Versions in this module Expand all Collapse all v1 v1.16.3 May 28, 2021 v1.16.2 May 28, 2021 v1.16.1 May 28, 2021 Changes in this version + const ID + type State struct + AccumulatedLoss fixedpoint.Value + AccumulatedPnL fixedpoint.Value + AccumulatedProfit fixedpoint.Value + AccumulatedSince int64 + AccumulatedVolume fixedpoint.Value + HedgePosition fixedpoint.Value + Position *bbgo.Position + type Strategy struct + AskMargin fixedpoint.Value + BidMargin fixedpoint.Value + BollBandInterval types.Interval + BollBandMargin fixedpoint.Value + BollBandMarginFactor fixedpoint.Value + DisableHedge bool + EnableBollBandMargin bool + HedgeInterval types.Duration + MakerExchange string + Margin fixedpoint.Value + MaxExposurePosition fixedpoint.Value + NumLayers int + OrderCancelWaitTime types.Duration + Pips fixedpoint.Value + Quantity fixedpoint.Value + QuantityMultiplier fixedpoint.Value + QuantityScale *bbgo.LayerScale + SourceExchange string + StopHedgeBaseBalance fixedpoint.Value + StopHedgeQuoteBalance fixedpoint.Value + Symbol string + UpdateInterval types.Duration + func (s *Strategy) CrossRun(ctx context.Context, orderExecutionRouter bbgo.OrderExecutionRouter, ...) error + func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) + func (s *Strategy) Hedge(ctx context.Context, pos fixedpoint.Value) + func (s *Strategy) ID() string + func (s *Strategy) LoadState() error + func (s *Strategy) SaveState() error + func (s *Strategy) Validate() error
Go to main page