bbgo

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

type ActiveOrderBook struct {
	Symbol string

	// sig is the order update signal
	// this signal will be emitted when a new order is added or removed.
	C sigchan.Chan
	// contains filtered or unexported fields
}

type AverageCostPnLReporter struct {
	Sessions []string
	Symbols  []string
	// contains filtered or unexported fields
}

type BA BacktestAccount

type Backtest struct {
	StartTime types.LooseFormatTime  `json:"startTime,omitempty" yaml:"startTime,omitempty"`
	EndTime   *types.LooseFormatTime `json:"endTime,omitempty" yaml:"endTime,omitempty"`

	// RecordTrades is an option, if set to true, back-testing should record the trades into database
	RecordTrades bool `json:"recordTrades,omitempty" yaml:"recordTrades,omitempty"`

	// Deprecated:
	// Account is deprecated, use Accounts instead
	Account map[string]BacktestAccount `json:"account" yaml:"account"`

	FeeMode BacktestFeeMode `json:"feeMode" yaml:"feeMode"`

	Accounts map[string]BacktestAccount `json:"accounts" yaml:"accounts"`
	Symbols  []string                   `json:"symbols" yaml:"symbols"`
	Sessions []string                   `json:"sessions" yaml:"sessions"`

	// sync 1 second interval KLines
	SyncSecKLines bool `json:"syncSecKLines,omitempty" yaml:"syncSecKLines,omitempty"`
}

type BacktestAccount struct {
	MakerFeeRate fixedpoint.Value `json:"makerFeeRate,omitempty" yaml:"makerFeeRate,omitempty"`
	TakerFeeRate fixedpoint.Value `json:"takerFeeRate,omitempty" yaml:"takerFeeRate,omitempty"`

	Balances BacktestAccountBalanceMap `json:"balances" yaml:"balances"`
}

type BacktestAccountBalanceMap map[string]fixedpoint.Value

type BacktestFeeMode int

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

type BasicRiskController struct {
	Logger *log.Logger

	MaxOrderAmount      fixedpoint.Value `json:"maxOrderAmount,omitempty" yaml:"maxOrderAmount,omitempty"`
	MinQuoteBalance     fixedpoint.Value `json:"minQuoteBalance,omitempty" yaml:"minQuoteBalance,omitempty"`
	MaxBaseAssetBalance fixedpoint.Value `json:"maxBaseAssetBalance,omitempty" yaml:"maxBaseAssetBalance,omitempty"`
	MinBaseAssetBalance fixedpoint.Value `json:"minBaseAssetBalance,omitempty" yaml:"minBaseAssetBalance,omitempty"`
}

type BuildConfig struct {
	BuildDir string              `json:"buildDir,omitempty" yaml:"buildDir,omitempty"`
	Imports  []string            `json:"imports,omitempty" yaml:"imports,omitempty"`
	Targets  []BuildTargetConfig `json:"targets,omitempty" yaml:"targets,omitempty"`
}

type BuildTargetConfig struct {
	Name    string               `json:"name" yaml:"name"`
	Arch    string               `json:"arch" yaml:"arch"`
	OS      string               `json:"os" yaml:"os"`
	LDFlags datatype.StringSlice `json:"ldflags,omitempty" yaml:"ldflags,omitempty"`
	GCFlags datatype.StringSlice `json:"gcflags,omitempty" yaml:"gcflags,omitempty"`
	Imports []string             `json:"imports,omitempty" yaml:"imports,omitempty"`
}

type Config struct {
	Build *BuildConfig `json:"build,omitempty" yaml:"build,omitempty"`

	// Imports is deprecated
	// Deprecated: use BuildConfig instead
	Imports []string `json:"imports,omitempty" yaml:"imports,omitempty"`

	Backtest *Backtest `json:"backtest,omitempty" yaml:"backtest,omitempty"`

	Sync *SyncConfig `json:"sync,omitempty" yaml:"sync,omitempty"`

	Notifications *NotificationConfig `json:"notifications,omitempty" yaml:"notifications,omitempty"`

	Persistence *PersistenceConfig `json:"persistence,omitempty" yaml:"persistence,omitempty"`

	Service *ServiceConfig `json:"services,omitempty" yaml:"services,omitempty"`

	DatabaseConfig *DatabaseConfig `json:"database,omitempty" yaml:"database,omitempty"`

	Environment *EnvironmentConfig `json:"environment,omitempty" yaml:"environment,omitempty"`

	Sessions map[string]*ExchangeSession `json:"sessions,omitempty" yaml:"sessions,omitempty"`

	RiskControls *RiskControls `json:"riskControls,omitempty" yaml:"riskControls,omitempty"`

	Logging *LoggingConfig `json:"logging,omitempty"`

	ExchangeStrategies      []ExchangeStrategyMount `json:"-" yaml:"-"`
	CrossExchangeStrategies []CrossExchangeStrategy `json:"-" yaml:"-"`

	PnLReporters []PnLReporterConfig `json:"reportPnL,omitempty" yaml:"reportPnL,omitempty"`
}

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

type CrossExchangeSessionSubscriber interface {
	CrossSubscribe(sessions map[string]*ExchangeSession)
}

type CrossExchangeStrategy interface {
	StrategyID
	CrossRun(ctx context.Context, orderExecutionRouter OrderExecutionRouter, sessions map[string]*ExchangeSession) error
}

type CumulatedVolumeTakeProfit struct {
	Symbol string `json:"symbol"`

	types.IntervalWindow

	Ratio          fixedpoint.Value `json:"ratio"`
	MinQuoteVolume fixedpoint.Value `json:"minQuoteVolume"`
	// contains filtered or unexported fields
}

type DatabaseConfig struct {
	Driver string `json:"driver" yaml:"driver"`
	DSN    string `json:"dsn" yaml:"dsn"`

	ExtraMigrationPackages []string `json:"extraMigrationPackages" yaml:"extraMigrationPackages"`
}

type EmergencyStopper interface {
	EmergencyStop() error
}

type Environment struct {
	// built-in service
	DatabaseService   *service.DatabaseService
	OrderService      *service.OrderService
	TradeService      *service.TradeService
	ProfitService     *service.ProfitService
	PositionService   *service.PositionService
	BacktestService   *service.BacktestService
	RewardService     *service.RewardService
	MarginService     *service.MarginService
	SyncService       *service.SyncService
	AccountService    *service.AccountService
	WithdrawService   *service.WithdrawService
	DepositService    *service.DepositService
	PersistentService *service.PersistenceServiceFacade

	// external services
	GoogleSpreadSheetService *googleservice.SpreadSheetService
	// contains filtered or unexported fields
}

type EnvironmentConfig struct {
	DisableDefaultKLineSubscription bool `json:"disableDefaultKLineSubscription"`
	DisableHistoryKLinePreload      bool `json:"disableHistoryKLinePreload"`

	// DisableStartUpBalanceQuery disables the balance query in the startup process
	// which initializes the session.Account with the QueryAccount method.
	DisableStartupBalanceQuery bool `json:"disableStartupBalanceQuery"`

	DisableSessionTradeBuffer bool `json:"disableSessionTradeBuffer"`

	DisableMarketDataStore bool `json:"disableMarketDataStore"`

	MaxSessionTradeBufferSize int `json:"maxSessionTradeBufferSize"`
}

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

type ExchangeOrderExecutor struct {
	Session *ExchangeSession `json:"-" yaml:"-"`
	// contains filtered or unexported fields
}

type ExchangeSession struct {

	// Exchange Session name
	Name         string             `json:"name,omitempty" yaml:"name,omitempty"`
	ExchangeName types.ExchangeName `json:"exchange" yaml:"exchange"`
	EnvVarPrefix string             `json:"envVarPrefix" yaml:"envVarPrefix"`
	Key          string             `json:"key,omitempty" yaml:"key,omitempty"`
	Secret       string             `json:"secret,omitempty" yaml:"secret,omitempty"`
	Passphrase   string             `json:"passphrase,omitempty" yaml:"passphrase,omitempty"`
	SubAccount   string             `json:"subAccount,omitempty" yaml:"subAccount,omitempty"`

	// Withdrawal is used for enabling withdrawal functions
	Withdrawal              bool             `json:"withdrawal,omitempty" yaml:"withdrawal,omitempty"`
	MakerFeeRate            fixedpoint.Value `json:"makerFeeRate" yaml:"makerFeeRate"`
	TakerFeeRate            fixedpoint.Value `json:"takerFeeRate" yaml:"takerFeeRate"`
	ModifyOrderAmountForFee bool             `json:"modifyOrderAmountForFee" yaml:"modifyOrderAmountForFee"`

	// PublicOnly is used for setting the session to public only (without authentication, no private user data)
	PublicOnly bool `json:"publicOnly,omitempty" yaml:"publicOnly"`

	// PrivateChannels is used for filtering the private user data channel, .e.g, orders, trades, balances.. etc
	// This option is exchange specific
	PrivateChannels []string `json:"privateChannels,omitempty" yaml:"privateChannels,omitempty"`

	// PrivateChannelSymbols is used for filtering the private user data channel, .e.g, order symbol subscription.
	// This option is exchange specific
	PrivateChannelSymbols []string `json:"privateChannelSymbols,omitempty" yaml:"privateChannelSymbols,omitempty"`

	Margin               bool   `json:"margin,omitempty" yaml:"margin"`
	IsolatedMargin       bool   `json:"isolatedMargin,omitempty" yaml:"isolatedMargin,omitempty"`
	IsolatedMarginSymbol string `json:"isolatedMarginSymbol,omitempty" yaml:"isolatedMarginSymbol,omitempty"`

	Futures               bool   `json:"futures,omitempty" yaml:"futures"`
	IsolatedFutures       bool   `json:"isolatedFutures,omitempty" yaml:"isolatedFutures,omitempty"`
	IsolatedFuturesSymbol string `json:"isolatedFuturesSymbol,omitempty" yaml:"isolatedFuturesSymbol,omitempty"`

	// The exchange account states
	Account *types.Account `json:"-" yaml:"-"`

	IsInitialized bool `json:"-" yaml:"-"`

	OrderExecutor *ExchangeOrderExecutor `json:"orderExecutor,omitempty" yaml:"orderExecutor,omitempty"`

	// UserDataStream is the connection stream of the exchange
	UserDataStream   types.Stream `json:"-" yaml:"-"`
	MarketDataStream types.Stream `json:"-" yaml:"-"`

	// Subscriptions
	// this is a read-only field when running strategy
	Subscriptions map[types.Subscription]types.Subscription `json:"-" yaml:"-"`

	Exchange types.Exchange `json:"-" yaml:"-"`

	UseHeikinAshi bool `json:"heikinAshi,omitempty" yaml:"heikinAshi,omitempty"`

	// Trades collects the executed trades from the exchange
	// map: symbol -> []trade
	Trades map[string]*types.TradeSlice `json:"-" yaml:"-"`
	// contains filtered or unexported fields
}

type ExchangeSessionSubscriber interface {
	Subscribe(session *ExchangeSession)
}

type ExchangeStrategyMount struct {
	// Mounts contains the ExchangeSession name to mount
	Mounts []string `json:"mounts"`

	// Strategy is the strategy we loaded from config
	Strategy SingleExchangeStrategy `json:"strategy"`
}

type ExitMethod struct {
	RoiStopLoss            *RoiStopLoss            `json:"roiStopLoss"`
	ProtectiveStopLoss     *ProtectiveStopLoss     `json:"protectiveStopLoss"`
	RoiTakeProfit          *RoiTakeProfit          `json:"roiTakeProfit"`
	TrailingStop           *TrailingStop2          `json:"trailingStop"`
	HigherHighLowerLowStop *HigherHighLowerLowStop `json:"higherHighLowerLowStopLoss"`

	// Exit methods for short positions
	// =================================================
	LowerShadowTakeProfit     *LowerShadowTakeProfit     `json:"lowerShadowTakeProfit"`
	CumulatedVolumeTakeProfit *CumulatedVolumeTakeProfit `json:"cumulatedVolumeTakeProfit"`
	SupportTakeProfit         *SupportTakeProfit         `json:"supportTakeProfit"`
}

type ExitMethodSet []ExitMethod

type ExponentialScale struct {
	Domain [2]float64 `json:"domain"`
	Range  [2]float64 `json:"range"`
	// contains filtered or unexported fields
}

type FastOrderExecutor struct {
	*GeneralOrderExecutor
}

type GeneralOrderExecutor struct {
	BaseOrderExecutor
	// contains filtered or unexported fields
}

type GoogleSpreadSheetServiceConfig struct {
	JsonTokenFile string `json:"jsonTokenFile" yaml:"jsonTokenFile"`
	SpreadSheetID string `json:"spreadSheetId" yaml:"spreadSheetId"`
}

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

type HigherHighLowerLowStop struct {
	Symbol string `json:"symbol"`

	// Interval is the kline interval used by this exit. Window is used as the range to determining higher highs and
	// lower lows
	types.IntervalWindow

	// HighLowWindow is the range to calculate the number of higher highs and lower lows
	HighLowWindow int `json:"highLowWindow"`

	// If the number of higher highs or lower lows with in HighLowWindow is more than MaxHighLow, the exit is triggered.
	// 0 disables this parameter. Either one of MaxHighLow and MinHighLow must be larger than 0
	MaxHighLow int `json:"maxHighLow"`

	// If the number of higher highs or lower lows with in HighLowWindow is less than MinHighLow, the exit is triggered.
	// 0 disables this parameter. Either one of MaxHighLow and MinHighLow must be larger than 0
	MinHighLow int `json:"minHighLow"`

	// ActivationRatio is the trigger condition
	// When the price goes higher (lower for short position) than this ratio, the stop will be activated.
	// You can use this to combine several exits
	ActivationRatio fixedpoint.Value `json:"activationRatio"`

	// DeactivationRatio is the kill condition
	// When the price goes higher (lower for short position) than this ratio, the stop will be deactivated.
	// You can use this to combine several exits
	DeactivationRatio fixedpoint.Value `json:"deactivationRatio"`

	// If true, looking for lower lows in long position and higher highs in short position. If false, looking for higher
	// highs in long position and lower lows in short position
	OppositeDirectionAsPosition bool `json:"oppositeDirectionAsPosition"`
	// contains filtered or unexported fields
}

type IndicatorSet struct {
	Symbol string
	// contains filtered or unexported fields
}

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

type LayerScale struct {
	LayerRule *SlideRule `json:"byLayer"`
}

type LinearScale struct {
	Domain [2]float64 `json:"domain"`
	Range  [2]float64 `json:"range"`
	// contains filtered or unexported fields
}

type LogFormatterType string

type LogarithmicScale struct {
	Domain [2]float64 `json:"domain"`
	Range  [2]float64 `json:"range"`
	// contains filtered or unexported fields
}

type Logger interface {
	Warnf(message string, args ...interface{})
	Errorf(message string, args ...interface{})
	Infof(message string, args ...interface{})
}

type Logging interface {
	EnableLogging()
	DisableLogging()
}

type LoggingConfig struct {
	Trade           bool                   `json:"trade,omitempty"`
	Order           bool                   `json:"order,omitempty"`
	Balance         bool                   `json:"balance,omitempty"`
	FilledOrderOnly bool                   `json:"filledOrder,omitempty"`
	Fields          map[string]interface{} `json:"fields,omitempty"`
}

type LowerShadowTakeProfit struct {
	// inherit from the strategy
	types.IntervalWindow

	// inherit from the strategy
	Symbol string `json:"symbol"`

	Ratio fixedpoint.Value `json:"ratio"`
	// contains filtered or unexported fields
}

type MACDConfig struct {
	types.IntervalWindow
}

type MarketDataStore struct {
	Symbol string

	// KLineWindows stores all loaded klines per interval
	KLineWindows map[types.Interval]*types.KLineWindow `json:"-"`
	// contains filtered or unexported fields
}

type MovingAverageSettings struct {
	Type     string         `json:"type"`
	Interval types.Interval `json:"interval"`
	Window   int            `json:"window"`

	Side *types.SideType `json:"side"`

	QuantityOrAmount
}

type Notifiability struct {
	SessionChannelRouter *PatternChannelRouter `json:"-"`
	SymbolChannelRouter  *PatternChannelRouter `json:"-"`
	ObjectChannelRouter  *ObjectChannelRouter  `json:"-"`
	// contains filtered or unexported fields
}

type NotificationConfig struct {
	Slack    *SlackNotification    `json:"slack,omitempty" yaml:"slack,omitempty"`
	Telegram *TelegramNotification `json:"telegram,omitempty" yaml:"telegram,omitempty"`
	Switches *NotificationSwitches `json:"switches" yaml:"switches"`
}

type NotificationSwitches struct {
	Trade       bool `json:"trade" yaml:"trade"`
	Position    bool `json:"position" yaml:"position"`
	OrderUpdate bool `json:"orderUpdate" yaml:"orderUpdate"`
	SubmitOrder bool `json:"submitOrder" yaml:"submitOrder"`
}

type Notifier interface {
	NotifyTo(channel string, obj interface{}, args ...interface{})
	Notify(obj interface{}, args ...interface{})
	SendPhotoTo(channel string, buffer *bytes.Buffer)
	SendPhoto(buffer *bytes.Buffer)
}

type NullNotifier struct{}

type ObjectChannelHandler func(obj interface{}) (channel string, ok bool)

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

type OpenPositionOptions struct {
	// Long is for open a long position
	// Long or Short must be set, avoid loading it from the config file
	// it should be set from the strategy code
	Long bool `json:"-" yaml:"-"`

	// Short is for open a short position
	// Long or Short must be set
	Short bool `json:"-" yaml:"-"`

	// Leverage is used for leveraged position and account
	// Leverage is not effected when using non-leverage spot account
	Leverage fixedpoint.Value `json:"leverage,omitempty" modifiable:"true"`

	// Quantity will be used first, it will override the leverage if it's given
	Quantity fixedpoint.Value `json:"quantity,omitempty" modifiable:"true"`

	// LimitOrder set to true to open a position with a limit order
	// default is false, and will send MarketOrder
	LimitOrder bool `json:"limitOrder,omitempty" modifiable:"true"`

	// LimitOrderTakerRatio is used when LimitOrder = true, it adjusts the price of the limit order with a ratio.
	// So you can ensure that the limit order can be a taker order. Higher the ratio, higher the chance it could be a taker order.
	//
	// limitOrderTakerRatio is the price ratio to adjust your limit order as a taker order. e.g., 0.1%
	// for sell order, 0.1% ratio means your final price = price * (1 - 0.1%)
	// for buy order, 0.1% ratio means your final price = price * (1 + 0.1%)
	// this is only enabled when the limitOrder option set to true
	LimitOrderTakerRatio fixedpoint.Value `json:"limitOrderTakerRatio,omitempty"`

	Price fixedpoint.Value `json:"-" yaml:"-"`
	Tags  []string         `json:"-" yaml:"-"`
}

type OrderCallback func(order types.Order)

type OrderExecutionRouter interface {
	// SubmitOrdersTo submit order to a specific exchange Session
	SubmitOrdersTo(ctx context.Context, session string, orders ...types.SubmitOrder) (createdOrders types.OrderSlice, err error)
	CancelOrdersTo(ctx context.Context, session string, orders ...types.Order) error
}

type OrderExecutor interface {
	SubmitOrders(ctx context.Context, orders ...types.SubmitOrder) (createdOrders types.OrderSlice, err error)
	CancelOrders(ctx context.Context, orders ...types.Order) error
}

type OrderExecutorExtended interface {
	SubmitOrders(ctx context.Context, orders ...types.SubmitOrder) (createdOrders types.OrderSlice, err error)
	CancelOrders(ctx context.Context, orders ...types.Order) error
	TradeCollector() *core.TradeCollector
	Position() *types.Position
}

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

type PercentageScale struct {
	ByPercentage *SlideRule `json:"byPercentage"`
}

type PersistenceConfig struct {
	Redis *service.RedisPersistenceConfig `json:"redis,omitempty" yaml:"redis,omitempty"`
	Json  *service.JsonPersistenceConfig  `json:"json,omitempty" yaml:"json,omitempty"`
}

type PnLReporter interface {
	Run()
}

type PnLReporterConfig struct {
	AverageCostBySymbols datatype.StringSlice `json:"averageCostBySymbols" yaml:"averageCostBySymbols"`
	Of                   datatype.StringSlice `json:"of" yaml:"of"`
	When                 datatype.StringSlice `json:"when" yaml:"when"`
}

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

type PositionCloser interface {
	ClosePosition(ctx context.Context, percentage fixedpoint.Value) error
}

type PositionReader interface {
	CurrentPosition() *types.Position
}

type PositionResetter interface {
	ResetPosition() error
}

type PriceVolumeScale struct {
	ByPriceRule  *SlideRule `json:"byPrice"`
	ByVolumeRule *SlideRule `json:"byVolume"`
}

type ProtectiveStopLoss struct {
	Symbol string `json:"symbol"`

	// ActivationRatio is the trigger condition of this ROI protection stop loss
	// When the price goes lower (for short position) with the ratio, the protection stop will be activated.
	// This number should be positive to protect the profit
	ActivationRatio fixedpoint.Value `json:"activationRatio"`

	// StopLossRatio is the ratio for stop loss. This number should be positive to protect the profit.
	// negative ratio will cause loss.
	StopLossRatio fixedpoint.Value `json:"stopLossRatio"`

	// PlaceStopOrder places the stop order on exchange and lock the balance
	PlaceStopOrder bool `json:"placeStopOrder"`

	// Interval is the time resolution to update the stop order
	// KLine per Interval will be used for updating the stop order
	Interval types.Interval `json:"interval,omitempty"`
	// contains filtered or unexported fields
}

type QuadraticScale struct {
	Domain [3]float64 `json:"domain"`
	Range  [3]float64 `json:"range"`
	// contains filtered or unexported fields
}

type QuantityOrAmount struct {
	// Quantity is the base order quantity for your buy/sell order.
	// when quantity is set, the amount option will be not used.
	Quantity fixedpoint.Value `json:"quantity"`

	// Amount is the order quote amount for your buy/sell order.
	Amount fixedpoint.Value `json:"amount,omitempty"`
}

type Quota struct {
	Available fixedpoint.Value
	Locked    fixedpoint.Value
	// contains filtered or unexported fields
}

type QuotaTransaction struct {
	BaseAsset  Quota
	QuoteAsset Quota
	// contains filtered or unexported fields
}

type RiskControlOrderExecutor struct {
	*ExchangeOrderExecutor

	// Symbol => Executor config
	BySymbol map[string]*SymbolBasedRiskController `json:"bySymbol,omitempty" yaml:"bySymbol,omitempty"`
}

type RiskControls struct {
	SessionBasedRiskControl map[string]*SessionBasedRiskControl `json:"sessionBased,omitempty" yaml:"sessionBased,omitempty"`
}

type RoiStopLoss struct {
	Symbol             string
	Percentage         fixedpoint.Value `json:"percentage"`
	CancelActiveOrders bool             `json:"cancelActiveOrders"`
	// Interval is the time resolution to update the stop order
	// KLine per Interval will be used for updating the stop order
	Interval types.Interval `json:"interval,omitempty"`
	// contains filtered or unexported fields
}

type RoiTakeProfit struct {
	Symbol             string           `json:"symbol"`
	Percentage         fixedpoint.Value `json:"percentage"`
	CancelActiveOrders bool             `json:"cancelActiveOrders"`

	// Interval is the time resolution to update the stop order
	// KLine per Interval will be used for updating the stop order
	Interval types.Interval `json:"interval,omitempty"`
	// contains filtered or unexported fields
}

type Scale interface {
	Solve() error
	Formula() string
	FormulaOf(x float64) string
	Call(x float64) (y float64)
	Sum(step float64) float64
}

type SerialMarketDataStore struct {
	*MarketDataStore
	UseMarketTrade bool
	KLines         map[types.Interval]*types.KLine
	MinInterval    types.Interval
	Subscription   []types.Interval
	// contains filtered or unexported fields
}

type ServiceConfig struct {
	GoogleSpreadSheetService *GoogleSpreadSheetServiceConfig `json:"googleSpreadSheet" yaml:"googleSpreadSheet"`
}

type Session struct {
	Name         string `json:"name,omitempty" yaml:"name,omitempty"`
	ExchangeName string `json:"exchange" yaml:"exchange"`
	EnvVarPrefix string `json:"envVarPrefix" yaml:"envVarPrefix"`

	Key    string `json:"key,omitempty" yaml:"key,omitempty"`
	Secret string `json:"secret,omitempty" yaml:"secret,omitempty"`

	PublicOnly           bool   `json:"publicOnly,omitempty" yaml:"publicOnly"`
	Margin               bool   `json:"margin,omitempty" yaml:"margin,omitempty"`
	IsolatedMargin       bool   `json:"isolatedMargin,omitempty" yaml:"isolatedMargin,omitempty"`
	IsolatedMarginSymbol string `json:"isolatedMarginSymbol,omitempty" yaml:"isolatedMarginSymbol,omitempty"`
}

type SessionBasedRiskControl struct {
	OrderExecutor *RiskControlOrderExecutor `json:"orderExecutor,omitempty" yaml:"orderExecutor"`
}

type ShutdownHandler func(ctx context.Context, wg *sync.WaitGroup)

type SilentLogger struct{}

type SimpleInteraction struct {
	Command     string
	Description string
	F           interface{}
	Cmd         *interact.Command
}

type SimpleOrderExecutor struct {
	BaseOrderExecutor
	// contains filtered or unexported fields
}

type SingleExchangeStrategy interface {
	StrategyID
	Run(ctx context.Context, orderExecutor OrderExecutor, session *ExchangeSession) error
}

type SlackNotification struct {
	DefaultChannel string `json:"defaultChannel,omitempty"  yaml:"defaultChannel,omitempty"`
	ErrorChannel   string `json:"errorChannel,omitempty"  yaml:"errorChannel,omitempty"`
}

type SlackNotificationRouting struct {
	Trade       string `json:"trade,omitempty" yaml:"trade,omitempty"`
	Order       string `json:"order,omitempty" yaml:"order,omitempty"`
	SubmitOrder string `json:"submitOrder,omitempty" yaml:"submitOrder,omitempty"`
	PnL         string `json:"pnL,omitempty" yaml:"pnL,omitempty"`
}

type SlideRule struct {
	// Scale type could be one of "log", "exp", "linear", "quadratic"
	// this is similar to the d3.scale
	LinearScale    *LinearScale      `json:"linear"`
	LogScale       *LogarithmicScale `json:"log"`
	ExpScale       *ExponentialScale `json:"exp"`
	QuadraticScale *QuadraticScale   `json:"quadratic"`
}

type SourceFunc func(*types.KLine) fixedpoint.Value

type SourceSelector struct {
	Source selectorInternal `json:"source,omitempty"`
}

type StandardIndicatorSet struct {
	Symbol string
	// contains filtered or unexported fields
}

type Stash map[string]interface{}

type StopEMA struct {
	types.IntervalWindow
	Range fixedpoint.Value `json:"range"`
	// contains filtered or unexported fields
}

type StrategyController struct {
	Status types.StrategyStatus
	// contains filtered or unexported fields
}

type StrategyControllerEventHub interface {
	OnSuspend(cb func())

	OnResume(cb func())

	OnEmergencyStop(cb func())
}

type StrategyDefaulter interface {
	Defaults() error
}

type StrategyID interface {
	ID() string
}

type StrategyInitializer interface {
	Initialize() error
}

type StrategyShutdown interface {
	Shutdown(ctx context.Context, wg *sync.WaitGroup)
}

type StrategyStatusReader interface {
	GetStatus() types.StrategyStatus
}

type StrategyToggler interface {
	StrategyStatusReader
	Suspend() error
	Resume() error
}

type StrategyValidator interface {
	Validate() error
}

type SupportTakeProfit struct {
	Symbol string
	types.IntervalWindow

	Ratio fixedpoint.Value `json:"ratio"`
	// contains filtered or unexported fields
}

type SymbolBasedRiskController struct {
	BasicRiskController *BasicRiskController `json:"basic,omitempty" yaml:"basic,omitempty"`
}

type SyncConfig struct {
	// Sessions to sync, if ignored, all defined sessions will sync
	Sessions []string `json:"sessions,omitempty" yaml:"sessions,omitempty"`

	// Symbols is the list of session:symbol pair to sync, if ignored, symbols wlll be discovered by your existing crypto balances
	// Valid formats are: {session}:{symbol},  {symbol} or in YAML object form {symbol: "BTCUSDT", session:"max" }
	Symbols []SyncSymbol `json:"symbols,omitempty" yaml:"symbols,omitempty"`

	// DepositHistory is for syncing deposit history
	DepositHistory bool `json:"depositHistory" yaml:"depositHistory"`

	// WithdrawHistory is for syncing withdraw history
	WithdrawHistory bool `json:"withdrawHistory" yaml:"withdrawHistory"`

	// RewardHistory is for syncing reward history
	RewardHistory bool `json:"rewardHistory" yaml:"rewardHistory"`

	// MarginHistory is for syncing margin related history: loans, repays, interests and liquidations
	MarginHistory bool `json:"marginHistory" yaml:"marginHistory"`

	MarginAssets []string `json:"marginAssets" yaml:"marginAssets"`

	// Since is the date where you want to start syncing data
	Since *types.LooseFormatTime `json:"since,omitempty"`

	// UserDataStream is for real-time sync with websocket user data stream
	UserDataStream *struct {
		Trades       bool `json:"trades,omitempty" yaml:"trades,omitempty"`
		FilledOrders bool `json:"filledOrders,omitempty" yaml:"filledOrders,omitempty"`
	} `json:"userDataStream,omitempty" yaml:"userDataStream,omitempty"`
}

type SyncStatus int

type SyncSymbol struct {
	Symbol  string `json:"symbol" yaml:"symbol"`
	Session string `json:"session" yaml:"session"`
}

type TelegramNotification struct {
	Broadcast bool `json:"broadcast" yaml:"broadcast"`
}

type TradeReporter struct {
	*Notifiability
}

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

type TrailingStop2 struct {
	Symbol string

	// CallbackRate is the callback rate from the previous high price
	CallbackRate fixedpoint.Value `json:"callbackRate,omitempty"`

	ActivationRatio fixedpoint.Value `json:"activationRatio,omitempty"`

	// ClosePosition is a percentage of the position to be closed
	ClosePosition fixedpoint.Value `json:"closePosition,omitempty"`

	// MinProfit is the percentage of the minimum profit ratio.
	// Stop order will be activated only when the price reaches above this threshold.
	MinProfit fixedpoint.Value `json:"minProfit,omitempty"`

	// Interval is the time resolution to update the stop order
	// KLine per Interval will be used for updating the stop order
	Interval types.Interval `json:"interval,omitempty"`

	Side types.SideType `json:"side,omitempty"`
	// contains filtered or unexported fields
}

type TrendEMA struct {
	types.IntervalWindow

	// MaxGradient is the maximum gradient allowed for the entry.
	MaxGradient float64 `json:"maxGradient"`
	MinGradient float64 `json:"minGradient"`
	// contains filtered or unexported fields
}

type TwapExecution struct {
	Session        *ExchangeSession
	Symbol         string
	Side           types.SideType
	TargetQuantity fixedpoint.Value
	SliceQuantity  fixedpoint.Value
	StopPrice      fixedpoint.Value
	NumOfTicks     int
	UpdateInterval time.Duration
	DeadlineTime   time.Time
	// contains filtered or unexported fields
}