common

type FeeBudget struct {
	DailyFeeBudgets map[string]fixedpoint.Value `json:"dailyFeeBudgets,omitempty"`
	State           *State                      `persistence:"state"`
	// contains filtered or unexported fields
}

type InventorySkew struct {
	InventoryRangeMultiplier fixedpoint.Value `json:"inventoryRangeMultiplier"`
	TargetBaseRatio          fixedpoint.Value `json:"targetBaseRatio"`
}

type InventorySkewBidAskRatios struct {
	BidRatio fixedpoint.Value
	AskRatio fixedpoint.Value
}

type ProfitFixer struct {
	core.ConverterManager
	*bbgo.Environment
	// contains filtered or unexported fields
}

type ProfitFixerBundle struct {
	ProfitFixerConfig *ProfitFixerConfig `json:"profitFixer,omitempty"`

	*bbgo.Environment
}

type ProfitFixerConfig struct {
	Apply             bool       `json:"apply,omitempty"`
	Enabled           bool       `json:"enabled,omitempty"`
	TradesSince       types.Time `json:"tradesSince,omitempty"`
	Patch             string     `json:"patch,omitempty"`
	UseDatabaseTrades bool       `json:"useDatabaseTrades,omitempty"`
	ProfitCurrency    string     `json:"profitCurrency,omitempty"` // the currency to calculate profit in
	FeeCurrencies     []string   `json:"feeCurrencies,omitempty"`  // list of fee currencies to consider for fee price conversion
	// ExtraSymbolSelectors is a list of symbol selectors to include in profit fixing
	// In the format of "sessionName.symbol", e.g. "coinbase.BTCUSD"
	// The trades selected by the selectors will also be included in profit fixing
	ExtraSymbolSelectors []string `json:"extraSymbolSelectors,omitempty"`
}

type RiskController struct {
	PositionHardLimit         fixedpoint.Value `json:"positionHardLimit"`
	MaxPositionQuantity       fixedpoint.Value `json:"maxPositionQuantity"`
	CircuitBreakLossThreshold fixedpoint.Value `json:"circuitBreakLossThreshold"`
	// contains filtered or unexported fields
}

type State struct {
	AccumulatedFeeStartedAt time.Time                   `json:"accumulatedFeeStartedAt,omitempty"`
	AccumulatedFees         map[string]fixedpoint.Value `json:"accumulatedFees,omitempty"`
}

type StatusCallbacks struct {
	// contains filtered or unexported fields
}

type Strategy struct {
	Position    *types.Position    `json:"position,omitempty" persistence:"position"`
	ProfitStats *types.ProfitStats `json:"profitStats,omitempty" persistence:"profit_stats"`
	TradeStats  *types.TradeStats  `json:"tradeStats,omitempty" persistence:"trade_stats"`

	Environ       *bbgo.Environment
	Session       *bbgo.ExchangeSession
	OrderExecutor *bbgo.GeneralOrderExecutor

	RiskController
	// contains filtered or unexported fields
}

type StrategyProfitFixer struct {
	LastProfitFixConfig *ProfitFixerConfig `persistence:"last_profit_fix_config"`
	ProfitFixerConfig   *ProfitFixerConfig `json:"profitFixer,omitempty"`
}

type StrategySummarizer interface {
	// SummaryStats returns two maps keyed by logical grouping names
	// (e.g., "trades", "positions", "profits", "daily_metrics", "hourly_metrics").
	// The first map contains TabularStats for CSV/tabular output, and the second contains
	// json.Marshaler instances for JSON output. Keys are typically used as output file names
	// or section identifiers. Time series metrics with different granularities should each
	// have their own entry in the maps.
	SummaryStats() (map[string]TabularStats, map[string]json.Marshaler)
}

type TabularStats interface {
	SummaryHeader() []string
	SummaryRecords() [][]string
}