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3,609 Commits 60 Branches 138 Tags 189 MiB
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Commit Graph

2441 Commits

Author SHA1 Message Date
austin362667
eca112e201 binance: add submit futures order ReduceOnly 2022-03-21 17:56:11 +08:00
Andy Cheng
5eef2a2085
interact: pull out interface filter as a function 2022-03-21 17:49:18 +08:00
Andy Cheng
f4c87e5d75
interact: refactor strategy controller related interfaces 2022-03-21 16:19:55 +08:00
Andy Cheng
fb8b79f38d
interact: rename GetStrategyStatus() to GetStatus() 2022-03-21 16:12:23 +08:00
Andy Cheng
1ca94b9c5b
type: rename strategy statuses 2022-03-21 16:06:12 +08:00
Yo-An Lin
53b1eef4fc
kucoin: adjust rate limiter 2022-03-21 15:36:31 +08:00
Andy Cheng
ffd5c646e9
interact: refactor interface func name 2022-03-21 15:08:15 +08:00
Andy Cheng
962645c2c8
interact: Pull out EmergencyStop to a single instance 2022-03-21 15:05:24 +08:00
Andy Cheng
5f7710103d
type: add StrategyStatus type 2022-03-21 15:01:15 +08:00
Andy Cheng
ce6efd9333
strategy: add EmergencyStop() to support strategy 2022-03-21 11:51:12 +08:00
Andy Cheng
69a02f1664
interact: add EmergencyStop() to StrategyController interface 2022-03-21 11:42:54 +08:00
Andy Cheng
b6aff9674c
strategy: add StrategyController functions to support strategy 2022-03-21 10:20:12 +08:00
Andy Cheng
5de137ced8
interact: add StrategyController interface to control strategies from telegram bot 2022-03-18 18:43:07 +08:00
Yo-An Lin
98b4eea694
Merge pull request #491 from c9s/fix/kucoin-rate-limiter 
fix: kucoin: add trades, orders rate limiter
 2022-03-18 17:49:46 +08:00
c9s
6c201d1868 kucoin: adjust rate limit to req/3sec 2022-03-18 17:43:14 +08:00
c9s
9757ca290b kucoin: add trades, orders rate limiter 2022-03-18 17:33:10 +08:00
zenix
efec21ca4b feature: add market trade subscription in binance 2022-03-18 18:30:39 +09:00
c9s
f85db9be61 improve asset summary layout and format 2022-03-18 17:13:37 +08:00
c9s
3944e0b6c0 fix query test 2022-03-18 15:00:33 +08:00
c9s
43985499be service: reorder trade query 2022-03-18 14:04:01 +08:00
c9s
79bfdbf9b6 compile and update migration package 2022-03-18 14:04:01 +08:00
zenix
84dbae1592 add readme content about testnet, fix code syntax 2022-03-18 14:17:06 +09:00
zenix
9cf835728c fix: don't sync on reward/withdraw/deposit records when using testnet 2022-03-18 14:04:56 +09:00
zenix
36a746d415 add binance paper trade endpoint 2022-03-18 14:04:56 +09:00
Yo-An Lin
bc0429c0fd
Merge pull request #484 from ankion/fix_backtest_orderbook 2022-03-17 00:50:07 +08:00
Yo-An Lin
fae4f181b5
Merge pull request #485 from zenixls2/feature/backtest_sig 
feature: add CancelOrders and CancelOrdersTo to executor
 2022-03-16 21:22:32 +08:00
zenix
77a88aabe4 feature: add CancelOrders and CancelOrdersTo to executor 2022-03-16 21:38:09 +09:00
ankion
ccb7fe39fa backtest: fix order cancel fail when run order cancel on the filled event. 2022-03-16 15:01:19 +08:00
c9s
ed94b8a8d8 remove config flag constraint 2022-03-16 13:52:46 +08:00
c9s
553fe3abf9 remove config flag constrant 2022-03-16 13:51:31 +08:00
c9s
334e3a3940 fix build cmd --config option 2022-03-16 12:26:27 +08:00
Yo-An Lin
a4d5bf85d3
Merge pull request #468 from narumiruna/grpc-python-client 
grpc: python client
 2022-03-15 22:01:14 +08:00
Yo-An Lin
00b8f7d6b7
Merge pull request #479 from andycheng123/position-closer 
strategy: add PositionCloser function for support strategy
 2022-03-15 21:59:21 +08:00
Yo-An Lin
2aa3e4d51c
Merge pull request #480 from zenixls2/fix/flashcrash 
fix: submit order on userDataStream == nil
 2022-03-15 21:55:52 +08:00
c9s
bd0cbdfd28 bump version to v1.28.0 2022-03-15 21:54:34 +08:00
c9s
1f1ee7b986 fix makefile 2022-03-15 21:54:18 +08:00
c9s
e4c8db8287 update go module and sum files 2022-03-15 21:50:55 +08:00
zenix
d6995e40ff fix: submit order on userDataStream == nil 2022-03-15 20:51:15 +09:00
Andy Cheng
72a6877094
strategy: add PositionCloser function for support strategy 2022-03-15 19:19:44 +08:00
なるみ
034a86ceb4 Add grpc client 2022-03-15 18:43:57 +08:00
c9s
a5f0116f77 bump version to v2.1.0 2022-03-15 16:53:28 +08:00
Yo-An Lin
ab447a152f
Merge pull request #475 from andycheng123/fix-support 
fix support strategy
 2022-03-15 16:50:03 +08:00
Andy Cheng
231085d507
strategy: add PositionReader function for support strategy 2022-03-15 16:46:27 +08:00
Andy Cheng
b94096cb2e
strategy: cache orders.IDs() in orderIds 2022-03-15 16:44:43 +08:00
Yo-An Lin
a7c421bfcb
Merge pull request #474 from c9s/feature/position-recorder-2 
feature: position recorder
 2022-03-15 16:44:10 +08:00
c9s
d1f4c0a225 max: fix kline parse 2022-03-15 16:07:19 +08:00
なるみ
dedfdc564f Remove symbol from balance 2022-03-15 15:36:35 +08:00
c9s
fdf64fd891 bbgo: fix emit trade profit 2022-03-15 14:29:15 +08:00
c9s
0d0e0039e5 add DEBUG_SLACK env var 2022-03-14 21:21:58 +08:00
c9s
19f01bbca6 add doc comment 2022-03-14 21:21:58 +08:00
c9s
4b89f4a48b bollmaker: fix profit stats notification 2022-03-14 21:21:58 +08:00
c9s
5567ef5676 fix emit trade 2022-03-14 21:21:58 +08:00
c9s
5db4e11167 rewrite trade profit handling 2022-03-14 21:21:58 +08:00
c9s
6fec30d79c call record position on trade 2022-03-14 21:21:58 +08:00
c9s
a112eac9d2 update changed_at field 2022-03-14 21:21:58 +08:00
c9s
d67b800e7e use RecordPosition 2022-03-14 21:21:58 +08:00
c9s
322f31a56a bbgo: improve RecordPosition method 2022-03-14 21:21:58 +08:00
c9s
5732555c2c doc: update sync configuration doc 2022-03-14 21:21:58 +08:00
c9s
08ae53ba16 bbgo: assign strategy instance id fields automatically 2022-03-14 21:21:58 +08:00
c9s
6088f7b542 bbgo: add RecordPosition method 2022-03-14 21:21:58 +08:00
c9s
9faaed6892 bbgo: initialize position service 2022-03-14 21:21:58 +08:00
c9s
e9a25fcc6f compile and update migration package 2022-03-14 21:21:58 +08:00
c9s
c78fa09f4d fix divisor typo 2022-03-14 21:21:58 +08:00
c9s
5be1f1571b fix position test 2022-03-14 21:21:58 +08:00
c9s
3c376b3cd3 add accumulated profit column to position 2022-03-14 21:21:58 +08:00
c9s
cc4ef327d6 add strategy id and instance id to position 2022-03-14 21:21:58 +08:00
c9s
ac675d0099 add position table and service 2022-03-14 21:21:58 +08:00
c9s
f0d500bbaa add positions table migration 2022-03-14 21:21:58 +08:00
c9s
b1559bcbe3 fix persistence injection 2022-03-14 21:21:43 +08:00
Andy Cheng
822fea44fc
strategy: fix index out of range error 2022-03-14 12:01:17 +08:00
Andy Cheng
ad7605e7b2
strategy: do not submit order if current position < market.MinQuantity 2022-03-14 11:45:24 +08:00
zenix
7e92f0f4e5 fix: remove requirements on config flag 2022-03-11 19:56:59 +09:00
c9s
36e039108a bump version to v2.0.0 2022-03-10 19:01:58 +08:00
なるみ
b6493ad282 Change id type 2022-03-09 13:14:14 +08:00
なるみ
8522c0dadb Add exchange field to QueryOrderRequest 2022-03-08 19:33:23 +08:00
Yo-An Lin
bfdf4c245f
Merge pull request #460 from zenixls2/feature/backtest_multiple_exchange 
feature: add multiple exchange support in backtest
 2022-03-07 14:28:20 +08:00
c9s
fcbdf8162a max: add env var MAX_QUERY_CLOSED_ORDERS_LIMIT 2022-03-07 13:56:20 +08:00
zenix
39572c5fe0 fix: remove maker/buyer/taker/sellerCommission 2022-03-07 14:32:00 +09:00
Yo-An Lin
35ef21ab1c
Merge pull request #466 from c9s/feature/strategy-profit 
feature: add strategy profit records
 2022-03-07 12:20:47 +08:00
zenix
25b5eddc03 feature: add multiple exchange support in backtest 
fix: change doc, since --exchange removed from backtest

fix: test for config changes
 2022-03-07 13:18:56 +09:00
c9s
b8ef2eb550 fix Test_tradeService 2022-03-07 12:12:06 +08:00
zenix
1f27ef653b fix: exception on parsing empty string in dnum 2022-03-07 12:46:03 +09:00
c9s
9b6b071d2b compile and update migration package 2022-03-06 18:47:01 +08:00
c9s
e23232c3e7 max: fix timeInForce conversion 2022-03-06 18:37:34 +08:00
c9s
586013d9f2 max: fix order update message 2022-03-06 18:33:21 +08:00
c9s
af2070b908 binance: add updated time field 2022-03-06 18:32:33 +08:00
c9s
f3577a4182 fix: if it's an empty time, do not return a driver value 2022-03-06 18:28:40 +08:00
c9s
917684aa27 bbgo: inject environment object 2022-03-06 18:28:40 +08:00
c9s
099d860c5a fix: fix Test_parseStructAndInject test 2022-03-06 18:28:40 +08:00
c9s
b1ba5386b3 fix bbgo.Notifiability injection 2022-03-06 16:09:15 +08:00
c9s
25f3aeef58 bollmaker: call RecordProfit 2022-03-06 15:39:20 +08:00
c9s
8fa0e6702c bollmaker: assign strategy id and instance id 2022-03-06 15:38:58 +08:00
c9s
f6ec2e78e6 record profits 2022-03-06 15:37:41 +08:00
c9s
3a15738fec pull out default persistence selector 2022-03-06 14:06:19 +08:00
c9s
35b0d8dc0d bbgo: add profit service to environment 2022-03-05 13:40:20 +08:00
c9s
1f1c26a9e5 bbgo: inject more service objects 2022-03-05 13:37:27 +08:00
c9s
c1ac738ca0 bbgo: add doc comment for parseStructAndInject 2022-03-05 12:59:47 +08:00
c9s
bdcae5b763 bbgo: add more injection types 2022-03-05 12:49:53 +08:00
c9s
a9f9fa8fed bollmaker: add Environment field and Market field for injection 2022-03-05 12:40:56 +08:00
c9s
47023729ec bbgo: rewrite field injection 2022-03-05 12:39:39 +08:00
c9s
a6053e0e59 bbgo: move inject function to injection.go 2022-03-05 03:20:20 +08:00
c9s
cd6b37ac3b bbgo: skip unexported fields for injection 2022-03-05 03:19:45 +08:00
c9s
fa7bab2c3a bbgo: improve dynamic injection 2022-03-05 02:51:43 +08:00
c9s
db4d8a31bc bbgo: implement parseStructAndInject 2022-03-05 02:33:25 +08:00
c9s
5fe0b69927 bollmaker: use the new profit generator method 2022-03-05 01:41:23 +08:00
c9s
197d750cb4 all: update profit struct fields 2022-03-05 01:39:53 +08:00
c9s
82e5520ee4 service: update profit service tests 2022-03-05 00:28:13 +08:00
c9s
a642aa1a5a service: add more columns 2022-03-05 00:27:44 +08:00
c9s
09dea3938d implement profit insert 2022-03-04 19:24:40 +08:00
c9s
9e0df77a36 move profit struct into the types package 2022-03-04 16:39:48 +08:00
Yo-An Lin
f8b257d490
Merge branch 'main' into fix/cmd-required 2022-03-03 19:53:27 +08:00
c9s
f190cc4f6c cmd: fix account command usage 2022-03-03 19:40:18 +08:00
c9s
f14694c65f cmd: remove config file check from the account command 2022-03-03 19:39:55 +08:00
zenix
a33b748563 fix: mark flags as required during PreRunE 2022-03-03 18:03:15 +09:00
c9s
3843bda7c2 cmd: remove incorrect MarkPersistentFlagRequired usage 2022-03-03 15:37:17 +08:00
c9s
7d08263cdb fix: fix required flag marking issue 2022-03-03 15:34:16 +08:00
c9s
b8f54ed4b9 ftx: print result directly 2022-03-03 15:04:53 +08:00
c9s
86af4d2b40 ftx: rewrite order cancel handling 2022-03-03 14:52:24 +08:00
c9s
dd76cfafa4 ftx: remove legacy orderRequest from the legacy rest 2022-03-03 12:33:44 +08:00
c9s
c9f2027a38 ftx: remove the legacy orderRequest 2022-03-03 11:55:00 +08:00
c9s
5ea01c8d80 regenerate symbol map 2022-03-03 11:44:01 +08:00
c9s
eaa81f1313 ftx: remove legacy balances method 2022-03-03 11:43:15 +08:00
c9s
270ae51c9b ftx: remove legacy PlaceOrderPayload 2022-03-03 11:42:57 +08:00
c9s
2510f14d53 ftx: remove legacy place order request method 2022-03-03 11:42:40 +08:00
c9s
5bbb796e94 ftx: clean up imports 2022-03-03 11:42:25 +08:00
c9s
37db477ece ftx: remove legacy method CancelOrderByClientID 2022-03-03 11:42:13 +08:00
c9s
60ad6bc901 ftx: remove legacy CancelOrderByOrderID method 2022-03-03 11:41:51 +08:00
c9s
064da7f938 ftx: remove legacy open orders method 2022-03-03 11:40:23 +08:00
c9s
a47924d1c9 ftx: remove legacy order history method 2022-03-03 11:40:03 +08:00
c9s
da54fbb676 cmd: remove extra config option check 2022-03-03 11:39:28 +08:00
c9s
6ae588575a ftx: remove legacy market api method 2022-03-03 11:39:11 +08:00
c9s
21ae48c975 cmd: use MarkFlagRequired 2022-03-03 11:36:06 +08:00
c9s
2845e03100 ftx: fix ftx test cases 2022-03-03 01:47:19 +08:00
c9s
3f8f17b1de ftx: reimplement submit order api 2022-03-03 00:30:52 +08:00
c9s
3b601d73ce ftx: remove legacy fills requests 2022-03-03 00:30:52 +08:00
c9s
4321cab557 ftx: drop the legacy unused account request 2022-03-03 00:30:52 +08:00
c9s
688445d7e7 cmd: add get-order cmd 2022-03-03 00:30:52 +08:00
c9s
127de0d81c cmd: update executeOrderCmd description 2022-03-03 00:30:52 +08:00
c9s
95daa004aa ftx: implement get order status api 2022-03-03 00:30:52 +08:00
c9s
14bcc780a4 ftxapi: add cancel order by client order id 2022-03-03 00:30:52 +08:00
c9s
07dd2e8d9c ftx: improve order cancel by client order id 2022-03-03 00:30:52 +08:00
c9s
5cfc266d7a ftx: simplify and replace the order history query 2022-03-03 00:30:52 +08:00
c9s
5c8997e293 ftx: fix ftx order status isWorking 2022-03-03 00:30:52 +08:00
c9s
66700016e4 ftx: add toGlobalOrderNew to convert new order structure 2022-03-03 00:30:52 +08:00
c9s
e9e1127d3e ftx: replace query markets api 2022-03-03 00:30:52 +08:00
c9s
883f0ed83a ftxapi: replace fill implementation 2022-03-03 00:30:52 +08:00
c9s
833354e553 ftx: replace QueryTrades implementation 2022-03-03 00:30:52 +08:00
c9s
9c371425f6 ftx: replace QueryAccount implementation 2022-03-03 00:30:52 +08:00
c9s
84bc170a2e ftxapi: use order types 2022-03-03 00:30:52 +08:00
c9s
03f0305b3d ftxapi: add fills request 2022-03-03 00:30:52 +08:00