risk

Documentation

Index

• func CalculateBaseQuantity(session *bbgo.ExchangeSession, market types.Market, ...) (fixedpoint.Value, error)
• func CalculateMarginCost(price, quantity, leverage fixedpoint.Value) fixedpoint.Value
• func CalculateMaxPosition(price, availableMargin, leverage fixedpoint.Value) fixedpoint.Value
• func CalculateMinRequiredLeverage(price, quantity, availableMargin fixedpoint.Value) fixedpoint.Value
• func CalculateOpenLoss(numContract, markPrice, orderPrice fixedpoint.Value, side types.SideType) fixedpoint.Value
• func CalculatePositionCost(markPrice, orderPrice, quantity, leverage fixedpoint.Value, ...) fixedpoint.Value
• func CalculateQuoteQuantity(session *bbgo.ExchangeSession, ctx context.Context, quoteCurrency string, ...) (fixedpoint.Value, error)
• type AccountValueCalculator
  • func NewAccountValueCalculator(session *bbgo.ExchangeSession, quoteCurrency string) *AccountValueCalculator
  • func (c *AccountValueCalculator) AvailableQuote(ctx context.Context) (fixedpoint.Value, error)
  • func (c *AccountValueCalculator) DebtValue(ctx context.Context) (fixedpoint.Value, error)
  • func (c *AccountValueCalculator) MarginLevel(ctx context.Context) (fixedpoint.Value, error)
  • func (c *AccountValueCalculator) MarketValue(ctx context.Context) (fixedpoint.Value, error)
  • func (c *AccountValueCalculator) NetValue(ctx context.Context) (fixedpoint.Value, error)
  • func (c *AccountValueCalculator) UpdatePrices(ctx context.Context) error

Functions

func CalculateBaseQuantity

func CalculateBaseQuantity(session *bbgo.ExchangeSession, market types.Market, price, quantity, leverage fixedpoint.Value) (fixedpoint.Value, error)

func CalculateMarginCost

func CalculateMarginCost(price, quantity, leverage fixedpoint.Value) fixedpoint.Value

CalculateMarginCost calculate the margin cost of the given notional position by price * quantity

func CalculateMaxPosition

func CalculateMaxPosition(price, availableMargin, leverage fixedpoint.Value) fixedpoint.Value

CalculateMaxPosition calculates the maximum notional value of the position and return the max quantity you can use.

func CalculateMinRequiredLeverage

func CalculateMinRequiredLeverage(price, quantity, availableMargin fixedpoint.Value) fixedpoint.Value

CalculateMinRequiredLeverage calculates the leverage of the given position (price and quantity)

func CalculateOpenLoss

func CalculateOpenLoss(numContract, markPrice, orderPrice fixedpoint.Value, side types.SideType) fixedpoint.Value

How to Calculate Cost Required to Open a Position in Perpetual Futures Contracts

See <https://www.binance.com/en/support/faq/87fa7ee33b574f7084d42bd2ce2e463b>

For Long Position: = Number of Contract * Absolute Value {min[0, direction of order x (mark price - order price)]}

For short position: = Number of Contract * Absolute Value {min[0, direction of order x (mark price - order price)]}

func CalculatePositionCost

func CalculatePositionCost(markPrice, orderPrice, quantity, leverage fixedpoint.Value, side types.SideType) fixedpoint.Value

func CalculateQuoteQuantity

func CalculateQuoteQuantity(session *bbgo.ExchangeSession, ctx context.Context, quoteCurrency string, leverage fixedpoint.Value) (fixedpoint.Value, error)

Types

type AccountValueCalculator

type AccountValueCalculator struct {
	// contains filtered or unexported fields
}

func NewAccountValueCalculator

func NewAccountValueCalculator(session *bbgo.ExchangeSession, quoteCurrency string) *AccountValueCalculator

func (*AccountValueCalculator) AvailableQuote

func (c *AccountValueCalculator) AvailableQuote(ctx context.Context) (fixedpoint.Value, error)

func (*AccountValueCalculator) DebtValue

func (c *AccountValueCalculator) DebtValue(ctx context.Context) (fixedpoint.Value, error)

func (*AccountValueCalculator) MarginLevel

func (c *AccountValueCalculator) MarginLevel(ctx context.Context) (fixedpoint.Value, error)

MarginLevel calculates the margin level from the asset market value and the debt value See https://www.binance.com/en/support/faq/360030493931

func (*AccountValueCalculator) MarketValue

func (c *AccountValueCalculator) MarketValue(ctx context.Context) (fixedpoint.Value, error)

func (*AccountValueCalculator) NetValue

func (c *AccountValueCalculator) NetValue(ctx context.Context) (fixedpoint.Value, error)

func (*AccountValueCalculator) UpdatePrices

func (c *AccountValueCalculator) UpdatePrices(ctx context.Context) error