repo_id stringclasses 137
values | file_path stringlengths 10 89 | content stringlengths 0 990k | __index_level_0__ int64 0 0 |
|---|---|---|---|
archive | /mono/crates/fdr_store/src/archive/postgres.rs | use crate::{
archive::models::{ArchivedDataDto, GetArchivesFilter},
error::FdrStoreResult,
};
use fdr_common::{crypto::assets::Asset, tracing::instrument};
use sqlx::{FromRow, PgConnection, Postgres, QueryBuilder};
use std::collections::VecDeque;
use super::models::{GetCandlesFilter, OhlcDataDto};
pub(crate) ... | 0 |
orders | /mono/crates/fdr_store/src/orders/mod.rs | use crate::{
error::FdrStoreResult,
orders::models::{GetOrderFilter, GetOrdersFilter, OrderDto},
};
use fdr_common::{
crypto::orders::{FdrOrderCancellationStatus, FdrOrderStatus},
TradingStrategy,
};
use crate::core::pool_connection::PoolConnection;
use rust_decimal::Decimal;
use uuid::Uuid;
pub mod m... | 0 |
orders | /mono/crates/fdr_store/src/orders/models.rs | use chrono::{DateTime, Utc};
use rust_decimal::Decimal;
use serde::{Deserialize, Serialize};
use serde_json::Value;
use uuid::Uuid;
use fdr_common::{
crypto::{
assets::{Asset, CurrencyPair},
orders::{FdrOrderCancellationStatus, FdrOrderSide, FdrOrderStatus, FdrOrderType, OrderEntry},
},
exc... | 0 |
orders | /mono/crates/fdr_store/src/orders/postgres.rs | use rust_decimal::Decimal;
use sqlx::{FromRow, PgConnection, Postgres, QueryBuilder};
use uuid::Uuid;
use crate::{
core::filter::postgres::{apply_exchange_filter, apply_pairs_filters, apply_strategy_filter},
error::{parse_db_error, FdrStoreResult},
};
use fdr_common::{
crypto::orders::{FdrOrderCancellation... | 0 |
orders | /mono/crates/fdr_store/src/orders/memory.rs | #![allow(unused_variables)]
use lazy_static::lazy_static;
use rust_decimal::Decimal;
use std::{
collections::HashMap,
sync::{Arc, RwLock},
};
use uuid::Uuid;
use crate::{
core::{pool::Pool, BATCH_SIZE},
error::{FdrStoreError, FdrStoreResult},
};
use fdr_common::{
crypto::{
assets::CurrencyP... | 0 |
metrics | /mono/crates/fdr_store/src/metrics/mod.rs | use crate::{
core::pool_connection::PoolConnection,
error::FdrStoreResult,
metrics::models::{BalanceMetricsDto, TradeMetricsDto},
};
use fdr_common::crypto::assets::Asset;
use uuid::Uuid;
pub mod memory;
pub mod models;
pub mod postgres;
#[async_trait::async_trait]
pub trait MetricsStore {
async fn sa... | 0 |
metrics | /mono/crates/fdr_store/src/metrics/models.rs | use chrono::{DateTime, Utc};
use fdr_common::crypto::assets::{Asset, CurrencyPair};
use rust_decimal::Decimal;
use serde::{Deserialize, Serialize};
use uuid::Uuid;
#[derive(Clone, Debug, Serialize, Deserialize, sqlx::FromRow)]
pub struct BalanceMetricsDto {
pub run_id: Uuid,
pub asset: Asset,
pub balance: ... | 0 |
metrics | /mono/crates/fdr_store/src/metrics/postgres.rs | use crate::{
error::FdrStoreResult,
metrics::models::{BalanceMetricsDto, TradeMetricsDto},
};
use fdr_common::crypto::assets::Asset;
use sqlx::{FromRow, PgConnection, Postgres, QueryBuilder};
use uuid::Uuid;
pub(crate) async fn save_trade_metrics(
executor: &mut PgConnection,
results: &[TradeMetricsDto... | 0 |
metrics | /mono/crates/fdr_store/src/metrics/memory.rs | use crate::{
core::pool::Pool,
error::FdrStoreResult,
metrics::{
models::{BalanceMetricsDto, TradeMetricsDto},
MetricsStore,
},
};
use fdr_common::crypto::assets::Asset;
use lazy_static::lazy_static;
use std::sync::Arc;
use tokio::sync::RwLock;
use uuid::Uuid;
lazy_static! {
static ... | 0 |
backtest | /mono/crates/fdr_store/src/backtest/mod.rs | pub mod account_details;
pub mod balance_accounts;
pub mod cleanup;
pub mod strat_balance_accounts;
pub mod strat_runs;
pub mod strategies;
pub mod virtual_balance_accounts;
| 0 |
virtual_balance_accounts | /mono/crates/fdr_store/src/backtest/virtual_balance_accounts/mod.rs | pub mod postgres;
use crate::{core::pool_connection::PoolConnection, error::FdrStoreResult};
use chrono::{DateTime, Utc};
use fdr_common::crypto::assets::Asset;
use rust_decimal::Decimal;
use uuid::Uuid;
#[async_trait::async_trait]
pub trait BackTestVirtualBalanceAccountStore {
async fn add_virtual_balance_accoun... | 0 |
virtual_balance_accounts | /mono/crates/fdr_store/src/backtest/virtual_balance_accounts/postgres.rs | use crate::error::{parse_db_error, FdrStoreResult};
use chrono::{DateTime, Utc};
use fdr_common::crypto::{account_balance::AccountStatus, assets::Asset};
use rust_decimal::Decimal;
use sqlx::PgConnection;
use uuid::Uuid;
pub(crate) async fn add_virtual_balance_account(
executor: &mut PgConnection,
account_id: ... | 0 |
strat_balance_accounts | /mono/crates/fdr_store/src/backtest/strat_balance_accounts/mod.rs | pub mod postgres;
use crate::{core::pool_connection::PoolConnection, error::FdrStoreResult};
use uuid::Uuid;
#[async_trait::async_trait]
pub trait BackTestStratBalanceAccountsStore {
async fn add_strat_balance_account(&mut self, run_id: Uuid, vba_id: Uuid) -> FdrStoreResult<(Uuid, u64)>;
}
#[async_trait::async_t... | 0 |
strat_balance_accounts | /mono/crates/fdr_store/src/backtest/strat_balance_accounts/postgres.rs | use crate::error::{parse_db_error, FdrStoreResult};
use sqlx::PgConnection;
use uuid::Uuid;
pub(crate) async fn add_strat_balance_account(
executor: &mut PgConnection,
run_id: Uuid,
vba_id: Uuid,
) -> FdrStoreResult<(Uuid, u64)> {
let res = sqlx::query!(
//language=sql
r#"
I... | 0 |
cleanup | /mono/crates/fdr_store/src/backtest/cleanup/mod.rs | use crate::{core::transaction::Transaction, error::FdrStoreResult};
use uuid::Uuid;
pub mod postgres;
#[async_trait::async_trait]
pub trait BackTestCleanup {
async fn cleanup_previous_runs(&mut self, strat_run_id: Uuid) -> FdrStoreResult<()>;
}
#[async_trait::async_trait]
impl BackTestCleanup for Transaction<'_>... | 0 |
cleanup | /mono/crates/fdr_store/src/backtest/cleanup/postgres.rs | use crate::error::FdrStoreResult;
use sqlx::{Postgres, Transaction};
use uuid::Uuid;
pub async fn cleanup_previous_runs(executor: &mut Transaction<'_, Postgres>, strat_run_id: Uuid) -> FdrStoreResult<()> {
sqlx::query!("DELETE FROM orders WHERE strat_run_id = $1", strat_run_id)
.execute(&mut **executor)
... | 0 |
balance_accounts | /mono/crates/fdr_store/src/backtest/balance_accounts/mod.rs | use crate::{core::pool_connection::PoolConnection, error::FdrStoreResult};
use fdr_common::crypto::assets::Asset;
use rust_decimal::Decimal;
use uuid::Uuid;
pub mod postgres;
#[async_trait::async_trait]
pub trait BackTestBalanceAccountStore {
async fn add_balance_account(&mut self, asset: Asset, amount: Decimal) ... | 0 |
balance_accounts | /mono/crates/fdr_store/src/backtest/balance_accounts/postgres.rs | use crate::error::{parse_db_error, FdrStoreResult};
use fdr_common::crypto::assets::Asset;
use rust_decimal::Decimal;
use sqlx::PgConnection;
use uuid::Uuid;
pub(crate) async fn add_balance_account(
executor: &mut PgConnection,
asset: Asset,
amount: Decimal,
) -> FdrStoreResult<(Uuid, u64)> {
let id = ... | 0 |
account_details | /mono/crates/fdr_store/src/backtest/account_details/mod.rs | use uuid::Uuid;
use fdr_common::exchange::Venue;
use crate::{core::pool_connection::PoolConnection, error::FdrStoreResult};
pub mod postgres;
#[async_trait::async_trait]
pub trait BackTestAccountDetailsStore {
async fn add_account_details(&mut self, name: &str, account_id: Uuid, venue: Venue) -> FdrStoreResult<... | 0 |
account_details | /mono/crates/fdr_store/src/backtest/account_details/postgres.rs | use crate::error::{parse_db_error, FdrStoreResult};
use fdr_common::exchange::Venue;
use sqlx::PgConnection;
use uuid::Uuid;
pub(crate) async fn add_account_details(
executor: &mut PgConnection,
name: &str,
account_id: Uuid,
venue: Venue,
) -> FdrStoreResult<Uuid> {
let id = Uuid::new_v4();
sql... | 0 |
strat_runs | /mono/crates/fdr_store/src/backtest/strat_runs/mod.rs | pub mod postgres;
use crate::{core::pool_connection::PoolConnection, error::FdrStoreResult};
use fdr_common::crypto::assets::CurrencyPair;
use uuid::Uuid;
#[async_trait::async_trait]
pub trait BackTestStratRunStore {
async fn add_strat_run(
&mut self,
strat_run_id: Uuid,
strategy_id: Uuid,... | 0 |
strat_runs | /mono/crates/fdr_store/src/backtest/strat_runs/postgres.rs | use crate::error::{parse_db_error, FdrStoreResult};
use fdr_common::crypto::assets::CurrencyPair;
use sqlx::PgConnection;
use uuid::Uuid;
pub(crate) async fn add_strat_run(
executor: &mut PgConnection,
strat_run_id: Uuid,
strategy_id: Uuid,
pair: CurrencyPair,
) -> FdrStoreResult<(Uuid, u64)> {
let... | 0 |
strategies | /mono/crates/fdr_store/src/backtest/strategies/mod.rs | mod postgres;
use crate::{core::pool_connection::PoolConnection, error::FdrStoreResult};
use fdr_common::TradingStrategy;
use uuid::Uuid;
#[async_trait::async_trait]
pub trait BackTestStrategyStore {
async fn add_strategy(&mut self, strategy_type: TradingStrategy) -> FdrStoreResult<(Uuid, u64)>;
}
#[async_trait::... | 0 |
strategies | /mono/crates/fdr_store/src/backtest/strategies/postgres.rs | use crate::error::{parse_db_error, FdrStoreResult};
use fdr_common::TradingStrategy;
use sqlx::PgConnection;
use uuid::Uuid;
pub(crate) async fn add_strategy(
executor: &mut PgConnection,
strategy_type: TradingStrategy,
) -> FdrStoreResult<(Uuid, u64)> {
let id = Uuid::new_v4();
let res = sqlx::query!(... | 0 |
opportunities | /mono/crates/fdr_store/src/opportunities/mod.rs | use crate::core::pool_connection::PoolConnection;
use fdr_common::error::FdrError;
use self::models::{OpportunityDto, OpportunityOrderDto};
pub mod models;
pub mod postgres;
#[async_trait::async_trait]
pub trait OpportunityStore {
async fn save_opportunity(&mut self, opportunity: OpportunityDto) -> Result<(), Fd... | 0 |
opportunities | /mono/crates/fdr_store/src/opportunities/models.rs | use serde::{Deserialize, Serialize};
use uuid::Uuid;
#[derive(Debug, Serialize, Deserialize, sqlx::FromRow, Clone)]
pub struct OpportunityDto {
pub id: Uuid,
pub run_id: Uuid,
}
#[derive(Debug, Serialize, Deserialize, sqlx::FromRow, Clone)]
pub struct OpportunityOrderDto {
pub opportunity_id: Uuid,
pu... | 0 |
opportunities | /mono/crates/fdr_store/src/opportunities/postgres.rs | use fdr_common::error::FdrError;
use sqlx::PgConnection;
use super::models::{OpportunityDto, OpportunityOrderDto};
pub(crate) async fn save_opportunity(executor: &mut PgConnection, opportunity: OpportunityDto) -> Result<(), FdrError> {
let _ = sqlx::query!(
// language=sql
r#"
INSERT I... | 0 |
indicator | /mono/crates/fdr_store/src/indicator/mod.rs | pub mod postgres;
use crate::{core::pool_connection::PoolConnection, error::FdrStoreResult};
use chrono::{DateTime, Utc};
use fdr_common::exchange::Market;
use std::collections::HashMap;
use technical_analysis::{
period::Period,
value::{IndicatorSymbol, IndicatorValue},
};
#[async_trait::async_trait]
pub trai... | 0 |
indicator | /mono/crates/fdr_store/src/indicator/postgres.rs | use crate::error::FdrStoreResult;
use chrono::{DateTime, Utc};
use fdr_common::exchange::{Market, Venue};
use sqlx::{PgConnection, Postgres, QueryBuilder};
use std::collections::HashMap;
use technical_analysis::{
period::Period,
value::{IndicatorSymbol, IndicatorValue},
};
pub(crate) async fn save_indicator(
... | 0 |
virtual_accounts | /mono/crates/fdr_store/src/virtual_accounts/mod.rs | pub mod memory;
pub mod postgres;
use crate::{core::pool_connection::PoolConnection, error::FdrStoreResult};
use async_trait::async_trait;
use chrono::{DateTime, Utc};
use derive_more::Display;
use fdr_common::{crypto::assets::Asset, exchange::Venue};
use rust_decimal::Decimal;
use uuid::Uuid;
#[derive(serde::Deseria... | 0 |
virtual_accounts | /mono/crates/fdr_store/src/virtual_accounts/postgres.rs | use crate::{error::FdrStoreResult, virtual_accounts::VirtualAccountDto};
use chrono::{DateTime, Utc};
use rust_decimal::Decimal;
use sqlx::PgConnection;
use uuid::Uuid;
pub(crate) async fn add_virtual_account(
executor: &mut PgConnection,
account: VirtualAccountDto,
) -> FdrStoreResult<(Uuid, u64)> {
let r... | 0 |
virtual_accounts | /mono/crates/fdr_store/src/virtual_accounts/memory.rs | use crate::{
core::pool::Pool,
error::{FdrStoreError, FdrStoreResult},
virtual_accounts::{VirtualAccountDto, VirtualAccountStore},
};
use chrono::{DateTime, Utc};
use lazy_static::lazy_static;
use rust_decimal::Decimal;
use std::{collections::HashMap, sync::Arc};
use tokio::sync::{Mutex, RwLock};
use uuid::... | 0 |
trades | /mono/crates/fdr_store/src/trades/mod.rs | use crate::{core::pool_connection::PoolConnection, error::FdrStoreResult, trades::models::TradeDto};
use async_trait::async_trait;
use fdr_common::{
crypto::{assets::CurrencyPair, orders::FdrOrderSide},
exchange::Exchange,
};
use uuid::Uuid;
pub mod models;
pub mod memory;
pub mod postgres;
#[async_trait::as... | 0 |
trades | /mono/crates/fdr_store/src/trades/models.rs | use chrono::{DateTime, Utc};
use rust_decimal::Decimal;
use serde::{Deserialize, Serialize};
use serde_json::Value;
use uuid::Uuid;
use crate::error::FdrStoreError;
use fdr_common::{
crypto::{
assets::Asset,
orders::{FdrOrderSide, FdrOrderType},
},
exchange::Exchange,
};
use fdr_event::even... | 0 |
trades | /mono/crates/fdr_store/src/trades/postgres.rs | use crate::{
core::filter::postgres::{apply_exchange_filter, apply_pairs_filters},
error::FdrStoreResult,
};
use fdr_common::tracing::instrument;
use sqlx::{FromRow, PgConnection, Postgres, QueryBuilder};
use uuid::Uuid;
use crate::trades::{models::TradeDto, TradesFilter};
#[instrument]
pub(crate) async fn ge... | 0 |
trades | /mono/crates/fdr_store/src/trades/memory.rs | use crate::{
core::{pool::Pool, BATCH_SIZE},
error::FdrStoreResult,
trades::{models::TradeDto, TradeStore, TradesFilter},
};
use fdr_common::crypto::assets::CurrencyPair;
use lazy_static::lazy_static;
use std::{
collections::HashMap,
sync::{Arc, RwLock},
};
use tracing_attributes::instrument;
use uu... | 0 |
core | /mono/crates/fdr_store/src/core/pool.rs | use crate::{
config::PostgresConfig,
core::{pool_connection::PoolConnection, transaction::Transaction},
error::FdrStoreResult,
};
use sqlx::Postgres;
use url::Url;
#[derive(Debug)]
pub enum Pool {
Postgres(sqlx::pool::Pool<Postgres>),
Memory,
}
impl Pool {
pub async fn acquire(&self) -> FdrSto... | 0 |
core | /mono/crates/fdr_store/src/core/pool_connection.rs | use sqlx::Postgres;
use std::fmt::{Debug, Display};
pub enum PoolConnection {
Postgres(sqlx::pool::PoolConnection<Postgres>),
Memory,
}
impl Debug for PoolConnection {
fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
match self {
PoolConnection::Postgres(_) => write... | 0 |
core | /mono/crates/fdr_store/src/core/mod.rs | pub mod filter;
pub mod pool;
pub mod pool_connection;
pub mod transaction;
pub const BATCH_SIZE: usize = 1;
| 0 |
core | /mono/crates/fdr_store/src/core/transaction.rs | use sqlx::Postgres;
use std::fmt::{Debug, Display};
pub enum Transaction<'a> {
Postgres(sqlx::Transaction<'a, Postgres>),
Memory,
}
impl Transaction<'_> {
pub async fn commit(self) -> Result<(), sqlx::Error> {
match self {
Transaction::Postgres(tx) => tx.commit().await,
Tra... | 0 |
filter | /mono/crates/fdr_store/src/core/filter/mod.rs | pub mod postgres;
| 0 |
filter | /mono/crates/fdr_store/src/core/filter/postgres.rs | use fdr_common::{
crypto::assets::{Asset, CurrencyPair},
exchange::Exchange,
TradingStrategy,
};
use sqlx::{Postgres, QueryBuilder};
pub fn apply_volume_filled_filter(
qb: &mut QueryBuilder<'_, Postgres>,
first: &mut bool,
has_volume_filled: Option<bool>,
) {
if let Some(has_volume_filled) ... | 0 |
exchange_proxy | /mono/crates/exchange_proxy/Cargo.toml | [package]
name = "exchange-proxy"
version = { workspace = true }
authors = ["Steve Sampson <mail@stephensampson.dev>"]
edition = { workspace = true }
[[bin]]
name = "proxy-kraken"
path = "src/bin/kraken/kraken_proxy.rs"
[[bin]]
name = "proxy-poloniex"
path = "src/bin/poloniex/poloniex_proxy.rs"
[dependencies]
fdr-co... | 0 |
src | /mono/crates/exchange_proxy/src/websocket.rs | use chrono::{DateTime, Utc};
use serde::{Deserialize, Serialize};
use tokio::net::TcpStream;
use tokio_tungstenite::{
tungstenite::protocol::frame::coding::CloseCode as TungsteniteCloseCode, MaybeTlsStream, WebSocketStream,
};
pub struct FdrWebsocket {
pub stream: Option<WebSocketStream<MaybeTlsStream<TcpStrea... | 0 |
src | /mono/crates/exchange_proxy/src/engine.rs | use async_trait::async_trait;
use std::{sync::Arc, time::Duration};
use tokio_util::sync::CancellationToken;
use uuid::Uuid;
use fdr_common::{
crypto::{
assets::CurrencyPair,
orders::{FdrOrderCancellationStatus, FdrOrderStatus},
},
exchange::Market,
task::{FdrTask, FdrTaskResult, Shutd... | 0 |
src | /mono/crates/exchange_proxy/src/book_manager.rs | use fdr_common::crypto::{assets::CurrencyPair, book::Book};
use fdr_event::events::FdrBookEntry;
use rust_decimal::Decimal;
use rust_decimal_macros::dec;
use std::collections::HashMap;
#[derive(Debug, Clone, serde::Serialize, serde::Deserialize, PartialEq)]
pub struct BookManager {
pub books: HashMap<CurrencyPair,... | 0 |
src | /mono/crates/exchange_proxy/src/metrics.rs | use std::sync::Arc;
use crate::{
book_manager::{BookManager, BookManagerGetters},
context::Context,
};
use fdr_common::{crypto::assets::CurrencyPair, error::FdrResult, exchange::Exchange, ticker::FdrTickerUpdate};
use prometheus::{opts, CounterVec, GaugeVec, Registry};
use rust_decimal::prelude::ToPrimitive;
... | 0 |
src | /mono/crates/exchange_proxy/src/error.rs | use http::StatusCode;
use std::net::AddrParseError;
use exchange_client::realm::FdrApiError;
use thiserror::Error;
use fdr_common::{
error::{ExchangeError, FdrError},
TradingStrategy,
};
use fdr_store::error::FdrStoreError;
use crate::context::BuildContextError;
#[derive(Error, Debug)]
pub enum ExchangeProx... | 0 |
src | /mono/crates/exchange_proxy/src/adapter.rs | use std::sync::Arc;
use async_trait::async_trait;
use chrono::{DateTime, Utc};
use exchange_client::realm::user_data::{
get_balance::GetBalanceResponse,
get_trade_volume::{GetTradeVolumeRequest, GetTradeVolumeResponse},
};
use uuid::Uuid;
use fdr_common::OrderId;
use fdr_store::orders::models::OrderDto;
use... | 0 |
src | /mono/crates/exchange_proxy/src/collector.rs | use async_trait::async_trait;
use fdr_common::{
task::{FdrTask, FdrTaskResult, ShutdownType},
TradingStrategy,
};
use std::{future::Future, marker::PhantomData, sync::Arc, time::Duration};
use tokio_util::sync::CancellationToken;
use crate::{
adapter::{ExchangeAdapterPrivateCollectorTrait, ExchangeAdapterP... | 0 |
src | /mono/crates/exchange_proxy/src/config.rs | use fdr_common::{
config::ServerConfig,
crypto::assets::CurrencyPair,
exchange::{auth::ExchangeAuth, Exchange},
tracing::config::TracingConfig,
TradingStrategy,
};
use fdr_event::kafka::{consumer::KafkaConsumerConfig, producer::KafkaProducerConfig};
use fdr_store::config::PostgresConfig;
use std::co... | 0 |
src | /mono/crates/exchange_proxy/src/lib.rs | #[macro_use]
extern crate slog;
pub mod adapter;
pub mod book_manager;
pub mod collector;
pub mod config;
pub mod context;
pub mod engine;
pub mod error;
pub mod metrics;
pub mod reconciler;
pub mod server;
pub mod websocket;
| 0 |
src | /mono/crates/exchange_proxy/src/context.rs | use async_trait::async_trait;
use prometheus::Registry;
use std::{collections::HashMap, sync::Arc};
use slog::Logger;
use slog_scope::GlobalLoggerGuard;
use thiserror::Error;
use tokio::sync::RwLock;
use fdr_common::{
context::FdrServiceContext, crypto::assets::CurrencyPair, exchange::Exchange, logging::default_l... | 0 |
kraken | /mono/crates/exchange_proxy/src/bin/kraken/error.rs | use fdr_common::error::ExchangeError;
use serde::{de, de::Visitor, Deserialize, Deserializer, Serialize};
use std::fmt;
use thiserror::Error;
#[derive(Error, Clone, Debug, Serialize, PartialEq)]
pub enum KrakenError {
#[error("EGeneral:Invalid arguments:{0}")]
InvalidArguments(String),
#[error("EOrder:Rate... | 0 |
kraken | /mono/crates/exchange_proxy/src/bin/kraken/kraken_proxy.rs | #[macro_use]
extern crate slog;
use std::{sync::Arc, time::Duration};
use tokio_util::sync::CancellationToken;
use exchange_proxy::{
collector::{PrivateCollector, PublicCollector},
config::Config,
context::Context,
engine::OrderExecutionEngine,
error::ExchangeProxyResult,
reconciler::OrderReco... | 0 |
collector | /mono/crates/exchange_proxy/src/bin/kraken/collector/private.rs | use std::{str::FromStr, sync::Arc};
use chrono::{DateTime, Utc};
use rust_decimal::{prelude::ToPrimitive, Decimal};
use tracing::instrument;
use uuid::Uuid;
use exchange_proxy::{
context::Context,
error::{ExchangeAdapterError, ExchangeProxyError, ExchangeProxyResult},
websocket::CloseFrame,
};
use fdr_com... | 0 |
collector | /mono/crates/exchange_proxy/src/bin/kraken/collector/mod.rs | use async_trait::async_trait;
use exchange_proxy::{
adapter::{ExchangeAdapterPrivateCollectorTrait, ExchangeAdapterPublicCollectorTrait},
error::{ExchangeAdapterResult, ExchangeProxyResult},
};
use crate::adapter::{
models::websocket::{private::response::PrivateWsMessage, public::response::PublicWsMessage}... | 0 |
collector | /mono/crates/exchange_proxy/src/bin/kraken/collector/public.rs | use std::sync::Arc;
use exchange_proxy::{
error::ExchangeProxyResult,
metrics::{update_book_metrics, update_ticker_metrics},
websocket::CloseFrame,
};
use fdr_common::{exchange::Exchange, ticker::FdrTickerUpdate};
use fdr_event::{
events::{FdrBookEntry, FdrBookUpdate, FdrEvent, FdrEvent::Book},
Fdr... | 0 |
adapter | /mono/crates/exchange_proxy/src/bin/kraken/adapter/mod.rs | use std::{str::FromStr, sync::Arc};
use async_trait::async_trait;
use base64::Engine;
use chrono::{DateTime, Utc};
use digest::Digest;
use exchange_client::realm::user_data::get_trade_volume::GetTradeVolumeRequest;
use hmac::{Hmac, Mac};
use rust_decimal::Decimal;
use serde_json::Value;
use sha2::{Sha256, Sha512};
use... | 0 |
rest | /mono/crates/exchange_proxy/src/bin/kraken/adapter/rest/mod.rs | use exchange_proxy::error::{ExchangeAdapterError, ExchangeAdapterResult};
use serde::{de::DeserializeOwned, Serialize};
use serde_json::json;
use crate::{
adapter::{models::KRAKEN_API_URL, KrakenAdapter},
error::KrakenError,
};
mod user_data;
impl KrakenAdapter {
async fn send_request<T, U>(&self, url: &... | 0 |
user_data | /mono/crates/exchange_proxy/src/bin/kraken/adapter/rest/user_data/mod.rs | use async_trait::async_trait;
use chrono::{DateTime, Utc};
use exchange_client::realm::user_data::get_trade_volume::GetTradeVolumeRequest;
use exchange_proxy::error::ExchangeAdapterResult;
use serde_json::json;
use crate::adapter::{
models::{
realm::user_data::{
GetBalanceResponse, GetClosedOrd... | 0 |
models | /mono/crates/exchange_proxy/src/bin/kraken/adapter/models/mod.rs | use fdr_common::crypto::orders::FdrOrderStatus;
use serde::{Deserialize, Serialize};
pub mod realm;
pub mod websocket;
#[derive(Debug, Deserialize, Serialize, PartialEq, Eq, Copy, Clone)]
#[serde(rename_all = "lowercase")]
pub enum KrakenOrderType {
#[serde(alias = "m")]
Market,
#[serde(alias = "l")]
... | 0 |
websocket | /mono/crates/exchange_proxy/src/bin/kraken/adapter/models/websocket/mod.rs | use serde::{Deserialize, Serialize};
pub mod private;
pub mod public;
#[derive(Debug, Serialize, Deserialize)]
#[serde(rename_all = "camelCase")]
pub enum KrakenWsRequestEvent {
Ping,
Subscribe,
Unsubscribe,
CancelOrder,
AddOrder,
}
#[derive(Debug, Serialize, Deserialize)]
#[serde(rename_all = "c... | 0 |
public | /mono/crates/exchange_proxy/src/bin/kraken/adapter/models/websocket/public/response.rs | use crate::adapter::models::{KrakenOrderType, KrakenTradeSide};
use chrono::Utc;
use exchange_proxy::{error::ExchangeAdapterError, websocket::CloseFrame};
use fdr_common::{crypto::assets::CurrencyPair, exchange::Exchange, ticker::FdrTickerUpdate};
use fdr_event::events::{FdrBookEntry, FdrBookUpdate};
use regex::Regex;
... | 0 |
public | /mono/crates/exchange_proxy/src/bin/kraken/adapter/models/websocket/public/mod.rs | pub mod request;
pub mod response;
| 0 |
public | /mono/crates/exchange_proxy/src/bin/kraken/adapter/models/websocket/public/request.rs | use crate::adapter::models::websocket::KrakenWsRequestEvent;
use serde::Serialize;
#[derive(Serialize)]
pub struct PublicWsRequest {
pub event: KrakenWsRequestEvent,
#[serde(skip_serializing_if = "Option::is_none")]
#[serde(rename(serialize = "pair"))]
pub pairs: Option<Vec<String>>,
#[serde(skip_s... | 0 |
private | /mono/crates/exchange_proxy/src/bin/kraken/adapter/models/websocket/private/response.rs | use std::{collections::HashMap, str::FromStr};
use chrono::DateTime;
use exchange_proxy::{error::ExchangeAdapterError, websocket::CloseFrame};
use rust_decimal::{prelude::ToPrimitive, Decimal};
use serde::{Deserialize, Serialize};
use tokio_tungstenite::tungstenite::Message;
use uuid::Uuid;
use fdr_common::{
cryp... | 0 |
private | /mono/crates/exchange_proxy/src/bin/kraken/adapter/models/websocket/private/mod.rs | pub mod request;
pub mod response;
| 0 |
private | /mono/crates/exchange_proxy/src/bin/kraken/adapter/models/websocket/private/request.rs | use crate::adapter::models::{
realm::trading::CreateOrderRequest, websocket::KrakenWsRequestEvent, KrakenOrderType, KrakenTradeSide,
};
use exchange_proxy::error::ExchangeAdapterError;
use fdr_common::OrderId;
use rust_decimal::Decimal;
use serde::Serialize;
use tokio_tungstenite::tungstenite::Message;
#[derive(Se... | 0 |
realm | /mono/crates/exchange_proxy/src/bin/kraken/adapter/models/realm/mod.rs | pub mod exchange_data;
pub mod trading;
pub mod user_data;
| 0 |
exchange_data | /mono/crates/exchange_proxy/src/bin/kraken/adapter/models/realm/exchange_data/mod.rs | use std::str::FromStr;
use catalog::KrakenAsset;
use fdr_common::{
crypto::{
assets::{Asset, TradingAsset},
pairs::TradingPair,
},
error::FdrError,
};
use rust_decimal::Decimal;
use serde::{Deserialize, Serialize};
#[derive(Serialize, Deserialize, Debug)]
pub struct KrakenPair {
#[serd... | 0 |
trading | /mono/crates/exchange_proxy/src/bin/kraken/adapter/models/realm/trading/mod.rs | use chrono::Utc;
use rust_decimal::Decimal;
use serde::{Deserialize, Serialize};
use fdr_common::{crypto::orders::FdrOrderType, utils::serde::serialize_option_as_string};
use fdr_store::orders::models::OrderDto;
use crate::adapter::models::{KrakenOrderType, KrakenTradeSide};
#[derive(Debug, Serialize)]
pub struct Cr... | 0 |
user_data | /mono/crates/exchange_proxy/src/bin/kraken/adapter/models/realm/user_data/mod.rs | use catalog::{KrakenPair, KRAKEN_API_PAIRS, KRAKEN_PAIR_DATA};
use chrono::{DateTime, Utc};
use exchange_proxy::error::ExchangeAdapterError;
use rust_decimal::{
prelude::{FromPrimitive, ToPrimitive},
Decimal,
};
use serde::{Deserialize, Deserializer, Serialize};
use std::{collections::HashMap, ops::Sub, str::Fr... | 0 |
websocket | /mono/crates/exchange_proxy/src/bin/kraken/adapter/websocket/private.rs | use async_trait::async_trait;
use chrono::{Duration, Utc};
use exchange_proxy::{
error::{ExchangeAdapterError, ExchangeAdapterResult},
websocket::{FdrWebsocketStatus, WsToken},
};
use fdr_common::OrderId;
use futures_util::{SinkExt, StreamExt};
use serde_json::json;
use tokio_tungstenite::connect_async;
use url... | 0 |
websocket | /mono/crates/exchange_proxy/src/bin/kraken/adapter/websocket/mod.rs | mod private;
mod public;
| 0 |
websocket | /mono/crates/exchange_proxy/src/bin/kraken/adapter/websocket/public.rs | use async_trait::async_trait;
use exchange_proxy::{
error::{ExchangeAdapterError, ExchangeAdapterResult},
websocket::FdrWebsocketStatus,
};
use fdr_common::crypto::assets::CurrencyPair;
use futures_util::{SinkExt, StreamExt};
use tokio_tungstenite::{connect_async, tungstenite::Message};
use url::Url;
use crate... | 0 |
poloniex | /mono/crates/exchange_proxy/src/bin/poloniex/poloniex_proxy.rs | #[macro_use]
extern crate slog;
use std::{sync::Arc, time::Duration};
use tokio_util::sync::CancellationToken;
use exchange_proxy::{
collector::{PrivateCollector, PublicCollector},
config::Config,
context::Context,
engine::OrderExecutionEngine,
error::ExchangeProxyResult,
reconciler::OrderReco... | 0 |
poloniex | /mono/crates/exchange_proxy/src/bin/poloniex/config-local.toml.tmpl | [kafka_producer]
bootstrap_servers = "localhost:9094"
max_in_flight_requests_per_connection = 1
batch_num_messages = 1
request_required_acks = "all"
default_timeout_milliseconds = 50
max_retries = 3
retry_backoff_milliseconds = 10
[kafka_consumer]
group_id = "proxy-poloniex"
bootstrap_servers = "localhost:9094"
enable... | 0 |
poloniex | /mono/crates/exchange_proxy/src/bin/poloniex/error.rs | use fdr_common::error::ExchangeError;
use serde::Serialize;
use thiserror::Error;
#[derive(Error, Serialize, Debug, PartialEq)]
pub enum PoloniexError {
#[error("Invalid arguments: {0}")]
InvalidArguments(String),
#[error("Rate limit exceeded")]
RateLimitExceeded,
#[error("Insufficient funds")]
... | 0 |
collector | /mono/crates/exchange_proxy/src/bin/poloniex/collector/private.rs | use rust_decimal::prelude::ToPrimitive;
use std::sync::Arc;
use uuid::Uuid;
use exchange_proxy::{
context::Context,
error::{ExchangeProxyError, ExchangeProxyResult},
websocket::CloseFrame,
};
use fdr_common::{
crypto::assets::CurrencyPair,
exchange::{Exchange, Market},
TradingStrategy,
};
use f... | 0 |
collector | /mono/crates/exchange_proxy/src/bin/poloniex/collector/mod.rs | use async_trait::async_trait;
use exchange_proxy::{
adapter::{ExchangeAdapterPrivateCollectorTrait, ExchangeAdapterPublicCollectorTrait},
error::{ExchangeAdapterResult, ExchangeProxyResult},
};
use crate::adapter::{
models::websocket::{private::response::PrivateWsMessage, public::response::PublicWsMessage... | 0 |
collector | /mono/crates/exchange_proxy/src/bin/poloniex/collector/public.rs | use chrono::Utc;
use std::sync::Arc;
use crate::adapter::models::websocket::PoloniexWsError;
use exchange_proxy::{
book_manager::BookManagerGetters,
context::Context,
error::ExchangeProxyResult,
metrics::{update_book_metrics, update_ticker_metrics},
websocket::CloseFrame,
};
use fdr_common::{exchan... | 0 |
adapter | /mono/crates/exchange_proxy/src/bin/poloniex/adapter/mod.rs | use std::{str::FromStr, sync::Arc};
use async_trait::async_trait;
use base64::Engine;
use chrono::{DateTime, Duration, Utc};
use hmac::{Hmac, Mac};
use sha2::Sha256;
use uuid::Uuid;
use exchange_client::realm::user_data::get_trade_volume::{GetTradeVolumeRequest, GetTradeVolumeResponse};
use exchange_proxy::{
adap... | 0 |
rest | /mono/crates/exchange_proxy/src/bin/poloniex/adapter/rest/mod.rs | use exchange_proxy::error::{ExchangeAdapterError, ExchangeAdapterResult};
use serde::{de::DeserializeOwned, Deserialize, Serialize};
use serde_json::Value;
use crate::adapter::{PoloniexAdapter, POLONIEX_API_URL};
mod trading;
mod user_data;
#[derive(Debug, Deserialize, Serialize)]
pub struct PoloniexErrorResponse {
... | 0 |
trading | /mono/crates/exchange_proxy/src/bin/poloniex/adapter/rest/trading/mod.rs | use async_trait::async_trait;
use exchange_proxy::error::ExchangeAdapterResult;
use fdr_common::OrderId;
use crate::adapter::{
models::realm::trading::{
CancelOrderRequest, CancelOrderResponse, CancelOrdersRequest, CancelOrdersResponse, CreateOrderRequest,
CreateOrderResponse,
},
PoloniexAd... | 0 |
user_data | /mono/crates/exchange_proxy/src/bin/poloniex/adapter/rest/user_data/mod.rs | use async_trait::async_trait;
use exchange_client::realm::user_data::get_trade_volume::{GetTradeVolumeRequest, GetTradeVolumeResponse};
use exchange_proxy::error::{ExchangeAdapterError, ExchangeAdapterResult};
use uuid::Uuid;
use crate::adapter::{
models::realm::user_data::{GetBalanceResponse, GetFeeInfoResponse, ... | 0 |
models | /mono/crates/exchange_proxy/src/bin/poloniex/adapter/models/mod.rs | use fdr_common::crypto::orders::{FdrOrderCancellationStatus, FdrOrderStatus};
use serde::{Deserialize, Serialize};
pub mod realm;
pub mod websocket;
#[derive(Debug, Deserialize, Serialize, PartialEq, Eq, Copy, Clone)]
#[serde(rename_all = "SCREAMING_SNAKE_CASE")]
pub enum PoloniexAccountType {
Spot,
}
#[derive(D... | 0 |
websocket | /mono/crates/exchange_proxy/src/bin/poloniex/adapter/models/websocket/mod.rs | use serde::{Deserialize, Serialize};
pub mod private;
pub mod public;
#[derive(Debug, Serialize, Deserialize)]
#[serde(rename_all = "camelCase")]
pub enum PoloniexWsRequestEvent {
Ping,
Subscribe,
Unsubscribe,
// CancelOrder,
// AddOrder,
}
#[derive(Debug, Serialize, Deserialize)]
#[serde(rename_... | 0 |
public | /mono/crates/exchange_proxy/src/bin/poloniex/adapter/models/websocket/public/response.rs | use crate::adapter::models::{websocket::PoloniexWsError, PoloniexTradeSide};
use chrono::Utc;
use exchange_proxy::{
error::{ExchangeAdapterError, ExchangeAdapterResult},
websocket::CloseFrame,
};
use fdr_common::{
crypto::assets::CurrencyPair, exchange::Exchange, ticker::FdrTickerUpdate, utils::serde::deser... | 0 |
public | /mono/crates/exchange_proxy/src/bin/poloniex/adapter/models/websocket/public/mod.rs | pub mod request;
pub mod response;
| 0 |
public | /mono/crates/exchange_proxy/src/bin/poloniex/adapter/models/websocket/public/request.rs | use crate::adapter::models::websocket::PoloniexWsRequestEvent;
use exchange_proxy::error::ExchangeAdapterError;
use serde::Serialize;
use tokio_tungstenite::tungstenite::Message;
#[derive(Serialize)]
pub(crate) enum PublicWsRequest {
Ping(PublicWsPing),
Subscribe(PublicWsSubscriptionRequest),
}
#[derive(Seria... | 0 |
private | /mono/crates/exchange_proxy/src/bin/poloniex/adapter/models/websocket/private/response.rs | use std::{fmt::Debug, str::FromStr};
use chrono::{DateTime, Utc};
use rust_decimal::Decimal;
use serde::{de::DeserializeOwned, Deserialize, Serialize};
use tokio_tungstenite::tungstenite::Message;
use uuid::Uuid;
use exchange_proxy::{
error::{ExchangeAdapterError, ExchangeAdapterResult},
websocket::CloseFrame... | 0 |
private | /mono/crates/exchange_proxy/src/bin/poloniex/adapter/models/websocket/private/mod.rs | pub mod request;
pub mod response;
| 0 |
private | /mono/crates/exchange_proxy/src/bin/poloniex/adapter/models/websocket/private/request.rs | use crate::adapter::models::websocket::PoloniexWsRequestEvent;
use exchange_proxy::error::ExchangeAdapterError;
use serde::Serialize;
use tokio_tungstenite::tungstenite::Message;
#[derive(Serialize)]
pub(crate) enum PrivateWsRequest {
Ping(PrivateWsPing),
Subscribe(PrivateWsSubscriptionRequest),
}
impl TryFro... | 0 |
realm | /mono/crates/exchange_proxy/src/bin/poloniex/adapter/models/realm/mod.rs | pub mod exchange_data;
pub mod trading;
pub mod user_data;
| 0 |
exchange_data | /mono/crates/exchange_proxy/src/bin/poloniex/adapter/models/realm/exchange_data/mod.rs | use std::collections::HashMap;
use fdr_common::crypto::assets::{Asset, TradingAsset};
use serde::{Deserialize, Serialize};
#[derive(Serialize, Deserialize, Debug)]
pub struct GetAssetsResponse {
pub assets: HashMap<Asset, TradingAsset>,
}
| 0 |
trading | /mono/crates/exchange_proxy/src/bin/poloniex/adapter/models/realm/trading/mod.rs | use rust_decimal::Decimal;
use serde::{Deserialize, Serialize};
use uuid::Uuid;
use fdr_common::{
utils::serde::{serialize_as_string, serialize_option_as_string},
OrderId,
};
use fdr_store::orders::models::OrderDto;
use crate::adapter::models::{PoloniexOrderType, PoloniexTradeSide};
#[derive(Debug, Serialize... | 0 |
user_data | /mono/crates/exchange_proxy/src/bin/poloniex/adapter/models/realm/user_data/mod.rs | use std::{collections::HashMap, ops::Sub, str::FromStr};
use catalog::POLONIEX_PAIRS;
use chrono::{DateTime, Utc};
use exchange_client::realm::user_data::get_trade_volume::GetTradeVolumeResponse;
use exchange_proxy::error::{ExchangeAdapterError, ExchangeAdapterResult};
use rust_decimal::Decimal;
use serde::{Deserializ... | 0 |
websocket | /mono/crates/exchange_proxy/src/bin/poloniex/adapter/websocket/private.rs | use std::time::Duration;
use async_trait::async_trait;
use exchange_proxy::{
error::{ExchangeAdapterError, ExchangeAdapterResult},
websocket::FdrWebsocketStatus,
};
use futures_util::{SinkExt, StreamExt};
use serde_json::json;
use tokio_tungstenite::connect_async;
use url::Url;
use crate::adapter::{
model... | 0 |
websocket | /mono/crates/exchange_proxy/src/bin/poloniex/adapter/websocket/mod.rs | mod private;
mod public;
| 0 |
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