mirrormaker

Documentation

Index

• type Strategy
  • func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, ...) error
  • func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession)

Types

type Strategy

type Strategy struct {
	*bbgo.Graceful
	*bbgo.Persistence

	Symbol         string `json:"symbol"`
	SourceExchange string `json:"sourceExchange"`
	MakerExchange  string `json:"makerExchange"`

	UpdateInterval     time.Duration    `json:"updateInterval"`
	Margin             fixedpoint.Value `json:"margin"`
	BidMargin          fixedpoint.Value `json:"bidMargin"`
	AskMargin          fixedpoint.Value `json:"askMargin"`
	Quantity           fixedpoint.Value `json:"quantity"`
	QuantityMultiplier fixedpoint.Value `json:"quantityMultiplier"`

	NumLayers int `json:"numLayers"`
	Pips      int `json:"pips"`

	Position fixedpoint.Value
	// contains filtered or unexported fields
}

func (*Strategy) CrossRun

func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, sessions map[string]*bbgo.ExchangeSession) error

func (*Strategy) CrossSubscribe

func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession)