rust #10

Merged
peperunas merged 127 commits from rust into master 2021-02-18 09:42:16 +00:00

127 Commits

Author SHA1 Message Date
Giulio De Pasquale
3f5e6e3a70 added frontend components 2021-02-18 09:37:48 +00:00
Giulio De Pasquale
2d3d1ca69c using right platform when sending Limit order 2021-02-17 16:32:47 +00:00
Giulio De Pasquale
881defa081 enriched orderform in EnforceMarket 2021-02-17 16:32:08 +00:00
Giulio De Pasquale
848043d758 changed signature of with_... functions to get Option<T> 2021-02-17 16:31:47 +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
762485db3a renamed Message into ActionMessage 2021-02-17 15:57:52 +00:00
Giulio De Pasquale
7f848223b9 renamed strategies 2021-02-16 18:18:39 +00:00
Giulio De Pasquale
6e848c35e3 early exit on empty positions 2021-02-16 18:17:48 +00:00
Giulio De Pasquale
70c2dcde17 added deriv test usdt/btc 2021-02-16 18:17:30 +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
ce8eec71ff fetch account fees on-demand and apply them to position p/l 2021-02-13 14:58:15 +00:00
Giulio De Pasquale
b46aec3395 use dotenv 2021-02-13 13:49:06 +00:00
Giulio De Pasquale
e210808983 added support for derivative trading in connectors. stub for fees calculation. hardcoded leverage 15 in order submission 2021-02-12 14:58:43 +00:00
Giulio De Pasquale
613b314631 added derivative symbols 2021-02-12 14:57:37 +00:00
Giulio De Pasquale
2acc81cd75 remodeled percentage calculation in strategy 2021-02-12 14:57:23 +00:00
Giulio De Pasquale
6c409ac9fd added trading fees model 2021-02-12 14:56:50 +00:00
Giulio De Pasquale
7ba90a72c0 code reorganization 2021-02-12 14:56:30 +00:00
Giulio De Pasquale
054b3b6659 cargo fix and reformatting 2021-01-28 20:07:26 +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
7357d48115 don't crash if no open positions are found 2021-01-27 17:12:20 +00:00
Giulio De Pasquale
d445dc137a removed order manager update from pairmanager update phase 2021-01-27 17:07:44 +00:00
Giulio De Pasquale
dd3786486c formatting 2021-01-27 17:04:37 +00:00
Giulio De Pasquale
6ed510f2cc cargo fix 2021-01-27 17:01:26 +00:00
Giulio De Pasquale
382f9c8106 order manager on its own 2021-01-27 17:00:47 +00:00
Giulio De Pasquale
7230b7c67d filter active orders based on pair 2021-01-26 17:13:14 +00:00
Giulio De Pasquale
fbdb481aa0 positionclosed eventkind 2021-01-26 17:12:39 +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
ef618ad754 removed extra api keys 2021-01-26 16:19:10 +00:00
Giulio De Pasquale
15c1d5b84a added polka dot 2021-01-26 16:19:00 +00:00
Giulio De Pasquale
99904683a1 min profit 0.4 2021-01-26 16:18:50 +00:00
Giulio De Pasquale
307bbb1b0c retry signed requests 2021-01-26 11:15:04 +00:00
Giulio De Pasquale
f66d7ef142 no concurrent requests, nonce issue has to be fixed 2021-01-25 16:59:37 +00:00
Giulio De Pasquale
32419952a8 tokio 1 2021-01-25 16:21:37 +00:00
Giulio De Pasquale
c4c87ed47b damn calculations... 2021-01-25 13:54:25 +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
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
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
64a687445d started moving logic from close position to update in order manager 2021-01-24 20:50:54 +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
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
Giulio De Pasquale
4801d93bfe Strategy to PositionStrategy refactoring 2021-01-13 08:59:13 +00:00
Giulio De Pasquale
7e8a5cc580 removed positions and orders modules. created models 2021-01-13 08:57:46 +00:00
Giulio De Pasquale
e8642d758e removed positions and orders modules. created models 2021-01-13 08:57:36 +00:00
Giulio De Pasquale
3171e054e0 signal handler 2021-01-11 18:40:19 +00:00
Giulio De Pasquale
8a7b3d4e22 order submission 2021-01-11 17:16:44 +00:00
Giulio De Pasquale
293ea60919 using signals 2021-01-11 17:16:17 +00:00
Giulio De Pasquale
d2858ff021 added orderkind 2021-01-11 17:15:59 +00:00
Giulio De Pasquale
4d3a2ea892 explicit pair_statuses creation 2021-01-11 11:17:01 +00:00
Giulio De Pasquale
a029390c38 dispatcher getters 2021-01-11 11:16:39 +00:00
Giulio De Pasquale
8442990a0e connector 2021-01-06 21:17:01 +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
d6cd0f1f20 removed f variable, to fix 2021-01-04 13:35:34 +00:00
Giulio De Pasquale
76e95f2859 fixed registers 2021-01-04 13:27:30 +00:00
Giulio De Pasquale
0e33a09d8f on any state on any state 2021-01-04 13:23:59 +00:00
Giulio De Pasquale
f56a3f84f8 dispatcher fixed 2021-01-04 12:28:40 +00:00
Giulio De Pasquale
168f324d6b stuff 2021-01-04 12:07:03 +00:00
Giulio De Pasquale
f211b2cded other stuff 2021-01-04 10:45:54 +00:00
Giulio De Pasquale
0470578739 currency structs 2021-01-03 15:54:36 +00:00
Giulio De Pasquale
deff46d143 currency 2021-01-02 19:01:39 +00:00
Giulio De Pasquale
a03e0bc574 stuff 2021-01-02 18:34:13 +00:00
Giulio De Pasquale
bf3da0723f dispatcher implemented 2021-01-02 15:22:48 +00:00
Giulio De Pasquale
d4e388154d stuff 2021-01-02 14:10:16 +00:00
Giulio De Pasquale
370a57dbb9 stuff 2021-01-02 12:16:48 +00:00
Giulio De Pasquale
2705e393df stuff 2021-01-02 12:15:19 +00:00
Giulio De Pasquale
6b97847882 initial stub 2021-01-01 14:07:16 +00:00
Giulio De Pasquale
d67fc3b2df removed python source 2020-12-30 15:33:10 +00:00
Giulio De Pasquale
7b0228c014 await account info 2020-12-30 13:18:54 +00:00
Giulio De Pasquale
698617b977 ported to nodejs 2020-12-30 12:55:24 +00:00