Andy Cheng
|
c9ba81fcbb
|
strategy: Update bollmaker to support new strategy controller
|
2022-05-06 16:52:00 +08:00 |
|
Yo-An Lin
|
c3c35c2240
|
Merge pull request #575 from c9s/feature/binance-margin-load-api
feature: binance: add get deposit address request
|
2022-05-06 11:53:50 +08:00 |
|
c9s
|
82c7c024ce
|
bbgo: add persistence Sync api
|
2022-05-05 18:18:38 +08:00 |
|
c9s
|
f3691489dd
|
add state key as the prefix
|
2022-05-05 18:18:38 +08:00 |
|
c9s
|
6635fd749d
|
xmaker: migrate xmaker persistence
|
2022-05-05 15:05:38 +08:00 |
|
c9s
|
10a7928580
|
extract NewProfitStats method
|
2022-05-05 14:48:50 +08:00 |
|
c9s
|
c3db85443e
|
bollmaker: add Deprecated note
|
2022-05-05 14:47:06 +08:00 |
|
c9s
|
3140b7e2ef
|
bollmaker: remove unnecessary log
|
2022-05-05 14:41:11 +08:00 |
|
c9s
|
019e6a2a88
|
improve legacy state handling and move fnv
|
2022-05-05 14:39:29 +08:00 |
|
c9s
|
7378c63cb7
|
cmd: call SaveState and LoadState for normal run
|
2022-05-05 14:28:42 +08:00 |
|
c9s
|
57c43936d6
|
ignore service.ErrPersistenceNotExists error
|
2022-05-05 14:04:44 +08:00 |
|
c9s
|
57a9647401
|
add more test case and simplify return stmt
|
2022-05-05 13:16:46 +08:00 |
|
c9s
|
4cf1f0a91a
|
add func type StructFieldIterator
|
2022-05-05 13:06:02 +08:00 |
|
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
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Fix package name
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2022-03-29 21:51:50 +08:00 |
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なるみ
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18aa60077b
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Make VWAP better
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2022-03-29 17:18:04 +08:00 |
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Andy Cheng
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934e4aa69f
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strategy: fix wrong support condition
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2022-03-29 11:46:01 +08:00 |
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Yo-An Lin
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98d4815d1d
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Merge pull request #500 from narumiruna/rsi
feature: add Relative Strength Index (RSI) indicator
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2022-03-29 11:32:12 +08:00 |
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なるみ
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e92a872059
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Fix test case
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2022-03-29 02:45:33 +08:00 |
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なるみ
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e68d5f0536
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Rename variables
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2022-03-29 02:40:08 +08:00 |
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なるみ
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42d6bf03b5
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Rename functions
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2022-03-29 02:36:34 +08:00 |
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なるみ
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2a6f1f410d
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Simplify
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2022-03-29 02:21:22 +08:00 |
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なるみ
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b074f03507
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Add RSI indicator
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2022-03-29 02:10:35 +08:00 |
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austin362667
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a8484046d3
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bollmaker: add TimeInForce for futures limit order support
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2022-03-28 21:12:45 +08:00 |
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austin362667
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3f3fb1fe35
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binance: fix futures limit maker order type
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2022-03-28 21:12:45 +08:00 |
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c9s
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0511a0fde3
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kucoin: convert limit maker to limit order type with postOnly
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2022-03-28 17:09:00 +08:00 |
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Andy Cheng
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3a6f34330b
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interact: refactor
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2022-03-28 15:16:11 +08:00 |
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Andy Cheng
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63e8850cc3
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interact: separate strategy filtering and button generation
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2022-03-28 12:37:42 +08:00 |
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Andy Cheng
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ee6377ab87
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interact: fix misuse of cycle()
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2022-03-28 11:58:01 +08:00 |
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Yo-An Lin
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1a29bc7362
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Merge pull request #492 from andycheng123/tg-control
feature: strategy controller
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2022-03-26 15:41:59 +08:00 |
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Yo-An Lin
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42a503c0f9
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Merge pull request #494 from zenixls2/feature/ftx_pub_trade
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2022-03-25 18:06:16 +08:00 |
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なるみ
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83e37f52a8
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Rebalance on kline closed
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2022-03-24 12:50:40 +08:00 |
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zenix
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cb66f18b54
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feature: add ftx market trade implementation
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2022-03-23 19:12:49 +09:00 |
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Andy Cheng
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0974b1c7fd
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interact: pull out the interaction related code to the caller
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2022-03-23 12:05:35 +08:00 |
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Andy Cheng
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e122c12eef
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interact: add AddMultipleButtons function
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2022-03-23 12:04:47 +08:00 |
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Yo-An Lin
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ae4a3d81fb
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Merge pull request #489 from zenixls2/feature/market_trade
feature: add market trade subscription in binance
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2022-03-22 20:18:39 +08:00 |
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zenix
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abbe04fae9
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fix: parse market trade as taker trade
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2022-03-22 11:02:14 +09:00 |
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austin362667
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eca112e201
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binance: add submit futures order ReduceOnly
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2022-03-21 17:56:11 +08:00 |
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Andy Cheng
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5eef2a2085
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interact: pull out interface filter as a function
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2022-03-21 17:49:18 +08:00 |
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Andy Cheng
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f4c87e5d75
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interact: refactor strategy controller related interfaces
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2022-03-21 16:19:55 +08:00 |
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Andy Cheng
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fb8b79f38d
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interact: rename GetStrategyStatus() to GetStatus()
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2022-03-21 16:12:23 +08:00 |
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Andy Cheng
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1ca94b9c5b
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type: rename strategy statuses
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2022-03-21 16:06:12 +08:00 |
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Yo-An Lin
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53b1eef4fc
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kucoin: adjust rate limiter
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2022-03-21 15:36:31 +08:00 |
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Andy Cheng
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ffd5c646e9
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interact: refactor interface func name
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2022-03-21 15:08:15 +08:00 |
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Andy Cheng
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962645c2c8
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interact: Pull out EmergencyStop to a single instance
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2022-03-21 15:05:24 +08:00 |
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Andy Cheng
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5f7710103d
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type: add StrategyStatus type
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2022-03-21 15:01:15 +08:00 |
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Andy Cheng
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ce6efd9333
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strategy: add EmergencyStop() to support strategy
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2022-03-21 11:51:12 +08:00 |
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Andy Cheng
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69a02f1664
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interact: add EmergencyStop() to StrategyController interface
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2022-03-21 11:42:54 +08:00 |
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Andy Cheng
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b6aff9674c
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strategy: add StrategyController functions to support strategy
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2022-03-21 10:20:12 +08:00 |
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Andy Cheng
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5de137ced8
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interact: add StrategyController interface to control strategies from telegram bot
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2022-03-18 18:43:07 +08:00 |
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Yo-An Lin
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98b4eea694
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Merge pull request #491 from c9s/fix/kucoin-rate-limiter
fix: kucoin: add trades, orders rate limiter
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2022-03-18 17:49:46 +08:00 |
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c9s
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6c201d1868
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kucoin: adjust rate limit to req/3sec
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2022-03-18 17:43:14 +08:00 |
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c9s
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9757ca290b
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kucoin: add trades, orders rate limiter
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2022-03-18 17:33:10 +08:00 |
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zenix
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efec21ca4b
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feature: add market trade subscription in binance
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2022-03-18 18:30:39 +09:00 |
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c9s
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f85db9be61
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improve asset summary layout and format
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2022-03-18 17:13:37 +08:00 |
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c9s
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3944e0b6c0
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fix query test
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2022-03-18 15:00:33 +08:00 |
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c9s
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43985499be
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service: reorder trade query
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2022-03-18 14:04:01 +08:00 |
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c9s
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79bfdbf9b6
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compile and update migration package
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2022-03-18 14:04:01 +08:00 |
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zenix
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84dbae1592
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add readme content about testnet, fix code syntax
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2022-03-18 14:17:06 +09:00 |
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zenix
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9cf835728c
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fix: don't sync on reward/withdraw/deposit records when using testnet
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2022-03-18 14:04:56 +09:00 |
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zenix
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36a746d415
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add binance paper trade endpoint
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2022-03-18 14:04:56 +09:00 |
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Yo-An Lin
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bc0429c0fd
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Merge pull request #484 from ankion/fix_backtest_orderbook
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2022-03-17 00:50:07 +08:00 |
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Yo-An Lin
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fae4f181b5
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Merge pull request #485 from zenixls2/feature/backtest_sig
feature: add CancelOrders and CancelOrdersTo to executor
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2022-03-16 21:22:32 +08:00 |
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zenix
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77a88aabe4
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feature: add CancelOrders and CancelOrdersTo to executor
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2022-03-16 21:38:09 +09:00 |
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ankion
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ccb7fe39fa
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backtest: fix order cancel fail when run order cancel on the filled event.
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2022-03-16 15:01:19 +08:00 |
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c9s
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ed94b8a8d8
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remove config flag constraint
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2022-03-16 13:52:46 +08:00 |
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c9s
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553fe3abf9
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remove config flag constrant
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2022-03-16 13:51:31 +08:00 |
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c9s
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334e3a3940
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fix build cmd --config option
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2022-03-16 12:26:27 +08:00 |
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Yo-An Lin
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a4d5bf85d3
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Merge pull request #468 from narumiruna/grpc-python-client
grpc: python client
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2022-03-15 22:01:14 +08:00 |
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Yo-An Lin
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00b8f7d6b7
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Merge pull request #479 from andycheng123/position-closer
strategy: add PositionCloser function for support strategy
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2022-03-15 21:59:21 +08:00 |
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Yo-An Lin
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2aa3e4d51c
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Merge pull request #480 from zenixls2/fix/flashcrash
fix: submit order on userDataStream == nil
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2022-03-15 21:55:52 +08:00 |
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