c9s
770c1067fc
bbgo: fix order store RemoveCancelled
2021-12-26 15:47:39 +08:00
c9s
65da02af2c
xmaker: call TruncateQuantity when the quantity is adjusted
2021-12-26 15:45:39 +08:00
c9s
902e27ede4
xmaker: truncate quantity when hedging
2021-12-26 15:44:41 +08:00
c9s
05a0745d08
fix InitExchange for publicOnly session
2021-12-26 15:29:42 +08:00
c9s
30a7ca1ce1
rename gap to xgap
2021-12-26 15:13:51 +08:00
c9s
1c54e59d55
xmaker: fix trade handling
2021-12-26 12:10:10 +08:00
c9s
e44390b655
kucoin: add more comment
2021-12-26 03:19:03 +08:00
c9s
9b8995acea
fix supportedIntervals map
2021-12-26 03:17:26 +08:00
c9s
8bf5c5f778
fix kline sync query
2021-12-26 03:14:19 +08:00
c9s
a5c7ffa134
kucoin: add the missing 5min kline convert
2021-12-26 03:07:49 +08:00
c9s
4c263dd205
fix batch kline sync
2021-12-26 03:04:21 +08:00
c9s
cf6da76ef0
service: add kucoin_klines to backtest insert table mapping
2021-12-26 02:40:13 +08:00
c9s
b79ab5d68d
kucoin: fix kline query param
2021-12-26 02:39:44 +08:00
c9s
be10019007
compile and update migration package
2021-12-26 02:31:09 +08:00
c9s
1da0c8e755
kucoin: implement QueryKLines and fix interval conversion
2021-12-26 02:23:06 +08:00
c9s
e3181202db
kucoin: implement QueryTrades
2021-12-26 01:44:05 +08:00
c9s
8c03147ff4
kucoin: implement QueryClosedOrders
2021-12-26 01:34:03 +08:00
c9s
0cef2c52ef
all: improve cancel command and add uuid field to order struct
2021-12-26 01:27:22 +08:00
c9s
471d86c801
kucoin: implement order submit
2021-12-26 00:27:52 +08:00
c9s
50fac9d491
kucoin: pull out queryDepth method to exchange
2021-12-25 23:53:34 +08:00
c9s
ba8ebfe3a7
refactor and add doc comment for InitExchangeSession
2021-12-25 23:42:29 +08:00
c9s
307d0b8e1f
bbgo: add passphrase field to session struct
2021-12-25 23:28:00 +08:00
c9s
dd22776a7e
cmd: refactor the exchange factory function
2021-12-25 23:27:05 +08:00
Yo-An Lin
8aa2ae1b32
Merge pull request #397 from austin362667/refactor/futures-account
...
binance: add futures related conversion
2021-12-25 23:17:27 +08:00
c9s
dcbce18fd8
fix format
2021-12-25 23:12:54 +08:00
c9s
442afe8eb9
backtest: pull out market data feeding to a function and call it in the main thread
2021-12-25 22:57:28 +08:00
c9s
60853bee23
backtest: pull out market data feeder
2021-12-25 22:37:38 +08:00
c9s
57bc65a729
avoid calling EmitConnect and EmitStart outside of the kline feeding goroutine
...
this causes 2 goroutine running in the same time hence cause the
concurrent map read / write
should fix #399 , #401
2021-12-25 21:05:50 +08:00
c9s
5f9753b281
kucoin: convert symbol to global symbol
2021-12-25 19:35:08 +08:00
c9s
f0d4236169
all: fix and improve kucoin orderbook stream
2021-12-25 19:34:27 +08:00
c9s
3d1ca46c77
depth: remove updates assertion
2021-12-25 02:14:49 +08:00
c9s
217499528d
binance: refactor binance depthBuffer with depth query
2021-12-25 02:14:49 +08:00
c9s
7e7115b18f
replace binance.depthFrame with the extracted depth.Buffer
2021-12-25 02:14:49 +08:00
c9s
b217a0dec8
depth: implement depth.Buffer
2021-12-25 02:14:49 +08:00
austin362667
ba972e4058
binance: add futures related conversion
...
binance: remove comments
2021-12-24 01:38:10 +08:00
Yo-An Lin
d1c5e93e4f
Merge pull request #385 from austin362667/refactor/futures-account
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types: add global structs for futures
2021-12-24 00:33:27 +08:00
c9s
49e516b80e
backtest: allocate public exchange (with empty key secret) for backtesting
2021-12-24 00:24:19 +08:00
c9s
c4838f5631
binance: fix depth event conversion
2021-12-23 23:55:13 +08:00
c9s
fdc5d6a54e
binance: use types.PriceVolumeSlice for depth entry
2021-12-23 23:55:02 +08:00
c9s
dae104cf9f
binance: optimize depth parsing
2021-12-23 23:54:43 +08:00
c9s
2adce6dd00
binance: return the pre-allocated err object when parsing
2021-12-23 23:54:26 +08:00
c9s
d01b9968a6
okex: format comment
2021-12-23 23:40:49 +08:00
c9s
40c4dcf2a0
okex: remove event logging
2021-12-23 23:40:10 +08:00
c9s
a3e3e1d177
bbgo: do not sync trades when running backtest
2021-12-23 23:20:35 +08:00
austin362667
df62683313
types: remove exchange specific fields
2021-12-23 23:16:20 +08:00
austin362667
6c1642eed6
types: add PositionRisk
2021-12-23 23:14:38 +08:00
austin362667
cc13ae2aab
types: add FuturesUserAsset
2021-12-23 23:14:38 +08:00
austin362667
c507722745
types: add FuturesAccountInfo
2021-12-23 23:14:38 +08:00
c9s
f5bbe29ac6
cmd: fix debug flag loading and add debug log to cache function
2021-12-23 23:02:07 +08:00
c9s
168e6306e7
binance: remove verbose log
2021-12-23 22:29:14 +08:00
c9s
ed6f400161
implement UnixMilli in the util package
2021-12-23 22:20:47 +08:00
c9s
d433c7f5b1
kucoin: replace UnixMilli
2021-12-23 21:09:40 +08:00
c9s
e76dd1cbc4
kucoin: fix kline parsing and subscription
2021-12-23 17:49:18 +08:00
c9s
e2415857b0
cmd: graceful close the connection
2021-12-23 17:49:18 +08:00
c9s
562c287a4e
all: move publicOnly to StandardStream
2021-12-23 17:49:18 +08:00
c9s
fd8b97b2ad
cmd: use log category
2021-12-23 17:49:18 +08:00
c9s
8e834ce8fe
kucoin: convert websocket trade and order
2021-12-23 17:49:18 +08:00
c9s
cfd68fdd1d
all: change trade id to uint64
2021-12-23 17:49:18 +08:00
c9s
74b09551b5
kucoin: record kucoin json as files
2021-12-23 17:49:18 +08:00
c9s
838bc69f65
kucoin: reformat testdata json
2021-12-23 17:49:18 +08:00
c9s
6330a1845d
kucoin: connecting stream callbacks
2021-12-23 17:49:18 +08:00
c9s
449434da4c
kucoin: generate callback methods
2021-12-23 17:49:18 +08:00
TonyQ
75633dbf09
exchange/okex : implement bookticker for okex , #388
2021-12-23 12:42:13 +08:00
Yo-An Lin
98de0862a4
Merge pull request #395 from tony1223/bug/okex-maskkey
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exchange/okex: update QueryTickers behaviour
2021-12-23 02:51:54 +08:00
c9s
911574d8d6
kucoin: parse websocket messages
2021-12-23 02:50:56 +08:00
c9s
cec4b3dd1e
add websocket message parser
2021-12-23 02:50:56 +08:00
c9s
3fb2e12c24
kucoin: add websocket types
2021-12-23 02:50:56 +08:00
c9s
1a3f9ed4b2
kucoin: use returned ping interval instead of default
2021-12-23 02:50:56 +08:00
c9s
730ce31e67
kucoin: implement NewStream
2021-12-23 02:50:56 +08:00
c9s
0a9575aaca
kucoin: pull out ping worker
2021-12-23 02:50:56 +08:00
c9s
92076878cd
kucoin: refactor ping worker
2021-12-23 02:50:56 +08:00
c9s
b0d4688528
kucoin: implement getEndpoint method
2021-12-23 02:50:56 +08:00
c9s
a4c9aea6c6
kucoin: refactor bullet url code
2021-12-23 02:50:56 +08:00
c9s
6cbccc9a3f
kucoin: add websocket command
2021-12-23 02:50:56 +08:00
c9s
4303342841
kucoin: export ApiClient interface methods
2021-12-23 02:50:56 +08:00
c9s
c390bbc31d
add generated files
2021-12-23 02:50:56 +08:00
c9s
2230b484a8
kucoin: add bullet service
2021-12-23 02:50:56 +08:00
c9s
7f92588883
kucoinapi: refactor api client
2021-12-23 02:50:56 +08:00
c9s
c8dd02335b
kucoin: refactor and clean up
2021-12-23 02:50:56 +08:00
TonyQ
5645161403
exchange/okex: update QueryTickers behaviour
2021-12-23 01:29:43 +08:00
TonyQ
d7ac645253
exchange: update maskkey handling
2021-12-23 01:18:36 +08:00
Yo-An Lin
bcbf7c3f3b
Merge pull request #389 from tony1223/feature/388-bookticker
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exchange/stream : implement booktickerupdate event for ftx and binance
2021-12-22 22:35:52 +08:00
TonyQ
16862e7208
exchange/stream : implement booktickerupdate event for ftx and
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binance
2021-12-22 21:01:11 +08:00
Yo-An Lin
b2ffcb7993
Merge pull request #387 from narumiruna/narumi/rebalance/validate
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strategy: rebalance: validate parameters
2021-12-22 10:52:37 +08:00
なるみ
4a8be9cc1a
Fix log
2021-12-22 02:04:44 +08:00
なるみ
2999e41ef0
Validate config
2021-12-22 01:59:38 +08:00
なるみ
41d4001872
Add log
2021-12-22 01:59:25 +08:00
c9s
388cfe0854
kucoin: fix go 1.17 compatibility issue
2021-12-22 01:45:07 +08:00
c9s
3b5015e1ca
kucoin: integrate list tickers
2021-12-22 01:34:24 +08:00
c9s
0b6e66348e
kucoin: implement query tickers
2021-12-22 01:28:16 +08:00
c9s
c32f3ab2f3
add generate_symbol_map.go generator
2021-12-22 01:28:16 +08:00
c9s
bd5e956892
add kucoin to the exchange factory
2021-12-22 01:28:16 +08:00
c9s
58212290ad
types: update market structure for doc comment
2021-12-22 01:28:16 +08:00
c9s
fce71cb37e
implement QueryAccounts and QueryMarkets
2021-12-22 01:28:16 +08:00
c9s
62fa6dd274
implement get fills request
2021-12-22 01:28:16 +08:00
c9s
bace225470
binance: fix, call set time service only when key and secret is given
2021-12-22 01:27:25 +08:00
c9s
8b93aeeeb2
fix ewma truncation
2021-12-22 00:54:13 +08:00
Yo-An Lin
53f6ea6490
Merge pull request #384 from tony1223/feature/record-account
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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
Yo-An Lin
e0844459b9
Merge pull request #380 from tony1223/bug/kline-scan
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backtest : finetune for kline scan logic to prevent hanging for
2021-12-21 22:47:50 +08:00
TonyQ
740989ca64
exchange/ftx: add more guard condition
2021-12-21 20:46:40 +08:00
TonyQ
f62235b94e
backtest : finetune for kline scan logic to prevent hanging for
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query
2021-12-21 20:44:20 +08:00
Yo-An Lin
1ab20e6397
Merge pull request #381 from narumiruna/maxamount
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strategy: rebalance: adjust quantity by max amount
2021-12-21 20:20:44 +08:00
なるみ
531805a449
Adjust quantity by max amount
2021-12-20 23:46:22 +08:00
Andy Cheng
e4bdb1de06
strategy: allow setting the interval and the window for trigger MA
2021-12-19 18:28:47 +08:00
Andy Cheng
d281182432
strategy: fix support strategy criteria
2021-12-19 17:53:34 +08:00
Yo-An Lin
97f9285449
Merge pull request #376 from tony1223/bug/backtest-fix-auto-sync
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backtest : fix auto sync missing the part from last db kiline to
2021-12-19 14:59:35 +08:00
austin362667
f9cf71cef3
indicator: add kline close volatility
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indicator: add kline close volatility
2021-12-19 14:20:09 +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
なるみ
b144d8e107
feature: add volume weighted moving average indicator
2021-12-17 14:36:39 +08:00
TonyQ
3e45035ab1
database: sqlite3 issue fix
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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
c0b9cc0f0b
exchange: make ftx kline event more reliable
2021-12-15 11:23:07 +08:00
Yo-An Lin
05323f211f
Merge pull request #368 from tony1223/feature/355-update-sync
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backtest : auto sync
2021-12-15 01:39:19 +08:00
TonyQ
16933555b8
backtest : auto sync missing range
2021-12-15 01:26:05 +08:00
austin362667
ccd607ba28
binance: remove unsupported comments
2021-12-15 01:01:05 +08:00
austin362667
7f96fa8dde
binance: add multierr
2021-12-15 01:01:05 +08:00
austin362667
bb592663ab
binance: removed unsupport isolated futures trade
2021-12-15 01:01:05 +08:00
austin362667
a0130affe4
binance: add query orders & trades
2021-12-15 01:01:05 +08:00
TonyQ
20b03fe4a5
exchange: fix ftx for wrong last kline issue
2021-12-15 00:07:54 +08:00
austin362667
839bb6d0e8
binance: remove comments cuz not support isolated futures
2021-12-14 20:41:55 +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
Yo-An Lin
d531e041dd
Merge pull request #357 from narumiruna/rebalance
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feature: add portfolio rebalancing strategy
2021-12-14 12:01:07 +08:00
TonyQ
51e23b6a0c
Merge branch 'main' of github.com:c9s/bbgo into feature/302-record-assets-review
2021-12-14 10:39:51 +08:00
TonyQ
4eb5a099ae
account: add nav_history_details and account_service for #302
2021-12-14 08:09:18 +08:00
なるみ
f320d78f2f
Refactor
2021-12-14 02:18:08 +08:00
austin362667
d3526b2c71
binance: add SubmitFuturesOrder and related conversions
2021-12-13 23:19:14 +08:00
austin362667
36c6d39612
bbgo: add session Futures & types: add FuturesExchange
2021-12-13 23:16:58 +08:00
c9s
74811abb36
okex: rewrite okex api request with requestgen
2021-12-13 14:55:44 +08:00
c9s
e2937acb28
apply requestgen for CancelOrderRequest and CancelAllOrderRequest
2021-12-13 14:55:44 +08:00
なるみ
f494a0f514
Initial commit of rebalance strategy
2021-12-13 05:19:44 +08:00
Yo-An Lin
d847d223e3
Merge pull request #356 from c9s/feature/kucoin
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refactor: apply requestgen
2021-12-13 02:14:05 +08:00
Yo-An Lin
a3215d6f31
Merge pull request #354 from austin362667/order-trade
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binance: parse OrderTrade event stream & add futures client connection
2021-12-13 02:12:19 +08:00
c9s
34c2b342ba
apply requestgen for CancelOrderRequest and CancelAllOrderRequest
2021-12-13 02:08:18 +08:00
c9s
c28833fba0
kucoinapi: use requestgen for list orders request
2021-12-13 01:53:00 +08:00
c9s
97b63f45d5
kucoin: rename receiver to r
2021-12-13 01:14:52 +08:00
c9s
22972953d0
use requestgen to generate the accessor methods
2021-12-13 01:11:15 +08:00
austin362667
04919e0fa4
binance: add futures exchange stream connection
2021-12-12 15:40:03 +08:00
austin362667
8ca60cec10
binance: add user stream event parser & toGlobalType converter
2021-12-12 15:39:06 +08:00
TonyQ
6915a0e573
ftx: update kline event handling for #318
2021-12-12 14:29:48 +08:00
austin362667
a21f3b11ba
types: add PositionMap in std Stream & callbacks
2021-12-12 05:24:39 +08:00
Yo-An Lin
2e7b69320b
Merge pull request #349 from c9s/feature/kucoin
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feature: integrate kucoin api
2021-12-11 23:17:07 +08:00
c9s
de80a14715
kucoin: add cancel order command
2021-12-11 20:07:32 +08:00
c9s
95ecaa7a66
rename orderResponse to apiResponse
2021-12-11 20:02:35 +08:00
c9s
8a00509987
kucoin: check data pointer and return error
2021-12-11 19:44:07 +08:00
c9s
0c854a8a85
kucoin: add place order and list orders command
2021-12-11 19:40:53 +08:00
austin362667
1703fff8b2
types: refactor Position and related files
2021-12-11 19:16:16 +08:00
c9s
a9bc02ef3d
kucoin: implement order placement and cancel api
2021-12-11 18:33:30 +08:00
c9s
4d57967664
kucoin: add orderbook api
2021-12-11 18:33:30 +08:00
c9s
18653aca7e
kucoin: implement all ticker and get ticker api
2021-12-11 18:33:30 +08:00
c9s
50b79cb742
implement ListSymbols api
2021-12-11 18:33:30 +08:00
c9s
be7e9f551a
add GetAccount api
2021-12-11 18:33:30 +08:00
c9s
c8ba3f7c1b
kucoin: add query accounts api
2021-12-11 18:33:30 +08:00
c9s
cd69994647
kucoin: implement api client
2021-12-11 18:33:30 +08:00
Yo-An Lin
0c7bbba675
Merge pull request #346 from tony1223/bug/343-fee_currency_length
2021-12-11 10:57:17 +08:00
Yo-An Lin
3952acaf55
Merge pull request #342 from tony1223/bug/341-windows-issue
2021-12-11 10:47:41 +08:00
TonyQ
25d4b9a0b3
order: add is_futures field for #344
2021-12-11 10:45:21 +08:00
TonyQ
c38564dcc7
compile and update migration package
2021-12-11 10:40:11 +08:00
TonyQ
e5450492bb
telegram: find USERNAME when USER env not found for windows.
2021-12-11 10:30:57 +08:00
Yo-An Lin
9f14d00f3c
Merge pull request #340 from tony1223/feature/336-kline-table
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backtest: add ftx kline table
2021-12-11 02:30:06 +08:00
Yo-An Lin
edcb8a3327
Merge pull request #339 from tony1223/bug/338-refine_client_order_id
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orders: update client_order_id (client_id) column length
2021-12-11 02:29:31 +08:00
TonyQ Wang
776f82fcd5
Merge branch 'main' into feature/336-kline-table
2021-12-11 02:26:01 +08:00
TonyQ
8bb702223a
orders: update client_order_id (client_id) column length for
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#338
2021-12-11 02:23:39 +08:00
TonyQ
0fcc5e5edc
compile and update migration package
2021-12-11 02:19:53 +08:00
Yo-An Lin
0cf72de21d
Merge pull request #335 from tony1223/bug/334-ftx-ratelimit
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ftx : fix #334 rate limit
2021-12-10 23:24:42 +08:00
TonyQ
5259bba5fe
ftx : fix #334 rate limit
2021-12-10 23:08:26 +08:00
c9s
4665ae0e31
remove unused error return value
2021-12-10 15:03:43 +08:00
c9s
fe9b604d79
update ftx market mapping
2021-12-09 15:57:44 +08:00
c9s
06262f0172
check sync from time with start time instead of end time
2021-12-09 15:57:12 +08:00
c9s
61817e1e83
add startPrice and lastPrice in the backtest report
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closes #321
2021-12-09 11:58:19 +08:00
c9s
ca85aa69e6
pull out global premium index type and funding rate type
2021-12-09 00:10:18 +08:00
c9s
71e043e4b2
move convertPremiumIndex to convert.go
2021-12-09 00:08:25 +08:00
c9s
fbae368e6c
make getLaunchDate as a simple function
2021-12-09 00:06:46 +08:00
c9s
078c79d73f
binance: refactor QueryMarkets
2021-12-09 00:05:36 +08:00
c9s
48612e2b13
reformat import lines and add fixme note
2021-12-09 00:01:33 +08:00
c9s
a0f46bf9b8
improve error checking, avoid using panic inside the constructor
2021-12-08 23:30:58 +08:00
c9s
2223ef088c
add ftx, okex to the public exchange factory for backtest
2021-12-08 23:27:01 +08:00
c9s
7b290afc2a
compile and update migration package
2021-12-08 19:57:55 +08:00
c9s
9413e0017d
bump version to v1.20.0
2021-12-08 19:57:55 +08:00
Yo-An Lin
cf0cdf5b83
Merge pull request #320 from c9s/minor/integrate-binance-future-types
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feature: integrate binance future types
2021-12-08 19:55:31 +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
5aa027f883
types: add is_futures field to the global trade
2021-12-08 19:37:27 +08:00
c9s
20e61d5b5c
types: extend order fields for futures
2021-12-08 19:36:57 +08:00
TonyQ
3dff1acd79
finetune ftx for #318
2021-12-08 19:36:37 +08:00
c9s
b71d0f5b6e
bump version to v1.19.4
2021-12-08 17:27:08 +08:00
c9s
d52edce40b
fix markets info cache
2021-12-08 17:26:43 +08:00
c9s
08a264d4eb
add futures exchange check in the markets cache
2021-12-07 21:29:40 +08:00
c9s
245905a25a
remove unnecessary parent node assignment
2021-12-07 21:23:43 +08:00
c9s
f716dd12c0
re-arrange rb node fields for alignment
2021-12-07 21:22:11 +08:00
c9s
fb2204a86d
share one neel object for all rbtree
2021-12-07 21:21:30 +08:00
c9s
aa21ea874a
make rbtree properties in lower case
2021-12-07 21:16:40 +08:00
Yo-An Lin
3fb6d204aa
Fix pointer check
2021-12-07 18:52:24 +08:00
c9s
da8b15d817
bump version to v1.19.3
2021-12-07 16:16:25 +08:00
c9s
5c23dfb14f
bump version to v1.19.3
2021-12-07 16:16:02 +08:00
c9s
a6604174d9
bump version to v1.19.3
2021-12-07 16:15:12 +08:00
c9s
f61f89da65
bump version to v1.19.3
2021-12-07 16:15:00 +08:00
c9s
85b5c760ea
bump version to v1.19.3
2021-12-07 16:14:32 +08:00
c9s
ecd67cf23e
bump version to v1.19.3
2021-12-07 16:14:23 +08:00
c9s
70017101bb
bump version to v1.19.3
2021-12-07 16:12:41 +08:00
c9s
1ff02b08ce
add release note
2021-12-07 16:12:35 +08:00
c9s
ccd9d8c466
improve makefile for version target
2021-12-07 16:10:49 +08:00
c9s
522d1bd8bf
bump version to 1.19.3
2021-12-07 16:03:32 +08:00
c9s
1de4e5ee4c
grid: fix parameter checking for fixed amount
2021-12-07 15:37:37 +08:00
c9s
5ef1ee927b
improve the error message
2021-12-07 15:23:09 +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
132fe893e1
use stderr for verbose log
2021-12-07 14:45:20 +08:00
c9s
ca3f438288
show symbol name in the error message
2021-12-07 14:35:00 +08:00
c9s
ac08e9d3c2
bump version to v1.19.2
2021-12-06 18:34:27 +08:00
c9s
af837ea237
do not omit empty for field feeInUSD
2021-12-06 13:36:38 +08:00
c9s
5d6bd5a964
not to omit empty all fields
2021-12-06 13:34:39 +08:00
c9s
634ce6180b
avoid using panic when order cancel failed
2021-12-06 13:32:08 +08:00
c9s
744af85a94
bump version to v1.19.1
2021-12-06 13:32:08 +08:00
c9s
93761ba5d9
bump version to v1.19.0
2021-12-06 01:51:34 +08:00
c9s
aeeecba8dc
support different time format for backtesting
2021-12-06 01:50:50 +08:00
c9s
0472b7f21e
avoid recording trades in backtest by default
...
introducing a RecordTrades option
2021-12-06 01:42:53 +08:00
c9s
85bb9f214e
grid: disable trade marking
2021-12-06 01:34:08 +08:00
c9s
5929385a2e
bump version to v1.18.5
2021-12-06 01:08:04 +08:00
c9s
474be4e815
support json output for backtesting
2021-12-06 01:05:33 +08:00
c9s
1e151a170a
add JSON method to the pnl report
2021-12-06 00:47:41 +08:00
c9s
0c6055a201
add json tag for AverageCostPnlReport
2021-12-06 00:46:50 +08:00
c9s
3615477d8f
backtest: allocate matching books from the exchange constructor
...
also adds the mutex for trades and closed orders
2021-12-06 00:38:36 +08:00
c9s
3d536efec8
types: extend FuturesSettings fields for isolated margin
2021-12-05 16:47:01 +08:00
c9s
c8ba2e59e3
types: reformat account usd cal expression
2021-12-05 16:28:30 +08:00
c9s
91f26cc501
types: add account types for futures
2021-12-05 16:28:19 +08:00
c9s
0431014867
bump version to v1.18.4
2021-12-05 12:25:06 +08:00
c9s
b301ea549a
adjust default rate to DefaultFeeRate 0.075%
2021-12-05 12:24:51 +08:00
c9s
f692ef2c31
realign account fields
2021-12-05 12:23:27 +08:00
c9s
44d7055809
fix backtest fee rate calculation
2021-12-05 12:10:45 +08:00
c9s
4d7fe7f37d
call matchingBooksMutex when assigning matching book
2021-12-05 12:06:36 +08:00
c9s
dac1967e2f
bump version to v1.18.3
2021-12-05 12:03:53 +08:00
c9s
298e981de0
bump version to v1.18.2
2021-12-05 12:01:37 +08:00
c9s
df683bdf56
use position to calculate the pnl
2021-12-05 02:17:15 +08:00
Yo-An Lin
9d38dc2c87
Merge pull request #297 from tony1223/bug/261-default-notification
...
fix #261 provide default config for notification setting
2021-12-05 01:17:04 +08:00
c9s
35da3ba3a0
check env vars for query related tests
2021-12-05 01:11:47 +08:00
c9s
062f9243c6
max: fix query ticker tests
2021-12-05 01:08:50 +08:00
c9s
715363298f
fix query ticker tests
2021-12-05 00:58:01 +08:00
Yo-An Lin
19548a9449
Merge pull request #296 from tony1223/feature/294-force-backtest
...
add force parameter for backtest
2021-12-05 00:25:23 +08:00
TonyQ
bd325f02a5
add force parameter for backtest
2021-12-04 16:18:51 +00:00
c9s
52218c513f
compile and update migration package
2021-12-04 23:03:35 +08:00
TonyQ
a1b6be3bda
compile and update migration package
2021-12-04 03:06:04 +00:00
TonyQ
30c14a6828
fix #261 provide default config for notification setting
2021-12-04 02:37:21 +00:00
TonyQ
056afb577c
fix generateGridSellOrders with ProfitSpread for begining
2021-11-30 11:55:00 +08:00
c9s
5ed337926d
add mutex lock protection for backtesting
...
solving issue #282
2021-11-30 10:40:28 +08:00
c9s
9a589bf71c
show broadcast enabled
2021-11-25 18:49:29 +08:00
c9s
032b62e4e1
broadcast should also send message to owner
2021-11-25 16:22:20 +08:00
c9s
fc81f7b6cb
add Command function
2021-11-25 11:54:09 +08:00
c9s
6326d52c1b
add /start command
2021-11-25 11:52:14 +08:00
c9s
8acc2cd87f
fix chat nil pointer issue
2021-11-25 11:50:14 +08:00
c9s
4bde40f2db
override binance default http client timeout instead of zero timeout
2021-11-23 10:54:43 +08:00