gap

Mar 22, 2021

Changes in this version

+ const ID

+ type State struct

+ AccumulatedFeeStartedAt time.Time

+ AccumulatedFees map[string]fixedpoint.Value

+ AccumulatedVolume fixedpoint.Value

+ func (s *State) IsOver24Hours() bool

+ func (s *State) Reset()

+ type Strategy struct

+ DailyFeeBudgets map[string]fixedpoint.Value

+ DailyMaxVolume fixedpoint.Value

+ SourceExchange string

+ Symbol string

+ TradingExchange string

+ UpdateInterval types.Duration

+ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, ...) error

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

+ func (s *Strategy) ID() string