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124 Commits 1 Branch 0 Tags 2.7 MiB
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45 Commits

Author SHA1 Message Date
Mark Veidemanis c5d289ce85
Raise an error if a position has both short and long sides 2022-12-02 07:20:37 +00:00
Mark Veidemanis 1ce6c3fafa
Implement closing positions 2022-12-02 07:20:37 +00:00
Mark Veidemanis 077768975d
Get the right signal name from the callback and fix position close schema 2022-12-02 07:20:37 +00:00
Mark Veidemanis 848f69da5e
Exits are exits, not entries 2022-12-01 21:13:21 +00:00
Mark Veidemanis 5c2eeae043
Implement crossfilter to protect against stupidity 2022-12-01 20:36:32 +00:00
Mark Veidemanis c0c1ccde8b
Add schemas for more commands 2022-12-01 20:36:09 +00:00
Mark Veidemanis 682d141b8a
Begin implementing exit executor for strategies 2022-12-01 19:33:06 +00:00
Mark Veidemanis f7242f4dd8
Fix off by one issue in OANDA 2022-11-29 07:20:39 +00:00
Mark Veidemanis f240c4b381
Improve navigating trades and positions by cross-linking 2022-11-29 07:20:39 +00:00
Mark Veidemanis 4e1b574921
Fix position list validation 2022-11-29 07:20:39 +00:00
Mark Veidemanis 4973582bdf
Implement trading time limits 2022-11-25 19:28:21 +00:00
Mark Veidemanis cb88cf33c2
Prevent rounding errors in value calculation 2022-11-22 07:20:37 +00:00
Mark Veidemanis 3f8fb66656
Fix price bound logic 2022-11-22 08:10:38 +00:00
Mark Veidemanis 46bba54cb7
Allow absent price 2022-11-21 07:20:12 +00:00
Mark Veidemanis f6b5652268
Update Drakdoo API format 2022-11-21 07:20:12 +00:00
Mark Veidemanis d7e81dedb2
Implement trailing stop loss 2022-11-15 07:20:17 +00:00
Mark Veidemanis 5c68191e5b
Calculate price slippage more reliably and allow specifying order type and time in force 2022-11-15 07:20:17 +00:00
Mark Veidemanis c8f776e2a8
Set the type back to market 2022-11-15 07:20:17 +00:00
Mark Veidemanis 781de3c772
Convert everything to Decimal 2022-11-11 07:20:00 +00:00
Mark Veidemanis 9fc5d2f4d7
Initialise inverted variable in currency conversion 2022-11-11 07:20:00 +00:00
Mark Veidemanis 67404fc161
Don't convert between the same currency 2022-11-11 07:20:00 +00:00
Mark Veidemanis 3f855dfb59
Remove some debug statements 2022-11-11 07:20:00 +00:00
Mark Veidemanis afb0504dca
Documented the market system properly, squashed some bugs 2022-11-11 07:20:00 +00:00
Mark Veidemanis c3d908341a
Refactor and ignore n/a exchange callbacks 2022-11-10 07:20:20 +00:00
Mark Veidemanis 8b52063473
Refactor execute_strategy into functions and send a price bound 2022-11-10 19:52:52 +00:00
Mark Veidemanis af9f874209
Improve posting trades to OANDA and make everything more robust 2022-11-10 19:27:46 +00:00
Mark Veidemanis bf863f43b2
Check exchange name and remove redundant code, use IOC orders for OANDA 2022-11-10 07:20:28 +00:00
Mark Veidemanis 40f6330a13
Remove asset filter and begin implementing posting trades 2022-11-10 07:20:14 +00:00
Mark Veidemanis 6dd2997a74
Fix posting trades 2022-11-06 07:20:32 +00:00
Mark Veidemanis 60979652d9
Implement more validation and conversion 2022-11-04 07:20:14 +00:00
Mark Veidemanis d34ac39d68
Pull object names from model definitions in CRUD views 2022-11-04 07:20:42 +00:00
Mark Veidemanis b36791d56b
Simplify schema and error handling 2022-11-04 07:20:55 +00:00
Mark Veidemanis d319769fe0
Finish porting data structures for positions 2022-11-02 19:09:50 +00:00
Mark Veidemanis 48858bf20b
Fix price parsing 2022-11-02 19:04:05 +00:00
Mark Veidemanis 5cb7d08614
Convert API responses with Glom 2022-11-02 18:25:34 +00:00
Mark Veidemanis 8ee56b0e37
Begin implementing pydantic validation for OANDA 2022-10-31 08:58:08 +00:00
Mark Veidemanis c15ae379f5
Wrap API calls in helper and validate response 2022-10-30 19:11:07 +00:00
Mark Veidemanis 31a77e88ad
Remove some print statements 2022-10-29 14:05:48 +01:00
Mark Veidemanis 061c6f6ca7
Implement strategies and posting trades 2022-10-27 18:08:40 +01:00
Mark Veidemanis 30d516ebf9
Implement viewing open positions 2022-10-22 00:15:27 +01:00
Mark Veidemanis 1bdd49ee6a
Begin implementing positions 2022-10-17 07:20:30 +01:00
Mark Veidemanis 5a7332eb96
Add all model fields to callbacks 2022-10-16 14:37:49 +01:00
Mark Veidemanis bc27748396
Parse Drakdoo response into model fields 2022-10-15 23:28:46 +01:00
Mark Veidemanis 20a4e21eaa
Validate hooks with serde 2022-10-15 23:24:03 +01:00
Mark Veidemanis e631811090
Upload template project 2022-10-13 15:26:43 +01:00