general cleanup

rustybot/src/bot.rs

@@ -11,8 +11,6 @@ use crate::BoxError;
 
 pub struct BfxBot {
     ticker: Ticker,
-    quote: Symbol,
-    trading_symbols: Vec<Symbol>,
     exchange_managers: Vec<ExchangeManager>,
 }
 
@@ -35,8 +33,6 @@ impl BfxBot {
 
         BfxBot {
             ticker: Ticker::new(tick_duration),
-            quote,
-            trading_symbols,
             exchange_managers,
         }
     }

rustybot/src/connectors.rs

@@ -62,6 +62,7 @@ impl Client {
         let (best_ask, best_bid) = (order_book.lowest_ask(), order_book.highest_bid());
 
         // updating positions with effective profit/loss
+        // TODO: change fee with account's taker fee
         positions.iter_mut().flatten().for_each(|x| {
             if x.is_short() {
                 x.update_profit_loss(best_ask, 0.2);
@@ -117,9 +118,6 @@ impl Debug for dyn Connector {
 
 pub struct BitfinexConnector {
     bfx: Bitfinex,
-    affiliate_code: Option<String>,
-    // account_info: String,
-    // ledger: String,
 }
 
 impl BitfinexConnector {
@@ -128,7 +126,6 @@ impl BitfinexConnector {
     pub fn new(api_key: &str, api_secret: &str) -> Self {
         BitfinexConnector {
             bfx: Bitfinex::new(Some(api_key.into()), Some(api_secret.into())),
-            affiliate_code: Some(BitfinexConnector::AFFILIATE_CODE.into()),
         }
     }
 

rustybot/src/events.rs

@@ -44,7 +44,6 @@ pub enum EventKind {
     TrailingStopMoved,
     OrderSubmitted,
     NewTick,
-    Any,
 }
 
 #[derive(Copy, Clone, Debug, Eq, PartialEq, Hash)]
@@ -66,124 +65,4 @@ impl Event {
     fn has_metadata(&self) -> bool {
         self.metadata.is_some()
     }
-
-    pub fn kind(&self) -> EventKind {
-        self.kind
-    }
-    pub fn tick(&self) -> u64 {
-        self.tick
-    }
-    pub fn metadata(&self) -> Option<EventMetadata> {
-        self.metadata
-    }
 }
-//
-// pub struct Dispatcher {
-//     event_handlers: HashMap<EventKind, Vec<Box<dyn Fn(&Event, &PriceManager) -> JoinHandle<()>>>>,
-//     profit_state_handlers:
-//         HashMap<PositionProfitState, Vec<Box<dyn Fn(&Position, &PriceManager) -> JoinHandle<()>>>>,
-//     signal_handlers: HashMap<SignalKind, Vec<Box<dyn Fn(&SignalKind) -> JoinHandle<()>>>>,
-//
-//     on_any_event_handlers: Vec<Box<dyn Fn(&Event, &PriceManager) -> JoinHandle<()>>>,
-//     on_any_profit_state_handlers: Vec<Box<dyn Fn(&Position, &PriceManager) -> JoinHandle<()>>>,
-// }
-//
-// impl Dispatcher {
-//     pub fn new() -> Self {
-//         Dispatcher {
-//             event_handlers: HashMap::new(),
-//             profit_state_handlers: HashMap::new(),
-//             signal_handlers: HashMap::new(),
-//             on_any_event_handlers: Vec::new(),
-//             on_any_profit_state_handlers: Vec::new(),
-//         }
-//     }
-//
-//     pub fn call_signal_handlers(&self, signal: &SignalKind) {
-//         if let Some(functions) = self.signal_handlers.get(&signal) {
-//             for f in functions {
-//                 f(signal);
-//             }
-//         }
-//     }
-//
-//     pub fn call_event_handlers(&self, event: &Event, status: &PriceManager) {
-//         if let Some(functions) = self.event_handlers.get(&event.kind()) {
-//             for f in functions {
-//                 f(event, status);
-//             }
-//         }
-//
-//         for f in &self.on_any_event_handlers {
-//             f(event, status);
-//         }
-//     }
-//
-//     pub fn call_position_state_handlers(&self, position: &Position, status: &PriceManager) {
-//         if let Some(profit_state) = &position.profit_state() {
-//             if let Some(functions) = self.profit_state_handlers.get(profit_state) {
-//                 for f in functions {
-//                     f(position, status);
-//                 }
-//             }
-//         }
-//
-//         for f in &self.on_any_profit_state_handlers {
-//             f(position, status);
-//         }
-//     }
-//
-//     pub fn register_event_handler<F: 'static, Fut: 'static>(&mut self, event: EventKind, f: F)
-//     where
-//         F: Fn(&Event, &PriceManager) -> Fut,
-//         Fut: Future<Output = ()> + Send,
-//     {
-//         match event {
-//             EventKind::Any => self
-//                 .on_any_event_handlers
-//                 .push(Box::new(move |e, s| tokio::spawn(f(&e, s)))),
-//             _ => self
-//                 .event_handlers
-//                 .entry(event)
-//                 .or_default()
-//                 .push(Box::new(move |e, s| tokio::spawn(f(&e, s)))),
-//         }
-//     }
-//
-//     pub fn register_positionstate_handler<F: 'static, Fut: 'static>(
-//         &mut self,
-//         state: PositionProfitState,
-//         f: F,
-//     ) where
-//         F: Fn(&Position, &PriceManager) -> Fut,
-//         Fut: Future<Output = ()> + Send,
-//     {
-//         match state {
-//             // PositionProfitState::Any => self
-//             //     .on_any_position_state_handlers
-//             //     .push(Box::new(move |p, s| tokio::spawn(f(&p, s)))),
-//             _ => self
-//                 .profit_state_handlers
-//                 .entry(state)
-//                 .or_default()
-//                 .push(Box::new(move |p, s| tokio::spawn(f(&p, s)))),
-//         }
-//     }
-//
-//     pub fn register_signal_handler<F: 'static, Fut: 'static>(&mut self, signal: SignalKind, f: F)
-//     where
-//         F: Fn(&SignalKind) -> Fut,
-//         Fut: Future<Output = ()> + Send,
-//     {
-//         match signal {
-//             // PositionProfitState::Any => self
-//             //     .on_any_position_state_handlers
-//             //     .push(Box::new(move |p, s| tokio::spawn(f(&p, s)))),
-//             _ => self
-//                 .signal_handlers
-//                 .entry(signal)
-//                 .or_default()
-//                 .push(Box::new(move |s| tokio::spawn(f(s)))),
-//         }
-//     }
-// }

rustybot/src/managers.rs

@@ -85,9 +85,10 @@ impl PriceManager {
             _ => {}
         }
 
-        message.respond_to.send((None, None));
+        Ok(message
-
+            .respond_to
-        Ok(())
+            .send((None, None))
+            .map_err(|_| BoxError::from("Could not send message."))?)
     }
 
     pub fn add_entry(&mut self, entry: PriceEntry) {
@@ -224,9 +225,11 @@ impl PositionManager {
     pub async fn handle_message(&mut self, msg: ActorMessage) -> Result<(), BoxError> {
         match msg.message {
             Message::Update { tick } => {
-                let result = self.update(tick).await?;
+                self.update(tick).await?;
 
-                msg.respond_to.send(result);
+                msg.respond_to
+                    .send((None, None))
+                    .map_err(|_| BoxError::from("Could not send message."))?;
             }
             _ => {}
         };
@@ -397,9 +400,10 @@ impl OrderManager {
             _ => {}
         };
 
-        msg.respond_to.send((None, None));
+        Ok(msg
-
+            .respond_to
-        Ok(())
+            .send((None, None))
+            .map_err(|_| BoxError::from("Could not send message."))?)
     }
 
     pub async fn close_position(&mut self, position_id: u64) -> Result<(), BoxError> {

rustybot/src/strategy.rs

@@ -73,8 +73,6 @@ impl TrailingStop {
     const GOOD_PROFIT_PERC: f64 = TrailingStop::MIN_PROFIT_PERC * 2.5;
     const MAX_LOSS_PERC: f64 = -0.5;
 
-    const TAKER_FEE: f64 = 0.2;
-
     pub fn new() -> Self {
         TrailingStop {
             stop_percentages: HashMap::new(),

rustybot/src/ticker.rs

@@ -1,8 +1,7 @@
-use tokio::time::{Duration, Instant};
+use tokio::time::{Duration};
 
 pub struct Ticker {
     duration: Duration,
-    start_time: Instant,
     current_tick: u64,
 }
 
@@ -10,7 +9,6 @@ impl Ticker {
     pub fn new(duration: Duration) -> Self {
         Ticker {
             duration,
-            start_time: Instant::now(),
             current_tick: 1,
         }
     }
@@ -18,13 +16,9 @@ impl Ticker {
     pub fn inc(&mut self) {
         self.current_tick += 1
     }
-
     pub fn duration(&self) -> Duration {
         self.duration
     }
-    pub fn start_time(&self) -> Instant {
-        self.start_time
-    }
     pub fn current_tick(&self) -> u64 {
         self.current_tick
     }