278 Commits

Author	SHA1	Message	Date
c9s	1f94ae1c19	bbgo: move moving average settings struct into bbgo	2021-08-26 11:32:39 +08:00
c9s	2c378d6047	add etf strategy	2021-08-26 11:31:36 +08:00
c9s	0dd7438fd7	schedule: show scheduled order price	2021-08-26 10:29:27 +08:00
c9s	684bfcea19	xbalance: capitalize message	2021-08-19 16:35:16 +08:00
c9s	66b7e1fc3f	schedule: fix schedule subscription	2021-08-19 16:35:05 +08:00
c9s	cf29cfadd0	xbalance: show balance error message	2021-08-17 12:18:29 +08:00
c9s	47258b31c6	xbalance: fix message	2021-08-17 11:36:51 +08:00
c9s	5a0ae6773c	xbalance: configure middle value automatically from total value	2021-08-16 12:52:12 +08:00
c9s	490eb15748	schedule: fix order notification	2021-08-16 12:11:15 +08:00
c9s	5e2b8af4dc	xmaker: fix reset today	2021-07-06 12:19:59 +08:00
c9s	1d316ed89c	xmaker: call reset today if the date exceeded	2021-07-06 12:19:59 +08:00
c9s	3165d10986	support: use trade collector	2021-06-26 20:26:47 +08:00
c9s	aab0c377d7	xmaker: reformat code	2021-06-26 20:26:47 +08:00
c9s	b58b48d668	xmaker: refactor profit stats	2021-06-26 20:26:47 +08:00
c9s	cef28fa651	xbalance: use time util function from the util package	2021-06-26 20:26:47 +08:00
c9s	5621effd6b	add resistance	2021-06-21 19:03:50 +08:00
c9s	4bc0612265	support: add minBaseAssetBalance	2021-06-17 19:28:11 +08:00
c9s	f9fa6e96c3	support: refactor kline handler	2021-06-16 20:33:52 +08:00
c9s	811319fa25	support: fix sensitivity calculation	2021-06-16 14:16:39 +08:00
c9s	5fecccedd6	add resistance check	2021-06-16 13:23:33 +08:00
c9s	3d12a7df59	support: add sensitivity settings	2021-06-16 13:14:10 +08:00
c9s	990da5ad3b	xbalance: add foreign fee for withdrawal	2021-06-09 01:37:33 +08:00
c9s	3fd170a4ff	xmaker: check book before copying	2021-06-09 01:35:56 +08:00
c9s	f5a241a1a8	xmaker: improve warn message	2021-06-09 01:35:50 +08:00
c9s	a0d8a3718a	xmaker: fix bid/ask price check	2021-06-07 02:50:11 +08:00
c9s	d5617d44aa	xmaker: pass source market and maker market for formatting	2021-06-07 02:49:54 +08:00
c9s	0a74cc7171	xmaker: add useDepthPrice option	2021-06-07 02:49:44 +08:00
c9s	b60fd9e356	support: fix quantity formatting	2021-06-07 00:57:47 +08:00
c9s	f66095eff9	support: add target orders to the orders	2021-06-01 01:39:22 +08:00
c9s	e5db780be8	notify trades and update position	2021-06-01 01:39:22 +08:00
c9s	40c3a5870f	support strategy improvements: ... - add taker buy base volume ratio option - add max base asset balance config - add min quote asset balance config - record orders and trades	2021-06-01 01:39:22 +08:00
c9s	69e76485c5	xbalance: fix ticker usage	2021-05-30 18:06:31 +08:00
c9s	38fd5422ab	xmaker: use uncovered position	2021-05-30 14:46:48 +08:00
c9s	9a68cfd288	xmaker: fix trade checking	2021-05-30 00:11:35 +08:00
c9s	70284a8c0f	xmaker: move notify trade	2021-05-29 01:41:29 +08:00
c9s	3789315214	show accumulated net profit	2021-05-29 01:38:44 +08:00
c9s	df10e175f9	xmaker: fix wording	2021-05-29 01:32:33 +08:00
c9s	e2561bde96	xmaker: add NotifyTrade option	2021-05-29 01:31:13 +08:00
c9s	6e0bc7c1e2	xmaker: use trade channel to buffer trades	2021-05-29 01:03:43 +08:00
c9s	33db0b5c6f	xmaker: add trade stores for trade buffering	2021-05-29 00:28:13 +08:00
c9s	d932a686a0	fix strategy market data stream usage	2021-05-28 03:15:29 +08:00
c9s	4f16f6b1f8	fix market data stream usage	2021-05-28 03:13:50 +08:00
c9s	45f1a13870	rename Stream field to UserDataStream and add MarketDataStream	2021-05-27 14:45:06 +08:00
c9s	36071d6649	move MillisecondsJitter to the util package	2021-05-26 23:41:45 +08:00
c9s	9d7f147fbf	fix address UnmarshalJSON	2021-05-26 23:37:08 +08:00
c9s	967c7e9f9d	xbalance: add withdrawal options	2021-05-26 23:24:05 +08:00
c9s	8781902b68	xmaker: fix stop hedge balance condition	2021-05-26 23:05:41 +08:00
c9s	117b26840e	show net profit margin percentage	2021-05-23 01:17:20 +08:00
c9s	9b9643e1f9	improve order cancellation mechanisim	2021-05-22 17:44:20 +08:00
c9s	cca3284140	separate net profit and profit	2021-05-22 17:17:37 +08:00