Commit Graph

1654 Commits

Author SHA1 Message Date
Larry850806
689734567a Remove unused conditions when generating orders 2021-03-03 14:55:11 +08:00
Larry850806
a77bd1d74c Remove unused symbols in backtest 2021-03-03 14:43:49 +08:00
YC
a685d9a57d Merge pull request #142 from c9s/minor/ftx/unmarshal-at-same-time 2021-03-03 10:45:55 +08:00
ycdesu
e34f68ab90 ftx: unmarshal all fields at the same time 2021-03-03 10:31:46 +08:00
Yo-An Lin
009dafd176 Merge pull request #141 from c9s/ftx/on-orderbook-snapshot 2021-03-03 09:05:08 +08:00
ycdesu
081aa17deb doc: modify comment 2021-03-03 08:38:55 +08:00
ycdesu
160f6323e8 ftx: emit orderbook snapshot 2021-03-02 22:18:41 +08:00
ycdesu
253810556e ftx: unmarshal orderbook snapshot 2021-03-02 18:33:19 +08:00
ycdesu
45528fa219 ftx: modify log 2021-03-02 18:33:19 +08:00
ycdesu
a26c0553ee cmd: raise symbol not found err 2021-03-02 18:33:19 +08:00
Yo-An Lin
30efb06b34 Merge pull request #140 from c9s/fix/orderbook-validation
fix: fix orderbook valudation logic
2021-03-02 10:45:09 +08:00
ycdesu
6f81b0ee17 orderbook: fix IsValid logic
The original implementation always returns an error.
2021-03-02 10:33:46 +08:00
Yo-An Lin
8389056e80 Merge pull request #139 from crossgate10/main
add yaml tag for mapping basic risk control order executor.
2021-03-01 18:42:04 +08:00
ben
40eadfeaca add yaml tag for mapping basic risk control order executor. 2021-03-01 13:44:58 +08:00
c9s
8df86d2f5b fix makefile for signing release 2021-03-01 12:17:49 +08:00
c9s
ea5554cf52 fix Makefile and update version file 2021-03-01 12:07:00 +08:00
c9s
ccdb0a9e56 add package json and ignore file for solidity module 2021-03-01 11:58:38 +08:00
Yo-An Lin
a52f487d4e Merge pull request #138 from c9s/feature/global-margin-structure
feature: convert and parse binance margin structure into global types
2021-02-28 16:13:48 +08:00
Yo-An Lin
592a8d87ae Merge pull request #137 from c9s/feature/scale
feature: add exp scale and log scale formula
2021-02-28 16:13:38 +08:00
c9s
3e616c5fac convert and parse binance margin account structure 2021-02-28 15:06:20 +08:00
c9s
32c2780b16 convert binance margin account data into the global structure 2021-02-28 15:06:20 +08:00
c9s
b71ea867c5 ignore sync if sync service is nil 2021-02-28 15:05:49 +08:00
c9s
da79920ca9 rename scale struct name to PriceVolumeScale 2021-02-28 14:51:24 +08:00
c9s
83111c9eb9 test exponential scale with reverse range 2021-02-28 12:12:03 +08:00
c9s
3c9bcd8c9d add more margin order side effect alias 2021-02-28 12:00:51 +08:00
c9s
99f236d2e0 integrate quantity scale into support strategy and grid strategy 2021-02-28 11:57:25 +08:00
YC
4730efefa3 Merge pull request #136 from c9s/ftx/print-subscribed-message 2021-02-28 09:07:11 +08:00
c9s
bf87fbbf55 add LinearScale 2021-02-28 02:20:47 +08:00
c9s
8572df2cb3 add link to TestQuadraticScale 2021-02-28 02:07:48 +08:00
c9s
83af52c53b add QuadraticScale 2021-02-28 02:06:33 +08:00
c9s
52395fd460 add log scale graph link 2021-02-28 01:55:35 +08:00
c9s
fbb8837c5c add exp scale and log scale formula 2021-02-28 01:53:45 +08:00
ycdesu
f7ef4a8028 cmd: create orderbook command to print orderbook snapshot and updates 2021-02-27 19:28:01 +08:00
ycdesu
883b7ef028 ftx: handle message in a new struct 2021-02-27 19:27:44 +08:00
ycdesu
d9ad022a81 ftx: define subscribed msg 2021-02-27 19:27:37 +08:00
ycdesu
73d05fe7bb ftx: send subscriptions when connected 2021-02-27 18:42:46 +08:00
ycdesu
2a0bd5f962 ws: make Reconnect() public 2021-02-27 18:42:45 +08:00
ycdesu
282ce3ee99 cmd: move simple session factory to cmd/utils.go 2021-02-27 18:42:45 +08:00
Yo-An Lin
5196df9620 Merge pull request #134 from c9s/ftx/balance-testing-cmd
feature: balance testing cmd
2021-02-27 18:16:20 +08:00
ycdesu
fd5574b006 cmd: add balances testing cmd
Only support ftx
2021-02-27 17:24:59 +08:00
ycdesu
c52f918dd4 ftx: add missing types.exchange methods 2021-02-27 17:24:08 +08:00
ycdesu
45da7ca1f5 cmd: add ftx flags 2021-02-27 17:23:59 +08:00
ycdesu
060f598a86 module: go mod tidy 2021-02-27 17:08:04 +08:00
YC
78e647ca2e Merge pull request #135 from c9s/feature/base-websocket-client
Feature: base websocket client
2021-02-27 17:04:45 +08:00
ycdesu
8b838b9a59 ftx: make logger private 2021-02-27 17:01:20 +08:00
ycdesu
b28d9631ab ftx: return ftx stream but hasn't implement it yet 2021-02-27 16:48:50 +08:00
ycdesu
bf97af34f3 ws: implement base websocket client 2021-02-27 16:48:50 +08:00
c9s
03d7290e03 pull out time range group by clause generator 2021-02-26 17:22:08 +08:00
c9s
28a8ab34a2 pull out time range column name 2021-02-26 16:16:41 +08:00
c9s
02e7451ed6 bump version 2021-02-26 16:16:34 +08:00