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40 lines
1.0 KiB
40 lines
1.0 KiB
package trade |
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import ( |
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"sig-pub/pkg/data/entity" |
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"sig-pub/pkg/types" |
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"github.com/govalues/decimal" |
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) |
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// sig -> close strategy |
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// sig -> risk strategy -> trade strategy -> tarde account |
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type ITradeAccount interface { |
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// 根据当前价格对仓位进行 mark-to-market，返回账户净值 |
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GetCurrentEquity() decimal.Decimal |
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// 返回当前仓位的名义总敞口（绝对值） |
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GetCurrentExposure() decimal.Decimal |
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// 获取可交易空闲资金 |
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GetCash() decimal.Decimal |
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// 获取未平仓交易单 |
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ListOpenPosition() []*Position |
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// 获取交易订单 |
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GetTradeOrder(tradeId int64) Trade |
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// 判断在给定价格下是否可以开仓（基于 MaxPosPct 和 MaxExposurePct） |
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CanOpen(instId string, side types.Side, qty, price float64) bool |
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// 直接用市价下单（简化），qty为基础货币数量 |
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ApplyMarketOrder(instId string, side types.Side, qty float64, price float64, ts int64) (t *entity.TradeOrder, ok bool) |
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// 将仓位进行平仓 |
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ClosePosition() |
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} |
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type OkxTradeAccount struct { |
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ITradeAccount |
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}
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