Commit Graph

1213 Commits

Author SHA1 Message Date
c9s
80fc10a1fd
bbgo: add session name to the metrics 2024-08-21 15:46:09 +08:00
c9s
fead99aaa6
add more balance metrics 2024-08-21 15:33:27 +08:00
c9s
40d3a40277
types: add marginType 2024-08-21 15:24:43 +08:00
c9s
d8fad8250c
fix duplicated field 2024-08-20 14:01:19 +08:00
c9s
b7d18e687e
twap: implement orderUpdater 2024-08-20 14:01:03 +08:00
c9s
51c1b995c2
twap: add v2 fixed quantity executor 2024-08-20 14:01:03 +08:00
c9s
621a2b86cf
twap: move twap execution to a single package 2024-08-17 13:29:27 +08:00
c9s
6afde4808f
use NamedQueryContext instead of NamedQuery 2024-06-19 15:51:16 +08:00
c9s
b2722d9e44
environment: check syncBufferPeriod 2024-06-19 14:18:21 +08:00
Lan Phan
37a0ae53e9 support Binance paper trading for sync sub-command 2024-03-28 13:31:10 +07:00
c9s
6ac642bf32
Merge pull request #1604 from anywhy/indicator_adx
FEATURE:[indicator] add adx indicator
2024-03-26 18:13:21 +08:00
anywhy
88281c1520 indicator_set add adx 2024-03-23 17:17:40 +08:00
Newtoniano
17368b9585 add short position close logic 2024-03-20 18:48:08 +01:00
c9s
aced149ee8
xalign: add more complex test case for xalign strategy 2024-03-19 15:29:18 +08:00
anywhy
a26f489dad add test case 2024-03-14 22:41:58 +08:00
anywhy
9f50e256c8 fi: restore parameter when update active orde book 2024-03-14 14:48:15 +08:00
zenix.huang
f1a4879253 upgrade golang mockgen to uber mockgen. generate exchange public 2024-03-12 14:18:14 +09:00
c9s
43cf40ca05
Merge pull request #1555 from c9s/edwin/bbgo/fix-order 2024-03-05 10:08:58 +08:00
edwin
751f82bc56 pkg/bbgo: use origin order if error occurred 2024-03-05 09:45:14 +08:00
bailantaotao
9c85a5ccce
Merge pull request #1554 from c9s/edwin/add-more-logs
MINOR: [bbgo] add more logs
2024-03-05 09:37:48 +08:00
edwin
a392d8d579 pkg: add more logs 2024-03-04 22:40:25 +08:00
root
2567bd0caa set the defauinteralv alue to 1m 2024-02-28 15:02:57 +08:00
root
151722664f Use configuration instead of kine fixed interval 2024-02-28 14:41:25 +08:00
c9s
3b8a3bed5f
add universal cancel all orders api helper 2024-02-23 16:56:30 +08:00
Michal Jirman
825be2a08e
indicator: keltner channel 2024-02-03 17:13:51 +05:45
Michal Jirman
f8175a9cfe
telegram: prevent sending error in case of no opened position 2024-02-02 21:44:27 +05:45
c9s
9efd8bd604
fix backtest Initialize call 2024-01-28 14:29:54 +08:00
c9s
93bddfdccd
fix database config parsing 2024-01-26 16:39:05 +08:00
c9s
dd07bc7159
fix bollinger indicator history kline push 2024-01-24 16:25:28 +08:00
c9s
884b8f2b45
Merge pull request #1509 from c9s/kbearXD/dca2/profit-stats-and-recover
[dca2] fix dca2 bug
2024-01-24 15:50:09 +08:00
c9s
59713fa532
support extra migration packages 2024-01-24 15:33:17 +08:00
chiahung.lin
1b33308450 fix bug and new field running to help to test 2024-01-18 15:39:56 +08:00
c9s
ad8ea86173
change max borrowable query from error to warn 2024-01-07 19:09:11 +08:00
c9s
8878005417
add DisableMarketDataStore option 2023-12-26 10:53:18 +08:00
c9s
882c1273b3
bbgo: pull out findPossibleMarketSymbols and add tests 2023-12-18 22:09:04 +08:00
c9s
671ce872c4
bbgo: fix and improve session UpdatePrice method 2023-12-18 22:01:11 +08:00
c9s
92aa7652d5
bbgo: add recordPosition log 2023-12-18 15:49:20 +08:00
c9s
3e6d6e10b3
all: move Initialize() call out, call it before the LoadState 2023-12-18 12:09:03 +08:00
c9s
c870defd47
xdepthmaker: improve shutdown process 2023-12-13 16:29:07 +08:00
c9s
c170eac991
bbgo: fix active order book graceful cancel checking logics 2023-12-13 15:25:52 +08:00
c9s
115c2dc139
bbgo: refactor active orderbook 2023-12-13 14:00:53 +08:00
c9s
6cbb17fb76
all: refactor log formatter functions 2023-12-13 09:47:18 +08:00
c9s
158c48b807
bbgo: change verbose info log to debug log 2023-12-11 20:46:17 +08:00
c9s
9f14215ce8
bbgo: reduce logs 2023-12-11 17:59:02 +08:00
c9s
33f0571511
bbgo: fix since time override 2023-12-08 09:38:43 +08:00
c9s
b8fb2ac478
bbgo: fix active orderbook symbol order grouping 2023-12-07 16:18:24 +08:00
c9s
f03ac52ce5
activeOrderBook: use orderMap instead of orderStore 2023-12-07 16:18:24 +08:00
c9s
263c0883d1
bbgo: solve the scale when unmarshalling the json 2023-12-07 16:18:23 +08:00
c9s
ed63b23e2a
xdepthmaker: refactor CrossRun with CrossExchangeMarketMakingStrategy 2023-12-07 16:18:22 +08:00
root
cdeb0bc908 FIX: format minimal profit to percent 2023-11-29 18:37:28 +08:00