Order making
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+38
-10
@@ -209,17 +209,45 @@ impl StrategyEngine {
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};
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};
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let order = BatchOrder {
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let order = BatchOrder {
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orders: vec![OrderRequest {
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orders: vec![
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asset: asset_id,
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OrderRequest {
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is_buy: matches!(signal.kind, Direction::Buy),
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asset: asset_id,
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limit_px: signal.price.0,
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is_buy: matches!(signal.kind, Direction::Buy),
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sz: signal.size,
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limit_px: signal.price.0,
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reduce_only: false,
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sz: signal.size,
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order_type: OrderTypePlacement::Limit {
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reduce_only: false,
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tif: TimeInForce::Gtc,
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order_type: OrderTypePlacement::Limit {
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tif: TimeInForce::Gtc,
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},
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cloid: Default::default(),
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},
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},
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cloid: Default::default(),
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OrderRequest {
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}],
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asset: asset_id,
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is_buy: matches!(signal.kind, Direction::Buy),
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limit_px: signal.price.0,
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sz: signal.size,
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reduce_only: true,
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order_type: OrderTypePlacement::Trigger {
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is_market: true,
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trigger_px: signal.take_profit.0,
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tpsl: hypercore::TpSl::Tp,
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},
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cloid: Default::default(),
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},
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OrderRequest {
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asset: asset_id,
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is_buy: matches!(signal.kind, Direction::Buy),
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limit_px: signal.price.0,
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sz: signal.size,
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reduce_only: true,
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order_type: OrderTypePlacement::Trigger {
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is_market: true,
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trigger_px: signal.stop_loss.0,
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tpsl: hypercore::TpSl::Sl,
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},
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cloid: Default::default(),
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},
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],
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grouping: hypercore::OrderGrouping::Na,
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grouping: hypercore::OrderGrouping::Na,
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builder: None,
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builder: None,
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};
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};
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