Commit Graph

87 Commits

Author SHA1 Message Date
TonyQ
4eb5a099ae account: add nav_history_details and account_service for #302 2021-12-14 08:09:18 +08:00
c9s
15cfd735a0 bbgo: add doc comment for ExchangeSessionSubscriber 2021-10-17 22:23:21 +08:00
c9s
2381df5009 add okex to the exchange factory 2021-05-27 00:35:51 +08:00
c9s
a49cf531b5 fix cross exchange order executor for the basic risk control 2021-05-12 19:02:09 +08:00
c9s
6bbd66a4f9 split environment start and init 2021-05-08 00:45:24 +08:00
c9s
2230c56e56 fix comment warning 2021-05-02 23:48:53 +08:00
c9s
2ef13293e9 fix IDE warnings 2021-05-02 23:47:57 +08:00
c9s
5ec0566888 add more injection checks 2021-05-02 23:46:16 +08:00
Larry850806
dbf5d27f30 Add a validator interface to validate strategy before run 2021-04-02 10:12:55 +08:00
c9s
814a77ea39 xmaker: improve balance checking 2021-03-21 12:55:33 +08:00
ycdesu
c08899f7fb ftx: add ftx to supported exchange 2021-03-15 20:40:04 +08:00
c9s
be00aae81e move trade configuration to the trader struct method 2021-02-20 12:23:31 +08:00
c9s
e3d3eacb78 fix trade service injection 2021-02-16 16:30:01 +08:00
c9s
8ae4cab550 inject TradeService field if we found it 2021-02-16 16:14:49 +08:00
c9s
c75eb6b5ba pull out Persistence injection to the common injection 2021-02-16 16:13:52 +08:00
c9s
5c1630f000 refactor strategy executor 2021-02-16 16:12:00 +08:00
c9s
fc4419b49b refactor injection 2021-02-16 15:58:21 +08:00
c9s
1c2646b0af add Test_injectField 2021-02-16 15:49:57 +08:00
c9s
ffa001fc29 fix quantity format 2021-02-11 00:21:56 +08:00
c9s
7904c6f4d0 add ID() to Strategy interface 2021-02-03 09:08:05 +08:00
c9s
a60aeb4771 pull out .Subscribe from trader.Run 2021-02-01 20:44:15 +08:00
c9s
ddcc8ae4ee move ExchangeOrderExecutor into exchange session 2021-02-01 20:44:15 +08:00
c9s
653eba73c5 improve session error message 2021-01-09 19:47:21 +08:00
c9s
4a1af6f362 add check for PersistenceServiceFacade 2021-01-09 19:44:45 +08:00
c9s
93d71b5300 bbgo: session log error 2021-01-09 19:40:31 +08:00
c9s
9223b2ba47 move FormatOrder to ExchangeSession since it depends on Market 2020-12-21 13:47:40 +08:00
c9s
3eae58322a add trade update callbacks and order update callbacks to order executor 2020-12-21 13:40:23 +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
ef03c0cf20 separate Run and CrossRun
so that we mount one strategy as cross strategy or single exchange strategy
2020-12-03 09:31:40 +08:00
c9s
d38b16fb3e fix cross exchange strategy subscription 2020-12-02 22:44:41 +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
cd283f2c28 remove unused logger field 2020-11-12 17:30:21 +08:00
c9s
8cc1c589a1 fix waitgroup counting 2020-11-12 14:59:47 +08:00
c9s
fc9409673f add graceful shutdown 2020-11-12 14:50:21 +08:00
c9s
6c2aef31a3 improve backtest logging 2020-11-09 16:47:29 +08:00
c9s
e7cc79f3cf replace errors.Errorf with fmt.Errorf 2020-11-09 16:34:35 +08:00
c9s
22a214328d implement backtest command, stream and add backtest config 2020-11-07 02:57:50 +08:00
c9s
14abe3fb7e pull out active order book to the types package 2020-10-31 20:38:20 +08:00
c9s
eb05620f99 use Notifiability directly from environment 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
4afabd92ed clean up code 2020-10-29 17:05:01 +08:00
c9s
2f8bffeaca add strict injection check fo pointer only objects 2020-10-29 07:49:06 +08:00
c9s
67446670ac finalize swing strategy and fix trade reporter issue 2020-10-28 17:48:16 +08:00
c9s
2680ad5072 refactor environment, market data store, injection and add swing strategy 2020-10-28 17:48:16 +08:00
c9s
388346b284 move injectStrategyField to a single file 2020-10-27 20:42:48 +08:00
c9s
e1c2f7cc3d improve notifier signatures and fix slack Notify method 2020-10-27 20:13:10 +08:00