modules

package
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 Go to latest Published: Mar 20, 2019 License: MIT Imports: 23 Imported by: 3

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Index

Constants

This section is empty.

Variables

This section is empty.

Functions

func Pair2Assets 

func Pair2Assets(pair TradingPair) (horizon.Asset, horizon.Asset)

Pair2Assets splits a TradingPair into its assets

func ParseAsset 

func ParseAsset(code string, issuer string) horizon.Asset

ParseAsset returns a horizon asset from strings

func Path2Assets 

func Path2Assets(path *PaymentPath) (horizon.Asset, horizon.Asset, horizon.Asset)

Path2Assets returns the assets inside a PaymentPath

func PathAsset2Asset 

func PathAsset2Asset(p PathAsset) horizon.Asset

PathAsset2Asset turns a PathRecord asset into a horizon asset

func PathAsset2BuildAsset 

func PathAsset2BuildAsset(p PathAsset) build.Asset

PathAsset2BuildAsset turns a PathRecord asset into a build asset

Types

type ArbitCycleConfig 

type ArbitCycleConfig struct {
	MinRatio float64      `valid:"-" toml:"MIN_RATIO"`
	Groups   []GroupInput `valid:"-" toml:"GROUPS"`
}

ArbitCycleConfig holds the arbitrage strategy settings

func (ArbitCycleConfig) String 

func (c ArbitCycleConfig) String() string

String impl.

type AssetGroup 

type AssetGroup struct {
	HoldAsset horizon.Asset
	AssetBook []horizon.Asset
	PathList  []*PaymentPath
	PairBook  []PairBookEntry

	MinAmount *model.Number
	// contains filtered or unexported fields
}

AssetGroup is an operational asset set and its settings

type BasicOrderBookLevel 

type BasicOrderBookLevel struct {
	Price  *model.Number
	Amount *model.Number
}

BasicOrderBookLevel is just a price and an amount

type DexAgent 

type DexAgent struct {
	API            *horizon.Client
	SourceSeed     string
	TradingSeed    string
	SourceAccount  string
	TradingAccount string
	Network        build.Network
	// contains filtered or unexported fields
}

DexAgent manages all transactions with the Stellar DEX

func MakeDexAgent 

func MakeDexAgent(
	api *horizon.Client,
	sourceSeed string,
	tradingSeed string,
	sourceAccount string,
	tradingAccount string,
	network build.Network,
	threadTracker *multithreading.ThreadTracker,
	rateLimiter func(),
	submitDone chan<- bool,
	operationalBuffer float64,
	minRatio float64,
	simMode bool,
	l logger.Logger,
) *DexAgent

MakeDexAgent is the factory method

func (*DexAgent) JustAssetBalance 

func (dA *DexAgent) JustAssetBalance(asset horizon.Asset) (float64, error)

JustAssetBalance returns asset balance

func (*DexAgent) SendPaymentCycle 

func (dA *DexAgent) SendPaymentCycle(path *PaymentPath, maxAmount *model.Number) error

SendPaymentCycle executes a payment cycle

func (*DexAgent) SubmitOps 

func (dA *DexAgent) SubmitOps(ops []build.TransactionMutator, asyncCallback func(hash string, e error)) error

SubmitOps submits the passed in operations to the network asynchronously in a single transaction

type DexWatcher 

type DexWatcher struct {
	API     *horizon.Client
	Network build.Network
	// contains filtered or unexported fields
}

DexWatcher is an object that queries the DEX

func MakeDexWatcher 

func MakeDexWatcher(
	api *horizon.Client,
	network build.Network,
	threadTracker *multithreading.ThreadTracker,
	rateLimiter func(),
	booksOut chan<- *horizon.OrderBookSummary,
	ledgerOut chan horizon.Ledger,
	l logger.Logger) *DexWatcher

MakeDexWatcher is the factory method

func (*DexWatcher) AddTrackedBook 

func (w *DexWatcher) AddTrackedBook(ctx context.Context, pair TradingPair, limit string) error

AddTrackedBook adds a pair's orderbook to the BookTracker

func (*DexWatcher) GetLowAsk 

func (w *DexWatcher) GetLowAsk(pair TradingPair) (*model.Number, *model.Number, error)

GetLowAsk returns the low ask's price and amount for a trading pair

func (*DexWatcher) GetOrderBook 

func (w *DexWatcher) GetOrderBook(api *horizon.Client, pair TradingPair) (orderBook horizon.OrderBookSummary, e error)

GetOrderBook gets the SDEX order book

func (*DexWatcher) GetPaths 

func (w *DexWatcher) GetPaths(endAsset horizon.Asset, amount *model.Number, tradingAccount string) (*FindPathResponse, error)

GetPaths gets and parses the find-path data for an asset from horizon

func (*DexWatcher) GetTopBid 

func (w *DexWatcher) GetTopBid(pair TradingPair) (*model.Number, *model.Number, error)

GetTopBid returns the top bid's price and amount for a trading pair

func (*DexWatcher) StreamLedgers 

func (w *DexWatcher) StreamLedgers(
	ctx context.Context,
	cursor *horizon.Cursor,
	handler horizon.LedgerHandler,
	limit int,
	order string,
)

StreamLedgers streams Stellar ledgers

func (*DexWatcher) StreamManager 

func (w *DexWatcher) StreamManager(pairList []TradingPair)

StreamManager just refreshes the streams as they expire; horizon closes them after 55 seconds on its own

type FindPathResponse 

type FindPathResponse struct {
	Embedded struct {
		Records []PathRecord `json:"records"`
	} `json:"_embedded"`
}

FindPathResponse holds the raw JSON for a horizon call

type GroupInput 

type GroupInput struct {
	HoldAssetCode   string       `valid:"-" toml:"HOLD_ASSET_CODE"`
	HoldAssetIssuer string       `valid:"-" toml:"HOLD_ASSET_ISSUER"`
	UseBalance      bool         `valid:"-" toml:"USE_BALANCE"`
	StaticAmount    float64      `valid:"-" toml:"STATIC_AMOUNT"`
	MinAmount       float64      `valid:"-" toml:"MIN_AMOUNT"`
	Assets          []assetInput `valid:"-" toml:"ASSETS"`
}

GroupInput holds the inbound strings for the asset groups

type PairBookEntry 

type PairBookEntry struct {
	ID   int
	Pair TradingPair
}

PairBookEntry is a numbered trading pair

type PathAsset 

type PathAsset struct {
	AssetType   string `json:"asset_type"`
	AssetCode   string `json:"asset_code"`
	AssetIssuer string `json:"asset_issuer"`
}

PathAsset is a single asset in a path

type PathFindOutcome 

type PathFindOutcome struct {
	BestPath     *PaymentPath
	MaxAmount    *model.Number
	MetThreshold bool
}

PathFindOutcome sends the outcome of the find-best-path

type PathFinder 

type PathFinder struct {
	AssetGroups []*AssetGroup
	// contains filtered or unexported fields
}

PathFinder keeps track of all the possible payment paths

func MakePathFinder 

func MakePathFinder(
	dexWatcher DexWatcher,
	stratConfig ArbitCycleConfig,
	rateLimiter func(),
	findIt chan bool,
	pathReturn chan<- PathFindOutcome,
	refresh <-chan bool,
	l logger.Logger,
) (*PathFinder, error)

MakePathFinder is a factory method

func (*PathFinder) FindBestPathConcurrent 

func (p *PathFinder) FindBestPathConcurrent()

FindBestPathConcurrent determines and returns the most profitable payment path with goroutines

type PathPair 

type PathPair struct {
	PairID int
	Pair   TradingPair
}

PathPair is a trading pair with a price inversion flag

type PathRecord 

type PathRecord struct {
	SourceAssetType        string      `json:"source_asset_type"`
	SourceAmount           string      `json:"source_amount"`
	DestinationAssetType   string      `json:"destination_asset_type"`
	DestinationAssetCode   string      `json:"destination_asset_code"`
	DestinationAssetIssuer string      `json:"destination_asset_issuer"`
	DestinationAmount      string      `json:"destination_amount"`
	Path                   []PathAsset `json:"path"`
}

PathRecord is a single horizon find path record

type PaymentPath 

type PaymentPath struct {
	HoldAsset    horizon.Asset
	PathAssetA   horizon.Asset
	PathAssetB   horizon.Asset
	PathSequence []PathPair
	UseBalance   bool
	StaticAmount *model.Number
	MinAmount    *model.Number
}

PaymentPath is a pair of assets for a payment path and their encoded tradingPair

type TradingPair 

type TradingPair struct {
	Base  horizon.Asset
	Quote horizon.Asset
}

TradingPair represents a trading pair

type TransData 

type TransData struct {
	Path   *PaymentPath
	Amount *model.Number
}

TransData contains the data needed to contruct a path payment

Source Files

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