traits and shit

rustybot/Cargo.lock

@@ -15,6 +15,17 @@ version = "0.2.3"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "ee2a4ec343196209d6594e19543ae87a39f96d5534d7174822a3ad825dd6ed7e"
 
+[[package]]
+name = "async-trait"
+version = "0.1.42"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "8d3a45e77e34375a7923b1e8febb049bb011f064714a8e17a1a616fef01da13d"
+dependencies = [
+ "proc-macro2",
+ "quote",
+ "syn",
+]
+
 [[package]]
 name = "autocfg"
 version = "1.0.1"
@@ -1016,6 +1027,7 @@ checksum = "6e3bad0ee36814ca07d7968269dd4b7ec89ec2da10c4bb613928d3077083c232"
 name = "rustybot"
 version = "0.1.0"
 dependencies = [
+ "async-trait",
  "bitfinex",
  "futures-util",
  "tokio 0.2.24",

rustybot/Cargo.toml

@@ -11,3 +11,4 @@ bitfinex = { path= "/home/giulio/dev/bitfinex-rs" }
 tokio = { version = "0.2", features=["full"]}
 tokio-tungstenite = "*"
 futures-util = { version = "0.3", default-features = false, features = ["async-await", "sink", "std"] }
+async-trait = "0.1"

rustybot/src/bot.rs

@@ -3,34 +3,17 @@ use std::collections::HashMap;
 
 use bitfinex::api::Bitfinex;
 use bitfinex::positions::Position;
+use bitfinex::ticker::TradingPairTicker;
 use tokio::time::delay_for;
 
-use crate::BoxError;
+use crate::connectors::Connector;
 use crate::currency::{Symbol, SymbolPair};
 use crate::pairs::PairStatus;
 use crate::ticker::Ticker;
-use bitfinex::ticker::TradingPairTicker;
+use crate::BoxError;
 
-pub struct BfxWrapper {
+pub struct BfxBot<'a> {
-    bfx: Bitfinex
+    connector: Box<dyn Connector + 'a>,
-}
-
-impl BfxWrapper {
-    pub fn new(api_key: &str, api_secret: &str) -> Self {
-        BfxWrapper {
-            bfx: Bitfinex::new(Some(api_key.into()), Some(api_secret.into()))
-        }
-    }
-
-    pub async fn current_prices(&self, pair: &SymbolPair) -> Result<TradingPairTicker, BoxError> {
-        let ticker: TradingPairTicker = self.bfx.ticker.trading_pair(pair.clone()).await?;
-
-        Ok(ticker)
-    }
-}
-
-pub struct BfxBot {
-    pub bfx: BfxWrapper,
     ticker: Ticker,
     pair_status: Vec<PairStatus>,
     quote: Symbol,
@@ -39,10 +22,15 @@ pub struct BfxBot {
     // ledger: String,
 }
 
-impl BfxBot {
+impl<'a> BfxBot<'a> {
-    pub fn new<S: Into<String>>(api_key: S, api_secret: S, trading_symbols: Vec<Symbol>, quote: Symbol, tick_duration: Duration) -> Self {
+    pub fn new<C: Connector + 'a>(
+        connector: C,
+        trading_symbols: Vec<Symbol>,
+        quote: Symbol,
+        tick_duration: Duration,
+    ) -> Self {
         BfxBot {
-            bfx: BfxWrapper::new(&api_key.into(), &api_secret.into()),
+            connector: Box::new(connector),
             ticker: Ticker::new(tick_duration),
             pair_status: trading_symbols
                 .iter()
@@ -59,11 +47,11 @@ impl BfxBot {
     pub async fn current_prices(&self, symbol: Symbol) -> Result<TradingPairTicker, BoxError> {
         let trading_pair = SymbolPair::new(self.quote.clone(), symbol.clone());
 
-        if !self.trading_symbols.contains(&symbol){
+        if !self.trading_symbols.contains(&symbol) {
             return Err("Symbol not supported.".into());
         }
 
-        self.bfx.current_prices(&trading_pair).await
+        self.connector.current_prices(&trading_pair).await
     }
 
     pub async fn update(&mut self) {
@@ -80,4 +68,3 @@ impl BfxBot {
     //     for p in active_positions {}
     // }
 }
-

rustybot/src/events.rs

@@ -1,12 +1,11 @@
 use std::collections::{HashMap, HashSet};
 use std::future::Future;
 
-use bitfinex::positions::Position;
 use tokio::stream::StreamExt;
 use tokio::task::JoinHandle;
 
 use crate::pairs::PairStatus;
-use crate::positions::{PositionState, PositionWrapper};
+use crate::positions::{Position, PositionState};
 use crate::BoxError;
 
 #[derive(Copy, Clone)]
@@ -80,11 +79,10 @@ impl Event {
 pub struct EventDispatcher {
     event_handlers: HashMap<EventKind, Vec<Box<dyn Fn(&Event, &PairStatus) -> JoinHandle<()>>>>,
     position_state_handlers:
-        HashMap<PositionState, Vec<Box<dyn Fn(&PositionWrapper, &PairStatus) -> JoinHandle<()>>>>,
+        HashMap<PositionState, Vec<Box<dyn Fn(&Position, &PairStatus) -> JoinHandle<()>>>>,
 
     on_any_event_handlers: Vec<Box<dyn Fn(&Event, &PairStatus) -> JoinHandle<()>>>,
-    on_any_position_state_handlers:
+    on_any_position_state_handlers: Vec<Box<dyn Fn(&Position, &PairStatus) -> JoinHandle<()>>>,
-        Vec<Box<dyn Fn(&PositionWrapper, &PairStatus) -> JoinHandle<()>>>,
 }
 
 impl EventDispatcher {
@@ -109,17 +107,15 @@ impl EventDispatcher {
         }
     }
 
-    pub fn call_position_state_handlers(&self, pw: &PositionWrapper, status: &PairStatus) {
+    pub fn call_position_state_handlers(&self, position: &Position, status: &PairStatus) {
-        if let Some(state) = pw.state() {
+        if let Some(functions) = self.position_state_handlers.get(&position.state()) {
-            if let Some(functions) = self.position_state_handlers.get(&state) {
             for f in functions {
-                    f(pw, status);
+                f(position, status);
-                }
             }
         }
 
         for f in &self.on_any_position_state_handlers {
-            f(pw, status);
+            f(position, status);
         }
     }
 
@@ -145,18 +141,18 @@ impl EventDispatcher {
         state: PositionState,
         f: F,
     ) where
-        F: Fn(&PositionWrapper, &PairStatus) -> Fut,
+        F: Fn(&Position, &PairStatus) -> Fut,
         Fut: Future<Output = ()> + Send,
     {
         match state {
             PositionState::Any => self
                 .on_any_position_state_handlers
-                .push(Box::new(move |pw, s| tokio::spawn(f(&pw, s)))),
+                .push(Box::new(move |p, s| tokio::spawn(f(&p, s)))),
             _ => self
                 .position_state_handlers
                 .entry(state)
                 .or_default()
-                .push(Box::new(move |pw, s| tokio::spawn(f(&pw, s)))),
+                .push(Box::new(move |p, s| tokio::spawn(f(&p, s)))),
         }
     }
 }

rustybot/src/main.rs

@@ -1,35 +1,40 @@
-use bitfinex::api::Bitfinex;
+use tokio::time::{delay_for, Duration};
-use bitfinex::ticker::TradingPairTicker;
-use tokio::time::{Duration, delay_for};
 
 use crate::bot::BfxBot;
 use crate::currency::{Symbol, SymbolPair};
 
-mod ticker;
+mod bot;
+mod connectors;
+mod currency;
 mod events;
+mod orders;
 mod pairs;
 mod positions;
 mod strategy;
-mod bot;
+mod ticker;
-mod currency;
-
 
 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(test_api_key, test_api_secret, vec![Symbol::BTC, Symbol::ETH, Symbol::XMR], Symbol::USD, Duration::new(20, 0));
+    // let mut bot = BfxBot::new(
-
+    //     test_api_key,
-    loop {
+    //     test_api_secret,
-        let ticker = bot.current_prices("ETH".into()).await?;
+    //     vec![Symbol::BTC, Symbol::ETH, Symbol::XMR],
-        bot.update().await;
+    //     Symbol::USD,
-
+    //     Duration::new(20, 0),
+    // );
+    //
+    // loop {
     //     let ticker = bot.current_prices("ETH".into()).await?;
-        println!("{:?}", ticker);
+    //     bot.update().await;
-    }
+    //
+    //     // let ticker = bot.current_prices("ETH".into()).await?;
+    //     println!("{:?}", ticker);
+    // }
 
     Ok(())
 }

rustybot/src/orders.rs

@@ -0,0 +1,21 @@
+pub struct Order {
+    pub id: i64,
+    pub group_id: Option<i32>,
+    pub client_id: i64,
+    pub symbol: String,
+    pub creation_timestamp: i64,
+    pub update_timestamp: i64,
+    pub amount: f64,
+    pub amount_original: f64,
+    pub order_type: String,
+    pub previous_order_type: Option<String>,
+    pub flags: Option<i32>,
+    pub order_status: Option<String>,
+    pub price: f64,
+    pub price_avg: f64,
+    pub price_trailing: Option<f64>,
+    pub price_aux_limit: Option<f64>,
+    pub notify: i32,
+    pub hidden: i32,
+    pub placed_id: Option<i32>,
+}

rustybot/src/pairs.rs

@@ -1,10 +1,9 @@
 use std::collections::HashMap;
 
-use bitfinex::positions::Position;
-
 use crate::currency::SymbolPair;
 use crate::events::{Event, EventDispatcher};
-use crate::positions::PositionWrapper;
+use crate::orders::Order;
+use crate::positions::Position;
 use crate::strategy::Strategy;
 
 pub struct PairStatus {
@@ -12,8 +11,8 @@ pub struct PairStatus {
     dispatcher: EventDispatcher,
     prices: HashMap<u64, f64>,
     events: Vec<Event>,
-    // orders: HashMap<u64, Vec<Order>>,
+    orders: HashMap<u64, Vec<Order>>,
-    positions: HashMap<u64, Vec<PositionWrapper>>,
+    positions: HashMap<u64, Vec<Position>>,
     current_tick: u64,
     strategy: Option<Box<dyn Strategy>>,
 }
@@ -28,6 +27,7 @@ impl PairStatus {
             positions: HashMap::new(),
             current_tick,
             strategy,
+            orders: HashMap::new(),
         }
     }
 
@@ -36,7 +36,8 @@ impl PairStatus {
             match &self.strategy {
                 Some(strategy) => strategy.position_on_new_tick(&position, &self),
                 None => (
-                    PositionWrapper::new(position.clone(), position.pl(), position.pl_perc(), None),
+                    position,
+                    // PositionWrapper::new(position.clone(), position.pl(), position.pl_perc(), None),
                     vec![],
                     vec![],
                 ),
@@ -67,9 +68,9 @@ impl PairStatus {
         self.current_tick
     }
 
-    pub fn previous_pw(&self, id: u64) -> Option<&PositionWrapper> {
+    pub fn previous_pw(&self, id: u64) -> Option<&Position> {
         self.positions
             .get(&(self.current_tick - 1))
-            .and_then(|x| x.iter().find(|x| x.position().position_id() == id))
+            .and_then(|x| x.iter().find(|x| x.position_id() == id))
     }
 }

rustybot/src/positions.rs

@@ -1,4 +1,81 @@
-use bitfinex::positions::Position;
+use crate::currency::{Symbol, SymbolPair};
+
+#[derive(Clone)]
+pub struct Position {
+    pair: SymbolPair,
+    state: PositionState,
+    amount: f64,
+    base_price: f64,
+    pl: f64,
+    pl_perc: f64,
+    price_liq: f64,
+    position_id: u64,
+    creation_date: Option<u64>,
+    creation_update: Option<u64>,
+}
+
+impl Position {
+    pub fn new(
+        pair: SymbolPair,
+        state: PositionState,
+        amount: f64,
+        base_price: f64,
+        pl: f64,
+        pl_perc: f64,
+        price_liq: f64,
+        position_id: u64,
+    ) -> Self {
+        Position {
+            pair,
+            state,
+            amount,
+            base_price,
+            pl,
+            pl_perc,
+            price_liq,
+            position_id,
+            creation_date: None,
+            creation_update: None,
+        }
+    }
+
+    pub fn with_creation_date(mut self, creation_date: u64) -> Self {
+        self.creation_date = Some(creation_date);
+        self.creation_update = Some(creation_date);
+        self
+    }
+
+    pub fn pair(&self) -> &SymbolPair {
+        &self.pair
+    }
+    pub fn state(&self) -> PositionState {
+        self.state
+    }
+    pub fn amount(&self) -> f64 {
+        self.amount
+    }
+    pub fn base_price(&self) -> f64 {
+        self.base_price
+    }
+    pub fn pl(&self) -> f64 {
+        self.pl
+    }
+    pub fn pl_perc(&self) -> f64 {
+        self.pl_perc
+    }
+    pub fn price_liq(&self) -> f64 {
+        self.price_liq
+    }
+    pub fn position_id(&self) -> u64 {
+        self.position_id
+    }
+    pub fn creation_date(&self) -> Option<u64> {
+        self.creation_date
+    }
+    pub fn creation_update(&self) -> Option<u64> {
+        self.creation_update
+    }
+}
 
 #[derive(Copy, Clone, Eq, PartialEq, Hash)]
 pub enum PositionState {
@@ -7,6 +84,7 @@ pub enum PositionState {
     BreakEven,
     MinimumProfit,
     Profit,
+    Closed,
     Any,
 }
 
@@ -17,44 +95,8 @@ impl PositionState {
             PositionState::Critical | PositionState::Loss => "red",
             PositionState::BreakEven => "yellow",
             PositionState::MinimumProfit | PositionState::Profit => "green",
+            PositionState::Closed => "gray",
         }
         .into()
     }
 }
-
-#[derive(Clone)]
-pub struct PositionWrapper {
-    position: Position,
-    net_pl: f64,
-    net_pl_perc: f64,
-    state: Option<PositionState>,
-}
-
-impl PositionWrapper {
-    pub fn new(
-        position: Position,
-        net_pl: f64,
-        net_pl_perc: f64,
-        state: Option<PositionState>,
-    ) -> Self {
-        PositionWrapper {
-            position,
-            net_pl,
-            net_pl_perc,
-            state,
-        }
-    }
-
-    pub fn position(&self) -> &Position {
-        &self.position
-    }
-    pub fn net_pl(&self) -> f64 {
-        self.net_pl
-    }
-    pub fn net_pl_perc(&self) -> f64 {
-        self.net_pl_perc
-    }
-    pub fn state(&self) -> Option<PositionState> {
-        self.state
-    }
-}

rustybot/src/strategy.rs

@@ -1,17 +1,15 @@
 use std::collections::HashMap;
 
-use bitfinex::positions::Position;
-
 use crate::events::{Event, EventKind, EventMetadata, SignalKind};
 use crate::pairs::PairStatus;
-use crate::positions::{PositionState, PositionWrapper};
+use crate::positions::{Position, PositionState};
 
 pub trait Strategy {
     fn position_on_new_tick(
         &self,
         position: &Position,
         status: &PairStatus,
-    ) -> (PositionWrapper, Vec<Event>, Vec<SignalKind>);
+    ) -> (Position, Vec<Event>, Vec<SignalKind>);
 }
 
 struct TrailingStop {
@@ -42,7 +40,7 @@ impl Strategy for TrailingStop {
         &self,
         position: &Position,
         status: &PairStatus,
-    ) -> (PositionWrapper, Vec<Event>, Vec<SignalKind>) {
+    ) -> (Position, Vec<Event>, Vec<SignalKind>) {
         let mut signals = vec![];
         let pl_perc = TrailingStop::net_pl_percentage(position.pl_perc(), TrailingStop::TAKER_FEE);
         let events = vec![];
@@ -66,11 +64,12 @@ impl Strategy for TrailingStop {
 
         let opt_pre_pw = status.previous_pw(position.position_id());
         let event_metadata = EventMetadata::new(Some(position.position_id()), None);
-        let pw = PositionWrapper::new(position.clone(), position.pl(), pl_perc, Some(state));
+        // let pw = PositionWrapper::new(position.clone(), position.pl(), pl_perc, Some(state));
+        let pw = position.clone();
 
         match opt_pre_pw {
             Some(prev) => {
-                if prev.state() == Some(state) {
+                if prev.state() == state {
                     return (pw, events, signals);
                 }
             }