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Commits
| Author | SHA1 | Date | |
|---|---|---|---|
 Kevin Darby
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c22f50963f | ||
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Kevin Darby
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626402965d | ||
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Kevin Darby
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556132c2dd | ||
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Kevin Darby
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a22b7b7189 | ||
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Kevin Darby
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8e41a42ced | ||
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Kevin Darby
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e0f7bdfc13 | ||
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Kevin Darby
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ec0b96215f | ||
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Kevin Darby
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e27a8be526 | ||
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Kevin Darby
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70cd9f185e | ||
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Kevin Darby
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33eaf6f86d |
No files matched your search
Vendored
+91
-177
@@ -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": "${workspaceRoot}/build/Debug/bin/net471/spark_sdk.exe",
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||||
"args": ["md","GLBX","Future","CL", "CLZ9", "--user=bts", "--pass="],
|
||||
"cwd": "${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":"${command:pickProcess}"
|
||||
},
|
||||
{
|
||||
"name": "SparkVM Launch",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
|
||||
"program": "/home/bts/spark/build/ninja_debug/server/sparkd",
|
||||
"args": [
|
||||
"run"
|
||||
],
|
||||
"args": ["run"],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/build/ninja_debug/server/",
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||||
"environment": [],
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||||
@@ -33,113 +102,24 @@
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||||
"description": "LD LIBRARY",
|
||||
"text": "set env LD_LIBRARY_PATH=.",
|
||||
"ignoreFailures": false
|
||||
}
|
||||
}
|
||||
],
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${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": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": [
|
||||
"bts@sparkvm"
|
||||
],
|
||||
"pipeArgs": ["bts@sparkvm"],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
@@ -247,10 +215,7 @@
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "/home/bts/spark/build/ninja_debug/server/sparkd",
|
||||
"args": [
|
||||
"test",
|
||||
"SingleWriterConcurrentVector"
|
||||
],
|
||||
"args": ["test", "[md]"],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/build/ninja_debug/server/",
|
||||
"environment": [],
|
||||
@@ -275,16 +240,14 @@
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${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
|
||||
},
|
||||
]
|
||||
}
|
||||
@@ -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)
|
||||
@@ -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
|
||||
|
||||
@@ -1,46 +0,0 @@
|
||||
+++
|
||||
title = "BTS Basic Algos"
|
||||
weight = 10
|
||||
sort_by = "weight"
|
||||
insert_anchor_links = "right"
|
||||
+++
|
||||
|
||||
|
||||
## Lean
|
||||
|
||||
The goal of the lean order is to watch the opposite-inside market size and cross when that size goes below the threshold (this also implies a cross if that size goes to zero and the market trades away from you) If the market trades toward you, you can opt into several different behaviors
|
||||
|
||||
##### Parameters
|
||||
* Cross Thresh - size thresh in absolute or ratio terms
|
||||
* Max Chase Ticks - max levels to pay up, in ticks
|
||||
|
||||
|
||||
## Join
|
||||
The goal of the join order is to watch the opposite-inside market and join when the market flips (that is, when the best offer becomes the best bid) and has at least threshold size.
|
||||
|
||||
##### Parameters
|
||||
* Join Thresh - size thresh in absolute or ratio terms
|
||||
|
||||
|
||||
## Top
|
||||
|
||||
The goal of the top order is to not trade by yourself, but the intent at the time of order entry is to get filled.If the order is on the market (say current bid price) AND the quantity on that bid price is below top thresh then cancel the order else remain working.
|
||||
|
||||
##### Parameters
|
||||
* Top Thresh - size thresh in absolute or ratio terms
|
||||
|
||||
|
||||
## Cover
|
||||
A Cover order’s purpose is to fire a hedge order (of any type) in response to fills from it’s child order on the opposite side of the market N ticks away
|
||||
|
||||
##### Parameters
|
||||
* Profit Ticks - ticks above or below fill price to place profit / cover order
|
||||
|
||||
|
||||
## OCO
|
||||
An OCO order creates a relationship between a child order and a 'stop' or 'other' order such that when one of these is cancelled, both cancel, or when one is filled, the other order's size is debited in the amount of the fill.
|
||||
|
||||
Composing this order with Cover simulates scalping functionality
|
||||
|
||||
##### Parameters
|
||||
* Stop Ticks - ticks below or above main order to place stop / other order
|
||||
File renamed without changes.
File renamed without changes.
@@ -0,0 +1,6 @@
|
||||
+++
|
||||
title = "Client"
|
||||
weight = 1
|
||||
sort_by = "weight"
|
||||
redirect_to = "bts_spark_sdk/Client/overview/"
|
||||
+++
|
||||
@@ -0,0 +1,6 @@
|
||||
+++
|
||||
title = "Server"
|
||||
weight = 2
|
||||
sort_by = "weight"
|
||||
insert_anchor_links = "right"
|
||||
+++
|
||||
@@ -0,0 +1,6 @@
|
||||
+++
|
||||
title = "BTS Spark SDK"
|
||||
weight = 2
|
||||
sort_by = "weight"
|
||||
insert_anchor_links = "right"
|
||||
+++
|
||||
@@ -4,121 +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
|
||||
- You can now view your order's position in queue in the ladder
|
||||
#### Bug Fixes
|
||||
- Fix a bug in the order popup in the ladder which could lead to a crash.
|
||||
|
||||
## 1.5.9
|
||||
### User Visible Changes
|
||||
- Fix for stunnel connections on Windows 7
|
||||
|
||||
## 1.5.8
|
||||
### User Visible Changes
|
||||
- Fixed a bug where it was possible to crash the UI by entering an order through the order ticket if Enter was used to dismiss the dialog.
|
||||
- Fixed a spreader reporting bug which could cause the server to crash if an algo was used to control certain types of synthetics
|
||||
- Improved user message when the UI fails to login
|
||||
- Integrated stunnel into UI to make VPN setup unnecessary in unsecured environments.
|
||||
## 1.5.7
|
||||
### User Visible Changes
|
||||
- New videos have been added to the manual describing the [Algo Studio](./bts_spark/Trading/index.md#algo-studio) and [Spreader](./bts_spark/Spreader/index.md)
|
||||
|
||||
+1
-1
Submodule docker/linux updated: e13bb5d8df...ce08a5129f.
+1
-1
Submodule externals updated: 67a79263ba...d0e8645b5e.
@@ -1,6 +1,4 @@
|
||||
using System;
|
||||
using System.IO;
|
||||
using System.Diagnostics;
|
||||
using System.Collections.Generic;
|
||||
using System.ComponentModel;
|
||||
using System.Linq;
|
||||
@@ -74,71 +72,13 @@ namespace mbts.ui.shell
|
||||
base.OnExit(e);
|
||||
Environment.Exit(0);
|
||||
}
|
||||
|
||||
void start_stunnel(string path, uint job_error)
|
||||
{
|
||||
string config_error;
|
||||
if (!mbts.config.Configuration.try_initialize(out config_error))
|
||||
{
|
||||
_stunnel_process = Process.Start(path + "bin\\stunnel.exe");
|
||||
if (_stunnel_process != null)
|
||||
{
|
||||
for (int i = 0; i < 10; i++)
|
||||
{
|
||||
if (mbts.config.Configuration.try_initialize(out config_error))
|
||||
break;
|
||||
System.Threading.Thread.Sleep(500);
|
||||
}
|
||||
}
|
||||
else
|
||||
stunnel_job_error = "Stunnel Job Error code: " + job_error +
|
||||
" could not start stunnel " + (config_error ?? string.Empty);
|
||||
}
|
||||
}
|
||||
|
||||
void kill_stunnel()
|
||||
{
|
||||
try
|
||||
{
|
||||
Process[] ps = Process.GetProcessesByName("stunnel");
|
||||
ps.ForEach(p =>
|
||||
{
|
||||
try { p.Kill(); }
|
||||
catch {}
|
||||
});
|
||||
}
|
||||
catch { }
|
||||
}
|
||||
|
||||
Process _stunnel_process;
|
||||
static internal string stunnel_job_error { get; private set;}
|
||||
void init_stunnel(string[] argv)
|
||||
{
|
||||
try
|
||||
{
|
||||
var path = Environment.GetFolderPath(Environment.SpecialFolder.ApplicationData) + "\\BTS\\stunnel\\";
|
||||
if (File.Exists(path + "config\\stunnel.conf"))
|
||||
{
|
||||
uint job_error = BTSUINativeMethods.setup_process_job_object();
|
||||
//if we can't put this process and stunnel into a job, try to stop stunnel then restart
|
||||
if(job_error != 0)
|
||||
kill_stunnel();
|
||||
start_stunnel(path, job_error);
|
||||
}
|
||||
}
|
||||
catch(Exception ex)
|
||||
{
|
||||
stunnel_job_error = "Error starting stunnel: " + ex.Message;
|
||||
}
|
||||
}
|
||||
|
||||
public new int Run() {
|
||||
var argv = Environment.GetCommandLineArgs();
|
||||
try {
|
||||
if (argv.Contains("-multiple") || _mutex == null || _mutex.WaitOne(TimeSpan.Zero, true))
|
||||
{
|
||||
if(_mutex == null || _mutex.WaitOne(TimeSpan.Zero, true))
|
||||
init_stunnel(argv);
|
||||
try {
|
||||
if (argv.Contains("-multiple") ||
|
||||
_mutex == null ||
|
||||
_mutex.WaitOne(TimeSpan.Zero, true)) {
|
||||
return base.Run();
|
||||
}
|
||||
else {
|
||||
|
||||
@@ -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();
|
||||
}
|
||||
|
||||
@@ -6,7 +6,6 @@ using bts.api.persistence;
|
||||
using bts.api.position;
|
||||
using bts.api.synthetic;
|
||||
using bts.co2;
|
||||
using bts.md;
|
||||
using bts.metrics;
|
||||
using bts.support;
|
||||
using System.ComponentModel.Composition;
|
||||
@@ -51,9 +50,6 @@ namespace Spark {
|
||||
AlgoServiceWrapper _algo_service_wrapper;
|
||||
[Export]
|
||||
public AlgoServiceWrapper algo_service_wrapper => _algo_service_wrapper ?? (_algo_service_wrapper = new AlgoServiceWrapper(context));
|
||||
|
||||
[Export]
|
||||
public MBOService mbo_service => context.locate<MBOService>();
|
||||
}
|
||||
|
||||
class AlgoServiceWrapper {
|
||||
|
||||
@@ -22,14 +22,12 @@ namespace mbts.ui {
|
||||
AddBoxesGeometryKey = nameof(AddBoxesGeometryKey),
|
||||
AddFileGeometryKey = nameof(AddFileGeometryKey),
|
||||
AddFileThinGeometryKey = nameof(AddFileThinGeometryKey),
|
||||
AttachAlgosKey = nameof(AttachAlgosKey),
|
||||
AttachAlgosGeometryKey = nameof(AttachAlgosGeometryKey),
|
||||
CheckMarkGeometryKey = nameof(CheckMarkGeometryKey),
|
||||
DataEditGeometryKey = nameof(DataEditGeometryKey),
|
||||
DetachAlgosKey = nameof(DetachAlgosKey),
|
||||
DetachAlgosGeometryKey = nameof(DetachAlgosGeometryKey),
|
||||
DiskGeometryKey = nameof(DiskGeometryKey),
|
||||
DiskFileGeometryKey = nameof(DiskFileGeometryKey),
|
||||
DocumentGeometryKey = nameof(DocumentGeometryKey),
|
||||
DocumentAddGeometryKey = nameof(DocumentAddGeometryKey),
|
||||
DocumentBrokenGeometryKey = nameof(DocumentBrokenGeometryKey),
|
||||
DocumentCopyGeometryKey = nameof(DocumentCopyGeometryKey),
|
||||
DocumentEmptyGeometryKey = nameof(DocumentEmptyGeometryKey),
|
||||
@@ -39,14 +37,11 @@ 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 +118,7 @@ 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 AttachAlgos => create_icon(AttachAlgosGeometryKey);
|
||||
public static ImageSource Beaker { get { return load_resource_and_freeze("Beaker"); } }
|
||||
public static ImageSource Book { get { return load_resource_and_freeze("Book"); } }
|
||||
|
||||
@@ -147,13 +142,11 @@ 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 DetachAlgos => create_icon(DetachAlgosGeometryKey);
|
||||
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);
|
||||
@@ -171,7 +164,6 @@ namespace mbts.ui {
|
||||
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 +192,6 @@ 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);
|
||||
|
||||
|
||||
@@ -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}">
|
||||
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|
||||
</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
|
||||
@@ -48,9 +40,57 @@
|
||||
</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/freepik
|
||||
Ttile: Unlink free icon
|
||||
Credit: Icon made by Chanut from www.flaticon.com-->
|
||||
<x:Array x:Key="{x:Static mbts:Icons.AttachAlgosGeometryKey}" Type="sys:String">
|
||||
<sys:String>
|
||||
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|
||||
c0.781,0.781,2.047,0.781,2.828,0l9.192-9.192c1.691-1.69,3.951-2.622,6.363-2.622c2.413,0,4.673,0.932,6.364,2.623
|
||||
s2.623,3.951,2.623,6.364c0,2.412-0.932,4.672-2.623,6.363L36.325,31.379c-3.51,3.508-9.219,3.508-12.729,0
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||||
c-0.781-0.781-2.047-0.781-2.828,0s-0.781,2.048,0,2.828c2.534,2.534,5.863,3.801,9.192,3.801s6.658-1.267,9.192-3.801
|
||||
l12.021-12.021c2.447-2.446,3.795-5.711,3.795-9.192C54.968,9.512,53.62,6.248,51.173,3.801z
|
||||
</sys:String>
|
||||
<sys:String>
|
||||
M27.132,40.57l-7.778,7.778c-1.691,1.691-3.951,2.623-6.364,2.623c-2.412,0-4.673-0.932-6.364-2.623
|
||||
c-3.509-3.509-3.509-9.219,0-12.728L17.94,24.306c1.691-1.69,3.951-2.622,6.364-2.622c2.412,0,4.672,0.932,6.363,2.622
|
||||
c0.781,0.781,2.047,0.781,2.828,0s0.781-2.047,0-2.828c-5.067-5.067-13.314-5.068-18.384,0L3.797,32.793
|
||||
c-2.446,2.446-3.794,5.711-3.794,9.192c0,3.48,1.348,6.745,3.795,9.191c2.446,2.447,5.711,3.795,9.191,3.795
|
||||
c3.481,0,6.746-1.348,9.192-3.795l7.778-7.778c0.781-0.781,0.781-2.047,0-2.828S27.913,39.789,27.132,40.57z
|
||||
</sys:String>
|
||||
</x:Array>
|
||||
|
||||
<!--File (the icon is free to use if we include this information in our credit section)
|
||||
Source: https://www.flaticon.com/authors/freepik
|
||||
Ttile: Disconnected chains free icon
|
||||
Credit: Icon made by Chanut from www.flaticon.com-->
|
||||
<x:Array x:Key="{x:Static mbts:Icons.DetachAlgosGeometryKey}" Type="sys:String">
|
||||
<sys:String>
|
||||
M462.557,77.627c-14.323-25.556-41.488-41.423-70.889-41.423c-13.835,0-27.54,3.585-39.602,10.364
|
||||
l-152.557,85.635l17.55,31.279l152.565-85.635c6.747-3.78,14.371-5.779,22.069-5.779c16.428,0,31.596,8.852,39.594,23.11
|
||||
c5.909,10.535,7.356,22.752,4.072,34.408c-3.268,11.656-10.876,21.346-21.411,27.255l-138.291,77.604
|
||||
c-2.634-16.851-10.494-32.392-22.793-44.699c-21.687-21.663-56.063-29.328-84.935-18.964l-12.485,4.495l12.128,33.734
|
||||
l12.534-4.471c16.127-5.869,35.319-1.496,47.406,10.567c6.974,6.982,11.388,15.826,12.786,25.41
|
||||
c-0.585-0.138-1.171-0.285-1.731-0.447c-11.681-3.284-21.354-10.9-27.271-21.476l-6.519-11.518l-31.303,17.59l6.56,11.518
|
||||
c10.6,18.915,27.93,32.571,48.836,38.44c0.723,0.187,1.455,0.39,2.187,0.561c-1.105,1.398-2.284,2.731-3.536,3.983
|
||||
l-114.32,114.328c-8.551,8.543-19.931,13.241-32.035,13.241c-12.112,0-23.492-4.698-32.027-13.241
|
||||
c-8.535-8.543-13.233-19.907-13.233-32.027c0-12.112,4.698-23.483,13.233-32.018l99.291-99.282l-25.369-25.369l-99.282,99.282
|
||||
C8.446,319.427,0,339.806,0,361.468c0,21.679,8.446,42.049,23.776,57.396c15.339,15.339,35.709,23.768,57.388,23.768
|
||||
s42.049-8.429,57.388-23.768l114.345-114.32c8.372-8.405,14.81-18.566,18.842-29.71c6.625-1.764,12.924-4.3,18.777-7.6
|
||||
l140.99-79.115c18.875-10.608,32.514-27.946,38.375-48.828C475.749,118.4,473.148,96.493,462.557,77.627z
|
||||
</sys:String>
|
||||
<sys:String>
|
||||
M173.171,141.769c4.503-0.821,7.511-5.145,6.69-9.657l-17.103-94.942
|
||||
c-0.821-4.519-5.162-7.527-9.665-6.722c-4.511,0.821-7.527,5.145-6.706,9.673l17.111,94.925
|
||||
C164.311,139.575,168.644,142.574,173.171,141.769z
|
||||
</sys:String>
|
||||
<sys:String>
|
||||
M43.561,191.776l94.934-17.119c4.519-0.821,7.527-5.145,6.706-9.657
|
||||
c-0.821-4.528-5.145-7.543-9.649-6.722L40.61,175.405c-4.503,0.797-7.519,5.145-6.698,9.657
|
||||
C34.717,189.582,39.058,192.589,43.561,191.776z
|
||||
</sys:String>
|
||||
</x:Array>
|
||||
|
||||
<!--File (the icon is free to use if we include this information in our credit section)
|
||||
Source: https://www.flaticon.com/authors/chanut
|
||||
@@ -111,9 +151,6 @@
|
||||
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 +334,6 @@
|
||||
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
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</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;
|
||||
@@ -13,12 +11,11 @@ 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 {
|
||||
class MarketViewWindow : SparkWindow<MarketViewWindowFactory.StartupData>, ISharedWindow {
|
||||
const string _window_type = "MarketView", _window_type_display_name = "Market View";
|
||||
readonly OrdersModel _orders_model;
|
||||
readonly AllowOnce _init_guard = new AllowOnce("MarketView");
|
||||
@@ -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) {
|
||||
@@ -49,98 +43,30 @@ 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 void thread_init() {
|
||||
_init_guard.check_access();
|
||||
Log.notnull(_state);
|
||||
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 +87,8 @@ 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;
|
||||
@@ -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>
|
||||
|
||||
@@ -66,15 +66,14 @@ 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,
|
||||
|
||||
+1
@@ -1,5 +1,6 @@
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using mbts.collections.extensions;
|
||||
using mbts.ui.spark;
|
||||
using System.Collections.Generic;
|
||||
|
||||
|
||||
+1
@@ -1,5 +1,6 @@
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using mbts.collections.extensions;
|
||||
using mbts.ui.spark;
|
||||
using System.Collections.Generic;
|
||||
|
||||
|
||||
+1
@@ -1,5 +1,6 @@
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using mbts.collections.extensions;
|
||||
using mbts.ui.spark;
|
||||
using System.Collections.Generic;
|
||||
|
||||
|
||||
+1
@@ -1,5 +1,6 @@
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using mbts.collections.extensions;
|
||||
using mbts.ui.spark;
|
||||
using System.Collections.Generic;
|
||||
|
||||
|
||||
+1
@@ -1,5 +1,6 @@
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using mbts.collections.extensions;
|
||||
using mbts.ui.spark;
|
||||
using System.Collections.Generic;
|
||||
|
||||
|
||||
+1
@@ -1,5 +1,6 @@
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using mbts.collections.extensions;
|
||||
using mbts.ui.spark;
|
||||
using System.Collections.Generic;
|
||||
|
||||
|
||||
+1
@@ -1,5 +1,6 @@
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using mbts.collections.extensions;
|
||||
using mbts.ui.spark;
|
||||
using System.Collections.Generic;
|
||||
|
||||
|
||||
+1
@@ -1,5 +1,6 @@
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using mbts.collections.extensions;
|
||||
using mbts.ui.spark;
|
||||
using System.Collections.Generic;
|
||||
|
||||
|
||||
+1
@@ -1,5 +1,6 @@
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using mbts.collections.extensions;
|
||||
using mbts.ui.spark;
|
||||
using System.Collections.Generic;
|
||||
|
||||
|
||||
+1
@@ -1,5 +1,6 @@
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using mbts.collections.extensions;
|
||||
using mbts.ui.spark;
|
||||
using System.Collections.Generic;
|
||||
|
||||
|
||||
+6
-4
@@ -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
@@ -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
@@ -1,5 +1,6 @@
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using mbts.collections.extensions;
|
||||
using mbts.ui.spark;
|
||||
using System.Collections.Generic;
|
||||
|
||||
|
||||
+1
@@ -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
@@ -1,5 +1,6 @@
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
using mbts.collections.extensions;
|
||||
using mbts.ui.spark;
|
||||
using System.Collections.Generic;
|
||||
|
||||
|
||||
+1
@@ -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)
|
||||
}
|
||||
});
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -565,19 +565,20 @@
|
||||
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>
|
||||
<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>
|
||||
@@ -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}.'");
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -40,20 +40,16 @@ namespace mbts.spark {
|
||||
|
||||
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 bool Equals(AlgoStructureKey other) =>
|
||||
/// <see cref="Enumerable.SequenceEqual{TSource}(IEnumerable{TSource}, IEnumerable{TSource})"/> is not optimized to check Count/Length, since the args are <see cref="IEnumerable{T}"/>.
|
||||
_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);
|
||||
@@ -70,9 +66,6 @@ namespace mbts.spark {
|
||||
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));
|
||||
|
||||
|
||||
+1
-1
@@ -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 +34,41 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
|
||||
public static void update_persisted_definition_wrappers(IDictionary<AlgoKey, IAlgoVM> target, TableUpdate<AlgoData, AlgoKey> update, Func<AlgoData, AlgoDefinitionVM> factory) {
|
||||
public static void update_persisted_definition_wrappers(ObservableKeyedCollection<IAlgoVM, AlgoKey> target, TableUpdate<AlgoData, AlgoKey> update, Func<AlgoData, AlgoDefinitionVM> factory) {
|
||||
foreach (var d in update.removed)
|
||||
target.Remove(d.key);
|
||||
foreach (var d in update.changed) {
|
||||
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.changed)
|
||||
target[d.key].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)));
|
||||
} else target.Add(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> {
|
||||
@@ -131,16 +128,27 @@ 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) {
|
||||
_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(() => {
|
||||
@@ -160,7 +168,7 @@ namespace mbts.spark {
|
||||
}
|
||||
var permission_src = _permissions_mask.observe_result();
|
||||
resources.Add(_selected_format.observe_current(true).CombineLatest(permission_src, (fmt, perms) => (fmt, perms))
|
||||
.SubscribeEach(t => {
|
||||
.SubscribeHookLatest(t => {
|
||||
if ((t.perms & AlgoEditingPermissions.AllowEditStructure) != 0) {
|
||||
using (_refresh_on_local_changes.defer_execution()) {
|
||||
var algo_data = model.factory.default_algos(t.fmt);
|
||||
@@ -173,7 +181,6 @@ namespace mbts.spark {
|
||||
resources.Add(permission_src.Subscribe(_ => RaisePropertyChanged(nameof(editing_permissions))));
|
||||
resources.Add(this.connect_data(permission_src));
|
||||
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;
|
||||
await algo_root.load_from_async(def_data.value);
|
||||
_version.increment_version();
|
||||
@@ -202,7 +209,6 @@ 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 +225,6 @@ 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>();
|
||||
@@ -258,46 +250,11 @@ namespace mbts.spark {
|
||||
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...)
|
||||
@@ -372,34 +329,6 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
|
||||
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)
|
||||
@@ -451,12 +380,8 @@ 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);
|
||||
|
||||
@@ -559,17 +484,5 @@ 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;
|
||||
}
|
||||
}
|
||||
@@ -1,6 +1,5 @@
|
||||
using bts.api;
|
||||
using bts.api;
|
||||
using bts.api.orderman;
|
||||
using bts.collections;
|
||||
using bts.spark;
|
||||
using mbts.spark.utilities;
|
||||
using mbts.ui;
|
||||
@@ -29,15 +28,15 @@ namespace mbts.spark {
|
||||
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) }
|
||||
},
|
||||
_value_echo_props = new HashSet<string> {
|
||||
nameof(AlgoDefinitionVM.name),
|
||||
nameof(AlgoDefinitionVM.abbreviation),
|
||||
nameof(AlgoDefinitionVM.badge_fill),
|
||||
nameof(AlgoDefinitionVM.can_undo),
|
||||
nameof(AlgoDefinitionVM.can_redo)
|
||||
};
|
||||
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;
|
||||
@@ -47,7 +46,6 @@ namespace mbts.spark {
|
||||
value = algo_definition_vm;
|
||||
_dispose = new CompositeDisposable(_value_hooks) {
|
||||
_child_algo_selectors.clear_collections,
|
||||
_algo_params.clear_collections,
|
||||
() => _value?.Dispose()
|
||||
};
|
||||
}
|
||||
@@ -67,6 +65,7 @@ namespace mbts.spark {
|
||||
}
|
||||
public AlgoKey id => _value.key;
|
||||
public CustomOrderDefinition.CustomOneofCase order_type => _algo_root?.order_type ?? CustomOrderDefinition.CustomOneofCase.None;
|
||||
public bool is_bts_type => _algo_root?.is_bts_type ?? false;
|
||||
public OrderMetadata meta {
|
||||
get {
|
||||
if (_value != null) {
|
||||
@@ -88,19 +87,8 @@ namespace mbts.spark {
|
||||
}
|
||||
}
|
||||
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;
|
||||
@@ -108,9 +96,7 @@ namespace mbts.spark {
|
||||
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();
|
||||
@@ -119,20 +105,17 @@ namespace mbts.spark {
|
||||
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
|
||||
@@ -142,8 +125,8 @@ namespace mbts.spark {
|
||||
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);
|
||||
if (_value_echo_props.Contains(e.PropertyName))
|
||||
RaisePropertyChanged(e.PropertyName);
|
||||
}
|
||||
}
|
||||
|
||||
@@ -212,4 +195,4 @@ namespace mbts.spark {
|
||||
new _ObservedData(permissions, model, security, security_md);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
-622
@@ -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>
|
||||
-207
@@ -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;
|
||||
}
|
||||
}
|
||||
}
|
||||
-88
@@ -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);
|
||||
}));
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
-78
@@ -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;
|
||||
}
|
||||
}
|
||||
}
|
||||
-181
@@ -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;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -110,7 +110,6 @@
|
||||
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}"/>
|
||||
|
||||
@@ -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;
|
||||
@@ -16,9 +14,11 @@ using mbts.ui.shell;
|
||||
using mbts.ui.utility;
|
||||
using mbts.utils;
|
||||
using System;
|
||||
using System.Collections;
|
||||
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;
|
||||
@@ -34,19 +34,22 @@ 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) {
|
||||
public FillsVM(IBus bus, OrdersModel model, IObservable<StartupData> state_obs, IObservable<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>(
|
||||
@@ -83,29 +86,29 @@ 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(
|
||||
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) {
|
||||
@@ -113,13 +116,13 @@ namespace mbts.spark {
|
||||
// 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
|
||||
@@ -132,17 +135,14 @@ 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 +154,26 @@ 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();
|
||||
_sort_manager.create();
|
||||
|
||||
public void on_sorting(object sender, DIYGridSortingEventArgs e) =>
|
||||
_rows_manager.on_sorting(e);
|
||||
_sort_manager.on_sorting(e);
|
||||
|
||||
static Columns _col_key(ColumnBase column) =>
|
||||
((IKeyedColumn<Columns>)column).key;
|
||||
|
||||
static IObservable<TableUpdate<FillTuple, string>> _get_observable(IBus bus, OrdersModel model, FillsSettings state) {
|
||||
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 +212,8 @@ 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 +221,7 @@ 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 +231,9 @@ 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;
|
||||
|
||||
@@ -1,8 +1,6 @@
|
||||
using mbts.ui;
|
||||
using mbts.ui.controls;
|
||||
using mbts.ui.utility;
|
||||
using System;
|
||||
using System.Collections.ObjectModel;
|
||||
|
||||
namespace mbts.spark {
|
||||
/// <summary>
|
||||
@@ -11,7 +9,6 @@ namespace mbts.spark {
|
||||
class FillsVMContainer : IHandleGridSorting, IDisposable, IWillLetYouKnowWhenIDispose {
|
||||
bool _disposed;
|
||||
FillsVM _value;
|
||||
IDisposable _columns_duplex;
|
||||
|
||||
public event Action<bool> OnDisposed;
|
||||
|
||||
@@ -21,23 +18,20 @@ namespace mbts.spark {
|
||||
if (value != _value) {
|
||||
if (_disposed)
|
||||
throw new ObjectDisposedException(nameof(FillsVMContainer));
|
||||
Disposable.dispose(ref _columns_duplex);
|
||||
Disposable.replace(ref _value, value);
|
||||
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);
|
||||
columns.add_collection(_value.columns);
|
||||
} else {
|
||||
rows.clear_collections();
|
||||
columns.clear_collections();
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
public ObservableAggregateCollection<FillsVM.Row> rows { get; } = new ObservableAggregateCollection<FillsVM.Row>();
|
||||
public ObservableCollection<DIYGrid.ColumnBase> columns { get; } = new ObservableCollection<DIYGrid.ColumnBase>();
|
||||
public ObservableAggregateCollection<DIYGrid.ColumnBase> columns { get; } = new ObservableAggregateCollection<DIYGrid.ColumnBase>();
|
||||
|
||||
public void Dispose() {
|
||||
if (_disposed)
|
||||
|
||||
@@ -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;
|
||||
@@ -14,36 +13,37 @@ 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";
|
||||
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;
|
||||
@@ -53,7 +53,7 @@ namespace mbts.spark {
|
||||
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
|
||||
}
|
||||
}
|
||||
+6
-16
@@ -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;
|
||||
_md_auxiliary_model = md_auxiliary_model;
|
||||
_ladder_conf = new LadderConfig(Configuration.get<bts.config.LadderKnobs>(), Configuration.get<bts.config.MultiThreadedWindows>().ladder);
|
||||
_mbo = mbo;
|
||||
_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>
|
||||
@@ -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",
|
||||
@@ -22,9 +21,6 @@ namespace mbts.spark {
|
||||
}
|
||||
|
||||
class MiniOrderBookRowView : DIYGrid.HighPerformanceRow<OrderBookRowVM, OrderBookGridView.ColumnKeys> {
|
||||
public MiniOrderBookRowView() : base() {
|
||||
FocusManager.SetIsFocusScope(this, true);
|
||||
KeyboardNavigation.SetTabNavigation(this, KeyboardNavigationMode.Cycle);
|
||||
}
|
||||
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 {
|
||||
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 +52,26 @@ 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;
|
||||
public event Action<(OrderSecurityAlgoMeta oldval, OrderSecurityAlgoMeta newval)> updated;
|
||||
|
||||
// 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 +104,6 @@ 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 +136,103 @@ 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 =>
|
||||
public ICommand show_order_modify_cmd =>
|
||||
_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_order_tuple = this.order_tuple;
|
||||
// _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 = old_order_tuple.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
|
||||
// need to raise invalidated to refresh the price cells (the security.ContractSpec determines how they are formatted - Ticks!)
|
||||
invalidate = true;
|
||||
}
|
||||
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)
|
||||
_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 +254,5 @@ 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
@@ -1,8 +1,6 @@
|
||||
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;
|
||||
@@ -20,15 +18,16 @@ 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 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 {
|
||||
internal class OrderBookWindow : SparkWindow<OrderBookWindowFactory.OrderBookStartupData>, ISharedWindow {
|
||||
const string _window_type = "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;
|
||||
@@ -36,7 +35,7 @@ namespace mbts.spark {
|
||||
SparkCommand[] _commands;
|
||||
|
||||
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;
|
||||
@@ -46,13 +45,13 @@ namespace mbts.spark {
|
||||
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;
|
||||
@@ -69,16 +68,13 @@ 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()));
|
||||
var 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(),
|
||||
var toggle_right_panel_is_visible_command = new SparkCommandCommand(
|
||||
get_toggle_algo_editor_cmd_title(),
|
||||
Icons.ModifyOrder,
|
||||
_vm.toggle_show_right_panel_cmd,
|
||||
OrderBookView.KeyboardShortcuts.ToggleShowRightPanel) {
|
||||
group = CommandGroups.Modify,
|
||||
show_in_toolbar = false
|
||||
};
|
||||
_vm.toggle_algo_editor_is_visible_cmd,
|
||||
new KeyGesture(Key.M, ModifierKeys.Control | ModifierKeys.Shift));
|
||||
|
||||
var 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)),
|
||||
@@ -92,7 +88,6 @@ namespace mbts.spark {
|
||||
return resp == BTSMessageBoxButtons.Yes;
|
||||
}
|
||||
);
|
||||
cancel_buy_orders_command.group = CommandGroups.Cancel;
|
||||
|
||||
var 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)),
|
||||
@@ -106,7 +101,6 @@ namespace mbts.spark {
|
||||
return resp == BTSMessageBoxButtons.Yes;
|
||||
}
|
||||
);
|
||||
cancel_sell_orders_command.group = CommandGroups.Cancel;
|
||||
|
||||
var cancel_all_orders_command = SparkCommands.CancelOrders.complete(
|
||||
_model.working_orders.Select(os => os.Select(o => o.Key)),
|
||||
@@ -120,13 +114,11 @@ namespace mbts.spark {
|
||||
return resp == BTSMessageBoxButtons.Yes;
|
||||
}
|
||||
);
|
||||
cancel_all_orders_command.group = CommandGroups.Cancel;
|
||||
|
||||
var 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(
|
||||
() =>
|
||||
@@ -134,44 +126,41 @@ namespace mbts.spark {
|
||||
.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))
|
||||
);
|
||||
recreate_selected_orders_command.group = CommandGroups.Modify;
|
||||
|
||||
var attach_selected_orders_command = new SparkCommandCommand(
|
||||
"Attach To Selected",
|
||||
"Attach To Selected Orders",
|
||||
Icons.AttachAlgos,
|
||||
_vm.begin_attach_cmd,
|
||||
new DelegateCommand(_vm.begin_attach_algos, () => _vm.selected_rows.Count > 0),
|
||||
new KeyGesture(Key.A, ModifierKeys.Control | ModifierKeys.Shift));
|
||||
attach_selected_orders_command.group = CommandGroups.Modify;
|
||||
|
||||
var detach_selected_orders_command = new SparkCommandCommand(
|
||||
"Detach Selected",
|
||||
"Detach And Cancel Selected Orders",
|
||||
Icons.DetachAlgos,
|
||||
_vm.detach_selected_orders_cmd,
|
||||
new DelegateCommand(_vm.detach_selected_algos, () => _vm.selected_rows.Count > 0),
|
||||
new KeyGesture(Key.D, ModifierKeys.Control | ModifierKeys.Shift));
|
||||
detach_selected_orders_command.group = CommandGroups.Modify;
|
||||
|
||||
var 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",
|
||||
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>(
|
||||
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
|
||||
@@ -182,36 +171,27 @@ 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,
|
||||
show_fills_command,
|
||||
toggle_right_panel_is_visible_command,
|
||||
cancel_selected_orders_command,
|
||||
cancel_buy_orders_command,
|
||||
cancel_sell_orders_command,
|
||||
cancel_all_orders_command,
|
||||
recreate_selected_orders_command,
|
||||
attach_selected_orders_command,
|
||||
detach_selected_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))
|
||||
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.as_demuxer().subscribe<bool>(nameof(OrderBookVM.algo_editor_is_visible))
|
||||
.Subscribe(_ => toggle_right_panel_is_visible_command.title = get_toggle_algo_editor_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;
|
||||
}
|
||||
string get_toggle_algo_editor_cmd_title() =>
|
||||
$"{(_vm.algo_editor_is_visible ? "Hide" : "Show")} Order Params";
|
||||
|
||||
bool passes_recreate_search_criteria(OrderRecordImmutable record) =>
|
||||
(record.status() == OrderStatus.Canceled || record.status() == OrderStatus.Error) &&
|
||||
@@ -229,14 +209,7 @@ namespace mbts.spark {
|
||||
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;
|
||||
_vm.is_attaching_algos = false;
|
||||
}));
|
||||
|
||||
static class CommandGroups {
|
||||
public const string
|
||||
Modify = nameof(Modify),
|
||||
Cancel = nameof(Cancel),
|
||||
Auxiliary = nameof(Auxiliary);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,15 +1,25 @@
|
||||
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.ComponentModel;
|
||||
using System.Reactive.Linq;
|
||||
using System.Threading.Tasks;
|
||||
using System.Windows;
|
||||
using Columns = mbts.spark.OrderBookGridView.ColumnKeys;
|
||||
|
||||
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 +47,293 @@ namespace bts.shell {
|
||||
var w = await load(startup_data);
|
||||
_bus.post(SparkTags.ShowWindow, w);
|
||||
}
|
||||
|
||||
[ProtoContract]
|
||||
public class OrderBookStartupData {
|
||||
const bool _default_algo_editor_is_visible = true;
|
||||
const double
|
||||
_default_right_panel_width = 400,
|
||||
_default_fills_slave_grid_height = 138;
|
||||
// ALREADY USED TAGS
|
||||
// [ProtoMember(5)]
|
||||
// public readonly List<SortingCriteria> sort_criteria;
|
||||
|
||||
// filters
|
||||
[ProtoMember(10)]
|
||||
public FilterStates filters;
|
||||
// grid
|
||||
[ProtoMember(15)]
|
||||
[Obsolete]
|
||||
public GridSettings grid;
|
||||
// algo editor is visible
|
||||
[ProtoMember(16)]
|
||||
[DefaultValue(_default_algo_editor_is_visible)]
|
||||
public bool algo_editor_is_visible { get; set; }
|
||||
// right panel width
|
||||
[ProtoMember(17)]
|
||||
[DefaultValue(_default_right_panel_width)]
|
||||
public double right_panel_width { get; set; }
|
||||
// fills slave grid height
|
||||
[ProtoMember(18)]
|
||||
[DefaultValue(_default_fills_slave_grid_height)]
|
||||
public double fills_slave_grid_height { get; set; }
|
||||
// fills slave grid is visible
|
||||
[ProtoMember(19)]
|
||||
public bool fills_slave_grid_is_visible { get; set; }
|
||||
// predicate animations
|
||||
[ProtoMember(20)]
|
||||
[Obsolete]
|
||||
List<OrderRecordTuplePredicateAnimations> _predicate_animations;
|
||||
// use defaults
|
||||
[ProtoMember(25)]
|
||||
public bool use_defaults;
|
||||
|
||||
public OrderBookStartupData() {
|
||||
algo_editor_is_visible = _default_algo_editor_is_visible;
|
||||
right_panel_width = _default_right_panel_width;
|
||||
fills_slave_grid_height = _default_fills_slave_grid_height;
|
||||
}
|
||||
|
||||
public OrderBookStartupData(FilterStates filters, GridSettings grid = default, bool algo_editor_is_visible = false, double right_panel_width = 0, double fills_slave_grid_height = 0, bool fills_slave_grid_is_visible = false, IEnumerable<OrderRecordTuplePredicateAnimations> predicate_animations = null, bool use_defaults = false) {
|
||||
this.filters = filters;
|
||||
this.use_defaults = use_defaults;
|
||||
this.algo_editor_is_visible = algo_editor_is_visible;
|
||||
this.right_panel_width = right_panel_width;
|
||||
this.fills_slave_grid_height = fills_slave_grid_height;
|
||||
this.fills_slave_grid_is_visible = fills_slave_grid_is_visible;
|
||||
#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,
|
||||
_default_algo_editor_is_visible,
|
||||
_default_right_panel_width,
|
||||
_default_fills_slave_grid_height,
|
||||
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 GridColumnSettings attached_target_order_key => new GridColumnSettings(Columns.AttachedTargetOrderKey.ToString(), DIYGrid.DefaultColumnHeaders.AttachedTargetOrderKey, 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;
|
||||
yield return attached_target_order_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, 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;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
[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;
|
||||
[ProtoMember(21)]
|
||||
public string parent_key_regex;
|
||||
[ProtoMember(22)]
|
||||
public string attached_target_order_key_regex;
|
||||
|
||||
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(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);
|
||||
|
||||
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(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));
|
||||
}
|
||||
|
||||
[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, double right_panel_width = double.NaN) {
|
||||
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();
|
||||
}
|
||||
}
|
||||
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