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[WIP] Gekko broker #2118

Merged
merged 65 commits into from
May 28, 2018
Merged

[WIP] Gekko broker #2118

merged 65 commits into from
May 28, 2018

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askmike
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@askmike askmike commented Apr 22, 2018 •
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Finally a proper execution engine. This is the first step to getting advanced orders (stop losses, take profits, etc) into Gekko. It's also a standalone library to easily create and manage advanced oders on all of Gekko's supported exchanges.

Docs: https://github.com/askmike/gekko/blob/gekko-trader/docs/gekko-broker/introduction.md
Status: https://github.com/askmike/gekko/blob/gekko-trader/docs/gekko-broker/introduction.md#status

After this PR lands (which will take a while) we can look into an API for strategies to use:

  • Allow strategies to place stop losses
  • Allow strategies to place take profits
  • Allow strategies to decide order priority (should we trade RIGHT NOW at market price or we want the best possible price or somewhere in between)?

askmike added 30 commits April 16, 2018 16:22
@askmike
move exchange specific func into gekko/exchange
7c31f9a
@askmike
reglue core exchange func
29b0dde
@askmike
commeng on gekko broker
afdbc5f
@askmike
init limit and sticky order
306b1de
@askmike
add cancel logic to limit
6f5fc27
@askmike
add limit logic to sticky
065ca16
@askmike
add cancel to sticky order
a0935bf
@askmike
export errors, clean up order amount, fix coinfalcon
0e301f7
@askmike
convert gekkoBroker into es6 class
b1d854f
@askmike
update gdax wrapper for sdk@0.7
d8c7898
@askmike
catch ticker err
d3ae353
@askmike
add partial order support to checkOrder
1ff9905
@askmike
add rejection state, distinct between filled & completed
bb854d2
@askmike
init publish of npm package
a3b1a34
@askmike
implement partial order support
411932c
@askmike
add moveLimit
7fe3823
@askmike
clean up empty orders
153c993
@askmike
retry checkOrder
8403a21
@askmike
refer to limit arg
5e716b1
@askmike
add moveAmount, improve async lock flow
400002f
@askmike
check whether public move amount & limit actually change anything
910d2c0
@askmike
move docs to main gekko docs
2ef96f1
@askmike
complete todo
e778421
@askmike
rm completed state, add completed prop instead (true when filled, can…
bcac599 
…celled or rejected)
@askmike
catch when the amount is moved below the filled amount
470d646
@askmike
add generic submit to order
1e1dc69
@askmike
update limit order to use updated base order
eb4167b
@askmike
catch more server errors (504|503|500|502)
ddf043a
@askmike
add binance support
a15244a
@askmike
add binance dep
dc69ff9
This was referenced May 17, 2018
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@askmike askmike changed the base branch from develop to pre-v0.6 May 28, 2018 16:27
@askmike askmike merged commit bfa98f3 into pre-v0.6 May 28, 2018
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askmike commented May 28, 2018

See #2216 for follow up!

@askmike askmike deleted the gekko-trader branch July 5, 2018 16:14
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