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