Giulio De Pasquale
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7d639d1b4c
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renamed orderstrategy methods, debug in position manager
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2021-01-24 20:50:19 +00:00 |
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Giulio De Pasquale
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12c9918d2c
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broadcasting messages and events. trailing stop alpha version
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2021-01-24 19:36:25 +00:00 |
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Giulio De Pasquale
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4999cdc498
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removed debug message
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2021-01-24 15:43:31 +00:00 |
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Giulio De Pasquale
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1db62c404e
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client active_positions's retrieves positions with accurate profit loss
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2021-01-24 15:42:54 +00:00 |
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Giulio De Pasquale
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3a0a420c5a
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default threshold to 0.2
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2021-01-24 14:34:51 +00:00 |
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Giulio De Pasquale
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50533b0537
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abs in delta calculation (in the right place now)
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2021-01-24 14:34:24 +00:00 |
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Giulio De Pasquale
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5646b1d5f4
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abs in delta calculation
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2021-01-24 14:29:12 +00:00 |
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Giulio De Pasquale
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61cd795cc2
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split closeposition message in closeposition and submitorder. now close positions retrieves open positions before closing
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2021-01-24 14:22:52 +00:00 |
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Giulio De Pasquale
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394174a244
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removed old code
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2021-01-24 14:06:02 +00:00 |
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Giulio De Pasquale
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193feac230
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joining tasks
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2021-01-24 14:01:42 +00:00 |
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Giulio De Pasquale
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9b92d38318
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retrieving updated information on open orders before calling strategy
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2021-01-24 13:41:18 +00:00 |
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Giulio De Pasquale
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5b84c99703
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internal order modeling overhaul
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2021-01-23 16:13:37 +00:00 |
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Giulio De Pasquale
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a1d905ebea
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order closing working
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2021-01-23 13:44:08 +00:00 |
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Giulio De Pasquale
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a1354c2862
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implemented Default for FastOrderStrategy. FastOrderStrategy closes position with a Market order if threshold is overridden
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2021-01-23 11:46:39 +00:00 |
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Giulio De Pasquale
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47f17efcfb
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impl PartialEq for ActiveOrder
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2021-01-23 11:44:59 +00:00 |
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Giulio De Pasquale
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b5b3455f08
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implemented OrderKind <-> bitfinex::OrderKind, returning proper response from submit order
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2021-01-22 16:09:17 +00:00 |
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Giulio De Pasquale
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191a21bec9
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visible only in crate
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2021-01-22 16:08:40 +00:00 |
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Giulio De Pasquale
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85c02e4053
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TryFrom<&str> to FromStr for SymbolPair
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2021-01-22 16:08:03 +00:00 |
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Giulio De Pasquale
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2216910edb
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ExecutedOrder -> ActiveOrder
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2021-01-22 15:37:53 +00:00 |
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Giulio De Pasquale
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16a32cdce7
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signals -> messages
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2021-01-19 21:30:15 +00:00 |
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Giulio De Pasquale
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e6cb512a17
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implemented orderbook structs, modified algorithm to calculate best price when closing orders
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2021-01-19 21:30:01 +00:00 |
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Giulio De Pasquale
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945f5f63c1
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implemented order book call for bitfinex connector. submit order stub working
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2021-01-19 21:29:02 +00:00 |
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Giulio De Pasquale
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8283ecde60
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refactored SignalKind into Message and ActorMessage
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2021-01-18 11:54:40 +00:00 |
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Giulio De Pasquale
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3512dce35b
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pair managers implemented
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2021-01-18 00:01:15 +00:00 |
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Giulio De Pasquale
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f3cb051535
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pair manager to be constructed. update function result signatures updated THEY HAVE TO BE CONNECTED
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2021-01-17 21:06:18 +00:00 |
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Giulio De Pasquale
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71273ccc78
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order manager is an actor
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2021-01-17 18:25:16 +00:00 |
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Giulio De Pasquale
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503c542a5f
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positionmanager is now an actor as well
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2021-01-17 18:18:16 +00:00 |
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Giulio De Pasquale
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03e9c94b3b
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actor model stub + futures unordered
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2021-01-16 21:38:00 +00:00 |
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Giulio De Pasquale
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268000b218
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ordermanager stub
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2021-01-16 19:51:13 +00:00 |
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Giulio De Pasquale
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dfd676612e
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stuff...
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2021-01-16 11:43:16 +00:00 |
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Giulio De Pasquale
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0d48d3768a
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refactored update for position manager
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2021-01-15 11:10:00 +00:00 |
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Giulio De Pasquale
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50c961ec31
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added chrono
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2021-01-15 10:51:02 +00:00 |
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Giulio De Pasquale
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c754708213
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added OrderForm struct
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2021-01-15 10:49:44 +00:00 |
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Giulio De Pasquale
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befa1d4bec
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implemented exchange manager
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2021-01-15 10:40:48 +00:00 |
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Giulio De Pasquale
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f541599fed
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added name into Connector trait. hardcoded affiliate code
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2021-01-15 10:40:36 +00:00 |
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Giulio De Pasquale
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f707f62ce3
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added name into Strategy trait
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2021-01-15 10:40:06 +00:00 |
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Giulio De Pasquale
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f6702f22e6
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pair_statuses -> price_managers
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2021-01-14 19:29:35 +00:00 |
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Giulio De Pasquale
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2db59942eb
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position strategy working
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2021-01-14 19:20:58 +00:00 |
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Giulio De Pasquale
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c5b4aba548
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set debug as standard output level for logging
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2021-01-14 19:04:30 +00:00 |
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Giulio De Pasquale
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b9564dc812
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warnings cleanup and logging
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2021-01-14 18:56:31 +00:00 |
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Giulio De Pasquale
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2c151ae6c1
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position manager working
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2021-01-14 18:36:56 +00:00 |
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Giulio De Pasquale
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3eca8aef2d
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removed mod pair from main
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2021-01-14 12:57:16 +00:00 |
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Giulio De Pasquale
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dcc1293455
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moved price manager from pairs into managers
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2021-01-14 12:53:54 +00:00 |
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Giulio De Pasquale
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23c2d58647
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correct loop (not ignoring first tick). grouped together managers update
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2021-01-14 12:46:35 +00:00 |
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Giulio De Pasquale
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c87da2bb6a
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removed explicit lifetime
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2021-01-14 12:43:01 +00:00 |
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Giulio De Pasquale
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2c2f164e18
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price manager working
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2021-01-14 12:42:23 +00:00 |
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Giulio De Pasquale
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b677cb880f
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EventManager has events
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2021-01-13 09:26:29 +00:00 |
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Giulio De Pasquale
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957d3e32b8
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created Client to wrap Connectors
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2021-01-13 09:24:59 +00:00 |
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Giulio De Pasquale
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0ea8a55a7f
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BfxWrapper -> BfxConnector
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2021-01-13 09:04:58 +00:00 |
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Giulio De Pasquale
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bb518e6259
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attached managers (no implementation)
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2021-01-13 09:03:24 +00:00 |
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