Commit Graph

260 Commits

Author SHA1 Message Date
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
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
50c961ec31 added chrono 2021-01-15 10:51:02 +00:00
Giulio De Pasquale
c754708213 added OrderForm struct 2021-01-15 10:49:44 +00:00
Giulio De Pasquale
befa1d4bec implemented exchange manager 2021-01-15 10:40:48 +00:00
Giulio De Pasquale
f541599fed added name into Connector trait. hardcoded affiliate code 2021-01-15 10:40:36 +00:00
Giulio De Pasquale
f707f62ce3 added name into Strategy trait 2021-01-15 10:40:06 +00:00
Giulio De Pasquale
f6702f22e6 pair_statuses -> price_managers 2021-01-14 19:29:35 +00:00
Giulio De Pasquale
2db59942eb position strategy working 2021-01-14 19:20:58 +00:00
Giulio De Pasquale
c5b4aba548 set debug as standard output level for logging 2021-01-14 19:04:30 +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
3eca8aef2d removed mod pair from main 2021-01-14 12:57:16 +00:00
Giulio De Pasquale
dcc1293455 moved price manager from pairs into managers 2021-01-14 12:53:54 +00:00
Giulio De Pasquale
23c2d58647 correct loop (not ignoring first tick). grouped together managers update 2021-01-14 12:46:35 +00:00
Giulio De Pasquale
c87da2bb6a removed explicit lifetime 2021-01-14 12:43:01 +00:00
Giulio De Pasquale
2c2f164e18 price manager working 2021-01-14 12:42:23 +00:00
Giulio De Pasquale
b677cb880f EventManager has events 2021-01-13 09:26:29 +00:00
Giulio De Pasquale
957d3e32b8 created Client to wrap Connectors 2021-01-13 09:24:59 +00:00
Giulio De Pasquale
0ea8a55a7f BfxWrapper -> BfxConnector 2021-01-13 09:04:58 +00:00
Giulio De Pasquale
bb518e6259 attached managers (no implementation) 2021-01-13 09:03:24 +00:00