c9s
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1f449eca7f
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implement SlackAttachment interface on Position
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2021-05-15 23:50:03 +08:00 |
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c9s
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a582fdbfa7
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xbalance: add jitter and notification messages
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2021-05-15 10:42:16 +08:00 |
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c9s
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c85456b8e8
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lock position for fetching base quantity
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2021-05-15 10:06:48 +08:00 |
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c9s
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531799bdfb
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use mutex composition since we may lock from out side
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2021-05-15 10:05:39 +08:00 |
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c9s
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8071559f99
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position: use pointer receiver
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2021-05-15 10:02:04 +08:00 |
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c9s
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a636cdaec9
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add mutex to Position since position could be changed from 2 goroutine
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2021-05-15 10:01:41 +08:00 |
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c9s
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aa340f0db3
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always check restQuantity
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2021-05-15 10:00:32 +08:00 |
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c9s
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638cc40516
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fix notification arguments
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2021-05-15 09:59:17 +08:00 |
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c9s
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236df245a2
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adjust quantity bases on the balances
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2021-05-15 09:46:07 +08:00 |
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c9s
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f9cb414832
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twap: add update-interval option
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2021-05-15 09:29:44 +08:00 |
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c9s
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ae256ce9d3
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add more quantity adjustment fix
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2021-05-15 09:23:41 +08:00 |
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c9s
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356a8b77ac
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adjust updateLimiter to 3 seconds one time
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2021-05-15 09:20:46 +08:00 |
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Yo-An Lin
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93770a0d9f
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Merge pull request #242 from c9s/feature/execute-order-cmd
add twap order execution and related command
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2021-05-14 16:17:20 +08:00 |
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c9s
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445feb016a
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support price ticks option
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2021-05-14 15:35:11 +08:00 |
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c9s
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a2bcfc8630
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fix bollgrid function call
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2021-05-14 15:34:58 +08:00 |
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c9s
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e3cb2ad86c
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fix telegram arguments index update
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2021-05-14 14:57:22 +08:00 |
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c9s
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abd6f4c7ef
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rename bbgo.AdjustQuantityByMaxAmount to bbgo.AdjustFloatQuantityByMaxAmount
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2021-05-14 14:53:26 +08:00 |
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c9s
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f1fe492117
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improve string format
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2021-05-14 14:53:26 +08:00 |
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c9s
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66bc06bc5f
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add more order execution parameter checks
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2021-05-14 14:53:26 +08:00 |
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c9s
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bb34b1002a
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improve order execution graceful shutdown
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2021-05-14 14:53:26 +08:00 |
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c9s
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dc040bb82b
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improving logs
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2021-05-14 14:53:26 +08:00 |
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c9s
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f69cbe9c31
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add basic TwapExecution
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2021-05-14 14:53:26 +08:00 |
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c9s
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c8b97629e0
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add NumOfOrders method on active book
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2021-05-14 14:53:26 +08:00 |
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c9s
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c520cfa540
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xmaker: fix price calculation
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2021-05-14 14:53:26 +08:00 |
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c9s
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3437515d6a
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rename placeOrder to submitOrder for making the api consistent
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2021-05-14 14:53:26 +08:00 |
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Yo-An Lin
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2aea0dee4f
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Merge pull request #230 from LarryLuTW/bollgrid-enhance
bollgrid: generate the last order if balance is not enough
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2021-05-14 11:51:25 +08:00 |
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Yo-An Lin
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9c666f9a04
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Merge pull request #238 from jessy1092/binance_order
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2021-05-14 11:00:13 +08:00 |
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Lee
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d1cef15f75
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Fix: Correct the Order FILLED event on binance
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2021-05-13 00:41:23 +08:00 |
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Larry850806
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4b53b3c96a
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bollgrid: generate the last order if balance is not enough
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2021-05-12 20:45:54 +08:00 |
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c9s
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3becb32843
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bump version to v1.16.0
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2021-05-12 19:41:03 +08:00 |
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Yo-An Lin
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0a3987b616
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Merge pull request #236 from c9s/fix/cross-exchange-risk-control
fix cross exchange order executor for the basic risk control
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2021-05-12 19:04:57 +08:00 |
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c9s
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a49cf531b5
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fix cross exchange order executor for the basic risk control
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2021-05-12 19:02:09 +08:00 |
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Yo-An Lin
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dcd66d3449
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Merge pull request #235 from jessy1092/binance_parser
Fix: Correct the binance executionReport parser
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2021-05-12 19:01:14 +08:00 |
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Lee
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b0e71e4258
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Fix: Correct the binance executionReport parser
Let JSON parse to be explicit for prevent Unmarshal case-insensitive issue
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2021-05-12 18:45:16 +08:00 |
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Yo-An Lin
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4028c39dbf
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Merge pull request #234 from narumiruna/fix/macd-vwap-test-case
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2021-05-12 16:52:49 +08:00 |
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Yo-An Lin
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ab51007b62
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Merge pull request #233 from c9s/refactor/notifier
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2021-05-12 14:58:51 +08:00 |
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なるみ
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f1d88188e8
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Fix test case
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2021-05-12 14:39:10 +08:00 |
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c9s
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aa6520ec18
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improve error messages
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2021-05-12 12:54:46 +08:00 |
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c9s
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98e0390c1d
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improve slack notification
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2021-05-12 12:43:03 +08:00 |
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c9s
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807c049d63
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refactor notifiers and add liquidity field to the trade
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2021-05-12 12:37:48 +08:00 |
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c9s
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85e1b6b1c7
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move field assignment
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2021-05-12 12:05:54 +08:00 |
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c9s
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df11112d64
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refactor exchange session initialization
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2021-05-12 12:05:54 +08:00 |
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c9s
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8d63647104
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assign session.Withdrawal
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2021-05-12 12:05:54 +08:00 |
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c9s
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29b7326f19
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add withdrawal property to the exchange session
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2021-05-12 12:05:54 +08:00 |
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Yo-An Lin
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ca0061856d
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Merge pull request #231 from zenixls2/binance_cancel
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2021-05-12 09:25:34 +08:00 |
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Yo-An Lin
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3b61a16a81
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Merge pull request #227 from narumiruna/feature/add-ad-indicator
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2021-05-12 09:22:09 +08:00 |
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Yo-An Lin
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037f564b03
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Merge pull request #226 from narumiruna/feature/add-obc-indicator
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2021-05-12 09:21:27 +08:00 |
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c9s
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fd6fe56f32
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implement withdrawal request on binance
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2021-05-12 02:15:22 +08:00 |
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c9s
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b27a840607
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add interval setting
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2021-05-12 01:29:43 +08:00 |
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c9s
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9ff7b62123
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add xbalance strategy
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2021-05-12 01:21:40 +08:00 |
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