Andy Cheng
debd5b3bf2
doc: issue #281
2021-12-16 18:35:44 +08:00
Andy Cheng
634b722044
doc: support strategy
2021-12-16 18:30:38 +08:00
Andy Cheng
5a238b8b0a
doc: add description of commission rate option for backtesting
2021-12-16 17:12:38 +08:00
Yo-An Lin
573a845b94
Merge pull request #370 from tony1223/bug/215-sqlite-time-issue
...
database: sqlite3 issue fix
2021-12-15 14:40:29 +08:00
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
