rust #10

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peperunas merged 127 commits from rust into master 2021-02-18 09:42:16 +00:00
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@ -427,16 +427,32 @@ impl OrderManager {
) -> Result<(), BoxError> {
info!("Closing position #{}", position.id());
debug!("Retrieving open orders...");
let open_orders = self.client.active_orders(&self.pair).await?;
debug!("Retrieving open orders and current prices...");
let (open_orders, order_book) = tokio::join!(
self.client.active_orders(&self.pair),
self.client.order_book(&self.pair)
);
let open_orders = match open_orders {
Ok(open_orders) => open_orders,
Err(e) => {
error!("Could not retrieve open orders: {}", e);
return Err(e);
}
};
let order_book = match order_book {
Ok(order_book) => order_book,
Err(e) => {
error!("Could not retrieve order book: {}", e);
return Err(e);
}
};
let opt_position_order = open_orders
.iter()
.find(|x| x.current_form.amount().neg() == position.amount());
debug!("Getting current prices...");
let order_book = self.client.order_book(&self.pair).await?;
// checking if the position has an open order.
// If so, the strategy method is called, otherwise we open
// an undercut limit order at the best current price.
@ -560,9 +576,15 @@ impl PairManager {
}
pub async fn update_managers(&mut self, tick: u64) -> Result<(), BoxError> {
let (opt_price_events, opt_price_messages) = self.price_manager.update(tick).await?;
let (opt_pos_events, opt_pos_messages) = self.position_manager.update(tick).await?;
let (opt_order_events, opt_order_messages) = self.order_manager.update(tick).await?;
let (price_results, pos_results, order_results) = tokio::join!(
self.price_manager.update(tick),
self.position_manager.update(tick),
self.order_manager.update(tick)
);
let (opt_price_events, opt_price_messages) = price_results?;
let (opt_pos_events, opt_pos_messages) = pos_results?;
let (opt_order_events, opt_order_messages) = order_results?;
// TODO: to move into Handler?