1247 Commits

Author	SHA1	Message	Date
c9s	73b3c5b6dd	all: add more livenote support	2024-11-05 17:34:26 +08:00
c9s	9b77980a69	add livenote pool and livenote example strategy	2024-11-05 17:02:06 +08:00
c9s	e310ea9e4e	all: add livenote and livenoteposter, move all example strategy into pkg/strategy/example	2024-11-05 16:02:34 +08:00
c9s	eae2d63ac1	all: move jitter helpr to a single package	2024-10-28 17:28:56 +08:00
c9s	738cb24ecb	bbgo: mark order exeuctor as deprecated	2024-10-23 15:37:57 +08:00
c9s	c796606c61	Merge pull request #1788 from c9s/c9s/remove-session-order-store ... FIX: [core] remove session order store	2024-10-22 12:35:09 +08:00
c9s	b23c7a76eb	Merge pull request #1763 from lanphan/obsoleted ... CHORE: solved all deprecated, comment all unused variables and functions	2024-10-22 12:33:10 +08:00
c9s	4e13f0dadc	bbgo: remove order store from session struct since it's not used	2024-10-22 12:19:42 +08:00
c9s	86360a7595	bbgo: fix order update compare method	2024-10-22 11:56:38 +08:00
c9s	a118eab15e	bbgo: increase DefaultCancelOrderWaitTime to 50ms	2024-10-22 11:49:44 +08:00
c9s	022dcdf745	scale: improve error message	2024-10-09 12:35:06 +08:00
Lan Phan	8b17d78a48	solved all deprecated, comment all unused variables and functions	2024-10-08 00:08:15 +07:00
c9s	7506fb63a8	refactor account value calculator	2024-10-05 14:22:13 +08:00
c9s	6079e7b06a	all: refactor NewAccountValueCalculator	2024-10-05 13:09:31 +08:00
c9s	a718e30bb4	refactor tests	2024-10-04 23:46:43 +08:00
c9s	8f0d58aee9	add new test helper to create balance map objects ... Signed-off-by: c9s <yoanlin93@gmail.com>	2024-10-04 23:32:11 +08:00
c9s	14fa561f6e	Fix account value tests with price solver ... Signed-off-by: c9s <yoanlin93@gmail.com>	2024-10-04 19:45:07 +08:00
c9s	4661ec629d	xdepthmaker: add priceImpactRatio detection	2024-09-27 20:14:34 +08:00
c9s	79b636fa02	move bbo monitor to bbgo package	2024-09-27 18:43:09 +08:00
c9s	0c842e0eb5	Merge pull request #1753 from c9s/c9s/xdepthmaker/improvements ... IMPROVE: [xdepthmaker] use order query to update the canceled order, fix depth price, fix symbol column lengths, fix covered position	2024-09-26 15:06:12 +08:00
c9s	e11db4a2d1	xdepthmaker: avoid using the same depth price for the new maker order	2024-09-25 18:16:02 +08:00
c9s	b3d58a9e05	bbgo: add types.ExchangeOrderQueryService support for checking canceled orders	2024-09-25 14:13:23 +08:00
c9s	768428a7eb	bbgo: pass the actual context object instead of background context	2024-09-25 13:36:49 +08:00
Lan Phan	2a767aba71	fix OnNew event must be called before OnFilled	2024-09-20 20:01:24 +07:00
Lan Phan	1f8b2b3710	call b.EmitNew() when new order is added into activeorderbook	2024-09-14 18:26:36 +07:00
kbearXD	f44486447e	MINOR: [session] remove environment nil validation log	2024-09-09 16:04:04 +08:00
kbearXD	129e2c438e	FIX: add debug log	2024-09-09 15:13:02 +08:00
c9s	a282654c02	bbgo: fix the defaults / initialize steps	2024-09-06 17:33:31 +08:00
kbearXD	63a58e1b12	FIX: fix memory leak	2024-09-05 17:05:58 +08:00
c9s	7d034d1ba8	bbgo: add stringer method to the quota struct	2024-09-03 03:26:47 +08:00
c9s	f12ba1adb9	bbgo: add comments to the quota methods	2024-09-02 22:18:13 +08:00
c9s	88d7783843	bbgo/activeOrderBook: filter market order when filtering existing orders	2024-08-29 00:38:44 +08:00
c9s	afac81a3e8	all: integrate metrics into stream book	2024-08-24 21:22:34 +08:00
c9s	c063df6467	document privateChannels and privateChannelSymbols	2024-08-21 16:24:19 +08:00
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