rustico/core
2
0
Fork 0
Code Issues 9 Pull Requests Projects Releases Wiki Activity

pair managers implemented

Browse Source
This commit is contained in:
Giulio De Pasquale 2021-01-18 00:01:15 +00:00
parent f3cb051535
commit 3512dce35b
1 changed files with 41 additions and 31 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

72
rustybot/src/managers.rs
View File

@ -230,6 +230,8 @@ impl PositionManager {
}
pub async fn update(&mut self, tick: u64) -> Result<OptionUpdate, BoxError> {
debug!("Updating {}", self.pair);
let opt_active_positions = self.client.active_positions(&self.pair).await?;
let mut events = vec![];
@ -431,44 +433,52 @@ impl OrderManager {
}
}
pub struct PairManager {
pair: SymbolPair,
price_manager: PriceManagerHandle,
order_manager: OrderManagerHandle,
position_manager: PositionManagerHandle,
dispatcher: Dispatcher,
}
impl PairManager {
pub fn new(pair: SymbolPair, client: Client) -> Self {
Self {
pair: pair.clone(),
price_manager: PriceManagerHandle::new(pair.clone(), client.clone()),
order_manager: OrderManagerHandle::new(
pair.clone(),
client.clone(),
Box::new(FastOrderStrategy {}),
),
position_manager: PositionManagerHandle::new(
pair.clone(),
client.clone(),
Box::new(TrailingStop::new()),
),
dispatcher: Dispatcher::new(),
}
}
}
pub struct ExchangeManager {
kind: ExchangeKind,
price_managers: Vec<PriceManagerHandle>,
order_managers: Vec<OrderManagerHandle>,
position_managers: Vec<PositionManagerHandle>,
dispatcher: Dispatcher,
pair_managers: Vec<PairManager>,
client: Client,
}
impl ExchangeManager {
pub fn new(kind: &ExchangeKind, pairs: &Vec<SymbolPair>) -> Self {
let client = Client::new(kind);
let pair_managers = pairs
.into_iter()
.map(|x| PairManager::new(x.clone(), client.clone()))
.collect();
let mut position_managers = Vec::new();
let mut order_managers = Vec::new();
let mut price_managers = Vec::new();
for p in pairs {
position_managers.push(PositionManagerHandle::new(
p.clone(),
client.clone(),
Box::new(TrailingStop::new()),
));
order_managers.push(OrderManagerHandle::new(
p.clone(),
client.clone(),
Box::new(FastOrderStrategy {}),
));
price_managers.push(PriceManagerHandle::new(p.clone(), client.clone()));
}
ExchangeManager {
Self {
kind: kind.clone(),
position_managers,
order_managers,
price_managers,
pair_managers,
client,
dispatcher: Dispatcher::new(),
}
}
@ -483,9 +493,9 @@ impl ExchangeManager {
async fn update_position_managers(&mut self, tick: u64) -> Result<OptionUpdate, BoxError> {
let mut futures: FuturesUnordered<_> = self
.position_managers
.pair_managers
.iter_mut()
.map(|x| x.update(tick))
.map(|x| x.position_manager.update(tick))
.collect();
while let Some(x) = futures.next().await {}
@ -495,9 +505,9 @@ impl ExchangeManager {
async fn update_price_managers(&mut self, tick: u64) -> Result<OptionUpdate, BoxError> {
let mut futures: FuturesUnordered<_> = self
.price_managers
.pair_managers
.iter_mut()
.map(|x| x.update(tick))
.map(|x| x.price_manager.update(tick))
.collect();
while let Some(x) = futures.next().await {}