c9s
|
d57f8fedfe
|
bbgo: fix active book order removal
|
2022-01-10 12:29:19 +08:00 |
|
c9s
|
d94cc2df31
|
bbgo: add recover callbacks to trace collector
|
2022-01-09 15:39:59 +08:00 |
|
c9s
|
0cec652f38
|
bollmaker: skip submitOrder calls if submitOrders is empty
|
2022-01-09 02:35:12 +08:00 |
|
c9s
|
7e2acdc416
|
all: add lock protected GetBase method for Position
|
2022-01-09 00:35:45 +08:00 |
|
c9s
|
d1420e66be
|
fix TestTradeCollector_ShouldNotCountDuplicatedTrade
|
2022-01-08 02:20:30 +08:00 |
|
c9s
|
e0b906a88b
|
bbgo: fix processTrade
|
2022-01-07 16:53:11 +08:00 |
|
c9s
|
a5fb408a16
|
twap: refactor and call activeMakerOrders.GracefulCancel
|
2022-01-07 01:34:23 +08:00 |
|
c9s
|
e312ec953c
|
bbgo: rename test case
|
2022-01-07 01:23:54 +08:00 |
|
c9s
|
d63cc42867
|
bbgo: add trade collector test
|
2022-01-07 01:17:07 +08:00 |
|
c9s
|
a49d001c29
|
xmaker: add trade scanner
|
2022-01-07 01:03:12 +08:00 |
|
c9s
|
69ae3259ff
|
bbgo: mark trade as done in the trade collector for preventing duplicated trade
|
2022-01-07 00:28:12 +08:00 |
|
c9s
|
259771b0b0
|
all: pull out the graceful cancel process to the local active book
|
2022-01-07 00:10:40 +08:00 |
|
c9s
|
47e23fda90
|
bbgo: add cache expiry
|
2022-01-06 23:57:42 +08:00 |
|
c9s
|
1116fc1de1
|
session: print klines only when debug-kline is enabled
|
2021-12-31 15:13:26 +08:00 |
|
c9s
|
63ccc2d3d0
|
bbgo: remove order if ExecutedQuantity is zero
|
2021-12-31 01:55:22 +08:00 |
|
c9s
|
ba73d5a09a
|
fix kucoin orderTime parsing and order id conversion
|
2021-12-30 22:02:50 +08:00 |
|
c9s
|
31070c3950
|
pull out connection status binder
|
2021-12-30 17:25:47 +08:00 |
|
c9s
|
26ff576727
|
fix connection status callbacks
|
2021-12-30 17:23:27 +08:00 |
|
c9s
|
cfc66dc13e
|
bbgo: add session connection notification
|
2021-12-30 17:18:04 +08:00 |
|
c9s
|
a2931da92c
|
move math rand
|
2021-12-30 16:18:32 +08:00 |
|
c9s
|
22e4da3775
|
fix pendingRemoval lock
|
2021-12-29 23:53:46 +08:00 |
|
c9s
|
090d60b44e
|
fix session connection status metrics
|
2021-12-28 01:58:36 +08:00 |
|
c9s
|
a0e41650be
|
add metricsLastUpdateTimeBalance metrics
|
2021-12-28 01:39:17 +08:00 |
|
c9s
|
bb9ef72028
|
update metricsConnectionStatus metrics
|
2021-12-28 00:49:56 +08:00 |
|
c9s
|
bb7b33e532
|
bbgo: bind and update balance metrics updater
|
2021-12-27 17:27:16 +08:00 |
|
c9s
|
7b629c9d30
|
bbgo: update balances metrics and trade metrics
|
2021-12-27 17:16:30 +08:00 |
|
c9s
|
0f24eec715
|
bbgo: fix: filter trades by symbol
|
2021-12-27 16:32:30 +08:00 |
|
c9s
|
42f22e0ef3
|
add prometheus metrics server
|
2021-12-27 16:27:14 +08:00 |
|
c9s
|
a31e2743ee
|
fix kline log space
|
2021-12-27 00:54:10 +08:00 |
|
c9s
|
f7c39290a0
|
call tradeCollector process to check trades
|
2021-12-27 00:51:57 +08:00 |
|
c9s
|
770c1067fc
|
bbgo: fix order store RemoveCancelled
|
2021-12-26 15:47:39 +08:00 |
|
c9s
|
05a0745d08
|
fix InitExchange for publicOnly session
|
2021-12-26 15:29:42 +08:00 |
|
c9s
|
ba8ebfe3a7
|
refactor and add doc comment for InitExchangeSession
|
2021-12-25 23:42:29 +08:00 |
|
c9s
|
307d0b8e1f
|
bbgo: add passphrase field to session struct
|
2021-12-25 23:28:00 +08:00 |
|
c9s
|
57bc65a729
|
avoid calling EmitConnect and EmitStart outside of the kline feeding goroutine
this causes 2 goroutine running in the same time hence cause the
concurrent map read / write
should fix #399, #401
|
2021-12-25 21:05:50 +08:00 |
|
c9s
|
49e516b80e
|
backtest: allocate public exchange (with empty key secret) for backtesting
|
2021-12-24 00:24:19 +08:00 |
|
c9s
|
a3e3e1d177
|
bbgo: do not sync trades when running backtest
|
2021-12-23 23:20:35 +08:00 |
|
c9s
|
f5bbe29ac6
|
cmd: fix debug flag loading and add debug log to cache function
|
2021-12-23 23:02:07 +08:00 |
|
c9s
|
cfd68fdd1d
|
all: change trade id to uint64
|
2021-12-23 17:49:18 +08:00 |
|
TonyQ
|
d7ac645253
|
exchange: update maskkey handling
|
2021-12-23 01:18:36 +08:00 |
|
austin362667
|
f9cf71cef3
|
indicator: add kline close volatility
indicator: add kline close volatility
|
2021-12-19 14:20:09 +08:00 |
|
TonyQ
|
c0b9cc0f0b
|
exchange: make ftx kline event more reliable
|
2021-12-15 11:23:07 +08:00 |
|
Yo-An Lin
|
6c6eb252cc
|
Merge pull request #363 from tony1223/feature/355-ftx-backtest
|
2021-12-14 16:09:16 +08:00 |
|
TonyQ
|
8eb3eede82
|
fix backtest (with review)
|
2021-12-14 16:02:54 +08:00 |
|
TonyQ
|
51e23b6a0c
|
Merge branch 'main' of github.com:c9s/bbgo into feature/302-record-assets-review
|
2021-12-14 10:39:51 +08:00 |
|
TonyQ
|
4eb5a099ae
|
account: add nav_history_details and account_service for #302
|
2021-12-14 08:09:18 +08:00 |
|
austin362667
|
36c6d39612
|
bbgo: add session Futures & types: add FuturesExchange
|
2021-12-13 23:16:58 +08:00 |
|
austin362667
|
1703fff8b2
|
types: refactor Position and related files
|
2021-12-11 19:16:16 +08:00 |
|
c9s
|
d52edce40b
|
fix markets info cache
|
2021-12-08 17:26:43 +08:00 |
|
c9s
|
08a264d4eb
|
add futures exchange check in the markets cache
|
2021-12-07 21:29:40 +08:00 |
|
c9s
|
ca3f438288
|
show symbol name in the error message
|
2021-12-07 14:35:00 +08:00 |
|
c9s
|
aeeecba8dc
|
support different time format for backtesting
|
2021-12-06 01:50:50 +08:00 |
|
c9s
|
0472b7f21e
|
avoid recording trades in backtest by default
introducing a RecordTrades option
|
2021-12-06 01:42:53 +08:00 |
|
c9s
|
f692ef2c31
|
realign account fields
|
2021-12-05 12:23:27 +08:00 |
|
c9s
|
df683bdf56
|
use position to calculate the pnl
|
2021-12-05 02:17:15 +08:00 |
|
TonyQ
|
30c14a6828
|
fix #261 provide default config for notification setting
|
2021-12-04 02:37:21 +00:00 |
|
c9s
|
9a589bf71c
|
show broadcast enabled
|
2021-11-25 18:49:29 +08:00 |
|
c9s
|
513a799ced
|
fix ewma calculation
|
2021-11-22 02:14:44 +08:00 |
|
c9s
|
20f0e8dbd5
|
preallocate kline window with capacity
|
2021-11-22 01:17:08 +08:00 |
|
c9s
|
540722e430
|
adjust ewma truncate size
|
2021-11-22 01:17:08 +08:00 |
|
c9s
|
7787edffa0
|
refactor grid strategy state loading/saving
|
2021-11-05 00:22:44 +08:00 |
|
c9s
|
d763a3c415
|
bbgo: add debug ewma and sma
|
2021-10-18 17:26:03 +08:00 |
|
c9s
|
30b82390b7
|
bbgo: add EMA and SMA debug var
|
2021-10-18 15:23:22 +08:00 |
|
c9s
|
c36bbd6c35
|
bbgo: show pnl in the slack fields
|
2021-10-18 08:45:27 +08:00 |
|
c9s
|
15cfd735a0
|
bbgo: add doc comment for ExchangeSessionSubscriber
|
2021-10-17 22:23:21 +08:00 |
|
c9s
|
39b7a956e0
|
Add market field to position
|
2021-10-17 22:23:09 +08:00 |
|
c9s
|
30c7c34826
|
bbgo: fix kline backward query for backtest
|
2021-10-16 13:49:00 +08:00 |
|
c9s
|
4bcea5a388
|
bbgo: add AllFilled method on OrderStore
|
2021-10-16 13:39:18 +08:00 |
|
c9s
|
f5f96b585a
|
apply broadcast option from config file
|
2021-10-15 16:10:39 +08:00 |
|
c9s
|
2b0793ee49
|
bbgo: add telegram config
|
2021-10-15 16:10:09 +08:00 |
|
c9s
|
47e4847034
|
fix kline query endtime
|
2021-10-14 14:21:38 +08:00 |
|
c9s
|
b3661f5d32
|
bbgo: improve profit stat PlainText format
|
2021-10-14 10:16:11 +08:00 |
|
c9s
|
7d416c3467
|
bbgo: fix profit json tag
|
2021-10-14 10:14:11 +08:00 |
|
c9s
|
7874471828
|
bbgo: improve pnlEmojiMargin function
|
2021-10-14 10:13:21 +08:00 |
|
c9s
|
c8554f09a0
|
bbgo: refactor the pnl functions
|
2021-10-14 10:07:27 +08:00 |
|
c9s
|
2116efc42e
|
bbgo: fix profit title
|
2021-10-14 08:59:45 +08:00 |
|
c9s
|
49a78c0c88
|
bbgo: fix profit stat title
|
2021-10-14 08:58:19 +08:00 |
|
c9s
|
c12ff57e57
|
bbgo: improve profit stats plaintext format
|
2021-10-14 08:55:55 +08:00 |
|
c9s
|
77f11f4515
|
bbgo: add ticker for collecting trades
|
2021-10-14 07:56:40 +08:00 |
|
c9s
|
b154e3baea
|
bbgo: add pnl emoji with margin
|
2021-10-14 07:48:32 +08:00 |
|
c9s
|
7e8897f1d0
|
bbgo: fix profit field check condition
|
2021-10-14 07:33:34 +08:00 |
|
c9s
|
5c3f305060
|
bbgo: implement SlackAttachment interface for profitstats
|
2021-10-14 01:27:58 +08:00 |
|
c9s
|
d3fa0a964b
|
bbgo: add slack attachment support for profit
|
2021-10-14 01:27:50 +08:00 |
|
c9s
|
b6b2e33cc0
|
extend profit stats fields for quote,base currency and symbol
|
2021-10-14 01:26:36 +08:00 |
|
c9s
|
5039a43413
|
bbgo: move pnl formating to the bbgo package
|
2021-10-14 01:26:11 +08:00 |
|
c9s
|
e1e6d1de12
|
bbgo: add net profit margin field to profit stats
|
2021-10-14 01:26:04 +08:00 |
|
c9s
|
44a0b10240
|
bbgo: load last price from 1m interval kline only
|
2021-10-14 00:37:40 +08:00 |
|
c9s
|
37ac907c0f
|
profitstats: add accumulated volume
|
2021-10-12 11:24:28 +08:00 |
|
c9s
|
d9dc7e31df
|
extend more fields
|
2021-10-12 11:24:24 +08:00 |
|
c9s
|
45645d0a3d
|
use the profit struct to pass profit info
|
2021-10-08 19:16:40 +08:00 |
|
c9s
|
fac14a8c7f
|
profitstats: add netProfit field
|
2021-10-08 15:09:55 +08:00 |
|
c9s
|
aadb1ed389
|
remove MakerExchange from the core profit stats field
|
2021-10-08 15:00:53 +08:00 |
|
c9s
|
d058125f78
|
bbgo: refactor profit stats
|
2021-10-08 14:57:44 +08:00 |
|
c9s
|
9e1d28f3b3
|
do not remove order if it's partially filled
|
2021-10-08 14:17:47 +08:00 |
|
c9s
|
ded740107f
|
bbgo: refactor TradeCollector bind stream for background and foreground
|
2021-10-08 13:24:07 +08:00 |
|
c9s
|
8ada9eef02
|
bbgo: optimize AdjustQuantityByMaxAmount, early return
|
2021-10-08 12:09:05 +08:00 |
|
c9s
|
7fb4d2f78d
|
return positionChanged for Process method
|
2021-10-05 21:44:39 +08:00 |
|
c9s
|
5dd2f568fe
|
add doc comment for trade collector
|
2021-10-05 21:39:10 +08:00 |
|
c9s
|
45c875fe7c
|
bbgo: improve trade collect process
|
2021-10-05 21:30:06 +08:00 |
|
c9s
|
8d01c97240
|
fix cyclic import issue
|
2021-08-26 11:46:02 +08:00 |
|
c9s
|
1f94ae1c19
|
bbgo: move moving average settings struct into bbgo
|
2021-08-26 11:32:39 +08:00 |
|
c9s
|
3ab4a570fb
|
bbgo: limit max kline slice
|
2021-06-28 14:33:32 +08:00 |
|
c9s
|
06a1f018c2
|
bbgo: push to the buffer first
|
2021-06-26 20:26:47 +08:00 |
|
c9s
|
7d853a9c74
|
bbgo: add emit position update
|
2021-06-26 20:26:47 +08:00 |
|
c9s
|
ecd2d9ea68
|
bbgo: improve trade collector callbacks
|
2021-06-26 20:26:47 +08:00 |
|
c9s
|
db4fbbc30c
|
bbgo: add trade collector
|
2021-06-26 20:26:47 +08:00 |
|
c9s
|
65629a77f4
|
bbgo: add two new position constructor
|
2021-06-26 20:26:47 +08:00 |
|
c9s
|
3d12a7df59
|
support: add sensitivity settings
|
2021-06-16 13:14:10 +08:00 |
|
c9s
|
e276ddd38a
|
bbgo: add shared local time zone
|
2021-06-16 13:04:23 +08:00 |
|
c9s
|
e23c459697
|
bbgo: move orderbook to the session level so that we can access it eaiser
|
2021-06-16 13:04:23 +08:00 |
|
c9s
|
2614b25de3
|
types: move fiat currency list to types
|
2021-06-16 13:04:23 +08:00 |
|
c9s
|
e5db780be8
|
notify trades and update position
|
2021-06-01 01:39:22 +08:00 |
|
c9s
|
c84d59734c
|
clear all trades before running backtests
|
2021-05-30 15:25:00 +08:00 |
|
c9s
|
3aa36b5989
|
refactor and fix backtest for user data stream and market data stream
|
2021-05-30 15:08:11 +08:00 |
|
c9s
|
38fd5422ab
|
xmaker: use uncovered position
|
2021-05-30 14:46:48 +08:00 |
|
c9s
|
8d31435ded
|
add trade store
|
2021-05-29 00:25:23 +08:00 |
|
c9s
|
5f18b89dfa
|
if publicOnly is set, we should not connect user data stream
|
2021-05-28 19:01:55 +08:00 |
|
c9s
|
f190b1e66a
|
fix market data stream initialization
|
2021-05-28 03:17:46 +08:00 |
|
c9s
|
7d62a7634b
|
set market data stream to public
|
2021-05-27 15:11:44 +08:00 |
|
c9s
|
b7c87c7744
|
core: move market data subscription to market data stream
|
2021-05-27 15:09:18 +08:00 |
|
c9s
|
45f1a13870
|
rename Stream field to UserDataStream and add MarketDataStream
|
2021-05-27 14:45:06 +08:00 |
|
c9s
|
2381df5009
|
add okex to the exchange factory
|
2021-05-27 00:35:51 +08:00 |
|
zenix
|
3d2a27fc10
|
Fix: nil pointer exception in indicator creation, add stoch util func
|
2021-05-26 00:20:31 +00:00 |
|
c9s
|
9c70e36e1b
|
save average cost with feeInQuote in the ApproximateAverageCost
|
2021-05-23 01:05:11 +08:00 |
|
c9s
|
d2e299a68a
|
improve position comment
|
2021-05-23 00:42:57 +08:00 |
|
c9s
|
9efb45b133
|
reduce side book copy
|
2021-05-23 00:42:44 +08:00 |
|
c9s
|
9b9643e1f9
|
improve order cancellation mechanisim
|
2021-05-22 17:44:20 +08:00 |
|
c9s
|
289227e5f3
|
add exists method for active book
|
2021-05-22 17:44:07 +08:00 |
|
c9s
|
0a908e5dda
|
fix position test for net profit
|
2021-05-22 17:43:53 +08:00 |
|
c9s
|
cca3284140
|
separate net profit and profit
|
2021-05-22 17:17:37 +08:00 |
|
c9s
|
8acada76a9
|
replace sliceorderbook with orderbook interface
|
2021-05-22 16:32:29 +08:00 |
|
c9s
|
fd710d533f
|
implement tree copy method
|
2021-05-22 12:18:08 +08:00 |
|
c9s
|
56b2c8845b
|
fix preorder, postorder and inorder
|
2021-05-22 11:36:58 +08:00 |
|
c9s
|
4fde442722
|
Add position Reset function
|
2021-05-21 00:08:04 +08:00 |
|
c9s
|
d737ab678f
|
support removing filled orders from the order store
|
2021-05-21 00:07:43 +08:00 |
|
c9s
|
422e85e3a3
|
twap: fix stop price check
|
2021-05-18 13:53:51 +08:00 |
|
c9s
|
896518f5c2
|
check if restQuantity is less than 0
|
2021-05-18 13:44:57 +08:00 |
|
c9s
|
21f7fa7846
|
twap: fix tick spread calculation
|
2021-05-18 13:38:23 +08:00 |
|
c9s
|
f6f1226bd0
|
integrate bollband indicator into xmaker
|
2021-05-17 20:04:13 +08:00 |
|
c9s
|
e7c718ee15
|
assign fee rate to position
|
2021-05-16 17:58:51 +08:00 |
|
c9s
|
187a9c795b
|
use exchange fee rate as a reference for profit
|
2021-05-16 17:50:08 +08:00 |
|
c9s
|
d0e4a5e65c
|
move addTrade lock section
|
2021-05-16 17:05:12 +08:00 |
|
c9s
|
e636a5008d
|
replace Exchange field type with ExchangeName
|
2021-05-16 17:02:23 +08:00 |
|
c9s
|
0a016cba75
|
split maker fee and taker fee
|
2021-05-16 16:50:26 +08:00 |
|
c9s
|
a4381a54a3
|
add fee rate field
|
2021-05-16 15:03:36 +08:00 |
|
c9s
|
c9cdf31df1
|
add pnl emoji
|
2021-05-16 01:16:03 +08:00 |
|
c9s
|
942eaac659
|
improve message formatting
|
2021-05-16 00:45:08 +08:00 |
|
c9s
|
1f449eca7f
|
implement SlackAttachment interface on Position
|
2021-05-15 23:50:03 +08:00 |
|
c9s
|
c85456b8e8
|
lock position for fetching base quantity
|
2021-05-15 10:06:48 +08:00 |
|
c9s
|
531799bdfb
|
use mutex composition since we may lock from out side
|
2021-05-15 10:05:39 +08:00 |
|
c9s
|
8071559f99
|
position: use pointer receiver
|
2021-05-15 10:02:04 +08:00 |
|
c9s
|
a636cdaec9
|
add mutex to Position since position could be changed from 2 goroutine
|
2021-05-15 10:01:41 +08:00 |
|
c9s
|
aa340f0db3
|
always check restQuantity
|
2021-05-15 10:00:32 +08:00 |
|
c9s
|
236df245a2
|
adjust quantity bases on the balances
|
2021-05-15 09:46:07 +08:00 |
|
c9s
|
f9cb414832
|
twap: add update-interval option
|
2021-05-15 09:29:44 +08:00 |
|
c9s
|
ae256ce9d3
|
add more quantity adjustment fix
|
2021-05-15 09:23:41 +08:00 |
|
c9s
|
356a8b77ac
|
adjust updateLimiter to 3 seconds one time
|
2021-05-15 09:20:46 +08:00 |
|
c9s
|
445feb016a
|
support price ticks option
|
2021-05-14 15:35:11 +08:00 |
|
c9s
|
bb34b1002a
|
improve order execution graceful shutdown
|
2021-05-14 14:53:26 +08:00 |
|
c9s
|
dc040bb82b
|
improving logs
|
2021-05-14 14:53:26 +08:00 |
|
c9s
|
f69cbe9c31
|
add basic TwapExecution
|
2021-05-14 14:53:26 +08:00 |
|
c9s
|
c8b97629e0
|
add NumOfOrders method on active book
|
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
|
98e0390c1d
|
improve slack notification
|
2021-05-12 12:43:03 +08:00 |
|
c9s
|
807c049d63
|
refactor notifiers and add liquidity field to the trade
|
2021-05-12 12:37:48 +08:00 |
|
c9s
|
85e1b6b1c7
|
move field assignment
|
2021-05-12 12:05:54 +08:00 |
|
c9s
|
df11112d64
|
refactor exchange session initialization
|
2021-05-12 12:05:54 +08:00 |
|
c9s
|
8d63647104
|
assign session.Withdrawal
|
2021-05-12 12:05:54 +08:00 |
|
c9s
|
29b7326f19
|
add withdrawal property to the exchange session
|
2021-05-12 12:05:54 +08:00 |
|
zenix
|
ba091dccf6
|
Fix: binance's cancel update is sent through New status with 0 quantity
|
2021-05-11 06:57:09 +00:00 |
|
c9s
|
95d58e9385
|
adjust hedge quantity according to the hedge account balances
|
2021-05-10 20:13:23 +08:00 |
|
c9s
|
ddab6083d4
|
xmaker: support quantity scale
|
2021-05-10 02:52:41 +08:00 |
|
c9s
|
ce63641d70
|
print otp auth guide when session is loaded
|
2021-05-10 01:38:19 +08:00 |
|
c9s
|
3f8f5616d7
|
add more order info the local order book printing
|
2021-05-09 20:03:16 +08:00 |
|
c9s
|
e06310da26
|
print unhandled order status
|
2021-05-09 19:44:43 +08:00 |
|
c9s
|
d01abffde3
|
add todo for the backtest trades
|
2021-05-08 01:09:06 +08:00 |
|
c9s
|
6bbd66a4f9
|
split environment start and init
|
2021-05-08 00:45:24 +08:00 |
|
c9s
|
494a270c54
|
insert trades to db only when backtest service is nil
|
2021-05-07 01:50:38 +08:00 |
|
c9s
|
584a4c2ef8
|
move fiat currency definition out
|
2021-05-07 01:30:09 +08:00 |
|
c9s
|
1ad8b0b641
|
remove unused SourceDir func
|
2021-05-04 01:06:20 +08:00 |
|
c9s
|
50db944053
|
fix initSymbol stages
|
2021-05-02 23:58:34 +08:00 |
|
c9s
|
2230c56e56
|
fix comment warning
|
2021-05-02 23:48:53 +08:00 |
|
c9s
|
2ef13293e9
|
fix IDE warnings
|
2021-05-02 23:47:57 +08:00 |
|
c9s
|
5ec0566888
|
add more injection checks
|
2021-05-02 23:46:16 +08:00 |
|
c9s
|
822a010932
|
add moving average configuration to the schedule strategy
|
2021-05-02 20:58:32 +08:00 |
|
c9s
|
e29d9af9c8
|
fix persistence config unmarshalling
|
2021-05-02 18:16:34 +08:00 |
|
c9s
|
9f77236999
|
fix and improve position accessor
|
2021-04-28 19:32:49 +08:00 |
|
c9s
|
70a53ed286
|
make config compatible with key 'strategies'
|
2021-04-28 17:58:50 +08:00 |
|
c9s
|
2ec4617694
|
add SyncService check
|
2021-04-09 12:44:30 +08:00 |
|
c9s
|
34fe915a9f
|
fix sync issue for pnl command
|
2021-04-09 12:43:13 +08:00 |
|
Larry850806
|
dbf5d27f30
|
Add a validator interface to validate strategy before run
|
2021-04-02 10:12:55 +08:00 |
|
c9s
|
6c8babfb27
|
allow public session
|
2021-03-22 17:40:17 +08:00 |
|
c9s
|
088b22f338
|
support bbgo-no-cache option
|
2021-03-22 17:32:21 +08:00 |
|
c9s
|
814a77ea39
|
xmaker: improve balance checking
|
2021-03-21 12:55:33 +08:00 |
|
ycdesu
|
c8447663db
|
refactor: use fixedpoint to store fee
|
2021-03-19 08:49:24 +08:00 |
|
ycdesu
|
83ae943a4f
|
ftx: calculate commission
|
2021-03-18 23:58:28 +08:00 |
|
c9s
|
a95c3b94a0
|
core: set default store ID
|
2021-03-18 17:20:07 +08:00 |
|
Yo-An Lin
|
40b376802e
|
Merge pull request #168 from c9s/feature/mark-trade-strategy
|
2021-03-18 10:31:59 +08:00 |
|
c9s
|
85b6cb81a2
|
make local active orderbook json marshallable
|
2021-03-18 01:15:06 +08:00 |
|
Yo-An Lin
|
7ecb17dbe2
|
Merge pull request #163 from c9s/feature/mark-trade-strategy
|
2021-03-16 22:34:09 +08:00 |
|
c9s
|
714d61a829
|
add grid restore behavior
|
2021-03-16 20:04:06 +08:00 |
|
Yo-An Lin
|
f5b65e795e
|
Merge pull request #160 from c9s/feature/grid-options
|
2021-03-16 12:59:14 +08:00 |
|
c9s
|
40fded70b2
|
reformat scale.go
|
2021-03-16 02:14:10 +08:00 |
|
c9s
|
2f7c7d344b
|
move emitStart method call into the stream Connect method
|
2021-03-16 01:32:27 +08:00 |
|
c9s
|
7951c38edc
|
skip connection if there is no subscription
|
2021-03-16 01:31:56 +08:00 |
|
ycdesu
|
c08899f7fb
|
ftx: add ftx to supported exchange
|
2021-03-15 20:40:04 +08:00 |
|
c9s
|
c3996aee2b
|
add Backup method to the local active order book
|
2021-03-15 18:25:36 +08:00 |
|
c9s
|
e311a182fa
|
add onStart callbacks
|
2021-03-15 18:04:03 +08:00 |
|
c9s
|
9f7af3ce82
|
assign SubAccount name to the new exchange session
|
2021-03-15 17:51:17 +08:00 |
|
c9s
|
e8ccc5eabf
|
pass SubAccount field to the factory
|
2021-03-15 10:23:00 +08:00 |
|
c9s
|
2eda012f43
|
add SubAccount field to the exchange session config
|
2021-03-15 10:13:41 +08:00 |
|
c9s
|
4b49fda463
|
refactor sync service
|
2021-03-14 11:18:22 +08:00 |
|
ben
|
40eadfeaca
|
add yaml tag for mapping basic risk control order executor.
|
2021-03-01 13:44:58 +08:00 |
|
Yo-An Lin
|
592a8d87ae
|
Merge pull request #137 from c9s/feature/scale
feature: add exp scale and log scale formula
|
2021-02-28 16:13:38 +08:00 |
|
c9s
|
b71ea867c5
|
ignore sync if sync service is nil
|
2021-02-28 15:05:49 +08:00 |
|
c9s
|
da79920ca9
|
rename scale struct name to PriceVolumeScale
|
2021-02-28 14:51:24 +08:00 |
|
c9s
|
83111c9eb9
|
test exponential scale with reverse range
|
2021-02-28 12:12:03 +08:00 |
|
c9s
|
99f236d2e0
|
integrate quantity scale into support strategy and grid strategy
|
2021-02-28 11:57:25 +08:00 |
|
c9s
|
bf87fbbf55
|
add LinearScale
|
2021-02-28 02:20:47 +08:00 |
|
c9s
|
8572df2cb3
|
add link to TestQuadraticScale
|
2021-02-28 02:07:48 +08:00 |
|
c9s
|
83af52c53b
|
add QuadraticScale
|
2021-02-28 02:06:33 +08:00 |
|
c9s
|
52395fd460
|
add log scale graph link
|
2021-02-28 01:55:35 +08:00 |
|
c9s
|
fbb8837c5c
|
add exp scale and log scale formula
|
2021-02-28 01:53:45 +08:00 |
|
c9s
|
5a7cf05701
|
integrate reward service into the sync service
|
2021-02-23 16:39:48 +08:00 |
|
c9s
|
73cb80ee96
|
improve logging
|
2021-02-22 17:06:43 +08:00 |
|
c9s
|
eaad414706
|
adjust max api call rate limiting
|
2021-02-22 15:01:05 +08:00 |
|
c9s
|
724dad70bb
|
remove trade sync from environ init
|
2021-02-22 14:14:39 +08:00 |
|
c9s
|
84775652fe
|
remove defer wrapper func
|
2021-02-22 13:49:26 +08:00 |
|
c9s
|
63ebbc0e73
|
fix frontend sync status checking
|
2021-02-21 19:36:03 +08:00 |
|
c9s
|
3629a1f5a2
|
pre-save syncing var for return
|
2021-02-21 18:54:48 +08:00 |
|
c9s
|
a8516edb98
|
add Get method to the persistence service facade
|
2021-02-21 16:55:45 +08:00 |
|
c9s
|
21b092037e
|
refactor notification configuration
|
2021-02-21 16:52:47 +08:00 |
|
c9s
|
fa4e813729
|
resolve cyclic imports
|
2021-02-21 01:01:39 +08:00 |
|
c9s
|
6845db6dd3
|
refactor database configure method
|
2021-02-21 00:58:34 +08:00 |
|
c9s
|
12ed5a1efe
|
move persistence service into the service package
|
2021-02-21 00:45:56 +08:00 |
|
c9s
|
be00aae81e
|
move trade configuration to the trader struct method
|
2021-02-20 12:23:31 +08:00 |
|
c9s
|
7684099f01
|
add /api/environment/syncing api
|
2021-02-20 11:54:48 +08:00 |
|
c9s
|
4ce6e85624
|
add sync status to the environment
|
2021-02-20 11:29:33 +08:00 |
|
c9s
|
dd13b9a8bf
|
remove start time query condition for trade sync since starting from trade id = 1 works
|
2021-02-19 14:18:50 +08:00 |
|
c9s
|
44fa74a4c9
|
refactor session sync
|
2021-02-19 10:42:24 +08:00 |
|
c9s
|
390c9b1a4b
|
move Sync method into the sync service
|
2021-02-19 10:26:13 +08:00 |
|
c9s
|
eaa8c647b5
|
refactor session sync
|
2021-02-18 22:40:46 +08:00 |
|
c9s
|
b2bcd3528c
|
use sqlx for testing connection
|
2021-02-17 17:35:54 +08:00 |
|
c9s
|
a1cb3859c3
|
fix db driver setup
|
2021-02-17 14:57:29 +08:00 |
|
c9s
|
3867fdde91
|
add stringer interface to Position
|
2021-02-16 16:40:11 +08:00 |
|
c9s
|
e3d3eacb78
|
fix trade service injection
|
2021-02-16 16:30:01 +08:00 |
|
c9s
|
8ae4cab550
|
inject TradeService field if we found it
|
2021-02-16 16:14:49 +08:00 |
|
c9s
|
c75eb6b5ba
|
pull out Persistence injection to the common injection
|
2021-02-16 16:13:52 +08:00 |
|
c9s
|
5c1630f000
|
refactor strategy executor
|
2021-02-16 16:12:00 +08:00 |
|
c9s
|
fc4419b49b
|
refactor injection
|
2021-02-16 15:58:21 +08:00 |
|