order

README

GoCryptoTrader Backtester: Order package

This order package is part of the GoCryptoTrader codebase.

This is still in active development

You can track ideas, planned features and what's in progress on this Trello board: https://trello.com/b/ZAhMhpOy/gocryptotrader.

Join our slack to discuss all things related to GoCryptoTrader! GoCryptoTrader Slack

Order package overview

The Order Event Type is an event type raised after the portfolio manager has passed all its checks and wishes to make an order It is sent to the Exchange to process and if successful, will raise a Fill Event.

The Order Event Type is based on common.EventHandler and common.Directioner while also having the following custom functions

	SetAmount(float64)
	GetAmount() float64
	IsOrder() bool
	GetStatus() order.Status
	SetID(id string)
	GetID() string
	GetLimit() float64
	IsLeveraged() bool

Please click GoDocs chevron above to view current GoDoc information for this package

Contribution

Please feel free to submit any pull requests or suggest any desired features to be added.

When submitting a PR, please abide by our coding guidelines:

• Code must adhere to the official Go formatting guidelines (i.e. uses gofmt).
• Code must be documented adhering to the official Go commentary guidelines.
• Code must adhere to our coding style.
• Pull requests need to be based on and opened against the master branch.

Donations

If this framework helped you in any way, or you would like to support the developers working on it, please donate Bitcoin to:

bc1qk0jareu4jytc0cfrhr5wgshsq8282awpavfahc

Documentation

Index

• type Event
• type Order
  • func (o *Order) GetAllocatedFunds() decimal.Decimal
  • func (o *Order) GetAmount() decimal.Decimal
  • func (o *Order) GetBuyLimit() decimal.Decimal
  • func (o *Order) GetClosePrice() decimal.Decimal
  • func (o *Order) GetDirection() order.Side
  • func (o *Order) GetFillDependentEvent() signal.Event
  • func (o *Order) GetID() string
  • func (o *Order) GetLeverage() decimal.Decimal
  • func (o *Order) GetSellLimit() decimal.Decimal
  • func (o *Order) GetStatus() order.Status
  • func (o *Order) IsClosingPosition() bool
  • func (o *Order) IsLeveraged() bool
  • func (o *Order) IsLiquidating() bool
  • func (o *Order) IsOrder() bool
  • func (o *Order) Pair() currency.Pair
  • func (o *Order) SetAmount(i decimal.Decimal)
  • func (o *Order) SetDirection(s order.Side)
  • func (o *Order) SetID(id string)
  • func (o *Order) SetLeverage(l decimal.Decimal)

Types

type Event

type Event interface {
	common.Event
	common.Directioner
	GetClosePrice() decimal.Decimal
	GetBuyLimit() decimal.Decimal
	GetSellLimit() decimal.Decimal
	SetAmount(decimal.Decimal)
	GetAmount() decimal.Decimal
	IsOrder() bool
	GetStatus() order.Status
	SetID(id string)
	GetID() string
	IsLeveraged() bool
	GetAllocatedFunds() decimal.Decimal
	GetFillDependentEvent() signal.Event
	IsClosingPosition() bool
	IsLiquidating() bool
}

Event inherits common event interfaces along with extra functions related to handling orders

type Order

type Order struct {
	*event.Base
	ID                  string
	Direction           order.Side
	Status              order.Status
	ClosePrice          decimal.Decimal
	Amount              decimal.Decimal
	OrderType           order.Type
	Leverage            decimal.Decimal
	AllocatedFunds      decimal.Decimal
	BuyLimit            decimal.Decimal
	SellLimit           decimal.Decimal
	FillDependentEvent  signal.Event
	ClosingPosition     bool
	LiquidatingPosition bool
}

Order contains all details for an order event

func (*Order) GetAllocatedFunds

func (o *Order) GetAllocatedFunds() decimal.Decimal

GetAllocatedFunds returns the amount of funds the portfolio manager has allocated to this potential position

func (*Order) GetAmount

func (o *Order) GetAmount() decimal.Decimal

GetAmount returns the amount

func (*Order) GetBuyLimit

func (o *Order) GetBuyLimit() decimal.Decimal

GetBuyLimit returns the buy limit

func (*Order) GetClosePrice

func (o *Order) GetClosePrice() decimal.Decimal

GetClosePrice returns the close price

func (*Order) GetDirection

func (o *Order) GetDirection() order.Side

GetDirection returns the side of the order

func (*Order) GetFillDependentEvent

func (o *Order) GetFillDependentEvent() signal.Event

GetFillDependentEvent returns the fill dependent event so it can be added the event queue

func (*Order) GetID

func (o *Order) GetID() string

GetID returns the ID

func (*Order) GetLeverage

func (o *Order) GetLeverage() decimal.Decimal

GetLeverage returns leverage rate

func (*Order) GetSellLimit

func (o *Order) GetSellLimit() decimal.Decimal

GetSellLimit returns the sell limit

func (*Order) GetStatus

func (o *Order) GetStatus() order.Status

GetStatus returns order status

func (*Order) IsClosingPosition

func (o *Order) IsClosingPosition() bool

IsClosingPosition returns whether position is being closed

func (*Order) IsLeveraged

func (o *Order) IsLeveraged() bool

IsLeveraged returns if it is leveraged

func (*Order) IsLiquidating

func (o *Order) IsLiquidating() bool

IsLiquidating returns whether position is being liquidated

func (*Order) IsOrder

func (o *Order) IsOrder() bool

IsOrder returns whether the event is an order event

func (*Order) Pair

func (o *Order) Pair() currency.Pair

Pair returns the currency pair

func (*Order) SetAmount

func (o *Order) SetAmount(i decimal.Decimal)

SetAmount sets the amount

func (*Order) SetDirection

func (o *Order) SetDirection(s order.Side)

SetDirection sets the side of the order

func (*Order) SetID

func (o *Order) SetID(id string)

SetID sets the order id

func (*Order) SetLeverage

func (o *Order) SetLeverage(l decimal.Decimal)

SetLeverage sets leverage