Commit Graph

3476 Commits

Author SHA1 Message Date
Yo-An Lin
84e7ee27d8
Merge pull request #455 from zenixls2/feature/doc_index
Feature/doc index
2022-02-23 11:44:36 +08:00
zenix
06e9450859 feature: add cmd document
add documentation index
2022-02-22 19:36:45 +09:00
zenix
52cc047673 fix: #287 init environ before querying balance 2022-02-22 14:32:35 +09:00
なるみ
32acec5669 Put exchange field in the order and trade message 2022-02-21 12:53:39 +08:00
なるみ
c1b705956f Add SubmitOrder, rename variables and fix typo 2022-02-21 12:13:51 +08:00
なるみ
f2bca1d5b7 add QueryKLines 2022-02-20 04:41:39 +08:00
なるみ
136d36b2b1 generate code 2022-02-20 04:10:39 +08:00
なるみ
7a7627eafd update proto 2022-02-20 04:08:52 +08:00
c9s
208a9bcb7d fix: fix context error handling 2022-02-18 18:21:51 +08:00
Yo-An Lin
9e8363773d
Merge pull request #453 from c9s/fix/ftx-ioc
fix: fix ftx ioc order
2022-02-18 15:40:04 +08:00
c9s
849f2a248e ftx: check context error 2022-02-18 15:35:58 +08:00
c9s
3a488a4c0f ftx: add ioc order test 2022-02-18 14:50:54 +08:00
なるみ
4fb8881be7 Fix package path 2022-02-18 14:27:12 +08:00
なるみ
72bcdaaf25 Move pkg/proto to pkg/pb 2022-02-18 14:24:38 +08:00
なるみ
783f95dad3 Add protobuf to Makefile 2022-02-18 14:22:05 +08:00
c9s
17034b2467 ftx: fix ioc convert 2022-02-18 14:10:21 +08:00
c9s
f6ebeeafc5 ftx: cast time in force from the order result 2022-02-18 14:07:29 +08:00
c9s
d0f1e2db04 ftx: fix ftx ioc conversion 2022-02-18 14:01:47 +08:00
c9s
fb9f8b484c max: remove ioc limit type 2022-02-18 13:57:47 +08:00
c9s
0c09e6b32a use global timeInForce type 2022-02-18 13:52:13 +08:00
Yo-An Lin
d141c2f0c6
Merge pull request #446 from zenixls2/speedup/fixedpoint
fixedpoint improvement and code fixes
2022-02-18 11:55:15 +08:00
zenix
20cccf57e5 fix: NumFractionalDigits in legacy fixedpoint and dnum fixedpoint 2022-02-17 12:45:06 +09:00
zenix
ced2afaed8 fix: remove backup file in schedule strategy 2022-02-16 18:32:02 +09:00
なるみ
328c507bee Update go generated code 2022-02-16 11:54:46 +08:00
なるみ
3fe6fbf514 Add Trade message and support streaming 2022-02-16 11:52:18 +08:00
zenix
a3a262783f fix: set backtest cancel Delta to be 1e-11 2022-02-15 18:59:10 +09:00
zenix
7455279517 fix: #400 for int64 formating when exp <= 0 2022-02-15 18:24:21 +09:00
zenix
1af4912566 fix go flow 2022-02-15 14:59:41 +09:00
zenix
8648528435 fix go fmt, fix convert.go (the legacy fixedpoint implementation) in all tests 2022-02-15 14:55:19 +09:00
zenix
eb70410f80 add back legacy implementation 2022-02-15 12:01:39 +09:00
zenix
cdba7924b4 fix backtest panic when cancel fail on the last order 2022-02-15 12:01:39 +09:00
zenix
5315378b9e fix takerfeerate column and makerfeerate column issue in yaml 2022-02-15 12:01:39 +09:00
zenix
fad85d0992 fix binance test, outptu for support and xgap strategies 2022-02-15 12:01:39 +09:00
zenix
05521a98b6 add skeleton strategy. fix most of the tests. fix final asset value 2022-02-15 12:01:39 +09:00
zenix
9978a3cf90 fix unmarshal behavior to gain more precision 2022-02-15 12:01:39 +09:00
zenix
abc1d535d8 fix bollmaker, fix pnl issues 2022-02-15 12:01:39 +09:00
zenix
105b085786 fix bollgrid, emstop, flashcrash, funding, grid, pricealert, pricedrop, rebalance, schedule, swing, xbalance, xgap, xmaker and speedup fixedpoint 2022-02-15 12:01:39 +09:00
zenix
2ccc449657 fix xpuremaker,xnav,techsignal,support,etf and add methods in fixedpoint 2022-02-15 12:01:39 +09:00
zenix
d9450e823e fix all the fixedpoint use other than strategy 2022-02-15 12:01:39 +09:00
zenix
b8bf2af14d fixedpoint for exchange and indicators, some fixes in types 2022-02-15 12:01:38 +09:00
zenix
e221f54397 add dnum as the fixedpoint implementation. change types float64 to fixedpoint.Value
change pnl report to use fixedpoint

fix: migrate kline to use fixedpoint
2022-02-15 12:00:39 +09:00
なるみ
307042025f Initial commit of protobuf 2022-02-14 16:46:11 +08:00
Yo-An Lin
336d86811f
Merge pull request #450 from ankion/fix_futures_precision
Fix: precision of futures trade data is incorrect.
2022-02-14 11:38:39 +08:00
ankion
98b4495d1f Fix: precision of futures trade data is incorrect. 2022-02-14 10:32:13 +08:00
c9s
a2a7ef4f7a exchange: implement ExchangeOrderQueryService on max and binance 2022-02-10 17:48:53 +08:00
Yo-An Lin
ef820e3f80
Merge pull request #445 from andycheng123/main
strategy: trailing stop TP for support strategy
2022-02-10 16:24:42 +08:00
Andy Cheng
f7fc7f64b4
strategy: fix fixedpoint value compared to 0 problem 2022-02-06 17:47:14 +08:00
Andy Cheng
41c3b860b0
strategy: rename callBackRatio to callbackRatio 2022-02-06 17:47:14 +08:00
Andy Cheng
a9b48ff138
strategy: fix fixedpoint.Value compare to 0 problem 2022-02-06 17:47:14 +08:00
Andy Cheng
16f811f48f
strategy: support strategy doc 2022-02-06 17:47:14 +08:00