models

Documentation

Index

• Variables
• func CalculateMinuteToExpire(strategy int) int
• func DeleteStrangeBuyOrderRecords() int
• func FilledCheck(productCode string) ([]string, error)
• func GetResults() (string, error)
• func NewMysqlBase()
• func ShouldPlaceBuyOrder(max_buy_orders, max_sell_orders int) (bool, error)
• func SyncBuyOrders(events *[]OrderEvent)
• func UpdateCancelledBuyOrder(order_id string) error
• func UpdateFilledOrder(order_id string) error
• func UpdateFilledOrderWithBuyOrder(order_id string) error
• type BuyOrder
  • func GetCancelledBuyOrders() ([]BuyOrder, error)
• type BuyOrderInfo
  • func CheckFilledBuyOrders() []BuyOrderInfo
  • func (buyOrderInfo *BuyOrderInfo) CalculateSellOrderPrice() float64
• type OrderEvent
  • func (e *OrderEvent) BuyOrder() error
  • func (e *OrderEvent) SellOrder(pid string) error

Variables

var AppDB *sql.DB

var GormDB *gorm.DB

Functions

func CalculateMinuteToExpire

func CalculateMinuteToExpire(strategy int) int

func DeleteStrangeBuyOrderRecords

func DeleteStrangeBuyOrderRecords() int

func FilledCheck

func FilledCheck(productCode string) ([]string, error)

func GetResults

func GetResults() (string, error)

過去3日分の利益を取得する関数

func NewMysqlBase

func NewMysqlBase()

func ShouldPlaceBuyOrder

func ShouldPlaceBuyOrder(max_buy_orders, max_sell_orders int) (bool, error)

• 注文前の判断メソッド
• 買り注文の前に呼ばれ、 1. 未約定の買い注文数 < 最大買い注文数 2. 未約定の売り注文数 < 最大売り注文数 を両方満たす場合にtrueを返却。

func SyncBuyOrders

func SyncBuyOrders(events *[]OrderEvent)

func UpdateCancelledBuyOrder

func UpdateCancelledBuyOrder(order_id string) error

func UpdateFilledOrder

func UpdateFilledOrder(order_id string) error

func UpdateFilledOrderWithBuyOrder

func UpdateFilledOrderWithBuyOrder(order_id string) error

Types

type BuyOrder

type BuyOrder struct {
	ID          uint    `gorm:"primary_key"`
	OrderID     string  `json:"order_id"`
	ProductCode string  `json:"product_code"`
	Side        string  `json:"side"`
	Price       float64 `json:"price"`
	Size        float64 `json:"size"`
	Exchange    string  `json:"exchange"`
	Filled      int     `json:"filled"`
	Timestamp   string  `json:"timestamp"`
	Updatetime  string  `json:"updatetime"`
}

TODO structを整理すること TODO timestampはstring以外の型にすること

func GetCancelledBuyOrders

func GetCancelledBuyOrders() ([]BuyOrder, error)

type BuyOrderInfo

type BuyOrderInfo struct {
	OrderID     string  `json:"order_id"`
	Price       float64 `json:"price"`
	ProductCode string  `json:"product_code"`
	Size        float64 `json:"size"`
	Exchange    string  `json:"exchange"`
	Strategy    float64 `json:"strategy"`
}

func CheckFilledBuyOrders

func CheckFilledBuyOrders() []BuyOrderInfo

func (*BuyOrderInfo) CalculateSellOrderPrice

func (buyOrderInfo *BuyOrderInfo) CalculateSellOrderPrice() float64

type OrderEvent

type OrderEvent struct {
	OrderID     string    `json:"order_id"`
	Time        time.Time `json:"time"`
	ProductCode string    `json:"product_code"`
	Side        string    `json:"side"`
	Price       float64   `json:"price"`
	Size        float64   `json:"size"`
	Exchange    string    `json:"exchange"`
	Filled      int       `json:"filled"`
	Strategy    int       `json:"strategy"`
}

func (*OrderEvent) BuyOrder

func (e *OrderEvent) BuyOrder() error

func (*OrderEvent) SellOrder

func (e *OrderEvent) SellOrder(pid string) error