c9s
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f4512f031c
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improve cross exchange strategy mounting behavior and add fixedpoint atomic ops
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2020-11-17 08:19:22 +08:00 |
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c9s
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3ea2e877ff
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do not submit subscribe request if param array is empty
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2020-11-15 13:32:46 +08:00 |
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c9s
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ded970f5a4
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imporve CrossExchange subscription handling
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2020-11-15 13:27:33 +08:00 |
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c9s
|
94aaaf21b0
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improve wrapper binary invocation
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2020-11-15 13:23:26 +08:00 |
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c9s
|
e8b5379202
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bollgrid: add warn messages
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2020-11-12 17:41:28 +08:00 |
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c9s
|
2b6547df47
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bollgrid: add profit orderbook for bolling grid
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2020-11-12 17:38:13 +08:00 |
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c9s
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cd283f2c28
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remove unused logger field
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2020-11-12 17:30:21 +08:00 |
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c9s
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1a6f5b99ae
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bollgrid: submit orders on connect
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2020-11-12 16:31:09 +08:00 |
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c9s
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8cc1c589a1
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fix waitgroup counting
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2020-11-12 14:59:47 +08:00 |
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c9s
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fc9409673f
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add graceful shutdown
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2020-11-12 14:50:21 +08:00 |
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c9s
|
af8826a9e4
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improve messages
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2020-11-12 08:30:57 +08:00 |
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c9s
|
6740541bcd
|
improve bollgrid
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2020-11-12 08:28:59 +08:00 |
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c9s
|
35a5b61f60
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add local active orderbook callback files
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2020-11-11 23:19:16 +08:00 |
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c9s
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0264baa922
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refactor and improve bollgrid
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2020-11-11 23:18:53 +08:00 |
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c9s
|
3912de235b
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rename baseQuantity to just quantity
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2020-11-11 17:55:44 +08:00 |
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c9s
|
b2cd595069
|
grid: rename baseQuantity to just quantity
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2020-11-11 17:55:16 +08:00 |
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c9s
|
4bb5730cea
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remove backtest flag from the sync command
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2020-11-11 16:11:41 +08:00 |
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c9s
|
24e5911140
|
refactory sync mode into the backtest command
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2020-11-11 16:08:24 +08:00 |
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c9s
|
097b2d30a6
|
add base-asset-baseline flag for backtest
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2020-11-11 14:39:33 +08:00 |
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c9s
|
04f6da3cb8
|
add traditional grid strategy
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2020-11-10 19:06:20 +08:00 |
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c9s
|
4ab402a188
|
clean up legacy code
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2020-11-10 16:56:30 +08:00 |
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c9s
|
04a7c7a2cc
|
add stddev accessor
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2020-11-10 16:55:35 +08:00 |
|
c9s
|
23c19c5968
|
use fixedpoint for balances
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2020-11-10 14:19:33 +08:00 |
|
c9s
|
cdf7959029
|
fix fixedpoint unmarshal
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2020-11-10 14:19:22 +08:00 |
|
c9s
|
923fea0d94
|
improve backtest cmd
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2020-11-10 14:19:11 +08:00 |
|
c9s
|
941c93794c
|
fix grid strategy for backtesting
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2020-11-10 14:18:54 +08:00 |
|
c9s
|
770efeed4f
|
pnl format improve
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2020-11-10 14:18:27 +08:00 |
|
c9s
|
69a33b6400
|
fix and improve backtest
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2020-11-10 14:18:04 +08:00 |
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c9s
|
f5b17193c5
|
move verbose flag detection before we setup the environment
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2020-11-09 16:49:03 +08:00 |
|
c9s
|
6c2aef31a3
|
improve backtest logging
|
2020-11-09 16:47:29 +08:00 |
|
c9s
|
e7cc79f3cf
|
replace errors.Errorf with fmt.Errorf
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2020-11-09 16:34:35 +08:00 |
|
c9s
|
1e129e4c86
|
collect error object instead of logging
|
2020-11-09 15:29:40 +08:00 |
|
c9s
|
8414f406bf
|
drop the legacy order executor
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2020-11-09 15:02:12 +08:00 |
|
c9s
|
4a2a542222
|
refactor basic risk controller
|
2020-11-09 14:56:54 +08:00 |
|
c9s
|
ded89e099f
|
refactor simple price matching
|
2020-11-09 03:17:02 +08:00 |
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c9s
|
5cc9506960
|
simplify executeTrade method since we should not use over locked funds
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2020-11-09 03:09:12 +08:00 |
|
c9s
|
443f2c6891
|
document fee rate for BNB holders
|
2020-11-09 03:01:40 +08:00 |
|
c9s
|
377f4cae34
|
add account balance lock and unlock for testing maker strategies
|
2020-11-09 02:58:46 +08:00 |
|
c9s
|
5d4680e496
|
add lock and unlock functions
|
2020-11-09 01:10:14 +08:00 |
|
c9s
|
f69c87b3a8
|
fix fee calculation and add account balance checking
|
2020-11-08 21:52:44 +08:00 |
|
c9s
|
090011da9e
|
pull out order matching trigger from the kline event callbacks
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2020-11-08 13:07:45 +08:00 |
|
c9s
|
e3a1184d22
|
fix backtest sync exchange and consider fee rate
|
2020-11-08 12:47:14 +08:00 |
|
c9s
|
6bd3573287
|
add exchange field in the table so that we can reuse the kline objects for backtest
|
2020-11-08 12:13:34 +08:00 |
|
c9s
|
4b0bab31fb
|
Merge branch 'feature/backtest' into main
|
2020-11-07 20:34:55 +08:00 |
|
c9s
|
641784e1b1
|
calculate pnl after the backtest
|
2020-11-07 20:34:34 +08:00 |
|
c9s
|
f3571b9832
|
fix tests
|
2020-11-07 20:18:11 +08:00 |
|
c9s
|
6040c69327
|
add sync flag for backtesting
|
2020-11-07 20:14:53 +08:00 |
|
c9s
|
f1db12eb10
|
add done channel for backtest exchange
|
2020-11-07 20:11:07 +08:00 |
|
c9s
|
a4a9067c6a
|
integrate matching engine with backtest exchange
|
2020-11-07 19:57:36 +08:00 |
|
c9s
|
5be4aa53db
|
move simple price matching to matching.go
|
2020-11-07 16:09:21 +08:00 |
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