c9s
|
b3661f5d32
|
bbgo: improve profit stat PlainText format
|
2021-10-14 10:16:11 +08:00 |
|
c9s
|
7d416c3467
|
bbgo: fix profit json tag
|
2021-10-14 10:14:11 +08:00 |
|
c9s
|
7874471828
|
bbgo: improve pnlEmojiMargin function
|
2021-10-14 10:13:21 +08:00 |
|
c9s
|
c8554f09a0
|
bbgo: refactor the pnl functions
|
2021-10-14 10:07:27 +08:00 |
|
c9s
|
2116efc42e
|
bbgo: fix profit title
|
2021-10-14 08:59:45 +08:00 |
|
c9s
|
49a78c0c88
|
bbgo: fix profit stat title
|
2021-10-14 08:58:19 +08:00 |
|
c9s
|
c12ff57e57
|
bbgo: improve profit stats plaintext format
|
2021-10-14 08:55:55 +08:00 |
|
c9s
|
77f11f4515
|
bbgo: add ticker for collecting trades
|
2021-10-14 07:56:40 +08:00 |
|
c9s
|
b154e3baea
|
bbgo: add pnl emoji with margin
|
2021-10-14 07:48:32 +08:00 |
|
c9s
|
7e8897f1d0
|
bbgo: fix profit field check condition
|
2021-10-14 07:33:34 +08:00 |
|
c9s
|
5c3f305060
|
bbgo: implement SlackAttachment interface for profitstats
|
2021-10-14 01:27:58 +08:00 |
|
c9s
|
d3fa0a964b
|
bbgo: add slack attachment support for profit
|
2021-10-14 01:27:50 +08:00 |
|
c9s
|
b6b2e33cc0
|
extend profit stats fields for quote,base currency and symbol
|
2021-10-14 01:26:36 +08:00 |
|
c9s
|
5039a43413
|
bbgo: move pnl formating to the bbgo package
|
2021-10-14 01:26:11 +08:00 |
|
c9s
|
e1e6d1de12
|
bbgo: add net profit margin field to profit stats
|
2021-10-14 01:26:04 +08:00 |
|
c9s
|
44a0b10240
|
bbgo: load last price from 1m interval kline only
|
2021-10-14 00:37:40 +08:00 |
|
c9s
|
37ac907c0f
|
profitstats: add accumulated volume
|
2021-10-12 11:24:28 +08:00 |
|
c9s
|
d9dc7e31df
|
extend more fields
|
2021-10-12 11:24:24 +08:00 |
|
c9s
|
45645d0a3d
|
use the profit struct to pass profit info
|
2021-10-08 19:16:40 +08:00 |
|
c9s
|
fac14a8c7f
|
profitstats: add netProfit field
|
2021-10-08 15:09:55 +08:00 |
|
c9s
|
aadb1ed389
|
remove MakerExchange from the core profit stats field
|
2021-10-08 15:00:53 +08:00 |
|
c9s
|
d058125f78
|
bbgo: refactor profit stats
|
2021-10-08 14:57:44 +08:00 |
|
c9s
|
9e1d28f3b3
|
do not remove order if it's partially filled
|
2021-10-08 14:17:47 +08:00 |
|
c9s
|
ded740107f
|
bbgo: refactor TradeCollector bind stream for background and foreground
|
2021-10-08 13:24:07 +08:00 |
|
c9s
|
8ada9eef02
|
bbgo: optimize AdjustQuantityByMaxAmount, early return
|
2021-10-08 12:09:05 +08:00 |
|
c9s
|
7fb4d2f78d
|
return positionChanged for Process method
|
2021-10-05 21:44:39 +08:00 |
|
c9s
|
5dd2f568fe
|
add doc comment for trade collector
|
2021-10-05 21:39:10 +08:00 |
|
c9s
|
45c875fe7c
|
bbgo: improve trade collect process
|
2021-10-05 21:30:06 +08:00 |
|
c9s
|
8d01c97240
|
fix cyclic import issue
|
2021-08-26 11:46:02 +08:00 |
|
c9s
|
1f94ae1c19
|
bbgo: move moving average settings struct into bbgo
|
2021-08-26 11:32:39 +08:00 |
|
c9s
|
3ab4a570fb
|
bbgo: limit max kline slice
|
2021-06-28 14:33:32 +08:00 |
|
c9s
|
06a1f018c2
|
bbgo: push to the buffer first
|
2021-06-26 20:26:47 +08:00 |
|
c9s
|
7d853a9c74
|
bbgo: add emit position update
|
2021-06-26 20:26:47 +08:00 |
|
c9s
|
ecd2d9ea68
|
bbgo: improve trade collector callbacks
|
2021-06-26 20:26:47 +08:00 |
|
c9s
|
db4fbbc30c
|
bbgo: add trade collector
|
2021-06-26 20:26:47 +08:00 |
|
c9s
|
65629a77f4
|
bbgo: add two new position constructor
|
2021-06-26 20:26:47 +08:00 |
|
c9s
|
3d12a7df59
|
support: add sensitivity settings
|
2021-06-16 13:14:10 +08:00 |
|
c9s
|
e276ddd38a
|
bbgo: add shared local time zone
|
2021-06-16 13:04:23 +08:00 |
|
c9s
|
e23c459697
|
bbgo: move orderbook to the session level so that we can access it eaiser
|
2021-06-16 13:04:23 +08:00 |
|
c9s
|
2614b25de3
|
types: move fiat currency list to types
|
2021-06-16 13:04:23 +08:00 |
|
c9s
|
e5db780be8
|
notify trades and update position
|
2021-06-01 01:39:22 +08:00 |
|
c9s
|
c84d59734c
|
clear all trades before running backtests
|
2021-05-30 15:25:00 +08:00 |
|
c9s
|
3aa36b5989
|
refactor and fix backtest for user data stream and market data stream
|
2021-05-30 15:08:11 +08:00 |
|
c9s
|
38fd5422ab
|
xmaker: use uncovered position
|
2021-05-30 14:46:48 +08:00 |
|
c9s
|
8d31435ded
|
add trade store
|
2021-05-29 00:25:23 +08:00 |
|
c9s
|
5f18b89dfa
|
if publicOnly is set, we should not connect user data stream
|
2021-05-28 19:01:55 +08:00 |
|
c9s
|
f190b1e66a
|
fix market data stream initialization
|
2021-05-28 03:17:46 +08:00 |
|
c9s
|
7d62a7634b
|
set market data stream to public
|
2021-05-27 15:11:44 +08:00 |
|
c9s
|
b7c87c7744
|
core: move market data subscription to market data stream
|
2021-05-27 15:09:18 +08:00 |
|
c9s
|
45f1a13870
|
rename Stream field to UserDataStream and add MarketDataStream
|
2021-05-27 14:45:06 +08:00 |
|
c9s
|
2381df5009
|
add okex to the exchange factory
|
2021-05-27 00:35:51 +08:00 |
|
zenix
|
3d2a27fc10
|
Fix: nil pointer exception in indicator creation, add stoch util func
|
2021-05-26 00:20:31 +00:00 |
|
c9s
|
9c70e36e1b
|
save average cost with feeInQuote in the ApproximateAverageCost
|
2021-05-23 01:05:11 +08:00 |
|
c9s
|
d2e299a68a
|
improve position comment
|
2021-05-23 00:42:57 +08:00 |
|
c9s
|
9efb45b133
|
reduce side book copy
|
2021-05-23 00:42:44 +08:00 |
|
c9s
|
9b9643e1f9
|
improve order cancellation mechanisim
|
2021-05-22 17:44:20 +08:00 |
|
c9s
|
289227e5f3
|
add exists method for active book
|
2021-05-22 17:44:07 +08:00 |
|
c9s
|
0a908e5dda
|
fix position test for net profit
|
2021-05-22 17:43:53 +08:00 |
|
c9s
|
cca3284140
|
separate net profit and profit
|
2021-05-22 17:17:37 +08:00 |
|
c9s
|
8acada76a9
|
replace sliceorderbook with orderbook interface
|
2021-05-22 16:32:29 +08:00 |
|
c9s
|
fd710d533f
|
implement tree copy method
|
2021-05-22 12:18:08 +08:00 |
|
c9s
|
56b2c8845b
|
fix preorder, postorder and inorder
|
2021-05-22 11:36:58 +08:00 |
|
c9s
|
4fde442722
|
Add position Reset function
|
2021-05-21 00:08:04 +08:00 |
|
c9s
|
d737ab678f
|
support removing filled orders from the order store
|
2021-05-21 00:07:43 +08:00 |
|
c9s
|
422e85e3a3
|
twap: fix stop price check
|
2021-05-18 13:53:51 +08:00 |
|
c9s
|
896518f5c2
|
check if restQuantity is less than 0
|
2021-05-18 13:44:57 +08:00 |
|
c9s
|
21f7fa7846
|
twap: fix tick spread calculation
|
2021-05-18 13:38:23 +08:00 |
|
c9s
|
f6f1226bd0
|
integrate bollband indicator into xmaker
|
2021-05-17 20:04:13 +08:00 |
|
c9s
|
e7c718ee15
|
assign fee rate to position
|
2021-05-16 17:58:51 +08:00 |
|
c9s
|
187a9c795b
|
use exchange fee rate as a reference for profit
|
2021-05-16 17:50:08 +08:00 |
|
c9s
|
d0e4a5e65c
|
move addTrade lock section
|
2021-05-16 17:05:12 +08:00 |
|
c9s
|
e636a5008d
|
replace Exchange field type with ExchangeName
|
2021-05-16 17:02:23 +08:00 |
|
c9s
|
0a016cba75
|
split maker fee and taker fee
|
2021-05-16 16:50:26 +08:00 |
|
c9s
|
a4381a54a3
|
add fee rate field
|
2021-05-16 15:03:36 +08:00 |
|
c9s
|
c9cdf31df1
|
add pnl emoji
|
2021-05-16 01:16:03 +08:00 |
|
c9s
|
942eaac659
|
improve message formatting
|
2021-05-16 00:45:08 +08:00 |
|
c9s
|
1f449eca7f
|
implement SlackAttachment interface on Position
|
2021-05-15 23:50:03 +08:00 |
|
c9s
|
c85456b8e8
|
lock position for fetching base quantity
|
2021-05-15 10:06:48 +08:00 |
|
c9s
|
531799bdfb
|
use mutex composition since we may lock from out side
|
2021-05-15 10:05:39 +08:00 |
|
c9s
|
8071559f99
|
position: use pointer receiver
|
2021-05-15 10:02:04 +08:00 |
|
c9s
|
a636cdaec9
|
add mutex to Position since position could be changed from 2 goroutine
|
2021-05-15 10:01:41 +08:00 |
|
c9s
|
aa340f0db3
|
always check restQuantity
|
2021-05-15 10:00:32 +08:00 |
|
c9s
|
236df245a2
|
adjust quantity bases on the balances
|
2021-05-15 09:46:07 +08:00 |
|
c9s
|
f9cb414832
|
twap: add update-interval option
|
2021-05-15 09:29:44 +08:00 |
|
c9s
|
ae256ce9d3
|
add more quantity adjustment fix
|
2021-05-15 09:23:41 +08:00 |
|
c9s
|
356a8b77ac
|
adjust updateLimiter to 3 seconds one time
|
2021-05-15 09:20:46 +08:00 |
|
c9s
|
445feb016a
|
support price ticks option
|
2021-05-14 15:35:11 +08:00 |
|
c9s
|
bb34b1002a
|
improve order execution graceful shutdown
|
2021-05-14 14:53:26 +08:00 |
|
c9s
|
dc040bb82b
|
improving logs
|
2021-05-14 14:53:26 +08:00 |
|
c9s
|
f69cbe9c31
|
add basic TwapExecution
|
2021-05-14 14:53:26 +08:00 |
|
c9s
|
c8b97629e0
|
add NumOfOrders method on active book
|
2021-05-14 14:53:26 +08:00 |
|
c9s
|
a49cf531b5
|
fix cross exchange order executor for the basic risk control
|
2021-05-12 19:02:09 +08:00 |
|
c9s
|
98e0390c1d
|
improve slack notification
|
2021-05-12 12:43:03 +08:00 |
|
c9s
|
807c049d63
|
refactor notifiers and add liquidity field to the trade
|
2021-05-12 12:37:48 +08:00 |
|
c9s
|
85e1b6b1c7
|
move field assignment
|
2021-05-12 12:05:54 +08:00 |
|
c9s
|
df11112d64
|
refactor exchange session initialization
|
2021-05-12 12:05:54 +08:00 |
|
c9s
|
8d63647104
|
assign session.Withdrawal
|
2021-05-12 12:05:54 +08:00 |
|
c9s
|
29b7326f19
|
add withdrawal property to the exchange session
|
2021-05-12 12:05:54 +08:00 |
|
zenix
|
ba091dccf6
|
Fix: binance's cancel update is sent through New status with 0 quantity
|
2021-05-11 06:57:09 +00:00 |
|
c9s
|
95d58e9385
|
adjust hedge quantity according to the hedge account balances
|
2021-05-10 20:13:23 +08:00 |
|
c9s
|
ddab6083d4
|
xmaker: support quantity scale
|
2021-05-10 02:52:41 +08:00 |
|
c9s
|
ce63641d70
|
print otp auth guide when session is loaded
|
2021-05-10 01:38:19 +08:00 |
|
c9s
|
3f8f5616d7
|
add more order info the local order book printing
|
2021-05-09 20:03:16 +08:00 |
|
c9s
|
e06310da26
|
print unhandled order status
|
2021-05-09 19:44:43 +08:00 |
|
c9s
|
d01abffde3
|
add todo for the backtest trades
|
2021-05-08 01:09:06 +08:00 |
|
c9s
|
6bbd66a4f9
|
split environment start and init
|
2021-05-08 00:45:24 +08:00 |
|
c9s
|
494a270c54
|
insert trades to db only when backtest service is nil
|
2021-05-07 01:50:38 +08:00 |
|
c9s
|
584a4c2ef8
|
move fiat currency definition out
|
2021-05-07 01:30:09 +08:00 |
|
c9s
|
1ad8b0b641
|
remove unused SourceDir func
|
2021-05-04 01:06:20 +08:00 |
|
c9s
|
50db944053
|
fix initSymbol stages
|
2021-05-02 23:58:34 +08:00 |
|
c9s
|
2230c56e56
|
fix comment warning
|
2021-05-02 23:48:53 +08:00 |
|
c9s
|
2ef13293e9
|
fix IDE warnings
|
2021-05-02 23:47:57 +08:00 |
|
c9s
|
5ec0566888
|
add more injection checks
|
2021-05-02 23:46:16 +08:00 |
|
c9s
|
822a010932
|
add moving average configuration to the schedule strategy
|
2021-05-02 20:58:32 +08:00 |
|
c9s
|
e29d9af9c8
|
fix persistence config unmarshalling
|
2021-05-02 18:16:34 +08:00 |
|
c9s
|
9f77236999
|
fix and improve position accessor
|
2021-04-28 19:32:49 +08:00 |
|
c9s
|
70a53ed286
|
make config compatible with key 'strategies'
|
2021-04-28 17:58:50 +08:00 |
|
c9s
|
2ec4617694
|
add SyncService check
|
2021-04-09 12:44:30 +08:00 |
|
c9s
|
34fe915a9f
|
fix sync issue for pnl command
|
2021-04-09 12:43:13 +08:00 |
|
Larry850806
|
dbf5d27f30
|
Add a validator interface to validate strategy before run
|
2021-04-02 10:12:55 +08:00 |
|
c9s
|
6c8babfb27
|
allow public session
|
2021-03-22 17:40:17 +08:00 |
|
c9s
|
088b22f338
|
support bbgo-no-cache option
|
2021-03-22 17:32:21 +08:00 |
|
c9s
|
814a77ea39
|
xmaker: improve balance checking
|
2021-03-21 12:55:33 +08:00 |
|
ycdesu
|
c8447663db
|
refactor: use fixedpoint to store fee
|
2021-03-19 08:49:24 +08:00 |
|
ycdesu
|
83ae943a4f
|
ftx: calculate commission
|
2021-03-18 23:58:28 +08:00 |
|
c9s
|
a95c3b94a0
|
core: set default store ID
|
2021-03-18 17:20:07 +08:00 |
|
Yo-An Lin
|
40b376802e
|
Merge pull request #168 from c9s/feature/mark-trade-strategy
|
2021-03-18 10:31:59 +08:00 |
|
c9s
|
85b6cb81a2
|
make local active orderbook json marshallable
|
2021-03-18 01:15:06 +08:00 |
|
Yo-An Lin
|
7ecb17dbe2
|
Merge pull request #163 from c9s/feature/mark-trade-strategy
|
2021-03-16 22:34:09 +08:00 |
|
c9s
|
714d61a829
|
add grid restore behavior
|
2021-03-16 20:04:06 +08:00 |
|
Yo-An Lin
|
f5b65e795e
|
Merge pull request #160 from c9s/feature/grid-options
|
2021-03-16 12:59:14 +08:00 |
|
c9s
|
40fded70b2
|
reformat scale.go
|
2021-03-16 02:14:10 +08:00 |
|
c9s
|
2f7c7d344b
|
move emitStart method call into the stream Connect method
|
2021-03-16 01:32:27 +08:00 |
|
c9s
|
7951c38edc
|
skip connection if there is no subscription
|
2021-03-16 01:31:56 +08:00 |
|
ycdesu
|
c08899f7fb
|
ftx: add ftx to supported exchange
|
2021-03-15 20:40:04 +08:00 |
|
c9s
|
c3996aee2b
|
add Backup method to the local active order book
|
2021-03-15 18:25:36 +08:00 |
|
c9s
|
e311a182fa
|
add onStart callbacks
|
2021-03-15 18:04:03 +08:00 |
|
c9s
|
9f7af3ce82
|
assign SubAccount name to the new exchange session
|
2021-03-15 17:51:17 +08:00 |
|
c9s
|
e8ccc5eabf
|
pass SubAccount field to the factory
|
2021-03-15 10:23:00 +08:00 |
|
c9s
|
2eda012f43
|
add SubAccount field to the exchange session config
|
2021-03-15 10:13:41 +08:00 |
|
c9s
|
4b49fda463
|
refactor sync service
|
2021-03-14 11:18:22 +08:00 |
|
ben
|
40eadfeaca
|
add yaml tag for mapping basic risk control order executor.
|
2021-03-01 13:44:58 +08:00 |
|
Yo-An Lin
|
592a8d87ae
|
Merge pull request #137 from c9s/feature/scale
feature: add exp scale and log scale formula
|
2021-02-28 16:13:38 +08:00 |
|
c9s
|
b71ea867c5
|
ignore sync if sync service is nil
|
2021-02-28 15:05:49 +08:00 |
|
c9s
|
da79920ca9
|
rename scale struct name to PriceVolumeScale
|
2021-02-28 14:51:24 +08:00 |
|
c9s
|
83111c9eb9
|
test exponential scale with reverse range
|
2021-02-28 12:12:03 +08:00 |
|
c9s
|
99f236d2e0
|
integrate quantity scale into support strategy and grid strategy
|
2021-02-28 11:57:25 +08:00 |
|
c9s
|
bf87fbbf55
|
add LinearScale
|
2021-02-28 02:20:47 +08:00 |
|
c9s
|
8572df2cb3
|
add link to TestQuadraticScale
|
2021-02-28 02:07:48 +08:00 |
|
c9s
|
83af52c53b
|
add QuadraticScale
|
2021-02-28 02:06:33 +08:00 |
|
c9s
|
52395fd460
|
add log scale graph link
|
2021-02-28 01:55:35 +08:00 |
|
c9s
|
fbb8837c5c
|
add exp scale and log scale formula
|
2021-02-28 01:53:45 +08:00 |
|
c9s
|
5a7cf05701
|
integrate reward service into the sync service
|
2021-02-23 16:39:48 +08:00 |
|
c9s
|
73cb80ee96
|
improve logging
|
2021-02-22 17:06:43 +08:00 |
|
c9s
|
eaad414706
|
adjust max api call rate limiting
|
2021-02-22 15:01:05 +08:00 |
|
c9s
|
724dad70bb
|
remove trade sync from environ init
|
2021-02-22 14:14:39 +08:00 |
|
c9s
|
84775652fe
|
remove defer wrapper func
|
2021-02-22 13:49:26 +08:00 |
|
c9s
|
63ebbc0e73
|
fix frontend sync status checking
|
2021-02-21 19:36:03 +08:00 |
|
c9s
|
3629a1f5a2
|
pre-save syncing var for return
|
2021-02-21 18:54:48 +08:00 |
|
c9s
|
a8516edb98
|
add Get method to the persistence service facade
|
2021-02-21 16:55:45 +08:00 |
|
c9s
|
21b092037e
|
refactor notification configuration
|
2021-02-21 16:52:47 +08:00 |
|
c9s
|
fa4e813729
|
resolve cyclic imports
|
2021-02-21 01:01:39 +08:00 |
|
c9s
|
6845db6dd3
|
refactor database configure method
|
2021-02-21 00:58:34 +08:00 |
|
c9s
|
12ed5a1efe
|
move persistence service into the service package
|
2021-02-21 00:45:56 +08:00 |
|
c9s
|
be00aae81e
|
move trade configuration to the trader struct method
|
2021-02-20 12:23:31 +08:00 |
|
c9s
|
7684099f01
|
add /api/environment/syncing api
|
2021-02-20 11:54:48 +08:00 |
|
c9s
|
4ce6e85624
|
add sync status to the environment
|
2021-02-20 11:29:33 +08:00 |
|
c9s
|
dd13b9a8bf
|
remove start time query condition for trade sync since starting from trade id = 1 works
|
2021-02-19 14:18:50 +08:00 |
|
c9s
|
44fa74a4c9
|
refactor session sync
|
2021-02-19 10:42:24 +08:00 |
|
c9s
|
390c9b1a4b
|
move Sync method into the sync service
|
2021-02-19 10:26:13 +08:00 |
|
c9s
|
eaa8c647b5
|
refactor session sync
|
2021-02-18 22:40:46 +08:00 |
|
c9s
|
b2bcd3528c
|
use sqlx for testing connection
|
2021-02-17 17:35:54 +08:00 |
|
c9s
|
a1cb3859c3
|
fix db driver setup
|
2021-02-17 14:57:29 +08:00 |
|
c9s
|
3867fdde91
|
add stringer interface to Position
|
2021-02-16 16:40:11 +08:00 |
|
c9s
|
e3d3eacb78
|
fix trade service injection
|
2021-02-16 16:30:01 +08:00 |
|
c9s
|
8ae4cab550
|
inject TradeService field if we found it
|
2021-02-16 16:14:49 +08:00 |
|
c9s
|
c75eb6b5ba
|
pull out Persistence injection to the common injection
|
2021-02-16 16:13:52 +08:00 |
|
c9s
|
5c1630f000
|
refactor strategy executor
|
2021-02-16 16:12:00 +08:00 |
|
c9s
|
fc4419b49b
|
refactor injection
|
2021-02-16 15:58:21 +08:00 |
|
c9s
|
1c2646b0af
|
add Test_injectField
|
2021-02-16 15:49:57 +08:00 |
|
c9s
|
c219dc7be0
|
add test code for testing migration scripts
|
2021-02-15 21:04:44 +08:00 |
|
c9s
|
f8378957ee
|
add more checks for bollgrid
related to #93
|
2021-02-13 16:03:31 +08:00 |
|
c9s
|
ffa001fc29
|
fix quantity format
|
2021-02-11 00:21:56 +08:00 |
|
c9s
|
57435419b4
|
add marketData label
|
2021-02-10 22:40:36 +08:00 |
|
ycchen
|
6655e16889
|
minor tweaks
|
2021-02-08 22:41:44 +01:00 |
|
ycchen
|
61c98432f2
|
feat: tickers for asset calculation
|
2021-02-08 22:41:44 +01:00 |
|
c9s
|
99b56003eb
|
clean up legacy db connection handling with the new database service
|
2021-02-06 11:22:04 +08:00 |
|
c9s
|
276b6c1e48
|
drop the legacy upgradeDB
|
2021-02-06 11:22:04 +08:00 |
|
c9s
|
de51eb29e4
|
refactor db stuff with database service
|
2021-02-06 11:22:04 +08:00 |
|
c9s
|
d8d1249293
|
fix env var prefix by using os.Getenv directly
|
2021-02-04 15:14:54 +08:00 |
|
c9s
|
c35cef5b09
|
implement config saving api
|
2021-02-03 17:27:18 +08:00 |
|
c9s
|
f7a4f7d415
|
add strategies endpoint and strategy review page
|
2021-02-03 15:00:01 +08:00 |
|
c9s
|
705edc38c0
|
implement config yaml dummper
|
2021-02-03 09:58:31 +08:00 |
|
c9s
|
098a966813
|
add test case for config.Map method
|
2021-02-03 09:34:53 +08:00 |
|
c9s
|
1a2c3556a8
|
add ID method to the TestStrategy
|
2021-02-03 09:09:19 +08:00 |
|
c9s
|
7904c6f4d0
|
add ID() to Strategy interface
|
2021-02-03 09:08:05 +08:00 |
|
c9s
|
8aa96c4546
|
integrate strateg adding api
|
2021-02-03 02:26:41 +08:00 |
|
c9s
|
578451bb51
|
add setup flag to run server
|
2021-02-02 18:17:58 +08:00 |
|
c9s
|
17d5e301dc
|
refine setup steps
|
2021-02-02 17:26:35 +08:00 |
|
c9s
|
73762d9888
|
support exchange session test from the setup wizard
|
2021-02-02 11:44:07 +08:00 |
|
c9s
|
a60aeb4771
|
pull out .Subscribe from trader.Run
|
2021-02-01 20:44:15 +08:00 |
|
c9s
|
ddcc8ae4ee
|
move ExchangeOrderExecutor into exchange session
|
2021-02-01 20:44:15 +08:00 |
|
c9s
|
de8e717a41
|
refactor session initialization function
|
2021-02-01 20:44:15 +08:00 |
|
c9s
|
fbbe304dfb
|
add trades query api
|
2021-01-29 18:48:00 +08:00 |
|
c9s
|
cc8133a90e
|
print order query sql
|
2021-01-29 18:34:03 +08:00 |
|
c9s
|
32645f228b
|
add order query api
|
2021-01-29 13:15:44 +08:00 |
|
c9s
|
be750b94df
|
fix layout and margin
|
2021-01-29 12:55:11 +08:00 |
|
c9s
|
8031c6066e
|
mount static files to routes
|
2021-01-29 11:19:37 +08:00 |
|
c9s
|
78890834b5
|
support symbol segment
|
2021-01-28 18:51:35 +08:00 |
|
c9s
|
9ee49ea3f1
|
Add TradingVolumeBar
|
2021-01-26 18:10:08 +08:00 |
|
c9s
|
95129e94d7
|
add lastPrcieUpdatedAt timestamp for checking last price cache
|
2021-01-26 17:23:40 +08:00 |
|
c9s
|
df17c4b1b6
|
add trading volume query api
|
2021-01-26 17:21:18 +08:00 |
|
c9s
|
9717fddfbd
|
add total asset pie chart
|
2021-01-25 16:56:02 +08:00 |
|
c9s
|
e47357d1ed
|
add assets api and price loading
|
2021-01-25 15:32:17 +08:00 |
|
c9s
|
09b3046feb
|
lower case fields are not exported to json
|
2021-01-25 14:32:46 +08:00 |
|
c9s
|
7310700540
|
add account and account balances
|
2021-01-24 20:18:04 +08:00 |
|
c9s
|
eab915abc7
|
rename loaded-symbols to just symbols
|
2021-01-24 20:14:43 +08:00 |
|
c9s
|
3a52a4bff8
|
add and set AddOrderUpdate flag for session order store
|
2021-01-24 20:13:05 +08:00 |
|
c9s
|
42b66d6898
|
add OrderStore accessor on ExchangeSession
|
2021-01-24 19:08:12 +08:00 |
|
c9s
|
447057086c
|
add Orders method on OrderStore
|
2021-01-24 19:07:32 +08:00 |
|
c9s
|
eccc2c6e0f
|
implement session config api and server
|
2021-01-24 18:42:36 +08:00 |
|
c9s
|
51e5deee47
|
add frontend files
|
2021-01-24 14:14:25 +08:00 |
|
c9s
|
1892d03326
|
make session trades map thread safe
|
2021-01-24 14:14:25 +08:00 |
|
c9s
|
1c80d30ce2
|
add TradeSlice with sync
|
2021-01-24 14:14:25 +08:00 |
|
c9s
|
84b6982033
|
add order store to exchange session
|
2021-01-24 14:14:25 +08:00 |
|
c9s
|
d0fc161ae7
|
fix define build config checking
|
2021-01-23 01:06:56 +08:00 |
|
c9s
|
2da5fa2e92
|
pre-define build config
|
2021-01-23 01:03:56 +08:00 |
|
c9s
|
5eaa8f0778
|
add IsWrapperBinary flag and fix persistence error
|
2021-01-21 12:27:21 +08:00 |
|
c9s
|
45876968d9
|
let build config and legacy imports co-exists
|
2021-01-21 12:08:06 +08:00 |
|
c9s
|
5329ef8f25
|
refactor build config
|
2021-01-21 12:06:03 +08:00 |
|
c9s
|
ad4f339b27
|
fix test case name
|
2021-01-21 00:54:59 +08:00 |
|
c9s
|
38bac10050
|
consider fee calculation
|
2021-01-21 00:49:01 +08:00 |
|
c9s
|
bfc8e511d0
|
simplify average cost calculation
|
2021-01-20 23:46:22 +08:00 |
|
c9s
|
16aa070120
|
assign base/quote currency to the position struct
|
2021-01-20 23:08:57 +08:00 |
|
c9s
|
8a08c406c3
|
check symbol for the position update
|
2021-01-20 17:37:23 +08:00 |
|
c9s
|
48dd697ce3
|
handling short-to-long and long-to-short position
|
2021-01-20 17:35:58 +08:00 |
|
c9s
|
c2a27b031e
|
init position with loaded symbols
|
2021-01-20 16:30:44 +08:00 |
|
c9s
|
0051dbc78a
|
add Position accessor
|
2021-01-20 16:29:15 +08:00 |
|
c9s
|
079fcf08e3
|
initialize position map
|
2021-01-20 16:28:27 +08:00 |
|
c9s
|
09d712416f
|
add json struct tags
|
2021-01-20 16:15:34 +08:00 |
|
c9s
|
617f5119fd
|
test trade profit calculation
|
2021-01-20 16:14:02 +08:00 |
|
c9s
|
169af63846
|
add more position tests
|
2021-01-20 16:10:20 +08:00 |
|
c9s
|
34148948ab
|
add position and its tests
|
2021-01-20 16:08:14 +08:00 |
|
c9s
|
d3f6841a27
|
improve sync command for margin trades and orders
|
2021-01-20 01:46:17 +08:00 |
|
c9s
|
f8a9610222
|
pass isolated margin symbol
|
2021-01-19 23:31:04 +08:00 |
|
c9s
|
d4774f5f0e
|
add IsolatedMargin option
|
2021-01-19 23:31:04 +08:00 |
|
c9s
|
310943d010
|
add isolated margin symbol option
|
2021-01-19 23:31:04 +08:00 |
|
c9s
|
e8fec434b5
|
cast exchange instance to margin exchange interface
|
2021-01-19 23:31:04 +08:00 |
|
c9s
|
3199c63d62
|
add margin mode
|
2021-01-19 23:31:04 +08:00 |
|
c9s
|
4002ec80d6
|
add public only field to the session config struct
|
2021-01-19 23:31:04 +08:00 |
|