rebalance

Documentation

Index

• Constants
• type Strategy
  • func (s *Strategy) ID() string
  • func (s *Strategy) Initialize() error
  • 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"

Types

type Strategy

type Strategy struct {
	Interval      types.Interval   `json:"interval"`
	BaseCurrency  string           `json:"baseCurrency"`
	TargetWeights types.ValueMap   `json:"targetWeights"`
	Threshold     fixedpoint.Value `json:"threshold"`
	DryRun        bool             `json:"dryRun"`
	// max amount to buy or sell per order
	MaxAmount fixedpoint.Value `json:"maxAmount"`
	// contains filtered or unexported fields
}

func (*Strategy) ID

func (s *Strategy) ID() string

func (*Strategy) Initialize

func (s *Strategy) Initialize() error

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