Documentation ¶
Index ¶
Constants ¶
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Variables ¶
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Functions ¶
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Types ¶
type Float64Indicator ¶
type Float64Indicator interface {
Last() float64
}
The indicators (SMA and EWMA) that we want to use are returning float64 data.
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)
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