StrategyState

quant.trader.StrategyState
class StrategyState(val positions: Ref[Chunk[Position]], val orders: Ref[Chunk[Order]], val midPrice: Ref[Double], val offset: Ref[Double], val volatility: Ref[Double])

Attributes

Graph
Supertypes
class Object
trait Matchable
class Any

Members list

Value members

Concrete fields

val midPrice: Ref[Double]
val offset: Ref[Double]
val orders: Ref[Chunk[Order]]
val positions: Ref[Chunk[Position]]
val volatility: Ref[Double]