c9s
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090011da9e
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pull out order matching trigger from the kline event callbacks
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2020-11-08 13:07:45 +08:00 |
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c9s
|
e3a1184d22
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fix backtest sync exchange and consider fee rate
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2020-11-08 12:47:14 +08:00 |
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c9s
|
6bd3573287
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add exchange field in the table so that we can reuse the kline objects for backtest
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2020-11-08 12:13:34 +08:00 |
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c9s
|
4b0bab31fb
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Merge branch 'feature/backtest' into main
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2020-11-07 20:34:55 +08:00 |
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c9s
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641784e1b1
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calculate pnl after the backtest
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2020-11-07 20:34:34 +08:00 |
|
c9s
|
f3571b9832
|
fix tests
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2020-11-07 20:18:11 +08:00 |
|
c9s
|
6040c69327
|
add sync flag for backtesting
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2020-11-07 20:14:53 +08:00 |
|
c9s
|
f1db12eb10
|
add done channel for backtest exchange
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2020-11-07 20:11:07 +08:00 |
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c9s
|
a4a9067c6a
|
integrate matching engine with backtest exchange
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2020-11-07 19:57:36 +08:00 |
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c9s
|
5be4aa53db
|
move simple price matching to matching.go
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2020-11-07 16:09:21 +08:00 |
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c9s
|
3778adc8c8
|
implement SimplePriceMatching engine
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2020-11-07 16:08:20 +08:00 |
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c9s
|
0d8fa08171
|
add book Update method
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2020-11-07 15:07:06 +08:00 |
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c9s
|
1e925cac6e
|
move onConnect to the standard stream
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2020-11-07 12:38:57 +08:00 |
|
c9s
|
0793e24285
|
update doc
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2020-11-07 12:26:08 +08:00 |
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c9s
|
eb88256a6e
|
update doc
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2020-11-07 12:24:18 +08:00 |
|
c9s
|
94bb7f5dac
|
max: fix order symbol convertion
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2020-11-07 12:19:57 +08:00 |
|
c9s
|
573a082391
|
add flashcrash strategy
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2020-11-07 12:02:15 +08:00 |
|
c9s
|
b13a2deec5
|
emit klines and setup account balances
|
2020-11-07 03:18:05 +08:00 |
|
c9s
|
22a214328d
|
implement backtest command, stream and add backtest config
|
2020-11-07 02:57:50 +08:00 |
|
c9s
|
8823a39fc2
|
support backtesting kline verification
|
2020-11-07 00:49:17 +08:00 |
|
c9s
|
555fe57341
|
implement kline sync function from command
|
2020-11-06 21:40:48 +08:00 |
|
c9s
|
f78fefb3b0
|
implement QueryCh on kline service
|
2020-11-06 20:58:45 +08:00 |
|
c9s
|
78d7c71ecc
|
add kline service and extend kline struct fields
|
2020-11-06 19:07:07 +08:00 |
|
c9s
|
2dee3f25ce
|
add kline tables
|
2020-11-06 11:58:29 +08:00 |
|
c9s
|
c9f2a1aed5
|
add db tag to kline struct
|
2020-11-06 11:08:31 +08:00 |
|
c9s
|
5bdf5e0034
|
remove goroutine from the strategy
|
2020-11-06 11:01:19 +08:00 |
|
c9s
|
b86b74effb
|
fix max kline parsing
|
2020-11-05 15:04:56 +08:00 |
|
c9s
|
c54c0788ab
|
rewrite grid strategy trigger
|
2020-11-05 14:27:22 +08:00 |
|
c9s
|
b38d0d15ed
|
fix order sync for max
|
2020-11-05 14:12:19 +08:00 |
|
c9s
|
32268d1b33
|
adjust traded_at field precision
|
2020-11-05 13:41:55 +08:00 |
|
c9s
|
7e47f754c5
|
use channel to sync trades
|
2020-11-05 13:35:04 +08:00 |
|
c9s
|
9f532be5a1
|
make order id unique
|
2020-11-05 12:55:20 +08:00 |
|
c9s
|
8693bbbd24
|
fix orderId-based query for binance
|
2020-11-05 11:14:14 +08:00 |
|
c9s
|
7fab2e24de
|
improve order persistence and support order data sync
|
2020-11-05 11:14:14 +08:00 |
|
c9s
|
a4555a2b7b
|
implement QueryClosedOrders
|
2020-11-05 11:14:14 +08:00 |
|
c9s
|
fe16f9aa4d
|
add is_working column
|
2020-11-05 11:14:14 +08:00 |
|
c9s
|
bb0ff263c8
|
assign order_id to the trade object
|
2020-11-05 11:14:14 +08:00 |
|
c9s
|
3816dfa9c1
|
add order id to trades table
|
2020-11-05 11:14:14 +08:00 |
|
c9s
|
bcff4de321
|
remove is_buyer and is_maker columns
|
2020-11-05 11:14:14 +08:00 |
|
c9s
|
5a566c9c6e
|
add orders table
|
2020-11-05 11:14:14 +08:00 |
|
c9s
|
5a923e5464
|
add goose script
|
2020-11-05 11:14:14 +08:00 |
|
c9s
|
eb67fc0f8f
|
make mysql-url optional for run command
|
2020-11-05 11:14:14 +08:00 |
|
c9s
|
f223940b69
|
add db tags
|
2020-11-05 11:14:14 +08:00 |
|
c9s
|
8388f443a9
|
move active order book to the bbgo package
|
2020-11-05 11:14:14 +08:00 |
|
Yo-An Lin
|
c1d72c14a7
|
Merge pull request #50 from c9s/feature/order-management
enhancement: add more active order management components
|
2020-11-01 21:02:09 +08:00 |
|
c9s
|
8e0b5d11a7
|
add max grid config and fix max price formatting
|
2020-10-31 20:38:20 +08:00 |
|
c9s
|
14abe3fb7e
|
pull out active order book to the types package
|
2020-10-31 20:38:20 +08:00 |
|
c9s
|
1eb263de23
|
use AnyFilled to simplify the order management in the strategy
|
2020-10-31 20:38:20 +08:00 |
|
c9s
|
e264257d23
|
implement OrderMap and SyncOrderMap
|
2020-10-31 20:38:20 +08:00 |
|
Yo-An Lin
|
1d69b2dc10
|
Merge pull request #49 from c9s/enhancement/notification-routing
enhancement: improve notification system for session-based and symbol-based routing rules
|
2020-10-31 18:51:18 +08:00 |
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