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8,866 Commits 61 Branches 138 Tags 188 MiB
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Commit Graph

1223 Commits

Author SHA1 Message Date
c9s
115c2dc139
bbgo: refactor active orderbook 2023-12-13 14:00:53 +08:00
c9s
6cbb17fb76
all: refactor log formatter functions 2023-12-13 09:47:18 +08:00
c9s
158c48b807
bbgo: change verbose info log to debug log 2023-12-11 20:46:17 +08:00
c9s
9f14215ce8
bbgo: reduce logs 2023-12-11 17:59:02 +08:00
c9s
33f0571511
bbgo: fix since time override 2023-12-08 09:38:43 +08:00
c9s
b8fb2ac478
bbgo: fix active orderbook symbol order grouping 2023-12-07 16:18:24 +08:00
c9s
f03ac52ce5
activeOrderBook: use orderMap instead of orderStore 2023-12-07 16:18:24 +08:00
c9s
263c0883d1
bbgo: solve the scale when unmarshalling the json 2023-12-07 16:18:23 +08:00
c9s
ed63b23e2a
xdepthmaker: refactor CrossRun with CrossExchangeMarketMakingStrategy 2023-12-07 16:18:22 +08:00
root
cdeb0bc908 FIX: format minimal profit to percent 2023-11-29 18:37:28 +08:00
root
a4ccad9463 FIX: deactivate exit when position in closing 2023-11-29 18:26:01 +08:00
c9s
55cbe806d9
bbgo: fix isNewerOrderUpdate check and tests 2023-11-25 13:22:03 +08:00
c9s
326a0c6128
bbgo: replace update time check with isNewerOrderUpdate func call 2023-11-24 19:00:51 +08:00
c9s
6b27722b03
bbgo: rename func isNewerOrderUpdate 2023-11-24 19:00:51 +08:00
c9s
9e663916ed
bbgo: add test case for isNewerUpdateTime 2023-11-24 19:00:51 +08:00
c9s
8afd3c9ee1
bbgo: add test Test_isNewerUpdate 2023-11-24 19:00:51 +08:00
c9s
8f5f5dfeed
bbgo: add executed quantity check when order status is OrderStatusPartiallyFilled 2023-11-24 19:00:51 +08:00
c9s
c360c6045c
bbgo: call retry.QueryAccountUntilSuccessful in the startup time 2023-11-20 16:20:39 +08:00
c9s
7c59e3ddc4
bbgo: add setAccount for account mutex protection 2023-11-20 16:15:33 +08:00
c9s
3ea333fd52
bbgo: add DisableStartupBalanceQuery option 2023-11-20 16:14:09 +08:00
c9s
eac0195815
bbgo: truncate trade buffer if it gets too large 2023-11-17 17:15:08 +08:00
c9s
c248b2a323
bbgo: remove local trade snapshot from db 2023-11-17 17:15:08 +08:00
c9s
fe9dc9a79d
bbgo: change pending update log level to info 2023-11-17 16:57:48 +08:00
Edwin
720fe2e12e pkg/bbgo, pkg/types: add new interface PrivateChannelSymbolSetter 2023-11-15 10:47:16 +08:00
c9s
b28b5e4097
bbgo: add environment config for disabling some klines defaults 2023-11-11 07:42:29 +08:00
c9s
6b273eda4d
Merge pull request #1345 from c9s/c9s/fix-market-inject 
FIX: [bbgo] check symbol length for injection
 2023-10-18 15:46:43 +08:00
c9s
92396cae5e
bbgo: check symbol length for injection 2023-10-18 15:36:53 +08:00
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
c9s
dddf7c57ba
bbgo: add v2 indicator set 2023-06-29 17:44:36 +08:00
c9s
ce40549e88
all: rename QueryOrderUntilSuccessful to QueryOrderUntilFilled 2023-06-29 17:17:32 +08:00
c9s
c6f7723620
bbgo: rename env ENABLE_MARKET_TRADE_STOP to DISABLE_MARKET_TRADE_STOP 
since we've set it default to true
 2023-06-29 14:26:12 +08:00
c9s
c4bd5a8a13
Merge pull request #1210 from c9s/refactor/move-retry-funcs 
REFACTOR: move retry functions
 2023-06-29 14:16:51 +08:00
c9s
2b65012b37
bbgo: openPosition should check if it's still closing 2023-06-29 13:29:31 +08:00
c9s
b6dba18f77
all: move retry functions to the retry package 2023-06-29 10:59:01 +08:00
c9s
195ace63b0
check if it's in back testing mode 2023-06-28 18:11:00 +08:00
c9s
0360d9fa8b
block and query order until the market order for closing position is filled 2023-06-28 18:09:10 +08:00
c9s
b5f2f57678
bbgo: introduce ENABLE_MARKET_TRADE_STOP env var 2023-06-27 16:39:10 +08:00
c9s
5afd23b5c7
bbgo: trigger trailingStop when kline is updated 2023-06-27 16:39:10 +08:00
c9s
ac1b5aa0e2
bbgo: trigger price check when kline is updated (not just closed) 2023-06-27 16:39:09 +08:00
c9s
fdf2a91604
bbgo: enable enableMarketTradeStop 2023-06-27 16:39:09 +08:00
c9s
4bc41bad9d
bbgo: improve ProtectiveStopLoss notification message 2023-06-27 16:39:09 +08:00
c9s
aa4f998382
bbgo: add scale Sum method 2023-06-14 17:25:23 +08:00
c9s
5996b32ee1
Merge pull request #1194 from c9s/improve/hhllstop 
IMPROVE: improve hhllstop message
 2023-06-09 19:11:57 +08:00
c9s
c25ac65eb0
bbgo: improve hhllstop message 2023-06-07 16:45:46 +08:00
c9s
bd335a0335
bbgo: fix trailing stop order tag 2023-06-07 16:39:37 +08:00
c9s
aa281b164e
bbgo: improve tradingStop message 2023-06-07 16:14:46 +08:00
c9s
b90564be90
bbgo: fix order executor error message and add price check 2023-06-07 16:14:46 +08:00
c9s
5515f588e3
all: add parameter index to the Last method 2023-05-31 19:35:44 +08:00
c9s
648e99f52a
all: refactor and rename indicator.MACD to indicator.MACDLegacy 2023-05-26 15:06:52 +08:00
c9s
6bed2a31f6
all: refactor exchange factory to return the minimal implementation 2023-05-17 13:43:00 +08:00
c9s
420654c5ed
bbgo: rename NewStandard to just New 2023-05-16 18:24:06 +08:00