182 Commits

Author	SHA1	Message	Date
c9s	5f18b89dfa	if publicOnly is set, we should not connect user data stream	2021-05-28 19:01:55 +08:00
c9s	f190b1e66a	fix market data stream initialization	2021-05-28 03:17:46 +08:00
c9s	b7c87c7744	core: move market data subscription to market data stream	2021-05-27 15:09:18 +08:00
c9s	45f1a13870	rename Stream field to UserDataStream and add MarketDataStream	2021-05-27 14:45:06 +08:00
c9s	2381df5009	add okex to the exchange factory	2021-05-27 00:35:51 +08:00
c9s	f6f1226bd0	integrate bollband indicator into xmaker	2021-05-17 20:04:13 +08:00
c9s	a49cf531b5	fix cross exchange order executor for the basic risk control	2021-05-12 19:02:09 +08:00
c9s	98e0390c1d	improve slack notification	2021-05-12 12:43:03 +08:00
c9s	85e1b6b1c7	move field assignment	2021-05-12 12:05:54 +08:00
c9s	df11112d64	refactor exchange session initialization	2021-05-12 12:05:54 +08:00
c9s	8d63647104	assign session.Withdrawal	2021-05-12 12:05:54 +08:00
c9s	ce63641d70	print otp auth guide when session is loaded	2021-05-10 01:38:19 +08:00
c9s	6bbd66a4f9	split environment start and init	2021-05-08 00:45:24 +08:00
c9s	494a270c54	insert trades to db only when backtest service is nil	2021-05-07 01:50:38 +08:00
c9s	50db944053	fix initSymbol stages	2021-05-02 23:58:34 +08:00
c9s	2ec4617694	add SyncService check	2021-04-09 12:44:30 +08:00
c9s	34fe915a9f	fix sync issue for pnl command	2021-04-09 12:43:13 +08:00
c9s	6c8babfb27	allow public session	2021-03-22 17:40:17 +08:00
c9s	2f7c7d344b	move emitStart method call into the stream Connect method	2021-03-16 01:32:27 +08:00
c9s	7951c38edc	skip connection if there is no subscription	2021-03-16 01:31:56 +08:00
c9s	e311a182fa	add onStart callbacks	2021-03-15 18:04:03 +08:00
c9s	9f7af3ce82	assign SubAccount name to the new exchange session	2021-03-15 17:51:17 +08:00
c9s	e8ccc5eabf	pass SubAccount field to the factory	2021-03-15 10:23:00 +08:00
c9s	4b49fda463	refactor sync service	2021-03-14 11:18:22 +08:00
c9s	b71ea867c5	ignore sync if sync service is nil	2021-02-28 15:05:49 +08:00
c9s	5a7cf05701	integrate reward service into the sync service	2021-02-23 16:39:48 +08:00
c9s	73cb80ee96	improve logging	2021-02-22 17:06:43 +08:00
c9s	eaad414706	adjust max api call rate limiting	2021-02-22 15:01:05 +08:00
c9s	724dad70bb	remove trade sync from environ init	2021-02-22 14:14:39 +08:00
c9s	84775652fe	remove defer wrapper func	2021-02-22 13:49:26 +08:00
c9s	63ebbc0e73	fix frontend sync status checking	2021-02-21 19:36:03 +08:00
c9s	3629a1f5a2	pre-save syncing var for return	2021-02-21 18:54:48 +08:00
c9s	a8516edb98	add Get method to the persistence service facade	2021-02-21 16:55:45 +08:00
c9s	21b092037e	refactor notification configuration	2021-02-21 16:52:47 +08:00
c9s	6845db6dd3	refactor database configure method	2021-02-21 00:58:34 +08:00
c9s	12ed5a1efe	move persistence service into the service package	2021-02-21 00:45:56 +08:00
c9s	7684099f01	add /api/environment/syncing api	2021-02-20 11:54:48 +08:00
c9s	4ce6e85624	add sync status to the environment	2021-02-20 11:29:33 +08:00
c9s	44fa74a4c9	refactor session sync	2021-02-19 10:42:24 +08:00
c9s	eaa8c647b5	refactor session sync	2021-02-18 22:40:46 +08:00
c9s	e3d3eacb78	fix trade service injection	2021-02-16 16:30:01 +08:00
c9s	de51eb29e4	refactor db stuff with database service	2021-02-06 11:22:04 +08:00
c9s	c35cef5b09	implement config saving api	2021-02-03 17:27:18 +08:00
c9s	8aa96c4546	integrate strateg adding api	2021-02-03 02:26:41 +08:00
c9s	17d5e301dc	refine setup steps	2021-02-02 17:26:35 +08:00
c9s	73762d9888	support exchange session test from the setup wizard	2021-02-02 11:44:07 +08:00
c9s	ddcc8ae4ee	move ExchangeOrderExecutor into exchange session	2021-02-01 20:44:15 +08:00
c9s	de8e717a41	refactor session initialization function	2021-02-01 20:44:15 +08:00
c9s	fbbe304dfb	add trades query api	2021-01-29 18:48:00 +08:00
c9s	df17c4b1b6	add trading volume query api	2021-01-26 17:21:18 +08:00
c9s	e47357d1ed	add assets api and price loading	2021-01-25 15:32:17 +08:00
c9s	3a52a4bff8	add and set AddOrderUpdate flag for session order store	2021-01-24 20:13:05 +08:00
c9s	1892d03326	make session trades map thread safe	2021-01-24 14:14:25 +08:00
c9s	1c80d30ce2	add TradeSlice with sync	2021-01-24 14:14:25 +08:00
c9s	84b6982033	add order store to exchange session	2021-01-24 14:14:25 +08:00
c9s	16aa070120	assign base/quote currency to the position struct	2021-01-20 23:08:57 +08:00
c9s	8a08c406c3	check symbol for the position update	2021-01-20 17:37:23 +08:00
c9s	48dd697ce3	handling short-to-long and long-to-short position	2021-01-20 17:35:58 +08:00
c9s	c2a27b031e	init position with loaded symbols	2021-01-20 16:30:44 +08:00
c9s	d3f6841a27	improve sync command for margin trades and orders	2021-01-20 01:46:17 +08:00
c9s	f8a9610222	pass isolated margin symbol	2021-01-19 23:31:04 +08:00
c9s	310943d010	add isolated margin symbol option	2021-01-19 23:31:04 +08:00
c9s	e8fec434b5	cast exchange instance to margin exchange interface	2021-01-19 23:31:04 +08:00
c9s	d04e1e7816	refactory sync command and upgrade db automatically	2021-01-14 15:10:11 +08:00
c9s	92ab7e125a	improve RegisterStrategy method to register strategy between cross and single	2020-12-31 17:14:47 +08:00
c9s	f485c1ba7f	fix grid strategy order placing	2020-12-29 18:18:32 +08:00
c9s	275aa9494a	support canceling orders on max	2020-12-29 16:00:03 +08:00
c9s	0222c33330	fix kline tail method	2020-12-08 10:26:20 +08:00
c9s	4addf65f64	support memory persistence	2020-12-07 12:03:56 +08:00
c9s	2d98336fb6	implement Persistent API for strategy	2020-12-07 11:44:41 +08:00
c9s	341f735bc3	configure ConfigurePersistence if it's defined	2020-12-07 11:44:41 +08:00
c9s	b843388483	only query subscribed kline intervals	2020-12-07 11:44:23 +08:00
c9s	c5d002a0b0	fix market data kline registration	2020-12-05 13:32:41 +08:00
c9s	ed6d6342e7	fix account currency translation	2020-11-17 14:24:26 +08:00
c9s	f4512f031c	improve cross exchange strategy mounting behavior and add fixedpoint atomic ops	2020-11-17 08:19:22 +08:00
c9s	ded970f5a4	imporve CrossExchange subscription handling	2020-11-15 13:27:33 +08:00
c9s	94aaaf21b0	improve wrapper binary invocation	2020-11-15 13:23:26 +08:00
c9s	04f6da3cb8	add traditional grid strategy	2020-11-10 19:06:20 +08:00
c9s	23c19c5968	use fixedpoint for balances	2020-11-10 14:19:33 +08:00
c9s	e7cc79f3cf	replace errors.Errorf with fmt.Errorf	2020-11-09 16:34:35 +08:00
c9s	f69c87b3a8	fix fee calculation and add account balance checking	2020-11-08 21:52:44 +08:00
c9s	641784e1b1	calculate pnl after the backtest	2020-11-07 20:34:34 +08:00
c9s	22a214328d	implement backtest command, stream and add backtest config	2020-11-07 02:57:50 +08:00
c9s	8823a39fc2	support backtesting kline verification	2020-11-07 00:49:17 +08:00
c9s	555fe57341	implement kline sync function from command	2020-11-06 21:40:48 +08:00
c9s	7fab2e24de	improve order persistence and support order data sync	2020-11-05 11:14:14 +08:00
c9s	eb67fc0f8f	make mysql-url optional for run command	2020-11-05 11:14:14 +08:00
c9s	8e0b5d11a7	add max grid config and fix max price formatting	2020-10-31 20:38:20 +08:00
c9s	2397acd45f	fix type casting and assertion by passing pointer	2020-10-31 18:35:48 +08:00
c9s	49ff9c4dd6	drop legacy trade reporter	2020-10-31 18:35:48 +08:00
c9s	c4d7476212	add submit order routing	2020-10-31 18:35:48 +08:00
c9s	ec9b5230aa	refactor trade report and move trade reporter to the environment layer	2020-10-31 18:35:48 +08:00
c9s	c3961024cf	implement grid strategy update orders method	2020-10-31 18:29:58 +08:00
c9s	19b600bb35	simplify strategy registration api	2020-10-29 07:54:59 +08:00
c9s	6d8ec7894e	refactor standard indicator set with store	2020-10-29 07:40:02 +08:00
c9s	2680ad5072	refactor environment, market data store, injection and add swing strategy	2020-10-28 17:48:16 +08:00
c9s	7d7d2c2fc7	assign standard indicator set to the session	2020-10-28 11:15:50 +08:00
c9s	e2df24f31c	support standard indicatorset	2020-10-28 09:43:19 +08:00
c9s	50693ae845	implement ewma and sma	2020-10-28 09:13:57 +08:00
c9s	ef598c3a0f	assign base order executor descendingly	2020-10-27 09:58:21 +08:00