lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-25 16:25:16 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

document price solver

Browse Source
This commit is contained in:
c9s 2024-10-04 18:57:27 +08:00
parent 83ab00a601
commit f7a9f7c37d
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
1 changed files with 22 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

22
doc/topics/price-solver.md Normal file
View File

@ -0,0 +1,22 @@
# Using Price Solver
Price solver is a tool to calculate the price of a market based on the prices of other markets. It is useful when you
want to calculate the price of a market that is not directly available on the exchange.
## Simple Price Solver
Simple price solver is a price solver that calculates the price of a market based on the prices of other markets.
You may add a field to the struct to store the price solver:
priceSolver *pricesolver.SimplePriceSolver
To use the simple price solver, you need to create an instance of `SimplePriceSolver` and bind the market data stream of
the source markets to it.
s.priceSolver = pricesolver.NewSimplePriceResolver(sourceMarkets)
s.priceSolver.BindStream(s.sourceSession.MarketDataStream)
To update the price of the target market, you may call the `UpdatePrice` method of the price solver.
s.priceSolver.Update(symbol, price)