environment

Documentation

Overview

Package environment contains all the trade environment.

Index

• type BotConfig
• type CandleStick
  • func (cs CandleStick) String() string
• type CandleStickChart
• type ExchangeBindingsConfig
• type ExchangeConfig
• type Market
  • func (m Market) String() string
• type MarketConfig
• type MarketSummary
  • func (ms MarketSummary) String() string
  • func (ms *MarketSummary) UpdateFromTicker(ticker Ticker)
• type Order
  • func (order Order) Total() decimal.Decimal
• type OrderBook
  • func (book OrderBook) String() string
• type OrderType
• type StrategyConfig
• type Ticker

Types

type BotConfig

type BotConfig struct {
	SimulationModeOn bool             `yaml:"simulation_mode"`  // if true, do not create real orders and do not get real balance
	ExchangeConfigs  []ExchangeConfig `yaml:"exchange_configs"` // Represents the current exchange configuration.
	Strategies       []StrategyConfig `yaml:"strategies"`       // Represents the current strategies adopted by the bot.
}

BotConfig contains all config data of the bot, which can be also loaded from config file.

type CandleStick

type CandleStick struct {
	High   decimal.Decimal //Represents the highest value obtained during candle period.
	Open   decimal.Decimal //Represents the first value of the candle period.
	Close  decimal.Decimal //Represents the last value of the candle period.
	Low    decimal.Decimal //Represents the lowest value obtained during candle period.
	Volume decimal.Decimal //Represents the volume of trades during the candle period.
}

CandleStick represents a single candlestick in a chart.

func (CandleStick) String

func (cs CandleStick) String() string

String returns the string representation of the object.

type CandleStickChart

type CandleStickChart struct {
	CandlePeriod time.Duration //Represents the candle period (expressed in time.Duration).
	CandleSticks []CandleStick //Represents the last Candle Sticks used for evaluation of current state.
	OrderBook    []Order       //Represents the Book of current trades.
}

CandleStickChart represents a chart of a market expresed using Candle Sticks.

type ExchangeBindingsConfig

type ExchangeBindingsConfig struct {
	Name       string `yaml:"exchange"`    // Represents the name of the exchange.
	MarketName string `yaml:"market_name"` // Represents the name of the market as seen from the exchange.
	TimeFrame  string `yaml:"time_frame"`
}

ExchangeBindingsConfig represents the binding of market names between bot notation and exchange ticker.

type ExchangeConfig

type ExchangeConfig struct {
	ExchangeName     string                     `yaml:"exchange"`          // Represents the exchange name.
	PublicKey        string                     `yaml:"public_key"`        // Represents the public key used to connect to Exchange API.
	SecretKey        string                     `yaml:"secret_key"`        // Represents the secret key used to connect to Exchange API.
	DepositAddresses map[string]string          `yaml:"deposit_addresses"` // Represents the bindings between coins and deposit address on the exchange.
	FakeBalances     map[string]decimal.Decimal `yaml:"fake_balances"`     // Used only in simulation mode, fake starting balance [coin:balance].
}

ExchangeConfig Represents a configuration for an API Connection to an exchange.

Can be used to generate an ExchangeWrapper.

type Market

type Market struct {
	Name               string            `json:"name,required"`            //Represents the name of the market as defined in general (e.g. ETH-BTC).
	BaseCurrency       string            `json:"baseCurrency,omitempty"`   //Represents the base currency of the market.
	MarketCurrency     string            `json:"marketCurrency,omitempty"` //Represents the currency to exchange by using base currency.
	ExchangeNames      map[string]string `json:"-"`                        // Represents the various names of the market on various exchanges.
	ExchangeTimeFrames map[string]string `json:"timeFrame,omitempty"`      // Represents the timeframe to retrieve candles on various exchanges
}

Market represents the environment the bot is trading in.

func (Market) String

func (m Market) String() string

type MarketConfig

type MarketConfig struct {
	Name      string                   `yaml:"market"`   // Represents the market where the strategy is applied.
	Exchanges []ExchangeBindingsConfig `yaml:"bindings"` // Represents the list of markets where the strategy is applied, along with extra-data regarding binded exchanges.
}

MarketConfig contains all market configuration data.

type MarketSummary

type MarketSummary struct {
	High   decimal.Decimal `json:"high,required"`   //Represents the 24 hours maximum peak of this market.
	Low    decimal.Decimal `json:"low,required"`    //Represents the 24 hours minimum peak of this market.
	Volume decimal.Decimal `json:"volume,required"` //Represents the 24 volume peak of this market.
	Ask    decimal.Decimal `json:"ask,required"`    //Represents the current ASK value.
	Bid    decimal.Decimal `json:"bid,required"`    //Represents the current BID value.
	Last   decimal.Decimal `json:"last,required"`   //Represents the value of the last trade.
}

MarketSummary represents the summary data of a market.

func (MarketSummary) String

func (ms MarketSummary) String() string

func (*MarketSummary) UpdateFromTicker

func (ms *MarketSummary) UpdateFromTicker(ticker Ticker)

UpdateFromTicker updates the values of the market summary from a Ticker Data.

type Order

type Order struct {
	Value       decimal.Decimal //Value of the trade : e.g. in a BTC ETH is the value of a single ETH in BTC.
	Quantity    decimal.Decimal //Quantity of Coins of this order.
	OrderNumber string          //[optional] Order number as seen in echange archives.
	Timestamp   time.Time       //[optional] The timestamp of the order (as got from the exchange).
}

Order represents a single order in the Order Book for a market.

func (Order) Total

func (order Order) Total() decimal.Decimal

Total returns order total in base currency.

type OrderBook

type OrderBook struct {
	Asks []Order `json:"asks,required"`
	Bids []Order `json:"bids,required"`
}

OrderBook represents a standard orderbook implementation.

func (OrderBook) String

func (book OrderBook) String() string

String returns the string representation of the object.

type OrderType

type OrderType int16

OrderType is an enum {ASK, BID}

const (
	//Ask Represents an ASK Order.
	Ask OrderType = iota
	//Bid Represents a BID Order.
	Bid OrderType = iota
)

type StrategyConfig

type StrategyConfig struct {
	Strategy string         `yaml:"strategy"` // Represents the applied strategy name: must be unique in the system.
	Markets  []MarketConfig `yaml:"markets"`  // Represents the exchanges where the strategy is applied.
}

StrategyConfig contains where a strategy will be applied in the specified exchange.

type Ticker

type Ticker struct {
	Ask  decimal.Decimal `json:"Ask"`  //Represents ASK value from the ticker.
	Bid  decimal.Decimal `json:"Bid"`  //Represents BID value from the ticker.
	Last decimal.Decimal `json:"Last"` //Represents LAST trade value from the ticker.
}

Ticker provides data incoming from API Tickers, which have little amount of information regarding very last updates from a market.