Commit Graph

193 Commits

Author SHA1 Message Date
kbearXD
f44486447e MINOR: [session] remove environment nil validation log 2024-09-09 16:04:04 +08:00
kbearXD
129e2c438e FIX: add debug log 2024-09-09 15:13:02 +08:00
c9s
afac81a3e8
all: integrate metrics into stream book 2024-08-24 21:22:34 +08:00
c9s
c063df6467
document privateChannels and privateChannelSymbols 2024-08-21 16:24:19 +08:00
c9s
80fc10a1fd
bbgo: add session name to the metrics 2024-08-21 15:46:09 +08:00
c9s
fead99aaa6
add more balance metrics 2024-08-21 15:33:27 +08:00
c9s
40d3a40277
types: add marginType 2024-08-21 15:24:43 +08:00
c9s
aced149ee8
xalign: add more complex test case for xalign strategy 2024-03-19 15:29:18 +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
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
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
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
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
b9616a0805
add TradeCollector.Process() log message 2023-07-12 17:16:46 +08:00
c9s
f1828beac8
all: move trade store and order store into pkg/core 2023-07-04 21:42:24 +08:00
c9s
3f7710303f
fix .Indicators nil map 2023-07-02 14:13:24 +08:00
c9s
334204b46a
bbgo: add deprecation warning 2023-07-01 13:26:57 +08:00
c9s
eafd777046
add indicators v2 api to session 2023-06-29 17:49:04 +08:00
c9s
6bed2a31f6
all: refactor exchange factory to return the minimal implementation 2023-05-17 13:43:00 +08:00
c9s
420654c5ed
bbgo: rename NewStandard to just New 2023-05-16 18:24:06 +08:00
c9s
5e8f8b492a
all: remove unused subAccount parameter since it was designed for ftx 2023-05-16 18:21:47 +08:00
c9s
25daefabab
maxapi: fix nonce updater 2023-04-13 17:20:59 +08:00
c9s
905b25655d
bbgo: provide logging configuration 2023-02-22 15:25:39 +08:00
zenix
3d672ea518 fix: comment format, dbg logs in session 2022-10-27 17:35:50 +09:00
zenix
675f84dccf fix: SerialMarketDataStore together with backtests 2022-10-27 17:35:50 +09:00
zenix
36a5579660 fix: SourceSelector json marshal/unmarshal without Init from strategy. smartCancel check on order status 2022-09-06 19:08:05 +09:00
zenix
6c8902dd9c fix: export kline query limit as a variable for preload decisions from strategy 2022-09-05 20:36:41 +09:00
zenix
81084ddea6 feature: SerialMarketDataStore from session 2022-09-05 19:32:35 +09:00
c9s
c86b29e6dc
all: resolve import cycle 2022-08-23 02:12:26 +08:00
Raphanus Lo
ed7df4ddbe exchange: order fee-amount protection
Reduce the order amount to prevent submit rejection because of balance exceeding.

  submit_amount = original_amount / (1 + fee_rate)

Currently supported only by FTX Pro.
2022-08-02 13:35:24 +08:00
c9s
3959e288fd
all: refactor standard indicator helper and fix tests 2022-07-26 18:35:50 +08:00
c9s
763ae1f62f
bbgo: fix missing var 2022-07-21 12:36:26 +08:00
c9s
1079757833
bbgo: bind market data store to market data stream when allocating new instance 2022-07-21 12:35:38 +08:00
c9s
de62d9dd67
bbgo: fix injection 2022-07-21 12:33:29 +08:00
c9s
c78ba6a539
bbgo: fix strategy struct field injection phase 2022-07-21 12:18:09 +08:00
c9s
9f937f529e
bbgo: refactor standard indicator 2022-07-21 01:05:08 +08:00
c9s
2a3118a086
indicator: clean up and update calculator method names 2022-07-14 09:18:42 +08:00
c9s
2bc12c0522
add trailing stop and it's test cases with gomock
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-07-06 03:04:01 +08:00
c9s
eacd1f1ae6
all: rewrite notification api
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-19 12:29:36 +08:00
c9s
47e76a9eb5
pivotshort: refactor and redesign order executor
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-18 12:30:42 +08:00