fix(rust): fix the live examples.

nkaz001 · Oct 6, 2024 · 0bf33c7 · 0bf33c7
1 parent fb09190
commit 0bf33c7
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Showing 4 changed files with 53 additions and 15 deletions.
diff --git a/hftbacktest/Cargo.toml b/hftbacktest/Cargo.toml
@@ -48,7 +48,7 @@ hmac = { version = "0.13.0-pre.3", optional = true }
 rand = { version = "0.8.5", optional = true }
 uuid = { version = "1.8.0", features = ["v4"], optional = true }
 nom = { version = "7.1.3", optional = true }
-iceoryx2 = { version = "0.4.1", optional = true }
+iceoryx2 = { version = "0.4.1", optional = true, features = ["logger_tracing"] }
 hftbacktest-derive = { path = "../hftbacktest-derive", optional = true, version = "0.2.0" }
 
 [dev-dependencies]

diff --git a/hftbacktest/examples/gridtrading_live.rs b/hftbacktest/examples/gridtrading_live.rs
@@ -1,17 +1,29 @@
 use algo::gridtrading;
 use hftbacktest::{
-    live::{LiveBot, LoggingRecorder},
+    live::{
+        ipc::iceoryx::IceoryxUnifiedChannel,
+        Instrument,
+        LiveBot,
+        LiveBotBuilder,
+        LoggingRecorder,
+    },
     prelude::{Bot, HashMapMarketDepth},
 };
 
 mod algo;
 
 const ORDER_PREFIX: &str = "prefix";
 
-fn prepare_live() -> LiveBot<HashMapMarketDepth> {
-    let mut hbt = LiveBot::builder()
-        .register("binancefutures", "1000SHIBUSDT", 0.000001, 1.0)
-        .depth(|asset| HashMapMarketDepth::new(asset.tick_size, asset.lot_size))
+fn prepare_live() -> LiveBot<IceoryxUnifiedChannel, HashMapMarketDepth> {
+    let mut hbt = LiveBotBuilder::new()
+        .register(Instrument::new(
+            "binancefutures",
+            "1000SHIBUSDT",
+            0.000001,
+            1.0,
+            HashMapMarketDepth::new(0.000001, 1.0),
+            0,
+        ))
         .build()
         .unwrap();
 

diff --git a/hftbacktest/examples/gridtrading_live_bybit.rs b/hftbacktest/examples/gridtrading_live_bybit.rs
@@ -1,6 +1,12 @@
 use algo::gridtrading;
 use hftbacktest::{
-    live::{LiveBot, LoggingRecorder},
+    live::{
+        ipc::iceoryx::IceoryxUnifiedChannel,
+        Instrument,
+        LiveBot,
+        LiveBotBuilder,
+        LoggingRecorder,
+    },
     prelude::{Bot, ErrorKind, HashMapMarketDepth},
 };
 use tracing::error;
@@ -9,10 +15,16 @@ mod algo;
 
 const ORDER_PREFIX: &str = "prefix";
 
-fn prepare_live() -> LiveBot<HashMapMarketDepth> {
-    let mut hbt = LiveBot::builder()
-        .register("bybit-futures", "BTCUSDT", 0.1, 0.001)
-        .depth(|asset| HashMapMarketDepth::new(asset.tick_size, asset.lot_size))
+fn prepare_live() -> LiveBot<IceoryxUnifiedChannel, HashMapMarketDepth> {
+    let mut hbt = LiveBotBuilder::new()
+        .register(Instrument::new(
+            "bybit-futures",
+            "BTCUSDT",
+            0.1,
+            0.001,
+            HashMapMarketDepth::new(0.000001, 1.0),
+            0,
+        ))
         .error_handler(|error| {
             match error.kind {
                 ErrorKind::ConnectionInterrupted => {

diff --git a/hftbacktest/examples/live_order_error_handling.rs b/hftbacktest/examples/live_order_error_handling.rs
@@ -1,6 +1,13 @@
 use algo::gridtrading;
 use hftbacktest::{
-    live::{BotError, LiveBot, LoggingRecorder},
+    live::{
+        ipc::iceoryx::IceoryxUnifiedChannel,
+        BotError,
+        Instrument,
+        LiveBot,
+        LiveBotBuilder,
+        LoggingRecorder,
+    },
     prelude::{Bot, ErrorKind, HashMapMarketDepth, Value},
 };
 use tracing::error;
@@ -9,9 +16,16 @@ mod algo;
 
 const ORDER_PREFIX: &str = "prefix";
 
-fn prepare_live() -> LiveBot<HashMapMarketDepth> {
-    let mut hbt = LiveBot::builder()
-        .register("binancefutures", "SOLUSDT", 0.001, 1.0)
+fn prepare_live() -> LiveBot<IceoryxUnifiedChannel, HashMapMarketDepth> {
+    let mut hbt = LiveBotBuilder::new()
+        .register(Instrument::new(
+            "binancefutures",
+            "SOLUSDT",
+            0.001,
+            1.0,
+            HashMapMarketDepth::new(0.001, 1.0),
+            0,
+        ))
         .error_handler(|error| {
             match error.kind {
                 ErrorKind::ConnectionInterrupted => {