rust #10
@ -427,16 +427,32 @@ impl OrderManager {
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) -> Result<(), BoxError> {
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info!("Closing position #{}", position.id());
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debug!("Retrieving open orders...");
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let open_orders = self.client.active_orders(&self.pair).await?;
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debug!("Retrieving open orders and current prices...");
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let (open_orders, order_book) = tokio::join!(
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self.client.active_orders(&self.pair),
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self.client.order_book(&self.pair)
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);
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let open_orders = match open_orders {
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Ok(open_orders) => open_orders,
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Err(e) => {
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error!("Could not retrieve open orders: {}", e);
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return Err(e);
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}
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};
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let order_book = match order_book {
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Ok(order_book) => order_book,
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Err(e) => {
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error!("Could not retrieve order book: {}", e);
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return Err(e);
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}
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};
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let opt_position_order = open_orders
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.iter()
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.find(|x| x.current_form.amount().neg() == position.amount());
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debug!("Getting current prices...");
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let order_book = self.client.order_book(&self.pair).await?;
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// checking if the position has an open order.
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// If so, the strategy method is called, otherwise we open
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// an undercut limit order at the best current price.
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@ -560,9 +576,15 @@ impl PairManager {
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}
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pub async fn update_managers(&mut self, tick: u64) -> Result<(), BoxError> {
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let (opt_price_events, opt_price_messages) = self.price_manager.update(tick).await?;
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let (opt_pos_events, opt_pos_messages) = self.position_manager.update(tick).await?;
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let (opt_order_events, opt_order_messages) = self.order_manager.update(tick).await?;
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let (price_results, pos_results, order_results) = tokio::join!(
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self.price_manager.update(tick),
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self.position_manager.update(tick),
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self.order_manager.update(tick)
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);
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let (opt_price_events, opt_price_messages) = price_results?;
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let (opt_pos_events, opt_pos_messages) = pos_results?;
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let (opt_order_events, opt_order_messages) = order_results?;
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// TODO: to move into Handler?
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