atrpin

Documentation

Index

• Constants
• type Strategy
  • func (s *Strategy) Defaults() error
  • func (s *Strategy) ID() string
  • func (s *Strategy) Initialize() error
  • func (s *Strategy) InstanceID() string
  • 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 = "atrpin"

Types

type Strategy

type Strategy struct {
	*common.Strategy

	Environment *bbgo.Environment
	Market      types.Market

	Symbol string `json:"symbol"`

	Interval      types.Interval   `json:"interval"`
	Window        int              `json:"window"`
	Multiplier    float64          `json:"multiplier"`
	MinPriceRange fixedpoint.Value `json:"minPriceRange"`

	// handle missing trades, will be removed in the future
	TakeProfitByExpectedBaseBalance bool             `json:"takeProfitByExpectedBaseBalance"`
	ExpectedBaseBalance             fixedpoint.Value `json:"expectedBaseBalance"`

	bbgo.QuantityOrAmount
	// 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) InstanceID

func (s *Strategy) InstanceID() string

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