anywhy
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9f50e256c8
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fi: restore parameter when update active orde book
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2024-03-14 14:48:15 +08:00 |
|
zenix.huang
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f1a4879253
|
upgrade golang mockgen to uber mockgen. generate exchange public
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2024-03-12 14:18:14 +09:00 |
|
c9s
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43cf40ca05
|
Merge pull request #1555 from c9s/edwin/bbgo/fix-order
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2024-03-05 10:08:58 +08:00 |
|
edwin
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751f82bc56
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pkg/bbgo: use origin order if error occurred
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2024-03-05 09:45:14 +08:00 |
|
bailantaotao
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9c85a5ccce
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Merge pull request #1554 from c9s/edwin/add-more-logs
MINOR: [bbgo] add more logs
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2024-03-05 09:37:48 +08:00 |
|
edwin
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a392d8d579
|
pkg: add more logs
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2024-03-04 22:40:25 +08:00 |
|
root
|
2567bd0caa
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set the defauinteralv alue to 1m
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2024-02-28 15:02:57 +08:00 |
|
root
|
151722664f
|
Use configuration instead of kine fixed interval
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2024-02-28 14:41:25 +08:00 |
|
c9s
|
3b8a3bed5f
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add universal cancel all orders api helper
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2024-02-23 16:56:30 +08:00 |
|
Michal Jirman
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825be2a08e
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indicator: keltner channel
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2024-02-03 17:13:51 +05:45 |
|
Michal Jirman
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f8175a9cfe
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telegram: prevent sending error in case of no opened position
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2024-02-02 21:44:27 +05:45 |
|
c9s
|
9efd8bd604
|
fix backtest Initialize call
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2024-01-28 14:29:54 +08:00 |
|
c9s
|
93bddfdccd
|
fix database config parsing
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2024-01-26 16:39:05 +08:00 |
|
c9s
|
dd07bc7159
|
fix bollinger indicator history kline push
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2024-01-24 16:25:28 +08:00 |
|
c9s
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884b8f2b45
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Merge pull request #1509 from c9s/kbearXD/dca2/profit-stats-and-recover
[dca2] fix dca2 bug
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2024-01-24 15:50:09 +08:00 |
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c9s
|
59713fa532
|
support extra migration packages
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2024-01-24 15:33:17 +08:00 |
|
chiahung.lin
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1b33308450
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fix bug and new field running to help to test
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2024-01-18 15:39:56 +08:00 |
|
c9s
|
ad8ea86173
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change max borrowable query from error to warn
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2024-01-07 19:09:11 +08:00 |
|
c9s
|
8878005417
|
add DisableMarketDataStore option
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2023-12-26 10:53:18 +08:00 |
|
c9s
|
882c1273b3
|
bbgo: pull out findPossibleMarketSymbols and add tests
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2023-12-18 22:09:04 +08:00 |
|
c9s
|
671ce872c4
|
bbgo: fix and improve session UpdatePrice method
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2023-12-18 22:01:11 +08:00 |
|
c9s
|
92aa7652d5
|
bbgo: add recordPosition log
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2023-12-18 15:49:20 +08:00 |
|
c9s
|
3e6d6e10b3
|
all: move Initialize() call out, call it before the LoadState
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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
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2023-12-13 14:00:53 +08:00 |
|
c9s
|
6cbb17fb76
|
all: refactor log formatter functions
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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
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2023-12-07 16:18:24 +08:00 |
|
c9s
|
f03ac52ce5
|
activeOrderBook: use orderMap instead of orderStore
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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
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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
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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
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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 |
|
c9s
|
951672fc82
|
improve cancelOrders method
|
2023-08-05 02:00:07 +08:00 |
|
c9s
|
eaaab914e0
|
refactor order executor accessors
|
2023-08-05 01:59:52 +08:00 |
|
c9s
|
7060fd4ecb
|
bbgo: add simple order executor
|
2023-08-04 18:02:24 +08:00 |
|
c9s
|
a3c16a4117
|
bbgo: use backoff for graceful cancel
|
2023-07-20 12:45:23 +08:00 |
|
c9s
|
1dae711d33
|
fix trade collector race condition and infinite iterate
|
2023-07-20 12:45:23 +08:00 |
|
c9s
|
b9616a0805
|
add TradeCollector.Process() log message
|
2023-07-12 17:16:46 +08:00 |
|
c9s
|
1da94f55e9
|
Merge pull request #1226 from c9s/c9s/base-strategy
REFACTOR: pull out base strategy struct
|
2023-07-10 17:50:12 +08:00 |
|
c9s
|
5853434aec
|
all: move v2 indicator to indicator/v2
|
2023-07-10 17:17:46 +08:00 |
|
c9s
|
5c88abe72f
|
add rsicross strategy
|
2023-07-09 21:23:42 +08:00 |
|
c9s
|
5962742b43
|
all: integrate google spread sheet service
|
2023-07-09 13:17:39 +08:00 |
|
c9s
|
05a8a7442c
|
Merge pull request #1221 from c9s/feature/tri
FEATURE: add triangular arbitrate strategy as an example
|
2023-07-05 16:24:29 +08:00 |
|
c9s
|
b9b89756e2
|
Merge pull request #1220 from c9s/feature/scmaker-with-risk-control
REFACTOR: refactor risk control with the order executor interface and mocks
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2023-07-05 15:48:38 +08:00 |
|
c9s
|
01096829ae
|
bbgo: drop empty files
|
2023-07-05 15:30:15 +08:00 |
|
c9s
|
1ad10a9360
|
all: move trade collector to pkg/core
|
2023-07-05 15:26:36 +08:00 |
|
c9s
|
ff727ae495
|
all: use order executor extended interface to mock the risk tests
|
2023-07-04 22:07:31 +08:00 |
|
c9s
|
f1828beac8
|
all: move trade store and order store into pkg/core
|
2023-07-04 21:42:24 +08:00 |
|
c9s
|
c8ae36ddfc
|
riskcontrol: move release position order submission into the pos risk control
|
2023-07-04 21:31:47 +08:00 |
|
Andy Cheng
|
b877d07f74
|
exit/hhllStop: log hhll detection instead of notify
|
2023-07-03 16:06:04 +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 |
|
Andy Cheng
|
2fe19119a7
|
exit/hhllStop: avoid using underscore in variable names
|
2023-06-30 14:10:25 +08:00 |
|
Andy Cheng
|
12e3e9b5f8
|
exit/hhllStop: readability
|
2023-06-30 14:03:46 +08:00 |
|
Andy Cheng
|
936a3c95d9
|
exit/hhllStop: readability
|
2023-06-30 13:55:07 +08:00 |
|
Andy Cheng
|
43c49aa41d
|
exit/hhllStop: readability
|
2023-06-30 13:51:47 +08:00 |
|
Andy Cheng
|
3c0ade57f8
|
exit/hhllStop: fix bugs
|
2023-06-30 13:42:10 +08:00 |
|
c9s
|
e1affc746d
|
Merge pull request #1213 from c9s/feature/v2-indicator-set
FEATURE: add v2 indicator set api
|
2023-06-30 12:01:03 +08:00 |
|
c9s
|
0e2f69e837
|
bbgo: just use else condition
|
2023-06-30 11:05:03 +08:00 |
|
c9s
|
a3a1586e24
|
bbgo: add TestIndicatorSet_EWMA test
|
2023-06-30 11:02:42 +08:00 |
|
c9s
|
ea1025d790
|
indicator: implement Subscribe method on PriceStream
|
2023-06-30 10:58:25 +08:00 |
|
c9s
|
dcb091cab1
|
bbgo: add TestIndicatorSet_closeCache test
|
2023-06-30 10:46:40 +08:00 |
|
c9s
|
9885a68537
|
bbgo: rename AddBackLog to BackFill
|
2023-06-30 10:38:38 +08:00 |
|
c9s
|
064932ea9d
|
indicator: add VOLUME api
|
2023-06-30 10:37:42 +08:00 |
|
c9s
|
b29c1aa972
|
bbgo: add warning
|
2023-06-30 10:35:34 +08:00 |
|