rustybot/src/strategy.rs

@@ -45,10 +45,10 @@ pub trait OrderStrategy: DynClone + Send + Sync {
     fn name(&self) -> String;
     /// This method is called when the OrderManager checks the open orders on a new tick.
     /// It should manage if some orders have to be closed or keep open.
-    fn on_update(&self);
+    fn on_open_order(&self);
     /// This method is called when the OrderManager is requested to close
     /// a position that has an open order associated to it.
-    fn on_position_close(
+    fn on_position_order(
         &self,
         order: &ActiveOrder,
         open_position: &Position,
@@ -75,7 +75,7 @@ impl TrailingStop {
     const BREAK_EVEN_PERC: f64 = 0.01;
     const MIN_PROFIT_PERC: f64 = TrailingStop::BREAK_EVEN_PERC + 0.03;
     const GOOD_PROFIT_PERC: f64 = TrailingStop::MIN_PROFIT_PERC * 2.5;
-    const MAX_LOSS_PERC: f64 = -4.0;
+    const MAX_LOSS_PERC: f64 = -0.5;
 
     const TAKER_FEE: f64 = 0.2;
 
@@ -86,6 +86,12 @@ impl TrailingStop {
     }
 
     fn update_stop_percentage(&mut self, position: &Position) {
+        println!(
+            "State: {:?} | PL%: {:0.2}",
+            position.profit_state(),
+            position.pl_perc()
+        );
+
         if let Some(profit_state) = position.profit_state() {
             let profit_state_delta = match profit_state {
                 PositionProfitState::MinimumProfit => Some(Self::MIN_PROFIT_PERC),
@@ -94,6 +100,12 @@ impl TrailingStop {
             };
 
             if let Some(profit_state_delta) = profit_state_delta {
+                println!(
+                    "PL%: {} | Delta: {}",
+                    position.pl_perc(),
+                    profit_state_delta
+                );
+
                 let current_stop_percentage = position.pl_perc() - profit_state_delta;
 
                 match profit_state {
@@ -224,7 +236,7 @@ impl PositionStrategy for TrailingStop {
 
         // let's check if we surpassed an existing stop percentage
         if let Some(existing_stop_percentage) = self.stop_percentages.get(&position.id()) {
-            if existing_stop_percentage < &position.pl_perc() {
+            if existing_stop_percentage <= &position.pl_perc() {
                 return (position, None, Some(vec![close_message]));
             }
         }
@@ -261,14 +273,14 @@ impl OrderStrategy for FastOrderStrategy {
         "Fast order strategy".into()
     }
 
-    fn on_update(&self) {
+    fn on_open_order(&self) {
         unimplemented!()
     }
 
-    fn on_position_close(
+    fn on_position_order(
         &self,
         order: &ActiveOrder,
-        active_position: &Position,
+        _: &Position,
         order_book: &OrderBook,
     ) -> Result<(Option<Vec<Event>>, Option<Vec<Message>>), BoxError> {
         let mut messages = vec![];