strategy

type AverageTrueRange struct {
	// contains filtered or unexported fields
}

type Clock interface {
	Now() time.Time
}

type Engine struct {
	// contains filtered or unexported fields
}

type ErrorEvent struct {
	Source string
	Err    error
}

type ExponentialMovingAverage struct {
	// contains filtered or unexported fields
}

type Indicator interface {
	Name() string
	Initialized() bool
	Count() int
	Value() decimal.Decimal
	Reset()
}

type Option func(*Engine)

type Runtime interface {
	Cache() *cache.Cache
	Portfolio() *portfolio.Portfolio
	Clock() Clock
	Logger() *slog.Logger
	SetTimer(context.Context, string, time.Duration) error
	CancelTimer(context.Context, string) error
	OrderFactory(model.AccountID) *model.OrderFactory
	SubscribeMarketData(context.Context, model.SubscribeMarketData) error
	UnsubscribeMarketData(context.Context, model.SubscribeMarketData) error
	SubscribeTicker(context.Context, model.InstrumentID) error
	UnsubscribeTicker(context.Context, model.InstrumentID) error
	SubscribeTradeTicks(context.Context, model.InstrumentID) error
	UnsubscribeTradeTicks(context.Context, model.InstrumentID) error
	SubscribeQuoteTicks(context.Context, model.InstrumentID) error
	UnsubscribeQuoteTicks(context.Context, model.InstrumentID) error
	SubscribeFundingRates(context.Context, model.InstrumentID) error
	UnsubscribeFundingRates(context.Context, model.InstrumentID) error
	SubscribeBars(context.Context, model.BarType) error
	UnsubscribeBars(context.Context, model.BarType) error
	SubscribeOrderBookDepth(context.Context, model.InstrumentID, int) error
	UnsubscribeOrderBookDepth(context.Context, model.InstrumentID, int) error
	RequestData(context.Context, model.DataRequest) (model.DataResponse, error)
	SubmitOrder(context.Context, model.SubmitOrder) (model.OrderStatusReport, error)
	SubmitOrderList(context.Context, model.OrderList) ([]model.OrderStatusReport, error)
	ModifyOrder(context.Context, model.ModifyOrder) (model.OrderStatusReport, error)
	CancelOrder(context.Context, model.CancelOrder) (model.OrderStatusReport, error)
	BatchCancelOrders(context.Context, model.BatchCancelOrders) ([]model.OrderStatusReport, error)
	CancelAllOrders(context.Context, model.CancelAllOrders) ([]model.OrderStatusReport, error)
	QueryOrder(context.Context, model.QueryOrder) (model.OrderStatusReport, error)
	QueryAccount(context.Context, model.QueryAccount) (model.AccountSnapshot, error)
}

type Strategy interface {
	ID() string
	OnStart(context.Context, Runtime) error
	OnEvent(context.Context, bus.Envelope) error
	OnStop(context.Context) error
}

type StrategyConfig struct {
	ID model.StrategyID
}

type TimerEvent struct {
	Name      string
	Timestamp time.Time
}

type TypedStrategy struct {
	// contains filtered or unexported fields
}

type WallClock struct{}