autoborrow

Documentation

Index

• Constants
• type MarginAction
  • func (a *MarginAction) SlackAttachment() slack.Attachment
• type MarginAlert
  • func (m *MarginAlert) SlackAttachment() slack.Attachment
• type MarginAsset
• type Strategy
  • func (s *Strategy) ID() string
  • func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, ...) error
  • func (s *Strategy) Subscribe(session *bbgo.ExchangeSession)

Constants

const ID = "autoborrow"

Types

type MarginAction

type MarginAction struct {
	Exchange       types.ExchangeName `json:"exchange"`
	Action         string             `json:"action"`
	Asset          string             `json:"asset"`
	Amount         fixedpoint.Value   `json:"amount"`
	MarginLevel    fixedpoint.Value   `json:"marginLevel"`
	MinMarginLevel fixedpoint.Value   `json:"minMarginLevel"`
}

func (*MarginAction) SlackAttachment

func (a *MarginAction) SlackAttachment() slack.Attachment

type MarginAlert

type MarginAlert struct {
	CurrentMarginLevel fixedpoint.Value
	MinimalMarginLevel fixedpoint.Value
	SlackMentions      []string
	SessionName        string
}

• on: binance autoborrow: interval: 30m repayWhenDeposit: true

  # minMarginLevel for triggering auto borrow minMarginLevel: 1.5 assets:

• asset: ETH low: 3.0 maxQuantityPerBorrow: 1.0 maxTotalBorrow: 10.0

• asset: USDT low: 1000.0 maxQuantityPerBorrow: 100.0 maxTotalBorrow: 10.0

func (*MarginAlert) SlackAttachment

func (m *MarginAlert) SlackAttachment() slack.Attachment

type MarginAsset

type MarginAsset struct {
	Asset                string           `json:"asset"`
	Low                  fixedpoint.Value `json:"low"`
	MaxTotalBorrow       fixedpoint.Value `json:"maxTotalBorrow"`
	MaxQuantityPerBorrow fixedpoint.Value `json:"maxQuantityPerBorrow"`
	MinQuantityPerBorrow fixedpoint.Value `json:"minQuantityPerBorrow"`
	DebtRatio            fixedpoint.Value `json:"debtRatio"`
}

type Strategy

type Strategy struct {
	Interval             types.Interval   `json:"interval"`
	MinMarginLevel       fixedpoint.Value `json:"minMarginLevel"`
	MaxMarginLevel       fixedpoint.Value `json:"maxMarginLevel"`
	AutoRepayWhenDeposit bool             `json:"autoRepayWhenDeposit"`

	MarginLevelAlertInterval      types.Duration   `json:"marginLevelAlertInterval"`
	MarginLevelAlertMinMargin     fixedpoint.Value `json:"marginLevelAlertMinMargin"`
	MarginLevelAlertSlackMentions []string         `json:"marginLevelAlertSlackMentions"`

	Assets []MarginAsset `json:"assets"`

	ExchangeSession *bbgo.ExchangeSession
	// contains filtered or unexported fields
}

func (*Strategy) ID

func (s *Strategy) ID() string

func (*Strategy) Run

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

This strategy simply spent all available quote currency to buy the symbol whenever kline gets closed

func (*Strategy) Subscribe

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