dynamicrisk

type DynamicAmpSpread struct {
	types.IntervalWindow

	// AskSpreadScale is used to define the ask spread range with the given percentage.
	AskSpreadScale *bbgo.PercentageScale `json:"askSpreadScale"`

	// BidSpreadScale is used to define the bid spread range with the given percentage.
	BidSpreadScale *bbgo.PercentageScale `json:"bidSpreadScale"`
	// contains filtered or unexported fields
}

type DynamicExposure struct {
	// BollBandExposure calculates the max exposure with the Bollinger Band
	BollBandExposure *DynamicExposureBollBand `json:"bollBandExposure"`
}

type DynamicExposureBollBand struct {
	// DynamicExposureBollBandScale is used to define the exposure range with the given percentage.
	DynamicExposureBollBandScale *bbgo.PercentageScale `json:"dynamicExposurePositionScale"`

	types.IntervalWindowBandWidth
	// contains filtered or unexported fields
}

type DynamicQuantity struct {
	// LinRegQty calculates quantity based on LinReg slope
	LinRegDynamicQuantity *DynamicQuantityLinReg `json:"linRegDynamicQuantity"`
}

type DynamicQuantityLinReg struct {
	// DynamicQuantityLinRegScale is used to define the quantity range with the given parameters.
	DynamicQuantityLinRegScale *bbgo.PercentageScale `json:"dynamicQuantityLinRegScale"`

	// QuantityLinReg to define the interval and window of the LinReg
	QuantityLinReg *indicator.LinReg `json:"quantityLinReg"`
}

type DynamicQuantitySet []DynamicQuantity

type DynamicSpread struct {
	// AmpSpread calculates spreads based on kline amplitude
	AmpSpread *DynamicAmpSpread `json:"amplitude"`

	// WeightedBollWidthRatioSpread calculates spreads based on two Bollinger Bands
	WeightedBollWidthRatioSpread *DynamicSpreadBollWidthRatio `json:"weightedBollWidth"`
}

type DynamicSpreadBollWidthRatio struct {
	// AskSpreadScale is used to define the ask spread range with the given percentage.
	AskSpreadScale *bbgo.PercentageScale `json:"askSpreadScale"`

	// BidSpreadScale is used to define the bid spread range with the given percentage.
	BidSpreadScale *bbgo.PercentageScale `json:"bidSpreadScale"`

	// Sensitivity factor of the weighting function: 1 / (1 + exp(-(x - mid) * sensitivity / width))
	// A positive number. The greater factor, the sharper weighting function. Default set to 1.0 .
	Sensitivity float64 `json:"sensitivity"`

	DefaultBollinger types.IntervalWindowBandWidth `json:"defaultBollinger"`
	NeutralBollinger types.IntervalWindowBandWidth `json:"neutralBollinger"`
	// contains filtered or unexported fields
}