Class PortfolioBalancerAbstract

constructor

• new PortfolioBalancer(params): common.trading.portfolio_balancer_lib.PortfolioBalancer

• Parameters

  • params: common.trading.portfolio_balancer_lib.BalanceParams

  Returns common.trading.portfolio_balancer_lib.PortfolioBalancer

Logger

Params

last_balance_data

log_mode

state

balance_portfolio

• balance_portfolio(): Promise<{
      balance_needed: boolean;
      balanced: boolean;
      info: any;
  }>

• Performs a portfolio re-balance using the supplied parameters

  Returns Promise<{
      balance_needed: boolean;
      balanced: boolean;
      info: any;
  }>

Abstractdo_market_trade

• do_market_trade(trade_type, base_amt): Promise<common.trading.portfolio_balancer_lib.MarketResult>

• Parameters

  • trade_type: common.trading.portfolio_balancer_lib.MarketTradeType
  • base_amt: number

  Returns Promise<common.trading.portfolio_balancer_lib.MarketResult>

get_balance_data

• get_balance_data(): Promise<{
      base_amt: number;
      base_delta: number;
      base_market_amt: number;
      base_price: number;
      current_ratio: number;
      portfolio_value: number;
      quote_amt: number;
      ratio_error: number;
      target_achieved: boolean;
      target_base_amt: number;
      target_precision: number;
      target_ratio: number;
      trade_type: common.trading.portfolio_balancer_lib.MarketTradeType;
  }>

• Retrieve data about a potential rebalancing

  Returns Promise<{
      base_amt: number;
      base_delta: number;
      base_market_amt: number;
      base_price: number;
      current_ratio: number;
      portfolio_value: number;
      quote_amt: number;
      ratio_error: number;
      target_achieved: boolean;
      target_base_amt: number;
      target_precision: number;
      target_ratio: number;
      trade_type: common.trading.portfolio_balancer_lib.MarketTradeType;
  }>

Abstractget_base_balance

• get_base_balance(ba): Promise<number>

• Parameters

  • ba: string

  Returns Promise<number>

Abstractget_base_price

• get_base_price(ba, qa): Promise<number>

• Parameters

  • ba: string
  • qa: string

  Returns Promise<number>

Abstractget_quote_balance

• get_quote_balance(qa): Promise<number>

• Parameters

  • qa: string

  Returns Promise<number>

log

• log(v): void

• Logs data via std method

  Parameters

  • v: any

  Returns void

set_log_mode

• set_log_mode(s): void

• Parameters

  • s: string

  Returns void

Abstractsymbol_generator

• symbol_generator(ba, qa): string

• Parameters

  • ba: string
  • qa: string

  Returns string