2929 Commits

Author	SHA1	Message	Date
c9s	1e27caa5e2	flashcrash: update local active book usage	2022-06-05 21:45:43 +08:00
c9s	1d340256ea	fix and simplify LocalActiveOrderBook	2022-06-05 18:12:26 +08:00
ankion	53f3df5ccf	futures position no need to deduct fees	2022-06-05 16:33:08 +08:00
ankion	d90cf43d5a	fix futures QuoteQuantity incorrect.	2022-06-05 16:33:08 +08:00
c9s	016ddfd8cd	pivotshort: also check isClosed	2022-06-05 13:14:17 +08:00
c9s	f883d42c58	pivotshort: avoid market sell again if position is already opened	2022-06-05 13:13:23 +08:00
c9s	629ae39095	fix var comparison	2022-06-05 13:09:32 +08:00
c9s	defff9b01d	pivotshort: add new found return value	2022-06-05 13:04:48 +08:00
c9s	f39ba4854d	pivotshort: add notify	2022-06-05 12:58:12 +08:00
c9s	74ee92832b	pivotshort: rename pivotBuffer to pivotLowPrices	2022-06-05 12:56:40 +08:00
c9s	32f324761e	pivotshort: market sell to open short	2022-06-05 12:55:36 +08:00
c9s	4bd322feb4	pivotshort: use notify and always collect trades	2022-06-05 12:51:45 +08:00
c9s	e7078edacd	pivotshort: add kline event handler and a todo	2022-06-05 12:48:54 +08:00
c9s	b20e1335c2	pivotshort: pull out market sell to a single method	2022-06-05 12:47:15 +08:00
c9s	f0578c5fa2	pivotshort: rename place order method	2022-06-05 12:40:41 +08:00
c9s	46b766857a	pivotshort: always collect trades after submitting orders	2022-06-05 12:40:08 +08:00
c9s	b9c32c7f7e	pivotshort: numLayers should be int	2022-06-05 12:37:35 +08:00
c9s	4b582830f0	remove timepoint map	2022-06-05 01:57:40 +08:00
c9s	c20e3fee4b	fix persistence unmarshalling issue	2022-06-05 01:48:56 +08:00
c9s	221a2d9dc7	fix persistence: calling type method on z zero value	2022-06-05 01:09:31 +08:00
c9s	39fcf1a51b	refactor sync command and add integration tests	2022-06-05 01:01:59 +08:00
c9s	425f8674d2	service: add kline partial sync	2022-06-04 19:15:11 +08:00
c9s	bf4d8d345e	service/backtest: implement backfill and time range scanner	2022-06-04 11:47:55 +08:00
c9s	9083881442	refactor exchange factory and solve the incorrect pkg import dependency from ftx	2022-06-04 11:47:55 +08:00
austin362667	9b8239abba	pivotshort: add symbol name	2022-06-04 02:31:04 +08:00
austin362667	fcdc26e188	pivotshort: add init place order	2022-06-04 02:31:04 +08:00
c9s	6ceb54679a	add websocket log prefix	2022-06-04 00:39:24 +08:00
austin362667	5ca651a9b4	pivotshort: clean up field name	2022-06-03 23:28:48 +08:00
austin362667	af2d88d9a3	pivotshort: add immediate market sell	2022-06-03 23:23:26 +08:00
austin362667	9dab39849b	pivotshort: clean up	2022-06-03 16:38:06 +08:00
austin362667	30be15dd34	pivotshort: add repay margin side effect	2022-06-03 15:48:49 +08:00
austin362667	2aac5bb273	pivotshort: improve post order & add margin	2022-06-03 15:48:49 +08:00
c9s	6936503cde	bollmaker: fix profit stats notification	2022-06-03 14:46:45 +08:00
c9s	3428aeba03	apply default exchange fee rate ... fixes #566	2022-06-03 03:24:34 +08:00
c9s	4fc0687cf9	bollmaker: remove debug code	2022-06-03 03:14:19 +08:00
c9s	68d6e9e850	service: fix state loading (use correct ID method)	2022-06-03 03:10:50 +08:00
c9s	f7cdaff925	persistence: add store and load test case	2022-06-03 02:49:16 +08:00
c9s	7fce6a0fca	bollmaker: call persistence.Sync when position is changed	2022-06-03 02:44:00 +08:00
c9s	50d7d235a4	bollmaker: pull out functions	2022-06-03 02:44:00 +08:00
c9s	1a85299204	bollmaker: make detectPriceTrend simple function	2022-06-03 02:44:00 +08:00
Yo-An Lin	89c2e7de1e	Merge pull request #663 from c9s/fix/persistence-snapshot ... test: add more test on Test_loadPersistenceFields	2022-06-03 02:09:52 +08:00
c9s	75bd5ffe32	ftx: fix kline time range check	2022-06-03 02:05:06 +08:00
c9s	55e9c7ee25	add more test on Test_loadPersistenceFields	2022-06-03 01:57:39 +08:00
c9s	0b6f7270ff	fix: drop IsZero	2022-06-03 01:15:08 +08:00
c9s	b1419a6f8b	ftx: add balance poller	2022-06-02 22:01:03 +08:00
c9s	3eb3a1f367	fix: ftx: add limit to ftx kline query	2022-06-02 21:51:22 +08:00
c9s	a7bd9239f2	fix: pull out time.now variable	2022-06-02 21:27:28 +08:00
c9s	32095e2741	fix: call abs on base for IsDust method	2022-06-02 21:06:52 +08:00
c9s	d27fee57ad	fix: do not load all trades into memory	2022-06-02 20:02:32 +08:00
c9s	d7c8b0b127	autoborrow: render balance map as SlackAttachment	2022-06-02 19:50:39 +08:00