crex

Jun 27, 2021

Changes in this version

type OrderType

+ const OrderTypeTrailingStopMarket

May 8, 2021

Changes in this version

type Order

+ ActivatePrice string

+ ClosePosition bool

+ PriceRate string

type PlaceOrderOption

+ func OrderActivationPriceOption(activationPrice float64) PlaceOrderOption

+ func OrderCallbackRateOption(callbackRate float64) PlaceOrderOption

+ func OrderClosePositionOption(closePosition bool) PlaceOrderOption

+ func OrderTimeInForceOption(timeInForce string) PlaceOrderOption

type PlaceOrderParameter

+ ActivationPrice float64

+ CallbackRate float64

+ ClosePosition bool

+ TimeInForce string

type Position

+ IsAutoAddMargin bool

+ IsolatedMargin float64

+ Leverage float64

+ LiquidationPrice float64

+ MarginType string

+ MarkPrice float64

+ MaxNotionalValue float64

+ PositionSide string

Oct 10, 2020

Changes in this version

type Exchange

+ IO func(name string, params string) (string, error)

type SpotExchange

+ IO func(name string, params string) (string, error)

Sep 30, 2020

Changes in this version

type CStrategyBase

+ func (s *CStrategyBase) IsStopped() bool

+ func (s *CStrategyBase) StopNow()

Sep 30, 2020

Changes in this version

+ type CStrategyBase struct

+ Exchanges []Exchange

+ SpotExchanges []SpotExchange

+ func (s *CStrategyBase) GetOptions() (optionMap map[string]*StrategyOption)

+ func (s *CStrategyBase) Name() string

+ func (s *CStrategyBase) SetName(name string)

+ func (s *CStrategyBase) SetOptions(options map[string]interface{}) error

+ func (s *CStrategyBase) SetSelf(self Strategy) error

+ func (s *CStrategyBase) Setup(mode TradeMode, exchanges ...interface{}) error

+ func (s *CStrategyBase) TradeMode() TradeMode

Jul 7, 2020

Changes in this version

type Stats

+ AnnReturn float64

+ MaxDrawDown float64

type Strategy

+ IsStopped func() bool

+ StopNow func()

type StrategyBase

+ func (s *StrategyBase) IsStopped() bool

+ func (s *StrategyBase) StopNow()

Jun 16, 2020

Changes in this version

type Balance

+ Margin float64

type Order

+ ClientOId string

type PlaceOrderOption

+ func OrderClientOIdOption(clientOId string) PlaceOrderOption

type PlaceOrderParameter

+ ClientOId string

Jun 6, 2020

Changes in this version

type OrderBook

+ func (o *OrderBook) Table() string

type SpotAsset

+ Borrow float64

+ type SpotStrategyBase struct

+ Exchange SpotExchange

+ Exchanges []SpotExchange

+ func (s *SpotStrategyBase) GetOptions() (optionMap map[string]*StrategyOption)

+ func (s *SpotStrategyBase) Name() string

+ func (s *SpotStrategyBase) SetName(name string)

+ func (s *SpotStrategyBase) SetOptions(options map[string]interface{}) error

+ func (s *SpotStrategyBase) SetSelf(self Strategy) error

+ func (s *SpotStrategyBase) Setup(mode TradeMode, exchanges ...interface{}) error

+ func (s *SpotStrategyBase) TradeMode() TradeMode

May 22, 2020

Changes in this version

type ExchangeSim

+ SetBacktest func(backtest IBacktest)

+ type IBacktest interface

+ GetTime func() time.Time

type OrderBook

+ func (o *OrderBook) MatchAsks(size float64) (filledSize float64, avgPrice float64)

+ func (o *OrderBook) MatchBids(size float64) (filledSize float64, avgPrice float64)

+ func (o *OrderBook) MatchOrderbook(size float64, ob []Item) (filledSize float64, avgPrice float64)

+ type SpotAsset struct

+ Available float64

+ Frozen float64

+ Name string

+ type SpotBalance struct

+ Base SpotAsset

+ Quote SpotAsset

+ type SpotExchange interface

+ Buy func(symbol string, orderType OrderType, price float64, size float64) (result *Order, err error)

+ CancelAllOrders func(symbol string, opts ...OrderOption) (err error)

+ CancelOrder func(symbol string, id string, opts ...OrderOption) (result *Order, err error)

+ GetBalance func(currency string) (result *SpotBalance, err error)

+ GetHistoryOrders func(symbol string, opts ...OrderOption) (result []*Order, err error)

+ GetName func() (name string)

+ GetOpenOrders func(symbol string, opts ...OrderOption) (result []*Order, err error)

+ GetOrder func(symbol string, id string, opts ...OrderOption) (result *Order, err error)

+ GetOrderBook func(symbol string, depth int) (result *OrderBook, err error)

+ GetRecords func(symbol string, period string, from int64, end int64, limit int) (records []*Record, err error)

+ GetTime func() (tm int64, err error)

+ PlaceOrder func(symbol string, direction Direction, orderType OrderType, price float64, ...) (result *Order, err error)

+ Sell func(symbol string, orderType OrderType, price float64, size float64) (result *Order, err error)

+ type SpotExchangeSim interface

+ RunEventLoopOnce func() (err error)

+ SetExchangeLogger func(l ExchangeLogger)

May 19, 2020

Changes in this version

type LogItem

+ Prices []float64

May 17, 2020

Changes in this version

+ var ErrInvalidAmount = errors.New("amount is not valid")

+ type EmptyExchangeLogger struct

+ func (l *EmptyExchangeLogger) Debug(args ...interface{})

+ func (l *EmptyExchangeLogger) Debugf(template string, args ...interface{})

+ func (l *EmptyExchangeLogger) Debugw(msg string, keysAndValues ...interface{})

+ func (l *EmptyExchangeLogger) Error(args ...interface{})

+ func (l *EmptyExchangeLogger) Errorf(template string, args ...interface{})

+ func (l *EmptyExchangeLogger) Errorw(msg string, keysAndValues ...interface{})

+ func (l *EmptyExchangeLogger) Info(args ...interface{})

+ func (l *EmptyExchangeLogger) Infof(template string, args ...interface{})

+ func (l *EmptyExchangeLogger) Infow(msg string, keysAndValues ...interface{})

+ func (l *EmptyExchangeLogger) Sync()

+ func (l *EmptyExchangeLogger) Warn(args ...interface{})

+ func (l *EmptyExchangeLogger) Warnf(template string, args ...interface{})

+ func (l *EmptyExchangeLogger) Warnw(msg string, keysAndValues ...interface{})

type Position

+ Profit float64

May 16, 2020

Changes in this version

+ func GenOrderId() string

+ func SetIdGenerate(g *utils.IdGenerate)

type Order

+ Commission float64

+ Pnl float64

+ Time time.Time

+ UpdateTime time.Time

May 14, 2020

Changes in this version

+ const SimEventDeal

+ const SimEventKey

+ const SimEventOrder

+ type ExchangeLogger interface

+ Debug func(args ...interface{})

+ Debugf func(template string, args ...interface{})

+ Debugw func(msg string, keysAndValues ...interface{})

+ Error func(args ...interface{})

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

+ Errorw func(msg string, keysAndValues ...interface{})

+ Info func(args ...interface{})

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

+ Infow func(msg string, keysAndValues ...interface{})

+ Sync func()

+ Warn func(args ...interface{})

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

+ Warnw func(msg string, keysAndValues ...interface{})

type ExchangeSim

+ SetExchangeLogger func(l ExchangeLogger)

type Stats

+ RunDuration time.Duration

May 8, 2020

Changes in this version

type Direction

+ const CloseBuy

+ const CloseSell

+ type ExchangeSim interface

+ RunEventLoopOnce func() (err error)

type Strategy

+ Name func() string

+ SetName func(name string)

type StrategyBase

+ func (s *StrategyBase) Name() string

+ func (s *StrategyBase) SetName(name string)

May 4, 2020

Changes in this version

type OrderBook

+ func (o *OrderBook) AskAvePrice(size float64) float64

+ func (o *OrderBook) BidAvePrice(size float64) float64

Apr 26, 2020

Changes in this version

type Exchange

+ GetTime func() (tm int64, err error)

type Order

+ Amount float64

type OrderOption

+ func OrderStopOption(stop bool) OrderOption

type OrderParameter

+ Stop bool

+ type PlaceOrderOption func(p *PlaceOrderParameter)

+ func OrderBasePriceOption(basePrice float64) PlaceOrderOption

+ type PlaceOrderParameter struct

+ BasePrice float64

+ PostOnly bool

+ PriceType string

+ ReduceOnly bool

+ StopPx float64

+ func ParsePlaceOrderParameter(opts ...PlaceOrderOption) *PlaceOrderParameter

type Strategy

+ OnExit func() error

Apr 22, 2020

Changes in this version

+ const StrategyOptionTag

type ApiOption

+ func ApiApiURLOption(apiURL string) ApiOption

+ func ApiWsURLOption(wsURL string) ApiOption

type Exchange

+ SubscribeLevel2Snapshots func(market Market, callback func(ob *OrderBook)) error

+ SubscribeOrders func(market Market, callback func(orders []Order)) error

+ SubscribePositions func(market Market, callback func(positions []Position)) error

+ SubscribeTrades func(market Market, callback func(trades []Trade)) error

type Parameters

+ ApiURL string

+ WsURL string

type Strategy

+ Run func() error

+ SetOptions func(options map[string]interface{}) error

+ SetSelf func(self Strategy) error

+ TradeMode func() TradeMode

type StrategyBase

+ func (s *StrategyBase) GetOptions() (optionMap map[string]*StrategyOption)

+ func (s *StrategyBase) SetOptions(options map[string]interface{}) error

+ func (s *StrategyBase) SetSelf(self Strategy) error

+ func (s *StrategyBase) TradeMode() TradeMode

+ type StrategyOption struct

+ DefaultValue interface{}

+ Description string

+ Name string

+ Type string

+ Value interface{}

Apr 20, 2020

Changes in this version

type Exchange

+ CloseLong func(symbol string, orderType OrderType, price float64, size float64) (result Order, err error)

+ CloseShort func(symbol string, orderType OrderType, price float64, size float64) (result Order, err error)

+ OpenLong func(symbol string, orderType OrderType, price float64, size float64) (result Order, err error)

+ OpenShort func(symbol string, orderType OrderType, price float64, size float64) (result Order, err error)

+ type OrderOption func(p *OrderParameter)

+ func OrderPostOnlyOption(postOnly bool) OrderOption

+ func OrderPriceTypeOption(priceType string) OrderOption

+ func OrderReduceOnlyOption(reduceOnly bool) OrderOption

+ func OrderStopPxOption(stopPx float64) OrderOption

+ type OrderParameter struct

+ PostOnly bool

+ PriceType string

+ ReduceOnly bool

+ StopPx float64

+ func ParseOrderParameter(opts ...OrderOption) *OrderParameter

Apr 20, 2020

Changes in this version

+ var ErrApiKeysRequired = errors.New("api keys required")

+ var ErrNotImplemented = errors.New("not implement")

+ var ErrWebSocketDisabled = errors.New("websocket disabled")

type ApiOption

+ func ApiWebSocketOption(enabled bool) ApiOption

+ type Exchange interface

+ AmendOrder func(symbol string, id string, price float64, size float64) (result Order, err error)

+ CancelAllOrders func(symbol string) (err error)

+ CancelOrder func(symbol string, id string) (result Order, err error)

+ GetBalance func(currency string) (result Balance, err error)

+ GetContractID func() (symbol string, err error)

+ GetName func() (name string)

+ GetOpenOrders func(symbol string) (result []Order, err error)

+ GetOrder func(symbol string, id string) (result Order, err error)

+ GetOrderBook func(symbol string, depth int) (result OrderBook, err error)

+ GetPositions func(symbol string) (result []Position, err error)

+ GetRecords func(symbol string, period string, from int64, end int64, limit int) (records []Record, err error)

+ PlaceOrder func(symbol string, direction Direction, orderType OrderType, price float64, ...) (result Order, err error)

+ RunEventLoopOnce func() (err error)

+ SetContractType func(currencyPair string, contractType string) (err error)

+ SetLeverRate func(value float64) (err error)

type Market

+ Symbol string

type Parameters

+ WebSocket bool

type StrategyBase

+ Exchange Exchange

+ Exchanges []Exchange

type WSEvent

+ const WSEventBalance

Apr 19, 2020

Changes in this version

+ type ApiOption func(p *Parameters)

+ func ApiAccessKeyOption(accessKey string) ApiOption

+ func ApiDebugModeOption(debugMode bool) ApiOption

+ func ApiHttpClientOption(httpClient *http.Client) ApiOption

+ func ApiPassPhraseOption(passPhrase string) ApiOption

+ func ApiProxyURLOption(proxyURL string) ApiOption

+ func ApiSecretKeyOption(secretKey string) ApiOption

+ func ApiTestnetOption(testnet bool) ApiOption

+ type Balance struct

+ Available float64

+ Equity float64

+ RealizedPnl float64

+ UnrealisedPnl float64

type Broker

+ GetBalance func(currency string) (result Balance, err error)

+ type Parameters struct

+ AccessKey string

+ DebugMode bool

+ HttpClient *http.Client

+ Passphrase string

+ ProxyURL string

+ SecretKey string

+ Testnet bool

Apr 15, 2020

Changes in this version

+ var NotImplemented = errors.New("not implement")

type Broker

+ GetPositions func(symbol string) (result []Position, err error)

+ WS func() (ws WebSocket, err error)

Apr 10, 2020

Changes in this version

+ type Trade struct

+ Amount float64

+ Direction Direction

+ ID int64

+ Price float64

+ Symbol string

+ Ts int64

Apr 9, 2020

Changes in this version

+ const PERIOD_12H

+ const PERIOD_15MIN

+ const PERIOD_1DAY

+ const PERIOD_1H

+ const PERIOD_1MIN

+ const PERIOD_1MONTH

+ const PERIOD_1WEEK

+ const PERIOD_1YEAR

+ const PERIOD_2H

+ const PERIOD_30MIN

+ const PERIOD_3DAY

+ const PERIOD_3H

+ const PERIOD_3MIN

+ const PERIOD_4H

+ const PERIOD_5MIN

+ const PERIOD_60MIN

+ const PERIOD_6H

+ const PERIOD_8H

+ type Market struct

+ ID string

+ Params string

+ type WSEvent int

+ const WSEventDisconnected

+ const WSEventError

+ const WSEventL2Snapshot

+ const WSEventOrder

+ const WSEventPosition

+ const WSEventReconnected

+ const WSEventTrade

+ type WebSocket interface

+ On func(event WSEvent, listener interface{})

+ SubscribeLevel2Snapshots func(market Market)

+ SubscribeOrders func(market Market)

+ SubscribePositions func(market Market)

+ SubscribeTrades func(market Market)

Apr 9, 2020

Changes in this version

type Broker

+ GetRecords func(symbol string, interval string, from int64, end int64, limit int) (records []Record, err error)

+ type Record struct

+ Close float64

+ High float64

+ Low float64

+ Open float64

+ Symbol string

+ Timestamp time.Time

+ Volume float64

Apr 6, 2020

Changes in this version

type Broker

+ GetName func() (name string)

Mar 25, 2020

Changes in this version

+ const ContractTypeM1

+ const ContractTypeNone

+ const ContractTypeQ1

+ const ContractTypeQ2

+ const ContractTypeW1

+ const ContractTypeW2

type Broker

+ GetContractID func() (symbol string, err error)

type Position

+ OpenTime time.Time

Mar 25, 2020

Changes in this version

+ type AccountSummary struct

+ Balance float64

+ Equity float64

+ Pnl float64

+ type Bar struct

+ Close float64

+ High float64

+ Low float64

+ Open float64

+ Volume int64

+ type Broker interface

+ AmendOrder func(symbol string, id string, price float64, size float64) (result Order, err error)

+ CancelAllOrders func(symbol string) (err error)

+ CancelOrder func(symbol string, id string) (result Order, err error)

+ GetAccountSummary func(currency string) (result AccountSummary, err error)

+ GetContractType func() (symbol string, err error)

+ GetOpenOrders func(symbol string) (result []Order, err error)

+ GetOrder func(symbol string, id string) (result Order, err error)

+ GetOrderBook func(symbol string, depth int) (result OrderBook, err error)

+ GetPosition func(symbol string) (result Position, err error)

+ PlaceOrder func(symbol string, direction Direction, orderType OrderType, price float64, ...) (result Order, err error)

+ RunEventLoopOnce func() (err error)

+ SetContractType func(contractType string) (err error)

+ SetLeverRate func(value float64) (err error)

+ Subscribe func(event string, param string, listener interface{})

+ type Direction int

+ const Buy

+ const Sell

+ func (d Direction) String() string

+ type Event struct

+ func (e *Event) SetSymbol(s string)

+ func (e *Event) SetTime(t time.Time)

+ func (e Event) Symbol() string

+ func (e Event) Time() time.Time

+ type Item struct

+ Amount float64

+ Price float64

+ type LogItem struct

+ Ask float64

+ Bid float64

+ RawTime time.Time

+ Stats []LogStats

+ Time time.Time

+ func (i *LogItem) Price() float64

+ func (i *LogItem) TotalEquity() float64

+ type LogItems []*LogItem

+ type LogStats struct

+ Balance float64

+ Equity float64

+ type Order struct

+ AvgPrice float64

+ Direction Direction

+ FilledAmount float64

+ ID string

+ PostOnly bool

+ Price float64

+ ReduceOnly bool

+ Size float64

+ Status OrderStatus

+ StopPx float64

+ Symbol string

+ Type OrderType

+ func (o *Order) IsOpen() bool

+ type OrderBook struct

+ Asks []Item

+ Bids []Item

+ Symbol string

+ Time time.Time

+ func (o *OrderBook) Ask() (result Item)

+ func (o *OrderBook) AskPrice() (result float64)

+ func (o *OrderBook) Bid() (result Item)

+ func (o *OrderBook) BidPrice() (result float64)

+ func (o *OrderBook) Price() float64

+ type OrderStatus int

+ const OrderStatusCancelPending

+ const OrderStatusCancelled

+ const OrderStatusCreated

+ const OrderStatusFilled

+ const OrderStatusNew

+ const OrderStatusPartiallyFilled

+ const OrderStatusRejected

+ const OrderStatusTriggered

+ const OrderStatusUntriggered

+ func (s OrderStatus) String() string

+ type OrderType int

+ const OrderTypeLimit

+ const OrderTypeMarket

+ const OrderTypeStopLimit

+ const OrderTypeStopMarket

+ func (t OrderType) String() string

+ type Position struct

+ AvgPrice float64

+ OpenI time.Time

+ OpenPrice float64

+ Size float64

+ Symbol string

+ func (p *Position) Amount() float64

+ func (p *Position) IsLong() bool

+ func (p *Position) IsOpen() bool

+ func (p *Position) IsShort() bool

+ func (p *Position) Side() Direction

+ type Stats struct

+ BaHReturn float64

+ BaHReturnPnt float64

+ Duration time.Duration

+ End time.Time

+ EntryEquity float64

+ EntryPrice float64

+ EquityReturn float64

+ EquityReturnPnt float64

+ ExitEquity float64

+ ExitPrice float64

+ Start time.Time

+ func (s *Stats) PrintResult()

+ type Strategy interface

+ GetTradeMode func() TradeMode

+ OnDeinit func()

+ OnInit func()

+ OnTick func()

+ Setup func(mode TradeMode, brokers ...Broker)

+ type StrategyBase struct

+ Broker Broker

+ Brokers []Broker

+ func (s *StrategyBase) GetTradeMode() TradeMode

+ func (s *StrategyBase) Setup(mode TradeMode, brokers ...Broker)

+ type TradeMode int

+ const TradeModeBacktest

+ const TradeModeLiveTrading

+ const TradeModePaperTrading

+ func (t TradeMode) String() string