Algorithmic trading
infrastructure for Rust

 1  use tradectl_sdk::*;
 2
 3  declare_strategy!("dip_buyer", DipBuyer::new);
 4
 5  pub struct DipBuyer { tp: f64, sl: f64 }
 6
 7  impl DipBuyer {
 8    pub fn new(p: &Params) -> Self {
 9      Self {
10        tp: p.get("tp", 0.2),
11        sl: p.get("sl", 0.5),
12      }
13    }
14  }
15
16  impl Strategy for DipBuyer {
17    fn on_ticker(
18      &mut self,
19      t: &TickerEvent,
20      ctx: &StrategyContext,
21    ) -> Action {
22      if !ctx.positions.is_empty() {
23        return Action::Hold;
24      }
25      Action::PlaceEntry {
26        side: Side::Long,
27        price: Some(t.bid_price),
28        size: 100.0,
29        kind: OrderKind::Limit,
30        exits: vec![],
31        entry_id: None,
32      }
33    }
34
35    fn on_fill(
36      &mut self,
37      f: &FillEvent,
38      _: &StrategyContext,
39    ) -> FillResponse {
40      if !f.is_entry {
41        return FillResponse::default();
42      }
43      let tp = f.price * (1.0 + self.tp / 100.0);
44      let sl = f.price * (1.0 - self.sl / 100.0);
45      FillResponse::with_exits(vec![
46        ExitOrder::tp(tp),
47        ExitOrder::sl(sl),
48      ])
49    }
50
51    fn name(&self) -> &str { "dip_buyer" }
52  }|