541 Commits

Author	SHA1	Message	Date
c9s	ac31fd0da2	Merge df5838dc9e into 37106c35b7	2024-09-19 09:41:08 +08:00
c9s	afac81a3e8	all: integrate metrics into stream book	2024-08-24 21:22:34 +08:00
c9s	a06b63c897	twap: rename constructor	2024-08-20 18:13:42 +08:00
c9s	c92c395f67	twap: improve rate limiter syntax parser and support order update rate limiter in twap	2024-08-20 17:07:29 +08:00
c9s	48029f95cc	cmd: pull out and refine twap order executor command	2024-08-20 16:24:34 +08:00
c9s	1294cd95be	rename twap.Execution to twap.StreamExecutor	2024-08-17 14:09:25 +08:00
c9s	621a2b86cf	twap: move twap execution to a single package	2024-08-17 13:29:27 +08:00
c9s	29301cbe7f	all: fix constant naming and type naming	2024-07-09 15:28:30 +08:00
Sven Woldt	af1e63f345	release candidate csvsource backtest	2024-07-09 15:28:30 +08:00
c9s	e23e8fde1d	cmd: skip reports for session has no trade	2024-07-09 15:28:29 +08:00
Sven Woldt	a484211aa5	add more trade stats	2024-07-09 15:28:29 +08:00
c9s	39d9445529	cmd: make sync command consistent	2024-03-31 19:32:37 +08:00
Lan Phan	dc77c08434	BUGFIX: issue #1037, get-order command error	2024-03-28 13:19:18 +07:00
Lan Phan	29874db5b8	consistent config param for all sub-commands	2024-03-22 14:41:53 +07:00
Lan Phan	e2c754040d	update default value for config param of backtest cmd to have same value with root cmd	2024-03-22 11:07:02 +07:00
c9s	9efd8bd604	fix backtest Initialize call	2024-01-28 14:29:54 +08:00
c9s	59713fa532	support extra migration packages	2024-01-24 15:33:17 +08:00
Andy Cheng	22a9ab068d	Merge pull request #1467 from andycheng123/feature/sync-futures ... WIP: feature: sync futures data and backtest with them	2024-01-03 10:41:39 +08:00
narumi	687df81784	add autobuy strategy	2023-12-26 17:53:14 +08:00
Andy Cheng	0ac720c4cb	improve/backtest: backtest with futures klines	2023-12-22 11:55:11 +08:00
Andy Cheng	66718e0d37	improve/backtest-sync: set exchange to use futures	2023-12-21 18:19:28 +08:00
c9s	85e87e10b6	cmd: add emacross to builtin	2023-12-19 21:57:51 +08:00
c9s	3e6d6e10b3	all: move Initialize() call out, call it before the LoadState	2023-12-18 12:09:03 +08:00
c9s	e7c3582334	fix: import tzdata package	2023-12-15 19:19:06 +08:00
c9s	6cbb17fb76	all: refactor log formatter functions	2023-12-13 09:47:18 +08:00
c9s	ab3579700f	builtin: register xdepthmaker	2023-12-07 17:48:35 +08:00
c9s	2f1a700b89	remove xpuremaker	2023-12-07 16:18:23 +08:00
c9s	cc5c033af7	liquiditymaker: use order generator	2023-11-09 11:56:07 +08:00
c9s	470eb7dc09	cmd: skip reports for session has no trade	2023-11-01 15:22:53 +08:00
c9s	eb404a5f9b	Merge pull request #1280 from c9s/feature/bitget ... FEATURE: [bitget] integrate QueryMarkets, QueryTicker and QueryAccount api	2023-10-20 13:36:07 +08:00
narumi	a8d678a544	rename randomtrader to random	2023-10-11 15:52:10 +08:00
c9s	10be0ec62a	Merge pull request #1331 from c9s/narumi/fixedmaker/x ... FEATURE: add xfixedmaker strategy	2023-10-11 15:43:05 +08:00
narumi	a0efa2769d	add randtrader strategy	2023-10-07 12:36:32 +08:00
narumi	a40488b0a3	add xfixedmaker strategy	2023-10-06 12:58:47 +08:00
c9s	9fffa4a47f	add atrpin strategy	2023-09-26 15:32:55 +08:00
Edwin	50bfd8ee0e	pkg/exchange: add time to SliceOrderBook	2023-09-01 17:54:40 +08:00
c9s	874b647191	cmd: document tradeStats binding	2023-08-15 17:54:24 +08:00
c9s	c55a6a46af	deposit2transfer: check confirmation for deposits	2023-08-08 11:20:17 +08:00
c9s	430b22f5e9	cmd: register convert strategy	2023-08-05 02:00:22 +08:00
c9s	b9616a0805	add TradeCollector.Process() log message	2023-07-12 17:16:46 +08:00
c9s	5c88abe72f	add rsicross strategy	2023-07-09 21:23:42 +08:00
c9s	1ad10a9360	all: move trade collector to pkg/core	2023-07-05 15:26:36 +08:00
c9s	f1828beac8	all: move trade store and order store into pkg/core	2023-07-04 21:42:24 +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	02fa4d822a	cmd: fix persistent flags method call	2023-06-27 16:32:46 +08:00
c9s	37da9dee0e	cmd: add log formatter option and refactor the logrus setup code	2023-06-27 16:30:46 +08:00
c9s	e8fe8082cc	cmd: remove ftx options	2023-06-27 16:17:00 +08:00
c9s	40f8283616	scmaker: basic prototype	2023-06-14 17:25:23 +08:00
c9s	c9ee4e52cc	xalign: add xalign strategy	2023-06-08 17:02:05 +08:00