config

Documentation

Overview

Package config contains structures used in retrieving app configuration from disk.

Package config contains structures and functions for configuring the app.

Index

• Variables
• func CheckConfig(cfg *Config) error
• func ConfigureLogging(cfg *ServerConfig) error
• func ReadFloat64(details map[string]string, key string) (v float64, err error)
• func ReadUint64(details map[string]string, key string) (v uint64, err error)
• type BotConfig
• type Config
• type LimitOrderDistParams
• type LiquidityOrder
• type PricingConfig
• type ServerConfig
• type Shape
• type Strategy
• type Uint
  • func (u *Uint) Get() *num.Uint
  • func (u Uint) MarshalText() ([]byte, error)
  • func (u *Uint) UnmarshalText(text []byte) error
• type WalletConfig

Variables

var (
	// ErrNil indicates that a nil/null pointer was encountered.
	ErrNil = errors.New("nil pointer")

	// ErrMissingEmptyConfigSection indicates that a required config file section is missing (not present) or empty (zero-length).
	ErrMissingEmptyConfigSection = errors.New("config file section is missing/empty")

	// ErrInvalidValue indicates that a value was invalid.
	ErrInvalidValue = errors.New("invalid value")
)

Functions

func CheckConfig

func CheckConfig(cfg *Config) error

CheckConfig checks the config for valid structure and values.

func ConfigureLogging

func ConfigureLogging(cfg *ServerConfig) error

ConfigureLogging configures logging.

func ReadFloat64

func ReadFloat64(details map[string]string, key string) (v float64, err error)

ReadFloat64 extracts a float64 from a strategy config map.

func ReadUint64

func ReadUint64(details map[string]string, key string) (v uint64, err error)

ReadUint64 extracts a uint64 from a strategy config map.

Types

type BotConfig

type BotConfig struct {
	// Name is the name of the bot. It is also used as the wallet name.
	// It is *not* a public key seen by Vega.
	Name string `yaml:"name"`

	// Location points to a Vega node gRPC endpoint (host:port).
	Location string `yaml:"location"`

	// ConnectTimeout is the timeout (in milliseconds) for connecting to the Vega node gRPC endpoint.
	ConnectTimeout int `yaml:"connectTimeout"`

	// CallTimeout is the per-call timeout (in milliseconds) for communicating with the Vega node gRPC endpoint.
	CallTimeout int `yaml:"callTimeout"`

	// InstrumentBase is the base asset of the instrument.
	InstrumentBase string `yaml:"instrumentBase"`

	// InstrumentQuote is the quote asset of the instrument.
	InstrumentQuote string `yaml:"instrumentQuote"`

	// Strategy specifies which algorithm the bot is to use.
	Strategy string `yaml:"strategy"`

	// StrategyDetails contains the parameters needed by the strategy algorithm.
	StrategyDetails Strategy `yaml:"strategyDetails"`

	// Additional metadata filters for the selecting markets
	MetadataFilters []string `yaml:"metadataFilters"`
}

BotConfig specifies the configuration parameters for one bot, which talks to one market on one Vega node.

type Config

type Config struct {
	Server *ServerConfig `yaml:"server"`

	Pricing *PricingConfig `yaml:"pricing"`
	Wallet  *WalletConfig  `yaml:"wallet"`

	Bots []BotConfig `yaml:"bots"`
}

Config describes the top level config file format.

type LimitOrderDistParams

type LimitOrderDistParams struct {
	Method              string  `yaml:"method"`
	GttLength           uint64  `yaml:"gttLengthSeconds"`
	TgtTimeHorizonHours float64 `yaml:"tgtTimeHorizonHours"`
	NumTicksFromMid     uint64  `yaml:"numTicksFromMid"`
	NumIdenticalBots    int     `yaml:"numIdenticalBots"`
}

LimitOrderDistParams for configuring the way price steering orders are sent.

type LiquidityOrder

type LiquidityOrder struct {
	Reference  string `yaml:"reference"`
	Proportion uint32 `yaml:"proportion"`
	Offset     string `yaml:"offset"`
}

LiquidityOrder describes ...

type PricingConfig

type PricingConfig struct {
	Address *url.URL `yaml:"address"`
}

PricingConfig describes the settings for contacting the price proxy.

type ServerConfig

type ServerConfig struct {
	Env       string
	Listen    string
	LogFormat string
	LogLevel  string
}

ServerConfig describes the settings for running the liquidity bot.

type Shape

type Shape struct {
	Sells []LiquidityOrder `yaml:"sells"`
	Buys  []LiquidityOrder `yaml:"buys"`
}

Shape describes the buy and sell sides of a Liquidity Provision instruction.

type Strategy

type Strategy struct {
	ExpectedMarkPrice Uint `yaml:"expectedMarkPrice"`
	AuctionVolume     Uint `yaml:"auctionVolume"`
	MaxLong           Uint `yaml:"maxLong"`
	MaxShort          Uint `yaml:"maxShort"`

	PosManagementFraction float64 `yaml:"posManagementFraction"`
	StakeFraction         float64 `yaml:"stakeFraction"`
	OrdersFraction        float64 `yaml:"ordersFraction"`
	CommitmentFraction    float64 `yaml:"commitmentFraction"`
	Fee                   string  `yaml:"fee"`

	PosManagementSleepMilliseconds   int     `yaml:"posManagementSleepMilliseconds"`
	MarketPriceSteeringRatePerSecond float64 `yaml:"marketPriceSteeringRatePerSecond"`
	MinPriceSteerFraction            float64 `yaml:"minPriceSteerFraction"`
	PriceSteerOrderScale             float64 `yaml:"priceSteerOrderScale"`

	LimitOrderDistributionParams LimitOrderDistParams `yaml:"limitOrderDistributionParams"`
	TargetLNVol                  float64              `yaml:"targetLNVol"`

	ShorteningShape Shape `yaml:"shorteningShape"`
	LongeningShape  Shape `yaml:"longeningShape"`
}

Strategy describes parameters for the bot's strategy.

type Uint

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

Uint is for storing a num.Uint as a string in a config file.

func (*Uint) Get

func (u *Uint) Get() *num.Uint

Get returns the underlying num.Uint.

func (Uint) MarshalText

func (u Uint) MarshalText() ([]byte, error)

MarshalText converts a Uint to a string.

func (*Uint) UnmarshalText

func (u *Uint) UnmarshalText(text []byte) error

UnmarshalText converts a string to a nun.Uint.

type WalletConfig

type WalletConfig struct {
	RootPath    string `yaml:"rootPath"`
	TokenExpiry int    `yaml:"tokenExpiry"`
}

WalletConfig describes the settings for running an internal wallet server.