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backtest

package

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Versions in this module

v1

v1.16.3

May 28, 2021

v1.16.2

May 28, 2021

v1.16.1

May 28, 2021

Changes in this version

+ const DefaultFeeRate

+ var ErrUnimplemented = errors.New("unimplemented method")

+ type Exchange struct

+ func NewExchange(sourceName types.ExchangeName, srv *service.BacktestService, ...) *Exchange

+ func (e *Exchange) Done() chan struct{}

+ func (e *Exchange) NewStream() types.Stream

+ func (e *Exchange) QueryAccountBalances(ctx context.Context) (types.BalanceMap, error)

+ func (e Exchange) CancelOrders(ctx context.Context, orders ...types.Order) error

+ func (e Exchange) Name() types.ExchangeName

+ func (e Exchange) PlatformFeeCurrency() string

+ func (e Exchange) QueryAccount(ctx context.Context) (*types.Account, error)

+ func (e Exchange) QueryClosedOrders(ctx context.Context, symbol string, since, until time.Time, lastOrderID uint64) (orders []types.Order, err error)

+ func (e Exchange) QueryDepositHistory(ctx context.Context, asset string, since, until time.Time) (allDeposits []types.Deposit, err error)

+ func (e Exchange) QueryKLines(ctx context.Context, symbol string, interval types.Interval, ...) ([]types.KLine, error)

+ func (e Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error)

+ func (e Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders []types.Order, err error)

+ func (e Exchange) QueryTicker(ctx context.Context, symbol string) (*types.Ticker, error)

+ func (e Exchange) QueryTickers(ctx context.Context, symbol ...string) (map[string]types.Ticker, error)

+ func (e Exchange) QueryTrades(ctx context.Context, symbol string, options *types.TradeQueryOptions) ([]types.Trade, error)

+ func (e Exchange) QueryWithdrawHistory(ctx context.Context, asset string, since, until time.Time) (allWithdraws []types.Withdraw, err error)

+ func (e Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder) (createdOrders types.OrderSlice, err error)

+ type PriceOrder struct

+ Order types.Order

+ Price fixedpoint.Value

+ type PriceOrderSlice []PriceOrder

+ func (slice PriceOrderSlice) Find(price fixedpoint.Value, descending bool) (pv PriceOrder, idx int)

+ func (slice PriceOrderSlice) First() (PriceOrder, bool)

+ func (slice PriceOrderSlice) InsertAt(idx int, po PriceOrder) PriceOrderSlice

+ func (slice PriceOrderSlice) Len() int

+ func (slice PriceOrderSlice) Less(i, j int) bool

+ func (slice PriceOrderSlice) Remove(price fixedpoint.Value, descending bool) PriceOrderSlice

+ func (slice PriceOrderSlice) Swap(i, j int)

+ func (slice PriceOrderSlice) Upsert(po PriceOrder, descending bool) PriceOrderSlice

+ type SimplePriceMatching struct

+ Account *types.Account

+ CurrentTime time.Time

+ LastKLine types.KLine

+ LastPrice fixedpoint.Value

+ MakerCommission fixedpoint.Value

+ Market types.Market

+ Symbol string

+ TakerCommission fixedpoint.Value

+ func (m *SimplePriceMatching) BuyToPrice(price fixedpoint.Value) (closedOrders []types.Order, trades []types.Trade)

+ func (m *SimplePriceMatching) CancelOrder(o types.Order) (types.Order, error)

+ func (m *SimplePriceMatching) EmitBalanceUpdate(balances types.BalanceMap)

+ func (m *SimplePriceMatching) EmitOrderUpdate(order types.Order)

+ func (m *SimplePriceMatching) EmitTradeUpdate(trade types.Trade)

+ func (m *SimplePriceMatching) OnBalanceUpdate(cb func(balances types.BalanceMap))

+ func (m *SimplePriceMatching) OnOrderUpdate(cb func(order types.Order))

+ func (m *SimplePriceMatching) OnTradeUpdate(cb func(trade types.Trade))

+ func (m *SimplePriceMatching) PlaceOrder(o types.SubmitOrder) (closedOrders *types.Order, trades *types.Trade, err error)

+ func (m *SimplePriceMatching) SellToPrice(price fixedpoint.Value) (closedOrders []types.Order, trades []types.Trade)

+ type Stream struct

+ func (s *Stream) Close() error

+ func (s *Stream) Connect(ctx context.Context) error

+ func (s *Stream) SetPublicOnly()