Commit Graph

24 Commits

Author SHA1 Message Date
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
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
ce8eec71ff fetch account fees on-demand and apply them to position p/l 2021-02-13 14:58:15 +00:00
Giulio De Pasquale
6c409ac9fd added trading fees model 2021-02-12 14:56:50 +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
c4c87ed47b damn calculations... 2021-01-25 13:54:25 +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
7de2a6ad77 cargo fix 2021-01-24 20:53:33 +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
5b84c99703 internal order modeling overhaul 2021-01-23 16:13:37 +00:00
Giulio De Pasquale
47f17efcfb impl PartialEq for ActiveOrder 2021-01-23 11:44:59 +00:00
Giulio De Pasquale
191a21bec9 visible only in crate 2021-01-22 16:08:40 +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
dfd676612e stuff... 2021-01-16 11:43:16 +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
2c151ae6c1 position manager working 2021-01-14 18:36:56 +00:00
Giulio De Pasquale
2c2f164e18 price manager working 2021-01-14 12:42:23 +00:00
Giulio De Pasquale
7e8a5cc580 removed positions and orders modules. created models 2021-01-13 08:57:46 +00:00