1165 Commits

Author	SHA1	Message	Date
c9s	ed63b23e2a	xdepthmaker: refactor CrossRun with CrossExchangeMarketMakingStrategy	2023-12-07 16:18:22 +08:00
root	cdeb0bc908	FIX: format minimal profit to percent	2023-11-29 18:37:28 +08:00
root	a4ccad9463	FIX: deactivate exit when position in closing	2023-11-29 18:26:01 +08:00
c9s	55cbe806d9	bbgo: fix isNewerOrderUpdate check and tests	2023-11-25 13:22:03 +08:00
c9s	326a0c6128	bbgo: replace update time check with isNewerOrderUpdate func call	2023-11-24 19:00:51 +08:00
c9s	6b27722b03	bbgo: rename func isNewerOrderUpdate	2023-11-24 19:00:51 +08:00
c9s	9e663916ed	bbgo: add test case for isNewerUpdateTime	2023-11-24 19:00:51 +08:00
c9s	8afd3c9ee1	bbgo: add test Test_isNewerUpdate	2023-11-24 19:00:51 +08:00
c9s	8f5f5dfeed	bbgo: add executed quantity check when order status is OrderStatusPartiallyFilled	2023-11-24 19:00:51 +08:00
c9s	c360c6045c	bbgo: call retry.QueryAccountUntilSuccessful in the startup time	2023-11-20 16:20:39 +08:00
c9s	7c59e3ddc4	bbgo: add setAccount for account mutex protection	2023-11-20 16:15:33 +08:00
c9s	3ea333fd52	bbgo: add DisableStartupBalanceQuery option	2023-11-20 16:14:09 +08:00
c9s	eac0195815	bbgo: truncate trade buffer if it gets too large	2023-11-17 17:15:08 +08:00
c9s	c248b2a323	bbgo: remove local trade snapshot from db	2023-11-17 17:15:08 +08:00
c9s	fe9dc9a79d	bbgo: change pending update log level to info	2023-11-17 16:57:48 +08:00
Edwin	720fe2e12e	pkg/bbgo, pkg/types: add new interface PrivateChannelSymbolSetter	2023-11-15 10:47:16 +08:00
c9s	b28b5e4097	bbgo: add environment config for disabling some klines defaults	2023-11-11 07:42:29 +08:00
c9s	6b273eda4d	Merge pull request #1345 from c9s/c9s/fix-market-inject ... FIX: [bbgo] check symbol length for injection	2023-10-18 15:46:43 +08:00
c9s	92396cae5e	bbgo: check symbol length for injection	2023-10-18 15:36:53 +08:00
c9s	378425a3aa	bbgo: add balance logger support	2023-10-04 18:02:19 +08:00
c9s	78ea940569	max: support private channel setter	2023-10-04 18:02:18 +08:00
c9s	9a7b70d367	bbgo: reformat order executor	2023-09-26 20:42:38 +08:00
c9s	2d578db12f	bbgo: simplify marketDataStore accessor	2023-09-26 20:42:00 +08:00
c9s	7a5a027a62	bbgo: add logging filledOrder option	2023-09-26 16:45:00 +08:00
c9s	550b010499	bbgo: add log fields support to the core	2023-09-25 17:16:27 +08:00
c9s	542944b4cc	max: use websocket update time (TU) field	2023-09-17 18:29:14 +08:00
c9s	89c88c48a3	bbgo: log filled order	2023-09-17 18:25:21 +08:00
c9s	797ee4402c	types: fix pending order update comparison	2023-09-17 18:20:29 +08:00
c9s	5f8a5e47d5	activeorderbook: add pending order logs	2023-09-17 18:03:56 +08:00
c9s	c91861ca9a	bbgo: add order update time check	2023-08-17 17:31:24 +08:00
c9s	1cadaf9265	bbgo: add mutex lock to ActiveOrderBook	2023-08-17 17:16:27 +08:00
c9s	2669c3a5db	bbgo: check order exists	2023-08-17 16:28:42 +08:00
c9s	dda3f25c61	grid2,bbgo: refactor active order book and update order status when re-connected	2023-08-17 16:26:06 +08:00
c9s	bc8fe22e70	convert: fix collectPendingQuantity and use graceful order cancel	2023-08-05 02:15:16 +08:00
c9s	951672fc82	improve cancelOrders method	2023-08-05 02:00:07 +08:00
c9s	eaaab914e0	refactor order executor accessors	2023-08-05 01:59:52 +08:00
c9s	7060fd4ecb	bbgo: add simple order executor	2023-08-04 18:02:24 +08:00
c9s	a3c16a4117	bbgo: use backoff for graceful cancel	2023-07-20 12:45:23 +08:00
c9s	1dae711d33	fix trade collector race condition and infinite iterate	2023-07-20 12:45:23 +08:00
c9s	b9616a0805	add TradeCollector.Process() log message	2023-07-12 17:16:46 +08:00
c9s	1da94f55e9	Merge pull request #1226 from c9s/c9s/base-strategy ... REFACTOR: pull out base strategy struct	2023-07-10 17:50:12 +08:00
c9s	5853434aec	all: move v2 indicator to indicator/v2	2023-07-10 17:17:46 +08:00
c9s	5c88abe72f	add rsicross strategy	2023-07-09 21:23:42 +08:00
c9s	5962742b43	all: integrate google spread sheet service	2023-07-09 13:17:39 +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	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	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