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Author	SHA1	Message	Date
c9s	581538475d	fix syntax error	2020-11-14 12:50:12 +08:00
c9s	c0c90ff450	add bollgrid	2020-11-14 12:45:44 +08:00
c9s	d1d1907c66	copy setup to setup-grid.sh	2020-11-14 12:36:29 +08:00
c9s	e8b5379202	bollgrid: add warn messages	2020-11-12 17:41:28 +08:00
c9s	2b6547df47	bollgrid: add profit orderbook for bolling grid	2020-11-12 17:38:13 +08:00
c9s	cd283f2c28	remove unused logger field	2020-11-12 17:30:21 +08:00
Yo-An Lin	0e16434e24	Delete grid-max.yaml	2020-11-12 17:03:15 +08:00
c9s	6928cba9ac	fix binary download	2020-11-12 16:56:32 +08:00
c9s	0e0f43dc76	Makefile: clean should also clean up the dist dir	2020-11-12 16:55:26 +08:00
c9s	86c93ff36d	update setup script	2020-11-12 16:48:27 +08:00
c9s	63bfaccc4e	update config	2020-11-12 16:34:57 +08:00
c9s	1a6f5b99ae	bollgrid: submit orders on connect	2020-11-12 16:31:09 +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	de2a8d6adc	update grid backtest date range	2020-11-12 12:55:54 +08:00
c9s	af8826a9e4	improve messages	2020-11-12 08:30:57 +08:00
c9s	6740541bcd	improve bollgrid	2020-11-12 08:28:59 +08:00
c9s	35a5b61f60	add local active orderbook callback files	2020-11-11 23:19:16 +08:00
c9s	4dfc0039e5	add bollgrid config	2020-11-11 23:19:08 +08:00
c9s	0264baa922	refactor and improve bollgrid	2020-11-11 23:18:53 +08:00
c9s	d17204198b	fix message case	2020-11-11 18:12:57 +08:00
c9s	55747c20fc	update setup script	2020-11-11 18:11:33 +08:00
c9s	907cf1ffc1	fix setup script	2020-11-11 17:56:11 +08:00
c9s	3912de235b	rename baseQuantity to just quantity	2020-11-11 17:55:44 +08:00
c9s	b2cd595069	grid: rename baseQuantity to just quantity	2020-11-11 17:55:16 +08:00
c9s	f6572b6695	ignore .DS_STORE	2020-11-11 17:51:14 +08:00
c9s	460a581cfd	add setup script	2020-11-11 17:51:02 +08:00
c9s	d41d671338	update readme	2020-11-11 16:35:21 +08:00
c9s	fc15404db1	ignore /dist dir	2020-11-11 16:34:29 +08:00
c9s	02a8b5ec16	add Makefile for building dist files	2020-11-11 16:34:20 +08:00
c9s	4bb5730cea	remove backtest flag from the sync command	2020-11-11 16:11:41 +08:00
c9s	24e5911140	refactory sync mode into the backtest command	2020-11-11 16:08:24 +08:00
c9s	097b2d30a6	add base-asset-baseline flag for backtest	2020-11-11 14:39:33 +08:00
c9s	04f6da3cb8	add traditional grid strategy	2020-11-10 19:06:20 +08:00
c9s	4ab402a188	clean up legacy code	2020-11-10 16:56:30 +08:00
c9s	04a7c7a2cc	add stddev accessor	2020-11-10 16:55:35 +08:00
c9s	23c19c5968	use fixedpoint for balances	2020-11-10 14:19:33 +08:00
c9s	cdf7959029	fix fixedpoint unmarshal	2020-11-10 14:19:22 +08:00
c9s	923fea0d94	improve backtest cmd	2020-11-10 14:19:11 +08:00
c9s	941c93794c	fix grid strategy for backtesting	2020-11-10 14:18:54 +08:00
c9s	770efeed4f	pnl format improve	2020-11-10 14:18:27 +08:00
c9s	69a33b6400	fix and improve backtest	2020-11-10 14:18:04 +08:00
c9s	f5b17193c5	move verbose flag detection before we setup the environment	2020-11-09 16:49:03 +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	1e129e4c86	collect error object instead of logging	2020-11-09 15:29:40 +08:00
c9s	8414f406bf	drop the legacy order executor	2020-11-09 15:02:12 +08:00
c9s	4a2a542222	refactor basic risk controller	2020-11-09 14:56:54 +08:00
c9s	ded89e099f	refactor simple price matching	2020-11-09 03:17:02 +08:00
c9s	5cc9506960	simplify executeTrade method since we should not use over locked funds	2020-11-09 03:09:12 +08:00