rustybot/src/managers.rs

@@ -223,18 +223,15 @@ impl PositionManager {
     }
 
     pub async fn handle_message(&mut self, msg: ActorMessage) -> Result<(), BoxError> {
-        match msg.message {
-            Message::Update { tick } => {
-                self.update(tick).await?;
-
-                msg.respond_to
-                    .send((None, None))
-                    .map_err(|_| BoxError::from("Could not send message."))?;
-            }
-            _ => {}
+        let (events, messages) = match msg.message {
+            Message::Update { tick } => self.update(tick).await?,
+            _ => (None, None),
         };
 
-        Ok(())
+        Ok(msg
+            .respond_to
+            .send((events, messages))
+            .map_err(|_| BoxError::from("Could not send message."))?)
     }
 
     pub async fn update(&mut self, tick: u64) -> Result<OptionUpdate, BoxError> {
@@ -284,6 +281,7 @@ impl PositionManager {
                             .insert(self.current_tick(), pos_post_tick.clone());
                         self.active_position = Some(pos_post_tick);
 
+                        println!("Message: {:?}", messages);
                         return Ok((events, messages));
                     }
                 }
@@ -392,21 +390,19 @@ impl OrderManager {
     }
 
     pub async fn handle_message(&mut self, msg: ActorMessage) -> Result<(), BoxError> {
-        match msg.message {
-            Message::Update { .. } => {
-                self.update().await?;
-            }
+        let (events, messages) = match msg.message {
+            Message::Update { .. } => self.update().await?,
             Message::ClosePosition { position_id } => self.close_position(position_id).await?,
-            _ => {}
+            _ => (None, None),
         };
 
         Ok(msg
             .respond_to
-            .send((None, None))
+            .send((events, messages))
             .map_err(|_| BoxError::from("Could not send message."))?)
     }
 
-    pub async fn close_position(&mut self, position_id: u64) -> Result<(), BoxError> {
+    pub async fn close_position(&mut self, position_id: u64) -> Result<OptionUpdate, BoxError> {
         info!("Closing position #{}", position_id);
 
         debug!("Retrieving open orders, positions and current prices...");
@@ -511,18 +507,18 @@ impl OrderManager {
             }
         }
 
-        Ok(())
+        Ok((None, None))
     }
 
     // TODO: finish me
     pub async fn update(&self) -> Result<OptionUpdate, BoxError> {
         trace!("\tUpdating {} order manager.", self.pair);
-
-        let (open_orders, opt_open_positions) = tokio::join!(
-            self.client.active_orders(&self.pair),
-            self.client.active_positions(&self.pair)
-        );
-        let (_open_orders, _opt_open_positions) = (open_orders?, opt_open_positions?);
+        //
+        // let (open_orders, opt_open_positions) = tokio::join!(
+        //     self.client.active_orders(&self.pair),
+        //     self.client.active_positions(&self.pair)
+        // );
+        // let (_open_orders, _opt_open_positions) = (open_orders?, opt_open_positions?);
 
         Ok((None, None))
     }
@@ -604,6 +600,7 @@ impl PairManager {
         messages.merge(opt_pos_messages);
         messages.merge(opt_order_messages);
 
+        println!("Total messages: {:?}", messages);
         // TODO: to move into Handler?
         if let Some(messages) = messages {
             for m in messages {

rustybot/src/strategy.rs

@@ -2,6 +2,7 @@ use std::collections::HashMap;
 use std::fmt::{Debug, Formatter};
 
 use dyn_clone::DynClone;
+use log::info;
 
 use crate::events::{Event, EventKind, EventMetadata, Message};
 use crate::models::{
@@ -68,10 +69,10 @@ pub struct TrailingStop {
 }
 
 impl TrailingStop {
-    const BREAK_EVEN_PERC: f64 = 0.01;
-    const MIN_PROFIT_PERC: f64 = TrailingStop::BREAK_EVEN_PERC + 0.03;
+    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 = -0.5;
+    const MAX_LOSS_PERC: f64 = -2.25;
 
     pub fn new() -> Self {
         TrailingStop {
@@ -88,14 +89,14 @@ impl TrailingStop {
 
         if let Some(profit_state) = position.profit_state() {
             let profit_state_delta = match profit_state {
-                PositionProfitState::MinimumProfit => Some(Self::MIN_PROFIT_PERC),
-                PositionProfitState::Profit => Some(Self::GOOD_PROFIT_PERC),
+                PositionProfitState::MinimumProfit => Some(0.2),
+                PositionProfitState::Profit => Some(0.1),
                 _ => None,
             };
 
             if let Some(profit_state_delta) = profit_state_delta {
                 println!(
-                    "PL%: {} | Delta: {}",
+                    "PL%: {:0.2} | Delta: {}",
                     position.pl_perc(),
                     profit_state_delta
                 );
@@ -230,14 +231,18 @@ 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 &position.pl_perc() <= existing_stop_percentage {
+                info!("Stop percentage surpassed. Closing position.");
                 return (position, None, Some(vec![close_message]));
             }
         }
 
         self.update_stop_percentage(&position);
 
-        println!("Stop percentages: {:?}", self.stop_percentages);
+        println!(
+            "Stop percentage: {:0.2}",
+            self.stop_percentages.get(&position.id()).unwrap()
+        );
 
         (position, None, None)
     }