trader

type Engine struct {
	// contains filtered or unexported fields
}

type Exchanger interface {
	Orders() []Order
	Positions() []Position

	NewOrder(Order) (string, error)
	CancelOrder(string) (bool, error)
}

type History struct {
	TimeSeries map[Timeframe]map[time.Time]*OHLC
}

type Level struct {
	Price float64
	Size  int
}

type OHLC struct {
	Open, High, Low, Close, Volume float64
}

type Order struct {
	ID     string
	Symbol string
	Price  float64
	Amount int
	Type   OrderType
}

type OrderType uint

type Position struct {
	Symbol string
	Price  float64
	Amount int
}

type Quote struct {
	//TODO refactor into int
	Bid, Ask float64
}

type Signal struct {
	Strategy                               *Strategy
	BuyOpen, BuyClose, SellOpen, SellClose []Level
}

type Strategy struct {
	Symbol  string
	Code    string
	Title   string
	Parts   int
	Size    int
	Decimal int

	OnTick func(*Engine) (Signal, error)
	Init   func(*Engine) error
}

type Timeframe uint8

type Trade struct {
	Price, Amount float64
	Time          time.Time
}