scmaker

type BollingerConfig struct {
	Interval types.Interval `json:"interval"`
	Window   int            `json:"window"`
	K        float64        `json:"k"`
}

type IntensityStream struct {
	*types.Float64Series

	Buy, Sell *indicatorv2.RMAStream
	// contains filtered or unexported fields
}

type Strategy struct {
	*common.Strategy

	Environment *bbgo.Environment
	Market      types.Market

	Symbol string `json:"symbol"`

	NumOfLiquidityLayers int `json:"numOfLiquidityLayers"`

	LiquidityUpdateInterval types.Interval   `json:"liquidityUpdateInterval"`
	PriceRangeBollinger     *BollingerConfig `json:"priceRangeBollinger"`
	StrengthInterval        types.Interval   `json:"strengthInterval"`

	AdjustmentUpdateInterval types.Interval `json:"adjustmentUpdateInterval"`

	MidPriceEMA            *types.IntervalWindow `json:"midPriceEMA"`
	LiquiditySlideRule     *bbgo.SlideRule       `json:"liquidityScale"`
	LiquidityLayerTickSize fixedpoint.Value      `json:"liquidityLayerTickSize"`
	LiquiditySkew          fixedpoint.Value      `json:"liquiditySkew"`

	MaxExposure fixedpoint.Value `json:"maxExposure"`

	MinProfit fixedpoint.Value `json:"minProfit"`
	// contains filtered or unexported fields
}