25 Commits

Author	SHA1	Message	Date
c9s	7060fd4ecb	bbgo: add simple order executor	2023-08-04 18:02:24 +08:00
c9s	f1828beac8	all: move trade store and order store into pkg/core	2023-07-04 21:42:24 +08:00
c9s	b666c8bf40	bbgo: triggering pending order update event ot the handler	2023-02-23 18:08:21 +08:00
c9s	4dc4f73834	bbgo: add pending order test cases	2023-02-17 19:50:46 +08:00
c9s	10eba876c4	bbgo: simplify order symbol filtering condition	2023-02-17 19:24:08 +08:00
c9s	cf1be9fc6f	bbgo: process pending order update for active order book	2023-02-17 19:15:00 +08:00
c9s	857b5d0f30	grid2: integrate prometheus metrics	2023-01-10 20:15:51 +08:00
c9s	6bcf5f8f82	bbgo: improve active order book printing	2022-12-23 18:19:00 +08:00
c9s	f92ba9cbf1	grid2: implement recover func loading	2022-12-20 17:33:53 +08:00
c9s	dd2d48fde0	bbgo: handle order cancel event	2022-12-04 11:39:43 +08:00
c9s	04855b023a	bbgo: listen to both order signal and the wait time channel	2022-11-02 12:55:13 +08:00
c9s	3704f3f897	bbgo: emit sigchan when new order is added or an order is removed	2022-11-02 12:42:09 +08:00
c9s	1120821977	add activeOrderBook.Symbol check	2022-11-02 12:27:36 +08:00
c9s	7b9edd0456	all: rename cancelNoWait to fastCancel	2022-11-02 12:25:34 +08:00
zenix	09c85d346c	feature: add cancelNoWait in GeneralOrderExecutor to make cancellation in 1s faster	2022-10-17 15:14:36 +08:00
zenix	fad9dedd1f	fix: active order book cancel message	2022-09-05 19:32:35 +09:00
zenix	938dc3c497	feature: add serialmarketdatastore, add elliottwave strategy to replace ewoDgtrd, add active cancel on general order executor, add pca	2022-09-05 19:32:35 +09:00
c9s	cae8bc2882	bbgo: add mutli symbol support to active order book	2022-08-09 11:36:10 +08:00
c9s	ecd4df86f9	backtest: assign user data stream to backtest.Exchange before we call EmitStart	2022-07-04 02:21:14 +08:00
c9s	19d8013f49	bbgo: optimize order cancel for back-testing	2022-06-21 01:12:16 +08:00
c9s	9ffefbab03	adjust CancelOrderWaitTime back to 20ms	2022-06-10 02:51:20 +08:00
c9s	e575236db8	pivotshort: adjust shadow ratio calculation	2022-06-10 01:21:59 +08:00
c9s	8d3f487d0d	reduce order cancel wait time to 10ms	2022-06-09 15:49:34 +08:00
c9s	b209d94a9c	rename active order book constructor function	2022-06-06 06:57:25 +08:00
c9s	3786fc64f1	rename LocalActiveOrderBook to just ActiveOrderBook	2022-06-06 05:43:38 +08:00