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Constants ¶
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Variables ¶
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Functions ¶
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Types ¶
type Strategy ¶
type Strategy struct {
*bbgo.Graceful
*bbgo.Persistence
Symbol string `json:"symbol"`
SourceExchange string `json:"sourceExchange"`
MakerExchange string `json:"makerExchange"`
UpdateInterval time.Duration `json:"updateInterval"`
Margin fixedpoint.Value `json:"margin"`
BidMargin fixedpoint.Value `json:"bidMargin"`
AskMargin fixedpoint.Value `json:"askMargin"`
Quantity fixedpoint.Value `json:"quantity"`
QuantityMultiplier fixedpoint.Value `json:"quantityMultiplier"`
NumLayers int `json:"numLayers"`
Pips int `json:"pips"`
Position fixedpoint.Value
// contains filtered or unexported fields
}
func (*Strategy) CrossRun ¶
func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, sessions map[string]*bbgo.ExchangeSession) error
func (*Strategy) CrossSubscribe ¶
func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession)
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