fixedmaker

type Strategy struct {
	Environment          *bbgo.Environment
	StandardIndicatorSet *bbgo.StandardIndicatorSet
	Market               types.Market

	Interval        types.Interval   `json:"interval"`
	Symbol          string           `json:"symbol"`
	Quantity        fixedpoint.Value `json:"quantity"`
	HalfSpreadRatio fixedpoint.Value `json:"halfSpreadRatio"`
	OrderType       types.OrderType  `json:"orderType"`
	DryRun          bool             `json:"dryRun"`

	// SkewFactor is used to calculate the skew of bid/ask price
	SkewFactor   fixedpoint.Value `json:"skewFactor"`
	TargetWeight fixedpoint.Value `json:"targetWeight"`

	// replace halfSpreadRatio by ATR
	ATRMultiplier fixedpoint.Value `json:"atrMultiplier"`
	ATRWindow     int              `json:"atrWindow"`

	// persistence fields
	Position    *types.Position    `json:"position,omitempty" persistence:"position"`
	ProfitStats *types.ProfitStats `json:"profitStats,omitempty" persistence:"profit_stats"`
	// contains filtered or unexported fields
}