218 lines
4.8 KiB
Markdown
218 lines
4.8 KiB
Markdown
# Table of Contents
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* [Action Statements](#action-statements)
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* [CREATE EXCHANGE](#create-exchange-statement)
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* [CREATE SPREAD](#create-spread-statement)
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* [UPDATE TRIGGER](#update-trigger-statement)
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* [LIST TRIGGERS](#nop)
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* [SELL](#sell-statement)
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* [BUY](#buy-statement)
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* [Functions](#functions)
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* [PURCHASING_POWER](#purchasing_power)
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* [CURRENT_PRICE](#current_price)
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* [Types of Exchange](#types-of-exchange)
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* [IB_API](#ib_api)
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* [HIVE](#hive)
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* [MOCK](#mock-exchange)
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# Action Statements
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## CREATE EXCHANGE Statement
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```
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CREATE EXCHANGE [Name] TYPE [ExchangeType]
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URI [API CALLBACK URI]
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[...Exchange type-specific PARAMS]
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```
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### Examples
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```
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CREATE EXCHANGE 'IB' TYPE IB_API
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URI 'https://127.0.0.1:11590/'
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```
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## CREATE SPREAD Statement
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This is a shortcut function to create a buy/sell order pairs with hedge triggers
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```
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TODO
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```
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### Examples
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```
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CREATE SPREAD OF 10 BTC FOR QQQToken FROM "CryptoExchange"
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HEDGE BTC FOR USD FROM "CryptoExchange"
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HEDGE QQQToken FOR QQQ FROM "StockExchange"
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```
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## UPDATE TRIGGER
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```
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TODO
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```
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## SELL Statement
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```
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[SELL] [Amounts] OF [FinancialInstrument]
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FOR [Amount]
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FROM [Exchange]
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WITH LIMIT OF [Amounts]
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AND
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[Other Action Statements]
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FOR EVERY
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[Amounts] OF [FinancialInstrument] [SOLD]
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FROM [Exchange]/ANYWHERE
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AND/OR
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[Amounts] OF [FinancialInstrument] [BOUGHT]
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FROM [Exchange]/ANYWHERE
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AS 'ACTION_NAME'
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```
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### Examples
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#### Simple Sell
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The following statements are identical
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```
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SELL 1 SHARES OF QQQ FROM "MyBrokerAccount"
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SELL 1 UNIT OF QQQ FROM "MyBrokerAccount"
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SELL 1 QQQ FROM "MyBrokerAccount"
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```
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#### Sell Trigger
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```
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SELL 1 SHARES OF QQQ
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FOR 10 USD
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FROM "MyBrokerAccount"
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WITH LIMIT OF 100 SHARES
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FOR EVERY
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2 SHARES OF QQQ_TOKEN SOLD
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FROM "CoinBase"
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AS 'My Hedge Trigger'
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```
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## BUY Statement
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```
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[BUY] [Amounts] OF [FinancialInstrument]
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FOR [Amount]
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FROM [Exchange]
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WITH LIMIT OF [Amounts]
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AND
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[Other Action Statements]
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FOR EVERY
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[Amounts] OF [FinancialInstrument] [SOLD]
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FROM [Exchange]/ANYWHERE
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AND/OR
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[Amounts] OF [FinancialInstrument] [BOUGHT]
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FROM [Exchange]/ANYWHERE
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```
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### Examples
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```
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BUY 1 SHARES OF BTC_ETF
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FOR 10 USD
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FROM "MyBrokerAccount"
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WITH LIMIT OF PURCHASING_POWER( "MyBrokerAccount", "QQQ" )
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FOR EVERY
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1 BTC OF USD_BTC SOLD
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FROM "CoinBase"
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```
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# functions
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## PURCHASING_POWER
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`PURCHASING_POWER( Exchange, FinancialInstrument )`
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Returns the maximum [Amounts] of [FinancialInstrument] can purchase from [Exchange]
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## CURRENT_PRICE
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`CURRENT_PRICE( Exchange, FinancialInstrument )`
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Returns the current price of a financial instrument from exchange
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# Examples
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## Creating a spread
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* Max position: $1000
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* Spread: $10
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* QQQ etf price(Qetf): $100
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| Bid | Ask |
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|-----------------|----------------|
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| 10shares@$95 | 10shares@$105 |
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| ($1000 of Qetf) | ($800 of Qetf) |
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If a trader hit ur ASK by bidding 2 shares of QQQ token
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| Bid | Ask |
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|-----------------|----------------|
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| 10shares@$95 | 8shares@$105 |
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| ($1000 of Qetf) | ($800 of Qetf) |
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If another trader hit ur ASK with a 20 shares of bid, then only 8 shares of his order can be filled.
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* No need to handle his remaining 12 shares , its not ur responsibility, its his "broker/app/program" to deal with unfilled order.
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| Bid | Ask |
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|-----------------|----------------|
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| 10shares@$95 | |
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| ($1000 of Qetf) | |
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### SELL Order
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```
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SELL 10 SHARES OF "QQQ_TOKEN"
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FOR CURRENT_PRICE( "CryptoExchange", "QQQ_TOKEN" ) + 5 BTC
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WITH LIMIT OF 1000 BTC
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FROM "CryptoExchange"
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```
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### BUY Order
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```
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BUY 10 SHARES OF "QQQ_TOKEN"
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FOR CURRENT_PRICE( "CryptoExchange", "QQQ_TOKEN" ) - 5 BTC
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WITH LIMIT OF 1000 BTC
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FROM "CryptoExchange"
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```
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## Hedging
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### BUY Trigger for every QQQToken handed out
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```
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BUY 1 SHARES OF "QQQ"
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FOR CURRENT_PRICE( "StockExchange", "QQQ" )
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FROM "StockExchange"
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FOR EVERY 1 SHARES OF "QQQ_TOKEN" SOLD FROM "CryptoExchange"
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```
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### SELL Trigger for every QQQToken received
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```
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SELL 1 SHARES OF "QQQ"
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FOR CURRENT_PRICE( "StockExchange", "QQQ" )
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FROM "StockeExchange"
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FOR EVERY 1 SHARES OF "QQQ_TOKEN" BOUGHT FROM "CryptoExchange"
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```
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### BUY Trigger for every BTC handed out
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```
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BUY 1 BTC OF BTC
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FOR CURRENT_PRICE( "CryptoExchange", "USD.BTC" )
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FROM "CryptoExchange"
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FOR EVERY 1 BTC OF BTC SOLD FROM "CryptoExchange"
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```
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### SELL Trigger for every BTC received
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```
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SELL 1 BTC OF BTC
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FOR CURRENT_PRICE( "CryptoExchange", "USD.BTC" )
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FROM "CryptoExchange"
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FOR EVERY 1 BTC OF BTC BOUGHT FROM "CryptoExchange"
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```
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# Types of Exchange
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## Mock Exchange
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The mock exchange is an exchange for testing purpose
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