mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-24 07:45:15 +00:00
44 lines
907 B
Go
44 lines
907 B
Go
|
package shakegrid
|
||
|
|
|
||
|
|
import "github.com/c9s/bbgo/pkg/fixedpoint"
|
||
|
|
|
||
|
|
type Grid struct {
|
||
|
|
UpperPrice fixedpoint.Value `json:"upperPrice"`
|
||
|
|
LowerPrice fixedpoint.Value `json:"lowerPrice"`
|
||
|
|
|
||
|
|
// Size is the spread of each grid
|
||
|
|
Size fixedpoint.Value `json:"size"`
|
||
|
|
|
||
|
|
// Density is the number of total grids
|
||
|
|
Density fixedpoint.Value `json:"density"`
|
||
|
|
|
||
|
|
// Pins are the pinned grid prices, from low to high
|
||
|
|
Pins []fixedpoint.Value `json:"pins"`
|
||
|
|
}
|
||
|
|
|
||
|
|
func NewGrid(lower, upper, density fixedpoint.Value) *Grid {
|
||
|
|
var height = upper - lower
|
||
|
|
var size = height.Div(density)
|
||
|
|
var pins []fixedpoint.Value
|
||
|
|
|
||
|
|
for p := lower ; p <= upper ; p += size {
|
||
|
|
pins = append(pins, p)
|
||
|
|
}
|
||
|
|
|
||
|
|
return &Grid{
|
||
|
|
UpperPrice: upper,
|
||
|
|
LowerPrice: lower,
|
||
|
|
Density: density,
|
||
|
|
Size: size,
|
||
|
|
Pins: pins,
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
func (g *Grid) ExtendUpperPrice(price fixedpoint.Value) {
|
||
|
|
|
||
|
|
}
|
||
|
|
|
||
|
|
func (g *Grid) ExtendLowerPrice(price fixedpoint.Value) {
|
||
|
|
|
||
|
|
}
|