core/rustybot/src/models.rs

use crate::currency::SymbolPair;

/***************
* Prices
***************/

#[derive(Copy, Clone, Debug)]
pub struct PriceTicker {
    pub bid: f64,
    pub bid_size: f64,
    pub ask: f64,
    pub ask_size: f64,
    pub daily_change: f64,
    pub daily_change_perc: f64,
    pub last_price: f64,
    pub volume: f64,
    pub high: f64,
    pub low: f64,
}

/***************
* Orders
***************/

#[derive(Clone, Debug)]
pub struct Order {
    pub id: i64,
    pub group_id: Option<i32>,
    pub client_id: i64,
    pub symbol: String,
    pub creation_timestamp: i64,
    pub update_timestamp: i64,
    pub amount: f64,
    pub amount_original: f64,
    pub order_type: String,
    pub previous_order_type: Option<String>,
    pub flags: Option<i32>,
    pub order_status: Option<String>,
    pub price: f64,
    pub price_avg: f64,
    pub price_trailing: Option<f64>,
    pub price_aux_limit: Option<f64>,
    pub notify: i32,
    pub hidden: i32,
    pub placed_id: Option<i32>,
}

#[derive(Copy, Clone, Debug)]
pub enum OrderKind {
    Limit,
    ExchangeLimit,
    Market,
    ExchangeMarket,
    Stop,
    ExchangeStop,
    StopLimit,
    ExchangeStopLimit,
    TrailingStop,
    Fok,
    ExchangeFok,
    Ioc,
    ExchangeIoc,
}

/***************
* Positions
***************/

#[derive(Clone, Debug, PartialEq)]
pub struct Position {
    pair: SymbolPair,
    state: PositionState,
    profit_state: Option<PositionProfitState>,
    amount: f64,
    base_price: f64,
    pl: f64,
    pl_perc: f64,
    price_liq: f64,
    position_id: u64,
    creation_date: Option<u64>,
    creation_update: Option<u64>,
}

impl Position {
    pub fn new(
        pair: SymbolPair,
        state: PositionState,
        amount: f64,
        base_price: f64,
        pl: f64,
        pl_perc: f64,
        price_liq: f64,
        position_id: u64,
    ) -> Self {
        Position {
            pair,
            state,
            amount,
            base_price,
            pl,
            pl_perc,
            price_liq,
            position_id,
            creation_date: None,
            creation_update: None,
            profit_state: None,
        }
    }

    pub fn with_creation_date(mut self, creation_date: Option<u64>) -> Self {
        self.creation_date = creation_date;
        self
    }

    pub fn with_creation_update(mut self, creation_update: Option<u64>) -> Self {
        self.creation_update = creation_update;
        self
    }

    pub fn with_profit_state(mut self, profit_state: Option<PositionProfitState>) -> Self {
        self.profit_state = profit_state;
        self
    }

    pub fn pair(&self) -> &SymbolPair {
        &self.pair
    }
    pub fn state(&self) -> PositionState {
        self.state
    }
    pub fn amount(&self) -> f64 {
        self.amount
    }
    pub fn base_price(&self) -> f64 {
        self.base_price
    }
    pub fn pl(&self) -> f64 {
        self.pl
    }
    pub fn pl_perc(&self) -> f64 {
        self.pl_perc
    }
    pub fn price_liq(&self) -> f64 {
        self.price_liq
    }
    pub fn position_id(&self) -> u64 {
        self.position_id
    }
    pub fn profit_state(&self) -> Option<PositionProfitState> {
        self.profit_state
    }
    pub fn creation_date(&self) -> Option<u64> {
        self.creation_date
    }
    pub fn creation_update(&self) -> Option<u64> {
        self.creation_update
    }
}

#[derive(Copy, Clone, Eq, PartialEq, Hash, Debug)]
pub enum PositionProfitState {
    Critical,
    Loss,
    BreakEven,
    MinimumProfit,
    Profit,
}

impl PositionProfitState {
    fn color(self) -> String {
        match self {
            PositionProfitState::Critical | PositionProfitState::Loss => "red",
            PositionProfitState::BreakEven => "yellow",
            PositionProfitState::MinimumProfit | PositionProfitState::Profit => "green",
        }
        .into()
    }
}

#[derive(Copy, Clone, Eq, PartialEq, Hash, Debug)]
pub enum PositionState {
    Closed,
    Open,
}