Commit Graph

1007 Commits

Author SHA1 Message Date
c9s
e1c2f7cc3d improve notifier signatures and fix slack Notify method 2020-10-27 20:13:10 +08:00
c9s
7905ba09d4 pull out fillStrategyNotifiability 2020-10-27 19:37:11 +08:00
c9s
ccc381143d support pointer type filling 2020-10-27 19:33:11 +08:00
c9s
ae30b7e323 update readme for api design 2020-10-27 19:24:53 +08:00
Yo-An Lin
1e5327a5e4 Update strategy.go 2020-10-27 15:51:36 +08:00
Yo-An Lin
d6d709fc84 Merge pull request #38 from c9s/feature/notification-router
feature: notifiability injection for strategy
2020-10-27 15:50:21 +08:00
c9s
968af40cb2 update readme for builtin strategies 2020-10-27 14:11:07 +08:00
c9s
b3eaf832af Add pricealert strategy for demonstrating notification 2020-10-27 13:54:39 +08:00
Yo-An Lin
dbf953ce52 Merge pull request #36 from c9s/feature/notification-router
feature: notification router
2020-10-27 11:41:08 +08:00
c9s
ab43de3efd clean up comment for base order executor 2020-10-27 10:00:41 +08:00
c9s
ef598c3a0f assign base order executor descendingly 2020-10-27 09:58:21 +08:00
c9s
8453e95300 configure channel routers 2020-10-27 09:38:29 +08:00
c9s
42f947506c add route methods on Notifiability 2020-10-27 09:24:59 +08:00
c9s
ea05d998f2 load notification conf 2020-10-27 08:57:00 +08:00
c9s
c315b79bd7 add notification config 2020-10-27 08:48:47 +08:00
c9s
284a0676f7 remove unused confg package 2020-10-27 08:19:16 +08:00
c9s
955479486a add symbol channel router and object channel router for notification 2020-10-27 08:19:16 +08:00
c9s
1d8e0bff5a drop legacy NewDefaultEnvironment method 2020-10-27 08:19:16 +08:00
Yo-An Lin
4033ad56e2 Merge pull request #34 from c9s/feature/order-executor
feature: refactor order executor and add basic risk control
2020-10-27 08:19:06 +08:00
c9s
922da31afd drop legacy config structure 2020-10-27 00:44:07 +08:00
c9s
e57ab039d1 document the baseQuantity 2020-10-26 22:26:01 +08:00
c9s
0fd9e8b95a reset price field when market order is used 2020-10-26 22:08:16 +08:00
c9s
085d02bee4 clean up strategy code since we can loaded from the config 2020-10-26 22:04:48 +08:00
c9s
38c87bfecc drop config dir 2020-10-26 21:46:38 +08:00
c9s
a1eeb55778 refactor and clean up bbgo config 2020-10-26 21:45:02 +08:00
c9s
c324a791f6 refactor and configure risk control order executor 2020-10-26 21:36:47 +08:00
c9s
59aa5c5ee2 implement RiskControlOrderExecutor 2020-10-26 18:28:34 +08:00
c9s
4e7c1a327b pull out order formatter 2020-10-26 18:17:18 +08:00
c9s
a4b6a5f923 load order executor config 2020-10-26 17:57:28 +08:00
c9s
502e5bdc04 load exchange sessions dynamically 2020-10-26 17:00:17 +08:00
c9s
7764560f3d add buyandhold config 2020-10-26 17:00:07 +08:00
c9s
8274f6e97c reformat OrderProcessor code 2020-10-26 16:45:09 +08:00
c9s
c9fa565c24 remove the legacy submit order method 2020-10-26 16:44:05 +08:00
c9s
359b3c56b4 move files 2020-10-26 16:15:30 +08:00
c9s
40d7072f78 ignore /bbgow* 2020-10-26 15:34:27 +08:00
c9s
19f259111d improve config loading by adding unmarshal yaml method 2020-10-26 15:33:25 +08:00
c9s
cd666fdf9e pull out db parameter from the constructor 2020-10-26 15:06:39 +08:00
c9s
3aa40f3aab disable viper config for now 2020-10-26 13:56:48 +08:00
c9s
332ca7ffe8 make trade sync optional 2020-10-26 13:48:59 +08:00
c9s
931c646fde configure notifier and make slack notification optional 2020-10-26 13:40:43 +08:00
c9s
ac0a26b005 add build command 2020-10-26 13:27:07 +08:00
c9s
9017d2a9a7 add go os and arch name to the binary name 2020-10-26 11:41:21 +08:00
Yo-An Lin
b6cc0be43d Merge pull request #32 from c9s/feature/heroku
feature: add heroku configuration (incomplete)
2020-10-26 10:50:34 +08:00
Yo-An Lin
27aa65aa13 Merge pull request #27 from c9s/feature/maker-strategy
strategy: add exponential quantity maker strategy
2020-10-26 10:50:00 +08:00
c9s
a559096208 add heroku build flags 2020-10-26 10:48:38 +08:00
c9s
2d0c2c5631 add Procfile 2020-10-26 10:46:19 +08:00
c9s
56bac95336 add the first app.json for heroku 2020-10-26 10:29:05 +08:00
c9s
aa6ccbf905 refactor xpuremaker strategy 2020-10-26 10:08:58 +08:00
c9s
fbba9b12ce xpuremaker: final clean up 2020-10-26 10:01:18 +08:00
c9s
145264aae4 cancel orders and re-submit maker orders 2020-10-26 00:26:17 +08:00