support

Documentation

Index

• Constants
• type PercentageTargetStop
  • func (stop *PercentageTargetStop) GenerateOrders(market types.Market, pos *bbgo.Position) []types.SubmitOrder
• type ResistanceStop
• type State
• type Strategy
  • func (s *Strategy) ID() string
  • func (s *Strategy) LoadState() error
  • func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, ...) error
  • func (s *Strategy) SaveState() error
  • func (s *Strategy) Subscribe(session *bbgo.ExchangeSession)
  • func (s *Strategy) Validate() error
• type Target

Constants

const ID = "support"

Types

type PercentageTargetStop

type PercentageTargetStop struct {
	Targets []Target `json:"targets"`
}

PercentageTargetStop is a kind of stop order by setting fixed percentage target

func (*PercentageTargetStop) GenerateOrders

func (stop *PercentageTargetStop) GenerateOrders(market types.Market, pos *bbgo.Position) []types.SubmitOrder

GenerateOrders generates the orders from the given targets

type ResistanceStop

type ResistanceStop struct {
	Interval types.Interval `json:"interval"`

	MinVolume     fixedpoint.Value `json:"minVolume"`
	TakerBuyRatio fixedpoint.Value `json:"takerBuyRatio"`
	// contains filtered or unexported fields
}

ResistanceStop is a kind of stop order by detecting resistance

type State

type State struct {
	Position *bbgo.Position `json:"position,omitempty"`
}

type Strategy

type Strategy struct {
	*bbgo.Notifiability `json:"-"`
	*bbgo.Persistence
	*bbgo.Graceful `json:"-"`

	Symbol string       `json:"symbol"`
	Market types.Market `json:"-"`

	// Interval for checking support
	Interval types.Interval `json:"interval"`

	// moving average window for checking support (support should be under the moving average line)
	MovingAverageWindow int `json:"movingAverageWindow"`

	// LongTermMovingAverage is the second moving average line for checking support position
	LongTermMovingAverage types.IntervalWindow `json:"longTermMovingAverage"`

	Quantity              fixedpoint.Value                `json:"quantity"`
	MinVolume             fixedpoint.Value                `json:"minVolume"`
	Sensitivity           fixedpoint.Value                `json:"sensitivity"`
	TakerBuyRatio         fixedpoint.Value                `json:"takerBuyRatio"`
	MarginOrderSideEffect types.MarginOrderSideEffectType `json:"marginOrderSideEffect"`
	Targets               []Target                        `json:"targets"`

	ResistanceStop *ResistanceStop `json:"resistanceStop"`

	ResistanceTakerBuyRatio fixedpoint.Value `json:"resistanceTakerBuyRatio"`

	// Min BaseAsset balance to keep
	MinBaseAssetBalance fixedpoint.Value `json:"minBaseAssetBalance"`
	// Max BaseAsset balance to buy
	MaxBaseAssetBalance  fixedpoint.Value `json:"maxBaseAssetBalance"`
	MinQuoteAssetBalance fixedpoint.Value `json:"minQuoteAssetBalance"`

	ScaleQuantity *bbgo.PriceVolumeScale `json:"scaleQuantity"`
	// contains filtered or unexported fields
}

func (*Strategy) ID

func (s *Strategy) ID() string

func (*Strategy) LoadState

func (s *Strategy) LoadState() error

func (*Strategy) Run

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

func (*Strategy) SaveState

func (s *Strategy) SaveState() error

func (*Strategy) Subscribe

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

func (*Strategy) Validate

func (s *Strategy) Validate() error

type Target

type Target struct {
	ProfitPercentage      float64                         `json:"profitPercentage"`
	QuantityPercentage    float64                         `json:"quantityPercentage"`
	MarginOrderSideEffect types.MarginOrderSideEffectType `json:"marginOrderSideEffect"`
}