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const ID = "schedule"
Variables ¶
This section is empty.
Functions ¶
This section is empty.
Types ¶
type Float64Indicator ¶
type Float64Indicator interface {
Last() float64
}
Float64Indicator is the indicators (SMA and EWMA) that we want to use are returning float64 data.
type MovingAverageSettings ¶
type MovingAverageSettings struct {
Type string `json:"type"`
Interval types.Interval `json:"interval"`
Window int `json:"window"`
Side *types.SideType `json:"side"`
Quantity *fixedpoint.Value `json:"quantity"`
Amount *fixedpoint.Value `json:"amount"`
}
func (*MovingAverageSettings) Indicator ¶
func (settings *MovingAverageSettings) Indicator(indicatorSet *bbgo.StandardIndicatorSet) (inc Float64Indicator, err error)
func (MovingAverageSettings) IntervalWindow ¶
func (settings MovingAverageSettings) IntervalWindow() types.IntervalWindow
type Strategy ¶
type Strategy struct {
Market types.Market
Notifiability *bbgo.Notifiability
// StandardIndicatorSet contains the standard indicators of a market (symbol)
// This field will be injected automatically since we defined the Symbol field.
*bbgo.StandardIndicatorSet
// Interval is the period that you want to submit order
Interval types.Interval `json:"interval"`
// Symbol is the symbol of the market
Symbol string `json:"symbol"`
// Side is the order side type, which can be buy or sell
Side types.SideType `json:"side"`
// Quantity is the quantity of the submit order
Quantity fixedpoint.Value `json:"quantity,omitempty"`
Amount fixedpoint.Value `json:"amount,omitempty"`
BelowMovingAverage *MovingAverageSettings `json:"belowMovingAverage,omitempty"`
AboveMovingAverage *MovingAverageSettings `json:"aboveMovingAverage,omitempty"`
}
func (*Strategy) Run ¶
func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error
func (*Strategy) Subscribe ¶
func (s *Strategy) Subscribe(session *bbgo.ExchangeSession)
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