core/rustybot/src/managers.rs

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use std::collections::{HashMap, VecDeque};
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use crate::connectors::{Client, Connector};
use crate::currency::SymbolPair;
use crate::events::{Event, EventDispatcher, SignalKind};
use crate::models::{Order, Position, PriceTicker};
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use crate::strategy::PositionStrategy;
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use crate::ticker::Ticker;
use crate::BoxError;
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pub struct EventManager {
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events: Vec<Event>,
}
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#[derive(Clone, Debug)]
pub struct PriceManager {
pair: SymbolPair,
prices: Vec<PriceEntry>,
client: Client,
}
impl PriceManager {
pub fn new(pair: SymbolPair, client: Client) -> Self {
PriceManager {
pair,
prices: Vec::new(),
client,
}
}
pub fn add_entry(&mut self, entry: PriceEntry) {
self.prices.push(entry);
}
pub async fn update(&mut self, tick: u64) -> Result<PriceEntry, BoxError> {
let current_prices = self.client.current_prices(&self.pair).await?.into();
Ok(PriceEntry::new(
tick,
current_prices,
self.pair.clone(),
None,
None,
))
}
// pub fn add_position(&mut self, position: Position) {
// let (new_position, events, signals) = {
// match &self.strategy {
// Some(strategy) => strategy.on_new_tick(&position, &self),
// None => (position, vec![], vec![]),
// }
// };
//
// self.positions
// .entry(self.current_tick)
// .or_default()
// .push(new_position.clone());
//
// // calling position state callbacks
// self.dispatcher
// .call_position_state_handlers(&new_position, &self);
//
// // adding events and calling callbacks
// for e in events {
// self.add_event(e);
// }
//
// // adding signals to current tick vector
// for s in signals {
// self.add_signal(s);
// }
// }
// fn add_event(&mut self, event: Event) {
// self.events.push(event);
//
// self.dispatcher.call_event_handlers(&event, &self);
// }
//
// fn add_signal(&mut self, signal: SignalKind) {
// self.signals.insert(self.current_tick(), signal);
// }
pub fn pair(&self) -> &SymbolPair {
&self.pair
}
// pub fn position_previous_tick(&self, id: u64, tick: Option<u64>) -> Option<&Position> {
// let tick = match tick {
// Some(tick) => {
// if tick < 1 {
// 1
// } else {
// tick
// }
// }
// None => self.current_tick() - 1,
// };
//
// self.positions
// .get(&tick)
// .and_then(|x| x.iter().find(|x| x.position_id() == id))
// }
}
#[derive(Clone, Debug)]
pub struct PriceEntry {
tick: u64,
pair: SymbolPair,
price: PriceTicker,
events: Option<Vec<Event>>,
signals: Option<Vec<SignalKind>>,
}
impl PriceEntry {
pub fn new(
tick: u64,
price: PriceTicker,
pair: SymbolPair,
events: Option<Vec<Event>>,
signals: Option<Vec<SignalKind>>,
) -> Self {
PriceEntry {
tick,
pair,
price,
events,
signals,
}
}
pub fn tick(&self) -> u64 {
self.tick
}
pub fn pair(&self) -> &SymbolPair {
&self.pair
}
pub fn price(&self) -> PriceTicker {
self.price
}
pub fn events(&self) -> &Option<Vec<Event>> {
&self.events
}
pub fn signals(&self) -> &Option<Vec<SignalKind>> {
&self.signals
}
}
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pub struct PositionManager {
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queue: VecDeque<Position>,
open_positions: Vec<Position>,
client: Client,
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strategy: Option<Box<dyn PositionStrategy>>,
}
impl PositionManager {
pub fn new(client: Client) -> Self {
PositionManager {
queue: VecDeque::new(),
open_positions: Vec::new(),
client,
strategy: None,
}
}
pub fn with_strategy(mut self, strategy: Box<dyn PositionStrategy>) -> Self {
self.strategy = Some(strategy);
self
}
pub fn update(&self) -> Option<Vec<Event>> {
unimplemented!()
}
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}
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pub struct OrderManager {
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queue: VecDeque<Order>,
open_orders: Vec<Order>,
client: Client,
}
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impl OrderManager {
pub fn new(client: Client) -> Self {
OrderManager {
queue: VecDeque::new(),
open_orders: Vec::new(),
client,
}
}
pub fn update(&self) -> Option<Vec<Event>> {
unimplemented!()
}
}