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Order making

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selimaj-dev
2026-07-29 03:18:08 +02:00
parent a7df23bc42
commit b8ea0c4614
1 changed files with 38 additions and 10 deletions
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src/engine/engine/plugin.rs
+30 -2
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@@ -209,7 +209,8 @@ impl StrategyEngine {
};
let order = BatchOrder {
orders: vec![OrderRequest {
orders: vec![
OrderRequest {
asset: asset_id,
is_buy: matches!(signal.kind, Direction::Buy),
limit_px: signal.price.0,
@@ -219,7 +220,34 @@ impl StrategyEngine {
tif: TimeInForce::Gtc,
},
cloid: Default::default(),
}],
},
OrderRequest {
asset: asset_id,
is_buy: matches!(signal.kind, Direction::Buy),
limit_px: signal.price.0,
sz: signal.size,
reduce_only: true,
order_type: OrderTypePlacement::Trigger {
is_market: true,
trigger_px: signal.take_profit.0,
tpsl: hypercore::TpSl::Tp,
},
cloid: Default::default(),
},
OrderRequest {
asset: asset_id,
is_buy: matches!(signal.kind, Direction::Buy),
limit_px: signal.price.0,
sz: signal.size,
reduce_only: true,
order_type: OrderTypePlacement::Trigger {
is_market: true,
trigger_px: signal.stop_loss.0,
tpsl: hypercore::TpSl::Sl,
},
cloid: Default::default(),
},
],
grouping: hypercore::OrderGrouping::Na,
builder: None,
};