Documentation
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Index ¶
- type CoveredDepth
- type Pricer
- func AdjustByTick(side types.SideType, pips, tickSize fixedpoint.Value) Pricer
- func ApplyFeeRate(side types.SideType, feeRate fixedpoint.Value) Pricer
- func ApplyMargin(side types.SideType, margin fixedpoint.Value) Pricer
- func Compose(pricers ...Pricer) Pricer
- func FromBestPrice(side types.SideType, book *types.StreamOrderBook) Pricer
- func FromDepthBook(side types.SideType, depthBook *types.DepthBook, depth fixedpoint.Value) Pricer
Constants ¶
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Variables ¶
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Functions ¶
This section is empty.
Types ¶
type CoveredDepth ¶
type CoveredDepth struct {
// contains filtered or unexported fields
}
func NewCoveredDepth ¶
func NewCoveredDepth(depthBook *types.DepthBook, side types.SideType, initialDepth fixedpoint.Value) *CoveredDepth
func (*CoveredDepth) Cover ¶
func (d *CoveredDepth) Cover(depth fixedpoint.Value)
func (*CoveredDepth) Pricer ¶
func (d *CoveredDepth) Pricer() Pricer
type Pricer ¶
type Pricer func(i int, price fixedpoint.Value) fixedpoint.Value
func AdjustByTick ¶
func AdjustByTick(side types.SideType, pips, tickSize fixedpoint.Value) Pricer
func ApplyFeeRate ¶
func ApplyFeeRate(side types.SideType, feeRate fixedpoint.Value) Pricer
func ApplyMargin ¶
func ApplyMargin(side types.SideType, margin fixedpoint.Value) Pricer
func FromBestPrice ¶
func FromBestPrice(side types.SideType, book *types.StreamOrderBook) Pricer
func FromDepthBook ¶
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