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README.md
菜单
- 币种管理
- 增改查禁用删
- 交易所账户管理
- 订单管理
- 策略管理
- 加载,更新,平仓
- (管理员)权限管理
- (管理员)用户管理
1.看盘功能
- 币种管理-添加币种
- 初始化币种,拉取历史k线(1s-3个月),订阅实时k线,补齐停机/网络错误实时曲线缺失(自动检查,存入时检查相邻时间数据)
- 币种数据落库, 币种数据缓存
- websocket gateway, grpc stream, 订阅列表(k线/行情/深度)->实时推送前端 2.自定义指标功能
- go plugin
- MACD 指标
- 指标订阅列表 grpc stream 3.自定义策略功能
- go plugin
- 交易管理-订单
- 平均价交易信号
- 移动止盈止损
- 风险管控 4.策略模拟盘交易观察
- 订阅列表-交易管理 grpc stream 盈亏/持仓量 5.管理系统 6.go plugin 指标库 7.go plugin 策略库 8.ai trade
victoriametrics
下单策略(胜率/方向正确率),止损参数 每一单隔离
聚合信号, (BTC, GOLD, Oil...), both kline close
- AggregationSignalService
- 时间窗口3/5s, 过期无效(监控信号成功率/延迟率)
k线推送
- 实时k线 -> 内存聚合
- closed -> cache -> async tsdb -> kline signal
- query(监控成功率/缓存命中率) -> cache -> tsdb
价格/交易量精度->tsdb读写存储 kline时间窗口
Dragonfly redis替换
CCXT – 加密货币交易所交易库
绘图框架
tradingview advanced-charts:
- https://cn.tradingview.com/advanced-charts/ tradingview lightweight-charts:
- https://tradingview.github.io/lightweight-charts/
- https://github.com/tradingview/lightweight-charts
- widgets: https://www.tradingview.com/widget-docs/widgets/charts/symbol-overview/
- free: https://www.tradingview.com/free-charting-libraries/ d3js:
- https://d3js.org/ night-vision:
- night-vision
DXcharts:
- https://devexperts.com/dxcharts/
- https://github.com/devexperts/dxcharts-lite
- https://financefeeds.com/zh-CN/dxcharts-%E5%9B%BE%E8%A1%A8%E7%9A%84%E5%B4%9B%E8%B5%B7%E6%88%90%E4%B8%BA%E4%BA%A4%E6%98%93%E5%B9%B3%E5%8F%B0%E9%87%91%E8%9E%8D%E7%A7%91%E6%8A%80%E7%BD%91%E7%AB%99%E7%9A%84%E7%AB%9E%E4%BA%89%E4%BC%98%E5%8A%BF/
golang-clash:
strategy0: 趋势追踪,增长趋势,
- 寻找历史极值点(n根k线内),差值比例
- 当前属于波段增长点
- 买卖点画叉
- 移动止盈,固定止损,风险评估止损
量化框架参考
回测信号可视化, /trading/strategySeries 一样从postgres拉信号/订单数据
go plugin插件化(指标/策略), 调度docker容器运行回测, grpc资源访问
确定潜在的可调参数
Wasm(WebAssembly), 接口类型WIT