12 Commits

Author	SHA1	Message	Date
c9s	bb34b1002a	improve order execution graceful shutdown	2021-05-14 14:53:26 +08:00
c9s	95d58e9385	adjust hedge quantity according to the hedge account balances	2021-05-10 20:13:23 +08:00
c9s	4ab402a188	clean up legacy code	2020-11-10 16:56:30 +08:00
c9s	4a2a542222	refactor basic risk controller	2020-11-09 14:56:54 +08:00
c9s	b22e0370b3	drop legacy OrderProcessor and remove slack debug	2020-10-28 17:48:16 +08:00
c9s	a4b6a5f923	load order executor config	2020-10-26 17:57:28 +08:00
c9s	8274f6e97c	reformat OrderProcessor code	2020-10-26 16:45:09 +08:00
c9s	de11ef10f5	return created order objects from SubmitOrders method	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	a91f851ac7	pass types.SubmitOrder by value	2020-10-13 18:08:02 +08:00
c9s	6398f049d0	bind market data store and query avg price before we start	2020-10-12 22:46:06 +08:00
c9s	3d5507a053	move files into pkg	2020-10-11 16:46:15 +08:00