normal

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

type CoreService interface {
	SubmitTransaction(req *vegaapipb.SubmitTransactionRequest) (response *vegaapipb.SubmitTransactionResponse, err error)
	// rpc PropagateChainEvent(PropagateChainEventRequest) returns (PropagateChainEventResponse);
	Statistics(*vegaapipb.StatisticsRequest) (*vegaapipb.StatisticsResponse, error)
	LastBlockData() (*vegaapipb.LastBlockHeightResponse, error)
	GetVegaTime() (t time.Time, err error)
	ObserveEventBus() (client vegaapipb.CoreService_ObserveEventBusClient, err error)
}

type CoreStateService interface {
}

type DataNode interface {
	GetAddress() (url.URL, error)
	CoreService
	TradingDataService
}

type LODParamsConfig struct {
	Method              SteeringMethod
	GttLength           uint64
	TgtTimeHorizonHours float64
	NumTicksFromMid     uint64
	NumIdenticalBots    int
}

type PricingEngine interface {
	GetPrice(pricecfg ppconfig.PriceConfig) (pi ppservice.PriceResponse, err error)
}

type ShapeConfig struct {
	Sells []*vega.LiquidityOrder
	Buys  []*vega.LiquidityOrder
}

type SteeringMethod int

type Strategy struct {
	// ExpectedMarkPrice (optional) specifies the expected mark price for a market that may not yet
	// have a mark price. It is used to calculate margin cost of orders meeting liquidity
	// requirement.
	ExpectedMarkPrice config.Uint

	// AuctionVolume ...
	AuctionVolume config.Uint

	// CommitmentFraction is the fractional amount of stake for the LP
	CommitmentFraction float64

	// Fee is the 0->1 fee for supplying liquidity
	Fee float64

	// MaxLong specifies the maximum long position that the bot will tolerate.
	MaxLong config.Uint

	// MaxShort specifies the maximum short position that the bot will tolerate.
	MaxShort config.Uint

	// PosManagementFraction controls the size of market orders used to manage the bot's position.
	PosManagementFraction float64

	// StakeFraction (along with OrdersFraction) is used in rule-of-thumb heuristics to decide how
	// the bot should deploy collateral.
	StakeFraction float64

	// OrdersFraction (along with StakeFraction) is used in rule-of-thumb heuristics to decide how
	// the bot should deploy collateral.
	OrdersFraction float64

	// ShorteningShape (which includes both sides of the book) specifies the shape used when the bot
	// is trying to shorten its position.
	ShorteningShape *ShapeConfig

	// LongeningShape (which includes both sides of the book) specifies the shape used when the bot
	// is trying to lengthen its position. Note that the initial shape used by the bot is always the
	// longening shape, because being long is a little cheaper in position margin than being short.
	LongeningShape *ShapeConfig

	// PosManagementSleepMilliseconds is the sleep time, in milliseconds, between position management
	PosManagementSleepMilliseconds uint64

	// MarketPriceSteeringRatePerSecond ...
	MarketPriceSteeringRatePerSecond float64

	// MinPriceSteerFraction is the minimum difference between external and current price that will
	// allow a price steering order to be placed.
	MinPriceSteerFraction float64

	// PriceSteerOrderScale is the scaling factor used when placing a steering order
	PriceSteerOrderScale float64

	// LimitOrderDistributionParams ...
	LimitOrderDistributionParams *LODParamsConfig

	// TargetLNVol specifies the target log-normal volatility (e.g. 0.5 for 50%).
	TargetLNVol float64
}

type TradingDataService interface {
	ListAccounts(*dataapipbv2.ListAccountsRequest) (*dataapipbv2.ListAccountsResponse, error)
	GetLatestMarketData(*dataapipbv2.GetLatestMarketDataRequest) (*dataapipbv2.GetLatestMarketDataResponse, error)
	ListMarkets(*dataapipbv2.ListMarketsRequest) (*dataapipbv2.ListMarketsResponse, error)
	ListPositions(*dataapipbv2.ListPositionsRequest) (*dataapipbv2.ListPositionsResponse, error)
	ObservePositions(*dataapipbv2.ObservePositionsRequest) (dataapipbv2.TradingDataService_ObservePositionsClient, error)
	ListAssets(*dataapipbv2.ListAssetsRequest) (*dataapipbv2.ListAssetsResponse, error)
}