228 Commits

Author	SHA1	Message	Date
c9s	84b6982033	add order store to exchange session	2021-01-24 14:14:25 +08:00
c9s	16aa070120	assign base/quote currency to the position struct	2021-01-20 23:08:57 +08:00
c9s	8a08c406c3	check symbol for the position update	2021-01-20 17:37:23 +08:00
c9s	48dd697ce3	handling short-to-long and long-to-short position	2021-01-20 17:35:58 +08:00
c9s	c2a27b031e	init position with loaded symbols	2021-01-20 16:30:44 +08:00
c9s	d3f6841a27	improve sync command for margin trades and orders	2021-01-20 01:46:17 +08:00
c9s	f8a9610222	pass isolated margin symbol	2021-01-19 23:31:04 +08:00
c9s	310943d010	add isolated margin symbol option	2021-01-19 23:31:04 +08:00
c9s	e8fec434b5	cast exchange instance to margin exchange interface	2021-01-19 23:31:04 +08:00
c9s	d04e1e7816	refactory sync command and upgrade db automatically	2021-01-14 15:10:11 +08:00
c9s	92ab7e125a	improve RegisterStrategy method to register strategy between cross and single	2020-12-31 17:14:47 +08:00
c9s	f485c1ba7f	fix grid strategy order placing	2020-12-29 18:18:32 +08:00
c9s	275aa9494a	support canceling orders on max	2020-12-29 16:00:03 +08:00
c9s	0222c33330	fix kline tail method	2020-12-08 10:26:20 +08:00
c9s	4addf65f64	support memory persistence	2020-12-07 12:03:56 +08:00
c9s	2d98336fb6	implement Persistent API for strategy	2020-12-07 11:44:41 +08:00
c9s	341f735bc3	configure ConfigurePersistence if it's defined	2020-12-07 11:44:41 +08:00
c9s	b843388483	only query subscribed kline intervals	2020-12-07 11:44:23 +08:00
c9s	c5d002a0b0	fix market data kline registration	2020-12-05 13:32:41 +08:00
c9s	ed6d6342e7	fix account currency translation	2020-11-17 14:24:26 +08:00
c9s	f4512f031c	improve cross exchange strategy mounting behavior and add fixedpoint atomic ops	2020-11-17 08:19:22 +08:00
c9s	ded970f5a4	imporve CrossExchange subscription handling	2020-11-15 13:27:33 +08:00
c9s	94aaaf21b0	improve wrapper binary invocation	2020-11-15 13:23:26 +08:00
c9s	04f6da3cb8	add traditional grid strategy	2020-11-10 19:06:20 +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	f69c87b3a8	fix fee calculation and add account balance checking	2020-11-08 21:52:44 +08:00
c9s	641784e1b1	calculate pnl after the backtest	2020-11-07 20:34:34 +08:00
c9s	22a214328d	implement backtest command, stream and add backtest config	2020-11-07 02:57:50 +08:00
c9s	8823a39fc2	support backtesting kline verification	2020-11-07 00:49:17 +08:00
c9s	555fe57341	implement kline sync function from command	2020-11-06 21:40:48 +08:00
c9s	7fab2e24de	improve order persistence and support order data sync	2020-11-05 11:14:14 +08:00
c9s	eb67fc0f8f	make mysql-url optional for run command	2020-11-05 11:14:14 +08:00
c9s	8e0b5d11a7	add max grid config and fix max price formatting	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	49ff9c4dd6	drop legacy trade reporter	2020-10-31 18:35:48 +08:00
c9s	c4d7476212	add submit order routing	2020-10-31 18:35:48 +08:00
c9s	ec9b5230aa	refactor trade report and move trade reporter to the environment layer	2020-10-31 18:35:48 +08:00
c9s	c3961024cf	implement grid strategy update orders method	2020-10-31 18:29:58 +08:00
c9s	19b600bb35	simplify strategy registration api	2020-10-29 07:54:59 +08:00
c9s	6d8ec7894e	refactor standard indicator set with store	2020-10-29 07:40:02 +08:00
c9s	2680ad5072	refactor environment, market data store, injection and add swing strategy	2020-10-28 17:48:16 +08:00
c9s	7d7d2c2fc7	assign standard indicator set to the session	2020-10-28 11:15:50 +08:00
c9s	e2df24f31c	support standard indicatorset	2020-10-28 09:43:19 +08:00
c9s	50693ae845	implement ewma and sma	2020-10-28 09:13:57 +08:00
c9s	ef598c3a0f	assign base order executor descendingly	2020-10-27 09:58:21 +08:00
c9s	955479486a	add symbol channel router and object channel router for notification	2020-10-27 08:19:16 +08:00
c9s	1d8e0bff5a	drop legacy NewDefaultEnvironment method	2020-10-27 08:19:16 +08:00
c9s	cd666fdf9e	pull out db parameter from the constructor	2020-10-26 15:06:39 +08:00
c9s	332ca7ffe8	make trade sync optional	2020-10-26 13:48:59 +08:00
c9s	308427416a	Add more exchange order features ... - use uuid for client order id - add stop limit and stop market order types - add order convert functions - improve submit orders	2020-10-25 19:22:22 +08:00
c9s	ea3e9e7d05	add per-session-based trade reporter	2020-10-22 10:54:03 +08:00
c9s	678e4ef4ab	add trade reporter	2020-10-22 10:47:54 +08:00
c9s	a714af739a	implement TradeReporter	2020-10-21 19:52:55 +08:00
c9s	b1a9a66dba	assign account and stream when allocating session object	2020-10-21 17:42:37 +08:00
c9s	58265d14f9	move cmdutil package	2020-10-21 15:58:58 +08:00
c9s	4ee10de40f	add LoadedCrossExchangeStrategies loader api	2020-10-20 14:21:46 +08:00
c9s	2fbf19455e	implement strategy yaml loader	2020-10-20 13:52:25 +08:00
c9s	a08aebaa17	bbgo: add SetTradeScanTime method	2020-10-20 13:11:04 +08:00
c9s	2bbee6671a	make the first arg of WithCache as a key var	2020-10-20 12:18:29 +08:00
c9s	40c697275d	query market config with cache	2020-10-20 12:11:44 +08:00
c9s	180bfff558	loadedSymbols is not used in the init method	2020-10-20 11:49:18 +08:00
c9s	d68564de28	improve logging	2020-10-19 22:26:43 +08:00
c9s	822e4c2703	receive trade in value instead of pointer	2020-10-19 22:06:43 +08:00
c9s	292dd2492a	add comment for loadedSymbols	2020-10-19 22:02:05 +08:00
c9s	a4b872fc8b	clean up init and connect phase	2020-10-19 22:00:44 +08:00
c9s	6d6e79eab3	fix session initialization issue	2020-10-19 21:58:50 +08:00
c9s	c1590786e8	integrate orderbook updates to market data store	2020-10-18 20:44:12 +08:00
c9s	75115774f6	rename kline store to market data store back	2020-10-18 20:44:12 +08:00
c9s	f9940a9c2f	rename market data store to kline store	2020-10-18 12:32:43 +08:00
c9s	f826bb014a	make markets field private	2020-10-18 12:30:13 +08:00
c9s	dab264a4ad	add more accessors to exchange session, so that we can make it as an interface	2020-10-18 12:29:38 +08:00
c9s	168cb355fc	add accessor to MarketDataStore	2020-10-18 12:27:11 +08:00
c9s	028aef9402	move marketdata store to store package	2020-10-18 12:23:00 +08:00
c9s	73e17730d7	move account type into types package	2020-10-18 11:30:37 +08:00
c9s	c224eb7af7	add kline to the market data store	2020-10-18 00:06:08 +08:00
c9s	9ebccc72ba	add exchange session constructor	2020-10-17 23:51:44 +08:00
c9s	ee86a71ebb	split files	2020-10-16 10:14:36 +08:00