e) {
switch (e.Key) {
case Key.Up: NavigationHelper.keyboard_move_focus(FocusNavigationDirection.Up); break;
case Key.Down: NavigationHelper.keyboard_move_focus(FocusNavigationDirection.Down); break;
default: return;
}
e.Handled = true;
}
void on_selection_changed(object sender, SelectionChangedEventArgs e) {
_commit(e.RemovedItems?.Cast<object>()?.SafeSingleOrDefault());
_commit(e.AddedItems?.Cast<object>()?.SafeSingleOrDefault());
void _commit(object row_item) {
if (grid.TryGetRowView(row_item, out var row_view) && row_view.IsEditing)
grid.CommitEdit();
}
}
void on_preparing_cell_for_edit(object sender, DataGridPreparingCellForEditEventArgs e) {
if (e.EditingElement is ContentPresenter presenter) {
OneOf.Match(get<TextBox>, get<ComboBox>, get<QuantityMeasureControl>, get<ToggleButton>, text_box, combo_box, quantity_measure_control, toggle_button);
T get<T>() => presenter.descendants_of_type<T>().FirstOrDefault();
// TextBox
void text_box(TextBox tb) => Keyboard.Focus(tb);
// ComboBox
void combo_box(ComboBox cb) { }
// QuantityMeasureControl
async void quantity_measure_control(QuantityMeasureControl qmc) {
if (!focus_text()) {
await qmc.LoadedAsync();
focus_text();
}
bool focus_text() =>
qmc.try_find_descendent_of_type(out TextBox tb) && Keyboard.Focus(tb) == tb;
}
// ToggleButton
void toggle_button(ToggleButton tb) {
if (Mouse.LeftButton == MouseButtonState.Pressed && !tb.IsLoaded) {
// this is a hack to toggle IsChecked when the user clicks a checkbox cell that is not already in edit mode.
IDisposable dispose = null;
dispose = Disposable.Create(
tb.SubscribePreviewMouseUp(on_mouse_up),
tb.SubscribeMouseLeave(on_mouse_leave));
void on_mouse_up(object s, MouseButtonEventArgs mbe) {
if (tb.IsMouseOver)
tb.SetCurrentValue(ToggleButton.IsCheckedProperty, !tb.IsChecked);
Disposable.dispose(ref dispose);
}
void on_mouse_leave(object s, MouseEventArgs me) =>
Disposable.dispose(ref dispose);
}
}
}
e.EditingElement.Focus();
}
void on_cell_edit_ending(object sender, DataGridCellEditEndingEventArgs e) {
if (e.EditingElement is ContentPresenter presenter) {
switch (e.EditAction) {
case DataGridEditAction.Cancel: OneOf.Match(get<TextBox>, get<ComboBox>, get<ToggleButton>, cancel_text_box, cancel_combo_box, cancel_toggle_button); break;
case DataGridEditAction.Commit: OneOf.Match(get<TextBox>, get<ComboBox>, get<ToggleButton>, commit_text_box, commit_combo_box, commit_toggle_button); break;
}
T get<T>() => presenter.descendants_of_type<T>().FirstOrDefault();
// TextBox
void commit_text_box(TextBox tb) => tb.GetBindingExpression(TextBox.TextProperty)?.UpdateSource();
void cancel_text_box(TextBox tb) => tb.GetBindingExpression(TextBox.TextProperty)?.UpdateTarget();
// ComboBox
void commit_combo_box(ComboBox cb) { }
void cancel_combo_box(ComboBox cb) { }
// ToggleButton
void commit_toggle_button(ToggleButton tb) { }
void cancel_toggle_button(ToggleButton tb) { }
}
}
void on_got_focus(object sender, RoutedEventArgs e) {
if (e.OriginalSource is DataGridCell cell && cell.try_find_ancestor_of_type(out DataGridRow row)) {
if (row.IsEditing) {
if (!cell.IsEditing) {
grid.CancelEdit(DataGridEditingUnit.Row);
if (try_set_current())
grid.BeginEdit(e);
}
} else {
try_set_current();
if (!row.IsEditing)
grid.BeginEdit(e);
}
bool try_set_current() {
grid.SetCurrentValue(DataGrid.CurrentItemProperty, row.Item);
if (grid.TryGetCurrentRowView(out var row_view)) {
row_view.SetCurrentValue(DataGridRow.IsSelectedProperty, true);
grid.SetCurrentValue(DataGrid.CurrentCellProperty, new DataGridCellInfo(row.Item, grid.Columns[1]));
return true;
} else return false;
}
}
}
void on_commit_edit_requested() {
if (grid.TryGetCurrentRowView(out var row_view) && row_view.IsEditing)
commit_edit();
}
void commit_edit() {
using (grid.SuspendGotFocus(on_got_focus))
grid.CommitEdit(DataGridEditingUnit.Row, true);
}
void on_cancel_edit_requested() =>
cancel_edit();
bool cancel_edit() {
if (grid.CurrentCell != null && grid.TryGetCurrentRowView(out var row_view) && row_view.IsEditing) {
using (grid.SuspendGotFocus(on_got_focus))
grid.CancelEdit(DataGridEditingUnit.Row);
return true;
} else return false;
}
}
}
}
}
@@ -1,120 +0,0 @@
<UserControl
x:Class="mbts.ui.spark.AlgoEditorView"
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:u="clr-namespace:mbts.ui"
xmlns:cv="clr-namespace:mbts.ui.converters"
xmlns:usp="clr-namespace:mbts.ui.spark"
xmlns:uag="clr-namespace:mbts.ui.spark.algo"
xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
xmlns:sys="clr-namespace:System;assembly=mscorlib"
>
<UserControl.Resources>
<ResourceDictionary>
<ResourceDictionary.MergedDictionaries>
<ResourceDictionary Source="/view/Controls/Order/AlgoPickerNodeView.xaml"/>
<ResourceDictionary Source="/view/Controls/Order/AlgoContentTemplateSelector.xaml"/>
</ResourceDictionary.MergedDictionaries>
<!--Primitive Constants-->
<sys:Double x:Key="HorizontalPush1">4</sys:Double>
<sys:Double x:Key="HorizontalPush2">8</sys:Double>
<sys:Double x:Key="HorizontalPush3">12</sys:Double>
<sys:Double x:Key="VerticalPush1">4</sys:Double>
<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.LP2" Left="{StaticResource HorizontalPush2}"/>
<Thickness x:Key="Margin.LP3" Left="{StaticResource HorizontalPush3}"/>
<Thickness x:Key="Margin.TP1" Top="{StaticResource VerticalPush1}"/>
<Thickness x:Key="Margin.TP2" Top="{StaticResource VerticalPush2}"/>
<!--Converters-->
<uspcv:OrderTypeBrushConverter x:Key="OrderTypeBrushConverter" DefaultBrush="Transparent"/>
<!--Default Styles-->
<Style x:Key="ContentHostGroupBoxStyle" TargetType="GroupBox">
<Setter Property="Padding" Value="8"/>
</Style>
<Style TargetType="TextBox">
<Setter Property="u:TextBoxBehavior.EnterKeyBehavior" Value="CommitAndRelease"/>
<Setter Property="u:TextBoxBehavior.ReleaseOnEscape" Value="True"/>
</Style>
<Style TargetType="uag:AlgoPickerNodeView" BasedOn="{StaticResource {x:Type uag:AlgoPickerNodeView}}">
<Setter Property="DropDownStyleKey" Value="{Binding DataContext, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorView}, Converter={x:Static usp:AlgoContentTemplateSelector.AlgoDropDownStyleKeyConverter}}"/>
</Style>
</ResourceDictionary>
</UserControl.Resources>
<GroupBox
x:Name="content_host"
Grid.Row="2"
Background="Transparent"
BorderBrush="{Binding algo_root, Converter={StaticResource OrderTypeBrushConverter}}"
Margin="0,6,0,0"
Padding="12,8"
>
<GroupBox.Style>
<Style TargetType="GroupBox" BasedOn="{StaticResource ContentHostGroupBoxStyle}">
<Setter Property="BorderThickness" Value="1"/>
<Setter Property="BorderBrush" Value="Transparent"/>
<Style.Triggers>
<Trigger Property="BorderBrush" Value="Transparent">
<Setter Property="BorderThickness" Value="0"/>
</Trigger>
<Trigger Property="usp:AlgoEditorView.IsMouseOverNodeContent" Value="True">
<Setter Property="BorderThickness" Value="2"/>
</Trigger>
</Style.Triggers>
</Style>
</GroupBox.Style>
<GroupBox.Header>
<ComboBox
ToolTipService.ShowOnDisabled="True"
Width="140"
Margin="{StaticResource Margin.LP1}"
ItemsSource="{Binding algos_view}"
SelectedItem="{Binding algo_root}"
>
<ComboBox.Style>
<Style TargetType="ComboBox">
<Style.Triggers>
<DataTrigger Binding="{Binding templates.Count, Converter={StaticResource IntIsZeroConverter}, FallbackValue={u:False}}" Value="{u:True}">
<Setter Property="IsEnabled" Value="True"/>
</DataTrigger>
<DataTrigger Binding="{Binding templates.Count, Converter={StaticResource IntIsZeroConverter}, FallbackValue={u:False}}" Value="{u:False}">
<Setter Property="IsEnabled" Value="False"/>
<Setter Property="ToolTip" Value="Cannot change structure while templates are present."/>
</DataTrigger>
</Style.Triggers>
</Style>
</ComboBox.Style>
<ComboBox.IsEnabled>
<Binding Path="editing_permissions">
<Binding.Converter>
<cv:EnumHasFlagsConverter>
<sp:AlgoEditingPermissions>AllowEditStructure</sp:AlgoEditingPermissions>
</cv:EnumHasFlagsConverter>
</Binding.Converter>
</Binding>
</ComboBox.IsEnabled>
<ComboBox.ItemTemplate>
<DataTemplate>
<usp:OrderTypeItem DisplayName="{Binding display_name}" BadgeFill="{Binding meta.Color, Converter={StaticResource ColorToBrushConverter}}"/>
</DataTemplate>
</ComboBox.ItemTemplate>
</ComboBox>
</GroupBox.Header>
<ContentControl
Grid.IsSharedSizeScope="True"
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}}"
IsTabStop="False"
>
<ContentControl.Resources>
<Style TargetType="GroupBox" BasedOn="{StaticResource ContentHostGroupBoxStyle}"/>
</ContentControl.Resources>
</ContentControl>
</GroupBox>
</UserControl>
@@ -1,28 +0,0 @@
using mbts.ui.extensions;
using System.Windows;
using System.Windows.Controls;
using System.Windows.Input;
namespace mbts.ui.spark {
partial class AlgoEditorView : UserControl {
public AlgoEditorView() {
InitializeComponent();
content_host.PreviewMouseMove += content_host_PreviewMouseMove;
content_host.MouseEnter += content_host_MouseEnter;
content_host.MouseLeave += content_host_MouseLeave;
// local methods
void content_host_PreviewMouseMove(object sender, MouseEventArgs e) => refresh_is_mouse_over_content_host(e);
void content_host_MouseEnter(object sender, MouseEventArgs e) => refresh_is_mouse_over_content_host(e);
void content_host_MouseLeave(object sender, MouseEventArgs e) => refresh_is_mouse_over_content_host(e);
void refresh_is_mouse_over_content_host(MouseEventArgs e) => content_host.set_current_if_changed(IsMouseOverNodeContentProperty, this.ChildAtPoint<GroupBox>(e.GetPosition(this)) == content_host);
}
#region IsMouseOverNodeContent
public static readonly DependencyProperty IsMouseOverNodeContentProperty =
DependencyProperty.RegisterAttached("IsMouseOverNodeContent", typeof(bool), typeof(AlgoEditorView), new PropertyMetadata(false));
public static bool GetIsMouseOverNodeContent(DependencyObject d) => (bool)d.GetValue(IsMouseOverNodeContentProperty);
public static void SetIsMouseOverNodeContent(DependencyObject d, bool value) => d.SetValue(IsMouseOverNodeContentProperty, value);
#endregion
}
}
@@ -1,8 +1,6 @@
using bts.api;
using bts.api.core;
using bts.api.orderman;
using bts.collections;
using bts.shell.fills;
using bts.spark;
using bts.utils;
using mbts.collections;
@@ -18,9 +16,8 @@ using mbts.utils;
using System;
using System.Collections.Generic;
using System.Collections.ObjectModel;
using System.Collections.Specialized;
using System.ComponentModel;
using System.Linq;
using System.Reactive.Disposables;
using System.Reactive.Linq;
using System.Reactive.Subjects;
using System.Windows.Data;
@@ -34,19 +31,22 @@ using OrderType = bts.api.orderman.CustomOrderDefinition.CustomOneofCase;
namespace mbts.spark {
class FillsVM : DisposableViewModelBase, IHandleGridSorting {
readonly OrdersModel _model;
readonly DIYGridRowsManager<FillTuple, Columns, FillsFilterStates> _rows_manager;
readonly RXOperableCollection<Row, FillTuple, string> _rows;
readonly DIYGridSortManager<Columns> _sort_manager;
readonly IDIYGridFiltersManager<FillTuple, Columns, FilterStates> _filters_manager;
readonly ObservableKeyedCollection<ColumnBase, Columns> _columns = new ObservableKeyedCollection<ColumnBase, Columns>(_col_key);
List<(ColumnBase col, Columns key, ListSortDirection direction)> _active_comparers = new List<(ColumnBase col, Columns key, ListSortDirection direction)>();
IWindowSettingsManager<GridSettings> _settings_manager;
int _total_row_count;
public FillsVM(IBus bus, OrdersModel model, IObservable<FillsSettings> state_obs, IWindowSettingsManager<GridSettings> settings_manager)
public FillsVM(IBus bus, OrdersModel model, IObservable<StartupData> state_obs, IWindowSettingsManager<GridSettings> settings_manager)
: this(bus, model, state_obs, _get_observable(bus, model, state_obs), settings_manager) { }
public FillsVM(IBus bus, OrdersModel model, IObservable<FillsSettings> state_obs, IObservable<TableUpdate<FillTuple, string>> fills_source, IWindowSettingsManager<GridSettings> settings_manager) {
FillsVM(IBus bus, OrdersModel model, IObservable<StartupData> state_obs, IConnectableObservable<TableUpdate<FillTuple, string>> fills_source, IWindowSettingsManager<GridSettings> settings_manager) {
_model = model;
_settings_manager = settings_manager;
/// Columns
var col_tups = new ObservableKeyedCollection<DIYGridColumnData<FillTuple, Columns, FillsFilterStates>, Columns>(c => c.key);
var col_tups = new ObservableKeyedCollection<DIYGridColumnData<FillTuple, Columns, FilterStates>, Columns>(c => c.key);
// security
add_col(Columns.Security, DefaultColumnHeaders.Security, r => r.security.ToString(),
DiscreteValuesFilterVM.Create<FillTuple, SecurityImmutable, SecurityCriteria>(
@@ -83,46 +83,45 @@ namespace mbts.spark {
add_col(Columns.FillKey, DefaultColumnHeaders.FillKey, r => r.fill_key.ToString(), new RegexFilterVM<FillTuple>(r => r.fill.FillKey), DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.FillKey);
add_col(Columns.OrderKey, DefaultColumnHeaders.OrderKey, r => r.order_key.ToString(), new RegexFilterVM<FillTuple>(r => r.fill.OrderKey.ToString()), DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.OrderKey);
add_col(Columns.SecurityKey, DefaultColumnHeaders.SecurityKey, r => r.security_key.ToString(), new RegexFilterVM<FillTuple>(r => r.fill.SecurityKey.ToString()), DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.SecurityKey);
// rows
_rows_manager = DIYGridRowsManager.create(FillsWindow.window_type_name, Columns.FillKey, col_tups, col_tups.WrapSelector(t => (t.col, t.key)), _get_column_comparer, fs => fs.build_predicate());
/// Rows
_rows = new RXOperableCollection<Row, FillTuple, string>(
(ft, fk) => new Row(ft, model),
ft => ft.fill.FillKey,
new ComparerBuilder<FillTuple>(new[] {
_get_column_comparer(Columns.FillTime),
_get_column_comparer(Columns.FillKey)
}).to_comparer());
// row sort/filter managers
_sort_manager = new DIYGridSortManager<Columns>(col_tups.WrapSelector(t => (t.col, t.key)), Columns.FillKey);
_filters_manager = DIYGridFiltersManager.create(col_tups);
var rows_manager = new DIYGridRowsManager<FillTuple, Columns, FilterStates>(_filters_manager, _sort_manager, _get_column_comparer, f => _rows.filter = f, c => _rows.comparer = c, _rows.reset, FillsWindow.window_type_name);
// grid settings
grid_settings_manager = new SimpleGridSettingsManager<Row>(columns, new Dictionary<string, GridColumnSettingsFeatureFlags> { }, rows);
// this will initialize the immutable properties that correspond to the col_settings_flags above (e.g. Bid/Ask font_color_override, etc.)
if (_settings_manager != null)
grid_settings_manager.load_from(_settings_manager.current_settings());
var filter_src = Observable.FromEvent<Action<Func<FillTuple, bool>>, Func<FillTuple, bool>>(cb => _rows_manager.filter_changed += cb, cb => _rows_manager.filter_changed -= cb);
var comp_src = Observable.FromEvent<Action<IComparer<FillTuple>>, IComparer<FillTuple>>(cb => _rows_manager.comparer_changed += cb, cb => _rows_manager.comparer_changed -= cb);
TableUpdate<FillTuple, string> last_unfiltered_fills = TableUpdate<FillTuple, string>.mk_empty(FillTuple.key_fn);
var fills_buffer = Observable.Create<TableUpdate<FillTuple, string>>(o => {
// this is what .Cache() does, but is a little cheaper, since we know subscriptions and callbacks occur on the same thread (i.e., on this Dispatcher).
o.OnNext(last_unfiltered_fills.as_snapshot());
_unfiltered_fills_changed += o.OnNext;
return Disposable.Create(() => _unfiltered_fills_changed -= o.OnNext);
});
_dispose = new CompositeDisposable(
grid_settings_manager.load_from(settings_manager.current_settings());
//
_dispose = Disposable.Create(
ObservableAutoWrapper.connect(col_tups, columns, ct => ct.col),
RXCollection.connect(rows, fills_buffer.Filter(filter_src, FillTuple.key_fn), comp_src, ft => new Row(ft, model), r => r.fill_tuple),
fills_source.OnDispatcher().Subscribe(t => {
last_unfiltered_fills = t;
_rows.update(t);
Set(ref _total_row_count, t.state.Count, nameof(total_row_count));
_unfiltered_fills_changed?.Invoke(t);
}),
state_obs.OnDispatcher().Subscribe(s => {
if (s.grid != null && _settings_manager != null) {
if (s.grid != null) {
// this means we are not using defaults,
// Note: settings_manager in turn notifies grid_settings_manager of this update
_settings_manager.instance_settings = s.grid;
}
var fs = s.filters ?? new FillsFilterStates {
var fs = s.filters ?? new FilterStates {
fill_time = new TimeFilterTuple(
TimeFilterMode.CMEOpen,
TimeTextTuple.FromDateTime(DateTime.Today),
TimeTextTuple.FromDateTime(DateTime.Today.AddDays(1)))
};
_rows_manager.on_settings(fs, s.sorting_criterion);
rows_manager.on_settings(fs, s.sorting_criterion);
}),
settings_manager == null ? Disposable.empty : settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager),
(fills_source as IConnectableObservable<TableUpdate<FillTuple, string>>)?.Connect() ?? Disposable.empty
settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager),
fills_source.Connect()
);
// local methods
void add_col<TFilter>(Columns col_key, string header, Func<Row, string> get_text, IDataGridColumnPersistentFilter<FillTuple, TFilter> filter, string filter_template, double width) =>
@@ -132,17 +131,14 @@ namespace mbts.spark {
Width = width
}, filter);
void add_col_expl<TFilter>(Columns col_key, ColumnBase col, IDataGridColumnPersistentFilter<FillTuple, TFilter> filter) =>
col_tups.Add(col_key, DIYGridColumnData.create<FillTuple, Columns, FillsFilterStates, TFilter>(col, filter, _get_column_comparer(col_key)));
col_tups.Add(col_key, DIYGridColumnData.create<FillTuple, Columns, FilterStates, TFilter>(col, filter, _get_column_comparer(col_key)));
// discrete-values-filter factories
IDataGridColumnPersistentFilter<FillTuple, T[]> dv_filter<T>(IReadOnlyCollection<T> items, Func<FillTuple, T> get_row_val) => DiscreteValuesFilterVM.Create<FillTuple, T>(items, get_row_val);
IDataGridColumnPersistentFilter<FillTuple, T[]> dv_filter_rx<T>(IObservable<IEnumerable<T>> items, Func<FillTuple, T> get_row_val) => DiscreteValuesFilterVM.Create<FillTuple, T>(items, get_row_val);
}
// this event is used to forward updates from the main data to the filtered data that drives the rows, after resetting the total row count.
event Action<TableUpdate<FillTuple, string>> _unfiltered_fills_changed;
public ObservableCollection<ColumnBase> columns { get; } = new ObservableCollection<ColumnBase>();
public ObservableCollection<Row> rows { get; } = new ObservableCollection<Row>();
public ObservableCollection<Row> rows => _rows;
public int total_row_count => _total_row_count;
public SimpleGridSettingsManager<Row> grid_settings_manager { get; }
@@ -154,26 +150,26 @@ namespace mbts.spark {
return grid_settings_manager.create();
}
public FillsFilterStates get_filters() =>
_rows_manager.get_filters();
public IEnumerable<SortingCriteria> get_sorting_criterion() =>
_rows_manager.get_sorting_criterion();
public void on_sorting(object sender, DIYGridSortingEventArgs e) =>
_rows_manager.on_sorting(e);
_sort_manager.create();
static Columns _col_key(ColumnBase column) =>
((IKeyedColumn<Columns>)column).key;
static IObservable<TableUpdate<FillTuple, string>> _get_observable(IBus bus, OrdersModel model, FillsSettings state) {
void IHandleGridSorting.on_sorting(object sender, DIYGridSortingEventArgs e) =>
_sort_manager.on_sorting(e);
public FilterStates get_filters() =>
_filters_manager.create();
static IObservable<TableUpdate<FillTuple, string>> _get_observable(IBus bus, OrdersModel model, StartupData state) {
if (!state.orders.is_null_or_empty()) {
var orders_hash = new HashSet<uint>(state.orders);
return model.on_fill_tuples.Filter(f => orders_hash.Contains(f.fill.OrderKey));
} else return model.on_fill_tuples;
}
static IConnectableObservable<TableUpdate<FillTuple, string>> _get_observable(IBus bus, OrdersModel model, IObservable<FillsSettings> state) =>
static IConnectableObservable<TableUpdate<FillTuple, string>> _get_observable(IBus bus, OrdersModel model, IObservable<StartupData> state) =>
state.SelectManyInSeries(s => _get_observable(bus, model, s));
static IComparer<FillTuple> _get_column_comparer(Columns col) {
@@ -212,9 +208,8 @@ namespace mbts.spark {
}
public class Row : SecurityRow, IEquatable<Row>, IRowVM {
public readonly FillTuple fill_tuple;
readonly OrdersModel _model;
readonly FillTuple _fill_tuple;
readonly FillImmutable _fill;
readonly OrderRecordImmutable _order;
Brush _badge_fill;
@@ -222,7 +217,7 @@ namespace mbts.spark {
public Row(FillTuple fill_tuple, OrdersModel model) :
base(fill_tuple.security ?? SecurityDataHelper.Defaults.SecurityImmutable) {
this.fill_tuple = fill_tuple;
_fill_tuple = fill_tuple;
_fill = fill_tuple.fill;
_order = fill_tuple.order ?? OrderDataHelper.Defaults.OrderRecordImmutable;
_model = model;
@@ -232,9 +227,9 @@ namespace mbts.spark {
public DateTime fill_time => _fill.Timestamp.to_local_time();
public TimeInForce time_in_force => _order.time_in_force();
public OrderType order_type => _order.order_type();
public string display_name => OrderUtils.display_name(_order, fill_tuple.algo);
public string display_name => OrderUtils.display_name(_order, _fill_tuple.algo);
public OrderMetadata order_metadata => _order_metadata ?? (_order_metadata = _model.factory.get_metadata(_order.Def.CustomDef.CustomCase));
public Brush badge_fill => _badge_fill ?? (_badge_fill = OrderUtils.badge_fill(fill_tuple.algo_meta, order_metadata));
public Brush badge_fill => _badge_fill ?? (_badge_fill = OrderUtils.badge_fill(_order, _fill_tuple.algo_meta, order_metadata));
public string account { get; private set; }
public string user => _order.user();
public Venue exchange => security.Exchange;
@@ -1,55 +0,0 @@
using mbts.ui;
using mbts.ui.controls;
using mbts.ui.utility;
using System;
using System.Collections.ObjectModel;
namespace mbts.spark {
/// <summary>
/// This class provides a stable DataContext for a fills view, with an internal <see cref="FillsVM"/> that may be disposed and recreated as needed.
/// </summary>
class FillsVMContainer : IHandleGridSorting, IDisposable, IWillLetYouKnowWhenIDispose {
bool _disposed;
FillsVM _value;
IDisposable _columns_duplex;
public event Action<bool> OnDisposed;
public FillsVM value {
get => _value;
set {
if (value != _value) {
if (_disposed)
throw new ObjectDisposedException(nameof(FillsVMContainer));
Disposable.dispose(ref _columns_duplex);
if (_value != null) {
columns.Clear();
rows.clear_collections();
}
Disposable.dispose(ref _value);
_value = value;
if (_value != null) {
_columns_duplex = ObservableAutoWrapper.connect_two_way(_value.columns, columns);
rows.add_collection(_value.rows);
}
}
}
}
public ObservableAggregateCollection<FillsVM.Row> rows { get; } = new ObservableAggregateCollection<FillsVM.Row>();
public ObservableCollection<DIYGrid.ColumnBase> columns { get; } = new ObservableCollection<DIYGrid.ColumnBase>();
public void Dispose() {
if (_disposed)
throw new ObjectDisposedException(nameof(FillsVMContainer));
value = null;
OnDisposed?.Invoke(true);
_disposed = true;
}
public void on_sorting(object sender, DIYGridSortingEventArgs e) {
if (!_disposed)
_value?.on_sorting(sender, e);
}
}
}
@@ -1,7 +1,6 @@
using bts;
using bts.api;
using bts.shell;
using bts.shell.fills;
using bts.spark;
using mbts.persist;
using mbts.ui;
@@ -14,46 +13,47 @@ using System.Collections.Generic;
using System.Linq;
using System.Reactive.Linq;
using System.Windows;
using StartupData = bts.shell.FillsWindowFactory.StartupData;
namespace mbts.spark {
class FillsWindow : SparkWindow<FillsSettings>, ISharedWindow {
class FillsWindow : SparkWindow<StartupData>, ISharedWindow {
public const string window_type_name = "Fills";
const string _thread_id = "Fills";
readonly AllowOnce _init_guard = new AllowOnce("Fills");
readonly OrdersModel _orders_model;
readonly IWindowSettingsManager<GridSettings> _settings_manager;
FillsVM _vm;
FillsView _view;
FillsSettings _state;
StartupData _state;
IReadOnlyList<SparkCommand> _commands;
IDisposable _subscriptions;
public FillsWindow(FillsWindowFactory factory, IBus bus, OrdersModel orders_model, FillsSettings state, WindowSettingsManager<GridSettings> settings_manager)
: base("Fills", bus, factory, SparkCommands.ShowFills().icon) {
public FillsWindow(FillsWindowFactory factory, IBus bus, OrdersModel orders_model, StartupData state, WindowSettingsManager<GridSettings> settings_manager)
: base("Fills", bus, factory, SparkCommands.ShowFills.icon) {
_orders_model = orders_model;
_state = state;
_settings_manager = settings_manager;
thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().fills ? "Fills" : null;
}
event Action<FillsSettings> _state_changed;
event Action<FillsWindowFactory.StartupData> _state_changed;
public override string window_type => window_type_name;
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());
public override StartupData SaveState => _state = new StartupData(_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)
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 string thread_id => _thread_id;
public void thread_init() {
_init_guard.check_access();
Log.notnull(_state);
var state_src = Observable.FromEvent<Action<FillsSettings>, FillsSettings>(cb => _state_changed += cb, cb => _state_changed -= cb).StartWith(_state);
var state_src = Observable.FromEvent<Action<FillsWindowFactory.StartupData>, FillsWindowFactory.StartupData>(cb => _state_changed += cb, cb => _state_changed -= cb).StartWith(_state);
_vm = new FillsVM(_bus, _orders_model, state_src, _settings_manager);
_view = new FillsView { DataContext = _vm };
@@ -79,7 +79,7 @@ namespace mbts.spark {
};
_subscriptions = Disposable.Create(() =>
_state_changed?.Invoke(
_state = new FillsSettings(_state.orders,
_state = new StartupData(_state.orders,
_vm.get_sorting_criterion().ToList(),
_vm.get_filters(),
_vm.grid_settings_manager.create()
@@ -1,6 +1,5 @@
using bts.api;
using bts.api.orderman;
using bts.shell.fills;
using mbts.persist;
using mbts.spark;
using mbts.spark.filters;
@@ -17,31 +16,10 @@ using static mbts.ui.controls.DIYGrid;
using static mbts.ui.spark.FillsView;
namespace bts.shell {
class FillsWindowFactory : ShellWindowFactory<FillsSettings> {
class FillsWindowFactory : ShellWindowFactory<FillsWindowFactory.StartupData> {
readonly IBus _bus;
readonly OrdersModel _orders_model;
readonly UserSettingsHub _settings_hub;
/// Fills 'sorting-criterion' settings were compromised a while back (mid-late 2018).
/// The issue was that, when a column was sorted, its 'sort member path' was assigned to the SortingCriteria.col_name,
/// rather than the <see cref="Columns"/> enum/id string.
/// This dictionary serves as a reverse-lookup so the sort member path can be converted to the enum/id string.
static readonly IReadOnlyDictionary<string, Columns> _sort_member_to_id =
new Dictionary<string, Columns> {
{ nameof(FillsVM.Row.account), Columns.Account },
{ nameof(FillsVM.Row.exchange), Columns.Exchange },
{ nameof(FillsVM.Row.fill_key), Columns.FillKey },
{ nameof(FillsVM.Row.fill_kind), Columns.FillKind },
{ nameof(FillsVM.Row.fill_time), Columns.FillTime },
{ nameof(FillsVM.Row.order_key), Columns.OrderKey },
{ nameof(FillsVM.Row.order_type), Columns.OrderType },
{ nameof(FillsVM.Row.price), Columns.Price },
{ nameof(FillsVM.Row.security), Columns.Security },
{ nameof(FillsVM.Row.security_key), Columns.SecurityKey },
{ nameof(FillsVM.Row.side), Columns.Side },
{ nameof(FillsVM.Row.size), Columns.Size },
{ nameof(FillsVM.Row.time_in_force), Columns.TimeInForce },
{ nameof(FillsVM.Row.user), Columns.User }
};
public FillsWindowFactory(TradingShellModule module, IBus bus, UserSettingsHub settings_hub, OrdersModel orders_model)
: base(module, "Fills") {
@@ -53,19 +31,148 @@ namespace bts.shell {
public static string col_id(Columns col) => col.ToString();
public override Task<IShellWindow> load(FillsSettings state) =>
public override Task<IShellWindow> load(StartupData state) =>
Task.FromResult(_create(state));
public async void show(FillsSettings state) =>
public async void show(StartupData state) =>
_bus.post(SparkTags.ShowWindow, await load(state));
IShellWindow _create(FillsSettings state) {
GridSettingsHelper.normalize_sorting_criterion(state.sorting_criterion, _sort_member_to_id);
IShellWindow _create(StartupData state) {
var settings_manager = new WindowSettingsManager<GridSettings>(_settings_hub,
state.grid,
get: us => us.fills_grid,
set: (us, gs) => us.with(provided_fills_gridsettings: gs));
return new FillsWindow(this, _bus, _orders_model, state, settings_manager);
}
[ProtoContract]
public class StartupData {
public const int Version = 1;
[ProtoMember(1)]
public uint[] orders;
[ProtoMember(2)]
List<SortingCriteria> _sorting_criteria;
[ProtoMember(3)]
public FilterStates filters;
[ProtoMember(4)]
public GridSettings grid;
public StartupData() { }
public StartupData(uint[] orders) : this(orders, null, null) { }
public StartupData(FilterStates filters) : this(null, null, filters) { }
public StartupData(uint[] orders, List<SortingCriteria> sorting_criteria, FilterStates filters, GridSettings grid = default) {
this.orders = orders;
this._sorting_criteria = sorting_criteria;
this.filters = filters;
this.grid = grid;
}
public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion);
public IReadOnlyList<SortingCriteria> sorting_criterion => _sorting_criteria ?? (_sorting_criteria = DefaultColumns.default_sorting_criterion.ToList());
public static StartupData Default() =>
new StartupData(null, null, new FilterStates(), null);
static class DefaultColumns {
public static GridColumnSettings security => new GridColumnSettings(col_id(Columns.Security), DefaultColumnHeaders.Security, width: DefaultColumnWidths.Security);
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);
public static GridColumnSettings exchange => new GridColumnSettings(col_id(Columns.Exchange), DefaultColumnHeaders.Exchange, width: DefaultColumnWidths.Exchange);
public static GridColumnSettings time_in_force => new GridColumnSettings(col_id(Columns.TimeInForce), DefaultColumnHeaders.TimeInForce, width: DefaultColumnWidths.TimeInForce);
public static GridColumnSettings order_type => new GridColumnSettings(col_id(Columns.OrderType), DefaultColumnHeaders.OrderType, width: DefaultColumnWidths.OrderType);
public static GridColumnSettings side => new GridColumnSettings(col_id(Columns.Side), DefaultColumnHeaders.Side, width: DefaultColumnWidths.Side);
public static GridColumnSettings quantity => new GridColumnSettings(col_id(Columns.Size), DefaultColumnHeaders.Side, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static GridColumnSettings price => new GridColumnSettings(col_id(Columns.Price), DefaultColumnHeaders.Price, width: DefaultColumnWidths.Price, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static GridColumnSettings fill_kind => new GridColumnSettings(col_id(Columns.FillKind), DefaultColumnHeaders.FillKind, width: DefaultColumnWidths.FillKind);
public static GridColumnSettings fill_key => new GridColumnSettings(col_id(Columns.FillKey), DefaultColumnHeaders.FillKey, width: DefaultColumnWidths.FillKey);
public static GridColumnSettings order_key => new GridColumnSettings(col_id(Columns.OrderKey), DefaultColumnHeaders.OrderKey, width: DefaultColumnWidths.OrderKey);
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(fill_time.id, false);
}
}
public static IEnumerable<GridColumnSettings> all {
get {
yield return security;
yield return fill_time;
yield return user;
yield return account;
yield return exchange;
yield return time_in_force;
yield return order_type;
yield return side;
yield return quantity;
yield return price;
yield return fill_kind;
yield return fill_key;
yield return order_key;
yield return security_key;
}
}
}
}
[ProtoContract]
public class FilterStates {
[ProtoMember(1)]
[DIYGridColumnID(nameof(Columns.FillTime))]
public TimeFilterTuple fill_time { get; set; }
[ProtoMember(2)]
[DIYGridColumnID(nameof(Columns.TimeInForce))]
public TimeInForce[] time_in_force { get; set; }
[ProtoMember(3)]
[DIYGridColumnID(nameof(Columns.OrderType))]
public CustomOrderDefinition.CustomOneofCase[] order_type { get; set; }
[ProtoMember(4)]
[DIYGridColumnID(nameof(Columns.Account))]
public string[] account { get; set; }
[ProtoMember(5)]
[DIYGridColumnID(nameof(Columns.User))]
public string[] user { get; set; }
[ProtoMember(6)]
[DIYGridColumnID(nameof(Columns.Exchange))]
public Venue[] exchange { get; set; }
[ProtoMember(7)]
[DIYGridColumnID(nameof(Columns.Security))]
public SecurityCriteria security { get; set; }
[ProtoMember(8)]
[DIYGridColumnID(nameof(Columns.Side))]
public Side[] side { get; set; }
[ProtoMember(9)]
[DIYGridColumnID(nameof(Columns.Price))]
public DoubleMinMaxState price { get; set; }
[ProtoMember(10)]
[DIYGridColumnID(nameof(Columns.Size))]
public DoubleMinMaxState size { get; set; }
[ProtoMember(11)]
[DIYGridColumnID(nameof(Columns.FillKey))]
public string fill_key { get; set; }
[ProtoMember(12)]
[DIYGridColumnID(nameof(Columns.OrderKey))]
public string order_key { get; set; }
[ProtoMember(13)]
[DIYGridColumnID(nameof(Columns.SecurityKey))]
public string security_key { get; set; }
[ProtoMember(14)]
[DIYGridColumnID(nameof(Columns.FillKind))]
public Fill.Types.FillKind[] fill_kind { get; set; }
}
}
}
@@ -1,95 +0,0 @@
using bts.api;
using bts.api.orderman;
using mbts.spark;
using mbts.spark.filters;
using mbts.ui;
using mbts.ui.controls;
using ProtoBuf;
using System;
using Columns = mbts.ui.spark.FillsView.Columns;
namespace bts.shell.fills {
[ProtoContract]
class FillsFilterStates {
[ProtoMember(1)]
[DIYGridColumnID(nameof(Columns.FillTime))]
public TimeFilterTuple fill_time { get; set; }
[ProtoMember(2)]
[DIYGridColumnID(nameof(Columns.TimeInForce))]
public TimeInForce[] time_in_force { get; set; }
[ProtoMember(3)]
[DIYGridColumnID(nameof(Columns.OrderType))]
public CustomOrderDefinition.CustomOneofCase[] order_type { get; set; }
[ProtoMember(4)]
[DIYGridColumnID(nameof(Columns.Account))]
public string[] account { get; set; }
[ProtoMember(5)]
[DIYGridColumnID(nameof(Columns.User))]
public string[] user { get; set; }
[ProtoMember(6)]
[DIYGridColumnID(nameof(Columns.Exchange))]
public Venue[] exchange { get; set; }
[ProtoMember(7)]
[DIYGridColumnID(nameof(Columns.Security))]
public SecurityCriteria security { get; set; }
[ProtoMember(8)]
[DIYGridColumnID(nameof(Columns.Side))]
public Side[] side { get; set; }
[ProtoMember(9)]
[DIYGridColumnID(nameof(Columns.Price))]
public DoubleMinMaxState price { get; set; }
[ProtoMember(10)]
[DIYGridColumnID(nameof(Columns.Size))]
public DoubleMinMaxState size { get; set; }
[ProtoMember(11)]
[DIYGridColumnID(nameof(Columns.FillKey))]
public string fill_key { get; set; }
[ProtoMember(12)]
[DIYGridColumnID(nameof(Columns.OrderKey))]
public string order_key { get; set; }
[ProtoMember(13)]
[DIYGridColumnID(nameof(Columns.SecurityKey))]
public string security_key { get; set; }
[ProtoMember(14)]
[DIYGridColumnID(nameof(Columns.FillKind))]
public Fill.Types.FillKind[] fill_kind { get; set; }
}
static class FillsFilterStatesExtensions {
public static Func<FillTuple, bool> build_predicate(this FillsFilterStates fs) {
var pb = new ColumnPredicateBuilder<FillTuple>();
// fill time
pb.add_time_filter(fs.fill_time, ft => ft.fill_time());
// security
pb.add_security_criteria(fs.security, ft => ft.security);
// regex
pb.add_regex(fs.fill_key, ft => ft.fill.FillKey);
pb.add_regex(fs.order_key, ft => ft.order_key().ToString());
// discrete values
pb.add_discrete_values(fs.user, ft => ft.user());
pb.add_discrete_values(fs.account, ft => ft.account);
pb.add_discrete_values(fs.exchange, ft => ft.exchange());
pb.add_discrete_values(fs.time_in_force, ft => ft.time_in_force());
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);
// numeric
pb.add_numeric(fs.size, ft => ft.fill.LastShares);
pb.add_numeric(fs.price, ft => ft.fill.LastPrice);
return pb.to_predicate();
}
}
}
@@ -1,109 +0,0 @@
using mbts.ui;
using mbts.ui.settings;
using ProtoBuf;
using System;
using System.Collections.Generic;
using System.Linq;
using static bts.shell.FillsWindowFactory;
using static mbts.ui.controls.DIYGrid;
using Columns = mbts.ui.spark.FillsView.Columns;
namespace bts.shell.fills {
[ProtoContract]
class FillsSettings {
public const int Version = 1;
[ProtoMember(1)]
public uint[] orders;
[ProtoMember(2)]
List<SortingCriteria> _sorting_criteria;
[ProtoMember(3)]
public FillsFilterStates filters;
[ProtoMember(4)]
public GridSettings grid;
public FillsSettings() { }
public FillsSettings(uint[] orders) : this(orders, null, null) { }
public FillsSettings(FillsFilterStates filters) : this(null, null, filters) { }
public FillsSettings(uint[] orders, List<SortingCriteria> sorting_criteria, FillsFilterStates filters, GridSettings grid = default) {
this.orders = orders;
this._sorting_criteria = sorting_criteria;
this.filters = filters;
this.grid = grid;
}
public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion);
public static GridSettings MiniGridSettings => GridSettings.Default.with(DefaultColumns.Mini.all, DefaultColumns.Mini.sorting_criterion);
public IReadOnlyList<SortingCriteria> sorting_criterion => _sorting_criteria ?? (_sorting_criteria = DefaultColumns.default_sorting_criterion.ToList());
public static FillsSettings Default() =>
new FillsSettings(null, null, new FillsFilterStates(), null);
static class DefaultColumns {
public static GridColumnSettings security => new GridColumnSettings(col_id(Columns.Security), DefaultColumnHeaders.Security, width: DefaultColumnWidths.Security);
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);
public static GridColumnSettings exchange => new GridColumnSettings(col_id(Columns.Exchange), DefaultColumnHeaders.Exchange, width: DefaultColumnWidths.Exchange);
public static GridColumnSettings time_in_force => new GridColumnSettings(col_id(Columns.TimeInForce), DefaultColumnHeaders.TimeInForce, width: DefaultColumnWidths.TimeInForce);
public static GridColumnSettings order_type => new GridColumnSettings(col_id(Columns.OrderType), DefaultColumnHeaders.OrderType, width: DefaultColumnWidths.OrderType);
public static GridColumnSettings side => new GridColumnSettings(col_id(Columns.Side), DefaultColumnHeaders.Side, width: DefaultColumnWidths.Side);
public static GridColumnSettings quantity => new GridColumnSettings(col_id(Columns.Size), DefaultColumnHeaders.Size, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static GridColumnSettings price => new GridColumnSettings(col_id(Columns.Price), DefaultColumnHeaders.Price, width: DefaultColumnWidths.Price, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
public static GridColumnSettings fill_kind => new GridColumnSettings(col_id(Columns.FillKind), DefaultColumnHeaders.FillKind, width: DefaultColumnWidths.FillKind);
public static GridColumnSettings fill_key => new GridColumnSettings(col_id(Columns.FillKey), DefaultColumnHeaders.FillKey, width: DefaultColumnWidths.FillKey);
public static GridColumnSettings order_key => new GridColumnSettings(col_id(Columns.OrderKey), DefaultColumnHeaders.OrderKey, width: DefaultColumnWidths.OrderKey);
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(fill_time.id, false);
}
}
public static IEnumerable<GridColumnSettings> all {
get {
yield return security;
yield return fill_time;
yield return user;
yield return account;
yield return exchange;
yield return time_in_force;
yield return order_type;
yield return side;
yield return quantity;
yield return price;
yield return fill_kind;
yield return fill_key;
yield return order_key;
yield return security_key;
}
}
public static class Mini {
static readonly IReadOnlyDictionary<Columns, (bool is_visible, double? width_override)> _mini_cols_data =
new Dictionary<Columns, (bool is_visible, double? width_override)> {
{ Columns.Security, (true, null) },
{ Columns.FillTime, (true, ShortColumnWidths.Time) },
{ Columns.OrderType, (true, ShortColumnWidths.OrderType) },
{ Columns.Side, (true, ShortColumnWidths.Side) },
{ Columns.Size, (true, ShortColumnWidths.Size) },
{ Columns.Price, (true, ShortColumnWidths.Price) },
};
public static IEnumerable<GridColumnSettings> all => DefaultColumns.all.Select(_convert);
public static IEnumerable<SortingCriteria> sorting_criterion => default_sorting_criterion.Where(c => _try_get_data(c.col_name, out (bool is_visible, double? _) d) && d.is_visible);
static bool _try_get_data(string id_str, out (bool is_visible, double? width_override) data) {
if (Enum.TryParse(id_str, out Columns k) && _mini_cols_data.TryGetValue(k, out data))
return true;
data = default;
return false;
}
static GridColumnSettings _convert(GridColumnSettings default_col) =>
_try_get_data(default_col.id, out (bool is_visible, double? width_override) d) ?
default_col.with(is_visible: d.is_visible, width: d.width_override) :
default_col.with(is_visible: false);
}
}
}
}
@@ -1,14 +0,0 @@
using mbts.ui;
using System.Windows.Controls;
using System.Windows.Controls.Primitives;
namespace mbts.ui.spark {
static class LadderViewHelper {
public static readonly DragDeltaEventHandler ColumnHeaderThumb_DragDeltaHandler =
(s, e) =>
e.Handled =
s is Thumb thumb &&
thumb.try_find_ancestor_of_type(out Canvas canvas) &&
canvas.ActualWidth + e.HorizontalChange < canvas.MinWidth;
}
}
@@ -1,117 +0,0 @@
<UserControl
x:Class="mbts.ui.spark.MiniLadderView"
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:u="clr-namespace:mbts.ui"
xmlns:c="clr-namespace:mbts.ui.controls"
xmlns:usp="clr-namespace:mbts.ui.spark"
Background="{x:Static u:BTSColors.common_background_brush}"
TextElement.FontSize="{x:Static u:FontSizes.Small}"
>
<UserControl.Resources>
<ResourceDictionary>
<Style TargetType="GridViewColumnHeader">
<Setter Property="Background" Value="{u:BTSColor header}"/>
<Setter Property="Foreground" Value="{u:BTSColor header_text}"/>
<Setter Property="BorderBrush" Value="{u:BTSColor header_border}"/>
<Setter Property="BorderThickness" Value="0,0,1,0"/>
<Setter Property="HorizontalContentAlignment" Value="Center" />
<Setter Property="Height" Value="23" />
<Setter Property="MinWidth" Value="30" />
<Setter Property="Template">
<Setter.Value>
<ControlTemplate TargetType="{x:Type GridViewColumnHeader}">
<Grid SnapsToDevicePixels="True">
<Border x:Name="HeaderBorder" BorderBrush="{TemplateBinding BorderBrush}" BorderThickness="{TemplateBinding BorderThickness}" Background="{TemplateBinding Background}">
<Grid>
<Grid.RowDefinitions>
<RowDefinition MaxHeight="7"/>
<RowDefinition/>
</Grid.RowDefinitions>
<Border Padding="{TemplateBinding Padding}" Grid.RowSpan="2">
<ContentPresenter x:Name="HeaderContent"
ContentTemplate="{TemplateBinding ContentTemplate}"
Content="{TemplateBinding Content}"
ContentStringFormat="{TemplateBinding ContentStringFormat}"
HorizontalAlignment="{TemplateBinding HorizontalContentAlignment}"
Margin="0,0,0,1"
RecognizesAccessKey="True"
SnapsToDevicePixels="{TemplateBinding SnapsToDevicePixels}"
VerticalAlignment="{TemplateBinding VerticalContentAlignment}"/>
</Border>
</Grid>
</Border>
<Canvas MinWidth="{Binding RelativeSource={RelativeSource TemplatedParent}, Path=MinWidth, Mode=OneTime}">
<Thumb x:Name="PART_HeaderGripper" DragDelta="{x:Static usp:LadderViewHelper.ColumnHeaderThumb_DragDeltaHandler}">
<Thumb.Style>
<Style TargetType="{x:Type Thumb}">
<Setter Property="Canvas.Right" Value="-9"/>
<Setter Property="Width" Value="18"/>
<Setter Property="Height" Value="{Binding ActualHeight, RelativeSource={RelativeSource TemplatedParent}}"/>
<Setter Property="Padding" Value="0"/>
<Setter Property="Background" Value="Transparent" />
<Setter Property="Template">
<Setter.Value>
<ControlTemplate TargetType="{x:Type Thumb}">
<Border Background="Transparent" Padding="{TemplateBinding Padding}">
<Rectangle Fill="{TemplateBinding Background}" HorizontalAlignment="Center" Width="2"/>
</Border>
<ControlTemplate.Triggers>
<Trigger Property="IsMouseOver" Value="True">
<Setter Property="Background" Value="{u:BTSColor header_text}"/>
</Trigger>
</ControlTemplate.Triggers>
</ControlTemplate>
</Setter.Value>
</Setter>
</Style>
</Thumb.Style>
</Thumb>
</Canvas>
</Grid>
</ControlTemplate>
</Setter.Value>
</Setter>
</Style>
</ResourceDictionary>
</UserControl.Resources>
<AdornerDecorator>
<sp:LadderGridHost
x:Name="ladder_grid_host"
Command="{Binding send_order_command}"
Orders="{Binding orders}"
orders_column_width="{Binding Settings.orders_column.width, RelativeSource={RelativeSource AncestorType=usp:MiniLadderView}}"
bid_column_width="{Binding Settings.orders_column.width, RelativeSource={RelativeSource AncestorType=usp:MiniLadderView}}"
price_column_width="{Binding Settings.price_column.width, RelativeSource={RelativeSource AncestorType=usp:MiniLadderView}}"
ask_column_width="{Binding Settings.ask_column.width, RelativeSource={RelativeSource AncestorType=usp:MiniLadderView}}"
LastColumnWidth="{Binding Settings.last_column.width, RelativeSource={RelativeSource AncestorType=usp:MiniLadderView}}"
VolumeColumnWidth="{Binding Settings.volume_column.general.width, RelativeSource={RelativeSource AncestorType=usp:MiniLadderView}}"
CanUserSendOrders="{Binding CanUserSendOrders, RelativeSource={RelativeSource AncestorType=usp:MiniLadderView}}"
IsTabStop="False"
>
<sp:LadderGridHost.Resources>
<Style TargetType="c:Badge">
<Setter Property="Background" Value="{Binding background}"/>
<Setter Property="BorderBrush" Value="{Binding border}"/>
<Setter Property="FontFamily" Value="{Binding font_family}"/>
<Setter Property="FontSize" Value="{Binding font_size}"/>
<Setter Property="Foreground" Value="{Binding foreground}"/>
<Setter Property="TextLines" Value="{Binding text_lines}"/>
<Setter Property="Width" Value="{x:Static c:Badge.DefaultWidth}"/>
<Setter Property="HasMultipleOrdersAtLevel" Value="{Binding has_multiple_orders_at_same_level}"/>
<Setter Property="IsHedgeOrder" Value="{Binding is_hedge_order}"/>
<Setter Property="AlgoType" Value="{Binding algo_type}"/>
<Setter Property="Abbreviation" Value="{Binding algo_studio_abbreviation}" />
<Setter Property="Cursor" Value="Hand"/>
<Style.Triggers>
<Trigger Property="IsMouseOver" Value="True">
<Setter Property="Background" Value="{Binding hoverbackground}"/>
</Trigger>
</Style.Triggers>
</Style>
</sp:LadderGridHost.Resources>
</sp:LadderGridHost>
</AdornerDecorator>
</UserControl>
@@ -1,29 +0,0 @@
using System.Windows;
using System.Windows.Controls;
namespace mbts.ui.spark {
partial class MiniLadderView : UserControl {
public MiniLadderView() =>
InitializeComponent();
#region Settings
public static readonly DependencyProperty SettingsProperty =
WPFHelper.create_dp<mbts.spark.LadderSettings, MiniLadderView>(nameof(Settings));
public mbts.spark.LadderSettings Settings {
get => GetValue(SettingsProperty) as mbts.spark.LadderSettings;
set => SetValue(SettingsProperty, value);
}
#endregion
#region CanUserSendOrders
public static readonly DependencyProperty CanUserSendOrdersProperty =
WPFHelper.create_dp<bool, MiniLadderView>(nameof(CanUserSendOrders));
public bool CanUserSendOrders {
get => (bool)GetValue(CanUserSendOrdersProperty);
set => SetValue(CanUserSendOrdersProperty, value);
}
#endregion
}
}
@@ -1,5 +1,4 @@
using bts.api;
using bts.md;
using mbts;
using mbts.config;
using mbts.persist;
@@ -22,26 +21,19 @@ namespace bts.shell {
readonly LadderConfig _ladder_conf;
readonly IBus _bus;
readonly IWindowManager _wm;
readonly MBOService _mbo;
readonly UserSettingsHub _settings_hub;
readonly OrdersModel _orders_model;
readonly MarketDataAuxiliaryModel _md_auxiliary_model;
IReadOnlyDictionary<uint, SecurityMD> _securities = new Dictionary<uint, SecurityMD>();
public LadderWindowFactory(
IShellModule owner,
IBus bus,
IWindowManager wm,
UserSettingsHub settings_hub,
OrdersModel orders_model,
MBOService mbo)
public LadderWindowFactory(IShellModule owner, IBus bus, IWindowManager wm, UserSettingsHub settings_hub, OrdersModel orders_model, MarketDataAuxiliaryModel md_auxiliary_model)
: base(owner, "SparkLadder") {
_bus = bus;
_wm = wm;
_settings_hub = settings_hub;
_orders_model = orders_model;
_ladder_conf = new LadderConfig(Configuration.get<bts.config.LadderKnobs>(), Configuration.get<bts.config.MultiThreadedWindows>().ladder);
_mbo = mbo;
_md_auxiliary_model = md_auxiliary_model;
_ladder_conf = new LadderConfig(Configuration.get<bts.config.LadderKnobs>(), Configuration.get<bts.config.toggles.LaddersOnThreads>().enabled);
_dispose = Disposable.Create(
bus.subscribe(SparkTags.SecuritiesTag).Subscribe(s => _securities = s),
bus.subscribe(SparkTags.ShowLadderTag).OnDispatcher().Subscribe(s => show_windows(new[] { s })),
@@ -64,16 +56,15 @@ namespace bts.shell {
IShellWindow create_ladder_window(SecurityMD md, LadderSettings state_settings) {
var id = Interlocked.Increment(ref _ladder_count) % Environment.ProcessorCount;
var view = new Lazy<UIElement>(() => {
var model = new LadderModel(md, _orders_model, _mbo);
var model = new LadderModel(md, _orders_model, _md_auxiliary_model);
var settings_manager = new WindowSettingsManager<LadderSettings>(
_settings_hub, state_settings == null || state_settings.use_defaults ? null : state_settings,
us => sanitize_ladder_settings(us.ladder),
(us, v) => us.with(sanitize_ladder_settings(v)));
var init = state_settings ?? settings_manager.default_settings;
init.use_defaults |= state_settings == null;
var vm = LadderVM.create(_bus, model, settings_manager, init);
var vm = new LadderVM(_bus, model, settings_manager, init);
vm.order_properties_vm.open_algo_popup_on_select = _ladder_conf.open_algo_popup_on_select;
vm.order_properties_vm.use_algo_param_grid = _ladder_conf.use_algo_param_grid;
var lv = new LadderView(vm);
foreach (var kv in AlgoStudioModelUtils.get_dynamic_resources(vm.model.order_gateway.algo_model.ui_configuration))
lv.Resources[kv.Key] = kv.Value;
@@ -148,13 +139,12 @@ namespace bts.shell {
readonly struct LadderConfig {
public readonly uint max_open_ladders;
public readonly bool ladders_on_threads, open_algo_popup_on_select, use_algo_param_grid;
public readonly bool ladders_on_threads, open_algo_popup_on_select;
public readonly TimeSpan security_timeout;
public LadderConfig(bts.config.LadderKnobs knobs, bool ladders_on_threads) {
max_open_ladders = knobs.max_open_ladders;
open_algo_popup_on_select = knobs.open_algo_popup_on_select;
use_algo_param_grid = knobs.use_algo_param_grid;
security_timeout = TimeSpan.FromSeconds(Math.Max(15, knobs.security_timeout_secs));
this.ladders_on_threads = ladders_on_threads;
}
@@ -1,149 +0,0 @@
using bts.api;
using bts.api.position;
using bts.utils;
using mbts;
using mbts.spark;
using mbts.ui.shell;
using System;
using System.Collections.Generic;
using System.Reactive.Linq;
using System.Reflection;
using System.Runtime.CompilerServices;
namespace bts.shell.manual_fills {
class ManualFillRow : DisposableViewModelBase, IEquatable<ManualFillRow> {
public const int _uncommitted_record_id = -1;
static readonly PropertyInfo[] _snapshot_props =
Array.ConvertAll(new[] {
nameof(security),
nameof(account),
nameof(user),
nameof(side),
nameof(size),
nameof(price)
}, typeof(ManualFillRow).GetProperty);
readonly Property<bool> _is_dirty;
readonly Property<EditableItemState> _editable_item_state;
readonly DelegateProperty<bool> _is_valid;
SecurityImmutable? _security;
AccountTuple? _account;
UserTuple? _user;
Side _side;
uint _size;
double _price;
bool _is_selected;
ManualFillData? _data;
IDisposable _committed_snapshot;
public ManualFillRow(ManualFillData data) {
_data = data;
key = data.key;
_security = data.value.security;
_account = data.value.account;
_user = data.value.user;
_side = data.value.manual_fill.Side;
_size = data.value.manual_fill.Quantity;
_price = data.value.manual_fill.Price;
if (placeholder_key.HasValue) {
_is_dirty = backing(nameof(is_dirty), false);
_editable_item_state = backing(nameof(editable_item_state), EditableItemState.Uncommitted);
_committed_snapshot = ObjectSnapshot.create(this, _snapshot_props);
} else {
_is_dirty = backing(nameof(is_dirty), ObjectSnapshot.dirty_monitor(this, out _committed_snapshot, _snapshot_props));
_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));
}
public event Action<bool> is_selected_changed;
// key/id
public ManualFillKey key { get; }
public long? placeholder_key => key.unpersisted;
public int record_id => key.persisted ?? _uncommitted_record_id;
public string record_id_display_text => key.persisted?.ToString();
// security/spec
public SecurityImmutable? security {
get => _security;
set {
if (_set(ref _security, value))
RaisePropertyChanged(nameof(spec));
}
}
public ContractSpecificationImmutable? spec => security.spec_or_default();
// account/user
public AccountTuple? account { get => _account; set => _set(ref _account, value); }
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; set => _set(ref _size, value); }
public double price { get => _price; set => _set(ref _price, value); }
// is selected
public bool is_selected {
get => _is_selected;
set {
if (_set(ref _is_selected, value))
is_selected_changed?.Invoke(value);
}
}
// dirty/valid/editable-state
public bool is_dirty => _is_dirty.Value;
public bool is_valid => _is_valid.Value;
public EditableItemState editable_item_state => _editable_item_state.Value;
public ManualFillData data => _data ??
(_data = new ManualFillData(key, new ManualFillTuple(new ManualFillImmutable(to_man_fill()), security, account, user))).Value;
public void revert() =>
_committed_snapshot.Dispose();
public IObservable<bool> subscribe_is_dirty() =>
_is_dirty.observe_current(true);
public IObservable<bool> subscribe_is_selected() =>
Observable.Create<bool>(o => {
o.OnNext(is_selected);
is_selected_changed += o.OnNext;
return Disposable.Create(() => is_selected_changed -= o.OnNext);
});
public ManualFill to_man_fill() =>
new ManualFill {
RecordId = record_id,
AccountId = account?.id ?? 0,
AccountName = account?.name ?? string.Empty,
UserId = user?.id ?? 0,
Price = price,
Side = side,
Quantity = size,
SecurityKey = security?.Id ?? 0
};
public ManualFillTuple to_tuple() =>
new ManualFillTuple(new ManualFillImmutable(to_man_fill()), security, account, user);
public bool Equals(ManualFillRow other) =>
data == other?.data;
public override bool Equals(object obj) => Equals(obj as ManualFillRow);
public override int GetHashCode() => record_id;
static bool _validate(ManualFillRow row) =>
row.security.HasValue &&
row.account.HasValue &&
row.user.HasValue &&
row.side != Side.Undefined &&
!double.IsNaN(row._price);
bool _set<T>(ref T backing, T value, [CallerMemberName] string prop_name = "") =>
_set(ref backing, value, EqualityComparer<T>.Default, prop_name);
bool _set<T>(ref T backing, T value, IEqualityComparer<T> comparer, [CallerMemberName] string prop_name = "") {
if (Set(ref backing, value, comparer, prop_name)) {
_is_valid.refresh();
_data = null;
return true;
}
return false;
}
}
}
@@ -1,84 +0,0 @@
<UserControl
x:Class="mbts.ui.spark.ManualFillRowEditor"
x:ClassModifier="internal"
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
xmlns:u="clr-namespace:mbts.ui"
xmlns:c="clr-namespace:mbts.ui.controls"
xmlns:usp="clr-namespace:mbts.ui.spark"
xmlns:sys="clr-namespace:System;assembly=mscorlib"
FocusVisualStyle="{x:Null}"
>
<UserControl.Resources>
<sys:Double x:Key="HorizontalPush">4</sys:Double>
<sys:Double x:Key="VerticalPush3">8</sys:Double>
<Style x:Key="HeaderText" TargetType="TextBlock">
<Setter Property="HorizontalAlignment" Value="Center"/>
<Setter Property="VerticalAlignment" Value="Center"/>
<Setter Property="Foreground" Value="{x:Static u:BTSColors.header_text_brush}"/>
<Setter Property="Margin" Value="4"/>
</Style>
</UserControl.Resources>
<Grid>
<Grid.RowDefinitions>
<RowDefinition Height="*"/>
<RowDefinition Height="Auto"/>
</Grid.RowDefinitions>
<Grid Margin="6">
<Grid.ColumnDefinitions>
<ColumnDefinition Width="Auto"/>
<ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
<ColumnDefinition Width="Auto"/>
<ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
<ColumnDefinition Width="Auto"/>
<ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
<ColumnDefinition Width="Auto"/>
<ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
<ColumnDefinition Width="Auto"/>
<ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
<ColumnDefinition Width="Auto"/>
<ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
<ColumnDefinition Width="Auto"/>
</Grid.ColumnDefinitions>
<Grid.RowDefinitions>
<RowDefinition Height="Auto"/>
<RowDefinition Height="{Binding Source={StaticResource VerticalPush3}}"/>
<RowDefinition Height="*"/>
</Grid.RowDefinitions>
<Rectangle Grid.ColumnSpan="11" HorizontalAlignment="Stretch" VerticalAlignment="Stretch" Fill="{x:Static u:BTSColors.header_brush}"/>
<TextBlock Grid.Column="0" Text="Security" Style="{StaticResource HeaderText}"/>
<TextBlock Grid.Column="2" Text="Account" Style="{StaticResource HeaderText}"/>
<TextBlock Grid.Column="4" Text="User" Style="{StaticResource HeaderText}"/>
<TextBlock Grid.Column="6" Text="Side" Style="{StaticResource HeaderText}"/>
<TextBlock Grid.Column="8" Text="Qty" Style="{StaticResource HeaderText}"/>
<TextBlock Grid.Column="10" Text="Price" Style="{StaticResource HeaderText}"/>
<c:ContractPickerPopup
Grid.Row="2"
HorizontalAlignment="Stretch"
VerticalAlignment="Stretch"
CloseOnCancel="True"
CloseOnOK="True"
Header="{Binding security}"
IsEditMode="False"
IsLazy="True"
SecurityMap="{DynamicResource ResourceKey={x:Static usp:ManualFillRowEditor.SecuritiesKey}}"
SelectedSecurity="{Binding security}"
ShowDialogSkirt="True"
/>
<ComboBox Grid.Row="2" Grid.Column="2" ItemsSource="{DynamicResource ResourceKey={x:Static usp:ManualFillRowEditor.AccountsKey}}" SelectedItem="{Binding account}"/>
<ComboBox Grid.Row="2" Grid.Column="4" ItemsSource="{DynamicResource ResourceKey={x:Static usp:ManualFillRowEditor.UsersKey}}" SelectedItem="{Binding user}"/>
<ComboBox Grid.Row="2" Grid.Column="6" ItemsSource="{DynamicResource ResourceKey={x:Static usp:ManualFillRowEditor.SidesKey}}" SelectedItem="{Binding side}" Width="48"/>
<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">
<c:DialogSkirt.RightItems>
<x:Array Type="{x:Type Button}">
<Button Content="OK" Command="{x:Static usp:ManualFillRowEditor.CommitCommand}" CommandParameter="{Binding}" IsDefault="True"/>
<Button Content="Cancel" Command="{x:Static usp:ManualFillRowEditor.CancelCommand}" IsCancel="True"/>
</x:Array>
</c:DialogSkirt.RightItems>
</c:DialogSkirt>
</Grid>
</UserControl>
@@ -1,22 +0,0 @@
using System.Windows.Controls;
using System.Windows.Input;
namespace mbts.ui.spark {
/// <summary>
/// Interaction logic for ManualFillRowEditor.xaml
/// </summary>
partial class ManualFillRowEditor : UserControl {
public const string
SecuritiesKey = nameof(SecuritiesKey),
AccountsKey = nameof(AccountsKey),
UsersKey = nameof(UsersKey),
SidesKey = nameof(SidesKey);
public static readonly RoutedCommand
CommitCommand = new RoutedCommand(),
CancelCommand = new RoutedCommand();
public ManualFillRowEditor() =>
InitializeComponent();
}
}
@@ -1,39 +0,0 @@
<Window
x:Class="mbts.ui.spark.ManualFillsImportConflictsDialog"
x:ClassModifier="internal"
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
xmlns:u="clr-namespace:mbts.ui"
xmlns:c="clr-namespace:mbts.ui.controls"
xmlns:usp="clr-namespace:mbts.ui.spark"
u:WindowStyle.AllowResize="True"
u:WindowStyle.SizeToContent="WidthAndHeight"
u:WindowStyle.TitleContent="Import Fills Conflicts"
Style="{StaticResource BTSDialogTitleTemplate}"
>
<u:WindowStyle.TitleContentTemplate>
<DataTemplate>
<StackPanel Orientation="Horizontal" HorizontalAlignment="Left">
<Image Height="12" Margin="5,2" Source="{x:Static u:Icons.Import}"/>
<TextBlock Margin="4,0,0,0" Text="{Binding}"/>
</StackPanel>
</DataTemplate>
</u:WindowStyle.TitleContentTemplate>
<Window.Content>
<Grid>
<Grid.RowDefinitions>
<RowDefinition Height="*"/>
<RowDefinition Height="Auto"/>
</Grid.RowDefinitions>
<usp:ManualFillsImportConflictsView Margin="12,10,12,8"/>
<c:DialogSkirt Grid.Row="1">
<c:DialogSkirt.RightItems>
<x:Array Type="{x:Type Button}">
<Button Command="{Binding ok_cmd}">Continue</Button>
<Button Command="{Binding cancel_cmd}" IsCancel="True">Cancel</Button>
</x:Array>
</c:DialogSkirt.RightItems>
</c:DialogSkirt>
</Grid>
</Window.Content>
</Window>
@@ -1,11 +0,0 @@
using System.Windows;
namespace mbts.ui.spark {
/// <summary>
/// Interaction logic for ManualFillsImportConflictsDialog.xaml
/// </summary>
partial class ManualFillsImportConflictsDialog : Window {
public ManualFillsImportConflictsDialog() =>
InitializeComponent();
}
}
@@ -1,106 +0,0 @@
using bts.api;
using bts.collections;
using mbts;
using mbts.collections;
using mbts.ui;
using mbts.ui.shell;
using mbts.ui.utility;
using System;
using System.Collections.Generic;
using System.Collections.ObjectModel;
using System.ComponentModel;
using System.Linq;
using System.Reactive.Linq;
using System.Windows.Data;
using System.Windows.Input;
using Component = mbts.ui.spark.ManualFillsImportConflictsView.ManualFillComponent;
namespace bts.shell.manual_fills {
class ManualFillsImportVM : DisposableViewModelBase, IRequestViewClose {
readonly RefCountMap<ParsedManualFill> _conflicts = new RefCountMap<ParsedManualFill>();
IReadOnlyDictionary<uint, SecurityMD> _security_map = DictionaryHelper.empty<uint, SecurityMD>();
public ManualFillsImportVM(int num_fills) {
rows_view = CollectionViewSource.GetDefaultView(rows);
ok_cmd = new DelegateCommand(() => import_request?.Invoke());
cancel_cmd = new DelegateCommand(() => RequestClose?.Invoke(this, new EventArgs()));
this.num_fills = num_fills;
_dispose = ObservableAutoWrapper.connect_item_hooks(rows, r =>
r.subscribe_has_error().Subscribe(has_error => {
if (has_error) {
if (r.affected_fills.Count(_conflicts.increment_adds_key) == 0)
return;
} else if (r.affected_fills.Count(_conflicts.decrement_removes_key) == 0)
return;
RaisePropertyChanged(nameof(num_successfully_parsed_fills));
}));
}
public event Action import_request;
public event EventHandler RequestClose;
public ObservableCollection<Row> rows { get; } = new ObservableCollection<Row>();
public ICollectionView rows_view { get; }
public int num_fills { get; }
public int num_successfully_parsed_fills => num_fills - _conflicts.Count;
// misc items sources
public IEnumerable<Side> sides => new[] { Side.Buy, Side.Sell };
public ObservableCollection<AccountTuple?> accounts { get; } = new ObservableCollection<AccountTuple?>();
public ObservableCollection<UserTuple?> users { get; } = new ObservableCollection<UserTuple?>();
public IReadOnlyDictionary<uint, SecurityMD> security_map {
get => _security_map;
set {
if (!ReferenceEquals(_security_map, value)) {
_security_map = value;
_resolve_securities();
RaisePropertyChanged();
}
}
}
// commands
public ICommand ok_cmd { get; }
public ICommand cancel_cmd { get; }
void _resolve_securities() {
if (_security_map == null)
return;
var reverse_lookup = ManualFillsParser.reverse_lookup(MappedDictionary.create(_security_map, v => v.security.ToString()));
foreach (var r in rows) {
if (r.component == Component.Security && r.has_error) {
var id = reverse_lookup(r.text);
if (id != 0 && _security_map.TryGetValue(id, out var smd))
r.value = smd.security;
}
}
}
public class Row : ViewModelBase, ITemplateSelectorKey {
readonly DelegateProperty<bool> _has_error;
object _value;
string _text;
public Row(Component component, string text, IReadOnlyCollection<ParsedManualFill> affected_fills, object error_value, object value) {
this.component = component;
this.text = text;
this.affected_fills = affected_fills;
_value = value;
_has_error = backing(nameof(has_error), () => Equals(this.value, error_value));
}
public Component component { get; }
public string text { get => _text; set => Set(ref _text, value); }
public IReadOnlyCollection<ParsedManualFill> affected_fills { get; }
public object value {
get => _value;
set {
if (Set(ref _value, value))
_has_error.refresh();
}
}
public bool has_error => _has_error.Value;
string ITemplateSelectorKey.key => component.ToString();
public IObservable<bool> subscribe_has_error() => _has_error.observe_current(true);
}
}
}
@@ -1,144 +0,0 @@
<UserControl
x:Class="mbts.ui.spark.ManualFillsImportConflictsView"
x:ClassModifier="internal"
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
xmlns:u="clr-namespace:mbts.ui"
xmlns:c="clr-namespace:mbts.ui.controls"
xmlns:cv="clr-namespace:mbts.ui.converters"
xmlns:usp="clr-namespace:mbts.ui.spark"
MinWidth="400"
>
<UserControl.Resources>
<Style x:Key="VerticallyCenteredText" TargetType="TextBlock">
<Setter Property="VerticalAlignment" Value="Center"/>
</Style>
<!--Value Cell Template Selector-->
<u:KeyedTemplateSelector x:Key="ValueCellTemplateSelector">
<u:KeyedTemplateSelector.Default>
<DataTemplate>
<TextBlock Text="{Binding value}" VerticalAlignment="Center"/>
</DataTemplate>
</u:KeyedTemplateSelector.Default>
<u:TemplateSelectorKeyValue Key="{x:Static Price, MemberType={u:Nested usp:ManualFillsImportConflictsView.ManualFillComponentNames}}">
<DataTemplate>
<TextBlock Text="{Binding value, Converter={StaticResource DoubleTextConverter}}" VerticalAlignment="Center"/>
</DataTemplate>
</u:TemplateSelectorKeyValue>
</u:KeyedTemplateSelector>
<!--Value Cell Editing Template Selector-->
<u:KeyedTemplateSelector x:Key="ValueCellEditingTemplateSelector">
<u:TemplateSelectorKeyValue Key="{x:Static Security, MemberType={u:Nested usp:ManualFillsImportConflictsView.ManualFillComponentNames}}">
<DataTemplate>
<c:ContractPickerPopup
HorizontalAlignment="Stretch"
VerticalAlignment="Stretch"
CloseOnCancel="True"
CloseOnOK="True"
Header="{Binding value}"
IsEditMode="False"
IsLazy="True"
SecurityMap="{Binding DataContext.security_map, RelativeSource={RelativeSource AncestorType=DataGrid}, Mode=OneWay}"
SelectedSecurity="{Binding value, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
ShowDialogSkirt="True"
/>
</DataTemplate>
</u:TemplateSelectorKeyValue>
<u:TemplateSelectorKeyValue Key="{x:Static Account, MemberType={u:Nested usp:ManualFillsImportConflictsView.ManualFillComponentNames}}">
<DataTemplate>
<ComboBox ItemsSource="{Binding DataContext.accounts, RelativeSource={RelativeSource AncestorType=DataGrid}}" SelectedItem="{Binding value, UpdateSourceTrigger=PropertyChanged}"/>
</DataTemplate>
</u:TemplateSelectorKeyValue>
<u:TemplateSelectorKeyValue Key="{x:Static User, MemberType={u:Nested usp:ManualFillsImportConflictsView.ManualFillComponentNames}}">
<DataTemplate>
<ComboBox ItemsSource="{Binding DataContext.users, RelativeSource={RelativeSource AncestorType=DataGrid}}" SelectedItem="{Binding value, UpdateSourceTrigger=PropertyChanged}"/>
</DataTemplate>
</u:TemplateSelectorKeyValue>
<u:TemplateSelectorKeyValue Key="{x:Static Side, MemberType={u:Nested usp:ManualFillsImportConflictsView.ManualFillComponentNames}}">
<DataTemplate>
<ComboBox ItemsSource="{Binding DataContext.sides, RelativeSource={RelativeSource AncestorType=DataGrid}}" SelectedItem="{Binding value, UpdateSourceTrigger=PropertyChanged}"/>
</DataTemplate>
</u:TemplateSelectorKeyValue>
<u:TemplateSelectorKeyValue Key="{x:Static Size, MemberType={u:Nested usp:ManualFillsImportConflictsView.ManualFillComponentNames}}">
<DataTemplate>
<c:TickUpDownUInt Value="{Binding value, UpdateSourceTrigger=PropertyChanged}"/>
</DataTemplate>
</u:TemplateSelectorKeyValue>
<u:TemplateSelectorKeyValue Key="{x:Static Price, MemberType={u:Nested usp:ManualFillsImportConflictsView.ManualFillComponentNames}}">
<DataTemplate>
<usp:PriceEntryControl Value="{Binding value, UpdateSourceTrigger=PropertyChanged}"/>
</DataTemplate>
</u:TemplateSelectorKeyValue>
</u:KeyedTemplateSelector>
</UserControl.Resources>
<!--Content-->
<Grid x:Name="content_root">
<Grid.RowDefinitions>
<RowDefinition Height="Auto"/>
<RowDefinition Height="*"/>
</Grid.RowDefinitions>
<Grid.ColumnDefinitions>
<ColumnDefinition Width="Auto"/>
<ColumnDefinition Width="*"/>
</Grid.ColumnDefinitions>
<Image VerticalAlignment="Center" Margin="0,0,8,0">
<Image.Source>
<Binding Source="{x:Static MessageBoxImage.Exclamation}">
<Binding.Converter>
<cv:SystemIconConverter/>
</Binding.Converter>
</Binding>
</Image.Source>
</Image>
<Canvas x:Name="text_canvas" Grid.Column="1" HorizontalAlignment="Stretch"/>
<TextBlock Grid.Column="1" TextWrapping="Wrap" Width="{Binding ActualWidth, ElementName=text_canvas}">
<Run Text="{Binding num_successfully_parsed_fills, Mode=OneWay}"/>
<Run Text="/"/>
<Run Text="{Binding num_fills, Mode=OneWay}"/>
<Run Text=" fills have been successfully converted."/>
<Run Text="Resolve conflicts below by selecting a value to assign each affected fill,"/>
<Run Text="or modify individual fills in the main window."/>
<LineBreak/>
<LineBreak/>
<Run Text="Click 'Continue' to proceed to the main window."/>
</TextBlock>
<DataGrid
x:Name="data_grid"
u:DataGridBehavior.SingleClickEdit="True"
Grid.Row="1"
Grid.ColumnSpan="2"
AutoGenerateColumns="False"
CanUserAddRows="False"
CanUserDeleteRows="False"
CanUserReorderColumns="False"
CanUserSortColumns="True"
HeadersVisibility="All"
ItemsSource="{Binding rows_view}"
Margin="0,8,0,0"
MinRowHeight="17"
RowHeaderWidth="22"
>
<DataGrid.CellStyle>
<Style TargetType="DataGridCell" BasedOn="{StaticResource DataGridCellBaseStyle}">
<Setter Property="VerticalContentAlignment" Value="Stretch"/>
</Style>
</DataGrid.CellStyle>
<DataGrid.RowStyle>
<Style TargetType="DataGridRow">
<Setter Property="IsSelected" Value="{Binding is_selected, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"/>
<Style.Triggers>
<DataTrigger Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="True">
<Setter Property="Background" Value="{StaticResource SelectedRowBackground}"/>
</DataTrigger>
</Style.Triggers>
</Style>
</DataGrid.RowStyle>
<DataGrid.Columns>
<DataGridTextColumn Header="Component" Binding="{Binding component}" ElementStyle="{StaticResource VerticallyCenteredText}" IsReadOnly="True"/>
<DataGridTextColumn Header="Text" Binding="{Binding text}" ElementStyle="{StaticResource VerticallyCenteredText}" IsReadOnly="True"/>
<DataGridTextColumn Header="Affected Fills" Binding="{Binding affected_fills.Count}" ElementStyle="{StaticResource VerticallyCenteredText}" IsReadOnly="True"/>
<DataGridTemplateColumn Header="Value" CellTemplateSelector="{StaticResource ValueCellTemplateSelector}" CellEditingTemplateSelector="{StaticResource ValueCellEditingTemplateSelector}"/>
</DataGrid.Columns>
</DataGrid>
</Grid>
</UserControl>
@@ -1,30 +0,0 @@
using System.Windows.Controls;
namespace mbts.ui.spark {
/// <summary>
/// Interaction logic for ManualFillsImportConflictsView.xaml
/// </summary>
partial class ManualFillsImportConflictsView : UserControl {
public ManualFillsImportConflictsView() =>
InitializeComponent();
public enum ManualFillComponent {
Security,
Account,
User,
Side,
Size,
Price
}
public static class ManualFillComponentNames {
public static readonly string
Security = ManualFillComponent.Security.ToString(),
Account = ManualFillComponent.Account.ToString(),
User = ManualFillComponent.User.ToString(),
Side = ManualFillComponent.Side.ToString(),
Size = ManualFillComponent.Size.ToString(),
Price = ManualFillComponent.Price.ToString();
}
}
}
@@ -1,107 +0,0 @@
using bts.api.core;
using bts.api.position;
using bts.collections;
using mbts.spark;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Reactive.Linq;
using System.Threading.Tasks;
namespace bts.shell.manual_fills {
struct ManualFillKey : IEquatable<ManualFillKey>, IComparable<ManualFillKey> {
public readonly int? persisted;
public readonly long? unpersisted;
public ManualFillKey(int persisted) {
this.persisted = persisted;
unpersisted = null;
}
public ManualFillKey(long unpersisted) {
this.unpersisted = unpersisted;
persisted = null;
}
public int CompareTo(ManualFillKey other) {
if (persisted.HasValue) {
if (other.persisted.HasValue) {
return persisted.Value.CompareTo(other.persisted.Value);
} else if (other.unpersisted.HasValue) {
return -1;
} else return 1;
} else if (unpersisted.HasValue) {
return other.unpersisted.HasValue ? unpersisted.Value.CompareTo(other.unpersisted.Value) : 1;
} else return !other.persisted.HasValue && !other.unpersisted.HasValue ? 0 : -1;
}
public override string ToString() => persisted.HasValue ? persisted.Value.ToString() : unpersisted.HasValue ? unpersisted.Value.ToString() : "(N/A)";
public bool Equals(ManualFillKey other) =>
persisted == other.persisted &&
unpersisted == other.unpersisted;
public override bool Equals(object obj) =>
obj is ManualFillKey other && Equals(other);
public override int GetHashCode() => persisted ?? unpersisted?.GetHashCode() ?? 0;
public static bool operator ==(ManualFillKey a, ManualFillKey b) => a.Equals(b);
public static bool operator !=(ManualFillKey a, ManualFillKey b) => !a.Equals(b);
}
struct ManualFillData : IEquatable<ManualFillData> {
public static readonly Func<ManualFillData, ManualFillKey> key_fn = mfd => mfd.key;
public readonly ManualFillKey key;
public readonly ManualFillTuple value;
public ManualFillData(ManualFillKey key, ManualFillTuple value) {
this.key = key;
this.value = value;
}
public bool Equals(ManualFillData other) =>
key == other.key &&
value.Equals(other.value);
public override bool Equals(object obj) =>
obj is ManualFillData other && Equals(other);
public override int GetHashCode() =>
key.GetHashCode();
public static bool operator ==(ManualFillData a, ManualFillData b) => a.Equals(b);
public static bool operator !=(ManualFillData a, ManualFillData b) => !a.Equals(b);
}
class ManualFillsModel {
readonly OrdersModel _model;
public ManualFillsModel(OrdersModel model)
: this(model, model.on_manual_fill_tuples,
model.factory.subscribe_accounts().Select(d => MappedDictionary.create(d, kv => new AccountTuple(kv.Key, kv.Value))).Table(u => u.id),
model.factory.subscribe_users().Select(d => MappedDictionary.create(d, kv => new UserTuple(kv.Key, kv.Value))).Table(a => a.id)) { }
public ManualFillsModel(OrdersModel model, IObservable<TableUpdate<ManualFillTuple, int>> manual_fills, IObservable<TableUpdate<AccountTuple, uint>> accounts, IObservable<TableUpdate<UserTuple, uint>> users) {
_model = model;
this.manual_fills = manual_fills.SelectKeyValue(
mft => new ManualFillData(new ManualFillKey(mft.manual_fill.RecordId), mft),
ManualFillData.key_fn);
this.accounts = accounts;
this.users = users;
}
public IObservable<TableUpdate<ManualFillData, ManualFillKey>> manual_fills { get; }
public IObservable<TableUpdate<AccountTuple, uint>> accounts { get; }
public IObservable<TableUpdate<UserTuple, uint>> users { get; }
public async Task delete_fills(IEnumerable<ManualFill> fills) =>
await _model.delete_manual_fills(fills);
public async Task<bool> create_fills(IEnumerable<ManualFill> fills) =>
await _model.create_manual_fills(fills);
public async Task<bool> update_fills(IEnumerable<ManualFill> fills) =>
await _model.update_manual_fills(fills);
}
}
@@ -1,162 +0,0 @@
using bts.api;
using bts.api.position;
using bts.collections;
using bts.utils;
using mbts.ui.utility;
using System;
using System.Collections.Generic;
using System.Linq;
using ManualFillComponent = mbts.ui.spark.ManualFillsImportConflictsView.ManualFillComponent;
namespace bts.shell.manual_fills {
class ParsedManualFill {
public readonly Guid unpersisted_id = Guid.NewGuid();
public readonly ManualFill result = new ManualFill();
public (string text, bool success) security { get; set; }
public (string text, bool success) account { get; set; }
public (string text, bool success) user { get; set; }
public (string text, bool success) side { get; set; }
public (string text, bool success) quantity { get; set; }
public (string text, bool success) price { get; set; }
public bool Equals(ParsedManualFill other) => other != null && unpersisted_id == other.unpersisted_id;
public override bool Equals(object obj) => Equals(obj as ParsedManualFill);
public override int GetHashCode() => unpersisted_id.GetHashCode();
}
static class ManualFillsParser {
public const string file_extension = "csv";
public static Action<ManualFill, object> assign_component(ManualFillComponent component) {
switch (component) {
case ManualFillComponent.Security: return (mf, val) => mf.SecurityKey = ConvertUtils.try_convert<SecurityImmutable?>(val)?.Id ?? 0;
case ManualFillComponent.Account: return (mf, val) => mf.AccountId = ConvertUtils.try_convert<AccountTuple?>(val)?.id ?? 0;
case ManualFillComponent.User: return (mf, val) => mf.UserId = ConvertUtils.try_convert<UserTuple?>(val)?.id ?? 0;
case ManualFillComponent.Side: return (mf, val) => mf.Side = ConvertUtils.try_convert<Side>(val, Side.Undefined);
case ManualFillComponent.Size: return (mf, val) => mf.Quantity = ConvertUtils.try_convert<uint>(val);
case ManualFillComponent.Price: return (mf, val) => mf.Price = ConvertUtils.try_convert(val, double.NaN);
default: throw new NotImplementedException();
}
}
/// Note: the returned dictionary will have entries for each <see cref="ManualFillComponent"/>, regardless of whether or not that component has any conflicts.
public static Dictionary<ManualFillComponent, Dictionary<string, List<ParsedManualFill>>> get_conflicts(IEnumerable<ParsedManualFill> parsed_fills) {
var missing_components = EnumHelper.get_values<ManualFillComponent>().ToDictionary(c => c, c => new Dictionary<string, List<ParsedManualFill>>());
var mk_list = new Func<string, List<ParsedManualFill>>(_ => new List<ParsedManualFill>());
foreach (var pmf in parsed_fills) {
if (!pmf.security.success) {
add_missing(ManualFillComponent.Security, pmf.security.text, pmf);
}
if (!pmf.account.success) {
add_missing(ManualFillComponent.Account, pmf.account.text, pmf);
}
if (!pmf.user.success) {
add_missing(ManualFillComponent.User, pmf.user.text, pmf);
}
if (!pmf.quantity.success) {
add_missing(ManualFillComponent.Size, pmf.quantity.text, pmf);
}
if (!pmf.side.success) {
add_missing(ManualFillComponent.Side, pmf.side.text, pmf);
}
if (!pmf.price.success) {
add_missing(ManualFillComponent.Price, pmf.price.text, pmf);
}
}
return missing_components;
void add_missing(ManualFillComponent component, string text, ParsedManualFill result) =>
missing_components[component].GetOrAdd(text ?? string.Empty, mk_list).Add(result);
}
// This implementation prioritizes simplicity over speed.
// The security desc lookup could be better optimized, but the speed at which fills are imported is probably not a paramount concern.
public static IEnumerable<ParsedManualFill> parse_rows(IEnumerable<string> rows, IReadOnlyDictionary<uint, SecurityImmutable> security_map, IReadOnlyDictionary<uint, string> account_map, IReadOnlyDictionary<uint, string> user_map) =>
parse_rows(rows,
reverse_lookup(MappedDictionary.create(security_map, kv => kv.Value.ToString())),
reverse_lookup(account_map),
reverse_lookup(user_map));
public static IEnumerable<ParsedManualFill> parse_rows(IEnumerable<string> rows, Func<string, uint> security_id_lookup, Func<string, uint> account_id_lookup, Func<string, uint> user_id_lookup) {
var columns = new[] {
(Headers.Security, Cells.security(security_id_lookup)),
(Headers.Account, Cells.account(account_id_lookup)),
(Headers.User, Cells.user(user_id_lookup)),
(Headers.Side, Cells.side),
(Headers.Quantity, Cells.quantity),
(Headers.Price, Cells.price)
}.ToDictionary(col => col.Item1, col => col.Item2.with_null_check());
return RowParser.parse_rows(rows, columns, Cells.delimiter);
}
public static Func<string, TKey> reverse_lookup<TKey>(IReadOnlyDictionary<TKey, string> map) {
var lookup = map.ToLookup(kv => kv.Value, kv => kv.Key);
return cell_text => lookup.Contains(cell_text) ? lookup[cell_text].First() : default;
}
static class Headers {
public const string
Security = "Security",
Account = "Account",
User = "User",
Side = "Side",
Quantity = "Quantity",
Price = "Price";
}
static class Cells {
public const char delimiter = ',';
public static RowParser.AssignColumnValue<ParsedManualFill> security(Func<string, uint> reverse_id_lookup) {
return impl;
void impl(ref ParsedManualFill pmf, string text) {
pmf.result.SecurityKey = reverse_id_lookup(text);
pmf.security = (text, pmf.result.SecurityKey != 0);
}
}
public static void side(ref ParsedManualFill pmf, string cell_text) {
switch (cell_text[0]) {
case 'B': pmf.result.Side = Side.Buy; break;
case 'S': pmf.result.Side = Side.Sell; break;
default: pmf.side = (cell_text, false); break;
}
pmf.side = (cell_text, true);
}
public static void quantity(ref ParsedManualFill pmf, string cell_text) {
if (uint.TryParse(cell_text, out uint v)) {
pmf.result.Quantity = v;
pmf.quantity = (cell_text, true);
} else {
pmf.quantity = (cell_text, false);
}
}
public static void price(ref ParsedManualFill pmf, string cell_text) {
if (double.TryParse(cell_text, out var v)) {
pmf.result.Price = v;
pmf.price = (cell_text, true);
} else {
pmf.price = (cell_text, false);
}
}
public static RowParser.AssignColumnValue<ParsedManualFill> account(Func<string, uint> reverse_id_lookup) {
return impl;
void impl(ref ParsedManualFill pmf, string text) {
pmf.result.AccountId = reverse_id_lookup(text);
pmf.account = (text, pmf.result.AccountId != 0);
}
}
public static RowParser.AssignColumnValue<ParsedManualFill> user(Func<string, uint> reverse_id_lookup) {
return impl;
void impl(ref ParsedManualFill pmf, string text) {
pmf.result.UserId = reverse_id_lookup(text);
pmf.user = (text, pmf.result.UserId != 0);
}
}
}
}
}
@@ -1,23 +0,0 @@
using mbts.ui;
using ProtoBuf;
using System;
using System.Collections.Generic;
using System.Linq;
namespace bts.shell.manual_fills {
[ProtoContract]
class ManualFillsSettings {
[ProtoMember(1)]
readonly SortingCriteria[] _sorting_criterion;
public static ManualFillsSettings Default =>
new ManualFillsSettings(new[] { new SortingCriteria(nameof(mbts.ui.spark.ManualFillsView.Columns.Security), true) });
public ManualFillsSettings() { }
public ManualFillsSettings(IEnumerable<SortingCriteria> sorting_criterion) =>
_sorting_criterion = sorting_criterion.ToArray();
public IReadOnlyList<SortingCriteria> sorting_criterion => _sorting_criterion ?? Array.Empty<SortingCriteria>();
}
}
@@ -1,222 +0,0 @@
using bts.api;
using bts.api.core;
using bts.api.position;
using bts.collections;
using mbts;
using mbts.spark;
using mbts.ui;
using mbts.ui.controls;
using mbts.ui.shell;
using mbts.ui.utility;
using mbts.utils;
using System;
using System.Collections.Generic;
using System.Collections.ObjectModel;
using System.Collections.Specialized;
using System.ComponentModel;
using System.IO;
using System.Linq;
using System.Reactive.Linq;
using System.Threading.Tasks;
using System.Windows.Data;
using System.Windows.Input;
using Disposable = mbts.Disposable;
using ManualFillComponent = mbts.ui.spark.ManualFillsImportConflictsView.ManualFillComponent;
namespace bts.shell.manual_fills {
enum EditableItemState {
None, // Committed and not modified
Modified, // Committed and modified
Uncommitted // Uncommitted (modified n/a)
}
class ManualFillsVM : DisposableViewModelBase {
const int _max_unconfirmed_removes = 16;
static readonly IComparer<ManualFillRow> _row_key_comparer = Comparer<ManualFillRow>.Create((a, b) => a.key.CompareTo(b.key));
readonly IBus _bus;
readonly ManualFillsModel _model;
readonly ObservableCollection<ManualFillRow>
_persisted_rows = new ObservableCollection<ManualFillRow>(),
_placeholder_rows = new ObservableCollection<ManualFillRow>();
long _placeholder_id_counter = long.MinValue;
IDisposable _import_fills_hooks;
public static ManualFillsVM create(IBus bus, OrdersModel model) =>
new ManualFillsVM(bus, new ManualFillsModel(model));
public ManualFillsVM(IBus bus, ManualFillsModel model) {
_bus = bus;
_model = model;
var merged_rows = new ObservableAggregateCollection<ManualFillRow>(_persisted_rows, _placeholder_rows);
rows_view = CollectionViewSource.GetDefaultView(merged_rows);
// mons
var dirty_mon = new ReactiveThresholdMonitor<ManualFillRow>(r => r.subscribe_is_dirty());
var selection_mon = new ReactiveThresholdMonitor<ManualFillRow>(r => r.subscribe_is_selected());
var placeholder_mon = new ReactiveThresholdMonitor<ManualFillRow>();
// commands
commit_all_fills_cmd = ObservantAsyncCommand.create(() => _commit_async(merged_rows), out var commit_all_fils_observer);
commit_selected_fills_cmd = ObservantAsyncCommand.create(() => _commit_async(selection_mon.filtered_items), out var commit_selected_fills_observer);
revert_all_cmd = ObservantCommand.create(() => revert(dirty_mon.filtered_items.ToList()), out var revert_all_observer);
revert_selected_fills_cmd = ObservantCommand.create(() => revert(selection_mon.filtered_items.ToList()), out var revert_selected_fills_observer);
remove_selected_fills_cmd = ObservantAsyncCommand.create(remove_selected_fills_async, out var remove_selected_fills_observer);
add_fill_cmd = new DelegateCommand<ManualFillRow>(_add_fill);
import_fills_cmd = FileDialogCommand.open_file(_import_fills, extensions: ManualFillsParser.file_extension);
//
var dirty_or_new_src = dirty_mon.CombineLatest(placeholder_mon, LogicalDelegates.Or);
_dispose = Disposable.Create(
RXCollection.connect(_persisted_rows,
_model.manual_fills.OnDispatcher(),
Observable.Return(Comparer<ManualFillData>.Create((a, b) => a.key.CompareTo(b.key))),
mfd => new ManualFillRow(mfd),
mfr => mfr.data),
_bus.subscribe(SparkTags.SecuritiesTag).OnDispatcher().Subscribe(m => {
security_map = m;
RaisePropertyChanged(nameof(security_map));
}),
ObservableAutoWrapper.connect_item_hooks(_persisted_rows, r => Disposable.Create(dirty_mon.join(r), selection_mon.join(r))),
ObservableAutoWrapper.connect_item_hooks(_placeholder_rows, r => Disposable.Create(selection_mon.join(r), placeholder_mon.join(r, Observable.Return(true)))),
// command param subs
dirty_mon.Subscribe(revert_all_observer),
dirty_or_new_src.OnDispatcher().Subscribe(commit_all_fils_observer),
selection_mon.Subscribe(remove_selected_fills_observer),
selection_mon.CombineLatest(dirty_mon, LogicalDelegates.And).OnDispatcher().Subscribe(revert_selected_fills_observer),
selection_mon.CombineLatest(dirty_or_new_src, LogicalDelegates.And).OnDispatcher().Subscribe(commit_selected_fills_observer),
// accounts/users subs
RXCollection.connect(accounts, model.accounts.OnDispatcher(), a => new AccountTuple?(a), a => a.Value, Comparer<AccountTuple>.Default),
RXCollection.connect(users, model.users.OnDispatcher(), u => new UserTuple?(u), u => u.Value, Comparer<UserTuple>.Default),
Disposable.Create(() => Disposable.dispose(ref _import_fills_hooks))
);
// local methods
void revert(IReadOnlyList<ManualFillRow> rows) {
foreach (var r in rows)
r.revert();
}
async Task remove_selected_fills_async() {
if (selection_mon.filtered_items.Count < _max_unconfirmed_removes || BTSMessageBox.Confirm($"Are you sure you want to delete {selection_mon.filtered_items.Count} fills?", "Delete Fills")) {
var persisted_fills = new List<ManualFill>();
foreach (var r in selection_mon.filtered_items.ToList()) {
if (r.placeholder_key.HasValue)
_placeholder_rows.RemoveSorted(r, _row_key_comparer);
else persisted_fills.Add(r.to_man_fill());
}
await _model.delete_fills(persisted_fills);
}
}
}
public ICollectionView rows_view { get; }
// misc items sources
public IEnumerable<Side> sides => new[] { Side.Buy, Side.Sell };
public ObservableCollection<AccountTuple?> accounts { get; } = new ObservableCollection<AccountTuple?>();
public ObservableCollection<UserTuple?> users { get; } = new ObservableCollection<UserTuple?>();
public IReadOnlyDictionary<uint, SecurityMD> security_map { get; private set; } = DictionaryHelper.empty<uint, SecurityMD>();
// commands
public ICommand add_fill_cmd { get; }
public ICommand commit_all_fills_cmd { get; }
public ICommand commit_selected_fills_cmd { get; }
public ICommand import_fills_cmd { get; }
public ICommand remove_selected_fills_cmd { get; }
public ICommand revert_all_cmd { get; }
public ICommand revert_selected_fills_cmd { get; }
public ManualFillRow row_factory() =>
new ManualFillRow(
new ManualFillData(
new ManualFillKey(_placeholder_id_counter++),
new ManualFillTuple(new ManualFillImmutable(new ManualFill {
Side = Side.Buy
}), null, accounts.FirstOrDefault(), users.FirstOrDefault())));
void _add_fill(ManualFillRow new_row) =>
_placeholder_rows.InsertSorted((new_row ?? (new_row = row_factory())).placeholder_key.HasValue ?
new_row : throw new InvalidOperationException("New row is already persisted."),
_row_key_comparer);
async Task _commit_async(IEnumerable<ManualFillRow> rows) {
var updates = new List<ManualFill>();
var adds = new List<(ManualFill man_fill, long pl_key)>();
foreach (var r in rows) {
if (r.is_dirty) {
updates.Add(r.to_man_fill());
} else if (r.placeholder_key.HasValue) {
adds.Add((r.to_man_fill(), r.placeholder_key.Value));
}
}
if (updates.Count > 0)
await _model.update_fills(updates);
if (adds.Count > 0) {
await _model.create_fills(adds.WrapSelector(r => r.man_fill, null));
_placeholder_rows
.WrapSelector(r => r.placeholder_key.Value, null)
.RemoveSorted(adds.Select(r => r.pl_key));
}
}
void _import_fills(string file_name) {
try {
var lines = File.ReadAllLines(file_name);
var parsed_fills = ManualFillsParser.parse_rows(
lines,
MappedDictionary.create(security_map, kv => kv.Value.security),
accounts.ToDictionary(a => a.Value.id, a => a.Value.name),
users.ToDictionary(u => u.Value.id, u => u.Value.name)
).ToList();
var conflicts = ManualFillsParser.get_conflicts(parsed_fills);
if (conflicts.Values.Any(c => c.Count > 0)) {
// init vm
var vm = new ManualFillsImportVM(parsed_fills.Count) {
security_map = security_map
};
// add rows
foreach (var kv in conflicts) {
var assign_del = ManualFillsParser.assign_component(kv.Key);
foreach (var text_groups in kv.Value) {
var eval = get_error_value(kv.Key);
var row = new ManualFillsImportVM.Row(kv.Key, text_groups.Key, text_groups.Value, eval, eval);
vm.rows.Add(row);
vm.import_request += () => {
foreach (var pmf in text_groups.Value)
assign_del(pmf.result, row.value);
};
}
}
var win = new mbts.ui.spark.ManualFillsImportConflictsDialog {
DataContext = vm,
Title = ManualFillsWindowFactory.window_name,
Topmost = true
};
vm.RequestClose += (s, e) => Disposable.dispose(ref _import_fills_hooks);
vm.import_request += () => {
add_imported_fills();
Disposable.dispose(ref _import_fills_hooks);
};
Disposable.replace(ref _import_fills_hooks, Disposable.Create(
ObservableAutoWrapper.connect(accounts, vm.accounts),
ObservableAutoWrapper.connect(users, vm.users),
vm,
Disposable.Create(close)
));
win.move_to_mouse(-200, -75);
win.Show();
void close() => WindowUtilities.force_close(win);
object get_error_value(ManualFillComponent component) {
switch (component) {
case ManualFillComponent.Price: return double.NaN;
case ManualFillComponent.Size: return 0;
default: return null;
}
}
} else {
add_imported_fills();
}
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);
}
}
}
}
@@ -1,247 +0,0 @@
<UserControl
x:Class="mbts.ui.spark.ManualFillsView"
x:ClassModifier="internal"
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
xmlns:u="clr-namespace:mbts.ui"
xmlns:c="clr-namespace:mbts.ui.controls"
xmlns:cv="clr-namespace:mbts.ui.converters"
xmlns:usp="clr-namespace:mbts.ui.spark"
>
<AdornerDecorator>
<Grid>
<DataGrid
x:Name="data_grid"
u:DataGridBehavior.SingleClickEdit="True"
AutoGenerateColumns="False"
CanUserAddRows="False"
CanUserDeleteRows="False"
CanUserReorderColumns="False"
CanUserSortColumns="True"
HeadersVisibility="All"
ItemsSource="{Binding rows_view}"
MinRowHeight="17"
RowHeaderWidth="22"
>
<!--Row Header Style-->
<DataGrid.RowHeaderStyle>
<Style TargetType="DataGridRowHeader">
<Setter Property="Content" Value="{Binding}"/>
<Setter Property="ContentTemplate">
<Setter.Value>
<DataTemplate>
<Border x:Name="Root">
<u:StateManager.VisualState>
<MultiBinding Converter="{x:Static usp:ManualFillsView.RowHeaderVisualStateConverter}">
<Binding Path="editable_item_state"/>
<Binding Path="is_valid"/>
</MultiBinding>
</u:StateManager.VisualState>
<VisualStateManager.VisualStateGroups>
<VisualStateGroup>
<VisualState Name="None"/>
<VisualState Name="Modified">
<Storyboard>
<DoubleAnimation Storyboard.TargetName="pencil" Storyboard.TargetProperty="(UIElement.Opacity)" BeginTime="0" Duration="0" To="0.7"/>
<ObjectAnimationUsingKeyFrames Storyboard.TargetName="Root" Storyboard.TargetProperty="(FrameworkElement.ToolTip)">
<DiscreteObjectKeyFrame KeyTime="0" Value="Fill has modified properties."/>
</ObjectAnimationUsingKeyFrames>
</Storyboard>
</VisualState>
<VisualState Name="Uncommitted">
<Storyboard>
<ColorAnimation Storyboard.TargetName="new_item" Storyboard.TargetProperty="(usp:ManualFillsView.ImageBrush).(SolidColorBrush.Color)" BeginTime="0" Duration="0" To="#B3006000"/>
<ObjectAnimationUsingKeyFrames Storyboard.TargetName="Root" Storyboard.TargetProperty="(FrameworkElement.ToolTip)">
<DiscreteObjectKeyFrame KeyTime="0" Value="New Fill."/>
</ObjectAnimationUsingKeyFrames>
</Storyboard>
</VisualState>
<VisualState Name="Error">
<Storyboard>
<DoubleAnimation Storyboard.TargetName="exclamation" Storyboard.TargetProperty="(UIElement.Opacity)" BeginTime="0" Duration="0" To="1"/>
<ObjectAnimationUsingKeyFrames Storyboard.TargetName="Root" Storyboard.TargetProperty="(FrameworkElement.ToolTip)">
<DiscreteObjectKeyFrame KeyTime="0" Value="Fill has invalid properties."/>
</ObjectAnimationUsingKeyFrames>
</Storyboard>
</VisualState>
<VisualState Name="ErrorUncommitted">
<Storyboard>
<ColorAnimation Storyboard.TargetName="new_item" Storyboard.TargetProperty="(usp:ManualFillsView.ImageBrush).(SolidColorBrush.Color)" BeginTime="0" Duration="0" To="#CCCD4848"/>
<ObjectAnimationUsingKeyFrames Storyboard.TargetName="Root" Storyboard.TargetProperty="(FrameworkElement.ToolTip)">
<DiscreteObjectKeyFrame KeyTime="0" Value="New Fill has invalid properties."/>
</ObjectAnimationUsingKeyFrames>
</Storyboard>
</VisualState>
</VisualStateGroup>
</VisualStateManager.VisualStateGroups>
<Grid>
<Image x:Name="new_item" usp:ManualFillsView.ImageBrush="Transparent" Height="14">
<Image.Source>
<DrawingImage>
<DrawingImage.Drawing>
<GeometryDrawing Brush="{Binding Path='(usp:ManualFillsView.ImageBrush)', ElementName=new_item}" Geometry="{Binding Source={StaticResource {x:Static u:Icons.DocumentAddGeometryKey}}}"/>
</DrawingImage.Drawing>
</DrawingImage>
</Image.Source>
</Image>
<Image x:Name="exclamation" Height="14" Opacity="0">
<Image.Source>
<Binding Source="{x:Static MessageBoxImage.Exclamation}">
<Binding.Converter>
<cv:SystemIconConverter/>
</Binding.Converter>
</Binding>
</Image.Source>
</Image>
<Image x:Name="pencil" Height="14" Source="{x:Static u:Icons.Pencil}" Opacity="0">
<Image.RenderTransform>
<RotateTransform Angle="45" CenterX="0" CenterY="7"/>
</Image.RenderTransform>
</Image>
</Grid>
</Border>
</DataTemplate>
</Setter.Value>
</Setter>
</Style>
</DataGrid.RowHeaderStyle>
<!--Cell Style-->
<DataGrid.CellStyle>
<Style TargetType="DataGridCell" BasedOn="{StaticResource DataGridCellBaseStyle}">
<Setter Property="VerticalContentAlignment" Value="Stretch"/>
</Style>
</DataGrid.CellStyle>
<!--Row Style-->
<DataGrid.RowStyle>
<Style TargetType="DataGridRow">
<Setter Property="IsSelected" Value="{Binding is_selected, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"/>
<Style.Triggers>
<DataTrigger Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="True">
<Setter Property="Background" Value="{StaticResource SelectedRowBackground}"/>
</DataTrigger>
</Style.Triggers>
</Style>
</DataGrid.RowStyle>
<DataGrid.Columns>
<!--Record ID-->
<DataGridTextColumn c:DataGridEx.CellKey="{x:Static RecordID, MemberType={u:Nested usp:ManualFillsView.Columns}}" Header="ID" Binding="{Binding record_id_display_text}" SortMemberPath="record_id" IsReadOnly="True"/>
<!---Security-->
<DataGridTemplateColumn c:DataGridEx.CellKey="{x:Static Security, MemberType={u:Nested usp:ManualFillsView.Columns}}" Header="Security" SortMemberPath="security">
<DataGridTemplateColumn.CellTemplate>
<DataTemplate>
<TextBlock Text="{Binding security}" VerticalAlignment="Center"/>
</DataTemplate>
</DataGridTemplateColumn.CellTemplate>
<DataGridTemplateColumn.CellEditingTemplate>
<DataTemplate>
<c:ContractPickerPopup
HorizontalAlignment="Stretch"
VerticalAlignment="Stretch"
CloseOnCancel="True"
CloseOnOK="True"
Header="{Binding security}"
IsEditMode="False"
IsLazy="True"
SecurityMap="{Binding DataContext.security_map, RelativeSource={RelativeSource AncestorType=DataGrid}, Mode=OneWay}"
SelectedSecurity="{Binding security, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
ShowDialogSkirt="True"
/>
</DataTemplate>
</DataGridTemplateColumn.CellEditingTemplate>
</DataGridTemplateColumn>
<!--Account-->
<DataGridTemplateColumn c:DataGridEx.CellKey="{x:Static Account, MemberType={u:Nested usp:ManualFillsView.Columns}}" Header="Account" SortMemberPath="account">
<DataGridTemplateColumn.CellTemplate>
<DataTemplate>
<TextBlock Text="{Binding account}" VerticalAlignment="Center"/>
</DataTemplate>
</DataGridTemplateColumn.CellTemplate>
<DataGridTemplateColumn.CellEditingTemplate>
<DataTemplate>
<Grid>
<ComboBox
x:Name="mutable_view"
ItemsSource="{Binding DataContext.accounts, RelativeSource={RelativeSource AncestorType=DataGrid}}"
SelectedItem="{Binding account, UpdateSourceTrigger=PropertyChanged}"
Visibility="Visible"
/>
<TextBlock
x:Name="readonly_view"
Text="{Binding account}"
VerticalAlignment="Center"
Visibility="Collapsed"
/>
</Grid>
<DataTemplate.Triggers>
<DataTrigger Binding="{Binding placeholder_key}" Value="{x:Null}">
<Setter TargetName="mutable_view" Property="Visibility" Value="Collapsed"/>
<Setter TargetName="readonly_view" Property="Visibility" Value="Visible"/>
</DataTrigger>
</DataTemplate.Triggers>
</DataTemplate>
</DataGridTemplateColumn.CellEditingTemplate>
</DataGridTemplateColumn>
<!--User-->
<DataGridTemplateColumn c:DataGridEx.CellKey="{x:Static User, MemberType={u:Nested usp:ManualFillsView.Columns}}" Header="User" SortMemberPath="user">
<DataGridTemplateColumn.CellTemplate>
<DataTemplate>
<TextBlock Text="{Binding user}" VerticalAlignment="Center"/>
</DataTemplate>
</DataGridTemplateColumn.CellTemplate>
<DataGridTemplateColumn.CellEditingTemplate>
<DataTemplate>
<ComboBox ItemsSource="{Binding DataContext.users, RelativeSource={RelativeSource AncestorType=DataGrid}}" SelectedItem="{Binding user, UpdateSourceTrigger=PropertyChanged}"/>
</DataTemplate>
</DataGridTemplateColumn.CellEditingTemplate>
</DataGridTemplateColumn>
<!--Side-->
<DataGridTemplateColumn c:DataGridEx.CellKey="{x:Static Side, MemberType={u:Nested usp:ManualFillsView.Columns}}" Header="Side" SortMemberPath="side">
<DataGridTemplateColumn.CellTemplate>
<DataTemplate>
<TextBlock Text="{Binding side}" VerticalAlignment="Center"/>
</DataTemplate>
</DataGridTemplateColumn.CellTemplate>
<DataGridTemplateColumn.CellEditingTemplate>
<DataTemplate>
<ComboBox ItemsSource="{Binding DataContext.sides, RelativeSource={RelativeSource AncestorType=DataGrid}}" SelectedItem="{Binding side, UpdateSourceTrigger=PropertyChanged}"/>
</DataTemplate>
</DataGridTemplateColumn.CellEditingTemplate>
</DataGridTemplateColumn>
<!--Size-->
<DataGridTemplateColumn c:DataGridEx.CellKey="{x:Static Size, MemberType={u:Nested usp:ManualFillsView.Columns}}" Header="Qty" SortMemberPath="side">
<DataGridTemplateColumn.CellTemplate>
<DataTemplate>
<TextBlock Text="{Binding size}" VerticalAlignment="Center"/>
</DataTemplate>
</DataGridTemplateColumn.CellTemplate>
<DataGridTemplateColumn.CellEditingTemplate>
<DataTemplate>
<c:TickUpDownUInt MinWidth="40" Value="{Binding size, UpdateSourceTrigger=PropertyChanged}"/>
</DataTemplate>
</DataGridTemplateColumn.CellEditingTemplate>
</DataGridTemplateColumn>
<!--Price-->
<DataGridTemplateColumn c:DataGridEx.CellKey="{x:Static Price, MemberType={u:Nested usp:ManualFillsView.Columns}}" Header="Price" SortMemberPath="price">
<DataGridTemplateColumn.CellTemplate>
<DataTemplate>
<TextBlock VerticalAlignment="Center">
<TextBlock.Text>
<MultiBinding Converter="{StaticResource TickDisplayConverter}">
<Binding Path="price"/>
<Binding Path="spec"/>
</MultiBinding>
</TextBlock.Text>
</TextBlock>
</DataTemplate>
</DataGridTemplateColumn.CellTemplate>
<DataGridTemplateColumn.CellEditingTemplate>
<DataTemplate>
<usp:PriceEntryControl ContractSpec="{Binding spec}" Value="{Binding price, UpdateSourceTrigger=PropertyChanged}" AlwaysReformatOnSpecChange="True"/>
</DataTemplate>
</DataGridTemplateColumn.CellEditingTemplate>
</DataGridTemplateColumn>
</DataGrid.Columns>
</DataGrid>
</Grid>
</AdornerDecorator>
</UserControl>
@@ -1,97 +0,0 @@
using bts.shell.manual_fills;
using mbts.ui.controls.adorners;
using mbts.ui.converters;
using mbts.utils;
using System;
using System.Reactive.Disposables;
using System.Reactive.Linq;
using System.Windows;
using System.Windows.Controls;
using System.Windows.Data;
using System.Windows.Input;
using System.Windows.Media;
namespace mbts.ui.spark {
/// <summary>
/// Interaction logic for ManualFillsView.xaml
/// </summary>
partial class ManualFillsView : UserControl {
public static readonly IMultiValueConverter
RowHeaderVisualStateConverter = ValueConverter.create<EditableItemState, bool, string>(
(edit_state, is_valid) => is_valid ? edit_state.ToString() : edit_state == EditableItemState.Uncommitted ? "ErrorUncommitted" : "Error");
public enum Columns {
RecordID,
Security,
Account,
User,
Side,
Size,
Price
}
IDisposable _transaction;
public ManualFillsView() =>
InitializeComponent();
public static readonly DependencyProperty ImageBrushProperty =
DependencyProperty.RegisterAttached("ImageBrush", typeof(Brush), typeof(ManualFillsView));
public static Brush GetImageBrush(DependencyObject d) => d.GetValue(ImageBrushProperty) as Brush;
public static void SetImageBrush(DependencyObject d, Brush value) => d.SetValue(ImageBrushProperty, value);
public void begin_add_fill() {
if (!(DataContext is ManualFillsVM vm))
return;
Disposable.dispose(ref _transaction);
var row = vm.row_factory();
var row_editor = new ManualFillRowEditor { DataContext = row };
row_editor.CommandBindings.Add(new CommandBinding(ManualFillRowEditor.CommitCommand, commit_executed));
row_editor.CommandBindings.Add(new CommandBinding(ManualFillRowEditor.CancelCommand, cancel_executed));
// dynamic resources
row_editor.Resources[ManualFillRowEditor.AccountsKey] = vm.accounts;
row_editor.Resources[ManualFillRowEditor.UsersKey] = vm.users;
row_editor.Resources[ManualFillRowEditor.SidesKey] = vm.sides;
FocusManager.SetIsFocusScope(row_editor, true);
var sec_hook = vm.as_demuxer().subscribe(nameof(ManualFillsVM.security_map)).OnDispatcher().Subscribe(v => row_editor.Resources[ManualFillRowEditor.SecuritiesKey] = v);
// popup adorner
var popup_adorner = new PopupAdorner(
data_grid, data_grid,
new Border {
Child = row_editor,
Background = BTSColors.common_background_brush,
BorderBrush = Brushes.Black,
BorderThickness = new Thickness(1),
Padding = new Thickness(0, 6, 0, 0),
HorizontalAlignment = HorizontalAlignment.Left,
VerticalAlignment = VerticalAlignment.Top
},
HorizontalPosition.Middle,
VerticalPosition.Middle,
0,
22) {
OpenRelativeToMouse = true,
EnableDragMove = true,
ClipToBounds = true
};
popup_adorner.attach();
popup_adorner.IsOpen = true;
row_editor.Focus();
_transaction = new CompositeDisposable(sec_hook) { destroy_popup };
// local methods
void commit_executed(object sender, ExecutedRoutedEventArgs e) {
vm.add_fill_cmd?.TryExecuteIfCan(row);
Disposable.dispose(ref _transaction);
}
void cancel_executed(object sender, ExecutedRoutedEventArgs e) {
row.revert();
Disposable.dispose(ref _transaction);
}
void destroy_popup() {
popup_adorner.IsOpen = false;
popup_adorner.detach();
}
}
}
}
@@ -1,133 +0,0 @@
using bts.api;
using bts.shell.manual_fills;
using bts.spark;
using mbts;
using mbts.collections;
using mbts.spark;
using mbts.ui;
using mbts.ui.controls;
using mbts.ui.spark;
using System;
using System.Collections.Generic;
using System.Collections.Specialized;
using System.ComponentModel;
using System.Linq;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Controls;
namespace bts.shell {
class ManualFillsWindowFactory : ShellWindowFactory<ManualFillsSettings> {
public const string
window_type = "ManualFills",
window_name = "Manual Fills";
const double _window_min_width = 466;
readonly IBus _bus;
readonly OrdersModel _orders_model;
readonly ManualFillsConfig _manual_fills_conf = ManualFillsConfig.read();
public ManualFillsWindowFactory(IShellModule owner, IBus bus, OrdersModel orders_model) : base(owner, window_name) {
_bus = bus;
_orders_model = orders_model;
_dispose = bus.subscribe(SparkTags.ShowManualFillsTag).Subscribe(open_window);
//
async void open_window(ManualFillsSettings state) =>
_bus.post(SparkTags.ShowWindow, await load(state));
}
public override Task<IShellWindow> load(ManualFillsSettings settings) {
return Task.FromResult<IShellWindow>(SparkWindow<ManualFillsSettings>.create(
window_type, window_name, _bus, this, Icons.DataEdit, _manual_fills_conf.thread_id, thread_init, _window_min_width));
//
(UIElement, IEnumerable<SparkCommand>, Func<ManualFillsSettings>, IDisposable) thread_init() {
var vm = ManualFillsVM.create(_bus, _orders_model);
var view = new ManualFillsView { DataContext = vm };
view.data_grid.Sorting += on_sorting;
IReadOnlyList<SortingCriteria> last_sorting_criterion = Array.Empty<SortingCriteria>();
using (apply_sort()) {
var col_sort_tuples =
from sc in settings.sorting_criterion
join col in view.data_grid.Columns on sc.col_name equals _col_id(col)
select (col, sc);
foreach (var (col, sc) in col_sort_tuples) {
col.SortDirection = sc.direction();
vm.rows_view.SortDescriptions.Add(new SortDescription(col.SortMemberPath, sc.direction()));
}
}
var cmds = new[] {
new SparkCommandCommand("Add New", Icons.AddBoxes, _manual_fills_conf.modal_transactions ? new DelegateCommand(() => view.begin_add_fill()) : vm.add_fill_cmd) { group = CommandGroups.Add },
new SparkCommandCommand("Import Fills", Icons.Import, vm.import_fills_cmd) { group = CommandGroups.Add },
new SparkCommandCommand("Revert Selected", Icons.UndoCircular,vm.revert_selected_fills_cmd) { group = CommandGroups.Revert, show_in_toolbar = false },
new SparkCommandCommand("Revert All", Icons.UndoCircular, vm.revert_all_cmd) { group = CommandGroups.Revert },
new SparkCommandCommand("Save Selected", Icons.Disk, vm.commit_selected_fills_cmd) { group = CommandGroups.Save, show_in_toolbar = false },
new SparkCommandCommand("Save All", Icons.Disk, vm.commit_all_fills_cmd) { group = CommandGroups.Save },
new SparkCommandCommand("Delete Selected", Icons.Trash, vm.remove_selected_fills_cmd)
};
return (view, cmds, get_settings, Disposable.Create(
vm.rows_view.subscribe_sorting_criterion(sm => view.data_grid.Columns.TryGetFirst(dc => dc.SortMemberPath == sm, out DataGridColumn match) ? _col_id(match) : null)
.Subscribe(sc => last_sorting_criterion = sc),
vm));
//
void on_sorting(object sender, DataGridSortingEventArgs e) {
e.Handled = true;
using (apply_sort()) {
var new_sort_desc = new SortDescription(e.Column.SortMemberPath, e.Column.SortDirection == ListSortDirection.Ascending ? ListSortDirection.Descending : ListSortDirection.Ascending);
e.Column.SortDirection = new_sort_desc.Direction;
if (KeyboardExtensions.IsShiftDown()) {
if (vm.rows_view.SortDescriptions.TryGetFirst(sd => sd.PropertyName == e.Column.SortMemberPath, out var match, out int index)) {
vm.rows_view.SortDescriptions[index] = new_sort_desc;
} else {
vm.rows_view.SortDescriptions.Add(new_sort_desc);
}
} else {
vm.rows_view.SortDescriptions.Clear();
foreach (var col in view.data_grid.Columns.Except(new[] { e.Column }))
col.SortDirection = null;
vm.rows_view.SortDescriptions.Add(new_sort_desc);
}
}
}
/// Ensures that the primary sort description property (i.e., at index 0) is the placeholder_key.
/// This behavior has the effect of grouping placeholder rows at the bottom, without using <see cref="ICollectionView.GroupDescriptions"/> (which is incompatible with row virtualization).
IDisposable apply_sort() =>
Disposable.Create(() => {
var pk_sort_desc = new SortDescription(nameof(ManualFillRow.placeholder_key), ListSortDirection.Ascending);
if (vm.rows_view.SortDescriptions.Count > 0) {
if (vm.rows_view.SortDescriptions[0].Equals(pk_sort_desc))
return;
vm.rows_view.SortDescriptions.removeFirst(sd => sd.PropertyName == pk_sort_desc.PropertyName);
}
vm.rows_view.SortDescriptions.Insert(0, pk_sort_desc);
});
ManualFillsSettings get_settings() =>
new ManualFillsSettings(last_sorting_criterion);
}
}
static string _col_id(DataGridColumn col) =>
DataGridEx.GetCellKey(col)?.ToString();
readonly struct ManualFillsConfig {
public readonly bool modal_transactions;
public readonly string thread_id;
ManualFillsConfig(string thread_id, bool modal_transactions) {
this.thread_id = thread_id;
this.modal_transactions = modal_transactions;
}
public static ManualFillsConfig read() => new ManualFillsConfig(
mbts.config.Configuration.get<bts.config.MultiThreadedWindows>().manual_fills ? window_type : null,
mbts.config.Configuration.get<bts.config.ManualFillsOptions>().modal_transactions);
}
static class CommandGroups {
public const string
Add = "Add",
Save = "Save",
Revert = "Revert";
}
}
}
@@ -6,7 +6,7 @@
xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
xmlns:d="http://schemas.microsoft.com/expression/blend/2008"
xmlns:sp="clr-namespace:mbts.spark"
xmlns:u="clr-namespace:mbts.ui"
xmlns:uc="clr-namespace:mbts.ui"
xmlns:c="clr-namespace:mbts.ui.controls"
xmlns:usp="clr-namespace:mbts.ui.spark"
xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
@@ -22,7 +22,6 @@
<ResourceDictionary>
<ResourceDictionary.MergedDictionaries>
<ResourceDictionary Source="/view/Controls/DataGridEx/Filters/Views/FilterTemplates.xaml"/>
<ResourceDictionary Source="/Modules/Trading/OrderBook/View/OrderParamsPanel.xaml"/>
</ResourceDictionary.MergedDictionaries>
<uspcv:TickDisplayConverter x:Key="TickDisplayConverter"/>
<uspcv:OrderSubTypeDisplayTextConverter x:Key="OrderSubTypeLongDisplayTextConverter" UseLongName="True" />
@@ -50,56 +49,16 @@
<Style x:Key="{x:Static sp:MiniOrderBookView.RowStyleKey}" TargetType="ListBoxItem" BasedOn="{StaticResource DIYGridRowStyle}">
<Style.Triggers>
<!-- Completed order background -->
<MultiDataTrigger>
<MultiDataTrigger.Conditions>
<Condition Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="False"/>
<Condition Binding="{Binding status}" Value="{u:Enum Completed, Type=order:OrderStatus}"/>
<Condition Binding="{Binding status}" Value="{uc:Enum Working, Type=order:OrderStatus}"/>
</MultiDataTrigger.Conditions>
<MultiDataTrigger.Setters>
<Setter Property="Background" Value="{x:Static Member=completed_order_background_brush, MemberType={u:Nested u:BTSColors.Orders}}"/>
</MultiDataTrigger.Setters>
</MultiDataTrigger>
<!-- Error, RejectedBySpark, Disconnected order background -->
<MultiDataTrigger>
<MultiDataTrigger.Conditions>
<Condition Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="False"/>
<Condition Binding="{Binding status}" Value="{u:Enum Error, Type=order:OrderStatus}"/>
</MultiDataTrigger.Conditions>
<MultiDataTrigger.Setters>
<Setter Property="Background" Value="{x:Static Member=error_order_background_brush, MemberType={u:Nested u:BTSColors.Orders}}"/>
</MultiDataTrigger.Setters>
</MultiDataTrigger>
<MultiDataTrigger>
<MultiDataTrigger.Conditions>
<Condition Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="False"/>
<Condition Binding="{Binding status}" Value="{u:Enum RejectedBySpark, Type=order:OrderStatus}"/>
</MultiDataTrigger.Conditions>
<MultiDataTrigger.Setters>
<Setter Property="Background" Value="{x:Static Member=error_order_background_brush, MemberType={u:Nested u:BTSColors.Orders}}"/>
</MultiDataTrigger.Setters>
</MultiDataTrigger>
<MultiDataTrigger>
<MultiDataTrigger.Conditions>
<Condition Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="False"/>
<Condition Binding="{Binding status}" Value="{u:Enum Disconnected, Type=order:OrderStatus}"/>
</MultiDataTrigger.Conditions>
<MultiDataTrigger.Setters>
<Setter Property="Background" Value="{x:Static Member=error_order_background_brush, MemberType={u:Nested u:BTSColors.Orders}}"/>
</MultiDataTrigger.Setters>
</MultiDataTrigger>
<!-- Cancel order background -->
<MultiDataTrigger>
<MultiDataTrigger.Conditions>
<Condition Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="False"/>
<Condition Binding="{Binding status}" Value="{u:Enum Canceled, Type=order:OrderStatus}"/>
</MultiDataTrigger.Conditions>
<MultiDataTrigger.Setters>
<Setter Property="Background" Value="{x:Static Member=canceled_order_background_brush, MemberType={u:Nested u:BTSColors.Orders}}"/>
<Setter Property="Background" Value="{x:Static Member=working_order_background_brush, MemberType={uc:Nested uc:BTSColors.Orders}}"/>
</MultiDataTrigger.Setters>
</MultiDataTrigger>
</Style.Triggers>
</Style>
<DataTemplate x:Key="{x:Static sp:MiniOrderBookView.RowTemplateKey}">
<sp:MiniOrderBookRowView/>
@@ -123,8 +82,7 @@
RowTemplate="{StaticResource {x:Static sp:MiniOrderBookView.RowTemplateKey}}"
SelectionHighlight="{Binding grid_settings_manager.selection_highlight, Mode=OneWay}"
RowsHorizontalScrollBarVisibility="Collapsed"
RowHeight="20"
SelectionMode="Single"
RowHeight="20"
>
<c:DIYGrid.Resources>
<ResourceDictionary>
@@ -137,7 +95,7 @@
<PathGeometry x:Key="TreeArrow" Figures="M0,0 L0,6 L6,0 z"/>
<SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Fill" Color="#FFFFFFFF"/>
<SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Stroke" Color="#FF818181"/>
<Style x:Key="{x:Static sp:OrderBookGridView.ExpandCollapseToggleStyleKey}" TargetType="{x:Type ToggleButton}">
<Style x:Key="{x:Static sp:OrderBookView.ExpandCollapseToggleStyleKey}" TargetType="{x:Type ToggleButton}">
<Setter Property="Focusable" Value="False"/>
<Setter Property="Width" Value="16"/>
<Setter Property="Height" Value="16"/>
@@ -191,8 +149,9 @@
</ResourceDictionary>
</c:DIYGrid.Resources>
<c:DIYGrid.InputBindings>
<KeyBinding Key="Return" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
</c:DIYGrid.InputBindings>
<!--<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
Command="{x:Static c:DIYGrid.DefaultRowCommand}"
@@ -1,12 +1,11 @@
using mbts.ui.controls;
using System.Windows.Controls;
using System.Windows.Input;
namespace mbts.spark {
internal partial class MiniOrderBookView : UserControl {
// IMPORTANT: these enums are stored as strings in the general-purpose GridColumnSettings proto, and are used to ID THE COLUMNS!
// Do NOT RENAME them! However, if you must, be sure to write an IShellWindowMigrationRule or something to account for backwards compatability.
public enum Columns { Security, Symbol, Time, LastChange, User, Account, Exchange, TimeInForce, OrderType, SubType, Side, Size, Price, Filled, AvgFilled, LastPrice, Status, LastMessage, SecurityKey, OrderKey, ParentKey, Cancel, EditableQty, EditablePrice, Attach }
public enum Columns { Security, Symbol, Time, LastChange, User, Account, Exchange, TimeInForce, OrderType, SubType, Side, Size, Price, Filled, AvgFilled, LastPrice, Status, LastMessage, SecurityKey, OrderKey, ParentKey, Cancel, EditableQty, EditablePrice }
public const string
SubTypeFilterTemplateKey = "SubTypeFilterTemplate",
ExpandCollapseToggleStyleKey = "ExpandCollapseToggleStyle",
@@ -21,10 +20,7 @@ namespace mbts.spark {
}
}
class MiniOrderBookRowView : DIYGrid.HighPerformanceRow<OrderBookRowVM, OrderBookGridView.ColumnKeys> {
public MiniOrderBookRowView() : base() {
FocusManager.SetIsFocusScope(this, true);
KeyboardNavigation.SetTabNavigation(this, KeyboardNavigationMode.Cycle);
}
class MiniOrderBookRowView : DIYGrid.HighPerformanceRow<OrderBookRowVM, OrderBookView.Columns> {
public MiniOrderBookRowView() : base() { }
}
}
File diff suppressed because it is too large. Load diff
@@ -0,0 +1,215 @@
using bts;
using bts.api;
using bts.api.core;
using bts.api.orderman;
using bts.collections;
using bts.utils;
using mbts.utils;
using System;
using System.Collections.Generic;
using System.Collections.ObjectModel;
using System.ComponentModel;
using System.Linq;
using System.Reactive.Linq;
namespace mbts.spark {
class OrderBookRowCollection : ObservableCollection<OrderBookRowVM> {
static readonly IEqualityComparer<INode<OrderBookRowVM>> _node_equality_comparer = EqualityComparer.Create<INode<OrderBookRowVM>, uint>(n => n.value.order_key);
readonly Func<OrderSecurityAlgoMeta, OrderBookRowVM> _row_factory;
/// Critical: Any and all row mutations <see cref="OrderBookRowVM"/> must be executed through <see cref="SortedTree{T, TKey}.TryReplace(TKey, Func{T, T})"/>.
/// Mutations can change the sort-position of a row, and <see cref="_tree"/> will be broken if its elements aren't properly sorted (it relies heavily on binary-search logic).
SortedTree<OrderBookRowVM, uint> _tree;
IComparer<OrderBookRowVM> _comparer;
Func<OrderSecurityAlgoMeta, bool> _filter;
bool _is_refresh_pending;
int _deferment_count = 0;
/// When processing changed-items, the <see cref="SortedTree{T, TKey}.TryReplace(TKey, Func{T, T})"/> method is used to update the changed row. It is not expected to fail (return false),
/// but if it does, we don't want to overwhelm the logs with a bunch of useless noise in case it starts happening repeatedly, hence the int fields below.
/// <see cref="_max_replace_misses_logged"/>, <see cref="_n_replace_misses_logged"/>, <see cref="update(IIncrementalTableUpdateTransform{OrderSecurity, uint})"/>.
const int _max_replace_misses_logged = 10;
int _n_replace_misses_logged;
public OrderBookRowCollection(Func<OrderSecurityAlgoMeta, OrderBookRowVM> row_factory, IComparer<OrderBookRowVM> comparer) {
_row_factory = row_factory;
_tree = _mk_tree(_comparer = comparer);
}
public Func<OrderSecurityAlgoMeta, bool> filter {
get => _filter;
set {
_filter = value;
_refresh_branches(_tree.RootNodes);
reset();
}
}
public IComparer<OrderBookRowVM> comparer {
get => _comparer;
set {
_tree = _tree.Resort(_comparer = value);
reset();
}
}
public int total_row_count { get; private set; }
IEnumerable<OrderBookRowVM> _visible_rows => _tree.Where(r => r.is_visible);
bool _is_refresh_deferred => _deferment_count > 0;
public IEnumerable<INode<OrderBookRowVM>> get_inner_nodes(OrderBookRowVM row) =>
_tree.EnumerateInnerNodes(row);
public IEnumerable<OrderBookRowVM> get_descendent_rows(OrderBookRowVM row) =>
_tree.EnumerateInnerValues(row);
public void collapse_all() {
foreach (var n in _tree.RootNodes) {
collapse_node(n);
}
if (_is_refresh_deferred) {
_is_refresh_pending = true;
} else {
Clear();
foreach (var n in _tree.RootNodes) {
if (n.value.is_visible)
Add(n.value);
}
}
// local methods
void collapse_node(INode<OrderBookRowVM> node) {
node.value.collapse_internal();
foreach (var cn in node.inner) {
cn.value.is_visible = false;
collapse_node(cn);
}
}
}
public void expand_all() {
foreach (var n in _tree.RootNodes) {
expand_node(n);
}
if (_is_refresh_deferred) {
_is_refresh_pending = true;
} else {
Clear();
foreach (var n in _tree.RootNodes) {
if (n.value.is_visible) {
Add(n.value);
foreach (var r in n.inner_values())
Add(r);
}
}
}
// local methods
void expand_node(INode<OrderBookRowVM> node) {
node.value.expand_internal();
foreach (var cn in node.inner) {
cn.value.is_visible = node.value.is_visible;
expand_node(cn);
}
}
}
/// <summary>
/// Refreshes the collection by calling <see cref="GlobalExtensions.sync_with{T}(IList{T}, IEnumerable{T})"/> with all visible rows.
/// </summary>
public void refresh() {
if (_is_refresh_deferred) {
_is_refresh_pending = true;
} else {
_is_refresh_pending = false;
this.sync_with(_visible_rows);
}
}
/// <summary>
/// Resets the collection by calling <see cref="Collection{T}.Clear"/>, then adding all visible rows.
/// </summary>
public void reset(bool force = false) {
if (_is_refresh_deferred && !force) {
_is_refresh_pending = true;
} else {
Clear();
this.AddRange(_visible_rows);
_is_refresh_pending = false;
}
}
public IDisposable defer_refresh(bool force_refresh_after = false) {
// use a counter instead of a simple bool flag to gracefully handle recursive calls to defer_refresh(),
// by only calling refresh() after all IDisposables returned by defer_refresh() have been disposed.
_deferment_count++;
_is_refresh_pending |= force_refresh_after;
return Disposable.Create(() => {
_deferment_count--;
if (_is_refresh_pending)
refresh();
});
}
public void update(TableUpdate<OrderSecurityAlgoMeta, uint> table) {
IEnumerable<INode<OrderBookRowVM>> impacted_branch_roots;
int n_removed = table.removed.Count();
if (n_removed == total_row_count) {
// full refresh (most likely this is the first update or a server restart)
_tree = _mk_tree(_comparer, table.added.Select(x => _row_factory(x)));
impacted_branch_roots = _tree.RootNodes;
} else {
foreach (OrderSecurityAlgoMeta ort in table.removed)
_tree.Remove(ort.order.Key);
foreach (var change in table.changes) {
if (!_tree.TryReplace(change.New.order.Key, r => { r.update(change.New); return r; })) {
// uh oh, replace failed! Let's log this, but not a million times (this seems like the kind of error that, if it happens once, could happen a lot).
if (_n_replace_misses_logged++ < _max_replace_misses_logged)
Log.Ui.error($"{nameof(OrderBookRowCollection)} failed to process Changed {nameof(OrderSecurity)} in update (old:{change.Old.order.Key}, new:{change.New.order.Key}). This is the '{_n_replace_misses_logged}' time this has happened in this OrderBook.");
}
}
foreach (OrderSecurityAlgoMeta ort in table.added)
_tree.Insert(_row_factory(ort));
impacted_branch_roots =
table.added.Concat(table.changed).Select(ort => ort.order.Key).Select(_tree.GetRootNode)
.Concat(
table.removed
.Where(ort => ort.order.has_parent())
.Select(ort => ort.order.ParentKey)
.Distinct() // since these are ParentKeys, there could be duplicates.
.Select(_tree.GetRootNode)
.Where(n => n != null)
).Distinct(_node_equality_comparer);
}
_refresh_branches(impacted_branch_roots);
refresh();
int old_row_count = total_row_count;
total_row_count += table.added.Count() - n_removed;
if (old_row_count != total_row_count)
OnPropertyChanged(new PropertyChangedEventArgs(nameof(total_row_count)));
}
static SortedTree<OrderBookRowVM, uint> _mk_tree(IComparer<OrderBookRowVM> comp, IEnumerable<OrderBookRowVM> init = null) =>
new SortedTree<OrderBookRowVM, uint>(comp, r => r.order_key, r => r.parent_order_key, init);
void _refresh_branches(IEnumerable<INode<OrderBookRowVM>> roots) {
if (filter == null) {
foreach (var n in roots)
refresh_tree_properties(0, true, n);
} else {
foreach (var n in roots)
refresh_tree_properties(0, get_branch_passes_filter(n), n);
}
// local methods
void refresh_tree_properties(int depth_level, bool is_visible, INode<OrderBookRowVM> node) {
node.value.depth_level = depth_level;
node.value.is_visible = is_visible;
using (var en = node.inner.GetEnumerator()) {
if (en.MoveNext()) {
node.value.is_parent = true;
depth_level++;
do refresh_tree_properties(depth_level, node.value.is_visible && node.value.is_expanded, en.Current);
while (en.MoveNext());
}
}
}
bool get_branch_passes_filter(INode<OrderBookRowVM> n) =>
filter(n.value.order_tuple) || n.inner.Any(get_branch_passes_filter);
}
}
}
@@ -1,40 +1,49 @@
using bts;
using bts.api;
using bts.api.orderman;
using bts.collections;
using bts.spark;
using mbts.ui;
using mbts.ui.controls;
using mbts.ui.shell;
using System;
using System.ComponentModel;
using System.Reactive.Linq;
using System.Runtime.CompilerServices;
using System.Reactive;
using System.Linq;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using Columns = mbts.spark.OrderBookGridView.ColumnKeys;
using System.Reactive.Linq;
namespace mbts.spark {
partial class OrderBookRowVM : IEquatable<OrderBookRowVM>, DIYGrid.IRowVM, IHierarchicalRow<OrderSecurity>, INotifyPropertyChanged {
partial class OrderBookRowVM : DisposableViewModelBase, IEquatable<OrderBookRowVM>, DIYGrid.IRowVM, DIYGrid.IActionableRowVM {
const string _unknown_security_price_format_string = "0.#########";
const int _unknown_security_price_num_fractional_digits = 9;
readonly OrderBookVM _owner;
Color? _root_algo_badge_color_backing;
Brush _badge_fill, _root_algo_badge_fill;
IRaiseCanExecuteChangedCommand _show_order_modify_cmd, _toggle_expanded_cmd, _cancel_cmd, _detach_command, _attach_command, _update_command, _modify_order_quantity_andor_price, _revert_prospective_order_quantity_andor_price;
bool _is_parent, _is_expanded, _is_selected, _is_attachable, _is_detachable;
Brush _badge_fill;
IRaiseCanExecuteChangedCommand _show_order_modify_cmd, _toggle_expanded_cmd, _cancel_cmd, _modify_order_quantity, _modify_order_price;
bool _is_parent, _is_expanded, _is_selected;
int _depth_level;
SecurityImmutable? _security => order_tuple.security;
// for mini-ob
uint _prospective_quantity;
double _prospective_price;
public OrderBookRowVM(OrderBookVM owner, OrderSecurity order_tuple, bool is_expanded) {
public OrderBookRowVM(OrderBookVM owner, OrderSecurityAlgoMeta order_tuple, bool is_expanded) {
_owner = owner;
this.order_tuple = order_tuple;
is_visible = !is_child;
_is_expanded = is_expanded;
prospective_quantity = this.quantity;
prospective_price = this.price;
this.invalidated += OrderBookRowVM_invalidated;
}
private void OrderBookRowVM_invalidated() {
modify_order_quantity?.TryRaiseCanExecuteChanged();
modify_order_price?.TryRaiseCanExecuteChanged();
}
//// This takes care of the case where the OB has all rows visible
@@ -43,22 +52,25 @@ namespace mbts.spark {
//// when the OrderBookVM.selected_order_changes, this emulates the selected
//// order changing since the current_row setter invokes the selected_order_changed
//// handler
public IObservable<OrderSecurity> subscribe_data() {
return Observable.FromEvent<Action, OrderSecurity>(
cb => () => cb(order_tuple),
cb => invalidated += cb,
public IObservable<OrderSecurityAlgoMeta> subscribe_data() {
return Observable.FromEvent<Action, OrderSecurityAlgoMeta>(
cb => () => cb(order_tuple),
cb => invalidated += cb,
cb => invalidated -= cb);
}
protected override void Dispose(bool disposing) {
this.invalidated -= OrderBookRowVM_invalidated;
base.Dispose(disposing);
}
public event Action invalidated;
public event Action<(OrderSecurity oldval, OrderSecurity newval)> updated;
public event PropertyChangedEventHandler PropertyChanged;
// Core
public OrderSecurity order_tuple { get; private set; }
public OrderSecurityAlgoMeta order_tuple { get; private set; }
public OrderRecordImmutable order => order_tuple.order;
public OrderMetadata order_metadata => _owner.get_metadata(this);
public Brush badge_fill => _badge_fill ?? (_badge_fill = OrderUtils.badge_fill(order_tuple.meta, order_metadata));
public Brush badge_fill => _badge_fill ?? (_badge_fill = order_tuple.badge_fill(order_metadata));
public uint order_key => order.Key;
public uint parent_order_key => order.ParentKey;
public uint security_key => order.security_key();
@@ -91,19 +103,6 @@ namespace mbts.spark {
public uint quantity => order.quantity();
public uint filled_quantity => order.filled();
public string last_msg => order.last_msg();
public uint piq => order_tuple.piq ?? uint.MaxValue;
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());
// Root Algo
public CustomOrderDefinition.CustomOneofCase root_algo_order_type => order_tuple.root_algo.value.CustomCase;
public OrderMetadata root_algo_order_metadata => _owner.get_metadata(root_algo_order_type);
public Brush root_algo_badge_fill => _root_algo_badge_fill ?? (_root_algo_badge_fill = new SolidColorBrush(_root_algo_badge_color));
public string root_algo_display_name => order_tuple.root_algo.name;
// Tree
public bool is_parent { get => _is_parent; set => Set(ref _is_parent, value); }
public bool is_child => order.has_parent();
@@ -136,192 +135,100 @@ namespace mbts.spark {
}
}
}
public bool is_qty_dirty => this.prospective_quantity != this.quantity;
public bool is_qty_dirty => this.prospective_quantity != this.quantity;
public bool is_price_dirty => this.prospective_price != this.price;
// Commands
public ICommand toggle_command => _toggle_expanded_cmd ?? (
_toggle_expanded_cmd = new DelegateCommand(() => is_expanded = !is_expanded));
public ICommand show_order_modify_cmd =>
_show_order_modify_cmd ?? (_show_order_modify_cmd = new DelegateCommand(() => _owner.show_order_modify(this), () => status == OrderStatus.Working));
ICommand DIYGrid.IActionableRowVM.default_command => _show_order_modify_cmd ??
(_show_order_modify_cmd = new DelegateCommand(() => _owner.show_order_modify(this), () => status == OrderStatus.Working));
public ICommand cancel_command => _cancel_cmd ??
(_cancel_cmd = new DelegateCommand(() => _owner.cancel_order(this), () => status == OrderStatus.Working || status == OrderStatus.Disconnected));
(_cancel_cmd = new DelegateCommand(() => _owner.cancel_order(this), () => status == OrderStatus.Working));
public ICommand modify_order_quantity_andor_price {
get {
if (_modify_order_quantity_andor_price == null) {
_modify_order_quantity_andor_price = new DelegateCommand(execute, can_execute);
invalidated += _modify_order_quantity_andor_price.RaiseCanExecuteChanged;
// impl
void execute() {
if (is_qty_dirty && is_price_dirty) {
_owner.modify_order_price_and_quantity(this, prospective_price, prospective_quantity);
} else if (is_qty_dirty) {
_owner.modify_order_quantity(this, prospective_quantity);
} else if (is_price_dirty) {
_owner.modify_order_price(this, this.prospective_price);
}
_unselect_me();
}
bool can_execute() => status == OrderStatus.Working && (is_price_dirty || is_qty_dirty);
}
return _modify_order_quantity_andor_price;
}
}
public ICommand revert_prospective_order_quantity_andor_price => _revert_prospective_order_quantity_andor_price ??
(_revert_prospective_order_quantity_andor_price = new DelegateCommand(
() => {
prospective_price = price;
prospective_quantity = quantity;
public ICommand modify_order_quantity => _modify_order_quantity ??
(_modify_order_quantity = new DelegateCommand(
(desired_quantity) => {
_owner.modify_order_quantity(this, (uint)desired_quantity);
_unselect_me();
},
() => this.status == OrderStatus.Working && (is_price_dirty || is_qty_dirty)
)
(desired_quantity) =>
(desired_quantity != null && this.status == OrderStatus.Working && (uint)desired_quantity != this.quantity)
|| is_qty_dirty
)
);
public ICommand modify_order_price => _modify_order_price ??
(_modify_order_price = new DelegateCommand(
(desired_price) => {
_owner.modify_order_price(this, (double)desired_price);
_unselect_me();
},
(desired_price) =>
(desired_price != null && this.status == OrderStatus.Working && (double)desired_price != this.price)
|| is_price_dirty
)
);
public ICommand detach_command => _detach_command ??
(_detach_command = new DelegateCommand(() => {
_owner.detach_orders(this);
})
);
public ICommand attach_command => _attach_command ?? (
_attach_command = new DelegateCommand(() => {
// the _select me will trigger the OBVM.attach_vm to get primed
_select_me();
_owner.begin_attach_algos();
})
);
public ICommand update_command => _update_command ?? (
_update_command = new DelegateCommand(() => {
_select_me();
})
);
// private props
Color _root_algo_badge_color {
get => _root_algo_badge_color_backing ?? (_root_algo_badge_color_backing = OrderUtils.badge_color(order_tuple.root_meta, root_algo_order_metadata)).Value;
set {
if (_root_algo_badge_color_backing != value) {
_root_algo_badge_color_backing = value;
_root_algo_badge_fill = null;
}
}
}
#region IHierarchicalRow
bool IHierarchicalRow.is_parent => is_parent;
bool IHierarchicalRow.is_expanded => is_expanded;
int IHierarchicalRow.depth_level => depth_level;
OrderSecurity IHierarchicalRow<OrderSecurity>.value => order_tuple;
void IHierarchicalRow.on_is_parent_changed(bool is_parent) => this.is_parent = is_parent;
/// Do NOT actually call the <see cref="is_expanded"/> setter (it has side effects) - the row collection calls this method when the row is expanded/collapsed by some **external means, outside of this class.
/// It should not trigger any functional response beyond modifying the value returned by <see cref="is_expanded"/>.
/// **external means are:
/// <see cref="OperableHierarchicalCollection{TRow, T, TKey}.expand_all"/>,
/// <see cref="OperableHierarchicalCollection{TRow, T, TKey}.expand_row(TKey)"/>
/// <see cref="OperableHierarchicalCollection{TRow, T, TKey}.collapse_all"/>
/// <see cref="OperableHierarchicalCollection{TRow, T, TKey}.collapse_row(TKey)"/>
void IHierarchicalRow.on_is_expanded_changed(bool is_expanded) => Set(ref _is_expanded, is_expanded, nameof(is_expanded));
void IHierarchicalRow.on_depth_level_changed(int depth_level) => this.depth_level = depth_level;
void IHierarchicalRow<OrderSecurity>.on_value_changed(OrderSecurity value) => update(value);
#endregion
private void _unselect_me() {
this.is_selected = false;
_owner.current_row = null;
}
private void _select_me() {
this.is_selected = true;
_owner.current_row = this;
}
// These fns present a way for the orderbook to avoid noisy, intermittent collection changes during "Expand/Collapse All" ops,
// when incremental changes are ignored in favor of a full reset, after 'is_expanded' is updated for all rows.
internal void expand_internal() => Set(ref _is_expanded, true, nameof(is_expanded));
internal void collapse_internal() => Set(ref _is_expanded, false, nameof(is_expanded));
internal void expand_internal() => Set(ref _is_expanded, true);
internal void collapse_internal() => Set(ref _is_expanded, false);
public void update(OrderSecurity order_tuple) {
public void update(OrderSecurityAlgoMeta order_tuple) {
Log.assert(order_tuple.order.Key == this.order.Key, "OrderBookRowVM: update_order was called with an order with the wrong key.");
bool had_security = _security.HasValue;
var old_meta = this.order_tuple.meta;
// _show_order_modify_cmd is lazy (instantiated in the default_command getter); it might be null, don't not force instantiation
bool? could_modify_execute = _show_order_modify_cmd?.CanExecute(null);
var old_order_tuple = this.order_tuple;
var dirty = ViewRefresh.get_dirty_cells(old_order_tuple, order_tuple);
OrderRecordImmutable old_order = order;
this.order_tuple = order_tuple;
// order type
if ((Columns.OrderType & dirty) != 0)
// most cells are "render-cells," which don't use databindings - the only way to update such cells is to raise the invalidated event
bool invalidate = !(
old_order.last_change() == order.last_change() &&
old_order.filled() == order.filled() &&
old_order.last_price() == order.last_price() &&
old_order.avg_price().Equals(order.avg_price()) &&
old_order.price().Equals(order.price()) &&
old_order.quantity() == order.quantity() &&
old_order.last_msg() == order.last_msg());
// however, the order-type and security cells DO use databindings - if these cells have changed, the PropertyChanged event must be raised regardless of whether or not invalidated is raised
if (old_order.order_type() != order.order_type())
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) {
if (old_order.quantity() != order.quantity()) {
RaisePropertyChanged(nameof(quantity));
RaisePropertyChanged(nameof(is_qty_dirty));
}
if (old_order.price() != order.price()) {
RaisePropertyChanged(nameof(price));
RaisePropertyChanged(nameof(is_price_dirty));
}
// security
if ((Columns.Security & dirty) != 0)
if (!had_security && _security.HasValue) {
RaisePropertyChanged(nameof(security), nameof(security_text));
// badge fill
if (old_order_tuple.meta?.badge_color != order_tuple.meta?.badge_color) {
// invalidate by setting to null (will be re-instantiated in the public getter)
// need to raise invalidated to refresh the price cells (the security.ContractSpec determines how they are formatted - Ticks!)
invalidate = true;
}
if (old_meta?.badge_color != order_tuple.meta?.badge_color) {
_badge_fill = null;
RaisePropertyChanged(nameof(badge_fill));
}
// display name
if (old_order_tuple.display_name() != order_tuple.display_name())
RaisePropertyChanged(nameof(display_name));
// root badge fill
if (_root_algo_badge_color_backing.HasValue) {
// only need to invalidate it if it had a value (it is lazily instantiated)
_root_algo_badge_color = OrderUtils.badge_color(order_tuple.root_meta, root_algo_order_metadata);
RaisePropertyChanged(nameof(root_algo_badge_fill));
}
// root display name
if (old_order_tuple.root_algo.name != order_tuple.root_algo.name)
RaisePropertyChanged(nameof(root_algo_display_name));
// status
if ((Columns.Status & dirty) != 0)
if (old_order.status() != order.status()) {
invalidate = true;
RaisePropertyChanged(nameof(status));
// last message
if ((Columns.LastMessage & dirty) != 0)
}
if (old_order.last_msg() != order.last_msg()) {
RaisePropertyChanged(nameof(last_msg));
// filled status desc
if ((ViewRefresh.filled_status_desc_mask & dirty) != 0)
RaisePropertyChanged(nameof(filled_status_desc));
// show order modify cmd
}
if (could_modify_execute.HasValue && could_modify_execute.Value != _show_order_modify_cmd.CanExecute(null))
_show_order_modify_cmd.RaiseCanExecuteChanged();
// always raise updated
updated?.Invoke((old_order_tuple, order_tuple));
// terminal state
if (old_order_tuple.order.is_non_terminal() != order_tuple.order.is_non_terminal()) {
// while we call refresh_is_at/detachable in the OrderBookRowCollection.update
// on all the children of a modified row, we used to not call it on the row istelf,
// which should of course be done here. This manifested via the very top parent in any
// length of attachable orders *still* showing an attach icon after some descendant was
// detached
RaisePropertyChanged(nameof(is_non_terminal), nameof(is_attachable), nameof(is_detachable));
// this will update the cancel column in the mini ob
cancel_command.TryRaiseCanExecuteChanged();
}
if ((Columns.Piq & dirty) != 0) {
RaisePropertyChanged(nameof(piq), nameof(piq_text));
}
// always refresh attach and detach b/c
// conditionally raise invalidated
if ((dirty & ViewRefresh.invalidate_mask) != 0)
if (invalidate)
raise_invalidated();
}
@@ -343,78 +250,5 @@ namespace mbts.spark {
string _fmt_price(double v) => security.HasValue ?
security.Value.ContractSpec.format(v) :
Math.Round(v, _unknown_security_price_num_fractional_digits, MidpointRounding.AwayFromZero).ToString(_unknown_security_price_format_string);
void RaisePropertyChanged(params string[] props) {
var pc = PropertyChanged;
if (pc == null)
return;
for (int i = 0; i < props.Length; i++)
pc(this, new PropertyChangedEventArgs(props[i]));
}
bool Set<T>(ref T backing, T newval, [CallerMemberName]string prop = "") where T : struct, IEquatable<T> {
if (!backing.Equals(newval)) {
backing = newval;
PropertyChanged?.Invoke(this, new PropertyChangedEventArgs(prop));
return true;
} else return false;
}
bool SetVisual<T>(ref T backing, T newval, [CallerMemberName]string prop = "") where T : struct, IEquatable<T> {
if (Set(ref backing, newval, prop)) {
raise_invalidated();
return true;
} else return false;
}
static class ViewRefresh {
public const Columns
invalidate_mask =
Columns.Security |
Columns.LastChange |
Columns.Filled |
Columns.LastPrice |
Columns.AvgFilled |
Columns.Price |
Columns.Size |
Columns.Status |
Columns.ParentKey |
Columns.AttachedTargetOrderKey |
Columns.LastMessage |
Columns.Piq,
filled_status_desc_mask =
Columns.Filled |
Columns.AvgFilled |
Columns.Status;
public static Columns get_dirty_cells(OrderSecurity oldval, OrderSecurity newval) {
var dirty = (Columns)0;
if (oldval.security != newval.security)
dirty |= Columns.Security;
if (oldval.order.last_change() != newval.order.last_change())
dirty |= Columns.LastChange;
if (oldval.order.filled() != newval.order.filled())
dirty |= Columns.Filled;
if (oldval.order.last_price() != newval.order.last_price())
dirty |= Columns.LastPrice;
if (oldval.order.avg_price() != newval.order.avg_price())
dirty |= Columns.AvgFilled;
if (oldval.order.price() != newval.order.price())
dirty |= Columns.Price;
if (oldval.order.quantity() != newval.order.quantity())
dirty |= Columns.Size;
if (oldval.order.ParentKey != newval.order.ParentKey)
dirty |= Columns.ParentKey;
if (oldval.order.attached_target_order_key() != newval.order.attached_target_order_key())
dirty |= Columns.AttachedTargetOrderKey;
if (oldval.order.status() != newval.order.status())
dirty |= Columns.Status;
if (oldval.order.last_msg() != newval.order.last_msg())
dirty |= Columns.LastMessage;
if (oldval.piq != newval.piq) {
dirty |= Columns.Piq;
}
return dirty;
}
}
}
}
}
@@ -1,12 +1,17 @@
using bts.api.orderman;
using bts.collections;
using bts.spark;
using NUnit.Framework;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using mbts.collections.extensions;
using bts.collections;
using bts.api;
namespace mbts.spark.tests {
namespace mbts.spark.tests
{
static internal class MockOrderRecords {
public static OrderRecordImmutable mock_order(uint key, DateTime d, uint parent_key = 0) {
OrderRecord o = new OrderRecord();
File diff suppressed because it is too large. Load diff
@@ -0,0 +1,168 @@
<UserControl x:Class="mbts.spark.OrderBookView" x:ClassModifier="internal"
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
xmlns:d="http://schemas.microsoft.com/expression/blend/2008"
xmlns:sp="clr-namespace:mbts.spark"
xmlns:uc="clr-namespace:mbts.ui"
xmlns:c="clr-namespace:mbts.ui.controls"
xmlns:usp="clr-namespace:mbts.ui.spark"
xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
xmlns:sys="clr-namespace:System;assembly=mscorlib"
xmlns:order="clr-namespace:bts.api.orderman;assembly=spark_api"
mc:Ignorable="d"
d:DesignHeight="600" d:DesignWidth="1080"
FocusManager.IsFocusScope="True"
Background="{StaticResource CommonBackground}">
<UserControl.Resources>
<ResourceDictionary>
<ResourceDictionary.MergedDictionaries>
<ResourceDictionary Source="/view/Controls/DataGridEx/Filters/Views/FilterTemplates.xaml"/>
</ResourceDictionary.MergedDictionaries>
<uspcv:TickDisplayConverter x:Key="TickDisplayConverter"/>
<uspcv:OrderSubTypeDisplayTextConverter x:Key="OrderSubTypeLongDisplayTextConverter" UseLongName="True" />
<DataTemplate x:Key="{x:Static sp:OrderBookView.SubTypeFilterTemplateKey}">
<usp:FilterContentControl
ApplyCommandParameter="{Binding}"
ApplyCommand="{x:Static c:DataGridFilterProperties.CommitCommand}"
ClearCommandParameter="{Binding}"
ClearCommand="{x:Static c:DataGridFilterProperties.ClearCommand}"
>
<c:ListBoxEx
ItemsSource="{Binding items}"
Selection="{Binding selected_items}"
SelectionMode="Multiple"
ItemContainerStyle="{StaticResource ListBoxItemCheckBoxStyle}"
>
<c:ListBoxEx.ItemTemplate>
<DataTemplate>
<TextBlock Text="{Binding Converter={StaticResource OrderSubTypeLongDisplayTextConverter}}"/>
</DataTemplate>
</c:ListBoxEx.ItemTemplate>
</c:ListBoxEx>
</usp:FilterContentControl>
</DataTemplate>
<Style x:Key="{x:Static sp:OrderBookView.RowStyleKey}" TargetType="ListBoxItem" BasedOn="{StaticResource DIYGridRowStyle}">
<Style.Triggers>
<MultiDataTrigger>
<MultiDataTrigger.Conditions>
<Condition Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="False"/>
<Condition Binding="{Binding status}" Value="{uc:Enum Working, Type=order:OrderStatus}"/>
</MultiDataTrigger.Conditions>
<MultiDataTrigger.Setters>
<Setter Property="Background" Value="{x:Static Member=working_order_background_brush, MemberType={uc:Nested uc:BTSColors.Orders}}"/>
</MultiDataTrigger.Setters>
</MultiDataTrigger>
</Style.Triggers>
</Style>
<DataTemplate x:Key="{x:Static sp:OrderBookView.RowTemplateKey}">
<sp:OrderBookRowView/>
</DataTemplate>
</ResourceDictionary>
</UserControl.Resources>
<AdornerDecorator>
<Grid>
<Grid.RowDefinitions>
<RowDefinition />
<RowDefinition Height="Auto"/>
</Grid.RowDefinitions>
<c:DIYGrid
x:Name="_grid"
Grid.Row="0"
Columns="{Binding columns}"
CurrentRow="{Binding current_row, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
Rows="{Binding rows}"
RowStyle="{StaticResource {x:Static sp:OrderBookView.RowStyleKey}}"
RowTemplate="{StaticResource {x:Static sp:OrderBookView.RowTemplateKey}}"
SelectionHighlight="{Binding grid_settings_manager.selection_highlight, Mode=OneWay}"
>
<c:DIYGrid.Resources>
<ResourceDictionary>
<SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Checked.Fill" Color="#FF595959"/>
<SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Checked.Stroke" Color="#FF262626"/>
<SolidColorBrush x:Key="TreeViewItem.TreeArrow.MouseOver.Stroke" Color="#FF27C7F7"/>
<SolidColorBrush x:Key="TreeViewItem.TreeArrow.MouseOver.Fill" Color="#FFCCEEFB"/>
<SolidColorBrush x:Key="TreeViewItem.TreeArrow.MouseOver.Checked.Stroke" Color="#FF1CC4F7"/>
<SolidColorBrush x:Key="TreeViewItem.TreeArrow.MouseOver.Checked.Fill" Color="#FF82DFFB"/>
<PathGeometry x:Key="TreeArrow" Figures="M0,0 L0,6 L6,0 z"/>
<SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Fill" Color="#FFFFFFFF"/>
<SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Stroke" Color="#FF818181"/>
<Style x:Key="{x:Static sp:OrderBookView.ExpandCollapseToggleStyleKey}" TargetType="{x:Type ToggleButton}">
<Setter Property="Focusable" Value="False"/>
<Setter Property="Width" Value="16"/>
<Setter Property="Height" Value="16"/>
<Setter Property="Template">
<Setter.Value>
<ControlTemplate TargetType="{x:Type ToggleButton}">
<Border Background="Transparent" Height="16" Padding="0,5,5,5" Width="16">
<Path x:Name="ExpandPath" Data="{StaticResource TreeArrow}" Fill="{StaticResource TreeViewItem.TreeArrow.Static.Fill}" Stroke="{StaticResource TreeViewItem.TreeArrow.Static.Stroke}">
<Path.RenderTransform>
<RotateTransform Angle="135" CenterY="3" CenterX="3"/>
</Path.RenderTransform>
</Path>
</Border>
<ControlTemplate.Triggers>
<Trigger Property="IsChecked" Value="True">
<Setter Property="RenderTransform" TargetName="ExpandPath">
<Setter.Value>
<RotateTransform Angle="180" CenterY="3" CenterX="3"/>
</Setter.Value>
</Setter>
<Setter Property="Fill" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.Static.Checked.Fill}"/>
<Setter Property="Stroke" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.Static.Checked.Stroke}"/>
</Trigger>
<Trigger Property="IsMouseOver" Value="True">
<Setter Property="Stroke" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.MouseOver.Stroke}"/>
<Setter Property="Fill" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.MouseOver.Fill}"/>
</Trigger>
<MultiTrigger>
<MultiTrigger.Conditions>
<Condition Property="IsMouseOver" Value="True"/>
<Condition Property="IsChecked" Value="True"/>
</MultiTrigger.Conditions>
<Setter Property="Stroke" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.MouseOver.Checked.Stroke}"/>
<Setter Property="Fill" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.MouseOver.Checked.Fill}"/>
</MultiTrigger>
</ControlTemplate.Triggers>
</ControlTemplate>
</Setter.Value>
</Setter>
</Style>
<Style TargetType="{x:Type ToolTip}">
<Style.Triggers>
<Trigger Property="Content" Value="{x:Static sys:String.Empty}">
<Setter Property="Visibility" Value="Collapsed" />
</Trigger>
<Trigger Property="Content" Value="{x:Null}">
<Setter Property="Visibility" Value="Collapsed" />
</Trigger>
</Style.Triggers>
</Style>
</ResourceDictionary>
</c:DIYGrid.Resources>
<c:DIYGrid.InputBindings>
<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
Command="{x:Static c:DIYGrid.DefaultRowCommand}"
Executed="{x:Static c:DIYGrid.DefaultRowActionExecuted}"
CanExecute="{x:Static c:DIYGrid.DefaultRowActionCanExecute}"
/>
</c:DIYGrid.CommandBindings>
</c:DIYGrid>
<StatusBar Grid.Row="1" DockPanel.Dock="Bottom">
<StatusBarItem HorizontalAlignment="Right">
<TextBlock>
<Run Text="Orders:"/>
<Run Text="{Binding rows.Count, Mode=OneWay}" />
<Run Text="of"/>
<Run Text="{Binding rows.total_row_count, Mode=OneWay}" />
</TextBlock>
</StatusBarItem>
</StatusBar>
</Grid>
</AdornerDecorator>
</UserControl>
@@ -0,0 +1,26 @@
using mbts.ui.controls;
using System.Windows.Controls;
namespace mbts.spark {
internal partial class OrderBookView : UserControl {
// IMPORTANT: these enums are stored as strings in the general-purpose GridColumnSettings proto, and are used to ID THE COLUMNS!
// Do NOT RENAME them! However, if you must, be sure to write an IShellWindowMigrationRule or something to account for backwards compatability.
public enum Columns { Security, Symbol, Time, LastChange, User, Account, Exchange, TimeInForce, OrderType, SubType, Side, Size, Price, Filled, AvgFilled, LastPrice, Status, LastMessage, SecurityKey, OrderKey, ParentKey, Cancel, EditableQty, EditablePrice }
public const string
SubTypeFilterTemplateKey = "SubTypeFilterTemplate",
ExpandCollapseToggleStyleKey = "ExpandCollapseToggleStyle",
RowStyleKey = "RowStyle",
RowTemplateKey = "RowTemplateKey",
CVRowStyleKey = "CVRowStyle",
CVRowTemplateKey = "CVRowTemplateKey";
public OrderBookView(OrderBookVM vm) {
InitializeComponent();
DataContext = vm;
}
}
class OrderBookRowView : DIYGrid.HighPerformanceRow<OrderBookRowVM, OrderBookView.Columns> {
public OrderBookRowView() : base() { }
}
}
@@ -1,66 +1,70 @@
using bts.api;
using bts.api.orderman;
using bts.shell;
using bts.shell.fills;
using bts.shell.orderbook;
using bts.spark;
using bts.view;
using mbts.persist;
using mbts.ui;
using mbts.ui.converters;
using mbts.ui.extensions;
using mbts.ui.spark;
using mbts.ui.utility;
using mbts.utils;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Reactive.Linq;
using System.Windows;
using System.Windows.Data;
using System.Windows.Input;
using System.Windows.Media;
using OrderBookGridSettingsVM = mbts.spark.GridSettingsVM<bts.api.orderman.OrderSecurity, mbts.OrderRecordTuplePredicate, bts.shell.orderbook.OrderBookGridSettings>;
//using IOrderBookWSM = mbts.persist.IWindowSettingsManager<mbts.spark.GridSettingsWithNotifications<mbts.spark.OrderRecordTuple, mbts.OrderRecordTuplePredicate>>;
using OrderBookGridSettings = bts.shell.OrderBookWindowFactory.OrderBookGridSettings;
using OrderBookGridSettingsVM = mbts.spark.GridSettingsVM<bts.api.orderman.OrderSecurity, mbts.OrderRecordTuplePredicate, bts.shell.OrderBookWindowFactory.OrderBookGridSettings>;
namespace mbts.spark {
internal class OrderBookWindow : SparkWindow<OrderBookStartupData>, ISharedWindow {
const string _window_type = "OrderBook", _default_title = "Order Book";
internal class OrderBookWindow : SparkWindow<OrderBookWindowFactory.OrderBookStartupData>, ISharedWindow {
const string _window_type = "OrderBook", ORDERBOOK_THREAD_ID = "OrderBook", _default_title = "Order Book";
readonly INotificationService _notification_service;
readonly IWindowSettingsManager<OrderBookGridSettings> _settings_manager;
IDisposable _attachment_exit_sub;
OrderBookStartupData _state;
OrderBookWindowFactory.OrderBookStartupData _state;
OrdersModel _model;
OrderBookVM _vm;
OrderBookView _view;
OrderBookWindowFactory _factory;
SparkCommand[] _commands;
SparkCommand _show_fills_command
, _modify_order_command
, _cancel_buy_orders_command
, _cancel_sell_orders_command
, _cancel_all_orders_command
, _cancel_selected_orders_command
, _recreate_selected_orders_command
, _toggle_collapse_all_command
, _toggle_expand_all_command
, _show_grid_settings_command;
public OrderBookWindow(OrdersModel model, OrderBookWindowFactory factory, IBus bus, INotificationService notification_service,
OrderBookStartupData state, ImageSource icon, IWindowSettingsManager<OrderBookGridSettings> settings_manager)
OrderBookWindowFactory.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;
thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().order_book ? "OrderBook" : null;
}
public override OrderBookStartupData SaveState => _state = _vm?.create();
public override OrderBookWindowFactory.OrderBookStartupData SaveState => _state = _vm?.create();
public override string window_type => _window_type;
public override UIElement Content => _view;
public override IEnumerable<SparkCommand> Commands => _commands;
public override double MinWidth =>
OrderBookStartupData.DefaultGrid.general.columns.Sum(gcs => gcs.width)
OrderBookWindowFactory.OrderBookStartupData.DefaultGrid.general.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 string thread_id => ORDERBOOK_THREAD_ID;
public override void Dispose() {
_commands.OfType<IDisposable>().DisposeAll();
Disposable.dispose(ref _attachment_exit_sub);
Disposable.dispose(ref _vm);
}
@@ -69,18 +73,19 @@ namespace mbts.spark {
_vm.load_from(_state);
_view = new OrderBookView(_vm);
var show_fills_command = SparkCommands.ShowFills(SparkCommands.KeyGestures.ShowFills).complete(() => new FillsSettings(_vm.selected_orders.Select(r => r.Key).ToArray()));
_show_fills_command = SparkCommands.ShowFills.complete(() => new FillsWindowFactory.StartupData(_vm.selected_orders.Select(r => r.Key).ToArray()));
var toggle_show_right_panel_command = new SparkCommandCommand(
get_toggle_show_right_panel_cmd_title(),
Icons.ModifyOrder,
_vm.toggle_show_right_panel_cmd,
OrderBookView.KeyboardShortcuts.ToggleShowRightPanel) {
group = CommandGroups.Modify,
show_in_toolbar = false
};
_modify_order_command = SparkCommands.ShowModifyOrder.complete(
() => _vm.current_order.Value.Key,
can_execute: () => {
if (_vm.current_order.HasValue) {
return _vm.current_order.Value.State.Status == bts.api.orderman.OrderStatus.Working;
}
return false;
}
);
var cancel_buy_orders_command = SparkCommands.CancelBuyOrders.complete(
_cancel_buy_orders_command = SparkCommands.CancelBuyOrders.complete(
_model.working_orders.Select(os => os.Values.Where(o => o.order.side() == Side.Buy).Select(o => o.order.Key)),
wbids => wbids.Any(),
() => {
@@ -92,9 +97,8 @@ namespace mbts.spark {
return resp == BTSMessageBoxButtons.Yes;
}
);
cancel_buy_orders_command.group = CommandGroups.Cancel;
var cancel_sell_orders_command = SparkCommands.CancelSellOrders.complete(
_cancel_sell_orders_command = SparkCommands.CancelSellOrders.complete(
_model.working_orders.Select(os => os.Values.Where(o => o.order.side() == Side.Sell).Select(o => o.order.Key)),
wasks => wasks.Any(),
() => {
@@ -106,9 +110,8 @@ namespace mbts.spark {
return resp == BTSMessageBoxButtons.Yes;
}
);
cancel_sell_orders_command.group = CommandGroups.Cancel;
var cancel_all_orders_command = SparkCommands.CancelOrders.complete(
_cancel_all_orders_command = SparkCommands.CancelOrders.complete(
_model.working_orders.Select(os => os.Select(o => o.Key)),
worders => worders.Any(),
() => {
@@ -120,58 +123,41 @@ namespace mbts.spark {
return resp == BTSMessageBoxButtons.Yes;
}
);
cancel_all_orders_command.group = CommandGroups.Cancel;
var cancel_selected_orders_command = SparkCommands.CancelSelectedOrders.complete(
_cancel_selected_orders_command = SparkCommands.CancelSelectedOrders.complete(
() => _vm.selected_orders.Where(x => x.status() == OrderStatus.Working).Select(x => x.Key),
can_execute: () => _vm.selected_orders.Any(x => x.status() == OrderStatus.Working)
);
cancel_selected_orders_command.group = CommandGroups.Cancel;
var recreate_selected_orders_command = SparkCommands.RecreateSelectedOrders.complete(
_recreate_selected_orders_command = SparkCommands.RecreateSelectedOrders.complete(
() =>
_vm.selected_orders.Where(x => passes_recreate_search_criteria(x))
_vm.selected_orders.Where(x => _passes_recreate_search_criteria(x))
.Select(x => (x.Def, x.State.Price, x.State.Quantity - x.State.FilledQuantity)),
can_execute: () => _vm.selected_orders.Any(x => passes_recreate_search_criteria(x))
can_execute: () => _vm.selected_orders.Any(x => _passes_recreate_search_criteria(x))
);
recreate_selected_orders_command.group = CommandGroups.Modify;
var attach_selected_orders_command = new SparkCommandCommand(
"Attach To Selected",
Icons.AttachAlgos,
_vm.begin_attach_cmd,
new KeyGesture(Key.A, ModifierKeys.Control | ModifierKeys.Shift));
attach_selected_orders_command.group = CommandGroups.Modify;
var detach_selected_orders_command = new SparkCommandCommand(
"Detach Selected",
Icons.DetachAlgos,
_vm.detach_selected_orders_cmd,
new KeyGesture(Key.D, ModifierKeys.Control | ModifierKeys.Shift));
detach_selected_orders_command.group = CommandGroups.Modify;
var toggle_collapse_all_command = new SparkCommandCommand("Collapse All",
_toggle_collapse_all_command = new SparkCommandCommand("Collapse All",
Icons.RightArrow,
_vm.collapse_all_rows_command);
toggle_collapse_all_command.group = CommandGroups.Auxiliary;
var toggle_expand_all_command = new SparkCommandCommand("Expand All",
_toggle_expand_all_command = new SparkCommandCommand("Expand All",
Icons.DownArrow,
_vm.expand_all_rows_command);
toggle_expand_all_command.group = CommandGroups.Auxiliary;
var show_grid_settings_command = SparkCommands.window_settings_command(new DialogCommand(() => {
var gs_vm = new WindowSettingsDialogVM<OrderBookGridSettings, OrderBookSettingsVM>(
_show_grid_settings_command = SparkCommands.window_settings_command(new DialogCommand(() => {
var gs_vm = new WindowSettingsDialogVM<OrderBookGridSettings, OrderBookGridSettingsVM>(
_settings_manager,
us => us.order_book_grid,
UserSettings.FileExtensions.GRID,
s => {
if (s.general is null)
s = OrderBookStartupData.DefaultGrid;
// we need to get the most up to date GridSettings when launching b/c users may
// have changed some settings on the grid directly, like column widths.
s.general = s.general.with(_vm.core_columns.Select(c => c.create()));
return _vm.grid_settings_manager.create_vm(s, this.observe_title());
s = OrderBookWindowFactory.OrderBookStartupData.DefaultGrid;
return _vm.grid_settings_manager.create_vm(
// we need to get the most up to date GridSettings when launching b/c users may
// have changed some settings on the grid directly, like column widths.
s.general.with(_vm.core_columns.Select(c => c.create())),
this.observe_title()
);
}
);
// TODO: bind to main window's Title
@@ -182,61 +168,32 @@ namespace mbts.spark {
gs_vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
return dialog;
}));
show_grid_settings_command.group = CommandGroups.Auxiliary;
_commands = new SparkCommand[] {
toggle_show_right_panel_command,
attach_selected_orders_command,
detach_selected_orders_command,
recreate_selected_orders_command,
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))
_commands = new SparkCommand[] {
_show_fills_command,
_modify_order_command,
_cancel_selected_orders_command,
_cancel_buy_orders_command,
_cancel_sell_orders_command,
_cancel_all_orders_command,
_recreate_selected_orders_command,
_toggle_collapse_all_command,
_toggle_expand_all_command,
_show_grid_settings_command
};
_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;
// local methods
string get_toggle_show_right_panel_cmd_title() =>
_vm.show_right_panel ? OrderBookView.CommandDescriptions.HideRightPanel : OrderBookView.CommandDescriptions.ShowRightPanel;
SparkCommand hidden_cmd(SparkCommand cmd) {
cmd.show_in_context_menu = false;
cmd.show_in_toolbar = false;
return cmd;
}
bool passes_recreate_search_criteria(OrderRecordImmutable record) =>
(record.status() == OrderStatus.Canceled || record.status() == OrderStatus.Error) &&
!record.has_parent() &&
record.State.Quantity > record.State.FilledQuantity;
void vm_selected_order_changed(OrderRecordImmutable? e) {
cancel_selected_orders_command.raiseCanExecuteChanged();
recreate_selected_orders_command.raiseCanExecuteChanged();
attach_selected_orders_command.raiseCanExecuteChanged();
detach_selected_orders_command.raiseCanExecuteChanged();
}
_vm.selected_order_changed += _vm_selected_order_changed;
}
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;
}));
private bool _passes_recreate_search_criteria(OrderRecordImmutable record) {
return (record.status() == OrderStatus.Canceled || record.status() == OrderStatus.Error)
&& !record.has_parent()
&& record.State.Quantity > record.State.FilledQuantity;
}
static class CommandGroups {
public const string
Modify = nameof(Modify),
Cancel = nameof(Cancel),
Auxiliary = nameof(Auxiliary);
private void _vm_selected_order_changed(OrderRecordImmutable? e) {
_modify_order_command.raiseCanExecuteChanged();
_cancel_selected_orders_command.raiseCanExecuteChanged();
_recreate_selected_orders_command.raiseCanExecuteChanged();
}
}
}
@@ -1,15 +1,24 @@
using bts.api;
using bts.shell.orderbook;
using bts.api.orderman;
using bts.spark;
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 ProtoBuf;
using System;
using System.Collections.Generic;
using System.Reactive.Linq;
using System.Threading.Tasks;
using System.Windows;
using static mbts.spark.OrderBookView;
namespace bts.shell {
internal class OrderBookWindowFactory : ShellWindowFactory<OrderBookStartupData> {
internal class OrderBookWindowFactory : ShellWindowFactory<OrderBookWindowFactory.OrderBookStartupData> {
readonly IBus _bus;
readonly INotificationService _notification_service;
readonly INotificationServiceDataCache _notification_service_data_cache;
@@ -37,5 +46,223 @@ namespace bts.shell {
var w = await load(startup_data);
_bus.post(SparkTags.ShowWindow, w);
}
[ProtoContract]
public class OrderBookStartupData {
//[ProtoMember(5)]
//public readonly List<SortingCriteria> sort_criteria;
[ProtoMember(10)]
public FilterStates filters;
[ProtoMember(15)]
[Obsolete]
public GridSettings grid;
[ProtoMember(20)]
[Obsolete]
List<OrderRecordTuplePredicateAnimations> _predicate_animations;
[ProtoMember(25)]
public bool use_defaults;
public OrderBookStartupData() { }
public OrderBookStartupData(FilterStates filters, GridSettings grid = default, IEnumerable<OrderRecordTuplePredicateAnimations> predicate_animations = null, bool use_defaults = false) {
this.filters = filters;
this.use_defaults = use_defaults;
#pragma warning disable CS0612 // Type or member is obsolete
this.grid = grid;
_predicate_animations = new List<OrderRecordTuplePredicateAnimations>();
if (predicate_animations != null)
_predicate_animations.AddRange(predicate_animations);
#pragma warning restore CS0612 // Type or member is obsolete
}
#pragma warning disable CS0612 // Type or member is obsolete
[Obsolete]
public IReadOnlyList<OrderRecordTuplePredicateAnimations> predicate_animations => _predicate_animations ?? (_predicate_animations = new List<OrderRecordTuplePredicateAnimations>());
public OrderBookGridSettings grid_settings_wrapper() => use_defaults ? null : new OrderBookGridSettings(grid, predicate_animations);
#pragma warning restore CS0612 // Type or member is obsolete
public static OrderBookStartupData Default =>
new OrderBookStartupData(
new FilterStates {
statuses = new[] { OrderStatus.Working }
}, _default_general_grid, use_defaults: true);
public static OrderBookGridSettings DefaultGrid => new OrderBookGridSettings(_default_general_grid);
static GridSettings _default_general_grid => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.sorting_criterion);
public static GridSettings default_mini_grid => GridSettings.Default.with(DefaultColumns.mini, DefaultColumns.sorting_criterion);
static class DefaultColumns {
public static GridColumnSettings security => new GridColumnSettings(Columns.Security.ToString(), DIYGrid.DefaultColumnHeaders.Security, width: DIYGrid.DefaultColumnWidths.Security);
public static GridColumnSettings symbol => new GridColumnSettings(Columns.Symbol.ToString(), DIYGrid.DefaultColumnHeaders.Symbol, width: DIYGrid.DefaultColumnWidths.Symbol);
public static GridColumnSettings time_created => new GridColumnSettings(Columns.Time.ToString(), "Time", width: DIYGrid.DefaultColumnWidths.Time);
public static GridColumnSettings last_change => new GridColumnSettings(Columns.LastChange.ToString(), "Last Change", width: DIYGrid.DefaultColumnWidths.Time);
public static GridColumnSettings user => new GridColumnSettings(Columns.User.ToString(), DIYGrid.DefaultColumnHeaders.User, width: DIYGrid.DefaultColumnWidths.User);
public static GridColumnSettings account => new GridColumnSettings(Columns.Account.ToString(), DIYGrid.DefaultColumnHeaders.Account, width: DIYGrid.DefaultColumnWidths.Account);
public static GridColumnSettings exchange => new GridColumnSettings(Columns.Exchange.ToString(), DIYGrid.DefaultColumnHeaders.Exchange, width: DIYGrid.DefaultColumnWidths.Exchange);
public static GridColumnSettings time_in_force => new GridColumnSettings(Columns.TimeInForce.ToString(), DIYGrid.DefaultColumnHeaders.TimeInForce, width: DIYGrid.DefaultColumnWidths.TimeInForce);
public static GridColumnSettings order_type => new GridColumnSettings(Columns.OrderType.ToString(), DIYGrid.DefaultColumnHeaders.OrderType, width: DIYGrid.DefaultColumnWidths.OrderType);
public static GridColumnSettings sub_type => new GridColumnSettings(Columns.SubType.ToString(), "Sub Type", width: 80);
public static GridColumnSettings side => new GridColumnSettings(Columns.Side.ToString(), "B/S", width: DIYGrid.DefaultColumnWidths.Side);
public static GridColumnSettings quantity => new GridColumnSettings(Columns.Size.ToString(), "Qty", width: DIYGrid.DefaultColumnWidths.Size, horizontal_alignment: HorizontalAlignment.Right);
public static GridColumnSettings price => new GridColumnSettings(Columns.Price.ToString(), DIYGrid.DefaultColumnHeaders.Price, width: DIYGrid.DefaultColumnWidths.Price, horizontal_alignment: HorizontalAlignment.Right);
public static GridColumnSettings filled_quantity => new GridColumnSettings(Columns.Filled.ToString(), "Filled Qty", width: DIYGrid.DefaultColumnWidths.Filled, horizontal_alignment: HorizontalAlignment.Right);
public static GridColumnSettings avg_price => new GridColumnSettings(Columns.AvgFilled.ToString(), "Avg Filled", width: DIYGrid.DefaultColumnWidths.AveragePrice, horizontal_alignment: HorizontalAlignment.Right);
public static GridColumnSettings last_price => new GridColumnSettings(Columns.LastPrice.ToString(), "Last Filled", width: DIYGrid.DefaultColumnWidths.LastPrice, horizontal_alignment: HorizontalAlignment.Right);
public static GridColumnSettings status => new GridColumnSettings(Columns.Status.ToString(), "Status", width: 80);
public static GridColumnSettings last_message => new GridColumnSettings(Columns.LastMessage.ToString(), "Last Message", width: DIYGrid.DefaultColumnWidths.LastMessage);
public static GridColumnSettings security_key => new GridColumnSettings(Columns.SecurityKey.ToString(), DIYGrid.DefaultColumnHeaders.SecurityKey, is_visible: false, width: DIYGrid.DefaultColumnWidths.SecurityKey);
public static GridColumnSettings order_key => new GridColumnSettings(Columns.OrderKey.ToString(), DIYGrid.DefaultColumnHeaders.OrderKey, width: DIYGrid.DefaultColumnWidths.OrderKey);
public static GridColumnSettings parent_key => new GridColumnSettings(Columns.ParentKey.ToString(), "Parent Key", width: DIYGrid.DefaultColumnWidths.ParentKey);
public static IEnumerable<SortingCriteria> sorting_criterion {
get {
yield return new SortingCriteria(time_created.id, false);
}
}
public static IEnumerable<GridColumnSettings> all {
get {
yield return security;
yield return symbol;
yield return time_created;
yield return last_change;
yield return user;
yield return account;
yield return exchange;
yield return time_in_force;
yield return order_type;
yield return sub_type;
yield return side;
yield return quantity;
yield return price;
yield return filled_quantity;
yield return avg_price;
yield return last_price;
yield return status;
yield return last_message;
yield return security_key;
yield return order_key;
yield return parent_key;
}
}
private static HashSet<GridColumnSettings> _mini_mode_columns_to_hide = new HashSet<GridColumnSettings> {
time_created, exchange, sub_type, quantity, price, avg_price, last_price, status, last_message, security_key, order_key, parent_key
};
public static IEnumerable<GridColumnSettings> mini {
get {
foreach (var col_setting in all) {
if (_mini_mode_columns_to_hide.Contains(col_setting)) {
yield return col_setting.with(is_visible: false);
} else {
yield return col_setting;
}
}
}
}
}
}
[ProtoContract]
public class FilterStates : IEquatable<FilterStates> {
[ProtoMember(1)]
public SecurityCriteria security_criteria;
[ProtoMember(2)]
public string order_key_regex;
[ProtoMember(3)]
public TimeFilterTuple time_created;
[ProtoMember(4)]
public string[] users;
[ProtoMember(5)]
public string[] accounts;
[ProtoMember(6)]
public Venue[] exchanges;
[ProtoMember(7)]
public api.orderman.TimeInForce[] tifs;
[ProtoMember(8)]
public api.orderman.CustomOrderDefinition.CustomOneofCase[] order_types;
[ProtoMember(9)]
public Side[] sides;
[ProtoMember(10)]
public UIntMinMaxState qty;
[ProtoMember(11)]
public DoubleMinMaxState price;
[ProtoMember(12)]
public UIntMinMaxState qty_filled;
[ProtoMember(13)]
public DoubleMinMaxState avg_price;
[ProtoMember(14)]
public DoubleMinMaxState last_price;
[ProtoMember(15)]
public api.orderman.OrderStatus[] statuses;
[ProtoMember(16)]
public string exchange_message_regex;
[ProtoMember(17)]
public TimeFilterTuple last_change;
//[ProtoMember(18)]
//public string security_regex;
[ProtoMember(19)]
public api.orderman.OrderSubType[] order_sub_types;
[ProtoMember(20)]
public string[] symbols;
public bool Equals(FilterStates other) =>
other != null &&
security_criteria.safe_equals(other.security_criteria) &&
order_key_regex == other.order_key_regex &&
time_created.Equals(other.time_created) &&
EqualityComparer.safe_sequence_equals(users, other.users) &&
EqualityComparer.safe_sequence_equals(accounts, other.accounts) &&
EqualityComparer.safe_sequence_equals(exchanges, other.exchanges) &&
EqualityComparer.safe_sequence_equals(tifs, other.tifs) &&
EqualityComparer.safe_sequence_equals(order_types, other.order_types) &&
EqualityComparer.safe_sequence_equals(sides, other.sides) &&
qty.safe_equals(other.qty) &&
price.safe_equals(other.price) &&
qty_filled.safe_equals(other.qty_filled) &&
avg_price.safe_equals(other.avg_price) &&
last_price.safe_equals(other.last_price) &&
EqualityComparer.safe_sequence_equals(statuses, other.statuses) &&
exchange_message_regex == other.exchange_message_regex &&
last_change.Equals(other.last_change) &&
EqualityComparer.safe_sequence_equals(order_sub_types, other.order_sub_types) &&
EqualityComparer.safe_sequence_equals(symbols, other.symbols);
}
[ProtoContract]
public class OrderBookGridSettings : IGridSettingsWithNotifications<OrderSecurity, OrderRecordTuplePredicate>, IEquatable<OrderBookGridSettings> {
[ProtoMember(1)]
public GridSettings general { get; set; }
[ProtoMember(2)]
List<OrderRecordTuplePredicateAnimations> _predicate_animations;
public OrderBookGridSettings() { }
public OrderBookGridSettings(GridSettings general = default, IEnumerable<OrderRecordTuplePredicateAnimations> predicate_animations = null) {
this.general = general;
_predicate_animations = new List<OrderRecordTuplePredicateAnimations>();
if (predicate_animations != null)
_predicate_animations.AddRange(predicate_animations);
}
public IReadOnlyList<OrderRecordTuplePredicateAnimations> predicate_animations => _predicate_animations ?? (_predicate_animations = new List<OrderRecordTuplePredicateAnimations>());
IEnumerable<IPredicateAnimationsData<OrderSecurity, OrderRecordTuplePredicate>> IGridSettingsWithNotifications<OrderSecurity, OrderRecordTuplePredicate>.predicate_animations => predicate_animations;
public OrderBookGridSettings with(GridSettings general) =>
new OrderBookGridSettings(general ?? this.general, predicate_animations);
public bool Equals(OrderBookGridSettings other) =>
other != null &&
EqualityComparer.null_check_equals(general, other.general) &&
EqualityComparer.safe_sequence_equals(predicate_animations, other.predicate_animations);
public override bool Equals(object obj) => Equals(obj as OrderBookGridSettings);
public override int GetHashCode() =>
EqualityComparer.aggregate_hash(
EqualityComparer.safe_get_hash_code(general),
EqualityComparer.safe_aggregate_hash(predicate_animations));
}
}
}
}
@@ -1,20 +0,0 @@
using bts.shell.fills;
using mbts.ui;
using ProtoBuf;
using System.Collections.Generic;
using GridSettings = mbts.ui.settings.GridSettings;
namespace bts.shell.orderbook {
[ProtoContract]
class OrderBookFillsGridSettings {
[ProtoMember(1)]
public GridSettings general { get; set; }
[ProtoMember(2)]
public FillsFilterStates filters { get; set; }
[ProtoMember(3)]
public List<SortingCriteria> sorting_criterion { get; set; }
public FillsSettings to_startup_data() =>
new FillsSettings(null, sorting_criterion, filters, general);
}
}
@@ -1,154 +0,0 @@
using bts.api;
using bts.api.orderman;
using bts.utils;
using mbts;
using mbts.spark;
using mbts.spark.filters;
using mbts.ui;
using ProtoBuf;
using System;
namespace bts.shell.orderbook {
[ProtoContract]
class FilterStates : IEquatable<FilterStates> {
[ProtoMember(1)]
public SecurityCriteria security_criteria;
[ProtoMember(2)]
public string order_key_regex;
[ProtoMember(3)]
public TimeFilterTuple time_created;
[ProtoMember(4)]
public string[] users;
[ProtoMember(5)]
public string[] accounts;
[ProtoMember(6)]
public Venue[] exchanges;
[ProtoMember(7)]
public TimeInForce[] tifs;
//[ProtoMember(8)]
//public CustomOrderDefinition.CustomOneofCase[] order_types;
[ProtoMember(23)]
public AlgoID[] order_types;
[ProtoMember(24)]
public AlgoID[] root_algo_types;
[ProtoMember(9)]
public Side[] sides;
[ProtoMember(10)]
public UIntMinMaxState qty;
[ProtoMember(11)]
public DoubleMinMaxState price;
[ProtoMember(12)]
public UIntMinMaxState qty_filled;
[ProtoMember(13)]
public DoubleMinMaxState avg_price;
[ProtoMember(14)]
public DoubleMinMaxState last_price;
[ProtoMember(15)]
public OrderStatus[] statuses;
[ProtoMember(16)]
public string exchange_message_regex;
[ProtoMember(17)]
public TimeFilterTuple last_change;
//[ProtoMember(18)]
//public string security_regex;
[ProtoMember(19)]
public api.orderman.OrderSubType[] order_sub_types;
[ProtoMember(20)]
public string[] symbols;
[ProtoMember(21)]
public string parent_key_regex;
[ProtoMember(22)]
public string attached_target_order_key_regex;
[ProtoMember(25)]
public UIntMinMaxState piq;
public bool Equals(FilterStates other) =>
other != null &&
security_criteria.safe_equals(other.security_criteria) &&
order_key_regex == other.order_key_regex &&
parent_key_regex == other.parent_key_regex &&
attached_target_order_key_regex == other.attached_target_order_key_regex &&
time_created.Equals(other.time_created) &&
EqualityComparer.safe_sequence_equals(users, other.users) &&
EqualityComparer.safe_sequence_equals(accounts, other.accounts) &&
EqualityComparer.safe_sequence_equals(exchanges, other.exchanges) &&
EqualityComparer.safe_sequence_equals(tifs, other.tifs) &&
EqualityComparer.safe_sequence_equals(order_types, other.order_types) &&
EqualityComparer.safe_sequence_equals(root_algo_types, other.root_algo_types) &&
EqualityComparer.safe_sequence_equals(sides, other.sides) &&
qty.safe_equals(other.qty) &&
price.safe_equals(other.price) &&
qty_filled.safe_equals(other.qty_filled) &&
avg_price.safe_equals(other.avg_price) &&
last_price.safe_equals(other.last_price) &&
EqualityComparer.safe_sequence_equals(statuses, other.statuses) &&
exchange_message_regex == other.exchange_message_regex &&
last_change.Equals(other.last_change) &&
EqualityComparer.safe_sequence_equals(order_sub_types, other.order_sub_types) &&
EqualityComparer.safe_sequence_equals(symbols, other.symbols) &&
piq.safe_equals(other.piq);
public override bool Equals(object obj) => Equals(obj as FilterStates);
public override int GetHashCode() =>
EqualityComparer.aggregate_hash(
security_criteria?.GetHashCode() ?? 0,
order_key_regex?.GetHashCode() ?? 0,
parent_key_regex?.GetHashCode() ?? 0,
attached_target_order_key_regex?.GetHashCode() ?? 0,
time_created.GetHashCode(),
EqualityComparer.safe_aggregate_hash(users),
EqualityComparer.safe_aggregate_hash(accounts),
EqualityComparer.safe_aggregate_hash(exchanges),
EqualityComparer.safe_aggregate_hash(tifs),
EqualityComparer.safe_aggregate_hash(order_types),
EqualityComparer.safe_aggregate_hash(root_algo_types),
EqualityComparer.safe_aggregate_hash(sides),
qty?.GetHashCode() ?? 0,
price?.GetHashCode() ?? 0,
qty_filled?.GetHashCode() ?? 0,
avg_price?.GetHashCode() ?? 0,
last_price?.GetHashCode() ?? 0,
EqualityComparer.safe_aggregate_hash(statuses),
exchange_message_regex?.GetHashCode() ?? 0,
last_change.GetHashCode(),
EqualityComparer.safe_aggregate_hash(order_sub_types),
EqualityComparer.safe_aggregate_hash(symbols),
piq?.GetHashCode() ?? 0);
}
static class FilterStatesExtensions {
public static Func<OrderSecurity, bool> build_predicate(this FilterStates fs) {
var pb = new ColumnPredicateBuilder<OrderSecurity>();
// security
pb.add_security_criteria(fs.security_criteria, o => o.security);
// regex
pb.add_regex(fs.order_key_regex, o => o.order.Key.ToString());
pb.add_regex(fs.exchange_message_regex, o => o.order.State.LastMsg);
pb.add_regex(fs.attached_target_order_key_regex, o => o.order.attached_target_order_key().ToString());
pb.add_regex(fs.parent_key_regex, o => o.order.ParentKey.ToString());
// time
pb.add_time_filter(fs.time_created, o => o.order.created());
pb.add_time_filter(fs.last_change, o => o.order.last_change());
// discrete values
pb.add_discrete_values(fs.users, o => o.order.user());
pb.add_discrete_values(fs.accounts, o => o.order.account());
pb.add_discrete_values(fs.exchanges, o => o.security?.Exchange ?? Venue.Unset);
pb.add_discrete_values(fs.tifs, o => o.order.time_in_force());
pb.add_discrete_values(fs.order_types, o => AlgoID.from_order_def(o.order.Def));
pb.add_discrete_values(fs.root_algo_types, o => AlgoID.from_algo_key(o.root_algo.key));
pb.add_discrete_values(fs.order_sub_types, o => o.order.sub_type());
pb.add_discrete_values(fs.sides, o => o.order.side());
pb.add_discrete_values(fs.statuses, o => o.order.status());
pb.add_discrete_values(fs.symbols, o => o.security?.Symbol);
// numeric
pb.add_numeric(fs.qty, o => o.order.quantity());
pb.add_numeric(fs.price, o => o.order.price());
pb.add_numeric(fs.qty_filled, o => o.order.filled());
pb.add_numeric(fs.avg_price, o => o.order.avg_price());
pb.add_numeric(fs.last_price, o => o.order.last_price());
pb.add_numeric(fs.piq, o => o.piq ?? uint.MaxValue);
return pb.to_predicate();
}
}
}
@@ -1,60 +0,0 @@
using bts.api.orderman;
using bts.utils;
using mbts;
using mbts.spark;
using mbts.ui;
using ProtoBuf;
using System;
using System.Collections.Generic;
using System.ComponentModel;
using GridSettings = mbts.ui.settings.GridSettings;
namespace bts.shell.orderbook {
enum AlgoTreeDisplayMode {
FullTree,
RootAndLeafNodes
}
[ProtoContract]
class OrderBookGridSettings : IGridSettingsWithNotifications<OrderSecurity, OrderRecordTuplePredicate>, IEquatable<OrderBookGridSettings> {
const AlgoTreeDisplayMode _default_algo_tree_display_mode = AlgoTreeDisplayMode.FullTree;
// general
[ProtoMember(1)]
public GridSettings general { get; set; }
// predicate animations
[ProtoMember(2)]
List<OrderRecordTuplePredicateAnimations> _predicate_animations;
// algo tree display mode
[ProtoMember(3)]
[DefaultValue(_default_algo_tree_display_mode)]
public AlgoTreeDisplayMode algo_tree_display_mode { get; set; }
public OrderBookGridSettings() =>
algo_tree_display_mode = _default_algo_tree_display_mode;
public OrderBookGridSettings(GridSettings general = default, IEnumerable<OrderRecordTuplePredicateAnimations> predicate_animations = null) {
this.general = general;
_predicate_animations = new List<OrderRecordTuplePredicateAnimations>();
if (predicate_animations != null)
_predicate_animations.AddRange(predicate_animations);
}
public IReadOnlyList<OrderRecordTuplePredicateAnimations> predicate_animations => _predicate_animations ?? (_predicate_animations = new List<OrderRecordTuplePredicateAnimations>());
IEnumerable<IPredicateAnimationsData<OrderSecurity, OrderRecordTuplePredicate>> IGridSettingsWithNotifications<OrderSecurity, OrderRecordTuplePredicate>.predicate_animations => predicate_animations;
public OrderBookGridSettings with(GridSettings general) =>
new OrderBookGridSettings(general ?? this.general, predicate_animations);
public bool Equals(OrderBookGridSettings other) =>
other != null &&
algo_tree_display_mode == other.algo_tree_display_mode &&
EqualityComparer.null_check_equals(general, other.general) &&
EqualityComparer.safe_sequence_equals(predicate_animations, other.predicate_animations);
public override bool Equals(object obj) => Equals(obj as OrderBookGridSettings);
public override int GetHashCode() =>
EqualityComparer.aggregate_hash(
EqualityComparer.safe_get_hash_code(general),
EqualityComparer.safe_aggregate_hash(predicate_animations));
}
}
@@ -1,127 +0,0 @@
using bts.api;
using bts.api.orderman;
using mbts;
using mbts.spark;
using mbts.ui;
using mbts.ui.controls;
using mbts.ui.settings;
using mbts.ui.utility;
using System;
using System.Collections.Generic;
using System.Collections.ObjectModel;
using System.Linq;
using Columns = mbts.spark.OrderBookGridView.ColumnKeys;
namespace bts.shell.orderbook {
class OrderBookGridSettingsManager : IDisposable, IObserver<OrderBookGridSettings> {
readonly IObserver<OrderBookGridSettings> _core_man_as_observer;
AlgoTreeDisplayMode _algo_tree_display_mode;
public OrderBookGridSettingsManager(
IObservable<string> owner_title,
IBus bus,
INotificationService notification_service,
OrdersModel model,
IEnumerable<OrderBookRowVM> rows,
ObservableCollection<DIYGrid.ColumnBase> columns) {
// make font-weight immutable for all columns (the font-weight rule is hard-coded: Regular for root-orders, Light for all others)
// TODO: Remove the immutable font-weight flags when cell animation is ready
var col_settings_flags = EnumHelper.get_values<Columns>().ToDictionary(
c => c.ToString(), c => GridColumnSettingsFeatureFlags.ImmutableFontWeight);
// make font-color immutable for Side, Size, and Filled columns (the font-color rule is hard-coded: MarketData.bid for Buy orders, MarketData.ask for Sells)
// TODO: Remove the immutable font-color flags when cell animation is ready
foreach (var c in new[] { Columns.Side, Columns.Size, Columns.Filled }) {
col_settings_flags[c.ToString()] = GridColumnSettingsFeatureFlags.ImmutableFontColor | GridColumnSettingsFeatureFlags.ImmutableFontWeight;
}
core_manager = new GridSettingsManager<OrderBookRowVM, OrderSecurity, OrderRecordTuplePredicate, OrderBookGridSettings>(
owner_title, bus, model, rows, columns,
() => new OrderRecordTuplePredicate(),
() => {
var pvm = PredicateVMWrapper.create<OrderSecurity, OrderRecordTuplePredicate, OrderRecordTuplePredicate.PredicateTypeOneofCase>(
OrderRecordTuplePredicateVMFactory.get_oneofs(bus, model), rp => rp.predicate_type_case);
pvm.selected_predicate_type = pvm.predicate_types.FirstOrDefault();
return pvm;
},
col_id => {
var pvm = PredicateVMWrapper.create<OrderSecurity, OrderRecordTuplePredicate, OrderRecordTuplePredicate.PredicateTypeOneofCase>(
OrderRecordTuplePredicateVMFactory.get_oneofs(bus, model), rp => rp.predicate_type_case);
pvm.selected_predicate_type = _corresponding_predicate_type(EnumHelper.parse_or_default<Columns>(col_id));
return pvm;
},
(gen, anims) => new OrderBookGridSettings(gen, anims.Select(a => new OrderRecordTuplePredicateAnimations(a.predicate_data, a.cell_animations, a.row_animations, a.sound_notifications))) { algo_tree_display_mode = _algo_tree_display_mode },
p => p.create_predicate(notification_service.data_cache),
p => p.create_notification_predicate(notification_service.data_cache),
notification_service == null ? new Func<IPredicate<OrderSecurity>, SoundNotification, IDisposable>((p, sn) => Disposable.empty) : notification_service.link_to_order,
notification_service == null ? new Func<INotificationPredicate<OrderSecurity>, IDisposable>(t => Disposable.empty) : notification_service.link_to_order,
col_settings_flags);
_core_man_as_observer = core_manager;
}
public event Action algo_tree_display_mode_changed;
public GridSettingsManager<OrderBookRowVM, OrderSecurity, OrderRecordTuplePredicate, OrderBookGridSettings> core_manager { get; }
public AlgoTreeDisplayMode algo_tree_display_mode {
get => _algo_tree_display_mode;
set {
if (_algo_tree_display_mode != value) {
_algo_tree_display_mode = value;
algo_tree_display_mode_changed?.Invoke();
}
}
}
public void load_from(OrderBookGridSettings gs) {
core_manager.load_from(gs);
algo_tree_display_mode = gs.algo_tree_display_mode;
}
public OrderBookGridSettings create(IEnumerable<SortingCriteria> sorting_criterion) {
var gs = core_manager.create();
gs.general = gs.general.with(sorting_criterion: sorting_criterion);
gs.algo_tree_display_mode = _algo_tree_display_mode;
return gs;
}
public OrderBookSettingsVM create_vm(OrderBookGridSettings gs, IObservable<string> owner_title) =>
new OrderBookSettingsVM(core_manager.create_vm(gs.general, owner_title)) {
algo_tree_display_mode = gs.algo_tree_display_mode
};
public void Dispose() => core_manager.Dispose();
static OrderRecordTuplePredicate.PredicateTypeOneofCase _corresponding_predicate_type(Columns col) {
switch (col) {
case Columns.Security: return OrderRecordTuplePredicate.PredicateTypeOneofCase.Security;
case Columns.Time: return OrderRecordTuplePredicate.PredicateTypeOneofCase.Time;
case Columns.LastChange: return OrderRecordTuplePredicate.PredicateTypeOneofCase.LastChange;
case Columns.User: return OrderRecordTuplePredicate.PredicateTypeOneofCase.User;
case Columns.Account: return OrderRecordTuplePredicate.PredicateTypeOneofCase.Account;
case Columns.Exchange: return OrderRecordTuplePredicate.PredicateTypeOneofCase.Exchange;
case Columns.TimeInForce: return OrderRecordTuplePredicate.PredicateTypeOneofCase.TimeInForce;
case Columns.OrderType: return OrderRecordTuplePredicate.PredicateTypeOneofCase.OrderType;
case Columns.SubType: return OrderRecordTuplePredicate.PredicateTypeOneofCase.SubType;
case Columns.Side: return OrderRecordTuplePredicate.PredicateTypeOneofCase.Side;
case Columns.Size: return OrderRecordTuplePredicate.PredicateTypeOneofCase.Size;
case Columns.Price: return OrderRecordTuplePredicate.PredicateTypeOneofCase.Price;
case Columns.Filled: return OrderRecordTuplePredicate.PredicateTypeOneofCase.Filled;
case Columns.AvgFilled: return OrderRecordTuplePredicate.PredicateTypeOneofCase.AvgFilled;
case Columns.LastPrice: return OrderRecordTuplePredicate.PredicateTypeOneofCase.LastPrice;
case Columns.Status: return OrderRecordTuplePredicate.PredicateTypeOneofCase.Status;
case Columns.LastMessage: return OrderRecordTuplePredicate.PredicateTypeOneofCase.LastMessage;
case Columns.SecurityKey: return OrderRecordTuplePredicate.PredicateTypeOneofCase.SecurityKey;
case Columns.OrderKey: return OrderRecordTuplePredicate.PredicateTypeOneofCase.OrderKey;
case Columns.ParentKey: return OrderRecordTuplePredicate.PredicateTypeOneofCase.ParentKey;
case Columns.AttachedTargetOrderKey: return OrderRecordTuplePredicate.PredicateTypeOneofCase.AttachedTargetOrderKey;
default: return default;
}
}
void IObserver<OrderBookGridSettings>.OnNext(OrderBookGridSettings value) {
_core_man_as_observer.OnNext(value);
algo_tree_display_mode = value.algo_tree_display_mode;
}
void IObserver<OrderBookGridSettings>.OnError(Exception error) => _core_man_as_observer.OnError(error);
void IObserver<OrderBookGridSettings>.OnCompleted() => _core_man_as_observer.OnCompleted();
}
}
@@ -1,124 +0,0 @@
using mbts;
using ProtoBuf;
using System;
using System.ComponentModel;
namespace bts.shell.orderbook {
[ProtoContract]
class OrderBookRightPanelSettings : IEquatable<OrderBookRightPanelSettings> {
public OrderBookRightPanelSettings() {
mode = Defaults.mode;
stack = new StackSettings();
tab = Defaults.tab;
show = Defaults.show;
width = Defaults.width;
}
public enum ViewMode {
[Description("Stack Mode")]
Stack = 1,
[Description("Tab Mode")]
Tab = 1 << 1,
}
public enum Components {
None = 0,
Params = 1,
Ladder = 1 << 1,
Fills = 1 << 2
}
// show
[ProtoMember(1)]
[DefaultValue(Defaults.show)]
public bool show { get; set; }
// width
[ProtoMember(2)]
[DefaultValue(Defaults.width)]
public double width { get; set; }
// view mode
[ProtoMember(3)]
[DefaultValue(Defaults.mode)]
public ViewMode mode { get; set; }
// stack
[ProtoMember(4)]
public StackSettings stack { get; set; }
// tab
[ProtoMember(5)]
[DefaultValue(Defaults.tab)]
public Components tab { get; set; }
public bool Equals(OrderBookRightPanelSettings other) =>
other != null &&
show == other.show &&
width == other.width &&
mode == other.mode &&
tab == other.tab &&
stack.safe_equals(other.stack);
[ProtoContract]
public class StackSettings : IEquatable<StackSettings> {
// show order params
[ProtoMember(1)]
[DefaultValue(Defaults.show_order_params)]
public bool show_order_params { get; set; }
// order params height
[ProtoMember(2)]
[DefaultValue(Defaults.order_params_height)]
public double order_params_height { get; set; }
// show ladder
[ProtoMember(3)]
[DefaultValue(Defaults.show_fills)]
public bool show_ladder { get; set; }
// ladder height
[ProtoMember(4)]
[DefaultValue(Defaults.ladder_height)]
public double ladder_height { get; set; }
// show fills
[ProtoMember(5)]
[DefaultValue(Defaults.show_fills)]
public bool show_fills { get; set; }
// fills height
[ProtoMember(6)]
[DefaultValue(Defaults.fills_height)]
public double fills_height { get; set; }
// fills grid
[ProtoMember(7)]
public OrderBookFillsGridSettings fills_grid { get; set; }
public StackSettings() {
show_order_params = Defaults.show_order_params;
order_params_height = Defaults.order_params_height;
show_fills = Defaults.show_fills;
fills_height = Defaults.fills_height;
show_ladder = Defaults.show_ladder;
ladder_height = Defaults.ladder_height;
}
public bool Equals(StackSettings other) =>
other != null &&
show_ladder == other.show_ladder &&
show_order_params == other.show_order_params &&
show_fills == other.show_fills;
static class Defaults {
public const bool
show_order_params = true,
show_ladder = true,
show_fills = true;
public const double
right_panel_width = 400,
order_params_height = 250,
fills_height = 300,
ladder_height = 350;
}
}
static class Defaults {
public const ViewMode mode = ViewMode.Tab;
public const Components tab = Components.Params;
public const bool show = true;
public const double width = 400;
}
}
}
@@ -1,223 +0,0 @@
using bts.api.orderman;
using bts.shell.fills;
using mbts;
using mbts.ui;
using mbts.ui.controls;
using mbts.ui.settings;
using ProtoBuf;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Reactive.Linq;
using System.Windows;
using Columns = mbts.spark.OrderBookGridView.ColumnKeys;
using GridSettings = mbts.ui.settings.GridSettings;
namespace bts.shell.orderbook {
[ProtoContract]
class OrderBookStartupData {
const bool
_default_show_right_panel = true,
_default_show_order_params = true;
const double
_default_right_panel_width = 400,
_default_order_params_height = 250,
_default_fills_height = 300,
_default_ladder_height = 350;
[ProtoMember(16)]
OrderBookRightPanelSettings _right_panel;
// ALREADY USED TAGS
// [ProtoMember(5)]
// public readonly List<SortingCriteria> sort_criteria;
public OrderBookRightPanelSettings right_panel => _right_panel ?? (_right_panel = new OrderBookRightPanelSettings());
/// TODO: remove properties below, and redirect callers to <see cref="right_panel"/>
// right panel (host)
public bool show_right_panel { get => right_panel.show; set => right_panel.show = value; }
public double right_panel_width { get => right_panel.width; set => right_panel.width = value; }
// order params
public bool show_order_params { get => right_panel.stack.show_order_params; set => right_panel.stack.show_order_params = value; }
public double order_params_height { get; set; }
// ladder
public bool show_ladder { get; set; }
public double ladder_height { get => right_panel.stack.ladder_height; set => right_panel.stack.ladder_height = value; }
// fills
public bool show_fills { get => right_panel.stack.show_fills; set => right_panel.stack.show_fills = value; }
public double fills_height { get => right_panel.stack.fills_height; set => right_panel.stack.fills_height = value; }
// filters
[ProtoMember(10)]
public FilterStates filters;
// grid
[ProtoMember(15)]
[Obsolete]
public GridSettings grid { get; set; }
// orderbook grid
[ProtoMember(17)]
public OrderBookGridSettings orderbook_grid { get; set; }
// fills settings
[ProtoMember(26)]
public OrderBookFillsGridSettings fills_settings { get; set; }
// predicate animations
[ProtoMember(20)]
[Obsolete]
List<OrderRecordTuplePredicateAnimations> _predicate_animations;
// use defaults
[ProtoMember(25)]
public bool use_defaults;
/// <summary>
/// Please use <see cref="Default"/> to get a new instance (the only reason the default constructor still exists is for ProtoBuf deserialization).
/// </summary>
[Obsolete]
public OrderBookStartupData() {
show_right_panel = _default_show_right_panel;
show_order_params = _default_show_order_params;
right_panel_width = _default_right_panel_width;
order_params_height = _default_order_params_height;
fills_height = _default_fills_height;
ladder_height = _default_ladder_height;
}
public OrderBookStartupData(FilterStates filters, OrderBookGridSettings orderbook_grid = default, bool show_right_panel = false, double right_panel_width = 0, double fills_height = 0, bool show_fills = false, bool use_defaults = false) {
this.filters = filters;
this.use_defaults = use_defaults;
this.show_right_panel = show_right_panel;
this.right_panel_width = right_panel_width;
this.fills_height = fills_height;
this.show_fills = show_fills;
this.orderbook_grid = orderbook_grid;
#pragma warning disable CS0612 // Type or member is obsolete
_predicate_animations = new List<OrderRecordTuplePredicateAnimations>();
if (predicate_animations != null)
_predicate_animations.AddRange(predicate_animations);
#pragma warning restore CS0612 // Type or member is obsolete
}
#pragma warning disable CS0612 // Type or member is obsolete
[Obsolete]
public IReadOnlyList<OrderRecordTuplePredicateAnimations> predicate_animations => _predicate_animations ?? (_predicate_animations = new List<OrderRecordTuplePredicateAnimations>());
public OrderBookGridSettings grid_settings_wrapper() {
if (use_defaults)
return null;
if (orderbook_grid == null) {
if (grid == null)
grid = _default_general_grid;
orderbook_grid = new OrderBookGridSettings(grid.clone(), _predicate_animations);
}
return orderbook_grid;
}
#pragma warning restore CS0612 // Type or member is obsolete
public static OrderBookStartupData Default =>
new OrderBookStartupData(
new FilterStates { statuses = new[] { OrderStatus.Working } },
DefaultGrid,
_default_show_right_panel,
_default_right_panel_width,
_default_fills_height,
use_defaults: true) {
show_order_params = _default_show_order_params,
order_params_height = _default_order_params_height,
fills_settings = DefaultFillsGrid
};
public static OrderBookGridSettings DefaultGrid => new OrderBookGridSettings(_default_general_grid) {
algo_tree_display_mode = AlgoTreeDisplayMode.RootAndLeafNodes
};
public static OrderBookFillsGridSettings DefaultFillsGrid {
get {
var default_fills = FillsSettings.Default();
var rv = new OrderBookFillsGridSettings {
sorting_criterion = default_fills.sorting_criterion.ToList(),
filters = default_fills.filters,
general = FillsSettings.MiniGridSettings
};
return rv;
}
}
static GridSettings _default_general_grid => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.sorting_criterion);
public static OrderBookGridSettings default_mini_grid => new OrderBookGridSettings(GridSettings.Default.with(DefaultColumns.mini, DefaultColumns.sorting_criterion)) {
algo_tree_display_mode = AlgoTreeDisplayMode.RootAndLeafNodes
};
static class DefaultColumns {
public static GridColumnSettings security => new GridColumnSettings(Columns.Security.ToString(), DIYGrid.DefaultColumnHeaders.Security, width: DIYGrid.DefaultColumnWidths.Security);
public static GridColumnSettings symbol => new GridColumnSettings(Columns.Symbol.ToString(), DIYGrid.DefaultColumnHeaders.Symbol, width: DIYGrid.DefaultColumnWidths.Symbol, horizontal_alignment: HorizontalAlignment.Left);
public static GridColumnSettings time_created => new GridColumnSettings(Columns.Time.ToString(), "Time", width: DIYGrid.DefaultColumnWidths.Time, horizontal_alignment: HorizontalAlignment.Left);
public static GridColumnSettings last_change => new GridColumnSettings(Columns.LastChange.ToString(), "Last Change", width: DIYGrid.DefaultColumnWidths.Time, horizontal_alignment: HorizontalAlignment.Left);
public static GridColumnSettings user => new GridColumnSettings(Columns.User.ToString(), DIYGrid.DefaultColumnHeaders.User, width: DIYGrid.DefaultColumnWidths.User, horizontal_alignment: HorizontalAlignment.Left);
public static GridColumnSettings account => new GridColumnSettings(Columns.Account.ToString(), DIYGrid.DefaultColumnHeaders.Account, width: DIYGrid.DefaultColumnWidths.Account, horizontal_alignment: HorizontalAlignment.Left);
public static GridColumnSettings exchange => new GridColumnSettings(Columns.Exchange.ToString(), DIYGrid.DefaultColumnHeaders.Exchange, width: DIYGrid.DefaultColumnWidths.Exchange, horizontal_alignment: HorizontalAlignment.Left);
public static GridColumnSettings time_in_force => new GridColumnSettings(Columns.TimeInForce.ToString(), DIYGrid.DefaultColumnHeaders.TimeInForce, width: DIYGrid.DefaultColumnWidths.TimeInForce);
public static GridColumnSettings order_type => new GridColumnSettings(Columns.OrderType.ToString(), DIYGrid.DefaultColumnHeaders.OrderType, width: DIYGrid.DefaultColumnWidths.OrderType);
public static GridColumnSettings root_algo_type => new GridColumnSettings(Columns.RootAlgoType.ToString(), DIYGrid.DefaultColumnHeaders.RootAlgoType, width: DIYGrid.DefaultColumnWidths.OrderType);
public static GridColumnSettings sub_type => new GridColumnSettings(Columns.SubType.ToString(), "Sub Type", width: 80, horizontal_alignment: HorizontalAlignment.Left);
public static GridColumnSettings side => new GridColumnSettings(Columns.Side.ToString(), "B/S", width: DIYGrid.DefaultColumnWidths.Side, horizontal_alignment: HorizontalAlignment.Left);
public static GridColumnSettings quantity => new GridColumnSettings(Columns.Size.ToString(), "Qty", width: DIYGrid.DefaultColumnWidths.Size, horizontal_alignment: HorizontalAlignment.Right);
public static GridColumnSettings price => new GridColumnSettings(Columns.Price.ToString(), DIYGrid.DefaultColumnHeaders.Price, width: DIYGrid.DefaultColumnWidths.Price, horizontal_alignment: HorizontalAlignment.Right);
public static GridColumnSettings filled_quantity => new GridColumnSettings(Columns.Filled.ToString(), "Filled Qty", width: DIYGrid.DefaultColumnWidths.Filled, horizontal_alignment: HorizontalAlignment.Right);
public static GridColumnSettings avg_price => new GridColumnSettings(Columns.AvgFilled.ToString(), "Avg Filled", width: DIYGrid.DefaultColumnWidths.AveragePrice, horizontal_alignment: HorizontalAlignment.Right);
public static GridColumnSettings last_price => new GridColumnSettings(Columns.LastPrice.ToString(), "Last Filled", width: DIYGrid.DefaultColumnWidths.LastPrice, horizontal_alignment: HorizontalAlignment.Right);
public static GridColumnSettings status => new GridColumnSettings(Columns.Status.ToString(), "Status", width: 80, horizontal_alignment: HorizontalAlignment.Left);
public static GridColumnSettings last_message => new GridColumnSettings(Columns.LastMessage.ToString(), "Last Message", width: DIYGrid.DefaultColumnWidths.LastMessage, horizontal_alignment: HorizontalAlignment.Left);
public static GridColumnSettings security_key => new GridColumnSettings(Columns.SecurityKey.ToString(), DIYGrid.DefaultColumnHeaders.SecurityKey, is_visible: false, width: DIYGrid.DefaultColumnWidths.SecurityKey, horizontal_alignment: HorizontalAlignment.Left);
public static GridColumnSettings order_key => new GridColumnSettings(Columns.OrderKey.ToString(), DIYGrid.DefaultColumnHeaders.OrderKey, width: DIYGrid.DefaultColumnWidths.OrderKey, horizontal_alignment: HorizontalAlignment.Left);
public static GridColumnSettings parent_key => new GridColumnSettings(Columns.ParentKey.ToString(), "Parent Key", width: DIYGrid.DefaultColumnWidths.ParentKey, horizontal_alignment: HorizontalAlignment.Left);
public static GridColumnSettings attached_target_order_key => new GridColumnSettings(Columns.AttachedTargetOrderKey.ToString(), DIYGrid.DefaultColumnHeaders.AttachedTargetOrderKey, width: DIYGrid.DefaultColumnWidths.ParentKey, horizontal_alignment: HorizontalAlignment.Left);
public static GridColumnSettings piq => new GridColumnSettings(Columns.Piq.ToString(), "PIQ", width: DIYGrid.DefaultColumnWidths.Size, horizontal_alignment: HorizontalAlignment.Right);
public static IEnumerable<SortingCriteria> sorting_criterion {
get {
yield return new SortingCriteria(time_created.id, false);
}
}
public static IEnumerable<GridColumnSettings> all {
get {
yield return security;
yield return symbol;
yield return time_created;
yield return last_change;
yield return user;
yield return account;
yield return exchange;
yield return time_in_force;
yield return order_type;
yield return root_algo_type;
yield return sub_type;
yield return side;
yield return quantity;
yield return price;
yield return piq;
yield return filled_quantity;
yield return avg_price;
yield return last_price;
yield return status;
yield return last_message;
yield return security_key;
yield return order_key;
yield return parent_key;
yield return attached_target_order_key;
}
}
private static HashSet<GridColumnSettings> _mini_mode_columns_to_hide = new HashSet<GridColumnSettings> {
symbol, last_change, exchange, sub_type, quantity, price, avg_price, last_price, status, last_message, security_key, order_key, parent_key, attached_target_order_key
};
public static IEnumerable<GridColumnSettings> mini {
get {
foreach (var col_setting in all) {
if (_mini_mode_columns_to_hide.Contains(col_setting)) {
yield return col_setting.with(is_visible: false);
} else {
yield return col_setting;
}
}
}
}
}
}
}
@@ -1,45 +0,0 @@
using bts.api;
using bts.api.orderman;
using mbts;
using mbts.spark;
using mbts.ui;
using mbts.ui.settings;
using mbts.ui.shell;
using mbts.ui.spark;
using System;
using System.Collections.Generic;
namespace bts.shell.orderbook {
class OrderBookSettingsVM : DisposableViewModelBase, IWindowSettingsVM<OrderBookGridSettings>, ITemplateSelectorKey {
AlgoTreeDisplayMode _algo_tree_display_mode;
public OrderBookSettingsVM(GridSettingsVM<OrderSecurity, OrderRecordTuplePredicate, OrderBookGridSettings> core_settings_vm) =>
this.core_settings_vm = core_settings_vm;
public OrderBookSettingsVM(
IObservable<string> owner_title, IBus bus, OrdersModel orders_model,
Func<OrderRecordTuplePredicate> predicate_data_factory,
Func<OrderRecordTuplePredicate, INotificationPredicate<OrderSecurity>> notification_predicate_factory,
Func<IPropertyWrapperVM<OrderRecordTuplePredicate>> create_predicate_vm,
Func<string, IPropertyWrapperVM<OrderRecordTuplePredicate>> create_column_predicate_vm,
Func<GridSettings, IEnumerable<IPredicateAnimationsData<OrderSecurity, OrderRecordTuplePredicate>>, OrderBookGridSettings> create_settings_obj,
IReadOnlyDictionary<string, GridColumnSettingsFeatureFlags> column_flags = null) {
core_settings_vm = new GridSettingsVM<OrderSecurity, OrderRecordTuplePredicate, OrderBookGridSettings>(
owner_title, bus, orders_model, predicate_data_factory, notification_predicate_factory, create_predicate_vm, create_column_predicate_vm, create_settings_obj, column_flags);
}
public GridSettingsVM<OrderSecurity, OrderRecordTuplePredicate, OrderBookGridSettings> core_settings_vm { get; }
public AlgoTreeDisplayMode algo_tree_display_mode { get => _algo_tree_display_mode; set => Set(ref _algo_tree_display_mode, value); }
string ITemplateSelectorKey.key => GridSettingsTemplateKeys.OrderBook;
public void load(OrderBookGridSettings grid_settings) {
core_settings_vm.load(grid_settings);
algo_tree_display_mode = grid_settings.algo_tree_display_mode;
}
public OrderBookGridSettings get_result() {
var gs = core_settings_vm.get_result();
gs.algo_tree_display_mode = algo_tree_display_mode;
return gs;
}
}
}
@@ -1,63 +0,0 @@
using mbts.ui;
using mbts.ui.controls;
using mbts.ui.controls.adorners;
using mbts.ui.extensions;
using System;
using System.Reactive.Linq;
using System.Windows;
using System.Windows.Input;
namespace mbts.spark {
partial class OrderBookView {
public class OrderBookAttachmentTargetAdorner : DIYGridRowHighlighterAdorner, IDisposable {
IDisposable _attach_op;
bool _is_active, _is_disposed;
#region IsActive
public static readonly DependencyProperty IsActiveProperty =
WPFHelper.create_dp<bool, OrderBookAttachmentTargetAdorner>(
nameof(IsActive),
FrameworkPropertyMetadataOptions.AffectsRender,
(o, v) => {
o._is_active = v;
Disposable.dispose(ref o._attach_op);
if (v && !o._is_disposed) {
o.IsHitTestVisible = true;
o._attach_op = Disposable.Create(
o.SubscribePreviewMouseDown((s, e) => {
if (e.ChangedButton == MouseButton.Left) {
if (e.ClickCount > 1 && o.TargetRow is OrderBookRowVM r) {
e.Handled = true;
o._raise_target_row_selected(r);
}
}
}),
o.AdornedElement.SubscribeMouseHoverRow<OrderBookRowVM>().Subscribe(row => o.TargetRow = row));
} else {
o.IsHitTestVisible = false;
o.TargetRow = null;
}
},
false);
public bool IsActive {
get => (bool)GetValue(IsActiveProperty);
set => SetValue(IsActiveProperty, value);
}
public event Action<OrderBookRowVM> TargetRowSelected;
#endregion
public OrderBookAttachmentTargetAdorner(DIYGrid grid) : base(grid) { }
public void Dispose() {
if (!_is_disposed) {
_is_disposed = true;
Disposable.dispose(ref _attach_op);
}
}
void _raise_target_row_selected(OrderBookRowVM row) => TargetRowSelected?.Invoke(row);
}
}
}
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