grid

Documentation

Index

• Constants
• type State
• type Strategy
  • func (s *Strategy) ID() string
  • func (s *Strategy) InstanceID() string
  • func (s *Strategy) LoadState() 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 = "grid"

Types

type State

type State struct {
	Orders          []types.SubmitOrder           `json:"orders,omitempty"`
	FilledBuyGrids  map[fixedpoint.Value]struct{} `json:"filledBuyGrids"`
	FilledSellGrids map[fixedpoint.Value]struct{} `json:"filledSellGrids"`
	Position        *types.Position               `json:"position,omitempty"`

	AccumulativeArbitrageProfit fixedpoint.Value `json:"accumulativeArbitrageProfit"`

	// any created orders for tracking trades
	// [source Order ID] -> arbitrage order
	ArbitrageOrders map[uint64]types.Order `json:"arbitrageOrders"`
}

State is the grid snapshot

type Strategy

type Strategy struct {
	// OrderExecutor is an interface for submitting order.
	// This field will be injected automatically since it's a single exchange strategy.
	bbgo.OrderExecutor `json:"-" yaml:"-"`

	// 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 `json:"-" yaml:"-"`

	TradeService *service.TradeService `json:"-" yaml:"-"`

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

	// ProfitSpread is the fixed profit spread you want to submit the sell order
	ProfitSpread fixedpoint.Value `json:"profitSpread" yaml:"profitSpread"`

	// GridNum is the grid number, how many orders you want to post on the orderbook.
	GridNum int64 `json:"gridNumber" yaml:"gridNumber"`

	UpperPrice fixedpoint.Value `json:"upperPrice" yaml:"upperPrice"`

	LowerPrice fixedpoint.Value `json:"lowerPrice" yaml:"lowerPrice"`

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

	// QuantityScale helps user to define the quantity by price scale or volume scale
	QuantityScale *bbgo.PriceVolumeScale `json:"quantityScale,omitempty"`

	// FixedAmount is used for fixed amount (dynamic quantity) if you don't want to use fixed quantity.
	FixedAmount fixedpoint.Value `json:"amount,omitempty" yaml:"amount"`

	// Side is the initial maker orders side. defaults to "both"
	Side types.SideType `json:"side" yaml:"side"`

	// CatchUp let the maker grid catch up with the price change.
	CatchUp bool `json:"catchUp" yaml:"catchUp"`

	// Long means you want to hold more base asset than the quote asset.
	Long bool `json:"long,omitempty" yaml:"long,omitempty"`

	State *State `persistence:"state"`

	ProfitStats *types.ProfitStats `persistence:"profit_stats"`
	// contains filtered or unexported fields
}

func (*Strategy) ID

func (s *Strategy) ID() string

func (*Strategy) InstanceID

func (s *Strategy) InstanceID() string

InstanceID returns the instance identifier from the current grid configuration parameters

func (*Strategy) LoadState

func (s *Strategy) LoadState() 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