bollgrid

package
v1.30.2 Latest Latest
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Published: Apr 15, 2022 License: MIT Imports: 8 Imported by: 2

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Constants

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const ID = "bollgrid"

Variables

This section is empty.

Functions

This section is empty.

Types

type Strategy

type Strategy struct {
	// 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

	// OrderExecutor is an interface for submitting order.
	// This field will be injected automatically since it's a single exchange strategy.
	bbgo.OrderExecutor

	// MarketDataStore is a pointer only injection field. public trades, k-lines (candlestick)
	// and order book updates are maintained in the market data store.
	// This field will be injected automatically since we defined the Symbol field.
	*bbgo.MarketDataStore

	// StandardIndicatorSet contains the standard indicators of a market (symbol)
	// This field will be injected automatically since we defined the Symbol field.
	*bbgo.StandardIndicatorSet

	// Graceful let you define the graceful shutdown handler
	*bbgo.Graceful

	// Market stores the configuration of the market, for example, VolumePrecision, PricePrecision, MinLotSize... etc
	// This field will be injected automatically since we defined the Symbol field.
	types.Market

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

	// Interval is the interval used by the BOLLINGER indicator (which uses K-Line as its source price)
	Interval types.Interval `json:"interval"`

	// RepostInterval is the interval for re-posting maker orders
	RepostInterval types.Interval `json:"repostInterval"`

	// GridPips is the pips of grid
	// e.g., 0.001, so that your orders will be submitted at price like 0.127, 0.128, 0.129, 0.130
	GridPips fixedpoint.Value `json:"gridPips"`

	ProfitSpread fixedpoint.Value `json:"profitSpread"`

	// GridNum is the grid number, how many orders you want to post on the orderbook.
	GridNum int `json:"gridNumber"`

	// Quantity is the quantity you want to submit for each order.
	Quantity fixedpoint.Value `json:"quantity"`

	CancelProfitOrdersOnShutdown bool `json: "shutdownCancelProfitOrders"`
	// contains filtered or unexported fields
}

func (*Strategy) ID added in v1.11.0

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 added in v1.15.3

func (s *Strategy) Validate() error

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