xmaker

type State struct {
	HedgePosition     fixedpoint.Value `json:"hedgePosition"`
	Position          *bbgo.Position   `json:"position,omitempty"`
	AccumulatedVolume fixedpoint.Value `json:"accumulatedVolume,omitempty"`
	AccumulatedPnL    fixedpoint.Value `json:"accumulatedPnL,omitempty"`
	AccumulatedProfit fixedpoint.Value `json:"accumulatedProfit,omitempty"`
	AccumulatedLoss   fixedpoint.Value `json:"accumulatedLoss,omitempty"`
	AccumulatedSince  int64            `json:"accumulatedSince,omitempty"`
}

type Strategy struct {
	*bbgo.Graceful
	*bbgo.Notifiability
	*bbgo.Persistence

	Symbol         string `json:"symbol"`
	SourceExchange string `json:"sourceExchange"`
	MakerExchange  string `json:"makerExchange"`

	UpdateInterval      types.Duration `json:"updateInterval"`
	HedgeInterval       types.Duration `json:"hedgeInterval"`
	OrderCancelWaitTime types.Duration `json:"orderCancelWaitTime"`

	Margin    fixedpoint.Value `json:"margin"`
	BidMargin fixedpoint.Value `json:"bidMargin"`
	AskMargin fixedpoint.Value `json:"askMargin"`

	StopHedgeQuoteBalance fixedpoint.Value `json:"stopHedgeQuoteBalance"`
	StopHedgeBaseBalance  fixedpoint.Value `json:"stopHedgeBaseBalance"`

	// Quantity is used for fixed quantity of the first layer
	Quantity fixedpoint.Value `json:"quantity"`

	// QuantityMultiplier is the factor that multiplies the quantity of the previous layer
	QuantityMultiplier fixedpoint.Value `json:"quantityMultiplier"`

	// QuantityScale helps user to define the quantity by layer scale
	QuantityScale *bbgo.LayerScale `json:"quantityScale,omitempty"`

	// MaxExposurePosition defines the unhedged quantity of stop
	MaxExposurePosition fixedpoint.Value `json:"maxExposurePosition"`

	DisableHedge bool `json:"disableHedge"`

	NumLayers int `json:"numLayers"`

	// Pips is the pips of the layer prices
	Pips int `json:"pips"`
	// contains filtered or unexported fields
}