Commit Graph

318 Commits

Author SHA1 Message Date
c9s
530da665d3 fix max newAuthenticatedRequest for nil data 2020-10-18 00:05:54 +08:00
c9s
9ebccc72ba add exchange session constructor 2020-10-17 23:51:44 +08:00
c9s
2d88f8e5f6 remove unused empty method convertDepthResponseToSnapshot 2020-10-17 23:49:14 +08:00
c9s
615da2e1d8 add logger with fields 2020-10-17 10:39:03 +08:00
c9s
25b4b22077 let strategy attach could be chained 2020-10-16 13:52:18 +08:00
c9s
4335cca0de make it possible to attach multiple strategies in one call 2020-10-16 10:26:45 +08:00
c9s
27b582e948 move report struct 2020-10-16 10:21:37 +08:00
c9s
63ea81b648 simplify the calculator api 2020-10-16 10:19:53 +08:00
c9s
a6b99f6828 rename ProfitAndLossCalculator to AverageCostCalculator 2020-10-16 10:16:42 +08:00
c9s
ee86a71ebb split files 2020-10-16 10:14:36 +08:00
c9s
98192ae91f move Cmd to the strategy package 2020-10-16 10:09:42 +08:00
Yo-An Lin
5ca6637a93 Merge pull request #14 from leozhantw/refactor/remove-redundant-filename-extension
refactor: remove redundant filename extension
2020-10-16 09:24:58 +08:00
LeoZhan
c501fda4e2 refactor: remove redundant filename extension 2020-10-16 00:49:46 +08:00
c9s
7482fa52d6 add error check and logger 2020-10-15 23:38:00 +08:00
c9s
300609e3db fix subscription initialization 2020-10-15 22:36:22 +08:00
c9s
113cc8ee48 query markets and assign into the exchange session 2020-10-15 21:04:02 +08:00
c9s
c167b2f303 add query markets to the exchagne interface 2020-10-14 11:02:50 +08:00
c9s
5112b83041 max: fix internal currency usage 2020-10-14 11:02:10 +08:00
c9s
c58375f57e max: extend max exchange market information 2020-10-14 10:53:18 +08:00
c9s
6d00a7ba07 fix import 2020-10-14 10:39:50 +08:00
c9s
88461396f1 rearrange market config fields 2020-10-14 10:39:14 +08:00
c9s
2b41f76082 add maxPrice, minPrice and tickSize config 2020-10-14 10:34:33 +08:00
c9s
64c2170cd5 implement QueryMarkets on binance 2020-10-14 10:16:59 +08:00
c9s
f454136449 add exechange order executor and pull out Notifiability 2020-10-14 10:06:15 +08:00
c9s
a91f851ac7 pass types.SubmitOrder by value 2020-10-13 18:08:02 +08:00
c9s
ec23266cc2 implement buyandhold strategy to test the api design 2020-10-13 16:17:07 +08:00
c9s
d1b618850d add context parameter to the strategy method 2020-10-13 14:50:59 +08:00
c9s
fe3ae14fc8 clean up 2020-10-13 11:23:22 +08:00
Yo-An Lin
28aa051e56 Merge pull request #12 from c9s/environment-layer
add data layer (environment) and refine the api
2020-10-12 22:54:02 +08:00
c9s
26f97b43e8 drop legacy backtest trader 2020-10-12 22:51:13 +08:00
c9s
4c20c9f4ff replace LoadAccount with literal constructor 2020-10-12 22:49:27 +08:00
c9s
59af43affd travis: adjust test command 2020-10-12 22:46:40 +08:00
c9s
6398f049d0 bind market data store and query avg price before we start 2020-10-12 22:46:06 +08:00
c9s
bace7ac3a3 add environment connect integration tests 2020-10-12 17:33:02 +08:00
c9s
4ce716d6ad binance: make asset parameter optional 2020-10-12 17:15:33 +08:00
c9s
92a5eac412 make currency parameter optional 2020-10-12 17:15:13 +08:00
c9s
931ce434ef improve baseline calculator 2020-10-12 17:07:50 +08:00
c9s
64c9960882 use types.Exchange 2020-10-12 07:38:38 +08:00
c9s
8f129f0e0e change home config dir 2020-10-12 07:37:05 +08:00
c9s
6b808120bb README.md: add slack notification support to features 2020-10-11 20:16:38 +08:00
Yo-An Lin
4d57765db4 Merge pull request #11 from c9s/refactor-deposit-types
refactor deposit, withdraw types and add transfer history command
2020-10-11 20:15:53 +08:00
c9s
3d625fa738 doc: add command usages 2020-10-11 20:11:22 +08:00
c9s
ea7b501c26 add transfer history command for calculating baseline and show transfer records 2020-10-11 20:08:54 +08:00
Yo-An Lin
0408aa96b1 Merge pull request #10 from c9s/refactor-deposit-types
move deposit type to global type and add max deposit history support
2020-10-11 17:39:35 +08:00
c9s
2d246c3f71 move deposit type to global type and add max deposit history support 2020-10-11 17:35:59 +08:00
Yo-An Lin
18054bc9c6 Merge pull request #9 from c9s/move-into-pkg-dir
move files into pkg
2020-10-11 16:50:58 +08:00
c9s
3d5507a053 move files into pkg 2020-10-11 16:46:15 +08:00
c9s
5a3c043b43 rename func 2020-10-11 16:37:06 +08:00
c9s
9077ee29b7 doc: add more details 2020-10-11 16:31:58 +08:00
c9s
2721b90ff3 doc: add dotenv description 2020-10-11 16:05:07 +08:00