ankion
|
d90cf43d5a
|
fix futures QuoteQuantity incorrect.
|
2022-06-05 16:33:08 +08:00 |
|
c9s
|
016ddfd8cd
|
pivotshort: also check isClosed
|
2022-06-05 13:14:17 +08:00 |
|
c9s
|
f883d42c58
|
pivotshort: avoid market sell again if position is already opened
|
2022-06-05 13:13:23 +08:00 |
|
c9s
|
629ae39095
|
fix var comparison
|
2022-06-05 13:09:32 +08:00 |
|
c9s
|
defff9b01d
|
pivotshort: add new found return value
|
2022-06-05 13:04:48 +08:00 |
|
c9s
|
f39ba4854d
|
pivotshort: add notify
|
2022-06-05 12:58:12 +08:00 |
|
c9s
|
74ee92832b
|
pivotshort: rename pivotBuffer to pivotLowPrices
|
2022-06-05 12:56:40 +08:00 |
|
c9s
|
32f324761e
|
pivotshort: market sell to open short
|
2022-06-05 12:55:36 +08:00 |
|
c9s
|
4bd322feb4
|
pivotshort: use notify and always collect trades
|
2022-06-05 12:51:45 +08:00 |
|
c9s
|
e7078edacd
|
pivotshort: add kline event handler and a todo
|
2022-06-05 12:48:54 +08:00 |
|
c9s
|
b20e1335c2
|
pivotshort: pull out market sell to a single method
|
2022-06-05 12:47:15 +08:00 |
|
c9s
|
f0578c5fa2
|
pivotshort: rename place order method
|
2022-06-05 12:40:41 +08:00 |
|
c9s
|
46b766857a
|
pivotshort: always collect trades after submitting orders
|
2022-06-05 12:40:08 +08:00 |
|
c9s
|
b9c32c7f7e
|
pivotshort: numLayers should be int
|
2022-06-05 12:37:35 +08:00 |
|
c9s
|
4b582830f0
|
remove timepoint map
|
2022-06-05 01:57:40 +08:00 |
|
c9s
|
c20e3fee4b
|
fix persistence unmarshalling issue
|
2022-06-05 01:48:56 +08:00 |
|
c9s
|
221a2d9dc7
|
fix persistence: calling type method on z zero value
|
2022-06-05 01:09:31 +08:00 |
|
c9s
|
39fcf1a51b
|
refactor sync command and add integration tests
|
2022-06-05 01:01:59 +08:00 |
|
c9s
|
425f8674d2
|
service: add kline partial sync
|
2022-06-04 19:15:11 +08:00 |
|
c9s
|
bf4d8d345e
|
service/backtest: implement backfill and time range scanner
|
2022-06-04 11:47:55 +08:00 |
|
c9s
|
9083881442
|
refactor exchange factory and solve the incorrect pkg import dependency from ftx
|
2022-06-04 11:47:55 +08:00 |
|
austin362667
|
9b8239abba
|
pivotshort: add symbol name
|
2022-06-04 02:31:04 +08:00 |
|
austin362667
|
fcdc26e188
|
pivotshort: add init place order
|
2022-06-04 02:31:04 +08:00 |
|
c9s
|
6ceb54679a
|
add websocket log prefix
|
2022-06-04 00:39:24 +08:00 |
|
austin362667
|
5ca651a9b4
|
pivotshort: clean up field name
|
2022-06-03 23:28:48 +08:00 |
|
austin362667
|
af2d88d9a3
|
pivotshort: add immediate market sell
|
2022-06-03 23:23:26 +08:00 |
|
austin362667
|
9dab39849b
|
pivotshort: clean up
|
2022-06-03 16:38:06 +08:00 |
|
austin362667
|
30be15dd34
|
pivotshort: add repay margin side effect
|
2022-06-03 15:48:49 +08:00 |
|
austin362667
|
2aac5bb273
|
pivotshort: improve post order & add margin
|
2022-06-03 15:48:49 +08:00 |
|
c9s
|
6936503cde
|
bollmaker: fix profit stats notification
|
2022-06-03 14:46:45 +08:00 |
|
c9s
|
3428aeba03
|
apply default exchange fee rate
fixes #566
|
2022-06-03 03:24:34 +08:00 |
|
c9s
|
4fc0687cf9
|
bollmaker: remove debug code
|
2022-06-03 03:14:19 +08:00 |
|
c9s
|
68d6e9e850
|
service: fix state loading (use correct ID method)
|
2022-06-03 03:10:50 +08:00 |
|
c9s
|
f7cdaff925
|
persistence: add store and load test case
|
2022-06-03 02:49:16 +08:00 |
|
c9s
|
7fce6a0fca
|
bollmaker: call persistence.Sync when position is changed
|
2022-06-03 02:44:00 +08:00 |
|
c9s
|
50d7d235a4
|
bollmaker: pull out functions
|
2022-06-03 02:44:00 +08:00 |
|
c9s
|
1a85299204
|
bollmaker: make detectPriceTrend simple function
|
2022-06-03 02:44:00 +08:00 |
|
Yo-An Lin
|
89c2e7de1e
|
Merge pull request #663 from c9s/fix/persistence-snapshot
test: add more test on Test_loadPersistenceFields
|
2022-06-03 02:09:52 +08:00 |
|
c9s
|
75bd5ffe32
|
ftx: fix kline time range check
|
2022-06-03 02:05:06 +08:00 |
|
c9s
|
55e9c7ee25
|
add more test on Test_loadPersistenceFields
|
2022-06-03 01:57:39 +08:00 |
|
c9s
|
0b6f7270ff
|
fix: drop IsZero
|
2022-06-03 01:15:08 +08:00 |
|
c9s
|
b1419a6f8b
|
ftx: add balance poller
|
2022-06-02 22:01:03 +08:00 |
|
c9s
|
3eb3a1f367
|
fix: ftx: add limit to ftx kline query
|
2022-06-02 21:51:22 +08:00 |
|
c9s
|
a7bd9239f2
|
fix: pull out time.now variable
|
2022-06-02 21:27:28 +08:00 |
|
c9s
|
32095e2741
|
fix: call abs on base for IsDust method
|
2022-06-02 21:06:52 +08:00 |
|
c9s
|
d27fee57ad
|
fix: do not load all trades into memory
|
2022-06-02 20:02:32 +08:00 |
|
c9s
|
d7c8b0b127
|
autoborrow: render balance map as SlackAttachment
|
2022-06-02 19:50:39 +08:00 |
|
Yo-An Lin
|
69c58ee38f
|
Merge pull request #656 from c9s/refactor/sync
refactor: drop unused function
|
2022-06-02 19:28:44 +08:00 |
|
c9s
|
5277098f70
|
add api .UnrealizedProfit and .IsDust method on Position
|
2022-06-02 18:05:35 +08:00 |
|
c9s
|
6a25f30b39
|
add IsLong and IsShort method on Position
|
2022-06-02 17:58:18 +08:00 |
|
c9s
|
e2f339e641
|
bollmaker: fix short position order
|
2022-06-02 17:55:14 +08:00 |
|
c9s
|
a2c7ebe90c
|
drop unused function
|
2022-06-02 17:24:54 +08:00 |
|
c9s
|
16322e19fe
|
service: set kline time to UTC
|
2022-06-02 16:53:17 +08:00 |
|
c9s
|
824951c3d5
|
batch: add remote query profiler
|
2022-06-02 16:52:34 +08:00 |
|
c9s
|
02a8bf4c8c
|
remove general rate limiter from batch query since it's already handled in the exchange
|
2022-06-02 16:52:33 +08:00 |
|
c9s
|
a878f35ca1
|
improve and fix kline sync
|
2022-06-02 16:52:33 +08:00 |
|
zenix
|
5faab1d55c
|
fix: change from local timezone to UTC when do syncing
|
2022-06-02 17:12:17 +09:00 |
|
Yo-An Lin
|
38a6d8c813
|
Merge pull request #652 from c9s/refactor/sync
refactor/fix: withdraw sync
|
2022-06-02 14:03:54 +08:00 |
|
c9s
|
5d98674ab5
|
fix withdraw sync and improve withdraw string format
|
2022-06-02 13:56:24 +08:00 |
|
c9s
|
813166dd92
|
add TestWithdrawBatchQuery test
|
2022-06-02 13:56:24 +08:00 |
|
c9s
|
b36be80fd7
|
implement withdraw batch query
|
2022-06-02 13:56:23 +08:00 |
|
c9s
|
e11e0c97b8
|
types: update SupportedExchanges slice with correct types
|
2022-06-02 13:56:23 +08:00 |
|
c9s
|
c4f8b11f98
|
types: fix const type declaration
|
2022-06-02 13:56:23 +08:00 |
|
Andy Cheng
|
bf385899b9
|
strategy: use private for non-exported fields and functions
|
2022-06-02 13:47:16 +08:00 |
|
c9s
|
5527b3c48a
|
rename Withdrawal to Withdraw since it's a noun
|
2022-06-02 11:42:03 +08:00 |
|
c9s
|
c0f5c1963e
|
refactor and clean up withdraw history query method
|
2022-06-02 11:40:05 +08:00 |
|
c9s
|
e5ca6504f5
|
binance: add get_withdraw_history_request
|
2022-06-02 11:32:21 +08:00 |
|
Yo-An Lin
|
47098b08dd
|
Merge pull request #650 from austin362667/fix/persistence
Fix: Persistence Reflect IsZero
|
2022-06-02 02:32:36 +08:00 |
|
c9s
|
165b4fdb20
|
binance: remove loop from the withdraw history api
|
2022-06-02 02:31:46 +08:00 |
|
c9s
|
35ac5e1671
|
service/order: remove unused queryLast method
|
2022-06-02 02:13:42 +08:00 |
|
c9s
|
d6f144069d
|
service: refactor closed order sync method
|
2022-06-02 02:12:38 +08:00 |
|
c9s
|
f87a0ab316
|
autoborrow: add json tags
|
2022-06-02 01:53:22 +08:00 |
|
c9s
|
34e1b642d1
|
autoborrow: add exchange name to the margin action struct
|
2022-06-02 01:51:03 +08:00 |
|
c9s
|
4f842c521a
|
fix log message
|
2022-06-02 01:47:55 +08:00 |
|
c9s
|
8aec251a62
|
max: fix v3 loan/repay api path
|
2022-06-02 01:41:41 +08:00 |
|
c9s
|
ae8625da31
|
max: net asset should substract debt
|
2022-06-02 01:34:14 +08:00 |
|
c9s
|
92882f68f4
|
max: add borrow and repay todo
|
2022-06-02 01:28:33 +08:00 |
|
c9s
|
78f9c7d569
|
improve autoborrow checks
|
2022-06-02 01:27:04 +08:00 |
|
austin362667
|
f9bb2ae149
|
bbgo: fix persistence reflect IsZero check
|
2022-06-01 21:57:35 +08:00 |
|
c9s
|
4e666dee98
|
max: implement margin borrow and repay service on max
|
2022-06-01 20:44:24 +08:00 |
|
c9s
|
01822eee28
|
max: use v3 order api to submit orders
|
2022-06-01 20:34:20 +08:00 |
|
Yo-An Lin
|
b19ae857d3
|
Merge pull request #649 from c9s/feature/binance-margin-history
fix: max: fix QueryAccount for margin wallet
|
2022-06-01 19:58:54 +08:00 |
|
c9s
|
50accc5a2c
|
max: fix QueryAccount for margin
|
2022-06-01 19:56:10 +08:00 |
|
Yo-An Lin
|
bef73cf880
|
Merge pull request #648 from c9s/feature/binance-margin-history
feature: binance margin history sync support
|
2022-06-01 19:43:07 +08:00 |
|
c9s
|
b070952b32
|
service/sync: rewrite trade sync with syncTask
|
2022-06-01 19:40:30 +08:00 |
|
c9s
|
415450acb7
|
service/sync: add onLoad event support
|
2022-06-01 19:40:29 +08:00 |
|
c9s
|
fb63346732
|
service/reflect: add more debug logs
|
2022-06-01 19:40:29 +08:00 |
|
c9s
|
dfe29e07e7
|
service/margin: fix query ordering
|
2022-06-01 19:40:29 +08:00 |
|
c9s
|
991d13cb32
|
cmd/sync: support multiple session names
|
2022-06-01 19:40:29 +08:00 |
|
c9s
|
1a85e62993
|
service: integrate margin service into the sync service
|
2022-06-01 19:40:29 +08:00 |
|
c9s
|
5bb98734fb
|
batch: set jump if empty field
|
2022-06-01 19:40:29 +08:00 |
|
c9s
|
484fc62892
|
batch: set jump if empty field
|
2022-06-01 19:40:29 +08:00 |
|
c9s
|
118dc07e10
|
service: fix reflect rows scan
|
2022-06-01 19:40:29 +08:00 |
|
c9s
|
5a4a2db66f
|
service: add time function
|
2022-06-01 19:40:29 +08:00 |
|
c9s
|
5eaa4706f0
|
binance: set exchange field for margin records
|
2022-06-01 19:40:29 +08:00 |
|
c9s
|
63ad635f62
|
cmd: rewrite sync command
|
2022-06-01 19:40:29 +08:00 |
|
c9s
|
cf19ed6f26
|
refactor environment sync method
|
2022-06-01 19:40:29 +08:00 |
|
c9s
|
f4e7f4f6f6
|
add margin history entry in config
|
2022-06-01 19:40:29 +08:00 |
|
c9s
|
bdc76e8db6
|
types: add gid field
|
2022-06-01 19:40:29 +08:00 |
|
c9s
|
279e4d8682
|
service: refactor sync task
|
2022-06-01 12:02:15 +08:00 |
|
Andy Cheng
|
205921ea42
|
strategy: remove HasTradableBase()
|
2022-06-01 10:54:13 +08:00 |
|
Andy Cheng
|
cd96c01131
|
strategy: use Market.IsDustQuantity instead
|
2022-06-01 10:51:57 +08:00 |
|
Andy Cheng
|
237d1205e8
|
strategy: check update balance response in calculateQuantity
|
2022-06-01 10:26:04 +08:00 |
|
Yo-An Lin
|
a56bec9dc9
|
Merge pull request #644 from c9s/feature/binance-margin-history
feature: sync binance margin history into db
|
2022-05-31 17:48:12 +08:00 |
|
c9s
|
f116b7b2d0
|
service: add margin liqudiation sync task
|
2022-05-31 17:43:17 +08:00 |
|
c9s
|
bf92e28461
|
service: implement margin service for syncing margin related data
|
2022-05-31 17:43:17 +08:00 |
|
c9s
|
7601f08786
|
compile and update migration package
|
2022-05-31 17:32:55 +08:00 |
|
c9s
|
79fbad1266
|
migrations: add margin_liquidations table
|
2022-05-31 17:31:15 +08:00 |
|
Andy Cheng
|
6285e145a7
|
strategy: margin side effect
|
2022-05-31 15:46:55 +08:00 |
|
zenix
|
a2a186cfbb
|
feature: add emv indicator, fix: sma
|
2022-05-31 16:28:38 +09:00 |
|
Andy Cheng
|
3421423cd6
|
strategy: update balance for exchanges like FTX
|
2022-05-31 14:30:37 +08:00 |
|
Andy Cheng
|
a5124c743f
|
strategy: supertrend strategy TP/SL
|
2022-05-31 12:53:14 +08:00 |
|
c9s
|
c3f2c9eb4a
|
batch: add margin loan/repay/interest batch query
|
2022-05-31 01:19:38 +08:00 |
|
c9s
|
e66eb08db4
|
batch: refactor batch query
|
2022-05-31 00:59:33 +08:00 |
|
c9s
|
7add014a2b
|
service: use upper case sql keywords
|
2022-05-30 18:11:17 +08:00 |
|
c9s
|
f29e8bd6d2
|
service: use reflect to generate insert sql
|
2022-05-30 18:08:54 +08:00 |
|
c9s
|
2dc825f654
|
types: add db tag
|
2022-05-30 18:08:54 +08:00 |
|
c9s
|
d72b56f51f
|
binance: refine liquidation history api
|
2022-05-30 18:08:54 +08:00 |
|
Andy Cheng
|
d72a4e8e94
|
strategy: supertrend strategy config example
|
2022-05-30 16:48:07 +08:00 |
|
Andy Cheng
|
756284378b
|
strategy: supertrend strategy control
|
2022-05-30 16:35:10 +08:00 |
|
Andy Cheng
|
44469ed3aa
|
strategy: supertrend position control
|
2022-05-30 16:26:17 +08:00 |
|
Andy Cheng
|
07fe68d740
|
strategy: Validate()
|
2022-05-30 16:22:13 +08:00 |
|
Andy Cheng
|
0e1e5369f2
|
strategy: leverage parameter
|
2022-05-30 16:07:36 +08:00 |
|
Andy Cheng
|
1d24379c17
|
strategy: refactor supertrend sconfig
|
2022-05-30 14:52:51 +08:00 |
|
Zenix
|
8652b4e043
|
Merge pull request #633 from zenixls2/fix/ewo_entry
Fix/ewo entry, backtest
|
2022-05-30 15:47:46 +09:00 |
|
zenix
|
e3a8ef4e69
|
fix: statistics on entry/exit on signal changes, fix position check
|
2022-05-30 12:45:52 +09:00 |
|
austin362667
|
c904f9f0f7
|
strategy: add fmaker
fmaker: cleanup
|
2022-05-29 21:39:11 +08:00 |
|
c9s
|
61a53947ee
|
binance: re-organize convert functions
|
2022-05-29 12:03:21 +08:00 |
|
c9s
|
11075b0d1a
|
cmd: add marginInterestsCmd
|
2022-05-29 12:01:20 +08:00 |
|
c9s
|
4a4699a4bc
|
cmd: add margin repays cmd
|
2022-05-29 11:53:36 +08:00 |
|
c9s
|
70f0dccb9f
|
binance: convert loans and repays to global types
|
2022-05-29 11:52:25 +08:00 |
|
c9s
|
409ad9b75c
|
binance: adjust margin history interface
|
2022-05-29 01:42:08 +08:00 |
|
c9s
|
f58f44ffd8
|
binance: refactor query methods
|
2022-05-29 01:21:43 +08:00 |
|
c9s
|
4c30fce917
|
binance: add GetMarginInterestHistoryRequest api
|
2022-05-29 01:13:33 +08:00 |
|
c9s
|
e72f8bcd15
|
binance: fix and rename margin liquidation history request
|
2022-05-29 00:57:46 +08:00 |
|
c9s
|
1ab10eb574
|
binance: fix and add loan/repay history test
|
2022-05-29 00:52:22 +08:00 |
|
c9s
|
aec9de8dd6
|
types: define global margin history types
|
2022-05-28 17:34:29 +08:00 |
|
c9s
|
4f0ac41850
|
max: generate missing files
|
2022-05-28 16:52:02 +08:00 |
|
c9s
|
fcdf0f8168
|
max: rename methods
|
2022-05-28 16:48:51 +08:00 |
|
c9s
|
753d7a8d5e
|
max: rename requests
|
2022-05-28 16:47:41 +08:00 |
|
c9s
|
cef002ccb6
|
move type alias
|
2022-05-28 16:06:16 +08:00 |
|
Yo-An Lin
|
5c5a88fe0e
|
Merge pull request #636 from c9s/feature/max-margin-wallet
fix: max: fix trades/orders parsing
|
2022-05-27 19:55:22 +08:00 |
|
c9s
|
887fe09b44
|
max: add margin level info the account
|
2022-05-27 19:48:03 +08:00 |
|
c9s
|
c891cc56e3
|
max: fix trades/orders parsing
|
2022-05-27 19:48:03 +08:00 |
|
Andy Cheng
|
39b0013513
|
strategy: supertrend strategy tp/sl
|
2022-05-27 18:24:08 +08:00 |
|
Yo-An Lin
|
fd10408fdb
|
Merge pull request #635 from c9s/feature/max-margin-wallet
feature: max margin wallet
|
2022-05-27 16:55:30 +08:00 |
|
Yo-An Lin
|
424c235b43
|
Merge pull request #617 from andycheng123/improve/bollmaker-dynamic-spread
feature: bollmaker dynamic spread
|
2022-05-27 16:55:20 +08:00 |
|
c9s
|
d792f3b83b
|
max: drop unused url ref vars
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2022-05-27 16:46:56 +08:00 |
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c9s
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60d65a390f
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max: add margin api (liquidation history and interest history)
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2022-05-27 16:40:56 +08:00 |
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Andy Cheng
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98b794f265
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strategy: DynamicSpreadSettings struct to make it more clean
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2022-05-27 16:24:50 +08:00 |
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