fixedmaker

Documentation

Index

• Constants
• type InventorySkew
  • func (s *InventorySkew) CalculateBidAskRatios(quantity fixedpoint.Value, price fixedpoint.Value, ...) *InventorySkewBidAskRatios
  • func (s *InventorySkew) Validate() error
• type InventorySkewBidAskRatios
• type Strategy
  • func (s *Strategy) Defaults() error
  • func (s *Strategy) ID() string
  • func (s *Strategy) Initialize() error
  • func (s *Strategy) InstanceID() string
  • func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.ExchangeSession) error
  • func (s *Strategy) Subscribe(session *bbgo.ExchangeSession)
  • func (s *Strategy) Validate() error

Constants

const ID = "fixedmaker"

Types

type InventorySkew

type InventorySkew struct {
	InventoryRangeMultiplier fixedpoint.Value `json:"inventoryRangeMultiplier"`
	TargetBaseRatio          fixedpoint.Value `json:"targetBaseRatio"`
}

https://hummingbot.org/strategy-configs/inventory-skew/ https://github.com/hummingbot/hummingbot/blob/31fc61d5e71b2c15732142d30983f3ea2be4d466/hummingbot/strategy/pure_market_making/inventory_skew_calculator.pyx

func (*InventorySkew) CalculateBidAskRatios

func (s *InventorySkew) CalculateBidAskRatios(quantity fixedpoint.Value, price fixedpoint.Value, baseBalance fixedpoint.Value, quoteBalance fixedpoint.Value) *InventorySkewBidAskRatios

func (*InventorySkew) Validate

func (s *InventorySkew) Validate() error

type InventorySkewBidAskRatios

type InventorySkewBidAskRatios struct {
	BidRatio fixedpoint.Value
	AskRatio fixedpoint.Value
}

type Strategy

type Strategy struct {
	*common.Strategy

	Environment *bbgo.Environment
	Market      types.Market

	Symbol     string           `json:"symbol"`
	Interval   types.Interval   `json:"interval"`
	Quantity   fixedpoint.Value `json:"quantity"`
	HalfSpread fixedpoint.Value `json:"halfSpread"`
	OrderType  types.OrderType  `json:"orderType"`
	DryRun     bool             `json:"dryRun"`

	InventorySkew InventorySkew `json:"inventorySkew"`
	// contains filtered or unexported fields
}

Fixed spread market making strategy

func (*Strategy) Defaults

func (s *Strategy) Defaults() error

func (*Strategy) ID

func (s *Strategy) ID() string

func (*Strategy) Initialize

func (s *Strategy) Initialize() error

func (*Strategy) InstanceID

func (s *Strategy) InstanceID() string

func (*Strategy) Run

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

func (*Strategy) Subscribe

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

func (*Strategy) Validate

func (s *Strategy) Validate() error