processor

package
v0.2.7 Latest Latest
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This package is not in the latest version of its module.

 Go to latest Published: Aug 14, 2024 License: GPL-3.0 Imports: 15 Imported by: 0

Documentation

Index

Constants

This section is empty.

Variables

This section is empty.

Functions

func ParseError 

func ParseError(err error) error

func ParserErr1003 

func ParserErr1003(msg string) (ip, time string, err error)

Types

type DepthConstructor 

type DepthConstructor func() *depth_types.Depths

type GetBaseBalanceFunction 

type GetBaseBalanceFunction func() items_types.ValueType

type GetCallbackRateFunction 

type GetCallbackRateFunction func() items_types.PricePercentType

type GetCurrentPriceFunction 

type GetCurrentPriceFunction func() items_types.PriceType

type GetDeltaPriceFunction 

type GetDeltaPriceFunction func() items_types.PricePercentType

type GetDeltaQuantityFunction 

type GetDeltaQuantityFunction func() items_types.QuantityPercentType

type GetFreeBalanceFunction 

type GetFreeBalanceFunction func() items_types.ValueType

type GetLeverageFunction 

type GetLeverageFunction func() int

type GetLimitOnPositionFunction 

type GetLimitOnPositionFunction func() items_types.ValueType

type GetLimitOnTransactionFunction 

type GetLimitOnTransactionFunction func() items_types.ValuePercentType

type GetLockedBalanceFunction 

type GetLockedBalanceFunction func() items_types.ValueType

type GetMarginTypeFunction 

type GetMarginTypeFunction func() types.MarginType

type GetPositionRiskFunction 

type GetPositionRiskFunction func() *futures.PositionRisk

type GetTargetBalanceFunction 

type GetTargetBalanceFunction func() items_types.QuantityType

type GetUpAndLowBoundFunction 

type GetUpAndLowBoundFunction func() items_types.PricePercentType

type OrdersConstructor 

type OrdersConstructor func() *orders_types.Orders

type Processor 

type Processor struct {
	// contains filtered or unexported fields
}

func New 

func New(
	stop chan struct{},
	symbol string,
	symbolInfo *symbol_types.Symbol,

	getBaseBalance GetBaseBalanceFunction,
	getTargetBalance GetTargetBalanceFunction,
	getFreeBalance GetFreeBalanceFunction,
	getLockedBalance GetLockedBalanceFunction,
	getCurrentPrice GetCurrentPriceFunction,

	getPositionRisk func(*Processor) GetPositionRiskFunction,
	getLeverage GetLeverageFunction,
	setLeverage func(*Processor) SetLeverageFunction,

	getMarginType GetMarginTypeFunction,
	setMarginType func(*Processor) SetMarginTypeFunction,

	setPositionMargin func(*Processor) SetPositionMarginFunction,

	getDeltaPrice GetDeltaPriceFunction,
	getDeltaQuantity GetDeltaQuantityFunction,
	getLimitOnPosition GetLimitOnPositionFunction,
	getLimitOnTransaction GetLimitOnTransactionFunction,
	getUpAndLowBound GetUpAndLowBoundFunction,

	getCallbackRate GetCallbackRateFunction,

	debug ...bool) (pp *Processor, err error)

func (*Processor) CalcQuantityByUPnL 

func (pp *Processor) CalcQuantityByUPnL(
	upOrDown depth_types.UpOrDown,
	price items_types.PriceType,
	debug ...*futures.PositionRisk) (newQuantity items_types.QuantityType, err error)

func (*Processor) CeilPrice 

func (pp *Processor) CeilPrice(price items_types.PriceType) items_types.PriceType

func (*Processor) CeilQuantity 

func (pp *Processor) CeilQuantity(quantity items_types.QuantityType) items_types.QuantityType

func (*Processor) CeilValue 

func (pp *Processor) CeilValue(value items_types.ValueType) items_types.ValueType

func (*Processor) CheckPosition 

func (pp *Processor) CheckPosition(
	price items_types.PriceType,
	debug ...*futures.PositionRisk) (err error)

func (*Processor) DeltaLiquidation 

func (pp *Processor) DeltaLiquidation(price items_types.PriceType, leverage int, lossPercent ...items_types.ValuePercentType) (res items_types.DeltaPriceType)

func (*Processor) DeltaPrice 

func (pp *Processor) DeltaPrice(price items_types.PriceType, percentDelta items_types.PricePercentType) (res items_types.DeltaPriceType)

func (*Processor) FloorPrice 

func (pp *Processor) FloorPrice(price items_types.PriceType) items_types.PriceType

func (*Processor) FloorQuantity 

func (pp *Processor) FloorQuantity(quantity items_types.QuantityType) items_types.QuantityType

func (*Processor) FloorValue 

func (pp *Processor) FloorValue(value items_types.ValueType) items_types.ValueType

func (*Processor) GetBaseBalance 

func (pp *Processor) GetBaseBalance() items_types.ValueType

func (*Processor) GetBaseSymbol 

func (pp *Processor) GetBaseSymbol() symbol_types.QuoteAsset

func (*Processor) GetCallbackRate 

func (pp *Processor) GetCallbackRate() items_types.PricePercentType

func (*Processor) GetCurrentPrice 

func (pp *Processor) GetCurrentPrice() items_types.PriceType

func (*Processor) GetDeltaPrice 

func (pp *Processor) GetDeltaPrice() items_types.PricePercentType

func (*Processor) GetDeltaQuantity 

func (pp *Processor) GetDeltaQuantity() items_types.QuantityPercentType

func (*Processor) GetFreeBalance 

func (pp *Processor) GetFreeBalance() items_types.ValueType

func (*Processor) GetLeverage 

func (pp *Processor) GetLeverage() int

func (*Processor) GetLimitOnPosition 

func (pp *Processor) GetLimitOnPosition() (limit items_types.ValueType)

func (*Processor) GetLimitOnTransaction 

func (pp *Processor) GetLimitOnTransaction() (limit items_types.ValueType)

func (*Processor) GetLiquidationDistance 

func (pp *Processor) GetLiquidationDistance(price float64, debug ...*futures.PositionRisk) (distance float64)

func (*Processor) GetLockedBalance 

func (pp *Processor) GetLockedBalance() items_types.ValueType

func (*Processor) GetLowBound 

func (pp *Processor) GetLowBound(price items_types.PriceType) items_types.PriceType

func (*Processor) GetMarginType 

func (pp *Processor) GetMarginType() types.MarginType

MarginTypeIsolated MarginType = "ISOLATED" MarginTypeCrossed MarginType = "CROSSED"

func (*Processor) GetMaxPrice 

func (pp *Processor) GetMaxPrice() items_types.PriceType

func (*Processor) GetMaxQty 

func (pp *Processor) GetMaxQty() items_types.QuantityType

func (*Processor) GetMinPrice 

func (pp *Processor) GetMinPrice() items_types.PriceType

func (*Processor) GetMinQty 

func (pp *Processor) GetMinQty() items_types.QuantityType

func (*Processor) GetNotional 

func (pp *Processor) GetNotional() items_types.ValueType

func (*Processor) GetPositionAmt 

func (pp *Processor) GetPositionAmt(debug ...*futures.PositionRisk) (positionAmt items_types.QuantityType)

func (*Processor) GetPositionMargin 

func (pp *Processor) GetPositionMargin(debug ...*futures.PositionRisk) (margin float64)

func (*Processor) GetPositionRisk 

func (pp *Processor) GetPositionRisk(debug ...*futures.PositionRisk) *futures.PositionRisk

func (*Processor) GetStepSizeExp 

func (pp *Processor) GetStepSizeExp() (res int)

Округлення ціни до StepSize знаків після коми

func (*Processor) GetSymbol 

func (pp *Processor) GetSymbol() string

func (*Processor) GetSymbolInfo 

func (pp *Processor) GetSymbolInfo() *symbol_types.Symbol

func (*Processor) GetTargetBalance 

func (pp *Processor) GetTargetBalance() items_types.QuantityType

func (*Processor) GetTargetSymbol 

func (pp *Processor) GetTargetSymbol() symbol_types.BaseAsset

func (*Processor) GetTickSizeExp 

func (pp *Processor) GetTickSizeExp() (res int)

Округлення ціни до TickSize знаків після коми

func (*Processor) GetUpAndLowBound 

func (pp *Processor) GetUpAndLowBound() items_types.PricePercentType

func (*Processor) GetUpBound 

func (pp *Processor) GetUpBound(price items_types.PriceType) items_types.PriceType

func (*Processor) NextPriceDown 

func (pp *Processor) NextPriceDown(prices ...items_types.PriceType) items_types.PriceType

func (*Processor) NextPriceUp 

func (pp *Processor) NextPriceUp(prices ...items_types.PriceType) items_types.PriceType

func (*Processor) NextQuantityDown 

func (pp *Processor) NextQuantityDown(quantity items_types.QuantityType) items_types.QuantityType

func (*Processor) NextQuantityUp 

func (pp *Processor) NextQuantityUp(quantity items_types.QuantityType) items_types.QuantityType

func (*Processor) PercentLiquidation 

func (pp *Processor) PercentLiquidation(leverage int) (res items_types.PricePercentType)

func (*Processor) PossibleLoss 

func (pp *Processor) PossibleLoss(
	quantity items_types.QuantityType,
	delta items_types.DeltaPriceType) (possibleLoss items_types.ValueType)

func (*Processor) PossibleQuantity 

func (pp *Processor) PossibleQuantity(
	value items_types.ValueType,
	delta items_types.DeltaPriceType,
	round ...bool) (possibleQuantity items_types.QuantityType)

func (*Processor) RoundPrice 

func (pp *Processor) RoundPrice(price items_types.PriceType) items_types.PriceType

func (*Processor) RoundQuantity 

func (pp *Processor) RoundQuantity(quantity items_types.QuantityType) items_types.QuantityType

func (*Processor) RoundValue 

func (pp *Processor) RoundValue(value items_types.ValueType) items_types.ValueType

func (*Processor) SetGetterBaseBalanceFunction 

func (pp *Processor) SetGetterBaseBalanceFunction(function GetBaseBalanceFunction)

Налаштовуємо функції

func (*Processor) SetGetterCallbackRateFunction 

func (pp *Processor) SetGetterCallbackRateFunction(function GetCallbackRateFunction)

func (*Processor) SetGetterCurrentPriceFunction 

func (pp *Processor) SetGetterCurrentPriceFunction(function GetCurrentPriceFunction)

func (*Processor) SetGetterDeltaPriceFunction 

func (pp *Processor) SetGetterDeltaPriceFunction(function GetDeltaPriceFunction)

func (*Processor) SetGetterDeltaQuantityFunction 

func (pp *Processor) SetGetterDeltaQuantityFunction(function GetDeltaQuantityFunction)

func (*Processor) SetGetterFreeBalanceFunction 

func (pp *Processor) SetGetterFreeBalanceFunction(function GetFreeBalanceFunction)

func (*Processor) SetGetterLeverageFunction 

func (pp *Processor) SetGetterLeverageFunction(function GetLeverageFunction)

func (*Processor) SetGetterLimitOnPositionFunction 

func (pp *Processor) SetGetterLimitOnPositionFunction(function GetLimitOnPositionFunction)

func (*Processor) SetGetterLimitOnTransactionFunction 

func (pp *Processor) SetGetterLimitOnTransactionFunction(function GetLimitOnTransactionFunction)

func (*Processor) SetGetterLockedBalanceFunction 

func (pp *Processor) SetGetterLockedBalanceFunction(function GetLockedBalanceFunction)

func (*Processor) SetGetterMarginTypeFunction 

func (pp *Processor) SetGetterMarginTypeFunction(function GetMarginTypeFunction)

func (*Processor) SetGetterPositionRiskFunction 

func (pp *Processor) SetGetterPositionRiskFunction(function func(*Processor) GetPositionRiskFunction)

func (*Processor) SetGetterTargetBalanceFunction 

func (pp *Processor) SetGetterTargetBalanceFunction(function GetTargetBalanceFunction)

func (*Processor) SetGetterUpAndLowBoundFunction 

func (pp *Processor) SetGetterUpAndLowBoundFunction(function GetUpAndLowBoundFunction)

func (*Processor) SetLeverage 

func (pp *Processor) SetLeverage(leverage int) (Leverage int, MaxNotionalValue string, Symbol string, err error)

func (*Processor) SetMarginType 

func (pp *Processor) SetMarginType(marginType types.MarginType) (err error)

MarginTypeIsolated MarginType = "ISOLATED" MarginTypeCrossed MarginType = "CROSSED"

func (*Processor) SetPositionMargin 

func (pp *Processor) SetPositionMargin(amountMargin items_types.ValueType, typeMargin int) (err error)

func (*Processor) SetSetterLeverageFunction 

func (pp *Processor) SetSetterLeverageFunction(function func(*Processor) SetLeverageFunction)

func (*Processor) SetSetterMarginTypeFunction 

func (pp *Processor) SetSetterMarginTypeFunction(function func(*Processor) SetMarginTypeFunction)

func (*Processor) SetSetterPositionMarginFunction 

func (pp *Processor) SetSetterPositionMarginFunction(function func(*Processor) SetPositionMarginFunction)

type SetLeverageFunction 

type SetLeverageFunction func(leverage int) (Leverage int, MaxNotionalValue string, Symbol string, err error)

type SetMarginTypeFunction 

type SetMarginTypeFunction func(types.MarginType) error

type SetPositionMarginFunction 

type SetPositionMarginFunction func(items_types.ValueType, int) error

Source Files

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