xgap

Documentation

Index

• Constants
• Variables
• type State
  • func (s *State) IsOver24Hours() bool
  • func (s *State) Reset()
• type Strategy
  • func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, ...) error
  • func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession)
  • func (s *Strategy) ID() string

Constants

const ID = "xgap"

Variables

var NotionModifier = fixedpoint.NewFromFloat(1.01)

var StepPercentageGap = fixedpoint.NewFromFloat(0.05)

var Two = fixedpoint.NewFromInt(2)

Types

type State

type State struct {
	AccumulatedFeeStartedAt time.Time                   `json:"accumulatedFeeStartedAt,omitempty"`
	AccumulatedFees         map[string]fixedpoint.Value `json:"accumulatedFees,omitempty"`
	AccumulatedVolume       fixedpoint.Value            `json:"accumulatedVolume,omitempty"`
}

func (*State) IsOver24Hours

func (s *State) IsOver24Hours() bool

func (*State) Reset

func (s *State) Reset()

type Strategy

type Strategy struct {
	Symbol          string           `json:"symbol"`
	SourceExchange  string           `json:"sourceExchange"`
	TradingExchange string           `json:"tradingExchange"`
	MinSpread       fixedpoint.Value `json:"minSpread"`
	Quantity        fixedpoint.Value `json:"quantity"`

	DailyFeeBudgets map[string]fixedpoint.Value `json:"dailyFeeBudgets,omitempty"`
	DailyMaxVolume  fixedpoint.Value            `json:"dailyMaxVolume,omitempty"`
	UpdateInterval  types.Duration              `json:"updateInterval"`
	SimulateVolume  bool                        `json:"simulateVolume"`

	State *State `persistence:"state"`
	// 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)

func (*Strategy) ID

func (s *Strategy) ID() string