Commit Graph

1096 Commits

Author SHA1 Message Date
c9s
dddf7c57ba
bbgo: add v2 indicator set 2023-06-29 17:44:36 +08:00
c9s
ce40549e88
all: rename QueryOrderUntilSuccessful to QueryOrderUntilFilled 2023-06-29 17:17:32 +08:00
c9s
c6f7723620
bbgo: rename env ENABLE_MARKET_TRADE_STOP to DISABLE_MARKET_TRADE_STOP
since we've set it default to true
2023-06-29 14:26:12 +08:00
c9s
c4bd5a8a13
Merge pull request #1210 from c9s/refactor/move-retry-funcs
REFACTOR: move retry functions
2023-06-29 14:16:51 +08:00
c9s
2b65012b37
bbgo: openPosition should check if it's still closing 2023-06-29 13:29:31 +08:00
c9s
b6dba18f77
all: move retry functions to the retry package 2023-06-29 10:59:01 +08:00
c9s
195ace63b0
check if it's in back testing mode 2023-06-28 18:11:00 +08:00
c9s
0360d9fa8b
block and query order until the market order for closing position is filled 2023-06-28 18:09:10 +08:00
c9s
b5f2f57678
bbgo: introduce ENABLE_MARKET_TRADE_STOP env var 2023-06-27 16:39:10 +08:00
c9s
5afd23b5c7
bbgo: trigger trailingStop when kline is updated 2023-06-27 16:39:10 +08:00
c9s
ac1b5aa0e2
bbgo: trigger price check when kline is updated (not just closed) 2023-06-27 16:39:09 +08:00
c9s
fdf2a91604
bbgo: enable enableMarketTradeStop 2023-06-27 16:39:09 +08:00
c9s
4bc41bad9d
bbgo: improve ProtectiveStopLoss notification message 2023-06-27 16:39:09 +08:00
c9s
aa4f998382
bbgo: add scale Sum method 2023-06-14 17:25:23 +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
c25ac65eb0
bbgo: improve hhllstop message 2023-06-07 16:45:46 +08:00
c9s
bd335a0335
bbgo: fix trailing stop order tag 2023-06-07 16:39:37 +08:00
c9s
aa281b164e
bbgo: improve tradingStop message 2023-06-07 16:14:46 +08:00
c9s
b90564be90
bbgo: fix order executor error message and add price check 2023-06-07 16:14:46 +08:00
c9s
5515f588e3
all: add parameter index to the Last method 2023-05-31 19:35:44 +08:00
c9s
648e99f52a
all: refactor and rename indicator.MACD to indicator.MACDLegacy 2023-05-26 15:06:52 +08:00
c9s
6bed2a31f6
all: refactor exchange factory to return the minimal implementation 2023-05-17 13:43:00 +08:00
c9s
420654c5ed
bbgo: rename NewStandard to just New 2023-05-16 18:24:06 +08:00
c9s
5e8f8b492a
all: remove unused subAccount parameter since it was designed for ftx 2023-05-16 18:21:47 +08:00
c9s
9b9d7455ec
bbgo: move Fast* methods to the FastOrderExecutor 2023-05-16 16:39:04 +08:00
c9s
77f6c6bb46
bbgo: lock strategy before we sync data 2023-04-26 18:07:29 +08:00
c9s
3d7cdd9938
fix: drop the global persistenceServiceFacade 2023-04-26 00:42:33 +08:00
c9s
a13ad2f6ab
fix: avoid global persistenceServiceFacade concurrent write 2023-04-26 00:37:13 +08:00
c9s
a9b0270390
bbgo: add context to LoadState 2023-04-25 18:30:23 +08:00
Andy Cheng
68f54c032a
Merge pull request #1121 from andycheng123/feature/hhllstop
Feature/hhllstop
2023-04-18 11:39:45 +08:00
Andy Cheng
c3318cbb50
exits/trailingstop: update comment 2023-04-18 11:31:51 +08:00
c9s
25daefabab
maxapi: fix nonce updater 2023-04-13 17:20:59 +08:00
Andy Cheng
d4e42426ab
exits/trailingstop: add descriptions for parameters 2023-04-11 16:02:54 +08:00
Andy Cheng
7f33b54312
exits/trailingstop: check parameters 2023-04-11 15:11:11 +08:00
Andy Cheng
afc262da8b
exits/trailingstop: more logs 2023-04-11 14:55:32 +08:00
c9s
8257c4ffbe
xfunding: fix ClosePosition call for futures 2023-03-29 18:28:25 +08:00
c9s
38778ff756
bbgo: fix order executor ClosePosition for order executor 2023-03-29 17:46:54 +08:00
c9s
78c73e4514
bbgo: check e.disableNotify for profit stats 2023-03-26 01:32:47 +08:00
c9s
1b5126c9a1
xfunding: add mutex 2023-03-23 17:36:30 +08:00
c9s
a838b4991a
bbgo: refactor order executor with max retries 2023-03-23 12:51:52 +08:00
Andy Cheng
1f3579e3ec
exits/trailingstop: shouldStop() only works after enough data collected 2023-03-20 15:56:51 +08:00
Andy Cheng
170d41a492
exits/trailingstop: updateHighLowNumber no matter activated or not 2023-03-20 15:47:44 +08:00
Andy Cheng
bb8dbb155f
exits/trailingstop: fix typo 2023-03-17 10:43:47 +08:00
Andy Cheng
86bce7403b
exits/hhllstop: fix out of index error of klines 2023-03-16 19:44:58 +08:00
Andy Cheng
2e00e58442
exits/hhllstop: add hhllstop to exits 2023-03-16 18:39:27 +08:00
Andy Cheng
eb5479ffdf
exits/hhllstop: hhllstop prototype 2023-03-16 18:35:21 +08:00
Andy Cheng
a8438f8f72
exits/hhllstop: add basic parameters 2023-03-16 18:35:21 +08:00
c9s
2fbe90b1e7
bbgo: fix: pass isolated context to SaveState() call 2023-03-15 22:50:50 +08:00
c9s
2378951c85
bbgo: should get isolation from the ctx when saving state 2023-03-15 22:47:40 +08:00
Yo-An Lin
78d65d74d2
Merge pull request #1090 from andycheng123/fix/scale
fix/scale: fix LinearScale calculation
2023-03-10 14:18:02 +08:00