Commit Graph

101 Commits

Author SHA1 Message Date
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
6ed510f2cc cargo fix 2021-01-27 17:01:26 +00:00
Giulio De Pasquale
382f9c8106 order manager on its own 2021-01-27 17:00:47 +00:00
Giulio De Pasquale
7230b7c67d filter active orders based on pair 2021-01-26 17:13:14 +00:00
Giulio De Pasquale
fbdb481aa0 positionclosed eventkind 2021-01-26 17:12:39 +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
ef618ad754 removed extra api keys 2021-01-26 16:19:10 +00:00
Giulio De Pasquale
15c1d5b84a added polka dot 2021-01-26 16:19:00 +00:00
Giulio De Pasquale
99904683a1 min profit 0.4 2021-01-26 16:18:50 +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
c4c87ed47b damn calculations... 2021-01-25 13:54:25 +00:00
Giulio De Pasquale
ff17972f5b cleaned debug messages 2021-01-25 13:19:40 +00:00
Giulio De Pasquale
d51facc0b2 added multiple api keys to handle asynchronous signed requests (conflicting nonces) 2021-01-25 13:17:13 +00:00
Giulio De Pasquale
a2eae0ac13 damn calculations 2021-01-25 13:16:45 +00:00
Giulio De Pasquale
3a38c20f56 fixed sign calculation of pl_perc 2021-01-25 12:28:01 +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
7d639d1b4c renamed orderstrategy methods, debug in position manager 2021-01-24 20:50:19 +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
3a0a420c5a default threshold to 0.2 2021-01-24 14:34:51 +00:00
Giulio De Pasquale
50533b0537 abs in delta calculation (in the right place now) 2021-01-24 14:34:24 +00:00
Giulio De Pasquale
5646b1d5f4 abs in delta calculation 2021-01-24 14:29:12 +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
47f17efcfb impl PartialEq for ActiveOrder 2021-01-23 11:44:59 +00:00
Giulio De Pasquale
b5b3455f08 implemented OrderKind <-> bitfinex::OrderKind, returning proper response from submit order 2021-01-22 16:09:17 +00:00
Giulio De Pasquale
191a21bec9 visible only in crate 2021-01-22 16:08:40 +00:00
Giulio De Pasquale
85c02e4053 TryFrom<&str> to FromStr for SymbolPair 2021-01-22 16:08:03 +00:00
Giulio De Pasquale
2216910edb ExecutedOrder -> ActiveOrder 2021-01-22 15:37:53 +00:00
Giulio De Pasquale
16a32cdce7 signals -> messages 2021-01-19 21:30:15 +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
945f5f63c1 implemented order book call for bitfinex connector. submit order stub working 2021-01-19 21:29:02 +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