stuff

rustybot/Cargo.lock

@@ -516,15 +516,6 @@ dependencies = [
  "bytes 0.5.6",
 ]
 
-[[package]]
-name = "instant"
-version = "0.1.9"
-source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "61124eeebbd69b8190558df225adf7e4caafce0d743919e5d6b19652314ec5ec"
-dependencies = [
- "cfg-if 1.0.0",
-]
-
 [[package]]
 name = "iovec"
 version = "0.1.4"
@@ -577,15 +568,6 @@ version = "0.2.81"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "1482821306169ec4d07f6aca392a4681f66c75c9918aa49641a2595db64053cb"
 
-[[package]]
-name = "lock_api"
-version = "0.4.2"
-source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "dd96ffd135b2fd7b973ac026d28085defbe8983df057ced3eb4f2130b0831312"
-dependencies = [
- "scopeguard",
-]
-
 [[package]]
 name = "log"
 version = "0.3.9"
@@ -674,6 +656,29 @@ dependencies = [
  "winapi 0.3.9",
 ]
 
+[[package]]
+name = "mio-named-pipes"
+version = "0.1.7"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "0840c1c50fd55e521b247f949c241c9997709f23bd7f023b9762cd561e935656"
+dependencies = [
+ "log 0.4.11",
+ "mio 0.6.23",
+ "miow 0.3.6",
+ "winapi 0.3.9",
+]
+
+[[package]]
+name = "mio-uds"
+version = "0.6.8"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "afcb699eb26d4332647cc848492bbc15eafb26f08d0304550d5aa1f612e066f0"
+dependencies = [
+ "iovec",
+ "libc",
+ "mio 0.6.23",
+]
+
 [[package]]
 name = "miow"
 version = "0.2.2"
@@ -801,31 +806,6 @@ dependencies = [
  "vcpkg",
 ]
 
-[[package]]
-name = "parking_lot"
-version = "0.11.1"
-source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "6d7744ac029df22dca6284efe4e898991d28e3085c706c972bcd7da4a27a15eb"
-dependencies = [
- "instant",
- "lock_api",
- "parking_lot_core",
-]
-
-[[package]]
-name = "parking_lot_core"
-version = "0.8.2"
-source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "9ccb628cad4f84851442432c60ad8e1f607e29752d0bf072cbd0baf28aa34272"
-dependencies = [
- "cfg-if 1.0.0",
- "instant",
- "libc",
- "redox_syscall",
- "smallvec",
- "winapi 0.3.9",
-]
-
 [[package]]
 name = "percent-encoding"
 version = "2.1.0"
@@ -1038,7 +1018,7 @@ version = "0.1.0"
 dependencies = [
  "bitfinex",
  "futures-util",
- "tokio 0.3.6",
+ "tokio 0.2.24",
  "tokio-tungstenite",
 ]
 
@@ -1058,12 +1038,6 @@ dependencies = [
  "winapi 0.3.9",
 ]
 
-[[package]]
-name = "scopeguard"
-version = "1.1.0"
-source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "d29ab0c6d3fc0ee92fe66e2d99f700eab17a8d57d1c1d3b748380fb20baa78cd"
-
 [[package]]
 name = "security-framework"
 version = "2.0.0"
@@ -1167,12 +1141,6 @@ version = "0.4.2"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "c111b5bd5695e56cffe5129854aa230b39c93a305372fdbb2668ca2394eea9f8"
 
-[[package]]
-name = "smallvec"
-version = "1.5.1"
-source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "ae524f056d7d770e174287294f562e95044c68e88dec909a00d2094805db9d75"
-
 [[package]]
 name = "socket2"
 version = "0.3.19"
@@ -1241,10 +1209,17 @@ dependencies = [
  "futures-core",
  "iovec",
  "lazy_static",
+ "libc",
  "memchr",
  "mio 0.6.23",
+ "mio-named-pipes",
+ "mio-uds",
+ "num_cpus",
  "pin-project-lite 0.1.11",
+ "signal-hook-registry",
  "slab",
+ "tokio-macros",
+ "winapi 0.3.9",
 ]
 
 [[package]]
@@ -1255,25 +1230,17 @@ checksum = "720ba21c25078711bf456d607987d95bce90f7c3bea5abe1db587862e7a1e87c"
 dependencies = [
  "autocfg",
  "bytes 0.6.0",
- "futures-core",
  "libc",
  "memchr",
  "mio 0.7.7",
- "num_cpus",
- "once_cell",
- "parking_lot",
  "pin-project-lite 0.2.0",
- "signal-hook-registry",
- "slab",
- "tokio-macros",
- "winapi 0.3.9",
 ]
 
 [[package]]
 name = "tokio-macros"
-version = "0.3.2"
+version = "0.2.6"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "46dfffa59fc3c8aad216ed61bdc2c263d2b9d87a9c8ac9de0c11a813e51b6db7"
+checksum = "e44da00bfc73a25f814cd8d7e57a68a5c31b74b3152a0a1d1f590c97ed06265a"
 dependencies = [
  "proc-macro2",
  "quote",

rustybot/Cargo.toml

@@ -8,6 +8,6 @@ edition = "2018"
 
 [dependencies]
 bitfinex = { path= "/home/giulio/dev/bitfinex-rs" }
-tokio = { version = "0.3", features=["full"]}
+tokio = { version = "0.2", features=["full"]}
 tokio-tungstenite = "*"
 futures-util = { version = "0.3", default-features = false, features = ["async-await", "sink", "std"] }

rustybot/src/events.rs

@@ -2,6 +2,7 @@ use std::collections::HashMap;
 use std::future::Future;
 
 use tokio::task::JoinHandle;
+
 use crate::BoxError;
 
 enum SignalKind {
@@ -29,7 +30,7 @@ enum EventKind {
     NewTick,
 }
 
-struct Event {
+pub struct Event {
     kind: EventKind,
     tick: u64,
     metadata: Option<EventMetadata>,
@@ -49,21 +50,27 @@ impl Event {
     }
 }
 
-pub struct Dispatcher {
+pub struct EventDispatcher {
-    event_handlers: HashMap<EventKind, Box<dyn FnMut(String) -> JoinHandle<()>>>
+    event_handlers: HashMap<EventKind, Box<dyn Fn(String) -> JoinHandle<()>>>
 }
 
-impl Dispatcher {
+impl EventDispatcher {
     pub fn new() -> Self {
-        Dispatcher {
+        EventDispatcher {
             event_handlers: HashMap::new()
         }
     }
 
-    pub fn register_event_handler<F: 'static, Fut: 'static>(&mut self, event: EventKind, mut f: F)
+    pub fn call_handler(&self, event: &EventKind) {
+        self.event_handlers.iter()
+            .filter(|(e, _)| e == event)
+            .map(|(_, f)| f("test".into()));
+    }
+
+    pub fn register_event_handler<F: 'static, Fut: 'static>(&mut self, event: EventKind, f: F)
         where
-            F: FnMut(String) -> Fut,
+            F: Fn(String) -> Fut,
-            Fut: Future<Output = ()> + Send,
+            Fut: Future<Output=()> + Send,
     {
         self.event_handlers.insert(event, Box::new(move |args| tokio::spawn(f(args))));
     }

rustybot/src/main.rs

@@ -1,12 +1,21 @@
+use bitfinex::api::Bitfinex;
+
 mod ticker;
-mod positions;
 mod events;
 mod pairs;
+mod positions;
+mod strategy;
 
 
 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_SECRET="1nicg8z0zKVEt5Rb7ZDpIYjVYVTgvCaCPMZqB0niFli";
+
+    let bfx = Bitfinex::new(Some(TEST_API_KEY.into()), Some(TEST_API_SECRET.into()));
+
+    println!("{:?}", bfx.positions.active_positions().await);
     Ok(())
 }

rustybot/src/pairs.rs

@@ -1,3 +1,30 @@
-struct PairStatus {
+use std::collections::HashMap;
 
+use crate::events::{EventDispatcher, Event};
+use crate::positions::PositionWrapper;
+use crate::strategy::Strategy;
+
+pub struct PairStatus {
+    pair: String,
+    dispatcher: EventDispatcher,
+    prices: HashMap<u64, f64>,
+    events: Vec<Event>,
+    // orders: HashMap<u64, Vec<Order>>,
+    positions: HashMap<u64, Vec<PositionWrapper>>,
+    current_tick: u64,
+    strategy: Option<Box<dyn Strategy>>,
+}
+
+impl PairStatus {
+    pub fn new(pair: String, current_tick: u64, strategy: Option<Box<dyn Strategy>>) -> Self {
+        PairStatus {
+            pair,
+            dispatcher: EventDispatcher::new(),
+            prices: HashMap::new(),
+            events: Vec::new(),
+            positions: HashMap::new(),
+            current_tick,
+            strategy,
+        }
+    }
 }

rustybot/src/positions.rs

@@ -1,3 +1,5 @@
+use bitfinex::positions::Position;
+
 pub enum PositionState {
     Critical,
     Loss,
@@ -16,12 +18,22 @@ impl PositionState {
     }
 }
 
-// TODO: implement position in bitfinex API before completing this struct
 pub struct PositionWrapper {
-    position: String,
+    position: Position,
-    net_profit_loss: f64,
+    net_pl: f64,
-    net_profit_loss_percentage: f64,
+    net_pl_perc: f64,
-    state: PositionState
+    state: PositionState,
+}
+
+impl PositionWrapper {
+    pub fn new(position: Position, net_pl: f64, net_pl_perc: f64, state: PositionState) -> Self {
+        PositionWrapper {
+            position,
+            net_pl,
+            net_pl_perc,
+            state,
+        }
+    }
 }
 
 

rustybot/src/strategy.rs

@@ -0,0 +1,8 @@
+use bitfinex::positions::Position;
+
+use crate::events::Event;
+use crate::positions::PositionWrapper;
+
+pub trait Strategy {
+    fn position_on_new_tick(&self, position: Position) -> (PositionWrapper, Vec<Event>);
+}