spreadparasite

Documentation

Index

• type OrderPlacer
• type Strategy
  • func New(account tinkoffinvest.AccountID, ignoreInconsistent bool, ...) (*Strategy, error)
  • func (s *Strategy) Apply(ctx context.Context, change tinkoffinvest.OrderBookChange) error
  • func (s *Strategy) Name() string
  • func (s *Strategy) Run(ctx context.Context) error
• type ToolsCache

Types

type OrderPlacer

type OrderPlacer interface {
	SubscribeForOrderBookChanges(ctx context.Context, reqs []tinkoffinvest.OrderBookRequest) (<-chan tinkoffinvest.OrderBookChange, error) //nolint:lll
	GetTradeAvailableShares(ctx context.Context) ([]tinkoffinvest.Instrument, error)
	GetOrderBook(ctx context.Context, req tinkoffinvest.OrderBookRequest) (*tinkoffinvest.OrderBookResponse, error)

	GetOrderState(ctx context.Context, _ tinkoffinvest.AccountID, _ tinkoffinvest.OrderID) (decimal.Decimal, error)
	CancelOrder(ctx context.Context, accountID tinkoffinvest.AccountID, orderID tinkoffinvest.OrderID) error

	PlaceLimitSellOrder(ctx context.Context, request tinkoffinvest.PlaceOrderRequest) (tinkoffinvest.OrderID, error)
	PlaceLimitBuyOrder(ctx context.Context, request tinkoffinvest.PlaceOrderRequest) (tinkoffinvest.OrderID, error)
}

type Strategy

type Strategy struct {
	// contains filtered or unexported fields
}

Strategy consists in placing two counter orders at the spread border with their further adjustment.

func New

func New(
	account tinkoffinvest.AccountID,
	ignoreInconsistent bool,
	minSpreadPercentage float64,
	figis []tinkoffinvest.FIGI,
	orderPlacer OrderPlacer,
	toolsCache ToolsCache,
) (*Strategy, error)

func (*Strategy) Apply

func (s *Strategy) Apply(ctx context.Context, change tinkoffinvest.OrderBookChange) error

func (*Strategy) Name

func (s *Strategy) Name() string

func (*Strategy) Run

func (s *Strategy) Run(ctx context.Context) error

type ToolsCache

type ToolsCache interface {
	Get(ctx context.Context, figi tinkoffinvest.FIGI) (toolscache.Tool, error)
}