stock-trek 0.4.1

Stock Trek time-series analysis
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137

use chrono::Utc;
use digdigdig3::core::OrderRequest;
use std::hash::{DefaultHasher, Hash, Hasher};
use uuid::Uuid;

pub struct ClientOrderIdBuilder {}

impl ClientOrderIdBuilder {
    pub fn from(order_request: &OrderRequest) -> Option<String> {
        if let Some(existing) = order_request.client_order_id.clone() {
            return Some(existing);
        }
        let mut hasher = DefaultHasher::new();

        order_request.account_type.hash(&mut hasher);
        match order_request.order_type.clone() {
            digdigdig3::OrderType::Bracket {
                price,
                take_profit,
                stop_loss,
            } => {
                if let Some(v) = price {
                    v.to_bits().hash(&mut hasher);
                }
                take_profit.to_bits().hash(&mut hasher);
                stop_loss.to_bits().hash(&mut hasher);
            }
            digdigdig3::OrderType::ConditionalPlan {
                trigger_price,
                trigger_direction,
                order_after_trigger,
            } => {
                trigger_price.to_bits().hash(&mut hasher);
                format!("{:?}", trigger_direction).hash(&mut hasher);
                format!("{:?}", order_after_trigger).hash(&mut hasher);
            }
            digdigdig3::OrderType::DcaRecurring {
                interval_seconds,
                total_cycles,
                price_limit,
            } => {
                interval_seconds.hash(&mut hasher);
                total_cycles.hash(&mut hasher);
                if let Some(v) = price_limit {
                    v.to_bits().hash(&mut hasher);
                }
            }
            digdigdig3::OrderType::Fok { price } => {
                price.to_bits().hash(&mut hasher);
            }
            digdigdig3::OrderType::Gtd { price, expire_time } => {
                price.to_bits().hash(&mut hasher);
                expire_time.hash(&mut hasher);
            }
            digdigdig3::OrderType::Iceberg {
                price,
                display_quantity,
            } => {
                price.to_bits().hash(&mut hasher);
                display_quantity.to_bits().hash(&mut hasher);
            }
            digdigdig3::OrderType::Ioc { price } => {
                if let Some(v) = price {
                    v.to_bits().hash(&mut hasher);
                }
            }
            digdigdig3::OrderType::Limit { price } => {
                price.to_bits().hash(&mut hasher);
            }
            digdigdig3::OrderType::Market => {}
            digdigdig3::OrderType::Oco {
                price,
                stop_price,
                stop_limit_price,
            } => {
                price.to_bits().hash(&mut hasher);
                stop_price.to_bits().hash(&mut hasher);
                if let Some(v) = stop_limit_price {
                    v.to_bits().hash(&mut hasher);
                }
            }
            digdigdig3::OrderType::Oto {
                entry_price,
                secondary_order,
            } => {
                if let Some(v) = entry_price {
                    v.to_bits().hash(&mut hasher);
                }
                format!("{:?}", secondary_order).hash(&mut hasher);
            }
            digdigdig3::OrderType::PostOnly { price } => {
                price.to_bits().hash(&mut hasher);
            }
            digdigdig3::OrderType::ReduceOnly { price } => {
                if let Some(v) = price {
                    v.to_bits().hash(&mut hasher);
                }
            }
            digdigdig3::OrderType::StopLimit {
                stop_price,
                limit_price,
            } => {
                stop_price.to_bits().hash(&mut hasher);
                limit_price.to_bits().hash(&mut hasher);
            }
            digdigdig3::OrderType::StopMarket { stop_price } => {
                stop_price.to_bits().hash(&mut hasher);
            }
            digdigdig3::OrderType::TrailingStop {
                callback_rate,
                activation_price,
            } => {
                callback_rate.to_bits().hash(&mut hasher);
                if let Some(v) = activation_price {
                    v.to_bits().hash(&mut hasher);
                }
            }
            digdigdig3::OrderType::Twap {
                duration_seconds,
                interval_seconds,
            } => {
                duration_seconds.hash(&mut hasher);
                interval_seconds.hash(&mut hasher);
            }
        }
        order_request.quantity.to_bits().hash(&mut hasher);
        order_request.reduce_only.hash(&mut hasher);
        order_request.side.as_str().hash(&mut hasher);
        order_request.symbol.hash(&mut hasher);
        format!("{:?}", order_request.time_in_force).hash(&mut hasher);

        let high_bits = Utc::now().timestamp_millis() as u64;
        let low_bits = hasher.finish();
        let client_order_id = Uuid::from_u64_pair(high_bits, low_bits).to_string();
        Some(client_order_id)
    }
}