Documentation
¶
Overview ¶
Package tumble provides a trading strategy based on order book.
All necessary configuration can be provided by environment variables, check out TradeConfig for the exact values to be passed.
The trade-bot tracks the "order book". If there are more lots in the purchase orders than in the lots for sale a certain number of times, then the robot buys the instrument at the market price, otherwise it sells, immediately placing the order in the opposite direction, but with a certain percentage of profit.
IMPORTANT NOTE: Tumble (OrderBook-based) strategy is NOT AVAILABLE IN sandbox. See https://github.com/Tinkoff/investAPI/issues/176 for details.
Index ¶
Constants ¶
This section is empty.
Variables ¶
This section is empty.
Functions ¶
This section is empty.
Types ¶
type Order ¶
type Order struct {
SellFlag bool // if true, worker is trying to sell assets
OrderID string // if order is set
OrderPrice *pb.MoneyValue // if order is set
OrderPlacedTime *int64 // if order is set
}
type TradeBot ¶
type TradeBot struct {
// contains filtered or unexported fields
}
func NewTradeBot ¶
func NewTradeBot() *TradeBot
type TradeConfig ¶
type TradeConfig struct {
LotsToBuy int `default:"1" split_words:"true"`
AsksBidsRatio float64 `default:"1.5" split_words:"true"`
BidsAsksRatio float64 `default:"1.5" split_words:"true"`
OrderBookDepth int `default:"10" split_words:"true"`
OrderBookFairAskDepth int `default:"5" split_words:"true"`
OrderBookFairBidDepth int `default:"5" split_words:"true"`
}
func NewTradeConfig ¶
func NewTradeConfig() *TradeConfig
Source Files
Click to show internal directories.
Click to hide internal directories.