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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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source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "e44da00bfc73a25f814cd8d7e57a68a5c31b74b3152a0a1d1f590c97ed06265a"
checksum = "42517d2975ca3114b22a16192634e8241dc5cc1f130be194645970cc1c371494"
dependencies = [
"proc-macro2",
"quote",
@ -1442,13 +1465,24 @@ dependencies = [
]
[[package]]
name = "tokio-tls"
version = "0.3.1"
name = "tokio-native-tls"
version = "0.3.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "9a70f4fcd7b3b24fb194f837560168208f669ca8cb70d0c4b862944452396343"
checksum = "f7d995660bd2b7f8c1568414c1126076c13fbb725c40112dc0120b78eb9b717b"
dependencies = [
"native-tls",
"tokio 0.2.24",
"tokio 1.1.0",
]
[[package]]
name = "tokio-stream"
version = "0.1.2"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "76066865172052eb8796c686f0b441a93df8b08d40a950b062ffb9a426f00edd"
dependencies = [
"futures-core",
"pin-project-lite",
"tokio 1.1.0",
]
[[package]]
@ -1466,16 +1500,18 @@ dependencies = [
[[package]]
name = "tokio-util"
version = "0.3.1"
version = "0.6.2"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "be8242891f2b6cbef26a2d7e8605133c2c554cd35b3e4948ea892d6d68436499"
checksum = "feb971a26599ffd28066d387f109746df178eff14d5ea1e235015c5601967a4b"
dependencies = [
"bytes 0.5.6",
"async-stream",
"bytes 1.0.1",
"futures-core",
"futures-sink",
"log 0.4.11",
"pin-project-lite 0.1.11",
"tokio 0.2.24",
"pin-project-lite",
"tokio 1.1.0",
"tokio-stream",
]
[[package]]
@ -1491,8 +1527,7 @@ source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "9f47026cdc4080c07e49b37087de021820269d996f581aac150ef9e5583eefe3"
dependencies = [
"cfg-if 1.0.0",
"log 0.4.11",
"pin-project-lite 0.2.0",
"pin-project-lite",
"tracing-core",
]
@ -1535,7 +1570,7 @@ dependencies = [
"input_buffer 0.2.0",
"log 0.4.11",
"native-tls",
"rand",
"rand 0.7.3",
"sha-1 0.8.2",
"url",
"utf-8",
@ -1554,7 +1589,7 @@ dependencies = [
"httparse",
"input_buffer 0.3.1",
"log 0.4.11",
"rand",
"rand 0.7.3",
"sha-1 0.9.2",
"url",
"utf-8",
@ -1566,15 +1601,6 @@ version = "1.12.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "373c8a200f9e67a0c95e62a4f52fbf80c23b4381c05a17845531982fa99e6b33"
[[package]]
name = "unicase"
version = "2.6.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "50f37be617794602aabbeee0be4f259dc1778fabe05e2d67ee8f79326d5cb4f6"
dependencies = [
"version_check",
]
[[package]]
name = "unicode-bidi"
version = "0.3.4"
@ -1735,12 +1761,6 @@ dependencies = [
"wasm-bindgen",
]
[[package]]
name = "winapi"
version = "0.2.8"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "167dc9d6949a9b857f3451275e911c3f44255842c1f7a76f33c55103a909087a"
[[package]]
name = "winapi"
version = "0.3.9"
@ -1751,12 +1771,6 @@ dependencies = [
"winapi-x86_64-pc-windows-gnu",
]
[[package]]
name = "winapi-build"
version = "0.1.1"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "2d315eee3b34aca4797b2da6b13ed88266e6d612562a0c46390af8299fc699bc"
[[package]]
name = "winapi-i686-pc-windows-gnu"
version = "0.4.0"
@ -1775,15 +1789,5 @@ version = "0.7.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "0120db82e8a1e0b9fb3345a539c478767c0048d842860994d96113d5b667bd69"
dependencies = [
"winapi 0.3.9",
]
[[package]]
name = "ws2_32-sys"
version = "0.2.1"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "d59cefebd0c892fa2dd6de581e937301d8552cb44489cdff035c6187cb63fa5e"
dependencies = [
"winapi 0.2.8",
"winapi-build",
"winapi",
]

2
rustybot/Cargo.toml
View File

@ -8,7 +8,7 @@ edition = "2018"
[dependencies]
bitfinex = { path= "/home/giulio/dev/bitfinex-rs" }
tokio = { version = "0.2", features=["full"]}
tokio = { version = "1", features=["full"]}
tokio-tungstenite = "*"
futures-util = { version = "0.3", default-features = false, features = ["async-await", "sink", "std"] }
async-trait = "0.1"

4
rustybot/src/bot.rs
View File

@ -1,7 +1,7 @@
use core::time::Duration;
use log::{error, info};
use tokio::time::delay_for;
use tokio::time::sleep;
use crate::connectors::ExchangeDetails;
use crate::currency::{Symbol, SymbolPair};
@ -60,7 +60,7 @@ impl BfxBot {
}
async fn update(&mut self) -> Result<(), BoxError> {
delay_for(self.ticker.duration()).await;
sleep(self.ticker.duration()).await;
self.ticker.inc();
self.update_exchanges().await?;

2
rustybot/src/managers.rs
View File

@ -4,7 +4,6 @@ use std::ops::Neg;
use futures_util::stream::FuturesUnordered;
use log::{debug, error, info, trace};
use merge::Merge;
use tokio::stream::StreamExt;
use tokio::sync::mpsc::channel;
use tokio::sync::mpsc::{Receiver, Sender};
use tokio::sync::oneshot;
@ -17,6 +16,7 @@ use crate::models::{
};
use crate::strategy::{FastOrderStrategy, OrderStrategy, PositionStrategy, TrailingStop};
use crate::BoxError;
use futures_util::StreamExt;
pub type OptionUpdate = (Option<Vec<Event>>, Option<Vec<Message>>);

2
rustybot/src/strategy.rs
View File

@ -72,7 +72,7 @@ impl TrailingStop {
const BREAK_EVEN_PERC: f64 = 0.1;
const MIN_PROFIT_PERC: f64 = TrailingStop::BREAK_EVEN_PERC + 0.2;
const GOOD_PROFIT_PERC: f64 = TrailingStop::MIN_PROFIT_PERC * 2.5;
const MAX_LOSS_PERC: f64 = -2.25;
const MAX_LOSS_PERC: f64 = -1.0;
pub fn new() -> Self {
TrailingStop {