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1,732 Commits 61 Branches 138 Tags 189 MiB
4b53b3c96a
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1012 Commits

Author SHA1 Message Date
c9s
0307a740e3 calculate accumulatedProfit 2021-05-09 23:56:54 +08:00
c9s
a98fbeea77 reduce notify calls 2021-05-09 21:14:51 +08:00
c9s
3f8f5616d7 add more order info the local order book printing 2021-05-09 20:03:16 +08:00
c9s
2f326d0fed xmaker: add interval jitter 2021-05-09 20:03:06 +08:00
c9s
c278cdbf30 improve order sync map lock handling 2021-05-09 19:50:26 +08:00
c9s
74e01ce444 fix order waiting for graceful shutdown 2021-05-09 19:44:51 +08:00
c9s
e06310da26 print unhandled order status 2021-05-09 19:44:43 +08:00
c9s
ff90a704d9 fix fixedpoint format 2021-05-09 19:40:56 +08:00
c9s
e35eef2b72 fix message formatting 2021-05-09 19:15:37 +08:00
c9s
9525a334d2 add more fix 2021-05-09 19:04:44 +08:00
c9s
1b454be0f3 fix quote quantity label 2021-05-09 18:58:05 +08:00
c9s
b343ecad61 xmaker: add more helpful messages 2021-05-09 18:55:56 +08:00
c9s
dc282182a5 fix xmaker order cancellation in the graceful shutdown 2021-05-09 18:48:25 +08:00
c9s
569bbfea54 use new bbgo position for calculating profits 2021-05-09 18:46:09 +08:00
c9s
f44d85d704 fix QuantityMultiplier 2021-05-09 18:33:11 +08:00
c9s
c0f12cf452 xmaker: add active maker order cancellation check 2021-05-09 18:32:29 +08:00
なるみ
52248fcf2e feature: add MACD indicator (#219) 2021-05-09 00:56:44 +08:00
Frank Chang
da0ea3d390 fix(bollgrid): skip canceling profit order on graceful exit 
profit orders shouldn't be canceled on graceful exit unless
properly persisted.

a new strategy parameter `shutdownCancelProfitOrders` is added.

Issue: #220
 2021-05-08 15:19:04 +08:00
なるみ
3f39131d76 feature: add volume weighted average price (vwap) indicator (#211) 2021-05-08 02:09:45 +08:00
c9s
fd7081e96f bump version to v1.15.5 2021-05-08 01:11:31 +08:00
c9s
d01abffde3 add todo for the backtest trades 2021-05-08 01:09:06 +08:00
c9s
13d9f2ba49 grid: fix order generator checking 2021-05-08 01:00:57 +08:00
c9s
a94c42d9c2 grid: improve error messages 2021-05-08 00:59:30 +08:00
c9s
ee68deb114 apply limit param to the queries 2021-05-08 00:57:25 +08:00
c9s
d8d2e17b9e fix backtest exchange query klines methods 2021-05-08 00:57:12 +08:00
c9s
6bbd66a4f9 split environment start and init 2021-05-08 00:45:24 +08:00
c9s
14eedecd0e fix backtest sync from time 2021-05-08 00:44:43 +08:00
c9s
61ad2b6567 emit start callback for backtest 2021-05-08 00:43:53 +08:00
c9s
3501e8f5fd refactor backtest, add BootstrapBacktestEnvironment 2021-05-08 00:14:25 +08:00
c9s
f67075c818 bump version to v1.15.4 2021-05-07 14:08:11 +08:00
c9s
858d6bdf05 grid: adjust callback registration ordering 2021-05-07 02:14:35 +08:00
c9s
494a270c54 insert trades to db only when backtest service is nil 2021-05-07 01:50:38 +08:00
c9s
584a4c2ef8 move fiat currency definition out 2021-05-07 01:30:09 +08:00
c9s
1264c50e83 improve balances, account command usability 2021-05-06 23:50:26 +08:00
c9s
1a81813e17 add --session option check 2021-05-06 23:44:05 +08:00
c9s
03cee5eb0b apply types.ExchangeMAX 2021-05-05 16:57:01 +08:00
c9s
859bf35255 set sync-from from config by default 2021-05-05 16:45:17 +08:00
c9s
a70d5cbcdc fix kline sync conditions 2021-05-05 16:33:15 +08:00
c9s
d85037f9ea add binance kline query documentation 2021-05-05 16:23:46 +08:00
c9s
1ad8b0b641 remove unused SourceDir func 2021-05-04 01:06:20 +08:00
c9s
0fbc388333 add --webserver-bind option and add option to --enable-webserver 2021-05-03 17:24:39 +08:00
Larry850806
f1309c46fc bollgrid: check balance before submit reverse order 2021-05-03 16:18:58 +08:00
c9s
50db944053 fix initSymbol stages 2021-05-02 23:58:34 +08:00
c9s
2230c56e56 fix comment warning 2021-05-02 23:48:53 +08:00
c9s
2ef13293e9 fix IDE warnings 2021-05-02 23:47:57 +08:00
c9s
5ec0566888 add more injection checks 2021-05-02 23:46:16 +08:00
c9s
822a010932 add moving average configuration to the schedule strategy 2021-05-02 20:58:32 +08:00
c9s
e29d9af9c8 fix persistence config unmarshalling 2021-05-02 18:16:34 +08:00
c9s
20d673f769 add schedule strategy 2021-05-02 18:03:41 +08:00
c9s
8fea2022e5 adjust rate limit for backtest data syncing 2021-05-02 17:46:08 +08:00
c9s
471e0a4c45 pass string format quantity and price 2021-04-28 19:48:17 +08:00
c9s
9f77236999 fix and improve position accessor 2021-04-28 19:32:49 +08:00
c9s
e87c2e271f add broker id on max 2021-04-28 19:24:07 +08:00
c9s
5d2296eddd extract client order id generation 2021-04-28 19:20:55 +08:00
c9s
36beabaa0b bump version to v1.15.3 2021-04-28 18:00:23 +08:00
c9s
70a53ed286 make config compatible with key 'strategies' 2021-04-28 17:58:50 +08:00
zenix
2bda296194 Fix: upgrade binance api, fix go fmt, add hard start time for binance to reduce sync execution time 2021-04-21 19:50:33 +09:00
zenix
2d6eb02e6c compile and update migration package 2021-04-21 11:21:15 +09:00
Larry850806
453a906a5a bollgrid: use onStart instead of onConnect 2021-04-15 15:51:23 +08:00
Larry850806
980f1ae3e7 bollgrid: submit buy/sell orders separately 2021-04-15 12:31:18 +08:00
Larry850806
aa950b3dc4 bollgrid: track createdOrders when error occurs 2021-04-15 12:31:18 +08:00
Larry850806
a80afff0c2 grid: track createdOrders when error occurs 2021-04-15 12:31:18 +08:00
Wei-Ning Huang
e7961be86a binance: set TimeInForce to GTC by default for limit orders 
Binance does not allow submitting order without TimeInForce set for
certain order types. Set TimeInforce to GTC (Good-Til-Cancel) by
default.
 2021-04-14 09:49:03 +08:00
David Chang
f884fcd45c fix: add ioc trade type to order type 2021-04-12 14:35:46 +08:00
David Chang
0db2cc2c96 fix: add ioc trade type to order type 2021-04-12 09:35:59 +08:00
David Chang
c9198d498e feature: add ioc order type support to max exchange 2021-04-11 12:29:23 +08:00
c9s
2ec4617694 add SyncService check 2021-04-09 12:44:30 +08:00
c9s
34fe915a9f fix sync issue for pnl command 2021-04-09 12:43:13 +08:00
c9s
d315c12f2d call environ.Init to setup sessions 2021-04-09 00:46:36 +08:00
Yo-An Lin
435f7fb12e Merge pull request #190 from jnlin/feat/telegram-group 
feat: allow telegram bot send to group
 2021-04-04 11:21:20 +08:00
c9s
13a8597d59 add MaxExposurePosition settings 2021-04-04 11:14:09 +08:00
Jui-Nan Lin
1b953d88d4 feat: allow bot send to group 2021-04-03 12:50:13 +08:00
Larry850806
6718aace8c Add validation for support strategy 2021-04-02 10:32:38 +08:00
Larry850806
53133851cc Add validation for grid strategy 2021-04-02 10:32:38 +08:00
Larry850806
2c41ec28ae Add validation for bollgrid strategy 2021-04-02 10:32:34 +08:00
Larry850806
dbf5d27f30 Add a validator interface to validate strategy before run 2021-04-02 10:12:55 +08:00
ycdesu
1e3ce81c06 ftx: pull out map 2021-04-01 11:55:27 +08:00
ycdesu
a659bacb0d ftx: remove back slash from symbol 2021-04-01 11:54:16 +08:00
ycdesu
28c9ac95ac ftx: query kline using rest api 2021-03-31 18:09:13 +08:00
ycdesu
f912fde6e3 ftx: panic if subscribe unsupported channel 2021-03-29 22:11:39 +08:00
ycdesu
66f165584f fix: make since/until optional 2021-03-29 22:11:39 +08:00
ycdesu
f526a937d1 ftx: websocket keepalive 2021-03-29 22:11:39 +08:00
ycdesu
53c9b0a606 ftx: remove redundant abstraction 2021-03-29 22:11:39 +08:00
ycdesu
e152aa1036 ftx: trade update 2021-03-29 22:11:39 +08:00
ycdesu
f345730778 ftx: handle err response 2021-03-29 22:11:38 +08:00
ycdesu
9c4ccbd6e2 ftx: subscribe order update 2021-03-29 22:11:38 +08:00
ycdesu
34ea325499 ftx: refactor websocket_messages structs 2021-03-29 22:11:38 +08:00
ycdesu
d3cdd3c2a6 ftx: define order update response 2021-03-29 22:11:38 +08:00
ycdesu
2e2ae46bae ftx: subscribe order update 2021-03-29 22:11:38 +08:00
ycdesu
f60f1ef52e ftx: authenticate websocket 2021-03-27 18:16:52 +08:00
ycdesu
24254a869d ftx: invoke SetPublicOnly in orderbook command 2021-03-27 17:37:16 +08:00
ycdesu
34548f185c ftx: add missing ftx case 2021-03-27 17:00:55 +08:00
ycdesu
691251169d ftx: define ws login request 2021-03-27 16:58:51 +08:00
ycdesu
3bcd5a8e83 ftx: null guard in close 2021-03-27 09:54:12 +08:00
ycdesu
9e77b3afd8 ftx: support queryTrades method 2021-03-26 00:43:15 +08:00
c9s
c82df27cf3 grid: fix message format 2021-03-25 15:22:52 +08:00
c9s
13af4505f7 bump version to v1.15.2 2021-03-25 13:41:44 +08:00
c9s
129b25d86e fix persistence key 2021-03-25 13:18:38 +08:00
c9s
89c01adf60 xmaker: fix state passing for persistence 2021-03-25 13:16:48 +08:00
c9s
121a679d4a fix margin struct tag 2021-03-25 13:16:27 +08:00