core/rustybot/src/connectors.rs

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use std::convert::{TryFrom, TryInto};
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use std::sync::Arc;
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use async_trait::async_trait;
use bitfinex::api::Bitfinex;
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use bitfinex::orders::{OrderForm, OrderMeta};
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use bitfinex::ticker::TradingPairTicker;
use crate::currency::{Symbol, SymbolPair};
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use crate::models::{Order, OrderKind, Position, PositionState, PriceTicker};
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use crate::BoxError;
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use std::fmt::{Debug, Formatter};
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#[derive(Eq, PartialEq, Hash, Clone, Debug)]
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pub enum ExchangeKind {
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Bitfinex {
api_key: String,
api_secret: String,
affiliate_code: Option<String>,
},
}
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/// You do **not** have to wrap the `Client` in an [`Rc`] or [`Arc`] to **reuse** it,
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/// because it already uses an [`Arc`] internally.
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#[derive(Clone, Debug)]
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pub struct Client {
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exchange: ExchangeKind,
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inner: Arc<Box<dyn Connector>>,
}
impl Client {
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pub fn new(exchange: &ExchangeKind) -> Self {
let inner = match &exchange {
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ExchangeKind::Bitfinex {
api_key,
api_secret,
affiliate_code,
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} => BitfinexConnector::new(&api_key, &api_secret)
.with_affiliate_code(affiliate_code.clone()),
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};
Client {
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exchange: exchange.clone(),
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inner: Arc::new(Box::new(inner)),
}
}
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pub async fn active_positions(
&self,
pair: &SymbolPair,
) -> Result<Option<Vec<Position>>, BoxError> {
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self.inner.active_positions(pair).await
}
pub async fn current_prices(&self, pair: &SymbolPair) -> Result<TradingPairTicker, BoxError> {
self.inner.current_prices(pair).await
}
pub async fn active_orders(&self, pair: &SymbolPair) -> Result<Vec<Order>, BoxError> {
self.inner.active_orders(pair).await
}
pub async fn submit_order(
&self,
pair: &SymbolPair,
amount: f64,
price: f64,
kind: &OrderKind,
) -> Result<(), BoxError> {
self.inner.submit_order(pair, amount, price, kind).await
}
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}
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#[async_trait]
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pub trait Connector: Send + Sync {
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async fn active_positions(&self, pair: &SymbolPair) -> Result<Option<Vec<Position>>, BoxError>;
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async fn current_prices(&self, pair: &SymbolPair) -> Result<TradingPairTicker, BoxError>;
async fn active_orders(&self, pair: &SymbolPair) -> Result<Vec<Order>, BoxError>;
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async fn submit_order(
&self,
pair: &SymbolPair,
amount: f64,
price: f64,
kind: &OrderKind,
) -> Result<(), BoxError>;
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}
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impl Debug for dyn Connector {
fn fmt(&self, f: &mut Formatter<'_>) -> core::fmt::Result {
write!(f, "Connector")
}
}
/**************
* BITFINEX
**************/
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pub struct BitfinexConnector {
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bfx: Bitfinex,
affiliate_code: Option<String>,
// account_info: String,
// ledger: String,
}
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impl BitfinexConnector {
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pub fn new(api_key: &str, api_secret: &str) -> Self {
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BitfinexConnector {
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bfx: Bitfinex::new(Some(api_key.into()), Some(api_secret.into())),
affiliate_code: None,
}
}
pub fn with_affiliate_code(mut self, affiliate_code: Option<String>) -> Self {
self.affiliate_code = affiliate_code;
self
}
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fn format_trading_pair(&self, pair: &SymbolPair) -> String {
if pair.to_string().to_lowercase().contains("test") {
format!("{}:{}", pair.base(), pair.quote())
} else {
format!("{}{}", pair.base(), pair.quote())
}
}
}
#[async_trait]
impl Connector for BitfinexConnector {
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async fn active_positions(&self, pair: &SymbolPair) -> Result<Option<Vec<Position>>, BoxError> {
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let active_positions = self.bfx.positions.active_positions().await?;
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let positions: Vec<_> = active_positions
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.into_iter()
.filter_map(|x| x.try_into().ok())
.filter(|x: &Position| x.pair() == pair)
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.collect();
if positions.is_empty() {
Ok(None)
} else {
Ok(Some(positions))
}
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}
async fn current_prices(&self, pair: &SymbolPair) -> Result<TradingPairTicker, BoxError> {
let ticker: TradingPairTicker = self
.bfx
.ticker
.trading_pair(self.format_trading_pair(pair))
.await?;
Ok(ticker)
}
async fn active_orders(&self, pair: &SymbolPair) -> Result<Vec<Order>, BoxError> {
unimplemented!()
}
async fn submit_order(
&self,
pair: &SymbolPair,
amount: f64,
price: f64,
kind: &OrderKind,
) -> Result<(), BoxError> {
let order_form = match &self.affiliate_code {
Some(affiliate_code) => OrderForm::new(pair.trading_repr(), price, amount, kind.into())
.with_meta(OrderMeta::new(affiliate_code.clone())),
None => OrderForm::new(pair.trading_repr(), price, amount, kind.into()),
};
Ok(self.bfx.orders.submit_order(&order_form).await?)
}
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}
impl TryInto<Position> for bitfinex::positions::Position {
type Error = BoxError;
fn try_into(self) -> Result<Position, Self::Error> {
let state = {
if self.status().to_lowercase().contains("active") {
PositionState::Open
} else {
PositionState::Closed
}
};
Ok(Position::new(
self.symbol().try_into()?,
state,
self.amount(),
self.base_price(),
self.pl(),
self.pl_perc(),
self.price_liq(),
self.position_id(),
)
.with_creation_date(self.mts_create())
.with_creation_update(self.mts_update()))
}
}
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impl From<&OrderKind> for bitfinex::orders::OrderKind {
fn from(o: &OrderKind) -> Self {
match o {
OrderKind::Limit => Self::Limit,
OrderKind::ExchangeLimit => Self::ExchangeLimit,
OrderKind::Market => Self::Market,
OrderKind::ExchangeMarket => Self::ExchangeMarket,
OrderKind::Stop => Self::Stop,
OrderKind::ExchangeStop => Self::ExchangeStop,
OrderKind::StopLimit => Self::StopLimit,
OrderKind::ExchangeStopLimit => Self::ExchangeStopLimit,
OrderKind::TrailingStop => Self::TrailingStop,
OrderKind::Fok => Self::Fok,
OrderKind::ExchangeFok => Self::ExchangeFok,
OrderKind::Ioc => Self::Ioc,
OrderKind::ExchangeIoc => Self::ExchangeIoc,
}
}
}
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impl From<TradingPairTicker> for PriceTicker {
fn from(t: TradingPairTicker) -> Self {
Self {
bid: t.bid,
bid_size: t.bid_size,
ask: t.ask,
ask_size: t.ask_size,
daily_change: t.daily_change,
daily_change_perc: t.daily_change_perc,
last_price: t.last_price,
volume: t.volume,
high: t.high,
low: t.low,
}
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}
}