Documentation ¶
Index ¶
Constants ¶
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const ID = "scmaker"
Variables ¶
This section is empty.
Functions ¶
This section is empty.
Types ¶
type BollingerConfig ¶
type IntensityStream ¶
type IntensityStream struct { *indicator.Float64Series Buy, Sell *indicator.RMAStream // contains filtered or unexported fields }
func Intensity ¶
func Intensity(source indicator.KLineSubscription, window int) *IntensityStream
type Strategy ¶
type Strategy struct { Environment *bbgo.Environment Market types.Market Symbol string `json:"symbol"` NumOfLiquidityLayers int `json:"numOfLiquidityLayers"` LiquidityUpdateInterval types.Interval `json:"liquidityUpdateInterval"` PriceRangeBollinger *BollingerConfig `json:"priceRangeBollinger"` StrengthInterval types.Interval `json:"strengthInterval"` AdjustmentUpdateInterval types.Interval `json:"adjustmentUpdateInterval"` MidPriceEMA *types.IntervalWindow `json:"midPriceEMA"` LiquiditySlideRule *bbgo.SlideRule `json:"liquidityScale"` LiquidityLayerTickSize fixedpoint.Value `json:"liquidityLayerTickSize"` LiquiditySkew fixedpoint.Value `json:"liquiditySkew"` MaxExposure fixedpoint.Value `json:"maxExposure"` MinProfit fixedpoint.Value `json:"minProfit"` // risk related parameters PositionHardLimit fixedpoint.Value `json:"positionHardLimit"` MaxPositionQuantity fixedpoint.Value `json:"maxPositionQuantity"` CircuitBreakLossThreshold fixedpoint.Value `json:"circuitBreakLossThreshold"` CircuitBreakEMA types.IntervalWindow `json:"circuitBreakEMA"` Position *types.Position `json:"position,omitempty" persistence:"position"` ProfitStats *types.ProfitStats `json:"profitStats,omitempty" persistence:"profit_stats"` // contains filtered or unexported fields }
Strategy scmaker is a stable coin market maker
func (*Strategy) InstanceID ¶
func (*Strategy) Run ¶
func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error
func (*Strategy) Subscribe ¶
func (s *Strategy) Subscribe(session *bbgo.ExchangeSession)
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