Boomerang

src/admin/client.ts

@@ -39,6 +39,8 @@ interface MainWindowScope extends ng.IScope {
     exch_name : string;
     pair_name : string;
     cancelAllOrders();
+    cleanAllClosedOrders();
+    cleanAllOrders();
 }
 
 class DisplayOrder {
@@ -84,10 +86,16 @@ var uiCtrl = ($scope : MainWindowScope,
               $log : ng.ILogService,
               subscriberFactory : Shared.SubscriberFactory,
               fireFactory : Shared.FireFactory) => {
-    
+
     var cancelAllFirer = fireFactory.getFire(Messaging.Topics.CancelAllOrders);
     $scope.cancelAllOrders = () => cancelAllFirer.fire(new Models.CancelAllOrdersRequest());
-
+
+    var cleanAllClosedFirer = fireFactory.getFire(Messaging.Topics.CleanAllClosedOrders);
+    $scope.cleanAllClosedOrders = () => cleanAllClosedFirer.fire(new Models.CleanAllClosedOrdersRequest());
+
+    var cleanAllFirer = fireFactory.getFire(Messaging.Topics.CleanAllOrders);
+    $scope.cleanAllOrders = () => cleanAllFirer.fire(new Models.CleanAllOrdersRequest());
+
     $scope.order = new DisplayOrder(fireFactory, $log);
     $scope.pair = null;
 
@@ -130,11 +138,11 @@ var requires = ['ui.bootstrap',
                 Trades.tradeListDirective,
                 MarketQuoting.marketQuotingDirective,
                 MarketTrades.marketTradeDirective,
-                Messages.messagesDirective, 
+                Messages.messagesDirective,
                 Position.positionDirective,
                 Tbp.targetBasePositionDirective,
                 TradeSafety.tradeSafetyDirective,
                 Shared.sharedDirectives];
 
 angular.module('projectApp', requires)
-       .controller('uiCtrl', uiCtrl);
+       .controller('uiCtrl', uiCtrl);

src/admin/market-quoting.ts

@@ -14,6 +14,7 @@ class Level {
     bidSize: number;
     askPrice: number;
     askSize: number;
+    diffWidth: number;
 
     bidClass: string;
     askClass: string;
@@ -86,8 +87,14 @@ var MarketQuotingController = ($scope: MarketQuotingScope,
                 $scope.levels[i] = new Level();
             $scope.levels[i].bidPrice = update.bids[i].price;
             $scope.levels[i].bidSize = update.bids[i].size;
+            $scope.levels[i].diffWidth = i==0
+              ? $scope.levels[i].askPrice - $scope.levels[i].bidPrice : (
+                (i==1 && $scope.qBidPx && $scope.qAskPx)
+                  ? $scope.qAskPx - $scope.qBidPx : 0
+              );
         }
 
+
         updateQuoteClass();
     };
 
@@ -194,4 +201,4 @@ angular
             templateUrl: "market_display.html",
             controller: MarketQuotingController
         }
-    });
+    });

src/admin/market-trades.ts

@@ -128,4 +128,4 @@ angular
             template: template,
             controller: MarketTradeGrid
         }
-    });
+    });

src/admin/messages.ts

@@ -63,7 +63,7 @@ export var messagesDirective = "messagesDirective";
 angular
     .module(messagesDirective, ['ui.bootstrap', 'ui.grid', Shared.sharedDirectives])
     .directive("messagesGrid", () => {
-        var template = '<div><div style="height: 50px" class="table table-striped table-hover table-condensed" ui-grid="messageOptions"></div></div>';
+        var template = '<div style="display:none;"><div style="height: 81px" class="table table-striped table-hover table-condensed" ui-grid="messageOptions"></div></div>';
 
         return {
             restrict: 'E',

src/admin/orderlist.ts

@@ -96,7 +96,7 @@ var OrderListController = ($scope: OrderListScope,
         rowHeight: 20,
         headerRowHeight: 20,
         columnDefs: [
-            { width: 120, field: 'time', displayName: 'time', cellFilter: "momentFullDate", 
+            { width: 120, field: 'time', displayName: 'time', cellFilter: "momentFullDate",
                 sortingAlgorithm: (a: moment.Moment, b: moment.Moment) => a.diff(b),
                 sort: { direction: uiGridConstants.DESC, priority: 1} },
             { width: 90, field: 'orderId', displayName: 'id' },

src/admin/pair.ts

@@ -21,11 +21,11 @@ class FormViewModel<T> {
         private _submitConverter: (disp: T) => T = null) {
         if (this._submitConverter === null)
             this._submitConverter = d => d;
-            
+
         _sub.registerConnectHandler(() => this.connected = true)
             .registerDisconnectedHandler(() => this.connected = false)
             .registerSubscriber(this.update, us => us.forEach(this.update));
-            
+
         this.connected = _sub.connected;
         this.master = angular.copy(defaultParameter);
         this.display = angular.copy(defaultParameter);
@@ -36,7 +36,7 @@ class FormViewModel<T> {
     };
 
     public update = (p: T) => {
-        console.log("updating parameters", p);
+        // console.log("updating parameters", p);
         this.master = angular.copy(p);
         this.display = angular.copy(p);
         this.pending = false;
@@ -68,7 +68,7 @@ class DisplayQuotingParameters extends FormViewModel<Models.QuotingParameters> {
 
     constructor(sub: Messaging.ISubscribe<Models.QuotingParameters>,
         fire: Messaging.IFire<Models.QuotingParameters>) {
-        super(new Models.QuotingParameters(null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null), sub, fire);
+        super(new Models.QuotingParameters(null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null), sub, fire);
 
         this.availableQuotingModes = DisplayQuotingParameters.getMapping(Models.QuotingMode);
         this.availableFvModels = DisplayQuotingParameters.getMapping(Models.FairValueModel);
@@ -125,11 +125,11 @@ export class DisplayPair {
     }
 
     public dispose = () => {
-        console.log("dispose client");
+        // console.log("dispose client");
         this._subscribers.forEach(s => s.disconnect());
     };
 
     public updateParameters = (p: Models.QuotingParameters) => {
         this.quotingParameters.update(p);
     };
-}
+}

src/admin/shared_directives.ts

@@ -84,7 +84,7 @@ export class EvalAsyncSubscriber<T> implements Messaging.ISubscribe<T> {
     };
 
     public disconnect = () => this._wrapped.disconnect();
-    
+
     public get connected() { return this._wrapped.connected; }
 }
 

src/admin/target-base-position.ts

@@ -48,4 +48,4 @@ angular
             template: template,
             controller: TargetBasePositionController
         }
-    });
+    });

src/admin/trade-safety.ts

@@ -14,6 +14,8 @@ import Shared = require("./shared_directives");
 interface TradeSafetyScope extends ng.IScope {
     buySafety: number;
     sellSafety: number;
+    buySizeSafety: number;
+    sellSizeSafety: number;
     tradeSafetyValue : number;
 }
 
@@ -24,12 +26,16 @@ var TradeSafetyController = ($scope : TradeSafetyScope, $log : ng.ILogService, s
         $scope.tradeSafetyValue = value.combined;
         $scope.buySafety = value.buy;
         $scope.sellSafety = value.sell;
+        $scope.buySizeSafety = value.buyPing;
+        $scope.sellSizeSafety = value.sellPong;
     };
 
     var clear = () => {
         $scope.tradeSafetyValue = null;
         $scope.buySafety = null;
         $scope.sellSafety = null;
+        $scope.buySizeSafety = null;
+        $scope.sellSizeSafety = null;
     };
 
     var subscriber = subscriberFactory.getSubscriber($scope, Messaging.Topics.TradeSafetyValue)
@@ -49,7 +55,7 @@ export var tradeSafetyDirective = "tradeSafetyDirective";
 angular
     .module(tradeSafetyDirective, ['sharedDirectives'])
     .directive("tradeSafety", () => {
-        var template = '<span>BuyTS: {{ buySafety|number:2 }}, SellTS: {{ sellSafety|number:2 }}, TotalTS: {{ tradeSafetyValue|number:2 }}</span>';
+        var template = '<span>BuyLT: <b>{{ buySizeSafety|number:2 }}</b>, SellLT: <b>{{ sellSizeSafety|number:2 }}</b>, BuyTS: {{ buySafety|number:2 }}, SellTS: {{ sellSafety|number:2 }}, TotalTS: {{ tradeSafetyValue|number:2 }}</span>';
 
         return {
             restrict: 'E',
@@ -58,4 +64,4 @@ angular
             template: template,
             controller: TradeSafetyController
         }
-    });
+    });

src/admin/trades.ts

@@ -13,6 +13,8 @@ interface TradesScope extends ng.IScope {
     exch : Models.Exchange;
     pair : Models.CurrencyPair;
     gridOptions : any;
+    gridApi : any;
+    audio: boolean;
 }
 
 class DisplayTrade {
@@ -23,15 +25,19 @@ class DisplayTrade {
     side : string;
     value : number;
     liquidity : string;
+    Kqty : number;
+    Kprice : number;
 
-    constructor(public trade : Models.Trade) {
+    constructor($scope : TradesScope, public trade : Models.Trade) {
         this.tradeId = trade.tradeId;
-        this.side = trade.side === Models.Side.Ask ? "S" : "B";
+        this.side = (trade.Kqty >= trade.quantity) ? 'K' : (trade.side === Models.Side.Ask ? "S" : "B");
         this.time = (moment.isMoment(trade.time) ? trade.time : moment(trade.time));
         this.price = trade.price;
         this.quantity = trade.quantity;
         this.value = trade.value;
-
+        this.Kqty = trade.Kqty;
+        this.Kprice = trade.Kprice;
+
         if (trade.liquidity === 0 || trade.liquidity === 1) {
             this.liquidity = Models.Liquidity[trade.liquidity].charAt(0);
         }
@@ -53,36 +59,105 @@ var TradesListController = ($scope : TradesScope, $log : ng.ILogService, subscri
         rowHeight: 20,
         headerRowHeight: 20,
         columnDefs: [
-            {width: 80, field:'time', displayName:'t', cellFilter: 'momentShortDate',
+            {width: 75, field:'time', displayName:'t', cellFilter: 'momentShortDate',
                 sortingAlgorithm: (a: moment.Moment, b: moment.Moment) => a.diff(b),
                 sort: { direction: uiGridConstants.DESC, priority: 1} },
-            {width: 55, field:'price', displayName:'px', cellFilter: 'currency'},
-            {width: 50, field:'quantity', displayName:'qty'},
-            {width: 30, field:'side', displayName:'side', cellClass: (grid, row, col, rowRenderIndex, colRenderIndex) => {
+            {width: 50, field:'price', displayName:'px', cellFilter: 'currency', cellClass: (grid, row, col, rowRenderIndex, colRenderIndex) => {
+                if (row.entity.side === 'K') return (row.entity.price > row.entity.Kprice) ? "sell" : "buy"; else return "";
+            }},
+            {width: 50, field:'quantity', displayName:'qty', cellClass: (grid, row, col, rowRenderIndex, colRenderIndex) => {
+                if (row.entity.side === 'K') return (row.entity.price > row.entity.Kprice) ? "sell" : "buy"; else return "";
+            }},
+            {width: 20, field:'side', displayName:'side', cellClass: (grid, row, col, rowRenderIndex, colRenderIndex) => {
                 if (grid.getCellValue(row, col) === 'B') {
                     return 'buy';
                 }
                 else if (grid.getCellValue(row, col) === 'S') {
                     return "sell";
                 }
+                else if (grid.getCellValue(row, col) === 'K') {
+                    return "kira";
+                }
                 else {
                     return "unknown";
                 }
             }},
-            {width: 30, field:'liquidity', displayName:'liq'},
-            {width: 60, field:'value', displayName:'val', cellFilter: 'currency:"$":3'}
-        ]
+            {width: 60, field:'value', displayName:'val', cellFilter: 'currency:"$":3', cellClass: (grid, row, col, rowRenderIndex, colRenderIndex) => {
+                if (row.entity.side === 'K') return "kira"; else return "";
+            }},
+            {width: 50, field:'Kqty', displayName:'Kqty', visible:false, cellClass: (grid, row, col, rowRenderIndex, colRenderIndex) => {
+                if (row.entity.side === 'K') return (row.entity.price < row.entity.Kprice) ? "sell" : "buy"; else return "";
+            }},
+            {width: 55, field:'Kprice', displayName:'Kpx', cellFilter: 'currency', visible:false, cellClass: (grid, row, col, rowRenderIndex, colRenderIndex) => {
+                if (row.entity.side === 'K') return (row.entity.price < row.entity.Kprice) ? "sell" : "buy"; else return "";
+            }}
+        ],
+        onRegisterApi: function(gridApi) {
+          $scope.gridApi = gridApi;
+        }
     };
 
-    var addTrade = t => $scope.trade_statuses.push(new DisplayTrade(t));
+    var addTrade = t => {
+      if (t.Kqty<0) {
+        for(var i = 0;i<$scope.trade_statuses.length;i++) {
+          if ($scope.trade_statuses[i].tradeId==t.tradeId) {
+            $scope.trade_statuses.splice(i, 1);
+            break;
+          }
+        }
+      } else {
+        var exists = false;
+        for(var i = 0;i<$scope.trade_statuses.length;i++) {
+          if ($scope.trade_statuses[i].tradeId==t.tradeId) {
+            exists = true;
+            $scope.trade_statuses[i].time = (moment.isMoment(t.time) ? t.time : moment(t.time));
+            var merged = ($scope.trade_statuses[i].quantity != t.quantity);
+            $scope.trade_statuses[i].quantity = t.quantity;
+            $scope.trade_statuses[i].value = t.value;
+            $scope.trade_statuses[i].Kqty = t.Kqty;
+            $scope.trade_statuses[i].Kprice = t.Kprice;
+            if ($scope.trade_statuses[i].Kqty >= $scope.trade_statuses[i].quantity)
+              $scope.trade_statuses[i].side = 'K';
+            $scope.gridApi.grid.notifyDataChange(uiGridConstants.dataChange.ALL);
+            if (t.loadedFromDB === false && $scope.audio) {
+                var audio = new Audio('/audio/'+(merged?'boom':'erang')+'.mp3');
+                audio.volume = 0.5;
+                audio.play();
+            }
+            break;
+          }
+        }
+        if (!exists) {
+          $scope.trade_statuses.push(new DisplayTrade($scope, t));
+          if (t.loadedFromDB === false && $scope.audio) {
+              var audio = new Audio('/audio/boom.mp3');
+              audio.volume = 0.5;
+              audio.play();
+          }
+        }
+      }
+    };
 
     var sub = subscriberFactory.getSubscriber($scope, Messaging.Topics.Trades)
         .registerConnectHandler(() => $scope.trade_statuses.length = 0)
         .registerDisconnectedHandler(() => $scope.trade_statuses.length = 0)
         .registerSubscriber(addTrade, trades => trades.forEach(addTrade));
 
+    var updateQP = qp => {
+      $scope.audio = qp.audio;
+      $scope.gridOptions.columnDefs[$scope.gridOptions.columnDefs.map(function (e) { return e.field; }).indexOf('Kqty')].visible = (qp.mode === Models.QuotingMode.Boomerang);
+      $scope.gridOptions.columnDefs[$scope.gridOptions.columnDefs.map(function (e) { return e.field; }).indexOf('Kprice')].visible = (qp.mode === Models.QuotingMode.Boomerang);
+      $scope.gridApi.grid.refresh();
+    };
+
+    var qpSub = subscriberFactory.getSubscriber($scope, Messaging.Topics.QuotingParametersChange)
+        .registerConnectHandler(() => $scope.trade_statuses.length = 0)
+        .registerDisconnectedHandler(() => $scope.trade_statuses.length = 0)
+        .registerSubscriber(updateQP, qp => qp.forEach(updateQP));
+
     $scope.$on('$destroy', () => {
         sub.disconnect();
+        qpSub.disconnect();
         $log.info("destroy trades list");
     });