removed extra function for orderstrategy (for now). order manager update is now working

rustybot/src/managers.rs

@@ -404,57 +404,34 @@ impl OrderManager {
         info!("Closing position #{}", position_id);
 
         debug!("Retrieving open orders, positions and current prices...");
-        let (open_orders, order_book, open_positions) = tokio::join!(
+        let (res_open_orders, res_order_book, res_open_positions) = tokio::join!(
             self.client.active_orders(&self.pair),
             self.client.order_book(&self.pair),
             self.client.active_positions(&self.pair)
         );
 
-        let open_orders = match open_orders {
+        let (open_orders, order_book, open_positions) =
-            Ok(open_orders) => open_orders,
+            (res_open_orders?, res_order_book?, res_open_positions?);
-            Err(e) => {
-                error!("Could not retrieve open orders: {}", e);
-                return Err(e);
-            }
-        };
 
-        let order_book = match order_book {
+        let position = open_positions
-            Ok(order_book) => order_book,
+            .ok_or("No open positions!")?
-            Err(e) => {
-                error!("Could not retrieve order book: {}", e);
-                return Err(e);
-            }
-        };
-
-        let position = match open_positions {
-            Ok(opt_positions) => {
-                let positions = opt_positions.ok_or::<BoxError>("No open positions".into())?;
-
-                positions
             .into_iter()
             .find(|x| x.id() == position_id)
-                    .ok_or::<BoxError>("Position #{} not found in open positions".into())?
+            .ok_or("Position #{} not found in open positions.")?;
-            }
-
-            Err(e) => {
-                error!("Could not retrieve open positions: {}", e);
-                return Err(e);
-            }
-        };
 
         let opt_position_order = open_orders
             .iter()
             .find(|x| x.current_form.amount().neg() == position.amount());
 
         // checking if the position has an open order.
-        // If so, the strategy method is called, otherwise we open
+        // If so, don't do anything since the order is taken care of
-        // an undercut limit order at the best current price.
+        // in the update phase.
-        match opt_position_order {
+        // If no order is open, send an undercut limit order at the best current price.
+        if let None = opt_position_order {
             // No open order, undercutting best price with limit order
-            None => {
             let closing_price = self.best_closing_price(&position, &order_book);
 
-                // TODO: hardocoded platform to Margin!
+            // TODO: hardcoded platform to Margin!
             let order_form = OrderForm::new(
                 self.pair.clone(),
                 OrderKind::Limit {
@@ -475,35 +452,6 @@ impl OrderManager {
                 return Err(e);
             }
         }
-            Some(active_order) => {
-                debug!(
-                    "Found open order, calling \"{}\" strategy.",
-                    self.strategy.name()
-                );
-
-                let (_, strat_messages) =
-                    self.strategy
-                        .on_position_order(active_order, &position, &order_book)?;
-
-                if let Some(messages) = strat_messages {
-                    for m in messages {
-                        match m {
-                            Message::SubmitOrder { order } => {
-                                info!("Closing open order.");
-                                info!("Cancelling open order #{}", active_order.id);
-                                self.client.cancel_order(active_order).await?;
-
-                                info!("Submitting {}...", order.kind());
-                                self.client.submit_order(&order).await?;
-                            }
-                            _ => {
-                                debug!("Received unsupported message from order strategy. Unimplemented.")
-                            }
-                        }
-                    }
-                }
-            }
-        }
 
         Ok((None, None))
     }
@@ -512,11 +460,42 @@ impl OrderManager {
     pub async fn update(&self) -> Result<OptionUpdate, BoxError> {
         trace!("\t[OrderManager] Updating {}", self.pair);
 
-        let (open_orders, opt_open_positions) = tokio::join!(
+        let (res_open_orders, res_order_book) = tokio::join!(
             self.client.active_orders(&self.pair),
-            self.client.active_positions(&self.pair)
+            self.client.order_book(&self.pair)
         );
-        let (_open_orders, _opt_open_positions) = (open_orders?, opt_open_positions?);
+
+        let (open_orders, order_book) = (res_open_orders?, res_order_book?);
+
+        for active_order in open_orders {
+            debug!(
+                "Found open order, calling \"{}\" strategy.",
+                self.strategy.name()
+            );
+
+            let (_, strat_messages) = self.strategy.on_open_order(&active_order, &order_book)?;
+
+            if let Some(messages) = strat_messages {
+                for m in messages {
+                    match m {
+                        Message::SubmitOrder { order: order_form } => {
+                            info!("Closing open order...");
+                            info!("\tCancelling open order #{}", &active_order.id);
+                            self.client.cancel_order(&active_order).await?;
+
+                            info!("\tSubmitting {}...", order_form.kind());
+                            self.client.submit_order(&order_form).await?;
+                            info!("Done!");
+                        }
+                        _ => {
+                            debug!(
+                                "Received unsupported message from order strategy. Unimplemented."
+                            )
+                        }
+                    }
+                }
+            }
+        }
 
         Ok((None, None))
     }

rustybot/src/strategy.rs

@@ -5,6 +5,7 @@ use dyn_clone::DynClone;
 use log::info;
 
 use crate::events::{Event, EventKind, EventMetadata, Message};
+use crate::managers::OptionUpdate;
 use crate::models::{
     ActiveOrder, OrderBook, OrderBookEntry, OrderForm, OrderKind, Position, PositionProfitState,
     PositionState, TradingPlatform,
@@ -42,15 +43,19 @@ 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_open_order(&self);
+    fn on_open_order(
-    /// This method is called when the OrderManager is requested to close
-    /// a position that has an open order associated to it.
-    fn on_position_order(
         &self,
         order: &ActiveOrder,
-        open_position: &Position,
         order_book: &OrderBook,
-    ) -> Result<(Option<Vec<Event>>, Option<Vec<Message>>), BoxError>;
+    ) -> Result<OptionUpdate, BoxError>;
+    // /// This method is called when the OrderManager is requested to close
+    // /// a position that has an open order associated to it.
+    // fn on_position_order(
+    //     &self,
+    //     order: &ActiveOrder,
+    //     open_position: &Position,
+    //     order_book: &OrderBook,
+    // ) -> Result<OptionUpdate, BoxError>;
 }
 
 impl Debug for dyn OrderStrategy {
@@ -81,12 +86,6 @@ impl TrailingStop {
     }
 
     fn update_stop_percentage(&mut self, position: &Position) {
-        info!(
-            "\tState: {:?} | PL%: {:0.2}",
-            position.profit_state().unwrap(),
-            position.pl_perc()
-        );
-
         if let Some(profit_state) = position.profit_state() {
             let profit_state_delta = match profit_state {
                 PositionProfitState::MinimumProfit => Some(0.2),
@@ -95,12 +94,6 @@ impl TrailingStop {
             };
 
             if let Some(profit_state_delta) = profit_state_delta {
-                println!(
-                    "PL%: {:0.2} | Delta: {}",
-                    position.pl_perc(),
-                    profit_state_delta
-                );
-
                 let current_stop_percentage = position.pl_perc() - profit_state_delta;
 
                 match profit_state {
@@ -121,6 +114,12 @@ impl TrailingStop {
                     _ => {}
                 }
             }
+            info!(
+                "\tState: {:?} | PL%: {:0.2} | Stop: {:0.2}",
+                position.profit_state().unwrap(),
+                position.pl_perc(),
+                self.stop_percentages.get(&position.id()).unwrap_or(&0.0)
+            );
         }
     }
 }
@@ -223,6 +222,7 @@ impl PositionStrategy for TrailingStop {
         if let Some(profit_state) = position.profit_state() {
             match profit_state {
                 PositionProfitState::Critical => {
+                    info!("Maximum loss reached. Closing position.");
                     return (position, None, Some(vec![close_message]));
                 }
                 _ => {}
@@ -267,16 +267,11 @@ impl OrderStrategy for FastOrderStrategy {
         "Fast order strategy".into()
     }
 
-    fn on_open_order(&self) {
+    fn on_open_order(
-        unimplemented!()
-    }
-
-    fn on_position_order(
         &self,
         order: &ActiveOrder,
-        _: &Position,
         order_book: &OrderBook,
-    ) -> Result<(Option<Vec<Event>>, Option<Vec<Message>>), BoxError> {
+    ) -> Result<OptionUpdate, BoxError> {
         let mut messages = vec![];
 
         // long
@@ -310,4 +305,44 @@ impl OrderStrategy for FastOrderStrategy {
 
         Ok((None, (!messages.is_empty()).then_some(messages)))
     }
+
+    // fn on_position_order(
+    //     &self,
+    //     order: &ActiveOrder,
+    //     _: &Position,
+    //     order_book: &OrderBook,
+    // ) -> Result<OptionUpdate, BoxError> {
+    //     let mut messages = vec![];
+    //
+    //     // long
+    //     let offer_comparison = {
+    //         if order.current_form.amount() > 0.0 {
+    //             order_book.highest_bid()
+    //         } else {
+    //             order_book.lowest_ask()
+    //         }
+    //     };
+    //
+    //     // if the best offer is higher than our threshold,
+    //     // ask the manager to close the position with a market order
+    //     let order_price = order
+    //         .current_form
+    //         .price()
+    //         .ok_or("The active order does not have a price!")?;
+    //     let delta = (1.0 - (offer_comparison / order_price)).abs() * 100.0;
+    //
+    //     if delta > self.threshold {
+    //         messages.push(Message::SubmitOrder {
+    //             order: OrderForm::new(
+    //                 order.symbol.clone(),
+    //                 OrderKind::Market {
+    //                     amount: order.current_form.amount(),
+    //                 },
+    //                 order.current_form.platform().clone(),
+    //             ),
+    //         })
+    //     }
+    //
+    //     Ok((None, (!messages.is_empty()).then_some(messages)))
+    // }
 }