RiskManager

- add ATR

errors.go

@@ -7,4 +7,5 @@ var (
 	ErrTooSmallOrder = errors.New("too small order size")
 	ErrHighStoploss  = errors.New("base price is lower than stoploss")
 	ErrLowTakeProfit = errors.New("base price is too close to take profit")
+	ErrLowVolatility = errors.New("too low volatility")
 )

risk_manager.go

@@ -1,6 +1,7 @@
 package sentio
 
 type RiskManager interface {
+	ATR(symbol string) float64
 	StopLoss(symbol string, current float64) float64
 	TakeProfit(symbol string, current float64) float64
 }