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signals -> messages

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This commit is contained in:
Giulio De Pasquale 2021-01-19 21:30:15 +00:00
parent e6cb512a17
commit 16a32cdce7
1 changed files with 8 additions and 7 deletions
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15
rustybot/src/strategy.rs
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@ -1,8 +1,8 @@
use dyn_clone::DynClone;
use log::debug;
use std::collections::HashMap; use std::collections::HashMap;
use std::fmt::{Debug, Formatter}; use std::fmt::{Debug, Formatter};
use dyn_clone::DynClone;
use crate::events::{Event, EventKind, EventMetadata, Message}; use crate::events::{Event, EventKind, EventMetadata, Message};
use crate::managers::{OrderManager, PositionManager, TrackedPositionsMap}; use crate::managers::{OrderManager, PositionManager, TrackedPositionsMap};
use crate::models::{ExecutedOrder, OrderForm, Position, PositionProfitState}; use crate::models::{ExecutedOrder, OrderForm, Position, PositionProfitState};
@ -86,7 +86,7 @@ impl PositionStrategy for TrailingStop {
position: Position, position: Position,
manager: &PositionManager, manager: &PositionManager,
) -> (Position, Option<Vec<Event>>, Option<Vec<Message>>) { ) -> (Position, Option<Vec<Event>>, Option<Vec<Message>>) {
let mut signals = vec![]; let mut messages = vec![];
let events = vec![]; let events = vec![];
let pl_perc = TrailingStop::net_pl_percentage(position.pl_perc(), TrailingStop::TAKER_FEE); let pl_perc = TrailingStop::net_pl_percentage(position.pl_perc(), TrailingStop::TAKER_FEE);
@ -103,7 +103,8 @@ impl PositionStrategy for TrailingStop {
} else if TrailingStop::MAX_LOSS_PERC < pl_perc && pl_perc < 0.0 { } else if TrailingStop::MAX_LOSS_PERC < pl_perc && pl_perc < 0.0 {
PositionProfitState::Loss PositionProfitState::Loss
} else { } else {
signals.push(Message::ClosePosition { debug!("Inserting close position message...");
messages.push(Message::ClosePosition {
position: position.clone(), position: position.clone(),
}); });
PositionProfitState::Critical PositionProfitState::Critical
@ -120,7 +121,7 @@ impl PositionStrategy for TrailingStop {
return ( return (
new_position, new_position,
(!events.is_empty()).then_some(events), (!events.is_empty()).then_some(events),
(!signals.is_empty()).then_some(signals), (!messages.is_empty()).then_some(messages),
); );
} }
} }
@ -128,7 +129,7 @@ impl PositionStrategy for TrailingStop {
return ( return (
new_position, new_position,
(!events.is_empty()).then_some(events), (!events.is_empty()).then_some(events),
(!signals.is_empty()).then_some(signals), (!messages.is_empty()).then_some(messages),
) )
} }
}; };
@ -174,7 +175,7 @@ impl PositionStrategy for TrailingStop {
return ( return (
new_position, new_position,
(!events.is_empty()).then_some(events), (!events.is_empty()).then_some(events),
(!signals.is_empty()).then_some(signals), (!messages.is_empty()).then_some(messages),
); );
} }
} }