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1 | // Each instance is for one coin |
2 | sclass G22DriftSystem extends MetaWithChangeListeners {
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3 | settable S cryptoCoin; |
4 | |
5 | // Position currently taken on platform (in crypto coin units) |
6 | // Positive for long position, negative for short position, |
7 | // zero for no position. |
8 | settable double driftOnPlatform; |
9 | |
10 | // Drift value we want to have |
11 | settable double targetDrift; |
12 | |
13 | transient settable IFuturesMarket market; |
14 | |
15 | settableWithVar FutureCoinParameters coinParams; |
16 | |
17 | Set<G22TradingStrategy> activeStrategies = syncLinkedHashSet(); |
18 | |
19 | double calculateTargetDrift() {
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20 | double drift = 0; |
21 | for (strat : cloneList(activeStrategies)) |
22 | drift += strat.drift(); |
23 | targetDrift(drift); |
24 | ret drift; |
25 | } |
26 | } |
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| Snippet ID: | #1036396 |
| Snippet name: | G22DriftSystem - saves fees by merging shorts & longs |
| Eternal ID of this version: | #1036396/5 |
| Text MD5: | 3e07b07da988e9b6579a5d03e9703c6e |
| Transpilation MD5: | 873c71b472b4a657bd5ba0436efb0321 |
| Author: | stefan |
| Category: | javax |
| Type: | JavaX fragment (include) |
| Public (visible to everyone): | Yes |
| Archived (hidden from active list): | No |
| Created/modified: | 2022-12-06 16:15:52 |
| Source code size: | 747 bytes / 26 lines |
| Pitched / IR pitched: | No / No |
| Views / Downloads: | 71 / 112 |
| Version history: | 4 change(s) |
| Referenced in: | [show references] |