Renamed HiddenTrailingStop to TrailingStop (again!?)

This commit is contained in:
Giulio De Pasquale 2021-02-25 19:22:19 +00:00
parent 415944bde5
commit d8d0e07a0b
2 changed files with 10 additions and 11 deletions

View File

@ -15,7 +15,7 @@ use crate::connectors::{Client, ExchangeDetails};
use crate::currency::SymbolPair;
use crate::events::{ActionMessage, ActorMessage, Event};
use crate::models::{ActiveOrder, OrderBook, OrderForm, OrderKind, OrderMetadata, Position, PriceTicker};
use crate::strategy::{HiddenTrailingStop, MarketEnforce, PositionStrategy};
use crate::strategy::{TrailingStop, MarketEnforce, PositionStrategy};
pub type OptionUpdate = (Option<Vec<Event>>, Option<Vec<ActionMessage>>);
@ -236,7 +236,6 @@ impl PositionManager {
let (fees, opt_active_positions) = tokio::join!(self.client.trading_fees(),self.client.active_positions(&self.pair));
let (fees, opt_active_positions) = (fees?, opt_active_positions?);
// we assume there is only ONE active position per pair
match opt_active_positions {
// no open positions, no events and no messages returned
@ -683,7 +682,7 @@ impl PairManager {
position_manager: PositionManagerHandle::new(
pair,
client,
Box::new(HiddenTrailingStop::default()),
Box::new(TrailingStop::default()),
),
}
}

View File

@ -69,7 +69,7 @@ impl Debug for dyn OrderStrategy {
***************/
#[derive(Clone, Debug)]
pub struct HiddenTrailingStop {
pub struct TrailingStop {
// position id: stop_percentage
stop_percentages: HashMap<u64, f64>,
// position_id: bool
@ -86,7 +86,7 @@ pub struct HiddenTrailingStop {
}
impl HiddenTrailingStop {
impl TrailingStop {
fn print_status(&self, position: &Position) {
match self.stop_percentages.get(&position.id()) {
None => {
@ -143,13 +143,13 @@ impl HiddenTrailingStop {
}
}
impl Default for HiddenTrailingStop {
impl Default for TrailingStop {
fn default() -> Self {
let leverage = 15.0;
// in percentage
let capital_min_profit = 4.0;
let capital_max_loss = capital_min_profit * 1.65;
let capital_min_profit = 8.5;
let capital_max_loss = capital_min_profit * 1.9;
let capital_good_profit = capital_min_profit * 2.0;
let weighted_min_profit = capital_min_profit / leverage;
@ -163,7 +163,7 @@ impl Default for HiddenTrailingStop {
let good_profit_percentage = weighted_good_profit + good_profit_trailing_delta;
let max_loss_percentage = -weighted_max_loss;
HiddenTrailingStop {
TrailingStop {
stop_percentages: Default::default(),
stop_loss_flags: Default::default(),
capital_max_loss,
@ -179,7 +179,7 @@ impl Default for HiddenTrailingStop {
}
}
impl PositionStrategy for HiddenTrailingStop {
impl PositionStrategy for TrailingStop {
fn name(&self) -> String {
"Hidden Trailing Stop".into()
}
@ -378,7 +378,7 @@ impl OrderStrategy for MarketEnforce {
// long
let offer_comparison = {
if order.order_form().amount() > 0.0 {
if order.order_form().is_long() {
order_book.highest_bid()
} else {
order_book.lowest_ask()