Commit Graph

4761 Commits

Author SHA1 Message Date
c9s
ef03c0cf20 separate Run and CrossRun
so that we mount one strategy as cross strategy or single exchange strategy
2020-12-03 09:31:40 +08:00
c9s
d60a82256d types: remove slice preallocated cap 2020-12-03 09:27:05 +08:00
c9s
2b264905f9 add warnings and fix subscription 2020-12-03 09:26:10 +08:00
c9s
4f399ebb9f fix stop price formating 2020-12-03 09:25:47 +08:00
c9s
b75ebf2f0f scripts/max: support showing open stop orders 2020-12-03 09:25:26 +08:00
c9s
17590fcc08 include movingstop in builtin 2020-12-03 08:52:43 +08:00
c9s
9d7aa2fe22 add movingstop strategy 2020-12-03 08:52:32 +08:00
c9s
500c35fd40 add ord_type for max shell api 2020-12-03 08:52:11 +08:00
c9s
0a5bac803c ignore duplicated trade 2020-12-03 08:51:57 +08:00
c9s
edb22383c7 fix ToGlobalOrder call 2020-12-02 22:44:57 +08:00
c9s
d38b16fb3e fix cross exchange strategy subscription 2020-12-02 22:44:41 +08:00
c9s
cd34c2f4e7 scripts/max: show amount 2020-12-02 22:21:13 +08:00
c9s
c0b21fd392 scripts: fix fraction 2020-12-02 22:21:13 +08:00
c9s
fe25e38c93 add timestamp to trades layout 2020-12-02 22:21:13 +08:00
c9s
be79c098d4 improve balance layout 2020-12-02 22:21:13 +08:00
c9s
613514e6c0 max: fix trades command 2020-12-02 22:21:13 +08:00
c9s
4567901b6b rename orders to open 2020-12-02 22:21:13 +08:00
c9s
11eab78bd3 improve max command 2020-12-02 22:21:13 +08:00
c9s
ad7a176c3e maxapi: add more usage 2020-12-02 22:21:13 +08:00
c9s
de5ace5621 add max command script 2020-12-02 22:21:13 +08:00
c9s
bbf2478234 add add command for submit limit order and market order 2020-12-02 22:21:13 +08:00
c9s
837100d67e add maxapi in shell script 2020-12-02 22:21:13 +08:00
c9s
4cf5929cac improve trade parsing error 2020-12-02 22:21:13 +08:00
c9s
d226ec2e01 change field names to lower case so that we can use shorter name for the accessors 2020-12-02 22:21:13 +08:00
Yo-An Lin
607c3b0d05 Merge pull request #64 from RicoToothless/fix/backtest-config-example
fix: backtest endTime
2020-11-27 00:04:22 +08:00
ricotoothless
6ab7b04a90 fix: backtest endTime 2020-11-26 22:53:23 +08:00
c9s
e57b9f235b add quota 2020-11-23 16:47:36 +08:00
c9s
db6c90b8dd cmd: fix run command signal handling 2020-11-23 16:36:03 +08:00
c9s
1013695251 doc: add backtesting commands 2020-11-23 14:50:57 +08:00
c9s
a86078d68c max: fix tick size 2020-11-22 21:34:05 +08:00
c9s
914d5cdc94 try to keep all orders from order store 2020-11-17 15:53:46 +08:00
c9s
c40982164a fix trade slack formatting 2020-11-17 15:48:18 +08:00
c9s
8f5491d818 improve balance printing 2020-11-17 14:45:27 +08:00
c9s
18d9245b06 improve order slice lock 2020-11-17 14:31:18 +08:00
c9s
ed6d6342e7 fix account currency translation 2020-11-17 14:24:26 +08:00
c9s
95b0910a09 fix trade order id parsing 2020-11-17 14:13:37 +08:00
c9s
03d99a4cab remove debug logs 2020-11-17 13:25:59 +08:00
c9s
4bda1fee08 fix order id parsing 2020-11-17 12:46:55 +08:00
c9s
cc3da5b678 pass order id for order store exists 2020-11-17 08:53:22 +08:00
c9s
f4512f031c improve cross exchange strategy mounting behavior and add fixedpoint atomic ops 2020-11-17 08:19:22 +08:00
c9s
3ea2e877ff do not submit subscribe request if param array is empty 2020-11-15 13:32:46 +08:00
c9s
ded970f5a4 imporve CrossExchange subscription handling 2020-11-15 13:27:33 +08:00
c9s
94aaaf21b0 improve wrapper binary invocation 2020-11-15 13:23:26 +08:00
c9s
045b9f5d00 print lines 2020-11-14 13:28:22 +08:00
c9s
931f812e32 update setup-grid script 2020-11-14 12:54:57 +08:00
c9s
581538475d fix syntax error 2020-11-14 12:50:12 +08:00
c9s
c0c90ff450 add bollgrid 2020-11-14 12:45:44 +08:00
c9s
d1d1907c66 copy setup to setup-grid.sh 2020-11-14 12:36:29 +08:00
c9s
e8b5379202 bollgrid: add warn messages 2020-11-12 17:41:28 +08:00
c9s
2b6547df47 bollgrid: add profit orderbook for bolling grid 2020-11-12 17:38:13 +08:00