swing

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Version: v1.17.1 Latest Latest
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Published: Sep 3, 2021 License: MIT Imports: 6 Imported by: 1

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Constants

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const ID = "swing"

Variables

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Functions

This section is empty.

Types

type Float64Indicator

type Float64Indicator interface {
	Last() float64
}

Float64Indicator is the indicators (SMA and EWMA) that we want to use are returning float64 data.

type Strategy

type Strategy struct {
	// The notification system will be injected into the strategy automatically.
	// This field will be injected automatically since it's a single exchange strategy.
	*bbgo.Notifiability

	// OrderExecutor is an interface for submitting order.
	// This field will be injected automatically since it's a single exchange strategy.
	bbgo.OrderExecutor

	// MarketDataStore is a pointer only injection field. public trades, k-lines (candlestick)
	// and order book updates are maintained in the market data store.
	// This field will be injected automatically since we defined the Symbol field.
	*bbgo.MarketDataStore

	// StandardIndicatorSet contains the standard indicators of a market (symbol)
	// This field will be injected automatically since we defined the Symbol field.
	*bbgo.StandardIndicatorSet

	// Market stores the configuration of the market, for example, VolumePrecision, PricePrecision, MinLotSize... etc
	// This field will be injected automatically since we defined the Symbol field.
	types.Market

	// These fields will be filled from the config file (it translates YAML to JSON)
	Symbol string `json:"symbol"`

	// Interval is the interval of the kline channel we want to subscribe,
	// the kline event will trigger the strategy to check if we need to submit order.
	Interval string `json:"interval"`

	// MinChange filters out the k-lines with small changes. so that our strategy will only be triggered
	// in specific events.
	MinChange float64 `json:"minChange"`

	// BaseQuantity is the base quantity of the submit order. for both BUY and SELL, market order will be used.
	BaseQuantity float64 `json:"baseQuantity"`

	// MovingAverageType is the moving average indicator type that we want to use,
	// it could be SMA or EWMA
	MovingAverageType string `json:"movingAverageType"`

	// MovingAverageInterval is the interval of k-lines for the moving average indicator to calculate,
	// it could be "1m", "5m", "1h" and so on.  note that, the moving averages are calculated from
	// the k-line data we subscribed
	MovingAverageInterval types.Interval `json:"movingAverageInterval"`

	// MovingAverageWindow is the number of the window size of the moving average indicator.
	// The number of k-lines in the window. generally used window sizes are 7, 25 and 99 in the TradingView.
	MovingAverageWindow int `json:"movingAverageWindow"`
}

func (*Strategy) ID added in v1.11.0

func (s *Strategy) ID() string

func (*Strategy) Run

func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error

func (*Strategy) Subscribe

func (s *Strategy) Subscribe(session *bbgo.ExchangeSession)

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