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rust #10

Merged
peperunas merged 127 commits from rust into master 2021-02-18 09:42:16 +00:00
Conversation 0 Commits 127 Files Changed 60 +14 -146
6 changed files with 14 additions and 146 deletions
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Showing only changes of commit bb5d1328d6 - Show all commits

4
rustybot/src/bot.rs
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@ -11,8 +11,6 @@ use crate::BoxError;
pub struct BfxBot {
ticker: Ticker,
quote: Symbol,
trading_symbols: Vec<Symbol>,
exchange_managers: Vec<ExchangeManager>,
}
@ -35,8 +33,6 @@ impl BfxBot {
BfxBot {
ticker: Ticker::new(tick_duration),
quote,
trading_symbols,
exchange_managers,
}
}

5
rustybot/src/connectors.rs
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@ -62,6 +62,7 @@ impl Client {
let (best_ask, best_bid) = (order_book.lowest_ask(), order_book.highest_bid());
// updating positions with effective profit/loss
// TODO: change fee with account's taker fee
positions.iter_mut().flatten().for_each(|x| {
if x.is_short() {
x.update_profit_loss(best_ask, 0.2);
@ -117,9 +118,6 @@ impl Debug for dyn Connector {
pub struct BitfinexConnector {
bfx: Bitfinex,
affiliate_code: Option<String>,
// account_info: String,
// ledger: String,
}
impl BitfinexConnector {
@ -128,7 +126,6 @@ impl BitfinexConnector {
pub fn new(api_key: &str, api_secret: &str) -> Self {
BitfinexConnector {
bfx: Bitfinex::new(Some(api_key.into()), Some(api_secret.into())),
affiliate_code: Some(BitfinexConnector::AFFILIATE_CODE.into()),
}
}

121
rustybot/src/events.rs
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@ -44,7 +44,6 @@ pub enum EventKind {
TrailingStopMoved,
OrderSubmitted,
NewTick,
Any,
}
#[derive(Copy, Clone, Debug, Eq, PartialEq, Hash)]
@ -66,124 +65,4 @@ impl Event {
fn has_metadata(&self) -> bool {
self.metadata.is_some()
}
pub fn kind(&self) -> EventKind {
self.kind
}
pub fn tick(&self) -> u64 {
self.tick
}
pub fn metadata(&self) -> Option<EventMetadata> {
self.metadata
}
}
//
// pub struct Dispatcher {
// event_handlers: HashMap<EventKind, Vec<Box<dyn Fn(&Event, &PriceManager) -> JoinHandle<()>>>>,
// profit_state_handlers:
// HashMap<PositionProfitState, Vec<Box<dyn Fn(&Position, &PriceManager) -> JoinHandle<()>>>>,
// signal_handlers: HashMap<SignalKind, Vec<Box<dyn Fn(&SignalKind) -> JoinHandle<()>>>>,
//
// on_any_event_handlers: Vec<Box<dyn Fn(&Event, &PriceManager) -> JoinHandle<()>>>,
// on_any_profit_state_handlers: Vec<Box<dyn Fn(&Position, &PriceManager) -> JoinHandle<()>>>,
// }
//
// impl Dispatcher {
// pub fn new() -> Self {
// Dispatcher {
// event_handlers: HashMap::new(),
// profit_state_handlers: HashMap::new(),
// signal_handlers: HashMap::new(),
// on_any_event_handlers: Vec::new(),
// on_any_profit_state_handlers: Vec::new(),
// }
// }
//
// pub fn call_signal_handlers(&self, signal: &SignalKind) {
// if let Some(functions) = self.signal_handlers.get(&signal) {
// for f in functions {
// f(signal);
// }
// }
// }
//
// pub fn call_event_handlers(&self, event: &Event, status: &PriceManager) {
// if let Some(functions) = self.event_handlers.get(&event.kind()) {
// for f in functions {
// f(event, status);
// }
// }
//
// for f in &self.on_any_event_handlers {
// f(event, status);
// }
// }
//
// pub fn call_position_state_handlers(&self, position: &Position, status: &PriceManager) {
// if let Some(profit_state) = &position.profit_state() {
// if let Some(functions) = self.profit_state_handlers.get(profit_state) {
// for f in functions {
// f(position, status);
// }
// }
// }
//
// for f in &self.on_any_profit_state_handlers {
// f(position, status);
// }
// }
//
// pub fn register_event_handler<F: 'static, Fut: 'static>(&mut self, event: EventKind, f: F)
// where
// F: Fn(&Event, &PriceManager) -> Fut,
// Fut: Future<Output = ()> + Send,
// {
// match event {
// EventKind::Any => self
// .on_any_event_handlers
// .push(Box::new(move |e, s| tokio::spawn(f(&e, s)))),
// _ => self
// .event_handlers
// .entry(event)
// .or_default()
// .push(Box::new(move |e, s| tokio::spawn(f(&e, s)))),
// }
// }
//
// pub fn register_positionstate_handler<F: 'static, Fut: 'static>(
// &mut self,
// state: PositionProfitState,
// f: F,
// ) where
// F: Fn(&Position, &PriceManager) -> Fut,
// Fut: Future<Output = ()> + Send,
// {
// match state {
// // PositionProfitState::Any => self
// // .on_any_position_state_handlers
// // .push(Box::new(move |p, s| tokio::spawn(f(&p, s)))),
// _ => self
// .profit_state_handlers
// .entry(state)
// .or_default()
// .push(Box::new(move |p, s| tokio::spawn(f(&p, s)))),
// }
// }
//
// pub fn register_signal_handler<F: 'static, Fut: 'static>(&mut self, signal: SignalKind, f: F)
// where
// F: Fn(&SignalKind) -> Fut,
// Fut: Future<Output = ()> + Send,
// {
// match signal {
// // PositionProfitState::Any => self
// // .on_any_position_state_handlers
// // .push(Box::new(move |p, s| tokio::spawn(f(&p, s)))),
// _ => self
// .signal_handlers
// .entry(signal)
// .or_default()
// .push(Box::new(move |s| tokio::spawn(f(s)))),
// }
// }
// }

20
rustybot/src/managers.rs
View File

@ -85,9 +85,10 @@ impl PriceManager {
_ => {}
}
message.respond_to.send((None, None));
Ok(())
Ok(message
.respond_to
.send((None, None))
.map_err(|_| BoxError::from("Could not send message."))?)
}
pub fn add_entry(&mut self, entry: PriceEntry) {
@ -224,9 +225,11 @@ impl PositionManager {
pub async fn handle_message(&mut self, msg: ActorMessage) -> Result<(), BoxError> {
match msg.message {
Message::Update { tick } => {
let result = self.update(tick).await?;
self.update(tick).await?;
msg.respond_to.send(result);
msg.respond_to
.send((None, None))
.map_err(|_| BoxError::from("Could not send message."))?;
}
_ => {}
};
@ -397,9 +400,10 @@ impl OrderManager {
_ => {}
};
msg.respond_to.send((None, None));
Ok(())
Ok(msg
.respond_to
.send((None, None))
.map_err(|_| BoxError::from("Could not send message."))?)
}
pub async fn close_position(&mut self, position_id: u64) -> Result<(), BoxError> {

2
rustybot/src/strategy.rs
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@ -73,8 +73,6 @@ impl TrailingStop {
const GOOD_PROFIT_PERC: f64 = TrailingStop::MIN_PROFIT_PERC * 2.5;
const MAX_LOSS_PERC: f64 = -0.5;
const TAKER_FEE: f64 = 0.2;
pub fn new() -> Self {
TrailingStop {
stop_percentages: HashMap::new(),

8
rustybot/src/ticker.rs
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@ -1,8 +1,7 @@
use tokio::time::{Duration, Instant};
use tokio::time::{Duration};
pub struct Ticker {
duration: Duration,
start_time: Instant,
current_tick: u64,
}
@ -10,7 +9,6 @@ impl Ticker {
pub fn new(duration: Duration) -> Self {
Ticker {
duration,
start_time: Instant::now(),
current_tick: 1,
}
}
@ -18,13 +16,9 @@ impl Ticker {
pub fn inc(&mut self) {
self.current_tick += 1
}
pub fn duration(&self) -> Duration {
self.duration
}
pub fn start_time(&self) -> Instant {
self.start_time
}
pub fn current_tick(&self) -> u64 {
self.current_tick
}