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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 +112 -59
4 changed files with 112 additions and 59 deletions
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53
rustybot/src/connectors.rs
View File

@ -123,7 +123,7 @@ impl Client {
.active_orders(pair)
.await?
.into_iter()
.filter(|x| &x.symbol == pair)
.filter(|x| &x.pair() == &pair)
.collect())
}
@ -350,7 +350,7 @@ impl Connector for BitfinexConnector {
// adding leverage, if any
match order.leverage() {
// TODO: CHANGEME!!!!
Some(leverage) => pre_leverage.with_leverage(15),
Some(_leverage) => pre_leverage.with_leverage(15),
// Some(leverage) => pre_leverage.with_leverage(leverage.round() as u32),
None => pre_leverage,
}
@ -468,7 +468,7 @@ impl Connector for BitfinexConnector {
impl From<&ActiveOrder> for CancelOrderForm {
fn from(o: &ActiveOrder) -> Self {
Self::from_id(o.id)
Self::from_id(o.id())
}
}
@ -476,21 +476,18 @@ impl TryFrom<&bitfinex::responses::OrderResponse> for ActiveOrder {
type Error = BoxError;
fn try_from(response: &OrderResponse) -> Result<Self, Self::Error> {
Ok(Self {
exchange: Exchange::Bitfinex,
id: response.id(),
group_id: response.gid(),
client_id: Some(response.cid()),
symbol: SymbolPair::from_str(response.symbol())?,
details: OrderForm::new(
SymbolPair::from_str(response.symbol())?,
response.into(),
response.into(),
response.amount(),
),
creation_timestamp: 0,
update_timestamp: 0,
})
let pair = SymbolPair::from_str(response.symbol())?;
Ok(ActiveOrder::new(
Exchange::Bitfinex,
response.id(),
pair.clone(),
OrderForm::new(pair, response.into(), response.into(), response.amount()),
response.mts_create(),
response.mts_update(),
)
.with_group_id(response.gid())
.with_client_id(Some(response.cid())))
}
}
@ -670,16 +667,16 @@ impl From<&bitfinex::orders::ActiveOrder> for ActiveOrder {
fn from(order: &bitfinex::orders::ActiveOrder) -> Self {
let pair = SymbolPair::from_str(&order.symbol()).expect("Invalid symbol!");
Self {
exchange: Exchange::Bitfinex,
id: order.id(),
group_id: order.group_id().map(|x| x as u64),
client_id: Some(order.client_id()),
symbol: pair.clone(),
details: OrderForm::new(pair, order.into(), order.into(), order.amount()),
creation_timestamp: order.creation_timestamp(),
update_timestamp: order.update_timestamp(),
}
ActiveOrder::new(
Exchange::Bitfinex,
order.id(),
pair.clone(),
OrderForm::new(pair, order.into(), order.into(), order.amount()),
order.creation_timestamp(),
order.update_timestamp(),
)
.with_client_id(Some(order.client_id()))
.with_group_id(order.group_id())
}
}

28
rustybot/src/managers.rs
View File

@ -434,13 +434,13 @@ impl OrderManager {
let open_orders = self.client.active_orders(&self.pair).await?;
let position_orders: Vec<_> = position_orders
.iter()
.filter_map(|&x| open_orders.iter().find(|y| y.id == x))
.filter_map(|&x| open_orders.iter().find(|y| y.id() == x))
.collect();
for order in position_orders {
match self.client.cancel_order(order).await {
Ok(_) => info!("Order #{} closed successfully.", order.id),
Err(e) => error!("Could not close order #{}: {}", order.id, e),
Ok(_) => info!("Order #{} closed successfully.", order.id()),
Err(e) => error!("Could not close order #{}: {}", order.id(), e),
}
}
}
@ -460,10 +460,10 @@ impl OrderManager {
match self.tracked_positions.get_mut(&position_id) {
None => {
self.tracked_positions
.insert(position_id, vec![active_order.id]);
.insert(position_id, vec![active_order.id()]);
}
Some(position_orders) => {
position_orders.push(active_order.id);
position_orders.push(active_order.id());
}
}
}
@ -493,7 +493,9 @@ impl OrderManager {
let opt_position_order = open_orders
.iter()
// avoid using direct equality, using error margin instead
.find(|x| (x.details.amount().neg() - position.amount()).abs() < 0.0000001);
.find(|x| {
(x.order_form().amount().neg() - position.amount()).abs() < 0.0000001
});
// checking if the position has an open order.
// If so, don't do anything since the order is taken care of
@ -552,29 +554,29 @@ impl OrderManager {
for position in positions {
let matching_order = open_orders
.iter()
.find(|x| x.details.amount().abs() == position.amount().abs());
.find(|x| x.order_form().amount().abs() == position.amount().abs());
// if an order is found, we insert the order to our internal mapping, if not already present
if let Some(matching_order) = matching_order {
match self.tracked_positions.get_mut(&position.id()) {
Some(position_orders) => {
if !position_orders.contains(&matching_order.id) {
if !position_orders.contains(&matching_order.id()) {
trace!(
"Mapped order #{} to position #{}",
position.id(),
matching_order.id
matching_order.id()
);
position_orders.push(matching_order.id);
position_orders.push(matching_order.id());
}
}
None => {
trace!(
"Mapped order #{} to position #{}",
position.id(),
matching_order.id
matching_order.id()
);
self.tracked_positions
.insert(position.id(), vec![matching_order.id]);
.insert(position.id(), vec![matching_order.id()]);
}
}
}
@ -595,7 +597,7 @@ impl OrderManager {
match m {
ActionMessage::SubmitOrder { order: order_form } => {
info!("Closing open order...");
info!("\tCancelling open order #{}", &active_order.id);
info!("\tCancelling open order #{}", &active_order.id());
self.client.cancel_order(&active_order).await?;
info!("\tSubmitting {}...", order_form.kind());

73
rustybot/src/models.rs
View File

@ -150,14 +150,71 @@ impl OrderDetails {
#[derive(Clone, Debug)]
pub struct ActiveOrder {
pub(crate) exchange: Exchange,
pub(crate) id: u64,
pub(crate) group_id: Option<u64>,
pub(crate) client_id: Option<u64>,
pub(crate) symbol: SymbolPair,
pub(crate) details: OrderForm,
pub(crate) creation_timestamp: u64,
pub(crate) update_timestamp: u64,
exchange: Exchange,
id: u64,
group_id: Option<u64>,
client_id: Option<u64>,
pair: SymbolPair,
order_form: OrderForm,
creation_timestamp: u64,
update_timestamp: u64,
}
impl ActiveOrder {
pub fn new(
exchange: Exchange,
id: u64,
pair: SymbolPair,
order_form: OrderForm,
creation_timestamp: u64,
update_timestamp: u64,
) -> Self {
Self {
exchange,
id,
group_id: None,
client_id: None,
pair,
order_form,
creation_timestamp,
update_timestamp,
}
}
pub fn with_group_id(mut self, group_id: Option<u64>) -> Self {
self.group_id = group_id;
self
}
pub fn with_client_id(mut self, client_id: Option<u64>) -> Self {
self.client_id = client_id;
self
}
pub fn exchange(&self) -> Exchange {
self.exchange
}
pub fn id(&self) -> u64 {
self.id
}
pub fn group_id(&self) -> Option<u64> {
self.group_id
}
pub fn client_id(&self) -> Option<u64> {
self.client_id
}
pub fn pair(&self) -> &SymbolPair {
&self.pair
}
pub fn order_form(&self) -> &OrderForm {
&self.order_form
}
pub fn creation_timestamp(&self) -> u64 {
self.creation_timestamp
}
pub fn update_timestamp(&self) -> u64 {
self.update_timestamp
}
}
impl Hash for ActiveOrder {

17
rustybot/src/strategy.rs
View File

@ -1,16 +1,13 @@
use std::collections::HashMap;
use std::fmt::{Debug, Formatter};
use dyn_clone::DynClone;
use log::{info};
use log::info;
use crate::connectors::Connector;
use crate::events::{ActionMessage, Event, EventKind, EventMetadata};
use crate::managers::OptionUpdate;
use crate::models::{
ActiveOrder, OrderBook, OrderForm, OrderKind, Position, PositionProfitState,
};
use crate::models::{ActiveOrder, OrderBook, OrderForm, OrderKind, Position, PositionProfitState};
use crate::BoxError;
/***************
@ -557,7 +554,7 @@ impl OrderStrategy for MarketEnforce {
// long
let offer_comparison = {
if order.details.amount() > 0.0 {
if order.order_form().amount() > 0.0 {
order_book.highest_bid()
} else {
order_book.lowest_ask()
@ -567,7 +564,7 @@ impl OrderStrategy for MarketEnforce {
// if the best offer is higher than our threshold,
// ask the manager to close the position with a market order
let order_price = order
.details
.order_form()
.price()
.ok_or("The active order does not have a price!")?;
let delta = (1.0 - (offer_comparison / order_price)).abs() * 100.0;
@ -575,10 +572,10 @@ impl OrderStrategy for MarketEnforce {
if delta > self.threshold {
messages.push(ActionMessage::SubmitOrder {
order: OrderForm::new(
order.symbol.clone(),
order.pair().clone(),
OrderKind::Market,
*order.details.platform(),
order.details.amount(),
*order.order_form().platform(),
order.order_form().amount(),
),
})
}