83 Commits

Author	SHA1	Message	Date
c9s	ef598c3a0f	assign base order executor descendingly	2020-10-27 09:58:21 +08:00
c9s	955479486a	add symbol channel router and object channel router for notification	2020-10-27 08:19:16 +08:00
c9s	c324a791f6	refactor and configure risk control order executor	2020-10-26 21:36:47 +08:00
c9s	4e7c1a327b	pull out order formatter	2020-10-26 18:17:18 +08:00
c9s	c9fa565c24	remove the legacy submit order method	2020-10-26 16:44:05 +08:00
c9s	359b3c56b4	move files	2020-10-26 16:15:30 +08:00
c9s	145264aae4	cancel orders and re-submit maker orders	2020-10-26 00:26:17 +08:00
c9s	de11ef10f5	return created order objects from SubmitOrders method	2020-10-25 19:22:22 +08:00
c9s	308427416a	Add more exchange order features ... - use uuid for client order id - add stop limit and stop market order types - add order convert functions - improve submit orders	2020-10-25 19:22:22 +08:00
c9s	cd28fb8771	unmarshal imports into config	2020-10-23 14:49:54 +08:00
c9s	6b0f2b80d7	add multiple spec support	2020-10-23 00:21:03 +08:00
c9s	aea6a7c03d	integrate AverageCostPnLReporter	2020-10-22 15:57:50 +08:00
c9s	ea3e9e7d05	add per-session-based trade reporter	2020-10-22 10:54:03 +08:00
c9s	678e4ef4ab	add trade reporter	2020-10-22 10:47:54 +08:00
c9s	a714af739a	implement TradeReporter	2020-10-21 19:52:55 +08:00
c9s	1f71fa623c	add channel argument to the notify method	2020-10-21 17:10:47 +08:00
c9s	fc687f3174	max: implement kline event parser for websocket	2020-10-19 22:46:34 +08:00
c9s	25b4b22077	let strategy attach could be chained	2020-10-16 13:52:18 +08:00
c9s	4335cca0de	make it possible to attach multiple strategies in one call	2020-10-16 10:26:45 +08:00
c9s	ee86a71ebb	split files	2020-10-16 10:14:36 +08:00
c9s	98192ae91f	move Cmd to the strategy package	2020-10-16 10:09:42 +08:00
c9s	7482fa52d6	add error check and logger	2020-10-15 23:38:00 +08:00
c9s	300609e3db	fix subscription initialization	2020-10-15 22:36:22 +08:00
c9s	113cc8ee48	query markets and assign into the exchange session	2020-10-15 21:04:02 +08:00
c9s	f454136449	add exechange order executor and pull out Notifiability	2020-10-14 10:06:15 +08:00
c9s	a91f851ac7	pass types.SubmitOrder by value	2020-10-13 18:08:02 +08:00
c9s	d1b618850d	add context parameter to the strategy method	2020-10-13 14:50:59 +08:00
c9s	fe3ae14fc8	clean up	2020-10-13 11:23:22 +08:00
c9s	4c20c9f4ff	replace LoadAccount with literal constructor	2020-10-12 22:49:27 +08:00
c9s	6398f049d0	bind market data store and query avg price before we start	2020-10-12 22:46:06 +08:00
c9s	bace7ac3a3	add environment connect integration tests	2020-10-12 17:33:02 +08:00
c9s	64c9960882	use types.Exchange	2020-10-12 07:38:38 +08:00
c9s	3d5507a053	move files into pkg	2020-10-11 16:46:15 +08:00