Documentation
¶
Index ¶
- Constants
- type Strategy
- func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, ...) error
- func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession)
- func (s *Strategy) ID() string
- func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, ...) error
- func (s *Strategy) Subscribe(session *bbgo.ExchangeSession)
Constants ¶
View Source
const ID = "emastop"
Variables ¶
This section is empty.
Functions ¶
This section is empty.
Types ¶
type Strategy ¶
type Strategy struct {
SourceExchangeName string `json:"sourceExchange"`
TargetExchangeName string `json:"targetExchange"`
// These fields will be filled from the config file (it translates YAML to JSON)
Symbol string `json:"symbol"`
// Interval is the interval of the kline channel we want to subscribe,
// the kline event will trigger the strategy to check if we need to submit order.
Interval types.Interval `json:"interval"`
Quantity fixedpoint.Value `json:"quantity"`
BalancePercentage fixedpoint.Value `json:"balancePercentage"`
OrderType string `json:"orderType"`
PriceRatio fixedpoint.Value `json:"priceRatio"`
StopPriceRatio fixedpoint.Value `json:"stopPriceRatio"`
// MovingAverageType is the moving average indicator type that we want to use,
// it could be SMA or EWMA
MovingAverageType string `json:"movingAverageType"`
// MovingAverageInterval is the interval of k-lines for the moving average indicator to calculate,
// it could be "1m", "5m", "1h" and so on. note that, the moving averages are calculated from
// the k-line data we subscribed
MovingAverageInterval types.Interval `json:"movingAverageInterval"`
// MovingAverageWindow is the number of the window size of the moving average indicator.
// The number of k-lines in the window. generally used window sizes are 7, 25 and 99 in the TradingView.
MovingAverageWindow int `json:"movingAverageWindow"`
// contains filtered or unexported fields
}
func (*Strategy) CrossRun ¶
func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, sessions map[string]*bbgo.ExchangeSession) error
func (*Strategy) CrossSubscribe ¶
func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession)
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)
Click to show internal directories.
Click to hide internal directories.