sclass MPM {
  new Set<Position> imaginaryPositions;
  new Set<Position> realPositions;
  
  new DoubleBuffer cryptoPriceLog;
  // -1, 0 [initial value only] or 1
  settable int cryptoDirection;
  event cryptoDirectionChanged;

  Position newShort() { ret new Position().direction(-1); }
  Position newLong()  { ret new Position().direction(1); }

  abstract class CloseReason {}
  class LossClose > CloseReason {}
  class HappyClose > CloseReason {}
  class RegularClose > CloseReason {} // pullback close
  
  settable double fees = 0.12;
  settable double minReasonableProfit = .1; // in percent before leverage
  
  class Position {
    settable bool real;

    // -1 (short) or 1 (long)
    settable int direction;
    
    settable double openingTime;
    settable double openingPrice;
    
    simplyCached double openingPriceWithFees() {
      ret openingPrice*(1-fees/100*direction);
    }

    settable double relativeValue;    
    settable double maxRelativeValue;

    // null when position is open, not null when position was closed
    settable CloseReason closeReason;
    
    void close(CloseReason reason) {
      closeReason(reason);
      (real ? realPositions : imaginaryPositions).remove(this);
    }
  }
  
  double lastPrice() {
    ret empty(cryptoPriceLog) ? 0 : last(cryptoPriceLog);
  }
  
  void newCryptoPrice(double cryptoPrice) {
    double lastPrice = lastPrice();
    cryptoPriceLog.add(cryptoPrice);
    double direction = sign(cryptoPrice-lastPrice);
    if (direction != cryptoDirection) {
      cryptoDirection(direction);
      cryptoDirectionChanged();
    }
  }
}