3263 Commits

Author	SHA1	Message	Date
c9s	0164cd1c72	fix reflect.Elem call	2022-06-13 11:05:00 +08:00
c9s	35d04bd31f	remove kline debug log	2022-06-13 10:38:15 +08:00
c9s	e8d25538f6	fix filterSimpleArgs for notification format	2022-06-13 10:37:39 +08:00
c9s	28666d4e98	fix profit pointer check	2022-06-13 10:33:28 +08:00
zenix	a65374d686	fix: fixedpoint percentage bound check	2022-06-13 11:05:55 +09:00
Yo-An Lin	77e8af2ae6	Merge pull request #710 from c9s/strategy/pivot ... strategy: pivot: add bounce short	2022-06-12 12:12:04 +08:00
c9s	69fc6ca252	backtest: add fee token support	2022-06-12 03:55:02 +08:00
c9s	2e8f9c3ad8	backtest: fix fee calculation	2022-06-12 03:45:47 +08:00
c9s	ce70bbbc4a	account: check if balance exists	2022-06-12 03:45:28 +08:00
c9s	5949c7587e	make bounce short optional	2022-06-11 16:41:56 +08:00
c9s	3d0c0717ba	pivotshort: fix bounce short	2022-06-11 16:33:21 +08:00
c9s	ec68dc2f40	reimplement placeBounceSellOrders	2022-06-11 00:26:44 +08:00
Yo-An Lin	2bab2103e8	Merge pull request #703 from c9s/fix/sync-goroutine-leak ... fix: syncing goroutine leak	2022-06-10 16:47:02 +08:00
c9s	46450c0122	pivotshort: rename pivotLength to window and update indicator manually	2022-06-10 15:34:57 +08:00
c9s	91b9605884	pivotshort: manually update pivot indicator	2022-06-10 15:18:12 +08:00
c9s	fba0a20cda	fix pivot indicator: filter out zero lows and highs	2022-06-10 15:17:06 +08:00
zenix	1e67acd77a	fix: set buffer period to allow buffer to get fully appended before the estimation in buffer_test	2022-06-10 15:24:13 +09:00
zenix	f1e24bf43b	feature: add codecoverage and add race detection in go test, fix: fix race conditions	2022-06-10 14:01:14 +09:00
ycdesu	9a71c9a5eb	web: pass root ctx into setup func	2022-06-10 12:19:38 +08:00
ycdesu	1dbd5dbd94	sync: only sync when previous operation is done	2022-06-10 12:16:58 +08:00
c9s	a9d2a9e57a	pivotshort: add breakLow.bounceRatio option	2022-06-10 11:36:04 +08:00
c9s	0921f038a6	bump version to v1.33.3	2022-06-10 02:52:54 +08:00
c9s	9ffefbab03	adjust CancelOrderWaitTime back to 20ms	2022-06-10 02:51:20 +08:00
c9s	470e003867	max: fix max v3 order cancel	2022-06-10 02:50:39 +08:00
Yo-An Lin	aeae2d58c9	Merge pull request #699 from c9s/strategy/pivot ... pivotshort: add roiMinTakeProfitPercentage option and cumulatedVolume…	2022-06-10 02:47:13 +08:00
c9s	35a58268cf	pivotshort: add roiMinTakeProfitPercentage option and cumulatedVolume option	2022-06-10 02:39:14 +08:00
Yo-An Lin	449186f460	Merge pull request #697 from andycheng123/fix/supertrend ... strategy: remove redundant code	2022-06-10 01:29:45 +08:00
c9s	e575236db8	pivotshort: adjust shadow ratio calculation	2022-06-10 01:21:59 +08:00
c9s	260857b5b1	pivotshort: add TradeStats	2022-06-10 00:49:32 +08:00
c9s	b79e4f2fb8	fixedpoint: add marshalYAML interface support	2022-06-10 00:42:48 +08:00
c9s	a8134561f5	pivotshort: add stopEMA	2022-06-09 18:16:32 +08:00
c9s	aa2ba265f1	pivotshort: refactor and add more fix	2022-06-09 17:36:22 +08:00
Andy Cheng	2e3badc0da	strategy: remove redundant code	2022-06-09 16:37:19 +08:00
c9s	4f9ac6f3fb	pivotshort: move notification message to make log clean	2022-06-09 15:50:43 +08:00
c9s	e117cc4157	optimize single symbol query for kline query	2022-06-09 15:50:23 +08:00
c9s	77eb5da7b7	clean up type conversion	2022-06-09 15:50:06 +08:00
c9s	f8dbd26736	move cpu profile option to global cmd	2022-06-09 15:49:52 +08:00
c9s	8d3f487d0d	reduce order cancel wait time to 10ms	2022-06-09 15:49:34 +08:00
c9s	b731405658	add fixedpoint.Value to simple types	2022-06-09 15:49:13 +08:00
c9s	5a809f60e0	pivotshort: fix order cancel step	2022-06-09 13:26:30 +08:00
c9s	4b08e93758	rename st = store	2022-06-09 12:34:23 +08:00
c9s	fc0457cefe	fix notify args filtering	2022-06-09 12:34:23 +08:00
c9s	e17535e651	pivotshort: fix position close bugs	2022-06-09 12:34:23 +08:00
c9s	1bfc125a52	gracefully cancel order before closing position	2022-06-09 12:34:23 +08:00
c9s	1d8cd2d604	improve kline matching error	2022-06-09 12:34:22 +08:00
c9s	77b704b6ec	move some methods back for refactoring	2022-06-09 12:34:22 +08:00
austin362667	3c40f9e90e	pivotshort: improve market sell when breaks previous pivot low only ... pivotshort: improve market sell when breaks previous pivot low only	2022-06-09 12:34:22 +08:00
c9s	9065b5bae7	bump version to v1.33.2	2022-06-08 23:17:11 +08:00
Yo-An Lin	60af0b08e3	Merge pull request #693 from c9s/fix/binance-deposit-history-sync ... fix: fix and rewrite binance deposit history sync	2022-06-08 19:16:10 +08:00
c9s	c16fe8188a	fix: calcualte fee in quote only when fee is not zero	2022-06-08 18:09:17 +08:00
c9s	83d7aab4d4	fix trade format alignment	2022-06-08 18:06:49 +08:00
c9s	f1cce3e123	clean up	2022-06-08 17:33:52 +08:00
c9s	f3a7428b48	add stringer method for deposit struct	2022-06-08 17:32:42 +08:00
c9s	6d78b05b41	rewrite deposit sync service	2022-06-08 15:49:44 +08:00
c9s	5f075af24f	batch: add DepositBatchQuery	2022-06-08 15:49:44 +08:00
c9s	c4c8bca72f	binance: re-implement deposit history query	2022-06-08 15:49:44 +08:00
c9s	854661bc71	backtest: move info log suppress after sync	2022-06-08 15:15:57 +08:00
c9s	99bf914415	add warning logs to pnl cmd	2022-06-08 15:10:43 +08:00
c9s	8c6331073d	cmd: fix pnl cmd	2022-06-08 15:10:43 +08:00
c9s	e023d0be5b	service: rewrite kline sync check	2022-06-08 15:10:43 +08:00
c9s	1f927d5162	use the same time object for 'now'	2022-06-08 14:37:03 +08:00
c9s	09912b3fc3	environment: avoid setting UTC on time object	2022-06-08 14:36:26 +08:00
c9s	14ffa0fe2f	bump version to v1.33.1	2022-06-08 13:15:52 +08:00
Yo-An Lin	4fdee25a96	Merge pull request #691 from c9s/fix/sync-time ... fix: fix sync since time field check	2022-06-08 13:04:39 +08:00
c9s	fb5fc02bdf	fix since time field check	2022-06-08 12:54:48 +08:00
Yo-An Lin	047fad8d5b	Merge pull request #689 from c9s/fix/sqlite-gid-insert ... fix: fix reflect insert (remove gid field)	2022-06-08 12:18:23 +08:00
c9s	e7dfd4a654	fix reflect insert (remove gid field)	2022-06-08 12:08:04 +08:00
zenix	7a045a48d4	fix: drift window in factorzoo, order_execution print order, refactor: use defer to mu.Unlock in depth/buffer.go	2022-06-08 12:14:53 +09:00
zenix	8361689974	fix: check for div zero in drift indicator	2022-06-08 11:07:26 +09:00
zenix	9dd8dbbede	feature: add drift indicator, split heikinashi's Queue	2022-06-08 01:21:18 +08:00
c9s	792e67e982	bump version to v1.33.0	2022-06-07 22:34:16 +08:00
c9s	e92e0f04f3	bump version to v1.33.0	2022-06-07 22:31:08 +08:00
c9s	ea2ba5d11e	bump version to v1.33.0	2022-06-07 22:24:47 +08:00
c9s	7f07852086	fix filled market order update event duplicated trigger	2022-06-07 20:27:11 +08:00
c9s	fc8d3ea59f	register dca strategy to builtin	2022-06-07 20:26:56 +08:00
c9s	9a29843477	add dca strategy	2022-06-07 20:26:44 +08:00
c9s	dc0cb30b23	fix order submit message format	2022-06-07 20:26:33 +08:00
c9s	7e92e6592a	backtest: add test case for testing order update callbacks	2022-06-07 19:36:55 +08:00
Andy Cheng	9836fbbf82	strategy: rebase	2022-06-07 16:49:43 +08:00
Andy Cheng	39615c8981	indicator: get supertrend signal	2022-06-07 16:44:15 +08:00
Andy Cheng	14e70007d9	indicator: supertrend	2022-06-07 16:44:15 +08:00
Andy Cheng	34465fac89	Merge pull request #653 from andycheng123/strategy/supertrend ... strategy: add supertrend strategy	2022-06-07 16:25:49 +08:00
Andy Cheng	ee26d6ce34	strategy: Persistence.Sync() after position change	2022-06-07 16:04:40 +08:00
Yo-An Lin	037f2949bd	Merge pull request #678 from andycheng123/fix/interact ... interact: fix missing make()	2022-06-07 12:31:53 +08:00
c9s	32837d85a0	fix fmaker	2022-06-07 12:31:06 +08:00
c9s	46a008bea5	move batch insert back	2022-06-07 12:28:11 +08:00
Yo-An Lin	16e9535b8c	Merge pull request #638 from austin362667/strategy/f1 ... strategy: add fmaker	2022-06-07 12:24:26 +08:00
Andy Cheng	57aab937b3	interact: update test	2022-06-07 10:45:55 +08:00
Andy Cheng	9a086d2855	interact: use instance ID as signature	2022-06-07 10:40:15 +08:00
c9s	a4807d6594	fix tests	2022-06-07 01:21:27 +08:00
c9s	d7f9742360	binance: revert the start time filtering	2022-06-07 00:50:07 +08:00
c9s	53e74b6262	fix timezone issue for sqlite and mysql	2022-06-07 00:48:13 +08:00
c9s	b32b852303	service: fix FindMissingTimeRanges until check	2022-06-06 18:15:36 +08:00
zenix	c7eb065995	fix: close / rollback queries/transactions on error	2022-06-06 18:57:24 +09:00
Andy Cheng	58ec38d811	interact: update interact test	2022-06-06 17:43:25 +08:00
Andy Cheng	8410b1cc33	interact: update interact test	2022-06-06 17:34:39 +08:00
c9s	022775d0a2	service: use batch insert for kline	2022-06-06 17:21:31 +08:00
Andy Cheng	1f79e236ad	interact: revert to id = strategy.ID()	2022-06-06 16:20:06 +08:00
Andy Cheng	3d9994706b	interact: fix missing make()	2022-06-06 15:36:09 +08:00
c9s	dae4afec10	fix verify() time range	2022-06-06 14:58:26 +08:00
c9s	da6a209fd7	service: set PRAGMA for sqlite3	2022-06-06 14:53:37 +08:00
c9s	a6d18a87f5	fix: batch query exit issue ... - remove errC case (this channel is closed earlier) - add empty data range test case for finding missing time range	2022-06-06 13:25:11 +08:00
c9s	e1225d4127	add log insert option for sync	2022-06-06 12:24:18 +08:00
c9s	74f7e4181a	service: improve missing time range log	2022-06-06 12:15:06 +08:00
c9s	0a6deed305	service: fix QueryExistingDataRange	2022-06-06 11:46:18 +08:00
c9s	625bd0c5e4	fix order executor formatting	2022-06-06 07:23:16 +08:00
c9s	b209d94a9c	rename active order book constructor function	2022-06-06 06:57:25 +08:00
c9s	4dafa32e97	strategy: should always handle trade even if the strategy status is not running	2022-06-06 06:56:44 +08:00
c9s	2474aa777d	optimizer: fix parameter copy	2022-06-06 06:49:08 +08:00
c9s	43c2819d01	optimizer: copy param slice	2022-06-06 06:39:27 +08:00
c9s	0f6989af8b	service: avoid storing nil pointer to redis	2022-06-06 06:32:34 +08:00
c9s	a2cfea8acb	service: add stringer to TimeRange	2022-06-06 06:27:45 +08:00
c9s	be644bb91f	fix s.SyncKLineByInterval call	2022-06-06 06:24:25 +08:00
c9s	cb4c879942	backtest: copy the order object for updating status	2022-06-06 06:24:25 +08:00
c9s	f65b343ea6	service: clean up Verify method signature	2022-06-06 06:24:25 +08:00
c9s	41191c4db5	service: rewrite backtest verify	2022-06-06 06:24:24 +08:00
c9s	80d9c8a3be	update activeorderbook callback file	2022-06-06 06:03:49 +08:00
c9s	3786fc64f1	rename LocalActiveOrderBook to just ActiveOrderBook	2022-06-06 05:43:38 +08:00
c9s	1e27caa5e2	flashcrash: update local active book usage	2022-06-05 21:45:43 +08:00
c9s	1d340256ea	fix and simplify LocalActiveOrderBook	2022-06-05 18:12:26 +08:00
ankion	53f3df5ccf	futures position no need to deduct fees	2022-06-05 16:33:08 +08:00
ankion	d90cf43d5a	fix futures QuoteQuantity incorrect.	2022-06-05 16:33:08 +08:00
c9s	016ddfd8cd	pivotshort: also check isClosed	2022-06-05 13:14:17 +08:00
c9s	f883d42c58	pivotshort: avoid market sell again if position is already opened	2022-06-05 13:13:23 +08:00
c9s	629ae39095	fix var comparison	2022-06-05 13:09:32 +08:00
c9s	defff9b01d	pivotshort: add new found return value	2022-06-05 13:04:48 +08:00
c9s	f39ba4854d	pivotshort: add notify	2022-06-05 12:58:12 +08:00
c9s	74ee92832b	pivotshort: rename pivotBuffer to pivotLowPrices	2022-06-05 12:56:40 +08:00
c9s	32f324761e	pivotshort: market sell to open short	2022-06-05 12:55:36 +08:00
c9s	4bd322feb4	pivotshort: use notify and always collect trades	2022-06-05 12:51:45 +08:00
c9s	e7078edacd	pivotshort: add kline event handler and a todo	2022-06-05 12:48:54 +08:00
c9s	b20e1335c2	pivotshort: pull out market sell to a single method	2022-06-05 12:47:15 +08:00
c9s	f0578c5fa2	pivotshort: rename place order method	2022-06-05 12:40:41 +08:00
c9s	46b766857a	pivotshort: always collect trades after submitting orders	2022-06-05 12:40:08 +08:00
c9s	b9c32c7f7e	pivotshort: numLayers should be int	2022-06-05 12:37:35 +08:00
c9s	4b582830f0	remove timepoint map	2022-06-05 01:57:40 +08:00
c9s	c20e3fee4b	fix persistence unmarshalling issue	2022-06-05 01:48:56 +08:00
c9s	221a2d9dc7	fix persistence: calling type method on z zero value	2022-06-05 01:09:31 +08:00
c9s	39fcf1a51b	refactor sync command and add integration tests	2022-06-05 01:01:59 +08:00
c9s	425f8674d2	service: add kline partial sync	2022-06-04 19:15:11 +08:00
c9s	bf4d8d345e	service/backtest: implement backfill and time range scanner	2022-06-04 11:47:55 +08:00
c9s	9083881442	refactor exchange factory and solve the incorrect pkg import dependency from ftx	2022-06-04 11:47:55 +08:00
austin362667	9b8239abba	pivotshort: add symbol name	2022-06-04 02:31:04 +08:00
austin362667	fcdc26e188	pivotshort: add init place order	2022-06-04 02:31:04 +08:00
c9s	6ceb54679a	add websocket log prefix	2022-06-04 00:39:24 +08:00
austin362667	5ca651a9b4	pivotshort: clean up field name	2022-06-03 23:28:48 +08:00
austin362667	af2d88d9a3	pivotshort: add immediate market sell	2022-06-03 23:23:26 +08:00
austin362667	9dab39849b	pivotshort: clean up	2022-06-03 16:38:06 +08:00
austin362667	30be15dd34	pivotshort: add repay margin side effect	2022-06-03 15:48:49 +08:00
austin362667	2aac5bb273	pivotshort: improve post order & add margin	2022-06-03 15:48:49 +08:00
c9s	6936503cde	bollmaker: fix profit stats notification	2022-06-03 14:46:45 +08:00
c9s	3428aeba03	apply default exchange fee rate ... fixes #566	2022-06-03 03:24:34 +08:00
c9s	4fc0687cf9	bollmaker: remove debug code	2022-06-03 03:14:19 +08:00
c9s	68d6e9e850	service: fix state loading (use correct ID method)	2022-06-03 03:10:50 +08:00
c9s	f7cdaff925	persistence: add store and load test case	2022-06-03 02:49:16 +08:00
c9s	7fce6a0fca	bollmaker: call persistence.Sync when position is changed	2022-06-03 02:44:00 +08:00
c9s	50d7d235a4	bollmaker: pull out functions	2022-06-03 02:44:00 +08:00
c9s	1a85299204	bollmaker: make detectPriceTrend simple function	2022-06-03 02:44:00 +08:00
Yo-An Lin	89c2e7de1e	Merge pull request #663 from c9s/fix/persistence-snapshot ... test: add more test on Test_loadPersistenceFields	2022-06-03 02:09:52 +08:00
c9s	75bd5ffe32	ftx: fix kline time range check	2022-06-03 02:05:06 +08:00
c9s	55e9c7ee25	add more test on Test_loadPersistenceFields	2022-06-03 01:57:39 +08:00
c9s	0b6f7270ff	fix: drop IsZero	2022-06-03 01:15:08 +08:00
c9s	b1419a6f8b	ftx: add balance poller	2022-06-02 22:01:03 +08:00
c9s	3eb3a1f367	fix: ftx: add limit to ftx kline query	2022-06-02 21:51:22 +08:00
c9s	a7bd9239f2	fix: pull out time.now variable	2022-06-02 21:27:28 +08:00
c9s	32095e2741	fix: call abs on base for IsDust method	2022-06-02 21:06:52 +08:00
c9s	d27fee57ad	fix: do not load all trades into memory	2022-06-02 20:02:32 +08:00
c9s	d7c8b0b127	autoborrow: render balance map as SlackAttachment	2022-06-02 19:50:39 +08:00
Yo-An Lin	69c58ee38f	Merge pull request #656 from c9s/refactor/sync ... refactor: drop unused function	2022-06-02 19:28:44 +08:00
c9s	5277098f70	add api .UnrealizedProfit and .IsDust method on Position	2022-06-02 18:05:35 +08:00
c9s	6a25f30b39	add IsLong and IsShort method on Position	2022-06-02 17:58:18 +08:00
c9s	e2f339e641	bollmaker: fix short position order	2022-06-02 17:55:14 +08:00
c9s	a2c7ebe90c	drop unused function	2022-06-02 17:24:54 +08:00
c9s	16322e19fe	service: set kline time to UTC	2022-06-02 16:53:17 +08:00
c9s	824951c3d5	batch: add remote query profiler	2022-06-02 16:52:34 +08:00
c9s	02a8bf4c8c	remove general rate limiter from batch query since it's already handled in the exchange	2022-06-02 16:52:33 +08:00
c9s	a878f35ca1	improve and fix kline sync	2022-06-02 16:52:33 +08:00
zenix	5faab1d55c	fix: change from local timezone to UTC when do syncing	2022-06-02 17:12:17 +09:00
Yo-An Lin	38a6d8c813	Merge pull request #652 from c9s/refactor/sync ... refactor/fix: withdraw sync	2022-06-02 14:03:54 +08:00
c9s	5d98674ab5	fix withdraw sync and improve withdraw string format	2022-06-02 13:56:24 +08:00
c9s	813166dd92	add TestWithdrawBatchQuery test	2022-06-02 13:56:24 +08:00
c9s	b36be80fd7	implement withdraw batch query	2022-06-02 13:56:23 +08:00
c9s	e11e0c97b8	types: update SupportedExchanges slice with correct types	2022-06-02 13:56:23 +08:00
c9s	c4f8b11f98	types: fix const type declaration	2022-06-02 13:56:23 +08:00
Andy Cheng	bf385899b9	strategy: use private for non-exported fields and functions	2022-06-02 13:47:16 +08:00
c9s	5527b3c48a	rename Withdrawal to Withdraw since it's a noun	2022-06-02 11:42:03 +08:00
c9s	c0f5c1963e	refactor and clean up withdraw history query method	2022-06-02 11:40:05 +08:00
c9s	e5ca6504f5	binance: add get_withdraw_history_request	2022-06-02 11:32:21 +08:00
Yo-An Lin	47098b08dd	Merge pull request #650 from austin362667/fix/persistence ... Fix: Persistence Reflect IsZero	2022-06-02 02:32:36 +08:00
c9s	165b4fdb20	binance: remove loop from the withdraw history api	2022-06-02 02:31:46 +08:00
c9s	35ac5e1671	service/order: remove unused queryLast method	2022-06-02 02:13:42 +08:00
c9s	d6f144069d	service: refactor closed order sync method	2022-06-02 02:12:38 +08:00
c9s	f87a0ab316	autoborrow: add json tags	2022-06-02 01:53:22 +08:00
c9s	34e1b642d1	autoborrow: add exchange name to the margin action struct	2022-06-02 01:51:03 +08:00
c9s	4f842c521a	fix log message	2022-06-02 01:47:55 +08:00
c9s	8aec251a62	max: fix v3 loan/repay api path	2022-06-02 01:41:41 +08:00
c9s	ae8625da31	max: net asset should substract debt	2022-06-02 01:34:14 +08:00
c9s	92882f68f4	max: add borrow and repay todo	2022-06-02 01:28:33 +08:00
c9s	78f9c7d569	improve autoborrow checks	2022-06-02 01:27:04 +08:00
austin362667	f9bb2ae149	bbgo: fix persistence reflect IsZero check	2022-06-01 21:57:35 +08:00
c9s	4e666dee98	max: implement margin borrow and repay service on max	2022-06-01 20:44:24 +08:00
c9s	01822eee28	max: use v3 order api to submit orders	2022-06-01 20:34:20 +08:00
Yo-An Lin	b19ae857d3	Merge pull request #649 from c9s/feature/binance-margin-history ... fix: max: fix QueryAccount for margin wallet	2022-06-01 19:58:54 +08:00
c9s	50accc5a2c	max: fix QueryAccount for margin	2022-06-01 19:56:10 +08:00
Yo-An Lin	bef73cf880	Merge pull request #648 from c9s/feature/binance-margin-history ... feature: binance margin history sync support	2022-06-01 19:43:07 +08:00
c9s	b070952b32	service/sync: rewrite trade sync with syncTask	2022-06-01 19:40:30 +08:00
c9s	415450acb7	service/sync: add onLoad event support	2022-06-01 19:40:29 +08:00
c9s	fb63346732	service/reflect: add more debug logs	2022-06-01 19:40:29 +08:00
c9s	dfe29e07e7	service/margin: fix query ordering	2022-06-01 19:40:29 +08:00
c9s	991d13cb32	cmd/sync: support multiple session names	2022-06-01 19:40:29 +08:00
c9s	1a85e62993	service: integrate margin service into the sync service	2022-06-01 19:40:29 +08:00
c9s	5bb98734fb	batch: set jump if empty field	2022-06-01 19:40:29 +08:00
c9s	484fc62892	batch: set jump if empty field	2022-06-01 19:40:29 +08:00
c9s	118dc07e10	service: fix reflect rows scan	2022-06-01 19:40:29 +08:00
c9s	5a4a2db66f	service: add time function	2022-06-01 19:40:29 +08:00
c9s	5eaa4706f0	binance: set exchange field for margin records	2022-06-01 19:40:29 +08:00
c9s	63ad635f62	cmd: rewrite sync command	2022-06-01 19:40:29 +08:00
c9s	cf19ed6f26	refactor environment sync method	2022-06-01 19:40:29 +08:00
c9s	f4e7f4f6f6	add margin history entry in config	2022-06-01 19:40:29 +08:00
c9s	bdc76e8db6	types: add gid field	2022-06-01 19:40:29 +08:00
c9s	279e4d8682	service: refactor sync task	2022-06-01 12:02:15 +08:00
Andy Cheng	205921ea42	strategy: remove HasTradableBase()	2022-06-01 10:54:13 +08:00
Andy Cheng	cd96c01131	strategy: use Market.IsDustQuantity instead	2022-06-01 10:51:57 +08:00
Andy Cheng	237d1205e8	strategy: check update balance response in calculateQuantity	2022-06-01 10:26:04 +08:00
Yo-An Lin	a56bec9dc9	Merge pull request #644 from c9s/feature/binance-margin-history ... feature: sync binance margin history into db	2022-05-31 17:48:12 +08:00
c9s	f116b7b2d0	service: add margin liqudiation sync task	2022-05-31 17:43:17 +08:00
c9s	bf92e28461	service: implement margin service for syncing margin related data	2022-05-31 17:43:17 +08:00
c9s	7601f08786	compile and update migration package	2022-05-31 17:32:55 +08:00
c9s	79fbad1266	migrations: add margin_liquidations table	2022-05-31 17:31:15 +08:00
Andy Cheng	6285e145a7	strategy: margin side effect	2022-05-31 15:46:55 +08:00
zenix	a2a186cfbb	feature: add emv indicator, fix: sma	2022-05-31 16:28:38 +09:00
Andy Cheng	3421423cd6	strategy: update balance for exchanges like FTX	2022-05-31 14:30:37 +08:00
Andy Cheng	a5124c743f	strategy: supertrend strategy TP/SL	2022-05-31 12:53:14 +08:00
c9s	c3f2c9eb4a	batch: add margin loan/repay/interest batch query	2022-05-31 01:19:38 +08:00
c9s	e66eb08db4	batch: refactor batch query	2022-05-31 00:59:33 +08:00
c9s	7add014a2b	service: use upper case sql keywords	2022-05-30 18:11:17 +08:00
c9s	f29e8bd6d2	service: use reflect to generate insert sql	2022-05-30 18:08:54 +08:00
c9s	2dc825f654	types: add db tag	2022-05-30 18:08:54 +08:00
c9s	d72b56f51f	binance: refine liquidation history api	2022-05-30 18:08:54 +08:00
Andy Cheng	d72a4e8e94	strategy: supertrend strategy config example	2022-05-30 16:48:07 +08:00
Andy Cheng	756284378b	strategy: supertrend strategy control	2022-05-30 16:35:10 +08:00
Andy Cheng	44469ed3aa	strategy: supertrend position control	2022-05-30 16:26:17 +08:00
Andy Cheng	07fe68d740	strategy: Validate()	2022-05-30 16:22:13 +08:00
Andy Cheng	0e1e5369f2	strategy: leverage parameter	2022-05-30 16:07:36 +08:00
Andy Cheng	1d24379c17	strategy: refactor supertrend sconfig	2022-05-30 14:52:51 +08:00
Zenix	8652b4e043	Merge pull request #633 from zenixls2/fix/ewo_entry ... Fix/ewo entry, backtest	2022-05-30 15:47:46 +09:00
zenix	e3a8ef4e69	fix: statistics on entry/exit on signal changes, fix position check	2022-05-30 12:45:52 +09:00
austin362667	c904f9f0f7	strategy: add fmaker ... fmaker: cleanup	2022-05-29 21:39:11 +08:00
c9s	61a53947ee	binance: re-organize convert functions	2022-05-29 12:03:21 +08:00
c9s	11075b0d1a	cmd: add marginInterestsCmd	2022-05-29 12:01:20 +08:00