Commit Graph

46 Commits

Author SHA1 Message Date
c9s
cf1be9fc6f
bbgo: process pending order update for active order book 2023-02-17 19:15:00 +08:00
c9s
e48ae215e5
bbgo: remove Notifiability from the order executor 2022-09-19 09:51:48 +08:00
c9s
59b1e52439
bbgo: remove submitOrder notification 2022-09-19 09:38:57 +08:00
c9s
c484c1f176
reformat code 2022-09-10 13:31:31 +08:00
c9s
29105eb57f
all: simplify underlying exchange submitOrder method
- Replace SubmitOrders with SubmitOrder
- Accept only one submit order and return one created order
- Add bbgo.BatchPlaceOrders helper method and bbgo.BatchRetryPlaceOrders method
2022-09-09 18:41:06 +08:00
c9s
47677e303f
pivotshort: refactor take profit and stop loss methods
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-26 16:13:58 +08:00
c9s
eacd1f1ae6
all: rewrite notification api
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-19 12:29:36 +08:00
c9s
47e76a9eb5
pivotshort: refactor and redesign order executor
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-18 12:30:42 +08:00
zenix
7a045a48d4 fix: drift window in factorzoo, order_execution print order, refactor: use defer to mu.Unlock in depth/buffer.go 2022-06-08 12:14:53 +09:00
c9s
dc0cb30b23
fix order submit message format 2022-06-07 20:26:33 +08:00
c9s
625bd0c5e4
fix order executor formatting 2022-06-06 07:23:16 +08:00
c9s
18da434e92 all: use thread-safe GetAccount method to get account 2022-04-23 15:43:11 +08:00
zenix
77a88aabe4 feature: add CancelOrders and CancelOrdersTo to executor 2022-03-16 21:38:09 +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
d9450e823e fix all the fixedpoint use other than strategy 2022-02-15 12:01:39 +09:00
c9s
e5b4af53e6 all: clean up SubmitOrder fields 2022-01-11 01:36:19 +08:00
c9s
bb34b1002a improve order execution graceful shutdown 2021-05-14 14:53:26 +08:00
c9s
a49cf531b5 fix cross exchange order executor for the basic risk control 2021-05-12 19:02:09 +08:00
c9s
95d58e9385 adjust hedge quantity according to the hedge account balances 2021-05-10 20:13:23 +08:00
ben
40eadfeaca add yaml tag for mapping basic risk control order executor. 2021-03-01 13:44:58 +08:00
c9s
ffa001fc29 fix quantity format 2021-02-11 00:21:56 +08:00
c9s
25eab8e95f adjust log 2020-12-29 18:32:51 +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
4f399ebb9f fix stop price formating 2020-12-03 09:25:47 +08:00
c9s
f4512f031c improve cross exchange strategy mounting behavior and add fixedpoint atomic ops 2020-11-17 08:19:22 +08:00
c9s
cd283f2c28 remove unused logger field 2020-11-12 17:30:21 +08:00
c9s
23c19c5968 use fixedpoint for balances 2020-11-10 14:19:33 +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
8e0b5d11a7 add max grid config and fix max price formatting 2020-10-31 20:38:20 +08:00
c9s
14abe3fb7e pull out active order book to the types package 2020-10-31 20:38:20 +08:00
c9s
2397acd45f fix type casting and assertion by passing pointer 2020-10-31 18:35:48 +08:00
c9s
c4d7476212 add submit order routing 2020-10-31 18:35:48 +08:00
c9s
33257c591e refactor swing strategy with types IntervalWindow 2020-10-29 07:44:22 +08:00
c9s
b22e0370b3 drop legacy OrderProcessor and remove slack debug 2020-10-28 17:48:16 +08:00
c9s
468864302e fix submit order quantity formatting 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
ef598c3a0f assign base order executor descendingly 2020-10-27 09:58:21 +08:00
c9s
0fd9e8b95a reset price field when market order is used 2020-10-26 22:08:16 +08:00
c9s
c324a791f6 refactor and configure risk control order executor 2020-10-26 21:36:47 +08:00
c9s
59aa5c5ee2 implement RiskControlOrderExecutor 2020-10-26 18:28:34 +08:00
c9s
4e7c1a327b pull out order formatter 2020-10-26 18:17:18 +08:00
c9s
145264aae4 cancel orders and re-submit maker orders 2020-10-26 00:26:17 +08:00