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808d771748
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Author SHA1 Message Date
c9s
808d771748
Merge pull request #1218 from c9s/feature/scmaker-liq-skew 
FEATURE: [scmaker] add liquiditySkew support
 2023-07-03 17:23:20 +08:00
Andy Cheng
624489cf65
Merge pull request #1217 from andycheng123/fix/hhllstop 
FIX: log hhllStop higher high and lower low detection instead of notify
 2023-07-03 16:30:00 +08:00
c9s
3052dd5add
scmaker: add liquiditySkew support 2023-07-03 16:22:01 +08:00
Andy Cheng
b877d07f74
exit/hhllStop: log hhll detection instead of notify 2023-07-03 16:06:04 +08:00
c9s
532b6f783d
types: remove unused Interval1ms 2023-07-03 15:27:37 +08:00
c9s
ea130e434c
types,cmd: add IntervalMap type to refactor the interval code 2023-07-03 15:14:48 +08:00
c9s
d60dbe5e0b
refactor interval slice code and add sort test 2023-07-03 15:07:34 +08:00
c9s
19552b066e
add v1.50.1 release note 2023-07-02 14:14:06 +08:00
c9s
471df81b29
bump version to v1.50.1 2023-07-02 14:14:06 +08:00
c9s
94e7e80cf0
update command doc files 2023-07-02 14:14:06 +08:00
c9s
3f7710303f
fix .Indicators nil map 2023-07-02 14:13:24 +08:00
c9s
334204b46a
bbgo: add deprecation warning 2023-07-01 13:26:57 +08:00
Andy Cheng
31e9aa8c22
Merge pull request #1216 from andycheng123/fix/hhllsop 
Fix: exit/hhllStop bugs
 2023-06-30 16:31:13 +08:00
Andy Cheng
2fe19119a7
exit/hhllStop: avoid using underscore in variable names 2023-06-30 14:10:25 +08:00
Andy Cheng
12e3e9b5f8
exit/hhllStop: readability 2023-06-30 14:03:46 +08:00
Andy Cheng
936a3c95d9
exit/hhllStop: readability 2023-06-30 13:55:07 +08:00
Andy Cheng
43c49aa41d
exit/hhllStop: readability 2023-06-30 13:51:47 +08:00
Andy Cheng
3c0ade57f8
exit/hhllStop: fix bugs 2023-06-30 13:42:10 +08:00
c9s
3aa2aed688
add v1.50.0 release note 2023-06-30 12:02:40 +08:00
c9s
daec6b5f30
bump version to v1.50.0 2023-06-30 12:02:40 +08:00
c9s
184d282e1a
update command doc files 2023-06-30 12:02:40 +08:00
c9s
3929eb2090
Merge pull request #1214 from c9s/refactor/bollmaker 
REFACTOR: [bollmaker] upgrade to indicator v2
 2023-06-30 12:01:47 +08:00
c9s
e1affc746d
Merge pull request #1213 from c9s/feature/v2-indicator-set 
FEATURE: add v2 indicator set api
 2023-06-30 12:01:03 +08:00
c9s
9d416a3dde
Merge pull request #1215 from c9s/fix/grid2-try-lock 
FIX: [grid2] use tryLock during the openGrid process
 2023-06-30 11:49:51 +08:00
c9s
fe9038106d
types: wrap pendingRemoval with lock 2023-06-30 11:41:13 +08:00
c9s
085114b244
grid2: add warning message when failed to acquire the lock 2023-06-30 11:07:02 +08:00
c9s
0e2f69e837
bbgo: just use else condition 2023-06-30 11:05:03 +08:00
c9s
a3a1586e24
bbgo: add TestIndicatorSet_EWMA test 2023-06-30 11:02:42 +08:00
c9s
ea1025d790
indicator: implement Subscribe method on PriceStream 2023-06-30 10:58:25 +08:00
c9s
775ad7d906
indicator: improve kline stream backfill 2023-06-30 10:58:07 +08:00
c9s
dcb091cab1
bbgo: add TestIndicatorSet_closeCache test 2023-06-30 10:46:40 +08:00
c9s
9885a68537
bbgo: rename AddBackLog to BackFill 2023-06-30 10:38:38 +08:00
c9s
064932ea9d
indicator: add VOLUME api 2023-06-30 10:37:42 +08:00
c9s
b29c1aa972
bbgo: add warning 2023-06-30 10:35:34 +08:00
c9s
77e31e9274
types: split pendingRemoval lock scope 2023-06-30 01:12:10 +08:00
c9s
fc7edc5c80
grid2: call TryLock in updateGridNumOfOrdersMetricsWithLock 2023-06-30 01:05:18 +08:00
c9s
5c5543d78a
bbgo: when err == nil, should just return the created orders 2023-06-29 21:08:43 +08:00
c9s
e3be2a8af6
bollmaker: replace bollinger indicator with v2 indicator 2023-06-29 18:04:39 +08:00
c9s
f91a4c2979
indicator: simplify add klines 2023-06-29 17:55:55 +08:00
c9s
eafd777046
add indicators v2 api to session 2023-06-29 17:49:04 +08:00
c9s
dddf7c57ba
bbgo: add v2 indicator set 2023-06-29 17:44:36 +08:00
c9s
ead9b9737b
add v1.49.0 release note 2023-06-29 17:19:22 +08:00
c9s
2d9890a18f
bump version to v1.49.0 2023-06-29 17:19:22 +08:00
c9s
7e894ef0cd
update command doc files 2023-06-29 17:19:22 +08:00
c9s
8a89408f0f
Merge pull request #1212 from randych521/randy/feat/riskcontrol-for-mm 
FEATURE: add risk controls for strategies
 2023-06-29 17:18:03 +08:00
c9s
ce40549e88
all: rename QueryOrderUntilSuccessful to QueryOrderUntilFilled 2023-06-29 17:17:32 +08:00
randy
9a98c4995e Add two risk controls for strategies: postion and circuit break. 2023-06-29 16:52:35 +08:00
c9s
9254fb3b18
Merge pull request #1211 from c9s/improve/concurrent-stop-loss 
CHORE: bbgo: rename env ENABLE_MARKET_TRADE_STOP to DISABLE_MARKET_TRADE_STOP
 2023-06-29 14:38:25 +08:00
c9s
c6f7723620
bbgo: rename env ENABLE_MARKET_TRADE_STOP to DISABLE_MARKET_TRADE_STOP 
since we've set it default to true
 2023-06-29 14:26:12 +08:00
c9s
3da145877f
Merge pull request #1206 from c9s/improve/concurrent-stop-loss 
IMPROVE: improve stop loss methods
 2023-06-29 14:25:02 +08:00