pricing

package
v0.0.0-...-db14c7d Latest Latest
Warning

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

 Go to latest Published: Dec 22, 2021 License: MIT Imports: 6 Imported by: 0

Documentation

Index

Constants

View Source 
const (
	Tick   = int64(1000)
	Second = int64(1000)
	Minute = Second * 60
	Hour   = Minute * 60
	Day    = Hour * 24
	Week   = Day * 7
	Month  = Day * 30
	Year   = Day * 365
)

Variables

View Source 
var HighResolution = SortDurations([]int64{

	Second,
	Second * 3,
	Second * 5,
	Second * 10,
	Second * 15,
	Second * 30,
	Minute,
	Minute * 2,
	Minute * 3,
	Minute * 5,
	Minute * 10,
	Minute * 15,
	Minute * 30,
	Hour,
	Hour * 4,
	Hour * 6,
	Hour * 8,
	Hour * 12,
})

Functions

func IsTimeAligned 

func IsTimeAligned(now int64, duration int64) bool

func SortDurations 

func SortDurations(durations []int64) []int64

func Truncate 

func Truncate(f float64, unit float64) float64

Types

type Bar 

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

func NewBar 

func NewBar(o, h, l, c float64) *Bar

func (*Bar) Ask 

func (s *Bar) Ask() *Candle

func (*Bar) Bid 

func (s *Bar) Bid() *Candle

func (*Bar) Bytes 

func (s *Bar) Bytes() []byte

func (*Bar) Clone 

func (s *Bar) Clone() *Bar

func (*Bar) Greeks 

func (s *Bar) Greeks() *Greeks

func (*Bar) Liquidations 

func (s *Bar) Liquidations() *Liquidations

func (*Bar) MarshalBinary 

func (s *Bar) MarshalBinary() ([]byte, error)

func (*Bar) MarshalBinaryTo 

func (s *Bar) MarshalBinaryTo(b []byte) []byte

func (*Bar) MarshalMap 

func (s *Bar) MarshalMap(m map[string]interface{}) map[string]interface{}

func (*Bar) Mut 

func (s *Bar) Mut() *BarMut

func (*Bar) Precision 

func (s *Bar) Precision() float64

func (*Bar) Price 

func (s *Bar) Price() *Candle

func (*Bar) Read 

func (s *Bar) Read(b []byte) (n int, err error)

func (*Bar) ReadFrom 

func (s *Bar) ReadFrom(r io.Reader) (int64, error)

func (*Bar) Spread 

func (s *Bar) Spread() *Spread

func (*Bar) String 

func (s *Bar) String() string

func (*Bar) Ticks 

func (s *Bar) Ticks() int64

func (*Bar) Time 

func (s *Bar) Time() *Time

func (*Bar) Trades 

func (s *Bar) Trades() *Trades

func (*Bar) UnmarshalBinary 

func (s *Bar) UnmarshalBinary(b []byte) error

func (*Bar) Volume 

func (s *Bar) Volume() *Volume

func (*Bar) WriteTo 

func (s *Bar) WriteTo(w io.Writer) (int64, error)

type BarMut 

type BarMut struct {
	Bar
}

func (*BarMut) Ask 

func (s *BarMut) Ask() *CandleMut

func (*BarMut) Bid 

func (s *BarMut) Bid() *CandleMut

func (*BarMut) Clone 

func (s *BarMut) Clone() *BarMut

func (*BarMut) Freeze 

func (s *BarMut) Freeze() *Bar

func (*BarMut) Greeks 

func (s *BarMut) Greeks() *GreeksMut

func (*BarMut) Liquidations 

func (s *BarMut) Liquidations() *LiquidationsMut

func (*BarMut) Price 

func (s *BarMut) Price() *CandleMut

func (*BarMut) SetAsk 

func (s *BarMut) SetAsk(v *Candle) *BarMut

func (*BarMut) SetBid 

func (s *BarMut) SetBid(v *Candle) *BarMut

func (*BarMut) SetGreeks 

func (s *BarMut) SetGreeks(v *Greeks) *BarMut

func (*BarMut) SetLiquidations 

func (s *BarMut) SetLiquidations(v *Liquidations) *BarMut

func (*BarMut) SetPrecision 

func (s *BarMut) SetPrecision(v float64) *BarMut

func (*BarMut) SetPrice 

func (s *BarMut) SetPrice(v *Candle) *BarMut

func (*BarMut) SetSpread 

func (s *BarMut) SetSpread(v *Spread) *BarMut

func (*BarMut) SetTicks 

func (s *BarMut) SetTicks(v int64) *BarMut

func (*BarMut) SetTime 

func (s *BarMut) SetTime(v *Time) *BarMut

func (*BarMut) SetTrades 

func (s *BarMut) SetTrades(v *Trades) *BarMut

func (*BarMut) SetVolume 

func (s *BarMut) SetVolume(v *Volume) *BarMut

func (*BarMut) Spread 

func (s *BarMut) Spread() *SpreadMut

func (*BarMut) Time 

func (s *BarMut) Time() *TimeMut

func (*BarMut) Trades 

func (s *BarMut) Trades() *TradesMut

func (*BarMut) Truncate 

func (b *BarMut) Truncate() *BarMut

func (*BarMut) Volume 

func (s *BarMut) Volume() *VolumeMut

type Candle 

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

Candlestick

func NewCandle 

func NewCandle(open, high, low, close float64) *Candle

func (*Candle) Bytes 

func (s *Candle) Bytes() []byte

func (*Candle) Clone 

func (s *Candle) Clone() *Candle

func (*Candle) Close 

func (s *Candle) Close() float64

func (*Candle) High 

func (s *Candle) High() float64

func (*Candle) Low 

func (s *Candle) Low() float64

func (*Candle) MarshalBinary 

func (s *Candle) MarshalBinary() ([]byte, error)

func (*Candle) MarshalBinaryTo 

func (s *Candle) MarshalBinaryTo(b []byte) []byte

func (*Candle) MarshalMap 

func (s *Candle) MarshalMap(m map[string]interface{}) map[string]interface{}

func (*Candle) Mut 

func (s *Candle) Mut() *CandleMut

func (*Candle) Open 

func (s *Candle) Open() float64

func (*Candle) Read 

func (s *Candle) Read(b []byte) (n int, err error)

func (*Candle) ReadFrom 

func (s *Candle) ReadFrom(r io.Reader) (int64, error)

func (*Candle) String 

func (s *Candle) String() string

func (*Candle) UnmarshalBinary 

func (s *Candle) UnmarshalBinary(b []byte) error

func (*Candle) WriteTo 

func (s *Candle) WriteTo(w io.Writer) (int64, error)

type CandleMut 

type CandleMut struct {
	Candle
}

Candlestick

func (*CandleMut) AddPrice 

func (c *CandleMut) AddPrice(price float64)

func (*CandleMut) Append 

func (c *CandleMut) Append(o *Candle)

func (*CandleMut) Clone 

func (c *CandleMut) Clone() *CandleMut

func (*CandleMut) Freeze 

func (c *CandleMut) Freeze() *Candle

func (*CandleMut) SetClose 

func (c *CandleMut) SetClose(v float64) *CandleMut

func (*CandleMut) SetHigh 

func (c *CandleMut) SetHigh(v float64) *CandleMut

func (*CandleMut) SetLow 

func (c *CandleMut) SetLow(v float64) *CandleMut

func (*CandleMut) SetOpen 

func (c *CandleMut) SetOpen(v float64) *CandleMut

func (*CandleMut) Truncate 

func (c *CandleMut) Truncate(precision float64)

type Duration 

type Duration int64

type Greeks 

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

Greeks are financial measures of the sensitivity of an option’s price to its underlying determining parameters, such as volatility or the price of the underlying asset. The Greeks are utilized in the analysis of an options portfolio and in sensitivity analysis of an option or portfolio of options. The measures are considered essential by many investors for making informed decisions in options trading.

Delta, Gamma, Vega, Theta, and Rho are the key option Greeks. However, there are many other option Greeks that can be derived from those mentioned above.

func (*Greeks) Bytes 

func (s *Greeks) Bytes() []byte

func (*Greeks) Clone 

func (s *Greeks) Clone() *Greeks

func (*Greeks) Delta 

func (s *Greeks) Delta() float64

func (*Greeks) Gamma 

func (s *Greeks) Gamma() float64

func (*Greeks) Iv 

func (s *Greeks) Iv() float64

func (*Greeks) MarshalBinary 

func (s *Greeks) MarshalBinary() ([]byte, error)

func (*Greeks) MarshalBinaryTo 

func (s *Greeks) MarshalBinaryTo(b []byte) []byte

func (*Greeks) MarshalMap 

func (s *Greeks) MarshalMap(m map[string]interface{}) map[string]interface{}

func (*Greeks) Mut 

func (s *Greeks) Mut() *GreeksMut

func (*Greeks) Read 

func (s *Greeks) Read(b []byte) (n int, err error)

func (*Greeks) ReadFrom 

func (s *Greeks) ReadFrom(r io.Reader) (int64, error)

func (*Greeks) Rho 

func (s *Greeks) Rho() float64

func (*Greeks) String 

func (s *Greeks) String() string

func (*Greeks) Theta 

func (s *Greeks) Theta() float64

func (*Greeks) UnmarshalBinary 

func (s *Greeks) UnmarshalBinary(b []byte) error

func (*Greeks) Vega 

func (s *Greeks) Vega() float64

func (*Greeks) WriteTo 

func (s *Greeks) WriteTo(w io.Writer) (int64, error)

type GreeksMut 

type GreeksMut struct {
	Greeks
}

Greeks are financial measures of the sensitivity of an option’s price to its underlying determining parameters, such as volatility or the price of the underlying asset. The Greeks are utilized in the analysis of an options portfolio and in sensitivity analysis of an option or portfolio of options. The measures are considered essential by many investors for making informed decisions in options trading.

Delta, Gamma, Vega, Theta, and Rho are the key option Greeks. However, there are many other option Greeks that can be derived from those mentioned above.

func (*GreeksMut) Clone 

func (s *GreeksMut) Clone() *GreeksMut

func (*GreeksMut) Freeze 

func (s *GreeksMut) Freeze() *Greeks

func (*GreeksMut) SetDelta 

func (s *GreeksMut) SetDelta(v float64) *GreeksMut

func (*GreeksMut) SetGamma 

func (s *GreeksMut) SetGamma(v float64) *GreeksMut

func (*GreeksMut) SetIv 

func (s *GreeksMut) SetIv(v float64) *GreeksMut

func (*GreeksMut) SetRho 

func (s *GreeksMut) SetRho(v float64) *GreeksMut

func (*GreeksMut) SetTheta 

func (s *GreeksMut) SetTheta(v float64) *GreeksMut

func (*GreeksMut) SetVega 

func (s *GreeksMut) SetVega(v float64) *GreeksMut

type Liquidations 

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

func (*Liquidations) Avg 

func (s *Liquidations) Avg() float64

func (*Liquidations) Buys 

func (s *Liquidations) Buys() float64

func (*Liquidations) Bytes 

func (s *Liquidations) Bytes() []byte

func (*Liquidations) Clone 

func (s *Liquidations) Clone() *Liquidations

func (*Liquidations) MarshalBinary 

func (s *Liquidations) MarshalBinary() ([]byte, error)

func (*Liquidations) MarshalBinaryTo 

func (s *Liquidations) MarshalBinaryTo(b []byte) []byte

func (*Liquidations) MarshalMap 

func (s *Liquidations) MarshalMap(m map[string]interface{}) map[string]interface{}

func (*Liquidations) Max 

func (s *Liquidations) Max() float64

func (*Liquidations) Min 

func (s *Liquidations) Min() float64

func (*Liquidations) Mut 

func (s *Liquidations) Mut() *LiquidationsMut

func (*Liquidations) Read 

func (s *Liquidations) Read(b []byte) (n int, err error)

func (*Liquidations) ReadFrom 

func (s *Liquidations) ReadFrom(r io.Reader) (int64, error)

func (*Liquidations) Sells 

func (s *Liquidations) Sells() float64

func (*Liquidations) String 

func (s *Liquidations) String() string

func (*Liquidations) Trades 

func (s *Liquidations) Trades() int64

func (*Liquidations) UnmarshalBinary 

func (s *Liquidations) UnmarshalBinary(b []byte) error

func (*Liquidations) Value 

func (s *Liquidations) Value() float64

func (*Liquidations) WriteTo 

func (s *Liquidations) WriteTo(w io.Writer) (int64, error)

type LiquidationsMut 

type LiquidationsMut struct {
	Liquidations
}

func (*LiquidationsMut) Clone 

func (s *LiquidationsMut) Clone() *LiquidationsMut

func (*LiquidationsMut) Freeze 

func (s *LiquidationsMut) Freeze() *Liquidations

func (*LiquidationsMut) SetAvg 

func (s *LiquidationsMut) SetAvg(v float64) *LiquidationsMut

func (*LiquidationsMut) SetBuys 

func (s *LiquidationsMut) SetBuys(v float64) *LiquidationsMut

func (*LiquidationsMut) SetMax 

func (s *LiquidationsMut) SetMax(v float64) *LiquidationsMut

func (*LiquidationsMut) SetMin 

func (s *LiquidationsMut) SetMin(v float64) *LiquidationsMut

func (*LiquidationsMut) SetSells 

func (s *LiquidationsMut) SetSells(v float64) *LiquidationsMut

func (*LiquidationsMut) SetTrades 

func (s *LiquidationsMut) SetTrades(v int64) *LiquidationsMut

func (*LiquidationsMut) SetValue 

func (s *LiquidationsMut) SetValue(v float64) *LiquidationsMut

type Spread 

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

func (*Spread) Bytes 

func (s *Spread) Bytes() []byte

func (*Spread) Clone 

func (s *Spread) Clone() *Spread

func (*Spread) High 

func (s *Spread) High() float64

func (*Spread) Low 

func (s *Spread) Low() float64

func (*Spread) MarshalBinary 

func (s *Spread) MarshalBinary() ([]byte, error)

func (*Spread) MarshalBinaryTo 

func (s *Spread) MarshalBinaryTo(b []byte) []byte

func (*Spread) MarshalMap 

func (s *Spread) MarshalMap(m map[string]interface{}) map[string]interface{}

func (*Spread) Mid 

func (s *Spread) Mid() float64

func (*Spread) Mut 

func (s *Spread) Mut() *SpreadMut

func (*Spread) Read 

func (s *Spread) Read(b []byte) (n int, err error)

func (*Spread) ReadFrom 

func (s *Spread) ReadFrom(r io.Reader) (int64, error)

func (*Spread) String 

func (s *Spread) String() string

func (*Spread) UnmarshalBinary 

func (s *Spread) UnmarshalBinary(b []byte) error

func (*Spread) WriteTo 

func (s *Spread) WriteTo(w io.Writer) (int64, error)

type SpreadMut 

type SpreadMut struct {
	Spread
}

func (*SpreadMut) Add 

func (s *SpreadMut) Add(v float64) *SpreadMut

func (*SpreadMut) Append 

func (s *SpreadMut) Append(v *Spread) *SpreadMut

func (*SpreadMut) Clone 

func (s *SpreadMut) Clone() *SpreadMut

func (*SpreadMut) Freeze 

func (s *SpreadMut) Freeze() *Spread

func (*SpreadMut) SetHigh 

func (s *SpreadMut) SetHigh(v float64) *SpreadMut

func (*SpreadMut) SetLow 

func (s *SpreadMut) SetLow(v float64) *SpreadMut

func (*SpreadMut) SetMid 

func (s *SpreadMut) SetMid(v float64) *SpreadMut

func (*SpreadMut) Truncate 

func (s *SpreadMut) Truncate(precision float64) *SpreadMut

type Time 

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

func (*Time) Bytes 

func (s *Time) Bytes() []byte

func (*Time) Clone 

func (s *Time) Clone() *Time

func (*Time) Duration 

func (s *Time) Duration() int64

func (*Time) End 

func (s *Time) End() int64

func (*Time) MarshalBinary 

func (s *Time) MarshalBinary() ([]byte, error)

func (*Time) MarshalBinaryTo 

func (s *Time) MarshalBinaryTo(b []byte) []byte

func (*Time) MarshalMap 

func (s *Time) MarshalMap(m map[string]interface{}) map[string]interface{}

func (*Time) Mut 

func (s *Time) Mut() *TimeMut

func (*Time) Read 

func (s *Time) Read(b []byte) (n int, err error)

func (*Time) ReadFrom 

func (s *Time) ReadFrom(r io.Reader) (int64, error)

func (*Time) Start 

func (s *Time) Start() int64

func (*Time) String 

func (s *Time) String() string

func (*Time) UnmarshalBinary 

func (s *Time) UnmarshalBinary(b []byte) error

func (*Time) WriteTo 

func (s *Time) WriteTo(w io.Writer) (int64, error)

type TimeMut 

type TimeMut struct {
	Time
}

func (*TimeMut) Clone 

func (s *TimeMut) Clone() *TimeMut

func (*TimeMut) Freeze 

func (s *TimeMut) Freeze() *Time

func (*TimeMut) SetDuration 

func (s *TimeMut) SetDuration(v int64) *TimeMut

func (*TimeMut) SetEnd 

func (s *TimeMut) SetEnd(v int64) *TimeMut

func (*TimeMut) SetStart 

func (s *TimeMut) SetStart(v int64) *TimeMut

type Trades 

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

func (*Trades) Bytes 

func (s *Trades) Bytes() []byte

func (*Trades) Clone 

func (s *Trades) Clone() *Trades

func (*Trades) Count 

func (s *Trades) Count() int64

func (*Trades) MarshalBinary 

func (s *Trades) MarshalBinary() ([]byte, error)

func (*Trades) MarshalBinaryTo 

func (s *Trades) MarshalBinaryTo(b []byte) []byte

func (*Trades) MarshalMap 

func (s *Trades) MarshalMap(m map[string]interface{}) map[string]interface{}

func (*Trades) Max 

func (s *Trades) Max() int64

func (*Trades) Min 

func (s *Trades) Min() int64

func (*Trades) Mut 

func (s *Trades) Mut() *TradesMut

func (*Trades) Read 

func (s *Trades) Read(b []byte) (n int, err error)

func (*Trades) ReadFrom 

func (s *Trades) ReadFrom(r io.Reader) (int64, error)

func (*Trades) String 

func (s *Trades) String() string

func (*Trades) UnmarshalBinary 

func (s *Trades) UnmarshalBinary(b []byte) error

func (*Trades) WriteTo 

func (s *Trades) WriteTo(w io.Writer) (int64, error)

type TradesMut 

type TradesMut struct {
	Trades
}

func (*TradesMut) Clone 

func (s *TradesMut) Clone() *TradesMut

func (*TradesMut) Freeze 

func (s *TradesMut) Freeze() *Trades

func (*TradesMut) SetCount 

func (s *TradesMut) SetCount(v int64) *TradesMut

func (*TradesMut) SetMax 

func (s *TradesMut) SetMax(v int64) *TradesMut

func (*TradesMut) SetMin 

func (s *TradesMut) SetMin(v int64) *TradesMut

type Volume 

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

func (*Volume) Buy 

func (s *Volume) Buy() *VolumeSide

func (*Volume) Bytes 

func (s *Volume) Bytes() []byte

func (*Volume) Clone 

func (s *Volume) Clone() *Volume

func (*Volume) MarshalBinary 

func (s *Volume) MarshalBinary() ([]byte, error)

func (*Volume) MarshalBinaryTo 

func (s *Volume) MarshalBinaryTo(b []byte) []byte

func (*Volume) MarshalMap 

func (s *Volume) MarshalMap(m map[string]interface{}) map[string]interface{}

func (*Volume) Mut 

func (s *Volume) Mut() *VolumeMut

func (*Volume) Read 

func (s *Volume) Read(b []byte) (n int, err error)

func (*Volume) ReadFrom 

func (s *Volume) ReadFrom(r io.Reader) (int64, error)

func (*Volume) Sell 

func (s *Volume) Sell() *VolumeSide

func (*Volume) String 

func (s *Volume) String() string

func (*Volume) Total 

func (s *Volume) Total() float64

func (*Volume) UnmarshalBinary 

func (s *Volume) UnmarshalBinary(b []byte) error

func (*Volume) WriteTo 

func (s *Volume) WriteTo(w io.Writer) (int64, error)

type VolumeMut 

type VolumeMut struct {
	Volume
}

func (*VolumeMut) Buy 

func (s *VolumeMut) Buy() *VolumeSideMut

func (*VolumeMut) Clone 

func (s *VolumeMut) Clone() *VolumeMut

func (*VolumeMut) Finish 

func (v *VolumeMut) Finish()

func (*VolumeMut) Freeze 

func (s *VolumeMut) Freeze() *Volume

func (*VolumeMut) Sell 

func (s *VolumeMut) Sell() *VolumeSideMut

func (*VolumeMut) SetBuy 

func (s *VolumeMut) SetBuy(v *VolumeSide) *VolumeMut

func (*VolumeMut) SetSell 

func (s *VolumeMut) SetSell(v *VolumeSide) *VolumeMut

func (*VolumeMut) SetTotal 

func (s *VolumeMut) SetTotal(v float64) *VolumeMut

type VolumeSide 

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

func (*VolumeSide) Bytes 

func (s *VolumeSide) Bytes() []byte

func (*VolumeSide) Clone 

func (s *VolumeSide) Clone() *VolumeSide

func (*VolumeSide) Interest 

func (s *VolumeSide) Interest() float64

func (*VolumeSide) MarshalBinary 

func (s *VolumeSide) MarshalBinary() ([]byte, error)

func (*VolumeSide) MarshalBinaryTo 

func (s *VolumeSide) MarshalBinaryTo(b []byte) []byte

func (*VolumeSide) MarshalMap 

func (s *VolumeSide) MarshalMap(m map[string]interface{}) map[string]interface{}

func (*VolumeSide) Mut 

func (s *VolumeSide) Mut() *VolumeSideMut

func (*VolumeSide) Percent 

func (s *VolumeSide) Percent() float64

func (*VolumeSide) Read 

func (s *VolumeSide) Read(b []byte) (n int, err error)

func (*VolumeSide) ReadFrom 

func (s *VolumeSide) ReadFrom(r io.Reader) (int64, error)

func (*VolumeSide) String 

func (s *VolumeSide) String() string

func (*VolumeSide) Total 

func (s *VolumeSide) Total() float64

func (*VolumeSide) UnmarshalBinary 

func (s *VolumeSide) UnmarshalBinary(b []byte) error

func (*VolumeSide) WriteTo 

func (s *VolumeSide) WriteTo(w io.Writer) (int64, error)

type VolumeSideMut 

type VolumeSideMut struct {
	VolumeSide
}

func (*VolumeSideMut) Clone 

func (s *VolumeSideMut) Clone() *VolumeSideMut

func (*VolumeSideMut) Freeze 

func (s *VolumeSideMut) Freeze() *VolumeSide

func (*VolumeSideMut) SetInterest 

func (s *VolumeSideMut) SetInterest(v float64) *VolumeSideMut

func (*VolumeSideMut) SetPercent 

func (s *VolumeSideMut) SetPercent(v float64) *VolumeSideMut

func (*VolumeSideMut) SetTotal 

func (s *VolumeSideMut) SetTotal(v float64) *VolumeSideMut

Source Files

View all Source files

Jump to

Keyboard shortcuts

? : This menu
/ : Search site
f or F : Jump to
y or Y : Canonical URL
go.dev uses cookies from Google to deliver and enhance the quality of its services and to analyze traffic. Learn more.