c9s
|
47e23fda90
|
bbgo: add cache expiry
|
2022-01-06 23:57:42 +08:00 |
|
c9s
|
1116fc1de1
|
session: print klines only when debug-kline is enabled
|
2021-12-31 15:13:26 +08:00 |
|
c9s
|
63ccc2d3d0
|
bbgo: remove order if ExecutedQuantity is zero
|
2021-12-31 01:55:22 +08:00 |
|
c9s
|
ba73d5a09a
|
fix kucoin orderTime parsing and order id conversion
|
2021-12-30 22:02:50 +08:00 |
|
c9s
|
31070c3950
|
pull out connection status binder
|
2021-12-30 17:25:47 +08:00 |
|
c9s
|
26ff576727
|
fix connection status callbacks
|
2021-12-30 17:23:27 +08:00 |
|
c9s
|
cfc66dc13e
|
bbgo: add session connection notification
|
2021-12-30 17:18:04 +08:00 |
|
c9s
|
a2931da92c
|
move math rand
|
2021-12-30 16:18:32 +08:00 |
|
c9s
|
22e4da3775
|
fix pendingRemoval lock
|
2021-12-29 23:53:46 +08:00 |
|
c9s
|
090d60b44e
|
fix session connection status metrics
|
2021-12-28 01:58:36 +08:00 |
|
c9s
|
a0e41650be
|
add metricsLastUpdateTimeBalance metrics
|
2021-12-28 01:39:17 +08:00 |
|
c9s
|
bb9ef72028
|
update metricsConnectionStatus metrics
|
2021-12-28 00:49:56 +08:00 |
|
c9s
|
bb7b33e532
|
bbgo: bind and update balance metrics updater
|
2021-12-27 17:27:16 +08:00 |
|
c9s
|
7b629c9d30
|
bbgo: update balances metrics and trade metrics
|
2021-12-27 17:16:30 +08:00 |
|
c9s
|
0f24eec715
|
bbgo: fix: filter trades by symbol
|
2021-12-27 16:32:30 +08:00 |
|
c9s
|
42f22e0ef3
|
add prometheus metrics server
|
2021-12-27 16:27:14 +08:00 |
|
c9s
|
a31e2743ee
|
fix kline log space
|
2021-12-27 00:54:10 +08:00 |
|
c9s
|
f7c39290a0
|
call tradeCollector process to check trades
|
2021-12-27 00:51:57 +08:00 |
|
c9s
|
770c1067fc
|
bbgo: fix order store RemoveCancelled
|
2021-12-26 15:47:39 +08:00 |
|
c9s
|
05a0745d08
|
fix InitExchange for publicOnly session
|
2021-12-26 15:29:42 +08:00 |
|
c9s
|
ba8ebfe3a7
|
refactor and add doc comment for InitExchangeSession
|
2021-12-25 23:42:29 +08:00 |
|
c9s
|
307d0b8e1f
|
bbgo: add passphrase field to session struct
|
2021-12-25 23:28:00 +08:00 |
|
c9s
|
57bc65a729
|
avoid calling EmitConnect and EmitStart outside of the kline feeding goroutine
this causes 2 goroutine running in the same time hence cause the
concurrent map read / write
should fix #399, #401
|
2021-12-25 21:05:50 +08:00 |
|
c9s
|
49e516b80e
|
backtest: allocate public exchange (with empty key secret) for backtesting
|
2021-12-24 00:24:19 +08:00 |
|
c9s
|
a3e3e1d177
|
bbgo: do not sync trades when running backtest
|
2021-12-23 23:20:35 +08:00 |
|
c9s
|
f5bbe29ac6
|
cmd: fix debug flag loading and add debug log to cache function
|
2021-12-23 23:02:07 +08:00 |
|
c9s
|
cfd68fdd1d
|
all: change trade id to uint64
|
2021-12-23 17:49:18 +08:00 |
|
TonyQ
|
d7ac645253
|
exchange: update maskkey handling
|
2021-12-23 01:18:36 +08:00 |
|
austin362667
|
f9cf71cef3
|
indicator: add kline close volatility
indicator: add kline close volatility
|
2021-12-19 14:20:09 +08:00 |
|
TonyQ
|
c0b9cc0f0b
|
exchange: make ftx kline event more reliable
|
2021-12-15 11:23:07 +08:00 |
|
Yo-An Lin
|
6c6eb252cc
|
Merge pull request #363 from tony1223/feature/355-ftx-backtest
|
2021-12-14 16:09:16 +08:00 |
|
TonyQ
|
8eb3eede82
|
fix backtest (with review)
|
2021-12-14 16:02:54 +08:00 |
|
TonyQ
|
51e23b6a0c
|
Merge branch 'main' of github.com:c9s/bbgo into feature/302-record-assets-review
|
2021-12-14 10:39:51 +08:00 |
|
TonyQ
|
4eb5a099ae
|
account: add nav_history_details and account_service for #302
|
2021-12-14 08:09:18 +08:00 |
|
austin362667
|
36c6d39612
|
bbgo: add session Futures & types: add FuturesExchange
|
2021-12-13 23:16:58 +08:00 |
|
austin362667
|
1703fff8b2
|
types: refactor Position and related files
|
2021-12-11 19:16:16 +08:00 |
|
c9s
|
d52edce40b
|
fix markets info cache
|
2021-12-08 17:26:43 +08:00 |
|
c9s
|
08a264d4eb
|
add futures exchange check in the markets cache
|
2021-12-07 21:29:40 +08:00 |
|
c9s
|
ca3f438288
|
show symbol name in the error message
|
2021-12-07 14:35:00 +08:00 |
|
c9s
|
aeeecba8dc
|
support different time format for backtesting
|
2021-12-06 01:50:50 +08:00 |
|
c9s
|
0472b7f21e
|
avoid recording trades in backtest by default
introducing a RecordTrades option
|
2021-12-06 01:42:53 +08:00 |
|
c9s
|
f692ef2c31
|
realign account fields
|
2021-12-05 12:23:27 +08:00 |
|
c9s
|
df683bdf56
|
use position to calculate the pnl
|
2021-12-05 02:17:15 +08:00 |
|
TonyQ
|
30c14a6828
|
fix #261 provide default config for notification setting
|
2021-12-04 02:37:21 +00:00 |
|
c9s
|
9a589bf71c
|
show broadcast enabled
|
2021-11-25 18:49:29 +08:00 |
|
c9s
|
513a799ced
|
fix ewma calculation
|
2021-11-22 02:14:44 +08:00 |
|
c9s
|
20f0e8dbd5
|
preallocate kline window with capacity
|
2021-11-22 01:17:08 +08:00 |
|
c9s
|
540722e430
|
adjust ewma truncate size
|
2021-11-22 01:17:08 +08:00 |
|
c9s
|
7787edffa0
|
refactor grid strategy state loading/saving
|
2021-11-05 00:22:44 +08:00 |
|
c9s
|
d763a3c415
|
bbgo: add debug ewma and sma
|
2021-10-18 17:26:03 +08:00 |
|