modules

package
v0.2.1-alpha Latest Latest
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 Go to latest Published: Feb 6, 2019 License: MIT Imports: 14 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 {
	HoldAssetCode   string       `valid:"-" toml:"HOLD_ASSET_CODE"`
	HoldAssetIssuer string       `valid:"-" toml:"HOLD_ASSET_ISSUER"`
	MinRatio        float64      `valid:"-" toml:"MIN_RATIO"`
	UseBalance      bool         `valid:"-" toml:"USE_BALANCE"`
	StaticAmount    float64      `valid:"-" toml:"STATIC_AMOUNT"`
	MinAmount       float64      `valid:"-" toml:"MIN_AMOUNT"`
	Assets          []assetInput `valid:"-" toml:"ASSETS"`
}

ArbitCycleConfig holds the arbitrage strategy settings

func (ArbitCycleConfig) String 

func (c ArbitCycleConfig) String() string

String impl.

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,
	operationalBuffer float64,
	minRatio float64,
	useBalance bool,
	staticAmount float64,
	minAmount 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) MakePathPayment 

func (dA *DexAgent) MakePathPayment(path *PaymentPath, amount *model.Number, minRatio *model.Number) (build.PaymentBuilder, error)

MakePathPayment constructs and returns a path payment transaction for a given path object

func (*DexAgent) SendByFoundPath 

func (dA *DexAgent) SendByFoundPath(path *PathRecord, holdAsset *horizon.Asset, maxAmount *model.Number) error

SendByFoundPath executes a payment cycle for the find-path protocol

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
	SourceAccount  string
	TradingAccount string
	// contains filtered or unexported fields
}

DexWatcher is an object that queries the DEX

func MakeDexWatcher 

func MakeDexWatcher(
	api *horizon.Client,
	network build.Network,
	sourceAccount string,
	tradingAccount string,
	l logger.Logger) *DexWatcher

MakeDexWatcher is the factory method

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) (*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

type FindPathResponse 

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

FindPathResponse holds the raw JSON for a horizon call

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 PathFinder 

type PathFinder struct {
	HoldAsset horizon.Asset
	// contains filtered or unexported fields
}

PathFinder keeps track of all the possible payment paths

func MakePathFinder 

func MakePathFinder(
	dexWatcher DexWatcher,
	stratConfig ArbitCycleConfig,
	l logger.Logger,
) (*PathFinder, error)

MakePathFinder is a factory method

func (*PathFinder) FindBestPath 

func (p *PathFinder) FindBestPath() (*PaymentPath, *model.Number, bool, error)

FindBestPath determines and returns the most profitable payment path, its max amount, and whether its good enough

func (*PathFinder) WhatAmount 

func (p *PathFinder) WhatAmount() (bool, *model.Number)

WhatAmount returns the payment amount settings

func (*PathFinder) WhatRatio 

func (p *PathFinder) WhatRatio() *model.Number

WhatRatio returns the minimum ratio

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 PathRequester 

type PathRequester struct {
	HoldAsset horizon.Asset
	// contains filtered or unexported fields
}

PathRequester keeps the assetbook and settings for the path-requesting method this prototype performed strictly worse than pathFinder so it's not implemented at this time preserving this for future revamp ideas

func MakePathRequester 

func MakePathRequester(
	dexWatcher DexWatcher,
	stratConfig ArbitCycleConfig,
	l logger.Logger,
) (*PathRequester, error)

MakePathRequester is a factory method

func (*PathRequester) AnalysePaths 

func (p *PathRequester) AnalysePaths() (*PathRecord, *model.Number, bool, error)

AnalysePaths asks horizon about available paths and checks if any are profitable

type PaymentPath 

type PaymentPath struct {
	HoldAsset  horizon.Asset
	PathAssetA horizon.Asset
	PathAssetB horizon.Asset
	FirstPair  TradingPair
	MidPair    TradingPair
	LastPair   TradingPair
}

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

Source Files

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