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Constants ¶
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Variables ¶
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Functions ¶
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Types ¶
type StreamExecutor ¶
type StreamExecutor struct {
Session *bbgo.ExchangeSession
Symbol string
Side types.SideType
TargetQuantity fixedpoint.Value
SliceQuantity fixedpoint.Value
StopPrice fixedpoint.Value
NumOfTicks int
UpdateInterval time.Duration
DeadlineTime time.Time
// contains filtered or unexported fields
}
StreamExecutor is a TWAP execution that places orders on the best price by connecting to the real time market data stream.
func (*StreamExecutor) Done ¶
func (e *StreamExecutor) Done() (c <-chan struct{})
func (*StreamExecutor) Shutdown ¶
func (e *StreamExecutor) Shutdown(shutdownCtx context.Context)
Shutdown stops the execution If we call this method, it means the execution is still running, We need to: 1. stop the order updater (by using the execution context) 2. the order updater cancels all open orders and close the user data stream
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