Commit Graph

19 Commits

Author SHA1 Message Date
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
c5eb6483a5 integrate QueryTicker for backtesting 2021-03-16 02:13:52 +08:00
c9s
26f9e5488d apply datatype.Time to order time fields 2021-02-06 14:30:00 +08:00
c9s
3abdb3dd7b convert time struct for sqlite driver 2021-02-06 12:32:21 +08:00
c9s
936650d879 rename kline trend to direction 2020-12-04 10:18:51 +08:00
c9s
04f6da3cb8 add traditional grid strategy 2020-11-10 19:06:20 +08:00
c9s
69a33b6400 fix and improve backtest 2020-11-10 14:18:04 +08:00
c9s
e7cc79f3cf replace errors.Errorf with fmt.Errorf 2020-11-09 16:34:35 +08:00
c9s
ded89e099f refactor simple price matching 2020-11-09 03:17:02 +08:00
c9s
5cc9506960 simplify executeTrade method since we should not use over locked funds 2020-11-09 03:09:12 +08:00
c9s
443f2c6891 document fee rate for BNB holders 2020-11-09 03:01:40 +08:00
c9s
377f4cae34 add account balance lock and unlock for testing maker strategies 2020-11-09 02:58:46 +08:00
c9s
f69c87b3a8 fix fee calculation and add account balance checking 2020-11-08 21:52:44 +08:00
c9s
090011da9e pull out order matching trigger from the kline event callbacks 2020-11-08 13:07:45 +08:00
c9s
e3a1184d22 fix backtest sync exchange and consider fee rate 2020-11-08 12:47:14 +08:00
c9s
a4a9067c6a integrate matching engine with backtest exchange 2020-11-07 19:57:36 +08:00
c9s
5be4aa53db move simple price matching to matching.go 2020-11-07 16:09:21 +08:00
c9s
3778adc8c8 implement SimplePriceMatching engine 2020-11-07 16:08:20 +08:00