Documentation
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Index ¶
Constants ¶
This section is empty.
Variables ¶
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Functions ¶
This section is empty.
Types ¶
type Instrument ¶
type Instrument struct {
ID string
Code string
Name string
Metadata *types.InstrumentMetadata
Product products.Product
Quote string
}
Instrument represent an instrument used in a market.
func NewInstrument ¶
func NewInstrument(ctx context.Context, log *logging.Logger, pi *types.Instrument, marketID string, ts common.TimeService, oe products.OracleEngine, broker products.Broker, assetDP uint32) (*Instrument, error)
NewInstrument will instantiate a new instrument using a market framework configuration for a instrument.
func NewInstrumentFromSnapshot ¶ added in v0.73.0
func NewInstrumentFromSnapshot( ctx context.Context, log *logging.Logger, pi *types.Instrument, marketID string, ts common.TimeService, oe products.OracleEngine, broker products.Broker, productState *snapshotpb.Product, assetDP uint32, ) (*Instrument, error)
NewInstrument will instantiate a new instrument using a market framework configuration for a instrument.
func (*Instrument) Unsubscribe ¶
func (i *Instrument) Unsubscribe(ctx context.Context)
func (*Instrument) UnsubscribeSettlementData ¶ added in v0.58.0
func (i *Instrument) UnsubscribeSettlementData(ctx context.Context)
func (*Instrument) UnsubscribeTradingTerminated ¶ added in v0.55.0
func (i *Instrument) UnsubscribeTradingTerminated(ctx context.Context)
func (*Instrument) Update ¶ added in v0.73.0
func (i *Instrument) Update(ctx context.Context, log *logging.Logger, pi *types.Instrument, oe products.OracleEngine) error
NewInstrument will instantiate a new instrument using a market framework configuration for a instrument.
type TradableInstrument ¶
type TradableInstrument struct {
Instrument *Instrument
MarginCalculator *types.MarginCalculator
RiskModel risk.Model
// contains filtered or unexported fields
}
TradableInstrument represent an instrument to be trade in a market.
func NewTradableInstrument ¶
func NewTradableInstrument(ctx context.Context, log *logging.Logger, pti *types.TradableInstrument, marketID string, ts common.TimeService, oe products.OracleEngine, broker products.Broker, assetDP uint32) (*TradableInstrument, error)
NewTradableInstrument will instantiate a new tradable instrument using a market framework configuration for a tradable instrument.
func NewTradableInstrumentFromSnapshot ¶ added in v0.73.0
func NewTradableInstrumentFromSnapshot( ctx context.Context, log *logging.Logger, pti *types.TradableInstrument, marketID string, ts common.TimeService, oe products.OracleEngine, broker products.Broker, productState *snapshotpb.Product, assetDP uint32, ) (*TradableInstrument, error)
NewTradableInstrument will instantiate a new tradable instrument using a market framework configuration for a tradable instrument.
func (*TradableInstrument) UpdateInstrument ¶
func (i *TradableInstrument) UpdateInstrument(ctx context.Context, log *logging.Logger, ti *types.TradableInstrument, marketID string, oe products.OracleEngine, broker products.Broker) error
Source Files