rebalance

Documentation

Index

• Constants
• type GeneralOrderExecutorMap
  • func NewGeneralOrderExecutorMap(session *bbgo.ExchangeSession, positionMap PositionMap) GeneralOrderExecutorMap
  • func (m GeneralOrderExecutorMap) Bind()
  • func (m GeneralOrderExecutorMap) BindEnvironment(environ *bbgo.Environment)
  • func (m GeneralOrderExecutorMap) BindProfitStats(profitStatsMap ProfitStatsMap)
  • func (m GeneralOrderExecutorMap) GracefulCancel(ctx context.Context) error
  • func (m GeneralOrderExecutorMap) SubmitOrders(ctx context.Context, submitOrders ...types.SubmitOrder) (types.OrderSlice, error)
  • func (m GeneralOrderExecutorMap) Sync(ctx context.Context, obj interface{})
• type PositionMap
  • func (m PositionMap) CreatePositions(markets []types.Market) PositionMap
• type ProfitStatsMap
  • func (m ProfitStatsMap) CreateProfitStats(markets []types.Market) ProfitStatsMap
• type Strategy
  • func (s *Strategy) Defaults() error
  • func (s *Strategy) ID() string
  • func (s *Strategy) Initialize() error
  • func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.ExchangeSession) error
  • func (s *Strategy) Subscribe(session *bbgo.ExchangeSession)
  • func (s *Strategy) Validate() error

Constants

const ID = "rebalance"

Types

type GeneralOrderExecutorMap

type GeneralOrderExecutorMap map[string]*bbgo.GeneralOrderExecutor

func NewGeneralOrderExecutorMap

func NewGeneralOrderExecutorMap(session *bbgo.ExchangeSession, positionMap PositionMap) GeneralOrderExecutorMap

func (GeneralOrderExecutorMap) Bind

func (m GeneralOrderExecutorMap) Bind()

func (GeneralOrderExecutorMap) BindEnvironment

func (m GeneralOrderExecutorMap) BindEnvironment(environ *bbgo.Environment)

func (GeneralOrderExecutorMap) BindProfitStats

func (m GeneralOrderExecutorMap) BindProfitStats(profitStatsMap ProfitStatsMap)

func (GeneralOrderExecutorMap) GracefulCancel

func (m GeneralOrderExecutorMap) GracefulCancel(ctx context.Context) error

func (GeneralOrderExecutorMap) SubmitOrders

func (m GeneralOrderExecutorMap) SubmitOrders(ctx context.Context, submitOrders ...types.SubmitOrder) (types.OrderSlice, error)

func (GeneralOrderExecutorMap) Sync

func (m GeneralOrderExecutorMap) Sync(ctx context.Context, obj interface{})

type PositionMap

type PositionMap map[string]*types.Position

func (PositionMap) CreatePositions

func (m PositionMap) CreatePositions(markets []types.Market) PositionMap

type ProfitStatsMap

type ProfitStatsMap map[string]*types.ProfitStats

func (ProfitStatsMap) CreateProfitStats

func (m ProfitStatsMap) CreateProfitStats(markets []types.Market) ProfitStatsMap

type Strategy

type Strategy struct {
	Environment *bbgo.Environment

	Interval      types.Interval   `json:"interval"`
	QuoteCurrency string           `json:"quoteCurrency"`
	TargetWeights types.ValueMap   `json:"targetWeights"`
	Threshold     fixedpoint.Value `json:"threshold"`
	MaxAmount     fixedpoint.Value `json:"maxAmount"` // max amount to buy or sell per order
	OrderType     types.OrderType  `json:"orderType"`
	DryRun        bool             `json:"dryRun"`
	OnStart       bool             `json:"onStart"` // rebalance on start

	PositionMap    PositionMap    `persistence:"positionMap"`
	ProfitStatsMap ProfitStatsMap `persistence:"profitStatsMap"`
	// contains filtered or unexported fields
}

func (*Strategy) Defaults

func (s *Strategy) Defaults() error

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, _ bbgo.OrderExecutor, session *bbgo.ExchangeSession) error

func (*Strategy) Subscribe

func (s *Strategy) Subscribe(session *bbgo.ExchangeSession)

func (*Strategy) Validate

func (s *Strategy) Validate() error