Commit Graph

7277 Commits

Author SHA1 Message Date
c9s
f426d151a8
scmaker: final version 2023-06-14 17:25:23 +08:00
c9s
b8597a1803
scmaker: calculate balance quantity 2023-06-14 17:25:23 +08:00
c9s
aa4f998382
bbgo: add scale Sum method 2023-06-14 17:25:23 +08:00
c9s
40f8283616
scmaker: basic prototype 2023-06-14 17:25:23 +08:00
c9s
a28081a5d2
xalign: add more checks 2023-06-14 17:25:22 +08:00
c9s
0482ade44a
backtest: adjust best bid/ask price with tick size 2023-06-14 17:25:22 +08:00
c9s
fded41b0ea
indicator: fix macd test case since we changed the ewma default value 2023-06-14 17:25:22 +08:00
c9s
e529a3271d
indicator: fix ewma2 initial value 2023-06-14 17:25:22 +08:00
c9s
0a5f31a80f
indicator: rename BollStream to BOLLStream 2023-06-14 17:25:22 +08:00
c9s
295ae95da6
indicator: implement bollinger indicator 2023-06-14 17:25:22 +08:00
c9s
9d9f898f17
indicator: use pointer for float64series 2023-06-14 17:25:22 +08:00
c9s
ea3b1cc937
binance: fix logrus call 2023-06-14 17:25:22 +08:00
c9s
c00d7b669b
Merge pull request #1174 from c9s/feature/grid2/recover
FEATURE: [grid2] recover with twin orders
2023-06-14 13:02:12 +08:00
c9s
1fd52f78a9
xalign: allocate and bind order store 2023-06-13 23:23:41 +08:00
c9s
45aaad1629
xalign: improve update message 2023-06-13 23:21:07 +08:00
c9s
007f3c9531
autoborrow: add margin level check back 2023-06-13 23:17:24 +08:00
c9s
1855e52838
xalign: graceful cancel orders when shutting down 2023-06-13 17:29:19 +08:00
c9s
a126bc3bb6
binance: add market info warning 2023-06-13 17:09:37 +08:00
c9s
0a7c0632c4
xalign: use %+v format for submit order 2023-06-13 17:08:37 +08:00
c9s
36fa565460
types: add one more market tests 2023-06-13 17:08:28 +08:00
c9s
21a01bd2c0
go: update go-binance to v2.4.2 2023-06-13 17:08:02 +08:00
c9s
6308ef5107
autoborrow: repay debt first 2023-06-13 14:21:16 +08:00
c9s
476378e742
xalign:add one more dust check 2023-06-13 13:53:51 +08:00
c9s
599b18fc3c
xalign: skip dust quantity 2023-06-13 13:49:22 +08:00
c9s
358e873582
xalign: add notification 2023-06-13 13:47:01 +08:00
c9s
64dcef3429
xalign: fix tick size calculation 2023-06-13 13:44:31 +08:00
c9s
dadf22e48f
xalign: add more log 2023-06-13 13:40:39 +08:00
c9s
5a30bedc77
autoborrow: always repay first when it deposits 2023-06-13 13:23:10 +08:00
c9s
fe5a6f4c36
xalign: fix quote amount check 2023-06-13 12:42:07 +08:00
c9s
740cfe6d5c
xalign: fix session refs 2023-06-13 12:27:38 +08:00
c9s
909c8f5cc7
xalign: add more checks 2023-06-13 12:25:10 +08:00
c9s
518c6938be
xalign: add more checks 2023-06-13 12:25:04 +08:00
chiahung
49971a2e50 use existing interface 2023-06-12 17:15:56 +08:00
chiahung
18a7520fa7 MINOR: add test for recovery 2023-06-12 17:15:56 +08:00
chiahung
2f050332eb FEATURE: query trades until hard limit or finish filled 2023-06-12 17:15:56 +08:00
chiahung
f38cfb6ea3 REFACTOR: refactor for future test 2023-06-12 17:15:56 +08:00
chiahung
61892eb2df renaming 2023-06-12 17:15:56 +08:00
chiahung
93d35cc423 FEATURE: use TwinOrder to recover 2023-06-12 17:15:56 +08:00
c9s
5996b32ee1
Merge pull request #1194 from c9s/improve/hhllstop
IMPROVE: improve hhllstop message
2023-06-09 19:11:57 +08:00
c9s
7c693e8e35
Merge pull request #1196 from c9s/strategy/xalign
FIX: [xalign] add DryRun and fix quote amount calculation
2023-06-09 11:14:05 +08:00
c9s
f6f3293191
xalign: round up requiredQuoteAmount 2023-06-09 11:04:31 +08:00
c9s
8baafdf329
xalign: add DryRun and fix quote amount calculation 2023-06-08 23:15:26 +08:00
c9s
fb078c9ede
Merge pull request #1195 from c9s/strategy/xalign 2023-06-08 18:23:27 +08:00
c9s
7a6000a316
xalign: fix instanceID 2023-06-08 18:05:58 +08:00
c9s
cbb9cc7722
xalign: add doc comment 2023-06-08 17:02:06 +08:00
c9s
db43c87227
xalign: load interval from config 2023-06-08 17:02:06 +08:00
c9s
c9ee4e52cc
xalign: add xalign strategy 2023-06-08 17:02:05 +08:00
c9s
5dde93c487
Merge pull request #1192 from c9s/feature/indicator-improvements
IMPROVE: improve order executor error checking, trailing stop and indicators
2023-06-07 17:34:38 +08:00
c9s
d7cafcb65a
Merge pull request #1193 from c9s/fix/schedule-quantity-truncation
FIX: [schedule] fix quantity truncation add minBaseBalance config
2023-06-07 17:30:56 +08:00
c9s
c25ac65eb0
bbgo: improve hhllstop message 2023-06-07 16:45:46 +08:00