ycchen
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6655e16889
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minor tweaks
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2021-02-08 22:41:44 +01:00 |
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ycchen
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61c98432f2
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feat: tickers for asset calculation
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2021-02-08 22:41:44 +01:00 |
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c9s
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098a966813
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add test case for config.Map method
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2021-02-03 09:34:53 +08:00 |
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c9s
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8aa96c4546
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integrate strateg adding api
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2021-02-03 02:26:41 +08:00 |
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c9s
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17d5e301dc
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refine setup steps
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2021-02-02 17:26:35 +08:00 |
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c9s
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a60aeb4771
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pull out .Subscribe from trader.Run
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2021-02-01 20:44:15 +08:00 |
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c9s
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ddcc8ae4ee
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move ExchangeOrderExecutor into exchange session
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2021-02-01 20:44:15 +08:00 |
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c9s
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de8e717a41
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refactor session initialization function
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2021-02-01 20:44:15 +08:00 |
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c9s
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95129e94d7
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add lastPrcieUpdatedAt timestamp for checking last price cache
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2021-01-26 17:23:40 +08:00 |
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c9s
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df17c4b1b6
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add trading volume query api
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2021-01-26 17:21:18 +08:00 |
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c9s
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09b3046feb
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lower case fields are not exported to json
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2021-01-25 14:32:46 +08:00 |
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c9s
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42b66d6898
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add OrderStore accessor on ExchangeSession
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2021-01-24 19:08:12 +08:00 |
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c9s
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eccc2c6e0f
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implement session config api and server
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2021-01-24 18:42:36 +08:00 |
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c9s
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1892d03326
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make session trades map thread safe
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2021-01-24 14:14:25 +08:00 |
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c9s
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84b6982033
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add order store to exchange session
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2021-01-24 14:14:25 +08:00 |
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c9s
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0051dbc78a
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add Position accessor
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2021-01-20 16:29:15 +08:00 |
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c9s
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079fcf08e3
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initialize position map
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2021-01-20 16:28:27 +08:00 |
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c9s
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d3f6841a27
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improve sync command for margin trades and orders
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2021-01-20 01:46:17 +08:00 |
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c9s
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9223b2ba47
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move FormatOrder to ExchangeSession since it depends on Market
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2020-12-21 13:47:40 +08:00 |
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c9s
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d226ec2e01
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change field names to lower case so that we can use shorter name for the accessors
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2020-12-02 22:21:13 +08:00 |
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c9s
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f4512f031c
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improve cross exchange strategy mounting behavior and add fixedpoint atomic ops
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2020-11-17 08:19:22 +08:00 |
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c9s
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0264baa922
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refactor and improve bollgrid
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2020-11-11 23:18:53 +08:00 |
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c9s
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04f6da3cb8
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add traditional grid strategy
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2020-11-10 19:06:20 +08:00 |
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c9s
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ec9b5230aa
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refactor trade report and move trade reporter to the environment layer
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2020-10-31 18:35:48 +08:00 |
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c9s
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8867ceb951
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initialize Notifiability for exchange session
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2020-10-31 18:35:48 +08:00 |
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c9s
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dc547aa818
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fix BOLL map allocation
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2020-10-31 18:29:58 +08:00 |
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c9s
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e60127090b
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add GetBOLL access to standard indicator sets
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2020-10-31 18:29:58 +08:00 |
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c9s
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d49b2be543
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add bollinger indicator
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2020-10-29 17:51:20 +08:00 |
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c9s
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5f45d18ae2
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fix struct composition
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2020-10-29 13:08:33 +08:00 |
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c9s
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c71f013916
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let SMA indicator and EWMA indicator use IntervalWindow type
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2020-10-29 07:51:23 +08:00 |
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c9s
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33257c591e
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refactor swing strategy with types IntervalWindow
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2020-10-29 07:44:22 +08:00 |
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c9s
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6d8ec7894e
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refactor standard indicator set with store
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2020-10-29 07:40:02 +08:00 |
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c9s
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67446670ac
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finalize swing strategy and fix trade reporter issue
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2020-10-28 17:48:16 +08:00 |
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c9s
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2680ad5072
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refactor environment, market data store, injection and add swing strategy
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2020-10-28 17:48:16 +08:00 |
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c9s
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e2df24f31c
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support standard indicatorset
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2020-10-28 09:43:19 +08:00 |
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c9s
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50693ae845
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implement ewma and sma
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2020-10-28 09:13:57 +08:00 |
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c9s
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ea3e9e7d05
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add per-session-based trade reporter
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2020-10-22 10:54:03 +08:00 |
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c9s
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b1a9a66dba
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assign account and stream when allocating session object
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2020-10-21 17:42:37 +08:00 |
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c9s
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c1590786e8
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integrate orderbook updates to market data store
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2020-10-18 20:44:12 +08:00 |
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c9s
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75115774f6
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rename kline store to market data store back
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2020-10-18 20:44:12 +08:00 |
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c9s
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f9940a9c2f
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rename market data store to kline store
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2020-10-18 12:32:43 +08:00 |
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c9s
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f826bb014a
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make markets field private
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2020-10-18 12:30:13 +08:00 |
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c9s
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dab264a4ad
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add more accessors to exchange session, so that we can make it as an interface
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2020-10-18 12:29:38 +08:00 |
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c9s
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168cb355fc
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add accessor to MarketDataStore
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2020-10-18 12:27:11 +08:00 |
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c9s
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028aef9402
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move marketdata store to store package
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2020-10-18 12:23:00 +08:00 |
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c9s
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73e17730d7
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move account type into types package
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2020-10-18 11:30:37 +08:00 |
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c9s
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9ebccc72ba
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add exchange session constructor
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2020-10-17 23:51:44 +08:00 |
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c9s
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ee86a71ebb
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split files
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2020-10-16 10:14:36 +08:00 |
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