strategy: add neutral maker #1130
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Welcome back! @austin362667, This pull request may get 621 BBG. |
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## main #1130 +/- ##
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Coverage 19.94% 19.94%
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Files 436 436
Lines 34072 34072
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| s.futureStreamBook.BindStream(s.FutureSession.MarketDataStream) | ||
| s.spotStreamBook = types.NewStreamBook(s.SpotMarket.Symbol) | ||
| s.spotStreamBook.BindStream(s.SpotSession.MarketDataStream) | ||
| s.spot2StreamBook = types.NewStreamBook("BTCBUSD") |
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can we pull out this to a config? thanks
| s2ask, s2aok := s.spot2StreamBook.OrderBook.BestAsk() | ||
| fbid, fbok := s.futureStreamBook.BestBid() | ||
| fask, faok := s.futureStreamBook.BestAsk() | ||
| log.Infof("Futures Bid Price: %f, Future Ask Price: %f\n Spot Bid Price: %f, Spot Ask Price: %f", fbid.Price.Float64(), fask.Price.Float64(), sbid.Price.Float64(), sask.Price.Float64()) |
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log message starts with lower case letters
| FutureMarket types.Market | ||
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| BestBidPrice fixedpoint.Value | ||
| BestAskPrice fixedpoint.Value |
| return | ||
| case <-posTicker.C: | ||
| s.cancelOrders(ctx) | ||
| sbid, sbok := s.spotStreamBook.OrderBook.BestBid() |
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sbid, sask, ok := s.spotStreamBook.OrderBook.BestBidAndAsk()
if !ok {
return
}
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| // SourceExchange session name | ||
| SpotExchange string `json:"spotExchange"` | ||
| // MakerExchange session name |
| SpotPosition *types.Position `json:"position,omitempty" persistence:"position"` | ||
| SpotProfitStats *types.ProfitStats `json:"profitStats,omitempty" persistence:"profit_stats"` | ||
| FuturePosition *types.Position `json:"position,omitempty" persistence:"future_position"` | ||
| FutureProfitStats *types.ProfitStats `json:"profitStats,omitempty" persistence:"future_profit_stats"` |
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you're using the same json keys in the fields
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