c9s
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3959e288fd
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all: refactor standard indicator helper and fix tests
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2022-07-26 18:35:50 +08:00 |
|
c9s
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2ef8ecf3d9
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indicator: clean up bollinger band indicator api usage
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2022-07-14 14:26:08 +08:00 |
|
c9s
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c27f416dbc
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indicator: canonicalize the CalculateAndUpdate method call
also fix the xmaker boll indicator preloading
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2022-07-14 09:18:42 +08:00 |
|
c9s
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527070d13d
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all: rewrite and clean up graceful shutdown api
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2022-06-30 15:49:18 +08:00 |
|
c9s
|
156219456b
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all: clean up bbgo.Notifiability
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2022-06-19 13:05:02 +08:00 |
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c9s
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eacd1f1ae6
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all: rewrite notification api
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-19 12:29:36 +08:00 |
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zenix
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55fa4cc8f1
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fix: apply gofmt on all files, add revive action
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2022-06-17 16:06:59 +09:00 |
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c9s
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5aa2f8a681
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xmaker: skip quoting if bb value is zero
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2022-06-15 01:18:46 +08:00 |
|
c9s
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5210b97a23
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xmaker: update klines to boll indicator
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2022-06-15 01:17:41 +08:00 |
|
c9s
|
b47d103cf8
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xmaker: pull out band value to fixedpoint
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2022-06-15 01:13:54 +08:00 |
|
c9s
|
a506a00001
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xmaker: fix position notify
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2022-06-13 12:04:35 +08:00 |
|
c9s
|
e575236db8
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pivotshort: adjust shadow ratio calculation
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2022-06-10 01:21:59 +08:00 |
|
c9s
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b209d94a9c
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rename active order book constructor function
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2022-06-06 06:57:25 +08:00 |
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c9s
|
3786fc64f1
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rename LocalActiveOrderBook to just ActiveOrderBook
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2022-06-06 05:43:38 +08:00 |
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c9s
|
1d340256ea
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fix and simplify LocalActiveOrderBook
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2022-06-05 18:12:26 +08:00 |
|
c9s
|
6635fd749d
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xmaker: migrate xmaker persistence
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2022-05-05 15:05:38 +08:00 |
|
c9s
|
019e6a2a88
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improve legacy state handling and move fnv
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2022-05-05 14:39:29 +08:00 |
|
c9s
|
18da434e92
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all: use thread-safe GetAccount method to get account
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2022-04-23 15:43:11 +08:00 |
|
zenix
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77a88aabe4
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feature: add CancelOrders and CancelOrdersTo to executor
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2022-03-16 21:38:09 +09:00 |
|
c9s
|
5db4e11167
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rewrite trade profit handling
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2022-03-14 21:21:58 +08:00 |
|
c9s
|
197d750cb4
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all: update profit struct fields
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2022-03-05 01:39:53 +08:00 |
|
c9s
|
9e0df77a36
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move profit struct into the types package
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2022-03-04 16:39:48 +08:00 |
|
c9s
|
0c09e6b32a
|
use global timeInForce type
|
2022-02-18 13:52:13 +08:00 |
|
zenix
|
8648528435
|
fix go fmt, fix convert.go (the legacy fixedpoint implementation) in all tests
|
2022-02-15 14:55:19 +09:00 |
|
zenix
|
105b085786
|
fix bollgrid, emstop, flashcrash, funding, grid, pricealert, pricedrop, rebalance, schedule, swing, xbalance, xgap, xmaker and speedup fixedpoint
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2022-02-15 12:01:39 +09:00 |
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c9s
|
dc6d60216b
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types: fix order book copy
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2022-01-13 11:09:50 +08:00 |
|
c9s
|
98247385f9
|
xmaker: use GracefulCancel to cancel active orders
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2022-01-13 11:01:46 +08:00 |
|
c9s
|
5cc3a88911
|
xmaker: show order book last update time
|
2022-01-12 22:11:28 +08:00 |
|
c9s
|
c3356fa694
|
types: add test for PriceHeartBeat
|
2022-01-12 14:42:11 +08:00 |
|
c9s
|
5755c44845
|
move PriceHeartBeat to types
|
2022-01-12 14:33:55 +08:00 |
|
c9s
|
420e221f5b
|
xmaker: pull out PriceHeartBeat
|
2022-01-12 12:14:51 +08:00 |
|
c9s
|
7195c6ed27
|
xmaker: add price quoting protection
|
2022-01-12 11:55:45 +08:00 |
|
c9s
|
940c675cae
|
xmaker: add rate limit hit alert
|
2022-01-11 22:48:28 +08:00 |
|
c9s
|
081a143ec0
|
xmaker: add DepthQuantity
|
2022-01-11 22:47:40 +08:00 |
|
c9s
|
70dec09f26
|
xmaker: fix minQuantity buffer
|
2022-01-10 23:17:19 +08:00 |
|
c9s
|
3907f99e70
|
xmaker: keep rate reservation token
|
2022-01-10 12:25:13 +08:00 |
|
c9s
|
1b27c4e9c4
|
remove hedge error limiter
|
2022-01-09 23:45:46 +08:00 |
|
c9s
|
d94cc2df31
|
bbgo: add recover callbacks to trace collector
|
2022-01-09 15:39:59 +08:00 |
|
c9s
|
6ce8edba7d
|
xmaker: add error rate limiter
|
2022-01-09 11:33:34 +08:00 |
|
c9s
|
471a1b2baa
|
xmaker: adjust minimal quantity and minimal notional threshold
|
2022-01-09 10:18:31 +08:00 |
|
c9s
|
7e2acdc416
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all: add lock protected GetBase method for Position
|
2022-01-09 00:35:45 +08:00 |
|
c9s
|
9b92c8948d
|
xmaker: fix quantity truncation and add check for min quantity n min notional
|
2022-01-09 00:30:18 +08:00 |
|
c9s
|
f4ebae17bb
|
xmaker: when recover the trade, notify
|
2022-01-07 13:13:57 +08:00 |
|
c9s
|
a49d001c29
|
xmaker: add trade scanner
|
2022-01-07 01:03:12 +08:00 |
|
c9s
|
41574a2390
|
xmaker: use millisecond jitter from the util package
|
2022-01-07 00:14:24 +08:00 |
|
c9s
|
259771b0b0
|
all: pull out the graceful cancel process to the local active book
|
2022-01-07 00:10:40 +08:00 |
|
c9s
|
1d5406ef21
|
xmaker: always update maker market
|
2022-01-06 23:27:06 +08:00 |
|
c9s
|
c8bf85f4e2
|
xmaker: improve pips
|
2022-01-05 11:34:07 +08:00 |
|
c9s
|
e997220321
|
xmaker: fix ask pips
|
2022-01-05 11:32:56 +08:00 |
|
c9s
|
6ff24e713e
|
xmaker: fix notification format
|
2022-01-01 01:34:48 +08:00 |
|