The scalpl Reference Manual

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The scalpl Reference Manual

This is the scalpl Reference Manual, generated automatically by Declt version 3.0 "Montgomery Scott" on Fri Jun 26 12:11:14 2020 GMT+0.


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1 Introduction

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 o.#..o.o..o..#...`.o...##.oo.o.#..o&#.o..`..o.o.#..o
   o..o.`o..`..`.....`..#.`o..o.o..`oo..`.....`o.o...
      o..o..o..markets..o...`..`.o..o.`..lisp...`o..o
            o.............mayhem..`..`............`..

"scalpl is a project written by someone who is clearly having a great time" - @byrneseyeview

Legal-ease

The software is provided devoid of warantee, guarranty, liesense, and noncence: "do as thou wilt".

Please be advised that this use of the software renders varying signals to market participants in a manner that amplifies pre-existing biases. Performing such acts in jurisdictia where the potential consequences of such actions are punishable is liable to offend my religion, and should be considered a capital offense, insofar as such are punishable by and large small etc etc etc.

PROCLAIMER REGARDING CONTINUITY

After much internal debate, and in light of recent developments (by which is meant the guided actions of one patently insane and insanely unpatentable undividual behaving in a manner consistent with tween-age onset borderline schizo-affective disstimulant-modulated cyclothemia, with a dash of bitters and three parts simple syrup), we are back from hiatus and seeking partners!

To celebrate our return, we are officially sponsoring theme songs, and actively seeking suggestions for more.

Abstract

There will be an engine for expressing arbitrarily intricate policies for placement and removal of offers in asset exchanges; today, it is hardcoded as a market maker. We also endeavor to provide a constructive extension of Kerckhoffs's Law to game theory, although it may require [un?]countably infinitely many steps.

Exchanges

Several exchanges were supported: Bitfinex, BTC-e, and Kraken. ScalpL also supported MPExAgent, and if your hand still plays such tables, there is no conceivably indubitable reason for such bits to have rot; fresh additions are clients for the Baloney Exchange, and experimental support for the best-named casino in the Seychelles, the Bitcoin Mercantile Exchange.

Requirements

Currently, this program only runs on SBCL, although it can be run on Embeddable Common Lisp, Clozure CL, after a few rather trivial modifications required by ANSI compliance issues. Please let me know if you are able to run the program unmodified on either ECL or CCL, or have news about the others.

Excuses and Explanations

Current Status Build Status Quicklisp

Taming the Beast

The hardcoded volatility harvesting algorithm obeys several parameters:

Nature of the Beast

Past Performance


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2 Systems

The main system appears first, followed by any subsystem dependency.


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2.1 scalpl

Author

Adlai Chandrasekhar <adlai.chandrasekhar@gmail.com>

License

public domain

Description

market maker + APIs to several Bitcoin exchanges

Dependencies
Source

scalpl.asd (file)

Components

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3 Files

Files are sorted by type and then listed depth-first from the systems components trees.


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3.1 Lisp


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3.1.1 scalpl.asd

Location

scalpl.asd

Systems

scalpl (system)

Packages

scalpl.asd


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3.1.2 scalpl/util.lisp

Parent

scalpl (system)

Location

util.lisp

Packages

scalpl.util

Exported Definitions
Internal Definitions

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3.1.3 scalpl/actor.lisp

Dependency

util.lisp (file)

Parent

scalpl (system)

Location

actor.lisp

Packages

scalpl.actor

Exported Definitions
Internal Definitions

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3.1.4 scalpl/exchange.lisp

Dependency

actor.lisp (file)

Parent

scalpl (system)

Location

exchange.lisp

Packages

scalpl.exchange

Exported Definitions
Internal Definitions

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3.1.5 scalpl/qd.lisp

Dependency

exchange.lisp (file)

Parent

scalpl (system)

Location

qd.lisp

Packages

scalpl.qd

Exported Definitions
Internal Definitions

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4 Packages

Packages are listed by definition order.


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4.1 scalpl.asd

Source

scalpl.asd

Use List

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4.2 scalpl.util

Source

util.lisp (file)

Use List
Used By List
Exported Definitions
Internal Definitions

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4.3 scalpl.actor

Source

actor.lisp (file)

Use List
Used By List
Exported Definitions
Internal Definitions

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4.4 scalpl.exchange

Source

exchange.lisp (file)

Use List
Used By List

scalpl.qd

Exported Definitions
Internal Definitions

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4.5 scalpl.qd

Source

qd.lisp (file)

Use List
Internal Definitions

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5 Definitions

Definitions are sorted by export status, category, package, and then by lexicographic order.


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5.1 Exported definitions


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5.1.1 Special variables

Special Variable: *exchanges*
Package

scalpl.exchange

Source

exchange.lisp (file)


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5.1.2 Macros

Macro: aand1 TEST &rest REST
Package

scalpl.util

Source

util.lisp (file)

Macro: amvp1 VALUES-FORM &body BODY
Package

scalpl.util

Source

util.lisp (file)

Macro: aslot-setter NEW-VALUE &rest SLOTS
Package

scalpl.util

Source

util.lisp (file)

Macro: awhen1 TEST &body BODY
Package

scalpl.util

Source

util.lisp (file)

Macro: break-errors TYPESPEC &body FORMS
Package

scalpl.util

Source

util.lisp (file)

Macro: dbz-guard FORM
Package

scalpl.util

Source

util.lisp (file)

Macro: lazy-do-instances CLASS AGITATION &body FORMS

evaluates FORMS with IT bound to each instance of CLASS touched by AGITATION

Package

scalpl.util

Source

util.lisp (file)

Macro: mvwrap SLOT FUNCTION
Package

scalpl.util

Source

util.lisp (file)

Macro: once-only (&rest NAMES) &body BODY
Package

scalpl.util

Source

util.lisp (file)

Macro: slot-reduce ROOT &rest SLOTS
Setf Expander: (setf slot-reduce) ROOT &rest SLOTS
Package

scalpl.util

Source

util.lisp (file)

Macro: slot-reducer &rest SLOTS
Package

scalpl.util

Source

util.lisp (file)

Macro: slot-setter NEW-VALUE &rest SLOTS
Package

scalpl.util

Source

util.lisp (file)

Macro: with-aslots SLOTS FORM &body BODY
Package

scalpl.util

Source

util.lisp (file)

Macro: with-json-slots (&rest SLOT-BINDINGS) OBJECT &body BODY
Package

scalpl.util

Source

util.lisp (file)


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5.1.3 Functions

Function: aq* MP AQ &aux Q P
Package

scalpl.exchange

Source

exchange.lisp (file)

Function: aq+ AQ1 AQ2 &rest AQS
Package

scalpl.exchange

Source

exchange.lisp (file)

Function: aq- AQ1 &optional AQ2 &rest AQS
Package

scalpl.exchange

Source

exchange.lisp (file)

Function: aq/ GIVEN TAKEN &aux AG AT
Package

scalpl.exchange

Source

exchange.lisp (file)

Function: asset AQ
Package

scalpl.exchange

Source

exchange.lisp (file)

Function: asset-funds ASSET FUNDS
Package

scalpl.exchange

Source

exchange.lisp (file)

Function: bases-without BASES GIVEN
Package

scalpl.exchange

Source

exchange.lisp (file)

Function: cons-aq ASSET QUANTITY
Package

scalpl.exchange

Source

exchange.lisp (file)

Function: cons-aq* ASSET QUANTITY
Package

scalpl.exchange

Source

exchange.lisp (file)

Function: cons-mp MARKET PRICE
Package

scalpl.exchange

Source

exchange.lisp (file)

Function: cons-mp* MARKET PRICE
Package

scalpl.exchange

Source

exchange.lisp (file)

Function: consumed-asset OFFER
Package

scalpl.exchange

Source

exchange.lisp (file)

Function: decode-json ARG
Package

scalpl.util

Source

util.lisp (file)

Function: enable-pretty-printer-abuse &optional RIGHT-MARGIN
Package

scalpl.exchange

Source

exchange.lisp (file)

Function: find-exchange NAME &aux STR
Package

scalpl.exchange

Source

exchange.lisp (file)

Function: gate-request GATE PATH &optional OPTIONS &aux ID
Package

scalpl.exchange

Source

exchange.lisp (file)

Function: getjso KEY &optional MAP
Package

scalpl.util

Source

util.lisp (file)

Function: http-request PATH &rest KEYS &aux BACKOFF
Package

scalpl.exchange

Source

exchange.lisp (file)

Function: jso-keys JSO
Package

scalpl.util

Source

util.lisp (file)

Function: kw THING
Package

scalpl.util

Source

util.lisp (file)

Function: mapcar-jso THUNK JSO &aux LIST
Package

scalpl.util

Source

util.lisp (file)

Function: mapjso FUNC MAP
Package

scalpl.util

Source

util.lisp (file)

Function: mapjso* THUNK JSO
Package

scalpl.util

Source

util.lisp (file)

Function: parse-price PRICE-STRING DECIMALS
Package

scalpl.util

Source

util.lisp (file)

Function: parse-rfc1123-timestring TIMESTRING &key
Package

scalpl.util

Source

util.lisp (file)

Function: quantity AQ
Package

scalpl.exchange

Source

exchange.lisp (file)

Function: read-json IN
Package

scalpl.util

Source

util.lisp (file)

Function: rehome-symbol SYMBOL NEW-HOME &aux SOURCE
Package

scalpl.util

Source

util.lisp (file)

Function: scaled-price MP
Package

scalpl.exchange

Source

exchange.lisp (file)

Function: scaled-quantity AQ
Package

scalpl.exchange

Source

exchange.lisp (file)

Function: scalp MP
Package

scalpl.exchange

Source

exchange.lisp (file)

Function: shallow-copy OBJECT
Package

scalpl.util

Source

util.lisp (file)

Function: short-month-index SHORT-NAME
Package

scalpl.util

Source

util.lisp (file)

Function: strftime &optional DATEP &aux BITS
Package

scalpl.util

Source

util.lisp (file)

Function: string-octets STRING
Package

scalpl.util

Source

util.lisp (file)

Function: subseq* SEQUENCE START &optional END
Package

scalpl.util

Source

util.lisp (file)

Function: urlencode-params PARAMS &optional FORMAT
Package

scalpl.util

Source

util.lisp (file)


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5.1.4 Generic functions

Generic Function: account-balances GATE
Package

scalpl.exchange

Source

exchange.lisp (file)

Generic Function: adopt PARENT CHILD
Package

scalpl.actor

Source

actor.lisp (file)

Methods
Method: adopt (PARENT parent) (CHILD actor)
Generic Function: assets OBJECT
Package

scalpl.exchange

Methods
Method: assets (EXCHANGE exchange)

automatically generated reader method

Source

exchange.lisp (file)

Generic Function: bases-for SUPPLICANT ASSET
Package

scalpl.exchange

Source

exchange.lisp (file)

Methods
Method: bases-for (SUPPLICANT supplicant) (MARKET market)
Method: bases-for (SUPPLICANT supplicant) (ASSET asset)
Generic Function: book OBJECT
Package

scalpl.exchange

Methods
Method: book (TRACKED-MARKET tracked-market)

automatically generated reader method

Source

exchange.lisp (file)

Generic Function: cancel-offer GATE OFFER
Package

scalpl.exchange

Source

exchange.lisp (file)

Methods
Method: cancel-offer (GATE gate) (OFFER offer)
Generic Function: christen ACTOR TYPE
Package

scalpl.actor

Source

actor.lisp (file)

Methods
Method: christen (MAKER maker) (TYPE (eql actor))
Source

qd.lisp (file)

Method: christen (OPE ope-scalper) (TYPE (eql actor))
Source

qd.lisp (file)

Method: christen (PRIORITIZER prioritizer) (TYPE (eql actor))
Source

qd.lisp (file)

Method: christen (FILTER filter) (TYPE (eql actor))
Source

qd.lisp (file)

Method: christen (SUPPLICANT supplicant) (TYPE (eql actor))
Source

exchange.lisp (file)

Method: christen (TRACKER execution-tracker) (TYPE (eql actor))
Source

exchange.lisp (file)

Method: christen (FETCHER execution-fetcher) (TYPE (eql actor))
Source

exchange.lisp (file)

Method: christen (TRACKER fee-tracker) (TYPE (eql actor))
Source

exchange.lisp (file)

Method: christen (FETCHER fee-fetcher) (TYPE (eql actor))
Source

exchange.lisp (file)

Method: christen (TRACKER balance-tracker) (TYPE (eql actor))
Source

exchange.lisp (file)

Method: christen (TRACKER book-tracker) (TYPE (eql actor))
Source

exchange.lisp (file)

Method: christen (FETCHER book-fetcher) (TYPE (eql actor))
Source

exchange.lisp (file)

Method: christen (TRACKER trades-tracker) (TYPE (eql actor))
Source

exchange.lisp (file)

Method: christen (FETCHER trades-fetcher) (TYPE (eql actor))
Source

exchange.lisp (file)

Method: christen (GATE gate) (TYPE (eql actor))
Source

exchange.lisp (file)

Method: christen (ACTOR actor) (TYPE (eql actor))
Method: christen (ACTOR actor) (TYPE (eql task))
Method: christen (ACTOR actor) (TYPE (eql task)) around
Generic Function: control OBJECT
Package

scalpl.actor

Methods
Method: control (ACTOR actor)

Channel for controlling this actor

Source

actor.lisp (file)

Generic Function: cost OBJECT
Package

scalpl.exchange

Methods
Method: cost (TRADE trade)

automatically generated reader method

Source

exchange.lisp (file)

Generic Function: counter OBJECT
Package

scalpl.exchange

Methods
Method: counter (MARKET market)

automatically generated reader method

Source

exchange.lisp (file)

Generic Function: decimals OBJECT
Package

scalpl.exchange

Methods
Method: decimals (MARKET market)

automatically generated reader method

Source

exchange.lisp (file)

Method: decimals (ASSET asset)

automatically generated reader method

Source

exchange.lisp (file)

Generic Function: direction MP
Package

scalpl.exchange

Methods
Method: direction (TRADE trade)

automatically generated reader method

Source

exchange.lisp (file)

Method: direction (MP complex)
Source

exchange.lisp (file)

Generic Function: ensure-running ACTOR
Package

scalpl.actor

Source

actor.lisp (file)

Methods
Method: ensure-running (MARKET tracked-market)
Source

exchange.lisp (file)

Method: ensure-running (MARKET market)
Source

exchange.lisp (file)

Method: ensure-running (PARENT parent) after
Method: ensure-running (ACTOR actor) &aux CACHE
Generic Function: exchange OBJECT
Package

scalpl.exchange

Methods
Method: exchange (GATE gate)

automatically generated reader method

Source

exchange.lisp (file)

Method: exchange (MARKET market)

automatically generated reader method

Source

exchange.lisp (file)

Method: exchange (ASSET asset)

automatically generated reader method

Source

exchange.lisp (file)

Generic Function: execute ACTOR COMMAND
Package

scalpl.actor

Source

actor.lisp (file)

Methods
Method: execute (SUPPLICANT supplicant) (CONS cons) &aux ARG
Source

exchange.lisp (file)

Method: execute (TRACKER execution-tracker) (COMMAND (eql rebase))
Source

exchange.lisp (file)

Method: execute (ACTOR actor) (COMMAND function)
Method: execute (ACTOR actor) (COMMAND (eql halt))
Generic Function: execution-since GATE MARKET SINCE
Package

scalpl.exchange

Source

exchange.lisp (file)

Generic Function: fee OBJECT
Package

scalpl.exchange

Methods
Method: fee (EXECUTION execution)

automatically generated reader method

Source

exchange.lisp (file)

Generic Function: fetch-exchange-data EXCHANGE

Fetch metadata about assets and markets on this exchange.
Since fetching this information requires network access, it’s performed on a need-to-use basis, rather than upon initial loading of the exchange API.

Package

scalpl.exchange

Source

exchange.lisp (file)

Methods
Method: fetch-exchange-data EXCHANGE after
Generic Function: find-asset DESIGNATOR EXCHANGE
Package

scalpl.exchange

Source

exchange.lisp (file)

Methods
Method: find-asset DESIGNATOR (ASSETS list)
Method: find-asset DESIGNATOR (EXCHANGE exchange)
Method: find-asset DESIGNATOR (NAME symbol)
Generic Function: find-market DESIGNATOR EXCHANGE
Package

scalpl.exchange

Source

exchange.lisp (file)

Methods
Method: find-market DESIGNATOR (MARKETS list)
Method: find-market DESIGNATOR (EXCHANGE exchange)
Method: find-market DESIGNATOR (NAME symbol)
Generic Function: gate-post GATE PUBKEY SECRET REQUEST

Attempts to perform ‘request’ with the provided credentials.

Package

scalpl.exchange

Source

exchange.lisp (file)

Methods
Method: gate-post GATE PUBKEY SECRET REQUEST around
Generic Function: get-book MARKET &key
Package

scalpl.exchange

Source

exchange.lisp (file)

Methods
Method: get-book (MARKET tracked-market) &key
Generic Function: given OBJECT
Package

scalpl.exchange

Methods
Method: given (TRADE trade)

automatically generated reader method

Source

exchange.lisp (file)

Method: given (OFFER offer)

automatically generated reader method

Source

exchange.lisp (file)

Generic Function: halt ACTOR

Signals ‘actor’ to terminate

Package

scalpl.actor

Source

actor.lisp (file)

Methods
Method: halt (GATE gate) before
Source

exchange.lisp (file)

Method: halt (ACTOR actor)
Generic Function: market OBJECT
Package

scalpl.exchange

Source

exchange.lisp (file)

Methods
Method: market (SUPPLICANT supplicant)

automatically generated reader method

Method: market (BOOK-TRACKER book-tracker)

automatically generated reader method

Method: market (TRADES-TRACKER trades-tracker)

automatically generated reader method

Method: market (TRADE trade)

automatically generated reader method

Method: market (OFFER offer)

automatically generated reader method

Method: market OBJECT
Method: market (MP complex)
Generic Function: market-fee GATE MARKET

(bid . ask) fees, in percent

Package

scalpl.exchange

Source

exchange.lisp (file)

Methods
Method: market-fee (GATE gate) (MARKET market) around
Generic Function: markets OBJECT
Package

scalpl.exchange

Methods
Method: markets (EXCHANGE exchange)

automatically generated reader method

Source

exchange.lisp (file)

Generic Function: name OBJECT
Package

scalpl.actor

Methods
Method: name (MARKET market)

automatically generated reader method

Source

exchange.lisp (file)

Method: name (ASSET asset)

automatically generated reader method

Source

exchange.lisp (file)

Method: name (EXCHANGE exchange)

automatically generated reader method

Source

exchange.lisp (file)

Method: name (ACTOR actor)

Name for identifying this actor and its tasks

Source

actor.lisp (file)

Generic Function: net-cost OBJECT
Package

scalpl.exchange

Methods
Method: net-cost (EXECUTION execution)

automatically generated reader method

Source

exchange.lisp (file)

Generic Function: net-volume OBJECT
Package

scalpl.exchange

Methods
Method: net-volume (EXECUTION execution)

automatically generated reader method

Source

exchange.lisp (file)

Generic Function: oid OBJECT
Package

scalpl.exchange

Methods
Method: oid (EXECUTION execution)

automatically generated reader method

Source

exchange.lisp (file)

Method: oid (PLACED placed)

automatically generated reader method

Source

exchange.lisp (file)

Generic Function: parse-timestamp EXCHANGE TIMESTAMP
Package

scalpl.exchange

Source

exchange.lisp (file)

Methods
Method: parse-timestamp (EXCHANGE exchange) (SEC integer)
Method: parse-timestamp (EXCHANGE exchange) (TIMESTAMP real)
Method: parse-timestamp (EXCHANGE exchange) (TIMESTAMP string)
Generic Function: perform ACTOR &key BLOCKP

Implement actor’s behavior, executing commands by default

Package

scalpl.actor

Source

actor.lisp (file)

Methods
Method: perform (MAKER maker) &key
Source

qd.lisp (file)

Method: perform (OPE ope-scalper) &key
Source

qd.lisp (file)

Method: perform (PRIORITIZER prioritizer) &key
Source

qd.lisp (file)

Method: perform (FILTER filter) &key
Source

qd.lisp (file)

Method: perform (TRACKER execution-tracker) &key
Source

exchange.lisp (file)

Method: perform (FETCHER execution-fetcher) &key
Source

exchange.lisp (file)

Method: perform (TRACKER fee-tracker) &key
Source

exchange.lisp (file)

Method: perform (FETCHER fee-fetcher) &key
Source

exchange.lisp (file)

Method: perform (TRACKER balance-tracker) &key
Source

exchange.lisp (file)

Method: perform (TRACKER book-tracker) &key
Source

exchange.lisp (file)

Method: perform (FETCHER book-fetcher) &key
Source

exchange.lisp (file)

Method: perform (TRACKER trades-tracker) &key
Source

exchange.lisp (file)

Method: perform (FETCHER trades-fetcher) &key
Source

exchange.lisp (file)

Method: perform (GATE gate) &key
Source

exchange.lisp (file)

Method: perform (ACTOR actor) &key before
Method: perform (ACTOR actor) &key BLOCKP
Method: perform (ACTOR actor) &key around
Method: perform (ACTOR actor) &key after
Generic Function: placed-offers GATE
Package

scalpl.exchange

Source

exchange.lisp (file)

Methods
Method: placed-offers (SUPPLICANT supplicant)
Generic Function: post-offer GATE OFFER
Package

scalpl.exchange

Source

exchange.lisp (file)

Generic Function: price MP
Package

scalpl.exchange

Methods
Method: price (TRADE trade)

automatically generated reader method

Source

exchange.lisp (file)

Method: price (OFFER offer)

automatically generated reader method

Source

exchange.lisp (file)

Method: price MP
Source

exchange.lisp (file)

Generic Function: primary OBJECT
Package

scalpl.exchange

Methods
Method: primary (MARKET market)

automatically generated reader method

Source

exchange.lisp (file)

Generic Function: print-book BOOK &key MARKET OURS WAIT COUNT PREFIX &allow-other-keys
Package

scalpl.exchange

Source

exchange.lisp (file)

Methods
Method: print-book (MAKER maker) &rest KEYS &key MARKET OURS WAIT
Source

qd.lisp (file)

Method: print-book (SUPPLICANT supplicant) &rest KEYS
Method: print-book (LICTOR execution-tracker) &rest KEYS
Method: print-book (BOOK cons) &key COUNT PREFIX OURS
Method: print-book (TRACKER book-tracker) &rest KEYS
Method: print-book (MARKET tracked-market) &rest KEYS
Generic Function: rehome-class CLASS NEW-HOME
Package

scalpl.util

Source

util.lisp (file)

Methods
Method: rehome-class (CLASS symbol) NEW-HOME
Method: rehome-class (CLASS class) (NEW-HOME package)
Generic Function: taken OBJECT
Package

scalpl.exchange

Methods
Method: taken (TRADE trade)

automatically generated reader method

Source

exchange.lisp (file)

Method: taken (OFFER offer)

automatically generated reader method

Source

exchange.lisp (file)

Generic Function: trades OBJECT
Package

scalpl.exchange

Methods
Method: trades (TRACKED-MARKET tracked-market)

automatically generated reader method

Source

exchange.lisp (file)

Generic Function: trades-since MARKET &optional SINCE
Package

scalpl.exchange

Source

exchange.lisp (file)

Generic Function: txid OBJECT
Package

scalpl.exchange

Methods
Method: txid (TRADE trade)

automatically generated reader method

Source

exchange.lisp (file)

Generic Function: volume OBJECT
Generic Function: (setf volume) NEW-VALUE OBJECT
Package

scalpl.exchange

Methods
Method: volume (TRADE trade)

automatically generated reader method

Source

exchange.lisp (file)

Method: volume (OFFER offer)

automatically generated reader method

Source

exchange.lisp (file)

Method: (setf volume) NEW-VALUE (OFFER offer)

automatically generated writer method

Source

exchange.lisp (file)

Generic Function: vwap TRACKER &key TYPE DEPTH SINCE &allow-other-keys
Package

scalpl.exchange

Source

exchange.lisp (file)

Methods
Method: vwap (TRACKER execution-tracker) &key TYPE DEPTH
Method: vwap (MARKET tracked-market) &rest KEYS
Method: vwap TRACKER &key around
Method: vwap (TRACKER trades-tracker) &key SINCE DEPTH TYPE

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5.1.5 Classes

Class: actor ()
Package

scalpl.actor

Source

actor.lisp (file)

Direct superclasses

standard-object (class)

Direct subclasses
Direct methods
Direct slots
Slot: name

Name for identifying this actor and its tasks

Initargs

:name

Readers

name (generic function)

Slot: abbrev
Allocation

:class

Slot: tasks

Tasks performing this actor’s behavior

Slot: delegates

Other actors for delegating missing slot values

Initargs

:delegates

Slot: control

Channel for controlling this actor

Initform

(make-instance (quote chanl:channel))

Readers

control (generic function)

Class: ask ()
Package

scalpl.exchange

Source

exchange.lisp (file)

Direct superclasses

offer (class)

Class: asset ()
Package

scalpl.exchange

Source

exchange.lisp (file)

Direct superclasses

registered-unit (class)

Direct methods
Direct slots
Slot: name
Initargs

:name

Readers

name (generic function)

Slot: decimals
Initargs

:decimals

Readers

decimals (generic function)

Slot: exchange
Initargs

:exchange

Readers

exchange (generic function)

Class: balance-tracker ()
Package

scalpl.exchange

Source

exchange.lisp (file)

Direct superclasses

actor (class)

Direct methods
Direct slots
Slot: fuzz
Initargs

:fuzz

Initform

(random 7)

Slot: sync
Initargs

:sync

Initform

(make-instance (quote chanl:channel))

Slot: balances
Initargs

:balances

Slot: reserved
Initargs

:reserved

Slot: abbrev
Allocation

:class

Initform

"funds"

Class: bid ()
Package

scalpl.exchange

Source

exchange.lisp (file)

Direct superclasses

offer (class)

Direct methods

initialize-instance (method)

Class: book-tracker ()
Package

scalpl.exchange

Source

exchange.lisp (file)

Direct superclasses

parent (class)

Direct methods
Direct slots
Slot: market
Initargs

:market

Initform

(error "required")

Readers

market (generic function)

Slot: get-book-keys
Initargs

:get-book-keys

Slot: delay
Initargs

:delay

Initform

13

Slot: book
Slot: buffer
Initform

(make-instance (quote chanl:channel))

Slot: fetcher
Slot: output
Initform

(make-instance (quote chanl:channel))

Class: exchange ()
Package

scalpl.exchange

Source

exchange.lisp (file)

Direct superclasses

standard-object (class)

Direct methods
Direct slots
Slot: name
Initargs

:name

Readers

name (generic function)

Slot: assets
Initargs

:assets

Readers

assets (generic function)

Slot: markets
Initargs

:markets

Readers

markets (generic function)

Slot: market-timestamp-sensitivity
Initargs

:sensitivity

Class: execution ()
Package

scalpl.exchange

Source

exchange.lisp (file)

Direct superclasses

trade (class)

Direct methods
Direct slots
Slot: oid
Initargs

:oid

Readers

oid (generic function)

Slot: fee
Initargs

:fee

Readers

fee (generic function)

Slot: net-cost
Initargs

:net-cost

Readers

net-cost (generic function)

Slot: net-volume
Initargs

:net-volume

Readers

net-volume (generic function)

Class: execution-tracker ()
Package

scalpl.exchange

Source

exchange.lisp (file)

Direct superclasses

parent (class)

Direct methods
Direct slots
Slot: abbrev
Allocation

:class

Initform

"exhun tracker"

Slot: trades
Initargs

:trades

Slot: bases
Slot: delay
Initform

59

Slot: buffer
Initform

(make-instance (quote chanl:channel))

Slot: fetcher
Class: fee-tracker ()
Package

scalpl.exchange

Source

exchange.lisp (file)

Direct superclasses

parent (class)

Direct methods
Direct slots
Slot: abbrev
Allocation

:class

Initform

"fee tracker"

Slot: delay
Initargs

:delay

Initform

127

Slot: fee
Slot: fetcher
Slot: input
Initargs

:input

Initform

(make-instance (quote chanl:channel))

Slot: output
Initargs

:output

Initform

(make-instance (quote chanl:channel))

Class: gate ()
Package

scalpl.exchange

Source

exchange.lisp (file)

Direct superclasses

actor (class)

Direct methods
Direct slots
Slot: exchange
Initargs

:exchange

Initform

(error "ei4ni")

Readers

exchange (generic function)

Slot: pubkey
Initargs

:pubkey

Initform

(error "gate requires api pubkey")

Slot: secret
Initargs

:secret

Initform

(error "gate requires api secret")

Slot: input
Initargs

:input

Initform

(make-instance (quote chanl:channel))

Slot: output
Initargs

:output

Initform

(make-instance (quote chanl:channel))

Slot: cache
Class: market ()
Package

scalpl.exchange

Source

exchange.lisp (file)

Direct superclasses

registered-unit (class)

Direct subclasses

tracked-market (class)

Direct methods
Direct slots
Slot: name
Initargs

:name

Readers

name (generic function)

Slot: decimals
Initargs

:decimals

Readers

decimals (generic function)

Slot: exchange
Initargs

:exchange

Readers

exchange (generic function)

Slot: counter
Initargs

:counter

Readers

counter (generic function)

Slot: primary
Initargs

:primary

Readers

primary (generic function)

Class: offer ()
Package

scalpl.exchange

Source

exchange.lisp (file)

Direct superclasses

standard-object (class)

Direct subclasses
Direct methods
Direct slots
Slot: market
Initargs

:market

Readers

market (generic function)

Slot: taken
Initargs

:taken

Readers

taken (generic function)

Slot: given
Initargs

:given

Readers

given (generic function)

Slot: volume
Initargs

:volume

Readers

volume (generic function)

Writers

(setf volume) (generic function)

Slot: price
Initargs

:price

Readers

price (generic function)

Class: parent ()
Package

scalpl.actor

Source

actor.lisp (file)

Direct superclasses

actor (class)

Direct subclasses
Direct methods
Direct slots
Slot: children
Class: placed ()
Package

scalpl.exchange

Source

exchange.lisp (file)

Direct superclasses

offer (class)

Direct methods

oid (method)

Direct slots
Slot: oid
Initargs

:oid

Readers

oid (generic function)

Class: supplicant ()
Package

scalpl.exchange

Source

exchange.lisp (file)

Direct superclasses

parent (class)

Direct methods
Direct slots
Slot: gate
Initargs

:gate

Slot: market
Initargs

:market

Readers

market (generic function)

Slot: placed
Slot: response
Initform

(make-instance (quote chanl:channel))

Slot: abbrev
Allocation

:class

Initform

"supplicant"

Slot: treasurer
Initargs

:treasurer

Slot: lictor
Initargs

:lictor

Slot: fee
Initargs

:fee

Slot: order-slots
Initargs

:order-slots

Initform

40

Class: trade ()
Package

scalpl.exchange

Source

exchange.lisp (file)

Direct superclasses

standard-object (class)

Direct subclasses

execution (class)

Direct methods
Direct slots
Slot: market
Initargs

:market

Readers

market (generic function)

Slot: volume
Initargs

:volume

Readers

volume (generic function)

Slot: price
Initargs

:price

Readers

price (generic function)

Slot: cost
Initargs

:cost

Readers

cost (generic function)

Slot: taken
Initargs

:taken

Readers

taken (generic function)

Slot: given
Initargs

:given

Readers

given (generic function)

Slot: txid
Initargs

:txid

Readers

txid (generic function)

Slot: timestamp
Initargs

:timestamp

Readers

timestamp (generic function)

Slot: direction
Initargs

:direction

Readers

direction (generic function)

Class: trades-tracker ()
Package

scalpl.exchange

Source

exchange.lisp (file)

Direct superclasses

parent (class)

Direct methods
Direct slots
Slot: market
Initargs

:market

Readers

market (generic function)

Slot: delay
Initargs

:delay

Initform

47

Slot: buffer
Initform

(make-instance (quote chanl:channel))

Slot: output
Initform

(make-instance (quote chanl:channel))

Slot: trades
Slot: fetcher

Previous: , Up: Exported definitions   [Contents][Index]

5.1.6 Types

Type: asset-quantity ()

A precise quantity of a given asset

Package

scalpl.exchange

Source

exchange.lisp (file)

Type: octets &optional SIZE
Package

scalpl.util

Source

util.lisp (file)


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5.2 Internal definitions


Next: , Previous: , Up: Internal definitions   [Contents][Index]

5.2.1 Special variables

Special Variable: *physical-quantity-pprint-dispatch*
Package

scalpl.exchange

Source

exchange.lisp (file)

Special Variable: *unit-registry*
Package

scalpl.exchange

Source

exchange.lisp (file)


Next: , Previous: , Up: Internal definitions   [Contents][Index]

5.2.2 Macros

Macro: and1 TEST &rest REST
Package

scalpl.util

Source

util.lisp (file)

Macro: define-delegated-slot-operation OPERATION RETURN
Package

scalpl.actor

Source

actor.lisp (file)

Macro: define-maker NAME &rest KEYS
Package

scalpl.qd

Source

qd.lisp (file)

Macro: when1 TEST &body BODY
Package

scalpl.util

Source

util.lisp (file)


Next: , Previous: , Up: Internal definitions   [Contents][Index]

5.2.3 Functions

Function: balance-guarded-place OPE &rest OFFERS
Package

scalpl.exchange

Source

exchange.lisp (file)

Function: basis-offer BASIS
Package

scalpl.exchange

Source

exchange.lisp (file)

Function: current-depth MAKER
Package

scalpl.qd

Source

qd.lisp (file)

Function: dumbot-offers FOREIGNERS RESILIENCE FUNDS EPSILON MAX-ORDERS MAGIC &aux ACC SHARE OTHERS ASSET
Package

scalpl.qd

Source

qd.lisp (file)

Function: find-unit INDEX
Package

scalpl.exchange

Source

exchange.lisp (file)

Function: ignore-offers OPEN MINE &aux THEM
Package

scalpl.qd

Source

qd.lisp (file)

Function: makereport MAKER FUND RATE BTC DOGE INVESTMENT RISKED SKEW &optional HA
Package

scalpl.qd

Source

qd.lisp (file)

Function: map-children PARENT FUNCTION
Package

scalpl.actor

Source

actor.lisp (file)

Function: offers-spending OPE ASSET
Package

scalpl.exchange

Source

exchange.lisp (file)

Function: ope-cancel OPE OFFER
Package

scalpl.qd

Source

qd.lisp (file)

Function: ope-place OPE OFFER
Package

scalpl.qd

Source

qd.lisp (file)

Function: ope-placed OPE
Package

scalpl.qd

Source

qd.lisp (file)

Function: ope-spreader BOOK RESILIENCE FUNDS EPSILON SIDE OPE
Package

scalpl.qd

Source

qd.lisp (file)

Function: ope-sprinner OFFERS FUNDS COUNT MAGIC BASES PUNK DUNK BOOK
Package

scalpl.qd

Source

qd.lisp (file)

Function: performance-overview MAKER &optional DEPTH
Package

scalpl.qd

Source

qd.lisp (file)

Function: physical-quantity-p THING
Package

scalpl.exchange

Source

exchange.lisp (file)

Function: pprint-physical-quantity STREAM PQ
Package

scalpl.exchange

Source

exchange.lisp (file)

Function: prioriteaze OPE TARGET PLACED &aux TO-ADD EXCESS
Package

scalpl.qd

Source

qd.lisp (file)

Function: profit-margin BID ASK &optional BID-FEE ASK-FEE
Package

scalpl.qd

Source

qd.lisp (file)

Function: profit-snake LICTOR LENGTH &aux TRADES
Package

scalpl.qd

Source

qd.lisp (file)

Function: reset-the-net MAKER &key REVIVE DELAY
Package

scalpl.qd

Source

qd.lisp (file)

Function: sufficiently-different? NEW OLD
Package

scalpl.qd

Source

qd.lisp (file)

Function: trades-profits TRADES
Package

scalpl.qd

Source

qd.lisp (file)

Function: update-bases TRACKER TRADE
Package

scalpl.exchange

Source

exchange.lisp (file)


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5.2.4 Generic functions

Generic Function: disown PARENT CHILD
Package

scalpl.actor

Source

actor.lisp (file)

Methods
Method: disown (PARENT parent) (CHILD actor)
Generic Function: enqueue ACTOR
Package

scalpl.actor

Source

actor.lisp (file)

Methods
Method: enqueue (ACTOR actor)
Generic Function: index OBJECT
Package

scalpl.exchange

Methods
Method: index (REGISTERED-UNIT registered-unit)

automatically generated reader method

Source

exchange.lisp (file)

Generic Function: merge-trades TRADES-TRACKER PREV NEXT
Package

scalpl.exchange

Source

exchange.lisp (file)

Methods
Method: merge-trades (TRACKER trades-tracker) (PREV trade) (NEXT trade)
Generic Function: performance ACTOR &optional VALUE

‘select’-based ‘perform’

Package

scalpl.actor

Source

actor.lisp (file)

Method Combination

select (long method combination)

Methods
Method: performance (ACTOR actor) &optional IGNORE
Method: performance (ACTOR actor) &optional OP recv control
Method: performance (ACTOR actor) &optional IGNORE before
Method: performance (ACTOR actor) &optional IGNORE after
Generic Function: trades-mergeable? TRADES-TRACKER PREV NEXT
Package

scalpl.exchange

Source

exchange.lisp (file)

Method Combination

and (short method combination)

Options: :most-specific-first

Methods
Method: trades-mergeable? TRACKER (PREV null) NEXT and
Method: trades-mergeable? (TRACKER trades-tracker) (PREV trade) (NEXT trade) and

Next: , Previous: , Up: Internal definitions   [Contents][Index]

5.2.5 Conditions

Condition: price-precision-problem ()
Package

scalpl.util

Source

util.lisp (file)

Direct superclasses

condition (condition)

Direct slots
Slot: price-string
Initargs

:price-string

Slot: expected
Initargs

:expected

Slot: delta
Initargs

:delta


Next: , Previous: , Up: Internal definitions   [Contents][Index]

5.2.6 Classes

Class: book-fetcher ()
Package

scalpl.exchange

Source

exchange.lisp (file)

Direct superclasses

actor (class)

Direct methods
Class: execution-fetcher ()
Package

scalpl.exchange

Source

exchange.lisp (file)

Direct superclasses

actor (class)

Direct methods
Direct slots
Slot: abbrev
Allocation

:class

Initform

"exhun fetcher"

Class: fee-fetcher ()
Package

scalpl.exchange

Source

exchange.lisp (file)

Direct superclasses

actor (class)

Direct methods
Direct slots
Slot: abbrev
Allocation

:class

Initform

"fee fetcher"

Class: filter ()
Package

scalpl.qd

Source

qd.lisp (file)

Direct superclasses

actor (class)

Direct methods
Direct slots
Slot: abbrev
Allocation

:class

Initform

"filter"

Slot: cut
Initargs

:cut

Slot: bids
Slot: asks
Slot: book-cache
Slot: supplicant
Initargs

:supplicant

Initform

(error "must link supplicant")

Slot: frequency
Initargs

:frequency

Initform

17

Class: maker ()
Package

scalpl.qd

Source

qd.lisp (file)

Direct superclasses

parent (class)

Direct methods
  • describe-object (method)
  • print-book (method)
  • initialize-instance (method)
  • perform (method)
  • print-object (method)
  • christen (method)
Direct slots
Slot: fund-factor
Initargs

:fund-factor

Initform

1

Slot: resilience-factor
Initargs

:resilience

Initform

1

Slot: targeting-factor
Initargs

:targeting

Initform

(random 1.0)

Slot: skew-factor
Initargs

:skew-factor

Initform

1

Slot: cut
Initargs

:cut

Initform

0

Slot: ope
Slot: supplicant
Initargs

:supplicant

Slot: snake
Initform

(list 30)

Slot: abbrev
Allocation

:class

Initform

"maker"

Slot: last-report
Slot: print-args
Initform

(quote (:market t :ours t :wait nil :count 28))

Class: ope-scalper ()
Package

scalpl.qd

Source

qd.lisp (file)

Direct superclasses

parent (class)

Direct methods
Direct slots
Slot: input
Initform

(make-instance (quote chanl:channel))

Slot: output
Initform

(make-instance (quote chanl:channel))

Slot: abbrev
Allocation

:class

Initform

"ope"

Slot: frequency
Initargs

:frequency

Initform

(random 10.0)

Slot: supplicant
Initargs

:supplicant

Slot: filter
Slot: prioritizer
Slot: epsilon
Initargs

:epsilon

Initform

(expt 0.14 3)

Slot: magic
Initargs

:magic-count

Initform

3

Class: prioritizer ()
Package

scalpl.qd

Source

qd.lisp (file)

Direct superclasses

actor (class)

Direct methods
Direct slots
Slot: next-bids
Initform

(make-instance (quote chanl:channel))

Slot: next-asks
Initform

(make-instance (quote chanl:channel))

Slot: response
Initform

(make-instance (quote chanl:channel))

Slot: supplicant
Initargs

:supplicant

Slot: abbrev
Allocation

:class

Initform

"prioritizer"

Slot: frequency
Initargs

:frequency

Initform

1/7

Class: registered-unit ()
Package

scalpl.exchange

Source

exchange.lisp (file)

Direct superclasses

standard-object (class)

Direct subclasses
Direct methods
  • initialize-instance (method)
  • index (method)
Direct slots
Slot: index
Initform

(length scalpl.exchange::*unit-registry*)

Readers

index (generic function)

Class: tracked-market ()
Package

scalpl.exchange

Source

exchange.lisp (file)

Direct superclasses
Direct methods
Direct slots
Slot: %market
Initargs

:market

Slot: book
Readers

book (generic function)

Slot: trades
Readers

trades (generic function)

Slot: book-tracker
Slot: trades-tracker
Class: trades-fetcher ()
Package

scalpl.exchange

Source

exchange.lisp (file)

Direct superclasses

actor (class)

Direct methods

Previous: , Up: Internal definitions   [Contents][Index]

5.2.7 Types

Type: market-price ()

A precise price in a given market

Package

scalpl.exchange

Source

exchange.lisp (file)

Type: physical-quantity ()
Package

scalpl.exchange

Source

exchange.lisp (file)


Previous: , Up: Top   [Contents][Index]

Appendix A Indexes


Next: , Previous: , Up: Indexes   [Contents][Index]

A.1 Concepts

Jump to:   F   L   S  
Index Entry  Section

F
File, Lisp, scalpl.asd: The scalpl․asd file
File, Lisp, scalpl/actor.lisp: The scalpl/actor․lisp file
File, Lisp, scalpl/exchange.lisp: The scalpl/exchange․lisp file
File, Lisp, scalpl/qd.lisp: The scalpl/qd․lisp file
File, Lisp, scalpl/util.lisp: The scalpl/util․lisp file

L
Lisp File, scalpl.asd: The scalpl․asd file
Lisp File, scalpl/actor.lisp: The scalpl/actor․lisp file
Lisp File, scalpl/exchange.lisp: The scalpl/exchange․lisp file
Lisp File, scalpl/qd.lisp: The scalpl/qd․lisp file
Lisp File, scalpl/util.lisp: The scalpl/util․lisp file

S
scalpl.asd: The scalpl․asd file
scalpl/actor.lisp: The scalpl/actor․lisp file
scalpl/exchange.lisp: The scalpl/exchange․lisp file
scalpl/qd.lisp: The scalpl/qd․lisp file
scalpl/util.lisp: The scalpl/util․lisp file

Jump to:   F   L   S  

Next: , Previous: , Up: Indexes   [Contents][Index]

A.2 Functions

Jump to:   (  
A   B   C   D   E   F   G   H   I   J   K   L   M   N   O   P   Q   R   S   T   U   V   W  
Index Entry  Section

(
(setf slot-reduce): Exported macros
(setf volume): Exported generic functions
(setf volume): Exported generic functions

A
aand1: Exported macros
account-balances: Exported generic functions
adopt: Exported generic functions
adopt: Exported generic functions
amvp1: Exported macros
and1: Internal macros
aq*: Exported functions
aq+: Exported functions
aq-: Exported functions
aq/: Exported functions
aslot-setter: Exported macros
asset: Exported functions
asset-funds: Exported functions
assets: Exported generic functions
assets: Exported generic functions
awhen1: Exported macros

B
balance-guarded-place: Internal functions
bases-for: Exported generic functions
bases-for: Exported generic functions
bases-for: Exported generic functions
bases-without: Exported functions
basis-offer: Internal functions
book: Exported generic functions
book: Exported generic functions
break-errors: Exported macros

C
cancel-offer: Exported generic functions
cancel-offer: Exported generic functions
christen: Exported generic functions
christen: Exported generic functions
christen: Exported generic functions
christen: Exported generic functions
christen: Exported generic functions
christen: Exported generic functions
christen: Exported generic functions
christen: Exported generic functions
christen: Exported generic functions
christen: Exported generic functions
christen: Exported generic functions
christen: Exported generic functions
christen: Exported generic functions
christen: Exported generic functions
christen: Exported generic functions
christen: Exported generic functions
christen: Exported generic functions
christen: Exported generic functions
christen: Exported generic functions
cons-aq: Exported functions
cons-aq*: Exported functions
cons-mp: Exported functions
cons-mp*: Exported functions
consumed-asset: Exported functions
control: Exported generic functions
control: Exported generic functions
cost: Exported generic functions
cost: Exported generic functions
counter: Exported generic functions
counter: Exported generic functions
current-depth: Internal functions

D
dbz-guard: Exported macros
decimals: Exported generic functions
decimals: Exported generic functions
decimals: Exported generic functions
decode-json: Exported functions
define-delegated-slot-operation: Internal macros
define-maker: Internal macros
direction: Exported generic functions
direction: Exported generic functions
direction: Exported generic functions
disown: Internal generic functions
disown: Internal generic functions
dumbot-offers: Internal functions

E
enable-pretty-printer-abuse: Exported functions
enqueue: Internal generic functions
enqueue: Internal generic functions
ensure-running: Exported generic functions
ensure-running: Exported generic functions
ensure-running: Exported generic functions
ensure-running: Exported generic functions
ensure-running: Exported generic functions
exchange: Exported generic functions
exchange: Exported generic functions
exchange: Exported generic functions
exchange: Exported generic functions
execute: Exported generic functions
execute: Exported generic functions
execute: Exported generic functions
execute: Exported generic functions
execute: Exported generic functions
execution-since: Exported generic functions

F
fee: Exported generic functions
fee: Exported generic functions
fetch-exchange-data: Exported generic functions
fetch-exchange-data: Exported generic functions
find-asset: Exported generic functions
find-asset: Exported generic functions
find-asset: Exported generic functions
find-asset: Exported generic functions
find-exchange: Exported functions
find-market: Exported generic functions
find-market: Exported generic functions
find-market: Exported generic functions
find-market: Exported generic functions
find-unit: Internal functions
Function, aq*: Exported functions
Function, aq+: Exported functions
Function, aq-: Exported functions
Function, aq/: Exported functions
Function, asset: Exported functions
Function, asset-funds: Exported functions
Function, balance-guarded-place: Internal functions
Function, bases-without: Exported functions
Function, basis-offer: Internal functions
Function, cons-aq: Exported functions
Function, cons-aq*: Exported functions
Function, cons-mp: Exported functions
Function, cons-mp*: Exported functions
Function, consumed-asset: Exported functions
Function, current-depth: Internal functions
Function, decode-json: Exported functions
Function, dumbot-offers: Internal functions
Function, enable-pretty-printer-abuse: Exported functions
Function, find-exchange: Exported functions
Function, find-unit: Internal functions
Function, gate-request: Exported functions
Function, getjso: Exported functions
Function, http-request: Exported functions
Function, ignore-offers: Internal functions
Function, jso-keys: Exported functions
Function, kw: Exported functions
Function, makereport: Internal functions
Function, map-children: Internal functions
Function, mapcar-jso: Exported functions
Function, mapjso: Exported functions
Function, mapjso*: Exported functions
Function, offers-spending: Internal functions
Function, ope-cancel: Internal functions
Function, ope-place: Internal functions
Function, ope-placed: Internal functions
Function, ope-spreader: Internal functions
Function, ope-sprinner: Internal functions
Function, parse-price: Exported functions
Function, parse-rfc1123-timestring: Exported functions
Function, performance-overview: Internal functions
Function, physical-quantity-p: Internal functions
Function, pprint-physical-quantity: Internal functions
Function, prioriteaze: Internal functions
Function, profit-margin: Internal functions
Function, profit-snake: Internal functions
Function, quantity: Exported functions
Function, read-json: Exported functions
Function, rehome-symbol: Exported functions
Function, reset-the-net: Internal functions
Function, scaled-price: Exported functions
Function, scaled-quantity: Exported functions
Function, scalp: Exported functions
Function, shallow-copy: Exported functions
Function, short-month-index: Exported functions
Function, strftime: Exported functions
Function, string-octets: Exported functions
Function, subseq*: Exported functions
Function, sufficiently-different?: Internal functions
Function, trades-profits: Internal functions
Function, update-bases: Internal functions
Function, urlencode-params: Exported functions

G
gate-post: Exported generic functions
gate-post: Exported generic functions
gate-request: Exported functions
Generic Function, (setf volume): Exported generic functions
Generic Function, account-balances: Exported generic functions
Generic Function, adopt: Exported generic functions
Generic Function, assets: Exported generic functions
Generic Function, bases-for: Exported generic functions
Generic Function, book: Exported generic functions
Generic Function, cancel-offer: Exported generic functions
Generic Function, christen: Exported generic functions
Generic Function, control: Exported generic functions
Generic Function, cost: Exported generic functions
Generic Function, counter: Exported generic functions
Generic Function, decimals: Exported generic functions
Generic Function, direction: Exported generic functions
Generic Function, disown: Internal generic functions
Generic Function, enqueue: Internal generic functions
Generic Function, ensure-running: Exported generic functions
Generic Function, exchange: Exported generic functions
Generic Function, execute: Exported generic functions
Generic Function, execution-since: Exported generic functions
Generic Function, fee: Exported generic functions
Generic Function, fetch-exchange-data: Exported generic functions
Generic Function, find-asset: Exported generic functions
Generic Function, find-market: Exported generic functions
Generic Function, gate-post: Exported generic functions
Generic Function, get-book: Exported generic functions
Generic Function, given: Exported generic functions
Generic Function, halt: Exported generic functions
Generic Function, index: Internal generic functions
Generic Function, market: Exported generic functions
Generic Function, market-fee: Exported generic functions
Generic Function, markets: Exported generic functions
Generic Function, merge-trades: Internal generic functions
Generic Function, name: Exported generic functions
Generic Function, net-cost: Exported generic functions
Generic Function, net-volume: Exported generic functions
Generic Function, oid: Exported generic functions
Generic Function, parse-timestamp: Exported generic functions
Generic Function, perform: Exported generic functions
Generic Function, performance: Internal generic functions
Generic Function, placed-offers: Exported generic functions
Generic Function, post-offer: Exported generic functions
Generic Function, price: Exported generic functions
Generic Function, primary: Exported generic functions
Generic Function, print-book: Exported generic functions
Generic Function, rehome-class: Exported generic functions
Generic Function, taken: Exported generic functions
Generic Function, trades: Exported generic functions
Generic Function, trades-mergeable?: Internal generic functions
Generic Function, trades-since: Exported generic functions
Generic Function, txid: Exported generic functions
Generic Function, volume: Exported generic functions
Generic Function, vwap: Exported generic functions
get-book: Exported generic functions
get-book: Exported generic functions
getjso: Exported functions
given: Exported generic functions
given: Exported generic functions
given: Exported generic functions

H
halt: Exported generic functions
halt: Exported generic functions
halt: Exported generic functions
http-request: Exported functions

I
ignore-offers: Internal functions
index: Internal generic functions
index: Internal generic functions

J
jso-keys: Exported functions

K
kw: Exported functions

L
lazy-do-instances: Exported macros

M
Macro, aand1: Exported macros
Macro, amvp1: Exported macros
Macro, and1: Internal macros
Macro, aslot-setter: Exported macros
Macro, awhen1: Exported macros
Macro, break-errors: Exported macros
Macro, dbz-guard: Exported macros
Macro, define-delegated-slot-operation: Internal macros
Macro, define-maker: Internal macros
Macro, lazy-do-instances: Exported macros
Macro, mvwrap: Exported macros
Macro, once-only: Exported macros
Macro, slot-reduce: Exported macros
Macro, slot-reducer: Exported macros
Macro, slot-setter: Exported macros
Macro, when1: Internal macros
Macro, with-aslots: Exported macros
Macro, with-json-slots: Exported macros
makereport: Internal functions
map-children: Internal functions
mapcar-jso: Exported functions
mapjso: Exported functions
mapjso*: Exported functions
market: Exported generic functions
market: Exported generic functions
market: Exported generic functions
market: Exported generic functions
market: Exported generic functions
market: Exported generic functions
market: Exported generic functions
market: Exported generic functions
market-fee: Exported generic functions
market-fee: Exported generic functions
markets: Exported generic functions
markets: Exported generic functions
merge-trades: Internal generic functions
merge-trades: Internal generic functions
Method, (setf volume): Exported generic functions
Method, adopt: Exported generic functions
Method, assets: Exported generic functions
Method, bases-for: Exported generic functions
Method, bases-for: Exported generic functions
Method, book: Exported generic functions
Method, cancel-offer: Exported generic functions
Method, christen: Exported generic functions
Method, christen: Exported generic functions
Method, christen: Exported generic functions
Method, christen: Exported generic functions
Method, christen: Exported generic functions
Method, christen: Exported generic functions
Method, christen: Exported generic functions
Method, christen: Exported generic functions
Method, christen: Exported generic functions
Method, christen: Exported generic functions
Method, christen: Exported generic functions
Method, christen: Exported generic functions
Method, christen: Exported generic functions
Method, christen: Exported generic functions
Method, christen: Exported generic functions
Method, christen: Exported generic functions
Method, christen: Exported generic functions
Method, christen: Exported generic functions
Method, control: Exported generic functions
Method, cost: Exported generic functions
Method, counter: Exported generic functions
Method, decimals: Exported generic functions
Method, decimals: Exported generic functions
Method, direction: Exported generic functions
Method, direction: Exported generic functions
Method, disown: Internal generic functions
Method, enqueue: Internal generic functions
Method, ensure-running: Exported generic functions
Method, ensure-running: Exported generic functions
Method, ensure-running: Exported generic functions
Method, ensure-running: Exported generic functions
Method, exchange: Exported generic functions
Method, exchange: Exported generic functions
Method, exchange: Exported generic functions
Method, execute: Exported generic functions
Method, execute: Exported generic functions
Method, execute: Exported generic functions
Method, execute: Exported generic functions
Method, fee: Exported generic functions
Method, fetch-exchange-data: Exported generic functions
Method, find-asset: Exported generic functions
Method, find-asset: Exported generic functions
Method, find-asset: Exported generic functions
Method, find-market: Exported generic functions
Method, find-market: Exported generic functions
Method, find-market: Exported generic functions
Method, gate-post: Exported generic functions
Method, get-book: Exported generic functions
Method, given: Exported generic functions
Method, given: Exported generic functions
Method, halt: Exported generic functions
Method, halt: Exported generic functions
Method, index: Internal generic functions
Method, market: Exported generic functions
Method, market: Exported generic functions
Method, market: Exported generic functions
Method, market: Exported generic functions
Method, market: Exported generic functions
Method, market: Exported generic functions
Method, market: Exported generic functions
Method, market-fee: Exported generic functions
Method, markets: Exported generic functions
Method, merge-trades: Internal generic functions
Method, name: Exported generic functions
Method, name: Exported generic functions
Method, name: Exported generic functions
Method, name: Exported generic functions
Method, net-cost: Exported generic functions
Method, net-volume: Exported generic functions
Method, oid: Exported generic functions
Method, oid: Exported generic functions
Method, parse-timestamp: Exported generic functions
Method, parse-timestamp: Exported generic functions
Method, parse-timestamp: Exported generic functions
Method, perform: Exported generic functions
Method, perform: Exported generic functions
Method, perform: Exported generic functions
Method, perform: Exported generic functions
Method, perform: Exported generic functions
Method, perform: Exported generic functions
Method, perform: Exported generic functions
Method, perform: Exported generic functions
Method, perform: Exported generic functions
Method, perform: Exported generic functions
Method, perform: Exported generic functions
Method, perform: Exported generic functions
Method, perform: Exported generic functions
Method, perform: Exported generic functions
Method, perform: Exported generic functions
Method, perform: Exported generic functions
Method, perform: Exported generic functions
Method, perform: Exported generic functions
Method, performance: Internal generic functions
Method, performance: Internal generic functions
Method, performance: Internal generic functions
Method, performance: Internal generic functions
Method, placed-offers: Exported generic functions
Method, price: Exported generic functions
Method, price: Exported generic functions
Method, price: Exported generic functions
Method, primary: Exported generic functions
Method, print-book: Exported generic functions
Method, print-book: Exported generic functions
Method, print-book: Exported generic functions
Method, print-book: Exported generic functions
Method, print-book: Exported generic functions
Method, print-book: Exported generic functions
Method, rehome-class: Exported generic functions
Method, rehome-class: Exported generic functions
Method, taken: Exported generic functions
Method, taken: Exported generic functions
Method, trades: Exported generic functions
Method, trades-mergeable?: Internal generic functions
Method, trades-mergeable?: Internal generic functions
Method, txid: Exported generic functions
Method, volume: Exported generic functions
Method, volume: Exported generic functions
Method, vwap: Exported generic functions
Method, vwap: Exported generic functions
Method, vwap: Exported generic functions
Method, vwap: Exported generic functions
mvwrap: Exported macros

N
name: Exported generic functions
name: Exported generic functions
name: Exported generic functions
name: Exported generic functions
name: Exported generic functions
net-cost: Exported generic functions
net-cost: Exported generic functions
net-volume: Exported generic functions
net-volume: Exported generic functions

O
offers-spending: Internal functions
oid: Exported generic functions
oid: Exported generic functions
oid: Exported generic functions
once-only: Exported macros
ope-cancel: Internal functions
ope-place: Internal functions
ope-placed: Internal functions
ope-spreader: Internal functions
ope-sprinner: Internal functions

P
parse-price: Exported functions
parse-rfc1123-timestring: Exported functions
parse-timestamp: Exported generic functions
parse-timestamp: Exported generic functions
parse-timestamp: Exported generic functions
parse-timestamp: Exported generic functions
perform: Exported generic functions
perform: Exported generic functions
perform: Exported generic functions
perform: Exported generic functions
perform: Exported generic functions
perform: Exported generic functions
perform: Exported generic functions
perform: Exported generic functions
perform: Exported generic functions
perform: Exported generic functions
perform: Exported generic functions
perform: Exported generic functions
perform: Exported generic functions
perform: Exported generic functions
perform: Exported generic functions
perform: Exported generic functions
perform: Exported generic functions
perform: Exported generic functions
perform: Exported generic functions
performance: Internal generic functions
performance: Internal generic functions
performance: Internal generic functions
performance: Internal generic functions
performance: Internal generic functions
performance-overview: Internal functions
physical-quantity-p: Internal functions
placed-offers: Exported generic functions
placed-offers: Exported generic functions
post-offer: Exported generic functions
pprint-physical-quantity: Internal functions
price: Exported generic functions
price: Exported generic functions
price: Exported generic functions
price: Exported generic functions
primary: Exported generic functions
primary: Exported generic functions
print-book: Exported generic functions
print-book: Exported generic functions
print-book: Exported generic functions
print-book: Exported generic functions
print-book: Exported generic functions
print-book: Exported generic functions
print-book: Exported generic functions
prioriteaze: Internal functions
profit-margin: Internal functions
profit-snake: Internal functions

Q
quantity: Exported functions

R
read-json: Exported functions
rehome-class: Exported generic functions
rehome-class: Exported generic functions
rehome-class: Exported generic functions
rehome-symbol: Exported functions
reset-the-net: Internal functions

S
scaled-price: Exported functions
scaled-quantity: Exported functions
scalp: Exported functions
Setf Expander, (setf slot-reduce): Exported macros
shallow-copy: Exported functions
short-month-index: Exported functions
slot-reduce: Exported macros
slot-reducer: Exported macros
slot-setter: Exported macros
strftime: Exported functions
string-octets: Exported functions
subseq*: Exported functions
sufficiently-different?: Internal functions

T
taken: Exported generic functions
taken: Exported generic functions
taken: Exported generic functions
trades: Exported generic functions
trades: Exported generic functions
trades-mergeable?: Internal generic functions
trades-mergeable?: Internal generic functions
trades-mergeable?: Internal generic functions
trades-profits: Internal functions
trades-since: Exported generic functions
txid: Exported generic functions
txid: Exported generic functions

U
update-bases: Internal functions
urlencode-params: Exported functions

V
volume: Exported generic functions
volume: Exported generic functions
volume: Exported generic functions
vwap: Exported generic functions
vwap: Exported generic functions
vwap: Exported generic functions
vwap: Exported generic functions
vwap: Exported generic functions

W
when1: Internal macros
with-aslots: Exported macros
with-json-slots: Exported macros

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Next: , Previous: , Up: Indexes   [Contents][Index]

A.3 Variables

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Index Entry  Section

%
%market: Internal classes

*
*exchanges*: Exported special variables
*physical-quantity-pprint-dispatch*: Internal special variables
*unit-registry*: Internal special variables

A
abbrev: Exported classes
abbrev: Exported classes
abbrev: Exported classes
abbrev: Exported classes
abbrev: Exported classes
abbrev: Internal classes
abbrev: Internal classes
abbrev: Internal classes
abbrev: Internal classes
abbrev: Internal classes
abbrev: Internal classes
asks: Internal classes
assets: Exported classes

B
balances: Exported classes
bases: Exported classes
bids: Internal classes
book: Exported classes
book: Internal classes
book-cache: Internal classes
book-tracker: Internal classes
buffer: Exported classes
buffer: Exported classes
buffer: Exported classes

C
cache: Exported classes
children: Exported classes
control: Exported classes
cost: Exported classes
counter: Exported classes
cut: Internal classes
cut: Internal classes

D
decimals: Exported classes
decimals: Exported classes
delay: Exported classes
delay: Exported classes
delay: Exported classes
delay: Exported classes
delegates: Exported classes
delta: Internal conditions
direction: Exported classes

E
epsilon: Internal classes
exchange: Exported classes
exchange: Exported classes
exchange: Exported classes
expected: Internal conditions

F
fee: Exported classes
fee: Exported classes
fee: Exported classes
fetcher: Exported classes
fetcher: Exported classes
fetcher: Exported classes
fetcher: Exported classes
filter: Internal classes
frequency: Internal classes
frequency: Internal classes
frequency: Internal classes
fund-factor: Internal classes
fuzz: Exported classes

G
gate: Exported classes
get-book-keys: Exported classes
given: Exported classes
given: Exported classes

I
index: Internal classes
input: Exported classes
input: Exported classes
input: Internal classes

L
last-report: Internal classes
lictor: Exported classes

M
magic: Internal classes
market: Exported classes
market: Exported classes
market: Exported classes
market: Exported classes
market: Exported classes
market-timestamp-sensitivity: Exported classes
markets: Exported classes

N
name: Exported classes
name: Exported classes
name: Exported classes
name: Exported classes
net-cost: Exported classes
net-volume: Exported classes
next-asks: Internal classes
next-bids: Internal classes

O
oid: Exported classes
oid: Exported classes
ope: Internal classes
order-slots: Exported classes
output: Exported classes
output: Exported classes
output: Exported classes
output: Exported classes
output: Internal classes

P
placed: Exported classes
price: Exported classes
price: Exported classes
price-string: Internal conditions
primary: Exported classes
print-args: Internal classes
prioritizer: Internal classes
pubkey: Exported classes

R
reserved: Exported classes
resilience-factor: Internal classes
response: Exported classes
response: Internal classes

S
secret: Exported classes
skew-factor: Internal classes
Slot, %market: Internal classes
Slot, abbrev: Exported classes
Slot, abbrev: Exported classes
Slot, abbrev: Exported classes
Slot, abbrev: Exported classes
Slot, abbrev: Exported classes
Slot, abbrev: Internal classes
Slot, abbrev: Internal classes
Slot, abbrev: Internal classes
Slot, abbrev: Internal classes
Slot, abbrev: Internal classes
Slot, abbrev: Internal classes
Slot, asks: Internal classes
Slot, assets: Exported classes
Slot, balances: Exported classes
Slot, bases: Exported classes
Slot, bids: Internal classes
Slot, book: Exported classes
Slot, book: Internal classes
Slot, book-cache: Internal classes
Slot, book-tracker: Internal classes
Slot, buffer: Exported classes
Slot, buffer: Exported classes
Slot, buffer: Exported classes
Slot, cache: Exported classes
Slot, children: Exported classes
Slot, control: Exported classes
Slot, cost: Exported classes
Slot, counter: Exported classes
Slot, cut: Internal classes
Slot, cut: Internal classes
Slot, decimals: Exported classes
Slot, decimals: Exported classes
Slot, delay: Exported classes
Slot, delay: Exported classes
Slot, delay: Exported classes
Slot, delay: Exported classes
Slot, delegates: Exported classes
Slot, delta: Internal conditions
Slot, direction: Exported classes
Slot, epsilon: Internal classes
Slot, exchange: Exported classes
Slot, exchange: Exported classes
Slot, exchange: Exported classes
Slot, expected: Internal conditions
Slot, fee: Exported classes
Slot, fee: Exported classes
Slot, fee: Exported classes
Slot, fetcher: Exported classes
Slot, fetcher: Exported classes
Slot, fetcher: Exported classes
Slot, fetcher: Exported classes
Slot, filter: Internal classes
Slot, frequency: Internal classes
Slot, frequency: Internal classes
Slot, frequency: Internal classes
Slot, fund-factor: Internal classes
Slot, fuzz: Exported classes
Slot, gate: Exported classes
Slot, get-book-keys: Exported classes
Slot, given: Exported classes
Slot, given: Exported classes
Slot, index: Internal classes
Slot, input: Exported classes
Slot, input: Exported classes
Slot, input: Internal classes
Slot, last-report: Internal classes
Slot, lictor: Exported classes
Slot, magic: Internal classes
Slot, market: Exported classes
Slot, market: Exported classes
Slot, market: Exported classes
Slot, market: Exported classes
Slot, market: Exported classes
Slot, market-timestamp-sensitivity: Exported classes
Slot, markets: Exported classes
Slot, name: Exported classes
Slot, name: Exported classes
Slot, name: Exported classes
Slot, name: Exported classes
Slot, net-cost: Exported classes
Slot, net-volume: Exported classes
Slot, next-asks: Internal classes
Slot, next-bids: Internal classes
Slot, oid: Exported classes
Slot, oid: Exported classes
Slot, ope: Internal classes
Slot, order-slots: Exported classes
Slot, output: Exported classes
Slot, output: Exported classes
Slot, output: Exported classes
Slot, output: Exported classes
Slot, output: Internal classes
Slot, placed: Exported classes
Slot, price: Exported classes
Slot, price: Exported classes
Slot, price-string: Internal conditions
Slot, primary: Exported classes
Slot, print-args: Internal classes
Slot, prioritizer: Internal classes
Slot, pubkey: Exported classes
Slot, reserved: Exported classes
Slot, resilience-factor: Internal classes
Slot, response: Exported classes
Slot, response: Internal classes
Slot, secret: Exported classes
Slot, skew-factor: Internal classes
Slot, snake: Internal classes
Slot, supplicant: Internal classes
Slot, supplicant: Internal classes
Slot, supplicant: Internal classes
Slot, supplicant: Internal classes
Slot, sync: Exported classes
Slot, taken: Exported classes
Slot, taken: Exported classes
Slot, targeting-factor: Internal classes
Slot, tasks: Exported classes
Slot, timestamp: Exported classes
Slot, trades: Exported classes
Slot, trades: Exported classes
Slot, trades: Internal classes
Slot, trades-tracker: Internal classes
Slot, treasurer: Exported classes
Slot, txid: Exported classes
Slot, volume: Exported classes
Slot, volume: Exported classes
snake: Internal classes
Special Variable, *exchanges*: Exported special variables
Special Variable, *physical-quantity-pprint-dispatch*: Internal special variables
Special Variable, *unit-registry*: Internal special variables
supplicant: Internal classes
supplicant: Internal classes
supplicant: Internal classes
supplicant: Internal classes
sync: Exported classes

T
taken: Exported classes
taken: Exported classes
targeting-factor: Internal classes
tasks: Exported classes
timestamp: Exported classes
trades: Exported classes
trades: Exported classes
trades: Internal classes
trades-tracker: Internal classes
treasurer: Exported classes
txid: Exported classes

V
volume: Exported classes
volume: Exported classes

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Previous: , Up: Indexes   [Contents][Index]

A.4 Data types

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Index Entry  Section

A
actor: Exported classes
ask: Exported classes
asset: Exported classes
asset-quantity: Exported types

B
balance-tracker: Exported classes
bid: Exported classes
book-fetcher: Internal classes
book-tracker: Exported classes

C
Class, actor: Exported classes
Class, ask: Exported classes
Class, asset: Exported classes
Class, balance-tracker: Exported classes
Class, bid: Exported classes
Class, book-fetcher: Internal classes
Class, book-tracker: Exported classes
Class, exchange: Exported classes
Class, execution: Exported classes
Class, execution-fetcher: Internal classes
Class, execution-tracker: Exported classes
Class, fee-fetcher: Internal classes
Class, fee-tracker: Exported classes
Class, filter: Internal classes
Class, gate: Exported classes
Class, maker: Internal classes
Class, market: Exported classes
Class, offer: Exported classes
Class, ope-scalper: Internal classes
Class, parent: Exported classes
Class, placed: Exported classes
Class, prioritizer: Internal classes
Class, registered-unit: Internal classes
Class, supplicant: Exported classes
Class, tracked-market: Internal classes
Class, trade: Exported classes
Class, trades-fetcher: Internal classes
Class, trades-tracker: Exported classes
Condition, price-precision-problem: Internal conditions

E
exchange: Exported classes
execution: Exported classes
execution-fetcher: Internal classes
execution-tracker: Exported classes

F
fee-fetcher: Internal classes
fee-tracker: Exported classes
filter: Internal classes

G
gate: Exported classes

M
maker: Internal classes
market: Exported classes
market-price: Internal types

O
octets: Exported types
offer: Exported classes
ope-scalper: Internal classes

P
Package, scalpl.actor: The scalpl․actor package
Package, scalpl.asd: The scalpl․asd package
Package, scalpl.exchange: The scalpl․exchange package
Package, scalpl.qd: The scalpl․qd package
Package, scalpl.util: The scalpl․util package
parent: Exported classes
physical-quantity: Internal types
placed: Exported classes
price-precision-problem: Internal conditions
prioritizer: Internal classes

R
registered-unit: Internal classes

S
scalpl: The scalpl system
scalpl.actor: The scalpl․actor package
scalpl.asd: The scalpl․asd package
scalpl.exchange: The scalpl․exchange package
scalpl.qd: The scalpl․qd package
scalpl.util: The scalpl․util package
supplicant: Exported classes
System, scalpl: The scalpl system

T
tracked-market: Internal classes
trade: Exported classes
trades-fetcher: Internal classes
trades-tracker: Exported classes
Type, asset-quantity: Exported types
Type, market-price: Internal types
Type, octets: Exported types
Type, physical-quantity: Internal types

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