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Index ¶
Constants ¶
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const ID = "bollgrid"
Variables ¶
This section is empty.
Functions ¶
This section is empty.
Types ¶
type Strategy ¶
type Strategy struct {
// The notification system will be injected into the strategy automatically.
// This field will be injected automatically since it's a single exchange strategy.
*bbgo.Notifiability
// OrderExecutor is an interface for submitting order.
// This field will be injected automatically since it's a single exchange strategy.
bbgo.OrderExecutor
// MarketDataStore is a pointer only injection field. public trades, k-lines (candlestick)
// and order book updates are maintained in the market data store.
// This field will be injected automatically since we defined the Symbol field.
*bbgo.MarketDataStore
// StandardIndicatorSet contains the standard indicators of a market (symbol)
// This field will be injected automatically since we defined the Symbol field.
*bbgo.StandardIndicatorSet
// Graceful let you define the graceful shutdown handler
*bbgo.Graceful
// 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
// These fields will be filled from the config file (it translates YAML to JSON)
Symbol string `json:"symbol"`
// Interval is the interval used by the BOLLINGER indicator (which uses K-Line as its source price)
Interval types.Interval `json:"interval"`
// RepostInterval is the interval for re-posting maker orders
RepostInterval types.Interval `json:"repostInterval"`
// GridPips is the pips of grid
// e.g., 0.001, so that your orders will be submitted at price like 0.127, 0.128, 0.129, 0.130
GridPips fixedpoint.Value `json:"gridPips"`
ProfitSpread fixedpoint.Value `json:"profitSpread"`
// GridNum is the grid number, how many orders you want to post on the orderbook.
GridNum int `json:"gridNumber"`
// Quantity is the quantity you want to submit for each order.
Quantity fixedpoint.Value `json:"quantity"`
CancelProfitOrdersOnShutdown bool `json: "shutdownCancelProfitOrders"`
// 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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