trader

Documentation

Index

• type DataFeed
  • func NewDataFeed(eventEngine *event.EventEngine) *DataFeed
  • func (feed *DataFeed) AddExchange(exchangeType constant.ExchangeType, exchange Exchange)
  • func (feed *DataFeed) ReceiveData(data interface{})
  • func (feed *DataFeed) Subscribe(exchangeType constant.ExchangeType, params map[string]interface{}) error
• type Exchange
• type Strategy
• type TraderEngine
  • func NewTraderEngine(eventEngine *event.EventEngine) *TraderEngine
  • func (trader *TraderEngine) AddStrategy(strategy Strategy)
  • func (trader *TraderEngine) Start()
  • func (trader *TraderEngine) Stop()

Types

type DataFeed

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

func NewDataFeed

func NewDataFeed(eventEngine *event.EventEngine) *DataFeed

func (*DataFeed) AddExchange

func (feed *DataFeed) AddExchange(exchangeType constant.ExchangeType, exchange Exchange)

AddExchange 添加交易所到数据源

func (*DataFeed) ReceiveData

func (feed *DataFeed) ReceiveData(data interface{})

ReceiveData 接收数据并推送到EventEngine

func (*DataFeed) Subscribe

func (feed *DataFeed) Subscribe(exchangeType constant.ExchangeType, params map[string]interface{}) error

Subscribe 订阅交易所行情

type Exchange

type Exchange interface {
	GetName() (name string)
	GetType() (typ constant.ExchangeType)
	Subscribe(params map[string]interface{}) (err error)
	SubscribeBookTicker(symbols []string, callback func(*types.BookTicker)) (err error)
	FetchKline(symbol string, interval string, limit int64) ([]types.Kline, error)
	FetchFundingRate(symbol string) (*types.FundingRate, error)
	FetchBalance() (*types.Assets, error)
}

type Strategy

type Strategy interface {
	GetName() string
	OnBookTicker(bookticker types.BookTicker)
	OnOrderBook(orderbook types.OrderBook)
	OnTrade(trade types.Trade)
	OnOrder(order types.Order)
	Run()
	Start()
	Close()
}

type TraderEngine

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

func NewTraderEngine

func NewTraderEngine(eventEngine *event.EventEngine) *TraderEngine

func (*TraderEngine) AddStrategy

func (trader *TraderEngine) AddStrategy(strategy Strategy)

AddStrategy 增加策略，并订阅EventEngine事件

func (*TraderEngine) Start

func (trader *TraderEngine) Start()

func (*TraderEngine) Stop

func (trader *TraderEngine) Stop()