rust #10
@ -123,7 +123,7 @@ impl Client {
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.active_orders(pair)
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.await?
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.into_iter()
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.filter(|x| &x.symbol == pair)
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.filter(|x| &x.pair() == &pair)
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.collect())
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}
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@ -350,7 +350,7 @@ impl Connector for BitfinexConnector {
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// adding leverage, if any
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match order.leverage() {
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// TODO: CHANGEME!!!!
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Some(leverage) => pre_leverage.with_leverage(15),
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Some(_leverage) => pre_leverage.with_leverage(15),
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// Some(leverage) => pre_leverage.with_leverage(leverage.round() as u32),
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None => pre_leverage,
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}
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@ -468,7 +468,7 @@ impl Connector for BitfinexConnector {
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impl From<&ActiveOrder> for CancelOrderForm {
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fn from(o: &ActiveOrder) -> Self {
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Self::from_id(o.id)
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Self::from_id(o.id())
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}
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}
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@ -476,21 +476,18 @@ impl TryFrom<&bitfinex::responses::OrderResponse> for ActiveOrder {
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type Error = BoxError;
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fn try_from(response: &OrderResponse) -> Result<Self, Self::Error> {
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Ok(Self {
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exchange: Exchange::Bitfinex,
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id: response.id(),
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group_id: response.gid(),
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client_id: Some(response.cid()),
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symbol: SymbolPair::from_str(response.symbol())?,
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details: OrderForm::new(
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SymbolPair::from_str(response.symbol())?,
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response.into(),
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response.into(),
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response.amount(),
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),
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creation_timestamp: 0,
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update_timestamp: 0,
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})
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let pair = SymbolPair::from_str(response.symbol())?;
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Ok(ActiveOrder::new(
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Exchange::Bitfinex,
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response.id(),
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pair.clone(),
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OrderForm::new(pair, response.into(), response.into(), response.amount()),
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response.mts_create(),
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response.mts_update(),
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)
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.with_group_id(response.gid())
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.with_client_id(Some(response.cid())))
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}
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}
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@ -670,16 +667,16 @@ impl From<&bitfinex::orders::ActiveOrder> for ActiveOrder {
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fn from(order: &bitfinex::orders::ActiveOrder) -> Self {
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let pair = SymbolPair::from_str(&order.symbol()).expect("Invalid symbol!");
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Self {
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exchange: Exchange::Bitfinex,
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id: order.id(),
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group_id: order.group_id().map(|x| x as u64),
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client_id: Some(order.client_id()),
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symbol: pair.clone(),
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details: OrderForm::new(pair, order.into(), order.into(), order.amount()),
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creation_timestamp: order.creation_timestamp(),
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update_timestamp: order.update_timestamp(),
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}
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ActiveOrder::new(
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Exchange::Bitfinex,
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order.id(),
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pair.clone(),
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OrderForm::new(pair, order.into(), order.into(), order.amount()),
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order.creation_timestamp(),
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order.update_timestamp(),
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)
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.with_client_id(Some(order.client_id()))
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.with_group_id(order.group_id())
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}
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}
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@ -434,13 +434,13 @@ impl OrderManager {
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let open_orders = self.client.active_orders(&self.pair).await?;
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let position_orders: Vec<_> = position_orders
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.iter()
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.filter_map(|&x| open_orders.iter().find(|y| y.id == x))
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.filter_map(|&x| open_orders.iter().find(|y| y.id() == x))
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.collect();
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for order in position_orders {
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match self.client.cancel_order(order).await {
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Ok(_) => info!("Order #{} closed successfully.", order.id),
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Err(e) => error!("Could not close order #{}: {}", order.id, e),
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Ok(_) => info!("Order #{} closed successfully.", order.id()),
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Err(e) => error!("Could not close order #{}: {}", order.id(), e),
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}
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}
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}
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@ -460,10 +460,10 @@ impl OrderManager {
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match self.tracked_positions.get_mut(&position_id) {
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None => {
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self.tracked_positions
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.insert(position_id, vec![active_order.id]);
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.insert(position_id, vec![active_order.id()]);
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}
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Some(position_orders) => {
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position_orders.push(active_order.id);
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position_orders.push(active_order.id());
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}
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}
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}
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@ -493,7 +493,9 @@ impl OrderManager {
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let opt_position_order = open_orders
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.iter()
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// avoid using direct equality, using error margin instead
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.find(|x| (x.details.amount().neg() - position.amount()).abs() < 0.0000001);
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.find(|x| {
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(x.order_form().amount().neg() - position.amount()).abs() < 0.0000001
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});
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// checking if the position has an open order.
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// If so, don't do anything since the order is taken care of
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@ -552,29 +554,29 @@ impl OrderManager {
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for position in positions {
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let matching_order = open_orders
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.iter()
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.find(|x| x.details.amount().abs() == position.amount().abs());
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.find(|x| x.order_form().amount().abs() == position.amount().abs());
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// if an order is found, we insert the order to our internal mapping, if not already present
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if let Some(matching_order) = matching_order {
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match self.tracked_positions.get_mut(&position.id()) {
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Some(position_orders) => {
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if !position_orders.contains(&matching_order.id) {
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if !position_orders.contains(&matching_order.id()) {
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trace!(
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"Mapped order #{} to position #{}",
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position.id(),
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matching_order.id
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matching_order.id()
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);
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position_orders.push(matching_order.id);
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position_orders.push(matching_order.id());
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}
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}
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None => {
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trace!(
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"Mapped order #{} to position #{}",
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position.id(),
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matching_order.id
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matching_order.id()
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);
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self.tracked_positions
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.insert(position.id(), vec![matching_order.id]);
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.insert(position.id(), vec![matching_order.id()]);
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}
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}
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}
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@ -595,7 +597,7 @@ impl OrderManager {
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match m {
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ActionMessage::SubmitOrder { order: order_form } => {
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info!("Closing open order...");
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info!("\tCancelling open order #{}", &active_order.id);
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info!("\tCancelling open order #{}", &active_order.id());
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self.client.cancel_order(&active_order).await?;
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info!("\tSubmitting {}...", order_form.kind());
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@ -150,14 +150,71 @@ impl OrderDetails {
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#[derive(Clone, Debug)]
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pub struct ActiveOrder {
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pub(crate) exchange: Exchange,
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pub(crate) id: u64,
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pub(crate) group_id: Option<u64>,
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pub(crate) client_id: Option<u64>,
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pub(crate) symbol: SymbolPair,
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pub(crate) details: OrderForm,
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pub(crate) creation_timestamp: u64,
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pub(crate) update_timestamp: u64,
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exchange: Exchange,
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id: u64,
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group_id: Option<u64>,
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client_id: Option<u64>,
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pair: SymbolPair,
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order_form: OrderForm,
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creation_timestamp: u64,
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update_timestamp: u64,
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}
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impl ActiveOrder {
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pub fn new(
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exchange: Exchange,
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id: u64,
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pair: SymbolPair,
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order_form: OrderForm,
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creation_timestamp: u64,
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update_timestamp: u64,
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) -> Self {
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Self {
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exchange,
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id,
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group_id: None,
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client_id: None,
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pair,
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order_form,
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creation_timestamp,
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update_timestamp,
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}
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}
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pub fn with_group_id(mut self, group_id: Option<u64>) -> Self {
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self.group_id = group_id;
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self
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}
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pub fn with_client_id(mut self, client_id: Option<u64>) -> Self {
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self.client_id = client_id;
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self
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}
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pub fn exchange(&self) -> Exchange {
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self.exchange
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}
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pub fn id(&self) -> u64 {
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self.id
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}
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pub fn group_id(&self) -> Option<u64> {
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self.group_id
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}
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pub fn client_id(&self) -> Option<u64> {
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self.client_id
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}
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pub fn pair(&self) -> &SymbolPair {
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&self.pair
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}
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pub fn order_form(&self) -> &OrderForm {
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&self.order_form
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}
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pub fn creation_timestamp(&self) -> u64 {
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self.creation_timestamp
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}
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pub fn update_timestamp(&self) -> u64 {
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self.update_timestamp
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}
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}
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impl Hash for ActiveOrder {
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@ -1,16 +1,13 @@
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use std::collections::HashMap;
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use std::fmt::{Debug, Formatter};
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use dyn_clone::DynClone;
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use log::{info};
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use log::info;
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use crate::connectors::Connector;
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use crate::events::{ActionMessage, Event, EventKind, EventMetadata};
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use crate::managers::OptionUpdate;
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use crate::models::{
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ActiveOrder, OrderBook, OrderForm, OrderKind, Position, PositionProfitState,
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};
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use crate::models::{ActiveOrder, OrderBook, OrderForm, OrderKind, Position, PositionProfitState};
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use crate::BoxError;
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/***************
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@ -557,7 +554,7 @@ impl OrderStrategy for MarketEnforce {
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// long
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let offer_comparison = {
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if order.details.amount() > 0.0 {
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if order.order_form().amount() > 0.0 {
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order_book.highest_bid()
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} else {
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order_book.lowest_ask()
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@ -567,7 +564,7 @@ impl OrderStrategy for MarketEnforce {
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// if the best offer is higher than our threshold,
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// ask the manager to close the position with a market order
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let order_price = order
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.details
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.order_form()
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.price()
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.ok_or("The active order does not have a price!")?;
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let delta = (1.0 - (offer_comparison / order_price)).abs() * 100.0;
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@ -575,10 +572,10 @@ impl OrderStrategy for MarketEnforce {
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if delta > self.threshold {
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messages.push(ActionMessage::SubmitOrder {
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order: OrderForm::new(
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order.symbol.clone(),
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order.pair().clone(),
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OrderKind::Market,
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*order.details.platform(),
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order.details.amount(),
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*order.order_form().platform(),
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order.order_form().amount(),
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),
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})
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}
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Block a user