4013 Commits

Author	SHA1	Message	Date
c9s	0b9320f7dc	interact: fix telegram message length check	2022-09-14 02:56:47 +08:00
c9s	b855267604	bbgo: wrap keyboard removal in defer func	2022-09-14 02:53:32 +08:00
なるみ	7b218e65e2	remove unused field	2022-09-14 02:51:12 +08:00
c9s	1d1ec12417	bbgo: fix telegram message error, there must be one message to send	2022-09-14 02:51:07 +08:00
なるみ	71ae75df73	fixup! get marketcap values from coinmarketcap	2022-09-14 02:47:12 +08:00
なるみ	e7a7e21b68	remove notifiability	2022-09-14 02:46:23 +08:00
なるみ	9b5f204cbe	get marketcap values from coinmarketcap	2022-09-14 02:44:57 +08:00
c9s	b76d779902	types: add BalanceMap_Assets test case	2022-09-14 02:26:06 +08:00
c9s	b4990f173d	xnav: fix negative usd value check	2022-09-14 02:20:54 +08:00
c9s	02dab542c4	bbgo: add USDTTWD price test case	2022-09-14 02:18:39 +08:00
c9s	c9b064f0ac	types: define PriceMap type	2022-09-14 02:18:39 +08:00
c9s	809294b054	bbgo: add test case for calculateNetValueInQuote	2022-09-14 02:18:39 +08:00
c9s	7617679651	pivotshort: add EarlyStopRatio config	2022-09-14 02:18:39 +08:00
c9s	fe9a546c65	pivotshort: improve notification	2022-09-14 02:18:39 +08:00
c9s	f0ea9a357a	pivotshort: add one more kline price compare condition	2022-09-14 02:18:39 +08:00
なるみ	0a07a70415	Merge pull request #943 from narumiruna/fix/marketcap-market-error ... FIX: fix market error	2022-09-13 23:45:41 +08:00
なるみ	9af58b07ec	fix market error	2022-09-13 23:35:29 +08:00
c9s	613b23eab5	pivotshort: add FastWindow parameter	2022-09-13 13:09:11 +08:00
c9s	e171932f07	pivotshort: fix fast high filtering	2022-09-13 11:57:38 +08:00
c9s	8d4eb611f3	bbgo: add more open position doc comments	2022-09-12 23:48:40 +08:00
c9s	68d40de62c	pivotshort/failedbreakhigh: call OpenPosition method	2022-09-12 23:38:27 +08:00
c9s	b22a48cb8a	pivotshort: fix fast low pivot filtering	2022-09-12 23:32:53 +08:00
c9s	ba85e7e5ff	pivotshort: add fastWindow parameter	2022-09-12 23:26:40 +08:00
c9s	776f89b2f2	pivotshort: apply OpenPositionOptions to breakLow	2022-09-12 23:24:37 +08:00
c9s	04f7b96c6a	pivotshort: add fast pivot high filtering	2022-09-12 23:13:31 +08:00
c9s	e23ed8c783	pivotshort: add fastpivot	2022-09-12 23:13:31 +08:00
Yo-An Lin	4b78ba112f	Merge pull request #939 from c9s/fix/rate-limit-adjustment ... binance: add queryTrades rate limiter	2022-09-12 15:11:53 +08:00
c9s	a5ba870cd8	binance: add queryTrades rate limiter	2022-09-12 15:03:01 +08:00
c9s	424a1dec3f	bbgo: add lightweight mode	2022-09-12 14:24:18 +08:00
c9s	f729937527	bump version to v1.40.4	2022-09-12 00:43:53 +08:00
Yo-An Lin	2214920b37	Merge pull request #935 from c9s/fix/open-position ... bbgo: add price check and add max leverage for cross margin	2022-09-12 00:42:12 +08:00
Yo-An Lin	4ea723d1d8	Merge pull request #937 from c9s/feature/telegram-error-log-hook ... notifier: redirect error, panic, fatal error to telegram	2022-09-12 00:39:12 +08:00
Yo-An Lin	8462054d58	Merge pull request #936 from COLDTURNIP/fix/bollmaker_dyn_spread_setting_backward_compatibility ... bollmaker: fix settings overriding	2022-09-12 00:38:58 +08:00
Yo-An Lin	5db41f4be2	Merge pull request #934 from c9s/fix/pnl-position ... pnl: fix nil position point issue	2022-09-12 00:32:17 +08:00
c9s	b8e18dd75c	notifier: redirect error, panic, fatal error to telegram	2022-09-12 00:29:12 +08:00
Raphanus Lo	8286356d3b	bollmaker: fix settings overriding	2022-09-12 00:27:11 +08:00
c9s	20dd37c1e2	slacknotifier: drop unused code	2022-09-12 00:17:00 +08:00
c9s	caf57010a6	bbgo: move up base balance variable	2022-09-12 00:13:49 +08:00
c9s	53c4178ae2	bbgo: fix reverse pair price lookup and add tests	2022-09-12 00:05:22 +08:00
c9s	3b1725014b	bbgo: fix account value calculation for mixed usd fiat	2022-09-11 23:51:24 +08:00
c9s	307c5f2a8d	bbgo: add price check and add max leverage for cross margin	2022-09-11 23:26:48 +08:00
c9s	4617245cbf	pnl: fix nil position point issue	2022-09-11 23:18:54 +08:00
Raphanus Lo	cf16176f5e	bollmaker: fix backward compatibility of dynamic spread settings	2022-09-11 20:58:13 +08:00
c9s	aebc6f7fb8	bump version to v1.40.3	2022-09-11 18:02:42 +08:00
c9s	db94b2690a	bbgo: check base balance only for long position	2022-09-11 17:49:24 +08:00
c9s	7b68e5ee27	bbgo: fix balance lock issue	2022-09-11 17:46:23 +08:00
c9s	a425c940fa	bollmaker: add trendEMA support	2022-09-11 17:28:54 +08:00
c9s	080b4dea95	bollmaker: add doc file for bollmaker	2022-09-11 16:56:05 +08:00
Yo-An Lin	3c4bad6124	Merge pull request #930 from andycheng123/fix/pivotshort-trendema ... Fix: Pivotshort	2022-09-11 16:53:02 +08:00
Yo-An Lin	e0d3a5ec95	Merge pull request #929 from frin1/supertrend-draw-pnl ... feature: strategy/supertrend: draw pnl on	2022-09-11 16:52:46 +08:00
Fredrik	386ab1f6f3	refactor draw on supertrend	2022-09-11 09:48:08 +02:00
Fredrik	3a188aa66a	rename variables	2022-09-11 08:44:59 +02:00
Andy Cheng	df7d768b94	strategy/pivotshort: add trendema test case	2022-09-11 14:42:05 +08:00
c9s	f2e3acf8ec	binance: emit reconnect when received ListenKeyExpired	2022-09-11 14:11:50 +08:00
c9s	ff635195fb	binance: add listenKeyExpired callback	2022-09-11 14:10:30 +08:00
Andy Cheng	98bd6ca1d2	strategy/pivotshort: make strategy controller work	2022-09-11 14:09:46 +08:00
c9s	4890d19ebf	binance: parse listenKeyExpired event	2022-09-11 14:06:55 +08:00
Andy Cheng	f132666738	strategy/pivotshort: fix trendema	2022-09-11 13:56:36 +08:00
Yo-An Lin	42a358fd34	Merge pull request #928 from c9s/refactor/iteract-filter ... refactor: refactor interact strategy filter functions	2022-09-11 12:20:38 +08:00
Fredrik	e02840e08d	Feature: draw pnl	2022-09-11 01:19:23 +02:00
c9s	7b58460d00	bbgo/interact: move strategy filter functions to the bottom	2022-09-11 03:15:11 +08:00
c9s	8961c940b2	bbgo: add two test cases for reflect	2022-09-11 03:13:10 +08:00
Yo-An Lin	d45bc9e509	Merge pull request #927 from c9s/refactor/submit-order ... refactor: simplify submit order	2022-09-11 02:58:47 +08:00
c9s	278aa026f2	bbgo/interact: refactor strategy filter functions	2022-09-11 02:55:58 +08:00
c9s	442ca9287d	bbgo: implement position reset	2022-09-11 02:46:58 +08:00
c9s	3be801ab6b	bbgo/interact: add /resetposition command	2022-09-11 02:41:59 +08:00
c9s	9474c2779c	bbgo: call notify when opening new position	2022-09-11 02:36:45 +08:00
c9s	5c18bc4d41	bbgo: notify closing position	2022-09-11 02:33:32 +08:00
c9s	6c22c3799e	bbgo: Add ClosePosition doc comment	2022-09-11 02:01:48 +08:00
Yo-An Lin	e0228f80f4	Merge pull request #926 from c9s/feature/open-position ... fix: handle created orders before we retry	2022-09-10 13:37:16 +08:00
c9s	c484c1f176	reformat code	2022-09-10 13:31:31 +08:00
c9s	29105eb57f	all: simplify underlying exchange submitOrder method ... - Replace SubmitOrders with SubmitOrder - Accept only one submit order and return one created order - Add bbgo.BatchPlaceOrders helper method and bbgo.BatchRetryPlaceOrders method	2022-09-09 18:41:06 +08:00
Yo-An Lin	e86df62daf	Merge pull request #925 from c9s/feature/open-position ... feature: order executor open position method	2022-09-09 17:58:12 +08:00
c9s	94780b39e6	bbgo: order executor should collect the created orders first before we retry	2022-09-09 17:55:51 +08:00
c9s	5f2254e2cb	bbgo: add description to the open position options	2022-09-09 17:50:21 +08:00
c9s	8dca24e9ee	all: solve cyclic import	2022-09-09 17:40:17 +08:00
c9s	2e95246687	bbgo: add OpenPosition method	2022-09-09 13:57:39 +08:00
c9s	90f3727d68	pivotshort: log submit order error	2022-09-08 23:19:14 +08:00
c9s	edc8c132d5	pivotshort: print stopEMA protection	2022-09-08 23:17:35 +08:00
Yo-An Lin	1c7b40a0be	Merge pull request #922 from c9s/fix/trade-stats-for-live ... fix: types/tradeStats: use last order id to identity consecutive win and loss	2022-09-08 17:30:48 +08:00
c9s	3aebb58091	types/tradeStats: use tester	2022-09-08 16:37:47 +08:00
c9s	3b208ee4ef	types/tradeStats: expose Recalculate trade stats method	2022-09-08 16:29:48 +08:00
c9s	950e998ed1	types/tradeStats: call updates when marshalling	2022-09-08 16:10:18 +08:00
c9s	d12df59c1b	types/tradeStats: use last order id to identity consecutive win and loss	2022-09-08 15:49:23 +08:00
Yo-An Lin	3e07f1fa86	Merge pull request #921 from andycheng123/improve/supertrend-strategy-profit-report ... strategy/supertrend: use ma by day instead of by trade	2022-09-08 12:15:50 +08:00
Andy Cheng	6ca1a80cf9	strategy/supertrend: use ma by day instead of by trade	2022-09-07 18:27:11 +08:00
Zenix	afad9cca47	Merge pull request #910 from zenixls2/feature/ewo_renew ... SerialMarketDataStore, elliottwave renewal	2022-09-07 18:54:01 +09:00
Yo-An Lin	d24b816518	Merge pull request #919 from c9s/fix/trade-stats-for-live ... feature: add fixedpoint.Reducer, Counter and add update stats method on TradeStats	2022-09-07 17:36:49 +08:00
austin362667	46b3fabfe3	strategy: add trend trader ... strategy: add trend treader strategy: add trend treader	2022-09-07 16:11:31 +08:00
austin362667	8b97e4c4e8	audacity: finalize strategy	2022-09-07 16:05:51 +08:00
austin362667	713ead669e	audacity: stddev outlier func & all order change to maker	2022-09-07 16:05:51 +08:00
austin362667	43a3e21a7b	audacitymaker: rename perTrade	2022-09-07 16:05:51 +08:00
austin362667	132f700377	builtib: update strategy registery	2022-09-07 16:05:51 +08:00
austin362667	73a8f3586f	builtib: update strategy list ... builtib: update strategy list	2022-09-07 16:05:51 +08:00
austin362667	1d727345ee	strategy: redesign to audacitymaker	2022-09-07 16:05:51 +08:00
austin362667	833d30ce64	ktrade: add second try	2022-09-07 16:05:51 +08:00
austin362667	6a119bfca0	ktrade: remove ticker	2022-09-07 16:05:51 +08:00
austin362667	a18a06819e	ktrade: error handling ... ktrade: remove error handling ktrade: remove error handling ktrade: remove error handling ktrade: error handling	2022-09-07 16:05:51 +08:00
austin362667	49f7c3de46	ktrade: rounding instead of ceil/floor	2022-09-07 16:05:51 +08:00
austin362667	42d7117464	strategy: add ktrade	2022-09-07 16:05:51 +08:00