Commit Graph

4300 Commits

Author SHA1 Message Date
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
4dfc0039e5 add bollgrid config 2020-11-11 23:19:08 +08:00
c9s
0264baa922 refactor and improve bollgrid 2020-11-11 23:18:53 +08:00
c9s
d17204198b fix message case 2020-11-11 18:12:57 +08:00
c9s
55747c20fc update setup script 2020-11-11 18:11:33 +08:00
c9s
907cf1ffc1 fix setup script 2020-11-11 17:56:11 +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
f6572b6695 ignore .DS_STORE 2020-11-11 17:51:14 +08:00
c9s
460a581cfd add setup script 2020-11-11 17:51:02 +08:00
c9s
d41d671338 update readme 2020-11-11 16:35:21 +08:00
c9s
fc15404db1 ignore /dist dir 2020-11-11 16:34:29 +08:00
c9s
02a8b5ec16 add Makefile for building dist files 2020-11-11 16:34:20 +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
c9s
770efeed4f pnl format improve 2020-11-10 14:18:27 +08:00
c9s
69a33b6400 fix and improve backtest 2020-11-10 14:18:04 +08:00
c9s
f5b17193c5 move verbose flag detection before we setup the environment 2020-11-09 16:49:03 +08:00
c9s
6c2aef31a3 improve backtest logging 2020-11-09 16:47:29 +08:00
c9s
e7cc79f3cf replace errors.Errorf with fmt.Errorf 2020-11-09 16:34:35 +08:00
c9s
1e129e4c86 collect error object instead of logging 2020-11-09 15:29:40 +08:00
c9s
8414f406bf drop the legacy order executor 2020-11-09 15:02:12 +08:00
c9s
4a2a542222 refactor basic risk controller 2020-11-09 14:56:54 +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
5d4680e496 add lock and unlock functions 2020-11-09 01:10:14 +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
6bd3573287 add exchange field in the table so that we can reuse the kline objects for backtest 2020-11-08 12:13:34 +08:00
c9s
4b0bab31fb Merge branch 'feature/backtest' into main 2020-11-07 20:34:55 +08:00
c9s
641784e1b1 calculate pnl after the backtest 2020-11-07 20:34:34 +08:00
c9s
f3571b9832 fix tests 2020-11-07 20:18:11 +08:00
c9s
6040c69327 add sync flag for backtesting 2020-11-07 20:14:53 +08:00
c9s
f1db12eb10 add done channel for backtest exchange 2020-11-07 20:11:07 +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
c9s
0d8fa08171 add book Update method 2020-11-07 15:07:06 +08:00