c9s
|
378425a3aa
|
bbgo: add balance logger support
|
2023-10-04 18:02:19 +08:00 |
|
c9s
|
78ea940569
|
max: support private channel setter
|
2023-10-04 18:02:18 +08:00 |
|
c9s
|
9a7b70d367
|
bbgo: reformat order executor
|
2023-09-26 20:42:38 +08:00 |
|
c9s
|
2d578db12f
|
bbgo: simplify marketDataStore accessor
|
2023-09-26 20:42:00 +08:00 |
|
c9s
|
7a5a027a62
|
bbgo: add logging filledOrder option
|
2023-09-26 16:45:00 +08:00 |
|
c9s
|
550b010499
|
bbgo: add log fields support to the core
|
2023-09-25 17:16:27 +08:00 |
|
c9s
|
542944b4cc
|
max: use websocket update time (TU) field
|
2023-09-17 18:29:14 +08:00 |
|
c9s
|
89c88c48a3
|
bbgo: log filled order
|
2023-09-17 18:25:21 +08:00 |
|
c9s
|
797ee4402c
|
types: fix pending order update comparison
|
2023-09-17 18:20:29 +08:00 |
|
c9s
|
5f8a5e47d5
|
activeorderbook: add pending order logs
|
2023-09-17 18:03:56 +08:00 |
|
c9s
|
c91861ca9a
|
bbgo: add order update time check
|
2023-08-17 17:31:24 +08:00 |
|
c9s
|
1cadaf9265
|
bbgo: add mutex lock to ActiveOrderBook
|
2023-08-17 17:16:27 +08:00 |
|
c9s
|
2669c3a5db
|
bbgo: check order exists
|
2023-08-17 16:28:42 +08:00 |
|
c9s
|
dda3f25c61
|
grid2,bbgo: refactor active order book and update order status when re-connected
|
2023-08-17 16:26:06 +08:00 |
|
c9s
|
bc8fe22e70
|
convert: fix collectPendingQuantity and use graceful order cancel
|
2023-08-05 02:15:16 +08:00 |
|
c9s
|
951672fc82
|
improve cancelOrders method
|
2023-08-05 02:00:07 +08:00 |
|
c9s
|
eaaab914e0
|
refactor order executor accessors
|
2023-08-05 01:59:52 +08:00 |
|
c9s
|
7060fd4ecb
|
bbgo: add simple order executor
|
2023-08-04 18:02:24 +08:00 |
|
c9s
|
a3c16a4117
|
bbgo: use backoff for graceful cancel
|
2023-07-20 12:45:23 +08:00 |
|
c9s
|
1dae711d33
|
fix trade collector race condition and infinite iterate
|
2023-07-20 12:45:23 +08:00 |
|
c9s
|
b9616a0805
|
add TradeCollector.Process() log message
|
2023-07-12 17:16:46 +08:00 |
|
c9s
|
1da94f55e9
|
Merge pull request #1226 from c9s/c9s/base-strategy
REFACTOR: pull out base strategy struct
|
2023-07-10 17:50:12 +08:00 |
|
c9s
|
5853434aec
|
all: move v2 indicator to indicator/v2
|
2023-07-10 17:17:46 +08:00 |
|
c9s
|
5c88abe72f
|
add rsicross strategy
|
2023-07-09 21:23:42 +08:00 |
|
c9s
|
5962742b43
|
all: integrate google spread sheet service
|
2023-07-09 13:17:39 +08:00 |
|
c9s
|
05a8a7442c
|
Merge pull request #1221 from c9s/feature/tri
FEATURE: add triangular arbitrate strategy as an example
|
2023-07-05 16:24:29 +08:00 |
|
c9s
|
b9b89756e2
|
Merge pull request #1220 from c9s/feature/scmaker-with-risk-control
REFACTOR: refactor risk control with the order executor interface and mocks
|
2023-07-05 15:48:38 +08:00 |
|
c9s
|
01096829ae
|
bbgo: drop empty files
|
2023-07-05 15:30:15 +08:00 |
|
c9s
|
1ad10a9360
|
all: move trade collector to pkg/core
|
2023-07-05 15:26:36 +08:00 |
|
c9s
|
ff727ae495
|
all: use order executor extended interface to mock the risk tests
|
2023-07-04 22:07:31 +08:00 |
|
c9s
|
f1828beac8
|
all: move trade store and order store into pkg/core
|
2023-07-04 21:42:24 +08:00 |
|
c9s
|
c8ae36ddfc
|
riskcontrol: move release position order submission into the pos risk control
|
2023-07-04 21:31:47 +08:00 |
|
Andy Cheng
|
b877d07f74
|
exit/hhllStop: log hhll detection instead of notify
|
2023-07-03 16:06:04 +08:00 |
|
c9s
|
3f7710303f
|
fix .Indicators nil map
|
2023-07-02 14:13:24 +08:00 |
|
c9s
|
334204b46a
|
bbgo: add deprecation warning
|
2023-07-01 13:26:57 +08:00 |
|
Andy Cheng
|
2fe19119a7
|
exit/hhllStop: avoid using underscore in variable names
|
2023-06-30 14:10:25 +08:00 |
|
Andy Cheng
|
12e3e9b5f8
|
exit/hhllStop: readability
|
2023-06-30 14:03:46 +08:00 |
|
Andy Cheng
|
936a3c95d9
|
exit/hhllStop: readability
|
2023-06-30 13:55:07 +08:00 |
|
Andy Cheng
|
43c49aa41d
|
exit/hhllStop: readability
|
2023-06-30 13:51:47 +08:00 |
|
Andy Cheng
|
3c0ade57f8
|
exit/hhllStop: fix bugs
|
2023-06-30 13:42:10 +08:00 |
|
c9s
|
e1affc746d
|
Merge pull request #1213 from c9s/feature/v2-indicator-set
FEATURE: add v2 indicator set api
|
2023-06-30 12:01:03 +08:00 |
|
c9s
|
0e2f69e837
|
bbgo: just use else condition
|
2023-06-30 11:05:03 +08:00 |
|
c9s
|
a3a1586e24
|
bbgo: add TestIndicatorSet_EWMA test
|
2023-06-30 11:02:42 +08:00 |
|
c9s
|
ea1025d790
|
indicator: implement Subscribe method on PriceStream
|
2023-06-30 10:58:25 +08:00 |
|
c9s
|
dcb091cab1
|
bbgo: add TestIndicatorSet_closeCache test
|
2023-06-30 10:46:40 +08:00 |
|
c9s
|
9885a68537
|
bbgo: rename AddBackLog to BackFill
|
2023-06-30 10:38:38 +08:00 |
|
c9s
|
064932ea9d
|
indicator: add VOLUME api
|
2023-06-30 10:37:42 +08:00 |
|
c9s
|
b29c1aa972
|
bbgo: add warning
|
2023-06-30 10:35:34 +08:00 |
|
c9s
|
5c5543d78a
|
bbgo: when err == nil, should just return the created orders
|
2023-06-29 21:08:43 +08:00 |
|
c9s
|
eafd777046
|
add indicators v2 api to session
|
2023-06-29 17:49:04 +08:00 |
|