xmaker

Documentation

Index

• Constants
• type State
• type Strategy
  • func (s *Strategy) CrossRun(ctx context.Context, orderExecutionRouter bbgo.OrderExecutionRouter, ...) error
  • func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession)
  • func (s *Strategy) Hedge(ctx context.Context, pos fixedpoint.Value)
  • func (s *Strategy) ID() string
  • func (s *Strategy) LoadState() error
  • func (s *Strategy) SaveState() error
  • func (s *Strategy) Validate() error

Constants

const ID = "xmaker"

Types

type State

type State struct {
	HedgePosition     fixedpoint.Value `json:"hedgePosition"`
	Position          *bbgo.Position   `json:"position,omitempty"`
	AccumulatedVolume fixedpoint.Value `json:"accumulatedVolume,omitempty"`
	AccumulatedPnL    fixedpoint.Value `json:"accumulatedPnL,omitempty"`
	AccumulatedProfit fixedpoint.Value `json:"accumulatedProfit,omitempty"`
	AccumulatedLoss   fixedpoint.Value `json:"accumulatedLoss,omitempty"`
	AccumulatedSince  int64            `json:"accumulatedSince,omitempty"`
}

type Strategy

type Strategy struct {
	*bbgo.Graceful
	*bbgo.Notifiability
	*bbgo.Persistence

	Symbol         string `json:"symbol"`
	SourceExchange string `json:"sourceExchange"`
	MakerExchange  string `json:"makerExchange"`

	UpdateInterval      types.Duration `json:"updateInterval"`
	HedgeInterval       types.Duration `json:"hedgeInterval"`
	OrderCancelWaitTime types.Duration `json:"orderCancelWaitTime"`

	Margin    fixedpoint.Value `json:"margin"`
	BidMargin fixedpoint.Value `json:"bidMargin"`
	AskMargin fixedpoint.Value `json:"askMargin"`

	EnableBollBandMargin bool             `json:"enableBollBandMargin"`
	BollBandInterval     types.Interval   `json:"bollBandInterval"`
	BollBandMargin       fixedpoint.Value `json:"bollBandMargin"`
	BollBandMarginFactor fixedpoint.Value `json:"bollBandMarginFactor"`

	StopHedgeQuoteBalance fixedpoint.Value `json:"stopHedgeQuoteBalance"`
	StopHedgeBaseBalance  fixedpoint.Value `json:"stopHedgeBaseBalance"`

	// Quantity is used for fixed quantity of the first layer
	Quantity fixedpoint.Value `json:"quantity"`

	// QuantityMultiplier is the factor that multiplies the quantity of the previous layer
	QuantityMultiplier fixedpoint.Value `json:"quantityMultiplier"`

	// QuantityScale helps user to define the quantity by layer scale
	QuantityScale *bbgo.LayerScale `json:"quantityScale,omitempty"`

	// MaxExposurePosition defines the unhedged quantity of stop
	MaxExposurePosition fixedpoint.Value `json:"maxExposurePosition"`

	DisableHedge bool `json:"disableHedge"`

	NumLayers int `json:"numLayers"`

	// Pips is the pips of the layer prices
	Pips fixedpoint.Value `json:"pips"`
	// contains filtered or unexported fields
}

func (*Strategy) CrossRun

func (s *Strategy) CrossRun(ctx context.Context, orderExecutionRouter bbgo.OrderExecutionRouter, sessions map[string]*bbgo.ExchangeSession) error

func (*Strategy) CrossSubscribe

func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession)

func (*Strategy) Hedge

func (s *Strategy) Hedge(ctx context.Context, pos fixedpoint.Value)

func (*Strategy) ID

func (s *Strategy) ID() string

func (*Strategy) LoadState

func (s *Strategy) LoadState() error

func (*Strategy) SaveState

func (s *Strategy) SaveState() error

func (*Strategy) Validate

func (s *Strategy) Validate() error