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03dd202245
- Update arbitrage.mdx with new import patterns - Update sdk/index.mdx with correct package names and examples - Update getting-started.mdx TypeScript examples - Update tutorials/first-trade.mdx complete walkthrough - Update tutorials/index.mdx quick reference - Update main index.mdx SDK examples - All docs now use clean DEX() and AMM() imports - Build verified: 144 pages generated successfully
115 lines
3.0 KiB
Go
115 lines
3.0 KiB
Go
// Copyright 2024 Lux Partners Limited. All rights reserved.
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// Use of this source code is governed by a BSD-style
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// license that can be found in the LICENSE file.
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/*
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Package trading provides a unified high-frequency trading SDK with multi-venue support.
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The SDK abstracts multiple trading venues behind a single interface:
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- Native LX DEX (Central Limit Order Book)
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- Native LX AMM (Automated Market Maker)
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- CCXT exchanges (Binance, MEXC, OKX, etc.) via HTTP gateway
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- Hummingbot Gateway connectors (Uniswap, PancakeSwap, etc.)
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# Quick Start
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Create a client with venue configurations:
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config := trading.NewConfig().
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WithNative("lx_dex", trading.NewLxDexConfig("https://api.lx.exchange")).
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WithCcxt("binance", trading.NewCcxtConfig("binance").
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WithCredentials(apiKey, apiSecret))
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client := trading.NewClient(config)
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ctx := context.Background()
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if err := client.Connect(ctx); err != nil {
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log.Fatal(err)
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}
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defer client.Disconnect(ctx)
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# Market Data
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Get orderbooks from single or multiple venues:
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// Single venue orderbook
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book, err := client.Orderbook(ctx, "BTC-USDC", trading.WithVenue("lx_dex"))
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// Aggregated orderbook from all venues
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aggBook, err := client.AggregatedOrderbook(ctx, "BTC-USDC")
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# Order Execution
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Place orders with automatic smart routing or target specific venues:
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// Smart routed market buy
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order, err := client.Buy(ctx, "BTC-USDC", decimal.NewFromFloat(0.1))
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// Limit order on specific venue
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order, err := client.LimitBuy(ctx, "BTC-USDC",
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decimal.NewFromFloat(0.1),
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decimal.NewFromFloat(50000),
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trading.WithVenue("binance"))
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# Execution Algorithms
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Built-in execution algorithms for large orders:
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// TWAP execution over 10 minutes
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twap := trading.NewTwapExecutor(client, trading.TwapConfig{
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Symbol: "BTC-USDC",
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Side: trading.SideBuy,
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TotalQuantity: decimal.NewFromFloat(10),
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DurationSeconds: 600,
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NumSlices: 20,
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})
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orders, err := twap.Execute(ctx)
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# Risk Management
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Built-in risk controls:
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config.Risk = trading.RiskConfig{
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Enabled: true,
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MaxPositionSize: decimal.NewFromFloat(100000),
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MaxOrderSize: decimal.NewFromFloat(10000),
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MaxDailyLoss: decimal.NewFromFloat(5000),
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KillSwitchEnabled: true,
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}
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# AMM Operations
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For AMM venues, swap and liquidity operations are available:
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// Get swap quote
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quote, err := client.Quote(ctx, "ETH", "USDC",
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decimal.NewFromFloat(1), true, "lx_amm")
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// Execute swap with slippage tolerance
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trade, err := client.Swap(ctx, "ETH", "USDC",
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decimal.NewFromFloat(1), true,
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decimal.NewFromFloat(0.005), "lx_amm")
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# Thread Safety
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The Client is safe for concurrent use. All methods properly synchronize
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access to shared state using read-write mutexes.
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# Error Handling
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All errors are wrapped with context using fmt.Errorf with %w for proper
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error chain inspection:
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if errors.Is(err, trading.ErrVenueNotFound) {
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// Handle venue not found
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}
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var tradingErr *trading.TradingError
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if errors.As(err, &tradingErr) {
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if tradingErr.IsRetryable() {
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// Retry the operation
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}
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}
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*/
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package trading
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