c9s
|
ea130e434c
|
types,cmd: add IntervalMap type to refactor the interval code
|
2023-07-03 15:14:48 +08:00 |
|
c9s
|
d60dbe5e0b
|
refactor interval slice code and add sort test
|
2023-07-03 15:07:34 +08:00 |
|
c9s
|
471df81b29
|
bump version to v1.50.1
|
2023-07-02 14:14:06 +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
|
daec6b5f30
|
bump version to v1.50.0
|
2023-06-30 12:02:40 +08:00 |
|
c9s
|
3929eb2090
|
Merge pull request #1214 from c9s/refactor/bollmaker
REFACTOR: [bollmaker] upgrade to indicator v2
|
2023-06-30 12:01:47 +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
|
fe9038106d
|
types: wrap pendingRemoval with lock
|
2023-06-30 11:41:13 +08:00 |
|
c9s
|
085114b244
|
grid2: add warning message when failed to acquire the lock
|
2023-06-30 11:07:02 +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
|
775ad7d906
|
indicator: improve kline stream backfill
|
2023-06-30 10:58:07 +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
|
77e31e9274
|
types: split pendingRemoval lock scope
|
2023-06-30 01:12:10 +08:00 |
|
c9s
|
fc7edc5c80
|
grid2: call TryLock in updateGridNumOfOrdersMetricsWithLock
|
2023-06-30 01:05:18 +08:00 |
|
c9s
|
5c5543d78a
|
bbgo: when err == nil, should just return the created orders
|
2023-06-29 21:08:43 +08:00 |
|
c9s
|
e3be2a8af6
|
bollmaker: replace bollinger indicator with v2 indicator
|
2023-06-29 18:04:39 +08:00 |
|
c9s
|
f91a4c2979
|
indicator: simplify add klines
|
2023-06-29 17:55:55 +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
|
2d9890a18f
|
bump version to v1.49.0
|
2023-06-29 17:19:22 +08:00 |
|
c9s
|
8a89408f0f
|
Merge pull request #1212 from randych521/randy/feat/riskcontrol-for-mm
FEATURE: add risk controls for strategies
|
2023-06-29 17:18:03 +08:00 |
|
c9s
|
ce40549e88
|
all: rename QueryOrderUntilSuccessful to QueryOrderUntilFilled
|
2023-06-29 17:17:32 +08:00 |
|
randy
|
9a98c4995e
|
Add two risk controls for strategies: postion and circuit break.
|
2023-06-29 16:52:35 +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
|
3da145877f
|
Merge pull request #1206 from c9s/improve/concurrent-stop-loss
IMPROVE: improve stop loss methods
|
2023-06-29 14:25:02 +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
|
131345a762
|
types: add TestPosition_SetClosing test
|
2023-06-28 18:13:11 +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
|
02fa4d822a
|
cmd: fix persistent flags method call
|
2023-06-27 16:32:46 +08:00 |
|
c9s
|
37da9dee0e
|
cmd: add log formatter option and refactor the logrus setup code
|
2023-06-27 16:30:46 +08:00 |
|
c9s
|
e8fe8082cc
|
cmd: remove ftx options
|
2023-06-27 16:17:00 +08:00 |
|
gx578007
|
8e64b5293e
|
MINOR: [grid2] delete order prices metric
|
2023-06-23 21:30:32 +08:00 |
|
c9s
|
c802fae211
|
xalign: add logger
|
2023-06-21 17:36:09 +08:00 |
|
c9s
|
f6128b9bdc
|
xalign: support percentage string
|
2023-06-21 15:59:15 +08:00 |
|
c9s
|
76884a4ddf
|
xalign: add balance fault tolerance
|
2023-06-21 15:56:59 +08:00 |
|
c9s
|
d4cf39430e
|
xgap: fix group id range
|
2023-06-20 17:18:15 +08:00 |
|
c9s
|
91a2c7255c
|
bump version to v1.48.4
|
2023-06-19 17:06:09 +08:00 |
|
c9s
|
833d942833
|
bump version to v1.48.4
|
2023-06-19 17:05:42 +08:00 |
|
c9s
|
de00e5fa88
|
scmaker: preload indicators
|
2023-06-19 17:03:38 +08:00 |
|
c9s
|
9b8c2b5ba4
|
bump version to v1.48.3
|
2023-06-19 15:39:34 +08:00 |
|
c9s
|
55b8413472
|
scmaker: when user data stream is ready, place liquidity orders
|
2023-06-19 15:38:55 +08:00 |
|
c9s
|
1f3a13808b
|
bump version to v1.48.3
|
2023-06-19 15:26:15 +08:00 |
|
c9s
|
f579fc7d93
|
scmaker: call cancel api before starting up
|
2023-06-19 15:25:10 +08:00 |
|
c9s
|
58a13507bc
|
scmaker: graceful cancel orders
|
2023-06-19 15:22:43 +08:00 |
|
c9s
|
6a5e35c065
|
bump version to v1.48.2
|
2023-06-19 14:57:46 +08:00 |
|
c9s
|
759dce1d5a
|
types: fix number() call
|
2023-06-19 14:51:37 +08:00 |
|
c9s
|
2448fa6f83
|
scmaker: add MaxExposure option
|
2023-06-19 13:46:45 +08:00 |
|
c9s
|
8360931497
|
fix test TestMarket_AdjustQuantityByMinNotional
|
2023-06-19 13:46:20 +08:00 |
|
c9s
|
46fecbbdeb
|
types: do not truncate quantity before adjustment
|
2023-06-16 15:35:07 +08:00 |
|
c9s
|
dc3901cc7f
|
xfunding: add more notificiation
|
2023-06-16 13:03:37 +08:00 |
|
c9s
|
e1c602c68f
|
bump version to v1.48.1
|
2023-06-16 08:39:24 +08:00 |
|
c9s
|
17931d179e
|
bump version to v1.48.1
|
2023-06-16 08:39:14 +08:00 |
|
c9s
|
8bd5fc246c
|
Merge pull request #1168 from andycheng123/profit-report-parameter
FEATURE: Accumulated Profit report
|
2023-06-15 18:14:44 +08:00 |
|
Andy Cheng
|
2ed5095ffb
|
feature/profitReport: pass 0 to Last()
|
2023-06-15 17:35:52 +08:00 |
|
Andy Cheng
|
6b46b1e01e
|
Merge branch 'main' into profit-report-parameter
|
2023-06-15 17:28:02 +08:00 |
|
c9s
|
a7b2051858
|
scmaker: fix the layer price
|
2023-06-15 17:26:04 +08:00 |
|
c9s
|
aa26dfaabc
|
bump version to v1.48.0
|
2023-06-15 15:03:09 +08:00 |
|
c9s
|
73726b91c7
|
scmaker: check ticker price and adjust liq order prices
|
2023-06-15 13:47:21 +08:00 |
|
c9s
|
148869d46b
|
scmaker: clean up
|
2023-06-14 17:31:01 +08:00 |
|
c9s
|
8344193e81
|
scmaker: rename liquidityLayerTick to liquidityLayerTickSize
|
2023-06-14 17:25:23 +08:00 |
|
c9s
|
372028ebe6
|
scmaker: truncate price with price precision
|
2023-06-14 17:25:23 +08:00 |
|
c9s
|
68c3c96b10
|
scmaker: fix balance lock and active order book update issue
|
2023-06-14 17:25:23 +08:00 |
|
c9s
|
f426d151a8
|
scmaker: final version
|
2023-06-14 17:25:23 +08:00 |
|
c9s
|
b8597a1803
|
scmaker: calculate balance quantity
|
2023-06-14 17:25:23 +08:00 |
|
c9s
|
aa4f998382
|
bbgo: add scale Sum method
|
2023-06-14 17:25:23 +08:00 |
|
c9s
|
40f8283616
|
scmaker: basic prototype
|
2023-06-14 17:25:23 +08:00 |
|
c9s
|
a28081a5d2
|
xalign: add more checks
|
2023-06-14 17:25:22 +08:00 |
|
c9s
|
0482ade44a
|
backtest: adjust best bid/ask price with tick size
|
2023-06-14 17:25:22 +08:00 |
|
c9s
|
fded41b0ea
|
indicator: fix macd test case since we changed the ewma default value
|
2023-06-14 17:25:22 +08:00 |
|
c9s
|
e529a3271d
|
indicator: fix ewma2 initial value
|
2023-06-14 17:25:22 +08:00 |
|
c9s
|
0a5f31a80f
|
indicator: rename BollStream to BOLLStream
|
2023-06-14 17:25:22 +08:00 |
|
c9s
|
295ae95da6
|
indicator: implement bollinger indicator
|
2023-06-14 17:25:22 +08:00 |
|
c9s
|
9d9f898f17
|
indicator: use pointer for float64series
|
2023-06-14 17:25:22 +08:00 |
|
c9s
|
ea3b1cc937
|
binance: fix logrus call
|
2023-06-14 17:25:22 +08:00 |
|
c9s
|
c00d7b669b
|
Merge pull request #1174 from c9s/feature/grid2/recover
FEATURE: [grid2] recover with twin orders
|
2023-06-14 13:02:12 +08:00 |
|
c9s
|
1fd52f78a9
|
xalign: allocate and bind order store
|
2023-06-13 23:23:41 +08:00 |
|
c9s
|
45aaad1629
|
xalign: improve update message
|
2023-06-13 23:21:07 +08:00 |
|
c9s
|
007f3c9531
|
autoborrow: add margin level check back
|
2023-06-13 23:17:24 +08:00 |
|
c9s
|
1855e52838
|
xalign: graceful cancel orders when shutting down
|
2023-06-13 17:29:19 +08:00 |
|
c9s
|
a126bc3bb6
|
binance: add market info warning
|
2023-06-13 17:09:37 +08:00 |
|
c9s
|
0a7c0632c4
|
xalign: use %+v format for submit order
|
2023-06-13 17:08:37 +08:00 |
|
c9s
|
36fa565460
|
types: add one more market tests
|
2023-06-13 17:08:28 +08:00 |
|
c9s
|
6308ef5107
|
autoborrow: repay debt first
|
2023-06-13 14:21:16 +08:00 |
|
c9s
|
476378e742
|
xalign:add one more dust check
|
2023-06-13 13:53:51 +08:00 |
|
c9s
|
599b18fc3c
|
xalign: skip dust quantity
|
2023-06-13 13:49:22 +08:00 |
|
c9s
|
358e873582
|
xalign: add notification
|
2023-06-13 13:47:01 +08:00 |
|
c9s
|
64dcef3429
|
xalign: fix tick size calculation
|
2023-06-13 13:44:31 +08:00 |
|
c9s
|
dadf22e48f
|
xalign: add more log
|
2023-06-13 13:40:39 +08:00 |
|
c9s
|
5a30bedc77
|
autoborrow: always repay first when it deposits
|
2023-06-13 13:23:10 +08:00 |
|
c9s
|
fe5a6f4c36
|
xalign: fix quote amount check
|
2023-06-13 12:42:07 +08:00 |
|
c9s
|
740cfe6d5c
|
xalign: fix session refs
|
2023-06-13 12:27:38 +08:00 |
|
c9s
|
909c8f5cc7
|
xalign: add more checks
|
2023-06-13 12:25:10 +08:00 |
|
c9s
|
518c6938be
|
xalign: add more checks
|
2023-06-13 12:25:04 +08:00 |
|
chiahung
|
49971a2e50
|
use existing interface
|
2023-06-12 17:15:56 +08:00 |
|
chiahung
|
18a7520fa7
|
MINOR: add test for recovery
|
2023-06-12 17:15:56 +08:00 |
|
chiahung
|
2f050332eb
|
FEATURE: query trades until hard limit or finish filled
|
2023-06-12 17:15:56 +08:00 |
|
chiahung
|
f38cfb6ea3
|
REFACTOR: refactor for future test
|
2023-06-12 17:15:56 +08:00 |
|
chiahung
|
61892eb2df
|
renaming
|
2023-06-12 17:15:56 +08:00 |
|
chiahung
|
93d35cc423
|
FEATURE: use TwinOrder to recover
|
2023-06-12 17:15:56 +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
|
f6f3293191
|
xalign: round up requiredQuoteAmount
|
2023-06-09 11:04:31 +08:00 |
|
c9s
|
8baafdf329
|
xalign: add DryRun and fix quote amount calculation
|
2023-06-08 23:15:26 +08:00 |
|
c9s
|
7a6000a316
|
xalign: fix instanceID
|
2023-06-08 18:05:58 +08:00 |
|
c9s
|
db43c87227
|
xalign: load interval from config
|
2023-06-08 17:02:06 +08:00 |
|
c9s
|
c9ee4e52cc
|
xalign: add xalign strategy
|
2023-06-08 17:02:05 +08:00 |
|
c9s
|
5dde93c487
|
Merge pull request #1192 from c9s/feature/indicator-improvements
IMPROVE: improve order executor error checking, trailing stop and indicators
|
2023-06-07 17:34:38 +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
|
0f141c7f79
|
schedule: add MinBaseBalance config
|
2023-06-07 16:36:38 +08:00 |
|
c9s
|
e0e27e75bb
|
schedule: graceful cancel orders before the next submission
|
2023-06-07 16:30:54 +08:00 |
|
c9s
|
f6a300a7c4
|
schedule: add useLimitOrder option
|
2023-06-07 16:27:36 +08:00 |
|
c9s
|
aa281b164e
|
bbgo: improve tradingStop message
|
2023-06-07 16:14:46 +08:00 |
|
c9s
|
9f5ef21dda
|
types: Add TradeWith helper
|
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
|
ca78a3379a
|
indicator: add cross stream
|
2023-06-07 16:14:46 +08:00 |
|
c9s
|
7f3f2c1217
|
types: move cross result to a single file
|
2023-06-07 16:14:46 +08:00 |
|
c9s
|
24003139f4
|
types: fix return value var
|
2023-06-07 16:14:46 +08:00 |
|
c9s
|
97e7b93997
|
indicator: rewrite Multiply to make it consistent with Subtract
|
2023-06-07 16:14:46 +08:00 |
|
c9s
|
aae7fd310e
|
indicator: add ATRP indicator
|
2023-06-07 16:14:46 +08:00 |
|
Yo-An Lin
|
8a8111140e
|
Merge pull request #1188 from c9s/feature/v2-indicator-multiply
FEATURE: [indicator] add multiply operator
|
2023-06-01 21:28:29 +08:00 |
|
Yo-An Lin
|
c0bb953019
|
Merge pull request #1185 from c9s/c9s/fix-autoborrow
FIX: [autoborrow] add max borrowable check and add more notifications
|
2023-06-01 21:24:34 +08:00 |
|
Yo-An Lin
|
8792000be0
|
Merge pull request #1190 from c9s/feature/v2indicator-pivotlow
|
2023-06-01 21:20:22 +08:00 |
|
Yo-An Lin
|
e8b27c5044
|
Merge pull request #1186 from c9s/feature/v2-indicator-cma
FEATURE: [indicator] add v2 CMA indicator
|
2023-06-01 18:04:47 +08:00 |
|
c9s
|
15d1caef31
|
indicator: add pivothigh v2 indicator
|
2023-06-01 17:31:12 +08:00 |
|
c9s
|
9a486388fa
|
indicator: add v2 pivot low indicator
|
2023-06-01 17:17:14 +08:00 |
|
c9s
|
8a8edc7bb6
|
indicator: rename price.go to v2_price.go
|
2023-06-01 16:52:02 +08:00 |
|
c9s
|
0b01750528
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indicator: drop unused code
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2023-06-01 15:56:47 +08:00 |
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c9s
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b141ae3ece
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indicator: add stddev v2
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2023-06-01 15:19:12 +08:00 |
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c9s
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3d4b88fa7d
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indicator: drop unused stddev code
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2023-06-01 14:59:02 +08:00 |
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c9s
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b0abc1bf55
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indicator: drop ssf unused func
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2023-06-01 14:54:25 +08:00 |
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c9s
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66d99ce6ae
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indicator: add stoch test
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2023-06-01 14:52:09 +08:00 |
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