bbgo_origin/doc/topics/price-solver.md

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)