5132 Commits

Author	SHA1	Message	Date
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	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	7a6000a316	xalign: fix instanceID	2023-06-08 18:05:58 +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	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	0f141c7f79	schedule: add MinBaseBalance config	2023-06-07 16:36:38 +08:00
c9s	e0e27e75bb	schedule: graceful cancel orders before the next submission	2023-06-07 16:30:54 +08:00
c9s	f6a300a7c4	schedule: add useLimitOrder option	2023-06-07 16:27:36 +08:00
c9s	aa281b164e	bbgo: improve tradingStop message	2023-06-07 16:14:46 +08:00
c9s	9f5ef21dda	types: Add TradeWith helper	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	ca78a3379a	indicator: add cross stream	2023-06-07 16:14:46 +08:00
c9s	7f3f2c1217	types: move cross result to a single file	2023-06-07 16:14:46 +08:00
c9s	24003139f4	types: fix return value var	2023-06-07 16:14:46 +08:00
c9s	97e7b93997	indicator: rewrite Multiply to make it consistent with Subtract	2023-06-07 16:14:46 +08:00
c9s	aae7fd310e	indicator: add ATRP indicator	2023-06-07 16:14:46 +08:00
Yo-An Lin	8a8111140e	Merge pull request #1188 from c9s/feature/v2-indicator-multiply ... FEATURE: [indicator] add multiply operator	2023-06-01 21:28:29 +08:00
Yo-An Lin	c0bb953019	Merge pull request #1185 from c9s/c9s/fix-autoborrow ... FIX: [autoborrow] add max borrowable check and add more notifications	2023-06-01 21:24:34 +08:00
Yo-An Lin	8792000be0	Merge pull request #1190 from c9s/feature/v2indicator-pivotlow	2023-06-01 21:20:22 +08:00
Yo-An Lin	e8b27c5044	Merge pull request #1186 from c9s/feature/v2-indicator-cma ... FEATURE: [indicator] add v2 CMA indicator	2023-06-01 18:04:47 +08:00
c9s	15d1caef31	indicator: add pivothigh v2 indicator	2023-06-01 17:31:12 +08:00
c9s	9a486388fa	indicator: add v2 pivot low indicator	2023-06-01 17:17:14 +08:00
c9s	8a8edc7bb6	indicator: rename price.go to v2_price.go	2023-06-01 16:52:02 +08:00
c9s	0b01750528	indicator: drop unused code	2023-06-01 15:56:47 +08:00
c9s	b141ae3ece	indicator: add stddev v2	2023-06-01 15:19:12 +08:00
c9s	3d4b88fa7d	indicator: drop unused stddev code	2023-06-01 14:59:02 +08:00
c9s	b0abc1bf55	indicator: drop ssf unused func	2023-06-01 14:54:25 +08:00
c9s	66d99ce6ae	indicator: add stoch test	2023-06-01 14:52:09 +08:00
c9s	4f07a44b61	indicator: add v2 stochastic oscillator	2023-06-01 14:43:29 +08:00
c9s	1535572b43	indicator: add multiply operator	2023-06-01 14:30:16 +08:00
c9s	8ebf5723a7	indicator: add v2 CMA indicator	2023-06-01 14:27:03 +08:00
c9s	3e9458499c	indicator: fix tests	2023-06-01 12:39:30 +08:00
c9s	b55fbd5c96	autoborrow: check maxBorrowable	2023-06-01 12:27:39 +08:00
c9s	95e1f10934	autoborrow: send notify when auto repay is skip	2023-06-01 12:18:53 +08:00
c9s	fa0cb1e85f	binance: document balanceUpdate event	2023-06-01 12:17:45 +08:00
c9s	1dfb0cd1a1	autoborrow: notify balance delta event	2023-06-01 12:13:51 +08:00
c9s	f349f3620c	autoborrow: add SlackAttachment support to the binance balance update event	2023-06-01 12:13:22 +08:00
c9s	23a49a8fd2	indicator: fix klines stream emitter	2023-06-01 11:43:37 +08:00
c9s	9c43c75361	floats: fix floats.Slice truncate	2023-06-01 11:43:22 +08:00
c9s	e320e5d249	indicator: remove unused low value indicator	2023-06-01 08:56:17 +08:00
c9s	0da0b1086a	indicator: fix SMA truncate call	2023-06-01 08:33:14 +08:00
c9s	01ef6c2628	indicator: add v2 MACD	2023-06-01 08:28:49 +08:00
c9s	ee8bbe3418	indicator: add v2 sma	2023-06-01 08:11:30 +08:00
c9s	47e869a9f7	floats: add Truncate method support to floats slice	2023-06-01 08:11:19 +08:00
c9s	9e6cb0858e	indicator: simplify source, calculate binding	2023-06-01 07:58:58 +08:00
c9s	c9c13b2013	all: replace all Index(i) callers	2023-06-01 07:46:50 +08:00
c9s	5515f588e3	all: add parameter index to the Last method	2023-05-31 19:35:44 +08:00
c9s	2a074ba11b	floats: add Average method on floats.Slice	2023-05-31 16:30:19 +08:00
c9s	114e292d8f	indicator: rewrite RSI indicator	2023-05-31 16:30:04 +08:00
c9s	e58db43067	indicator: rename v2 indicators	2023-05-31 13:08:40 +08:00
c9s	ba0102e992	pivotshort: fix find pivot func call	2023-05-31 13:08:21 +08:00
c9s	266016a278	indicator: simplify ATR2	2023-05-30 13:53:59 +08:00
c9s	ebf9c43cd5	indicator: separate TR + RMA and ATR = TR + RMA	2023-05-30 13:51:00 +08:00
c9s	a887eaf542	indicator: fix the comment	2023-05-30 13:50:59 +08:00
c9s	811e624302	indicator: simplify and refactor atr2	2023-05-30 13:50:59 +08:00
c9s	f65d6267fc	indicator: refactor ATRStream	2023-05-30 13:50:59 +08:00
c9s	da15f47f17	indicator: refactor Float64Series and improve RMA2	2023-05-30 13:50:59 +08:00
c9s	1bf44720e2	indicator: update and clean up rma2	2023-05-30 13:50:59 +08:00
c9s	1450d193a4	indicator: refactor/add float64 series	2023-05-30 13:50:59 +08:00
c9s	e094f422fc	indicator: rename v2 indicator file	2023-05-30 13:50:59 +08:00
c9s	68570e1eeb	indicator: move EWMA2 to ewma2.go	2023-05-30 13:50:59 +08:00
c9s	8c7962f07f	indicator: move out subtract stream	2023-05-30 13:50:59 +08:00
c9s	f067c92733	floats: document LSM	2023-05-30 13:50:59 +08:00
c9s	e91142f4e9	indicator: rename func to floats.FindPivot	2023-05-30 13:15:47 +08:00
c9s	89aa63dd64	floats: add floats LSM	2023-05-30 13:15:47 +08:00
Yo-An Lin	67fe27774c	Merge pull request #1179 from c9s/c9s/refactor-indicator ... FEATURE: new indicator API design	2023-05-29 17:06:16 +08:00
c9s	5ef7da8422	grid2: fix precheck	2023-05-26 16:09:07 +08:00
c9s	5bf204b890	indicator: support histrical price push	2023-05-26 15:18:43 +08:00
c9s	9fac61351d	all: rename Minus() to Sub()	2023-05-26 15:06:52 +08:00
c9s	648e99f52a	all: refactor and rename indicator.MACD to indicator.MACDLegacy	2023-05-26 15:06:52 +08:00
c9s	273659a870	grid2: update comment	2023-05-26 14:51:06 +08:00
c9s	8c09c9668a	grid2: improve base quote investment check	2023-05-26 14:49:56 +08:00
c9s	171e0678b6	indicator: remove underscore var	2023-05-25 22:19:14 +08:00
c9s	a994235300	indicator: move doc	2023-05-25 22:18:54 +08:00
c9s	bcf77141ca	all: re-design and refactor indicator api	2023-05-25 22:17:50 +08:00
Yo-An Lin	cf5d71b4bc	Merge pull request #1176 from c9s/c9s/grid2/base-quote ... FIX: [grid2] fix base + quote calculation and add baseGridNumber config field	2023-05-25 14:45:45 +08:00
c9s	f7a5c84768	all: reformat code	2023-05-25 14:01:22 +08:00
c9s	8e426ca4bf	grid2: add last price == sell price case	2023-05-25 13:31:47 +08:00
zenix	508f42663d	fix: some types in SeriesExtended are not supported	2023-05-24 19:47:36 +09:00
Yo-An Lin	862848721f	Fix placeSell condition	2023-05-24 17:52:14 +08:00
c9s	26cbd60a66	grid2: add one more test case for base + quote	2023-05-23 17:36:01 +08:00
c9s	1cf788c925	grid2: fix base + quote order placement and add test case	2023-05-23 17:34:03 +08:00
c9s	d5cf53ee94	grid2: fix comparison	2023-05-22 18:20:34 +08:00
c9s	ce2bd7ca7d	grid2: override placeSell if BaseGridNumber is defined	2023-05-22 18:13:51 +08:00
c9s	2046ccc791	grid2: pull out sell boolean var	2023-05-22 18:10:51 +08:00