Commit Graph

536 Commits

Author SHA1 Message Date
c9s
afac81a3e8
all: integrate metrics into stream book 2024-08-24 21:22:34 +08:00
c9s
a06b63c897
twap: rename constructor 2024-08-20 18:13:42 +08:00
c9s
c92c395f67
twap: improve rate limiter syntax parser and support order update rate limiter in twap 2024-08-20 17:07:29 +08:00
c9s
48029f95cc
cmd: pull out and refine twap order executor command 2024-08-20 16:24:34 +08:00
c9s
1294cd95be
rename twap.Execution to twap.StreamExecutor 2024-08-17 14:09:25 +08:00
c9s
621a2b86cf
twap: move twap execution to a single package 2024-08-17 13:29:27 +08:00
c9s
39d9445529
cmd: make sync command consistent 2024-03-31 19:32:37 +08:00
Lan Phan
dc77c08434 BUGFIX: issue #1037, get-order command error 2024-03-28 13:19:18 +07:00
Lan Phan
29874db5b8 consistent config param for all sub-commands 2024-03-22 14:41:53 +07:00
Lan Phan
e2c754040d update default value for config param of backtest cmd to have same value with root cmd 2024-03-22 11:07:02 +07:00
c9s
9efd8bd604
fix backtest Initialize call 2024-01-28 14:29:54 +08:00
c9s
59713fa532
support extra migration packages 2024-01-24 15:33:17 +08:00
Andy Cheng
22a9ab068d
Merge pull request #1467 from andycheng123/feature/sync-futures
WIP: feature: sync futures data and backtest with them
2024-01-03 10:41:39 +08:00
narumi
687df81784 add autobuy strategy 2023-12-26 17:53:14 +08:00
Andy Cheng
0ac720c4cb
improve/backtest: backtest with futures klines 2023-12-22 11:55:11 +08:00
Andy Cheng
66718e0d37
improve/backtest-sync: set exchange to use futures 2023-12-21 18:19:28 +08:00
c9s
85e87e10b6
cmd: add emacross to builtin 2023-12-19 21:57:51 +08:00
c9s
3e6d6e10b3
all: move Initialize() call out, call it before the LoadState 2023-12-18 12:09:03 +08:00
c9s
e7c3582334
fix: import tzdata package 2023-12-15 19:19:06 +08:00
c9s
6cbb17fb76
all: refactor log formatter functions 2023-12-13 09:47:18 +08:00
c9s
ab3579700f
builtin: register xdepthmaker 2023-12-07 17:48:35 +08:00
c9s
2f1a700b89
remove xpuremaker 2023-12-07 16:18:23 +08:00
c9s
cc5c033af7
liquiditymaker: use order generator 2023-11-09 11:56:07 +08:00
c9s
470eb7dc09
cmd: skip reports for session has no trade 2023-11-01 15:22:53 +08:00
c9s
eb404a5f9b
Merge pull request #1280 from c9s/feature/bitget
FEATURE: [bitget] integrate QueryMarkets, QueryTicker and QueryAccount api
2023-10-20 13:36:07 +08:00
narumi
a8d678a544 rename randomtrader to random 2023-10-11 15:52:10 +08:00
c9s
10be0ec62a
Merge pull request #1331 from c9s/narumi/fixedmaker/x
FEATURE: add xfixedmaker strategy
2023-10-11 15:43:05 +08:00
narumi
a0efa2769d add randtrader strategy 2023-10-07 12:36:32 +08:00
narumi
a40488b0a3 add xfixedmaker strategy 2023-10-06 12:58:47 +08:00
c9s
9fffa4a47f
add atrpin strategy 2023-09-26 15:32:55 +08:00
Edwin
50bfd8ee0e pkg/exchange: add time to SliceOrderBook 2023-09-01 17:54:40 +08:00
c9s
874b647191
cmd: document tradeStats binding 2023-08-15 17:54:24 +08:00
c9s
c55a6a46af
deposit2transfer: check confirmation for deposits 2023-08-08 11:20:17 +08:00
c9s
430b22f5e9
cmd: register convert strategy 2023-08-05 02:00:22 +08:00
c9s
b9616a0805
add TradeCollector.Process() log message 2023-07-12 17:16:46 +08:00
c9s
5c88abe72f
add rsicross strategy 2023-07-09 21:23:42 +08:00
c9s
1ad10a9360
all: move trade collector to pkg/core 2023-07-05 15:26:36 +08:00
c9s
f1828beac8
all: move trade store and order store into pkg/core 2023-07-04 21:42:24 +08:00
c9s
ea130e434c
types,cmd: add IntervalMap type to refactor the interval code 2023-07-03 15:14:48 +08:00
c9s
d60dbe5e0b
refactor interval slice code and add sort test 2023-07-03 15:07:34 +08:00
c9s
02fa4d822a
cmd: fix persistent flags method call 2023-06-27 16:32:46 +08:00
c9s
37da9dee0e
cmd: add log formatter option and refactor the logrus setup code 2023-06-27 16:30:46 +08:00
c9s
e8fe8082cc
cmd: remove ftx options 2023-06-27 16:17:00 +08:00
c9s
40f8283616
scmaker: basic prototype 2023-06-14 17:25:23 +08:00
c9s
c9ee4e52cc
xalign: add xalign strategy 2023-06-08 17:02:05 +08:00
c9s
e23f4b5114
bitget: minimize api client code 2023-05-17 14:26:25 +08:00
c9s
177610266d
cmd: add exchangetest cmd and document NewWithEnvVarPrefix 2023-05-16 18:15:27 +08:00
c9s
a9b0270390
bbgo: add context to LoadState 2023-04-25 18:30:23 +08:00
c9s
6ea399dc8e
all: rename types.MarginHistory to types.MarginHistoryService 2023-03-26 00:53:43 +08:00
c9s
12b9775eb3
rename funding to xfunding 2023-03-22 21:17:33 +08:00