doc: add Submitting Orders section

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c9s 2022-07-04 13:18:25 +08:00
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@ -284,8 +284,57 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
Note that, when the Run() method is executed, the user data stream and market data stream are not connected yet.
## Submitting Orders
To place an order, you can call `SubmitOrders` exchange API:
```go
createdOrders, err := session.Exchange.SubmitOrders(ctx, types.SubmitOrder{
Symbol: "BTCUSDT",
Type: types.OrderTypeLimit,
Price: fixedpoint.NewFromFloat(18000.0),
Quantity: fixedpoint.NewFromFloat(1.0),
})
if err != nil {
log.WithError(err).Errorf("can not submit orders")
}
log.Infof("createdOrders: %+v", createdOrders)
```
There are some pre-defined order types you can use:
- `types.OrderTypeLimit`
- `types.OrderTypeMarket`
- `types.OrderTypeStopMarket`
- `types.OrderTypeStopLimit`
- `types.OrderTypeLimitMaker` - forces the order to be a maker.
Although it's crypto market, the above order types are actually derived from the stock market:
A limit order is an order to buy or sell a stock with a restriction on the maximum price to be paid or the minimum price
to be received (the "limit price"). If the order is filled, it will only be at the specified limit price or better.
However, there is no assurance of execution. A limit order may be appropriate when you think you can buy at a price
lower than--or sell at a price higher than -- the current quote.
A market order is an order to buy or sell a stock at the market's current best available price. A market order typically
ensures an execution, but it does not guarantee a specified price. Market orders are optimal when the primary goal is to
execute the trade immediately. A market order is generally appropriate when you think a stock is priced right, when you
are sure you want a fill on your order, or when you want an immediate execution.
A stop order is an order to buy or sell a stock at the market price once the stock has traded at or through a specified
price (the "stop price"). If the stock reaches the stop price, the order becomes a market order and is filled at the
next available market price.
## UserDataStream
## Handling Trades and Profit
## Persistence