quant
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quant/liewhite.quant/liewhite.quant.trader/Trader

Trader

liewhite.quant.trader.Trader
See theTrader companion trait
object Trader

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Companion
trait
Graph
Supertypes
class Object
trait Matchable
class Any
Self type
Trader.type

Members list

Type members

Classlikes

case class AggTrade(symbol: String, ts: Long, px: Double, sz: Double, side: OrderAction)

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trait Serializable
trait Product
trait Equals
class Object
trait Matchable
class Any
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case class Balance(currency: String, value: Double)

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trait Serializable
trait Product
trait Equals
class Object
trait Matchable
class Any
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case class BatchRevokeOrdersItem(symbol: String, ordId: Option[String], clOrdId: Option[String])

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trait Serializable
trait Product
trait Equals
class Object
trait Matchable
class Any
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class Depth

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class Object
trait Matchable
class Any
case class DepthUpdate(ts: Long, bids: Seq[Seq[Double]], asks: Seq[Seq[Double]])

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trait Serializable
trait Product
trait Equals
class Object
trait Matchable
class Any
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case class Kline(ts: Long, open: Double, low: Double, high: Double, close: Double, volume: Double, end: Boolean)

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trait Serializable
trait Product
trait Equals
class Object
trait Matchable
class Any
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enum LimitOrderFlag

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trait Enum
trait Serializable
trait Product
trait Equals
class Object
trait Matchable
class Any
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enum MarginMode

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trait Enum
trait Serializable
trait Product
trait Equals
class Object
trait Matchable
class Any
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case class Order(symbol: String, orderId: String, orderClientId: String, side: OrderAction, avgPrice: Double, price: Double, size: Double, filledQty: Double, state: OrderState, orderType: OrderType, fee: Double, createTime: Long, updateTime: Long)

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trait Serializable
trait Product
trait Equals
class Object
trait Matchable
class Any
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enum OrderAction

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Companion
object
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trait Enum
trait Serializable
trait Product
trait Equals
class Object
trait Matchable
class Any
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object OrderAction

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enum
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trait Sum
trait Mirror
class Object
trait Matchable
class Any
Self type
case class OrderBook(ts: Long, preId: Long, id: Long, bids: Seq[Seq[Double]], asks: Seq[Seq[Double]])

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trait Serializable
trait Product
trait Equals
class Object
trait Matchable
class Any
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enum OrderState

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object
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trait Enum
trait Serializable
trait Product
trait Equals
class Object
trait Matchable
class Any
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object OrderState

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Companion
enum
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trait Sum
trait Mirror
class Object
trait Matchable
class Any
Self type
OrderState.type
enum OrderType

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trait Enum
trait Serializable
trait Product
trait Equals
class Object
trait Matchable
class Any
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case class Position(symbol: String, marginMode: MarginMode, side: PositionSide, size: Double, avgPrice: Double, createTime: Long, updateTime: Long)

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trait Serializable
trait Product
trait Equals
class Object
trait Matchable
class Any
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enum PositionSide

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trait Enum
trait Serializable
trait Product
trait Equals
class Object
trait Matchable
class Any
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case class RestPosition(symbol: String, marginMode: MarginMode, side: PositionSide, size: Double, avgPrice: Double, createTime: Long, updateTime: Long)

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trait Serializable
trait Product
trait Equals
class Object
trait Matchable
class Any
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case class SymbolInfo(symbol: String, settelCcy: String, quantityStep: Double, priceStep: Double, ctVal: Double, lotSz: Double)

Attributes

Supertypes
trait Serializable
trait Product
trait Equals
class Object
trait Matchable
class Any
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