mirror of
https://github.com/c9s/bbgo.git
synced 2024-09-20 00:01:09 +00:00
Merge pull request #1722 from c9s/c9s/xmaker/add-signals
FEATURE: [xmaker] add signals
This commit is contained in:
commit
04bed165d0
|
@ -38,6 +38,12 @@ var askMarginMetrics = prometheus.NewGaugeVec(
|
|||
Help: "the current ask margin (dynamic)",
|
||||
}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
|
||||
|
||||
var aggregatedSignalMetrics = prometheus.NewGaugeVec(
|
||||
prometheus.GaugeOpts{
|
||||
Name: "xmaker_aggregated_signal",
|
||||
Help: "",
|
||||
}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
|
||||
|
||||
var configNumOfLayersMetrics = prometheus.NewGaugeVec(
|
||||
prometheus.GaugeOpts{
|
||||
Name: "xmaker_config_num_of_layers",
|
||||
|
@ -70,6 +76,7 @@ func init() {
|
|||
makerBestAskPriceMetrics,
|
||||
bidMarginMetrics,
|
||||
askMarginMetrics,
|
||||
aggregatedSignalMetrics,
|
||||
configNumOfLayersMetrics,
|
||||
configMaxExposureMetrics,
|
||||
configBidMarginMetrics,
|
||||
|
|
87
pkg/strategy/xmaker/signal_boll.go
Normal file
87
pkg/strategy/xmaker/signal_boll.go
Normal file
|
@ -0,0 +1,87 @@
|
|||
package xmaker
|
||||
|
||||
import (
|
||||
"context"
|
||||
|
||||
"github.com/prometheus/client_golang/prometheus"
|
||||
|
||||
"github.com/c9s/bbgo/pkg/bbgo"
|
||||
"github.com/c9s/bbgo/pkg/fixedpoint"
|
||||
"github.com/c9s/bbgo/pkg/indicator/v2"
|
||||
"github.com/c9s/bbgo/pkg/types"
|
||||
)
|
||||
|
||||
var bollingerBandSignalMetrics = prometheus.NewGaugeVec(
|
||||
prometheus.GaugeOpts{
|
||||
Name: "xmaker_bollinger_band_signal",
|
||||
Help: "",
|
||||
}, []string{"symbol"})
|
||||
|
||||
func init() {
|
||||
prometheus.MustRegister(bollingerBandSignalMetrics)
|
||||
}
|
||||
|
||||
type BollingerBandTrendSignal struct {
|
||||
types.IntervalWindow
|
||||
MinBandWidth float64 `json:"minBandWidth"`
|
||||
MaxBandWidth float64 `json:"maxBandWidth"`
|
||||
|
||||
indicator *indicatorv2.BOLLStream
|
||||
symbol string
|
||||
lastK *types.KLine
|
||||
}
|
||||
|
||||
func (s *BollingerBandTrendSignal) Bind(ctx context.Context, session *bbgo.ExchangeSession, symbol string) error {
|
||||
if s.MaxBandWidth == 0.0 {
|
||||
s.MaxBandWidth = 2.0
|
||||
}
|
||||
|
||||
if s.MinBandWidth == 0.0 {
|
||||
s.MinBandWidth = 1.0
|
||||
}
|
||||
|
||||
s.symbol = symbol
|
||||
s.indicator = session.Indicators(symbol).BOLL(s.IntervalWindow, s.MinBandWidth)
|
||||
|
||||
session.MarketDataStream.OnKLineClosed(types.KLineWith(s.symbol, s.IntervalWindow.Interval, func(kline types.KLine) {
|
||||
s.lastK = &kline
|
||||
}))
|
||||
|
||||
bollingerBandSignalMetrics.WithLabelValues(s.symbol).Set(0.0)
|
||||
return nil
|
||||
}
|
||||
|
||||
func (s *BollingerBandTrendSignal) CalculateSignal(ctx context.Context) (float64, error) {
|
||||
if s.lastK == nil {
|
||||
return 0, nil
|
||||
}
|
||||
|
||||
closePrice := s.lastK.Close
|
||||
|
||||
// when bid price is lower than the down band, then it's in the downtrend
|
||||
// when ask price is higher than the up band, then it's in the uptrend
|
||||
lastDownBand := fixedpoint.NewFromFloat(s.indicator.DownBand.Last(0))
|
||||
lastUpBand := fixedpoint.NewFromFloat(s.indicator.UpBand.Last(0))
|
||||
|
||||
maxBandWidth := s.indicator.StdDev.Last(0) * s.MaxBandWidth
|
||||
|
||||
signal := 0.0
|
||||
|
||||
// if the price is inside the band, do not vote
|
||||
if closePrice.Compare(lastDownBand) > 0 && closePrice.Compare(lastUpBand) < 0 {
|
||||
signal = 0.0
|
||||
} else if closePrice.Compare(lastDownBand) < 0 {
|
||||
signal = lastDownBand.Sub(closePrice).Float64() / maxBandWidth * -2.0
|
||||
} else if closePrice.Compare(lastUpBand) > 0 {
|
||||
signal = closePrice.Sub(lastUpBand).Float64() / maxBandWidth * 2.0
|
||||
}
|
||||
|
||||
log.Infof("[BollingerBandTrendSignal] %f up/down = %f/%f, close price = %f",
|
||||
signal,
|
||||
lastUpBand.Float64(),
|
||||
lastDownBand.Float64(),
|
||||
closePrice.Float64())
|
||||
|
||||
bollingerBandSignalMetrics.WithLabelValues(s.symbol).Set(signal)
|
||||
return signal, nil
|
||||
}
|
68
pkg/strategy/xmaker/signal_book.go
Normal file
68
pkg/strategy/xmaker/signal_book.go
Normal file
|
@ -0,0 +1,68 @@
|
|||
package xmaker
|
||||
|
||||
import (
|
||||
"context"
|
||||
|
||||
"github.com/pkg/errors"
|
||||
"github.com/prometheus/client_golang/prometheus"
|
||||
|
||||
"github.com/c9s/bbgo/pkg/bbgo"
|
||||
"github.com/c9s/bbgo/pkg/fixedpoint"
|
||||
"github.com/c9s/bbgo/pkg/types"
|
||||
)
|
||||
|
||||
var orderBookSignalMetrics = prometheus.NewGaugeVec(
|
||||
prometheus.GaugeOpts{
|
||||
Name: "xmaker_order_book_signal",
|
||||
Help: "",
|
||||
}, []string{"symbol"})
|
||||
|
||||
func init() {
|
||||
prometheus.MustRegister(orderBookSignalMetrics)
|
||||
}
|
||||
|
||||
type OrderBookBestPriceVolumeSignal struct {
|
||||
RatioThreshold fixedpoint.Value `json:"ratioThreshold"`
|
||||
MinVolume fixedpoint.Value `json:"minVolume"`
|
||||
|
||||
symbol string
|
||||
book *types.StreamOrderBook
|
||||
}
|
||||
|
||||
func (s *OrderBookBestPriceVolumeSignal) Bind(ctx context.Context, session *bbgo.ExchangeSession, symbol string) error {
|
||||
if s.book == nil {
|
||||
return errors.New("s.book can not be nil")
|
||||
}
|
||||
|
||||
s.symbol = symbol
|
||||
orderBookSignalMetrics.WithLabelValues(s.symbol).Set(0.0)
|
||||
return nil
|
||||
}
|
||||
|
||||
func (s *OrderBookBestPriceVolumeSignal) CalculateSignal(ctx context.Context) (float64, error) {
|
||||
bid, ask, ok := s.book.BestBidAndAsk()
|
||||
if !ok {
|
||||
return 0.0, nil
|
||||
}
|
||||
|
||||
// TODO: may use scale to define this
|
||||
sumVol := bid.Volume.Add(ask.Volume)
|
||||
bidRatio := bid.Volume.Div(sumVol)
|
||||
askRatio := ask.Volume.Div(sumVol)
|
||||
denominator := fixedpoint.One.Sub(s.RatioThreshold)
|
||||
signal := 0.0
|
||||
if bid.Volume.Compare(s.MinVolume) < 0 && ask.Volume.Compare(s.MinVolume) < 0 {
|
||||
signal = 0.0
|
||||
} else if bidRatio.Compare(s.RatioThreshold) >= 0 {
|
||||
numerator := bidRatio.Sub(s.RatioThreshold)
|
||||
signal = numerator.Div(denominator).Float64()
|
||||
} else if askRatio.Compare(s.RatioThreshold) >= 0 {
|
||||
numerator := askRatio.Sub(s.RatioThreshold)
|
||||
signal = -numerator.Div(denominator).Float64()
|
||||
}
|
||||
|
||||
log.Infof("[OrderBookBestPriceVolumeSignal] %f bid/ask = %f/%f", signal, bid.Volume.Float64(), ask.Volume.Float64())
|
||||
|
||||
orderBookSignalMetrics.WithLabelValues(s.symbol).Set(signal)
|
||||
return signal, nil
|
||||
}
|
|
@ -25,14 +25,47 @@ import (
|
|||
var defaultMargin = fixedpoint.NewFromFloat(0.003)
|
||||
var two = fixedpoint.NewFromInt(2)
|
||||
|
||||
var lastPriceModifier = fixedpoint.NewFromFloat(1.001)
|
||||
|
||||
const priceUpdateTimeout = 30 * time.Second
|
||||
|
||||
const ID = "xmaker"
|
||||
|
||||
var log = logrus.WithField("strategy", ID)
|
||||
|
||||
type Quote struct {
|
||||
BestBidPrice, BestAskPrice fixedpoint.Value
|
||||
|
||||
BidMargin, AskMargin fixedpoint.Value
|
||||
|
||||
// BidLayerPips is the price pips between each layer
|
||||
BidLayerPips, AskLayerPips fixedpoint.Value
|
||||
}
|
||||
|
||||
type SessionBinder interface {
|
||||
Bind(ctx context.Context, session *bbgo.ExchangeSession, symbol string) error
|
||||
}
|
||||
|
||||
type SignalNumber float64
|
||||
|
||||
const (
|
||||
SignalNumberMaxLong = 2.0
|
||||
SignalNumberMaxShort = -2.0
|
||||
)
|
||||
|
||||
type SignalProvider interface {
|
||||
CalculateSignal(ctx context.Context) (float64, error)
|
||||
}
|
||||
|
||||
type KLineShapeSignal struct {
|
||||
FullBodyThreshold float64 `json:"fullBodyThreshold"`
|
||||
}
|
||||
|
||||
type SignalConfig struct {
|
||||
Weight float64 `json:"weight"`
|
||||
BollingerBandTrendSignal *BollingerBandTrendSignal `json:"bollingerBandTrend,omitempty"`
|
||||
OrderBookBestPriceSignal *OrderBookBestPriceVolumeSignal `json:"orderBookBestPrice,omitempty"`
|
||||
KLineShapeSignal *KLineShapeSignal `json:"klineShape,omitempty"`
|
||||
}
|
||||
|
||||
func init() {
|
||||
bbgo.RegisterStrategy(ID, &Strategy{})
|
||||
}
|
||||
|
@ -52,6 +85,10 @@ type Strategy struct {
|
|||
HedgeInterval types.Duration `json:"hedgeInterval"`
|
||||
OrderCancelWaitTime types.Duration `json:"orderCancelWaitTime"`
|
||||
|
||||
EnableSignalMargin bool `json:"enableSignalMargin"`
|
||||
SignalConfigList []SignalConfig `json:"signals"`
|
||||
SignalMarginScale *bbgo.SlideRule `json:"signalMarginScale,omitempty"`
|
||||
|
||||
Margin fixedpoint.Value `json:"margin"`
|
||||
BidMargin fixedpoint.Value `json:"bidMargin"`
|
||||
AskMargin fixedpoint.Value `json:"askMargin"`
|
||||
|
@ -140,6 +177,8 @@ type Strategy struct {
|
|||
circuitBreakerAlertLimiter *rate.Limiter
|
||||
|
||||
logger logrus.FieldLogger
|
||||
|
||||
metricsLabels prometheus.Labels
|
||||
}
|
||||
|
||||
func (s *Strategy) ID() string {
|
||||
|
@ -194,18 +233,16 @@ func (s *Strategy) Initialize() error {
|
|||
"strategy": ID,
|
||||
"strategy_id": s.InstanceID(),
|
||||
})
|
||||
|
||||
s.metricsLabels = prometheus.Labels{
|
||||
"strategy_type": ID,
|
||||
"strategy_id": s.InstanceID(),
|
||||
"exchange": s.MakerExchange,
|
||||
"symbol": s.Symbol,
|
||||
}
|
||||
return nil
|
||||
}
|
||||
|
||||
type Quote struct {
|
||||
BestBidPrice, BestAskPrice fixedpoint.Value
|
||||
|
||||
BidMargin, AskMargin fixedpoint.Value
|
||||
|
||||
// BidLayerPips is the price pips between each layer
|
||||
BidLayerPips, AskLayerPips fixedpoint.Value
|
||||
}
|
||||
|
||||
// getBollingerTrend returns -1 when the price is in the downtrend, 1 when the price is in the uptrend, 0 when the price is in the band
|
||||
func (s *Strategy) getBollingerTrend(quote *Quote) int {
|
||||
// when bid price is lower than the down band, then it's in the downtrend
|
||||
|
@ -213,12 +250,6 @@ func (s *Strategy) getBollingerTrend(quote *Quote) int {
|
|||
lastDownBand := fixedpoint.NewFromFloat(s.boll.DownBand.Last(0))
|
||||
lastUpBand := fixedpoint.NewFromFloat(s.boll.UpBand.Last(0))
|
||||
|
||||
s.logger.Infof("bollinger band: up/down = %f/%f, bid/ask = %f/%f",
|
||||
lastUpBand.Float64(),
|
||||
lastDownBand.Float64(),
|
||||
quote.BestBidPrice.Float64(),
|
||||
quote.BestAskPrice.Float64())
|
||||
|
||||
if quote.BestAskPrice.Compare(lastDownBand) < 0 {
|
||||
return -1
|
||||
} else if quote.BestBidPrice.Compare(lastUpBand) > 0 {
|
||||
|
@ -228,6 +259,43 @@ func (s *Strategy) getBollingerTrend(quote *Quote) int {
|
|||
}
|
||||
}
|
||||
|
||||
func (s *Strategy) applySignalMargin(ctx context.Context, quote *Quote) error {
|
||||
signal, err := s.calculateSignal(ctx)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
s.logger.Infof("aggregated signal: %f", signal)
|
||||
|
||||
scale, err := s.SignalMarginScale.Scale()
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
margin := scale.Call(signal)
|
||||
|
||||
s.logger.Infof("signal margin: %f", margin)
|
||||
|
||||
marginFp := fixedpoint.NewFromFloat(margin)
|
||||
if signal < 0.0 {
|
||||
quote.BidMargin = quote.BidMargin.Add(marginFp)
|
||||
if signal <= -2.0 {
|
||||
// quote.BidMargin = fixedpoint.Zero
|
||||
}
|
||||
|
||||
s.logger.Infof("adjusted bid margin: %f", quote.BidMargin.Float64())
|
||||
} else if signal > 0.0 {
|
||||
quote.AskMargin = quote.AskMargin.Add(marginFp)
|
||||
if signal >= 2.0 {
|
||||
// quote.AskMargin = fixedpoint.Zero
|
||||
}
|
||||
|
||||
s.logger.Infof("adjusted ask margin: %f", quote.AskMargin.Float64())
|
||||
}
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
// applyBollingerMargin applies the bollinger band margin to the quote
|
||||
func (s *Strategy) applyBollingerMargin(
|
||||
quote *Quote,
|
||||
|
@ -284,6 +352,51 @@ func (s *Strategy) applyBollingerMargin(
|
|||
return nil
|
||||
}
|
||||
|
||||
func (s *Strategy) calculateSignal(ctx context.Context) (float64, error) {
|
||||
sum := 0.0
|
||||
voters := 0.0
|
||||
for _, signal := range s.SignalConfigList {
|
||||
if signal.OrderBookBestPriceSignal != nil {
|
||||
sig, err := signal.OrderBookBestPriceSignal.CalculateSignal(ctx)
|
||||
if err != nil {
|
||||
return 0, err
|
||||
}
|
||||
|
||||
if sig == 0.0 {
|
||||
continue
|
||||
}
|
||||
|
||||
if signal.Weight > 0.0 {
|
||||
sum += sig * signal.Weight
|
||||
voters += signal.Weight
|
||||
} else {
|
||||
sum += sig
|
||||
voters++
|
||||
}
|
||||
|
||||
} else if signal.BollingerBandTrendSignal != nil {
|
||||
sig, err := signal.BollingerBandTrendSignal.CalculateSignal(ctx)
|
||||
if err != nil {
|
||||
return 0, err
|
||||
}
|
||||
|
||||
if sig == 0.0 {
|
||||
continue
|
||||
}
|
||||
|
||||
if signal.Weight > 0.0 {
|
||||
sum += sig * signal.Weight
|
||||
voters += signal.Weight
|
||||
} else {
|
||||
sum += sig
|
||||
voters++
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
return sum / voters, nil
|
||||
}
|
||||
|
||||
func (s *Strategy) updateQuote(ctx context.Context) {
|
||||
if err := s.activeMakerOrders.GracefulCancel(ctx, s.makerSession.Exchange); err != nil {
|
||||
s.logger.Warnf("there are some %s orders not canceled, skipping placing maker orders", s.Symbol)
|
||||
|
@ -295,6 +408,14 @@ func (s *Strategy) updateQuote(ctx context.Context) {
|
|||
return
|
||||
}
|
||||
|
||||
signal, err := s.calculateSignal(ctx)
|
||||
if err != nil {
|
||||
return
|
||||
}
|
||||
|
||||
s.logger.Infof("aggregated signal: %f", signal)
|
||||
aggregatedSignalMetrics.With(s.metricsLabels).Set(signal)
|
||||
|
||||
if s.CircuitBreaker != nil {
|
||||
now := time.Now()
|
||||
if reason, halted := s.CircuitBreaker.IsHalted(now); halted {
|
||||
|
@ -496,19 +617,17 @@ func (s *Strategy) updateQuote(ctx context.Context) {
|
|||
AskLayerPips: s.Pips,
|
||||
}
|
||||
|
||||
if s.EnableBollBandMargin {
|
||||
if s.EnableSignalMargin {
|
||||
if err := s.applySignalMargin(ctx, quote); err != nil {
|
||||
s.logger.WithError(err).Errorf("unable to apply signal margin")
|
||||
}
|
||||
|
||||
} else if s.EnableBollBandMargin {
|
||||
if err := s.applyBollingerMargin(quote); err != nil {
|
||||
log.WithError(err).Errorf("unable to apply bollinger margin")
|
||||
}
|
||||
}
|
||||
|
||||
labels := prometheus.Labels{
|
||||
"strategy_type": ID,
|
||||
"strategy_id": s.InstanceID(),
|
||||
"exchange": s.MakerExchange,
|
||||
"symbol": s.Symbol,
|
||||
}
|
||||
|
||||
bidExposureInUsd := fixedpoint.Zero
|
||||
askExposureInUsd := fixedpoint.Zero
|
||||
bidPrice := quote.BestBidPrice
|
||||
|
@ -522,8 +641,8 @@ func (s *Strategy) updateQuote(ctx context.Context) {
|
|||
return
|
||||
}
|
||||
|
||||
bidMarginMetrics.With(labels).Set(quote.BidMargin.Float64())
|
||||
askMarginMetrics.With(labels).Set(quote.AskMargin.Float64())
|
||||
bidMarginMetrics.With(s.metricsLabels).Set(quote.BidMargin.Float64())
|
||||
askMarginMetrics.With(s.metricsLabels).Set(quote.AskMargin.Float64())
|
||||
|
||||
for i := 0; i < s.NumLayers; i++ {
|
||||
// for maker bid orders
|
||||
|
@ -568,7 +687,7 @@ func (s *Strategy) updateQuote(ctx context.Context) {
|
|||
|
||||
if i == 0 {
|
||||
s.logger.Infof("maker best bid price %f", bidPrice.Float64())
|
||||
makerBestBidPriceMetrics.With(labels).Set(bidPrice.Float64())
|
||||
makerBestBidPriceMetrics.With(s.metricsLabels).Set(bidPrice.Float64())
|
||||
}
|
||||
|
||||
if makerQuota.QuoteAsset.Lock(bidQuantity.Mul(bidPrice)) && hedgeQuota.BaseAsset.Lock(bidQuantity) {
|
||||
|
@ -636,7 +755,7 @@ func (s *Strategy) updateQuote(ctx context.Context) {
|
|||
|
||||
if i == 0 {
|
||||
s.logger.Infof("maker best ask price %f", askPrice.Float64())
|
||||
makerBestAskPriceMetrics.With(labels).Set(askPrice.Float64())
|
||||
makerBestAskPriceMetrics.With(s.metricsLabels).Set(askPrice.Float64())
|
||||
}
|
||||
|
||||
if makerQuota.BaseAsset.Lock(askQuantity) && hedgeQuota.QuoteAsset.Lock(askQuantity.Mul(askPrice)) {
|
||||
|
@ -689,8 +808,8 @@ func (s *Strategy) updateQuote(ctx context.Context) {
|
|||
log.WithError(err).Errorf("unable to place maker orders: %+v", formattedOrders)
|
||||
}
|
||||
|
||||
openOrderBidExposureInUsdMetrics.With(labels).Set(bidExposureInUsd.Float64())
|
||||
openOrderAskExposureInUsdMetrics.With(labels).Set(askExposureInUsd.Float64())
|
||||
openOrderBidExposureInUsdMetrics.With(s.metricsLabels).Set(bidExposureInUsd.Float64())
|
||||
openOrderAskExposureInUsdMetrics.With(s.metricsLabels).Set(askExposureInUsd.Float64())
|
||||
|
||||
_ = errIdx
|
||||
_ = createdOrders
|
||||
|
@ -1041,7 +1160,6 @@ func (s *Strategy) hedgeWorker(ctx context.Context) {
|
|||
func (s *Strategy) CrossRun(
|
||||
ctx context.Context, orderExecutionRouter bbgo.OrderExecutionRouter, sessions map[string]*bbgo.ExchangeSession,
|
||||
) error {
|
||||
|
||||
instanceID := s.InstanceID()
|
||||
|
||||
// configure sessions
|
||||
|
@ -1127,6 +1245,14 @@ func (s *Strategy) CrossRun(
|
|||
})
|
||||
}
|
||||
|
||||
s.sourceSession.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, types.Interval1m, func(k types.KLine) {
|
||||
s.priceSolver.Update(k.Symbol, k.Close)
|
||||
feeToken := s.sourceSession.Exchange.PlatformFeeCurrency()
|
||||
if feePrice, ok := s.priceSolver.ResolvePrice(feeToken, "USDT"); ok {
|
||||
s.Position.SetFeeAverageCost(feeToken, feePrice)
|
||||
}
|
||||
}))
|
||||
|
||||
if s.ProfitFixerConfig != nil {
|
||||
bbgo.Notify("Fixing %s profitStats and position...", s.Symbol)
|
||||
|
||||
|
@ -1171,6 +1297,29 @@ func (s *Strategy) CrossRun(
|
|||
s.book = types.NewStreamBook(s.Symbol, s.sourceSession.ExchangeName)
|
||||
s.book.BindStream(s.sourceSession.MarketDataStream)
|
||||
|
||||
if s.EnableSignalMargin {
|
||||
scale, err := s.SignalMarginScale.Scale()
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
if solveErr := scale.Solve(); solveErr != nil {
|
||||
return solveErr
|
||||
}
|
||||
}
|
||||
|
||||
for _, signalConfig := range s.SignalConfigList {
|
||||
if signalConfig.OrderBookBestPriceSignal != nil {
|
||||
signalConfig.OrderBookBestPriceSignal.book = s.book
|
||||
if err := signalConfig.OrderBookBestPriceSignal.Bind(ctx, s.sourceSession, s.Symbol); err != nil {
|
||||
return err
|
||||
}
|
||||
} else if signalConfig.BollingerBandTrendSignal != nil {
|
||||
if err := signalConfig.BollingerBandTrendSignal.Bind(ctx, s.sourceSession, s.Symbol); err != nil {
|
||||
return err
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
s.activeMakerOrders = bbgo.NewActiveOrderBook(s.Symbol)
|
||||
s.activeMakerOrders.BindStream(s.makerSession.UserDataStream)
|
||||
|
||||
|
|
Loading…
Reference in New Issue
Block a user