5214 Commits

Author	SHA1	Message	Date
c9s	84e9b03be7	xfunding: show balance	2023-07-05 16:48:18 +08:00
c9s	7904c73c53	xfunding: use closePosition option when only dust left in the futures position	2023-07-05 16:48:18 +08:00
c9s	d730340b7a	remove diff quantity check	2023-07-05 16:48:18 +08:00
c9s	b59b42c3fa	Merge branch 'feature/tri'	2023-07-05 16:47:01 +08:00
c9s	631203c89e	tri: update symbol file	2023-07-05 16:46:43 +08:00
c9s	05a8a7442c	Merge pull request #1221 from c9s/feature/tri ... FEATURE: add triangular arbitrate strategy as an example	2023-07-05 16:24:29 +08:00
c9s	f06e37c44f	tri: ignore test in dnum mode	2023-07-05 16:02:11 +08:00
c9s	1abb301af1	core: add order update trigger channel	2023-07-05 15:51:29 +08:00
c9s	e19aa8fa10	add tri strategy	2023-07-05 15:51:16 +08:00
c9s	b9b89756e2	Merge pull request #1220 from c9s/feature/scmaker-with-risk-control ... REFACTOR: refactor risk control with the order executor interface and mocks	2023-07-05 15:48:38 +08:00
c9s	01096829ae	bbgo: drop empty files	2023-07-05 15:30:15 +08:00
c9s	fbc49c28ef	types: add PriceVolume.Equals method	2023-07-05 15:30:08 +08:00
c9s	1ad10a9360	all: move trade collector to pkg/core	2023-07-05 15:26:36 +08:00
c9s	ff727ae495	all: use order executor extended interface to mock the risk tests	2023-07-04 22:07:31 +08:00
c9s	f1828beac8	all: move trade store and order store into pkg/core	2023-07-04 21:42:24 +08:00
c9s	1f98731636	riskcontrol: add doc to PositionRiskControl	2023-07-04 21:33:40 +08:00
c9s	adbb6d7f93	riskcontrol: move parameter order	2023-07-04 21:32:34 +08:00
c9s	c8ae36ddfc	riskcontrol: move release position order submission into the pos risk control	2023-07-04 21:31:47 +08:00
c9s	f6ad784583	Merge pull request #1219 from c9s/feature/scmaker-with-risk-control ... FEATURE: [scmaker] integrate risk control	2023-07-03 17:50:16 +08:00
c9s	0426c18757	scmaker: initialize order executor before we setup risk control	2023-07-03 17:39:42 +08:00
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
c9s	ae3f371551	all: refactor risk control and integrate risk control into scmaker	2023-07-03 17:09:13 +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	471df81b29	bump version to v1.50.1	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	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	daec6b5f30	bump version to v1.50.0	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	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