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1,839 Commits 61 Branches 138 Tags 188 MiB
890323c87b
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1839 Commits

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Author SHA1 Message Date
Yo-An Lin
890323c87b Merge pull request #251 from narumiruna/fix/kline-window 
fix: KLineWindow
 2021-05-22 16:51:53 +08:00
Yo-An Lin
499816040a Merge pull request #252 from c9s/feature/rbt 
feature: improve orderbook interface
 2021-05-22 16:51:21 +08:00
c9s
6df72d54a8 add callbacks 2021-05-22 16:47:34 +08:00
c9s
8acada76a9 replace sliceorderbook with orderbook interface 2021-05-22 16:32:29 +08:00
c9s
cca37d309a fix rbtree iteration 2021-05-22 14:57:14 +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
なるみ
25f76235e9 Fix GetHigh, GetLow and Mid 2021-05-22 05:26:27 +08:00
なるみ
50d96f1276 Fix KLineWindow.Tail 2021-05-22 05:22:38 +08:00
c9s
09d68057c5 move price volume slice to a separated file 2021-05-21 12:32:47 +08:00
c9s
94fb0e320e implement RBTree orderbook benchmark 2021-05-21 12:31:18 +08:00
c9s
f6229515ac fix color ref 2021-05-21 02:18:45 +08:00
c9s
31f9920ddc fix func comment 2021-05-21 02:17:57 +08:00
c9s
d2003bbc3d remove unused emit function calls 2021-05-21 02:17:40 +08:00
c9s
d930816672 define RBOrderBook 2021-05-21 02:15:31 +08:00
c9s
be646fbac2 move rbtree to types package 2021-05-21 01:44:53 +08:00
c9s
edf8902b28 implement rbtree delete 2021-05-21 01:36:58 +08:00
c9s
d14137b878 add rbtree functions 2021-05-21 00:10:53 +08:00
c9s
57a78777df move Time type to types.Time 2021-05-21 00:10:53 +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
Yo-An Lin
343f184252 Merge pull request #248 from jnlin/fix/ftx-orderid 
fix(ftx): use generated order id if not specified
 2021-05-20 01:06:37 +08:00
Jui-Nan Lin
02649bdd63 fix(ftx): use generated order id if not specified 2021-05-19 21:37:29 +08:00
c9s
d1ad802806 improve trade command output layout 2021-05-19 17:54:30 +08:00
c9s
44901572ac show order id in the slack attachment 2021-05-19 17:21:17 +08:00
c9s
e95429bbc3 binance: save newer events for later usage 2021-05-19 01:02:41 +08:00
c9s
2fddc9166f show bid/ask volume in the message 2021-05-19 00:41:34 +08:00
c9s
7f86c75360 add CopyDepth for avoid copying the whole book 2021-05-19 00:15:11 +08:00
c9s
34106cf65e add cpu profile option 2021-05-18 15:38:22 +08:00
c9s
9406682944 improve maxapi websocket reconnect issue 2021-05-18 14:14:58 +08:00
c9s
c3c3c47808 move lock section 2021-05-18 13:59:58 +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
b8139e6e86 add xarb strategy 2021-05-18 10:19:35 +08:00
c9s
c4ccd8094f make max client order id factory public 2021-05-18 09:10:43 +08:00
c9s
e23932f99c xbalance: add checkOnStart option 2021-05-18 08:32:00 +08:00
c9s
d722b76564 adjust pips by bollband ratio 2021-05-17 23:57:20 +08:00
Yo-An Lin
d1bfeccc72 Merge pull request #246 from jnlin/fix/ftx-symbol 
fix(ftxExchange): setup a symbol mapping table
 2021-05-17 21:37:46 +08:00
c9s
1c19c02206 xmaker: fix order submission 2021-05-17 21:33:55 +08:00
Jui-Nan Lin
c0cf529db7 fix(ftx): allow empty TimeInForce to place market orders 2021-05-17 21:05:44 +08:00
c9s
f6f1226bd0 integrate bollband indicator into xmaker 2021-05-17 20:04:13 +08:00
c9s
b8fe100b5e move balance printing to debug-balance env var 2021-05-17 20:04:13 +08:00
c9s
f80c98b97c since we always receive balance update from websocket we do not need to subscribe 1m from the maker exchange 2021-05-17 20:04:13 +08:00
c9s
6370b39cde adjust quantity by max amount if balance is not enough 2021-05-17 20:04:13 +08:00
c9s
c6ae1b54b8 remove redundant word 2021-05-17 20:04:13 +08:00
c9s
a1c888f04b adjust profit margin percentage precesion 2021-05-17 20:04:13 +08:00
Jui-Nan Lin
31993d7ccf fix(ftx): update test toGlobalOrderBook 2021-05-17 18:53:43 +08:00
Jui-Nan Lin
316799d5a0 fix(ftxExchange): setup a symbol mapping table 
ftx uses BTC/USDT symbol styles, however bbgo uses the BTCUSDT style
We setup a mapping table in Markets() to make conversion
 2021-05-17 18:32:29 +08:00
Yo-An Lin
345c3c9e2c Merge pull request #245 from jnlin/fix/ftx-subaccount 2021-05-17 16:34:05 +08:00