Documentation
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Overview ¶
flashcrash strategy tries to place the orders at 30%~50% of the current price, so that you can catch the orders while flashcrash happens
Index ¶
Constants ¶
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const ID = "flashcrash"
Variables ¶
This section is empty.
Functions ¶
This section is empty.
Types ¶
type Strategy ¶
type Strategy struct {
// These fields will be filled from the config file (it translates YAML to JSON)
// Symbol is the symbol of market you want to run this strategy
Symbol string `json:"symbol"`
// Interval is the interval used to trigger order updates
Interval types.Interval `json:"interval"`
// GridNum is the grid number, how many orders you want to places
GridNum int `json:"gridNumber"`
Percentage float64 `json:"percentage"`
// BaseQuantity is the quantity you want to submit for each order.
BaseQuantity float64 `json:"baseQuantity"`
// Injection fields start
// --------------------------
// Market stores the configuration of the market, for example, VolumePrecision, PricePrecision, MinLotSize... etc
// This field will be injected automatically since we defined the Symbol field.
types.Market
// StandardIndicatorSet contains the standard indicators of a market (symbol)
// This field will be injected automatically since we defined the Symbol field.
*bbgo.StandardIndicatorSet
// Graceful shutdown function
*bbgo.Graceful
// contains filtered or unexported fields
}
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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