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use std::sync::Arc;
use colored::*;
use futures_locks::RwLock;
use hashbrown::hash_map::Entry;
use hashbrown::HashMap;
use cxmr_exchanges::{AccountInfo, Exchange, Market, MarketOrder, OrderStatus};
use cxmr_feeds::{EventData, Events, ExecutionReport, UserEvent};
use cxmr_orderbook::OrderBook;
use super::account::BrokerAccount;
use super::exchange::ExchangeBroker;
use super::market::MarketBroker;
use super::Error;
pub type SharedBroker = Arc<RwLock<Broker>>;
pub type BrokerExchanges = HashMap<Exchange, ExchangeBroker>;
pub type AccountOrders = HashMap<String, MarketOrder>;
pub type OrderMap = HashMap<String, AccountOrders>;
pub struct Broker {
orders: OrderMap,
accounts: Vec<BrokerAccount>,
exchanges: BrokerExchanges,
data_keys: HashMap<String, String>,
}
impl Broker {
pub fn new(accounts: Vec<BrokerAccount>, exchanges: BrokerExchanges) -> Self {
Broker {
orders: HashMap::new(),
accounts: accounts,
exchanges: exchanges,
data_keys: HashMap::new(),
}
}
pub fn new_simulation(exchanges: BrokerExchanges) -> Self {
Broker {
orders: HashMap::new(),
accounts: Vec::new(),
exchanges: exchanges,
data_keys: HashMap::new(),
}
}
pub fn accounts(&self) -> &[BrokerAccount] {
&self.accounts
}
pub fn orders(&self) -> &OrderMap {
&self.orders
}
pub fn exchanges(&self) -> Vec<&ExchangeBroker> {
self.exchanges.iter().map(|(_, b)| b).collect()
}
pub fn get(&self, exchange: &Exchange) -> Option<&ExchangeBroker> {
self.exchanges.get(exchange)
}
pub fn get_market(&self, market: Market) -> Option<&MarketBroker> {
self.exchanges
.get(&market.exchange())?
.get(&market.currency_pair())
}
pub fn get_market_mut(&mut self, market: Market) -> Option<&mut MarketBroker> {
self.exchanges
.get_mut(&market.exchange())?
.get_mut(&market.currency_pair())
}
pub fn get_ask_price(&self, market: Market) -> Option<u64> {
self.get_market(market)?.asks().first()
}
pub fn get_bid_price(&self, market: Market) -> Option<u64> {
self.get_market(market)?.bids().first()
}
pub fn update(&mut self, events: Events) -> Result<Events, Error> {
let market = self.get_market_mut(events.market.clone())?;
Ok(market.orderbook.consume(events)?)
}
pub fn update_private<'a, I>(&mut self, acc: &str, events: Vec<UserEvent>)
where
I: Iterator<Item = &'a UserEvent>,
{
for event in events {
match event {
UserEvent::UpdateAccount(ref info) => self.update_account(acc.to_owned(), info),
UserEvent::OrderExecution(ref order) => self.update_order(acc.to_owned(), order),
}
}
}
pub fn user_data_key(&self, name: &str) -> Option<String> {
self.data_keys.get(name).map(|v| v.clone())
}
pub fn set_user_data_key(&mut self, name: String, key: String) {
self.data_keys.insert(name, key);
}
pub fn insert_orders(&mut self, account: String, orders: Vec<MarketOrder>) {
let result = self.orders.entry(account).or_insert(HashMap::new());
orders.into_iter().for_each(|order| {
result.insert(order.id.clone(), order);
});
}
pub fn update_from_row(&mut self, market: Market, row: &EventData) -> Result<(), Error> {
let market = self.get_market_mut(market)?;
market.orderbook.update_from_row(row);
Ok(())
}
pub fn update_from_rows(&mut self, market: Market, rows: &Vec<EventData>) -> Result<(), Error> {
let market = self.get_market_mut(market)?;
market.orderbook.update_from_rows(rows);
Ok(())
}
pub fn update_orderbook(&mut self, market: Market, orderbook: OrderBook) -> Result<(), Error> {
let market = self.get_market_mut(market)?;
market.orderbook = orderbook;
Ok(())
}
fn update_account(&mut self, account: String, info: &AccountInfo) {
let account = self
.accounts
.iter_mut()
.find(|acc| acc.name() == &account)
.unwrap();
account.update_info(info.clone());
}
fn update_order(&mut self, account: String, report: &ExecutionReport) {
let orders = self.orders.entry(account).or_insert(HashMap::new());
match report.status {
OrderStatus::New | OrderStatus::PartiallyFilled => {
match orders.entry(report.id.clone()) {
Entry::Occupied(mut entry) => {
let order = entry.get_mut();
order.rate = report.rate;
order.stop = report.stop;
order.amount = report.amount;
order.executed = report.executed;
order.updated_at = report.updated_at;
info!("Order {} {}", &report.id, "created".green());
}
Entry::Vacant(_) => {
error!("Order created with Web Interface");
}
}
}
OrderStatus::Filled
| OrderStatus::Canceled
| OrderStatus::PendingCancel
| OrderStatus::Rejected
| OrderStatus::Expired => {
info!("Order {} {}", &report.id, "removed".bright_red());
orders.remove(&report.id);
}
}
}
pub fn into_shared(self) -> SharedBroker {
Arc::new(RwLock::new(self))
}
}