Commit Graph

7147 Commits

Author SHA1 Message Date
TonyQ
3e45035ab1 database: sqlite3 issue fix
database: upgrade gosqllite3 version for increasing variable amount limit
	types: update kline starttime/endtime field to prevent sqlite3
	time parsing issue.

	fix #215
2021-12-15 14:34:31 +08:00
Yo-An Lin
3266571698 Merge pull request #369 from tony1223/feature/ftx-refine-kline-event
exchange: make ftx kline event more reliable
2021-12-15 11:34:26 +08:00
TonyQ
c0b9cc0f0b exchange: make ftx kline event more reliable 2021-12-15 11:23:07 +08:00
Yo-An Lin
05323f211f Merge pull request #368 from tony1223/feature/355-update-sync
backtest : auto sync
2021-12-15 01:39:19 +08:00
TonyQ
16933555b8 backtest : auto sync missing range 2021-12-15 01:26:05 +08:00
Yo-An Lin
592059fc73 Merge pull request #364 from austin362667/query-trades
binance: read orders & trades and add related conversions
2021-12-15 01:04:55 +08:00
austin362667
ccd607ba28 binance: remove unsupported comments 2021-12-15 01:01:05 +08:00
austin362667
7f96fa8dde binance: add multierr 2021-12-15 01:01:05 +08:00
austin362667
bb592663ab binance: removed unsupport isolated futures trade 2021-12-15 01:01:05 +08:00
austin362667
a0130affe4 binance: add query orders & trades 2021-12-15 01:01:05 +08:00
Yo-An Lin
f315d9f348 Merge pull request #367 from austin362667/main
binance: remove comments not support isolated futures
2021-12-15 00:59:42 +08:00
TonyQ
20b03fe4a5 exchange: fix ftx for wrong last kline issue 2021-12-15 00:07:54 +08:00
austin362667
839bb6d0e8 binance: remove comments cuz not support isolated futures 2021-12-14 20:41:55 +08:00
Yo-An Lin
59241038f9 Update README.md 2021-12-14 18:26:46 +08:00
Yo-An Lin
6c6eb252cc Merge pull request #363 from tony1223/feature/355-ftx-backtest 2021-12-14 16:09:16 +08:00
TonyQ
8eb3eede82 fix backtest (with review) 2021-12-14 16:02:54 +08:00
Yo-An Lin
d531e041dd Merge pull request #357 from narumiruna/rebalance
feature: add portfolio rebalancing strategy
2021-12-14 12:01:07 +08:00
Yo-An Lin
e09c526d72 Merge pull request #360 from tony1223/feature/302-record-assets-review
account: add nav_history_details and account_service for #302
2021-12-14 11:56:58 +08:00
TonyQ
51e23b6a0c Merge branch 'main' of github.com:c9s/bbgo into feature/302-record-assets-review 2021-12-14 10:39:51 +08:00
TonyQ
4eb5a099ae account: add nav_history_details and account_service for #302 2021-12-14 08:09:18 +08:00
なるみ
f320d78f2f Refactor 2021-12-14 02:18:08 +08:00
Yo-An Lin
7fcbc1edcf Merge pull request #359 from austin362667/submit-order
binance: support submit futures order
2021-12-13 23:30:30 +08:00
austin362667
d3526b2c71 binance: add SubmitFuturesOrder and related conversions 2021-12-13 23:19:14 +08:00
austin362667
36c6d39612 bbgo: add session Futures & types: add FuturesExchange 2021-12-13 23:16:58 +08:00
c9s
74811abb36 okex: rewrite okex api request with requestgen 2021-12-13 14:55:44 +08:00
c9s
e2937acb28 apply requestgen for CancelOrderRequest and CancelAllOrderRequest 2021-12-13 14:55:44 +08:00
TonyQ
79056de057 backtest: add ftx kline table 2021-12-13 14:55:44 +08:00
c9s
e9b30330a9 add FAQ section 2021-12-13 14:55:44 +08:00
Yo-An Lin
0f8ffb70bb Merge pull request #358 from andycheng123/main
doc: fix tg doc, needs no notification: block
2021-12-13 14:37:51 +08:00
Andy Cheng
5a6ff7ebb7 doc: fix tg doc, needs no notification: block 2021-12-13 11:43:05 +08:00
なるみ
f494a0f514 Initial commit of rebalance strategy 2021-12-13 05:19:44 +08:00
Yo-An Lin
d847d223e3 Merge pull request #356 from c9s/feature/kucoin
refactor: apply requestgen
2021-12-13 02:14:05 +08:00
Yo-An Lin
a3215d6f31 Merge pull request #354 from austin362667/order-trade
binance: parse OrderTrade event stream & add futures client connection
2021-12-13 02:12:19 +08:00
c9s
34c2b342ba apply requestgen for CancelOrderRequest and CancelAllOrderRequest 2021-12-13 02:08:18 +08:00
c9s
c28833fba0 kucoinapi: use requestgen for list orders request 2021-12-13 01:53:00 +08:00
c9s
97b63f45d5 kucoin: rename receiver to r 2021-12-13 01:14:52 +08:00
c9s
b9dfc27df6 ignore .env.production 2021-12-13 01:12:04 +08:00
c9s
22972953d0 use requestgen to generate the accessor methods 2021-12-13 01:11:15 +08:00
austin362667
04919e0fa4 binance: add futures exchange stream connection 2021-12-12 15:40:03 +08:00
austin362667
8ca60cec10 binance: add user stream event parser & toGlobalType converter 2021-12-12 15:39:06 +08:00
Yo-An Lin
56da6c0cd8 Merge pull request #353 from tony1223/bug/318-ftx-pricealert
ftx: update kline event handling for #318
2021-12-12 14:42:54 +08:00
TonyQ
6915a0e573 ftx: update kline event handling for #318 2021-12-12 14:29:48 +08:00
Yo-An Lin
1aca9f75a0 Merge pull request #350 from austin362667/position-map
types: add PositionMap in std Stream & callbacks
2021-12-12 14:02:51 +08:00
austin362667
a21f3b11ba types: add PositionMap in std Stream & callbacks 2021-12-12 05:24:39 +08:00
Yo-An Lin
2e7b69320b Merge pull request #349 from c9s/feature/kucoin
feature: integrate kucoin api
2021-12-11 23:17:07 +08:00
c9s
1d6891b112 add kucoin command examples 2021-12-11 20:10:33 +08:00
c9s
de80a14715 kucoin: add cancel order command 2021-12-11 20:07:32 +08:00
c9s
95ecaa7a66 rename orderResponse to apiResponse 2021-12-11 20:02:35 +08:00
c9s
8a00509987 kucoin: check data pointer and return error 2021-12-11 19:44:07 +08:00
c9s
0c854a8a85 kucoin: add place order and list orders command 2021-12-11 19:40:53 +08:00