Giulio De Pasquale
2d3d1ca69c
using right platform when sending Limit order
2021-02-17 16:32:47 +00:00
Giulio De Pasquale
c7c4dd5902
changed visibility of ActiveOrder's fields. implemented getters
2021-02-17 16:23:34 +00:00
Giulio De Pasquale
53fb8781b3
added trailingstop strategy (useless) but modified hiddentrailing stop: implemented default for both strategies.
...
additionally, the order manager now tries to pair active orders with active positions. order managers now have more APIs such as close orders associated with positions and submit order
2021-02-17 15:59:32 +00:00
Giulio De Pasquale
7f848223b9
renamed strategies
2021-02-16 18:18:39 +00:00
Giulio De Pasquale
e133092831
Thank you Clippy!
2021-02-13 15:52:50 +00:00
Giulio De Pasquale
127ffaa1b9
moved amount out of OrderKind and into OrderForm. leverage detection for open positions
2021-02-13 15:29:00 +00:00
Giulio De Pasquale
7ba90a72c0
code reorganization
2021-02-12 14:56:30 +00:00
Giulio De Pasquale
054b3b6659
cargo fix and reformatting
2021-01-28 20:07:26 +00:00
Giulio De Pasquale
d383328ebb
implemented trades from orders and orders history
2021-01-28 20:06:11 +00:00
Giulio De Pasquale
c930dce131
support for balance transfer API (bitfinex)
2021-01-27 20:18:06 +00:00
Giulio De Pasquale
7357d48115
don't crash if no open positions are found
2021-01-27 17:12:20 +00:00
Giulio De Pasquale
d445dc137a
removed order manager update from pairmanager update phase
2021-01-27 17:07:44 +00:00
Giulio De Pasquale
dd3786486c
formatting
2021-01-27 17:04:37 +00:00
Giulio De Pasquale
382f9c8106
order manager on its own
2021-01-27 17:00:47 +00:00
Giulio De Pasquale
ac1fd3669f
removed extra function for orderstrategy (for now). order manager update is now working
2021-01-26 17:01:58 +00:00
Giulio De Pasquale
307bbb1b0c
retry signed requests
2021-01-26 11:15:04 +00:00
Giulio De Pasquale
f66d7ef142
no concurrent requests, nonce issue has to be fixed
2021-01-25 16:59:37 +00:00
Giulio De Pasquale
32419952a8
tokio 1
2021-01-25 16:21:37 +00:00
Giulio De Pasquale
ff17972f5b
cleaned debug messages
2021-01-25 13:19:40 +00:00
Giulio De Pasquale
b02554778e
connected actor messages results with actual actor results (duh!)
2021-01-25 12:13:49 +00:00
Giulio De Pasquale
bb5d1328d6
general cleanup
2021-01-24 21:12:06 +00:00
Giulio De Pasquale
7de2a6ad77
cargo fix
2021-01-24 20:53:33 +00:00
Giulio De Pasquale
64a687445d
started moving logic from close position to update in order manager
2021-01-24 20:50:54 +00:00
Giulio De Pasquale
12c9918d2c
broadcasting messages and events. trailing stop alpha version
2021-01-24 19:36:25 +00:00
Giulio De Pasquale
4999cdc498
removed debug message
2021-01-24 15:43:31 +00:00
Giulio De Pasquale
1db62c404e
client active_positions's retrieves positions with accurate profit loss
2021-01-24 15:42:54 +00:00
Giulio De Pasquale
61cd795cc2
split closeposition message in closeposition and submitorder. now close positions retrieves open positions before closing
2021-01-24 14:22:52 +00:00
Giulio De Pasquale
394174a244
removed old code
2021-01-24 14:06:02 +00:00
Giulio De Pasquale
193feac230
joining tasks
2021-01-24 14:01:42 +00:00
Giulio De Pasquale
9b92d38318
retrieving updated information on open orders before calling strategy
2021-01-24 13:41:18 +00:00
Giulio De Pasquale
5b84c99703
internal order modeling overhaul
2021-01-23 16:13:37 +00:00
Giulio De Pasquale
a1d905ebea
order closing working
2021-01-23 13:44:08 +00:00
Giulio De Pasquale
a1354c2862
implemented Default for FastOrderStrategy. FastOrderStrategy closes position with a Market order if threshold is overridden
2021-01-23 11:46:39 +00:00
Giulio De Pasquale
2216910edb
ExecutedOrder -> ActiveOrder
2021-01-22 15:37:53 +00:00
Giulio De Pasquale
e6cb512a17
implemented orderbook structs, modified algorithm to calculate best price when closing orders
2021-01-19 21:30:01 +00:00
Giulio De Pasquale
8283ecde60
refactored SignalKind into Message and ActorMessage
2021-01-18 11:54:40 +00:00
Giulio De Pasquale
3512dce35b
pair managers implemented
2021-01-18 00:01:15 +00:00
Giulio De Pasquale
f3cb051535
pair manager to be constructed. update function result signatures updated THEY HAVE TO BE CONNECTED
2021-01-17 21:06:18 +00:00
Giulio De Pasquale
71273ccc78
order manager is an actor
2021-01-17 18:25:16 +00:00
Giulio De Pasquale
503c542a5f
positionmanager is now an actor as well
2021-01-17 18:18:16 +00:00
Giulio De Pasquale
03e9c94b3b
actor model stub + futures unordered
2021-01-16 21:38:00 +00:00
Giulio De Pasquale
268000b218
ordermanager stub
2021-01-16 19:51:13 +00:00
Giulio De Pasquale
dfd676612e
stuff...
2021-01-16 11:43:16 +00:00
Giulio De Pasquale
0d48d3768a
refactored update for position manager
2021-01-15 11:10:00 +00:00
Giulio De Pasquale
befa1d4bec
implemented exchange manager
2021-01-15 10:40:48 +00:00
Giulio De Pasquale
2db59942eb
position strategy working
2021-01-14 19:20:58 +00:00
Giulio De Pasquale
b9564dc812
warnings cleanup and logging
2021-01-14 18:56:31 +00:00
Giulio De Pasquale
2c151ae6c1
position manager working
2021-01-14 18:36:56 +00:00
Giulio De Pasquale
dcc1293455
moved price manager from pairs into managers
2021-01-14 12:53:54 +00:00
Giulio De Pasquale
2c2f164e18
price manager working
2021-01-14 12:42:23 +00:00
