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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
Conversation 0 Commits 127 Files Changed 60 +100 -41
9 changed files with 100 additions and 41 deletions
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Showing only changes of commit b9564dc812 - Show all commits

34
rustybot/Cargo.lock generated
View File

@ -35,6 +35,17 @@ dependencies = [
"syn",
]
[[package]]
name = "atty"
version = "0.2.14"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "d9b39be18770d11421cdb1b9947a45dd3f37e93092cbf377614828a319d5fee8"
dependencies = [
"hermit-abi",
"libc",
"winapi 0.3.9",
]
[[package]]
name = "autocfg"
version = "1.0.1"
@ -198,6 +209,17 @@ dependencies = [
"winapi 0.3.9",
]
[[package]]
name = "colored"
version = "1.9.3"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "f4ffc801dacf156c5854b9df4f425a626539c3a6ef7893cc0c5084a23f0b6c59"
dependencies = [
"atty",
"lazy_static",
"winapi 0.3.9",
]
[[package]]
name = "core-foundation"
version = "0.9.1"
@ -269,6 +291,16 @@ version = "0.1.2"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "e88a8acf291dafb59c2d96e8f59828f3838bb1a70398823ade51a84de6a6deed"
[[package]]
name = "fern"
version = "0.6.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "8c9a4820f0ccc8a7afd67c39a0f1a0f4b07ca1725164271a64939d7aeb9af065"
dependencies = [
"colored",
"log 0.4.11",
]
[[package]]
name = "fnv"
version = "1.0.7"
@ -1097,7 +1129,9 @@ dependencies = [
"async-trait",
"bitfinex",
"dyn-clone",
"fern",
"futures-util",
"log 0.4.11",
"regex",
"tokio 0.2.24",
"tokio-tungstenite",

4
rustybot/Cargo.toml
View File

@ -13,4 +13,6 @@ tokio-tungstenite = "*"
futures-util = { version = "0.3", default-features = false, features = ["async-await", "sink", "std"] }
async-trait = "0.1"
regex = "1"
dyn-clone = "1"
dyn-clone = "1"
log = "0.4"
fern = {version = "0.6", features = ["colored"]}

30
rustybot/src/bot.rs
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@ -1,18 +1,12 @@
use core::time::Duration;
use std::collections::HashMap;
use bitfinex::api::Bitfinex;
use bitfinex::positions::Position;
use bitfinex::ticker::TradingPairTicker;
use futures_util::stream::FuturesUnordered;
use tokio::stream::StreamExt;
use log::{error, info};
use tokio::time::delay_for;
use crate::connectors::{Client, Connector, ExchangeKind};
use crate::connectors::{Client, ExchangeKind};
use crate::currency::{Symbol, SymbolPair};
use crate::events::{Event, EventKind};
use crate::events::Event;
use crate::managers::{OrderManager, PositionManager, PriceManager};
use crate::strategy::PositionStrategy;
use crate::ticker::Ticker;
use crate::BoxError;
@ -61,10 +55,16 @@ impl BfxBot {
}
pub async fn start_loop(&mut self) -> Result<(), BoxError> {
self.update_managers().await?;
if let Err(e) = self.update_managers().await {
error!("Error while starting managers: {}", e);
}
loop {
self.update().await;
info!("Current tick: {}", self.ticker.current_tick());
if let Err(e) = self.update().await {
error!("Error in main bot loop: {}", e);
}
}
}
@ -72,7 +72,9 @@ impl BfxBot {
delay_for(self.ticker.duration()).await;
self.ticker.inc();
self.update_managers().await?;
if let Err(e) = self.update_managers().await {
error!("Error while updating managers: {}", e);
}
Ok(())
}
@ -89,8 +91,6 @@ impl BfxBot {
let tick = self.ticker.current_tick();
mgr.update(tick).await?;
println!("{:?}", mgr);
}
Ok(None)
@ -117,7 +117,7 @@ impl BfxBot {
price_entries.push(f.await??);
}
for mut manager in &mut self.price_managers {
for manager in &mut self.price_managers {
let prices: Vec<_> = price_entries
.drain_filter(|x| x.pair() == manager.pair())
.collect();

6
rustybot/src/connectors.rs
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@ -1,4 +1,5 @@
use std::convert::{TryFrom, TryInto};
use std::convert::TryInto;
use std::fmt::{Debug, Formatter};
use std::sync::Arc;
use async_trait::async_trait;
@ -6,10 +7,9 @@ use bitfinex::api::Bitfinex;
use bitfinex::orders::{OrderForm, OrderMeta};
use bitfinex::ticker::TradingPairTicker;
use crate::currency::{Symbol, SymbolPair};
use crate::currency::SymbolPair;
use crate::models::{Order, OrderKind, Position, PositionState, PriceTicker};
use crate::BoxError;
use std::fmt::{Debug, Formatter};
#[derive(Eq, PartialEq, Hash, Clone, Debug)]
pub enum ExchangeKind {

2
rustybot/src/currency.rs
View File

@ -1,7 +1,7 @@
use core::fmt;
use std::borrow::Cow;
use std::convert::TryFrom;
use std::fmt::{Display, Error, Formatter};
use std::fmt::{Display, Formatter};
use regex::Regex;

5
rustybot/src/events.rs
View File

@ -1,13 +1,10 @@
use std::collections::{HashMap, HashSet};
use std::collections::HashMap;
use std::future::Future;
use tokio::stream::StreamExt;
use tokio::task::JoinHandle;
use crate::bot::BfxBot;
use crate::managers::PriceManager;
use crate::models::{Position, PositionProfitState};
use crate::BoxError;
#[derive(Copy, Clone, Debug, Eq, PartialEq, Hash)]
pub enum SignalKind {

39
rustybot/src/main.rs
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@ -1,13 +1,12 @@
#![feature(drain_filter)]
use std::thread::JoinHandle;
use tokio::time::{delay_for, Duration};
use fern::colors::{Color, ColoredLevelConfig};
use log::LevelFilter::Info;
use tokio::time::Duration;
use crate::bot::BfxBot;
use crate::connectors::{BitfinexConnector, ExchangeKind};
use crate::currency::{Symbol, SymbolPair};
use crate::events::SignalKind;
use crate::connectors::ExchangeKind;
use crate::currency::Symbol;
mod bot;
mod connectors;
@ -22,6 +21,8 @@ pub type BoxError = Box<dyn std::error::Error + Send + Sync>;
#[tokio::main]
async fn main() -> Result<(), BoxError> {
setup_logger()?;
let test_api_key = "P1EVE68DJByDAkGQvpIkTwfrbYXd2Vo2ZaIhTYb9vx2";
let test_api_secret = "1nicg8z0zKVEt5Rb7ZDpIYjVYVTgvCaCPMZqB0niFli";
let affiliate_code = "XPebOgHxA";
@ -41,3 +42,29 @@ async fn main() -> Result<(), BoxError> {
Ok(bot.start_loop().await?)
}
fn setup_logger() -> Result<(), fern::InitError> {
let colors = ColoredLevelConfig::new()
.info(Color::Green)
.error(Color::Red)
.trace(Color::Blue)
.debug(Color::Cyan)
.warn(Color::Yellow);
fern::Dispatch::new()
.format(move |out, message, record| {
out.finish(format_args!(
"[{}][{}] {}",
record.target(),
colors.color(record.level()),
message
))
})
.level(Info)
.filter(|metadata| metadata.target().contains("rustybot"))
.chain(std::io::stdout())
.chain(fern::log_file("rustico.log")?)
.apply()?;
Ok(())
}

9
rustybot/src/managers.rs
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@ -1,11 +1,10 @@
use std::collections::{HashMap, VecDeque};
use std::collections::HashMap;
use crate::connectors::{Client, Connector};
use crate::connectors::Client;
use crate::currency::SymbolPair;
use crate::events::{Event, EventDispatcher, SignalKind};
use crate::events::{Event, SignalKind};
use crate::models::{Order, Position, PriceTicker};
use crate::strategy::PositionStrategy;
use crate::ticker::Ticker;
use crate::BoxError;
pub struct EventManager {
@ -173,7 +172,7 @@ impl PositionManager {
}
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 opt_active_positions = self.client.active_positions(&self.pair).await?;
let mut events = vec![];
if opt_active_positions.is_none() {

12
rustybot/src/strategy.rs
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@ -1,11 +1,11 @@
use std::collections::HashMap;
use crate::events::{Event, EventKind, EventMetadata, SignalKind};
use crate::managers::{PositionManager, PriceManager};
use crate::models::{Position, PositionProfitState};
use dyn_clone::DynClone;
use std::fmt::{Debug, Formatter};
use dyn_clone::DynClone;
use crate::events::{Event, SignalKind};
use crate::managers::PositionManager;
use crate::models::Position;
pub trait PositionStrategy: DynClone {
fn on_new_tick(
&self,