Symbol states

A trading system may operate on one or more symbols, symbol states are a way to define a local state for every symbol used in a trading system.

A symbol state generator is a method producing the state of a symbol, symbol state generators are defined with the dollar sign $ followed by the symbol name.

• Example 1

import { MidaTradingSystem, } from "@reiryoku/mida";

export class SuperTradingSystem extends MidaTradingSystem {
    $BTCUSD () {
        // BTCUSD state
    }
}

• Example 2

import { MidaTradingSystem, } from "@reiryoku/mida";

export class SuperTradingSystem extends MidaTradingSystem {
    $BTCUSD () {
        const onTick = async (tick) => {
            info(`Bitcoin price is ${tick.bid} USD`);
        };
        
        return {
            onTick,
        };
    }
}

Shared state

Part of a symbol state can be shared with the global trading system state and/or with other symbols.

• Example

import { info, MidaTradingSystem, } from "@reiryoku/mida";

export class SuperTradingSystem extends MidaTradingSystem {
    $BTCUSD () {
        const shared = { bid: undefined, };
        const onTick = async (tick) => {
            shared.bid = tick.bid;
        };

        return {
            shared,
            onTick,
        };
    }
    
    async onUpdate () {
        const btcUsdBid = this.shared.$BTCUSD.bid;

        info(`Bitcoin price is ${btcUsdBid} USD`);
    }
}