Utility Classes & Functions - BaiBai Bot Documentation

Utility Classes of the SDK

DowntimeTradeSignal

class DowntimeTradeSignal

Allows you to detect downtime in trading. It’s useful for detecting when a trading pair is not trading for a certain period (i.e. exchange maintenance, end of trading day, etc.).

// following parameters are available
$this->registerIntParam("pastStartIndex", 1, 0, null, "Start Index");
$this->registerIntParam("pastEntryCount", 15, 1, null, "Length");
$this->registerIntParam("zeroTradesInRow", 3, 1, null, "Zero Trades In Row");

DowntimeTradeSignal example class

class DowntimeTradeSignalExample extends UserTradeSignalBase
{
	private DowntimeTradeSignal $_downtimeSignal;

	protected function init(?ParamValues $params = null)
	{
		$downtimeTradeSignalParams = $params?->getChildParams("downtimeSignal");
		// you can also set the parameters manually
		//$downtimeTradeSignalParams->setParam("pastStartIndex", 1);
		//$downtimeTradeSignalParams->setParam("pastEntryCount", 15);
		//$downtimeTradeSignalParams->setParam("zeroTradesInRow", 5);
		$this->_downtimeSignal = new DowntimeTradeSignal($downtimeTradeSignalParams);

		$this->registerSignal($this->_downtimeSignal);

		$this->registerDefinitionClass("downtimeSignal", $this->_downtimeSignal, "Downtime");
	}

	function getSignalInfo(TradeContext $tradeContext):TradeSignalInfo
	{
		$ohlcEntry = $tradeContext->ohlcEntry;

		if ($this->_downtimeSignal->getSignalInfo($tradeContext))
		{
			// we have a downtime signal, so stop trading
			return null;
		}

		...
	}
}

VolumeTradeSignal

class VolumeTradeSignal

Allows you to set a minimum volume that you want to trade. It’s useful for detecting when the volume of a trading pair is below a certain threshold.

// following parameters are available
$this->registerIntParam("pastStartIndex", 1, 0, null, "Start Index");
$this->registerIntParam("pastEntryCount", 15, 0, null, "Length");
$this->registerFloatParam("minVolume", 0, 0, null, "Min Volume");
$this->registerEnumParam("calcType", OHLCDataEntryValueType::class, OHLCDataEntryValueType::WeightedAvg, "Calc Type");

VolumeTradeSignal example class

class VolumeTradeSignalExample extends UserTradeSignalBase
{
	private VolumeTradeSignal $_volumeSignal;

	protected function init(?ParamValues $params = null)
	{
		$volumeTradeSignalParams = $params?->getChildParams("volumeSignal");
		// you can also set the parameters manually
		//$volumeTradeSignalParams->setParam("pastStartIndex", 1);
		//$volumeTradeSignalParams->setParam("pastEntryCount", 15);
		//$volumeTradeSignalParams->setParam("minVolume", 5000);
		//$volumeTradeSignalParams->setParam("calcType", 5, OHLCDataEntryValueType::WeightedAvg);
		$this->_volumeSignal = new VolumeTradeSignal($volumeTradeSignalParams);

		$this->registerSignal($this->_volumeSignal);

		$this->registerDefinitionClass("volumeSignal", $this->_volumeSignal, "Volume");
	}

	function getSignalInfo(TradeContext $tradeContext):TradeSignalInfo
	{
		$ohlcEntry = $tradeContext->ohlcEntry;

		if (!$this->_volumeSignal->getSignalInfo($tradeContext))
		{
			// we have no volume signal (not enough volume for the configured time), so stop trading
			return null;
		}

		...
	}
}

IndicatorCrossTradeSignal

class IndicatorCrossTradeSignal

Allows you to detect when two indicators cross each other (Up, Down, Over). It’s useful for detecting when a trading pair is in a certain state (i.e. bullish, bearish, etc.).

// following parameters are available
$this->registerEnumParam("crossType", IndicatorCrossType::class, null, "Cross Type");
$this->registerClassParam("indicator1", IndicatorBase::class, "Indicator #1");
$this->registerStringParam("indicator1Key", "", "Indicator #1 Key");
$this->registerClassParam("indicator2", IndicatorBase::class, "Indicator #2");
$this->registerStringParam("indicator2Key", "", "Indicator #2 Key");

IndicatorCrossTradeSignal example class

class IndicatorCrossTradeSignalExample extends UserTradeSignalBase
{
	private IndicatorCrossTradeSignal $_indicatorCrossSignal;

	protected function init(?ParamValues $params = null)
	{
		// NOTE: you could also set the parameters via $params
		$indicator1 = new IndicatorSMA(ParamValues::fromArray(array("ohlcKey" => $params->getParam("sma1OHLCKey", OHLCKeyType::Close), "timePeriod" => $params->getParam("sma1Period", 9))));
		$indicator2 = new IndicatorSMA(ParamValues::fromArray(array("ohlcKey" => $params->getParam("sma2OHLCKey", OHLCKeyType::Close), "timePeriod" => $params->getParam("sma2Period", 21))));

		$indicatorCrossTradeSignalParams = new ParamValues();
		$indicatorCrossTradeSignalParams->setParam("crossType", $params->getParam("crossType", IndicatorCrossType::Up));
		$indicatorCrossTradeSignalParams->setParam("indicator1", $indicator1);
		$indicatorCrossTradeSignalParams->setParam("indicator2", $indicator2);

		$this->_indicatorCrossSignal = new IndicatorCrossTradeSignal($indicatorCrossTradeSignalParams);

		$this->registerSignal($this->_indicatorCrossSignal);

		$this->registerDefinitionClass("indicatorCrossSignal", $this->_indicatorCrossSignal, "IndicatorCross");
	}

	function getSignalInfo(TradeContext $tradeContext):TradeSignalInfo
	{
		$ohlcEntry = $tradeContext->ohlcEntry;

		if ($this->_indicatorCrossSignal->getSignalInfo($tradeContext))
		{
			// we have a signal that the 2 SMA indicators have crossed UP
			// do somthing here
			...
		}

		...
	}
}

Utility functions of the SDK

Arc Cosine
Arc Sine
Arc Tangent
Highest Value
Index of Highest Value
MidPoint over Period
Midpoint Price over Period
Lowest Value
Index of Lowest Value
Lowest and Highest Values
Indexes of Lowest and Highest Values
Summation

Vector Functions

Vector Addition
Vector Ceil
Vector Cosine
Vector Cosh
Vector Division
Vector Exponential
Vector Floor
Vector Natural Logarithm
Vector Base-10 Logarithm
Vector Multiplication
Vector Sine
Vector Sinh
Vector Square Root
Vector Subtraction
Vector Tangent
Vector Tanh

SDK Functions

/**
 * Calculates the arc cosine for each value in real and returns the resulting array.
 *
 * @param array $real Array of real values.
 *
 * @return array Returns an array with calculated data or false on failure.
 * @throws Exception
 */
bb_acos(array $real):array

/**
 * Highest value over a specified period
 *
 * @param array $real       Array of real values.
 * @param ?int   $timePeriod [OPTIONAL] [DEFAULT 30] Number of period. Valid range from 2 to 100000.
 *
 * @return array Returns an array with calculated data or false on failure.
 * @throws Exception
 */
bb_max(array $real, int $timePeriod = null):array

/**
 * Index of highest value over a specified period
 *
 * @param array $real       Array of real values.
 * @param ?int   $timePeriod [OPTIONAL] [DEFAULT 30] Number of period. Valid range from 2 to 100000.
 *
 * @return array Returns an array with calculated data or false on failure.
 * @throws Exception
 */
bb_maxindex(array $real, int $timePeriod = null):array

/**
 * MidPoint over period
 *
 * @param array $real       Array of real values.
 * @param ?int   $timePeriod [OPTIONAL] [DEFAULT 14] Number of period. Valid range from 2 to 100000.
 *
 * @return array Returns an array with calculated data or false on failure.
 * @throws Exception
 */
bb_midpoint(array $real, int $timePeriod = null):array

/**
 * Midpoint Price over period
 *
 * @param array $high       High price, array of real values.
 * @param array $low        Low price, array of real values.
 * @param ?int   $timePeriod [OPTIONAL] [DEFAULT 14] Number of period. Valid range from 2 to 100000.
 *
 * @return array Returns an array with calculated data or false on failure.
 * @throws Exception
 */
bb_midprice(array $high, array $low, int $timePeriod = null):array

/**
 * Lowest value over a specified period
 *
 * @param array $real       Array of real values.
 * @param ?int   $timePeriod [OPTIONAL] [DEFAULT 30] Number of period. Valid range from 2 to 100000.
 *
 * @return array Returns an array with calculated data or false on failure.
 * @throws Exception
 */
bb_min(array $real, int $timePeriod = null):array

/**
 * Index of lowest value over a specified period
 *
 * @param array $real       Array of real values.
 * @param ?int   $timePeriod [OPTIONAL] [DEFAULT 30] Number of period. Valid range from 2 to 100000.
 *
 * @return array Returns an array with calculated data or false on failure.
 * @throws Exception
 */
bb_minindex(array $real, int $timePeriod = null):array

/**
 * Lowest and highest values over a specified period
 *
 * @param array $real       Array of real values.
 * @param ?int   $timePeriod [OPTIONAL] [DEFAULT 30] Number of period. Valid range from 2 to 100000.
 *
 * @return array Returns an array with calculated data or false on failure.
 * @throws Exception
 */
bb_minmax(array $real, int $timePeriod = null):array

/**
 * Indexes of lowest and highest values over a specified period
 *
 * @param array $real       Array of real values.
 * @param ?int   $timePeriod [OPTIONAL] [DEFAULT 30] Number of period. Valid range from 2 to 100000.
 *
 * @return array Returns an array with calculated data or false on failure.
 * @throws Exception
 */
bb_minmaxindex(array $real, int $timePeriod = null):array

/**
 * Summation
 *
 * @param array $real       Array of real values.
 * @param ?int   $timePeriod [OPTIONAL] [DEFAULT 30] Number of period. Valid range from 2 to 100000.
 *
 * @return array Returns an array with calculated data or false on failure.
 * @throws Exception
 */
bb_sum(array $real, int $timePeriod = null):array

/**
 * Calculates the vector addition of real0 to real1 and returns the resulting vector.
 *
 * @param array $real0 Array of real values.
 * @param array $real1 Array of real values.
 *
 * @return array Returns an array with calculated data or false on failure.
 * @throws Exception
 */
bb_add(array $real0, array $real1):array

/**
 * Vector Trigonometric ASin
 * Calculates the arc sine for each value in real and returns the resulting array.
 *
 * @param array $real Array of real values.
 *
 * @return array Returns an array with calculated data or false on failure.
 * @throws Exception
 */
bb_asin(array $real):array

/**
 * Vector Trigonometric ATan
 * Calculates the arc tangent for each value in real and returns the resulting array.
 *
 * @param array $real Array of real values.
 *
 * @return array Returns an array with calculated data or false on failure.
 * @throws Exception
 */
bb_atan(array $real):array

/**
 * Vector Ceil
 * Calculates the next highest integer for each value in real and returns the resulting array.
 *
 * @param array $real Array of real values.
 *
 * @return array Returns an array with calculated data or false on failure.
 * @throws Exception
 */
bb_ceil(array $real):array

/**
 * Vector Trigonometric Cos
 * Calculates the cosine for each value in real and returns the resulting array.
 *
 * @param array $real Array of real values.
 *
 * @return array Returns an array with calculated data or false on failure.
 * @throws Exception
 */
bb_cos(array $real):array

/**
 * Vector Trigonometric Cosh
 * Calculates the hyperbolic cosine for each value in real and returns the resulting array.
 *
 * @param array $real Array of real values.
 *
 * @return array Returns an array with calculated data or false on failure.
 * @throws Exception
 */
bb_cosh(array $real):array

/**
 * Vector Arithmetic Div
 * Divides each value from real0 by the corresponding value from real1 and returns the resulting array.
 *
 * @param array $real0 Array of real values.
 * @param array $real1 Array of real values.
 *
 * @return array Returns an array with calculated data or false on failure.
 * @throws Exception
 */
bb_div(array $real0, array $real1):array

/**
 * Vector Arithmetic Exp
 * Calculates e raised to the power of each value in real. Returns an array with the calculated data.
 *
 * @param array $real Array of real values.
 *
 * @return array Returns an array with calculated data or false on failure.
 * @throws Exception
 */
bb_exp(array $real):array

/**
 * Vector Floor
 * Calculates the next lowest integer for each value in real and returns the resulting array.
 *
 * @param array $real Array of real values.
 *
 * @return array Returns an array with calculated data or false on failure.
 * @throws Exception
 */
bb_floor(array $real):array

/**
 * Vector Log Natural
 * Calculates the natural logarithm for each value in real and returns the resulting array.
 *
 * @param array $real Array of real values.
 *
 * @return array Returns an array with calculated data or false on failure.
 * @throws Exception
 */
bb_ln(array $real):array

/**
 * Vector Log10
 * Calculates the base-10 logarithm for each value in real and returns the resulting array.
 *
 * @param array $real Array of real values.
 *
 * @return array Returns an array with calculated data or false on failure.
 * @throws Exception
 */
bb_log10(array $real):array

/**
 * Vector Arithmetic Mult
 * Calculates the vector dot product of real0 with real1 and returns the resulting vector.
 *
 * @param array $real0 Array of real values.
 * @param array $real1 Array of real values.
 *
 * @return array Returns an array with calculated data or false on failure.
 * @throws Exception
 */
bb_mult(array $real0, array $real1):array

/**
 * Vector Trigonometric Sin
 * Calculates the sine for each value in real and returns the resulting array.
 *
 * @param array $real Array of real values.
 *
 * @return array Returns an array with calculated data or false on failure.
 * @throws Exception
 */
bb_sin(array $real):array

/**
 * Vector Trigonometric Sinh
 * Calculates the hyperbolic sine for each value in real and returns the resulting array.
 *
 * @param array $real Array of real values.
 *
 * @return array Returns an array with calculated data or false on failure.
 * @throws Exception
 */
bb_sinh(array $real):array

/**
 * Vector Square Root
 * Calculates the square root of each value in real and returns the resulting array.
 *
 * @param array $real Array of real values.
 *
 * @return array Returns an array with calculated data or false on failure.
 * @throws Exception
 */
bb_sqrt(array $real):array

/**
 * Vector Arithmetic Subtraction
 * Calculates the vector subtraction of real1 from real0 and returns the resulting vector.
 *
 * @param array $real0 Array of real values.
 * @param array $real1 Array of real values.
 *
 * @return array Returns an array with calculated data or false on failure.
 * @throws Exception
 */
bb_sub(array $real0, array $real1):array

/**
 * Vector Trigonometric Tan
 * Calculates the tangent for each value in real and returns the resulting array.
 *
 * @param array $real Array of real values.
 *
 * @return array Returns an array with calculated data or false on failure.
 * @throws Exception
 */
bb_tan(array $real):array

/**
 * Vector Trigonometric Tanh
 * Calculates the hyperbolic tangent for each value in real and returns the resulting array.
 *
 * @param array $real Array of real values.
 *
 * @return array Returns an array with calculated data or false on failure.
 * @throws Exception
 */
bb_tanh(array $real):array

​Utility Classes of the SDK

​DowntimeTradeSignal

​DowntimeTradeSignal example class

​VolumeTradeSignal

​VolumeTradeSignal example class

​IndicatorCrossTradeSignal

​IndicatorCrossTradeSignal example class

​Utility functions of the SDK

​Vector Functions

​SDK Functions