emastop

Documentation

Index

• Constants
• type Strategy
  • func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, ...) error
  • func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession)
  • func (s *Strategy) ID() string
  • func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, ...) error
  • func (s *Strategy) Subscribe(session *bbgo.ExchangeSession)

Constants

const ID = "emastop"

Types

type Strategy

type Strategy struct {
	*bbgo.Graceful

	// The notification system will be injected into the strategy automatically.
	// This field will be injected automatically since it's a single exchange strategy.
	*bbgo.Notifiability

	SourceExchangeName string `json:"sourceExchange"`

	TargetExchangeName string `json:"targetExchange"`

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

	// Interval is the interval of the kline channel we want to subscribe,
	// the kline event will trigger the strategy to check if we need to submit order.
	Interval types.Interval `json:"interval"`

	Quantity fixedpoint.Value `json:"quantity"`

	BalancePercentage fixedpoint.Value `json:"balancePercentage"`

	OrderType string `json:"orderType"`

	PriceRatio fixedpoint.Value `json:"priceRatio"`

	StopPriceRatio fixedpoint.Value `json:"stopPriceRatio"`

	// 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"`
	// 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) 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)