xgap

Documentation

Index

• Constants
• Variables
• type Strategy
  • func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, ...) error
  • func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession)
  • func (s *Strategy) Defaults() error
  • func (s *Strategy) ID() string
  • func (s *Strategy) Initialize() error
  • func (s *Strategy) InstanceID() string
  • func (s *Strategy) Validate() error

Constants

const ID = "xgap"

Variables

var Two = fixedpoint.NewFromInt(2)

Types

type Strategy

type Strategy struct {
	*common.Strategy
	*common.FeeBudget

	Environment *bbgo.Environment

	Symbol          string           `json:"symbol"`
	SourceExchange  string           `json:"sourceExchange"`
	TradingExchange string           `json:"tradingExchange"`
	MinSpread       fixedpoint.Value `json:"minSpread"`
	Quantity        fixedpoint.Value `json:"quantity"`
	DryRun          bool             `json:"dryRun"`

	DailyMaxVolume    fixedpoint.Value `json:"dailyMaxVolume,omitempty"`
	DailyTargetVolume fixedpoint.Value `json:"dailyTargetVolume,omitempty"`
	UpdateInterval    types.Duration   `json:"updateInterval"`
	SimulateVolume    bool             `json:"simulateVolume"`
	SimulatePrice     bool             `json:"simulatePrice"`
	// contains filtered or unexported fields
}

func (*Strategy) CrossRun

func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, sessions map[string]*bbgo.ExchangeSession) error

func (*Strategy) CrossSubscribe

func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession)

func (*Strategy) Defaults

func (s *Strategy) Defaults() error

func (*Strategy) ID

func (s *Strategy) ID() string

func (*Strategy) Initialize

func (s *Strategy) Initialize() error

func (*Strategy) InstanceID

func (s *Strategy) InstanceID() string

func (*Strategy) Validate

func (s *Strategy) Validate() error