mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-24 07:45:15 +00:00
900 B
900 B
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)