funding

Documentation

Index

• Constants
• 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 = "funding"

Types

type Strategy

type Strategy struct {
	*bbgo.Notifiability
	// These fields will be filled from the config file (it translates YAML to JSON)
	Symbol              string           `json:"symbol"`
	Market              types.Market     `json:"-"`
	Quantity            fixedpoint.Value `json:"quantity,omitempty"`
	MaxExposurePosition fixedpoint.Value `json:"maxExposurePosition"`

	FundingRate *struct {
		High          fixedpoint.Value `json:"high"`
		Neutral       fixedpoint.Value `json:"neutral"`
		DiffThreshold fixedpoint.Value `json:"diffThreshold"`
	} `json:"fundingRate"`

	SupportDetection []struct {
		Interval types.Interval `json:"interval"`
		// MovingAverageType is the moving average indicator type that we want to use,
		// it could be SMA or EWMA
		MovingAverageType string `json:"movingAverageType"`

		MovingAverageIntervalWindow types.IntervalWindow `json:"movingAverageIntervalWindow"`

		MinVolume fixedpoint.Value `json:"minVolume"`

		MinQuoteVolume fixedpoint.Value `json:"minQuoteVolume"`
	} `json:"supportDetection"`
}

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