1495 Commits

Author	SHA1	Message	Date
TonyQ	056afb577c	fix generateGridSellOrders with ProfitSpread for begining	2021-11-30 11:55:00 +08:00
c9s	5ed337926d	add mutex lock protection for backtesting ... solving issue #282	2021-11-30 10:40:28 +08:00
c9s	9a589bf71c	show broadcast enabled	2021-11-25 18:49:29 +08:00
c9s	032b62e4e1	broadcast should also send message to owner	2021-11-25 16:22:20 +08:00
c9s	fc81f7b6cb	add Command function	2021-11-25 11:54:09 +08:00
c9s	6326d52c1b	add /start command	2021-11-25 11:52:14 +08:00
c9s	8acc2cd87f	fix chat nil pointer issue	2021-11-25 11:50:14 +08:00
c9s	4bde40f2db	override binance default http client timeout instead of zero timeout	2021-11-23 10:54:43 +08:00
c9s	513a799ced	fix ewma calculation	2021-11-22 02:14:44 +08:00
c9s	20f0e8dbd5	preallocate kline window with capacity	2021-11-22 01:17:08 +08:00
c9s	540722e430	adjust ewma truncate size	2021-11-22 01:17:08 +08:00
Austin	c5d1a70a61	add Continuous Contract Kline/Candlestick Streams	2021-11-16 14:26:27 +08:00
Austin	a36739f119	add MarkPriceUpdateEvent	2021-11-16 01:24:36 +08:00
c9s	aceca1b49f	adjust listen key keep alive to 30 min	2021-11-07 23:40:13 +08:00
c9s	7a3963b34e	techsignal: if it's already high funding rate, do not show change	2021-11-06 15:23:52 +08:00
c9s	a2c2646a16	binance: adjust rate limiter bucket	2021-11-05 01:25:16 +08:00
c9s	82d859a43d	binance: fix binance order rate limiter	2021-11-05 01:21:58 +08:00
c9s	0c8addc58b	grid: refactor trade callback for s.TradeService.Mark	2021-11-05 01:05:43 +08:00
c9s	6851d8d254	grid: add field guards	2021-11-05 01:04:13 +08:00
c9s	7db7596abe	grid: refactor trade handler with trade collector	2021-11-05 00:30:04 +08:00
c9s	7787edffa0	refactor grid strategy state loading/saving	2021-11-05 00:22:44 +08:00
c9s	bfaec8fdd8	increase min amount if it's not greater than min notional	2021-11-04 23:22:01 +08:00
c9s	13577fc2b4	improve SubmitOrder formating	2021-11-04 23:21:01 +08:00
c9s	6002a958d2	grid: fix format error	2021-11-04 13:08:38 +08:00
c9s	1a861c98a1	binance: add order rate limiter for binance	2021-11-04 12:50:32 +08:00
c9s	7eb91cc7cc	adjust grid quantity if it does not match min notional and min quantity	2021-11-04 12:50:32 +08:00
c9s	ed1d0ea27e	add xnav strategy	2021-10-29 10:40:14 +08:00
Yo-An Lin	b8e5942f1c	Merge pull request #274 from kkc/fix_emwa_indicator_in_backtest_mode	2021-10-20 18:03:51 +08:00
c9s	6cb593cd90	techsignal: use realtime funding rate	2021-10-20 14:01:19 +08:00
Kakashi Liu	8938478d93	Truncate emwa slice to be the same size as given kLines	2021-10-19 21:38:12 +08:00
c9s	16fca0150d	implement futures PremiumIndex support	2021-10-19 15:54:16 +08:00
c9s	1e6692ec8d	rename funding rate query method name	2021-10-19 15:29:55 +08:00
c9s	af602df302	techsignal: add math.Round for quote volumes	2021-10-18 20:06:23 +08:00
c9s	3a68d9dae4	techsignal: fix arg cast	2021-10-18 19:40:51 +08:00
c9s	d763a3c415	bbgo: add debug ewma and sma	2021-10-18 17:26:03 +08:00
c9s	30b82390b7	bbgo: add EMA and SMA debug var	2021-10-18 15:23:22 +08:00
c9s	721d63bee0	techsignal: add skip log	2021-10-18 11:10:54 +08:00
c9s	ebc61de946	techsignal: fix ma subscription	2021-10-18 09:00:56 +08:00
c9s	c36bbd6c35	bbgo: show pnl in the slack fields	2021-10-18 08:45:27 +08:00
c9s	d446dbbed7	bollpp: send profit stat notification	2021-10-18 01:16:46 +08:00
c9s	d6b707c832	bollpp: fix order quantity	2021-10-18 00:56:22 +08:00
c9s	0bd32094ee	bollpp: improve bolling ping pong maker	2021-10-18 00:42:01 +08:00
c9s	e3431ef970	binance: fix binance order type for limit maker	2021-10-18 00:41:41 +08:00
c9s	759b6a812b	techsignal: fix funding rate diff	2021-10-17 22:26:04 +08:00
c9s	a3f68d7b72	xmaker: use bbgo.NewPositionFromMarket	2021-10-17 22:24:57 +08:00
c9s	450b7bb61e	bollpp: improve boll ping pong strategy with profit stats	2021-10-17 22:23:34 +08:00
c9s	15cfd735a0	bbgo: add doc comment for ExchangeSessionSubscriber	2021-10-17 22:23:21 +08:00
c9s	39b7a956e0	Add market field to position	2021-10-17 22:23:09 +08:00
c9s	30c7c34826	bbgo: fix kline backward query for backtest	2021-10-16 13:49:00 +08:00
c9s	4bcea5a388	bbgo: add AllFilled method on OrderStore	2021-10-16 13:39:18 +08:00