980 Commits

Author	SHA1	Message	Date
c9s	5f8e3259eb	add stopHedgeQuoteBalance and stopHedgeBaseBalance	2021-05-11 12:47:45 +08:00
c9s	d2a770bc05	adjust second layer price according to the pips	2021-05-11 01:06:39 +08:00
c9s	b86ed36aa2	calculate price by depth	2021-05-11 00:58:11 +08:00
c9s	4429a29c29	disable hedge quote adjustment	2021-05-11 00:10:49 +08:00
c9s	fa3ca54a55	improve warning messages	2021-05-10 23:52:17 +08:00
c9s	fe4e4bf5ea	use bbgo.AdjustQuantityByMaxAmount	2021-05-10 23:50:19 +08:00
c9s	b16d2553b5	remove floating point	2021-05-10 23:49:25 +08:00
c9s	1f9558cd64	use local timezone	2021-05-10 23:27:08 +08:00
c9s	af8f718228	add more pnl details to the state	2021-05-10 20:22:33 +08:00
c9s	95d58e9385	adjust hedge quantity according to the hedge account balances	2021-05-10 20:13:23 +08:00
c9s	c1ea9ff9ed	xmaker: move cancel order calls to the go routine	2021-05-10 13:18:57 +08:00
c9s	c90871fb39	implement pending removal order ids	2021-05-10 13:06:23 +08:00
c9s	ddab6083d4	xmaker: support quantity scale	2021-05-10 02:52:41 +08:00
c9s	dde998aced	fix graceful shutdown	2021-05-10 02:17:19 +08:00
c9s	405f9c863f	xmaker: call cancel orders everytime	2021-05-10 01:47:17 +08:00
c9s	ce63641d70	print otp auth guide when session is loaded	2021-05-10 01:38:19 +08:00
Yo-An Lin	8a9fe7ea23	Merge pull request #221 from frankurcrazy/fix/skip-cancel-profit-order-on-graceful-exit ... fix(bollgrid): skip canceling profit orders on graceful exit	2021-05-10 01:11:20 +08:00
c9s	8995300cbe	use go routine to send message so that we wont be blocked	2021-05-10 00:02:08 +08:00
c9s	0307a740e3	calculate accumulatedProfit	2021-05-09 23:56:54 +08:00
c9s	a98fbeea77	reduce notify calls	2021-05-09 21:14:51 +08:00
c9s	3f8f5616d7	add more order info the local order book printing	2021-05-09 20:03:16 +08:00
c9s	2f326d0fed	xmaker: add interval jitter	2021-05-09 20:03:06 +08:00
c9s	c278cdbf30	improve order sync map lock handling	2021-05-09 19:50:26 +08:00
c9s	74e01ce444	fix order waiting for graceful shutdown	2021-05-09 19:44:51 +08:00
c9s	e06310da26	print unhandled order status	2021-05-09 19:44:43 +08:00
c9s	ff90a704d9	fix fixedpoint format	2021-05-09 19:40:56 +08:00
c9s	e35eef2b72	fix message formatting	2021-05-09 19:15:37 +08:00
c9s	9525a334d2	add more fix	2021-05-09 19:04:44 +08:00
c9s	1b454be0f3	fix quote quantity label	2021-05-09 18:58:05 +08:00
c9s	b343ecad61	xmaker: add more helpful messages	2021-05-09 18:55:56 +08:00
c9s	dc282182a5	fix xmaker order cancellation in the graceful shutdown	2021-05-09 18:48:25 +08:00
c9s	569bbfea54	use new bbgo position for calculating profits	2021-05-09 18:46:09 +08:00
c9s	f44d85d704	fix QuantityMultiplier	2021-05-09 18:33:11 +08:00
c9s	c0f12cf452	xmaker: add active maker order cancellation check	2021-05-09 18:32:29 +08:00
なるみ	52248fcf2e	feature: add MACD indicator (#219)	2021-05-09 00:56:44 +08:00
Frank Chang	da0ea3d390	fix(bollgrid): skip canceling profit order on graceful exit ... profit orders shouldn't be canceled on graceful exit unless properly persisted. a new strategy parameter `shutdownCancelProfitOrders` is added. Issue: #220	2021-05-08 15:19:04 +08:00
なるみ	3f39131d76	feature: add volume weighted average price (vwap) indicator (#211)	2021-05-08 02:09:45 +08:00
c9s	fd7081e96f	bump version to v1.15.5	2021-05-08 01:11:31 +08:00
c9s	d01abffde3	add todo for the backtest trades	2021-05-08 01:09:06 +08:00
c9s	13d9f2ba49	grid: fix order generator checking	2021-05-08 01:00:57 +08:00
c9s	a94c42d9c2	grid: improve error messages	2021-05-08 00:59:30 +08:00
c9s	ee68deb114	apply limit param to the queries	2021-05-08 00:57:25 +08:00
c9s	d8d2e17b9e	fix backtest exchange query klines methods	2021-05-08 00:57:12 +08:00
c9s	6bbd66a4f9	split environment start and init	2021-05-08 00:45:24 +08:00
c9s	14eedecd0e	fix backtest sync from time	2021-05-08 00:44:43 +08:00
c9s	61ad2b6567	emit start callback for backtest	2021-05-08 00:43:53 +08:00
c9s	3501e8f5fd	refactor backtest, add BootstrapBacktestEnvironment	2021-05-08 00:14:25 +08:00
c9s	f67075c818	bump version to v1.15.4	2021-05-07 14:08:11 +08:00
c9s	858d6bdf05	grid: adjust callback registration ordering	2021-05-07 02:14:35 +08:00
c9s	494a270c54	insert trades to db only when backtest service is nil	2021-05-07 01:50:38 +08:00