xdepthmaker

type CrossExchangeMarketMakingStrategy struct {
	Environ *bbgo.Environment

	// persistence fields
	Position        *types.Position    `json:"position,omitempty" persistence:"position"`
	ProfitStats     *types.ProfitStats `json:"profitStats,omitempty" persistence:"profit_stats"`
	CoveredPosition fixedpoint.Value   `json:"coveredPosition,omitempty" persistence:"covered_position"`

	MakerOrderExecutor, HedgeOrderExecutor *bbgo.GeneralOrderExecutor
	// contains filtered or unexported fields
}

type ProfitStats struct {
	*types.ProfitStats

	MakerExchange types.ExchangeName `json:"makerExchange"`

	AccumulatedMakerVolume    fixedpoint.Value `json:"accumulatedMakerVolume,omitempty"`
	AccumulatedMakerBidVolume fixedpoint.Value `json:"accumulatedMakerBidVolume,omitempty"`
	AccumulatedMakerAskVolume fixedpoint.Value `json:"accumulatedMakerAskVolume,omitempty"`

	TodayMakerVolume    fixedpoint.Value `json:"todayMakerVolume,omitempty"`
	TodayMakerBidVolume fixedpoint.Value `json:"todayMakerBidVolume,omitempty"`
	TodayMakerAskVolume fixedpoint.Value `json:"todayMakerAskVolume,omitempty"`
	// contains filtered or unexported fields
}

type State struct {
	CoveredPosition fixedpoint.Value `json:"coveredPosition,omitempty"`

	// Deprecated:
	Position *types.Position `json:"position,omitempty"`

	// Deprecated:
	ProfitStats ProfitStats `json:"profitStats,omitempty"`
}

type Strategy struct {
	*CrossExchangeMarketMakingStrategy

	Environment *bbgo.Environment

	Symbol string `json:"symbol"`

	// HedgeExchange session name
	HedgeExchange string `json:"hedgeExchange"`

	// MakerExchange session name
	MakerExchange string `json:"makerExchange"`

	UpdateInterval types.Duration `json:"updateInterval"`
	HedgeInterval  types.Duration `json:"hedgeInterval"`

	FullReplenishInterval types.Duration `json:"fullReplenishInterval"`

	OrderCancelWaitTime types.Duration `json:"orderCancelWaitTime"`

	Margin    fixedpoint.Value `json:"margin"`
	BidMargin fixedpoint.Value `json:"bidMargin"`
	AskMargin fixedpoint.Value `json:"askMargin"`

	StopHedgeQuoteBalance fixedpoint.Value `json:"stopHedgeQuoteBalance"`
	StopHedgeBaseBalance  fixedpoint.Value `json:"stopHedgeBaseBalance"`

	// Quantity is used for fixed quantity of the first layer
	Quantity fixedpoint.Value `json:"quantity"`

	// QuantityScale helps user to define the quantity by layer scale
	QuantityScale *bbgo.LayerScale `json:"quantityScale,omitempty"`

	// DepthScale helps user to define the depth by layer scale
	DepthScale *bbgo.LayerScale `json:"depthScale,omitempty"`

	// MaxExposurePosition defines the unhedged quantity of stop
	MaxExposurePosition fixedpoint.Value `json:"maxExposurePosition"`

	NotifyTrade bool `json:"notifyTrade"`

	// RecoverTrade tries to find the missing trades via the REStful API
	RecoverTrade bool `json:"recoverTrade"`

	RecoverTradeScanPeriod types.Duration `json:"recoverTradeScanPeriod"`

	NumLayers int `json:"numLayers"`

	// Pips is the pips of the layer prices
	Pips fixedpoint.Value `json:"pips"`
	// contains filtered or unexported fields
}