Gateways

Indemos · Jun 4, 2024 · 3b3167f · 3b3167f
1 parent 5cd3497
commit 3b3167f
Show file tree

Hide file tree

Showing 114 changed files with 2,518 additions and 991 deletions.
diff --git a/Client/Client.csproj b/Client/Client.csproj
@@ -7,13 +7,14 @@
   </PropertyGroup>
 
   <ItemGroup>
-    <PackageReference Include="Canvas.Views.Web" Version="3.0.8" />
+    <PackageReference Include="Canvas.Views.Web" Version="3.1.4" />
     <PackageReference Include="Estimator" Version="1.0.2" />
     <PackageReference Include="MudBlazor" Version="6.19.1" />
   </ItemGroup>
 
   <ItemGroup>
     <ProjectReference Include="..\Gateways\Alpaca\Libs\Alpaca.csproj" />
+    <ProjectReference Include="..\Gateways\Schwab\Libs\Schwab.csproj" />
     <ProjectReference Include="..\Gateways\Simulation\Libs\Simulation.csproj" />
   </ItemGroup>
 

diff --git a/Client/Components/BaseComponent.razor.cs b/Client/Components/BaseComponent.razor.cs
@@ -1,15 +1,12 @@
 using Distribution.Services;
 using Microsoft.AspNetCore.Components;
 using System;
-using System.Threading;
 using System.Threading.Tasks;
 
 namespace Client.Components
 {
   public class BaseComponent : ComponentBase
   {
-    private static object protection = new();
-
     /// <summary>
     /// Updater
     /// </summary>
@@ -18,10 +15,10 @@ public class BaseComponent : ComponentBase
     /// <summary>
     /// Render
     /// </summary>
-    protected virtual Task Render(Action action) => Updater.Send(() =>
+    protected virtual Task Render(Action action, bool isRemovable = true) => Updater.Send(() =>
     {
       action();
       InvokeAsync(StateHasChanged);
-    }).Task;
+    }, isRemovable).Task;
   }
 }
diff --git a/Client/Components/ChartsComponent.razor.cs b/Client/Components/ChartsComponent.razor.cs
@@ -21,7 +21,7 @@ public partial class ChartsComponent : IDisposable
     /// <summary>
     /// Points
     /// </summary>
-    protected virtual IList<IShape> Shapes { get; set; } = new List<IShape>();
+    protected virtual IList<IShape> Shapes { get; set; } = [];
 
     /// <summary>
     /// Series
@@ -31,13 +31,13 @@ public partial class ChartsComponent : IDisposable
     /// <summary>
     /// Indices
     /// </summary>
-    protected virtual IDictionary<long, IGroupShape> Indices { get; set; } = new Dictionary<long, IGroupShape>();
+    protected virtual IDictionary<long, IShape> Indices { get; set; } = new Dictionary<long, IShape>();
 
     /// <summary>
     /// Define chart model
     /// </summary>
     /// <param name="group"></param>
-    public virtual async Task Create(IGroupShape group)
+    public virtual async Task Create(IShape group)
     {
       (View.Item = group)
         .Groups
@@ -58,18 +58,23 @@ public virtual Task UpdateItems(IList<KeyValuePair<string, PointModel>> inputs,
       {
         var inputValue = input.Value;
         var index = inputValue.Time.Value.Ticks;
-        var previousPoint = (Shapes.ElementAtOrDefault(Shapes.Count - 2) ?? View.Item.Clone()) as IGroupShape;
+        var areaKey = Maps.Get(input.Key);
 
-        if (Indices.TryGetValue(index, out IGroupShape currentPoint) is false)
+        if (areaKey is null)
         {
-          currentPoint = previousPoint.Clone() as IGroupShape;
+          continue;
+        }
+
+        if (Indices.TryGetValue(index, out IShape currentPoint) is false)
+        {
+          currentPoint = (Shapes.LastOrDefault()?.Clone() ?? View.Item.Clone()) as IShape;
           currentPoint.X = index;
 
           Shapes.Add(currentPoint);
           Indices[index] = currentPoint;
         }
 
-        var series = currentPoint?.Groups?.Get(Maps.Get(input.Key))?.Groups?.Get(input.Key);
+        var series = currentPoint?.Groups?.Get(areaKey)?.Groups?.Get(input.Key);
 
         if (series is not null)
         {
@@ -89,7 +94,7 @@ public virtual Task UpdateItems(IList<KeyValuePair<string, PointModel>> inputs,
 
       var domain = new DomainModel
       {
-        IndexDomain = new int[] { Shapes.Count - (count ?? Shapes.Count), Shapes.Count }
+        IndexDomain = [Shapes.Count - (count ?? Shapes.Count), Shapes.Count]
       };
 
       return Render(() => View.Update(domain, Shapes));
@@ -102,7 +107,7 @@ public virtual void Clear()
     {
       Shapes.Clear();
       Indices.Clear();
-      UpdateItems(Array.Empty<KeyValuePair<string, PointModel>>(), 0);
+      Render(() => View.Update(new DomainModel { IndexDomain = [0, 0] }, Shapes), false);
     }
 
     /// <summary>

diff --git a/Client/Components/PageComponent.razor b/Client/Components/PageComponent.razor
@@ -2,13 +2,13 @@
 
   <MudPaper Class="w-100 d-flex mb-6 py-4">
 
-    <MudIconButton Style="@(IsConnection ? "display: none" : "display: block")" Color="Color.Success" Variant="Variant.Outlined" Size="Size.Large" Icon="@Icons.Material.Filled.PlayCircle" Class="ml-4" @onclick="OnConnect"></MudIconButton>
-    <MudIconButton Style="@(IsConnection ? "display: block" : "display: none")" Color="Color.Error" Variant="Variant.Outlined" Size="Size.Large" Icon="@Icons.Material.Filled.Cancel" Class="ml-4" @onclick="OnDisconnect"></MudIconButton>
+    <MudIconButton Style="@(IsConnection ? "display: none" : "display: block")" Color="Color.Success" Variant="Variant.Outlined" Size="Size.Large" Icon="@Icons.Material.Filled.PlayCircle" Class="ml-4" @onclick="Connect"></MudIconButton>
+    <MudIconButton Style="@(IsConnection ? "display: block" : "display: none")" Color="Color.Error" Variant="Variant.Outlined" Size="Size.Large" Icon="@Icons.Material.Filled.Cancel" Class="ml-4" @onclick="Disconnect"></MudIconButton>
 
     @if (IsConnection)
     {
-      <MudIconButton Style="@(IsSubscription ? "display: none" : "display: block")" Color="Color.Success" Variant="Variant.Outlined" Size="Size.Large" Icon="@Icons.Material.Filled.Loop" Class="ml-4" @onclick="OnSubscribe"></MudIconButton>
-      <MudIconButton Style="@(IsSubscription ? "display: block" : "display: none")" Color="Color.Error" Variant="Variant.Outlined" Size="Size.Large" Icon="@Icons.Material.Filled.PauseCircle" Class="ml-4" @onclick="OnUnsubscribe"></MudIconButton>
+      <MudIconButton Style="@(IsSubscription ? "display: none" : "display: block")" Color="Color.Success" Variant="Variant.Outlined" Size="Size.Large" Icon="@Icons.Material.Filled.Loop" Class="ml-4" @onclick="Subscribe"></MudIconButton>
+      <MudIconButton Style="@(IsSubscription ? "display: block" : "display: none")" Color="Color.Error" Variant="Variant.Outlined" Size="Size.Large" Icon="@Icons.Material.Filled.PauseCircle" Class="ml-4" @onclick="Unsubscribe"></MudIconButton>
     }
 
   </MudPaper>
@@ -81,7 +81,7 @@
           <MudIcon Icon="@Icons.Material.Filled.Info" class="mr-3"></MudIcon>
           <MudText>Statements</MudText>
           <MudText>
-            <a href="#" @onclick:stopPropagation="true" @onclick:preventDefault="true" @onclick="OnOpenStatements" class="updater ml-4">Update</a>
+            <a href="#" @onclick:stopPropagation="true" @onclick:preventDefault="true" @onclick="OpenState" class="updater ml-4">Update</a>
           </MudText>
         </div>
       </TitleContent>

diff --git a/Client/Components/PageComponent.razor.cs b/Client/Components/PageComponent.razor.cs
@@ -1,6 +1,4 @@
 using Distribution.Services;
-using Microsoft.AspNetCore.Components;
-using Microsoft.Extensions.Configuration;
 using System;
 using System.Linq;
 using System.Threading.Tasks;
@@ -11,8 +9,6 @@ namespace Client.Components
 {
   public partial class PageComponent
   {
-    [Inject] IConfiguration Configuration { get; set; }
-
     /// <summary>
     /// Controls
     /// </summary>
@@ -25,27 +21,30 @@ public partial class PageComponent
     public virtual PositionsComponent PositionsView { get; set; }
     public virtual StatementsComponent StatementsView { get; set; }
     public virtual IGateway Adapter { get; set; }
-    public virtual Action Setup { get; set; }
+    public virtual Action OnPreConnect { get; set; }
+    public virtual Action OnPostConnect { get; set; }
 
-    public virtual async Task OnConnect()
+    public virtual async Task Connect()
     {
       try
       {
-        OnDisconnect();
-        Setup();
+        Disconnect();
+        OnPreConnect();
 
         IsConnection = true;
         IsSubscription = true;
 
         await Adapter.Connect();
+
+        OnPostConnect();
       }
       catch (Exception e)
       {
         InstanceService<MessageService>.Instance.OnMessage($"{e}");
       }
     }
 
-    public virtual void OnDisconnect()
+    public virtual void Disconnect()
     {
       try
       {
@@ -63,7 +62,7 @@ public virtual void OnDisconnect()
       }
     }
 
-    public virtual void OnSubscribe()
+    public virtual void Subscribe()
     {
       try
       {
@@ -76,7 +75,7 @@ public virtual void OnSubscribe()
       }
     }
 
-    public virtual void OnUnsubscribe()
+    public virtual void Unsubscribe()
     {
       try
       {
@@ -89,7 +88,7 @@ public virtual void OnUnsubscribe()
       }
     }
 
-    public virtual void OnOpenStatements()
+    public virtual void OpenState()
     {
       if (Adapter?.Account is not null)
       {

diff --git a/Client/Pages/Orders.razor.cs b/Client/Pages/Orders.razor.cs
@@ -33,60 +33,72 @@ protected override async Task OnAfterRenderAsync(bool setup)
     {
       if (setup)
       {
-        var indUp = new ComponentModel { Color = SKColors.DeepSkyBlue };
-        var indDown = new ComponentModel { Color = SKColors.OrangeRed };
-        var indAreas = new GroupShape();
-        var indCharts = new GroupShape();
+        await CreateViews();
+        View.OnPreConnect = CreateAccounts;
+        View.OnPostConnect = () =>
+        {
+          View.DealsView.UpdateItems(Account.Positions);
+          View.OrdersView.UpdateItems(Account.ActiveOrders);
+          View.PositionsView.UpdateItems(Account.ActivePositions);
+        };
+      }
 
-        indCharts.Groups["Ups"] = new BarShape { Component = indUp };
-        indCharts.Groups["Downs"] = new BarShape { Component = indDown };
-        indAreas.Groups["Prices"] = indCharts;
+      await base.OnAfterRenderAsync(setup);
+    }
 
-        await View.ChartsView.Create(indAreas);
+    protected virtual async Task CreateViews()
+    {
+      var indUp = new ComponentModel { Color = SKColors.DeepSkyBlue };
+      var indDown = new ComponentModel { Color = SKColors.OrangeRed };
+      var indAreas = new Shape();
+      var indCharts = new Shape();
 
-        var pnlGain = new ComponentModel { Color = SKColors.OrangeRed, Size = 5 };
-        var pnlBalance = new ComponentModel { Color = SKColors.Black };
-        var pnlAreas = new GroupShape();
-        var pnlCharts = new GroupShape();
+      indCharts.Groups["Ups"] = new BarShape { Component = indUp };
+      indCharts.Groups["Downs"] = new BarShape { Component = indDown };
+      indAreas.Groups["Prices"] = indCharts;
 
-        pnlCharts.Groups["PnL"] = new LineShape { Component = pnlGain };
-        pnlCharts.Groups["Balance"] = new AreaShape { Component = pnlBalance };
-        pnlAreas.Groups["Performance"] = pnlCharts;
+      await View.ChartsView.Create(indAreas);
 
-        await View.ReportsView.Create(pnlAreas);
+      var pnlGain = new ComponentModel { Color = SKColors.OrangeRed, Size = 5 };
+      var pnlBalance = new ComponentModel { Color = SKColors.Black };
+      var pnlAreas = new Shape();
+      var pnlCharts = new Shape();
 
-        View.Setup = () =>
+      pnlCharts.Groups["PnL"] = new LineShape { Component = pnlGain };
+      pnlCharts.Groups["Balance"] = new AreaShape { Component = pnlBalance };
+      pnlAreas.Groups["Performance"] = pnlCharts;
+
+      await View.ReportsView.Create(pnlAreas);
+    }
+
+    protected virtual void CreateAccounts()
+    {
+      Account = new Account
+      {
+        Descriptor = "Demo",
+        Instruments = new Dictionary<string, Instrument>
         {
-          Account = new Account
-          {
-            Descriptor = "Demo",
-            Instruments = new Dictionary<string, Instrument>
-            {
-              [_asset] = new Instrument { Name = _asset }
-            }
-          };
-
-          View.Adapter = new Adapter
-          {
-            Account = Account,
-            ConsumerKey = Configuration["Alpaca:Token"],
-            ConsumerSecret = Configuration["Alpaca:Secret"],
-            StreamUri = "wss://stream.data.alpaca.markets/v2/test"
-          };
-
-          Performance = new PerformanceIndicator { Name = "Balance" };
-
-          Account
-            .Instruments
-            .Values
-            .ForEach(o => o.Points.CollectionChanged += (_, e) => e
-              .NewItems
-              .OfType<PointModel>()
-              .ForEach(async o => await OnData(o)));
-        };
-      }
+          [_asset] = new Instrument { Name = _asset }
+        }
+      };
 
-      await base.OnAfterRenderAsync(setup);
+      View.Adapter = new Adapter
+      {
+        Account = Account,
+        ConsumerKey = Configuration["Alpaca:Token"],
+        ConsumerSecret = Configuration["Alpaca:Secret"],
+        StreamUri = "wss://stream.data.alpaca.markets/v2/test"
+      };
+
+      Performance = new PerformanceIndicator { Name = "Balance" };
+
+      Account
+        .Instruments
+        .Values
+        .ForEach(o => o.Points.CollectionChanged += (_, e) => e
+          .NewItems
+          .OfType<PointModel>()
+          .ForEach(async o => await OnData(o)));
     }
 
     private async Task OnData(PointModel point)
@@ -138,8 +150,8 @@ private void OpenPositions(IInstrument assetBuy, IInstrument assetSell)
         }
       };
 
-      View.Adapter.SendOrders(orderBuy);
-      View.Adapter.SendOrders(orderSell);
+      View.Adapter.CreateOrders(orderBuy);
+      View.Adapter.CreateOrders(orderSell);
 
       var account = View.Adapter.Account;
       var buy = account.ActivePositions.Values.First(o => o.Order.Side == OrderSideEnum.Buy);
@@ -171,7 +183,7 @@ private void ClosePositions()
           }
         };
 
-        View.Adapter.SendOrders(order);
+        View.Adapter.CreateOrders(order);
 
         //points.Add(new PointModel { Time = order.Time, Name = nameof(OrderSideEnum.Buy), Last = price });
       }