zenix
a6e0edbb3c
fix: naming of prepare function of openPosition and add comments
2022-11-21 12:16:11 +09:00
zenix
109f4d0e3e
fix: Position not synchronized in drift. add DisableNotify for GeneralOrderExecutor
2022-11-21 12:16:11 +09:00
zenix
27800e95bd
feature: add cancel_replace for binance, add FastSubmitOrders, fix drift leakage on pendingOrderCounter
2022-11-21 12:16:11 +09:00
c9s
9bf070172a
bbgo: remove extra order arguments from GracefulCancelActiveOrderBook to avoid confusion
2022-11-02 12:34:04 +08:00
c9s
8707fcaa97
bbgo: drop FastCancelActiveOrderBook
2022-11-02 12:31:35 +08:00
c9s
7b9edd0456
all: rename cancelNoWait to fastCancel
2022-11-02 12:25:34 +08:00
Andy Cheng
06c95a4735
fix/general-order-executor: do not check for base balance for futures orders in reduceQuantityAndSubmitOrder()
2022-10-18 18:59:04 +08:00
zenix
09c85d346c
feature: add cancelNoWait in GeneralOrderExecutor to make cancellation in 1s faster
2022-10-17 15:14:36 +08:00
Andy Cheng
5ad247c8fe
fix/order-executor: check for short position
2022-10-07 13:28:24 +08:00
Andy Cheng
7a80b90dac
fix/order-executor: ClosePosition() works on futures position
2022-10-07 13:06:32 +08:00
zenix
58736b1b2d
refactor: extract stoploss, fix highest/lowest in trailingExit
2022-09-29 20:15:10 +09:00
zenix
5086af2886
fix: reduce Quantity precheck, drift condition, ewo refactor
2022-09-28 20:06:37 +09:00
c9s
bfc4cc0db1
bbgo: check options.price when limit order taker ratio is given
2022-09-24 01:27:28 +08:00
c9s
14c941c9f3
bbgo: add submitOrder retry limit
2022-09-24 01:25:28 +08:00
c9s
90303b38e2
remove unused NotifyFunc
2022-09-24 01:15:18 +08:00
zenix
fdbcaef2ca
fix: use ZeroAssetError, refactor
2022-09-22 20:26:18 +09:00
zenix
fd875c7060
fix: add series.filter, fix fixedpoint.Four, fix modifiable for embedded fields, change drift to use openPosition, modify openPosition behavior
2022-09-22 13:01:26 +09:00
c9s
c8f5bf8b08
bbgo: check e.session.Margin flag
2022-09-19 16:00:12 +08:00
c9s
b3ae4929be
bbgo: make the max borrowing error message clear
2022-09-19 14:56:13 +08:00
c9s
1c23881da9
bbgo: check closing flag to avoid double closing
2022-09-19 13:23:23 +08:00
c9s
05defc3aad
bbgo: fix base amount borrow check
2022-09-19 13:12:49 +08:00
c9s
d4398bbbf9
bbgo: add more simple slice types to FilterSimpleArgs
2022-09-19 13:07:56 +08:00
c9s
1d1d5d497f
bbgo: init call to updateMarginAssetMaxBorrowable
2022-09-19 09:25:54 +08:00
c9s
8180153e9c
bbgo: use margin asset borrowable amount to adjust the quantity
2022-09-19 09:10:59 +08:00
c9s
be40ed7410
bbgo: refactor marginAssetUpdater
2022-09-16 12:19:30 +08:00
c9s
88696bc6d2
bbgo: add more interface implementation for order executor
2022-09-14 15:54:43 +08:00
c9s
8d4eb611f3
bbgo: add more open position doc comments
2022-09-12 23:48:40 +08:00
c9s
776f89b2f2
pivotshort: apply OpenPositionOptions to breakLow
2022-09-12 23:24:37 +08:00
c9s
db94b2690a
bbgo: check base balance only for long position
2022-09-11 17:49:24 +08:00
c9s
7b68e5ee27
bbgo: fix balance lock issue
2022-09-11 17:46:23 +08:00
Yo-An Lin
d45bc9e509
Merge pull request #927 from c9s/refactor/submit-order
...
refactor: simplify submit order
2022-09-11 02:58:47 +08:00
c9s
9474c2779c
bbgo: call notify when opening new position
2022-09-11 02:36:45 +08:00
c9s
5c18bc4d41
bbgo: notify closing position
2022-09-11 02:33:32 +08:00
c9s
6c22c3799e
bbgo: Add ClosePosition doc comment
2022-09-11 02:01:48 +08:00
Yo-An Lin
e0228f80f4
Merge pull request #926 from c9s/feature/open-position
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fix: handle created orders before we retry
2022-09-10 13:37:16 +08:00
c9s
29105eb57f
all: simplify underlying exchange submitOrder method
...
- Replace SubmitOrders with SubmitOrder
- Accept only one submit order and return one created order
- Add bbgo.BatchPlaceOrders helper method and bbgo.BatchRetryPlaceOrders method
2022-09-09 18:41:06 +08:00
Yo-An Lin
e86df62daf
Merge pull request #925 from c9s/feature/open-position
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feature: order executor open position method
2022-09-09 17:58:12 +08:00
c9s
94780b39e6
bbgo: order executor should collect the created orders first before we retry
2022-09-09 17:55:51 +08:00
c9s
5f2254e2cb
bbgo: add description to the open position options
2022-09-09 17:50:21 +08:00
c9s
8dca24e9ee
all: solve cyclic import
2022-09-09 17:40:17 +08:00
c9s
2e95246687
bbgo: add OpenPosition method
2022-09-09 13:57:39 +08:00
zenix
4a878b5596
fix: rename generalorderexecutor.cancel to gracefulcancelorder
2022-09-05 19:32:35 +09:00
zenix
938dc3c497
feature: add serialmarketdatastore, add elliottwave strategy to replace ewoDgtrd, add active cancel on general order executor, add pca
2022-09-05 19:32:35 +09:00
zenix
da28750313
feature: dump parameter to tg, esp series, fix: order tag, position calculation and bp/sp of drift
2022-08-15 21:05:29 +09:00
Andy Cheng
6f2eb1688b
generalorderexecutor: retry submit/cancel order once
2022-08-11 13:49:16 +08:00
zenix
d46267aff9
feature: use ma for tp coefficient, rewrite trailing stop for drift, export all window param to yaml
2022-07-28 19:34:12 +09:00
c9s
93593ffa06
bbgo: add close position tag log
2022-07-28 10:27:04 +08:00
zenix
f2d37650a5
fix: drift bias on long entry position condition, make cancel faster
2022-07-26 18:00:05 +09:00
zenix
6a9e00ebd4
fix: update drift strategy
2022-07-26 18:00:05 +09:00
c9s
5bd292d0b2
bbgo: add notify(profit)
2022-07-08 16:43:32 +08:00
