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fix: resolve rustfmt configuration duplicate key error and apply consistent code formatting across all source files

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This commit is contained in:
floor-licker
2025-12-05 19:09:06 -05:00
parent 5576d765ee
commit 9993e51c7f
29 changed files with 2540 additions and 1673 deletions
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examples/snipe.rs
+34 -26
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@@ -13,9 +13,9 @@ use polyfill_rs::{
types::*,
utils::time,
};
use rust_decimal::prelude::ToPrimitive;
use rust_decimal::Decimal;
use rust_decimal_macros::dec;
use rust_decimal::prelude::ToPrimitive;
use std::time::Duration;
use tokio::time::sleep;
use tracing::{error, info, warn};
@@ -92,7 +92,7 @@ impl SnipeStrategy {
fill_engine: FillEngine::new(
min_order_size,
dec!(2.0), // 2% max slippage
5, // 5 bps fee rate
5, // 5 bps fee rate
),
stats: SnipeStats::default(),
}
@@ -105,16 +105,16 @@ impl SnipeStrategy {
if data.token_id == self.token_id {
self.process_book_update(data)?;
}
}
},
StreamMessage::Trade { data } => {
if data.token_id == self.token_id {
self.process_trade(data)?;
}
}
},
StreamMessage::Heartbeat { timestamp: _ } => {
self.check_stale_quotes()?;
}
_ => {}
},
_ => {},
}
Ok(())
}
@@ -123,13 +123,13 @@ impl SnipeStrategy {
fn process_book_update(&mut self, delta: OrderDelta) -> Result<()> {
// Ensure book exists
self.book_manager.get_or_create_book(&self.token_id)?;
// Update local order book
self.book_manager.apply_delta(delta.clone())?;
// Get current book state
let book = self.book_manager.get_book(&self.token_id)?;
// Update best prices
if let Some(best_bid) = book.bids.first() {
self.last_best_bid = Some(best_bid.price);
@@ -137,7 +137,7 @@ impl SnipeStrategy {
if let Some(best_ask) = book.asks.first() {
self.last_best_ask = Some(best_ask.price);
}
self.last_update = time::now_secs();
// Check for trading opportunities
@@ -158,10 +158,10 @@ impl SnipeStrategy {
// Update statistics
self.stats.total_volume += fill.size;
// Calculate P&L if this was our trade
// (In a real implementation, you'd track your own orders)
Ok(())
}
@@ -174,16 +174,14 @@ impl SnipeStrategy {
// Calculate spread
let spread_pct = match (bid, ask) {
(bid, ask) if bid > dec!(0) && ask > bid => {
(ask - bid) / bid * dec!(100)
}
(bid, ask) if bid > dec!(0) && ask > bid => (ask - bid) / bid * dec!(100),
_ => return Ok(()),
};
// Check if spread is within our target
if spread_pct <= self.max_spread_pct {
self.stats.opportunities_detected += 1;
info!(
"Opportunity detected: spread {}% (target: {}%)",
spread_pct, self.max_spread_pct
@@ -200,8 +198,8 @@ impl SnipeStrategy {
fn execute_snipe_order(&mut self, bid: Decimal, ask: Decimal) -> Result<()> {
// Calculate order size (random between min and max)
let random_factor = Decimal::from(rand::random::<u64>() % 100) / Decimal::from(100);
let size = self.min_order_size +
(self.max_order_size - self.min_order_size) * random_factor;
let size =
self.min_order_size + (self.max_order_size - self.min_order_size) * random_factor;
// Determine side based on market conditions
let side = if bid > ask {
@@ -222,7 +220,7 @@ impl SnipeStrategy {
// Get current book for execution simulation
let book = self.book_manager.get_book(&self.token_id)?;
let mut book_impl = polyfill_rs::book::OrderBook::new(self.token_id.clone(), 100);
// Convert to internal book format
for level in &book.bids {
book_impl.apply_delta(OrderDelta {
@@ -234,7 +232,7 @@ impl SnipeStrategy {
sequence: 1,
})?;
}
for level in &book.asks {
book_impl.apply_delta(OrderDelta {
token_id: self.token_id.clone(),
@@ -248,7 +246,9 @@ impl SnipeStrategy {
// Execute order
let start_time = std::time::Instant::now();
let result = self.fill_engine.execute_market_order(&request, &book_impl)?;
let result = self
.fill_engine
.execute_market_order(&request, &book_impl)?;
let fill_time = start_time.elapsed().as_millis() as f64;
// Update statistics
@@ -258,7 +258,8 @@ impl SnipeStrategy {
}
// Update average fill time
let total_time = self.stats.avg_fill_time_ms * (self.stats.orders_filled - 1) as f64 + fill_time;
let total_time =
self.stats.avg_fill_time_ms * (self.stats.orders_filled - 1) as f64 + fill_time;
self.stats.avg_fill_time_ms = total_time / self.stats.orders_filled as f64;
info!(
@@ -327,7 +328,11 @@ impl MockMarketData {
let new_price = self.base_price * (Decimal::from(1) + price_change);
// Generate order book update
let side = if rand::random::<bool>() { Side::BUY } else { Side::SELL };
let side = if rand::random::<bool>() {
Side::BUY
} else {
Side::SELL
};
let size = Decimal::from(rand::random::<u64>() % 1000 + 100);
StreamMessage::BookUpdate {
@@ -338,7 +343,7 @@ impl MockMarketData {
price: new_price,
size,
sequence: self.sequence,
}
},
}
}
}
@@ -372,7 +377,7 @@ async fn main() -> Result<()> {
while message_count < max_messages {
// Generate market update
let update = market_data.generate_update();
// Process update
if let Err(e) = strategy.process_update(update) {
error!("Error processing update: {}", e);
@@ -397,7 +402,10 @@ async fn main() -> Result<()> {
// Print final statistics
let final_stats = strategy.get_stats();
info!("Final statistics:");
info!(" Opportunities detected: {}", final_stats.opportunities_detected);
info!(
" Opportunities detected: {}",
final_stats.opportunities_detected
);
info!(" Orders placed: {}", final_stats.orders_placed);
info!(" Orders filled: {}", final_stats.orders_filled);
info!(" Total volume: {}", final_stats.total_volume);
@@ -405,4 +413,4 @@ async fn main() -> Result<()> {
info!("Snipe trading example completed!");
Ok(())
}
}