201 Commits

Author	SHA1	Message	Date
c9s	cf59ffc32f	support regression	2020-07-16 15:36:02 +08:00
c9s	9cf95b7c26	implement standard private stream support for regression trader	2020-07-15 21:02:08 +08:00
c9s	7d035d75ea	add regression cmd	2020-07-15 12:20:44 +08:00
c9s	b5193ca67d	use symbol from the strategy config file	2020-07-14 22:33:47 +08:00
c9s	9d828c99e2	adjust flatness param	2020-07-14 14:54:23 +08:00
c9s	acb0807a37	check min amount and min lot	2020-07-14 01:09:20 +08:00
c9s	79f9d078b6	adjust volume for balance	2020-07-14 00:38:52 +08:00
c9s	ef622b0c7c	support balance load and update	2020-07-14 00:20:15 +08:00
c9s	762f965130	sort imports	2020-07-13 16:03:47 +08:00
c9s	923022e87b	remove trade filtering	2020-07-13 14:28:20 +08:00
c9s	63dc2e8d55	fix graceful shutdown	2020-07-13 13:31:40 +08:00
c9s	9b042b5e8f	fix subscription mech	2020-07-13 13:25:48 +08:00
c9s	79553212a7	add idea vcs file	2020-07-13 12:57:18 +08:00
c9s	d3df1c5082	clean up trader fields	2020-07-13 12:36:04 +08:00
c9s	40c9ea1596	move out slack components to the slack pkg	2020-07-13 12:34:15 +08:00
c9s	4fa8be76ea	remove unused Errorf method	2020-07-13 12:31:39 +08:00
c9s	0f2faf315d	clean up logger methods	2020-07-13 12:30:35 +08:00
c9s	a4a5231d78	implement account balance query	2020-07-13 12:28:40 +08:00
c9s	791a745951	move stream close call right after the connect	2020-07-13 12:20:09 +08:00
c9s	704c6eed96	fix sub	2020-07-13 01:55:16 +08:00
c9s	a9e25c08d7	fix reconnect close	2020-07-13 01:06:04 +08:00
c9s	906350a5bc	fix pnl report and slack notifier	2020-07-13 01:01:33 +08:00
c9s	1f127a367a	call notifier reportTrade method	2020-07-13 00:36:26 +08:00
c9s	6660b75dcb	rename SlackReporter to SlackNotifier and simplify infof	2020-07-12 22:57:54 +08:00
c9s	f6a1c20cfe	more trader refactoring	2020-07-12 22:52:49 +08:00
c9s	c329f6dc86	fix reconnect	2020-07-12 22:52:24 +08:00
c9s	707f96ae08	alias logrus to log	2020-07-12 19:45:03 +08:00
c9s	cdff2cf487	fix import alias	2020-07-12 19:44:05 +08:00
c9s	c0d0aca3b8	fix side issue	2020-07-11 21:44:38 +08:00
c9s	577caab3f5	refactor volume calculator	2020-07-11 20:40:19 +08:00
c9s	cb4afca815	add message for stream closed	2020-07-11 17:02:37 +08:00
c9s	73ae2603d9	drop kline fields from the trading context	2020-07-11 16:40:07 +08:00
c9s	73276996a7	move to stream callbacks	2020-07-11 16:07:09 +08:00
c9s	a105af35ce	move strategy to the pkg/strategy	2020-07-11 15:27:26 +08:00
c9s	6c1f214d0f	fix import	2020-07-11 15:19:36 +08:00
c9s	a3fa292dc5	move files	2020-07-11 15:18:31 +08:00
c9s	62e27957c1	fix deploy	2020-07-11 13:13:41 +08:00
c9s	ce89835a7d	refactor binance exchange factory	2020-07-11 13:08:50 +08:00
c9s	0ae851a085	abstract binance exchange	2020-07-11 13:02:53 +08:00
c9s	5665f6db97	add log label	2020-07-11 12:52:51 +08:00
c9s	2a168031f3	merge connect and read method	2020-07-11 12:51:02 +08:00
c9s	db5b203e9d	move trade struct to types	2020-07-11 12:42:28 +08:00
c9s	9288b6801f	add binance buyer, maker label	2020-07-11 12:37:09 +08:00
c9s	ea33db5aa1	rename Trade.Market to Symbol	2020-07-11 12:16:42 +08:00
c9s	5cf88af5d6	add QueryAveragePrice api	2020-07-11 12:15:45 +08:00
c9s	0e9bd1547d	fix stream issue and pnl issues	2020-07-11 12:07:24 +08:00
c9s	19b225737f	refactor pnl calculator	2020-07-11 11:23:48 +08:00
c9s	a177e55172	add more refactoring	2020-07-10 21:34:39 +08:00
c9s	1ca46435c3	parse ResultEvent	2020-06-29 10:55:00 +08:00
c9s	4cd96360b3	parse event from the binance private stream	2020-06-29 03:11:05 +08:00
c9s	338d2443b9	refactor private stream	2020-06-29 03:08:13 +08:00
c9s	778d046820	support config reloading	2020-06-28 13:45:55 +08:00
c9s	e6aca05a51	add precesion in the format message	2020-06-24 22:25:06 +08:00
c9s	14d2cc0faf	add min profit price tick	2020-06-24 22:13:18 +08:00
c9s	bdc4161fb3	fix btc volume precision	2020-06-24 21:25:47 +08:00
c9s	fea95d1633	fix format	2020-06-24 19:29:58 +08:00
c9s	c6f1f58b98	rename field	2020-06-20 20:23:26 +08:00
c9s	180e1063b2	adjust parameters	2020-06-19 22:12:41 +08:00
c9s	fc9f34ca97	fix kline window stalck attachment	2020-06-19 16:34:24 +08:00
c9s	ff2d9d5cfd	cast	2020-06-19 16:30:32 +08:00
c9s	5d14687af7	improve kline report	2020-06-19 16:03:15 +08:00
c9s	0eeb2382f9	improve messages	2020-06-19 11:24:55 +08:00
c9s	377cf2e0ba	improve detector name	2020-06-19 11:21:17 +08:00
c9s	cbd7a3bd21	fix not zero check	2020-06-19 11:16:25 +08:00
c9s	c1e9bc0728	try to fix NotZero	2020-06-19 11:14:11 +08:00
c9s	332893c882	show max change limit	2020-06-19 11:11:16 +08:00
c9s	7b4a2782bb	improve message	2020-06-19 10:07:27 +08:00
c9s	bac6a6f327	move kline query into the exchange interface	2020-06-19 09:57:15 +08:00
c9s	b0d0839cd6	fix order info	2020-06-19 09:32:57 +08:00
c9s	1865de3bb8	render order in slack attachment	2020-06-19 09:30:27 +08:00
c9s	a2cf693683	render more kline attributes in the attachment	2020-06-19 09:26:51 +08:00
c9s	9380e10468	render detector as slack attachment	2020-06-19 09:24:22 +08:00
c9s	af76a18deb	move query trades to the exchange struct	2020-06-19 08:59:55 +08:00
c9s	b6909e654a	change parameters	2020-06-19 00:10:43 +08:00
c9s	9099a4a61b	add test case for volume calculator	2020-06-19 00:07:05 +08:00
c9s	a5681b8371	move structs	2020-06-18 23:46:59 +08:00
c9s	b55ab35b42	define BNBUSDT market	2020-06-18 19:01:13 +08:00
c9s	57f4d56ec5	save market object in the trading context	2020-06-18 19:00:03 +08:00
c9s	965ab59580	move exchange and order struct to the bbgo package	2020-06-18 18:56:54 +08:00
c9s	e62f1f2479	add abstract exchange interface	2020-06-18 18:54:14 +08:00
c9s	ed00243734	load recent klines	2020-06-18 08:08:47 +08:00
c9s	7b099b2ede	fix kline window get low	2020-06-17 21:57:36 +08:00
c9s	cf7760e72a	refactor 1m rule with detector pattern	2020-06-17 13:57:51 +08:00
c9s	ad41c14521	update trade kline red color code	2020-06-16 17:09:14 +08:00
c9s	1102fd0a1e	rename Symbol field to Market	2020-06-16 16:55:42 +08:00
c9s	88c7049a99	add reportTrade method	2020-06-16 16:47:15 +08:00
c9s	f4bf79d842	fix color	2020-06-16 15:32:22 +08:00
c9s	d28bec2a05	add kline color and submitMarketOrder method	2020-06-16 15:14:23 +08:00
c9s	884a9730f1	refactor kline attachment	2020-06-16 14:22:02 +08:00
c9s	0153670f78	refactor rule and upper shaodw checker	2020-06-16 14:13:53 +08:00
c9s	fded619772	implement GetUpperShadowHeight and GetLowerShadowHeight	2020-06-16 13:44:50 +08:00
c9s	c089e9a1b5	add 1m kline window protection	2020-06-10 13:53:31 +08:00
c9s	35bb5bda06	ignore selling trades from the beginning	2020-06-10 10:26:14 +08:00
c9s	062fe55b43	add thickness condition in bounce check	2020-06-10 09:51:53 +08:00
c9s	1ca616fb43	fix bounce calculation	2020-06-10 09:44:44 +08:00
c9s	fce3beccd0	refactor pnl updater	2020-06-09 23:27:46 +08:00
c9s	825cefd76d	refactor and fix many issues	2020-06-09 22:48:56 +08:00
c9s	71098c9f8b	fix: use math.Abs to calculate change	2020-06-09 19:33:44 +08:00
c9s	c30c4e9937	add min profit check	2020-06-09 14:13:02 +08:00
c9s	b191462096	add 1d kline	2020-06-09 13:45:47 +08:00
c9s	3fe812264f	update	2020-06-09 10:38:20 +08:00