Strategy

Extend Strategy and call flox.register with an instance.

class MyStrategy extends Strategy {
    constructor() {
        super({ exchange: 'Binance', symbols: ['BTCUSDT'] });
    }

    onTrade(ctx, trade) { ... }
    onBookUpdate(ctx, book) { ... }
    onBar(ctx, bar) { ... }
    onStart() { ... }
    onStop() { ... }
}

flox.register(new MyStrategy());

Constructor options

// Single exchange
super({ exchange: 'Binance', symbols: ['BTCUSDT', 'ETHUSDT'] })

// Multi-exchange (qualified names)
super({ symbols: ['Binance:BTCUSDT', 'Bybit:ETHUSDT'] })

Properties

Property	Type	Description
primarySymbol	string	First symbol name
symbols	string[]	All registered symbol names
hasPosition	boolean	Whether a position is open (primary symbol)

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Callbacks

onTrade(ctx, trade)

Field	Type	Description
ctx.symbol	string	Symbol name
ctx.symbolId	number	Numeric symbol ID
ctx.position	number	Current position size
ctx.avgEntryPrice	number	Average entry price
ctx.book.bidPrice	number	Best bid
ctx.book.askPrice	number	Best ask
trade.symbol	string	Symbol name
trade.price	number	Trade price
trade.qty	number	Trade quantity
trade.side	string	"buy" or "sell"
trade.isBuy	boolean
trade.timestampNs	number	Nanosecond timestamp

onBar(ctx, bar)

Field	Type	Description
bar.open, bar.high, bar.low, bar.close	number	OHLC prices
bar.volume, bar.buyVolume	number	Total / buy-side volume
bar.startTimeNs, bar.endTimeNs	number	Bar window timestamps (nanoseconds)
bar.barType, bar.barTypeParam	number	0=Time, 1=Tick, ... + interval/threshold
bar.closeReason	number	0=Threshold, 1=Gap, 2=Forced, 3=Warmup

onStart() / onStop()

Called when the strategy starts and stops.

---

Order methods

All methods accept an options object. symbol defaults to the primary symbol when omitted.

Market

this.marketBuy({ qty: 1.0 })
this.marketSell({ symbol: 'ETHUSDT', qty: 2.0 })

Limit

this.limitBuy({ price: 50000, qty: 0.1 })
this.limitSell({ price: 51000, qty: 0.1, tif: 'IOC' })  // tif: GTC (default) | IOC | FOK

Stop / take-profit

this.stopMarket({ side: 'sell', trigger: 48000, qty: 0.1 })
this.stopLimit({ side: 'buy', trigger: 52000, price: 52100, qty: 0.1 })
this.takeProfitMarket({ side: 'sell', trigger: 55000, qty: 0.1 })
this.takeProfitLimit({ side: 'sell', trigger: 55000, price: 54900, qty: 0.1 })

Trailing stop

this.trailingStop({ side: 'sell', offset: 100, qty: 0.1 })
this.trailingStopPercent({ side: 'sell', callbackBps: 50, qty: 0.1 })

Order management

this.cancel(orderId)
this.cancelAll()
this.modify(orderId, { price: 50100, qty: 0.2 })
this.closePosition()

---

Context queries

this.position()             // primary symbol
this.position('ETHUSDT')    // specific symbol
this.bestBid()
this.bestAsk()
this.midPrice()
this.lastPrice()
this.orderStatus(orderId)   // -1 if not found