Commit Graph

77 Commits

Author SHA1 Message Date
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
d3f6841a27 improve sync command for margin trades and orders 2021-01-20 01:46:17 +08:00
c9s
f8a9610222 pass isolated margin symbol 2021-01-19 23:31:04 +08:00
c9s
310943d010 add isolated margin symbol option 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
d04e1e7816 refactory sync command and upgrade db automatically 2021-01-14 15:10:11 +08:00
c9s
92ab7e125a improve RegisterStrategy method to register strategy between cross and single 2020-12-31 17:14:47 +08:00
c9s
f485c1ba7f fix grid strategy order placing 2020-12-29 18:18:32 +08:00
c9s
275aa9494a support canceling orders on max 2020-12-29 16:00:03 +08:00
c9s
0222c33330 fix kline tail method 2020-12-08 10:26:20 +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
b843388483 only query subscribed kline intervals 2020-12-07 11:44:23 +08:00
c9s
c5d002a0b0 fix market data kline registration 2020-12-05 13:32:41 +08:00
c9s
ed6d6342e7 fix account currency translation 2020-11-17 14:24:26 +08:00
c9s
f4512f031c improve cross exchange strategy mounting behavior and add fixedpoint atomic ops 2020-11-17 08:19:22 +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
04f6da3cb8 add traditional grid strategy 2020-11-10 19:06:20 +08:00
c9s
23c19c5968 use fixedpoint for balances 2020-11-10 14:19:33 +08:00
c9s
e7cc79f3cf replace errors.Errorf with fmt.Errorf 2020-11-09 16:34:35 +08:00
c9s
f69c87b3a8 fix fee calculation and add account balance checking 2020-11-08 21:52:44 +08:00
c9s
641784e1b1 calculate pnl after the backtest 2020-11-07 20:34:34 +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
7fab2e24de improve order persistence and support order data sync 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
8e0b5d11a7 add max grid config and fix max price formatting 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
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
c3961024cf implement grid strategy update orders method 2020-10-31 18:29:58 +08:00
c9s
19b600bb35 simplify strategy registration api 2020-10-29 07:54:59 +08:00
c9s
6d8ec7894e refactor standard indicator set with store 2020-10-29 07:40:02 +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
ef598c3a0f assign base order executor descendingly 2020-10-27 09:58:21 +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
cd666fdf9e pull out db parameter from the constructor 2020-10-26 15:06:39 +08:00
c9s
332ca7ffe8 make trade sync optional 2020-10-26 13:48:59 +08:00
c9s
308427416a Add more exchange order features
- use uuid for client order id
- add stop limit and stop market order types
- add order convert functions
- improve submit orders
2020-10-25 19:22:22 +08:00