quant.trader.Main.scala Maven / Gradle / Ivy
package quant.trader
import java.time.ZonedDateTime
import zio.*
import zio.http.Client
import zio.http.URL
import zio.stream.ZStream
import zio.stream.ZSink
import liewhite.json.{*, given}
import quant.trader.exchange.Okx
import quant.trader.Trader
import quant.trader.common.Utils
import java.net.InetSocketAddress
case class Tick(ts: Long)
case class MidPrice(ts: Long, price: Double)
case class Volatility(ts: Long, volatility: Double)
case class Offset(ts: Long, offset: Double)
// 挂单越少， 挂的越远
// 过去1秒成交越大， 挂的越远
// 距离基数来自于两边挂单的差距
object Main extends ZIOAppDefault {
def run: ZIO[Any & (ZIOAppArgs & Scope), Any, Any] = {
val okx = exchange.Okx("TIA", "USDT", "", "","", None)
okx.getPosition(Trader.MarginMode.Cross).debug
}
}