marketmaking

Documentation

Index

• type MakingFormula
• type MakingStrategy
  • func NewStrategyFromFormula(formula MakingFormula) MakingStrategy
  • func (ms MakingStrategy) Formula() MakingFormula
  • func (ms MakingStrategy) IsZero() bool

Types

type MakingFormula

type MakingFormula interface {
	SpotPrice(spotPriceOpts interface{}) (spotPrice decimal.Decimal, err error)
	OutGivenIn(outGivenInOpts interface{}, amountIn uint64) (amountOut uint64, err error)
	InGivenOut(inGivenOutOpts interface{}, amountOut uint64) (amountIn uint64, err error)
	FormulaType() int
}

MakingFormula defines the interface for implementing the formula to derive the spot price

type MakingStrategy

type MakingStrategy struct {
	Type int
	// contains filtered or unexported fields
}

MakingStrategy defines the automated market making strategy, usingi a formula to be applied to calculate the price of next trade.

func NewStrategyFromFormula

func NewStrategyFromFormula(
	formula MakingFormula,
) MakingStrategy

NewStrategyFromFormula returns the strategy struct with the name

func (MakingStrategy) Formula

func (ms MakingStrategy) Formula() MakingFormula

Formula returns the mathematical formula of the MM strategy

func (MakingStrategy) IsZero

func (ms MakingStrategy) IsZero() bool

IsZero checks if the given strategy is the zero value