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44 lines
907 B
Go
44 lines
907 B
Go
package shakegrid
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import "github.com/c9s/bbgo/pkg/fixedpoint"
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type Grid struct {
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UpperPrice fixedpoint.Value `json:"upperPrice"`
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LowerPrice fixedpoint.Value `json:"lowerPrice"`
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// Size is the spread of each grid
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Size fixedpoint.Value `json:"size"`
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// Density is the number of total grids
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Density fixedpoint.Value `json:"density"`
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// Pins are the pinned grid prices, from low to high
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Pins []fixedpoint.Value `json:"pins"`
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}
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func NewGrid(lower, upper, density fixedpoint.Value) *Grid {
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var height = upper - lower
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var size = height.Div(density)
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var pins []fixedpoint.Value
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for p := lower ; p <= upper ; p += size {
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pins = append(pins, p)
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}
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return &Grid{
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UpperPrice: upper,
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LowerPrice: lower,
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Density: density,
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Size: size,
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Pins: pins,
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}
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}
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func (g *Grid) ExtendUpperPrice(price fixedpoint.Value) {
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}
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func (g *Grid) ExtendLowerPrice(price fixedpoint.Value) {
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}
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