300 Commits

Author	SHA1	Message	Date
c9s	19d76928fd	support movingstop by BalancePercentage	2020-12-03 09:41:41 +08:00
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	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	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	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
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	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	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
c9s	cd283f2c28	remove unused logger field	2020-11-12 17:30:21 +08:00
c9s	1a6f5b99ae	bollgrid: submit orders on connect	2020-11-12 16:31:09 +08:00
c9s	8cc1c589a1	fix waitgroup counting	2020-11-12 14:59:47 +08:00
c9s	fc9409673f	add graceful shutdown	2020-11-12 14:50:21 +08:00
c9s	af8826a9e4	improve messages	2020-11-12 08:30:57 +08:00
c9s	6740541bcd	improve bollgrid	2020-11-12 08:28:59 +08:00
c9s	35a5b61f60	add local active orderbook callback files	2020-11-11 23:19:16 +08:00
c9s	0264baa922	refactor and improve bollgrid	2020-11-11 23:18:53 +08:00
c9s	3912de235b	rename baseQuantity to just quantity	2020-11-11 17:55:44 +08:00
c9s	b2cd595069	grid: rename baseQuantity to just quantity	2020-11-11 17:55:16 +08:00
c9s	4bb5730cea	remove backtest flag from the sync command	2020-11-11 16:11:41 +08:00
c9s	24e5911140	refactory sync mode into the backtest command	2020-11-11 16:08:24 +08:00
c9s	097b2d30a6	add base-asset-baseline flag for backtest	2020-11-11 14:39:33 +08:00
c9s	04f6da3cb8	add traditional grid strategy	2020-11-10 19:06:20 +08:00
c9s	4ab402a188	clean up legacy code	2020-11-10 16:56:30 +08:00
c9s	04a7c7a2cc	add stddev accessor	2020-11-10 16:55:35 +08:00
c9s	23c19c5968	use fixedpoint for balances	2020-11-10 14:19:33 +08:00
c9s	cdf7959029	fix fixedpoint unmarshal	2020-11-10 14:19:22 +08:00
c9s	923fea0d94	improve backtest cmd	2020-11-10 14:19:11 +08:00
c9s	941c93794c	fix grid strategy for backtesting	2020-11-10 14:18:54 +08:00