Documentation ¶
Index ¶
- Constants
- type InventorySkew
- type InventorySkewBidAskRatios
- type Strategy
- func (s *Strategy) Defaults() error
- func (s *Strategy) ID() string
- func (s *Strategy) Initialize() error
- func (s *Strategy) InstanceID() string
- func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.ExchangeSession) error
- func (s *Strategy) Subscribe(session *bbgo.ExchangeSession)
- func (s *Strategy) Validate() error
Constants ¶
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const ID = "fixedmaker"
Variables ¶
This section is empty.
Functions ¶
This section is empty.
Types ¶
type InventorySkew ¶
type InventorySkew struct { InventoryRangeMultiplier fixedpoint.Value `json:"inventoryRangeMultiplier"` TargetBaseRatio fixedpoint.Value `json:"targetBaseRatio"` }
https://hummingbot.org/strategy-configs/inventory-skew/ https://github.com/hummingbot/hummingbot/blob/31fc61d5e71b2c15732142d30983f3ea2be4d466/hummingbot/strategy/pure_market_making/inventory_skew_calculator.pyx
func (*InventorySkew) CalculateBidAskRatios ¶
func (s *InventorySkew) CalculateBidAskRatios(quantity fixedpoint.Value, price fixedpoint.Value, baseBalance fixedpoint.Value, quoteBalance fixedpoint.Value) *InventorySkewBidAskRatios
func (*InventorySkew) Validate ¶
func (s *InventorySkew) Validate() error
type InventorySkewBidAskRatios ¶
type InventorySkewBidAskRatios struct { BidRatio fixedpoint.Value AskRatio fixedpoint.Value }
type Strategy ¶
type Strategy struct { *common.Strategy Environment *bbgo.Environment Market types.Market Symbol string `json:"symbol"` Interval types.Interval `json:"interval"` Quantity fixedpoint.Value `json:"quantity"` HalfSpread fixedpoint.Value `json:"halfSpread"` OrderType types.OrderType `json:"orderType"` DryRun bool `json:"dryRun"` InventorySkew InventorySkew `json:"inventorySkew"` // contains filtered or unexported fields }
Fixed spread market making strategy
func (*Strategy) Initialize ¶
func (*Strategy) InstanceID ¶
func (*Strategy) Run ¶
func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.ExchangeSession) error
func (*Strategy) Subscribe ¶
func (s *Strategy) Subscribe(session *bbgo.ExchangeSession)
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