Documentation
¶
Index ¶
- Constants
- type OrderPriceRiskControl
- type Strategy
- func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, ...) error
- func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession)
- func (s *Strategy) Defaults() error
- func (s *Strategy) ID() string
- func (s *Strategy) Initialize() error
- func (s *Strategy) InstanceID() string
- func (s *Strategy) Validate() error
Constants ¶
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const ID = "xfixedmaker"
Variables ¶
This section is empty.
Functions ¶
This section is empty.
Types ¶
type OrderPriceRiskControl ¶
type OrderPriceRiskControl struct {
// contains filtered or unexported fields
}
func NewOrderPriceRiskControl ¶
func NewOrderPriceRiskControl(referencePrice *indicatorv2.EWMAStream, threshold fixedpoint.Value) *OrderPriceRiskControl
func (*OrderPriceRiskControl) IsSafe ¶
func (r *OrderPriceRiskControl) IsSafe(side types.SideType, price fixedpoint.Value, quantity fixedpoint.Value) bool
type Strategy ¶
type Strategy struct {
*common.Strategy
Environment *bbgo.Environment
TradingExchange string `json:"tradingExchange"`
Symbol string `json:"symbol"`
Interval types.Interval `json:"interval"`
Quantity fixedpoint.Value `json:"quantity"`
HalfSpread fixedpoint.Value `json:"halfSpread"`
OrderType types.OrderType `json:"orderType"`
DryRun bool `json:"dryRun"`
ReferenceExchange string `json:"referenceExchange"`
ReferencePriceEMA types.IntervalWindow `json:"referencePriceEMA"`
OrderPriceLossThreshold fixedpoint.Value `json:"orderPriceLossThreshold"`
// contains filtered or unexported fields
}
Fixed spread market making strategy
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) Initialize ¶
func (*Strategy) InstanceID ¶
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