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edwin/exchange/add-test
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2118 Commits

Author SHA1 Message Date
narumi
3ef7d3e09e add balance type 2024-03-04 19:58:34 +08:00
chiahung.lin
9ac8bb916d dca2: all the profit will use in the first order of the next round 
fix precision problem

truncate profit first
 2024-03-04 14:49:39 +08:00
c9s
4f57c5b842
Merge pull request #1545 from c9s/feat/add-universal-cancel-all-orders 
FEATURE: add universal cancel all orders api helper
 2024-02-27 22:12:16 +08:00
なるみ
9538a41c1b
Merge pull request #1541 from c9s/narumi/price-type 
FEATURE: [rebalance] add price type
 2024-02-23 20:32:09 +08:00
c9s
b72a176b91
Merge pull request #1547 from c9s/refactor/tradingutil 
REFACTOR: move trading related utility functions to the tradingutil package
 2024-02-23 19:25:03 +08:00
c9s
36e90cf5ca
grid2: rename filterPrice to roundAndTruncatePrice 2024-02-23 18:50:57 +08:00
c9s
a298950be8
move trading related utility functions to the tradingutil package 2024-02-23 18:47:49 +08:00
c9s
3b8a3bed5f
add universal cancel all orders api helper 2024-02-23 16:56:30 +08:00
narumi
8f2d551399 add price type 2024-02-23 14:05:25 +08:00
c9s
c6db392a26
deposit2transfer: improve deposit logging 2024-02-15 11:43:59 +08:00
narumi
502685f5d8 check dust quantity by taker price 2024-02-06 17:21:26 +08:00
narumi
541d19d826 modify log again 2024-02-06 17:03:51 +08:00
なるみ
2f40149387
Merge pull request #1527 from c9s/narumi/atrpin/log 
CHORE: [atrpin] modify position log
 2024-02-06 15:19:01 +08:00
narumi
a1995db014 log with field symbol 2024-02-06 15:08:01 +08:00
c9s
24952581fe
Merge pull request #1526 from c9s/c9s/simplify-booksignal-struct 
FIX: simplify booksignal struct
 2024-02-06 13:02:25 +08:00
narumi
a9198c0127 modify position log 2024-02-06 12:14:54 +08:00
c9s
996a1ecdc1
deposit2transfer: reduce log frequency 2024-02-06 00:39:05 +08:00
chiahung.lin
dfb65ba9e3 [dca2] add dev mode field for dev 
use pointer

IsNewStrategy -> IsNewAccount

[dca2] recover at cancelling stage

new var recoverSinceLimit

fix profit stats round bug
 2024-02-05 16:19:53 +08:00
c9s
bfbf415c15
tri: fix tests 2024-01-29 20:23:24 +08:00
c9s
35b7667da6
add the missing file 2024-01-29 15:45:48 +08:00
c9s
9efd8bd604
fix backtest Initialize call 2024-01-28 14:29:54 +08:00
c9s
4b70f864ff
tri: update quantity truncation method 2024-01-26 17:16:06 +08:00
c9s
67b500fce5
tri: fix tri bugs 2024-01-26 17:14:31 +08:00
chiahung.lin
d13d882fc4 remove unused log 
remove running field
 2024-01-23 15:53:20 +08:00
chiahung.lin
1b33308450 fix bug and new field running to help to test 2024-01-18 15:39:56 +08:00
chiahung.lin
465206afba use cancel api not GracefulCancel in CleanUp 2024-01-17 17:30:37 +08:00
chiahung.lin
44dc5c5a65 remove balance checker 2024-01-17 16:52:04 +08:00
chiahung.lin
9836dc603c truncate notional when open position 2024-01-17 15:22:03 +08:00
chiahung.lin
a363377c26 [dca2] new struct profit stats and its recover 2024-01-17 15:22:03 +08:00
kbearXD
4a0c9ca032
Merge pull request #1474 from c9s/kbearXD/dca2/callbacks-and-close 
FEATURE: [dca2] add callbacks and shutdown function
 2024-01-10 15:10:08 +08:00
chiahung.lin
6e661c805a fix 2024-01-10 14:37:07 +08:00
chiahung.lin
d3bc37f45e use CommonCallback and pull PersistenceTTL out 2024-01-09 16:01:10 +08:00
c9s
2ff74a5f86
autoborrow: add repaid alert 2024-01-09 09:59:53 +08:00
chiahung.lin
21e87079b5 FEATURE: ProfitStats for dca2 2024-01-08 18:25:11 +08:00
chiahung.lin
468b73abb6 bbgo.Sync profit stats 2024-01-08 18:25:11 +08:00
chiahung.lin
faaaaabce3 FEATURE: rename and use specific profit stats 2024-01-08 18:25:11 +08:00
chiahung.lin
0d6c6666a1 fix 2024-01-08 18:25:11 +08:00
chiahung.lin
b965dbe757 use OrderExecutor.GracefulCancel to replace cancelAllOrders 2024-01-08 18:25:11 +08:00
chiahung.lin
05870c5d60 move EmitReady and add go:generate 2024-01-08 18:25:11 +08:00
chiahung.lin
006256a9df FEATURE: add callbacks and shutdown function 2024-01-08 18:25:11 +08:00
narumi
9c108380e8 xgap: print currency 2024-01-07 18:56:57 +08:00
narumi
36aadf74a1 xgap: check balance before placing orders 2024-01-06 22:55:45 +08:00
c9s
9dd4de0755
Merge pull request #1482 from c9s/narumi/xgap/log 
CHORE: [xgap] improve log message
 2024-01-06 20:28:40 +08:00
narumi
dc2895c4dc rename cronExpression to schedule 2024-01-06 17:37:13 +08:00
なるみ
6367bd79d3
Merge pull request #1402 from c9s/narumi/fixedmaker/inventory-skew 
FEATURE: inventory skew
 2024-01-06 17:00:18 +08:00
narumi
3ee5bf29ef xgap: improve log message 2024-01-06 15:53:16 +08:00
narumi
012fc33376 xgap: refactor with common strategy 2024-01-06 14:49:26 +08:00
c9s
9f8bdeb3e9
Merge pull request #1475 from c9s/narumi/rebalance/fix-instance-id 
REFACTOR: [rebalance] refactor MultiMarketStrategy.Initialize
 2024-01-06 14:30:12 +08:00
narumi
94fb883a0f xgap: fix order cancel error 2024-01-04 18:53:23 +08:00
c9s
3dca9aaf98
Merge pull request #1470 from c9s/narumi/xnav/schedule 
FEATURE: [xnav] add cron schedule
 2024-01-03 16:38:19 +08:00