714 Commits

Author	SHA1	Message	Date
c9s	1c2646b0af	add Test_injectField	2021-02-16 15:49:57 +08:00
c9s	67a3c49081	add more trade service tests	2021-02-16 15:34:01 +08:00
c9s	ebe065332c	allocate sqlx db from rockhopper db	2021-02-15 21:07:55 +08:00
c9s	c219dc7be0	add test code for testing migration scripts	2021-02-15 21:04:44 +08:00
c9s	3d47b3f34d	update trade fields for pnl and strategy id	2021-02-15 20:55:14 +08:00
c9s	786f37e675	add MarkStrategyID for marking trade with the source strategy	2021-02-15 20:53:19 +08:00
c9s	f3d65b1281	add UpdatePnL method for updating trade pnl field	2021-02-15 20:51:34 +08:00
c9s	8224447985	fix build tags	2021-02-15 16:21:47 +08:00
c9s	0c9ca851e5	improve support strategy	2021-02-15 01:26:46 +08:00
c9s	bea750ca97	make margin order side effect json unmarshallable	2021-02-15 01:26:23 +08:00
c9s	f8378957ee	add more checks for bollgrid ... related to #93	2021-02-13 16:03:31 +08:00
Yo-An Lin	de195b3c17	Merge pull request #130 from Larry850806/fix/bollgrid	2021-02-11 15:38:50 +08:00
Larry850806	ca31179b40	Fix balance calculation	2021-02-11 14:48:13 +08:00
c9s	f7ef91b55c	binance: set the default ping handler	2021-02-11 08:13:50 +08:00
c9s	4a0bd45301	remove order test code	2021-02-11 00:30:37 +08:00
c9s	ffa001fc29	fix quantity format	2021-02-11 00:21:56 +08:00
c9s	88411a134b	add supportAndTargets strategy	2021-02-11 00:21:06 +08:00
c9s	4b66deec3d	subscribe RepostInterval as well ... might be related to issue #93	2021-02-10 22:45:23 +08:00
c9s	061312771c	fix float formatting	2021-02-10 22:41:42 +08:00
c9s	57435419b4	add marketData label	2021-02-10 22:40:36 +08:00
Larry850806	9f6d9028fa	Use fixedpoint type to calculate the balance	2021-02-10 16:01:11 +08:00
Larry850806	6d399647cf	Remove unused functions	2021-02-10 11:37:37 +08:00
Larry850806	11a176145e	Refactor placeGridOrders into three functions	2021-02-10 11:37:33 +08:00
Larry850806	d22a8e9c63	Improve bollgrid strategy's balance check and quote calculation	2021-02-10 10:11:32 +08:00
YC	776cd95955	Merge pull request #128 from c9s/ftx/balance	2021-02-09 19:49:38 +08:00
Yo-An Lin	bb394c8d38	Merge pull request #124 from ychi/feat/calculate-asset-with-ticker ... feat/calculate asset with ticker	2021-02-09 17:49:22 +08:00
Yo-An Lin	5b06c47b2a	Merge pull request #125 from c9s/fix/grid	2021-02-09 12:02:04 +08:00
ycchen	2b285c0202	fix: remove unused	2021-02-08 22:43:20 +01:00
ycchen	6655e16889	minor tweaks	2021-02-08 22:41:44 +01:00
ycchen	61c98432f2	feat: tickers for asset calculation	2021-02-08 22:41:44 +01:00
ycdesu	ed86e923df	ftx: add exchange name	2021-02-08 22:33:12 +08:00
ycdesu	0eb0bdefa2	ftx: use uppercase in toGlobalCurrency	2021-02-08 22:29:50 +08:00
ycdesu	46b0315871	ftx: implement ftx balances querying	2021-02-08 19:07:18 +08:00
ycdesu	eb00720043	ftx: define empty ftx.toGlobalCurrency	2021-02-08 19:07:18 +08:00
ycdesu	7c48670c39	ftx: define rest client	2021-02-08 19:07:18 +08:00
ycdesu	8663704d6e	util: create IsJSON/IsHTML type helper	2021-02-08 19:07:18 +08:00
ycdesu	565086cc2a	util: extract IsError method	2021-02-08 19:07:18 +08:00
ycdesu	54ef8d3ca6	ftx: define empty exchange	2021-02-08 19:04:18 +08:00
c9s	72044a63fd	remove query trades default limit 200	2021-02-08 13:40:47 +08:00
c9s	ffb6a29d0d	fix startPrice value conversion	2021-02-08 13:21:22 +08:00
Yo-An Lin	f8ae8ec5b0	Merge pull request #108 from ychi/feat/exchange-ticker-api	2021-02-08 07:37:50 +08:00
ycchen	7a67083fbe	Address review feedbacks	2021-02-07 22:58:30 +01:00
Jui-Nan Lin	001f0e8c2f	fix(max): use global trade side here, not string	2021-02-07 14:58:44 +08:00
c9s	173074f5e4	improve grid strategy's balance check and quote calculation	2021-02-07 11:37:24 +08:00
c9s	367e9fcae1	fix price range check	2021-02-07 10:58:31 +08:00
ycchen	288f7257eb	fix testcases	2021-02-06 19:39:43 +01:00
ycchen	5fed7b81de	QueryTicker	2021-02-06 18:35:23 +01:00
ycchen	fa20df487e	feat: ticker api for types.Exchange	2021-02-06 14:05:26 +01:00
Yo-An Lin	a738bffc07	Merge pull request #112 from jnlin/fix/pnl-amount	2021-02-06 18:26:04 +08:00
Yo-An Lin	b81eb33cad	Merge pull request #117 from c9s/wizard/sqlite3 ... add sqlite3 driver option to the wizard user interface	2021-02-06 17:41:45 +08:00
Jui-Nan Lin	b38b65ce83	fix(pnl): do not calculate the "self" trade	2021-02-06 17:34:13 +08:00
Jui-Nan Lin	30f085fa91	fix(max): IsBuyer should check side "buy" and "bid"	2021-02-06 17:30:18 +08:00
Jui-Nan Lin	7e1825d991	Merge branch 'main' into fix/pnl-amount	2021-02-06 17:22:43 +08:00
c9s	d0c967af55	use fake asset data for the asset query	2021-02-06 16:38:00 +08:00
c9s	8e0778a095	fix trading volume query for sqlite3	2021-02-06 16:05:21 +08:00
Yo-An Lin	597dd21865	Merge pull request #116 from c9s/feature/sqlite3 ... convert time struct for sqlite driver	2021-02-06 15:05:49 +08:00
c9s	62145d02f3	move dotenv loading to the root command	2021-02-06 15:03:07 +08:00
c9s	855378e098	add driver field to the setup db route	2021-02-06 14:31:46 +08:00
c9s	26f9e5488d	apply datatype.Time to order time fields	2021-02-06 14:30:00 +08:00
c9s	20e6e4c299	add MarshalJSON and UnmarshalJSON to datatype.Time	2021-02-06 14:25:38 +08:00
c9s	3abdb3dd7b	convert time struct for sqlite driver	2021-02-06 12:32:21 +08:00
Yo-An Lin	5a5e64cc8d	Merge pull request #111 from c9s/feature/sqlite3 ... add sqlite3 migration support	2021-02-06 11:52:03 +08:00
c9s	32117af4b0	service: remove the ignore keyword to make the sql compatible with sqlite3	2021-02-06 11:44:49 +08:00
c9s	0b657d59f9	make inBaseAsset as private method	2021-02-06 11:34:53 +08:00
c9s	dd9dbee903	refactor database configuration with env vars	2021-02-06 11:33:49 +08:00
c9s	99b56003eb	clean up legacy db connection handling with the new database service	2021-02-06 11:22:04 +08:00
c9s	276b6c1e48	drop the legacy upgradeDB	2021-02-06 11:22:04 +08:00
c9s	c7440a3ea4	compile and update migration package	2021-02-06 11:22:04 +08:00
c9s	de51eb29e4	refactor db stuff with database service	2021-02-06 11:22:04 +08:00
ycdesu	06eacf70a2	util: test Response struct	2021-02-05 22:38:45 +08:00
ycdesu	f44d6a323a	http: move response helper to util	2021-02-05 22:31:40 +08:00
Yo-An Lin	8c72e2290e	Merge pull request #110 from jnlin/options_orderlimit	2021-02-05 19:30:41 +08:00
Jui-Nan Lin	c9f3b6fc1a	fix(pnl): checking the side of trade, not taker or maker	2021-02-05 14:52:38 +08:00
Jui-Nan Lin	b6da7ee2f2	fix(pnl): should be trades	2021-02-05 14:49:42 +08:00
c9s	ea0c20cfe7	rename enableApiServer to enableWebServer	2021-02-05 13:04:52 +08:00
c9s	0803d6bae0	add BeforeRestart hook	2021-02-05 13:01:07 +08:00
Jui-Nan Lin	8eb8fb105d	test: fix query trading test	2021-02-05 12:42:59 +08:00
Jui-Nan Lin	893b513605	feat: add limit option for pnl command	2021-02-05 10:12:10 +08:00
c9s	10f8a7864f	fix side bar layout	2021-02-05 09:09:59 +08:00
c9s	bd895149ad	if dotenv file does not exist, do not load it	2021-02-04 20:34:31 +08:00
c9s	621321f5db	add basic desktop app	2021-02-04 20:34:31 +08:00
c9s	0cb2a3c452	split files to make routes smaller	2021-02-04 16:59:00 +08:00
c9s	5f84c847c1	move setupRestart	2021-02-04 16:54:24 +08:00
c9s	e1b4ff3450	move setup handlers to setup.go	2021-02-04 16:51:53 +08:00
c9s	c12161ff1c	pull out listSessionSymbols	2021-02-04 16:49:47 +08:00
c9s	3dfc75591a	Add RunWithListener method to server	2021-02-04 16:47:53 +08:00
c9s	c1b2114dd2	refactor server routes	2021-02-04 16:44:14 +08:00
c9s	2791da3ec4	fix empty session issue	2021-02-04 15:19:40 +08:00
c9s	d8d1249293	fix env var prefix by using os.Getenv directly	2021-02-04 15:14:54 +08:00
c9s	e6b0a0c595	implement server shutdown goroutine	2021-02-04 14:44:48 +08:00
c9s	e257f6e8f6	pull out pingUntil function	2021-02-04 14:29:15 +08:00
c9s	f2686d02b0	refactor ping handler	2021-02-04 14:00:41 +08:00
c9s	42e5c88a2f	refactor more setup route handlers	2021-02-04 13:59:26 +08:00
c9s	f74ebd48e2	refactor setup routes	2021-02-04 13:56:36 +08:00
c9s	7c6fce076f	use ping try the api server	2021-02-04 13:48:21 +08:00
c9s	6db1924f87	add setup struct for setup mode options	2021-02-04 13:29:43 +08:00
c9s	7b7bcf56c9	add PUT and DELETE methods	2021-02-04 13:23:05 +08:00
c9s	f21b7f06d7	update static files and fix page routes	2021-02-03 18:54:35 +08:00
c9s	b3aa7e7511	add darwin os check	2021-02-03 18:54:34 +08:00
YC	d821d2ef95	Merge pull request #103 from ycdesu/minor/order/tests	2021-02-03 18:52:11 +08:00
YC	cc146faae2	Merge pull request #101 from ycdesu/minor/trade/tests ... minor: extract SQL generator function of trades table	2021-02-03 18:32:25 +08:00
ycdesu	72b1877e4a	order: extract query order sql generator	2021-02-03 18:31:32 +08:00
c9s	c73e5f00f3	refactor server routes	2021-02-03 18:09:33 +08:00
c9s	bf8508d4fb	update description	2021-02-03 17:41:48 +08:00
c9s	4e31c7f68a	change default config path to just bbgo.yaml	2021-02-03 17:39:53 +08:00
c9s	9096b6425e	move instructions sequence	2021-02-03 17:29:51 +08:00
c9s	c35cef5b09	implement config saving api	2021-02-03 17:27:18 +08:00
ycdesu	220da92f48	trade: extract sql generator function and test it	2021-02-03 16:51:02 +08:00
ycdesu	1522c3d7a6	trade: create a separate sql gen function	2021-02-03 15:44:02 +08:00
c9s	f7a4f7d415	add strategies endpoint and strategy review page	2021-02-03 15:00:01 +08:00
c9s	705edc38c0	implement config yaml dummper	2021-02-03 09:58:31 +08:00
c9s	098a966813	add test case for config.Map method	2021-02-03 09:34:53 +08:00
c9s	1a2c3556a8	add ID method to the TestStrategy	2021-02-03 09:09:19 +08:00
c9s	7904c6f4d0	add ID() to Strategy interface	2021-02-03 09:08:05 +08:00
c9s	8aa96c4546	integrate strateg adding api	2021-02-03 02:26:41 +08:00
c9s	578451bb51	add setup flag to run server	2021-02-02 18:17:58 +08:00
c9s	d458519ba5	add setup flag	2021-02-02 18:17:39 +08:00
c9s	17d5e301dc	refine setup steps	2021-02-02 17:26:35 +08:00
c9s	73762d9888	support exchange session test from the setup wizard	2021-02-02 11:44:07 +08:00
c9s	06f648448b	pull out wrapper runner	2021-02-01 20:44:15 +08:00
c9s	eebb568b0c	add dotenv string flag for changing dotenv filename	2021-02-01 20:44:15 +08:00
c9s	0a29ee99b8	call godotenv.Load to load env vars	2021-02-01 20:44:15 +08:00
c9s	a60aeb4771	pull out .Subscribe from trader.Run	2021-02-01 20:44:15 +08:00
c9s	ddcc8ae4ee	move ExchangeOrderExecutor into exchange session	2021-02-01 20:44:15 +08:00
c9s	de8e717a41	refactor session initialization function	2021-02-01 20:44:15 +08:00
c9s	6912f77c72	fix lock issue	2021-02-01 18:55:47 +08:00
c9s	a926ee1e37	rename --enable-api-server to --enable-web-server	2021-01-29 19:31:52 +08:00
c9s	fbbe304dfb	add trades query api	2021-01-29 18:48:00 +08:00
c9s	cc8133a90e	print order query sql	2021-01-29 18:34:03 +08:00
c9s	72037d6c14	update migration package	2021-01-29 18:28:23 +08:00
c9s	b8d7ae7687	add AggOrder for market orders	2021-01-29 17:52:13 +08:00
c9s	32645f228b	add order query api	2021-01-29 13:15:44 +08:00
c9s	be750b94df	fix layout and margin	2021-01-29 12:55:11 +08:00
c9s	8031c6066e	mount static files to routes	2021-01-29 11:19:37 +08:00
c9s	78890834b5	support symbol segment	2021-01-28 18:51:35 +08:00
c9s	9ee49ea3f1	Add TradingVolumeBar	2021-01-26 18:10:08 +08:00
c9s	95129e94d7	add lastPrcieUpdatedAt timestamp for checking last price cache	2021-01-26 17:23:40 +08:00
c9s	df17c4b1b6	add trading volume query api	2021-01-26 17:21:18 +08:00
c9s	9717fddfbd	add total asset pie chart	2021-01-25 16:56:02 +08:00
c9s	e47357d1ed	add assets api and price loading	2021-01-25 15:32:17 +08:00
c9s	09b3046feb	lower case fields are not exported to json	2021-01-25 14:32:46 +08:00
c9s	b952e6fd54	rename Reset to private reset	2021-01-25 14:26:22 +08:00
c9s	4c0a586aa2	adjust depth update to 5 minutes	2021-01-25 14:24:59 +08:00
c9s	ca71c81284	improve slice copying	2021-01-25 14:20:56 +08:00
c9s	b99c01a03f	fix stream book usage	2021-01-25 14:13:39 +08:00
c9s	1aefbbfddc	improve orderbook validation error	2021-01-25 13:53:11 +08:00
c9s	7310700540	add account and account balances	2021-01-24 20:18:04 +08:00
c9s	eab915abc7	rename loaded-symbols to just symbols	2021-01-24 20:14:43 +08:00
c9s	3a52a4bff8	add and set AddOrderUpdate flag for session order store	2021-01-24 20:13:05 +08:00
c9s	e2de3040bd	adjust ping ticker to 10seconds	2021-01-24 19:08:33 +08:00