2091 Commits

Author	SHA1	Message	Date
c9s	0e5cf5325b	util: improve mask key function and add tests	2022-01-23 02:21:26 +08:00
c9s	c7f15efb23	interact: add Slack interaction	2022-01-23 02:21:26 +08:00
Yo-An Lin	e4b4f69716	Merge pull request #442 from kkc/fix_bollmaker_backtest ... Fix: fallback to memory persistence if redis not found	2022-01-22 00:58:49 +08:00
Kakashi Liu	cd85edd64d	Fix: fallback to memory persistence if redis not found ... resolve #438 Fix bollmaker backtest error	2022-01-22 00:55:03 +08:00
zenix	213ceeda82	fix: #431 for not updating lastPrice if no tade happened	2022-01-21 20:57:55 +09:00
c9s	dc01a23b99	bump version to v1.26.3	2022-01-19 18:34:47 +08:00
c9s	4d921b0b36	kucoin: fix klines ordering	2022-01-19 18:33:54 +08:00
c9s	0b8e5852eb	check persistence error	2022-01-19 18:29:24 +08:00
c9s	9bdc05b69c	strategy/grid: use background context for canceling orders	2022-01-19 18:26:57 +08:00
c9s	9953a30717	xgap: fix subscribe interval	2022-01-19 13:08:50 +08:00
Yo-An Lin	0e0525be99	Merge pull request #418 from austin362667/refactor/futures-account ... binance: add futures exchange api queries	2022-01-17 20:54:49 +08:00
Yo-An Lin	a8c5a80357	Merge pull request #436 from jessy1092/ftx/correct-poll-klines ... ftx: Separate the lastClosed record for different interval	2022-01-17 20:52:39 +08:00
c9s	6db038d85f	bump version to v1.26.1	2022-01-17 20:49:56 +08:00
c9s	5c0e3a1254	bollmaker: add shadow protection config	2022-01-16 04:40:50 +08:00
c9s	a68ad20ddc	bollmaker: add shadow protection	2022-01-16 04:06:19 +08:00
c9s	71e660571d	bbgo: optimize LocalActiveOrderBook for back-testing speed	2022-01-16 01:34:28 +08:00
c9s	1e370ff244	bollmaker: collect trades before we shutdown	2022-01-16 01:27:28 +08:00
c9s	898204f5fa	bollmaker: adjust quantity to met the min notional condition before we submit	2022-01-16 01:15:34 +08:00
c9s	fd4a3bb000	bollmaker: remove unused cancelOrders function	2022-01-16 01:08:50 +08:00
c9s	5d54e6fded	interact: skip total == 0 balance	2022-01-16 01:06:47 +08:00
c9s	d1cfaec7d3	notifier/telegramnotifier: check chats map	2022-01-16 01:00:15 +08:00
c9s	5f4239d108	interact: if messenger is not set, skip starting	2022-01-16 00:58:36 +08:00
c9s	b80f481e7d	interact: fix interact tests for session	2022-01-16 00:50:43 +08:00
c9s	b49fc182dc	fix telegram session persistence	2022-01-16 00:39:24 +08:00
c9s	2088234b44	interact: separate telegram user sessions	2022-01-16 00:25:11 +08:00
austin362667	904e7c03ad	strategy: cleanup funding strategy ... strategy: cleanup funding strategy	2022-01-15 08:28:02 +08:00
austin362667	0ab94e0884	binance: fix err handler	2022-01-15 08:28:02 +08:00
austin362667	91d2312c5c	cache: refactor moving from bbgo to pkg/cache	2022-01-15 08:28:02 +08:00
austin362667	734221028b	binance: fix parse type	2022-01-15 08:28:02 +08:00
austin362667	d0e26c66e4	strategy: add funding strategy	2022-01-15 08:28:02 +08:00
austin362667	f661db56bd	service: handle error	2022-01-15 08:28:02 +08:00
austin362667	9a1d2cba31	binance: add account info in query account	2022-01-15 08:28:02 +08:00
austin362667	32c2f128f5	binance: add TradeFutures	2022-01-15 08:28:02 +08:00
austin362667	8130ef78c1	binance: refactor margin related conversions	2022-01-15 08:28:02 +08:00
austin362667	cd5d8c7a3f	types: modify IsolatedMarginAsset from array to map	2022-01-15 08:28:02 +08:00
austin362667	48d968059c	types: add margin asset map & account info	2022-01-15 08:28:02 +08:00
austin362667	5404bfe7f8	binance: fix futures symbol not found from syncSession ... binance: fix query trades, closed orders futures symbol not found binance: fix futures symbol not found	2022-01-15 08:28:02 +08:00
austin362667	0f0539fe70	binance: add futures exchange queries	2022-01-15 08:28:02 +08:00
austin362667	6071c07073	binance: add futures conversion	2022-01-15 08:28:02 +08:00
austin362667	6ac8b36eca	types: add futures assets	2022-01-15 08:28:02 +08:00
Lee	f6c70bdfcb	ftx: Separate the lastClosed record for different interval	2022-01-15 05:12:45 +08:00
c9s	0e3cc08c94	bump version to v1.26.0	2022-01-15 03:37:06 +08:00
c9s	5f942e85ed	bbgo: show position with plaintext mode instead of string format	2022-01-15 03:13:30 +08:00
c9s	06e7ab8824	interact: fix interact tests	2022-01-15 03:09:42 +08:00
c9s	1c7d4d09cf	interact: add Cycle state builder	2022-01-15 03:06:36 +08:00
c9s	2a6b821908	bbgo: implement /position command	2022-01-15 02:58:55 +08:00
c9s	93722e6db3	implement position closer interaction	2022-01-15 02:52:46 +08:00
c9s	77c2a6e10b	types: fix submit order preview	2022-01-15 02:52:33 +08:00
c9s	140e5638b8	binance: apply order cancel rate limiter	2022-01-15 00:52:54 +08:00
c9s	255ee40c98	bbgo: when calling order cancel we should use background context	2022-01-15 00:49:27 +08:00
c9s	77e92d544a	bbgo: pull out interaction setup	2022-01-15 00:32:21 +08:00
c9s	e385d96709	bbgo: move authToken loader	2022-01-15 00:29:35 +08:00
c9s	3a13025d58	bbgo: change default notification rule -- silent order updates	2022-01-15 00:25:16 +08:00
c9s	d5f3946ada	bbgo: refactor the current auth with interact	2022-01-15 00:18:07 +08:00
c9s	51ecac54e7	bbgo: fix local active book graceful cancel	2022-01-15 00:17:52 +08:00
c9s	41b94c5c7e	interact: refactor telegram interaction	2022-01-14 15:03:19 +08:00
c9s	fdf7ad9648	bbgo: rename auth function for general case	2022-01-14 13:41:43 +08:00
c9s	5bef7d8a1e	interact: use interaction singleton	2022-01-14 13:31:31 +08:00
c9s	0114d92f2f	interact: split interaction files	2022-01-14 13:31:31 +08:00
c9s	97ca304bec	telegramnotifier: add SetOwner method	2022-01-14 13:31:31 +08:00
c9s	dd93ee4fd3	move methods to telegramnotifier	2022-01-14 13:31:31 +08:00
c9s	832faf91f8	interact: add command description	2022-01-14 13:31:31 +08:00
c9s	317d8e9d49	xgap: add minSpread option	2022-01-14 12:49:46 +08:00
Yo-An Lin	e797e597b1	Merge pull request #435 from jessy1092/fix/correct-bollmaker-params ... fix: Correct uptrendSkew and downtrendSkew parameters setting on bollmaker strategy	2022-01-14 12:18:18 +08:00
c9s	eef14fa950	xgap: add jitter	2022-01-14 12:03:29 +08:00
c9s	1f6076ae18	plus a quantity jitter	2022-01-14 11:59:40 +08:00
c9s	42430fde4b	interact: fix interact tests	2022-01-14 02:36:57 +08:00
c9s	17322cbc09	interact: improve authentication process	2022-01-14 02:36:06 +08:00
c9s	62e5706657	interact: improve strict mode authentication	2022-01-14 02:13:59 +08:00
c9s	72a925f659	interact: support authorizer	2022-01-14 01:58:04 +08:00
c9s	086127e8f7	interact: let function evaluator returns state, inject nil if object is not found	2022-01-14 01:01:01 +08:00
c9s	14eea34394	interact: pull out authentication interaction	2022-01-14 00:26:53 +08:00
c9s	91c831140c	interact: fix private command	2022-01-14 00:17:41 +08:00
c9s	a6fb0caff3	interaction: add PrivateCommand	2022-01-13 23:41:22 +08:00
Lee	965fc6989d	fix: Correct uptrendSkew and downtrendSkew parameters setting on bollmaker strategy	2022-01-13 23:06:23 +08:00
c9s	76c64b041f	interact: separate interfaces	2022-01-13 22:24:51 +08:00
c9s	7eba6b20c9	implement the basic flow of interact	2022-01-13 22:15:05 +08:00
c9s	ba4c694179	interact: scan all return values	2022-01-13 11:43:33 +08:00
c9s	087a91aa8a	interact: fix object arg injection	2022-01-13 11:43:33 +08:00
c9s	caa50c3b04	interact: implement parseFuncArgsAndCall with interface injection	2022-01-13 11:43:33 +08:00
c9s	3cc11badac	interact: implement command state machine	2022-01-13 11:43:33 +08:00
c9s	43317bb647	add state and telegram example	2022-01-13 11:43:33 +08:00
c9s	ccaa8c5c86	bbgo: implement parseCommand	2022-01-13 11:43:33 +08:00
c9s	7053802041	basic interaction parser	2022-01-13 11:43:33 +08:00
c9s	7daa82ff9e	bump version to v1.25.4	2022-01-13 11:33:30 +08:00
c9s	dc6d60216b	types: fix order book copy	2022-01-13 11:09:50 +08:00
c9s	98247385f9	xmaker: use GracefulCancel to cancel active orders	2022-01-13 11:01:46 +08:00
c9s	e91dc5a518	types: use mod 3 and mod 7 for test	2022-01-13 10:59:03 +08:00
c9s	e573c18a5c	types: add more detailed rbtree tests	2022-01-13 10:56:57 +08:00
c9s	cb9d9137a6	depth: add details to the depth error message	2022-01-13 00:14:15 +08:00
c9s	8b56c47f65	add doc-comment for PriceHeartBeat	2022-01-13 00:01:20 +08:00
c9s	ec72a922c8	all: add subscribe depth options	2022-01-12 22:27:42 +08:00
c9s	f9e72dc79f	binance: subscribe binance depth10@100ms	2022-01-12 22:17:07 +08:00
c9s	5cc3a88911	xmaker: show order book last update time	2022-01-12 22:11:28 +08:00
c9s	2aeb9e870c	types: add lastUpdateTime field	2022-01-12 22:07:52 +08:00
c9s	915f2c7476	types: add last update time field to orderbook	2022-01-12 22:06:08 +08:00
c9s	09592755cc	cmd: add dump-update option to orderbook cmd	2022-01-12 22:00:29 +08:00
c9s	1a61935850	add depth buffer logs	2022-01-12 21:55:26 +08:00
c9s	8c2228f428	cmd: use time.Local for the local timezone	2022-01-12 15:33:04 +08:00
c9s	b3b1161ecc	depth: add SetUpdateTimeout	2022-01-12 14:49:01 +08:00