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4,624 Commits 60 Branches 138 Tags 189 MiB
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3144 Commits

Author SHA1 Message Date
c9s
1d340256ea
fix and simplify LocalActiveOrderBook 2022-06-05 18:12:26 +08:00
ankion
53f3df5ccf futures position no need to deduct fees 2022-06-05 16:33:08 +08:00
ankion
d90cf43d5a fix futures QuoteQuantity incorrect. 2022-06-05 16:33:08 +08:00
c9s
016ddfd8cd
pivotshort: also check isClosed 2022-06-05 13:14:17 +08:00
c9s
f883d42c58
pivotshort: avoid market sell again if position is already opened 2022-06-05 13:13:23 +08:00
c9s
629ae39095
fix var comparison 2022-06-05 13:09:32 +08:00
c9s
defff9b01d
pivotshort: add new found return value 2022-06-05 13:04:48 +08:00
c9s
f39ba4854d
pivotshort: add notify 2022-06-05 12:58:12 +08:00
c9s
74ee92832b
pivotshort: rename pivotBuffer to pivotLowPrices 2022-06-05 12:56:40 +08:00
c9s
32f324761e
pivotshort: market sell to open short 2022-06-05 12:55:36 +08:00
c9s
4bd322feb4
pivotshort: use notify and always collect trades 2022-06-05 12:51:45 +08:00
c9s
e7078edacd
pivotshort: add kline event handler and a todo 2022-06-05 12:48:54 +08:00
c9s
b20e1335c2
pivotshort: pull out market sell to a single method 2022-06-05 12:47:15 +08:00
c9s
f0578c5fa2
pivotshort: rename place order method 2022-06-05 12:40:41 +08:00
c9s
46b766857a
pivotshort: always collect trades after submitting orders 2022-06-05 12:40:08 +08:00
c9s
b9c32c7f7e
pivotshort: numLayers should be int 2022-06-05 12:37:35 +08:00
c9s
4b582830f0
remove timepoint map 2022-06-05 01:57:40 +08:00
c9s
c20e3fee4b
fix persistence unmarshalling issue 2022-06-05 01:48:56 +08:00
c9s
221a2d9dc7
fix persistence: calling type method on z zero value 2022-06-05 01:09:31 +08:00
c9s
39fcf1a51b
refactor sync command and add integration tests 2022-06-05 01:01:59 +08:00
c9s
425f8674d2
service: add kline partial sync 2022-06-04 19:15:11 +08:00
c9s
bf4d8d345e
service/backtest: implement backfill and time range scanner 2022-06-04 11:47:55 +08:00
c9s
9083881442
refactor exchange factory and solve the incorrect pkg import dependency from ftx 2022-06-04 11:47:55 +08:00
austin362667
9b8239abba pivotshort: add symbol name 2022-06-04 02:31:04 +08:00
austin362667
fcdc26e188 pivotshort: add init place order 2022-06-04 02:31:04 +08:00
c9s
6ceb54679a
add websocket log prefix 2022-06-04 00:39:24 +08:00
austin362667
5ca651a9b4 pivotshort: clean up field name 2022-06-03 23:28:48 +08:00
austin362667
af2d88d9a3 pivotshort: add immediate market sell 2022-06-03 23:23:26 +08:00
austin362667
9dab39849b pivotshort: clean up 2022-06-03 16:38:06 +08:00
austin362667
30be15dd34 pivotshort: add repay margin side effect 2022-06-03 15:48:49 +08:00
austin362667
2aac5bb273 pivotshort: improve post order & add margin 2022-06-03 15:48:49 +08:00
c9s
6936503cde
bollmaker: fix profit stats notification 2022-06-03 14:46:45 +08:00
c9s
3428aeba03
apply default exchange fee rate 
fixes #566
 2022-06-03 03:24:34 +08:00
c9s
4fc0687cf9
bollmaker: remove debug code 2022-06-03 03:14:19 +08:00
c9s
68d6e9e850
service: fix state loading (use correct ID method) 2022-06-03 03:10:50 +08:00
c9s
f7cdaff925
persistence: add store and load test case 2022-06-03 02:49:16 +08:00
c9s
7fce6a0fca
bollmaker: call persistence.Sync when position is changed 2022-06-03 02:44:00 +08:00
c9s
50d7d235a4
bollmaker: pull out functions 2022-06-03 02:44:00 +08:00
c9s
1a85299204
bollmaker: make detectPriceTrend simple function 2022-06-03 02:44:00 +08:00
Yo-An Lin
89c2e7de1e
Merge pull request #663 from c9s/fix/persistence-snapshot 
test: add more test on Test_loadPersistenceFields
 2022-06-03 02:09:52 +08:00
c9s
75bd5ffe32
ftx: fix kline time range check 2022-06-03 02:05:06 +08:00
c9s
55e9c7ee25
add more test on Test_loadPersistenceFields 2022-06-03 01:57:39 +08:00
c9s
0b6f7270ff
fix: drop IsZero 2022-06-03 01:15:08 +08:00
c9s
b1419a6f8b
ftx: add balance poller 2022-06-02 22:01:03 +08:00
c9s
3eb3a1f367
fix: ftx: add limit to ftx kline query 2022-06-02 21:51:22 +08:00
c9s
a7bd9239f2
fix: pull out time.now variable 2022-06-02 21:27:28 +08:00
c9s
32095e2741
fix: call abs on base for IsDust method 2022-06-02 21:06:52 +08:00
c9s
d27fee57ad
fix: do not load all trades into memory 2022-06-02 20:02:32 +08:00
c9s
d7c8b0b127
autoborrow: render balance map as SlackAttachment 2022-06-02 19:50:39 +08:00
Yo-An Lin
69c58ee38f
Merge pull request #656 from c9s/refactor/sync 
refactor: drop unused function
 2022-06-02 19:28:44 +08:00
c9s
5277098f70
add api .UnrealizedProfit and .IsDust method on Position 2022-06-02 18:05:35 +08:00
c9s
6a25f30b39
add IsLong and IsShort method on Position 2022-06-02 17:58:18 +08:00
c9s
e2f339e641
bollmaker: fix short position order 2022-06-02 17:55:14 +08:00
c9s
a2c7ebe90c
drop unused function 2022-06-02 17:24:54 +08:00
c9s
16322e19fe
service: set kline time to UTC 2022-06-02 16:53:17 +08:00
c9s
824951c3d5
batch: add remote query profiler 2022-06-02 16:52:34 +08:00
c9s
02a8bf4c8c
remove general rate limiter from batch query since it's already handled in the exchange 2022-06-02 16:52:33 +08:00
c9s
a878f35ca1
improve and fix kline sync 2022-06-02 16:52:33 +08:00
zenix
5faab1d55c fix: change from local timezone to UTC when do syncing 2022-06-02 17:12:17 +09:00
Yo-An Lin
38a6d8c813
Merge pull request #652 from c9s/refactor/sync 
refactor/fix: withdraw sync
 2022-06-02 14:03:54 +08:00
c9s
5d98674ab5
fix withdraw sync and improve withdraw string format 2022-06-02 13:56:24 +08:00
c9s
813166dd92
add TestWithdrawBatchQuery test 2022-06-02 13:56:24 +08:00
c9s
b36be80fd7
implement withdraw batch query 2022-06-02 13:56:23 +08:00
c9s
e11e0c97b8
types: update SupportedExchanges slice with correct types 2022-06-02 13:56:23 +08:00
c9s
c4f8b11f98
types: fix const type declaration 2022-06-02 13:56:23 +08:00
Andy Cheng
bf385899b9 strategy: use private for non-exported fields and functions 2022-06-02 13:47:16 +08:00
c9s
5527b3c48a
rename Withdrawal to Withdraw since it's a noun 2022-06-02 11:42:03 +08:00
c9s
c0f5c1963e
refactor and clean up withdraw history query method 2022-06-02 11:40:05 +08:00
c9s
e5ca6504f5
binance: add get_withdraw_history_request 2022-06-02 11:32:21 +08:00
Yo-An Lin
47098b08dd
Merge pull request #650 from austin362667/fix/persistence 
Fix: Persistence Reflect IsZero
 2022-06-02 02:32:36 +08:00
c9s
165b4fdb20
binance: remove loop from the withdraw history api 2022-06-02 02:31:46 +08:00
c9s
35ac5e1671
service/order: remove unused queryLast method 2022-06-02 02:13:42 +08:00
c9s
d6f144069d
service: refactor closed order sync method 2022-06-02 02:12:38 +08:00
c9s
f87a0ab316
autoborrow: add json tags 2022-06-02 01:53:22 +08:00
c9s
34e1b642d1
autoborrow: add exchange name to the margin action struct 2022-06-02 01:51:03 +08:00
c9s
4f842c521a
fix log message 2022-06-02 01:47:55 +08:00
c9s
8aec251a62
max: fix v3 loan/repay api path 2022-06-02 01:41:41 +08:00
c9s
ae8625da31
max: net asset should substract debt 2022-06-02 01:34:14 +08:00
c9s
92882f68f4
max: add borrow and repay todo 2022-06-02 01:28:33 +08:00
c9s
78f9c7d569
improve autoborrow checks 2022-06-02 01:27:04 +08:00
austin362667
f9bb2ae149 bbgo: fix persistence reflect IsZero check 2022-06-01 21:57:35 +08:00
c9s
4e666dee98
max: implement margin borrow and repay service on max 2022-06-01 20:44:24 +08:00
c9s
01822eee28
max: use v3 order api to submit orders 2022-06-01 20:34:20 +08:00
Yo-An Lin
b19ae857d3
Merge pull request #649 from c9s/feature/binance-margin-history 
fix: max: fix QueryAccount for margin wallet
 2022-06-01 19:58:54 +08:00
c9s
50accc5a2c
max: fix QueryAccount for margin 2022-06-01 19:56:10 +08:00
Yo-An Lin
bef73cf880
Merge pull request #648 from c9s/feature/binance-margin-history 
feature: binance margin history sync support
 2022-06-01 19:43:07 +08:00
c9s
b070952b32
service/sync: rewrite trade sync with syncTask 2022-06-01 19:40:30 +08:00
c9s
415450acb7
service/sync: add onLoad event support 2022-06-01 19:40:29 +08:00
c9s
fb63346732
service/reflect: add more debug logs 2022-06-01 19:40:29 +08:00
c9s
dfe29e07e7
service/margin: fix query ordering 2022-06-01 19:40:29 +08:00
c9s
991d13cb32
cmd/sync: support multiple session names 2022-06-01 19:40:29 +08:00
c9s
1a85e62993
service: integrate margin service into the sync service 2022-06-01 19:40:29 +08:00
c9s
5bb98734fb
batch: set jump if empty field 2022-06-01 19:40:29 +08:00
c9s
484fc62892
batch: set jump if empty field 2022-06-01 19:40:29 +08:00
c9s
118dc07e10
service: fix reflect rows scan 2022-06-01 19:40:29 +08:00
c9s
5a4a2db66f
service: add time function 2022-06-01 19:40:29 +08:00
c9s
5eaa4706f0
binance: set exchange field for margin records 2022-06-01 19:40:29 +08:00
c9s
63ad635f62
cmd: rewrite sync command 2022-06-01 19:40:29 +08:00
c9s
cf19ed6f26
refactor environment sync method 2022-06-01 19:40:29 +08:00
c9s
f4e7f4f6f6
add margin history entry in config 2022-06-01 19:40:29 +08:00
c9s
bdc76e8db6
types: add gid field 2022-06-01 19:40:29 +08:00
c9s
279e4d8682
service: refactor sync task 2022-06-01 12:02:15 +08:00
Andy Cheng
205921ea42 strategy: remove HasTradableBase() 2022-06-01 10:54:13 +08:00
Andy Cheng
cd96c01131 strategy: use Market.IsDustQuantity instead 2022-06-01 10:51:57 +08:00
Andy Cheng
237d1205e8 strategy: check update balance response in calculateQuantity 2022-06-01 10:26:04 +08:00
Yo-An Lin
a56bec9dc9
Merge pull request #644 from c9s/feature/binance-margin-history 
feature: sync binance margin history into db
 2022-05-31 17:48:12 +08:00
c9s
f116b7b2d0
service: add margin liqudiation sync task 2022-05-31 17:43:17 +08:00
c9s
bf92e28461
service: implement margin service for syncing margin related data 2022-05-31 17:43:17 +08:00
c9s
7601f08786
compile and update migration package 2022-05-31 17:32:55 +08:00
c9s
79fbad1266
migrations: add margin_liquidations table 2022-05-31 17:31:15 +08:00
Andy Cheng
6285e145a7 strategy: margin side effect 2022-05-31 15:46:55 +08:00
zenix
a2a186cfbb feature: add emv indicator, fix: sma 2022-05-31 16:28:38 +09:00
Andy Cheng
3421423cd6 strategy: update balance for exchanges like FTX 2022-05-31 14:30:37 +08:00
Andy Cheng
a5124c743f strategy: supertrend strategy TP/SL 2022-05-31 12:53:14 +08:00
c9s
c3f2c9eb4a
batch: add margin loan/repay/interest batch query 2022-05-31 01:19:38 +08:00
c9s
e66eb08db4
batch: refactor batch query 2022-05-31 00:59:33 +08:00
c9s
7add014a2b
service: use upper case sql keywords 2022-05-30 18:11:17 +08:00
c9s
f29e8bd6d2
service: use reflect to generate insert sql 2022-05-30 18:08:54 +08:00
c9s
2dc825f654
types: add db tag 2022-05-30 18:08:54 +08:00
c9s
d72b56f51f
binance: refine liquidation history api 2022-05-30 18:08:54 +08:00
Andy Cheng
d72a4e8e94 strategy: supertrend strategy config example 2022-05-30 16:48:07 +08:00
Andy Cheng
756284378b strategy: supertrend strategy control 2022-05-30 16:35:10 +08:00
Andy Cheng
44469ed3aa strategy: supertrend position control 2022-05-30 16:26:17 +08:00
Andy Cheng
07fe68d740 strategy: Validate() 2022-05-30 16:22:13 +08:00
Andy Cheng
0e1e5369f2 strategy: leverage parameter 2022-05-30 16:07:36 +08:00
Andy Cheng
1d24379c17 strategy: refactor supertrend sconfig 2022-05-30 14:52:51 +08:00
Zenix
8652b4e043
Merge pull request #633 from zenixls2/fix/ewo_entry 
Fix/ewo entry, backtest
 2022-05-30 15:47:46 +09:00
zenix
e3a8ef4e69 fix: statistics on entry/exit on signal changes, fix position check 2022-05-30 12:45:52 +09:00
austin362667
c904f9f0f7 strategy: add fmaker 
fmaker: cleanup
 2022-05-29 21:39:11 +08:00
c9s
61a53947ee
binance: re-organize convert functions 2022-05-29 12:03:21 +08:00
c9s
11075b0d1a
cmd: add marginInterestsCmd 2022-05-29 12:01:20 +08:00
c9s
4a4699a4bc
cmd: add margin repays cmd 2022-05-29 11:53:36 +08:00
c9s
70f0dccb9f
binance: convert loans and repays to global types 2022-05-29 11:52:25 +08:00
c9s
409ad9b75c
binance: adjust margin history interface 2022-05-29 01:42:08 +08:00
c9s
f58f44ffd8
binance: refactor query methods 2022-05-29 01:21:43 +08:00
c9s
4c30fce917
binance: add GetMarginInterestHistoryRequest api 2022-05-29 01:13:33 +08:00
c9s
e72f8bcd15
binance: fix and rename margin liquidation history request 2022-05-29 00:57:46 +08:00
c9s
1ab10eb574
binance: fix and add loan/repay history test 2022-05-29 00:52:22 +08:00
c9s
aec9de8dd6
types: define global margin history types 2022-05-28 17:34:29 +08:00
c9s
4f0ac41850
max: generate missing files 2022-05-28 16:52:02 +08:00
c9s
fcdf0f8168
max: rename methods 2022-05-28 16:48:51 +08:00
c9s
753d7a8d5e
max: rename requests 2022-05-28 16:47:41 +08:00
c9s
cef002ccb6
move type alias 2022-05-28 16:06:16 +08:00
Yo-An Lin
5c5a88fe0e
Merge pull request #636 from c9s/feature/max-margin-wallet 
fix: max: fix trades/orders parsing
 2022-05-27 19:55:22 +08:00
c9s
887fe09b44
max: add margin level info the account 2022-05-27 19:48:03 +08:00
c9s
c891cc56e3
max: fix trades/orders parsing 2022-05-27 19:48:03 +08:00
Andy Cheng
39b0013513 strategy: supertrend strategy tp/sl 2022-05-27 18:24:08 +08:00
Yo-An Lin
fd10408fdb
Merge pull request #635 from c9s/feature/max-margin-wallet 
feature: max margin wallet
 2022-05-27 16:55:30 +08:00
Yo-An Lin
424c235b43
Merge pull request #617 from andycheng123/improve/bollmaker-dynamic-spread 
feature: bollmaker dynamic spread
 2022-05-27 16:55:20 +08:00
c9s
d792f3b83b
max: drop unused url ref vars 2022-05-27 16:46:56 +08:00
c9s
60d65a390f
max: add margin api (liquidation history and interest history) 2022-05-27 16:40:56 +08:00
Andy Cheng
98b794f265 strategy: DynamicSpreadSettings struct to make it more clean 2022-05-27 16:24:50 +08:00
c9s
410a9610c9
max: add margin api (loan, repay, ad ratio) 2022-05-27 16:13:01 +08:00
c9s
37ef5c4b97
max: add margin api (liquidation history and interest history) 2022-05-27 15:04:47 +08:00
Andy Cheng
bf26076112 strategy: prototype of supertrend strategy 2022-05-27 14:36:48 +08:00
c9s
8721679f74
max: update market struct fields 2022-05-26 20:32:25 +08:00
c9s
d9e10b7fcd
max: integrate v3 orders api 2022-05-26 19:52:38 +08:00
c9s
6ca71cf9f1
max: simplify constructor 2022-05-26 18:49:50 +08:00
c9s
2d20083244
max: pull out http transport and register order service v3 2022-05-26 18:49:18 +08:00
c9s
c1ba270d76
max: log max.DebtEvent 2022-05-26 18:07:17 +08:00
なるみ
c99be984d1 rebalance: place limit orders 2022-05-26 17:28:48 +08:00
c9s
4d8ea7d979
max: log adratio 2022-05-25 20:34:25 +08:00
c9s
459d839c1a
max: parse debt 2022-05-25 20:12:16 +08:00
c9s
2ffbb2ed82
max: add ad_ratio_update type 2022-05-25 20:06:51 +08:00
c9s
a74ad31ea0
max: parse ADRatio message 2022-05-25 20:06:17 +08:00
c9s
83abf14f3b
max: add updateTime field parse 2022-05-25 19:52:29 +08:00
zenix
e81216e678 fix: TP compare direction in ewo, feature: add trade report fro ewo, fix: db lock on insertion in sqlite3 2022-05-25 16:11:19 +09:00
c9s
f65821d4fd
max: add mwallet message type to parser 2022-05-25 14:42:45 +08:00
c9s
9f0d975b57
max: add filters when margin is on 2022-05-25 14:40:43 +08:00
c9s
e5e505d65e
max: apply margin settings struct 2022-05-25 14:38:09 +08:00
c9s
eccee460ca
max: add filters field to the auth message 2022-05-25 13:51:24 +08:00
zenix
c6bad0ba08 fix: tv chart, price direction in backtest 2022-05-25 01:48:14 +09:00
zenix
99122f44bc fix: backtest kline prev close -> new open, pass exchange as pointer (for Mutex passing), ewo add filter ma34 2022-05-24 23:05:01 +09:00
c9s
0ee23e0ce4
max: refactor order sort method into the types package 2022-05-24 18:07:34 +08:00
c9s
680231e0c5
max: drop legacy queryAllClosedOrders method 2022-05-24 18:04:33 +08:00
c9s
9d459612a4
maxapi: add wallet type validation 2022-05-24 18:00:52 +08:00
c9s
79893f4b88
define wallet type and separate wallet order api 2022-05-24 17:48:08 +08:00
c9s
c6ede883ce
add max v3 api 2022-05-24 17:40:00 +08:00
zenix
dbe0fbcd4c fix: split implementation, fix code comments, add explanation on ewo params 2022-05-24 16:19:00 +09:00
c9s
a66bae47fe
add v3 order endpoint 2022-05-23 18:34:08 +08:00
c9s
d88e41c20c
remove unused client field 2022-05-23 15:48:44 +08:00
c9s
35375c84c1
use requestgen.BaseAPIClient 2022-05-23 14:28:28 +08:00
Andy Cheng
944856eb72 strategy: fix typo 2022-05-23 12:58:45 +08:00
Andy Cheng
bb4d6e61b0 strategy: fix typo 2022-05-23 12:06:24 +08:00
Andy Cheng
64b1ec3780 strategy: update calculation of dynamic spread 2022-05-23 11:37:57 +08:00
c9s
18fc68f6c6
backtest: fix order update_time update in the matching engine 
fixes: #631
 2022-05-22 02:40:26 +08:00
c9s
f06ec76618
backtest: check quoteQuantity only when price is given 2022-05-22 01:19:43 +08:00
c9s
b9f0159537
add error handling 2022-05-20 18:57:41 +08:00
c9s
728190a78f
compile and update migration package 2022-05-20 16:36:38 +08:00
c9s
d70a5d79b5
compile and update migration package 2022-05-20 16:29:45 +08:00
c9s
b8eb036556
simplify ftx kline sync call 2022-05-20 14:06:37 +08:00
c9s
b9b2b8727a
avoid emitting duplicated kline 2022-05-20 13:37:28 +08:00
c9s
b61af0db39
optimizer: add metrics label 2022-05-20 01:53:51 +08:00
c9s
95c9fe4502
return metrics as a optimizer result 2022-05-20 01:42:32 +08:00
c9s
5c92bc5d66
use UTC time for position 2022-05-20 01:27:05 +08:00
c9s
9b10f87b97
types: use UTC time for order tsv 2022-05-20 01:27:05 +08:00
c9s
369afa8ab1
merge used intervals 2022-05-20 00:50:58 +08:00
c9s
590748b71d
tsv writer already flush the content before close handle 2022-05-20 00:37:29 +08:00
c9s
b4b4546220
sort metrics 2022-05-19 20:36:56 +08:00
c9s
b3da6caddb
optimizer: fix op builder 2022-05-19 20:31:25 +08:00
c9s
960f967c34
aggregate total profit and total unrealized profit 2022-05-19 18:45:45 +08:00
c9s
7056853ecd
implement grid optimizer and local process executor 2022-05-19 18:23:12 +08:00
c9s
32ce36fda7
implement json patch for optimizer 2022-05-19 17:27:59 +08:00
c9s
fd45f801e2
improve embed tool 2022-05-19 10:49:26 +08:00
c9s
40b3192e55
use config.GetAccount to avoid error 2022-05-19 10:04:03 +08:00
c9s
13bf5d69a3
use types.Interval instead of string 2022-05-19 10:04:03 +08:00
Andy Cheng
b41cef4bd7 strategy: use scale for dynamic spread 2022-05-18 14:31:59 +08:00
Yo-An Lin
e57c39e665
Merge pull request #605 from c9s/feature/backtest-report 
feature: add web-based back-test report
 2022-05-18 02:21:55 +08:00
c9s
f3f6e4e68b
collect symbols 2022-05-18 02:05:57 +08:00
c9s
7dffccb3bf
clean up unused code 2022-05-18 00:50:14 +08:00
c9s
b51d6b4ba1
refactor report structure and rewrite manifest paths 2022-05-17 22:59:34 +08:00
c9s
06e2902e5e
add file lock for report index 2022-05-17 22:41:39 +08:00
c9s
620e465bcf
refactor symbol report 2022-05-17 22:31:50 +08:00
austin362667
bb94d4a1bd pivotshort: clean up strategy 2022-05-17 19:18:21 +08:00
austin362667
f1c0ef4e07 indicator: refactor move pivot 2022-05-17 19:18:21 +08:00
austin362667
62d11181a4 pivotshort: clean up 2022-05-17 19:18:21 +08:00
austin362667
2c4a52ba30 pivot: fix futures & spot clean up 
pivot: clean up
 2022-05-17 19:18:21 +08:00
austin362667
8ab696deaa pivotshort: rename strategy & fix pivot indicator 2022-05-17 19:18:21 +08:00
austin362667
1a441425b5 strategy: pivot: add shadow TP 
strategy: pivot: add shadow TP
 2022-05-17 19:18:21 +08:00
austin362667
04ae49263d cmd: add built-in pivot strategy 2022-05-17 19:18:21 +08:00
austin362667
60a8c1f42b WIP: strategy: pivot: pivot low shorting strategy 2022-05-17 19:18:21 +08:00
Andy Cheng
7d3181f3fd strategy: update dynamic spread after kline being filtered 2022-05-17 19:00:02 +08:00
c9s
b5f9f86944
define DefaultBacktestAccount 2022-05-17 18:45:06 +08:00
c9s
6acd426f07
refactor backtest report index function 2022-05-17 18:25:05 +08:00
c9s
1cc4c69c66
move and refactor functions 2022-05-17 18:23:09 +08:00
c9s
6c0165afe4
add report index file 2022-05-17 18:10:37 +08:00
Andy Cheng
db62352e6e strategy: temp vars for faster calculation 2022-05-17 10:43:18 +08:00
c9s
e651b9d36f
fix kline dumper 2022-05-17 01:33:44 +08:00
c9s
f99e874072
add tsv writer 2022-05-17 01:33:43 +08:00
c9s
b4a79479fd
add pkg/strategy/ewoDgtrd/trylock_18.go 2022-05-17 01:33:24 +08:00
c9s
343434685b
rollback to go1.17 and make try lock backward compatible 2022-05-17 01:32:51 +08:00
Zenix
356ec71570
Merge pull request #610 from zenixls2/feature/liveSLTP 
feature: SLTP from bookticker. fix: bookTicker typename, depth buffer…
 2022-05-16 20:41:15 +09:00
zenix
641d08c3d2 fix: disable book tick log 2022-05-16 20:37:08 +09:00
Andy Cheng
3c094a195b strategy: check min/max spread settings 2022-05-16 12:57:00 +08:00
Yo-An Lin
f37e407f99
Merge pull request #614 from jessy1092/ftx-support-interval 
ftx: Let FTX support 4hr interval
 2022-05-16 01:43:17 +08:00
Lee
8797e18959 ftx: Let FTX support 4hr interval 2022-05-16 01:23:38 +08:00
Yo-An Lin
1f1fcdedc4
Merge pull request #592 from narumiruna/coinmarketcap-api 
feature: add CoinMarketCap API
 2022-05-14 12:52:38 +08:00
Yo-An Lin
d4e342123d
Merge pull request #613 from c9s/bollmaker-set-exchange-fee 
bollmaker: set exchange fee to position
 2022-05-14 12:51:57 +08:00
c9s
d326494d57
set exchange fee to position 2022-05-13 22:30:04 +08:00
Yo-An Lin
fd7ce5307f
Merge pull request #609 from COLDTURNIP/fix/profit_symbol_length 
Fix error: Data too long for profits column 'symbol'
 2022-05-13 22:28:13 +08:00
zenix
382e6ee0fb fix: error exit on wrong subscription in backtest. NaN issue in stoch indicator. feature: position management in ewo 2022-05-13 22:58:35 +09:00
Andy Cheng
64a760cf32 strategy: dynamic spread for bollmaker 2022-05-13 17:58:46 +08:00
c9s
eac0117e02
add adjustment orders 2022-05-13 13:01:03 +08:00
Raphanus Lo
e968688e7f fix sqlite column modification 2022-05-13 10:20:47 +08:00
c9s
e950ee9559
add wall strategy 2022-05-12 22:51:39 +08:00
zenix
2bea47003f feature: add InstanceID for report 2022-05-12 20:02:34 +09:00
zenix
71fe6c2d26 feature: SLTP from bookticker. fix: bookTicker typename, depth buffer error message 2022-05-12 19:43:04 +09:00
Raphanus Lo
075028f8fc Fix symbol length in profits 
This change fixes "Error 1406: Data too long for column 'symbol' at row 1"
for pair symbol longer than 8 chars.

Fixes #608
 2022-05-12 18:24:14 +08:00
なるみ
5d096d39bb use requestgen.BaseAPIClient 2022-05-12 16:41:42 +08:00
なるみ
65606b2c66 add listings request 2022-05-12 01:59:42 +08:00