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34 lines
1.1 KiB
34 lines
1.1 KiB
package trade |
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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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// 获取未平仓交易单 |
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OpenPositions() []*Position |
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// 获取未平仓交易单数 |
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CountOpenPositions() int |
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// 订单下单 |
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TradeOrder(ta TradeArg) (ok bool, cause Cause, err error) |
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// 将仓位进行平仓 |
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ClosePosition(*Position, Cause) (err error) |
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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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} |
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type OkxTradeAccount struct { |
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ITradeAccount |
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}
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