spreadparasite

package

v1.0.0 Latest Latest Go to latest Published: May 24, 2022 License: Apache-2.0 Imports: 12 Imported by: 0

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Repository

github.com/Antonboom/tinkoff-invest-robot-contest-2022

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Documentation ¶

Index ¶

type OrderPlacer
type Strategy
- func New(account tinkoffinvest.AccountID, ignoreInconsistent bool, ...) (*Strategy, error)
type ToolsCache

Constants ¶

This section is empty.

Variables ¶

This section is empty.

Functions ¶

This section is empty.

Types ¶

type OrderPlacer ¶

type OrderPlacer interface {
	SubscribeForOrderBookChanges(ctx context.Context, reqs []tinkoffinvest.OrderBookRequest) (<-chan tinkoffinvest.OrderBookChange, error) //nolint:lll
	GetTradeAvailableShares(ctx context.Context) ([]tinkoffinvest.Instrument, error)
	GetOrderBook(ctx context.Context, req tinkoffinvest.OrderBookRequest) (*tinkoffinvest.OrderBookResponse, error)

	GetOrderState(ctx context.Context, _ tinkoffinvest.AccountID, _ tinkoffinvest.OrderID) (decimal.Decimal, error)
	CancelOrder(ctx context.Context, accountID tinkoffinvest.AccountID, orderID tinkoffinvest.OrderID) error

	PlaceLimitSellOrder(ctx context.Context, request tinkoffinvest.PlaceOrderRequest) (tinkoffinvest.OrderID, error)
	PlaceLimitBuyOrder(ctx context.Context, request tinkoffinvest.PlaceOrderRequest) (tinkoffinvest.OrderID, error)
}

type Strategy ¶

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

Strategy consists in placing two counter orders at the spread border with their further adjustment.

func New ¶

func New(
	account tinkoffinvest.AccountID,
	ignoreInconsistent bool,
	minSpreadPercentage float64,
	figis []tinkoffinvest.FIGI,
	orderPlacer OrderPlacer,
	toolsCache ToolsCache,
) (*Strategy, error)

func (*Strategy) Apply ¶

func (s *Strategy) Apply(ctx context.Context, change tinkoffinvest.OrderBookChange) error

func (*Strategy) Name ¶

func (s *Strategy) Name() string

func (*Strategy) Run ¶

func (s *Strategy) Run(ctx context.Context) error

type ToolsCache ¶

type ToolsCache interface {
	Get(ctx context.Context, figi tinkoffinvest.FIGI) (toolscache.Tool, error)
}

Source Files ¶

View all Source files

Directories ¶

Path	Synopsis
mocks Package spreadparasitemocks is a generated GoMock package.	Package spreadparasitemocks is a generated GoMock package.

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