common

Documentation

Index

• type RiskController
• type Strategy
  • func (s *Strategy) Initialize(ctx context.Context, environ *bbgo.Environment, session *bbgo.ExchangeSession, ...)
  • func (s *Strategy) IsHalted(t time.Time) bool

Types

type RiskController

type RiskController struct {
	PositionHardLimit         fixedpoint.Value     `json:"positionHardLimit"`
	MaxPositionQuantity       fixedpoint.Value     `json:"maxPositionQuantity"`
	CircuitBreakLossThreshold fixedpoint.Value     `json:"circuitBreakLossThreshold"`
	CircuitBreakEMA           types.IntervalWindow `json:"circuitBreakEMA"`
	// contains filtered or unexported fields
}

type Strategy

type Strategy struct {
	Position    *types.Position    `json:"position,omitempty" persistence:"position"`
	ProfitStats *types.ProfitStats `json:"profitStats,omitempty" persistence:"profit_stats"`

	Environ       *bbgo.Environment
	Session       *bbgo.ExchangeSession
	OrderExecutor *bbgo.GeneralOrderExecutor

	RiskController
	// contains filtered or unexported fields
}

Strategy provides the core functionality that is required by a long/short strategy.

func (*Strategy) Initialize

func (s *Strategy) Initialize(ctx context.Context, environ *bbgo.Environment, session *bbgo.ExchangeSession, market types.Market, strategyID, instanceID string)

func (*Strategy) IsHalted

func (s *Strategy) IsHalted(t time.Time) bool