Documentation
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Index ¶
- type Loader
- type Order
- type OrderItem
- func NewCryptoOrderItem(direction constants.Direction, symbol string, amount, price float64) *OrderItem
- func NewOptionOrderItem(direction constants.Direction, symbol string, amount, price float64) *OrderItem
- func NewStockOrderItem(direction constants.Direction, symbol string, amount, price float64) *OrderItem
- func NewUSDOrderItem(direction constants.Direction, symbol string, amount, price float64) *OrderItem
Constants ¶
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Variables ¶
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Functions ¶
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Types ¶
type Loader ¶
type Loader interface {
Read(ctx context.Context, input io.Reader) ([]*Order, error)
Write(ctx context.Context, output io.Writer, input []*Order) error
}
Loader reads and writes the Order data to the desired format. There are several loaders to choose from, each of which are self-contained with their own schemas: 1. CSV 2. Avro 3. Proto
func NewAvroLoader ¶
func NewAvroLoader() Loader
func NewCSVLoader ¶
func NewCSVLoader() Loader
func NewJsonNewLineLoader ¶
func NewJsonNewLineLoader() Loader
func NewProtoLoader ¶
func NewProtoLoader() Loader
type Order ¶
type Order struct {
// UnixTime the order was placed, for back-testing we will assume all orders are filled immediately.
UnixTime int64 `csv:"time" avro:"time" json:"time"`
// OrderItems are all of the items that are purchased or sold
OrderItems []*OrderItem `csv:"items" avro:"items" json:"items"`
}
Order represents a collection of the items that are purchased or sold in a single batch
func (*Order) RemoveItem ¶
type OrderItem ¶
type OrderItem struct {
// Direction - are we buying or selling?
constants.Direction `csv:"direction" avro:"direction" json:"direction"`
// ItemType - what type of item is this?
constants.ItemType `csv:"item_type" avro:"item_type" json:"item_type"`
// Symbol or ID of the item we are buying or selling
Symbol string `csv:"symbol" avro:"symbol" json:"symbol"`
// Amount - How many of the items are you buying or selling?
// Ex 100 shares of stock, or 1x option contract
Amount float64 `csv:"amount" avro:"amount" json:"amount"`
// QuantityPerAmount - how many items are included amount we buy or sell?
// Stock == 1
// Option == 10, 100, or some other customer number
// Crypto == Variable, depending on the currency
QuantityPerAmount float64 `csv:"quantity_per_amount" avro:"quantity_per_amount" json:"quantity_per_amount"`
// Price - How much is it per item?
// 1. A stock is $10 so it's $10 per share
// 2. An option is $1 per 100 shares, so it's $100 for the contract
Price float64 `csv:"price" avro:"price" json:"price"`
}
func NewCryptoOrderItem ¶
func NewOptionOrderItem ¶
func NewStockOrderItem ¶
func NewUSDOrderItem ¶
func (*OrderItem) CalculatePrice ¶
func (*OrderItem) MarginRequirement ¶
Source Files
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