sentio/strategy.go

package sentio

import "cmp"

type Strategy interface {
	Name() string

	Model() string
	MarketId() string
	PositionSymbols() map[Side]string

	Handle(market Market, proba float64) ([]StrategyOrder, error)
}

type StrategyOrder struct {
	Symbol string      `yaml:"symbol"`
	Action OrderAction `yaml:"action"`
	Ratio  float64     `yaml:"ratio"`
}

func CompareStrategyOrders(a, b StrategyOrder) int {
	if a.Action == b.Action {
		return cmp.Compare(b.Ratio, a.Ratio)
	}

	if OrderSell == a.Action {
		return -1
	}

	return 1
}