repo_id stringclasses 137
values | file_path stringlengths 10 89 | content stringlengths 0 990k | __index_level_0__ int64 0 0 |
|---|---|---|---|
src | /mono/crates/strategies/src/config.rs | use derive_more::Display;
use serde::{Deserialize, Serialize};
use std::collections::HashSet;
use fdr_common::{crypto::assets::CurrencyPair, exchange::Exchange};
use strat_common::state_managers::strategy_manager::StrategyGetterTrait;
use crate::{
arbitrage::triangular_arbitrage::{TriangularArbitrage, TriangularA... | 0 |
src | /mono/crates/strategies/src/lib.rs | use crate::{
config::{StrategyConfigKind, StrategyKind},
error::{StrategyError, StrategyResult},
market_makers::on_ticker::MarketMakerOnTicker,
};
use arbitrage::triangular_arbitrage::TriangularArbitrage;
use derive_more::Display;
use fdr_store::core::pool::Pool;
use std::{
ops::{Deref, DerefMut},
s... | 0 |
market_makers | /mono/crates/strategies/src/market_makers/mod.rs | pub mod on_ticker;
| 0 |
on_ticker | /mono/crates/strategies/src/market_makers/on_ticker/price_strategy.rs | use crate::market_makers::on_ticker::MarketMakerOnTicker;
use async_trait::async_trait;
use fdr_common::{crypto::orders::FdrOrderSide, ticker::FdrTickerUpdate};
use price_guard::{error::PriceGuardResult, PriceGuard, PriceGuardTrait};
use rust_decimal::Decimal;
use rust_decimal_macros::dec;
use strat_common::{
crypt... | 0 |
on_ticker | /mono/crates/strategies/src/market_makers/on_ticker/order_events.rs | use crate::{error::StrategyResult, market_makers::on_ticker::MarketMakerOnTicker};
use fdr_common::error::ExchangeError;
use fdr_event::events::{FdrOrderError, FdrOrderTrade};
use fdr_store::{
error::FdrStoreResult,
metrics::{models::BalanceMetricsDto, MetricsStore},
};
use price_guard::PriceGuardTrait;
use slo... | 0 |
on_ticker | /mono/crates/strategies/src/market_makers/on_ticker/build_orders.rs | use crate::{
error::StrategyResult,
market_makers::on_ticker::{volume::check_volume_against_balance, MarketMakerOnTicker},
};
use fdr_common::{
crypto::orders::{FdrOrderSide, FdrOrderStatus, FdrOrderType, OrderEntry},
exchange::Market,
};
use fdr_store::metrics::MetricsStore;
use rust_decimal::Decimal;
... | 0 |
on_ticker | /mono/crates/strategies/src/market_makers/on_ticker/unique_orders.rs | use fdr_common::crypto::orders::OrderEntry;
use rust_decimal::Decimal;
use std::collections::HashMap;
use tracing::{instrument, Level};
// TODO: Update Tests
#[instrument(level = Level::DEBUG)]
pub(crate) fn build_unique_requests(
proposed_cancels: &[OrderEntry],
proposed_orders: &[OrderEntry],
) -> (Vec<Order... | 0 |
on_ticker | /mono/crates/strategies/src/market_makers/on_ticker/volume.rs | use crate::market_makers::on_ticker::{build_orders::CalculateVolumeArgs, MarketMakerOnTicker};
use fdr_common::crypto::orders::FdrOrderSide;
use rust_decimal::Decimal;
use strat_common::{
state_managers::strategy_manager::StrategyGetterTrait,
volume_strategies::{balance_weighting::calculate_balance_weight, prof... | 0 |
on_ticker | /mono/crates/strategies/src/market_makers/on_ticker/mod.rs | pub mod build_orders;
mod order_events;
mod price_strategy;
pub mod ticker_processing;
mod unique_orders;
pub mod volume;
use crate::error::{StrategyError, StrategyResult};
use async_trait::async_trait;
use fdr_balances::virtual_account::{pair::VirtualAccountPair, VirtualAccount};
use rust_decimal::Decimal;
use serde... | 0 |
on_ticker | /mono/crates/strategies/src/market_makers/on_ticker/ticker_processing.rs | use crate::market_makers::on_ticker::MarketMakerOnTickerConfig;
use fdr_common::{crypto::orders::OrderEntry, ticker::FdrTickerUpdate};
use rust_decimal::Decimal;
use rust_decimal_macros::dec;
use tracing::{instrument, Level};
const THRESHOLD_REDUCTION: Decimal = dec!(0.80);
#[derive(Debug, PartialEq)]
pub enum Ticker... | 0 |
arbitrage | /mono/crates/strategies/src/arbitrage/triangular_arbitrage.rs | use async_trait::async_trait;
use fdr_balances::virtual_account::VirtualAccount;
use fdr_store::{
opportunities::{
models::{OpportunityDto, OpportunityOrderDto},
OpportunityStore,
},
orders::{models::GetOrdersFilter, OrderStore},
};
use rust_decimal::{Decimal, RoundingStrategy};
use serde::{... | 0 |
arbitrage | /mono/crates/strategies/src/arbitrage/order_details.rs | use std::fmt::{Display, Formatter};
use fdr_common::{Price, Volume};
use rust_decimal::Decimal;
use super::path_step::PathStep;
#[derive(Debug, PartialEq, Clone, Hash, Eq)]
pub struct OrderDetails {
pub book_top_rate: Decimal,
pub book_order: Option<(Price, Volume)>,
pub fee_rate: Decimal,
pub path_s... | 0 |
arbitrage | /mono/crates/strategies/src/arbitrage/opportunity.rs | use std::fmt::{Display, Formatter};
use super::order_details::OrderDetails;
#[derive(Default, Debug, PartialEq, Hash, Eq)]
pub struct Opportunity(pub Vec<OrderDetails>);
impl Opportunity {
pub fn len(self) -> usize {
self.0.len()
}
pub fn is_empty(self) -> bool {
self.0.is_empty()
}
... | 0 |
arbitrage | /mono/crates/strategies/src/arbitrage/path.rs | use std::fmt::{Display, Error, Formatter};
use fdr_common::crypto::assets::CurrencyPair;
use super::path_step::PathStep;
/// A `Path` represents a series of steps that result in an arbitrage execution. A `Path` does not garauntee an
/// opportunity but can be folled to determine if there is a valid opportunity.
#[de... | 0 |
arbitrage | /mono/crates/strategies/src/arbitrage/mod.rs | pub mod tests;
pub mod triangular_arbitrage;
pub mod opportunity;
pub mod order_details;
pub mod path;
pub mod path_step;
mod throttle;
| 0 |
arbitrage | /mono/crates/strategies/src/arbitrage/tests.rs | #[cfg(test)]
mod test {
use std::{collections::HashMap, sync::Arc};
use fdr_common::{
crypto::{
assets::{Asset, CurrencyPair},
book::Book,
orders::FdrOrderSide,
},
exchange::Exchange,
Price, Volume,
};
use rust_decimal::Decimal;
us... | 0 |
arbitrage | /mono/crates/strategies/src/arbitrage/path_step.rs | use std::fmt::{Display, Error, Formatter};
use fdr_common::{
crypto::{assets::CurrencyPair, orders::FdrOrderSide},
exchange::Exchange,
};
#[derive(Debug, PartialEq, Clone, Copy, Hash, Eq)]
pub struct PathStep {
pub side: FdrOrderSide,
pub pair: CurrencyPair,
pub volume_precision: Option<u32>,
... | 0 |
arbitrage | /mono/crates/strategies/src/arbitrage/throttle.rs | use super::opportunity::Opportunity;
use std::{
collections::HashMap,
hash::{Hash, Hasher},
sync::Arc,
time::{Duration, Instant},
};
const DEFAULT_CAPACITY: usize = 1000;
/// A throttle is anything acting on a type T that can determine whether an instance of T is throttled, and track
/// throttling va... | 0 |
back_testing_config_generator | /mono/crates/back_testing_config_generator/Cargo.toml | [package]
name = "config-generator"
version.workspace = true
edition.workspace = true
# See more keys and their definitions at https://doc.rust-lang.org/cargo/reference/manifest.html
[[bin]]
name = "generator"
path = "src/bin/mod.rs"
[dependencies]
fdr-common = { path = "../fdr_common", features = ["tracing"] }
fdr-... | 0 |
src | /mono/crates/back_testing_config_generator/src/lib.rs | use thiserror::Error;
pub mod config;
pub mod tilt;
#[derive(Error, Debug)]
pub enum BackTestGeneratorError {
#[error(transparent)]
RustDecimal(#[from] rust_decimal::Error),
#[error(transparent)]
Io(#[from] std::io::Error),
#[error(transparent)]
SerdeYaml(#[from] serde_yaml::Error),
#[erro... | 0 |
bin | /mono/crates/back_testing_config_generator/src/bin/mod.rs | use config_generator::{
config::{ArchiveConfig, BackTestConfig, BalanceConfig, Fees, StateStrategy, TickerDataConfig},
tilt::{K8SResource, K8SYaml, Labels, TiltFile},
BackTestGeneratorResult,
};
use fdr_common::{
config::{MetricsConfig, ServerConfig},
crypto::assets::{Asset, CurrencyPair},
excha... | 0 |
tilt | /mono/crates/back_testing_config_generator/src/tilt/mod.rs | use std::{
fmt,
fmt::{Display, Formatter},
};
pub struct TiltFile {
pub local_resources: Vec<LocalResource>,
pub update_settings: UpdateSettings,
pub load_settings: Vec<LoadSetting>,
pub min_tilt_version: MinTiltVersion,
pub min_k8s_version: MinK8sVersion,
pub k8s_yaml: Vec<K8SYaml>,
... | 0 |
config | /mono/crates/back_testing_config_generator/src/config/config.toml | num_of_back_tests = 1
pair = "dot_usd"
strategy_type = "MARKET_MAKER_ON_TICKER"
state_strategy = "InMemory"
ticker_start_time = "2023-11-24 20:37:20.070483 +00:00"
ticker_delta_coefficient_time_min = 10
ticker_delta_coefficient_time_max = 100
price_guard = "SimplifiedAverageCost"
[cancel_threshold]
min = 0.0003
max =... | 0 |
config | /mono/crates/back_testing_config_generator/src/config/mod.rs | use chrono::{DateTime, Utc};
use rust_decimal::Decimal;
use serde::{Deserialize, Serialize};
use uuid::Uuid;
use fdr_common::{
config::MetricsConfig,
crypto::{
asset_balance::AssetBalance,
assets::{Asset, CurrencyPair},
},
exchange::Exchange,
tracing::config::TracingConfig,
Trad... | 0 |
.idea | /mono/.idea/vcs.xml | <?xml version="1.0" encoding="UTF-8"?>
<project version="4">
<component name="VcsDirectoryMappings">
<mapping directory="" vcs="Git" />
</component>
</project> | 0 |
.idea | /mono/.idea/workspace.xml | <?xml version="1.0" encoding="UTF-8"?>
<project version="4">
<component name="AutoImportSettings">
<option name="autoReloadType" value="ALL" />
</component>
<component name="CargoProjects">
<cargoProject FILE="$PROJECT_DIR$/Cargo.toml" />
</component>
<component name="ChangeListManager">
<list def... | 0 |
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