260 Commits

Author	SHA1	Message	Date
c9s	7e47f754c5	use channel to sync trades	2020-11-05 13:35:04 +08:00
c9s	8693bbbd24	fix orderId-based query for binance	2020-11-05 11:14:14 +08:00
c9s	7fab2e24de	improve order persistence and support order data sync	2020-11-05 11:14:14 +08:00
c9s	a4555a2b7b	implement QueryClosedOrders	2020-11-05 11:14:14 +08:00
c9s	fe16f9aa4d	add is_working column	2020-11-05 11:14:14 +08:00
c9s	bb0ff263c8	assign order_id to the trade object	2020-11-05 11:14:14 +08:00
c9s	eb67fc0f8f	make mysql-url optional for run command	2020-11-05 11:14:14 +08:00
c9s	f223940b69	add db tags	2020-11-05 11:14:14 +08:00
c9s	8388f443a9	move active order book to the bbgo package	2020-11-05 11:14:14 +08:00
c9s	8e0b5d11a7	add max grid config and fix max price formatting	2020-10-31 20:38:20 +08:00
c9s	14abe3fb7e	pull out active order book to the types package	2020-10-31 20:38:20 +08:00
c9s	1eb263de23	use AnyFilled to simplify the order management in the strategy	2020-10-31 20:38:20 +08:00
c9s	e264257d23	implement OrderMap and SyncOrderMap	2020-10-31 20:38:20 +08:00
c9s	2397acd45f	fix type casting and assertion by passing pointer	2020-10-31 18:35:48 +08:00
c9s	0f8e9f6df7	add doc comment to Notifiability	2020-10-31 18:35:48 +08:00
c9s	eb05620f99	use Notifiability directly from environment	2020-10-31 18:35:48 +08:00
c9s	49ff9c4dd6	drop legacy trade reporter	2020-10-31 18:35:48 +08:00
c9s	c4d7476212	add submit order routing	2020-10-31 18:35:48 +08:00
c9s	ec9b5230aa	refactor trade report and move trade reporter to the environment layer	2020-10-31 18:35:48 +08:00
c9s	8867ceb951	initialize Notifiability for exchange session	2020-10-31 18:35:48 +08:00
c9s	a60207db2a	only re-submit the order when the order is filled on the opposite side	2020-10-31 18:33:04 +08:00
c9s	8174b64e21	handle max order update message convertion	2020-10-31 18:29:58 +08:00
c9s	458fa8aa9d	add types.OrderStatusFilled	2020-10-31 18:29:58 +08:00
c9s	63df07b815	fix MAX market min price format	2020-10-31 18:29:58 +08:00
c9s	dc547aa818	fix BOLL map allocation	2020-10-31 18:29:58 +08:00
c9s	01699f7268	fix price format	2020-10-31 18:29:58 +08:00
c9s	17a2f74add	finalize grid strategy	2020-10-31 18:29:58 +08:00
c9s	9c46ef17b2	handle order update	2020-10-31 18:29:58 +08:00
c9s	551fa4b7fb	add grid to built-ins	2020-10-31 18:29:58 +08:00
c9s	60b78979dc	fix order id parsing (seems case insensitive)	2020-10-31 18:29:58 +08:00
c9s	c3961024cf	implement grid strategy update orders method	2020-10-31 18:29:58 +08:00
c9s	74a9cae38e	rename trade callbacks to trade update callbacks	2020-10-31 18:29:58 +08:00
c9s	224acd0ca9	add accessors for last up band and down band values	2020-10-31 18:29:58 +08:00
c9s	e60127090b	add GetBOLL access to standard indicator sets	2020-10-31 18:29:58 +08:00
c9s	d49b2be543	add bollinger indicator	2020-10-29 17:51:20 +08:00
c9s	f0681177f9	inject market into the skeleton strategy	2020-10-29 17:06:34 +08:00
c9s	4afabd92ed	clean up code	2020-10-29 17:05:01 +08:00
c9s	b0cc128b79	pull out trend types	2020-10-29 17:03:36 +08:00
c9s	a7325e86f0	document swing strategy	2020-10-29 13:42:53 +08:00
c9s	5f45d18ae2	fix struct composition	2020-10-29 13:08:33 +08:00
c9s	19b600bb35	simplify strategy registration api	2020-10-29 07:54:59 +08:00
c9s	c71f013916	let SMA indicator and EWMA indicator use IntervalWindow type	2020-10-29 07:51:23 +08:00
c9s	2f8bffeaca	add strict injection check fo pointer only objects	2020-10-29 07:49:06 +08:00
c9s	33257c591e	refactor swing strategy with types IntervalWindow	2020-10-29 07:44:22 +08:00
c9s	6d8ec7894e	refactor standard indicator set with store	2020-10-29 07:40:02 +08:00
c9s	b1cf9db879	add reflink	2020-10-28 17:50:47 +08:00
c9s	d6553a1155	move strategy subscribe out	2020-10-28 17:49:49 +08:00
c9s	f4474c6a6d	add check for sma caluclation	2020-10-28 17:48:16 +08:00
c9s	67446670ac	finalize swing strategy and fix trade reporter issue	2020-10-28 17:48:16 +08:00
c9s	c96845ff6a	add fields to slack notifier logs	2020-10-28 17:48:16 +08:00
c9s	b22e0370b3	drop legacy OrderProcessor and remove slack debug	2020-10-28 17:48:16 +08:00
c9s	468864302e	fix submit order quantity formatting	2020-10-28 17:48:16 +08:00
c9s	2680ad5072	refactor environment, market data store, injection and add swing strategy	2020-10-28 17:48:16 +08:00
c9s	7d7d2c2fc7	assign standard indicator set to the session	2020-10-28 11:15:50 +08:00
c9s	e2df24f31c	support standard indicatorset	2020-10-28 09:43:19 +08:00
c9s	50693ae845	implement ewma and sma	2020-10-28 09:13:57 +08:00
c9s	388346b284	move injectStrategyField to a single file	2020-10-27 20:42:48 +08:00
c9s	008e5c83f9	fix notification config check	2020-10-27 20:41:08 +08:00
c9s	e1c2f7cc3d	improve notifier signatures and fix slack Notify method	2020-10-27 20:13:10 +08:00
c9s	7905ba09d4	pull out fillStrategyNotifiability	2020-10-27 19:37:11 +08:00
c9s	ccc381143d	support pointer type filling	2020-10-27 19:33:11 +08:00
Yo-An Lin	1e5327a5e4	Update strategy.go	2020-10-27 15:51:36 +08:00
c9s	b3eaf832af	Add pricealert strategy for demonstrating notification	2020-10-27 13:54:39 +08:00
c9s	ab43de3efd	clean up comment for base order executor	2020-10-27 10:00:41 +08:00
c9s	ef598c3a0f	assign base order executor descendingly	2020-10-27 09:58:21 +08:00
c9s	8453e95300	configure channel routers	2020-10-27 09:38:29 +08:00
c9s	42f947506c	add route methods on Notifiability	2020-10-27 09:24:59 +08:00
c9s	ea05d998f2	load notification conf	2020-10-27 08:57:00 +08:00
c9s	c315b79bd7	add notification config	2020-10-27 08:48:47 +08:00
c9s	284a0676f7	remove unused confg package	2020-10-27 08:19:16 +08:00
c9s	955479486a	add symbol channel router and object channel router for notification	2020-10-27 08:19:16 +08:00
c9s	1d8e0bff5a	drop legacy NewDefaultEnvironment method	2020-10-27 08:19:16 +08:00
c9s	0fd9e8b95a	reset price field when market order is used	2020-10-26 22:08:16 +08:00
c9s	085d02bee4	clean up strategy code since we can loaded from the config	2020-10-26 22:04:48 +08:00
c9s	38c87bfecc	drop config dir	2020-10-26 21:46:38 +08:00
c9s	a1eeb55778	refactor and clean up bbgo config	2020-10-26 21:45:02 +08:00
c9s	c324a791f6	refactor and configure risk control order executor	2020-10-26 21:36:47 +08:00
c9s	59aa5c5ee2	implement RiskControlOrderExecutor	2020-10-26 18:28:34 +08:00
c9s	4e7c1a327b	pull out order formatter	2020-10-26 18:17:18 +08:00
c9s	a4b6a5f923	load order executor config	2020-10-26 17:57:28 +08:00
c9s	502e5bdc04	load exchange sessions dynamically	2020-10-26 17:00:17 +08:00
c9s	8274f6e97c	reformat OrderProcessor code	2020-10-26 16:45:09 +08:00
c9s	c9fa565c24	remove the legacy submit order method	2020-10-26 16:44:05 +08:00
c9s	359b3c56b4	move files	2020-10-26 16:15:30 +08:00
c9s	19f259111d	improve config loading by adding unmarshal yaml method	2020-10-26 15:33:25 +08:00
c9s	cd666fdf9e	pull out db parameter from the constructor	2020-10-26 15:06:39 +08:00
c9s	3aa40f3aab	disable viper config for now	2020-10-26 13:56:48 +08:00
c9s	332ca7ffe8	make trade sync optional	2020-10-26 13:48:59 +08:00
c9s	931c646fde	configure notifier and make slack notification optional	2020-10-26 13:40:43 +08:00
c9s	ac0a26b005	add build command	2020-10-26 13:27:07 +08:00
c9s	9017d2a9a7	add go os and arch name to the binary name	2020-10-26 11:41:21 +08:00
c9s	aa6ccbf905	refactor xpuremaker strategy	2020-10-26 10:08:58 +08:00
c9s	fbba9b12ce	xpuremaker: final clean up	2020-10-26 10:01:18 +08:00
c9s	145264aae4	cancel orders and re-submit maker orders	2020-10-26 00:26:17 +08:00
c9s	336fb4d25b	max: fix order cancel request payload	2020-10-25 22:41:54 +08:00
c9s	de11ef10f5	return created order objects from SubmitOrders method	2020-10-25 19:22:22 +08:00
c9s	fa30f6b52a	Support binance order update execution type convertion	2020-10-25 19:22:22 +08:00
c9s	391767953a	Fix binance trade transaction time convertion	2020-10-25 19:22:22 +08:00
c9s	308427416a	Add more exchange order features ... - use uuid for client order id - add stop limit and stop market order types - add order convert functions - improve submit orders	2020-10-25 19:22:22 +08:00
c9s	1e12de28da	Add xpuremaker skeleton	2020-10-25 18:32:46 +08:00