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9,126 Commits 60 Branches 138 Tags 189 MiB
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1250 Commits

Author SHA1 Message Date
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
zenix.huang
f1a4879253 upgrade golang mockgen to uber mockgen. generate exchange public 2024-03-12 14:18:14 +09:00
c9s
43cf40ca05
Merge pull request #1555 from c9s/edwin/bbgo/fix-order 2024-03-05 10:08:58 +08:00
edwin
751f82bc56 pkg/bbgo: use origin order if error occurred 2024-03-05 09:45:14 +08:00
bailantaotao
9c85a5ccce
Merge pull request #1554 from c9s/edwin/add-more-logs 
MINOR: [bbgo] add more logs
 2024-03-05 09:37:48 +08:00
edwin
a392d8d579 pkg: add more logs 2024-03-04 22:40:25 +08:00
root
2567bd0caa set the defauinteralv alue to 1m 2024-02-28 15:02:57 +08:00
root
151722664f Use configuration instead of kine fixed interval 2024-02-28 14:41:25 +08:00
c9s
3b8a3bed5f
add universal cancel all orders api helper 2024-02-23 16:56:30 +08:00
Michal Jirman
825be2a08e
indicator: keltner channel 2024-02-03 17:13:51 +05:45
Michal Jirman
f8175a9cfe
telegram: prevent sending error in case of no opened position 2024-02-02 21:44:27 +05:45
c9s
9efd8bd604
fix backtest Initialize call 2024-01-28 14:29:54 +08:00
c9s
93bddfdccd
fix database config parsing 2024-01-26 16:39:05 +08:00
c9s
dd07bc7159
fix bollinger indicator history kline push 2024-01-24 16:25:28 +08:00
c9s
884b8f2b45
Merge pull request #1509 from c9s/kbearXD/dca2/profit-stats-and-recover 
[dca2] fix dca2 bug
 2024-01-24 15:50:09 +08:00
c9s
59713fa532
support extra migration packages 2024-01-24 15:33:17 +08:00
chiahung.lin
1b33308450 fix bug and new field running to help to test 2024-01-18 15:39:56 +08:00
c9s
ad8ea86173
change max borrowable query from error to warn 2024-01-07 19:09:11 +08:00
c9s
8878005417
add DisableMarketDataStore option 2023-12-26 10:53:18 +08:00
c9s
882c1273b3
bbgo: pull out findPossibleMarketSymbols and add tests 2023-12-18 22:09:04 +08:00
c9s
671ce872c4
bbgo: fix and improve session UpdatePrice method 2023-12-18 22:01:11 +08:00
c9s
92aa7652d5
bbgo: add recordPosition log 2023-12-18 15:49:20 +08:00
c9s
3e6d6e10b3
all: move Initialize() call out, call it before the LoadState 2023-12-18 12:09:03 +08:00
c9s
c870defd47
xdepthmaker: improve shutdown process 2023-12-13 16:29:07 +08:00
c9s
c170eac991
bbgo: fix active order book graceful cancel checking logics 2023-12-13 15:25:52 +08:00
c9s
115c2dc139
bbgo: refactor active orderbook 2023-12-13 14:00:53 +08:00
c9s
6cbb17fb76
all: refactor log formatter functions 2023-12-13 09:47:18 +08:00
c9s
158c48b807
bbgo: change verbose info log to debug log 2023-12-11 20:46:17 +08:00
c9s
9f14215ce8
bbgo: reduce logs 2023-12-11 17:59:02 +08:00
c9s
33f0571511
bbgo: fix since time override 2023-12-08 09:38:43 +08:00
c9s
b8fb2ac478
bbgo: fix active orderbook symbol order grouping 2023-12-07 16:18:24 +08:00
c9s
f03ac52ce5
activeOrderBook: use orderMap instead of orderStore 2023-12-07 16:18:24 +08:00
c9s
263c0883d1
bbgo: solve the scale when unmarshalling the json 2023-12-07 16:18:23 +08:00
c9s
ed63b23e2a
xdepthmaker: refactor CrossRun with CrossExchangeMarketMakingStrategy 2023-12-07 16:18:22 +08:00
root
cdeb0bc908 FIX: format minimal profit to percent 2023-11-29 18:37:28 +08:00
root
a4ccad9463 FIX: deactivate exit when position in closing 2023-11-29 18:26:01 +08:00
c9s
55cbe806d9
bbgo: fix isNewerOrderUpdate check and tests 2023-11-25 13:22:03 +08:00
c9s
326a0c6128
bbgo: replace update time check with isNewerOrderUpdate func call 2023-11-24 19:00:51 +08:00
c9s
6b27722b03
bbgo: rename func isNewerOrderUpdate 2023-11-24 19:00:51 +08:00
c9s
9e663916ed
bbgo: add test case for isNewerUpdateTime 2023-11-24 19:00:51 +08:00
c9s
8afd3c9ee1
bbgo: add test Test_isNewerUpdate 2023-11-24 19:00:51 +08:00
c9s
8f5f5dfeed
bbgo: add executed quantity check when order status is OrderStatusPartiallyFilled 2023-11-24 19:00:51 +08:00
c9s
c360c6045c
bbgo: call retry.QueryAccountUntilSuccessful in the startup time 2023-11-20 16:20:39 +08:00
c9s
7c59e3ddc4
bbgo: add setAccount for account mutex protection 2023-11-20 16:15:33 +08:00
c9s
3ea333fd52
bbgo: add DisableStartupBalanceQuery option 2023-11-20 16:14:09 +08:00
c9s
eac0195815
bbgo: truncate trade buffer if it gets too large 2023-11-17 17:15:08 +08:00
c9s
c248b2a323
bbgo: remove local trade snapshot from db 2023-11-17 17:15:08 +08:00
c9s
fe9dc9a79d
bbgo: change pending update log level to info 2023-11-17 16:57:48 +08:00
Edwin
720fe2e12e pkg/bbgo, pkg/types: add new interface PrivateChannelSymbolSetter 2023-11-15 10:47:16 +08:00
c9s
b28b5e4097
bbgo: add environment config for disabling some klines defaults 2023-11-11 07:42:29 +08:00
c9s
6b273eda4d
Merge pull request #1345 from c9s/c9s/fix-market-inject 
FIX: [bbgo] check symbol length for injection
 2023-10-18 15:46:43 +08:00
c9s
92396cae5e
bbgo: check symbol length for injection 2023-10-18 15:36:53 +08:00
c9s
378425a3aa
bbgo: add balance logger support 2023-10-04 18:02:19 +08:00
c9s
78ea940569
max: support private channel setter 2023-10-04 18:02:18 +08:00
c9s
9a7b70d367
bbgo: reformat order executor 2023-09-26 20:42:38 +08:00
c9s
2d578db12f
bbgo: simplify marketDataStore accessor 2023-09-26 20:42:00 +08:00
c9s
7a5a027a62
bbgo: add logging filledOrder option 2023-09-26 16:45:00 +08:00
c9s
550b010499
bbgo: add log fields support to the core 2023-09-25 17:16:27 +08:00
c9s
542944b4cc
max: use websocket update time (TU) field 2023-09-17 18:29:14 +08:00
c9s
89c88c48a3
bbgo: log filled order 2023-09-17 18:25:21 +08:00
c9s
797ee4402c
types: fix pending order update comparison 2023-09-17 18:20:29 +08:00
c9s
5f8a5e47d5
activeorderbook: add pending order logs 2023-09-17 18:03:56 +08:00
c9s
c91861ca9a
bbgo: add order update time check 2023-08-17 17:31:24 +08:00
c9s
1cadaf9265
bbgo: add mutex lock to ActiveOrderBook 2023-08-17 17:16:27 +08:00
c9s
2669c3a5db
bbgo: check order exists 2023-08-17 16:28:42 +08:00
c9s
dda3f25c61
grid2,bbgo: refactor active order book and update order status when re-connected 2023-08-17 16:26:06 +08:00
c9s
bc8fe22e70
convert: fix collectPendingQuantity and use graceful order cancel 2023-08-05 02:15:16 +08:00
c9s
951672fc82
improve cancelOrders method 2023-08-05 02:00:07 +08:00
c9s
eaaab914e0
refactor order executor accessors 2023-08-05 01:59:52 +08:00
c9s
7060fd4ecb
bbgo: add simple order executor 2023-08-04 18:02:24 +08:00
c9s
a3c16a4117
bbgo: use backoff for graceful cancel 2023-07-20 12:45:23 +08:00
c9s
1dae711d33
fix trade collector race condition and infinite iterate 2023-07-20 12:45:23 +08:00
c9s
b9616a0805
add TradeCollector.Process() log message 2023-07-12 17:16:46 +08:00
c9s
1da94f55e9
Merge pull request #1226 from c9s/c9s/base-strategy 
REFACTOR: pull out base strategy struct
 2023-07-10 17:50:12 +08:00
c9s
5853434aec
all: move v2 indicator to indicator/v2 2023-07-10 17:17:46 +08:00
c9s
5c88abe72f
add rsicross strategy 2023-07-09 21:23:42 +08:00
c9s
5962742b43
all: integrate google spread sheet service 2023-07-09 13:17:39 +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
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
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
c8ae36ddfc
riskcontrol: move release position order submission into the pos risk control 2023-07-04 21:31:47 +08:00
Andy Cheng
b877d07f74
exit/hhllStop: log hhll detection instead of notify 2023-07-03 16:06:04 +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
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
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
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