rustybot/src/bot.rs

@@ -33,21 +33,21 @@ impl BfxBot {
         tick_duration: Duration,
     ) -> Self {
         let clients: Vec<_> = exchanges.iter().map(|x| Client::new(x)).collect();
+        let pairs: Vec<_> = trading_symbols
+            .iter()
+            .map(|x| SymbolPair::new(quote.clone(), x.clone()))
+            .collect();
 
         let mut pos_managers = Vec::new();
         let mut order_managers = Vec::new();
         let mut pair_statuses = Vec::new();
 
         for c in clients {
-            pos_managers.push(PositionManager::new(c.clone()));
-            order_managers.push(OrderManager::new(c.clone()));
-            pair_statuses.extend(
-                trading_symbols
-                    .iter()
-                    .map(|x| SymbolPair::new(quote.clone(), x.clone()))
-                    .map(|x| PriceManager::new(x, c.clone()))
-                    .collect::<Vec<PriceManager>>(),
-            )
+            for p in &pairs {
+                pos_managers.push(PositionManager::new(p.clone(), c.clone()));
+                order_managers.push(OrderManager::new(p.clone(), c.clone()));
+                pair_statuses.push(PriceManager::new(p.clone(), c.clone()));
+            }
         }
 
         BfxBot {
@@ -79,10 +79,23 @@ impl BfxBot {
 
     async fn update_managers(&mut self) -> Result<(), BoxError> {
         self.update_price_managers().await?;
+        self.update_position_managers().await?;
 
         Ok(())
     }
 
+    async fn update_position_managers(&mut self) -> Result<Option<Vec<Event>>, BoxError> {
+        for mgr in &mut self.pos_managers {
+            let tick = self.ticker.current_tick();
+
+            mgr.update(tick).await?;
+
+            println!("{:?}", mgr);
+        }
+
+        Ok(None)
+    }
+
     async fn update_price_managers(&mut self) -> Result<Option<Vec<Event>>, BoxError> {
         let futures: Vec<_> = self
             .price_managers

rustybot/src/connectors.rs

@@ -45,7 +45,10 @@ impl Client {
         }
     }
 
-    pub async fn active_positions(&self, pair: &SymbolPair) -> Result<Vec<Position>, BoxError> {
+    pub async fn active_positions(
+        &self,
+        pair: &SymbolPair,
+    ) -> Result<Option<Vec<Position>>, BoxError> {
         self.inner.active_positions(pair).await
     }
 
@@ -70,7 +73,7 @@ impl Client {
 
 #[async_trait]
 pub trait Connector: Send + Sync {
-    async fn active_positions(&self, pair: &SymbolPair) -> Result<Vec<Position>, BoxError>;
+    async fn active_positions(&self, pair: &SymbolPair) -> Result<Option<Vec<Position>>, BoxError>;
     async fn current_prices(&self, pair: &SymbolPair) -> Result<TradingPairTicker, BoxError>;
     async fn active_orders(&self, pair: &SymbolPair) -> Result<Vec<Order>, BoxError>;
     async fn submit_order(
@@ -123,14 +126,20 @@ impl BitfinexConnector {
 
 #[async_trait]
 impl Connector for BitfinexConnector {
-    async fn active_positions(&self, pair: &SymbolPair) -> Result<Vec<Position>, BoxError> {
+    async fn active_positions(&self, pair: &SymbolPair) -> Result<Option<Vec<Position>>, BoxError> {
         let active_positions = self.bfx.positions.active_positions().await?;
 
-        Ok(active_positions
+        let positions: Vec<_> = active_positions
             .into_iter()
             .filter_map(|x| x.try_into().ok())
             .filter(|x: &Position| x.pair() == pair)
-            .collect())
+            .collect();
+
+        if positions.is_empty() {
+            Ok(None)
+        } else {
+            Ok(Some(positions))
+        }
     }
 
     async fn current_prices(&self, pair: &SymbolPair) -> Result<TradingPairTicker, BoxError> {

rustybot/src/managers.rs

@@ -147,18 +147,21 @@ impl PriceEntry {
     }
 }
 
+#[derive(Debug)]
 pub struct PositionManager {
-    queue: VecDeque<Position>,
-    open_positions: Vec<Position>,
+    pair: SymbolPair,
+    positions_history: HashMap<u64, Position>,
+    active_position: Option<Position>,
     client: Client,
     strategy: Option<Box<dyn PositionStrategy>>,
 }
 
 impl PositionManager {
-    pub fn new(client: Client) -> Self {
+    pub fn new(pair: SymbolPair, client: Client) -> Self {
         PositionManager {
-            queue: VecDeque::new(),
-            open_positions: Vec::new(),
+            pair,
+            positions_history: HashMap::new(),
+            active_position: None,
             client,
             strategy: None,
         }
@@ -169,21 +172,61 @@ impl PositionManager {
         self
     }
 
-    pub fn update(&self) -> Option<Vec<Event>> {
-        unimplemented!()
+    pub async fn update(&mut self, tick: u64) -> Result<Option<Vec<Event>>, BoxError> {
+        let mut opt_active_positions = self.client.active_positions(&self.pair).await?;
+        let mut events = vec![];
+
+        if opt_active_positions.is_none() {
+            return Ok(None);
+        }
+
+        // we assume there is only ONE active position per pair
+        match opt_active_positions
+            .unwrap()
+            .into_iter()
+            .filter(|x| x.pair() == &self.pair)
+            .next()
+        {
+            Some(position) => {
+                // applying strategy to position
+                let active_position = {
+                    match &self.strategy {
+                        Some(strategy) => {
+                            let (pos, strategy_events, _) = strategy.on_new_tick(&position, &self);
+
+                            events.extend(strategy_events);
+                            pos
+                        }
+                        None => position,
+                    }
+                };
+
+                self.positions_history.insert(tick, active_position.clone());
+                self.active_position = Some(active_position);
+            }
+            None => {
+                self.active_position = None;
+            }
+        }
+
+        if events.is_empty() {
+            Ok(None)
+        } else {
+            Ok(Some(events))
+        }
     }
 }
 
 pub struct OrderManager {
-    queue: VecDeque<Order>,
+    pair: SymbolPair,
     open_orders: Vec<Order>,
     client: Client,
 }
 
 impl OrderManager {
-    pub fn new(client: Client) -> Self {
+    pub fn new(pair: SymbolPair, client: Client) -> Self {
         OrderManager {
-            queue: VecDeque::new(),
+            pair,
             open_orders: Vec::new(),
             client,
         }

rustybot/src/models.rs

@@ -66,7 +66,7 @@ pub enum OrderKind {
 * Positions
 ***************/
 
-#[derive(Clone, Debug)]
+#[derive(Clone, Debug, PartialEq)]
 pub struct Position {
     pair: SymbolPair,
     state: PositionState,

rustybot/src/strategy.rs

@@ -1,18 +1,25 @@
 use std::collections::HashMap;
 
 use crate::events::{Event, EventKind, EventMetadata, SignalKind};
-use crate::managers::PriceManager;
+use crate::managers::{PositionManager, PriceManager};
 use crate::models::{Position, PositionProfitState};
 use dyn_clone::DynClone;
+use std::fmt::{Debug, Formatter};
 
 pub trait PositionStrategy: DynClone {
     fn on_new_tick(
         &self,
         position: &Position,
-        status: &PriceManager,
+        manager: &PositionManager,
     ) -> (Position, Vec<Event>, Vec<SignalKind>);
 }
 
+impl Debug for dyn PositionStrategy {
+    fn fmt(&self, f: &mut Formatter<'_>) -> core::fmt::Result {
+        write!(f, "PositionStrategy")
+    }
+}
+
 // #[derive(Clone, Debug)]
 // pub struct TrailingStop {
 //     stop_percentages: HashMap<u64, f64>,