markets

Documentation

Index

• type Instrument
  • func NewInstrument(ctx context.Context, log *logging.Logger, pi *types.Instrument, ...) (*Instrument, error)
  • func NewInstrumentFromSnapshot(ctx context.Context, log *logging.Logger, pi *types.Instrument, ...) (*Instrument, error)
  • func (i *Instrument) Unsubscribe(ctx context.Context)
  • func (i *Instrument) UnsubscribeSettlementData(ctx context.Context)
  • func (i *Instrument) UnsubscribeTradingTerminated(ctx context.Context)
  • func (i *Instrument) Update(ctx context.Context, log *logging.Logger, pi *types.Instrument, ...) error
  • func (i *Instrument) UpdateAuctionState(ctx context.Context, enter bool)
• type TradableInstrument
  • func NewTradableInstrument(ctx context.Context, log *logging.Logger, pti *types.TradableInstrument, ...) (*TradableInstrument, error)
  • func NewTradableInstrumentFromSnapshot(ctx context.Context, log *logging.Logger, pti *types.TradableInstrument, ...) (*TradableInstrument, error)
  • func (i *TradableInstrument) UpdateInstrument(ctx context.Context, log *logging.Logger, ti *types.TradableInstrument, ...) error

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

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

func (i *Instrument) UnsubscribeSettlementData(ctx context.Context)

func (*Instrument) UnsubscribeTradingTerminated

func (i *Instrument) UnsubscribeTradingTerminated(ctx context.Context)

func (*Instrument) Update

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.

func (*Instrument) UpdateAuctionState

func (i *Instrument) UpdateAuctionState(ctx context.Context, enter bool)

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

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