kline

Documentation

Index

• Constants
• func ElementwiseProduct(m1, m2 map[string]fixedpoint.Value) map[string]fixedpoint.Value
• func Normalize(m map[string]fixedpoint.Value) map[string]fixedpoint.Value
• func Sum(m map[string]fixedpoint.Value) fixedpoint.Value
• 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 = "rebalance"

Functions

func ElementwiseProduct

func ElementwiseProduct(m1, m2 map[string]fixedpoint.Value) map[string]fixedpoint.Value

func Normalize

func Normalize(m map[string]fixedpoint.Value) map[string]fixedpoint.Value

func Sum

func Sum(m map[string]fixedpoint.Value) fixedpoint.Value

Types

type Strategy

type Strategy struct {
	Notifiability *bbgo.Notifiability

	Interval      types.Duration              `json:"interval"`
	BaseCurrency  string                      `json:"baseCurrency"`
	TargetWeights map[string]fixedpoint.Value `json:"targetWeights"`
	Threshold     fixedpoint.Value            `json:"threshold"`
	IgnoreLocked  bool                        `json:"ignoreLocked"`
	Verbose       bool                        `json:"verbose"`

	// max amount to buy or sell per order
	MaxAmount fixedpoint.Value `json:"maxAmount"`
}

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