mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-21 22:43:52 +00:00
document price solver
This commit is contained in:
parent
83ab00a601
commit
f7a9f7c37d
22
doc/topics/price-solver.md
Normal file
22
doc/topics/price-solver.md
Normal 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)
|
Loading…
Reference in New Issue
Block a user