You can not select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
37 lines
1.2 KiB
37 lines
1.2 KiB
package trade |
|
|
|
import "sig-pub/pkg/types" |
|
|
|
// sig -> close strategy |
|
// sig -> risk strategy -> trade strategy -> tarde account |
|
// position, trades |
|
type ITradeAccount interface { |
|
// 获取未平仓交易单 |
|
OpenPositions() map[int64]*Position |
|
|
|
// 获取未平仓交易单数 |
|
CountOpenPositions() int |
|
|
|
// 订单下单 |
|
TradeOrder(ta TradeArg) (ok bool, cause Cause, err error) |
|
|
|
// 将仓位进行平仓 |
|
ClosePosition(*Position, types.Kline, Cause) (err error) |
|
|
|
// // 根据当前价格对仓位进行 mark-to-market，返回账户净值 |
|
// GetCurrentEquity() decimal.Decimal |
|
// // 返回当前仓位的名义总敞口（绝对值） |
|
// GetCurrentExposure() decimal.Decimal |
|
// // 获取可交易空闲资金 |
|
// GetCash() decimal.Decimal |
|
// // 获取交易订单 |
|
// GetTradeOrder(tradeId int64) Trade |
|
// // 判断在给定价格下是否可以开仓（基于 MaxPosPct 和 MaxExposurePct） |
|
// CanOpen(instId string, side types.Side, qty, price float64) bool |
|
// // 直接用市价下单（简化），qty为基础货币数量 |
|
// ApplyMarketOrder(instId string, side types.Side, qty float64, price float64, ts int64) (t *entity.TradeOrder, ok bool) |
|
} |
|
|
|
type OkxTradeAccount struct { |
|
ITradeAccount |
|
}
|
|
|