321 Commits

This Branch

This Branch

All Branches

Author	SHA1	Message	Date
c9s	f9b21131fe	fix pnl cmd	2020-10-18 11:18:12 +08:00
c9s	fe1a25d735	max: add resolution to the subscription	2020-10-18 00:09:37 +08:00
c9s	c224eb7af7	add kline to the market data store	2020-10-18 00:06:08 +08:00
c9s	530da665d3	fix max newAuthenticatedRequest for nil data	2020-10-18 00:05:54 +08:00
c9s	9ebccc72ba	add exchange session constructor	2020-10-17 23:51:44 +08:00
c9s	2d88f8e5f6	remove unused empty method convertDepthResponseToSnapshot	2020-10-17 23:49:14 +08:00
c9s	615da2e1d8	add logger with fields	2020-10-17 10:39:03 +08:00
c9s	25b4b22077	let strategy attach could be chained	2020-10-16 13:52:18 +08:00
c9s	4335cca0de	make it possible to attach multiple strategies in one call	2020-10-16 10:26:45 +08:00
c9s	27b582e948	move report struct	2020-10-16 10:21:37 +08:00
c9s	63ea81b648	simplify the calculator api	2020-10-16 10:19:53 +08:00
c9s	a6b99f6828	rename ProfitAndLossCalculator to AverageCostCalculator	2020-10-16 10:16:42 +08:00
c9s	ee86a71ebb	split files	2020-10-16 10:14:36 +08:00
c9s	98192ae91f	move Cmd to the strategy package	2020-10-16 10:09:42 +08:00
Yo-An Lin	5ca6637a93	Merge pull request #14 from leozhantw/refactor/remove-redundant-filename-extension ... refactor: remove redundant filename extension	2020-10-16 09:24:58 +08:00
LeoZhan	c501fda4e2	refactor: remove redundant filename extension	2020-10-16 00:49:46 +08:00
c9s	7482fa52d6	add error check and logger	2020-10-15 23:38:00 +08:00
c9s	300609e3db	fix subscription initialization	2020-10-15 22:36:22 +08:00
c9s	113cc8ee48	query markets and assign into the exchange session	2020-10-15 21:04:02 +08:00
c9s	c167b2f303	add query markets to the exchagne interface	2020-10-14 11:02:50 +08:00
c9s	5112b83041	max: fix internal currency usage	2020-10-14 11:02:10 +08:00
c9s	c58375f57e	max: extend max exchange market information	2020-10-14 10:53:18 +08:00
c9s	6d00a7ba07	fix import	2020-10-14 10:39:50 +08:00
c9s	88461396f1	rearrange market config fields	2020-10-14 10:39:14 +08:00
c9s	2b41f76082	add maxPrice, minPrice and tickSize config	2020-10-14 10:34:33 +08:00
c9s	64c2170cd5	implement QueryMarkets on binance	2020-10-14 10:16:59 +08:00
c9s	f454136449	add exechange order executor and pull out Notifiability	2020-10-14 10:06:15 +08:00
c9s	a91f851ac7	pass types.SubmitOrder by value	2020-10-13 18:08:02 +08:00
c9s	ec23266cc2	implement buyandhold strategy to test the api design	2020-10-13 16:17:07 +08:00
c9s	d1b618850d	add context parameter to the strategy method	2020-10-13 14:50:59 +08:00
c9s	fe3ae14fc8	clean up	2020-10-13 11:23:22 +08:00
Yo-An Lin	28aa051e56	Merge pull request #12 from c9s/environment-layer ... add data layer (environment) and refine the api	2020-10-12 22:54:02 +08:00
c9s	26f97b43e8	drop legacy backtest trader	2020-10-12 22:51:13 +08:00
c9s	4c20c9f4ff	replace LoadAccount with literal constructor	2020-10-12 22:49:27 +08:00
c9s	59af43affd	travis: adjust test command	2020-10-12 22:46:40 +08:00
c9s	6398f049d0	bind market data store and query avg price before we start	2020-10-12 22:46:06 +08:00
c9s	bace7ac3a3	add environment connect integration tests	2020-10-12 17:33:02 +08:00
c9s	4ce716d6ad	binance: make asset parameter optional	2020-10-12 17:15:33 +08:00
c9s	92a5eac412	make currency parameter optional	2020-10-12 17:15:13 +08:00
c9s	931ce434ef	improve baseline calculator	2020-10-12 17:07:50 +08:00
c9s	64c9960882	use types.Exchange	2020-10-12 07:38:38 +08:00
c9s	8f129f0e0e	change home config dir	2020-10-12 07:37:05 +08:00
c9s	6b808120bb	README.md: add slack notification support to features	2020-10-11 20:16:38 +08:00
Yo-An Lin	4d57765db4	Merge pull request #11 from c9s/refactor-deposit-types ... refactor deposit, withdraw types and add transfer history command	2020-10-11 20:15:53 +08:00
c9s	3d625fa738	doc: add command usages	2020-10-11 20:11:22 +08:00
c9s	ea7b501c26	add transfer history command for calculating baseline and show transfer records	2020-10-11 20:08:54 +08:00
Yo-An Lin	0408aa96b1	Merge pull request #10 from c9s/refactor-deposit-types ... move deposit type to global type and add max deposit history support	2020-10-11 17:39:35 +08:00
c9s	2d246c3f71	move deposit type to global type and add max deposit history support	2020-10-11 17:35:59 +08:00
Yo-An Lin	18054bc9c6	Merge pull request #9 from c9s/move-into-pkg-dir ... move files into pkg	2020-10-11 16:50:58 +08:00
c9s	3d5507a053	move files into pkg	2020-10-11 16:46:15 +08:00