Deribit期权Delta动态对冲策略(教学)
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JavaScript
// 构造函数
function createManager(e, subscribeList, msg) {
var self = {}
self.supportList = ["Futures_Binance", "Huobi", "Futures_Deribit"] // 支持的交易所的
// 对象属性
self.e = e
self.msg = msg
self.name = e.GetName()
self.type = self.name.includes("Futures_") ? "Futures" : "Spot"
self.label = e.GetLabel()
self.quoteCurrency = "" Strategy parameters
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