quant
API
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quant/liewhite.quant/Strategy

Strategy

liewhite.quant.Strategy
class Strategy() extends SingleTokenStrategy

Attributes

Graph
Supertypes
class Object
trait Matchable
class Any

Members list

Value members

Concrete methods

def onEvent(event: Event, state: State): Chunk[Action]
def process(event: Event, state: State): Chunk[Action]
def token: String

Concrete fields

val maxPosition: Int
val orderSize: Int
val queue: Queue[AggTrade]
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