ExecutedOrder -> ActiveOrder

This commit is contained in:
Giulio De Pasquale 2021-01-22 15:37:53 +00:00
parent 16a32cdce7
commit 2216910edb
4 changed files with 25 additions and 22 deletions

View File

@ -1,6 +1,6 @@
use async_trait::async_trait;
use bitfinex::api::Bitfinex;
use bitfinex::orders::{ActiveOrder, OrderMeta};
use bitfinex::orders::OrderMeta;
use bitfinex::ticker::TradingPairTicker;
use log::debug;
use std::convert::TryInto;
@ -9,7 +9,7 @@ use std::sync::Arc;
use crate::currency::SymbolPair;
use crate::models::{
ExecutedOrder, OrderBook, OrderBookEntry, OrderForm, OrderKind, Position, PositionState,
ActiveOrder, OrderBook, OrderBookEntry, OrderForm, OrderKind, Position, PositionState,
PriceTicker,
};
use crate::BoxError;
@ -53,11 +53,11 @@ impl Client {
self.inner.current_prices(pair).await
}
pub async fn active_orders(&self, pair: &SymbolPair) -> Result<Vec<ExecutedOrder>, BoxError> {
pub async fn active_orders(&self, pair: &SymbolPair) -> Result<Vec<ActiveOrder>, BoxError> {
self.inner.active_orders(pair).await
}
pub async fn submit_order(&self, order: OrderForm) -> Result<ExecutedOrder, BoxError> {
pub async fn submit_order(&self, order: OrderForm) -> Result<ActiveOrder, BoxError> {
self.inner.submit_order(order).await
}
@ -72,8 +72,8 @@ 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 order_book(&self, pair: &SymbolPair) -> Result<OrderBook, BoxError>;
async fn active_orders(&self, pair: &SymbolPair) -> Result<Vec<ExecutedOrder>, BoxError>;
async fn submit_order(&self, order: OrderForm) -> Result<ExecutedOrder, BoxError>;
async fn active_orders(&self, pair: &SymbolPair) -> Result<Vec<ActiveOrder>, BoxError>;
async fn submit_order(&self, order: OrderForm) -> Result<ActiveOrder, BoxError>;
}
impl Debug for dyn Connector {
@ -144,11 +144,11 @@ impl Connector for BitfinexConnector {
Ok(ticker)
}
async fn active_orders(&self, pair: &SymbolPair) -> Result<Vec<ExecutedOrder>, BoxError> {
async fn active_orders(&self, pair: &SymbolPair) -> Result<Vec<ActiveOrder>, BoxError> {
unimplemented!()
}
async fn submit_order(&self, order: OrderForm) -> Result<ExecutedOrder, BoxError> {
async fn submit_order(&self, order: OrderForm) -> Result<ActiveOrder, BoxError> {
// TODO: change trading pair formatting. awful.
let order_form = match &self.affiliate_code {
Some(affiliate_code) => bitfinex::orders::OrderForm::new(
@ -168,7 +168,7 @@ impl Connector for BitfinexConnector {
let response = self.bfx.orders.submit_order(&order_form).await?;
Ok(ExecutedOrder {
Ok(ActiveOrder {
id: 1,
group_id: None,
client_id: 0,
@ -195,7 +195,10 @@ impl Connector for BitfinexConnector {
let x = self
.bfx
.book
.trading_pair(self.format_trading_pair(&pair), "P0".into())
.trading_pair(
self.format_trading_pair(&pair),
bitfinex::book::BookPrecision::P0,
)
.await?;
let entries = x
@ -295,8 +298,8 @@ impl From<TradingPairTicker> for PriceTicker {
}
}
impl From<bitfinex::orders::ActiveOrder> for ExecutedOrder {
fn from(o: ActiveOrder) -> Self {
impl From<bitfinex::orders::ActiveOrder> for ActiveOrder {
fn from(o: bitfinex::orders::ActiveOrder) -> Self {
Self {
id: o.id,
group_id: o.group_id,

View File

@ -13,7 +13,7 @@ use tokio::sync::oneshot;
use crate::connectors::{Client, ExchangeKind};
use crate::currency::SymbolPair;
use crate::events::{ActorMessage, Event, Message};
use crate::models::{ExecutedOrder, OrderBook, OrderForm, OrderKind, Position, PriceTicker};
use crate::models::{ActiveOrder, OrderBook, OrderForm, OrderKind, Position, PriceTicker};
use crate::strategy::{FastOrderStrategy, OrderStrategy, PositionStrategy, TrailingStop};
use crate::BoxError;
@ -317,7 +317,7 @@ impl PositionManager {
* ORDERS
******************/
pub type TrackedPositionsMap = HashMap<u64, ExecutedOrder>;
pub type TrackedPositionsMap = HashMap<u64, ActiveOrder>;
pub struct OrderManagerHandle {
sender: Sender<ActorMessage>,
@ -371,7 +371,7 @@ pub struct OrderManager {
receiver: Receiver<ActorMessage>,
tracked_positions: TrackedPositionsMap,
pair: SymbolPair,
open_orders: Vec<ExecutedOrder>,
open_orders: Vec<ActiveOrder>,
client: Client,
strategy: Box<dyn OrderStrategy>,
}

View File

@ -107,7 +107,7 @@ impl OrderBook {
}
#[derive(Clone, Debug)]
pub struct ExecutedOrder {
pub struct ActiveOrder {
pub id: i64,
pub group_id: Option<i32>,
pub client_id: i64,
@ -129,7 +129,7 @@ pub struct ExecutedOrder {
pub placed_id: Option<i32>,
}
impl Hash for ExecutedOrder {
impl Hash for ActiveOrder {
fn hash<H: Hasher>(&self, state: &mut H) {
state.write(&self.id.to_le_bytes())
}

View File

@ -5,7 +5,7 @@ use std::fmt::{Debug, Formatter};
use crate::events::{Event, EventKind, EventMetadata, Message};
use crate::managers::{OrderManager, PositionManager, TrackedPositionsMap};
use crate::models::{ExecutedOrder, OrderForm, Position, PositionProfitState};
use crate::models::{ActiveOrder, OrderForm, Position, PositionProfitState};
use tokio::sync::oneshot;
/***************
@ -37,8 +37,8 @@ pub trait OrderStrategy: DynClone + Send {
/// a position that has an open order associated to it.
fn on_position_close(
&self,
order: &ExecutedOrder,
tracked_positions: &HashMap<u64, ExecutedOrder>,
order: &ActiveOrder,
tracked_positions: &HashMap<u64, ActiveOrder>,
) -> TrackedPositionsMap;
}
@ -194,8 +194,8 @@ impl OrderStrategy for FastOrderStrategy {
fn on_position_close(
&self,
order: &ExecutedOrder,
tracked_positions: &HashMap<u64, ExecutedOrder>,
order: &ActiveOrder,
tracked_positions: &HashMap<u64, ActiveOrder>,
) -> TrackedPositionsMap {
unimplemented!()
}