techsignal

Documentation

Index

• Constants
• type Strategy
  • func (s *Strategy) ID() string
  • func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, ...) error
  • func (s *Strategy) Subscribe(session *bbgo.ExchangeSession)
  • func (s *Strategy) Validate() error

Constants

const ID = "techsignal"

Types

type Strategy

type Strategy struct {
	*bbgo.Notifiability

	// These fields will be filled from the config file (it translates YAML to JSON)
	Symbol string       `json:"symbol"`
	Market types.Market `json:"-"`

	FundingRate *struct {
		High          fixedpoint.Value `json:"high"`
		Neutral       fixedpoint.Value `json:"neutral"`
		DiffThreshold fixedpoint.Value `json:"diffThreshold"`
	} `json:"fundingRate"`

	SupportDetection []struct {
		Interval types.Interval `json:"interval"`

		// MovingAverageType is the moving average indicator type that we want to use,
		// it could be SMA or EWMA
		MovingAverageType string `json:"movingAverageType"`

		// MovingAverageInterval is the interval of k-lines for the moving average indicator to calculate,
		// it could be "1m", "5m", "1h" and so on.  note that, the moving averages are calculated from
		// the k-line data we subscribed
		MovingAverageInterval types.Interval `json:"movingAverageInterval"`

		// MovingAverageWindow is the number of the window size of the moving average indicator.
		// The number of k-lines in the window. generally used window sizes are 7, 25 and 99 in the TradingView.
		MovingAverageWindow int `json:"movingAverageWindow"`

		MinVolume fixedpoint.Value `json:"minVolume"`

		MinQuoteVolume fixedpoint.Value `json:"minQuoteVolume"`
	} `json:"supportDetection"`
}

func (*Strategy) ID

func (s *Strategy) ID() string

func (*Strategy) Run

func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error

func (*Strategy) Subscribe

func (s *Strategy) Subscribe(session *bbgo.ExchangeSession)

func (*Strategy) Validate

func (s *Strategy) Validate() error