core/rustybot/src/connectors.rs

use std::convert::TryInto;
use std::fmt::{Debug, Formatter};
use std::sync::Arc;

use async_trait::async_trait;
use bitfinex::api::Bitfinex;
use bitfinex::orders::{OrderForm, OrderMeta};
use bitfinex::ticker::TradingPairTicker;

use crate::currency::SymbolPair;
use crate::models::{Order, OrderKind, Position, PositionState, PriceTicker};
use crate::BoxError;

#[derive(Eq, PartialEq, Hash, Clone, Debug)]
pub enum ExchangeKind {
    Bitfinex {
        api_key: String,
        api_secret: String,
        affiliate_code: Option<String>,
    },
}

/// You do **not** have to wrap the `Client` in an [`Rc`] or [`Arc`] to **reuse** it,
/// because it already uses an [`Arc`] internally.
#[derive(Clone, Debug)]
pub struct Client {
    exchange: ExchangeKind,
    inner: Arc<Box<dyn Connector>>,
}

impl Client {
    pub fn new(exchange: &ExchangeKind) -> Self {
        let inner = match &exchange {
            ExchangeKind::Bitfinex {
                api_key,
                api_secret,
                affiliate_code,
            } => BitfinexConnector::new(&api_key, &api_secret)
                .with_affiliate_code(affiliate_code.clone()),
        };

        Client {
            exchange: exchange.clone(),
            inner: Arc::new(Box::new(inner)),
        }
    }

    pub async fn active_positions(
        &self,
        pair: &SymbolPair,
    ) -> Result<Option<Vec<Position>>, BoxError> {
        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
    }
}

#[async_trait]
pub trait Connector: Send + Sync {
    async fn active_positions(&self, pair: &SymbolPair) -> Result<Option<Vec<Position>>, BoxError>;
    async fn current_prices(&self, pair: &SymbolPair) -> Result<TradingPairTicker, BoxError>;
    async fn active_orders(&self, pair: &SymbolPair) -> Result<Vec<Order>, BoxError>;
    async fn submit_order(
        &self,
        pair: &SymbolPair,
        amount: f64,
        price: f64,
        kind: &OrderKind,
    ) -> Result<(), BoxError>;
}

impl Debug for dyn Connector {
    fn fmt(&self, f: &mut Formatter<'_>) -> core::fmt::Result {
        write!(f, "Connector")
    }
}

/**************
* BITFINEX
**************/

pub struct BitfinexConnector {
    bfx: Bitfinex,
    affiliate_code: Option<String>,
    // account_info: String,
    // ledger: String,
}

impl BitfinexConnector {
    pub fn new(api_key: &str, api_secret: &str) -> Self {
        BitfinexConnector {
            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
    }

    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 {
    async fn active_positions(&self, pair: &SymbolPair) -> Result<Option<Vec<Position>>, BoxError> {
        let active_positions = self.bfx.positions.active_positions().await?;

        let positions: Vec<_> = active_positions
            .into_iter()
            .filter_map(|x| x.try_into().ok())
            .filter(|x: &Position| x.pair() == pair)
            .collect();

        if positions.is_empty() {
            Ok(None)
        } else {
            Ok(Some(positions))
        }
    }

    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?)
    }
}

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()))
    }
}

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,
        }
    }
}

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,
        }
    }
}