Documentation
¶
Index ¶
- Constants
- Variables
- type Client
- func (p *Client) CancelByID(id string) (int, error)
- func (p *Client) Check()
- func (p *Client) ClosePositions() (*Order, error)
- func (p *Client) Connect()
- func (p *Client) ConnectForPrivate()
- func (p *Client) CulcForward()
- func (p *Client) GetOrders(prefix string, start, end time.Time) ([]Order, error)
- func (p *Client) GetOrdersInfo(prefix string, start, end time.Time) ([]OrdersInfo, error)
- func (p *Client) IgniteBasic()
- func (p *Client) Interactive()
- func (p *Client) LogicChecker()
- func (p *Client) OrderBySimple(isMarket bool, side int, price, size float64, timeInForce *string) (*Order, error)
- func (p *Client) OrderGroup()
- func (p *Client) SetError(isWait bool, err error)
- type Controller
- type Controllers
- type Executes
- type LogicByBasic
- type Logicer
- type Logics
- type Order
- type Orders
- func (p *Orders) Check(e []executions.Execution)
- func (p *Orders) CheckByPrivateWs(childorders []jsonrpc.WsResponceForChildEvent)
- func (p *Orders) GetOrderSize(side int, sizes []float64) (bool, float64)
- func (p *Orders) IsCancel(o *Order) bool
- func (p *Orders) Set(o Order)
- func (p *Orders) Size() (size float64)
- type OrdersInfo
Constants ¶
View Source
const ( EXCHANGE = "bitflyer" RECONNECTMINUTE = 12 DELAYTHRESHHOLD = 2000 * time.Millisecond // ORDER WAITEXECUTE = 1800 // second // LOGIC workers WORKERS = 10 WORKERMMPROFIT = 1 WORKERMMBASIC = 1 // CHECKRESOUCEPERIOD websocket executionsの集計（期間内最大変動などを取得） CHECKRESOUCEPERIOD = 3 // MMBASICCANCELORDER is basic market make orderの板乗り時間（±Delay, ±PingTime）でCHECKRESOUCEPERIOD*MMBASICCANCELORDER秒を基本とする MMBASICCANCELORDER = 3 )
View Source
const ( // AGGPERIOD Aggregation period AGGPERIOD = 15 // DBTABLEORDERS 注文（約定: IsDone） DBTABLEORDERS = "orders" // DBTABLEORDERSFORTEST 注文（約定: IsDone） DBTABLEORDERSFORTEST = "orders_test" // DBTABLEORDERSINFO 約定集計（約定率やbid/askの傾き、最大保持枚数） DBTABLEORDERSINFO = "orders_info" )
View Source
const (
DISCORDPREFIX = "."
)
Variables ¶
View Source
var (
BUYPRICE, SELLPRICE float64
)
View Source
var (
TANHTENSION = 0.01
)
Functions ¶
This section is empty.
Types ¶
type Client ¶
type Client struct {
DB *db.Client
Discord *discordgo.Session
// Event駆動用
Event chan interface{}
C *v1.Client
Controllers *Controllers
Setting *config.Setting
// API Limit
Public *v1.Limit
Private *v1.Limit
// Executions
E *Executes
O *Orders
// Logic 可否
Logics *Logics
// Logic 発注開始
Logic chan Logicer
Logger *logrus.Entry
}
func (*Client) CancelByID ¶
CancelByID is cancel by orderID
func (*Client) ClosePositions ¶
func (*Client) ConnectForPrivate ¶
func (p *Client) ConnectForPrivate()
ConnectForPrivate check order status
func (*Client) GetOrdersInfo ¶
GetOrdersInfo aggrigate orders
func (*Client) Interactive ¶
func (p *Client) Interactive()
func (*Client) LogicChecker ¶
func (p *Client) LogicChecker()
LogicChecker is check for ignition, par sec.
type Controller ¶
Controller ロジックの稼働数量管理
func (*Controller) IsOK ¶
func (p *Controller) IsOK() bool
IsOK check worker limit, if ok subtracte count
type Controllers ¶
type Controllers struct {
Profit *Controller
Basic *Controller
Special *Controller
VPIN *Controller
Swing *Controller
}
Controllers is 各種ロジックの同時稼働数管理
type Executes ¶
type Executes struct {
sync.RWMutex
// BestAsk/Bid
IsBuy bool
Length int
Price float64
LastPrice float64
BestAsk float64
BestBid float64
// 期間内高値安値
IsRise int
High, Low float64
// 出来高
Volume float64
// n秒足乖離(加速度)
Prices []float64
Volumes []float64
PricesPast []float64
VolumesPast []float64
Delay time.Duration
DelayMean time.Duration
}
Executes is 一般約定情報
func (*Executes) ChangePrice ¶
ChangePrice is changed price 1tick ws executions
func (*Executes) Set ¶
func (p *Executes) Set(e []executions.Execution)
Set is set executions to struct
type LogicByBasic ¶
type LogicByBasic struct {
Name string
}
func (*LogicByBasic) BackTest ¶
func (logic *LogicByBasic) BackTest(p *Client, side int, price, size float64) error
BackTest check execution, and set database
func (*LogicByBasic) Order ¶
func (logic *LogicByBasic) Order(p *Client)
Order do order and execution for MM Basic
type Order ¶
type Order struct {
OrderID string
Side string
Price float64
Size float64
IsDone bool
// 注文からAPI返り値までの時間
OnAccept time.Duration
}
Order informations
type Orders ¶
type Orders struct {
LastBuyOnAccept float64
LastSellOnAccept float64
Orders *sync.Map
Cancels *sync.Map
Positions *sync.Map
Result chan string
}
Orders is orders/positions struct
func (*Orders) Check ¶
func (p *Orders) Check(e []executions.Execution)
Check is check ws.Exec by orderID
func (*Orders) CheckByPrivateWs ¶
func (p *Orders) CheckByPrivateWs(childorders []jsonrpc.WsResponceForChildEvent)
CheckByPrivateWs get cancel and expire, delete order in orders and set cancels
func (*Orders) GetOrderSize ¶
GetOrderSize is new Size adjustor include go-bitflyer private positions
type OrdersInfo ¶
type OrdersInfo struct {
Length int
Rate float64
RateBid, RateAsk float64
Max float64
AvgBid, AvgAsk float64
VolumeBid, VolumeAsk float64
OrdersizeBid, OrdersizeAsk float64
ExecTime time.Duration
CreatedAt time.Time
}
func (*OrdersInfo) Columns ¶
func (p *OrdersInfo) Columns() string
Columns return string, header columns
Source Files
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