Commit Graph

3042 Commits

Author SHA1 Message Date
c9s
0cec652f38 bollmaker: skip submitOrder calls if submitOrders is empty 2022-01-09 02:35:12 +08:00
c9s
656ef942e4 bollmaker: add disable short option 2022-01-09 02:24:10 +08:00
c9s
4df5847647 bollmaker: add quantity scaling for closing position 2022-01-09 01:57:51 +08:00
c9s
4cdb5b607b rename bollpp to bollmaker 2022-01-09 01:20:47 +08:00
c9s
02dfdb57bd types: pull out position type 2022-01-09 00:45:19 +08:00
c9s
1b1fc3ad66 types: collect fees 2022-01-09 00:39:55 +08:00
c9s
7e2acdc416 all: add lock protected GetBase method for Position 2022-01-09 00:35:45 +08:00
c9s
9b92c8948d xmaker: fix quantity truncation and add check for min quantity n min notional 2022-01-09 00:30:18 +08:00
c9s
77373a6cd4 add v1.23.0 release note 2022-01-08 19:06:04 +08:00
c9s
415cda3fca bump version to v1.23.0 2022-01-08 19:06:03 +08:00
c9s
567f0c8b59 update bollpp config 2022-01-08 02:40:34 +08:00
c9s
d1420e66be fix TestTradeCollector_ShouldNotCountDuplicatedTrade 2022-01-08 02:20:30 +08:00
c9s
cb189d885c fix backtest for limit maker order and bollpp strategy 2022-01-08 02:18:44 +08:00
c9s
e0b906a88b bbgo: fix processTrade 2022-01-07 16:53:11 +08:00
c9s
f4ebae17bb xmaker: when recover the trade, notify 2022-01-07 13:13:57 +08:00
Yo-An Lin
7f967de210
Merge pull request #419 from zenixls2/main
add twitter/telegram badge
2022-01-07 13:09:30 +08:00
c9s
a5fb408a16 twap: refactor and call activeMakerOrders.GracefulCancel 2022-01-07 01:34:23 +08:00
c9s
d013713c00 types: add exchange name to trade key 2022-01-07 01:25:07 +08:00
c9s
e312ec953c bbgo: rename test case 2022-01-07 01:23:54 +08:00
c9s
d63cc42867 bbgo: add trade collector test 2022-01-07 01:17:07 +08:00
c9s
a49d001c29 xmaker: add trade scanner 2022-01-07 01:03:12 +08:00
c9s
69ae3259ff bbgo: mark trade as done in the trade collector for preventing duplicated trade 2022-01-07 00:28:12 +08:00
c9s
01c7429758 trade: use assignment instead of append 2022-01-07 00:21:14 +08:00
c9s
41574a2390 xmaker: use millisecond jitter from the util package 2022-01-07 00:14:24 +08:00
c9s
259771b0b0 all: pull out the graceful cancel process to the local active book 2022-01-07 00:10:40 +08:00
c9s
47e23fda90 bbgo: add cache expiry 2022-01-06 23:57:42 +08:00
c9s
1d5406ef21 xmaker: always update maker market 2022-01-06 23:27:06 +08:00
zenix
09d66de9ee add twitter/telegram badge 2022-01-05 19:35:31 +09:00
c9s
c8bf85f4e2 xmaker: improve pips 2022-01-05 11:34:07 +08:00
c9s
e997220321 xmaker: fix ask pips 2022-01-05 11:32:56 +08:00
c9s
fd2f12a64f upgrade gopkg.in/tucnak/telebot.v2 to v2.5 2022-01-05 11:01:57 +08:00
c9s
8b6cae9107 max: fix max authenticated event parsing 2022-01-02 12:20:38 +08:00
c9s
e04139a330 max: clean up and refactor max stream 2022-01-02 12:02:36 +08:00
c9s
cc0e5f71b0 clean up binance stream 2022-01-02 12:02:36 +08:00
Yo-An Lin
b22bb4b28d
Merge pull request #416 from tony1223/bug/415-ftx-kline
exchange/ftx: #415 fix kline issue
2022-01-02 02:46:22 +08:00
c9s
85c14e5966 binance: fix parser tests 2022-01-02 02:44:47 +08:00
c9s
dcea623264 binance: change listen key update interval to 10 minutes 2022-01-02 02:41:58 +08:00
c9s
96fedfd311 okex: refactor okex stream 2022-01-02 02:37:33 +08:00
TonyQ
8315607de3 exchange/ftx: #415 fix kline issue 2022-01-02 02:34:29 +08:00
c9s
9d382a6b8c binance: use sync.Once to protect the set server time calls 2022-01-02 02:14:04 +08:00
c9s
ffe216ca2d kucoin: remove unused fields 2022-01-02 02:11:55 +08:00
c9s
76d11af284 kucoin: fix connection field 2022-01-02 02:11:36 +08:00
c9s
f4bfd8cc6b all: move Reconnector to standard stream 2022-01-02 02:08:34 +08:00
c9s
6f6dac611e refactor websocket stream into standard websocket stream 2022-01-02 01:54:47 +08:00
c9s
073845baa1 bump version to v1.22.3 2022-01-01 02:52:14 +08:00
c9s
3c57ce788e add startTime to the trade sync query 2022-01-01 02:51:58 +08:00
c9s
ab0519c4be start time is required for syncing trades 2022-01-01 02:50:07 +08:00
c9s
83053ab807 bump version to v1.22.3 2022-01-01 02:45:59 +08:00
c9s
7d64a30a6b kucoin: fix launch date with local time zone 2022-01-01 02:45:47 +08:00
c9s
f7000ad3ac add v1.22.3 release note 2022-01-01 02:43:48 +08:00