Commit Graph

6323 Commits

Author SHA1 Message Date
c9s
ee4455fa85
csvsource: fix TestCSVKLineReader_ReadWithBinanceDecoder test 2024-07-09 15:28:30 +08:00
c9s
dae140aacc
bbgo: move CsvConfig to bbgo package 2024-07-09 15:28:30 +08:00
c9s
4d84308b99
indicator/v2: rename volume profile indicator and fix tests 2024-07-09 15:28:30 +08:00
c9s
29301cbe7f
all: fix constant naming and type naming 2024-07-09 15:28:30 +08:00
Sven Woldt
af1e63f345
release candidate csvsource backtest 2024-07-09 15:28:30 +08:00
c9s
e23e8fde1d
cmd: skip reports for session has no trade 2024-07-09 15:28:29 +08:00
Sven Woldt
a484211aa5
add more trade stats 2024-07-09 15:28:29 +08:00
c9s
22c154f9cd
common: fix profit fixer batch query 2024-07-08 17:43:22 +08:00
c9s
c217aadc1b
common: pull out ProfitFixerBundle 2024-07-08 14:16:40 +08:00
c9s
d982524824
liquiditymaker: refactor profit fixer 2024-07-08 14:15:15 +08:00
c9s
e293ec5c70
Merge pull request #1665 from c9s/c9s/improve-pv-slice-parsing
IMPROVE: improve price volume slice parsing
2024-07-02 14:59:05 +08:00
c9s
bc12e88501
add func doc comments 2024-07-02 14:47:36 +08:00
c9s
0a6d24195b
improve pv slice parsing 2024-07-02 14:45:58 +08:00
kbearXD
a6aef35393
Merge pull request #1664 from c9s/feature/max/get-trades-api
FEATURE: update max api to latest version
2024-07-01 17:01:50 +08:00
kbearXD
e63158f5fa FEATURE: update max api to latest version 2024-06-28 16:32:41 +08:00
kbearXD
3735499753 FEATURE: merge recover logic and run periodically 2024-06-27 20:31:55 +08:00
なるみ
ad5674d9cb
Merge pull request #1656 from c9s/narumi/autobuy-min-base-balance
REFACTOR: [autobuy] replace threshold with minBaseBalance
2024-06-21 18:18:37 +01:00
なるみ
396ee68170
Merge pull request #1644 from c9s/narumi/fee-budget
REFACTOR: Extract and move FeeBudget from xgap
2024-06-20 14:26:27 +01:00
narumi
bbb1b8a9fa fix position quantity 2024-06-20 17:40:22 +08:00
c9s
ee09922865
Merge pull request #1661 from c9s/c9s/improve-trade-batch-query
IMPROVE: [batch] improve trade batch query
2024-06-20 17:05:58 +08:00
c9s
1dc1afc993
batch: add TradeQueryOptionsMatcher for testing trade query options 2024-06-20 16:54:05 +08:00
narumi
a1b8e07bb5 take profit by expected base balance 2024-06-20 16:08:12 +08:00
c9s
df125c0efb
batch: improve trade batch query 2024-06-19 17:35:38 +08:00
c9s
6cdf991877
compile and update migration package 2024-06-19 16:07:59 +08:00
c9s
82501ff57c
fix reflection 2024-06-19 16:07:58 +08:00
c9s
00b9c3156f
fix trade insertion for inserted_at field 2024-06-19 15:59:19 +08:00
c9s
6afde4808f
use NamedQueryContext instead of NamedQuery 2024-06-19 15:51:16 +08:00
c9s
b2722d9e44
environment: check syncBufferPeriod 2024-06-19 14:18:21 +08:00
narumi
9cbf8a0ecf add fee budget support to random strategy 2024-06-18 18:24:16 +08:00
narumi
0f03bc785b extract FeeBudget struct and move to common 2024-06-18 18:24:14 +08:00
c9s
46bd4a0ef8
compile and update migration package 2024-06-18 18:10:36 +08:00
YC
c83524a04a
Merge pull request #1646 from c9s/minor/add-inserted-at-to-trade
MINOR: add inserted_at column to trades
2024-06-18 18:07:27 +08:00
narumi
4dc28ec16a replace threshold with minBaseBalance 2024-06-18 17:45:31 +08:00
c9s
e953a04638
Merge pull request #1655 from c9s/c9s/xgap-vol-target
FEATURE: [xgap] add dailyTargetVolume option
2024-06-18 17:10:49 +08:00
c9s
589a8b6eb2
xgap: add dailyTargetVolume option 2024-06-18 16:49:47 +08:00
Yu-Cheng
0d7236ca8a add json tag to insertedAt field 2024-06-17 17:44:50 +08:00
Yu-Cheng
49d567c8f2 trade: add inserted_at column
A trade may be missed initially and fetched after it has occurred.
2024-06-17 17:42:32 +08:00
kbearXD
5098c3ac35
Merge pull request #1645 from c9s/kbearXD/dca2/flexible-recovery
FEATURE: [dca2] make the take-profit order of round from order to orders
2024-06-13 18:19:44 +08:00
c9s
34dbc5d55c
types: improve AdjustQuantityByMinNotional 2024-06-13 17:22:29 +08:00
kbearXD
60160cd7b4 new flag DisableOrderGroupIDFilter to only query order group id 2024-06-13 17:21:27 +08:00
c9s
a5831bbf13
xgap: fix price and balance checking 2024-06-13 15:55:40 +08:00
c9s
88ce5a4928
xgap: make sourceBook optional 2024-06-13 15:40:40 +08:00
c9s
7a4f9347f1
Merge pull request #1652 from c9s/c9s/fix-xgap-spread-too-large-issue
FIX: [xgap] fix empty source book pricing issue
2024-06-11 18:11:44 +08:00
edwin
b562e46c55 pkg/exchange: adjust the time since of unit test 2024-06-11 17:59:45 +08:00
c9s
4a1b5e0e25
Merge pull request #1649 from c9s/c9s/basic-circuitbreaker
FEATURE: add BasicCircuitBreaker
2024-06-11 17:19:10 +08:00
c9s
9adedc186f
xgap: fix empty source book pricing issue 2024-06-11 16:28:48 +08:00
c9s
e081a362f7
Merge pull request #1650 from c9s/c9s/fix-okex-book-subscription
FIX: [okex] fix order book subscription channels
2024-06-03 17:55:26 +08:00
edwin
bafa5a4783 pkg/exchange: add rate limit comment 2024-06-03 17:25:07 +08:00
edwin
57618ced7c pkg/exchange: add conn count info event 2024-06-03 17:01:57 +08:00
c9s
de7bf31b24
okex: fix order book subscription channels 2024-06-03 16:07:47 +08:00