tai v0.0.1 Support.Advisors.SpreadCapture

Link to this section Summary

Functions

Returns a specification to start this module under a supervisor

Callback when the highest bid or lowest ask changes price or size

Callback when order book has bid or ask changes

Callback when an order has been cancelled on the exchange

Callback when an order has been cancelled in the outbox but before the request has been sent to the exchange

Callback when an order creation fails

Callback when an order is created on the server

Callback when an order is enqueued

Returns the current state of the order book up to the given depth

Link to this section Functions

Link to this function child_spec(arg)

Returns a specification to start this module under a supervisor.

See Supervisor.

Link to this function handle_inside_quote(order_book_feed_id, symbol, bid, ask, changes, state)

Callback when the highest bid or lowest ask changes price or size

Callback implementation for Tai.Advisor.handle_inside_quote/6.

Link to this function handle_order_book_changes(order_book_feed_id, symbol, changes, state)

Callback when order book has bid or ask changes

Callback implementation for Tai.Advisor.handle_order_book_changes/4.

Link to this function handle_order_cancelled(order, state)

Callback when an order has been cancelled on the exchange

Callback implementation for Tai.Advisor.handle_order_cancelled/2.

Link to this function handle_order_cancelling(order, state)

Callback when an order has been cancelled in the outbox but before the request has been sent to the exchange.

Callback implementation for Tai.Advisor.handle_order_cancelling/2.

Link to this function handle_order_create_error(reason, order, state)

Callback when an order creation fails

Callback implementation for Tai.Advisor.handle_order_create_error/3.

Link to this function handle_order_create_ok(order, state)

Callback when an order is created on the server

Callback implementation for Tai.Advisor.handle_order_create_ok/2.

Link to this function handle_order_enqueued(order, state)

Callback when an order is enqueued

Callback implementation for Tai.Advisor.handle_order_enqueued/2.

Returns the current state of the order book up to the given depth

Examples

iex> Tai.Advisor.quotes(feed_id: :test_feed_a, symbol: :btcusd, depth: 1)

Link to this function start_link(list)