5242 Commits

Author	SHA1	Message	Date
Andy Cheng	e589a95c97	improve/profitTracker: do not bind in order executor	2023-07-10 16:32:35 +08:00
Andy Cheng	07104aa68a	feature/profitTracker: fix bugs	2023-07-10 16:32:35 +08:00
Andy Cheng	747f60b0d5	feature/profitTracker: integrate profit report with profit tracker	2023-07-10 16:32:35 +08:00
Andy Cheng	2c054e07e9	feature/profitTracker: use profitTracker in Supertrend strategy	2023-07-10 16:32:35 +08:00
Andy Cheng	a311930215	feature/profitTracker: add AddTrade()	2023-07-10 16:32:35 +08:00
Andy Cheng	aabd7edd7b	feature/profitTracker: prototype	2023-07-10 16:32:35 +08:00
c9s	f71fcdee23	Merge pull request #1225 from c9s/c9s/nested-persistence ... FEATURE: support nested persistence	2023-07-10 15:29:24 +08:00
c9s	14664188a0	Merge pull request #1224 from c9s/c9s/google-spreadsheet ... FEATURE: add google spreadsheet service support	2023-07-10 11:10:49 +08:00
c9s	0891859b98	dynamic: support nested persistence	2023-07-09 15:11:09 +08:00
c9s	5962742b43	all: integrate google spread sheet service	2023-07-09 13:17:39 +08:00
c9s	b47da70909	Merge pull request #1223 from c9s/c9s/google-spreadsheet	2023-07-07 18:35:23 +08:00
c9s	e41d720867	service/google: support reflect conversion	2023-07-07 14:52:25 +08:00
c9s	9bec294aa1	service/google: fix appendCells call	2023-07-07 13:36:31 +08:00
c9s	f9eba64816	xfunding: always sync funding fee	2023-07-06 16:02:37 +08:00
c9s	dc16e0c299	xfunding: reset LastFundingFeeTime	2023-07-06 15:58:42 +08:00
c9s	e8922a4c3a	xfunding: support transferIn with zero quantity	2023-07-05 17:18:28 +08:00
c9s	f505dda80f	xfunding: handle reset transfer when starting up	2023-07-05 16:59:10 +08:00
c9s	f6a3be6ff5	xfunding: improve checkAndRestorePositionRisks	2023-07-05 16:48:19 +08:00
c9s	bd347d5aa5	xfunding: log positionRisks	2023-07-05 16:48:19 +08:00
c9s	e4ababd39e	xfunding: fix spot order parameters	2023-07-05 16:48:19 +08:00
c9s	12aad7b292	xfunding: log spot balance	2023-07-05 16:48:19 +08:00
c9s	a766d88d60	xfunding: fix balance check	2023-07-05 16:48:19 +08:00
c9s	017278826b	xfunding: log failed order	2023-07-05 16:48:19 +08:00
c9s	34d42afbec	xfunding: fix syncSpotPosition cancel order issue	2023-07-05 16:48:18 +08:00
c9s	2813ede7ed	xfunding: fix transferOut, and de-leverage the trade amount from the caller	2023-07-05 16:48:18 +08:00
c9s	e82341b2bd	xfunding: add more transfer logs	2023-07-05 16:48:18 +08:00
c9s	5d0bdd19e3	xfunding: always transfer balance out when reducing the futures position	2023-07-05 16:48:18 +08:00
c9s	c818f79932	fix	2023-07-05 16:48:18 +08:00
c9s	84e9b03be7	xfunding: show balance	2023-07-05 16:48:18 +08:00
c9s	7904c73c53	xfunding: use closePosition option when only dust left in the futures position	2023-07-05 16:48:18 +08:00
c9s	d730340b7a	remove diff quantity check	2023-07-05 16:48:18 +08:00
c9s	b59b42c3fa	Merge branch 'feature/tri'	2023-07-05 16:47:01 +08:00
c9s	631203c89e	tri: update symbol file	2023-07-05 16:46:43 +08:00
c9s	05a8a7442c	Merge pull request #1221 from c9s/feature/tri ... FEATURE: add triangular arbitrate strategy as an example	2023-07-05 16:24:29 +08:00
c9s	f06e37c44f	tri: ignore test in dnum mode	2023-07-05 16:02:11 +08:00
c9s	1abb301af1	core: add order update trigger channel	2023-07-05 15:51:29 +08:00
c9s	e19aa8fa10	add tri strategy	2023-07-05 15:51:16 +08:00
c9s	b9b89756e2	Merge pull request #1220 from c9s/feature/scmaker-with-risk-control ... REFACTOR: refactor risk control with the order executor interface and mocks	2023-07-05 15:48:38 +08:00
c9s	01096829ae	bbgo: drop empty files	2023-07-05 15:30:15 +08:00
c9s	fbc49c28ef	types: add PriceVolume.Equals method	2023-07-05 15:30:08 +08:00
c9s	1ad10a9360	all: move trade collector to pkg/core	2023-07-05 15:26:36 +08:00
c9s	ff727ae495	all: use order executor extended interface to mock the risk tests	2023-07-04 22:07:31 +08:00
c9s	f1828beac8	all: move trade store and order store into pkg/core	2023-07-04 21:42:24 +08:00
c9s	1f98731636	riskcontrol: add doc to PositionRiskControl	2023-07-04 21:33:40 +08:00
c9s	adbb6d7f93	riskcontrol: move parameter order	2023-07-04 21:32:34 +08:00
c9s	c8ae36ddfc	riskcontrol: move release position order submission into the pos risk control	2023-07-04 21:31:47 +08:00
c9s	f6ad784583	Merge pull request #1219 from c9s/feature/scmaker-with-risk-control ... FEATURE: [scmaker] integrate risk control	2023-07-03 17:50:16 +08:00
c9s	0426c18757	scmaker: initialize order executor before we setup risk control	2023-07-03 17:39:42 +08:00
c9s	808d771748	Merge pull request #1218 from c9s/feature/scmaker-liq-skew ... FEATURE: [scmaker] add liquiditySkew support	2023-07-03 17:23:20 +08:00
c9s	ae3f371551	all: refactor risk control and integrate risk control into scmaker	2023-07-03 17:09:13 +08:00