96 Commits

Author	SHA1	Message	Date
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
TonyQ	4eb5a099ae	account: add nav_history_details and account_service for #302	2021-12-14 08:09:18 +08:00
TonyQ	e5450492bb	telegram: find USERNAME when USER env not found for windows.	2021-12-11 10:30:57 +08:00
c9s	874c7b39fa	service: add is_futures fields to trade service	2021-12-08 19:38:16 +08:00
c9s	9b56e9e32b	service: add is_futures fields to order service	2021-12-08 19:38:10 +08:00
c9s	f1e3cc6049	add strict start time, sync time checking for preventing back-test failure ... related to #311	2021-12-07 15:21:37 +08:00
c9s	30c7c34826	bbgo: fix kline backward query for backtest	2021-10-16 13:49:00 +08:00
c9s	b5c4fc3e4e	fix kline record insert fields	2021-06-01 01:39:23 +08:00
c9s	c84d59734c	clear all trades before running backtests	2021-05-30 15:25:00 +08:00
c9s	002b28f75a	okex: implement candlestick api and improve kline console format	2021-05-28 20:51:10 +08:00
c9s	57a78777df	move Time type to types.Time	2021-05-21 00:10:53 +08:00
c9s	807c049d63	refactor notifiers and add liquidity field to the trade	2021-05-12 12:37:48 +08:00
c9s	ee68deb114	apply limit param to the queries	2021-05-08 00:57:25 +08:00
c9s	e29d9af9c8	fix persistence config unmarshalling	2021-05-02 18:16:34 +08:00
c9s	8c08cfebb7	rename MarkStrategyID to just Mark	2021-03-16 14:07:47 +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	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	8e85274876	fix used time field for withdraw	2021-03-14 11:18:22 +08:00
c9s	4d3b1ec938	fix QueryWithdrawHistory and QueryDepositHistory	2021-03-14 11:18:22 +08:00
c9s	4b49fda463	refactor sync service	2021-03-14 11:18:22 +08:00
c9s	3c90aa515d	add deposit service and withdraw service	2021-03-14 11:18:22 +08:00
c9s	f22a6ee697	implement sync method on the trade service	2021-03-14 11:18:22 +08:00
c9s	8fc7c4798e	implement sync method on reward service	2021-03-14 11:18:22 +08:00
c9s	5a02cdbda3	implement sync method on the order service	2021-03-14 11:18:22 +08:00
ycdesu	2a0bd5f962	ws: make Reconnect() public	2021-02-27 18:42:45 +08:00
ycdesu	bf97af34f3	ws: implement base websocket client	2021-02-27 16:48:50 +08:00
c9s	03d7290e03	pull out time range group by clause generator	2021-02-26 17:22:08 +08:00
c9s	28a8ab34a2	pull out time range column name	2021-02-26 16:16:41 +08:00
c9s	1d29009133	fix max trade query ordering and sql query ordering for query last	2021-02-25 13:55:04 +08:00
c9s	854014f49a	add currency position aggregation and tests	2021-02-24 10:46:42 +08:00
c9s	14830c442c	refactor and implement reward sync and query	2021-02-23 22:53:00 +08:00
c9s	5a7cf05701	integrate reward service into the sync service	2021-02-23 16:39:48 +08:00
c9s	fb62af05a4	add global Reward type	2021-02-23 10:08:01 +08:00
c9s	eaad414706	adjust max api call rate limiting	2021-02-22 15:01:05 +08:00
c9s	a8516edb98	add Get method to the persistence service facade	2021-02-21 16:55:45 +08:00
c9s	fa4e813729	resolve cyclic imports	2021-02-21 01:01:39 +08:00
c9s	12ed5a1efe	move persistence service into the service package	2021-02-21 00:45:56 +08:00
c9s	dd13b9a8bf	remove start time query condition for trade sync since starting from trade id = 1 works	2021-02-19 14:18:50 +08:00
c9s	44fa74a4c9	refactor session sync	2021-02-19 10:42:24 +08:00
c9s	390c9b1a4b	move Sync method into the sync service	2021-02-19 10:26:13 +08:00
c9s	3a89b0a714	improve trade sync	2021-02-18 18:20:18 +08:00
c9s	0ba595bd55	Fix trade sync for self trades ... MAX uses one single trade for presenting self trade. BINANCE uses two trade records for presenting self trade. the trade creation time are the same.	2021-02-18 17:37:49 +08:00
c9s	c3dbb1b204	avoid using last trade id for syncing data	2021-02-18 16:40:47 +08:00
c9s	b9564690b5	fix go migration loader	2021-02-17 19:06:55 +08:00
c9s	bc3754d989	check if limit is set	2021-02-16 16:39:56 +08:00
c9s	bf0ba89aee	convert StrategyID field to NullString	2021-02-16 16:00:14 +08:00
c9s	67a3c49081	add more trade service tests	2021-02-16 15:34:01 +08:00