dola

package module
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 Go to latest Published: Feb 3, 2023 License: MIT Imports: 30 Imported by: 0

README

Dola

Що се рекло от три наречници,
що се рекло и се извършило...

Dola is a cryptocurrency trading library that provides:

Exchanges

Dola expects to find a configuration file at ~/.dola/config.json. See an example here.

NB: Dola needs just the exchanges section.

Strategies

Each strategy is an implementation of the following interface. Dola has the responsibility of invoking all of the Strategy methods. Strategy.On* methods are invoked whenever there is new data from one of the registered exchanges. If you need a strategy that supports just one exchange (out of many), take a look at DedicatedStrategy.

type Strategy interface {
	Init(k *Keep, e exchange.IBotExchange) error
	OnFunding(k *Keep, e exchange.IBotExchange, x stream.FundingData) error
	OnPrice(k *Keep, e exchange.IBotExchange, x ticker.Price) error
	OnKline(k *Keep, e exchange.IBotExchange, x stream.KlineData) error
	OnOrderBook(k *Keep, e exchange.IBotExchange, x orderbook.Base) error
	OnOrder(k *Keep, e exchange.IBotExchange, x order.Detail) error
	OnModify(k *Keep, e exchange.IBotExchange, x order.Modify) error
	OnBalanceChange(k *Keep, e exchange.IBotExchange, x account.Change) error
	OnUnrecognized(k *Keep, e exchange.IBotExchange, x interface{}) error
	Deinit(k *Keep, e exchange.IBotExchange) error
}

Example

package main

import (
	"github.com/numeusxyz/dola"
)

func main() {
	keep, _ := dola.NewKeepBuilder().Build()
	keep.Root.Add("verbose", dola.VerboseStrategy{})
	keep.Run(context.Background())
}
Augment config
keep, _ := dola.NewKeepBuilder().Augment(func (c *config.Config) erro {
    doSomething(c)
}).Build()
Build custom exchanges
creator := func() (exchange.IBotExchange, error) {
  return NewCustomExchange()
}
keep, _ := dola.NewKeepBuilder().CustomExchange(name, creator).Build()

Documentation

Overview

Package dola provides cryptocurrency trading primitives: exchange integrations (via github.com/thrasher-corp/gocryptotrader), event-driven strategies, utilities and more.

Holdings contains related functions / types

The toolbelt is a set of helper functions that eases strategies and cross usage.

Index

Examples

Constants

View Source 
const (
	// In dormant mode the AwakenLogger outputs trace logs as info
	// every once in a while.
	Dormant = iota
	// In awaken mode everything is outputted as-is.
	Awaken = iota
)

Variables

View Source 
var (
	ErrNoExchangesLoaded    = errors.New("no exchanges have been loaded")
	ErrExchangeFailedToLoad = errors.New("exchange failed to load")
)
View Source 
var (
	ErrAccountIndexOutOfRange = errors.New("no account with this index exists")
	ErrHoldingsNotFound       = errors.New("holdings not found for exchange")
	ErrAccountNotFound        = errors.New("account not found in holdings")
	ErrAssetNotFound          = errors.New("asset not found in account")
	ErrCurrencyNotFound       = errors.New("currency not found in asset")
)
View Source 
var (
	ErrStrategyNotFound = errors.New("strategy not found")
	ErrNotStrategy      = errors.New("given object is not a strategy")
)
View Source 
var (
	ErrWebsocketNotSupported = errors.New("websocket not supported")
	ErrWebsocketNotEnabled   = errors.New("websocket is not enabled")
)
View Source 
var ErrCreatorNotRegistered = errors.New("exchange creator not registered")
View Source 
var ErrNeedBalancesStrategy = errors.New("Keep should be configured with balances support")
View Source 
var ErrNoAssetType = errors.New("asset type not associated with currency pair")
View Source 
var ErrOrdersAlreadyExists = errors.New("order already exists")
View Source 
var ErrUnknownEvent = errors.New("unknown event")

Functions

func CheckerAssert 

func CheckerAssert()

CheckerAssert should be defer-called in main().

func CheckerPop 

func CheckerPop(xs ...string)

func CheckerPush 

func CheckerPush(xs ...string)

func Code 

func Code(e *zerolog.Event, code string)

func ConfigFile 

func ConfigFile(inp string) string

ConfigFile checks whether a file with the given path exists. If it doesnt, it falls back to: (1) $DOLA_CONFIG, (2) ~/.dola.config.json or (3) returns an empty string.

func ExpandUser 

func ExpandUser(path string) string

ExpandUser returns the argument with an initial ~ replaced by user's home directory.

func FileExists 

func FileExists(path string) bool

func Location 

func Location() string

Location returns the name of the caller function.

func Location2 

func Location2() string

Location2 returns the name of the caller of the caller function.

func Loop 

func Loop(ctx context.Context, k *Keep, e exchange.IBotExchange, s Strategy) error

func ModifyOrder 

func ModifyOrder(ctx context.Context,
	k *Keep,
	e exchange.IBotExchange,
	mod order.Modify) (ans order.Modify, err error)

func ModifyToCancel 

func ModifyToCancel(mod order.Modify) order.Cancel

func ModifyToSubmit 

func ModifyToSubmit(mod order.Modify) order.Submit

func Msg 

func Msg(e *zerolog.Event)

func RandomOrderID 

func RandomOrderID(prefix string) string

RandomOrderID uses code and ideas from: https://stackoverflow.com/questions/32349807 and https://stackoverflow.com/questions/13378815 .

Length of produced client order ID is encoded in the code. See `seed`.

func Stream 

func Stream(ctx context.Context, k *Keep, e exchange.IBotExchange, s Strategy) error

func Ticker 

func Ticker(p interface{}) ticker.Price

Ticker casts a void* to ticker.Price.

func What 

func What(e *zerolog.Event, what string)

Types

type Array 

type Array interface {
	At(index int) interface{}
	Len() int
	Last() interface{}

	Floats() []float64
	LastFloat() float64
}

type AugmentConfigFunc 

type AugmentConfigFunc func(*config.Config) error

type AwakenLogger 

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

func NewAwakenLogger 

func NewAwakenLogger(d time.Duration) AwakenLogger

func (*AwakenLogger) Trace 

func (t *AwakenLogger) Trace() *zerolog.Event

func (*AwakenLogger) WakeUp 

func (t *AwakenLogger) WakeUp()

WakeUp gets the AwakenLogger out of its dormant state for a an amount of time.

type BalancesStrategy 

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

func (*BalancesStrategy) Deinit 

func (b *BalancesStrategy) Deinit(k *Keep, e exchange.IBotExchange) error

func (*BalancesStrategy) ExchangeHoldings 

func (b *BalancesStrategy) ExchangeHoldings(exchangeName string) (*ExchangeHoldings, error)

func (*BalancesStrategy) Init 

func (b *BalancesStrategy) Init(ctx context.Context, k *Keep, e exchange.IBotExchange) error

func (*BalancesStrategy) OnBalanceChange 

func (b *BalancesStrategy) OnBalanceChange(k *Keep, e exchange.IBotExchange, x account.Change) error

func (*BalancesStrategy) OnFill 

func (b *BalancesStrategy) OnFill(k *Keep, e exchange.IBotExchange, x []fill.Data) error

func (*BalancesStrategy) OnFunding 

func (b *BalancesStrategy) OnFunding(k *Keep, e exchange.IBotExchange, x stream.FundingData) error

func (*BalancesStrategy) OnKline 

func (b *BalancesStrategy) OnKline(k *Keep, e exchange.IBotExchange, x stream.KlineData) error

func (*BalancesStrategy) OnModify 

func (b *BalancesStrategy) OnModify(k *Keep, e exchange.IBotExchange, x order.Modify) error

func (*BalancesStrategy) OnOrder 

func (b *BalancesStrategy) OnOrder(k *Keep, e exchange.IBotExchange, x order.Detail) error

func (*BalancesStrategy) OnOrderBook 

func (b *BalancesStrategy) OnOrderBook(k *Keep, e exchange.IBotExchange, x orderbook.Base) error

func (*BalancesStrategy) OnPrice 

func (b *BalancesStrategy) OnPrice(k *Keep, e exchange.IBotExchange, x ticker.Price) error

func (*BalancesStrategy) OnTrade 

func (b *BalancesStrategy) OnTrade(k *Keep, e exchange.IBotExchange, x []trade.Data) error

func (*BalancesStrategy) OnUnrecognized 

func (b *BalancesStrategy) OnUnrecognized(k *Keep, e exchange.IBotExchange, x interface{}) error

type CircularArray 

type CircularArray struct {
	Offset int
	// contains filtered or unexported fields
}

func NewCircularArray 

func NewCircularArray(n int) CircularArray

func (*CircularArray) At 

func (a *CircularArray) At(index int) interface{}

func (*CircularArray) Floats 

func (a *CircularArray) Floats() []float64

func (*CircularArray) Index 

func (a *CircularArray) Index(i int) int

Index maps an external 0-based index to the corresponding internal index.

func (*CircularArray) Last 

func (a *CircularArray) Last() interface{}

func (*CircularArray) LastFloat 

func (a *CircularArray) LastFloat() float64

func (*CircularArray) LastIndex 

func (a *CircularArray) LastIndex() int

func (*CircularArray) Len 

func (a *CircularArray) Len() int

func (*CircularArray) Push 

func (a *CircularArray) Push(x interface{})

type CurrencyBalance 

type CurrencyBalance struct {
	Currency   currency.Code
	TotalValue float64
	Hold       float64
}

Balance is a sub type to store currency name and individual totals.

type DedicatedStrategy 

type DedicatedStrategy struct {
	Exchange string
	Wrapped  Strategy
}

DedicatedStrategy is a Strategy wrapper that executes wrapped methods only when events come from a particular exchange.

func (*DedicatedStrategy) Deinit 

func (d *DedicatedStrategy) Deinit(k *Keep, e exchange.IBotExchange) error

func (*DedicatedStrategy) Init 

func (d *DedicatedStrategy) Init(ctx context.Context, k *Keep, e exchange.IBotExchange) error

func (*DedicatedStrategy) OnBalanceChange 

func (d *DedicatedStrategy) OnBalanceChange(k *Keep, e exchange.IBotExchange, x account.Change) error

func (*DedicatedStrategy) OnFill 

func (d *DedicatedStrategy) OnFill(k *Keep, e exchange.IBotExchange, x []fill.Data) error

func (*DedicatedStrategy) OnFunding 

func (d *DedicatedStrategy) OnFunding(k *Keep, e exchange.IBotExchange, x stream.FundingData) error

func (*DedicatedStrategy) OnKline 

func (d *DedicatedStrategy) OnKline(k *Keep, e exchange.IBotExchange, x stream.KlineData) error

func (*DedicatedStrategy) OnModify 

func (d *DedicatedStrategy) OnModify(k *Keep, e exchange.IBotExchange, x order.Modify) error

func (*DedicatedStrategy) OnOrder 

func (d *DedicatedStrategy) OnOrder(k *Keep, e exchange.IBotExchange, x order.Detail) error

func (*DedicatedStrategy) OnOrderBook 

func (d *DedicatedStrategy) OnOrderBook(k *Keep, e exchange.IBotExchange, x orderbook.Base) error

func (*DedicatedStrategy) OnPrice 

func (d *DedicatedStrategy) OnPrice(k *Keep, e exchange.IBotExchange, x ticker.Price) error

func (*DedicatedStrategy) OnTrade 

func (d *DedicatedStrategy) OnTrade(k *Keep, e exchange.IBotExchange, x []trade.Data) error

func (*DedicatedStrategy) OnUnrecognized 

func (d *DedicatedStrategy) OnUnrecognized(k *Keep, e exchange.IBotExchange, x interface{}) error

type ErrorWaitGroup 

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

func (*ErrorWaitGroup) Add 

func (m *ErrorWaitGroup) Add(delta int)

func (*ErrorWaitGroup) Done 

func (m *ErrorWaitGroup) Done(right error)

func (*ErrorWaitGroup) Wait 

func (m *ErrorWaitGroup) Wait() error

type ExchangeFactory 

type ExchangeFactory func(name string) (exchange.IBotExchange, error)

func (ExchangeFactory) NewExchangeByName 

func (e ExchangeFactory) NewExchangeByName(name string) (exchange.IBotExchange, error)

NewExchangeByName implements gocryptotrader/engine.CustomExchangeBuilder.

type ExchangeHoldings 

type ExchangeHoldings struct {
	Accounts map[string]SubAccount
}

Holdings maps account ids to SubAccounts.

func Holdings 

func Holdings(k *Keep, exchangeName string) (*ExchangeHoldings, error)

func NewExchangeHoldings 

func NewExchangeHoldings() *ExchangeHoldings

func (*ExchangeHoldings) CurrencyBalance 

func (h *ExchangeHoldings) CurrencyBalance(accountID string,
	asset asset.Item,
	code currency.Code) (CurrencyBalance, error)

type GCTConsoleWriter 

type GCTConsoleWriter struct{}

func (GCTConsoleWriter) Write 

func (c GCTConsoleWriter) Write(p []byte) (n int, err error)

type Historian 

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

func NewHistorian 

func NewHistorian(interval time.Duration, stateLength int, f func(Array)) Historian

func (*Historian) Floats 

func (u *Historian) Floats() []float64

Floats returns the State array, but casted to []float64.

func (*Historian) Push 

func (u *Historian) Push(x interface{})

func (*Historian) Update 

func (u *Historian) Update(now time.Time, x interface{})

type HistoryStrategy 

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

func NewHistoryStrategy 

func NewHistoryStrategy() HistoryStrategy

func (*HistoryStrategy) AddHistorian 

func (r *HistoryStrategy) AddHistorian(
	exchangeName,
	eventName string,
	interval time.Duration,
	stateLength int,
	f func(Array),
) error

func (*HistoryStrategy) BindOnPrice 

func (r *HistoryStrategy) BindOnPrice(unit *Historian)

func (*HistoryStrategy) Deinit 

func (r *HistoryStrategy) Deinit(k *Keep, e exchange.IBotExchange) error

func (*HistoryStrategy) Init 

func (r *HistoryStrategy) Init(ctx context.Context, k *Keep, e exchange.IBotExchange) error

func (*HistoryStrategy) OnBalanceChange 

func (r *HistoryStrategy) OnBalanceChange(k *Keep, e exchange.IBotExchange, x account.Change) error

func (*HistoryStrategy) OnFill 

func (r *HistoryStrategy) OnFill(k *Keep, e exchange.IBotExchange, x []fill.Data) error

func (*HistoryStrategy) OnFunding 

func (r *HistoryStrategy) OnFunding(k *Keep, e exchange.IBotExchange, x stream.FundingData) error

func (*HistoryStrategy) OnKline 

func (r *HistoryStrategy) OnKline(k *Keep, e exchange.IBotExchange, x stream.KlineData) error

func (*HistoryStrategy) OnModify 

func (r *HistoryStrategy) OnModify(k *Keep, e exchange.IBotExchange, x order.Modify) error

func (*HistoryStrategy) OnOrder 

func (r *HistoryStrategy) OnOrder(k *Keep, e exchange.IBotExchange, x order.Detail) error

func (*HistoryStrategy) OnOrderBook 

func (r *HistoryStrategy) OnOrderBook(k *Keep, e exchange.IBotExchange, x orderbook.Base) error

func (*HistoryStrategy) OnPrice 

func (r *HistoryStrategy) OnPrice(k *Keep, e exchange.IBotExchange, x ticker.Price) error

func (*HistoryStrategy) OnTrade 

func (r *HistoryStrategy) OnTrade(k *Keep, e exchange.IBotExchange, x []trade.Data) error

func (*HistoryStrategy) OnUnrecognized 

func (r *HistoryStrategy) OnUnrecognized(k *Keep, e exchange.IBotExchange, x interface{}) error

type Keep 

type Keep struct {
	Config          config.Config
	ExchangeManager engine.ExchangeManager
	Root            RootStrategy
	Settings        engine.Settings
	// contains filtered or unexported fields
}
Example 
package main

import (
	"context"

	"github.com/numeusxyz/dola"
)

func main() {
	keep, _ := dola.NewKeepBuilder().Build(context.Background())
	keep.Root.Add("verbose", dola.VerboseStrategy{}) //nolint:exhaustivestruct
	keep.Run(context.Background())
}

Output:

func (*Keep) ActivateAsset 

func (bot *Keep) ActivateAsset(e exchange.IBotExchange, a asset.Item) error

ActivatePair activates and makes available the provided currency pair. nolint: stylecheck

func (*Keep) ActivatePair 

func (bot *Keep) ActivatePair(e exchange.IBotExchange, a asset.Item, p currency.Pair) error

ActivatePair activates and makes available the provided asset type, currency pair.

func (*Keep) AddHistorian 

func (bot *Keep) AddHistorian(
	exchangeName,
	eventName string,
	interval time.Duration,
	stateLength int,
	f func(Array),
) error

func (*Keep) CancelAllOrders 

func (bot *Keep) CancelAllOrders(ctx context.Context,
	exchangeOrName interface{},
	assetType asset.Item,
	pair currency.Pair) (
	order.CancelAllResponse, error,
)

func (*Keep) CancelOrder 

func (bot *Keep) CancelOrder(ctx context.Context, exchangeOrName interface{}, x order.Cancel) error

func (*Keep) CancelOrdersByPrefix 

func (bot *Keep) CancelOrdersByPrefix(ctx context.Context,
	exchangeOrName interface{},
	x order.Cancel,
	prefix string) error

func (*Keep) GetActiveOrders 

func (bot *Keep) GetActiveOrders(ctx context.Context, exchangeOrName interface{}, request order.GetOrdersRequest) (
	[]order.Detail, error,
)

func (*Keep) GetEnabledPairAssetType 

func (bot *Keep) GetEnabledPairAssetType(e exchange.IBotExchange, c currency.Pair) (asset.Item, error)

GetEnabledPairAssetType returns the asset type that matches with the enabled provided currency pair, returns the first matching asset.

func (*Keep) GetExchangeByName 

func (bot *Keep) GetExchangeByName(name string) (exchange.IBotExchange, error)

GetExchangeByName returns an exchange interface given it's name.

func (*Keep) GetExchanges 

func (bot *Keep) GetExchanges() []exchange.IBotExchange

GetExchanges is a wrapper of GCT's Engine.GetExchanges. nolint

func (*Keep) GetOrderValue 

func (bot *Keep) GetOrderValue(exchangeName, orderID string) (OrderValue, bool)

func (*Keep) ModifyOrder 

func (bot *Keep) ModifyOrder(ctx context.Context,
	exchangeOrName interface{},
	mod order.Modify) (order.Modify, error)

func (*Keep) OnOrder 

func (bot *Keep) OnOrder(e exchange.IBotExchange, x order.Detail)

func (*Keep) ReportEvent 

func (bot *Keep) ReportEvent(m Metric, labels ...string)

func (*Keep) ReportLatency 

func (bot *Keep) ReportLatency(m Metric, t time.Time, labels ...string)

func (*Keep) ReportValue 

func (bot *Keep) ReportValue(m Metric, v float64, labels ...string)

func (*Keep) Run 

func (bot *Keep) Run(ctx context.Context)

Run is the entry point of all exchange data streams. Strategy.On*() events for a single exchange are invoked from the same thread. Thus, if a strategy deals with multiple exchanges simultaneously, there may be race conditions.

func (*Keep) SubmitOrder 

func (bot *Keep) SubmitOrder(ctx context.Context,
	exchangeOrName interface{},
	submit order.Submit) (order.SubmitResponse, error)

func (*Keep) SubmitOrderUD 

func (bot *Keep) SubmitOrderUD(ctx context.Context,
	exchangeOrName interface{},
	submit order.Submit,
	userData interface{}) (
	order.SubmitResponse, error,
)

func (*Keep) SubmitOrders 

func (bot *Keep) SubmitOrders(ctx context.Context, e exchange.IBotExchange, xs ...order.Submit) error

type KeepBuilder 

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

func NewKeepBuilder 

func NewKeepBuilder() *KeepBuilder

func (*KeepBuilder) Augment 

func (b *KeepBuilder) Augment(f AugmentConfigFunc) *KeepBuilder

func (*KeepBuilder) Balances 

func (b *KeepBuilder) Balances(refreshRate time.Duration) *KeepBuilder

func (*KeepBuilder) Build 

func (b *KeepBuilder) Build(ctx context.Context) (*Keep, error)

nolint: funlen

func (*KeepBuilder) CustomExchange 

func (b *KeepBuilder) CustomExchange(f ExchangeFactory) *KeepBuilder

func (*KeepBuilder) Reporter 

func (b *KeepBuilder) Reporter(r Reporter) *KeepBuilder

func (*KeepBuilder) Settings 

func (b *KeepBuilder) Settings(s engine.Settings) *KeepBuilder

type LogState 

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

LogState keeps track of what the current state is.

func NewLogState 

func NewLogState(duration time.Duration) LogState

func (*LogState) Awaken 

func (s *LogState) Awaken() bool

func (*LogState) WakeUp 

func (s *LogState) WakeUp()

type Metric 

type Metric int
const (
	// Submit order metrics.
	SubmitOrderMetric Metric = iota
	SubmitOrderLatencyMetric
	SubmitOrderErrorMetric
	// Submit bulk orders metrics.
	SubmitBulkOrderMetric
	SubmitBulkOrderLatencyMetric
	// Modify order metrics.
	ModifyOrderMetric
	ModifyOrderLatencyMetric
	ModifyOrderErrorMetric
	// Cancel order metrics.
	CancelOrderMetric
	CancelOrderLatencyMetric
	CancelOrderErrorMetric
	// Cancel all orders metrics.
	CancelAllOrdersMetric
	CancelAllOrdersLatencyMetric
	CancelAllOrdersErrorMetric
	// Get Active orders metrics.
	GetActiveOrdersMetric
	GetActiveOrdersLatencyMetric
	GetActiveOrdersErrorMetric
	// this should always be the last one.
	MaxMetrics
)

type OnFilledObserver 

type OnFilledObserver interface {
	OnFilled(k *Keep, e exchange.IBotExchange, x order.Detail)
}

type OrderKey 

type OrderKey struct {
	ExchangeName string
	OrderID      string
}

type OrderRegistry 

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

func NewOrderRegistry 

func NewOrderRegistry() *OrderRegistry

func (*OrderRegistry) GetOrderValue 

func (r *OrderRegistry) GetOrderValue(exchangeName, orderID string) (OrderValue, bool)

func (*OrderRegistry) Length 

func (r *OrderRegistry) Length() int

func (*OrderRegistry) Store 

func (r *OrderRegistry) Store(exchangeName string, response order.SubmitResponse, userData interface{}) bool

Store saves order details. If such an order exists (matched by exchange name and order ID), false is returned.

type OrderValue 

type OrderValue struct {
	SubmitResponse order.SubmitResponse
	UserData       interface{}
}

type Profiler 

type Profiler struct {
	Filename string
}

func NewProfiler 

func NewProfiler(filename string) Profiler

func (Profiler) Stop 

func (p Profiler) Stop()

type Reporter 

type Reporter interface {
	// Event metrics is a single occurrence
	Event(m Metric, labels ...string)
	// Latency metrics provides visibility over latencies
	Latency(m Metric, d time.Duration, labels ...string)
	// Value metrics provide visibility over arbitrary values
	Value(m Metric, v float64, labels ...string)
}

type RootStrategy 

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

func NewRootStrategy 

func NewRootStrategy() RootStrategy

func (*RootStrategy) Add 

func (m *RootStrategy) Add(name string, s Strategy)

func (*RootStrategy) Deinit 

func (m *RootStrategy) Deinit(k *Keep, e exchange.IBotExchange) error

func (*RootStrategy) Delete 

func (m *RootStrategy) Delete(name string) (Strategy, error)

func (*RootStrategy) Get 

func (m *RootStrategy) Get(name string) (Strategy, error)

func (*RootStrategy) Init 

func (m *RootStrategy) Init(ctx context.Context, k *Keep, e exchange.IBotExchange) error

func (*RootStrategy) OnBalanceChange 

func (m *RootStrategy) OnBalanceChange(k *Keep, e exchange.IBotExchange, x account.Change) error

func (*RootStrategy) OnFill 

func (m *RootStrategy) OnFill(k *Keep, e exchange.IBotExchange, x []fill.Data) error

func (*RootStrategy) OnFunding 

func (m *RootStrategy) OnFunding(k *Keep, e exchange.IBotExchange, x stream.FundingData) error

func (*RootStrategy) OnKline 

func (m *RootStrategy) OnKline(k *Keep, e exchange.IBotExchange, x stream.KlineData) error

func (*RootStrategy) OnModify 

func (m *RootStrategy) OnModify(k *Keep, e exchange.IBotExchange, x order.Modify) error

func (*RootStrategy) OnOrder 

func (m *RootStrategy) OnOrder(k *Keep, e exchange.IBotExchange, x order.Detail) error

func (*RootStrategy) OnOrderBook 

func (m *RootStrategy) OnOrderBook(k *Keep, e exchange.IBotExchange, x orderbook.Base) error

func (*RootStrategy) OnPrice 

func (m *RootStrategy) OnPrice(k *Keep, e exchange.IBotExchange, x ticker.Price) error

func (*RootStrategy) OnTrade 

func (m *RootStrategy) OnTrade(k *Keep, e exchange.IBotExchange, x []trade.Data) error

func (*RootStrategy) OnUnrecognized 

func (m *RootStrategy) OnUnrecognized(k *Keep, e exchange.IBotExchange, x interface{}) error

type Slots 

type Slots struct {
	OnFilledSlot func(k *Keep, e exchange.IBotExchange, x order.Detail)
}

func (Slots) OnFilled 

func (s Slots) OnFilled(k *Keep, e exchange.IBotExchange, x order.Detail)

OnFilled implements OnFilledObserver.

type Strategy 

type Strategy interface {
	Init(ctx context.Context, k *Keep, e exchange.IBotExchange) error
	OnFunding(k *Keep, e exchange.IBotExchange, x stream.FundingData) error
	OnPrice(k *Keep, e exchange.IBotExchange, x ticker.Price) error
	OnKline(k *Keep, e exchange.IBotExchange, x stream.KlineData) error
	OnOrderBook(k *Keep, e exchange.IBotExchange, x orderbook.Base) error
	OnOrder(k *Keep, e exchange.IBotExchange, x order.Detail) error
	OnModify(k *Keep, e exchange.IBotExchange, x order.Modify) error
	OnBalanceChange(k *Keep, e exchange.IBotExchange, x account.Change) error
	OnTrade(k *Keep, e exchange.IBotExchange, x []trade.Data) error
	OnFill(k *Keep, e exchange.IBotExchange, x []fill.Data) error
	OnUnrecognized(k *Keep, e exchange.IBotExchange, x interface{}) error
	Deinit(k *Keep, e exchange.IBotExchange) error
}

func NewBalancesStrategy 

func NewBalancesStrategy(refreshRate time.Duration) Strategy

type SubAccount 

type SubAccount struct {
	ID       string
	Balances map[asset.Item]map[currency.Code]CurrencyBalance
}

SubAccount defines a singular account type with asocciated currency balances.

type TickerStrategy 

type TickerStrategy struct {
	Interval time.Duration
	TickFunc func(k *Keep, e exchange.IBotExchange)
	// contains filtered or unexported fields
}

func (*TickerStrategy) Deinit 

func (s *TickerStrategy) Deinit(k *Keep, e exchange.IBotExchange) error

func (*TickerStrategy) Init 

func (s *TickerStrategy) Init(ctx context.Context, k *Keep, e exchange.IBotExchange) error

func (*TickerStrategy) OnBalanceChange 

func (s *TickerStrategy) OnBalanceChange(k *Keep, e exchange.IBotExchange, x account.Change) error

func (*TickerStrategy) OnFill 

func (s *TickerStrategy) OnFill(k *Keep, e exchange.IBotExchange, x []fill.Data) error

func (*TickerStrategy) OnFunding 

func (s *TickerStrategy) OnFunding(k *Keep, e exchange.IBotExchange, x stream.FundingData) error

func (*TickerStrategy) OnKline 

func (s *TickerStrategy) OnKline(k *Keep, e exchange.IBotExchange, x stream.KlineData) error

func (*TickerStrategy) OnModify 

func (s *TickerStrategy) OnModify(k *Keep, e exchange.IBotExchange, x order.Modify) error

func (*TickerStrategy) OnOrder 

func (s *TickerStrategy) OnOrder(k *Keep, e exchange.IBotExchange, x order.Detail) error

func (*TickerStrategy) OnOrderBook 

func (s *TickerStrategy) OnOrderBook(k *Keep, e exchange.IBotExchange, x orderbook.Base) error

func (*TickerStrategy) OnPrice 

func (s *TickerStrategy) OnPrice(k *Keep, e exchange.IBotExchange, x ticker.Price) error

func (*TickerStrategy) OnTrade 

func (s *TickerStrategy) OnTrade(k *Keep, e exchange.IBotExchange, x []trade.Data) error

func (*TickerStrategy) OnUnrecognized 

func (s *TickerStrategy) OnUnrecognized(k *Keep, e exchange.IBotExchange, x interface{}) error

type Trade 

type Trade struct {
	Timestamp     time.Time
	BaseCurrency  string
	QuoteCurrency string
	OrderID       string
	AveragePrice  float64
	Quantity      float64
	Fee           float64
	FeeCurrency   string
}

type VerboseStrategy 

type VerboseStrategy struct {
	SilencePrice     bool
	SilenceKline     bool
	SilenceOrderBook bool
	SilenceOrder     bool
}

func (VerboseStrategy) Deinit 

func (v VerboseStrategy) Deinit(k *Keep, e exchange.IBotExchange) error

func (VerboseStrategy) Init 

func (v VerboseStrategy) Init(ctx context.Context, k *Keep, e exchange.IBotExchange) error

func (VerboseStrategy) OnBalanceChange 

func (v VerboseStrategy) OnBalanceChange(k *Keep, e exchange.IBotExchange, x account.Change) error

func (VerboseStrategy) OnFill 

func (v VerboseStrategy) OnFill(k *Keep, e exchange.IBotExchange, x []fill.Data) error

func (VerboseStrategy) OnFunding 

func (v VerboseStrategy) OnFunding(k *Keep, e exchange.IBotExchange, x stream.FundingData) error

func (VerboseStrategy) OnKline 

func (v VerboseStrategy) OnKline(k *Keep, e exchange.IBotExchange, x stream.KlineData) error

func (VerboseStrategy) OnModify 

func (v VerboseStrategy) OnModify(k *Keep, e exchange.IBotExchange, x order.Modify) error

func (VerboseStrategy) OnOrder 

func (v VerboseStrategy) OnOrder(k *Keep, e exchange.IBotExchange, x order.Detail) error

func (VerboseStrategy) OnOrderBook 

func (v VerboseStrategy) OnOrderBook(k *Keep, e exchange.IBotExchange, x orderbook.Base) error

func (VerboseStrategy) OnPrice 

func (v VerboseStrategy) OnPrice(k *Keep, e exchange.IBotExchange, x ticker.Price) error

func (VerboseStrategy) OnTrade 

func (v VerboseStrategy) OnTrade(k *Keep, e exchange.IBotExchange, x []trade.Data) error

func (VerboseStrategy) OnUnrecognized 

func (v VerboseStrategy) OnUnrecognized(k *Keep, e exchange.IBotExchange, x interface{}) error

Source Files

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