Strategy

Extend Strategy and call lrvx.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() { ... }
}

lrvx.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)

---

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, NaN when the position manager reports none
ctx.book.bidPrice	number \| null	Best bid; null when the bid side has no level (0 is a price)
ctx.book.askPrice	number \| null	Best ask; null when the ask side has no level
ctx.book.midPrice	number \| null	Mid price; null unless both sides have a level
ctx.book.spread	number \| null	Spread; null unless both sides have a level
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. The engine emits Threshold for a normal close, Gap for the bar that absorbs the remainder of a Renko price jump too wide to walk brick by brick, and Forced for a stop() flush; Warmup is never assigned by the engine itself -- it is for callers who construct their own Bar objects from historical data before calling BarMatrix::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 | GTD | POST_ONLY

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()              // number, or null when there is no bid
this.bestAsk()              // number, or null when there is no ask
this.midPrice()             // number, or null when either side is empty
this.lastPrice()
this.orderStatus(orderId)   // -1 if not found

bestBid, bestAsk and midPrice return null for an empty side, never a number. A price below zero is a quote -- WTI settled at -37.63 in April 2020, day-ahead power clears below zero -- and so is a price of exactly 0, so no number is free to stand for "no quote". Test with === null, not === 0.