3445 Commits

Author	SHA1	Message	Date
c9s	30c85d2969	pull out callID method call	2022-05-05 13:05:01 +08:00
c9s	21f81dec29	implement reflect-based persistence restore and load	2022-05-05 12:53:48 +08:00
なるみ	98a35a485f	glassnode: use requestgen.BaseAPIClient	2022-05-05 11:05:27 +08:00
c9s	18eab1fbd3	move graceful shutdown to a single file	2022-05-05 09:56:21 +08:00
c9s	58e8da914e	bollmaker: migrating state.position to strategy.position	2022-05-05 09:54:50 +08:00
c9s	3f734e6236	bump version to v1.32.0	2022-05-05 09:04:04 +08:00
なるみ	9c66930537	glassnode: simplify NewAuthenticatedRequest	2022-05-05 01:39:57 +08:00
c9s	f65ecbdbb5	max: add net asset field to max's balance	2022-05-04 21:43:59 +08:00
c9s	2a02c4928c	move balance test	2022-05-04 21:40:16 +08:00
c9s	8ec47a4aaa	add interest field to Asset	2022-05-04 21:38:18 +08:00
c9s	e903bd5f69	add Balance.Add method	2022-05-04 21:33:22 +08:00
c9s	d5b203a925	render borrowed in the attachment	2022-05-04 19:32:29 +08:00
c9s	573f8bb221	use net asset to calculate inUSD	2022-05-04 19:26:26 +08:00
c9s	ef419f75ab	net asset should sub interest	2022-05-04 19:13:55 +08:00
c9s	5dd969fa6f	compile and update migration package	2022-05-04 19:13:55 +08:00
c9s	30c9d251fe	change column to net_asset_in_* to avoid confusion	2022-05-04 19:13:55 +08:00
c9s	5662c5c680	use findUSDMarketPrice to get btc price	2022-05-04 17:56:03 +08:00
c9s	413c5c0479	add comment for the price cal	2022-05-04 17:47:34 +08:00
c9s	08a1819bd3	fix price in usd	2022-05-04 17:45:28 +08:00
c9s	4404098bf9	fix balance map add	2022-05-04 17:39:35 +08:00
c9s	75adb8f3c3	fix usd prices caculation	2022-05-04 17:27:58 +08:00
c9s	36c764efa9	refactor balance, asset and remove price cache check	2022-05-04 17:17:09 +08:00
c9s	f33e8a3de2	calculate netAsset if it's zero	2022-05-04 17:08:42 +08:00
c9s	1844035abb	fix asset calculation	2022-05-04 16:56:31 +08:00
c9s	c4e1cd9480	binanceapi: add GetForceLiquidationRecordRequest api	2022-05-04 16:27:28 +08:00
c9s	2008f179a2	binance: add GetDepositHistoryRequest	2022-05-04 16:27:28 +08:00
c9s	ed8ff89f34	binance: add type alias from github.com/adshao/go-binance/v2	2022-05-04 16:27:28 +08:00
c9s	434434c8d9	binanceapi: add withdraw request	2022-05-04 16:27:28 +08:00
c9s	0fd560d699	binance: add NewGetDepositAddressRequest api	2022-05-04 16:27:28 +08:00
c9s	c3c1666154	binance: add get deposit address request	2022-05-04 16:27:28 +08:00
Yo-An Lin	8cf9218dce	Merge pull request #584 from c9s/add-nav-columns ... feature: record nav values into db	2022-05-04 16:25:04 +08:00
c9s	450517d159	bbgo: do not write trade when writing position	2022-05-04 16:21:53 +08:00
c9s	0e417f6f71	xnav: rename assets to allAssets	2022-05-04 16:21:53 +08:00
c9s	0061a5910b	use the same price time	2022-05-04 16:21:53 +08:00
c9s	754d10c3d0	use interval instead of duration	2022-05-04 16:21:53 +08:00
c9s	d78e0c607a	xnav: pass session to the record assets method call	2022-05-04 16:21:53 +08:00
c9s	6ed6f15b75	interact: use debug log instead of info	2022-05-04 16:21:53 +08:00
c9s	40c2de3259	fix: remove zeroed fields	2022-05-04 16:21:53 +08:00
c9s	8a93f0921f	add more margin info columns	2022-05-04 14:40:52 +08:00
c9s	01273f7c4c	compile and update migration package	2022-05-04 14:40:52 +08:00
c9s	5cd7e61006	xnav: support asset recording	2022-05-04 14:23:46 +08:00
c9s	95f7d85183	bbgo: pass price time into the asset conversion function	2022-05-04 14:23:46 +08:00
c9s	3b25db31df	types: extend balance map methods	2022-05-04 14:22:51 +08:00
c9s	5a00e2fe20	add account service test	2022-05-03 23:36:44 +08:00
なるみ	aa29fde9e3	indicator: add test case for boll	2022-05-03 22:28:40 +08:00
c9s	2c70509ee8	add recordAsset method	2022-05-03 19:26:52 +08:00
c9s	d93fd3cc48	service: insert asset fields	2022-05-03 17:51:47 +08:00
c9s	2fba2c335b	types: check borrowed fields	2022-05-03 17:44:31 +08:00
c9s	e0086a45cb	update asset borrowed, netAsset, priceInUSD fields	2022-05-03 17:40:57 +08:00
Yo-An Lin	9c08bea065	Fix accounts field	2022-05-03 17:32:10 +08:00
c9s	e1dcc7c6d3	types: extend asset struct fields	2022-05-03 16:54:39 +08:00
c9s	c9c16f1e47	show missing exchange name in the back-test config	2022-05-03 16:46:38 +08:00
Yo-An Lin	9689ec079d	Merge pull request #581 from c9s/add-sync-exchange-option ... feature: add --sync-exchange option to override backtest sync exchanges	2022-05-03 12:55:44 +08:00
c9s	270d82e818	bump version to v1.31.4	2022-05-03 12:43:28 +08:00
Yo-An Lin	159c972d8b	Merge pull request #582 from c9s/rename-backtest-account-to-accounts ... improve: backtest: rename backtest.account to backtest.accounts	2022-05-03 12:41:32 +08:00
Yo-An Lin	81ce9218b5	Merge pull request #580 from c9s/fix/okex-rate-limit ... fix: fix okex rate limit	2022-05-03 12:40:46 +08:00
c9s	946bbdbca3	backtest: rename backtest.account to backtest.accounts	2022-05-03 12:18:40 +08:00
c9s	f2edd24029	add --sync-exchange option to override backtest sync exchanges	2022-05-03 12:12:39 +08:00
c9s	eb10889d35	okex: fix okex rate limit	2022-05-03 12:11:50 +08:00
c9s	b611a42bd9	kucoin: fix kucoin rate limit	2022-05-03 12:11:02 +08:00
c9s	d742aea633	okex: fix kline query	2022-05-03 11:14:53 +08:00
c9s	351426ecdd	bump version to v1.31.3	2022-05-02 11:56:23 +08:00
c9s	fa2eb87268	fix: sync can be nil	2022-05-02 11:55:40 +08:00
c9s	9875b52372	bump version to v1.31.2	2022-05-02 10:40:21 +08:00
c9s	2bdcf2266d	fix default sync logic	2022-05-02 10:39:59 +08:00
Yo-An Lin	faccc64377	Merge pull request #576 from zenixls2/update/ewoDgtrd ... feature: add atr stoploss on ewoDgtrd strategy	2022-05-01 01:42:00 +08:00
c9s	ba1370a05d	bump version to v1.31.1	2022-05-01 01:23:27 +08:00
c9s	eb10244e40	compile and update migration package	2022-05-01 01:23:27 +08:00
Yo-An Lin	9ec5ca710c	Merge pull request #578 from c9s/c9s-patch-1 ... fix: use time.UTC instead of time.Local	2022-05-01 01:18:19 +08:00
c9s	2897f5af93	bump version to v1.31.1	2022-05-01 01:16:14 +08:00
c9s	ce54e917a2	compile and update migration package	2022-05-01 01:16:10 +08:00
c9s	486cf50a9c	bbgo: fix init band width setup	2022-05-01 01:12:57 +08:00
Yo-An Lin	a954f0e595	use time.UTC instead of time.Local	2022-04-29 14:06:22 +08:00
zenix	4eab82ee7b	feature: add atr stoploss on ewoDgtrd strategy. remove callback. modify filter condition and add doc	2022-04-28 20:09:15 +09:00
なるみ	c67bfc9a71	move glassnode to datasource	2022-04-27 18:16:54 +08:00
なるみ	0ec8ec6498	glassnode: query futures open interest	2022-04-27 18:16:54 +08:00
なるみ	b87eda3bbb	move files to glassnodeapi	2022-04-27 18:16:54 +08:00
c9s	044470377b	avoid using the iterator variable	2022-04-27 17:13:58 +08:00
c9s	1f736d1f5e	binance: update stream order fields	2022-04-27 14:43:39 +08:00
c9s	ce6fd387be	remove unused ConvertTrades	2022-04-27 14:29:58 +08:00
c9s	1c1fbb1633	bbgo: document strategy id and pnl field	2022-04-27 13:30:07 +08:00
c9s	5edaa9708c	bbgo: fix margin order/trade sync	2022-04-27 13:25:42 +08:00
c9s	c9fd4c9a1d	bump version to v1.31.0	2022-04-27 13:02:18 +08:00
Yo-An Lin	14a29df975	Merge pull request #565 from c9s/fix/trade-sync ... fix: service: correct QueryLast query	2022-04-27 12:40:05 +08:00
c9s	6630d3f56b	service: correct QueryLast query	2022-04-27 11:42:31 +08:00
Andy Cheng	8c353421d8	interact: Remove status from strategy signature	2022-04-26 21:05:26 +08:00
Andy Cheng	1a13826505	interact: refactor generateStrategyButtonsForm()	2022-04-26 19:11:50 +08:00
Yo-An Lin	9588064f19	Merge pull request #561 from zenixls2/fix/ma ... fix: window update in indicators. add: CA, TMA	2022-04-26 18:56:32 +08:00
Yo-An Lin	44e51e966a	Merge pull request #563 from c9s/rockhopper-upgrade ... upgrade rockhopper	2022-04-26 18:56:10 +08:00
c9s	085ba1e323	compile and update migration package	2022-04-26 18:48:27 +08:00
Andy Cheng	eb1beb05d1	interact: rename functions to private functions	2022-04-26 18:32:41 +08:00
Andy Cheng	7326a1b21d	strategy: fix wrong string formatting syntax	2022-04-26 18:29:22 +08:00
Andy Cheng	6b62f27155	feature: make callback vars start with lowercase	2022-04-26 18:29:22 +08:00
Andy Cheng	61b6755518	interact: GetStrategySignatures() returns map[string]SingleExchangeStrategy instead of slice of strategy signatures	2022-04-26 18:29:22 +08:00
Andy Cheng	7b3e369766	feature: use LocalActiveOrderBook for cancelling open orders for strategy controller in support strategy	2022-04-26 18:29:22 +08:00
Andy Cheng	26a5114182	feature: adapt callbackgen style strategy controller in support strategy	2022-04-26 18:29:22 +08:00
Andy Cheng	cf8603e30b	feature: use NewFromFloat	2022-04-26 18:29:22 +08:00
Andy Cheng	324c7ea432	feature: logging with strategy symbol	2022-04-26 18:29:22 +08:00
Andy Cheng	f6ec931bed	feature: use callbackgen	2022-04-26 18:29:22 +08:00
Andy Cheng	cbf6bf78bc	feature: make FilterStrategyByInterface a simple function	2022-04-26 18:29:22 +08:00
Andy Cheng	ecc63f743f	feature: split strategy controller interface into several smaller ones	2022-04-26 18:29:21 +08:00
Andy Cheng	389752161d	feature: adapt new strategy controller in support strategy	2022-04-26 18:29:21 +08:00
Andy Cheng	64766c48f3	feature: revert position closer and position reader back	2022-04-26 18:29:21 +08:00
Andy Cheng	78a8c2aaaf	feature: mix embeded struct and callback in strategy controller	2022-04-26 18:29:21 +08:00
Andy Cheng	57fdc9b120	feature: adapt new strategy controller in support strategy	2022-04-26 18:29:21 +08:00
Andy Cheng	6228cddbec	feature: adapt new strategy controller in interact	2022-04-26 18:29:21 +08:00
Andy Cheng	bb2bce4721	feature: strategy controller	2022-04-26 18:29:21 +08:00
Andy Cheng	85ffe9a2de	feature: prototype of strategy controller struct	2022-04-26 18:29:21 +08:00
Andy Cheng	73c2c84cab	feature: prototype of strategy controller struct	2022-04-26 18:29:21 +08:00
Andy Cheng	5799709e3e	pkg: add empty strategy controller file	2022-04-26 18:29:21 +08:00
c9s	23dd60728e	binance: fix error check	2022-04-26 16:51:41 +08:00
c9s	6c29e10caf	binance: improve binary error check	2022-04-26 16:43:40 +08:00
zenix	b3741771e3	fix: window update in indicators. add: cumulative average, triangular moving average	2022-04-26 17:32:31 +09:00
c9s	109fdd6511	aggregate totalBorrowed	2022-04-26 16:13:07 +08:00
c9s	2933db20cd	types: show borrowed balance	2022-04-26 16:07:27 +08:00
c9s	cbec4ac199	binance: improve query trades conditions for start time and end time	2022-04-26 15:58:12 +08:00
c9s	16227cea2f	autoborrow: call tryToRepayAnyDebt when margin level is low	2022-04-26 15:44:13 +08:00
c9s	b97588f153	autoborrow: fix max total borrow condition	2022-04-26 15:33:01 +08:00
Zenix	a8f0c71a53	Merge pull request #545 from zenixls2/feature/ma_series ... feature: add some new ma indicators	2022-04-25 21:01:17 +09:00
c9s	069db1d0cb	replace margin ratio with margin level	2022-04-25 19:15:47 +08:00
c9s	333378a52a	autoborrow: change debugf to infof	2022-04-25 19:10:22 +08:00
c9s	7b2398ce39	autoborrow: use margin level instead of margin ratio	2022-04-25 19:05:16 +08:00
c9s	095f25f30b	fix TestSortTradesAscending	2022-04-25 19:01:03 +08:00
c9s	2732fb413f	bbgo: remove slack debug option	2022-04-25 18:56:19 +08:00
c9s	638d839975	autoborrow: add more logs and warning color for slack message	2022-04-25 18:46:23 +08:00
c9s	a30aac6653	autoborrow: add slack notification	2022-04-25 18:12:08 +08:00
c9s	2290d132b1	autoborrow: assign s.ExchangeSession	2022-04-25 17:54:16 +08:00
c9s	f8fd13c576	add test for TestSortTradesAscending	2022-04-25 17:53:04 +08:00
c9s	a2553ee020	autoborrow: call check and borrow	2022-04-25 17:45:16 +08:00
c9s	78639dab5a	improve order layout	2022-04-25 17:27:27 +08:00
c9s	a57a238e09	bbgo: add more sync options	2022-04-25 17:18:42 +08:00
c9s	76012f0b71	max: deposit request currency field is optional	2022-04-25 16:27:07 +08:00
c9s	fae3b6a215	fix BOLL method	2022-04-25 15:31:12 +08:00
Yo-An Lin	b94b9e1b73	Merge pull request #437 from jessy1092/enhance-boll-indicator ... indicator: Support difference bandwidth on boll indicator and can dynamic create BOLL	2022-04-25 13:43:02 +08:00
c9s	18da434e92	all: use thread-safe GetAccount method to get account	2022-04-23 15:43:11 +08:00
c9s	5c2274c55c	put sign check back	2022-04-23 15:27:28 +08:00
c9s	7b66d36f15	autoborrow: remove extra sign check	2022-04-23 15:27:28 +08:00
c9s	743ad0455f	add autoborrow strategy	2022-04-23 15:27:28 +08:00
c9s	fd247cf7d7	cmd: add autoborrow to built-in	2022-04-23 15:00:53 +08:00
c9s	c70317af2b	add autoborrow strategy	2022-04-23 15:00:04 +08:00
c9s	cf055c3f7d	bbgo: improve account updating	2022-04-23 12:51:07 +08:00
c9s	9e48a850bd	bbgo: call queryAccount to update account	2022-04-23 12:51:07 +08:00
c9s	a1c9bd7ec8	all: add AccountTypeIsolatedMargin	2022-04-23 12:51:07 +08:00
c9s	98a696a7d0	all: calculate MarginTolerance	2022-04-23 12:51:07 +08:00
c9s	76733898db	binance: add QueryMarginAssetMaxBorrowable api	2022-04-23 12:51:07 +08:00
c9s	9f9f13dfe2	add MarginBorrowRepay interface	2022-04-23 12:51:07 +08:00
c9s	37b5d80f6f	add margin repay and borrow api	2022-04-23 12:51:07 +08:00
c9s	c2d1ef0fc8	add margin borrow endpoint	2022-04-23 12:51:07 +08:00
c9s	a8fdd8006c	binance: add transferCrossMarginAccount method	2022-04-23 12:51:07 +08:00
c9s	ecc19e1efd	binance: assign more margin fields to account	2022-04-23 12:51:07 +08:00
c9s	cf2e8c9f0a	all: extend balance field for margin	2022-04-23 12:51:07 +08:00
c9s	fbe1906e70	binance: add more fields to the balance struct	2022-04-23 12:51:07 +08:00
c9s	304cc89f68	binance: always sort trades back	2022-04-23 12:51:07 +08:00
c9s	2f5f02523f	fix typpo	2022-04-23 00:10:27 +08:00
zenix	3d86330428	fix: python test code in indicator	2022-04-22 19:11:07 +09:00
zenix	c18f684afd	test: add test cases for dema, hull, tema, till, vidya and zlema indicators	2022-04-22 19:02:26 +09:00
Yo-An Lin	6f810bf081	Merge pull request #553 from c9s/feature/max-order-history-api ... refactor: rewrite max private trade query request with requestgen	2022-04-22 13:12:20 +08:00
zenix	5dc69a6175	fix: fix change, feature: implement vidya and till	2022-04-21 19:28:11 +09:00
c9s	9e06053c3b	max: rewrite and rename private trade request	2022-04-21 14:56:20 +08:00
c9s	f9908f2931	rewrite private trade request	2022-04-21 14:52:44 +08:00
Yo-An Lin	96d2844487	Merge pull request #552 from c9s/feature/max-order-history-api ... improve: use max order history api for sync	2022-04-21 14:34:38 +08:00
c9s	8e2a993370	max: improve max closed orders syncing	2022-04-21 14:11:49 +08:00
c9s	93b10f20ac	maxapi: fix fromID to uint64	2022-04-21 13:18:00 +08:00
c9s	e754b68cdf	maxapi: fix http timeout	2022-04-21 13:17:43 +08:00
Yo-An Lin	e91f15b2ea	Merge pull request #546 from c9s/feature/max-order-history-api ... feature: add max order history api	2022-04-21 00:46:30 +08:00
c9s	0410ef1305	maxapi: refactor rewards api	2022-04-21 00:18:34 +08:00
austin362667	1163b89807	factorzoo: fix correlation	2022-04-20 18:10:27 +08:00
austin362667	71a032a29b	factorzoo: clean up ... factorzoo: clean up factorzoo: clean up	2022-04-20 18:10:27 +08:00
austin362667	da51d56624	cmd: add built-in factorzoo strategy	2022-04-20 18:10:27 +08:00
austin362667	fdbb2be45c	factorzoo: add cross-sectional factors model strategy	2022-04-20 18:10:27 +08:00
austin362667	a1fa23121d	factorzoo: add correlation indicator	2022-04-20 18:10:27 +08:00
c9s	8b9383ecfa	maxapi: refactor withdrawal request	2022-04-20 16:38:08 +08:00
c9s	72ea9f7e24	maxapi: add deposit request tests and withdrawal request tests	2022-04-20 14:01:18 +08:00
c9s	f3eafd5cd8	remove unused get trades method	2022-04-20 13:49:06 +08:00
なるみ	2754d2410c	grpc: remove duplicate service registration	2022-04-20 13:48:41 +08:00
c9s	387c0bfb8b	maxapi: rewrite vip level request	2022-04-20 13:35:17 +08:00
c9s	68abeb826b	maxapi: add account service tests	2022-04-20 13:28:39 +08:00
c9s	f9df65a2f8	maxapi: add generated files	2022-04-20 13:20:54 +08:00
c9s	ff7f1a8bc8	maxapi: always merge params into the payload for signing	2022-04-20 12:18:35 +08:00
c9s	4d8997a8d5	max: pass context background to the request	2022-04-20 12:18:35 +08:00
c9s	5cba6a6133	maxapi: use requestgen to query and submit orders	2022-04-20 12:18:35 +08:00
c9s	93b19faa3a	refactor newAuthenticatedRequest	2022-04-20 12:18:35 +08:00
c9s	bf4a0169bd	max: update client api	2022-04-20 12:18:35 +08:00
Yo-An Lin	46015324e9	Merge pull request #540 from narumiruna/indicator/update ... indicator: make parameters of update method consistent	2022-04-20 11:53:06 +08:00
Yo-An Lin	522e6b9aaf	Merge pull request #547 from kfrico/fix_ftx_bug ... fix ftx pollKines bug	2022-04-20 11:52:16 +08:00
kfrico	bd4a932571	fix ftx pollKines bug	2022-04-19 21:29:45 +08:00
zenix	22d8c2efff	feature: add some new ma indicators	2022-04-19 19:22:22 +09:00
なるみ	1d363f65a9	indicator: use rma indicator in atr	2022-04-19 13:45:23 +08:00
なるみ	167f9d3eaf	indicator: make parameters of update method consistent	2022-04-19 13:45:23 +08:00
c9s	8442aafd4d	compile and update migration package	2022-04-19 12:19:32 +08:00
なるみ	2896527c56	indicator: add rolling moving average	2022-04-18 11:43:05 +08:00
Yo-An Lin	fcaef0219a	Merge pull request #536 from narumiruna/indicator/atr	2022-04-18 00:34:43 +08:00
なるみ	7b4c68f766	indicator: add average true range indicator	2022-04-17 17:30:49 +08:00
c9s	b2e17e3552	interact: fix auth	2022-04-17 12:49:45 +08:00
Yo-An Lin	41c78f9035	Merge pull request #535 from narumiruna/grpc/register-trading-server ... fix: grpc: register trading server	2022-04-17 00:50:25 +08:00
c9s	8f693dac50	bump version to v1.30.3	2022-04-17 00:38:42 +08:00
c9s	ad373b95a7	add FLUSH_OTP_KEY env for flushing otp key	2022-04-17 00:35:16 +08:00
c9s	63f525970f	auth: store otp key url instead of just secret	2022-04-17 00:18:48 +08:00
c9s	6c7b6c6def	interact: add more error check for /auth command	2022-04-17 00:06:37 +08:00
c9s	8e557b3da2	Merge branch 'fix/grpc-user-data-stream-subscribe'	2022-04-17 00:03:17 +08:00
c9s	d78370e355	grpc: register trading service to grpc	2022-04-16 23:57:53 +08:00
なるみ	6920ac9090	grpc: register trading server	2022-04-16 23:45:10 +08:00
TonyQ Wang	38dfa32bfa	Update auth.go ... refine message	2022-04-16 21:25:46 +08:00
zenix	2a942eab0e	fix: rename EVWMP to VWEMP, fix backtesting fee	2022-04-15 19:12:11 +09:00
Yo-An Lin	299f9d7af8	Merge pull request #528 from c9s/fix/grpc-user-data-stream-subscribe ... feature: grpc: implement TradingService cancel order	2022-04-15 16:00:16 +08:00
Yo-An Lin	d6755d7ca0	Merge pull request #512 from zenixls2/feature/elliott_wave ... strategy: elliott wave oscillator	2022-04-15 15:53:24 +08:00
c9s	cb51352d58	grpc: implement cancel order	2022-04-15 15:49:24 +08:00
Andy Cheng	07c30f82af	strategy: add StrategyController to bollmaker	2022-04-15 15:38:40 +08:00
Yo-An Lin	426af0109e	Merge pull request #525 from c9s/fix/grpc-user-data-stream-subscribe ... grpc: implement SubmitOrder method	2022-04-15 15:06:01 +08:00
Yo-An Lin	d9fd661e1b	Merge pull request #524 from frin1/fix/improve-indicators ... improved indicators	2022-04-15 15:04:37 +08:00
c9s	6e72ba33ed	grpc: implement SubmitOrder method	2022-04-15 15:03:00 +08:00
c9s	a7383142e6	grpc: fix price,quantity types	2022-04-15 14:58:07 +08:00
c9s	f15f4e1aac	grpc: add trading service	2022-04-15 14:53:50 +08:00
c9s	84d4f312fa	grpc: fix connect and add balance snapshot	2022-04-15 14:28:35 +08:00
c9s	8b8cffbd06	grpc: fix user data stream subscribe	2022-04-15 14:26:04 +08:00
c9s	91dd81028a	bump version to v1.30.2	2022-04-15 11:43:28 +08:00
c9s	f91132f35c	bollmaker: avoid using time in force in maker order	2022-04-15 11:40:43 +08:00
Fredrik	f866787c21	improved indicators	2022-04-14 23:43:04 +02:00
zenix	6f04789111	fix: rename packae name	2022-04-14 20:01:13 +09:00
zenix	4ee73149c1	feature: add heikinashi	2022-04-14 19:58:05 +09:00
c9s	cd957460c9	add /api/outbound-ip api	2022-04-14 10:24:00 +08:00
zenix	2f51441256	fix: remove smartstop. use dynamic stoploss. improve profit and lower the lost	2022-04-13 21:10:07 +09:00
zenix	a0e218a5c6	use trailingstop	2022-04-13 21:10:07 +09:00
zenix	fcf29f7e11	fix: doing some performance tuning	2022-04-13 21:10:07 +09:00
zenix	0fe14c5fe5	feature: post orders for ewo	2022-04-13 21:10:07 +09:00
zenix	42a3737f2e	fix: use series in ewo to predict values	2022-04-13 21:10:07 +09:00
zenix	017dd4175a	feature: implement Elliott Wave Oscilla	2022-04-13 21:10:07 +09:00
c9s	339c72a554	grpc: translate private trade and balances	2022-04-13 19:43:08 +08:00
c9s	897dc55dcf	binance: fix margin balance convert	2022-04-13 15:38:13 +08:00
c9s	a93a91546d	grpc: convert order	2022-04-13 15:29:23 +08:00
c9s	8e81716d2a	grpc: separate market data message and user data message	2022-04-13 14:14:25 +08:00
c9s	6c408fb209	move files	2022-04-13 13:24:38 +08:00
c9s	2e063e7eb2	grpc: refactor subscription convert	2022-04-13 13:06:26 +08:00
c9s	606a7b3220	convert: trade price/volume to string	2022-04-13 12:43:05 +08:00
c9s	d9617b59eb	grpc: convert kline prices to string	2022-04-13 12:41:36 +08:00
c9s	12ce854150	grpc: integrate market trade	2022-04-13 11:53:09 +08:00
Zenix	b57c94fe12	Merge pull request #505 from zenixls2/feature/series ... feature: add pinescript series interface	2022-04-13 11:13:56 +09:00
c9s	1f766441f2	bump version to v1.30.1	2022-04-12 23:47:46 +08:00
c9s	ea47e54318	kucoin: fix query parameter issues	2022-04-12 23:45:11 +08:00
c9s	6972838c34	add query attribute	2022-04-12 23:26:48 +08:00
c9s	a34dbf12e2	kucoin: fix trades sync	2022-04-12 23:25:56 +08:00
なるみ	d8361260a0	grpc: add start/end time to fix queryklines	2022-04-12 22:25:48 +08:00
c9s	8705f38220	grpc: allocate a stream pool	2022-04-12 17:48:30 +08:00
c9s	fb5703bf13	grpc: implement book stream	2022-04-12 17:12:16 +08:00
c9s	46cf220e2c	implement market data subscription	2022-04-12 17:12:16 +08:00
なるみ	0de03e37fc	Rename AbsoluteValues to Abs	2022-04-11 23:39:25 +08:00
なるみ	859933d4ed	Avoid to use map[string]fixedpoint.Value	2022-04-11 23:26:05 +08:00
zenix	c7c856e84f	fix: add default value for kline series type. fix crossresult indexing	2022-04-11 17:04:56 +09:00
zenix	af61952e40	fix: series not been updated	2022-04-11 17:04:56 +09:00
zenix	be0755d755	fix: simplify stoch indicator using float64slice. add ToReverseArray	2022-04-11 17:04:56 +09:00
zenix	339d36d61b	feature: add mean, abs, sum, toArray, and dot operations on series. implement Float64Slice as series	2022-04-11 17:04:56 +09:00
zenix	d0c3390f84	fix log message to be lowercases	2022-04-11 17:04:56 +09:00
zenix	7778f9b590	feature: add NextCross function for future cross point prediction. modify line api to use index instead of timestamp as x.	2022-04-11 17:04:56 +09:00
zenix	5b75108992	feature: add series add and minus operation. add kline open/close/high/low series	2022-04-11 17:04:56 +09:00
zenix	e171101d90	fix: ad NaN error. feature: Line indicator init functions. feature: indicator manual	2022-04-11 17:04:56 +09:00
zenix	567e7bd214	add ad,macd,rsi,sma,stoch,vwap,vwma to Series interface	2022-04-11 17:04:56 +09:00
zenix	fac61f27dc	feature: add pinescript series interface	2022-04-11 17:04:56 +09:00
c9s	95eab34512	bump version to v1.30.0	2022-04-11 15:57:40 +08:00
c9s	680261527c	binance: fix closed order query	2022-04-11 15:39:03 +08:00
Zenix	57d9577c65	Merge pull request #513 from andycheng123/fix/support ... minor fixes of support strategy	2022-04-10 03:49:56 +09:00
c9s	830503941e	cmd: fix backtest sync	2022-04-10 00:57:55 +08:00
c9s	e51fb641af	backtest: show symbols	2022-04-10 00:57:55 +08:00
Andy Cheng	854a364b38	strategy: use fixedpoint.Zero instead	2022-04-10 00:03:37 +08:00
Yo-An Lin	4cd646e346	feature: basic grpc server (#514)	2022-04-08 19:21:57 +08:00
Andy Cheng	ceccba43f9	strategy: re-submit trailing stop order if previous one failed	2022-04-08 18:46:41 +08:00
Andy Cheng	d94e8e3826	strategy: check trailing stop order creation success	2022-04-08 18:41:19 +08:00
Andy Cheng	f9052f3397	strategy: fix load CurrentHighestPrice bug	2022-04-08 18:35:02 +08:00
なるみ	4e2faacbae	Mkdir if dir not exists	2022-04-07 20:21:07 +08:00
Yo-An Lin	6c20ec3c85	Merge pull request #499 from austin362667/strategy/bollmaker ... strategy: add bollmaker futures support	2022-04-07 10:11:41 +08:00
なるみ	b31acb7165	glassnode: add comment to response struct	2022-04-07 00:09:54 +08:00
Yo-An Lin	0d4cc7ab9b	Merge pull request #508 from c9s/narumi/glassnode ... feature: add Glassnode API	2022-04-06 23:29:42 +08:00
なるみ	be985da2af	Add Glassnode API	2022-04-06 23:22:40 +08:00
Yo-An Lin	ed0384c85a	Merge pull request #501 from andycheng123/fix-support ... strategy: fix wrong support condition	2022-04-06 18:57:39 +08:00
Andy Cheng	75f3e33543	strategy: use stop limit due to sop market unsupported by binance	2022-04-02 21:32:40 +08:00
Andy Cheng	8f4ba971f1	strategy: fix typo	2022-04-02 21:27:52 +08:00
Andy Cheng	c2747ca9e4	strategy: remove TimeInForce when sending trailing stop order	2022-04-02 21:19:47 +08:00
c9s	f11d2696d2	bump version to v1.29.0	2022-04-01 13:02:45 +08:00
Yo-An Lin	4aeb2c329c	Merge pull request #502 from narumiruna/refactor-vwap ... indicator: make VWAP better	2022-04-01 12:12:59 +08:00
Andy Cheng	861fd84fd4	strategy: use stop market to tp instead of stop limit	2022-03-31 11:10:53 +08:00
Andy Cheng	8782104f1a	strategy: remove unnecessary notification	2022-03-30 16:46:42 +08:00
なるみ	8881b9e105	Fix package name	2022-03-29 21:51:50 +08:00
なるみ	18aa60077b	Make VWAP better	2022-03-29 17:18:04 +08:00
Andy Cheng	934e4aa69f	strategy: fix wrong support condition	2022-03-29 11:46:01 +08:00
Yo-An Lin	98d4815d1d	Merge pull request #500 from narumiruna/rsi ... feature: add Relative Strength Index (RSI) indicator	2022-03-29 11:32:12 +08:00
なるみ	e92a872059	Fix test case	2022-03-29 02:45:33 +08:00
なるみ	e68d5f0536	Rename variables	2022-03-29 02:40:08 +08:00
なるみ	42d6bf03b5	Rename functions	2022-03-29 02:36:34 +08:00
なるみ	2a6f1f410d	Simplify	2022-03-29 02:21:22 +08:00
なるみ	b074f03507	Add RSI indicator	2022-03-29 02:10:35 +08:00
austin362667	a8484046d3	bollmaker: add TimeInForce for futures limit order support	2022-03-28 21:12:45 +08:00
austin362667	3f3fb1fe35	binance: fix futures limit maker order type	2022-03-28 21:12:45 +08:00
c9s	0511a0fde3	kucoin: convert limit maker to limit order type with postOnly	2022-03-28 17:09:00 +08:00
Andy Cheng	3a6f34330b	interact: refactor	2022-03-28 15:16:11 +08:00
Andy Cheng	63e8850cc3	interact: separate strategy filtering and button generation	2022-03-28 12:37:42 +08:00
Andy Cheng	ee6377ab87	interact: fix misuse of cycle()	2022-03-28 11:58:01 +08:00
Yo-An Lin	1a29bc7362	Merge pull request #492 from andycheng123/tg-control ... feature: strategy controller	2022-03-26 15:41:59 +08:00
Yo-An Lin	42a503c0f9	Merge pull request #494 from zenixls2/feature/ftx_pub_trade	2022-03-25 18:06:16 +08:00
なるみ	83e37f52a8	Rebalance on kline closed	2022-03-24 12:50:40 +08:00
zenix	cb66f18b54	feature: add ftx market trade implementation	2022-03-23 19:12:49 +09:00
Andy Cheng	0974b1c7fd	interact: pull out the interaction related code to the caller	2022-03-23 12:05:35 +08:00
Andy Cheng	e122c12eef	interact: add AddMultipleButtons function	2022-03-23 12:04:47 +08:00
Yo-An Lin	ae4a3d81fb	Merge pull request #489 from zenixls2/feature/market_trade ... feature: add market trade subscription in binance	2022-03-22 20:18:39 +08:00
zenix	abbe04fae9	fix: parse market trade as taker trade	2022-03-22 11:02:14 +09:00
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
c9s	14a49989fe	ftxapi: define types	2022-03-03 00:30:52 +08:00
c9s	cd0ac71b99	ftxapi: separate request files	2022-03-03 00:30:52 +08:00
c9s	abc425d820	ftx: fix ftx api client	2022-03-03 00:30:52 +08:00
c9s	93992801f9	ftxapi: add order history request	2022-03-03 00:30:52 +08:00
c9s	9e350afed5	ftxapi: add get coins api	2022-03-03 00:30:52 +08:00
c9s	3601edab84	ftxapi: add get single market api	2022-03-03 00:30:52 +08:00
c9s	2a6310c5f5	ftxapi: add get markets api	2022-03-03 00:30:52 +08:00
c9s	94ee46787e	ftxapi: add generated files	2022-03-03 00:30:52 +08:00
c9s	7ed2e352d9	ftx: rewrite ftxapi	2022-03-03 00:30:52 +08:00
Yo-An Lin	7ae5869461	Merge pull request #451 from narumiruna/protobuf ... grpc: add protobuf	2022-03-02 12:57:23 +08:00
zenix	f101e93311	fix: dnum panic, precision loss in parsing string in legacy	2022-02-28 15:50:31 +09:00
c9s	9c45e6693f	fix formatString	2022-02-25 18:25:44 +08:00
c9s	99b025dd5c	add FormatString test case and fix FormatString	2022-02-25 18:03:28 +08:00
c9s	10612cdfa9	add Test_formatQuantity	2022-02-25 17:47:54 +08:00
c9s	555e8c5253	add Test_formatPrice	2022-02-25 16:52:43 +08:00
なるみ	37fbe724cf	Add Error message	2022-02-23 12:44:31 +08:00
なるみ	3aeae99587	Add SubcribeUserData	2022-02-23 12:29:01 +08:00
なるみ	36fd5d648a	Add exchange and symbol to Ticker	2022-02-23 12:27:22 +08:00
なるみ	6b10d1160f	Merge SuccessResponse and SubscribeResponse	2022-02-23 12:21:49 +08:00
なるみ	9fd4074d37	Add Depth message for bids and asks	2022-02-23 12:19:23 +08:00
Yo-An Lin	2108003f9b	Merge pull request #454 from zenixls2/fix/pnl ... fix: #287 init environ before querying balance	2022-02-23 11:46:11 +08:00
zenix	06e9450859	feature: add cmd document ... add documentation index	2022-02-22 19:36:45 +09:00
zenix	52cc047673	fix: #287 init environ before querying balance	2022-02-22 14:32:35 +09:00
なるみ	32acec5669	Put exchange field in the order and trade message	2022-02-21 12:53:39 +08:00
なるみ	c1b705956f	Add SubmitOrder, rename variables and fix typo	2022-02-21 12:13:51 +08:00
なるみ	f2bca1d5b7	add QueryKLines	2022-02-20 04:41:39 +08:00
なるみ	136d36b2b1	generate code	2022-02-20 04:10:39 +08:00
なるみ	7a7627eafd	update proto	2022-02-20 04:08:52 +08:00
c9s	208a9bcb7d	fix: fix context error handling	2022-02-18 18:21:51 +08:00
c9s	849f2a248e	ftx: check context error	2022-02-18 15:35:58 +08:00
c9s	3a488a4c0f	ftx: add ioc order test	2022-02-18 14:50:54 +08:00
なるみ	4fb8881be7	Fix package path	2022-02-18 14:27:12 +08:00
なるみ	72bcdaaf25	Move pkg/proto to pkg/pb	2022-02-18 14:24:38 +08:00
c9s	17034b2467	ftx: fix ioc convert	2022-02-18 14:10:21 +08:00
c9s	f6ebeeafc5	ftx: cast time in force from the order result	2022-02-18 14:07:29 +08:00
c9s	d0f1e2db04	ftx: fix ftx ioc conversion	2022-02-18 14:01:47 +08:00
c9s	fb9f8b484c	max: remove ioc limit type	2022-02-18 13:57:47 +08:00
c9s	0c09e6b32a	use global timeInForce type	2022-02-18 13:52:13 +08:00
zenix	20cccf57e5	fix: NumFractionalDigits in legacy fixedpoint and dnum fixedpoint	2022-02-17 12:45:06 +09:00
zenix	ced2afaed8	fix: remove backup file in schedule strategy	2022-02-16 18:32:02 +09:00
なるみ	328c507bee	Update go generated code	2022-02-16 11:54:46 +08:00
なるみ	3fe6fbf514	Add Trade message and support streaming	2022-02-16 11:52:18 +08:00
zenix	a3a262783f	fix: set backtest cancel Delta to be 1e-11	2022-02-15 18:59:10 +09:00
zenix	7455279517	fix: #400 for int64 formating when exp <= 0	2022-02-15 18:24:21 +09:00
zenix	8648528435	fix go fmt, fix convert.go (the legacy fixedpoint implementation) in all tests	2022-02-15 14:55:19 +09:00
zenix	eb70410f80	add back legacy implementation	2022-02-15 12:01:39 +09:00
zenix	cdba7924b4	fix backtest panic when cancel fail on the last order	2022-02-15 12:01:39 +09:00
zenix	5315378b9e	fix takerfeerate column and makerfeerate column issue in yaml	2022-02-15 12:01:39 +09:00
zenix	fad85d0992	fix binance test, outptu for support and xgap strategies	2022-02-15 12:01:39 +09:00
zenix	05521a98b6	add skeleton strategy. fix most of the tests. fix final asset value	2022-02-15 12:01:39 +09:00
zenix	9978a3cf90	fix unmarshal behavior to gain more precision	2022-02-15 12:01:39 +09:00
zenix	abc1d535d8	fix bollmaker, fix pnl issues	2022-02-15 12:01:39 +09:00
zenix	105b085786	fix bollgrid, emstop, flashcrash, funding, grid, pricealert, pricedrop, rebalance, schedule, swing, xbalance, xgap, xmaker and speedup fixedpoint	2022-02-15 12:01:39 +09:00
zenix	2ccc449657	fix xpuremaker,xnav,techsignal,support,etf and add methods in fixedpoint	2022-02-15 12:01:39 +09:00
zenix	d9450e823e	fix all the fixedpoint use other than strategy	2022-02-15 12:01:39 +09:00
zenix	b8bf2af14d	fixedpoint for exchange and indicators, some fixes in types	2022-02-15 12:01:38 +09:00
zenix	e221f54397	add dnum as the fixedpoint implementation. change types float64 to fixedpoint.Value ... change pnl report to use fixedpoint fix: migrate kline to use fixedpoint	2022-02-15 12:00:39 +09:00
なるみ	307042025f	Initial commit of protobuf	2022-02-14 16:46:11 +08:00
ankion	98b4495d1f	Fix: precision of futures trade data is incorrect.	2022-02-14 10:32:13 +08:00
c9s	a2a7ef4f7a	exchange: implement ExchangeOrderQueryService on max and binance	2022-02-10 17:48:53 +08:00
Andy Cheng	f7fc7f64b4	strategy: fix fixedpoint value compared to 0 problem	2022-02-06 17:47:14 +08:00
Andy Cheng	41c3b860b0	strategy: rename callBackRatio to callbackRatio	2022-02-06 17:47:14 +08:00
Andy Cheng	a9b48ff138	strategy: fix fixedpoint.Value compare to 0 problem	2022-02-06 17:47:14 +08:00
Andy Cheng	8b009a984a	strategy: fix a bug when 'trailingStopControl' is not used	2022-02-06 17:47:14 +08:00
Andy Cheng	571c3834c5	strategy: fix the JSON tag of 'CurrentHighestPrice'	2022-02-06 17:47:14 +08:00
Andy Cheng	769da1e77c	strategy: rename 'trailingStopCallBackRatio' JSON tag to 'callBackRatio'	2022-02-06 17:47:14 +08:00
Andy Cheng	b48c7f40d7	strategy: make TrailingStopCallBackRatio and MinimumProfitPercentage fixedpoint.Value	2022-02-06 17:47:13 +08:00
Andy Cheng	883f43a9ad	strategy: construct trailingStopControl in the caller	2022-02-06 17:47:13 +08:00
Andy Cheng	60a4ab2f27	strategy: save state on high price update and cancel trailing stop order on shutdown	2022-02-06 17:47:13 +08:00
Andy Cheng	1bd787f44c	strategy: return the createdOrders objects instead in submitOrders()	2022-02-06 17:47:13 +08:00
Andy Cheng	f673fc30ad	strategy: rename GenerateTrailingStopOrder() to GenerateStopOrder() in support strategy	2022-02-06 17:47:13 +08:00
Andy Cheng	2a8938fce0	re-indent with tabs	2022-02-06 17:47:13 +08:00
Andy Cheng	66b042fea7	strategy: trailing stop TP for support strategy	2022-02-06 17:47:11 +08:00
c9s	bf8558e9ad	bollmaker: add BuyBelowNeutralSMA option	2022-02-01 01:40:51 +08:00
c9s	17187c70e7	cmd: print realized profit in colored text	2022-02-01 01:05:11 +08:00
c9s	c0beca78f5	include terminal color for back-test report	2022-02-01 01:00:26 +08:00
c9s	82adff338e	cmd/backtest: calculate performance in quote asset	2022-02-01 00:54:55 +08:00
c9s	f96c2e6271	bbgo: add activated flag on trailing stop order	2022-02-01 00:41:28 +08:00
c9s	bed03dbd17	schedule: refactor and improve schedule strategy with QuantityOrAmount struct	2022-01-31 01:42:21 +08:00
c9s	11bbdb16a0	bollmaker: clean up empty files	2022-01-31 01:31:31 +08:00
c9s	0e7f88e3bf	move SmartStops into the bbgo package	2022-01-31 01:27:47 +08:00
c9s	eb5064ccfe	bollmaker: separate bidSpread and askSpread	2022-01-31 01:11:30 +08:00
c9s	2e7621ca55	add BidSpread and AskSpread	2022-01-31 01:08:33 +08:00
c9s	701e80d0d8	bollmaker: pull out trailing stop order logics into SmartStops struct	2022-01-31 01:07:00 +08:00
c9s	67bc5d523a	bollmaker: refactor trailing stop snippet	2022-01-31 00:44:04 +08:00
c9s	0667c138ab	backtest: fix duplicate trade emit issue	2022-01-30 03:05:19 +08:00
c9s	e595b9acb2	backtest: should panic if last price is zero	2022-01-30 02:41:00 +08:00
c9s	6566db1624	accounting: filter duplicated trades when backtesting	2022-01-30 02:40:38 +08:00
c9s	e1fc0e7b8d	bollmaker: remove redundant log and fix return	2022-01-30 02:00:42 +08:00
c9s	ec8129ab87	backtest: fix market order fee calculation	2022-01-30 02:00:30 +08:00
c9s	20938895a8	bollmaker: merge skip condition	2022-01-30 01:40:33 +08:00
c9s	a185f3fdbe	bollmaker: improve trailing stop order log	2022-01-30 01:37:36 +08:00
c9s	78855d552a	backtest: fix backtest trade for market order	2022-01-30 01:37:24 +08:00
c9s	9adc3a9243	bollmaker: always collect trades and check balance	2022-01-30 01:21:36 +08:00
c9s	2255f3ed0a	bollmaker: check dust order for stop	2022-01-29 17:44:42 +08:00
c9s	99af5d3971	bollmaker: implement TrailingStopController	2022-01-29 02:22:20 +08:00
c9s	584dd3e279	bollmaker: add TradeInBand option	2022-01-28 01:29:12 +08:00
c9s	f49b7165d8	bollmaker: fix MinNotional adjustment	2022-01-27 19:56:10 +08:00
c9s	a6cbb2fb2d	bollmaker: rewrite trend detection	2022-01-27 18:51:51 +08:00
c9s	547f4c400a	cmd: call BindSync when running strategy	2022-01-27 18:19:25 +08:00
c9s	3b630c0bca	bbgo: pull out writer closure	2022-01-27 18:13:15 +08:00
c9s	cb507edf44	bbgo: add BindSync method on environment	2022-01-27 18:12:15 +08:00
c9s	30a9a5849f	add user data stream sync config	2022-01-27 09:34:04 +08:00
c9s	44efbce8eb	cmd: change trades cmd time range to just 1 day	2022-01-27 09:26:24 +08:00
c9s	c3c2822c82	cmd/trades: avoid passing since and until at the same time	2022-01-27 08:57:31 +08:00
c9s	880d806736	cmd: add --no-sync option to the run command	2022-01-27 08:30:31 +08:00
c9s	70f02a1c19	cmd: handle user config sync options in the run command	2022-01-27 08:21:19 +08:00
c9s	0d0d8b05bf	bbgo/scale: test out of domain	2022-01-27 02:39:33 +08:00
c9s	1ef5a37225	bbgo/scale: check domain range	2022-01-27 02:32:26 +08:00
c9s	4f6e04323f	bollmaker: add more logs	2022-01-27 02:25:23 +08:00
c9s	aea8f97ab9	bollmaker: add Test_calculateBandPercentage test	2022-01-27 02:22:26 +08:00
c9s	f9d650cd23	bollmaker: add DynamicExposurePositionScale	2022-01-27 02:04:57 +08:00
c9s	09213b14f3	bbgo: add negative range test for PercentageScale	2022-01-27 01:47:01 +08:00
c9s	49f671ef54	add PercentageScale and its tests	2022-01-27 01:40:54 +08:00
c9s	e82379a668	bollmaker: add QuantityOrAmount struct	2022-01-27 01:10:39 +08:00
c9s	28075173ec	bump version to v1.27.0	2022-01-27 00:32:18 +08:00
c9s	cfc17acd20	config: use looseFormatTime type for since field	2022-01-27 00:24:19 +08:00
c9s	ab07768a6d	cmd: apply config to sync	2022-01-27 00:17:11 +08:00
c9s	59cc4d7243	max: improve max closed order query	2022-01-27 00:02:35 +08:00
Yo-An Lin	d79cce30e3	Merge pull request #443 from austin362667/refactor/futures-account ... binance: add futures broker	2022-01-26 14:11:48 +08:00
c9s	b2c4cd91a7	avoid using UnixMilli	2022-01-26 14:09:35 +08:00
c9s	a29198f733	bbgo: fix LooseFormatTime.UnmarshalYAML	2022-01-25 01:18:56 +08:00
c9s	8f0e80499b	types: fix MillisecondTimestamp parsing	2022-01-25 01:14:06 +08:00
c9s	007207e24f	all: use types.LooseFormatTime to parse loose format date time string	2022-01-25 00:24:12 +08:00
c9s	5f7676f0c1	bbgo: add sync config	2022-01-25 00:06:25 +08:00
c9s	6286c50f7a	max: always sort trades	2022-01-24 23:59:10 +08:00
c9s	0bf6e533e0	kucoin: fix closed orders query	2022-01-24 23:56:48 +08:00
c9s	f284c35b81	max: ensure orders are sorted ascendingly	2022-01-24 23:54:58 +08:00
c9s	04a15340bc	max: add warning for the uneffected conditions	2022-01-24 23:51:53 +08:00
c9s	50871c1b61	max: fix order query limiter call and order state for query	2022-01-24 23:45:56 +08:00
c9s	0c0a12781a	max: fix max exchange closed order sync	2022-01-24 23:18:52 +08:00
c9s	e8fd1486b1	binance: fix binance closed order sync	2022-01-23 16:19:13 +08:00
austin362667	5a4adf4d72	binance: add futures broker	2022-01-23 15:26:15 +08:00
c9s	106239e808	service: fix sync process	2022-01-23 15:14:29 +08:00
c9s	407a533659	use the standard generated comment ... https://github.com/golang/go/issues/13560 Generated files are marked by a line of text that matches the regular expression, in Go syntax: ^// Code generated .* DO NOT EDIT\.$ The .* means the tool can put whatever folderol it wants in there, but the comment must be a single line and must start with Code generated and end with DO NOT EDIT., with a period.	2022-01-23 14:57:45 +08:00
c9s	1f18c36870	cmd: improve build command	2022-01-23 14:44:17 +08:00
c9s	5790c10a38	interact: fix logger call	2022-01-23 14:21:20 +08:00
c9s	7b572120a1	interact: use RemoveKeyboard from interact.KeyboardController	2022-01-23 14:13:47 +08:00
c9s	ef84742eb7	add KeyboardController interface	2022-01-23 02:21:26 +08:00
c9s	01afe9c14e	interact: fix telegram session restore	2022-01-23 02:21:26 +08:00
c9s	fb37bce4bf	interact: fix slack response and slash command handling	2022-01-23 02:21:26 +08:00
c9s	aad64eb461	interact: improve slack session loading and block sets rendering	2022-01-23 02:21:26 +08:00
c9s	49e4b71776	interact: handle InteractionTypeViewSubmission and print debug state	2022-01-23 02:21:26 +08:00
c9s	2f65d5951e	interact: add doc comment to generateTextInputModalRequest	2022-01-23 02:21:26 +08:00
c9s	5ee0496c7d	interact: support slack modal view request	2022-01-23 02:21:26 +08:00
c9s	0af5fc0530	interact: add RequireTextInput method to Reply interface	2022-01-23 02:21:26 +08:00
c9s	ce54a64208	add slack callback file	2022-01-23 02:21:26 +08:00
c9s	f5f8f15670	slack: add reply and session struct	2022-01-23 02:21:26 +08:00
c9s	2cf29bd1ec	telegram: add callback handler	2022-01-23 02:21:26 +08:00
c9s	ad3f038dc6	bbgo: improve otp key layout	2022-01-23 02:21:26 +08:00
c9s	0e5cf5325b	util: improve mask key function and add tests	2022-01-23 02:21:26 +08:00
c9s	c7f15efb23	interact: add Slack interaction	2022-01-23 02:21:26 +08:00
Yo-An Lin	e4b4f69716	Merge pull request #442 from kkc/fix_bollmaker_backtest ... Fix: fallback to memory persistence if redis not found	2022-01-22 00:58:49 +08:00
Kakashi Liu	cd85edd64d	Fix: fallback to memory persistence if redis not found ... resolve #438 Fix bollmaker backtest error	2022-01-22 00:55:03 +08:00
zenix	213ceeda82	fix: #431 for not updating lastPrice if no tade happened	2022-01-21 20:57:55 +09:00
c9s	dc01a23b99	bump version to v1.26.3	2022-01-19 18:34:47 +08:00
c9s	4d921b0b36	kucoin: fix klines ordering	2022-01-19 18:33:54 +08:00
c9s	0b8e5852eb	check persistence error	2022-01-19 18:29:24 +08:00
c9s	9bdc05b69c	strategy/grid: use background context for canceling orders	2022-01-19 18:26:57 +08:00
c9s	9953a30717	xgap: fix subscribe interval	2022-01-19 13:08:50 +08:00
Yo-An Lin	0e0525be99	Merge pull request #418 from austin362667/refactor/futures-account ... binance: add futures exchange api queries	2022-01-17 20:54:49 +08:00
Yo-An Lin	a8c5a80357	Merge pull request #436 from jessy1092/ftx/correct-poll-klines ... ftx: Separate the lastClosed record for different interval	2022-01-17 20:52:39 +08:00
c9s	6db038d85f	bump version to v1.26.1	2022-01-17 20:49:56 +08:00
c9s	5c0e3a1254	bollmaker: add shadow protection config	2022-01-16 04:40:50 +08:00
c9s	a68ad20ddc	bollmaker: add shadow protection	2022-01-16 04:06:19 +08:00
c9s	71e660571d	bbgo: optimize LocalActiveOrderBook for back-testing speed	2022-01-16 01:34:28 +08:00
c9s	1e370ff244	bollmaker: collect trades before we shutdown	2022-01-16 01:27:28 +08:00
c9s	898204f5fa	bollmaker: adjust quantity to met the min notional condition before we submit	2022-01-16 01:15:34 +08:00
c9s	fd4a3bb000	bollmaker: remove unused cancelOrders function	2022-01-16 01:08:50 +08:00
c9s	5d54e6fded	interact: skip total == 0 balance	2022-01-16 01:06:47 +08:00
c9s	d1cfaec7d3	notifier/telegramnotifier: check chats map	2022-01-16 01:00:15 +08:00
c9s	5f4239d108	interact: if messenger is not set, skip starting	2022-01-16 00:58:36 +08:00
c9s	b80f481e7d	interact: fix interact tests for session	2022-01-16 00:50:43 +08:00
c9s	b49fc182dc	fix telegram session persistence	2022-01-16 00:39:24 +08:00
c9s	2088234b44	interact: separate telegram user sessions	2022-01-16 00:25:11 +08:00
austin362667	904e7c03ad	strategy: cleanup funding strategy ... strategy: cleanup funding strategy	2022-01-15 08:28:02 +08:00
austin362667	0ab94e0884	binance: fix err handler	2022-01-15 08:28:02 +08:00
austin362667	91d2312c5c	cache: refactor moving from bbgo to pkg/cache	2022-01-15 08:28:02 +08:00
austin362667	734221028b	binance: fix parse type	2022-01-15 08:28:02 +08:00
austin362667	d0e26c66e4	strategy: add funding strategy	2022-01-15 08:28:02 +08:00
austin362667	f661db56bd	service: handle error	2022-01-15 08:28:02 +08:00
austin362667	9a1d2cba31	binance: add account info in query account	2022-01-15 08:28:02 +08:00
austin362667	32c2f128f5	binance: add TradeFutures	2022-01-15 08:28:02 +08:00
austin362667	8130ef78c1	binance: refactor margin related conversions	2022-01-15 08:28:02 +08:00
austin362667	cd5d8c7a3f	types: modify IsolatedMarginAsset from array to map	2022-01-15 08:28:02 +08:00
austin362667	48d968059c	types: add margin asset map & account info	2022-01-15 08:28:02 +08:00
austin362667	5404bfe7f8	binance: fix futures symbol not found from syncSession ... binance: fix query trades, closed orders futures symbol not found binance: fix futures symbol not found	2022-01-15 08:28:02 +08:00
austin362667	0f0539fe70	binance: add futures exchange queries	2022-01-15 08:28:02 +08:00
austin362667	6071c07073	binance: add futures conversion	2022-01-15 08:28:02 +08:00
austin362667	6ac8b36eca	types: add futures assets	2022-01-15 08:28:02 +08:00
Lee	266400d925	indicator: Support difference bandwidth on boll indicator and can dynamic create BOLL	2022-01-15 05:30:06 +08:00
Lee	f6c70bdfcb	ftx: Separate the lastClosed record for different interval	2022-01-15 05:12:45 +08:00
c9s	0e3cc08c94	bump version to v1.26.0	2022-01-15 03:37:06 +08:00
c9s	5f942e85ed	bbgo: show position with plaintext mode instead of string format	2022-01-15 03:13:30 +08:00
c9s	06e7ab8824	interact: fix interact tests	2022-01-15 03:09:42 +08:00
c9s	1c7d4d09cf	interact: add Cycle state builder	2022-01-15 03:06:36 +08:00
c9s	2a6b821908	bbgo: implement /position command	2022-01-15 02:58:55 +08:00
c9s	93722e6db3	implement position closer interaction	2022-01-15 02:52:46 +08:00
c9s	77c2a6e10b	types: fix submit order preview	2022-01-15 02:52:33 +08:00
c9s	140e5638b8	binance: apply order cancel rate limiter	2022-01-15 00:52:54 +08:00
c9s	255ee40c98	bbgo: when calling order cancel we should use background context	2022-01-15 00:49:27 +08:00
c9s	77e92d544a	bbgo: pull out interaction setup	2022-01-15 00:32:21 +08:00
c9s	e385d96709	bbgo: move authToken loader	2022-01-15 00:29:35 +08:00
c9s	3a13025d58	bbgo: change default notification rule -- silent order updates	2022-01-15 00:25:16 +08:00
c9s	d5f3946ada	bbgo: refactor the current auth with interact	2022-01-15 00:18:07 +08:00
c9s	51ecac54e7	bbgo: fix local active book graceful cancel	2022-01-15 00:17:52 +08:00
c9s	41b94c5c7e	interact: refactor telegram interaction	2022-01-14 15:03:19 +08:00
c9s	fdf7ad9648	bbgo: rename auth function for general case	2022-01-14 13:41:43 +08:00
c9s	5bef7d8a1e	interact: use interaction singleton	2022-01-14 13:31:31 +08:00
c9s	0114d92f2f	interact: split interaction files	2022-01-14 13:31:31 +08:00
c9s	97ca304bec	telegramnotifier: add SetOwner method	2022-01-14 13:31:31 +08:00
c9s	dd93ee4fd3	move methods to telegramnotifier	2022-01-14 13:31:31 +08:00
c9s	832faf91f8	interact: add command description	2022-01-14 13:31:31 +08:00
c9s	317d8e9d49	xgap: add minSpread option	2022-01-14 12:49:46 +08:00
Yo-An Lin	e797e597b1	Merge pull request #435 from jessy1092/fix/correct-bollmaker-params ... fix: Correct uptrendSkew and downtrendSkew parameters setting on bollmaker strategy	2022-01-14 12:18:18 +08:00
c9s	eef14fa950	xgap: add jitter	2022-01-14 12:03:29 +08:00
c9s	1f6076ae18	plus a quantity jitter	2022-01-14 11:59:40 +08:00
c9s	42430fde4b	interact: fix interact tests	2022-01-14 02:36:57 +08:00
c9s	17322cbc09	interact: improve authentication process	2022-01-14 02:36:06 +08:00
c9s	62e5706657	interact: improve strict mode authentication	2022-01-14 02:13:59 +08:00
c9s	72a925f659	interact: support authorizer	2022-01-14 01:58:04 +08:00
c9s	086127e8f7	interact: let function evaluator returns state, inject nil if object is not found	2022-01-14 01:01:01 +08:00
c9s	14eea34394	interact: pull out authentication interaction	2022-01-14 00:26:53 +08:00
c9s	91c831140c	interact: fix private command	2022-01-14 00:17:41 +08:00
c9s	a6fb0caff3	interaction: add PrivateCommand	2022-01-13 23:41:22 +08:00
Lee	965fc6989d	fix: Correct uptrendSkew and downtrendSkew parameters setting on bollmaker strategy	2022-01-13 23:06:23 +08:00
c9s	76c64b041f	interact: separate interfaces	2022-01-13 22:24:51 +08:00
c9s	7eba6b20c9	implement the basic flow of interact	2022-01-13 22:15:05 +08:00
c9s	ba4c694179	interact: scan all return values	2022-01-13 11:43:33 +08:00
c9s	087a91aa8a	interact: fix object arg injection	2022-01-13 11:43:33 +08:00
c9s	caa50c3b04	interact: implement parseFuncArgsAndCall with interface injection	2022-01-13 11:43:33 +08:00
c9s	3cc11badac	interact: implement command state machine	2022-01-13 11:43:33 +08:00
c9s	43317bb647	add state and telegram example	2022-01-13 11:43:33 +08:00
c9s	ccaa8c5c86	bbgo: implement parseCommand	2022-01-13 11:43:33 +08:00
c9s	7053802041	basic interaction parser	2022-01-13 11:43:33 +08:00
c9s	7daa82ff9e	bump version to v1.25.4	2022-01-13 11:33:30 +08:00
c9s	dc6d60216b	types: fix order book copy	2022-01-13 11:09:50 +08:00
c9s	98247385f9	xmaker: use GracefulCancel to cancel active orders	2022-01-13 11:01:46 +08:00
c9s	e91dc5a518	types: use mod 3 and mod 7 for test	2022-01-13 10:59:03 +08:00
c9s	e573c18a5c	types: add more detailed rbtree tests	2022-01-13 10:56:57 +08:00
c9s	cb9d9137a6	depth: add details to the depth error message	2022-01-13 00:14:15 +08:00
c9s	8b56c47f65	add doc-comment for PriceHeartBeat	2022-01-13 00:01:20 +08:00
c9s	ec72a922c8	all: add subscribe depth options	2022-01-12 22:27:42 +08:00
c9s	f9e72dc79f	binance: subscribe binance depth10@100ms	2022-01-12 22:17:07 +08:00
c9s	5cc3a88911	xmaker: show order book last update time	2022-01-12 22:11:28 +08:00
c9s	2aeb9e870c	types: add lastUpdateTime field	2022-01-12 22:07:52 +08:00
c9s	915f2c7476	types: add last update time field to orderbook	2022-01-12 22:06:08 +08:00
c9s	09592755cc	cmd: add dump-update option to orderbook cmd	2022-01-12 22:00:29 +08:00
c9s	1a61935850	add depth buffer logs	2022-01-12 21:55:26 +08:00
c9s	8c2228f428	cmd: use time.Local for the local timezone	2022-01-12 15:33:04 +08:00
c9s	b3b1161ecc	depth: add SetUpdateTimeout	2022-01-12 14:49:01 +08:00
c9s	0c7710c91b	types: avoid using copy node for rbtree	2022-01-12 14:45:05 +08:00
c9s	c3356fa694	types: add test for PriceHeartBeat	2022-01-12 14:42:11 +08:00
c9s	5755c44845	move PriceHeartBeat to types	2022-01-12 14:33:55 +08:00
c9s	f28bfbf0c9	bump version to v1.25.3	2022-01-12 12:56:15 +08:00
Yo-An Lin	30c1dd3e3d	Merge pull request #424 from tony1223/bug/binance-add-ratelimiter ... fix: [binance] add order rate limiter	2022-01-12 12:53:51 +08:00
Yo-An Lin	c2b121f9ee	Merge pull request #432 from jessy1092/ftx/support-limit-maker ... ftx: Support LIMIT_MAKER and IOC_LIMIT order type	2022-01-12 12:50:57 +08:00
c9s	e44a2c1cac	service: check redis client and show proper error	2022-01-12 12:42:39 +08:00
c9s	420e221f5b	xmaker: pull out PriceHeartBeat	2022-01-12 12:14:51 +08:00
c9s	7195c6ed27	xmaker: add price quoting protection	2022-01-12 11:55:45 +08:00
c9s	0e927a9a06	types: avoid using nil in rbt	2022-01-12 11:45:08 +08:00
c9s	6ee831e678	add trade logger	2022-01-12 11:19:41 +08:00
c9s	db8a74238e	notifier/telegramnotifier: remove debug log	2022-01-12 11:18:36 +08:00
Lee	523d9b3071	ftx: Support LIMIT_MAKER and IOC_LIMIT order type	2022-01-12 03:47:12 +08:00
c9s	848d36f90b	add trade exchange back	2022-01-11 22:50:38 +08:00
c9s	940c675cae	xmaker: add rate limit hit alert	2022-01-11 22:48:28 +08:00
c9s	081a143ec0	xmaker: add DepthQuantity	2022-01-11 22:47:40 +08:00
c9s	b302adcc7e	types: add and use OrderError	2022-01-11 18:00:07 +08:00
c9s	857db529af	binance: show order info in the error	2022-01-11 17:05:36 +08:00
c9s	b56c800e12	binance: add order status to the error message	2022-01-11 16:47:55 +08:00
c9s	97422f26e7	binance: should return error when order does not contain orderID or clientOrderID	2022-01-11 16:38:02 +08:00
c9s	96ffab9cd8	binance: add details to order cancel error	2022-01-11 16:35:49 +08:00
c9s	c59d82900b	bump version to v1.25.2	2022-01-11 14:20:06 +08:00
c9s	4a8751e486	binance: fix listen key keep alive worker call	2022-01-11 14:16:35 +08:00
c9s	eefee46e9b	binance: invert if	2022-01-11 13:38:03 +08:00
c9s	cf07ca7aa0	binance: adjust listen key update interval to longer period	2022-01-11 13:37:02 +08:00
c9s	71a0604e72	use fixedpoint to parse payload directly	2022-01-11 01:41:33 +08:00
c9s	e5b4af53e6	all: clean up SubmitOrder fields	2022-01-11 01:36:19 +08:00
c9s	43818e95b6	types: move channels to a single file	2022-01-11 01:25:39 +08:00
c9s	e12178b51a	stream: make ping method private	2022-01-11 01:24:34 +08:00
c9s	a66070d286	stream: make reconnector private	2022-01-11 01:24:01 +08:00
c9s	16ec856a4e	types: add debug flag for websocket raw message ... flag: debug-websocket-raw-message	2022-01-11 01:23:01 +08:00
c9s	b24d944796	types: fix, remove the read timeout override	2022-01-11 01:20:09 +08:00
c9s	70dec09f26	xmaker: fix minQuantity buffer	2022-01-10 23:17:19 +08:00
c9s	6008aaac5f	types: add order status icon for slack	2022-01-10 18:01:22 +08:00
c9s	d1c981e0b3	types: fix order slack attachment	2022-01-10 17:54:35 +08:00
c9s	2c94ec427b	types: improve order slack attachment	2022-01-10 17:46:01 +08:00
c9s	48cbb7fff6	bbgo: check order side and log error	2022-01-10 17:26:14 +08:00
c9s	5103088675	cmd: fix submitOrder cmd	2022-01-10 17:16:07 +08:00
c9s	4b0e721580	binance: change binance debug client env var name to debug-binance-client	2022-01-10 16:37:41 +08:00
TonyQ	25801f9f63	add ratelmiter	2022-01-10 16:33:19 +08:00
c9s	88210fd27b	types: improve trade text template	2022-01-10 14:32:55 +08:00
c9s	7952cf8804	display fee only when fee > 0	2022-01-10 14:25:33 +08:00
c9s	fb3c198447	types: add okex icon and kucoin icon	2022-01-10 14:18:09 +08:00
c9s	e2f7790a4e	types: show exchange name in the trade footer	2022-01-10 14:15:45 +08:00
c9s	439685141f	add footer icon for exchange name	2022-01-10 14:15:05 +08:00
c9s	16b5ea9744	bump version to v1.25.1	2022-01-10 13:52:35 +08:00
c9s	b26141ac1f	support: set default s.triggerEMA	2022-01-10 13:51:14 +08:00
c9s	b56e988fc9	support: fix triggerEMA check	2022-01-10 13:49:36 +08:00
c9s	2c2ba46ab7	bump version to v1.25.1	2022-01-10 13:46:41 +08:00
c9s	6c3ee314d9	binance: fix order cancel client order id usage	2022-01-10 13:29:27 +08:00
c9s	c284e2e3bb	types: improve pendingRemoval check	2022-01-10 12:44:06 +08:00
c9s	d57f8fedfe	bbgo: fix active book order removal	2022-01-10 12:29:19 +08:00
c9s	3907f99e70	xmaker: keep rate reservation token	2022-01-10 12:25:13 +08:00
c9s	1b27c4e9c4	remove hedge error limiter	2022-01-09 23:45:46 +08:00
c9s	54779444f4	bump version to v1.25.0	2022-01-09 22:54:21 +08:00
c9s	9ca4e23aaf	add strategy documentation	2022-01-09 22:43:49 +08:00
c9s	bba4e86fdf	bollmaker: adjust default skew parameter	2022-01-09 22:37:27 +08:00
c9s	b98777afe4	bollmaker: pull out skew options	2022-01-09 22:32:23 +08:00
c9s	d94cc2df31	bbgo: add recover callbacks to trace collector	2022-01-09 15:39:59 +08:00
c9s	ab3dabcbcc	bump version to v1.24.0	2022-01-09 11:44:41 +08:00
c9s	cbff0b6eca	types: improve position fee display for telegram	2022-01-09 11:42:01 +08:00
c9s	6ce8edba7d	xmaker: add error rate limiter	2022-01-09 11:33:34 +08:00
c9s	471a1b2baa	xmaker: adjust minimal quantity and minimal notional threshold	2022-01-09 10:18:31 +08:00
c9s	7e9b768e4c	slacknotifier: apply rate limiter to 1 message per second	2022-01-09 10:14:39 +08:00
c9s	cd340bd596	bollmaker: check s.MaxExposurePosition	2022-01-09 03:03:54 +08:00
c9s	0cec652f38	bollmaker: skip submitOrder calls if submitOrders is empty	2022-01-09 02:35:12 +08:00
c9s	656ef942e4	bollmaker: add disable short option	2022-01-09 02:24:10 +08:00
c9s	4df5847647	bollmaker: add quantity scaling for closing position	2022-01-09 01:57:51 +08:00
c9s	4cdb5b607b	rename bollpp to bollmaker	2022-01-09 01:20:47 +08:00
c9s	02dfdb57bd	types: pull out position type	2022-01-09 00:45:19 +08:00
c9s	1b1fc3ad66	types: collect fees	2022-01-09 00:39:55 +08:00
c9s	7e2acdc416	all: add lock protected GetBase method for Position	2022-01-09 00:35:45 +08:00
c9s	9b92c8948d	xmaker: fix quantity truncation and add check for min quantity n min notional	2022-01-09 00:30:18 +08:00
c9s	415cda3fca	bump version to v1.23.0	2022-01-08 19:06:03 +08:00
c9s	d1420e66be	fix TestTradeCollector_ShouldNotCountDuplicatedTrade	2022-01-08 02:20:30 +08:00
c9s	cb189d885c	fix backtest for limit maker order and bollpp strategy	2022-01-08 02:18:44 +08:00
c9s	e0b906a88b	bbgo: fix processTrade	2022-01-07 16:53:11 +08:00
c9s	f4ebae17bb	xmaker: when recover the trade, notify	2022-01-07 13:13:57 +08:00
c9s	a5fb408a16	twap: refactor and call activeMakerOrders.GracefulCancel	2022-01-07 01:34:23 +08:00
c9s	d013713c00	types: add exchange name to trade key	2022-01-07 01:25:07 +08:00
c9s	e312ec953c	bbgo: rename test case	2022-01-07 01:23:54 +08:00
c9s	d63cc42867	bbgo: add trade collector test	2022-01-07 01:17:07 +08:00
c9s	a49d001c29	xmaker: add trade scanner	2022-01-07 01:03:12 +08:00
c9s	69ae3259ff	bbgo: mark trade as done in the trade collector for preventing duplicated trade	2022-01-07 00:28:12 +08:00
c9s	01c7429758	trade: use assignment instead of append	2022-01-07 00:21:14 +08:00
c9s	41574a2390	xmaker: use millisecond jitter from the util package	2022-01-07 00:14:24 +08:00
c9s	259771b0b0	all: pull out the graceful cancel process to the local active book	2022-01-07 00:10:40 +08:00
c9s	47e23fda90	bbgo: add cache expiry	2022-01-06 23:57:42 +08:00
c9s	1d5406ef21	xmaker: always update maker market	2022-01-06 23:27:06 +08:00
c9s	c8bf85f4e2	xmaker: improve pips	2022-01-05 11:34:07 +08:00
c9s	e997220321	xmaker: fix ask pips	2022-01-05 11:32:56 +08:00
c9s	8b6cae9107	max: fix max authenticated event parsing	2022-01-02 12:20:38 +08:00
c9s	e04139a330	max: clean up and refactor max stream	2022-01-02 12:02:36 +08:00
c9s	cc0e5f71b0	clean up binance stream	2022-01-02 12:02:36 +08:00
Yo-An Lin	b22bb4b28d	Merge pull request #416 from tony1223/bug/415-ftx-kline ... exchange/ftx: #415 fix kline issue	2022-01-02 02:46:22 +08:00
c9s	85c14e5966	binance: fix parser tests	2022-01-02 02:44:47 +08:00
c9s	dcea623264	binance: change listen key update interval to 10 minutes	2022-01-02 02:41:58 +08:00
c9s	96fedfd311	okex: refactor okex stream	2022-01-02 02:37:33 +08:00
TonyQ	8315607de3	exchange/ftx: #415 fix kline issue	2022-01-02 02:34:29 +08:00
c9s	9d382a6b8c	binance: use sync.Once to protect the set server time calls	2022-01-02 02:14:04 +08:00
c9s	ffe216ca2d	kucoin: remove unused fields	2022-01-02 02:11:55 +08:00
c9s	76d11af284	kucoin: fix connection field	2022-01-02 02:11:36 +08:00
c9s	f4bfd8cc6b	all: move Reconnector to standard stream	2022-01-02 02:08:34 +08:00
c9s	6f6dac611e	refactor websocket stream into standard websocket stream	2022-01-02 01:54:47 +08:00
c9s	073845baa1	bump version to v1.22.3	2022-01-01 02:52:14 +08:00
c9s	3c57ce788e	add startTime to the trade sync query	2022-01-01 02:51:58 +08:00
c9s	ab0519c4be	start time is required for syncing trades	2022-01-01 02:50:07 +08:00
c9s	83053ab807	bump version to v1.22.3	2022-01-01 02:45:59 +08:00
c9s	7d64a30a6b	kucoin: fix launch date with local time zone	2022-01-01 02:45:47 +08:00
c9s	0fc5f74cb1	bump version to v1.22.3	2022-01-01 02:43:48 +08:00
c9s	129f44bbcb	fix empty start time sync issue	2022-01-01 02:43:08 +08:00
c9s	25f01b8837	kucoin: refactor ticker request	2022-01-01 02:07:48 +08:00
c9s	be408055a6	kucoin: refactor account service api	2022-01-01 02:04:20 +08:00
c9s	61736a6263	bump version to v1.22.2	2022-01-01 01:35:37 +08:00
c9s	6ff24e713e	xmaker: fix notification format	2022-01-01 01:34:48 +08:00
c9s	6d5ab33d17	kucoin: fix kucoin order query	2022-01-01 01:28:29 +08:00
c9s	556a581ae1	kucoin: add kucoin list history orders request	2022-01-01 00:46:33 +08:00
c9s	809528a9cc	bump version to v1.22.1	2021-12-31 15:27:01 +08:00
c9s	6055f90680	xmaker: add cover and uncover logs	2021-12-31 15:26:51 +08:00
c9s	5b250d0e28	bump version to v1.22.1	2021-12-31 15:17:30 +08:00
c9s	1116fc1de1	session: print klines only when debug-kline is enabled	2021-12-31 15:13:26 +08:00
c9s	899e8d2d58	Revert "xmaker: fix s.state.CoveredPosition.AtomicAdd add" ... This reverts commit 5999dc1151.	2021-12-31 14:23:02 +08:00
c9s	e05da17f4f	sync: skip rejected withdraw record	2021-12-31 14:20:36 +08:00
c9s	eba33329d1	always sort orders and trades in the batch query	2021-12-31 14:12:41 +08:00
c9s	2a8caa3780	batch: show trade sync time range in the message	2021-12-31 13:56:53 +08:00
c9s	20c6c7eb9a	all: fix trade, order sync for kucoin	2021-12-31 13:52:16 +08:00
c9s	5f84f13e21	kucoin: fix trade time field issue	2021-12-31 13:20:34 +08:00
c9s	5999dc1151	xmaker: fix s.state.CoveredPosition.AtomicAdd add	2021-12-31 02:00:39 +08:00
c9s	63ccc2d3d0	bbgo: remove order if ExecutedQuantity is zero	2021-12-31 01:55:22 +08:00
c9s	aaa52ecea4	xmaker: remove unsued localTimeZone var	2021-12-31 01:53:30 +08:00
c9s	f2b852c486	bump version to v1.22.0	2021-12-31 01:52:29 +08:00
c9s	e09b4fa5fb	kucoin: rewrite cancel all orders request	2021-12-31 01:50:56 +08:00
c9s	6addd503aa	kucoin: generate PlaceOrderRequest with requestgen	2021-12-31 01:43:31 +08:00
c9s	af19875e2e	kucoin: fix predefined generate command alias	2021-12-31 01:39:45 +08:00
c9s	b91bf10a7c	kucoin: remove New prefix from the requests	2021-12-31 01:36:41 +08:00
Yo-An Lin	8aef3c002a	Merge pull request #412 from austin362667/refactor/futures-account ... binance: add futures stream	2021-12-31 01:27:34 +08:00
c9s	b8b5ccdd2d	kucoin: refactor account service with requestgen	2021-12-31 01:25:04 +08:00
austin362667	9483a0d10d	binance: modify methods for registering callbacks	2021-12-31 00:11:47 +08:00
austin362667	65d37c1983	binance: add futures stream	2021-12-31 00:08:27 +08:00
austin362667	3d63032f7d	types: modify Positions to FuturesPositions	2021-12-31 00:08:27 +08:00
austin362667	5cc768031e	binance: add FuturesPosition conversion	2021-12-31 00:08:27 +08:00
austin362667	b000f572b4	types: add FuturesPosition	2021-12-31 00:08:27 +08:00
c9s	a4949a100d	bump version to v1.21.4	2021-12-30 23:47:31 +08:00
c9s	3c2704c4ae	add binance.us support	2021-12-30 23:46:43 +08:00
c9s	c467529b23	bump version to v1.21.3	2021-12-30 22:04:38 +08:00
c9s	ba73d5a09a	fix kucoin orderTime parsing and order id conversion	2021-12-30 22:02:50 +08:00