65 Commits

Author	SHA1	Message	Date
c9s	3abdb3dd7b	convert time struct for sqlite driver	2021-02-06 12:32:21 +08:00
c9s	936650d879	rename kline trend to direction	2020-12-04 10:18:51 +08:00
c9s	04f6da3cb8	add traditional grid strategy	2020-11-10 19:06:20 +08:00
c9s	69a33b6400	fix and improve backtest	2020-11-10 14:18:04 +08:00
c9s	e7cc79f3cf	replace errors.Errorf with fmt.Errorf	2020-11-09 16:34:35 +08:00
c9s	ded89e099f	refactor simple price matching	2020-11-09 03:17:02 +08:00
c9s	5cc9506960	simplify executeTrade method since we should not use over locked funds	2020-11-09 03:09:12 +08:00
c9s	443f2c6891	document fee rate for BNB holders	2020-11-09 03:01:40 +08:00
c9s	377f4cae34	add account balance lock and unlock for testing maker strategies	2020-11-09 02:58:46 +08:00
c9s	f69c87b3a8	fix fee calculation and add account balance checking	2020-11-08 21:52:44 +08:00
c9s	090011da9e	pull out order matching trigger from the kline event callbacks	2020-11-08 13:07:45 +08:00
c9s	e3a1184d22	fix backtest sync exchange and consider fee rate	2020-11-08 12:47:14 +08:00
c9s	a4a9067c6a	integrate matching engine with backtest exchange	2020-11-07 19:57:36 +08:00
c9s	5be4aa53db	move simple price matching to matching.go	2020-11-07 16:09:21 +08:00
c9s	3778adc8c8	implement SimplePriceMatching engine	2020-11-07 16:08:20 +08:00