rust #10

Merged
peperunas merged 127 commits from rust into master 2021-02-18 09:42:16 +00:00
3 changed files with 15 additions and 11 deletions
Showing only changes of commit 4801d93bfe - Show all commits

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@ -10,7 +10,7 @@ use crate::connectors::Connector;
use crate::currency::{Symbol, SymbolPair};
use crate::events::EventKind;
use crate::pairs::PairStatus;
use crate::strategy::Strategy;
use crate::strategy::PositionStrategy;
use crate::ticker::Ticker;
use crate::BoxError;
@ -44,7 +44,7 @@ impl<'a> BfxBot<'a> {
}
}
pub fn with_strategy(mut self, strategy: Box<dyn Strategy>) -> Self {
pub fn with_strategy(mut self, strategy: Box<dyn PositionStrategy>) -> Self {
self.pair_statuses
.iter_mut()
.for_each(|x| x.set_strategy(dyn_clone::clone_box(&*strategy)));

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@ -3,7 +3,7 @@ use std::collections::HashMap;
use crate::currency::SymbolPair;
use crate::events::{Event, EventDispatcher, SignalKind};
use crate::models::{Order, Position};
use crate::strategy::Strategy;
use crate::strategy::PositionStrategy;
pub struct PairStatus<'a> {
pair: SymbolPair,
@ -13,12 +13,16 @@ pub struct PairStatus<'a> {
orders: HashMap<u64, Vec<Order>>,
positions: HashMap<u64, Vec<Position>>,
current_tick: u64,
strategy: Option<Box<dyn Strategy + 'a>>,
strategy: Option<Box<dyn PositionStrategy + 'a>>,
signals: HashMap<u64, SignalKind>,
}
impl<'a> PairStatus<'a> {
pub fn new(pair: SymbolPair, current_tick: u64, strategy: Option<Box<dyn Strategy>>) -> Self {
pub fn new(
pair: SymbolPair,
current_tick: u64,
strategy: Option<Box<dyn PositionStrategy>>,
) -> Self {
PairStatus {
pair,
dispatcher: EventDispatcher::new(),
@ -42,7 +46,7 @@ impl<'a> PairStatus<'a> {
pub fn add_position(&mut self, position: Position) {
let (new_position, events, signals) = {
match &self.strategy {
Some(strategy) => strategy.position_on_new_tick(&position, &self),
Some(strategy) => strategy.on_new_tick(&position, &self),
None => (position, vec![], vec![]),
}
};
@ -86,7 +90,7 @@ impl<'a> PairStatus<'a> {
self.current_tick
}
pub fn set_strategy(&mut self, strategy: Box<dyn Strategy + 'a>) {
pub fn set_strategy(&mut self, strategy: Box<dyn PositionStrategy + 'a>) {
self.strategy = Some(strategy);
}

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@ -5,8 +5,8 @@ use crate::models::{Position, PositionProfitState};
use crate::pairs::PairStatus;
use dyn_clone::DynClone;
pub trait Strategy: DynClone {
fn position_on_new_tick(
pub trait PositionStrategy: DynClone {
fn on_new_tick(
&self,
position: &Position,
status: &PairStatus,
@ -37,8 +37,8 @@ impl TrailingStop {
}
}
impl Strategy for TrailingStop {
fn position_on_new_tick(
impl PositionStrategy for TrailingStop {
fn on_new_tick(
&self,
position: &Position,
status: &PairStatus,