238 Commits

Author	SHA1	Message	Date
c9s	30c9d251fe	change column to net_asset_in_* to avoid confusion	2022-05-04 19:13:55 +08:00
c9s	8a93f0921f	add more margin info columns	2022-05-04 14:40:52 +08:00
c9s	5a00e2fe20	add account service test	2022-05-03 23:36:44 +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	6630d3f56b	service: correct QueryLast query	2022-04-27 11:42:31 +08:00
c9s	a57a238e09	bbgo: add more sync options	2022-04-25 17:18:42 +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
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
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	ac675d0099	add position table and service	2022-03-14 21:21:58 +08:00
c9s	b8ef2eb550	fix Test_tradeService	2022-03-07 12:12:06 +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
zenix	05521a98b6	add skeleton strategy. fix most of the tests. fix final asset value	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
c9s	106239e808	service: fix sync process	2022-01-23 15:14:29 +08:00
austin362667	91d2312c5c	cache: refactor moving from bbgo to pkg/cache	2022-01-15 08:28:02 +08:00
austin362667	f661db56bd	service: handle error	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
c9s	e44a2c1cac	service: check redis client and show proper error	2022-01-12 12:42:39 +08:00
c9s	3c57ce788e	add startTime to the trade sync query	2022-01-01 02:51:58 +08:00
c9s	129f44bbcb	fix empty start time sync issue	2022-01-01 02:43:08 +08:00
c9s	6d5ab33d17	kucoin: fix kucoin order query	2022-01-01 01:28:29 +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	20c6c7eb9a	all: fix trade, order sync for kucoin	2021-12-31 13:52:16 +08:00
c9s	cf6da76ef0	service: add kucoin_klines to backtest insert table mapping	2021-12-26 02:40:13 +08:00
c9s	cfd68fdd1d	all: change trade id to uint64	2021-12-23 17:49:18 +08:00
Yo-An Lin	53f6ea6490	Merge pull request #384 from tony1223/feature/record-account ... types: update account struct	2021-12-22 00:04:30 +08:00
TonyQ	06fc821b3d	types: update account struct	2021-12-21 23:59:02 +08:00
TonyQ	f62235b94e	backtest : finetune for kline scan logic to prevent hanging for ... query	2021-12-21 20:44:20 +08:00
TonyQ	711575c6d0	backtest : fix auto sync missing the part from last db kiline to ... end time	2021-12-19 12:14:18 +08:00
TonyQ	3e45035ab1	database: sqlite3 issue fix ... database: upgrade gosqllite3 version for increasing variable amount limit types: update kline starttime/endtime field to prevent sqlite3 time parsing issue. fix #215	2021-12-15 14:34:31 +08:00
TonyQ	16933555b8	backtest : auto sync missing range	2021-12-15 01:26:05 +08:00
TonyQ	20b03fe4a5	exchange: fix ftx for wrong last kline issue	2021-12-15 00:07:54 +08:00
Yo-An Lin	6c6eb252cc	Merge pull request #363 from tony1223/feature/355-ftx-backtest	2021-12-14 16:09:16 +08:00
TonyQ	8eb3eede82	fix backtest (with review)	2021-12-14 16:02:54 +08:00
TonyQ	4eb5a099ae	account: add nav_history_details and account_service for #302	2021-12-14 08:09:18 +08:00
TonyQ	e5450492bb	telegram: find USERNAME when USER env not found for windows.	2021-12-11 10:30:57 +08:00
c9s	874c7b39fa	service: add is_futures fields to trade service	2021-12-08 19:38:16 +08:00
c9s	9b56e9e32b	service: add is_futures fields to order service	2021-12-08 19:38:10 +08:00
c9s	f1e3cc6049	add strict start time, sync time checking for preventing back-test failure ... related to #311	2021-12-07 15:21:37 +08:00
c9s	30c7c34826	bbgo: fix kline backward query for backtest	2021-10-16 13:49:00 +08:00
c9s	b5c4fc3e4e	fix kline record insert fields	2021-06-01 01:39:23 +08:00
c9s	c84d59734c	clear all trades before running backtests	2021-05-30 15:25:00 +08:00
c9s	002b28f75a	okex: implement candlestick api and improve kline console format	2021-05-28 20:51:10 +08:00
c9s	57a78777df	move Time type to types.Time	2021-05-21 00:10:53 +08:00
c9s	807c049d63	refactor notifiers and add liquidity field to the trade	2021-05-12 12:37:48 +08:00
c9s	ee68deb114	apply limit param to the queries	2021-05-08 00:57:25 +08:00
c9s	e29d9af9c8	fix persistence config unmarshalling	2021-05-02 18:16:34 +08:00
c9s	8c08cfebb7	rename MarkStrategyID to just Mark	2021-03-16 14:07:47 +08:00
c9s	60aa7df69a	adjust withdraw/deposit query limit since there are no many in most cases	2021-03-16 02:14:24 +08:00
c9s	afb8105694	add reward service todo	2021-03-14 11:18:23 +08:00
c9s	38b9baf340	connect sync with deposit and withdraw services	2021-03-14 11:18:23 +08:00
c9s	54ba240317	implement deposit sync	2021-03-14 11:18:22 +08:00
c9s	8e85274876	fix used time field for withdraw	2021-03-14 11:18:22 +08:00
c9s	4d3b1ec938	fix QueryWithdrawHistory and QueryDepositHistory	2021-03-14 11:18:22 +08:00
c9s	4b49fda463	refactor sync service	2021-03-14 11:18:22 +08:00
c9s	3c90aa515d	add deposit service and withdraw service	2021-03-14 11:18:22 +08:00
c9s	f22a6ee697	implement sync method on the trade service	2021-03-14 11:18:22 +08:00
c9s	8fc7c4798e	implement sync method on reward service	2021-03-14 11:18:22 +08:00
c9s	5a02cdbda3	implement sync method on the order service	2021-03-14 11:18:22 +08:00
ycdesu	2a0bd5f962	ws: make Reconnect() public	2021-02-27 18:42:45 +08:00
ycdesu	bf97af34f3	ws: implement base websocket client	2021-02-27 16:48:50 +08:00
c9s	03d7290e03	pull out time range group by clause generator	2021-02-26 17:22:08 +08:00
c9s	28a8ab34a2	pull out time range column name	2021-02-26 16:16:41 +08:00
c9s	1d29009133	fix max trade query ordering and sql query ordering for query last	2021-02-25 13:55:04 +08:00
c9s	854014f49a	add currency position aggregation and tests	2021-02-24 10:46:42 +08:00
c9s	14830c442c	refactor and implement reward sync and query	2021-02-23 22:53:00 +08:00
c9s	5a7cf05701	integrate reward service into the sync service	2021-02-23 16:39:48 +08:00
c9s	fb62af05a4	add global Reward type	2021-02-23 10:08:01 +08:00
c9s	eaad414706	adjust max api call rate limiting	2021-02-22 15:01:05 +08:00
c9s	a8516edb98	add Get method to the persistence service facade	2021-02-21 16:55:45 +08:00
c9s	fa4e813729	resolve cyclic imports	2021-02-21 01:01:39 +08:00
c9s	12ed5a1efe	move persistence service into the service package	2021-02-21 00:45:56 +08:00
c9s	dd13b9a8bf	remove start time query condition for trade sync since starting from trade id = 1 works	2021-02-19 14:18:50 +08:00
c9s	44fa74a4c9	refactor session sync	2021-02-19 10:42:24 +08:00
c9s	390c9b1a4b	move Sync method into the sync service	2021-02-19 10:26:13 +08:00
c9s	3a89b0a714	improve trade sync	2021-02-18 18:20:18 +08:00
c9s	0ba595bd55	Fix trade sync for self trades ... MAX uses one single trade for presenting self trade. BINANCE uses two trade records for presenting self trade. the trade creation time are the same.	2021-02-18 17:37:49 +08:00
c9s	c3dbb1b204	avoid using last trade id for syncing data	2021-02-18 16:40:47 +08:00
c9s	b9564690b5	fix go migration loader	2021-02-17 19:06:55 +08:00
c9s	bc3754d989	check if limit is set	2021-02-16 16:39:56 +08:00
c9s	bf0ba89aee	convert StrategyID field to NullString	2021-02-16 16:00:14 +08:00
c9s	67a3c49081	add more trade service tests	2021-02-16 15:34:01 +08:00
c9s	ebe065332c	allocate sqlx db from rockhopper db	2021-02-15 21:07:55 +08:00
c9s	c219dc7be0	add test code for testing migration scripts	2021-02-15 21:04:44 +08:00
c9s	786f37e675	add MarkStrategyID for marking trade with the source strategy	2021-02-15 20:53:19 +08:00
c9s	f3d65b1281	add UpdatePnL method for updating trade pnl field	2021-02-15 20:51:34 +08:00
c9s	72044a63fd	remove query trades default limit 200	2021-02-08 13:40:47 +08:00
Yo-An Lin	b81eb33cad	Merge pull request #117 from c9s/wizard/sqlite3 ... add sqlite3 driver option to the wizard user interface	2021-02-06 17:41:45 +08:00
c9s	8e0778a095	fix trading volume query for sqlite3	2021-02-06 16:05:21 +08:00
Yo-An Lin	597dd21865	Merge pull request #116 from c9s/feature/sqlite3 ... convert time struct for sqlite driver	2021-02-06 15:05:49 +08:00
c9s	26f9e5488d	apply datatype.Time to order time fields	2021-02-06 14:30:00 +08:00
c9s	3abdb3dd7b	convert time struct for sqlite driver	2021-02-06 12:32:21 +08:00
Yo-An Lin	5a5e64cc8d	Merge pull request #111 from c9s/feature/sqlite3 ... add sqlite3 migration support	2021-02-06 11:52:03 +08:00
c9s	32117af4b0	service: remove the ignore keyword to make the sql compatible with sqlite3	2021-02-06 11:44:49 +08:00
c9s	dd9dbee903	refactor database configuration with env vars	2021-02-06 11:33:49 +08:00
c9s	de51eb29e4	refactor db stuff with database service	2021-02-06 11:22:04 +08:00
Jui-Nan Lin	8eb8fb105d	test: fix query trading test	2021-02-05 12:42:59 +08:00
Jui-Nan Lin	893b513605	feat: add limit option for pnl command	2021-02-05 10:12:10 +08:00
YC	d821d2ef95	Merge pull request #103 from ycdesu/minor/order/tests	2021-02-03 18:52:11 +08:00
ycdesu	72b1877e4a	order: extract query order sql generator	2021-02-03 18:31:32 +08:00
ycdesu	220da92f48	trade: extract sql generator function and test it	2021-02-03 16:51:02 +08:00
ycdesu	1522c3d7a6	trade: create a separate sql gen function	2021-02-03 15:44:02 +08:00
c9s	fbbe304dfb	add trades query api	2021-01-29 18:48:00 +08:00
c9s	cc8133a90e	print order query sql	2021-01-29 18:34:03 +08:00
c9s	b8d7ae7687	add AggOrder for market orders	2021-01-29 17:52:13 +08:00
c9s	32645f228b	add order query api	2021-01-29 13:15:44 +08:00
c9s	78890834b5	support symbol segment	2021-01-28 18:51:35 +08:00
c9s	df17c4b1b6	add trading volume query api	2021-01-26 17:21:18 +08:00
c9s	c79c7d1b11	fix margin order/trade sync	2021-01-20 02:09:12 +08:00
c9s	334eff4682	update sync service for margin fields	2021-01-19 23:33:06 +08:00
c9s	0bdfd0f04b	check if err is nil	2021-01-18 21:59:02 +08:00
c9s	ddc33f633f	check if err is nil	2021-01-18 21:57:57 +08:00
c9s	321b4812ca	supporting otp key restore from key url	2020-12-11 17:12:16 +08:00
c9s	45bc4dc9eb	refactor telegram notifier with interaction component	2020-12-11 14:40:04 +08:00
c9s	0a5bac803c	ignore duplicated trade	2020-12-03 08:51:57 +08:00
c9s	04f6da3cb8	add traditional grid strategy	2020-11-10 19:06:20 +08:00
c9s	6bd3573287	add exchange field in the table so that we can reuse the kline objects for backtest	2020-11-08 12:13:34 +08:00
c9s	f1db12eb10	add done channel for backtest exchange	2020-11-07 20:11:07 +08:00
c9s	22a214328d	implement backtest command, stream and add backtest config	2020-11-07 02:57:50 +08:00
c9s	8823a39fc2	support backtesting kline verification	2020-11-07 00:49:17 +08:00
c9s	555fe57341	implement kline sync function from command	2020-11-06 21:40:48 +08:00
c9s	f78fefb3b0	implement QueryCh on kline service	2020-11-06 20:58:45 +08:00
c9s	78d7c71ecc	add kline service and extend kline struct fields	2020-11-06 19:07:07 +08:00
c9s	7e47f754c5	use channel to sync trades	2020-11-05 13:35:04 +08:00
c9s	7fab2e24de	improve order persistence and support order data sync	2020-11-05 11:14:14 +08:00
c9s	fe16f9aa4d	add is_working column	2020-11-05 11:14:14 +08:00
c9s	bb0ff263c8	assign order_id to the trade object	2020-11-05 11:14:14 +08:00
c9s	3d5507a053	move files into pkg	2020-10-11 16:46:15 +08:00