Giulio De Pasquale
881defa081
enriched orderform in EnforceMarket
2021-02-17 16:32:08 +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
597dc57bd5
cargo fix
2021-02-13 15:31:19 +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
2acc81cd75
remodeled percentage calculation in strategy
2021-02-12 14:57:23 +00:00
Giulio De Pasquale
d383328ebb
implemented trades from orders and orders history
2021-01-28 20:06:11 +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
99904683a1
min profit 0.4
2021-01-26 16:18:50 +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
d51facc0b2
added multiple api keys to handle asynchronous signed requests (conflicting nonces)
2021-01-25 13:17:13 +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
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
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
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
16a32cdce7
signals -> messages
2021-01-19 21:30:15 +00:00
Giulio De Pasquale
8283ecde60
refactored SignalKind into Message and ActorMessage
2021-01-18 11:54:40 +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
503c542a5f
positionmanager is now an actor as well
2021-01-17 18:18:16 +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
f707f62ce3
added name into Strategy trait
2021-01-15 10:40:06 +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
Giulio De Pasquale
4801d93bfe
Strategy to PositionStrategy refactoring
2021-01-13 08:59:13 +00:00
Giulio De Pasquale
e8642d758e
removed positions and orders modules. created models
2021-01-13 08:57:36 +00:00
Giulio De Pasquale
293ea60919
using signals
2021-01-11 17:16:17 +00:00
Giulio De Pasquale
0e2673837c
positions with strategy working
2021-01-05 19:50:14 +00:00
Giulio De Pasquale
ae648b70a4
other traits and shit
2021-01-05 14:51:03 +00:00
Giulio De Pasquale
78b57b3899
traits and shit
2021-01-05 12:58:47 +00:00
Giulio De Pasquale
ea7c8394a3
a lot of stuff
2021-01-04 19:29:01 +00:00
Giulio De Pasquale
f56a3f84f8
dispatcher fixed
2021-01-04 12:28:40 +00:00
Giulio De Pasquale
d4e388154d
stuff
2021-01-02 14:10:16 +00:00
