Commit Graph

2912 Commits

Author SHA1 Message Date
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
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
zenix
a2a186cfbb feature: add emv indicator, fix: sma 2022-05-31 16:28:38 +09:00
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
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
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
c9s
4a4699a4bc
cmd: add margin repays cmd 2022-05-29 11:53:36 +08:00
c9s
70f0dccb9f
binance: convert loans and repays to global types 2022-05-29 11:52:25 +08:00
c9s
409ad9b75c
binance: adjust margin history interface 2022-05-29 01:42:08 +08:00
c9s
f58f44ffd8
binance: refactor query methods 2022-05-29 01:21:43 +08:00
c9s
4c30fce917
binance: add GetMarginInterestHistoryRequest api 2022-05-29 01:13:33 +08:00
c9s
e72f8bcd15
binance: fix and rename margin liquidation history request 2022-05-29 00:57:46 +08:00
c9s
1ab10eb574
binance: fix and add loan/repay history test 2022-05-29 00:52:22 +08:00
c9s
aec9de8dd6
types: define global margin history types 2022-05-28 17:34:29 +08:00
c9s
4f0ac41850
max: generate missing files 2022-05-28 16:52:02 +08:00
c9s
fcdf0f8168
max: rename methods 2022-05-28 16:48:51 +08:00
c9s
753d7a8d5e
max: rename requests 2022-05-28 16:47:41 +08:00
c9s
cef002ccb6
move type alias 2022-05-28 16:06:16 +08:00
Yo-An Lin
5c5a88fe0e
Merge pull request #636 from c9s/feature/max-margin-wallet
fix: max: fix trades/orders parsing
2022-05-27 19:55:22 +08:00
c9s
887fe09b44
max: add margin level info the account 2022-05-27 19:48:03 +08:00
c9s
c891cc56e3
max: fix trades/orders parsing 2022-05-27 19:48:03 +08:00
Yo-An Lin
fd10408fdb
Merge pull request #635 from c9s/feature/max-margin-wallet
feature: max margin wallet
2022-05-27 16:55:30 +08:00
Yo-An Lin
424c235b43
Merge pull request #617 from andycheng123/improve/bollmaker-dynamic-spread
feature: bollmaker dynamic spread
2022-05-27 16:55:20 +08:00
c9s
d792f3b83b
max: drop unused url ref vars 2022-05-27 16:46:56 +08:00
c9s
60d65a390f
max: add margin api (liquidation history and interest history) 2022-05-27 16:40:56 +08:00
Andy Cheng
98b794f265 strategy: DynamicSpreadSettings struct to make it more clean 2022-05-27 16:24:50 +08:00
c9s
410a9610c9
max: add margin api (loan, repay, ad ratio) 2022-05-27 16:13:01 +08:00
c9s
37ef5c4b97
max: add margin api (liquidation history and interest history) 2022-05-27 15:04:47 +08:00
c9s
8721679f74
max: update market struct fields 2022-05-26 20:32:25 +08:00
c9s
d9e10b7fcd
max: integrate v3 orders api 2022-05-26 19:52:38 +08:00
c9s
6ca71cf9f1
max: simplify constructor 2022-05-26 18:49:50 +08:00
c9s
2d20083244
max: pull out http transport and register order service v3 2022-05-26 18:49:18 +08:00
c9s
c1ba270d76
max: log max.DebtEvent 2022-05-26 18:07:17 +08:00
なるみ
c99be984d1 rebalance: place limit orders 2022-05-26 17:28:48 +08:00
c9s
4d8ea7d979
max: log adratio 2022-05-25 20:34:25 +08:00
c9s
459d839c1a
max: parse debt 2022-05-25 20:12:16 +08:00
c9s
2ffbb2ed82
max: add ad_ratio_update type 2022-05-25 20:06:51 +08:00
c9s
a74ad31ea0
max: parse ADRatio message 2022-05-25 20:06:17 +08:00
c9s
83abf14f3b
max: add updateTime field parse 2022-05-25 19:52:29 +08:00
zenix
e81216e678 fix: TP compare direction in ewo, feature: add trade report fro ewo, fix: db lock on insertion in sqlite3 2022-05-25 16:11:19 +09:00
c9s
f65821d4fd
max: add mwallet message type to parser 2022-05-25 14:42:45 +08:00
c9s
9f0d975b57
max: add filters when margin is on 2022-05-25 14:40:43 +08:00
c9s
e5e505d65e
max: apply margin settings struct 2022-05-25 14:38:09 +08:00
c9s
eccee460ca
max: add filters field to the auth message 2022-05-25 13:51:24 +08:00
zenix
c6bad0ba08 fix: tv chart, price direction in backtest 2022-05-25 01:48:14 +09:00
zenix
99122f44bc fix: backtest kline prev close -> new open, pass exchange as pointer (for Mutex passing), ewo add filter ma34 2022-05-24 23:05:01 +09:00
c9s
0ee23e0ce4
max: refactor order sort method into the types package 2022-05-24 18:07:34 +08:00
c9s
680231e0c5
max: drop legacy queryAllClosedOrders method 2022-05-24 18:04:33 +08:00
c9s
9d459612a4
maxapi: add wallet type validation 2022-05-24 18:00:52 +08:00
c9s
79893f4b88
define wallet type and separate wallet order api 2022-05-24 17:48:08 +08:00
c9s
c6ede883ce
add max v3 api 2022-05-24 17:40:00 +08:00
zenix
dbe0fbcd4c fix: split implementation, fix code comments, add explanation on ewo params 2022-05-24 16:19:00 +09:00
c9s
a66bae47fe
add v3 order endpoint 2022-05-23 18:34:08 +08:00
c9s
d88e41c20c
remove unused client field 2022-05-23 15:48:44 +08:00
c9s
35375c84c1
use requestgen.BaseAPIClient 2022-05-23 14:28:28 +08:00