c9s
|
d67b800e7e
|
use RecordPosition
|
2022-03-14 21:21:58 +08:00 |
|
c9s
|
322f31a56a
|
bbgo: improve RecordPosition method
|
2022-03-14 21:21:58 +08:00 |
|
c9s
|
5732555c2c
|
doc: update sync configuration doc
|
2022-03-14 21:21:58 +08:00 |
|
c9s
|
08ae53ba16
|
bbgo: assign strategy instance id fields automatically
|
2022-03-14 21:21:58 +08:00 |
|
c9s
|
6088f7b542
|
bbgo: add RecordPosition method
|
2022-03-14 21:21:58 +08:00 |
|
c9s
|
9faaed6892
|
bbgo: initialize position service
|
2022-03-14 21:21:58 +08:00 |
|
c9s
|
e9a25fcc6f
|
compile and update migration package
|
2022-03-14 21:21:58 +08:00 |
|
c9s
|
c78fa09f4d
|
fix divisor typo
|
2022-03-14 21:21:58 +08:00 |
|
c9s
|
5be1f1571b
|
fix position test
|
2022-03-14 21:21:58 +08:00 |
|
c9s
|
3c376b3cd3
|
add accumulated profit column to position
|
2022-03-14 21:21:58 +08:00 |
|
c9s
|
cc4ef327d6
|
add strategy id and instance id to position
|
2022-03-14 21:21:58 +08:00 |
|
c9s
|
ac675d0099
|
add position table and service
|
2022-03-14 21:21:58 +08:00 |
|
c9s
|
f0d500bbaa
|
add positions table migration
|
2022-03-14 21:21:58 +08:00 |
|
c9s
|
b1559bcbe3
|
fix persistence injection
|
2022-03-14 21:21:43 +08:00 |
|
Andy Cheng
|
822fea44fc
|
strategy: fix index out of range error
|
2022-03-14 12:01:17 +08:00 |
|
Andy Cheng
|
ad7605e7b2
|
strategy: do not submit order if current position < market.MinQuantity
|
2022-03-14 11:45:24 +08:00 |
|
zenix
|
7e92f0f4e5
|
fix: remove requirements on config flag
|
2022-03-11 19:56:59 +09:00 |
|
c9s
|
36e039108a
|
bump version to v2.0.0
|
2022-03-10 19:01:58 +08:00 |
|
なるみ
|
b6493ad282
|
Change id type
|
2022-03-09 13:14:14 +08:00 |
|
なるみ
|
8522c0dadb
|
Add exchange field to QueryOrderRequest
|
2022-03-08 19:33:23 +08:00 |
|
Yo-An Lin
|
bfdf4c245f
|
Merge pull request #460 from zenixls2/feature/backtest_multiple_exchange
feature: add multiple exchange support in backtest
|
2022-03-07 14:28:20 +08:00 |
|
c9s
|
fcbdf8162a
|
max: add env var MAX_QUERY_CLOSED_ORDERS_LIMIT
|
2022-03-07 13:56:20 +08:00 |
|
zenix
|
39572c5fe0
|
fix: remove maker/buyer/taker/sellerCommission
|
2022-03-07 14:32:00 +09:00 |
|
Yo-An Lin
|
35ef21ab1c
|
Merge pull request #466 from c9s/feature/strategy-profit
feature: add strategy profit records
|
2022-03-07 12:20:47 +08:00 |
|
zenix
|
25b5eddc03
|
feature: add multiple exchange support in backtest
fix: change doc, since --exchange removed from backtest
fix: test for config changes
|
2022-03-07 13:18:56 +09:00 |
|
c9s
|
b8ef2eb550
|
fix Test_tradeService
|
2022-03-07 12:12:06 +08:00 |
|
zenix
|
1f27ef653b
|
fix: exception on parsing empty string in dnum
|
2022-03-07 12:46:03 +09:00 |
|
c9s
|
9b6b071d2b
|
compile and update migration package
|
2022-03-06 18:47:01 +08:00 |
|
c9s
|
e23232c3e7
|
max: fix timeInForce conversion
|
2022-03-06 18:37:34 +08:00 |
|
c9s
|
586013d9f2
|
max: fix order update message
|
2022-03-06 18:33:21 +08:00 |
|
c9s
|
af2070b908
|
binance: add updated time field
|
2022-03-06 18:32:33 +08:00 |
|
c9s
|
f3577a4182
|
fix: if it's an empty time, do not return a driver value
|
2022-03-06 18:28:40 +08:00 |
|
c9s
|
917684aa27
|
bbgo: inject environment object
|
2022-03-06 18:28:40 +08:00 |
|
c9s
|
099d860c5a
|
fix: fix Test_parseStructAndInject test
|
2022-03-06 18:28:40 +08:00 |
|
c9s
|
b1ba5386b3
|
fix bbgo.Notifiability injection
|
2022-03-06 16:09:15 +08:00 |
|
c9s
|
25f3aeef58
|
bollmaker: call RecordProfit
|
2022-03-06 15:39:20 +08:00 |
|
c9s
|
8fa0e6702c
|
bollmaker: assign strategy id and instance id
|
2022-03-06 15:38:58 +08:00 |
|
c9s
|
f6ec2e78e6
|
record profits
|
2022-03-06 15:37:41 +08:00 |
|
c9s
|
3a15738fec
|
pull out default persistence selector
|
2022-03-06 14:06:19 +08:00 |
|
c9s
|
35b0d8dc0d
|
bbgo: add profit service to environment
|
2022-03-05 13:40:20 +08:00 |
|
c9s
|
1f1c26a9e5
|
bbgo: inject more service objects
|
2022-03-05 13:37:27 +08:00 |
|
c9s
|
c1ac738ca0
|
bbgo: add doc comment for parseStructAndInject
|
2022-03-05 12:59:47 +08:00 |
|
c9s
|
bdcae5b763
|
bbgo: add more injection types
|
2022-03-05 12:49:53 +08:00 |
|
c9s
|
a9f9fa8fed
|
bollmaker: add Environment field and Market field for injection
|
2022-03-05 12:40:56 +08:00 |
|
c9s
|
47023729ec
|
bbgo: rewrite field injection
|
2022-03-05 12:39:39 +08:00 |
|
c9s
|
a6053e0e59
|
bbgo: move inject function to injection.go
|
2022-03-05 03:20:20 +08:00 |
|
c9s
|
cd6b37ac3b
|
bbgo: skip unexported fields for injection
|
2022-03-05 03:19:45 +08:00 |
|
c9s
|
fa7bab2c3a
|
bbgo: improve dynamic injection
|
2022-03-05 02:51:43 +08:00 |
|
c9s
|
db4d8a31bc
|
bbgo: implement parseStructAndInject
|
2022-03-05 02:33:25 +08:00 |
|
c9s
|
5fe0b69927
|
bollmaker: use the new profit generator method
|
2022-03-05 01:41:23 +08:00 |
|
c9s
|
197d750cb4
|
all: update profit struct fields
|
2022-03-05 01:39:53 +08:00 |
|
c9s
|
82e5520ee4
|
service: update profit service tests
|
2022-03-05 00:28:13 +08:00 |
|
c9s
|
a642aa1a5a
|
service: add more columns
|
2022-03-05 00:27:44 +08:00 |
|
c9s
|
09dea3938d
|
implement profit insert
|
2022-03-04 19:24:40 +08:00 |
|
c9s
|
9e0df77a36
|
move profit struct into the types package
|
2022-03-04 16:39:48 +08:00 |
|
Yo-An Lin
|
f8b257d490
|
Merge branch 'main' into fix/cmd-required
|
2022-03-03 19:53:27 +08:00 |
|
c9s
|
f190cc4f6c
|
cmd: fix account command usage
|
2022-03-03 19:40:18 +08:00 |
|
c9s
|
f14694c65f
|
cmd: remove config file check from the account command
|
2022-03-03 19:39:55 +08:00 |
|
zenix
|
a33b748563
|
fix: mark flags as required during PreRunE
|
2022-03-03 18:03:15 +09:00 |
|
c9s
|
3843bda7c2
|
cmd: remove incorrect MarkPersistentFlagRequired usage
|
2022-03-03 15:37:17 +08:00 |
|
c9s
|
7d08263cdb
|
fix: fix required flag marking issue
|
2022-03-03 15:34:16 +08:00 |
|
c9s
|
b8f54ed4b9
|
ftx: print result directly
|
2022-03-03 15:04:53 +08:00 |
|
c9s
|
86af4d2b40
|
ftx: rewrite order cancel handling
|
2022-03-03 14:52:24 +08:00 |
|
c9s
|
dd76cfafa4
|
ftx: remove legacy orderRequest from the legacy rest
|
2022-03-03 12:33:44 +08:00 |
|
c9s
|
c9f2027a38
|
ftx: remove the legacy orderRequest
|
2022-03-03 11:55:00 +08:00 |
|
c9s
|
5ea01c8d80
|
regenerate symbol map
|
2022-03-03 11:44:01 +08:00 |
|
c9s
|
eaa81f1313
|
ftx: remove legacy balances method
|
2022-03-03 11:43:15 +08:00 |
|
c9s
|
270ae51c9b
|
ftx: remove legacy PlaceOrderPayload
|
2022-03-03 11:42:57 +08:00 |
|
c9s
|
2510f14d53
|
ftx: remove legacy place order request method
|
2022-03-03 11:42:40 +08:00 |
|
c9s
|
5bbb796e94
|
ftx: clean up imports
|
2022-03-03 11:42:25 +08:00 |
|
c9s
|
37db477ece
|
ftx: remove legacy method CancelOrderByClientID
|
2022-03-03 11:42:13 +08:00 |
|
c9s
|
60ad6bc901
|
ftx: remove legacy CancelOrderByOrderID method
|
2022-03-03 11:41:51 +08:00 |
|
c9s
|
064da7f938
|
ftx: remove legacy open orders method
|
2022-03-03 11:40:23 +08:00 |
|
c9s
|
a47924d1c9
|
ftx: remove legacy order history method
|
2022-03-03 11:40:03 +08:00 |
|
c9s
|
da54fbb676
|
cmd: remove extra config option check
|
2022-03-03 11:39:28 +08:00 |
|
c9s
|
6ae588575a
|
ftx: remove legacy market api method
|
2022-03-03 11:39:11 +08:00 |
|
c9s
|
21ae48c975
|
cmd: use MarkFlagRequired
|
2022-03-03 11:36:06 +08:00 |
|
c9s
|
2845e03100
|
ftx: fix ftx test cases
|
2022-03-03 01:47:19 +08:00 |
|
c9s
|
3f8f17b1de
|
ftx: reimplement submit order api
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
3b601d73ce
|
ftx: remove legacy fills requests
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
4321cab557
|
ftx: drop the legacy unused account request
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
688445d7e7
|
cmd: add get-order cmd
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
127de0d81c
|
cmd: update executeOrderCmd description
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
95daa004aa
|
ftx: implement get order status api
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
14bcc780a4
|
ftxapi: add cancel order by client order id
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
07dd2e8d9c
|
ftx: improve order cancel by client order id
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
5cfc266d7a
|
ftx: simplify and replace the order history query
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
5c8997e293
|
ftx: fix ftx order status isWorking
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
66700016e4
|
ftx: add toGlobalOrderNew to convert new order structure
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
e9e1127d3e
|
ftx: replace query markets api
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
883f0ed83a
|
ftxapi: replace fill implementation
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
833354e553
|
ftx: replace QueryTrades implementation
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
9c371425f6
|
ftx: replace QueryAccount implementation
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
84bc170a2e
|
ftxapi: use order types
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
03f0305b3d
|
ftxapi: add fills request
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
14a49989fe
|
ftxapi: define types
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
cd0ac71b99
|
ftxapi: separate request files
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
abc425d820
|
ftx: fix ftx api client
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
93992801f9
|
ftxapi: add order history request
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
9e350afed5
|
ftxapi: add get coins api
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
3601edab84
|
ftxapi: add get single market api
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
2a6310c5f5
|
ftxapi: add get markets api
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
94ee46787e
|
ftxapi: add generated files
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
7ed2e352d9
|
ftx: rewrite ftxapi
|
2022-03-03 00:30:52 +08:00 |
|
Yo-An Lin
|
7ae5869461
|
Merge pull request #451 from narumiruna/protobuf
grpc: add protobuf
|
2022-03-02 12:57:23 +08:00 |
|
zenix
|
f101e93311
|
fix: dnum panic, precision loss in parsing string in legacy
|
2022-02-28 15:50:31 +09:00 |
|
c9s
|
9c45e6693f
|
fix formatString
|
2022-02-25 18:25:44 +08:00 |
|
c9s
|
99b025dd5c
|
add FormatString test case and fix FormatString
|
2022-02-25 18:03:28 +08:00 |
|
c9s
|
10612cdfa9
|
add Test_formatQuantity
|
2022-02-25 17:47:54 +08:00 |
|
c9s
|
555e8c5253
|
add Test_formatPrice
|
2022-02-25 16:52:43 +08:00 |
|
なるみ
|
37fbe724cf
|
Add Error message
|
2022-02-23 12:44:31 +08:00 |
|
なるみ
|
3aeae99587
|
Add SubcribeUserData
|
2022-02-23 12:29:01 +08:00 |
|
なるみ
|
36fd5d648a
|
Add exchange and symbol to Ticker
|
2022-02-23 12:27:22 +08:00 |
|
なるみ
|
6b10d1160f
|
Merge SuccessResponse and SubscribeResponse
|
2022-02-23 12:21:49 +08:00 |
|
なるみ
|
9fd4074d37
|
Add Depth message for bids and asks
|
2022-02-23 12:19:23 +08:00 |
|
Yo-An Lin
|
2108003f9b
|
Merge pull request #454 from zenixls2/fix/pnl
fix: #287 init environ before querying balance
|
2022-02-23 11:46:11 +08:00 |
|
zenix
|
06e9450859
|
feature: add cmd document
add documentation index
|
2022-02-22 19:36:45 +09:00 |
|
zenix
|
52cc047673
|
fix: #287 init environ before querying balance
|
2022-02-22 14:32:35 +09:00 |
|
なるみ
|
32acec5669
|
Put exchange field in the order and trade message
|
2022-02-21 12:53:39 +08:00 |
|
なるみ
|
c1b705956f
|
Add SubmitOrder, rename variables and fix typo
|
2022-02-21 12:13:51 +08:00 |
|
なるみ
|
f2bca1d5b7
|
add QueryKLines
|
2022-02-20 04:41:39 +08:00 |
|
なるみ
|
136d36b2b1
|
generate code
|
2022-02-20 04:10:39 +08:00 |
|
なるみ
|
7a7627eafd
|
update proto
|
2022-02-20 04:08:52 +08:00 |
|
c9s
|
208a9bcb7d
|
fix: fix context error handling
|
2022-02-18 18:21:51 +08:00 |
|
c9s
|
849f2a248e
|
ftx: check context error
|
2022-02-18 15:35:58 +08:00 |
|
c9s
|
3a488a4c0f
|
ftx: add ioc order test
|
2022-02-18 14:50:54 +08:00 |
|
なるみ
|
4fb8881be7
|
Fix package path
|
2022-02-18 14:27:12 +08:00 |
|
なるみ
|
72bcdaaf25
|
Move pkg/proto to pkg/pb
|
2022-02-18 14:24:38 +08:00 |
|
c9s
|
17034b2467
|
ftx: fix ioc convert
|
2022-02-18 14:10:21 +08:00 |
|
c9s
|
f6ebeeafc5
|
ftx: cast time in force from the order result
|
2022-02-18 14:07:29 +08:00 |
|
c9s
|
d0f1e2db04
|
ftx: fix ftx ioc conversion
|
2022-02-18 14:01:47 +08:00 |
|
c9s
|
fb9f8b484c
|
max: remove ioc limit type
|
2022-02-18 13:57:47 +08:00 |
|
c9s
|
0c09e6b32a
|
use global timeInForce type
|
2022-02-18 13:52:13 +08:00 |
|
zenix
|
20cccf57e5
|
fix: NumFractionalDigits in legacy fixedpoint and dnum fixedpoint
|
2022-02-17 12:45:06 +09:00 |
|
zenix
|
ced2afaed8
|
fix: remove backup file in schedule strategy
|
2022-02-16 18:32:02 +09:00 |
|
なるみ
|
328c507bee
|
Update go generated code
|
2022-02-16 11:54:46 +08:00 |
|
なるみ
|
3fe6fbf514
|
Add Trade message and support streaming
|
2022-02-16 11:52:18 +08:00 |
|
zenix
|
a3a262783f
|
fix: set backtest cancel Delta to be 1e-11
|
2022-02-15 18:59:10 +09:00 |
|
zenix
|
7455279517
|
fix: #400 for int64 formating when exp <= 0
|
2022-02-15 18:24:21 +09:00 |
|
zenix
|
8648528435
|
fix go fmt, fix convert.go (the legacy fixedpoint implementation) in all tests
|
2022-02-15 14:55:19 +09:00 |
|
zenix
|
eb70410f80
|
add back legacy implementation
|
2022-02-15 12:01:39 +09:00 |
|
zenix
|
cdba7924b4
|
fix backtest panic when cancel fail on the last order
|
2022-02-15 12:01:39 +09:00 |
|
zenix
|
5315378b9e
|
fix takerfeerate column and makerfeerate column issue in yaml
|
2022-02-15 12:01:39 +09:00 |
|
zenix
|
fad85d0992
|
fix binance test, outptu for support and xgap strategies
|
2022-02-15 12:01:39 +09:00 |
|
zenix
|
05521a98b6
|
add skeleton strategy. fix most of the tests. fix final asset value
|
2022-02-15 12:01:39 +09:00 |
|
zenix
|
9978a3cf90
|
fix unmarshal behavior to gain more precision
|
2022-02-15 12:01:39 +09:00 |
|
zenix
|
abc1d535d8
|
fix bollmaker, fix pnl issues
|
2022-02-15 12:01:39 +09:00 |
|
zenix
|
105b085786
|
fix bollgrid, emstop, flashcrash, funding, grid, pricealert, pricedrop, rebalance, schedule, swing, xbalance, xgap, xmaker and speedup fixedpoint
|
2022-02-15 12:01:39 +09:00 |
|
zenix
|
2ccc449657
|
fix xpuremaker,xnav,techsignal,support,etf and add methods in fixedpoint
|
2022-02-15 12:01:39 +09:00 |
|
zenix
|
d9450e823e
|
fix all the fixedpoint use other than strategy
|
2022-02-15 12:01:39 +09:00 |
|