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1,576 Commits 60 Branches 138 Tags 189 MiB
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Commit Graph

904 Commits

Author SHA1 Message Date
c9s
29f77c2176 add environ.DatabaseService nil check for backtest 2021-03-22 22:48:43 +08:00
c9s
3a842836cd bump version 2021-03-22 18:51:32 +08:00
c9s
5de221524f adjust state and reset per day 2021-03-22 18:48:18 +08:00
c9s
6c8babfb27 allow public session 2021-03-22 17:40:17 +08:00
c9s
67bfc508c8 max: remove unnecessary log 2021-03-22 17:40:00 +08:00
c9s
2b27815929 move out groupID to the maxapi package 2021-03-22 17:32:22 +08:00
c9s
706b38efa3 gap: finalize the implementation 2021-03-22 17:32:22 +08:00
c9s
111b3ba036 max: improve multi-order request 2021-03-22 17:32:22 +08:00
c9s
3c5071b87e use uint32 for groupID 2021-03-22 17:32:22 +08:00
c9s
cd5ac1ddf5 fix convert for limit maker 2021-03-22 17:32:22 +08:00
c9s
865dda14f5 gap: accumulate fee 2021-03-22 17:32:22 +08:00
c9s
24c4d05e91 max: load websocket base url from the env var 2021-03-22 17:32:21 +08:00
c9s
088b22f338 support bbgo-no-cache option 2021-03-22 17:32:21 +08:00
c9s
e86f29b7cc add gap strategy 2021-03-22 17:32:21 +08:00
ycdesu
ab743f85c2 ftx:support deposit histories 2021-03-21 20:17:41 +08:00
ycdesu
d2a5a755be ftx: implement queryMarket 2021-03-21 13:06:46 +08:00
ycdesu
14652c6918 ftx: define market request 2021-03-21 13:06:46 +08:00
ycdesu
c30a026243 ftx: support market cmd 2021-03-21 13:06:46 +08:00
Yo-An Lin
1293dbb64b Merge pull request #180 from c9s/strategy/xmaker 
feature: add strategy xmaker
 2021-03-21 13:00:00 +08:00
c9s
814a77ea39 xmaker: improve balance checking 2021-03-21 12:55:33 +08:00
c9s
2a067e5cb4 add more balance check for hedging 2021-03-21 12:55:33 +08:00
c9s
1f744b0fa5 convert limit maker type to post only 2021-03-21 12:55:33 +08:00
c9s
837934e690 add post_only order type 2021-03-21 12:55:33 +08:00
c9s
6b877e1394 add limit maker order type 2021-03-21 12:55:33 +08:00
c9s
4e3f325bb6 first commit of xmaker strategy from mobydick 2021-03-21 12:55:33 +08:00
ycdesu
04870acbab fixedpoint: get num of fractional parts 2021-03-21 12:52:45 +08:00
c9s
cf1262c1a9 update version.go 2021-03-21 10:20:00 +08:00
c9s
ca27bf100d grid: use instance id for persistence 2021-03-20 23:07:04 +08:00
c9s
ef8543db8a show accumulative arbitrage profit in the message 2021-03-20 23:05:11 +08:00
c9s
b4083bdf10 fix fee calc tests 2021-03-20 22:59:53 +08:00
c9s
a52101b163 remove bps from the fee calc 2021-03-20 22:53:14 +08:00
c9s
d97275e408 query max account fee from the vip level api 2021-03-19 17:06:48 +08:00
YC
062a008674 Merge pull request #174 from c9s/ftx/fix-placeorder-init 2021-03-19 10:35:54 +08:00
ycdesu
a7bdcdff38 fix: fix placeorder cmd 2021-03-19 10:07:39 +08:00
ycdesu
c8447663db refactor: use fixedpoint to store fee 2021-03-19 08:49:24 +08:00
ycdesu
83ae943a4f ftx: calculate commission 2021-03-18 23:58:28 +08:00
ycdesu
a62481590e ftx: support PlatformCurrency 2021-03-18 23:58:28 +08:00
ycdesu
8a75b21a38 ftx: support account info 2021-03-18 23:53:55 +08:00
Yo-An Lin
9e596a0f63 Merge pull request #171 from c9s/feature/grid-profit-notification 
strategy: calculate grid arbitrage profit per order
 2021-03-18 18:19:09 +08:00
c9s
dffd9fc980 add VipLevel api query support 2021-03-18 17:58:18 +08:00
c9s
890324a4ad maxapi: add VipLevel 2021-03-18 17:58:18 +08:00
c9s
761d51597d add todo fee rate here 2021-03-18 17:48:05 +08:00
c9s
4975fb5498 track arbitrage orders 2021-03-18 17:20:21 +08:00
c9s
a95c3b94a0 core: set default store ID 2021-03-18 17:20:07 +08:00
c9s
0e6918a352 grid: add profit field 2021-03-18 15:46:14 +08:00
Yo-An Lin
40b376802e Merge pull request #168 from c9s/feature/mark-trade-strategy 2021-03-18 10:31:59 +08:00
Yo-An Lin
06381c250b Merge pull request #165 from Larry850806/remove-useless-code-in-balances-cmd 2021-03-18 10:31:41 +08:00
Larry850806
28f4584191 Use empty config if config file doesn't exist 2021-03-18 10:04:41 +08:00
c9s
cad8349a1a remove state OrderStateFinalizing from the order state 
since we are only interested in the closed orders
 2021-03-18 01:15:49 +08:00
c9s
dd87bde785 fix reward sync time range issue 2021-03-18 01:15:38 +08:00
c9s
85b6cb81a2 make local active orderbook json marshallable 2021-03-18 01:15:06 +08:00
c9s
8d784576cd put state vars into the state struct for persistence 2021-03-18 01:14:56 +08:00
c9s
72c1f55b70 fix grid price calculation 2021-03-18 00:46:25 +08:00
c9s
4a415a43b3 fix reward query 2021-03-18 00:46:10 +08:00
c9s
90477826cf implement byte parser for fixedpoint parsing 2021-03-17 22:20:25 +08:00
ycdesu
4a5a53ea28 ftx: support queryClosedOrders 2021-03-17 21:26:25 +08:00
Larry850806
4dc478590f Remove configuring database in balances cmd 2021-03-17 14:35:00 +08:00
ycdesu
54ca62ac5c ftx: define ordersHistory in rest client 2021-03-17 08:18:37 +08:00
ycdesu
342b0dd1dd ftx: cancel orders 2021-03-16 22:36:44 +08:00
Yo-An Lin
7ecb17dbe2 Merge pull request #163 from c9s/feature/mark-trade-strategy 2021-03-16 22:34:09 +08:00
c9s
216c12b49e backup and restore position 2021-03-16 20:07:54 +08:00
c9s
a1667010eb fix filled grid map assignment 2021-03-16 20:05:03 +08:00
c9s
714d61a829 add grid restore behavior 2021-03-16 20:04:06 +08:00
c9s
8c08cfebb7 rename MarkStrategyID to just Mark 2021-03-16 14:07:47 +08:00
Yo-An Lin
f5b65e795e Merge pull request #160 from c9s/feature/grid-options 2021-03-16 12:59:14 +08:00
c9s
ebcef65b01 mark trades with the strategy ID 2021-03-16 10:58:51 +08:00
c9s
478bef526d copy the position object and send notification 2021-03-16 02:22:00 +08:00
c9s
98995bc75c use debug log for skipping filled grid 2021-03-16 02:21:46 +08:00
c9s
f56df038aa fix position and add catchup mode for grid strategy 2021-03-16 02:18:17 +08:00
c9s
60aa7df69a adjust withdraw/deposit query limit since there are no many in most cases 2021-03-16 02:14:24 +08:00
c9s
40fded70b2 reformat scale.go 2021-03-16 02:14:10 +08:00
c9s
c5eb6483a5 integrate QueryTicker for backtesting 2021-03-16 02:13:52 +08:00
c9s
2f7c7d344b move emitStart method call into the stream Connect method 2021-03-16 01:32:27 +08:00
c9s
7951c38edc skip connection if there is no subscription 2021-03-16 01:31:56 +08:00
ycdesu
c08899f7fb ftx: add ftx to supported exchange 2021-03-15 20:40:04 +08:00
ycdesu
c88297117b ftx: new rest everytime 2021-03-15 19:02:14 +08:00
c9s
c3996aee2b add Backup method to the local active order book 2021-03-15 18:25:36 +08:00
c9s
46c59f5009 add both side and support json unmarshalling 2021-03-15 18:09:55 +08:00
c9s
2bf4a555ec use OnStart instead of OnConnect 
this is for avoiding re-connect issue
 2021-03-15 18:04:55 +08:00
c9s
e311a182fa add onStart callbacks 2021-03-15 18:04:03 +08:00
c9s
9f7af3ce82 assign SubAccount name to the new exchange session 2021-03-15 17:51:17 +08:00
c9s
c95e712420 binance: emit disconnect 2021-03-15 17:48:16 +08:00
c9s
6d249cf83c bypass disconnect event 2021-03-15 17:48:16 +08:00
c9s
61a19cbfb4 align fields and tags 2021-03-15 17:31:07 +08:00
c9s
ab6b56d91e fix taker volume parsing 2021-03-15 15:37:53 +08:00
c9s
7b7811bbc3 revise orderbook command options 2021-03-15 10:23:53 +08:00
c9s
b24c69729a improve orderbook print layout 2021-03-15 10:23:42 +08:00
c9s
3ffa319ba8 improve max websocket reconnecting issue 2021-03-15 10:23:20 +08:00
c9s
e8ccc5eabf pass SubAccount field to the factory 2021-03-15 10:23:00 +08:00
c9s
97d427a9ca add ftx into the standard exchange factory 2021-03-15 10:22:45 +08:00
c9s
2eda012f43 add SubAccount field to the exchange session config 2021-03-15 10:13:41 +08:00
c9s
b7da47411e split exchange interface into ExchangeMarketDataService, ExchangeTradingService 2021-03-15 10:06:02 +08:00
c9s
c788601856 add disconnect callbacks on stream 2021-03-15 09:49:22 +08:00
Yo-An Lin
e0d7fefbf2 Merge pull request #150 from c9s/fix/pnl 
feature: add deposit service and withdraw service for sync
 2021-03-15 09:01:24 +08:00
Yo-An Lin
806a32724f Merge pull request #153 from c9s/improve/balances-cmd 2021-03-14 11:51:49 +08:00
c9s
afb8105694 add reward service todo 2021-03-14 11:18:23 +08:00
c9s
38b9baf340 connect sync with deposit and withdraw services 2021-03-14 11:18:23 +08:00
c9s
54ba240317 implement deposit sync 2021-03-14 11:18:22 +08:00
c9s
0246e298d2 apply launch date if since time is empty 2021-03-14 11:18:22 +08:00
c9s
75c6a2791c reduce log 2021-03-14 11:18:22 +08:00