Commit Graph

1181 Commits

Author SHA1 Message Date
c9s
4a3b0bc368
all: implement stats tracker
- rename Add() to AddProfit() or AddTrade() so that we can apply
  interface here
2024-01-03 17:49:57 +08:00
c9s
8878005417
add DisableMarketDataStore option 2023-12-26 10:53:18 +08:00
c9s
882c1273b3
bbgo: pull out findPossibleMarketSymbols and add tests 2023-12-18 22:09:04 +08:00
c9s
671ce872c4
bbgo: fix and improve session UpdatePrice method 2023-12-18 22:01:11 +08:00
c9s
92aa7652d5
bbgo: add recordPosition log 2023-12-18 15:49:20 +08:00
c9s
3e6d6e10b3
all: move Initialize() call out, call it before the LoadState 2023-12-18 12:09:03 +08:00
c9s
c870defd47
xdepthmaker: improve shutdown process 2023-12-13 16:29:07 +08:00
c9s
c170eac991
bbgo: fix active order book graceful cancel checking logics 2023-12-13 15:25:52 +08:00
c9s
115c2dc139
bbgo: refactor active orderbook 2023-12-13 14:00:53 +08:00
c9s
6cbb17fb76
all: refactor log formatter functions 2023-12-13 09:47:18 +08:00
c9s
158c48b807
bbgo: change verbose info log to debug log 2023-12-11 20:46:17 +08:00
c9s
9f14215ce8
bbgo: reduce logs 2023-12-11 17:59:02 +08:00
c9s
33f0571511
bbgo: fix since time override 2023-12-08 09:38:43 +08:00
c9s
b8fb2ac478
bbgo: fix active orderbook symbol order grouping 2023-12-07 16:18:24 +08:00
c9s
f03ac52ce5
activeOrderBook: use orderMap instead of orderStore 2023-12-07 16:18:24 +08:00
c9s
263c0883d1
bbgo: solve the scale when unmarshalling the json 2023-12-07 16:18:23 +08:00
c9s
ed63b23e2a
xdepthmaker: refactor CrossRun with CrossExchangeMarketMakingStrategy 2023-12-07 16:18:22 +08:00
root
cdeb0bc908 FIX: format minimal profit to percent 2023-11-29 18:37:28 +08:00
root
a4ccad9463 FIX: deactivate exit when position in closing 2023-11-29 18:26:01 +08:00
c9s
55cbe806d9
bbgo: fix isNewerOrderUpdate check and tests 2023-11-25 13:22:03 +08:00
c9s
326a0c6128
bbgo: replace update time check with isNewerOrderUpdate func call 2023-11-24 19:00:51 +08:00
c9s
6b27722b03
bbgo: rename func isNewerOrderUpdate 2023-11-24 19:00:51 +08:00
c9s
9e663916ed
bbgo: add test case for isNewerUpdateTime 2023-11-24 19:00:51 +08:00
c9s
8afd3c9ee1
bbgo: add test Test_isNewerUpdate 2023-11-24 19:00:51 +08:00
c9s
8f5f5dfeed
bbgo: add executed quantity check when order status is OrderStatusPartiallyFilled 2023-11-24 19:00:51 +08:00
c9s
c360c6045c
bbgo: call retry.QueryAccountUntilSuccessful in the startup time 2023-11-20 16:20:39 +08:00
c9s
7c59e3ddc4
bbgo: add setAccount for account mutex protection 2023-11-20 16:15:33 +08:00
c9s
3ea333fd52
bbgo: add DisableStartupBalanceQuery option 2023-11-20 16:14:09 +08:00
c9s
eac0195815
bbgo: truncate trade buffer if it gets too large 2023-11-17 17:15:08 +08:00
c9s
c248b2a323
bbgo: remove local trade snapshot from db 2023-11-17 17:15:08 +08:00
c9s
fe9dc9a79d
bbgo: change pending update log level to info 2023-11-17 16:57:48 +08:00
Edwin
720fe2e12e pkg/bbgo, pkg/types: add new interface PrivateChannelSymbolSetter 2023-11-15 10:47:16 +08:00
c9s
b28b5e4097
bbgo: add environment config for disabling some klines defaults 2023-11-11 07:42:29 +08:00
c9s
6b273eda4d
Merge pull request #1345 from c9s/c9s/fix-market-inject
FIX: [bbgo] check symbol length for injection
2023-10-18 15:46:43 +08:00
c9s
92396cae5e
bbgo: check symbol length for injection 2023-10-18 15:36:53 +08:00
c9s
378425a3aa
bbgo: add balance logger support 2023-10-04 18:02:19 +08:00
c9s
78ea940569
max: support private channel setter 2023-10-04 18:02:18 +08:00
c9s
9a7b70d367
bbgo: reformat order executor 2023-09-26 20:42:38 +08:00
c9s
2d578db12f
bbgo: simplify marketDataStore accessor 2023-09-26 20:42:00 +08:00
c9s
7a5a027a62
bbgo: add logging filledOrder option 2023-09-26 16:45:00 +08:00
c9s
550b010499
bbgo: add log fields support to the core 2023-09-25 17:16:27 +08:00
c9s
542944b4cc
max: use websocket update time (TU) field 2023-09-17 18:29:14 +08:00
c9s
89c88c48a3
bbgo: log filled order 2023-09-17 18:25:21 +08:00
c9s
797ee4402c
types: fix pending order update comparison 2023-09-17 18:20:29 +08:00
c9s
5f8a5e47d5
activeorderbook: add pending order logs 2023-09-17 18:03:56 +08:00
c9s
c91861ca9a
bbgo: add order update time check 2023-08-17 17:31:24 +08:00
c9s
1cadaf9265
bbgo: add mutex lock to ActiveOrderBook 2023-08-17 17:16:27 +08:00
c9s
2669c3a5db
bbgo: check order exists 2023-08-17 16:28:42 +08:00
c9s
dda3f25c61
grid2,bbgo: refactor active order book and update order status when re-connected 2023-08-17 16:26:06 +08:00
c9s
bc8fe22e70
convert: fix collectPendingQuantity and use graceful order cancel 2023-08-05 02:15:16 +08:00