scmaker

Documentation

Index

• Constants
• type BollingerConfig
• type IntensityStream
  • func Intensity(source indicatorv2.KLineSubscription, window int) *IntensityStream
• type Strategy
  • 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)

Constants

const ID = "scmaker"

Types

type BollingerConfig

type BollingerConfig struct {
	Interval types.Interval `json:"interval"`
	Window   int            `json:"window"`
	K        float64        `json:"k"`
}

type IntensityStream

type IntensityStream struct {
	*types.Float64Series

	Buy, Sell *indicatorv2.RMAStream
	// contains filtered or unexported fields
}

func Intensity

func Intensity(source indicatorv2.KLineSubscription, window int) *IntensityStream

type Strategy

type Strategy struct {
	*common.Strategy

	Environment *bbgo.Environment
	Market      types.Market

	Symbol string `json:"symbol"`

	NumOfLiquidityLayers int `json:"numOfLiquidityLayers"`

	LiquidityUpdateInterval types.Interval   `json:"liquidityUpdateInterval"`
	PriceRangeBollinger     *BollingerConfig `json:"priceRangeBollinger"`
	StrengthInterval        types.Interval   `json:"strengthInterval"`

	AdjustmentUpdateInterval types.Interval `json:"adjustmentUpdateInterval"`

	MidPriceEMA            *types.IntervalWindow `json:"midPriceEMA"`
	LiquiditySlideRule     *bbgo.SlideRule       `json:"liquidityScale"`
	LiquidityLayerTickSize fixedpoint.Value      `json:"liquidityLayerTickSize"`
	LiquiditySkew          fixedpoint.Value      `json:"liquiditySkew"`

	MaxExposure fixedpoint.Value `json:"maxExposure"`

	MinProfit fixedpoint.Value `json:"minProfit"`
	// contains filtered or unexported fields
}

Strategy scmaker is a stable coin market maker

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)