wall

Documentation

Index

• Constants
• type Strategy
  • func (s *Strategy) CurrentPosition() *types.Position
  • func (s *Strategy) ID() string
  • func (s *Strategy) Initialize() error
  • func (s *Strategy) InstanceID() string
  • 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 = "wall"

Types

type Strategy

type Strategy struct {
	*common.Strategy

	Environment *bbgo.Environment
	Market      types.Market

	// Symbol is the market symbol you want to trade
	Symbol string `json:"symbol"`

	Side types.SideType `json:"side"`

	// Interval is how long do you want to update your order price and quantity
	Interval types.Interval `json:"interval"`

	FixedPrice fixedpoint.Value `json:"fixedPrice"`

	bbgo.QuantityOrAmount

	NumLayers int `json:"numLayers"`

	// LayerSpread is the price spread between each layer
	LayerSpread fixedpoint.Value `json:"layerSpread"`

	// QuantityScale helps user to define the quantity by layer scale
	QuantityScale *bbgo.LayerScale `json:"quantityScale,omitempty"`

	AdjustmentMinSpread fixedpoint.Value `json:"adjustmentMinSpread"`
	AdjustmentQuantity  fixedpoint.Value `json:"adjustmentQuantity"`
	// contains filtered or unexported fields
}

func (*Strategy) CurrentPosition

func (s *Strategy) CurrentPosition() *types.Position

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

func (*Strategy) Subscribe

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

func (*Strategy) Validate

func (s *Strategy) Validate() error