Commit Graph

39 Commits

Author SHA1 Message Date
c9s
0b58033bfb move order submit logics to order processor 2020-09-16 14:05:03 +08:00
c9s
e37932bace pre-parse kline payload so that we don't have to re-parse string everytime 2020-09-16 12:28:15 +08:00
c9s
dd55857423 add max exchange 2020-08-31 12:32:51 +08:00
c9s
163036c745 refactor for BatchQueryKLineWindows 2020-08-14 13:47:55 +08:00
c9s
6e405eb443 adjust fee calculation 2020-08-14 13:11:34 +08:00
c9s
7c5fa2f191 fix max kline calculation 2020-08-14 13:08:09 +08:00
c9s
8f2c0b1680 show baseline balance when started 2020-08-13 10:11:27 +08:00
c9s
e2339febc2 remove slack interaction since the token does not support rtm 2020-08-11 09:11:20 +08:00
c9s
0d9b503278 use log fields instead of log prefix 2020-08-11 08:36:36 +08:00
c9s
695ab28246 pull out mask listen key method 2020-08-07 09:17:35 +08:00
c9s
87e5019b08 improve error logging 2020-08-07 09:15:50 +08:00
c9s
887400eb83 parse QuoteQuantity 2020-08-06 13:18:41 +08:00
c9s
9d50f49989 consider trading fee currency for pnl 2020-08-03 20:06:33 +08:00
c9s
d79e4f544d fix pnl calculation 2020-08-03 16:42:33 +08:00
c9s
2e13b67968 implement trade sync 2020-08-03 15:25:06 +08:00
c9s
bdbc8c2427 use trade service to query and insert trades 2020-08-03 13:17:17 +08:00
c9s
c5969bf879 refactor trade loader 2020-08-02 21:12:43 +08:00
c9s
4a4178286a rename trade volume to quantity and record quote quantity 2020-08-02 21:12:43 +08:00
c9s
3e0a337479 rename QueryTrades to BatchQueryTrades 2020-08-02 21:12:42 +08:00
c9s
2453e2db73 write ping message 2020-07-18 10:43:27 +08:00
c9s
f92108bd23 batch query kline for regression tests 2020-07-16 17:45:21 +08:00
c9s
9cf95b7c26 implement standard private stream support for regression trader 2020-07-15 21:02:08 +08:00
c9s
7d035d75ea add regression cmd 2020-07-15 12:20:44 +08:00
c9s
9d828c99e2 adjust flatness param 2020-07-14 14:54:23 +08:00
c9s
762f965130 sort imports 2020-07-13 16:03:47 +08:00
c9s
9b042b5e8f fix subscription mech 2020-07-13 13:25:48 +08:00
c9s
a4a5231d78 implement account balance query 2020-07-13 12:28:40 +08:00
c9s
791a745951 move stream close call right after the connect 2020-07-13 12:20:09 +08:00
c9s
704c6eed96 fix sub 2020-07-13 01:55:16 +08:00
c9s
a9e25c08d7 fix reconnect close 2020-07-13 01:06:04 +08:00
c9s
c329f6dc86 fix reconnect 2020-07-12 22:52:24 +08:00
c9s
c0d0aca3b8 fix side issue 2020-07-11 21:44:38 +08:00
c9s
577caab3f5 refactor volume calculator 2020-07-11 20:40:19 +08:00
c9s
cb4afca815 add message for stream closed 2020-07-11 17:02:37 +08:00
c9s
73ae2603d9 drop kline fields from the trading context 2020-07-11 16:40:07 +08:00
c9s
73276996a7 move to stream callbacks 2020-07-11 16:07:09 +08:00
c9s
a105af35ce move strategy to the pkg/strategy 2020-07-11 15:27:26 +08:00
c9s
6c1f214d0f fix import 2020-07-11 15:19:36 +08:00
c9s
a3fa292dc5 move files 2020-07-11 15:18:31 +08:00