bbgo

Dec 23, 2024

Changes in this version

+ const DefaultOrderCancelTimeout

+ func PostLiveNote(obj livenote.Object, opts ...livenote.Option)

+ type BboMonitor struct

+ Ask types.PriceVolume

+ Bid types.PriceVolume

+ UpdatedTime time.Time

+ func NewBboMonitor() *BboMonitor

+ func (m *BboMonitor) EmitUpdate(bid types.PriceVolume, ask types.PriceVolume)

+ func (m *BboMonitor) OnUpdate(cb func(bid types.PriceVolume, ask types.PriceVolume))

+ func (m *BboMonitor) SetPriceImpactRatio(ratio fixedpoint.Value)

+ func (m *BboMonitor) Update(bid, ask types.PriceVolume, t time.Time) bool

+ func (m *BboMonitor) UpdateFromBook(book *types.StreamOrderBook) bool

type ExchangeSession

+ AccountName string

+ AccountOwner string

+ Connectivity *types.ConnectivityGroup

+ MarketDataConnectivity *types.Connectivity

+ UserDataConnectivity *types.Connectivity

+ func (session *ExchangeSession) GetAccountLabel() string

+ func (session *ExchangeSession) GetIsolatedSymbol() string

+ func (session *ExchangeSession) GetPriceSolver() *pricesolver.SimplePriceSolver

+ type LiveNotePoster interface

+ PostLiveNote func(note livenote.Object, opts ...livenote.Option) error

type SlackNotification

+ EnableInteraction bool

+ QueueSize int

Sep 12, 2024

Changes in this version

+ const CapacityOfKLineWindowLimit

Sep 4, 2024

Changes in this version

type Quota

+ func (q *Quota) String() string

Aug 21, 2024

Changes in this version

type EnvironmentConfig

+ SyncBufferPeriod *types.Duration

May 14, 2024

Changes in this version

type IndicatorSet

+ func (i *IndicatorSet) ADX(interval types.Interval, window int) *indicatorv2.ADXStream

Mar 19, 2024

Changes in this version

type ExchangeSession

+ func (session *ExchangeSession) SetMarkets(markets types.MarketMap)

type ProtectiveStopLoss

+ Interval types.Interval

type RoiStopLoss

+ Interval types.Interval

type RoiTakeProfit

+ Interval types.Interval

Feb 27, 2024

Changes in this version

type IndicatorSet

+ func (i *IndicatorSet) Keltner(iw types.IntervalWindow, atrLength int) *indicatorv2.KeltnerStream

Jan 26, 2024

Changes in this version

type Config

+ DatabaseConfig *DatabaseConfig

+ type DatabaseConfig struct

+ DSN string

+ Driver string

+ ExtraMigrationPackages []string

type EnvironmentConfig

+ DisableMarketDataStore bool

Dec 18, 2023

Changes in this version

type ExchangeSession

+ func (session *ExchangeSession) FindPossibleAssetSymbols() (symbols []string, err error)

Dec 18, 2023

Changes in this version

type Trader

+ func (trader *Trader) Initialize(ctx context.Context) error

Dec 14, 2023

Changes in this version

+ const DefaultCancelOrderWaitTime

+ func GetCurrentEnv() string

+ func NewLogFormatter(logFormatter LogFormatterType) log.Formatter

+ func NewLogFormatterWithEnv(env string) log.Formatter

type ActiveOrderBook

+ func (b *ActiveOrderBook) SetCancelOrderWaitTime(duration time.Duration)

type LayerScale

+ func (s *LayerScale) UnmarshalJSON(data []byte) error

+ type LogFormatterType string

+ const LogFormatterTypeJson

+ const LogFormatterTypePrefixed

+ const LogFormatterTypeText

Nov 20, 2023

Changes in this version

type Config

+ Environment *EnvironmentConfig

+ type EnvironmentConfig struct

+ DisableDefaultKLineSubscription bool

+ DisableHistoryKLinePreload bool

+ DisableSessionTradeBuffer bool

+ DisableStartupBalanceQuery bool

+ MaxSessionTradeBufferSize int

type ExchangeSession

+ PrivateChannelSymbols []string

Nov 9, 2023

Changes in this version

type ExchangeSession

+ PrivateChannels []string

type LoggingConfig

+ Balance bool

Oct 2, 2023

Changes in this version

+ type BaseOrderExecutor struct

+ func (e *BaseOrderExecutor) ActiveMakerOrders() *ActiveOrderBook

+ func (e *BaseOrderExecutor) GracefulCancel(ctx context.Context, orders ...types.Order) error

+ func (e *BaseOrderExecutor) OrderStore() *core.OrderStore

type Environment

+ func (environ *Environment) Logger() log.FieldLogger

type LoggingConfig

+ Fields map[string]interface{}

+ FilledOrderOnly bool

+ type SimpleOrderExecutor struct

+ func NewSimpleOrderExecutor(session *ExchangeSession) *SimpleOrderExecutor

+ func (e *SimpleOrderExecutor) Bind()

+ func (e *SimpleOrderExecutor) CancelOrders(ctx context.Context, orders ...types.Order) error

+ func (e *SimpleOrderExecutor) SubmitOrders(ctx context.Context, submitOrders ...types.SubmitOrder) (types.OrderSlice, error)

Jul 24, 2023

Changes in this version

type Config

+ Service *ServiceConfig

type Environment

+ GoogleSpreadSheetService *googleservice.SpreadSheetService

+ func (environ *Environment) ConfigureService(ctx context.Context, srvConfig *ServiceConfig) error

+ type GoogleSpreadSheetServiceConfig struct

+ JsonTokenFile string

+ SpreadSheetID string

+ type OrderExecutorExtended interface

+ CancelOrders func(ctx context.Context, orders ...types.Order) error

+ Position func() *types.Position

+ SubmitOrders func(ctx context.Context, orders ...types.SubmitOrder) (createdOrders types.OrderSlice, err error)

+ TradeCollector func() *core.TradeCollector

+ type ServiceConfig struct

+ GoogleSpreadSheetService *GoogleSpreadSheetServiceConfig

Jun 30, 2023

Changes in this version

type ExchangeSession

+ func (session *ExchangeSession) Indicators(symbol string) *IndicatorSet

+ type IndicatorSet struct

+ Symbol string

+ func NewIndicatorSet(symbol string, stream types.Stream, store *MarketDataStore) *IndicatorSet

+ func (i *IndicatorSet) ATR(interval types.Interval, window int) *indicator.ATRStream

+ func (i *IndicatorSet) ATRP(interval types.Interval, window int) *indicator.ATRPStream

+ func (i *IndicatorSet) BOLL(iw types.IntervalWindow, k float64) *indicator.BOLLStream

+ func (i *IndicatorSet) CLOSE(interval types.Interval) *indicator.PriceStream

+ func (i *IndicatorSet) EMA(iw types.IntervalWindow) *indicator.EWMAStream

+ func (i *IndicatorSet) EWMA(iw types.IntervalWindow) *indicator.EWMAStream

+ func (i *IndicatorSet) HIGH(interval types.Interval) *indicator.PriceStream

+ func (i *IndicatorSet) KLines(interval types.Interval) *indicator.KLineStream

+ func (i *IndicatorSet) LOW(interval types.Interval) *indicator.PriceStream

+ func (i *IndicatorSet) MACD(interval types.Interval, shortWindow, longWindow, signalWindow int) *indicator.MACDStream

+ func (i *IndicatorSet) OPEN(interval types.Interval) *indicator.PriceStream

+ func (i *IndicatorSet) RSI(iw types.IntervalWindow) *indicator.RSIStream

+ func (i *IndicatorSet) STOCH(iw types.IntervalWindow, dPeriod int) *indicator.StochStream

+ func (i *IndicatorSet) VOLUME(interval types.Interval) *indicator.PriceStream

Jun 29, 2023

Changes in this version

+ var ErrPositionAlreadyClosing = errors.New("position is already in closing process")

Jun 15, 2023

Changes in this version

type ExponentialScale

+ func (s *ExponentialScale) Sum(step float64) float64

+ type FastOrderExecutor struct

+ func NewFastOrderExecutor(session *ExchangeSession, symbol, strategy, strategyInstanceID string, ...) *FastOrderExecutor

+ func (e *FastOrderExecutor) Cancel(ctx context.Context, orders ...types.Order) error

+ func (e *FastOrderExecutor) SubmitOrders(ctx context.Context, submitOrders ...types.SubmitOrder) (types.OrderSlice, error)

type LinearScale

+ func (s *LinearScale) Sum(step float64) float64

type LogarithmicScale

+ func (s *LogarithmicScale) Sum(step float64) float64

type QuadraticScale

+ func (s *QuadraticScale) Sum(step float64) float64

type Scale

+ Sum func(step float64) float64

Apr 19, 2023

Changes in this version

+ var ErrEmptyMarketInfo = errors.New("market info should not be empty, 0 markets loaded")

type ExitMethod

+ HigherHighLowerLowStop *HigherHighLowerLowStop

+ type HigherHighLowerLowStop struct

+ ActivationRatio fixedpoint.Value

+ DeactivationRatio fixedpoint.Value

+ HighLowWindow int

+ MaxHighLow int

+ MinHighLow int

+ OppositeDirectionAsPosition bool

+ Symbol string

+ func (s *HigherHighLowerLowStop) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExecutor)

+ func (s *HigherHighLowerLowStop) Subscribe(session *ExchangeSession)

Apr 2, 2023

Changes in this version

type GeneralOrderExecutor

+ func (e *GeneralOrderExecutor) SetMaxRetries(maxRetries uint)

Mar 13, 2023

Changes in this version

+ var DefaultSubmitOrderRetryTimeout = 5 * time.Minute

type ActiveOrderBook

+ func (b *ActiveOrderBook) EmitNew(o types.Order)

+ func (b *ActiveOrderBook) Get(orderID uint64) (types.Order, bool)

+ func (b *ActiveOrderBook) OnNew(cb func(o types.Order))

type Config

+ Logging *LoggingConfig

type Environment

+ PersistentService *service.PersistenceServiceFacade

+ func (environ *Environment) SetLogging(config *LoggingConfig)

type GeneralOrderExecutor

+ func (e *GeneralOrderExecutor) SetLogger(logger log.FieldLogger)

+ type LoggingConfig struct

+ Order bool

+ Trade bool

+ type OrderCallback func(order types.Order)

type StandardIndicatorSet

+ func (s *StandardIndicatorSet) RSI(iw types.IntervalWindow) *indicator.RSI

Dec 23, 2022

Changes in this version

+ const PruneTriggerNumOfTrades

+ const TradeExpiryTime

type ActiveOrderBook

+ C sigchan.Chan

+ func (b *ActiveOrderBook) EmitCanceled(o types.Order)

+ func (b *ActiveOrderBook) FastCancel(ctx context.Context, ex types.Exchange, orders ...types.Order) error

+ func (b *ActiveOrderBook) Lookup(f func(o types.Order) bool) *types.Order

+ func (b *ActiveOrderBook) OnCanceled(cb func(o types.Order))

type Backtest

+ SyncSecKLines bool

type GeneralOrderExecutor

+ func (e *GeneralOrderExecutor) DisableNotify()

+ func (e *GeneralOrderExecutor) FastCancel(ctx context.Context, orders ...types.Order) error

+ func (e *GeneralOrderExecutor) FastSubmitOrders(ctx context.Context, submitOrders ...types.SubmitOrder) (types.OrderSlice, error)

+ func (e *GeneralOrderExecutor) NewOrderFromOpenPosition(ctx context.Context, options *OpenPositionOptions) (*types.SubmitOrder, error)

+ func (e *GeneralOrderExecutor) OrderStore() *OrderStore

type OrderStore

+ func (s *OrderStore) HandleOrderUpdate(order types.Order)

type RoiStopLoss

+ CancelActiveOrders bool

type RoiTakeProfit

+ CancelActiveOrders bool

type SerialMarketDataStore

+ MinInterval types.Interval

+ UseMarketTrade bool

type TradeCollector

+ func (c *TradeCollector) TradeStore() *TradeStore

type TradeStore

+ EnablePrune bool

+ func (s *TradeStore) BindStream(stream types.Stream)

+ func (s *TradeStore) GetOrderTrades(o types.Order) (trades []types.Trade)

+ func (s *TradeStore) Prune(curTime time.Time)

Oct 12, 2022

Changes in this version

+ const IsolationContextKey

+ var ErrExceededSubmitOrderRetryLimit = errors.New("exceeded submit order retry limit")

+ func ConfigurePersistence(ctx context.Context, conf *PersistenceConfig) error

+ func NewContextWithDefaultIsolation(parent context.Context) context.Context

+ func NewContextWithIsolation(parent context.Context, isolation *Isolation) context.Context

+ func NewPersistenceServiceFacade(conf *PersistenceConfig) (*service.PersistenceServiceFacade, error)

+ func NewTodoContextWithExistingIsolation(parent context.Context) context.Context

+ type GracefulShutdown struct

+ func (g *GracefulShutdown) EmitShutdown(ctx context.Context, wg *sync.WaitGroup)

+ func (g *GracefulShutdown) OnShutdown(cb ShutdownHandler)

+ func (g *GracefulShutdown) Shutdown(shutdownCtx context.Context)

+ type Isolation struct

+ func GetIsolationFromContext(ctx context.Context) *Isolation

+ func NewDefaultIsolation() *Isolation

+ func NewIsolation(persistenceFacade *service.PersistenceServiceFacade) *Isolation

type Trader

+ func (trader *Trader) Shutdown(ctx context.Context)

Sep 20, 2022

Changes in this version

+ func BootstrapEnvironmentLightweight(ctx context.Context, environ *Environment, userConfig *Config) error

+ func RegisterModifier(s interface{})

type GeneralOrderExecutor

+ func (e *GeneralOrderExecutor) CurrentPosition() *types.Position

+ func (e *GeneralOrderExecutor) ResetPosition() error

+ type MACDConfig struct

type NotificationConfig

+ Switches *NotificationSwitches

+ type NotificationSwitches struct

+ OrderUpdate bool

+ Position bool

+ SubmitOrder bool

+ Trade bool

type OpenPositionOptions

+ LimitOrderTakerRatio fixedpoint.Value

+ Price fixedpoint.Value

type StandardIndicatorSet

+ func (s *StandardIndicatorSet) MACD(iw types.IntervalWindow, shortPeriod, longPeriod int) *indicator.MACD

Sep 11, 2022

Changes in this version

+ var KLinePreloadLimit int64 = 1000

+ func BatchPlaceOrder(ctx context.Context, exchange types.Exchange, ...) (types.OrderSlice, []int, error)

+ func BatchRetryPlaceOrder(ctx context.Context, exchange types.Exchange, errIdx []int, ...) (types.OrderSlice, error)

+ func CalculateBaseQuantity(session *ExchangeSession, market types.Market, ...) (fixedpoint.Value, error)

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

+ type AccountValueCalculator struct

+ func NewAccountValueCalculator(session *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

type ActiveOrderBook

+ func (b *ActiveOrderBook) Cancel(ctx context.Context, ex types.Exchange, order types.Order) error

type ExchangeSession

+ func (session *ExchangeSession) SerialMarketDataStore(symbol string, intervals []types.Interval) (store *SerialMarketDataStore, ok bool)

type GeneralOrderExecutor

+ func (e *GeneralOrderExecutor) GracefulCancelOrder(ctx context.Context, order types.Order) error

+ func (e *GeneralOrderExecutor) OpenPosition(ctx context.Context, options OpenPositionOptions) error

+ type OpenPositionOptions struct

+ CurrentPrice fixedpoint.Value

+ Leverage fixedpoint.Value

+ LimitOrder bool

+ LimitTakerRatio fixedpoint.Value

+ Long bool

+ MarketOrder bool

+ Quantity fixedpoint.Value

+ Short bool

+ Tags []string

+ type PositionResetter interface

+ ResetPosition func() error

+ type SerialMarketDataStore struct

+ KLines map[types.Interval]*types.KLine

+ Subscription []types.Interval

+ func NewSerialMarketDataStore(symbol string) *SerialMarketDataStore

+ func (store *SerialMarketDataStore) AddKLine(kline types.KLine)

+ func (store *SerialMarketDataStore) BindStream(stream types.Stream)

+ func (store *SerialMarketDataStore) Subscribe(interval types.Interval)

+ type SourceFunc func(*types.KLine) fixedpoint.Value

+ type SourceSelector struct

+ Source selectorInternal

+ func (s *SourceSelector) GetSource(kline *types.KLine) fixedpoint.Value

Sep 6, 2022

Changes in this version

+ func BootstrapBacktestEnvironment(ctx context.Context, environ *Environment) error

+ func BootstrapEnvironment(ctx context.Context, environ *Environment, userConfig *Config) error

type StandardIndicatorSet

+ func (s *StandardIndicatorSet) GHFilter(iw types.IntervalWindow) *indicator.GHFilter

+ func (s *StandardIndicatorSet) KalmanFilter(iw types.IntervalWindow) *indicator.KalmanFilter

Sep 4, 2022

Changes in this version

+ func BacktestFeeModeStrings() []string

type Backtest

+ FeeMode BacktestFeeMode

+ type BacktestFeeMode int

+ const BacktestFeeModeNative

+ const BacktestFeeModeQuote

+ const BacktestFeeModeToken

+ func BacktestFeeModeString(s string) (BacktestFeeMode, error)

+ func BacktestFeeModeValues() []BacktestFeeMode

+ func (i *BacktestFeeMode) UnmarshalJSON(data []byte) error

+ func (i *BacktestFeeMode) UnmarshalYAML(unmarshal func(interface{}) error) error

+ func (i BacktestFeeMode) IsABacktestFeeMode() bool

+ func (i BacktestFeeMode) MarshalJSON() ([]byte, error)

+ func (i BacktestFeeMode) MarshalYAML() (interface{}, error)

+ func (i BacktestFeeMode) String() string

type ExitMethod

+ SupportTakeProfit *SupportTakeProfit

type StandardIndicatorSet

+ func (s *StandardIndicatorSet) PivotHigh(iw types.IntervalWindow) *indicator.PivotHigh

+ func (s *StandardIndicatorSet) VWMA(iw types.IntervalWindow) *indicator.VWMA

+ type StopEMA struct

+ Range fixedpoint.Value

+ func (s *StopEMA) Allowed(closePrice fixedpoint.Value) bool

+ func (s *StopEMA) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExecutor)

+ type SupportTakeProfit struct

+ Ratio fixedpoint.Value

+ Symbol string

+ func (s *SupportTakeProfit) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExecutor)

+ func (s *SupportTakeProfit) Subscribe(session *ExchangeSession)

+ type TrendEMA struct

+ MaxGradient float64

+ MinGradient float64

+ func (s *TrendEMA) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExecutor)

+ func (s *TrendEMA) Gradient() float64

+ func (s *TrendEMA) GradientAllowed() bool

Aug 19, 2022

Changes in this version

+ func CallID(obj interface{}) string

type ExitMethod

+ func (e ExitMethod) String() string

Aug 18, 2022

Changes in this version

+ func RegisterCommand(command, desc string, f interface{}) *interact.Command

+ func SendPhoto(buffer *bytes.Buffer)

+ func SendPhotoTo(channel string, buffer *bytes.Buffer)

type ExchangeSession

+ ModifyOrderAmountForFee bool

type Notifiability

+ func (m *Notifiability) SendPhoto(buffer *bytes.Buffer)

+ func (m *Notifiability) SendPhotoTo(channel string, buffer *bytes.Buffer)

type Notifier

+ SendPhoto func(buffer *bytes.Buffer)

+ SendPhotoTo func(channel string, buffer *bytes.Buffer)

type NullNotifier

+ func (n *NullNotifier) SendPhoto(buffer *bytes.Buffer)

+ func (n *NullNotifier) SendPhotoTo(channel string, buffer *bytes.Buffer)

+ type SimpleInteraction struct

+ Cmd *interact.Command

+ Command string

+ Description string

+ F interface{}

+ func (it *SimpleInteraction) Commands(i *interact.Interact)

Jul 29, 2022

Changes in this version

type Environment

+ func (environ *Environment) StartTime() time.Time

type GeneralOrderExecutor

+ func (e *GeneralOrderExecutor) ActiveMakerOrders() *ActiveOrderBook

type MarketDataStore

+ func (store *MarketDataStore) EmitKLineClosed(k types.KLine)

+ func (store *MarketDataStore) OnKLineClosed(cb func(k types.KLine))

type RoiTakeProfit

+ Symbol string

+ func (s *RoiTakeProfit) Subscribe(session *ExchangeSession)

+ type ShutdownHandler func(ctx context.Context, wg *sync.WaitGroup)

type StandardIndicatorSet

+ func (s *StandardIndicatorSet) ATR(iw types.IntervalWindow) *indicator.ATR

+ func (s *StandardIndicatorSet) ATRP(iw types.IntervalWindow) *indicator.ATRP

+ func (s *StandardIndicatorSet) CCI(iw types.IntervalWindow) *indicator.CCI

+ func (s *StandardIndicatorSet) EMV(iw types.IntervalWindow) *indicator.EMV

+ func (s *StandardIndicatorSet) HULL(iw types.IntervalWindow) *indicator.HULL

+ func (s *StandardIndicatorSet) PivotLow(iw types.IntervalWindow) *indicator.PivotLow

+ type StrategyDefaulter interface

+ Defaults func() error

+ type StrategyShutdown interface

+ Shutdown func(ctx context.Context, wg *sync.WaitGroup)

+ type StrategyValidator interface

+ Validate func() error

Jul 19, 2022

Changes in this version

type ExitMethodSet

+ func (s *ExitMethodSet) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExecutor)

type ProtectiveStopLoss

+ Symbol string

+ func (s *ProtectiveStopLoss) Subscribe(session *ExchangeSession)

Jul 10, 2022

Changes in this version

+ var BackTestService *service.BacktestService

+ var DefaultPersistenceServiceFacade = &service.PersistenceServiceFacade

+ var IsBackTesting = false

+ var Notification = &Notifiability

+ func Notify(obj interface{}, args ...interface{})

+ func NotifyTo(channel string, obj interface{}, args ...interface{})

+ func OnShutdown(f func(ctx context.Context, wg *sync.WaitGroup))

+ func SetBackTesting(s *service.BacktestService)

+ func Shutdown()

+ func Sync(obj interface{})

+ type CumulatedVolumeTakeProfit struct

+ MinQuoteVolume fixedpoint.Value

+ Ratio fixedpoint.Value

+ Symbol string

+ func (s *CumulatedVolumeTakeProfit) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExecutor)

type ExchangeSession

+ func (session *ExchangeSession) FormatOrders(orders []types.SubmitOrder) (formattedOrders []types.SubmitOrder, err error)

+ type ExitMethod struct

+ CumulatedVolumeTakeProfit *CumulatedVolumeTakeProfit

+ LowerShadowTakeProfit *LowerShadowTakeProfit

+ ProtectiveStopLoss *ProtectiveStopLoss

+ RoiStopLoss *RoiStopLoss

+ RoiTakeProfit *RoiTakeProfit

+ TrailingStop *TrailingStop2

+ func (m *ExitMethod) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExecutor)

+ func (m *ExitMethod) Inherit(parent interface{})

+ func (m *ExitMethod) Subscribe(session *ExchangeSession)

+ type ExitMethodSet []ExitMethod

+ func (s *ExitMethodSet) SetAndSubscribe(session *ExchangeSession, parent interface{})

+ type GeneralOrderExecutor struct

+ func NewGeneralOrderExecutor(session *ExchangeSession, symbol, strategy, strategyInstanceID string, ...) *GeneralOrderExecutor

+ func (e *GeneralOrderExecutor) Bind()

+ func (e *GeneralOrderExecutor) BindEnvironment(environ *Environment)

+ func (e *GeneralOrderExecutor) BindProfitStats(profitStats *types.ProfitStats)

+ func (e *GeneralOrderExecutor) BindTradeStats(tradeStats *types.TradeStats)

+ func (e *GeneralOrderExecutor) CancelOrders(ctx context.Context, orders ...types.Order) error

+ func (e *GeneralOrderExecutor) ClosePosition(ctx context.Context, percentage fixedpoint.Value, tags ...string) error

+ func (e *GeneralOrderExecutor) GracefulCancel(ctx context.Context) error

+ func (e *GeneralOrderExecutor) GracefulCancelActiveOrderBook(ctx context.Context, activeOrders *ActiveOrderBook) error

+ func (e *GeneralOrderExecutor) Position() *types.Position

+ func (e *GeneralOrderExecutor) Session() *ExchangeSession

+ func (e *GeneralOrderExecutor) SubmitOrders(ctx context.Context, submitOrders ...types.SubmitOrder) (types.OrderSlice, error)

+ func (e *GeneralOrderExecutor) TradeCollector() *TradeCollector

+ type LowerShadowTakeProfit struct

+ Ratio fixedpoint.Value

+ Symbol string

+ func (s *LowerShadowTakeProfit) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExecutor)

+ func (s *LowerShadowTakeProfit) Subscribe(session *ExchangeSession)

+ type NotifyFunc func(obj interface{}, args ...interface{})

+ type ProtectiveStopLoss struct

+ ActivationRatio fixedpoint.Value

+ PlaceStopOrder bool

+ StopLossRatio fixedpoint.Value

+ func (s *ProtectiveStopLoss) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExecutor)

+ type RoiStopLoss struct

+ Percentage fixedpoint.Value

+ Symbol string

+ func (s *RoiStopLoss) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExecutor)

+ func (s *RoiStopLoss) Subscribe(session *ExchangeSession)

+ type RoiTakeProfit struct

+ Percentage fixedpoint.Value

+ func (s *RoiTakeProfit) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExecutor)

+ type StrategyControllerEventHub interface

+ OnEmergencyStop func(cb func())

+ OnResume func(cb func())

+ OnSuspend func(cb func())

type TradeCollector

+ func (c *TradeCollector) SetPosition(position *types.Position)

+ type TrailingStop2 struct

+ ActivationRatio fixedpoint.Value

+ CallbackRate fixedpoint.Value

+ ClosePosition fixedpoint.Value

+ Interval types.Interval

+ MinProfit fixedpoint.Value

+ Side types.SideType

+ Symbol string

+ func (s *TrailingStop2) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExecutor)

+ func (s *TrailingStop2) Subscribe(session *ExchangeSession)

Jun 17, 2022

Changes in this version

type ExchangeSession

+ UseHeikinAshi bool

Jun 16, 2022

Changes in this version

+ type SyncSymbol struct

+ Session string

+ Symbol string

+ func (ss *SyncSymbol) UnmarshalYAML(unmarshal func(a interface{}) error) (err error)

Jun 7, 2022

Changes in this version

+ var DefaultBacktestAccount = BacktestAccount

+ type ActiveOrderBook struct

+ Symbol string

+ func NewActiveOrderBook(symbol string) *ActiveOrderBook

+ func (b *ActiveOrderBook) Add(orders ...types.Order)

+ func (b *ActiveOrderBook) Backup() []types.SubmitOrder

+ func (b *ActiveOrderBook) BindStream(stream types.Stream)

+ func (b *ActiveOrderBook) EmitFilled(o types.Order)

+ func (b *ActiveOrderBook) Exists(order types.Order) bool

+ func (b *ActiveOrderBook) GracefulCancel(ctx context.Context, ex types.Exchange) error

+ func (b *ActiveOrderBook) MarshalJSON() ([]byte, error)

+ func (b *ActiveOrderBook) NumOfOrders() int

+ func (b *ActiveOrderBook) OnFilled(cb func(o types.Order))

+ func (b *ActiveOrderBook) Orders() types.OrderSlice

+ func (b *ActiveOrderBook) Print()

+ func (b *ActiveOrderBook) Remove(order types.Order) bool

+ func (b *ActiveOrderBook) Update(orders ...types.Order)

type Backtest

+ func (b *Backtest) GetAccount(n string) BacktestAccount

type Config

+ func (c *Config) GetSignature() string

type Environment

+ DepositService *service.DepositService

+ MarginService *service.MarginService

+ WithdrawService *service.WithdrawService

+ func (environ *Environment) IsBackTesting() bool

type ExchangeSession

+ func (session *ExchangeSession) AllLastPrices() map[string]fixedpoint.Value

+ type InstanceIDProvider interface

+ InstanceID func() string

type Persistence

+ func (p *Persistence) Sync(obj interface{}) error

+ type StrategyID interface

+ ID func() string

+ type StructFieldIterator func(tag string, ft reflect.StructField, fv reflect.Value) error

type SyncConfig

+ MarginAssets []string

+ MarginHistory bool

type Trader

+ func (trader *Trader) IterateStrategies(f func(st StrategyID) error) error

+ func (trader *Trader) LoadState() error

+ func (trader *Trader) SaveState() error

May 5, 2022

Changes in this version

type Environment

+ func (environ *Environment) RecordAsset(t time.Time, session *ExchangeSession, assets types.AssetMap)

type ExchangeSession

+ func (session *ExchangeSession) SlackAttachment() slack.Attachment

May 3, 2022

Changes in this version

type Backtest

+ Accounts map[string]BacktestAccount

Apr 27, 2022

Changes in this version

type ExchangeSession

+ func (session *ExchangeSession) GetAccount() (a *types.Account)

+ func (session *ExchangeSession) UpdateAccount(ctx context.Context) error

type StrategyController

+ Status types.StrategyStatus

+ func (s *StrategyController) EmergencyStop() error

+ func (s *StrategyController) EmitEmergencyStop()

+ func (s *StrategyController) EmitResume()

+ func (s *StrategyController) EmitSuspend()

+ func (s *StrategyController) GetStatus() types.StrategyStatus

+ func (s *StrategyController) OnEmergencyStop(cb func())

+ func (s *StrategyController) OnResume(cb func())

+ func (s *StrategyController) OnSuspend(cb func())

+ func (s *StrategyController) Resume() error

+ func (s *StrategyController) Suspend() error

+ type StrategyStatusReader interface

+ GetStatus func() types.StrategyStatus

+ type StrategyToggler interface

+ Resume func() error

+ Suspend func() error

type SyncConfig

+ DepositHistory bool

+ RewardHistory bool

+ WithdrawHistory bool

Apr 16, 2022

Changes in this version

+ var DefaultFeeRate = fixedpoint.NewFromFloat(0.075 * 0.01)

+ type BA BacktestAccount

type BacktestAccount

+ func (b *BacktestAccount) UnmarshalJSON(input []byte) error

+ func (b *BacktestAccount) UnmarshalYAML(value *yaml.Node) error

Apr 1, 2022

Changes in this version

+ func GenerateStrategyButtonsForm(strategies []string) [][3]string

type CoreInteraction

+ func (it *CoreInteraction) FilterStrategyByInterface(checkInterface interface{}) (strategies []string, found bool)

+ type EmergencyStopper interface

+ EmergencyStop func(ctx context.Context) error

type ExchangeOrderExecutionRouter

+ func (e *ExchangeOrderExecutionRouter) CancelOrdersTo(ctx context.Context, session string, orders ...types.Order) error

type ExchangeOrderExecutor

+ func (e *ExchangeOrderExecutor) CancelOrders(ctx context.Context, orders ...types.Order) error

type OrderExecutionRouter

+ CancelOrdersTo func(ctx context.Context, session string, orders ...types.Order) error

type OrderExecutor

+ CancelOrders func(ctx context.Context, orders ...types.Order) error

+ type StrategyController interface

+ type StrategyStatusProvider interface

+ GetStatus func() types.StrategyStatus

+ type Suspender interface

+ Resume func(ctx context.Context) error

+ Suspend func(ctx context.Context) error

Mar 15, 2022

Changes in this version

type Backtest

+ Sessions []string

type Environment

+ PositionService *service.PositionService

+ ProfitService *service.ProfitService

+ func (environ *Environment) BindSync(config *SyncConfig)

+ func (environ *Environment) RecordPosition(position *types.Position, trade types.Trade, profit *types.Profit)

+ func (environ *Environment) RecordProfit(profit types.Profit)

+ type FixedStop struct

type OrderStore

+ func (s *OrderStore) Get(oID uint64) (order types.Order, ok bool)

+ type PercentageScale struct

+ ByPercentage *SlideRule

+ func (s *PercentageScale) Scale(percentage float64) (float64, error)

+ type QuantityOrAmount struct

+ Amount fixedpoint.Value

+ Quantity fixedpoint.Value

+ func (qa *QuantityOrAmount) CalculateQuantity(currentPrice fixedpoint.Value) fixedpoint.Value

+ func (qa *QuantityOrAmount) IsSet() bool

+ func (qa *QuantityOrAmount) Validate() error

+ type SmartStops struct

+ StopControllers []StopController

+ Stops []Stop

+ func (s *SmartStops) InitializeStopControllers(symbol string) error

+ func (s *SmartStops) RunStopControllers(ctx context.Context, session *ExchangeSession, tradeCollector *TradeCollector)

+ func (s *SmartStops) Subscribe(session *ExchangeSession)

+ type Stop struct

+ FixedStop *FixedStop

+ TrailingStop *TrailingStop

+ type StopController interface

+ Run func(ctx context.Context, session *ExchangeSession, tradeCollector *TradeCollector)

+ Subscribe func(session *ExchangeSession)

+ type StrategyInitializer interface

+ Initialize func() error

type SyncConfig

+ UserDataStream ...

type TradeCollector

+ func (c *TradeCollector) OrderStore() *OrderStore

+ func (c *TradeCollector) Position() *types.Position

+ type TrailingStop struct

+ CallbackRate fixedpoint.Value

+ ClosePosition fixedpoint.Value

+ Interval types.Interval

+ MinProfit fixedpoint.Value

+ Virtual bool

+ type TrailingStopController struct

+ Symbol string

+ func NewTrailingStopController(symbol string, config *TrailingStop) *TrailingStopController

+ func (c *TrailingStopController) GenerateStopOrder(stopPrice, price fixedpoint.Value) *types.SubmitOrder

+ func (c *TrailingStopController) Run(ctx context.Context, session *ExchangeSession, tradeCollector *TradeCollector)

+ func (c *TrailingStopController) Subscribe(session *ExchangeSession)

Jan 26, 2022

Changes in this version

type Config

+ Sync *SyncConfig

+ type SyncConfig struct

+ Sessions []string

+ Since *types.LooseFormatTime

+ Symbols []string

Jan 14, 2022

Changes in this version

+ const CancelOrderWaitTime

+ const SentOrderWaitTime

+ type CoreInteraction struct

+ func NewCoreInteraction(environment *Environment, trader *Trader) *CoreInteraction

+ func (it *CoreInteraction) Commands(i *interact.Interact)

+ func (it *CoreInteraction) Initialize() error

+ type PositionCloser interface

+ ClosePosition func(ctx context.Context, percentage float64) error

+ type PositionReader interface

+ CurrentPosition func() *types.Position

Jan 9, 2022

Changes in this version

type TradeCollector

+ func (c *TradeCollector) EmitRecover(trade types.Trade)

+ func (c *TradeCollector) OnRecover(cb func(trade types.Trade))

+ func (c *TradeCollector) Recover(ctx context.Context, ex types.ExchangeTradeHistoryService, symbol string, ...) error

Jan 8, 2022

Changes in this version

type LocalActiveOrderBook

+ Symbol string

+ func (b *LocalActiveOrderBook) GracefulCancel(ctx context.Context, ex types.Exchange) error

type TradeCollector

+ func (c *TradeCollector) ProcessTrade(trade types.Trade) bool

+ func (c *TradeCollector) QueueTrade(trade types.Trade)

Dec 27, 2021

Changes in this version

type Backtest

+ Session string

type Environment

+ AccountService *service.AccountService

type ExchangeSession

+ Futures bool

+ IsolatedFutures bool

+ IsolatedFuturesSymbol string

+ Passphrase string

+ func (session *ExchangeSession) InitExchange(name string, exchange types.Exchange) error

+ func (session *ExchangeSession) MarginType() string

type StandardIndicatorSet

+ func (set *StandardIndicatorSet) VOLATILITY(iw types.IntervalWindow) *indicator.VOLATILITY

Dec 5, 2021

Changes in this version

type Backtest

+ RecordTrades bool

Dec 5, 2021

Changes in this version

type BacktestAccount

+ MakerFeeRate fixedpoint.Value

+ TakerFeeRate fixedpoint.Value

Dec 4, 2021

Changes in this version

type Position

+ FeeRate *ExchangeFee

+ func (p *Position) SetFeeRate(exchangeFee ExchangeFee)

type ProfitStats

+ func (s *ProfitStats) Init(market types.Market)

Nov 4, 2021

Changes in this version

type NotificationConfig

+ Telegram *TelegramNotification

type OrderStore

+ func (s *OrderStore) AllFilled() bool

type Position

+ Market types.Market

+ type Profit struct

+ AverageCost fixedpoint.Value

+ BaseCurrency string

+ FeeInUSD fixedpoint.Value

+ NetProfit fixedpoint.Value

+ NetProfitMargin fixedpoint.Value

+ Profit fixedpoint.Value

+ ProfitMargin fixedpoint.Value

+ QuoteCurrency string

+ Strategy string

+ StrategyInstanceID string

+ Symbol string

+ Time time.Time

+ TradeAmount fixedpoint.Value

+ func (p *Profit) PlainText() string

+ func (p *Profit) SlackAttachment() slack.Attachment

+ type ProfitStats struct

+ AccumulatedLoss fixedpoint.Value

+ AccumulatedNetProfit fixedpoint.Value

+ AccumulatedPnL fixedpoint.Value

+ AccumulatedProfit fixedpoint.Value

+ AccumulatedSince int64

+ AccumulatedVolume fixedpoint.Value

+ BaseCurrency string

+ QuoteCurrency string

+ Symbol string

+ TodayLoss fixedpoint.Value

+ TodayNetProfit fixedpoint.Value

+ TodayPnL fixedpoint.Value

+ TodayProfit fixedpoint.Value

+ TodaySince int64

+ func (s *ProfitStats) AddProfit(profit Profit)

+ func (s *ProfitStats) AddTrade(trade types.Trade)

+ func (s *ProfitStats) IsOver24Hours() bool

+ func (s *ProfitStats) PlainText() string

+ func (s *ProfitStats) ResetToday()

+ func (s *ProfitStats) SlackAttachment() slack.Attachment

+ type TelegramNotification struct

+ Broadcast bool

type TradeCollector

+ func (c *TradeCollector) BindStreamForBackground(stream types.Stream)

+ func (c *TradeCollector) Process() bool

Sep 3, 2021

Changes in this version

+ type MovingAverageSettings struct

+ Amount *fixedpoint.Value

+ Interval types.Interval

+ Quantity *fixedpoint.Value

+ Side *types.SideType

+ Type string

+ Window int

+ func (settings *MovingAverageSettings) Indicator(indicatorSet *StandardIndicatorSet) (inc types.Float64Indicator, err error)

+ func (settings MovingAverageSettings) IntervalWindow() types.IntervalWindow

Aug 16, 2021

Changes in this version

+ const MaxNumOfKLines

+ const MaxNumOfKLinesTruncate

+ var LocalTimeZone *time.Location

+ func AdjustFloatQuantityByMaxAmount(quantity float64, price float64, maxAmount float64) float64

+ func AdjustFloatQuantityByMinAmount(quantity, currentPrice, minAmount float64) float64

+ type ExchangeFee struct

+ MakerFeeRate fixedpoint.Value

+ TakerFeeRate fixedpoint.Value

type ExchangeSession

+ MakerFeeRate fixedpoint.Value

+ MarketDataStream types.Stream

+ TakerFeeRate fixedpoint.Value

+ UserDataStream types.Stream

+ func (session *ExchangeSession) OrderBook(symbol string) (s *types.StreamOrderBook, ok bool)

type LocalActiveOrderBook

+ func (b *LocalActiveOrderBook) Exists(order types.Order) bool

+ func (b *LocalActiveOrderBook) NumOfOrders() int

type OrderStore

+ RemoveFilled bool

+ func (s *OrderStore) NumOfOrders() (num int)

type Position

+ ApproximateAverageCost fixedpoint.Value

+ ExchangeFeeRates map[types.ExchangeName]ExchangeFee

+ func NewPosition(symbol, base, quote string) *Position

+ func NewPositionFromMarket(market types.Market) *Position

+ func (p *Position) PlainText() string

+ func (p *Position) Reset()

+ func (p *Position) SetExchangeFeeRate(ex types.ExchangeName, exchangeFee ExchangeFee)

+ func (p *Position) SlackAttachment() slack.Attachment

type SlideRule

+ func (rule *SlideRule) Range() ([2]float64, error)

type StandardIndicatorSet

+ func (set *StandardIndicatorSet) STOCH(iw types.IntervalWindow) *indicator.STOCH

+ type TradeCollector struct

+ Symbol string

+ func NewTradeCollector(symbol string, position *Position, orderStore *OrderStore) *TradeCollector

+ func (c *TradeCollector) BindStream(stream types.Stream)

+ func (c *TradeCollector) Emit()

+ func (c *TradeCollector) EmitPositionUpdate(position *Position)

+ func (c *TradeCollector) EmitProfit(trade types.Trade, profit fixedpoint.Value, netProfit fixedpoint.Value)

+ func (c *TradeCollector) EmitTrade(trade types.Trade)

+ func (c *TradeCollector) OnPositionUpdate(cb func(position *Position))

+ func (c *TradeCollector) OnProfit(...)

+ func (c *TradeCollector) OnTrade(cb func(trade types.Trade))

+ func (c *TradeCollector) Run(ctx context.Context)

+ type TradeFilter func(trade types.Trade) bool

+ type TradeStore struct

+ AddOrderUpdate bool

+ RemoveCancelled bool

+ RemoveFilled bool

+ Symbol string

+ func NewTradeStore(symbol string) *TradeStore

+ func (s *TradeStore) Add(trades ...types.Trade)

+ func (s *TradeStore) Clear()

+ func (s *TradeStore) Exists(oID int64) (ok bool)

+ func (s *TradeStore) Filter(filter TradeFilter)

+ func (s *TradeStore) GetAndClear() (trades []types.Trade)

+ func (s *TradeStore) Num() (num int)

+ func (s *TradeStore) Trades() (trades []types.Trade)

+ type TwapExecution struct

+ DeadlineTime time.Time

+ NumOfTicks int

+ Session *ExchangeSession

+ Side types.SideType

+ SliceQuantity fixedpoint.Value

+ StopPrice fixedpoint.Value

+ Symbol string

+ TargetQuantity fixedpoint.Value

+ UpdateInterval time.Duration

+ func (e *TwapExecution) Done() (c <-chan struct{})

+ func (e *TwapExecution) Run(parentCtx context.Context) error

+ func (e *TwapExecution) Shutdown(shutdownCtx context.Context)

May 12, 2021

Changes in this version

+ func AdjustQuantityByMaxAmount(quantity float64, price float64, maxAmount float64) float64

+ func AdjustQuantityByMinAmount(quantity, currentPrice, minAmount float64) float64

+ func InitExchangeSession(name string, session *ExchangeSession) error

type ExchangeSession

+ OrderExecutor *ExchangeOrderExecutor

+ Withdrawal bool

+ type LayerScale struct

+ LayerRule *SlideRule

+ func (s *LayerScale) Scale(layer int) (quantity float64, err error)

type OrderExecutor

+ EmitOrderUpdate func(order types.Order)

+ EmitTradeUpdate func(trade types.Trade)

type PriceVolumeScale

+ ByPriceRule *SlideRule

+ ByVolumeRule *SlideRule

May 7, 2021

Changes in this version

type Environment

+ func (environ *Environment) Start(ctx context.Context) (err error)

May 7, 2021

Changes in this version

type Environment

+ BacktestService *service.BacktestService

Apr 28, 2021

Changes in this version

+ type Validator interface

+ Validate func() error

Mar 18, 2021

Changes in this version

type ExchangeSession

+ SubAccount string

type LocalActiveOrderBook

+ func (b *LocalActiveOrderBook) Backup() []types.SubmitOrder

+ func (b *LocalActiveOrderBook) MarshalJSON() ([]byte, error)

Feb 28, 2021

Changes in this version

type Environment

+ RewardService *service.RewardService

+ SyncService *service.SyncService

+ type ExponentialScale struct

+ Domain [2]float64

+ Range [2]float64

+ func (s *ExponentialScale) Call(x float64) (y float64)

+ func (s *ExponentialScale) Formula() string

+ func (s *ExponentialScale) FormulaOf(x float64) string

+ func (s *ExponentialScale) Solve() error

+ func (s *ExponentialScale) String() string

+ type LinearScale struct

+ Domain [2]float64

+ Range [2]float64

+ func (s *LinearScale) Call(x float64) (y float64)

+ func (s *LinearScale) Formula() string

+ func (s *LinearScale) FormulaOf(x float64) string

+ func (s *LinearScale) Solve() error

+ func (s *LinearScale) String() string

+ type LogarithmicScale struct

+ Domain [2]float64

+ Range [2]float64

+ func (s *LogarithmicScale) Call(x float64) (y float64)

+ func (s *LogarithmicScale) Formula() string

+ func (s *LogarithmicScale) FormulaOf(x float64) string

+ func (s *LogarithmicScale) Solve() error

+ func (s *LogarithmicScale) String() string

+ type PriceVolumeScale struct

+ ByPrice *SlideRule

+ ByVolume *SlideRule

+ func (q *PriceVolumeScale) Scale(price float64, volume float64) (quantity float64, err error)

+ func (q *PriceVolumeScale) ScaleByPrice(price float64) (float64, error)

+ func (q *PriceVolumeScale) ScaleByVolume(volume float64) (float64, error)

+ type QuadraticScale struct

+ Domain [3]float64

+ Range [3]float64

+ func (s *QuadraticScale) Call(x float64) (y float64)

+ func (s *QuadraticScale) Formula() string

+ func (s *QuadraticScale) FormulaOf(x float64) string

+ func (s *QuadraticScale) Solve() error

+ func (s *QuadraticScale) String() string

+ type Scale interface

+ Call func(x float64) (y float64)

+ Formula func() string

+ FormulaOf func(x float64) string

+ Solve func() error

+ type SlideRule struct

+ ExpScale *ExponentialScale

+ LinearScale *LinearScale

+ LogScale *LogarithmicScale

+ QuadraticScale *QuadraticScale

+ func (rule *SlideRule) Scale() (Scale, error)

Feb 22, 2021

Changes in this version

type Environment

+ func (environ *Environment) ConfigureDatabaseDriver(ctx context.Context, driver string, dsn string) error

+ func (environ *Environment) ConfigureExchangeSessions(userConfig *Config) error

+ func (environ *Environment) ConfigureNotificationRouting(conf *NotificationConfig) error

+ func (environ *Environment) ConfigureNotificationSystem(userConfig *Config) error

+ func (environ *Environment) IsSyncing() (status SyncStatus)

+ func (environ *Environment) SetSyncStartTime(t time.Time) *Environment

+ func (environ *Environment) Sync(ctx context.Context) error

+ type SlackNotificationRouting struct

+ Order string

+ PnL string

+ SubmitOrder string

+ Trade string

+ type SyncStatus int

+ const SyncDone

+ const SyncNotStarted

+ const Syncing

type Trader

+ func (trader *Trader) Configure(userConfig *Config) error

Feb 19, 2021

Changes in this version

type Environment

+ func (environ *Environment) SelectSessions(names ...string) map[string]*ExchangeSession

+ func (environ *Environment) SyncSession(ctx context.Context, session *ExchangeSession, startTime time.Time, ...) error

type ExchangeSession

+ func (session *ExchangeSession) FindPossibleSymbols() (symbols []string, err error)

type Position

+ func (p Position) String() string

type Trader

+ func (trader *Trader) RunAllSingleExchangeStrategy(ctx context.Context) error

+ func (trader *Trader) RunSingleExchangeStrategy(ctx context.Context, strategy SingleExchangeStrategy, session *ExchangeSession, ...) error

Feb 14, 2021

Changes in this version

+ var ErrSessionAlreadyInitialized = errors.New("session is already initialized")

type Config

+ func (c *Config) Map() (map[string]interface{}, error)

+ func (c *Config) YAML() ([]byte, error)

type CrossExchangeStrategy

+ ID func() string

type Environment

+ DatabaseService *service.DatabaseService

type ExchangeSession

+ EnvVarPrefix string

+ ExchangeName string

+ IsInitialized bool

+ IsolatedMargin bool

+ Key string

+ Margin bool

+ PublicOnly bool

+ Secret string

+ func NewExchangeSessionFromConfig(name string, sessionConfig *ExchangeSession) (*ExchangeSession, error)

+ func (session *ExchangeSession) Init(ctx context.Context, environ *Environment) error

+ func (session *ExchangeSession) InitSymbol(ctx context.Context, environ *Environment, symbol string) error

+ func (session *ExchangeSession) InitSymbols(ctx context.Context, environ *Environment) error

+ func (session *ExchangeSession) LastPrices() map[string]float64

+ func (session *ExchangeSession) Markets() map[string]types.Market

+ func (session *ExchangeSession) OrderStore(symbol string) (store *OrderStore, ok bool)

+ func (session *ExchangeSession) OrderStores() map[string]*OrderStore

+ func (session *ExchangeSession) Positions() map[string]*Position

+ func (session *ExchangeSession) UpdatePrices(ctx context.Context) (err error)

type ExchangeStrategyMount

+ func (m *ExchangeStrategyMount) Map() (map[string]interface{}, error)

type OrderStore

+ AddOrderUpdate bool

+ Symbol string

+ func (s *OrderStore) Orders() (orders []types.Order)

type Session

+ Key string

+ Name string

+ Secret string

type SingleExchangeStrategy

+ func NewStrategyFromMap(id string, conf interface{}) (SingleExchangeStrategy, error)

+ ID func() string

type Trader

+ func (trader *Trader) Subscribe()

Jan 23, 2021

Changes in this version

+ var ErrPersistenceNotExists = errors.New("persistent data does not exists")

+ var IsWrapperBinary = false

+ func Build(ctx context.Context, userConfig *Config, targetConfig BuildTargetConfig) (string, error)

+ func BuildTarget(ctx context.Context, userConfig *Config, target BuildTargetConfig) (string, error)

+ func SetWrapperBinary()

+ type BuildConfig struct

+ BuildDir string

+ Imports []string

+ Targets []BuildTargetConfig

+ type BuildTargetConfig struct

+ Arch string

+ GCFlags datatype.StringSlice

+ Imports []string

+ LDFlags datatype.StringSlice

+ Name string

+ OS string

+ func GetNativeBuildTargetConfig() BuildTargetConfig

type Config

+ Build *BuildConfig

type ExchangeSession

+ func (session *ExchangeSession) Position(symbol string) (pos *Position, ok bool)

+ type Position struct

+ AverageCost fixedpoint.Value

+ Base fixedpoint.Value

+ BaseCurrency string

+ Quote fixedpoint.Value

+ QuoteCurrency string

+ Symbol string

+ func (p *Position) AddTrade(t types.Trade) (fixedpoint.Value, bool)

+ func (p *Position) AddTrades(trades []types.Trade) (fixedpoint.Value, bool)

+ func (p *Position) BindStream(stream types.Stream)

Jan 19, 2021

Changes in this version

type Environment

+ func (environ *Environment) AddExchangeSession(name string, session *ExchangeSession) *ExchangeSession

+ func (environ *Environment) Session(name string) (*ExchangeSession, bool)

type ExchangeSession

+ IsIsolatedMargin bool

+ IsMargin bool

+ IsolatedMarginSymbol string

type Session

+ IsolatedMargin bool

+ IsolatedMarginSymbol string

+ Margin bool

+ PublicOnly bool

Jan 15, 2021

Changes in this version

+ func ConnectMySQL(dsn string) (*sqlx.DB, error)

type Environment

+ OrderService *service.OrderService

+ func (environ *Environment) ConfigureDatabase(ctx context.Context) error

Dec 29, 2020

Changes in this version

type Environment

+ func (environ *Environment) AddExchangesByViperKeys() error

+ func (environ *Environment) AddExchangesFromConfig(userConfig *Config) error

+ func (environ *Environment) AddExchangesFromSessionConfig(sessions map[string]Session) error

+ func (environ *Environment) SetDB(db *sqlx.DB) *Environment

type ExchangeOrderExecutor

+ func (e *ExchangeOrderExecutor) EmitOrderUpdate(order types.Order)

+ func (e *ExchangeOrderExecutor) EmitTradeUpdate(trade types.Trade)

+ func (e *ExchangeOrderExecutor) OnOrderUpdate(cb func(order types.Order))

+ func (e *ExchangeOrderExecutor) OnTradeUpdate(cb func(trade types.Trade))

type ExchangeSession

+ func (session *ExchangeSession) FormatOrder(order types.SubmitOrder) (types.SubmitOrder, error)

type OrderExecutor

+ OnOrderUpdate func(cb func(order types.Order))

+ OnTradeUpdate func(cb func(trade types.Trade))

Dec 9, 2020

Changes in this version

type Config

+ Persistence *PersistenceConfig

+ func LoadBuildConfig(configFile string) (*Config, error)

type Environment

+ PersistenceServiceFacade *PersistenceServiceFacade

+ func (environ *Environment) ConfigurePersistence(conf *PersistenceConfig) error

+ type JsonPersistenceConfig struct

+ Directory string

+ type JsonPersistenceService struct

+ Directory string

+ func (s *JsonPersistenceService) NewStore(id string, subIDs ...string) Store

+ type JsonStore struct

+ Directory string

+ ID string

+ func (store JsonStore) Load(val interface{}) error

+ func (store JsonStore) Reset() error

+ func (store JsonStore) Save(val interface{}) error

+ type MemoryService struct

+ Slots map[string]interface{}

+ func NewMemoryService() *MemoryService

+ func (s *MemoryService) NewStore(id string, subIDs ...string) Store

+ type MemoryStore struct

+ Key string

+ func (store *MemoryStore) Load(val interface{}) error

+ func (store *MemoryStore) Reset() error

+ func (store *MemoryStore) Save(val interface{}) error

+ type Persistence struct

+ Facade *PersistenceServiceFacade

+ PersistenceSelector *PersistenceSelector

+ func (p *Persistence) Load(val interface{}, subIDs ...string) error

+ func (p *Persistence) Save(val interface{}, subIDs ...string) error

+ type PersistenceConfig struct

+ Json *JsonPersistenceConfig

+ Redis *RedisPersistenceConfig

+ type PersistenceSelector struct

+ StoreID string

+ Type string

+ type PersistenceService interface

+ NewStore func(id string, subIDs ...string) Store

+ type PersistenceServiceFacade struct

+ Json *JsonPersistenceService

+ Memory *MemoryService

+ Redis *RedisPersistenceService

+ type RedisPersistenceConfig struct

+ DB int

+ Host string

+ Password string

+ Port string

+ type RedisPersistenceService struct

+ func NewRedisPersistenceService(config *RedisPersistenceConfig) *RedisPersistenceService

+ func (s *RedisPersistenceService) NewStore(id string, subIDs ...string) Store

+ type RedisStore struct

+ ID string

+ func (store *RedisStore) Load(val interface{}) error

+ func (store *RedisStore) Reset() error

+ func (store *RedisStore) Save(val interface{}) error

+ type Store interface

+ Load func(val interface{}) error

+ Reset func() error

+ Save func(val interface{}) error

Dec 3, 2020

Changes in this version

type Config

+ func Preload(configFile string) (*Config, error)

+ type CrossExchangeSessionSubscriber interface

+ CrossSubscribe func(sessions map[string]*ExchangeSession)

type CrossExchangeStrategy

+ CrossRun func(ctx context.Context, orderExecutionRouter OrderExecutionRouter, ...) error

type ExchangeOrderExecutor

+ Session *ExchangeSession

type OrderStore

+ RemoveCancelled bool

+ type Quota struct

+ Available fixedpoint.Value

+ Locked fixedpoint.Value

+ func (q *Quota) Add(fund fixedpoint.Value)

+ func (q *Quota) Commit()

+ func (q *Quota) Lock(fund fixedpoint.Value) bool

+ func (q *Quota) Rollback()

+ type QuotaTransaction struct

+ BaseAsset Quota

+ QuoteAsset Quota

+ func (m *QuotaTransaction) Commit() bool

+ func (m *QuotaTransaction) Rollback() bool

Nov 12, 2020

Changes in this version

+ type Graceful struct

+ func (g *Graceful) EmitShutdown(ctx context.Context, wg *sync.WaitGroup)

+ func (g *Graceful) OnShutdown(cb func(ctx context.Context, wg *sync.WaitGroup))

+ func (g *Graceful) Shutdown(ctx context.Context)

type LocalActiveOrderBook

+ func (b *LocalActiveOrderBook) BindStream(stream types.Stream)

+ func (b *LocalActiveOrderBook) EmitFilled(o types.Order)

+ func (b *LocalActiveOrderBook) OnFilled(cb func(o types.Order))

+ func (b *LocalActiveOrderBook) Remove(order types.Order) bool

+ type OrderStore struct

+ func NewOrderStore() *OrderStore

+ func (s *OrderStore) Add(orders ...types.Order)

+ func (s *OrderStore) BindStream(stream types.Stream)

+ func (s *OrderStore) Exists(o types.Order) bool

+ func (s *OrderStore) Remove(o types.Order)

+ func (s *OrderStore) Update(o types.Order) bool

type Trader

+ Graceful Graceful

Nov 11, 2020

Changes in this version

+ const TemplateOrderReport

+ const TemplateTradeReport

+ var ErrAssetBalanceLevelTooHigh = errors.New("asset balance level too high")

+ var ErrAssetBalanceLevelTooLow = errors.New("asset balance level too low")

+ var ErrInsufficientAssetBalance = errors.New("insufficient asset balance")

+ var ErrInsufficientQuoteBalance = errors.New("insufficient quote balance")

+ var ErrQuoteBalanceLevelTooLow = errors.New("quote balance level is too low")

+ var LoadedCrossExchangeStrategies = make(map[string]CrossExchangeStrategy)

+ var LoadedExchangeStrategies = make(map[string]SingleExchangeStrategy)

+ var SupportedExchanges = []types.ExchangeName

+ func CacheDir() string

+ func HomeDir() string

+ func LoadExchangeMarketsWithCache(ctx context.Context, ex types.Exchange) (markets types.MarketMap, err error)

+ func RegisterStrategy(key string, s interface{})

+ func SourceDir() string

+ func WithCache(key string, obj interface{}, fetcher DataFetcher) error

+ type AverageCostPnLReporter struct

+ Sessions []string

+ Symbols []string

+ func (reporter *AverageCostPnLReporter) Of(sessions ...string) *AverageCostPnLReporter

+ func (reporter *AverageCostPnLReporter) Run()

+ func (reporter *AverageCostPnLReporter) When(specs ...string) *AverageCostPnLReporter

+ type Backtest struct

+ Account BacktestAccount

+ EndTime string

+ StartTime string

+ Symbols []string

+ func (t Backtest) ParseEndTime() (time.Time, error)

+ func (t Backtest) ParseStartTime() (time.Time, error)

+ type BacktestAccount struct

+ Balances BacktestAccountBalanceMap

+ BuyerCommission int

+ MakerCommission int

+ SellerCommission int

+ TakerCommission int

+ type BacktestAccountBalanceMap map[string]fixedpoint.Value

+ func (m BacktestAccountBalanceMap) BalanceMap() types.BalanceMap

+ type BasicRiskController struct

+ Logger *logrus.Logger

+ MaxBaseAssetBalance fixedpoint.Value

+ MaxOrderAmount fixedpoint.Value

+ MinBaseAssetBalance fixedpoint.Value

+ MinQuoteBalance fixedpoint.Value

+ func (c *BasicRiskController) ProcessOrders(session *ExchangeSession, orders ...types.SubmitOrder) (outOrders []types.SubmitOrder, errs []error)

+ type Config struct

+ Backtest *Backtest

+ CrossExchangeStrategies []CrossExchangeStrategy

+ ExchangeStrategies []ExchangeStrategyMount

+ Imports []string

+ Notifications *NotificationConfig

+ PnLReporters []PnLReporterConfig

+ RiskControls *RiskControls

+ Sessions map[string]Session

+ func Load(configFile string) (*Config, error)

+ type Context struct

+ type CrossExchangeStrategy interface

+ Run func(ctx context.Context, orderExecutionRouter OrderExecutionRouter, ...) error

+ type DataFetcher func() (interface{}, error)

+ type Environment struct

+ TradeService *service.TradeService

+ TradeSync *service.SyncService

+ func NewEnvironment() *Environment

+ func (environ *Environment) AddExchange(name string, exchange types.Exchange) (session *ExchangeSession)

+ func (environ *Environment) ConfigureNotification(conf *NotificationConfig)

+ func (environ *Environment) Connect(ctx context.Context) error

+ func (environ *Environment) Init(ctx context.Context) (err error)

+ func (environ *Environment) Sessions() map[string]*ExchangeSession

+ func (environ *Environment) SetStartTime(t time.Time) *Environment

+ func (environ *Environment) SyncTrades(db *sqlx.DB) *Environment

+ func (environ *Environment) SyncTradesFrom(t time.Time) *Environment

+ type ExchangeOrderExecutionRouter struct

+ func (e *ExchangeOrderExecutionRouter) SubmitOrdersTo(ctx context.Context, session string, orders ...types.SubmitOrder) (types.OrderSlice, error)

+ type ExchangeOrderExecutor struct

+ func (e *ExchangeOrderExecutor) SetLogger(logger Logger)

+ func (e *ExchangeOrderExecutor) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder) (types.OrderSlice, error)

+ type ExchangeSession struct

+ Account *types.Account

+ Exchange types.Exchange

+ Name string

+ Stream types.Stream

+ Subscriptions map[types.Subscription]types.Subscription

+ Trades map[string][]types.Trade

+ func NewExchangeSession(name string, exchange types.Exchange) *ExchangeSession

+ func (session *ExchangeSession) LastPrice(symbol string) (price float64, ok bool)

+ func (session *ExchangeSession) Market(symbol string) (market types.Market, ok bool)

+ func (session *ExchangeSession) MarketDataStore(symbol string) (s *MarketDataStore, ok bool)

+ func (session *ExchangeSession) StandardIndicatorSet(symbol string) (*StandardIndicatorSet, bool)

+ func (session *ExchangeSession) StartPrice(symbol string) (price float64, ok bool)

+ func (session *ExchangeSession) Subscribe(channel types.Channel, symbol string, options types.SubscribeOptions) *ExchangeSession

+ type ExchangeSessionSubscriber interface

+ Subscribe func(session *ExchangeSession)

+ type ExchangeStrategyMount struct

+ Mounts []string

+ Strategy SingleExchangeStrategy

+ type LocalActiveOrderBook struct

+ Asks *types.SyncOrderMap

+ Bids *types.SyncOrderMap

+ func NewLocalActiveOrderBook() *LocalActiveOrderBook

+ func (b *LocalActiveOrderBook) Add(orders ...types.Order)

+ func (b *LocalActiveOrderBook) Delete(order types.Order)

+ func (b *LocalActiveOrderBook) NumOfAsks() int

+ func (b *LocalActiveOrderBook) NumOfBids() int

+ func (b *LocalActiveOrderBook) Orders() types.OrderSlice

+ func (b *LocalActiveOrderBook) Print()

+ func (b *LocalActiveOrderBook) Update(orders ...types.Order)

+ func (b *LocalActiveOrderBook) WriteOff(order types.Order) bool

+ type Logger interface

+ Errorf func(message string, args ...interface{})

+ Infof func(message string, args ...interface{})

+ Warnf func(message string, args ...interface{})

+ type Logging interface

+ DisableLogging func()

+ EnableLogging func()

+ type MarketDataStore struct

+ KLineWindows map[types.Interval]types.KLineWindow

+ LastKLine types.KLine

+ Symbol string

+ func NewMarketDataStore(symbol string) *MarketDataStore

+ func (store *MarketDataStore) AddKLine(kline types.KLine)

+ func (store *MarketDataStore) BindStream(stream types.Stream)

+ func (store *MarketDataStore) EmitKLineWindowUpdate(interval types.Interval, kline types.KLineWindow)

+ func (store *MarketDataStore) EmitOrderBookUpdate(orderBook *types.StreamOrderBook)

+ func (store *MarketDataStore) KLinesOfInterval(interval types.Interval) (kLines types.KLineWindow, ok bool)

+ func (store *MarketDataStore) OnKLineWindowUpdate(cb func(interval types.Interval, kline types.KLineWindow))

+ func (store *MarketDataStore) OnOrderBookUpdate(cb func(orderBook *types.StreamOrderBook))

+ func (store *MarketDataStore) OrderBook() types.OrderBook

+ func (store *MarketDataStore) SetKLineWindows(windows map[types.Interval]types.KLineWindow)

+ type Notifiability struct

+ ObjectChannelRouter *ObjectChannelRouter

+ SessionChannelRouter *PatternChannelRouter

+ SymbolChannelRouter *PatternChannelRouter

+ func (m *Notifiability) AddNotifier(notifier Notifier)

+ func (m *Notifiability) Notify(format string, args ...interface{})

+ func (m *Notifiability) NotifyTo(channel, format string, args ...interface{})

+ func (m *Notifiability) RouteObject(obj interface{}) (channel string, ok bool)

+ func (m *Notifiability) RouteSession(session string) (channel string, ok bool)

+ func (m *Notifiability) RouteSymbol(symbol string) (channel string, ok bool)

+ type NotificationConfig struct

+ Routing *NotificationRouting

+ SessionChannels map[string]string

+ Slack *SlackNotification

+ SymbolChannels map[string]string

+ type NotificationRouting struct

+ Order string

+ PnL string

+ SubmitOrder string

+ Trade string

+ type Notifier interface

+ Notify func(format string, args ...interface{})

+ NotifyTo func(channel, format string, args ...interface{})

+ type NullNotifier struct

+ func (n *NullNotifier) Notify(format string, args ...interface{})

+ func (n *NullNotifier) NotifyTo(channel, format string, args ...interface{})

+ type ObjectChannelHandler func(obj interface{}) (channel string, ok bool)

+ type ObjectChannelRouter struct

+ func NewObjectChannelRouter() *ObjectChannelRouter

+ func (router *ObjectChannelRouter) AddRoute(f ObjectChannelHandler)

+ func (router *ObjectChannelRouter) Route(obj interface{}) (channel string, ok bool)

+ type OrderExecutionRouter interface

+ SubmitOrdersTo func(ctx context.Context, session string, orders ...types.SubmitOrder) (createdOrders types.OrderSlice, err error)

+ type OrderExecutor interface

+ SubmitOrders func(ctx context.Context, orders ...types.SubmitOrder) (createdOrders types.OrderSlice, err error)

+ type PatternChannelRouter struct

+ func NewPatternChannelRouter(routes map[string]string) *PatternChannelRouter

+ func (router *PatternChannelRouter) AddRoute(routes map[string]string)

+ func (router *PatternChannelRouter) Route(text string) (channel string, ok bool)

+ type PnLReporter interface

+ Run func()

+ type PnLReporterConfig struct

+ AverageCostBySymbols StringSlice

+ Of StringSlice

+ When StringSlice

+ type PnLReporterManager struct

+ func NewPnLReporter(notifier Notifier) *PnLReporterManager

+ func (manager *PnLReporterManager) AverageCostBySymbols(symbols ...string) *AverageCostPnLReporter

+ type RiskControlOrderExecutor struct

+ BySymbol map[string]*SymbolBasedRiskController

+ func (e *RiskControlOrderExecutor) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder) (retOrders types.OrderSlice, err error)

+ type RiskControls struct

+ SessionBasedRiskControl map[string]*SessionBasedRiskControl

+ type Session struct

+ EnvVarPrefix string

+ ExchangeName string

+ type SessionBasedRiskControl struct

+ OrderExecutor *RiskControlOrderExecutor

+ func (control *SessionBasedRiskControl) SetBaseOrderExecutor(executor *ExchangeOrderExecutor)

+ type SilentLogger struct

+ func (logger *SilentLogger) Errorf(message string, args ...interface{})

+ func (logger *SilentLogger) Infof(message string, args ...interface{})

+ func (logger *SilentLogger) Warnf(message string, args ...interface{})

+ type SingleExchangeStrategy interface

+ Run func(ctx context.Context, orderExecutor OrderExecutor, session *ExchangeSession) error

+ type SlackNotification struct

+ DefaultChannel string

+ ErrorChannel string

+ type StandardIndicatorSet struct

+ BOLL map[types.IntervalWindow]*indicator.BOLL

+ EWMA map[types.IntervalWindow]*indicator.EWMA

+ SMA map[types.IntervalWindow]*indicator.SMA

+ Symbol string

+ func NewStandardIndicatorSet(symbol string, store *MarketDataStore) *StandardIndicatorSet

+ func (set *StandardIndicatorSet) GetBOLL(iw types.IntervalWindow) *indicator.BOLL

+ func (set *StandardIndicatorSet) GetEWMA(iw types.IntervalWindow) *indicator.EWMA

+ func (set *StandardIndicatorSet) GetSMA(iw types.IntervalWindow) *indicator.SMA

+ type Stash map[string]interface

+ type StringSlice []string

+ func (s *StringSlice) UnmarshalJSON(b []byte) error

+ func (s *StringSlice) UnmarshalYAML(unmarshal func(interface{}) error) (err error)

+ type SymbolBasedRiskController struct

+ BasicRiskController *BasicRiskController

+ type TradeReporter struct

+ type Trader struct

+ func NewTrader(environ *Environment) *Trader

+ func (trader *Trader) AttachCrossExchangeStrategy(strategy CrossExchangeStrategy) *Trader

+ func (trader *Trader) AttachStrategyOn(session string, strategies ...SingleExchangeStrategy) *Trader

+ func (trader *Trader) DisableLogging()

+ func (trader *Trader) EnableLogging()

+ func (trader *Trader) ReportPnL() *PnLReporterManager

+ func (trader *Trader) Run(ctx context.Context) error

+ func (trader *Trader) SetRiskControls(riskControls *RiskControls)