positions with strategy working

rustybot/Cargo.lock

@@ -223,6 +223,12 @@ dependencies = [
  "generic-array 0.14.4",
 ]
 
+[[package]]
+name = "dyn-clone"
+version = "1.0.4"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "ee2626afccd7561a06cf1367e2950c4718ea04565e20fb5029b6c7d8ad09abcf"
+
 [[package]]
 name = "encoding_rs"
 version = "0.8.26"
@@ -1056,6 +1062,7 @@ version = "0.1.0"
 dependencies = [
  "async-trait",
  "bitfinex",
+ "dyn-clone",
  "futures-util",
  "regex",
  "tokio 0.2.24",

rustybot/Cargo.toml

@@ -13,3 +13,4 @@ tokio-tungstenite = "*"
 futures-util = { version = "0.3", default-features = false, features = ["async-await", "sink", "std"] }
 async-trait = "0.1"
 regex = "1"
+dyn-clone = "1"

rustybot/src/bot.rs

@@ -9,17 +9,16 @@ use tokio::time::delay_for;
 use crate::connectors::Connector;
 use crate::currency::{Symbol, SymbolPair};
 use crate::pairs::PairStatus;
+use crate::strategy::Strategy;
 use crate::ticker::Ticker;
 use crate::BoxError;
 
 pub struct BfxBot<'a> {
     connector: Box<dyn Connector + 'a>,
     ticker: Ticker,
-    pair_status: Vec<PairStatus>,
+    pair_statuses: Vec<PairStatus<'a>>,
     quote: Symbol,
     trading_symbols: Vec<Symbol>,
-    // account_info: String,
-    // ledger: String,
 }
 
 impl<'a> BfxBot<'a> {
@@ -32,18 +31,24 @@ impl<'a> BfxBot<'a> {
         BfxBot {
             connector: Box::new(connector),
             ticker: Ticker::new(tick_duration),
-            pair_status: trading_symbols
+            pair_statuses: trading_symbols
                 .iter()
                 .map(|x| SymbolPair::new(quote.clone(), x.clone()))
                 .map(|x| PairStatus::new(x, 1, None))
                 .collect(),
             quote,
-            // account_info: String::new(),
-            // ledger: String::new(),
             trading_symbols,
         }
     }
 
+    pub fn with_strategy(mut self, strategy: Box<dyn Strategy>) -> Self {
+        self.pair_statuses
+            .iter_mut()
+            .for_each(|x| x.set_strategy(dyn_clone::clone_box(&*strategy)));
+
+        self
+    }
+
     pub async fn current_prices(&self, symbol: Symbol) -> Result<TradingPairTicker, BoxError> {
         let trading_pair = SymbolPair::new(self.quote.clone(), symbol.clone());
 
@@ -54,17 +59,35 @@ impl<'a> BfxBot<'a> {
         self.connector.current_prices(&trading_pair).await
     }
 
-    pub async fn update(&mut self) {
+    pub async fn start_loop(&mut self) -> Result<(), BoxError> {
-        println!("Updating...");
+        if let Err(e) = self.update_pair_statuses().await {
-        delay_for(self.ticker.duration()).await;
+            println!("Error while updating pairs at first start: {}", e);
-        self.ticker.inc();
+        }
-        // self.update_pairs().await;
+
-        println!("Done!");
+        loop {
+            self.update().await;
+        }
     }
 
-    // async fn update_pairs(&mut self) {
+    async fn update(&mut self) {
-    //     let active_positions = self.bfx.positions.active_positions().await?;
+        delay_for(self.ticker.duration()).await;
-    //
+        self.ticker.inc();
-    //     for p in active_positions {}
+
-    // }
+        if let Err(e) = self.update_pair_statuses().await {
+            println!("Error while updating pairs: {}", e);
+        }
+    }
+
+    async fn update_pair_statuses(&mut self) -> Result<(), BoxError> {
+        for status in &mut self.pair_statuses {
+            // add positions for each pair
+            self.connector
+                .active_positions(status.pair())
+                .await?
+                .into_iter()
+                .for_each(|x| status.add_position(x));
+        }
+
+        Ok(())
+    }
 }

rustybot/src/currency.rs

@@ -7,7 +7,7 @@ use regex::Regex;
 
 use crate::BoxError;
 
-#[derive(Clone, PartialEq, Hash)]
+#[derive(Clone, PartialEq, Hash, Debug, Eq)]
 pub struct Symbol {
     name: Cow<'static, str>,
 }
@@ -26,6 +26,8 @@ impl Symbol {
     pub const BTC: Symbol = Symbol::new_static("BTC");
     pub const ETH: Symbol = Symbol::new_static("ETH");
     pub const LTC: Symbol = Symbol::new_static("LTC");
+    pub const TESTBTC: Symbol = Symbol::new_static("TESTBTC");
+    pub const TESTUSD: Symbol = Symbol::new_static("TESTUSD");
     pub const USD: Symbol = Symbol::new_static("USD");
     pub const GBP: Symbol = Symbol::new_static("GBP");
     pub const EUR: Symbol = Symbol::new_static("EUR");
@@ -53,7 +55,7 @@ impl Display for Symbol {
     }
 }
 
-#[derive(Clone)]
+#[derive(Clone, Debug, Eq, PartialEq)]
 pub struct SymbolPair {
     quote: Symbol,
     base: Symbol,
@@ -79,7 +81,7 @@ impl SymbolPair {
 
 impl Into<String> for SymbolPair {
     fn into(self) -> String {
-        format!("{}{}", self.base, self.quote)
+        format!("{}/{}", self.base, self.quote)
     }
 }
 
@@ -87,7 +89,7 @@ impl TryFrom<&str> for SymbolPair {
     type Error = BoxError;
 
     fn try_from(value: &str) -> Result<Self, Self::Error> {
-        const REGEX: &str = r"^[t|f](?P<base>\w{3,4}):?(?P<quote>\w{3,4})";
+        const REGEX: &str = r"^[t|f](?P<base>\w{3,7}):?(?P<quote>\w{3,7})";
 
         let captures = Regex::new(REGEX)?.captures(&value).ok_or("Invalid input")?;
         let quote = captures.name("quote").ok_or("Quote not found")?.as_str();
@@ -102,7 +104,7 @@ impl TryFrom<&str> for SymbolPair {
 
 impl Display for SymbolPair {
     fn fmt(&self, f: &mut Formatter<'_>) -> fmt::Result {
-        write!(f, "{}{}", self.base, self.quote)
+        write!(f, "{}/{}", self.base, self.quote)
     }
 }
 

rustybot/src/events.rs

@@ -8,13 +8,13 @@ use crate::pairs::PairStatus;
 use crate::positions::{Position, PositionProfitState, PositionState};
 use crate::BoxError;
 
-#[derive(Copy, Clone)]
+#[derive(Copy, Clone, Debug)]
 pub enum SignalKind {
     ClosePosition,
     OpenPosition,
 }
 
-#[derive(Copy, Clone)]
+#[derive(Copy, Clone, Debug)]
 pub struct EventMetadata {
     position_id: Option<u64>,
     order_id: Option<u64>,
@@ -29,7 +29,7 @@ impl EventMetadata {
     }
 }
 
-#[derive(Copy, Clone, PartialEq, Eq, Hash)]
+#[derive(Copy, Clone, PartialEq, Eq, Hash, Debug)]
 pub enum EventKind {
     NewMinimum,
     NewMaximum,
@@ -45,7 +45,7 @@ pub enum EventKind {
     Any,
 }
 
-#[derive(Copy, Clone)]
+#[derive(Copy, Clone, Debug)]
 pub struct Event {
     kind: EventKind,
     tick: u64,

rustybot/src/main.rs

@@ -1,7 +1,9 @@
 use tokio::time::{delay_for, Duration};
 
 use crate::bot::BfxBot;
+use crate::connectors::BfxWrapper;
 use crate::currency::{Symbol, SymbolPair};
+use crate::strategy::TrailingStop;
 
 mod bot;
 mod connectors;
@@ -17,24 +19,17 @@ pub type BoxError = Box<dyn std::error::Error + Send + Sync>;
 
 #[tokio::main]
 async fn main() -> Result<(), BoxError> {
-    // let test_api_key = "P1EVE68DJByDAkGQvpIkTwfrbYXd2Vo2ZaIhTYb9vx2";
+    let test_api_key = "P1EVE68DJByDAkGQvpIkTwfrbYXd2Vo2ZaIhTYb9vx2";
-    // let test_api_secret = "1nicg8z0zKVEt5Rb7ZDpIYjVYVTgvCaCPMZqB0niFli";
+    let test_api_secret = "1nicg8z0zKVEt5Rb7ZDpIYjVYVTgvCaCPMZqB0niFli";
     //
-    // let mut bot = BfxBot::new(
+    let bfx = BfxWrapper::new(test_api_key, test_api_secret);
-    //     test_api_key,
+    let mut bot = BfxBot::new(
-    //     test_api_secret,
+        bfx,
-    //     vec![Symbol::BTC, Symbol::ETH, Symbol::XMR],
+        vec![Symbol::TESTBTC],
-    //     Symbol::USD,
+        Symbol::TESTUSD,
-    //     Duration::new(20, 0),
+        Duration::new(20, 0),
-    // );
+    )
-    //
+    .with_strategy(Box::new(TrailingStop::new()));
-    // loop {
-    //     let ticker = bot.current_prices("ETH".into()).await?;
-    //     bot.update().await;
-    //
-    //     // let ticker = bot.current_prices("ETH".into()).await?;
-    //     println!("{:?}", ticker);
-    // }
 
-    Ok(())
+    Ok(bot.start_loop().await?)
 }

rustybot/src/pairs.rs

@@ -1,12 +1,12 @@
 use std::collections::HashMap;
 
 use crate::currency::SymbolPair;
-use crate::events::{Event, EventDispatcher};
+use crate::events::{Event, EventDispatcher, SignalKind};
 use crate::orders::Order;
 use crate::positions::Position;
 use crate::strategy::Strategy;
 
-pub struct PairStatus {
+pub struct PairStatus<'a> {
     pair: SymbolPair,
     dispatcher: EventDispatcher,
     prices: HashMap<u64, f64>,
@@ -14,10 +14,11 @@ pub struct PairStatus {
     orders: HashMap<u64, Vec<Order>>,
     positions: HashMap<u64, Vec<Position>>,
     current_tick: u64,
-    strategy: Option<Box<dyn Strategy>>,
+    strategy: Option<Box<dyn Strategy + 'a>>,
+    signals: HashMap<u64, SignalKind>,
 }
 
-impl PairStatus {
+impl<'a> PairStatus<'a> {
     pub fn new(pair: SymbolPair, current_tick: u64, strategy: Option<Box<dyn Strategy>>) -> Self {
         PairStatus {
             pair,
@@ -25,52 +26,82 @@ impl PairStatus {
             prices: HashMap::new(),
             events: Vec::new(),
             positions: HashMap::new(),
+            orders: HashMap::new(),
+            signals: HashMap::new(),
             current_tick,
             strategy,
-            orders: HashMap::new(),
         }
     }
 
     pub fn add_position(&mut self, position: Position) {
-        let (pw, events, signals) = {
+        let (new_position, events, signals) = {
             match &self.strategy {
                 Some(strategy) => strategy.position_on_new_tick(&position, &self),
-                None => (
+                None => (position, vec![], vec![]),
-                    position,
-                    // PositionWrapper::new(position.clone(), position.pl(), position.pl_perc(), None),
-                    vec![],
-                    vec![],
-                ),
             }
         };
 
         self.positions
             .entry(self.current_tick)
             .or_default()
-            .push(pw.clone());
+            .push(new_position.clone());
 
         // calling position state callbacks
-        self.dispatcher.call_position_state_handlers(&pw, &self);
+        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);
+        }
+
+        println!(
+            "EVENTS: {:?} | SIGNALS: {:?} | POSITION: {:?}",
+            self.events, self.signals, new_position
+        );
     }
 
-    pub fn add_event(&mut self, event: Event) {
+    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 current_tick(&self) -> u64 {
         self.current_tick
     }
 
-    pub fn previous_pw(&self, id: u64) -> Option<&Position> {
+    pub fn set_strategy(&mut self, strategy: Box<dyn Strategy + 'a>) {
+        self.strategy = Some(strategy);
+    }
+
+    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(&(self.current_tick - 1))
+            .get(&tick)
             .and_then(|x| x.iter().find(|x| x.position_id() == id))
     }
 }

rustybot/src/positions.rs

@@ -1,6 +1,6 @@
 use crate::currency::{Symbol, SymbolPair};
 
-#[derive(Clone)]
+#[derive(Clone, Debug)]
 pub struct Position {
     pair: SymbolPair,
     state: PositionState,
@@ -91,7 +91,7 @@ impl Position {
     }
 }
 
-#[derive(Copy, Clone, Eq, PartialEq, Hash)]
+#[derive(Copy, Clone, Eq, PartialEq, Hash, Debug)]
 pub enum PositionProfitState {
     Critical,
     Loss,
@@ -111,7 +111,7 @@ impl PositionProfitState {
     }
 }
 
-#[derive(Copy, Clone, Eq, PartialEq, Hash)]
+#[derive(Copy, Clone, Eq, PartialEq, Hash, Debug)]
 pub enum PositionState {
     Closed,
     Open,

rustybot/src/strategy.rs

@@ -3,8 +3,9 @@ use std::collections::HashMap;
 use crate::events::{Event, EventKind, EventMetadata, SignalKind};
 use crate::pairs::PairStatus;
 use crate::positions::{Position, PositionProfitState, PositionState};
+use dyn_clone::DynClone;
 
-pub trait Strategy {
+pub trait Strategy: DynClone {
     fn position_on_new_tick(
         &self,
         position: &Position,
@@ -12,7 +13,8 @@ pub trait Strategy {
     ) -> (Position, Vec<Event>, Vec<SignalKind>);
 }
 
-struct TrailingStop {
+#[derive(Clone, Debug)]
+pub struct TrailingStop {
     stop_percentages: HashMap<u64, f64>,
 }
 
@@ -62,18 +64,17 @@ impl Strategy for TrailingStop {
             }
         };
 
-        let opt_pre_pw = status.previous_pw(position.position_id());
+        let opt_pre_pw = status.position_previous_tick(position.position_id(), None);
         let event_metadata = EventMetadata::new(Some(position.position_id()), None);
-        // let pw = PositionWrapper::new(position.clone(), position.pl(), pl_perc, Some(state));
+        let new_position = position.clone().with_profit_state(Some(state));
-        let pw = position.clone();
 
         match opt_pre_pw {
             Some(prev) => {
                 if prev.profit_state() == Some(state) {
-                    return (pw, events, signals);
+                    return (new_position, events, signals);
                 }
             }
-            None => return (pw, events, signals),
+            None => return (new_position, events, signals),
         };
 
         let events = {
@@ -114,6 +115,6 @@ impl Strategy for TrailingStop {
             events
         };
 
-        return (pw, events, signals);
+        return (new_position, events, signals);
     }
 }