Raphanus Lo ed7df4ddbe exchange: order fee-amount protection ... Reduce the order amount to prevent submit rejection because of balance exceeding. submit_amount = original_amount / (1 + fee_rate) Currently supported only by FTX Pro.		2022-08-02 13:35:24 +08:00
..
testdata	fix: remove maker/buyer/taker/sellerCommission	2022-03-07 14:32:00 +09:00
activeorderbook_callbacks.go	update activeorderbook callback file	2022-06-06 06:03:49 +08:00
activeorderbook.go	backtest: assign user data stream to backtest.Exchange before we call EmitStart	2022-07-04 02:21:14 +08:00
builder.go	add doc comments	2022-06-25 16:55:54 +08:00
config_test.go	support specifying session in sync symbol	2022-06-14 13:02:36 +08:00
config.go	move and rename isSymbolBasedStrategy	2022-06-30 15:49:18 +08:00
environment.go	feature: add omega ratio, print sharpe/omega/interval profit from trade_stats, use stdev for high/low diff for drift to estimate the variance and improve profit, add yaml marshal for dnum fixedpoint	2022-07-26 18:00:05 +09:00
errors.go	fix go fmt, fix convert.go (the legacy fixedpoint implementation) in all tests	2022-02-15 14:55:19 +09:00
exchangeorderexecutor_callbacks.go	add trade update callbacks and order update callbacks to order executor	2020-12-21 13:40:23 +08:00
exit_cumulated_volume_take_profit.go	bbgo: add ClosedKLineStop trigger	2022-07-27 11:47:12 +08:00
exit_lower_shadow_take_profit.go	all: refactor standard indicator helper and fix tests	2022-07-26 18:35:50 +08:00
exit_protective_stop_loss.go	disable marketTrade stop	2022-07-17 00:59:35 +08:00
exit_roi_stop_loss.go	disable marketTrade stop	2022-07-17 00:59:35 +08:00
exit_roi_take_profit.go	add 1m subscribe to RoiTakeProfit	2022-07-19 11:00:45 +08:00
exit_test.go	bbgo: add ExchangeSession param to the subscribe method	2022-06-29 15:16:56 +08:00
exit_trailing_stop_test.go	all: drop the legacy smart stops	2022-07-26 12:08:47 +08:00
exit_trailing_stop.go	disable marketTrade stop	2022-07-17 00:59:35 +08:00
exit.go	bbgo: fix trailing stop binding	2022-07-07 02:26:39 +08:00
graceful_callbacks.go	bbgo: add StrategyShutdown interface	2022-07-19 17:13:35 +08:00
graceful_shutdown.go	bbgo: add StrategyShutdown interface	2022-07-19 17:13:35 +08:00
interact_test.go	interact: update test	2022-06-07 10:45:55 +08:00
interact.go	interact: use instance ID as signature	2022-06-07 10:40:15 +08:00
marketdatastore_callbacks.go	bbgo: refactor standard indicator	2022-07-21 01:05:08 +08:00
marketdatastore.go	bbgo: refactor standard indicator	2022-07-21 01:05:08 +08:00
metrics.go	fix session connection status metrics	2021-12-28 01:58:36 +08:00
moving_average_settings.go	fix go fmt, fix convert.go (the legacy fixedpoint implementation) in all tests	2022-02-15 14:55:19 +09:00
notification.go	all: rewrite notification api	2022-06-19 12:29:36 +08:00
order_execution.go	pivotshort: refactor take profit and stop loss methods	2022-06-26 16:13:58 +08:00
order_executor_general.go	feature: use ma for tp coefficient, rewrite trailing stop for drift, export all window param to yaml	2022-07-28 19:34:12 +09:00
order_processor_test.go	fix go fmt, fix convert.go (the legacy fixedpoint implementation) in all tests	2022-02-15 14:55:19 +09:00
order_processor.go	fix all the fixedpoint use other than strategy	2022-02-15 12:01:39 +09:00
order_store.go	fix all the fixedpoint use other than strategy	2022-02-15 12:01:39 +09:00
persistence_test.go	all: rewrite and clean up graceful shutdown api	2022-06-30 15:49:18 +08:00
persistence.go	move dynamic stuff to the pkg/dynamic package	2022-06-30 15:49:18 +08:00
profitstats.go	fix: apply gofmt on all files, add revive action	2022-06-17 16:06:59 +09:00
quantity_amount.go	fix all the fixedpoint use other than strategy	2022-02-15 12:01:39 +09:00
quota.go	fix all the fixedpoint use other than strategy	2022-02-15 12:01:39 +09:00
reflect_test.go	move dynamic stuff to the pkg/dynamic package	2022-06-30 15:49:18 +08:00
reflect.go	move and rename isSymbolBasedStrategy	2022-06-30 15:49:18 +08:00
reporter.go	pull out AccountValueCalculator	2022-07-21 19:46:58 +08:00
risk_controls.go	pivotshort: refactor and redesign order executor	2022-06-18 12:30:42 +08:00
scale_test.go	fix go fmt, fix convert.go (the legacy fixedpoint implementation) in all tests	2022-02-15 14:55:19 +09:00
scale.go	add dnum as the fixedpoint implementation. change types float64 to fixedpoint.Value	2022-02-15 12:00:39 +09:00
session.go	exchange: order fee-amount protection	2022-08-02 13:35:24 +08:00
standard_indicator_set.go	bbgo: narrow down indicator interface type	2022-07-27 02:21:25 +08:00
strategy_controller.go	feature: make callback vars start with lowercase	2022-04-26 18:29:22 +08:00
strategy_test.go	improve config loading by adding unmarshal yaml method	2020-10-26 15:33:25 +08:00
strategycontroller_callbacks.go	feature: add pre-commit	2022-06-17 16:07:00 +09:00
string.go	exchange: update maskkey handling	2021-12-23 01:18:36 +08:00
time.go	bbgo: add shared local time zone	2021-06-16 13:04:23 +08:00
trade_store.go	all: change trade id to uint64	2021-12-23 17:49:18 +08:00
tradecollector_callbacks.go	pivotshort: refactor and redesign order executor	2022-06-18 12:30:42 +08:00
tradecollector_test.go	fix go fmt, fix convert.go (the legacy fixedpoint implementation) in all tests	2022-02-15 14:55:19 +09:00
tradecollector.go	pivotshort: refactor and redesign order executor	2022-06-18 12:30:42 +08:00
trader_test.go	fix: apply gofmt on all files, add revive action	2022-06-17 16:06:59 +09:00
trader.go	all: refactor standard indicator helper and fix tests	2022-07-26 18:35:50 +08:00
twap_order_executor.go	rename active order book constructor function	2022-06-06 06:57:25 +08:00
wrapper.go	add IsWrapperBinary flag and fix persistence error	2021-01-21 12:27:21 +08:00