rustico/core

rust #10

Merged

peperunas merged 127 commits from rust into master

2021-02-18 09:42:16 +00:00

peperunas commented

2021-02-18 09:41:21 +00:00

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rust rewrite

rust rewrite

peperunas added 127 commits 2021-02-18 09:41:25 +00:00

ported to nodejs 698617b977

await account info 7b0228c014

removed python source d67fc3b2df

initial stub 6b97847882

stuff 2705e393df

stuff 370a57dbb9

stuff d4e388154d

dispatcher implemented bf3da0723f

stuff a03e0bc574

currency deff46d143

currency structs 0470578739

other stuff f211b2cded

stuff 168f324d6b

dispatcher fixed f56a3f84f8

on any state on any state 0e33a09d8f

fixed registers 76e95f2859

removed f variable, to fix d6cd0f1f20

a lot of stuff ea7c8394a3

traits and shit 78b57b3899

other traits and shit ae648b70a4

positions with strategy working 0e2673837c

connector 8442990a0e

dispatcher getters a029390c38

explicit pair_statuses creation 4d3a2ea892

added orderkind d2858ff021

using signals 293ea60919

order submission 8a7b3d4e22

signal handler 3171e054e0

removed positions and orders modules. created models e8642d758e

removed positions and orders modules. created models 7e8a5cc580

Strategy to PositionStrategy refactoring 4801d93bfe

attached managers (no implementation) bb518e6259

BfxWrapper -> BfxConnector 0ea8a55a7f

created Client to wrap Connectors 957d3e32b8

EventManager has events b677cb880f

price manager working 2c2f164e18

removed explicit lifetime c87da2bb6a

correct loop (not ignoring first tick). grouped together managers update 23c2d58647

moved price manager from pairs into managers dcc1293455

removed mod pair from main 3eca8aef2d

position manager working 2c151ae6c1

warnings cleanup and logging b9564dc812

set debug as standard output level for logging c5b4aba548

position strategy working 2db59942eb

pair_statuses -> price_managers f6702f22e6

added name into Strategy trait f707f62ce3

added name into Connector trait. hardcoded affiliate code f541599fed

implemented exchange manager befa1d4bec

added OrderForm struct c754708213

added chrono 50c961ec31

refactored update for position manager 0d48d3768a

stuff... dfd676612e

ordermanager stub 268000b218

actor model stub + futures unordered 03e9c94b3b

positionmanager is now an actor as well 503c542a5f

order manager is an actor 71273ccc78

pair manager to be constructed. update function result signatures updated THEY HAVE TO BE CONNECTED f3cb051535

pair managers implemented 3512dce35b

refactored SignalKind into Message and ActorMessage 8283ecde60

implemented order book call for bitfinex connector. submit order stub working 945f5f63c1

implemented orderbook structs, modified algorithm to calculate best price when closing orders e6cb512a17

signals -> messages 16a32cdce7

ExecutedOrder -> ActiveOrder 2216910edb

TryFrom<&str> to FromStr for SymbolPair 85c02e4053

visible only in crate 191a21bec9

implemented OrderKind <-> bitfinex::OrderKind, returning proper response from submit order b5b3455f08

impl PartialEq for ActiveOrder 47f17efcfb

implemented Default for FastOrderStrategy. FastOrderStrategy closes position with a Market order if threshold is overridden a1354c2862

order closing working a1d905ebea

internal order modeling overhaul 5b84c99703

retrieving updated information on open orders before calling strategy 9b92d38318

joining tasks 193feac230

removed old code 394174a244

split closeposition message in closeposition and submitorder. now close positions retrieves open positions before closing 61cd795cc2

abs in delta calculation 5646b1d5f4

abs in delta calculation (in the right place now) 50533b0537

default threshold to 0.2 3a0a420c5a

client active_positions's retrieves positions with accurate profit loss 1db62c404e

removed debug message 4999cdc498

broadcasting messages and events. trailing stop alpha version 12c9918d2c

renamed orderstrategy methods, debug in position manager 7d639d1b4c

started moving logic from close position to update in order manager 64a687445d

cargo fix 7de2a6ad77

general cleanup bb5d1328d6

connected actor messages results with actual actor results (duh!) b02554778e

fixed sign calculation of pl_perc 3a38c20f56

damn calculations a2eae0ac13

added multiple api keys to handle asynchronous signed requests (conflicting nonces) d51facc0b2

cleaned debug messages ff17972f5b

damn calculations... c4c87ed47b

tokio 1 32419952a8

no concurrent requests, nonce issue has to be fixed f66d7ef142

retry signed requests 307bbb1b0c

min profit 0.4 99904683a1

added polka dot 15c1d5b84a

removed extra api keys ef618ad754

removed extra function for orderstrategy (for now). order manager update is now working ac1fd3669f

positionclosed eventkind fbdb481aa0

filter active orders based on pair 7230b7c67d

order manager on its own 382f9c8106

cargo fix 6ed510f2cc

formatting dd3786486c

removed order manager update from pairmanager update phase d445dc137a

don't crash if no open positions are found 7357d48115

support for balance transfer API (bitfinex) c930dce131

implemented trades from orders and orders history d383328ebb

cargo fix and reformatting 054b3b6659

code reorganization 7ba90a72c0

added trading fees model 6c409ac9fd

remodeled percentage calculation in strategy 2acc81cd75

added derivative symbols 613b314631

added support for derivative trading in connectors. stub for fees calculation. hardcoded leverage 15 in order submission e210808983

use dotenv b46aec3395

fetch account fees on-demand and apply them to position p/l ce8eec71ff

moved amount out of OrderKind and into OrderForm. leverage detection for open positions 127ffaa1b9

cargo fix 597dc57bd5

Thank you Clippy! e133092831

added deriv test usdt/btc 70c2dcde17

early exit on empty positions 6e848c35e3

renamed strategies 7f848223b9

renamed Message into ActionMessage 762485db3a

added trailingstop strategy (useless) but modified hiddentrailing stop: implemented default for both strategies. 53fb8781b3

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

changed visibility of ActiveOrder's fields. implemented getters c7c4dd5902

changed signature of with_... functions to get Option<T> 848043d758

enriched orderform in EnforceMarket 881defa081

using right platform when sending Limit order 2d3d1ca69c

added frontend components 3f5e6e3a70

peperunas merged commit 6960bb85a2 into master

2021-02-18 09:42:16 +00:00

peperunas referenced this issue from a commit

2021-02-18 09:42:18 +00:00

Merge pull request 'rust' (#10) from rust into master

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Reference: rustico/core#10

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