mirror of
https://github.com/c9s/bbgo.git
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Fix: upgrade binance api, fix go fmt, add hard start time for binance to reduce sync execution time
This commit is contained in:
parent
5b4af3eff9
commit
2bda296194
2
go.mod
2
go.mod
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@ -6,7 +6,7 @@ go 1.13
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require (
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require (
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github.com/DATA-DOG/go-sqlmock v1.5.0
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github.com/DATA-DOG/go-sqlmock v1.5.0
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github.com/adshao/go-binance/v2 v2.2.1-0.20210119141603-20ceb26d876b
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github.com/adshao/go-binance/v2 v2.2.1
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github.com/c9s/rockhopper v1.2.1-0.20210217093258-2661955904a9
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github.com/c9s/rockhopper v1.2.1-0.20210217093258-2661955904a9
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github.com/codingconcepts/env v0.0.0-20200821220118-a8fbf8d84482
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github.com/codingconcepts/env v0.0.0-20200821220118-a8fbf8d84482
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github.com/fastly/go-utils v0.0.0-20180712184237-d95a45783239 // indirect
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github.com/fastly/go-utils v0.0.0-20180712184237-d95a45783239 // indirect
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2
go.sum
2
go.sum
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@ -19,6 +19,8 @@ github.com/DATA-DOG/go-sqlmock v1.5.0/go.mod h1:f/Ixk793poVmq4qj/V1dPUg2JEAKC73Q
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github.com/OneOfOne/xxhash v1.2.2/go.mod h1:HSdplMjZKSmBqAxg5vPj2TmRDmfkzw+cTzAElWljhcU=
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github.com/OneOfOne/xxhash v1.2.2/go.mod h1:HSdplMjZKSmBqAxg5vPj2TmRDmfkzw+cTzAElWljhcU=
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github.com/adshao/go-binance/v2 v2.2.1-0.20210119141603-20ceb26d876b h1:5GJlWxRjR3y7nPt/tIRCVcL4x/82yXpTBXsXJoLT0FY=
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github.com/adshao/go-binance/v2 v2.2.1-0.20210119141603-20ceb26d876b h1:5GJlWxRjR3y7nPt/tIRCVcL4x/82yXpTBXsXJoLT0FY=
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github.com/adshao/go-binance/v2 v2.2.1-0.20210119141603-20ceb26d876b/go.mod h1:o+84WK3DQxq9vEKV9ncRcQi+J7RFCGhM27osbECZiJQ=
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github.com/adshao/go-binance/v2 v2.2.1-0.20210119141603-20ceb26d876b/go.mod h1:o+84WK3DQxq9vEKV9ncRcQi+J7RFCGhM27osbECZiJQ=
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github.com/adshao/go-binance/v2 v2.2.1 h1:H5tfXqDu+bx1mZqJP+5gc8ahidgDFvj683M3RStg9C4=
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github.com/adshao/go-binance/v2 v2.2.1/go.mod h1:o+84WK3DQxq9vEKV9ncRcQi+J7RFCGhM27osbECZiJQ=
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github.com/ajstarks/svgo v0.0.0-20180226025133-644b8db467af/go.mod h1:K08gAheRH3/J6wwsYMMT4xOr94bZjxIelGM0+d/wbFw=
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github.com/ajstarks/svgo v0.0.0-20180226025133-644b8db467af/go.mod h1:K08gAheRH3/J6wwsYMMT4xOr94bZjxIelGM0+d/wbFw=
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github.com/alecthomas/template v0.0.0-20160405071501-a0175ee3bccc/go.mod h1:LOuyumcjzFXgccqObfd/Ljyb9UuFJ6TxHnclSeseNhc=
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github.com/alecthomas/template v0.0.0-20160405071501-a0175ee3bccc/go.mod h1:LOuyumcjzFXgccqObfd/Ljyb9UuFJ6TxHnclSeseNhc=
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github.com/alecthomas/units v0.0.0-20151022065526-2efee857e7cf/go.mod h1:ybxpYRFXyAe+OPACYpWeL0wqObRcbAqCMya13uyzqw0=
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github.com/alecthomas/units v0.0.0-20151022065526-2efee857e7cf/go.mod h1:ybxpYRFXyAe+OPACYpWeL0wqObRcbAqCMya13uyzqw0=
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@ -5,13 +5,13 @@ import (
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_ "github.com/c9s/bbgo/pkg/strategy/bollgrid"
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_ "github.com/c9s/bbgo/pkg/strategy/bollgrid"
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_ "github.com/c9s/bbgo/pkg/strategy/buyandhold"
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_ "github.com/c9s/bbgo/pkg/strategy/buyandhold"
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_ "github.com/c9s/bbgo/pkg/strategy/flashcrash"
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_ "github.com/c9s/bbgo/pkg/strategy/flashcrash"
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_ "github.com/c9s/bbgo/pkg/strategy/gap"
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_ "github.com/c9s/bbgo/pkg/strategy/grid"
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_ "github.com/c9s/bbgo/pkg/strategy/grid"
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_ "github.com/c9s/bbgo/pkg/strategy/mirrormaker"
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_ "github.com/c9s/bbgo/pkg/strategy/mirrormaker"
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_ "github.com/c9s/bbgo/pkg/strategy/pricealert"
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_ "github.com/c9s/bbgo/pkg/strategy/pricealert"
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_ "github.com/c9s/bbgo/pkg/strategy/support"
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_ "github.com/c9s/bbgo/pkg/strategy/support"
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_ "github.com/c9s/bbgo/pkg/strategy/swing"
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_ "github.com/c9s/bbgo/pkg/strategy/swing"
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_ "github.com/c9s/bbgo/pkg/strategy/trailingstop"
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_ "github.com/c9s/bbgo/pkg/strategy/trailingstop"
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_ "github.com/c9s/bbgo/pkg/strategy/gap"
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_ "github.com/c9s/bbgo/pkg/strategy/xmaker"
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_ "github.com/c9s/bbgo/pkg/strategy/xmaker"
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_ "github.com/c9s/bbgo/pkg/strategy/xpuremaker"
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_ "github.com/c9s/bbgo/pkg/strategy/xpuremaker"
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)
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)
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@ -51,7 +51,6 @@ var PnLCmd = &cobra.Command{
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return err
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return err
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}
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}
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sessionName, err := cmd.Flags().GetString("session")
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sessionName, err := cmd.Flags().GetString("session")
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if err != nil {
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if err != nil {
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return err
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return err
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@ -86,7 +85,7 @@ var PnLCmd = &cobra.Command{
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return fmt.Errorf("session %s not found", sessionName)
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return fmt.Errorf("session %s not found", sessionName)
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}
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}
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if err := environ.SyncSession(ctx, session) ; err != nil {
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if err := environ.SyncSession(ctx, session); err != nil {
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return err
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return err
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}
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}
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@ -50,7 +50,7 @@ var SyncCmd = &cobra.Command{
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}
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}
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environ := bbgo.NewEnvironment()
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environ := bbgo.NewEnvironment()
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if err := environ.ConfigureDatabase(ctx) ; err != nil {
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if err := environ.ConfigureDatabase(ctx); err != nil {
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return err
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return err
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}
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}
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@ -64,7 +64,7 @@ var SyncCmd = &cobra.Command{
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)
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)
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if len(since) > 0 {
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if len(since) > 0 {
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loc, err := time.LoadLocation("Asia/Taipei")
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loc, err := time.LoadLocation("Local")
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if err != nil {
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if err != nil {
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return err
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return err
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}
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}
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@ -110,4 +110,3 @@ var SyncCmd = &cobra.Command{
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return nil
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return nil
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},
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},
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}
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}
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@ -21,4 +21,3 @@ var VersionCmd = &cobra.Command{
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fmt.Println(version.Version)
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fmt.Println(version.Version)
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},
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},
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}
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}
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@ -288,6 +288,14 @@ func (e *Exchange) QueryWithdrawHistory(ctx context.Context, asset string, since
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func (e *Exchange) QueryDepositHistory(ctx context.Context, asset string, since, until time.Time) (allDeposits []types.Deposit, err error) {
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func (e *Exchange) QueryDepositHistory(ctx context.Context, asset string, since, until time.Time) (allDeposits []types.Deposit, err error) {
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startTime := since
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startTime := since
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var emptyTime = time.Time{}
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if startTime == emptyTime {
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startTime, err = e.getLaunchDate()
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if err != nil {
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return nil, err
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}
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}
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txIDs := map[string]struct{}{}
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txIDs := map[string]struct{}{}
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for startTime.Before(until) {
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for startTime.Before(until) {
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