trading

Documentation

Index

• type AssetStore
  • func NewAssetStore(broker types.Broker) *AssetStore
  • func (store *AssetStore) Get(symbol string) (types.Asset, error)
• type Core
  • func NewCore(broker types.Broker) *Core
  • func (c *Core) AddStrategy(strategies ...types.Strategy) error
  • func (c *Core) Run() error
• type LimitOrderStore
  • func NewLimitOrderStore(broker types.Broker) *LimitOrderStore
  • func (store *LimitOrderStore) Get(symbol string) []types.Order
  • func (store *LimitOrderStore) WatchChanges() error
• type MarketDataStore
  • func NewMarketDataStore(broker types.Broker, symbols []string) *MarketDataStore
  • func (store *MarketDataStore) OnQuote(handler func(types.Quote))
  • func (store *MarketDataStore) WatchChanges() error
• type PositionStore
  • func NewPositionStore(broker types.Broker, assetStore *AssetStore) *PositionStore
  • func (store *PositionStore) Get(symbol string) *types.Position
  • func (store *PositionStore) WatchChanges() error
• type ScheduleStore
  • func NewScheduleStore(broker types.Broker) *ScheduleStore
  • func (store *ScheduleStore) CurrentSession(symbol string) (types.Session, error)
• type Subscription
  • func NewSubscription(scheduleStore *ScheduleStore, positionStore *PositionStore, ...) *Subscription
  • func (s *Subscription) AddStrategy(strategy types.Strategy) error
  • func (s *Subscription) Broadcast(broker types.Broker, quote types.Quote) error
  • func (s *Subscription) Init(broker types.Broker) error
• type SubscriptionStore
  • func NewSubscriptionStore(broker types.Broker) *SubscriptionStore
  • func (store *SubscriptionStore) AddStrategy(strategy types.Strategy) error
  • func (store *SubscriptionStore) InitStrategies() error
  • func (store *SubscriptionStore) SubscribeAndWatch() error

Types

type AssetStore

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

func NewAssetStore

func NewAssetStore(broker types.Broker) *AssetStore

func (*AssetStore) Get

func (store *AssetStore) Get(symbol string) (types.Asset, error)

type Core

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

func NewCore

func NewCore(broker types.Broker) *Core

func (*Core) AddStrategy

func (c *Core) AddStrategy(strategies ...types.Strategy) error

func (*Core) Run

func (c *Core) Run() error

type LimitOrderStore

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

func NewLimitOrderStore

func NewLimitOrderStore(broker types.Broker) *LimitOrderStore

func (*LimitOrderStore) Get

func (store *LimitOrderStore) Get(symbol string) []types.Order

func (*LimitOrderStore) WatchChanges

func (store *LimitOrderStore) WatchChanges() error

type MarketDataStore

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

func NewMarketDataStore

func NewMarketDataStore(broker types.Broker, symbols []string) *MarketDataStore

func (*MarketDataStore) OnQuote

func (store *MarketDataStore) OnQuote(handler func(types.Quote))

func (*MarketDataStore) WatchChanges

func (store *MarketDataStore) WatchChanges() error

type PositionStore

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

func NewPositionStore

func NewPositionStore(broker types.Broker, assetStore *AssetStore) *PositionStore

func (*PositionStore) Get

func (store *PositionStore) Get(symbol string) *types.Position

func (*PositionStore) WatchChanges

func (store *PositionStore) WatchChanges() error

type ScheduleStore

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

func NewScheduleStore

func NewScheduleStore(broker types.Broker) *ScheduleStore

func (*ScheduleStore) CurrentSession

func (store *ScheduleStore) CurrentSession(symbol string) (types.Session, error)

type Subscription

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

func NewSubscription

func NewSubscription(scheduleStore *ScheduleStore, positionStore *PositionStore, limitOrderStore *LimitOrderStore, assetStore *AssetStore) *Subscription

func (*Subscription) AddStrategy

func (s *Subscription) AddStrategy(strategy types.Strategy) error

func (*Subscription) Broadcast

func (s *Subscription) Broadcast(broker types.Broker, quote types.Quote) error

func (*Subscription) Init

func (s *Subscription) Init(broker types.Broker) error

type SubscriptionStore

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

func NewSubscriptionStore

func NewSubscriptionStore(broker types.Broker) *SubscriptionStore

func (*SubscriptionStore) AddStrategy

func (store *SubscriptionStore) AddStrategy(strategy types.Strategy) error

func (*SubscriptionStore) InitStrategies

func (store *SubscriptionStore) InitStrategies() error

func (*SubscriptionStore) SubscribeAndWatch

func (store *SubscriptionStore) SubscribeAndWatch() error