mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-15 19:43:53 +00:00
23 lines
900 B
Markdown
23 lines
900 B
Markdown
# 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)
|