Documentation
¶
Index ¶
- Constants
- type State
- type Strategy
- func (s *Strategy) CrossRun(ctx context.Context, orderExecutionRouter bbgo.OrderExecutionRouter, ...) error
- func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession)
- func (s *Strategy) ID() string
- func (s *Strategy) LoadState() error
- func (s *Strategy) SaveState() error
- func (s *Strategy) Validate() error
Constants ¶
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const ID = "xarb"
Variables ¶
This section is empty.
Functions ¶
This section is empty.
Types ¶
type State ¶
type State struct {
Position *bbgo.Position `json:"position,omitempty"`
AccumulatedVolume fixedpoint.Value `json:"accumulatedVolume,omitempty"`
AccumulatedPnL fixedpoint.Value `json:"accumulatedPnL,omitempty"`
AccumulatedProfit fixedpoint.Value `json:"accumulatedProfit,omitempty"`
AccumulatedLoss fixedpoint.Value `json:"accumulatedLoss,omitempty"`
AccumulatedSince int64 `json:"accumulatedSince,omitempty"`
}
type Strategy ¶
type Strategy struct {
*bbgo.Graceful
*bbgo.Notifiability
*bbgo.Persistence
Symbol string `json:"symbol"`
MaxQuantity fixedpoint.Value `json:"maxQuantity"`
MinQuantity fixedpoint.Value `json:"minQuantity"`
TakeRatio fixedpoint.Value `json:"takeRatio"`
MinSpreadRatio fixedpoint.Value `json:"minSpreadRatio"`
MinQuoteBalance fixedpoint.Value `json:"minQuoteBalance"`
MinBaseBalance fixedpoint.Value `json:"minBaseBalance"`
DelayTime types.Duration `json:"delayTime"`
// contains filtered or unexported fields
}
func (*Strategy) CrossRun ¶
func (s *Strategy) CrossRun(ctx context.Context, orderExecutionRouter bbgo.OrderExecutionRouter, sessions map[string]*bbgo.ExchangeSession) error
func (*Strategy) CrossSubscribe ¶
func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession)
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