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doc: add markdown syntax highlight

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c9s 2022-07-04 12:14:19 +08:00
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20
doc/topics/developing-strategy.md
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@ -36,7 +36,7 @@ mkdir -p pkg/strategy/short
Open a new file at `pkg/strategy/short/strategy.go` and paste the simplest strategy code:
```
```go
package short
import (
@ -112,7 +112,7 @@ externalStrategies:
You can write the following struct to load the symbol setting:
```
```go
package short
type Strategy struct {
@ -123,7 +123,7 @@ type Strategy struct {
To use the Symbol setting, you can get the value from the Run method of the strategy:
```
```go
func (s *Strategy) Run(ctx context.Context, session *bbgo.ExchangeSession) error {
// you need to import the "log" package
log.Println("%s", s.Symbol)
@ -136,13 +136,13 @@ strategy.
Define an ID const in your package:
```
```go
const ID = "short"
```
Then call bbgo.RegisterStrategy with the ID you just defined and a struct reference:
```
```go
func init() {
bbgo.RegisterStrategy(ID, &Strategy{})
}
@ -225,7 +225,7 @@ They are:
To add your market data subscription to the `MarketDataStream`, you can register your subscription in the `Subscribe` of
the strategy code, for example:
```
```go
func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"})
}
@ -234,7 +234,7 @@ func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
Since the back-test engine is a kline-based engine, to subscribe market trades, you need to check if you're in the
back-test environment:
```
```go
func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
if !bbgo.IsBackTesting {
session.Subscribe(types.MarketTradeChannel, s.Symbol, types.SubscribeOptions{})
@ -244,7 +244,7 @@ func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
To receive the market data from the market data stream, you need to register the event callback:
```
```go
func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
session.MarketDataStream.OnKLineClosed(func(kline types.KLine) {
// handle closed kline event here
@ -261,7 +261,7 @@ using the same exchange session, you might receive kline with different symbol o
so it's better to add a condition to filter the kline events:
```
```go
func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
session.MarketDataStream.OnKLineClosed(func(kline types.KLine) {
if kline.Symbol != s.Symbol || kline.Interval != s.Interval {
@ -275,7 +275,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
You can also use the KLineWith method to wrap your kline closure with the filter condition:
```
```go
func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
session.MarketDataStream.OnKLineClosed(types.KLineWith("BTCUSDT", types.Interval1m, func(kline types.KLine) {
// handle your kline here