deribitsim

May 14, 2020

Changes in this version

type DeribitSim

+ func (b *DeribitSim) SetExchangeLogger(l ExchangeLogger)

Apr 26, 2020

Changes in this version

type DeribitSim

+ func (b *DeribitSim) GetTime() (tm int64, err error)

Apr 20, 2020

Changes in this version

type DeribitSim

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

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

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

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

Apr 20, 2020

Changes in this version

+ const PositionSizeLimit

+ func CalcInitialMargin(sizeCurrency float64) float64

+ func CalcMaintMargin(sizeCurrency float64) float64

+ func CalcPnl(side Direction, positionSize float64, entryPrice float64, exitPrice float64) (pnl float64, pnlUsd float64)

+ type DeribitSim struct

+ func NewDeribitSim(data *data.Data, cash float64, makerFeeRate float64, takerFeeRate float64) *DeribitSim

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

+ func (b *DeribitSim) CancelAllOrders(symbol string) (err error)

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

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

+ func (b *DeribitSim) GetContractID() (symbol string, err error)

+ func (b *DeribitSim) GetName() (name string)

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

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

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

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

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

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

+ func (b *DeribitSim) RunEventLoopOnce() (err error)

+ func (b *DeribitSim) SetContractType(pair string, contractType string) (err error)

+ func (b *DeribitSim) SetLeverRate(value float64) (err error)

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

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

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

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

+ type MarginInfo struct

+ Leverage float64

+ LiquidationPriceLong float64

+ LiquidationPriceShort float64

+ MaintMargin float64

+ func CalcMarginInfo(balance float64, entryPrice float64, positionSize float64) (result MarginInfo)