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renamed orderstrategy methods, debug in position manager

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This commit is contained in:
Giulio De Pasquale 2021-01-24 20:50:19 +00:00
parent 12c9918d2c
commit 7d639d1b4c
1 changed files with 19 additions and 7 deletions
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26
rustybot/src/strategy.rs
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@ -45,10 +45,10 @@ pub trait OrderStrategy: DynClone + Send + Sync {
fn name(&self) -> String;
/// This method is called when the OrderManager checks the open orders on a new tick.
/// It should manage if some orders have to be closed or keep open.
fn on_update(&self);
fn on_open_order(&self);
/// This method is called when the OrderManager is requested to close
/// a position that has an open order associated to it.
fn on_position_close(
fn on_position_order(
&self,
order: &ActiveOrder,
open_position: &Position,
@ -75,7 +75,7 @@ impl TrailingStop {
const BREAK_EVEN_PERC: f64 = 0.01;
const MIN_PROFIT_PERC: f64 = TrailingStop::BREAK_EVEN_PERC + 0.03;
const GOOD_PROFIT_PERC: f64 = TrailingStop::MIN_PROFIT_PERC * 2.5;
const MAX_LOSS_PERC: f64 = -4.0;
const MAX_LOSS_PERC: f64 = -0.5;
const TAKER_FEE: f64 = 0.2;
@ -86,6 +86,12 @@ impl TrailingStop {
}
fn update_stop_percentage(&mut self, position: &Position) {
println!(
"State: {:?} | PL%: {:0.2}",
position.profit_state(),
position.pl_perc()
);
if let Some(profit_state) = position.profit_state() {
let profit_state_delta = match profit_state {
PositionProfitState::MinimumProfit => Some(Self::MIN_PROFIT_PERC),
@ -94,6 +100,12 @@ impl TrailingStop {
};
if let Some(profit_state_delta) = profit_state_delta {
println!(
"PL%: {} | Delta: {}",
position.pl_perc(),
profit_state_delta
);
let current_stop_percentage = position.pl_perc() - profit_state_delta;
match profit_state {
@ -224,7 +236,7 @@ impl PositionStrategy for TrailingStop {
// let's check if we surpassed an existing stop percentage
if let Some(existing_stop_percentage) = self.stop_percentages.get(&position.id()) {
if existing_stop_percentage < &position.pl_perc() {
if existing_stop_percentage <= &position.pl_perc() {
return (position, None, Some(vec![close_message]));
}
}
@ -261,14 +273,14 @@ impl OrderStrategy for FastOrderStrategy {
"Fast order strategy".into()
}
fn on_update(&self) {
fn on_open_order(&self) {
unimplemented!()
}
fn on_position_close(
fn on_position_order(
&self,
order: &ActiveOrder,
active_position: &Position,
_: &Position,
order_book: &OrderBook,
) -> Result<(Option<Vec<Event>>, Option<Vec<Message>>), BoxError> {
let mut messages = vec![];