773 Commits

Author	SHA1	Message	Date
c9s	b952e6fd54	rename Reset to private reset	2021-01-25 14:26:22 +08:00
c9s	4c0a586aa2	adjust depth update to 5 minutes	2021-01-25 14:24:59 +08:00
c9s	ca71c81284	improve slice copying	2021-01-25 14:20:56 +08:00
c9s	b99c01a03f	fix stream book usage	2021-01-25 14:13:39 +08:00
c9s	1aefbbfddc	improve orderbook validation error	2021-01-25 13:53:11 +08:00
c9s	7310700540	add account and account balances	2021-01-24 20:18:04 +08:00
c9s	eab915abc7	rename loaded-symbols to just symbols	2021-01-24 20:14:43 +08:00
c9s	3a52a4bff8	add and set AddOrderUpdate flag for session order store	2021-01-24 20:13:05 +08:00
c9s	e2de3040bd	adjust ping ticker to 10seconds	2021-01-24 19:08:33 +08:00
c9s	42b66d6898	add OrderStore accessor on ExchangeSession	2021-01-24 19:08:12 +08:00
c9s	9040f6ff0d	add --enable-api-server flag	2021-01-24 19:07:56 +08:00
c9s	447057086c	add Orders method on OrderStore	2021-01-24 19:07:32 +08:00
c9s	eccc2c6e0f	implement session config api and server	2021-01-24 18:42:36 +08:00
c9s	7632638982	log depth api error	2021-01-24 16:54:13 +08:00
c9s	51e5deee47	add frontend files	2021-01-24 14:14:25 +08:00
c9s	1892d03326	make session trades map thread safe	2021-01-24 14:14:25 +08:00
c9s	1c80d30ce2	add TradeSlice with sync	2021-01-24 14:14:25 +08:00
c9s	84b6982033	add order store to exchange session	2021-01-24 14:14:25 +08:00
c9s	568250f4bb	define api routes	2021-01-24 14:14:25 +08:00
c9s	cabc082713	fix f.loadDepthSnapshot timing	2021-01-24 14:12:44 +08:00
c9s	50fc1fd3ac	call Reset instead of replacing the whole map ... the reason is that we have the update worker, which is already started.	2021-01-24 14:09:07 +08:00
c9s	2b441ad3bc	binance: improve depth event filtering and reloading	2021-01-24 10:02:38 +08:00
c9s	1f1e1383f3	fix advancedOrderCancelApi interface	2021-01-23 17:20:26 +08:00
c9s	858a8d84bb	groupID is an int64 field	2021-01-23 17:17:46 +08:00
c9s	4b039847b7	support group ID	2021-01-23 17:15:32 +08:00
c9s	b5f2c325a4	add group id field	2021-01-23 17:07:05 +08:00
c9s	e08d62395e	adjust snapshot ticker to 10 minutes	2021-01-23 17:03:53 +08:00
c9s	6a6dacd595	fix binance depth snapshot updating	2021-01-23 16:59:51 +08:00
c9s	d0fc161ae7	fix define build config checking	2021-01-23 01:06:56 +08:00
c9s	2da5fa2e92	pre-define build config	2021-01-23 01:03:56 +08:00
c9s	cc3e9f42aa	cmd: fix build nil check	2021-01-23 01:01:36 +08:00
c9s	fa8198b8b9	remove unnecessary logs	2021-01-21 12:28:47 +08:00
c9s	93ae65535d	remove os and arch flags	2021-01-21 12:27:55 +08:00
c9s	5eaa8f0778	add IsWrapperBinary flag and fix persistence error	2021-01-21 12:27:21 +08:00
c9s	503df57e72	remove legacy cmd flags	2021-01-21 12:10:06 +08:00
c9s	45876968d9	let build config and legacy imports co-exists	2021-01-21 12:08:06 +08:00
c9s	5329ef8f25	refactor build config	2021-01-21 12:06:03 +08:00
c9s	26c128b3ab	adjust rate limiter	2021-01-21 01:21:30 +08:00
c9s	e869e04092	use rate limiter for batch query	2021-01-21 01:02:43 +08:00
c9s	a73729fb17	split files for batch processor and margin settings	2021-01-21 00:58:02 +08:00
c9s	ad4f339b27	fix test case name	2021-01-21 00:54:59 +08:00
c9s	38bac10050	consider fee calculation	2021-01-21 00:49:01 +08:00
c9s	bfc8e511d0	simplify average cost calculation	2021-01-20 23:46:22 +08:00
c9s	16aa070120	assign base/quote currency to the position struct	2021-01-20 23:08:57 +08:00
c9s	8a08c406c3	check symbol for the position update	2021-01-20 17:37:23 +08:00
c9s	48dd697ce3	handling short-to-long and long-to-short position	2021-01-20 17:35:58 +08:00
c9s	c2a27b031e	init position with loaded symbols	2021-01-20 16:30:44 +08:00
c9s	0051dbc78a	add Position accessor	2021-01-20 16:29:15 +08:00
c9s	079fcf08e3	initialize position map	2021-01-20 16:28:27 +08:00
c9s	09d712416f	add json struct tags	2021-01-20 16:15:34 +08:00
c9s	617f5119fd	test trade profit calculation	2021-01-20 16:14:02 +08:00
c9s	169af63846	add more position tests	2021-01-20 16:10:20 +08:00
c9s	34148948ab	add position and its tests	2021-01-20 16:08:14 +08:00
c9s	42811e8157	alias logrus as log	2021-01-20 02:45:50 +08:00
c9s	9280ec348f	clean up pnl command ... we should use environment to load the sessions	2021-01-20 02:45:13 +08:00
c9s	0e99d9bdcb	move time.Sleep to batch processor to avoid rate limit	2021-01-20 02:32:55 +08:00
c9s	c79c7d1b11	fix margin order/trade sync	2021-01-20 02:09:12 +08:00
c9s	d3f6841a27	improve sync command for margin trades and orders	2021-01-20 01:46:17 +08:00
c9s	7520430b52	support margin api for query trades	2021-01-20 01:27:27 +08:00
c9s	1d8b7dc657	handle trade and order margin field	2021-01-20 01:24:29 +08:00
c9s	334eff4682	update sync service for margin fields	2021-01-19 23:33:06 +08:00
c9s	62f6d857b3	update compiled migrations package for margin columns	2021-01-19 23:31:13 +08:00
c9s	a6015fb3e2	add isMargin, isIsolated columns	2021-01-19 23:31:04 +08:00
c9s	2c1c9a046b	tmp	2021-01-19 23:31:04 +08:00
c9s	677f4b93e6	add margin mode support to QueryOpenOrders	2021-01-19 23:31:04 +08:00
c9s	ad4226f35b	support margin order creation	2021-01-19 23:31:04 +08:00
c9s	3eda64641e	use exchange's margin option	2021-01-19 23:31:04 +08:00
c9s	7235100140	integrate submitMarginOrder api	2021-01-19 23:31:04 +08:00
c9s	f35e90a4f1	document marginSideEffect	2021-01-19 23:31:04 +08:00
c9s	5cab37488b	move MarginSettings struct to a file	2021-01-19 23:31:04 +08:00
c9s	1c77de031a	add extended margin fields to the order struct	2021-01-19 23:31:04 +08:00
c9s	f8a9610222	pass isolated margin symbol	2021-01-19 23:31:04 +08:00
c9s	f505c0e2c6	split go routine for keep alive and ping tickers	2021-01-19 23:31:04 +08:00
c9s	d4774f5f0e	add IsolatedMargin option	2021-01-19 23:31:04 +08:00
c9s	310943d010	add isolated margin symbol option	2021-01-19 23:31:04 +08:00
c9s	48083151aa	turning margin mode	2021-01-19 23:31:04 +08:00
c9s	e8fec434b5	cast exchange instance to margin exchange interface	2021-01-19 23:31:04 +08:00
c9s	3199c63d62	add margin mode	2021-01-19 23:31:04 +08:00
c9s	4002ec80d6	add public only field to the session config struct	2021-01-19 23:31:04 +08:00
c9s	c3db6db590	add margin option	2021-01-19 23:31:04 +08:00
c9s	1233035780	fix migration script	2021-01-19 23:11:07 +08:00
c9s	0bdfd0f04b	check if err is nil	2021-01-18 21:59:02 +08:00
c9s	ddc33f633f	check if err is nil	2021-01-18 21:57:57 +08:00
c9s	ad78f81b10	fix unique index for binance self trade	2021-01-18 16:48:47 +08:00
c9s	3db5c26416	improve transfer history layout	2021-01-15 14:24:24 +08:00
c9s	d96e6e8ccc	use environment to configure database	2021-01-15 10:47:49 +08:00
c9s	1ce3244c17	drop the legacy migration command	2021-01-15 10:33:23 +08:00
c9s	293d889276	fix built-in migrations	2021-01-15 10:31:37 +08:00
c9s	d04e1e7816	refactory sync command and upgrade db automatically	2021-01-14 15:10:11 +08:00
c9s	ad567dc360	use mysql reformat dsn function to add parseTime parameters	2021-01-14 14:56:13 +08:00
c9s	cd9f2ba0e8	add compile migration files	2021-01-14 00:33:28 +08:00
c9s	6491166459	drop legacy pkg/migration	2021-01-14 00:00:05 +08:00
c9s	2699c32b38	add rockhopper	2021-01-13 23:53:36 +08:00
c9s	50cd6f7d68	change go-binance to github.com/adshao/go-binance/v2	2021-01-11 13:36:49 +08:00
c9s	653eba73c5	improve session error message	2021-01-09 19:47:21 +08:00
c9s	4a1af6f362	add check for PersistenceServiceFacade	2021-01-09 19:44:45 +08:00
c9s	93d71b5300	bbgo: session log error	2021-01-09 19:40:31 +08:00
c9s	995f9a9ea0	grid: add order amount field	2021-01-06 13:31:17 +08:00
c9s	92ab7e125a	improve RegisterStrategy method to register strategy between cross and single	2020-12-31 17:14:47 +08:00
c9s	208c88cbd5	support single exchange trailingstop	2020-12-31 17:12:35 +08:00
c9s	87568ede70	reformat	2020-12-31 14:29:53 +08:00
c9s	395d3f17df	grid: add long mode support	2020-12-31 13:54:32 +08:00
c9s	45e4d8c558	rename movingstop to trailingstop	2020-12-31 13:07:39 +08:00
c9s	25eab8e95f	adjust log	2020-12-29 18:32:51 +08:00
c9s	f485c1ba7f	fix grid strategy order placing	2020-12-29 18:18:32 +08:00
c9s	70479bfd16	binance: assign Isolated field	2020-12-29 17:26:22 +08:00
c9s	275aa9494a	support canceling orders on max	2020-12-29 16:00:03 +08:00
c9s	9568b04328	fix log message	2020-12-28 16:24:57 +08:00
c9s	2932230fdb	print out websocket error	2020-12-28 16:24:35 +08:00
c9s	d9e5ad4365	add event authenticated	2020-12-28 16:24:17 +08:00
c9s	f12e38b70e	call cancelTrading defer	2020-12-21 15:47:20 +08:00
c9s	9db1c78171	add public only mode to backtest	2020-12-21 15:45:40 +08:00
c9s	f56318c9b6	add public only mode to stream	2020-12-21 15:43:54 +08:00
c9s	ce0e28708a	add public only mode to binance stream	2020-12-21 15:26:05 +08:00
c9s	d4b99f41a4	reformat	2020-12-21 14:55:14 +08:00
c9s	39f5290634	shorten the log messages	2020-12-21 14:53:34 +08:00
c9s	a60529ee37	reload depth snapshot periodically	2020-12-21 14:43:40 +08:00
c9s	9223b2ba47	move FormatOrder to ExchangeSession since it depends on Market	2020-12-21 13:47:40 +08:00
c9s	3eae58322a	add trade update callbacks and order update callbacks to order executor	2020-12-21 13:40:23 +08:00
c9s	e282a8a917	improve order submit loop	2020-12-17 17:54:48 +08:00
c9s	64dea71249	grid: use the default active order book order handler	2020-12-17 16:29:00 +08:00
c9s	6962582236	grid: add orders to the order store	2020-12-17 16:22:43 +08:00
c9s	9e1476dcb1	grid: improve position management by fixedpoint	2020-12-17 15:52:53 +08:00
c9s	1c7d3d5481	support max staging url orverride	2020-12-17 14:44:30 +08:00
c9s	728bf5fc81	bbgo: move some logs to debug level	2020-12-15 14:14:44 +08:00
c9s	63a5881d16	use golang.org/x/time for rate limiting	2020-12-15 14:04:27 +08:00
c9s	572f7a0e12	buyandhold: remove kline event debug log	2020-12-14 14:59:46 +08:00
c9s	6d15c629a7	fix buyandhold strategy	2020-12-14 14:40:31 +08:00
c9s	81c7d3c668	fix fmt import	2020-12-14 14:34:55 +08:00
c9s	cabd8f8dcb	improve buyandhold strategy	2020-12-14 14:21:02 +08:00
c9s	321b4812ca	supporting otp key restore from key url	2020-12-11 17:12:16 +08:00
c9s	fbb9d0d3ba	show key URL	2020-12-11 17:08:06 +08:00
c9s	deb9a29521	support one-time password	2020-12-11 17:07:19 +08:00
c9s	f4ef19e5d6	implement PlainText for telegram bot	2020-12-11 15:58:05 +08:00
c9s	6af88a2a87	add interaction callbacks	2020-12-11 14:40:18 +08:00
c9s	45bc4dc9eb	refactor telegram notifier with interaction component	2020-12-11 14:40:04 +08:00
c9s	f595b1ef65	fix compile flag check	2020-12-09 16:13:20 +08:00
c9s	846f463cfc	print loaded position	2020-12-08 16:32:39 +08:00
c9s	6b760c72b7	use bot token prefix as the redis store namespace	2020-12-08 16:28:55 +08:00
c9s	03afa060d5	add updateInterval for mirrormaker	2020-12-08 16:01:46 +08:00
c9s	c66b140d90	support duration parse	2020-12-08 16:01:46 +08:00
c9s	fe7495898f	check if persistence is configured	2020-12-08 15:09:17 +08:00
c9s	53d7fb5611	support telegram chat user persistence	2020-12-08 15:03:52 +08:00
c9s	a299721a98	improve message layout	2020-12-08 14:41:51 +08:00
c9s	4316f1fada	pull out bot initialization	2020-12-08 14:25:30 +08:00
c9s	55cd0c6a6e	pull out bot initialization to run	2020-12-08 14:20:49 +08:00
c9s	0222c33330	fix kline tail method	2020-12-08 10:26:20 +08:00
c9s	3aa8d70622	add mirrormaker	2020-12-07 23:04:09 +08:00
c9s	9eaf69388c	add fixedpoint json marshaling	2020-12-07 23:03:06 +08:00
c9s	4addf65f64	support memory persistence	2020-12-07 12:03:56 +08:00
c9s	2d98336fb6	implement Persistent API for strategy	2020-12-07 11:44:41 +08:00
c9s	341f735bc3	configure ConfigurePersistence if it's defined	2020-12-07 11:44:41 +08:00
c9s	a01f83ab15	add persistence config and tests	2020-12-07 11:44:41 +08:00
c9s	b843388483	only query subscribed kline intervals	2020-12-07 11:44:23 +08:00
c9s	62a541fb27	rename preload to loadBuildConfig	2020-12-07 11:44:23 +08:00
Che-Chia (David) Chang	1b17cba2eb	Merge pull request #67 from c9s/feature/add-telegram-bot-notifier ... feature: add telegram bot notifier	2020-12-06 14:12:32 +08:00
David Chang	9f92fcf2e4	chore: rename telegram init to telegram auth	2020-12-06 13:59:47 +08:00
David Chang	58aadd9f45	fix: use correct format for log	2020-12-06 13:47:52 +08:00
David Chang	9e4602cf66	fix: allow upadte telegram chat user with bot command	2020-12-06 13:02:21 +08:00
David Chang	a55cd02e21	feature: add info command	2020-12-06 12:34:43 +08:00
David Chang	f9124aa907	fix: telegram bot send message to correct user	2020-12-06 12:11:27 +08:00
David Chang	7caf986d11	fix: change warning type from user to username	2020-12-05 14:28:48 +08:00
David Chang	c72ef2b31c	fix: add missing root cmd flags	2020-12-05 14:25:19 +08:00
David Chang	b2d9bd0312	feature: add telegram bot notifier	2020-12-05 14:20:27 +08:00
c9s	c5d002a0b0	fix market data kline registration	2020-12-05 13:32:41 +08:00
c9s	900f822559	improve and fix ewma calculation	2020-12-05 13:32:41 +08:00
c9s	b188901ed0	fix ewma calculation	2020-12-05 13:32:41 +08:00
c9s	f7a119fa5e	remove debug message	2020-12-04 19:15:53 +08:00
c9s	936650d879	rename kline trend to direction	2020-12-04 10:18:51 +08:00
c9s	22771288eb	fix sma kline window check	2020-12-03 20:42:26 +08:00
c9s	177607e5fb	fix ewma kline window check	2020-12-03 20:42:00 +08:00
c9s	f4aee5234a	add updater to indicators	2020-12-03 18:14:16 +08:00
c9s	17fd6a405b	add StopPriceRatio support	2020-12-03 09:50:36 +08:00
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
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
c9s	1e925cac6e	move onConnect to the standard stream	2020-11-07 12:38:57 +08:00
c9s	94bb7f5dac	max: fix order symbol convertion	2020-11-07 12:19:57 +08:00
c9s	573a082391	add flashcrash strategy	2020-11-07 12:02:15 +08:00
c9s	b13a2deec5	emit klines and setup account balances	2020-11-07 03:18:05 +08:00
c9s	22a214328d	implement backtest command, stream and add backtest config	2020-11-07 02:57:50 +08:00
c9s	8823a39fc2	support backtesting kline verification	2020-11-07 00:49:17 +08:00
c9s	555fe57341	implement kline sync function from command	2020-11-06 21:40:48 +08:00
c9s	f78fefb3b0	implement QueryCh on kline service	2020-11-06 20:58:45 +08:00
c9s	78d7c71ecc	add kline service and extend kline struct fields	2020-11-06 19:07:07 +08:00
c9s	c9f2a1aed5	add db tag to kline struct	2020-11-06 11:08:31 +08:00
c9s	5bdf5e0034	remove goroutine from the strategy	2020-11-06 11:01:19 +08:00
c9s	b86b74effb	fix max kline parsing	2020-11-05 15:04:56 +08:00
c9s	c54c0788ab	rewrite grid strategy trigger	2020-11-05 14:27:22 +08:00
c9s	b38d0d15ed	fix order sync for max	2020-11-05 14:12:19 +08:00
c9s	7e47f754c5	use channel to sync trades	2020-11-05 13:35:04 +08:00
c9s	8693bbbd24	fix orderId-based query for binance	2020-11-05 11:14:14 +08:00
c9s	7fab2e24de	improve order persistence and support order data sync	2020-11-05 11:14:14 +08:00
c9s	a4555a2b7b	implement QueryClosedOrders	2020-11-05 11:14:14 +08:00
c9s	fe16f9aa4d	add is_working column	2020-11-05 11:14:14 +08:00
c9s	bb0ff263c8	assign order_id to the trade object	2020-11-05 11:14:14 +08:00
c9s	eb67fc0f8f	make mysql-url optional for run command	2020-11-05 11:14:14 +08:00
c9s	f223940b69	add db tags	2020-11-05 11:14:14 +08:00
c9s	8388f443a9	move active order book to the bbgo package	2020-11-05 11:14:14 +08:00
c9s	8e0b5d11a7	add max grid config and fix max price formatting	2020-10-31 20:38:20 +08:00
c9s	14abe3fb7e	pull out active order book to the types package	2020-10-31 20:38:20 +08:00
c9s	1eb263de23	use AnyFilled to simplify the order management in the strategy	2020-10-31 20:38:20 +08:00
c9s	e264257d23	implement OrderMap and SyncOrderMap	2020-10-31 20:38:20 +08:00
c9s	2397acd45f	fix type casting and assertion by passing pointer	2020-10-31 18:35:48 +08:00
c9s	0f8e9f6df7	add doc comment to Notifiability	2020-10-31 18:35:48 +08:00
c9s	eb05620f99	use Notifiability directly from environment	2020-10-31 18:35:48 +08:00
c9s	49ff9c4dd6	drop legacy trade reporter	2020-10-31 18:35:48 +08:00
c9s	c4d7476212	add submit order routing	2020-10-31 18:35:48 +08:00
c9s	ec9b5230aa	refactor trade report and move trade reporter to the environment layer	2020-10-31 18:35:48 +08:00
c9s	8867ceb951	initialize Notifiability for exchange session	2020-10-31 18:35:48 +08:00
c9s	a60207db2a	only re-submit the order when the order is filled on the opposite side	2020-10-31 18:33:04 +08:00
c9s	8174b64e21	handle max order update message convertion	2020-10-31 18:29:58 +08:00
c9s	458fa8aa9d	add types.OrderStatusFilled	2020-10-31 18:29:58 +08:00
c9s	63df07b815	fix MAX market min price format	2020-10-31 18:29:58 +08:00
c9s	dc547aa818	fix BOLL map allocation	2020-10-31 18:29:58 +08:00
c9s	01699f7268	fix price format	2020-10-31 18:29:58 +08:00
c9s	17a2f74add	finalize grid strategy	2020-10-31 18:29:58 +08:00
c9s	9c46ef17b2	handle order update	2020-10-31 18:29:58 +08:00
c9s	551fa4b7fb	add grid to built-ins	2020-10-31 18:29:58 +08:00
c9s	60b78979dc	fix order id parsing (seems case insensitive)	2020-10-31 18:29:58 +08:00
c9s	c3961024cf	implement grid strategy update orders method	2020-10-31 18:29:58 +08:00
c9s	74a9cae38e	rename trade callbacks to trade update callbacks	2020-10-31 18:29:58 +08:00
c9s	224acd0ca9	add accessors for last up band and down band values	2020-10-31 18:29:58 +08:00
c9s	e60127090b	add GetBOLL access to standard indicator sets	2020-10-31 18:29:58 +08:00
c9s	d49b2be543	add bollinger indicator	2020-10-29 17:51:20 +08:00
c9s	f0681177f9	inject market into the skeleton strategy	2020-10-29 17:06:34 +08:00
c9s	4afabd92ed	clean up code	2020-10-29 17:05:01 +08:00
c9s	b0cc128b79	pull out trend types	2020-10-29 17:03:36 +08:00
c9s	a7325e86f0	document swing strategy	2020-10-29 13:42:53 +08:00
c9s	5f45d18ae2	fix struct composition	2020-10-29 13:08:33 +08:00
c9s	19b600bb35	simplify strategy registration api	2020-10-29 07:54:59 +08:00
c9s	c71f013916	let SMA indicator and EWMA indicator use IntervalWindow type	2020-10-29 07:51:23 +08:00
c9s	2f8bffeaca	add strict injection check fo pointer only objects	2020-10-29 07:49:06 +08:00
c9s	33257c591e	refactor swing strategy with types IntervalWindow	2020-10-29 07:44:22 +08:00
c9s	6d8ec7894e	refactor standard indicator set with store	2020-10-29 07:40:02 +08:00
c9s	b1cf9db879	add reflink	2020-10-28 17:50:47 +08:00
c9s	d6553a1155	move strategy subscribe out	2020-10-28 17:49:49 +08:00
c9s	f4474c6a6d	add check for sma caluclation	2020-10-28 17:48:16 +08:00
c9s	67446670ac	finalize swing strategy and fix trade reporter issue	2020-10-28 17:48:16 +08:00
c9s	c96845ff6a	add fields to slack notifier logs	2020-10-28 17:48:16 +08:00
c9s	b22e0370b3	drop legacy OrderProcessor and remove slack debug	2020-10-28 17:48:16 +08:00
c9s	468864302e	fix submit order quantity formatting	2020-10-28 17:48:16 +08:00
c9s	2680ad5072	refactor environment, market data store, injection and add swing strategy	2020-10-28 17:48:16 +08:00
c9s	7d7d2c2fc7	assign standard indicator set to the session	2020-10-28 11:15:50 +08:00
c9s	e2df24f31c	support standard indicatorset	2020-10-28 09:43:19 +08:00
c9s	50693ae845	implement ewma and sma	2020-10-28 09:13:57 +08:00
c9s	388346b284	move injectStrategyField to a single file	2020-10-27 20:42:48 +08:00
c9s	008e5c83f9	fix notification config check	2020-10-27 20:41:08 +08:00
c9s	e1c2f7cc3d	improve notifier signatures and fix slack Notify method	2020-10-27 20:13:10 +08:00
c9s	7905ba09d4	pull out fillStrategyNotifiability	2020-10-27 19:37:11 +08:00
c9s	ccc381143d	support pointer type filling	2020-10-27 19:33:11 +08:00
Yo-An Lin	1e5327a5e4	Update strategy.go	2020-10-27 15:51:36 +08:00
c9s	b3eaf832af	Add pricealert strategy for demonstrating notification	2020-10-27 13:54:39 +08:00
c9s	ab43de3efd	clean up comment for base order executor	2020-10-27 10:00:41 +08:00
c9s	ef598c3a0f	assign base order executor descendingly	2020-10-27 09:58:21 +08:00
c9s	8453e95300	configure channel routers	2020-10-27 09:38:29 +08:00
c9s	42f947506c	add route methods on Notifiability	2020-10-27 09:24:59 +08:00
c9s	ea05d998f2	load notification conf	2020-10-27 08:57:00 +08:00
c9s	c315b79bd7	add notification config	2020-10-27 08:48:47 +08:00
c9s	284a0676f7	remove unused confg package	2020-10-27 08:19:16 +08:00
c9s	955479486a	add symbol channel router and object channel router for notification	2020-10-27 08:19:16 +08:00
c9s	1d8e0bff5a	drop legacy NewDefaultEnvironment method	2020-10-27 08:19:16 +08:00
c9s	0fd9e8b95a	reset price field when market order is used	2020-10-26 22:08:16 +08:00
c9s	085d02bee4	clean up strategy code since we can loaded from the config	2020-10-26 22:04:48 +08:00
c9s	38c87bfecc	drop config dir	2020-10-26 21:46:38 +08:00
c9s	a1eeb55778	refactor and clean up bbgo config	2020-10-26 21:45:02 +08:00
c9s	c324a791f6	refactor and configure risk control order executor	2020-10-26 21:36:47 +08:00
c9s	59aa5c5ee2	implement RiskControlOrderExecutor	2020-10-26 18:28:34 +08:00
c9s	4e7c1a327b	pull out order formatter	2020-10-26 18:17:18 +08:00
c9s	a4b6a5f923	load order executor config	2020-10-26 17:57:28 +08:00
c9s	502e5bdc04	load exchange sessions dynamically	2020-10-26 17:00:17 +08:00
c9s	8274f6e97c	reformat OrderProcessor code	2020-10-26 16:45:09 +08:00
c9s	c9fa565c24	remove the legacy submit order method	2020-10-26 16:44:05 +08:00
c9s	359b3c56b4	move files	2020-10-26 16:15:30 +08:00
c9s	19f259111d	improve config loading by adding unmarshal yaml method	2020-10-26 15:33:25 +08:00
c9s	cd666fdf9e	pull out db parameter from the constructor	2020-10-26 15:06:39 +08:00
c9s	3aa40f3aab	disable viper config for now	2020-10-26 13:56:48 +08:00