1067 Commits

Author	SHA1	Message	Date
c9s	9ffefbab03	adjust CancelOrderWaitTime back to 20ms	2022-06-10 02:51:20 +08:00
c9s	e575236db8	pivotshort: adjust shadow ratio calculation	2022-06-10 01:21:59 +08:00
c9s	aa2ba265f1	pivotshort: refactor and add more fix	2022-06-09 17:36:22 +08:00
c9s	8d3f487d0d	reduce order cancel wait time to 10ms	2022-06-09 15:49:34 +08:00
c9s	b731405658	add fixedpoint.Value to simple types	2022-06-09 15:49:13 +08:00
c9s	fc0457cefe	fix notify args filtering	2022-06-09 12:34:23 +08:00
c9s	f3a7428b48	add stringer method for deposit struct	2022-06-08 17:32:42 +08:00
c9s	1f927d5162	use the same time object for 'now'	2022-06-08 14:37:03 +08:00
c9s	09912b3fc3	environment: avoid setting UTC on time object	2022-06-08 14:36:26 +08:00
Yo-An Lin	4fdee25a96	Merge pull request #691 from c9s/fix/sync-time ... fix: fix sync since time field check	2022-06-08 13:04:39 +08:00
c9s	fb5fc02bdf	fix since time field check	2022-06-08 12:54:48 +08:00
zenix	7a045a48d4	fix: drift window in factorzoo, order_execution print order, refactor: use defer to mu.Unlock in depth/buffer.go	2022-06-08 12:14:53 +09:00
c9s	dc0cb30b23	fix order submit message format	2022-06-07 20:26:33 +08:00
Andy Cheng	57aab937b3	interact: update test	2022-06-07 10:45:55 +08:00
Andy Cheng	9a086d2855	interact: use instance ID as signature	2022-06-07 10:40:15 +08:00
Andy Cheng	58ec38d811	interact: update interact test	2022-06-06 17:43:25 +08:00
Andy Cheng	8410b1cc33	interact: update interact test	2022-06-06 17:34:39 +08:00
Andy Cheng	1f79e236ad	interact: revert to id = strategy.ID()	2022-06-06 16:20:06 +08:00
Andy Cheng	3d9994706b	interact: fix missing make()	2022-06-06 15:36:09 +08:00
c9s	625bd0c5e4	fix order executor formatting	2022-06-06 07:23:16 +08:00
c9s	b209d94a9c	rename active order book constructor function	2022-06-06 06:57:25 +08:00
c9s	80d9c8a3be	update activeorderbook callback file	2022-06-06 06:03:49 +08:00
c9s	3786fc64f1	rename LocalActiveOrderBook to just ActiveOrderBook	2022-06-06 05:43:38 +08:00
c9s	1d340256ea	fix and simplify LocalActiveOrderBook	2022-06-05 18:12:26 +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	9083881442	refactor exchange factory and solve the incorrect pkg import dependency from ftx	2022-06-04 11:47:55 +08:00
c9s	3428aeba03	apply default exchange fee rate ... fixes #566	2022-06-03 03:24:34 +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	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	d27fee57ad	fix: do not load all trades into memory	2022-06-02 20:02:32 +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
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	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	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	13bf5d69a3	use types.Interval instead of string	2022-05-19 10:04:03 +08:00
c9s	b5f9f86944	define DefaultBacktestAccount	2022-05-17 18:45:06 +08:00
c9s	6c0165afe4	add report index file	2022-05-17 18:10:37 +08:00
zenix	71fe6c2d26	feature: SLTP from bookticker. fix: bookTicker typename, depth buffer error message	2022-05-12 19:43:04 +09:00
c9s	11d0823782	cmd: refactor back-test command	2022-05-11 13:59:44 +08:00
c9s	5f68064ac6	pull out writeJsonFile function	2022-05-10 18:27:23 +08:00
c9s	7b17b1a757	integrate state recorder	2022-05-10 13:31:23 +08:00
c9s	0780dafdc3	add IsBackTesting method for checking environment mode	2022-05-09 18:58:09 +08:00
c9s	82c7c024ce	bbgo: add persistence Sync api	2022-05-05 18:18:38 +08:00
c9s	f3691489dd	add state key as the prefix	2022-05-05 18:18:38 +08:00
c9s	7378c63cb7	cmd: call SaveState and LoadState for normal run	2022-05-05 14:28:42 +08:00
c9s	57c43936d6	ignore service.ErrPersistenceNotExists error	2022-05-05 14:04:44 +08:00
c9s	57a9647401	add more test case and simplify return stmt	2022-05-05 13:16:46 +08:00
c9s	4cf1f0a91a	add func type StructFieldIterator	2022-05-05 13:06:02 +08:00
c9s	30c85d2969	pull out callID method call	2022-05-05 13:05:01 +08:00
c9s	21f81dec29	implement reflect-based persistence restore and load	2022-05-05 12:53:48 +08:00
c9s	18eab1fbd3	move graceful shutdown to a single file	2022-05-05 09:56:21 +08:00
c9s	36c764efa9	refactor balance, asset and remove price cache check	2022-05-04 17:17:09 +08:00
c9s	450517d159	bbgo: do not write trade when writing position	2022-05-04 16:21:53 +08:00
c9s	0e417f6f71	xnav: rename assets to allAssets	2022-05-04 16:21:53 +08:00
c9s	8a93f0921f	add more margin info columns	2022-05-04 14:40:52 +08:00
c9s	95f7d85183	bbgo: pass price time into the asset conversion function	2022-05-04 14:23:46 +08:00
c9s	2c70509ee8	add recordAsset method	2022-05-03 19:26:52 +08:00
c9s	946bbdbca3	backtest: rename backtest.account to backtest.accounts	2022-05-03 12:18:40 +08:00
c9s	fa2eb87268	fix: sync can be nil	2022-05-02 11:55:40 +08:00
c9s	2bdcf2266d	fix default sync logic	2022-05-02 10:39:59 +08:00
c9s	486cf50a9c	bbgo: fix init band width setup	2022-05-01 01:12:57 +08:00
c9s	044470377b	avoid using the iterator variable	2022-04-27 17:13:58 +08:00
c9s	1c1fbb1633	bbgo: document strategy id and pnl field	2022-04-27 13:30:07 +08:00
c9s	5edaa9708c	bbgo: fix margin order/trade sync	2022-04-27 13:25:42 +08:00
Andy Cheng	8c353421d8	interact: Remove status from strategy signature	2022-04-26 21:05:26 +08:00
Andy Cheng	1a13826505	interact: refactor generateStrategyButtonsForm()	2022-04-26 19:11:50 +08:00
Andy Cheng	eb1beb05d1	interact: rename functions to private functions	2022-04-26 18:32:41 +08:00
Andy Cheng	6b62f27155	feature: make callback vars start with lowercase	2022-04-26 18:29:22 +08:00
Andy Cheng	61b6755518	interact: GetStrategySignatures() returns map[string]SingleExchangeStrategy instead of slice of strategy signatures	2022-04-26 18:29:22 +08:00
Andy Cheng	f6ec931bed	feature: use callbackgen	2022-04-26 18:29:22 +08:00
Andy Cheng	cbf6bf78bc	feature: make FilterStrategyByInterface a simple function	2022-04-26 18:29:22 +08:00
Andy Cheng	ecc63f743f	feature: split strategy controller interface into several smaller ones	2022-04-26 18:29:21 +08:00
Andy Cheng	64766c48f3	feature: revert position closer and position reader back	2022-04-26 18:29:21 +08:00
Andy Cheng	78a8c2aaaf	feature: mix embeded struct and callback in strategy controller	2022-04-26 18:29:21 +08:00
Andy Cheng	57fdc9b120	feature: adapt new strategy controller in support strategy	2022-04-26 18:29:21 +08:00
Andy Cheng	6228cddbec	feature: adapt new strategy controller in interact	2022-04-26 18:29:21 +08:00
Andy Cheng	bb2bce4721	feature: strategy controller	2022-04-26 18:29:21 +08:00
Andy Cheng	85ffe9a2de	feature: prototype of strategy controller struct	2022-04-26 18:29:21 +08:00
Andy Cheng	73c2c84cab	feature: prototype of strategy controller struct	2022-04-26 18:29:21 +08:00
Andy Cheng	5799709e3e	pkg: add empty strategy controller file	2022-04-26 18:29:21 +08:00
c9s	2732fb413f	bbgo: remove slack debug option	2022-04-25 18:56:19 +08:00
c9s	a57a238e09	bbgo: add more sync options	2022-04-25 17:18:42 +08:00
c9s	fae3b6a215	fix BOLL method	2022-04-25 15:31:12 +08:00
Yo-An Lin	b94b9e1b73	Merge pull request #437 from jessy1092/enhance-boll-indicator ... indicator: Support difference bandwidth on boll indicator and can dynamic create BOLL	2022-04-25 13:43:02 +08:00
c9s	18da434e92	all: use thread-safe GetAccount method to get account	2022-04-23 15:43:11 +08:00
c9s	c70317af2b	add autoborrow strategy	2022-04-23 15:00:04 +08:00
c9s	cf055c3f7d	bbgo: improve account updating	2022-04-23 12:51:07 +08:00
c9s	9e48a850bd	bbgo: call queryAccount to update account	2022-04-23 12:51:07 +08:00
c9s	ad373b95a7	add FLUSH_OTP_KEY env for flushing otp key	2022-04-17 00:35:16 +08:00
c9s	63f525970f	auth: store otp key url instead of just secret	2022-04-17 00:18:48 +08:00
zenix	2a942eab0e	fix: rename EVWMP to VWEMP, fix backtesting fee	2022-04-15 19:12:11 +09:00
zenix	af61952e40	fix: series not been updated	2022-04-11 17:04:56 +09:00
なるみ	4e2faacbae	Mkdir if dir not exists	2022-04-07 20:21:07 +08:00
Andy Cheng	3a6f34330b	interact: refactor	2022-03-28 15:16:11 +08:00
Andy Cheng	63e8850cc3	interact: separate strategy filtering and button generation	2022-03-28 12:37:42 +08:00
Andy Cheng	ee6377ab87	interact: fix misuse of cycle()	2022-03-28 11:58:01 +08:00
Yo-An Lin	1a29bc7362	Merge pull request #492 from andycheng123/tg-control ... feature: strategy controller	2022-03-26 15:41:59 +08:00
Andy Cheng	0974b1c7fd	interact: pull out the interaction related code to the caller	2022-03-23 12:05:35 +08:00
Yo-An Lin	ae4a3d81fb	Merge pull request #489 from zenixls2/feature/market_trade ... feature: add market trade subscription in binance	2022-03-22 20:18:39 +08:00
Andy Cheng	5eef2a2085	interact: pull out interface filter as a function	2022-03-21 17:49:18 +08:00
Andy Cheng	f4c87e5d75	interact: refactor strategy controller related interfaces	2022-03-21 16:19:55 +08:00
Andy Cheng	fb8b79f38d	interact: rename GetStrategyStatus() to GetStatus()	2022-03-21 16:12:23 +08:00
Andy Cheng	ffd5c646e9	interact: refactor interface func name	2022-03-21 15:08:15 +08:00
Andy Cheng	962645c2c8	interact: Pull out EmergencyStop to a single instance	2022-03-21 15:05:24 +08:00
Andy Cheng	5f7710103d	type: add StrategyStatus type	2022-03-21 15:01:15 +08:00
Andy Cheng	69a02f1664	interact: add EmergencyStop() to StrategyController interface	2022-03-21 11:42:54 +08:00
Andy Cheng	b6aff9674c	strategy: add StrategyController functions to support strategy	2022-03-21 10:20:12 +08:00
Andy Cheng	5de137ced8	interact: add StrategyController interface to control strategies from telegram bot	2022-03-18 18:43:07 +08:00
zenix	efec21ca4b	feature: add market trade subscription in binance	2022-03-18 18:30:39 +09:00
c9s	f85db9be61	improve asset summary layout and format	2022-03-18 17:13:37 +08:00
zenix	77a88aabe4	feature: add CancelOrders and CancelOrdersTo to executor	2022-03-16 21:38:09 +09:00
c9s	fdf64fd891	bbgo: fix emit trade profit	2022-03-15 14:29:15 +08:00
c9s	19f01bbca6	add doc comment	2022-03-14 21:21:58 +08:00
c9s	5567ef5676	fix emit trade	2022-03-14 21:21:58 +08:00
c9s	5db4e11167	rewrite trade profit handling	2022-03-14 21:21:58 +08:00
c9s	6fec30d79c	call record position on trade	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	b1559bcbe3	fix persistence injection	2022-03-14 21:21:43 +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
zenix	39572c5fe0	fix: remove maker/buyer/taker/sellerCommission	2022-03-07 14:32:00 +09:00
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	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	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	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	9e0df77a36	move profit struct into the types package	2022-03-04 16:39:48 +08:00
zenix	8648528435	fix go fmt, fix convert.go (the legacy fixedpoint implementation) in all tests	2022-02-15 14:55:19 +09:00
zenix	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	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	d9450e823e	fix all the fixedpoint use other than strategy	2022-02-15 12:01:39 +09:00
zenix	b8bf2af14d	fixedpoint for exchange and indicators, some fixes in types	2022-02-15 12:01:38 +09:00
zenix	e221f54397	add dnum as the fixedpoint implementation. change types float64 to fixedpoint.Value ... change pnl report to use fixedpoint fix: migrate kline to use fixedpoint	2022-02-15 12:00:39 +09:00
Andy Cheng	66b042fea7	strategy: trailing stop TP for support strategy	2022-02-06 17:47:11 +08:00
c9s	f96c2e6271	bbgo: add activated flag on trailing stop order	2022-02-01 00:41:28 +08:00
c9s	bed03dbd17	schedule: refactor and improve schedule strategy with QuantityOrAmount struct	2022-01-31 01:42:21 +08:00
c9s	11bbdb16a0	bollmaker: clean up empty files	2022-01-31 01:31:31 +08:00
c9s	0e7f88e3bf	move SmartStops into the bbgo package	2022-01-31 01:27:47 +08:00
c9s	67bc5d523a	bollmaker: refactor trailing stop snippet	2022-01-31 00:44:04 +08:00
c9s	0667c138ab	backtest: fix duplicate trade emit issue	2022-01-30 03:05:19 +08:00
c9s	2255f3ed0a	bollmaker: check dust order for stop	2022-01-29 17:44:42 +08:00
c9s	99af5d3971	bollmaker: implement TrailingStopController	2022-01-29 02:22:20 +08:00
c9s	547f4c400a	cmd: call BindSync when running strategy	2022-01-27 18:19:25 +08:00
c9s	3b630c0bca	bbgo: pull out writer closure	2022-01-27 18:13:15 +08:00
c9s	cb507edf44	bbgo: add BindSync method on environment	2022-01-27 18:12:15 +08:00
c9s	30a9a5849f	add user data stream sync config	2022-01-27 09:34:04 +08:00
c9s	70f02a1c19	cmd: handle user config sync options in the run command	2022-01-27 08:21:19 +08:00
c9s	0d0d8b05bf	bbgo/scale: test out of domain	2022-01-27 02:39:33 +08:00
c9s	1ef5a37225	bbgo/scale: check domain range	2022-01-27 02:32:26 +08:00
c9s	09213b14f3	bbgo: add negative range test for PercentageScale	2022-01-27 01:47:01 +08:00
c9s	49f671ef54	add PercentageScale and its tests	2022-01-27 01:40:54 +08:00
c9s	cfc17acd20	config: use looseFormatTime type for since field	2022-01-27 00:24:19 +08:00
c9s	a29198f733	bbgo: fix LooseFormatTime.UnmarshalYAML	2022-01-25 01:18:56 +08:00
c9s	007207e24f	all: use types.LooseFormatTime to parse loose format date time string	2022-01-25 00:24:12 +08:00
c9s	5f7676f0c1	bbgo: add sync config	2022-01-25 00:06:25 +08:00
c9s	407a533659	use the standard generated comment ... https://github.com/golang/go/issues/13560 Generated files are marked by a line of text that matches the regular expression, in Go syntax: ^// Code generated .* DO NOT EDIT\.$ The .* means the tool can put whatever folderol it wants in there, but the comment must be a single line and must start with Code generated and end with DO NOT EDIT., with a period.	2022-01-23 14:57:45 +08:00
c9s	1f18c36870	cmd: improve build command	2022-01-23 14:44:17 +08:00
c9s	7b572120a1	interact: use RemoveKeyboard from interact.KeyboardController	2022-01-23 14:13:47 +08:00
c9s	01afe9c14e	interact: fix telegram session restore	2022-01-23 02:21:26 +08:00
c9s	0af5fc0530	interact: add RequireTextInput method to Reply interface	2022-01-23 02:21:26 +08:00
c9s	f5f8f15670	slack: add reply and session struct	2022-01-23 02:21:26 +08:00
c9s	ad3f038dc6	bbgo: improve otp key layout	2022-01-23 02:21:26 +08:00
c9s	c7f15efb23	interact: add Slack interaction	2022-01-23 02:21:26 +08:00
Kakashi Liu	cd85edd64d	Fix: fallback to memory persistence if redis not found ... resolve #438 Fix bollmaker backtest error	2022-01-22 00:55:03 +08:00
c9s	0b8e5852eb	check persistence error	2022-01-19 18:29:24 +08:00
Yo-An Lin	0e0525be99	Merge pull request #418 from austin362667/refactor/futures-account ... binance: add futures exchange api queries	2022-01-17 20:54:49 +08:00
c9s	5c0e3a1254	bollmaker: add shadow protection config	2022-01-16 04:40:50 +08:00
c9s	71e660571d	bbgo: optimize LocalActiveOrderBook for back-testing speed	2022-01-16 01:34:28 +08:00
c9s	5d54e6fded	interact: skip total == 0 balance	2022-01-16 01:06:47 +08:00
c9s	b80f481e7d	interact: fix interact tests for session	2022-01-16 00:50:43 +08:00
c9s	b49fc182dc	fix telegram session persistence	2022-01-16 00:39:24 +08:00
c9s	2088234b44	interact: separate telegram user sessions	2022-01-16 00:25:11 +08:00
austin362667	91d2312c5c	cache: refactor moving from bbgo to pkg/cache	2022-01-15 08:28:02 +08:00
Lee	266400d925	indicator: Support difference bandwidth on boll indicator and can dynamic create BOLL	2022-01-15 05:30:06 +08:00
c9s	5f942e85ed	bbgo: show position with plaintext mode instead of string format	2022-01-15 03:13:30 +08:00
c9s	1c7d4d09cf	interact: add Cycle state builder	2022-01-15 03:06:36 +08:00
c9s	2a6b821908	bbgo: implement /position command	2022-01-15 02:58:55 +08:00
c9s	93722e6db3	implement position closer interaction	2022-01-15 02:52:46 +08:00
c9s	255ee40c98	bbgo: when calling order cancel we should use background context	2022-01-15 00:49:27 +08:00
c9s	77e92d544a	bbgo: pull out interaction setup	2022-01-15 00:32:21 +08:00
c9s	e385d96709	bbgo: move authToken loader	2022-01-15 00:29:35 +08:00
c9s	3a13025d58	bbgo: change default notification rule -- silent order updates	2022-01-15 00:25:16 +08:00
c9s	d5f3946ada	bbgo: refactor the current auth with interact	2022-01-15 00:18:07 +08:00
c9s	51ecac54e7	bbgo: fix local active book graceful cancel	2022-01-15 00:17:52 +08:00
c9s	41b94c5c7e	interact: refactor telegram interaction	2022-01-14 15:03:19 +08:00
c9s	fdf7ad9648	bbgo: rename auth function for general case	2022-01-14 13:41:43 +08:00
c9s	5bef7d8a1e	interact: use interaction singleton	2022-01-14 13:31:31 +08:00
c9s	dd93ee4fd3	move methods to telegramnotifier	2022-01-14 13:31:31 +08:00
c9s	43317bb647	add state and telegram example	2022-01-13 11:43:33 +08:00
c9s	ccaa8c5c86	bbgo: implement parseCommand	2022-01-13 11:43:33 +08:00
c9s	7053802041	basic interaction parser	2022-01-13 11:43:33 +08:00
c9s	6ee831e678	add trade logger	2022-01-12 11:19:41 +08:00
c9s	e5b4af53e6	all: clean up SubmitOrder fields	2022-01-11 01:36:19 +08:00
c9s	48cbb7fff6	bbgo: check order side and log error	2022-01-10 17:26:14 +08:00
c9s	d57f8fedfe	bbgo: fix active book order removal	2022-01-10 12:29:19 +08:00
c9s	d94cc2df31	bbgo: add recover callbacks to trace collector	2022-01-09 15:39:59 +08:00
c9s	0cec652f38	bollmaker: skip submitOrder calls if submitOrders is empty	2022-01-09 02:35:12 +08:00
c9s	7e2acdc416	all: add lock protected GetBase method for Position	2022-01-09 00:35:45 +08:00
c9s	d1420e66be	fix TestTradeCollector_ShouldNotCountDuplicatedTrade	2022-01-08 02:20:30 +08:00
c9s	e0b906a88b	bbgo: fix processTrade	2022-01-07 16:53:11 +08:00
c9s	a5fb408a16	twap: refactor and call activeMakerOrders.GracefulCancel	2022-01-07 01:34:23 +08:00
c9s	e312ec953c	bbgo: rename test case	2022-01-07 01:23:54 +08:00
c9s	d63cc42867	bbgo: add trade collector test	2022-01-07 01:17:07 +08:00
c9s	a49d001c29	xmaker: add trade scanner	2022-01-07 01:03:12 +08:00
c9s	69ae3259ff	bbgo: mark trade as done in the trade collector for preventing duplicated trade	2022-01-07 00:28:12 +08:00
c9s	259771b0b0	all: pull out the graceful cancel process to the local active book	2022-01-07 00:10:40 +08:00
c9s	47e23fda90	bbgo: add cache expiry	2022-01-06 23:57:42 +08:00
c9s	1116fc1de1	session: print klines only when debug-kline is enabled	2021-12-31 15:13:26 +08:00
c9s	63ccc2d3d0	bbgo: remove order if ExecutedQuantity is zero	2021-12-31 01:55:22 +08:00
c9s	ba73d5a09a	fix kucoin orderTime parsing and order id conversion	2021-12-30 22:02:50 +08:00
c9s	31070c3950	pull out connection status binder	2021-12-30 17:25:47 +08:00
c9s	26ff576727	fix connection status callbacks	2021-12-30 17:23:27 +08:00
c9s	cfc66dc13e	bbgo: add session connection notification	2021-12-30 17:18:04 +08:00
c9s	a2931da92c	move math rand	2021-12-30 16:18:32 +08:00
c9s	22e4da3775	fix pendingRemoval lock	2021-12-29 23:53:46 +08:00
c9s	090d60b44e	fix session connection status metrics	2021-12-28 01:58:36 +08:00
c9s	a0e41650be	add metricsLastUpdateTimeBalance metrics	2021-12-28 01:39:17 +08:00
c9s	bb9ef72028	update metricsConnectionStatus metrics	2021-12-28 00:49:56 +08:00
c9s	bb7b33e532	bbgo: bind and update balance metrics updater	2021-12-27 17:27:16 +08:00
c9s	7b629c9d30	bbgo: update balances metrics and trade metrics	2021-12-27 17:16:30 +08:00
c9s	0f24eec715	bbgo: fix: filter trades by symbol	2021-12-27 16:32:30 +08:00
c9s	42f22e0ef3	add prometheus metrics server	2021-12-27 16:27:14 +08:00
c9s	a31e2743ee	fix kline log space	2021-12-27 00:54:10 +08:00
c9s	f7c39290a0	call tradeCollector process to check trades	2021-12-27 00:51:57 +08:00
c9s	770c1067fc	bbgo: fix order store RemoveCancelled	2021-12-26 15:47:39 +08:00
c9s	05a0745d08	fix InitExchange for publicOnly session	2021-12-26 15:29:42 +08:00
c9s	ba8ebfe3a7	refactor and add doc comment for InitExchangeSession	2021-12-25 23:42:29 +08:00
c9s	307d0b8e1f	bbgo: add passphrase field to session struct	2021-12-25 23:28:00 +08:00
c9s	57bc65a729	avoid calling EmitConnect and EmitStart outside of the kline feeding goroutine ... this causes 2 goroutine running in the same time hence cause the concurrent map read / write should fix #399, #401	2021-12-25 21:05:50 +08:00
c9s	49e516b80e	backtest: allocate public exchange (with empty key secret) for backtesting	2021-12-24 00:24:19 +08:00
c9s	a3e3e1d177	bbgo: do not sync trades when running backtest	2021-12-23 23:20:35 +08:00
c9s	f5bbe29ac6	cmd: fix debug flag loading and add debug log to cache function	2021-12-23 23:02:07 +08:00
c9s	cfd68fdd1d	all: change trade id to uint64	2021-12-23 17:49:18 +08:00
TonyQ	d7ac645253	exchange: update maskkey handling	2021-12-23 01:18:36 +08:00
austin362667	f9cf71cef3	indicator: add kline close volatility ... indicator: add kline close volatility	2021-12-19 14:20:09 +08:00
TonyQ	c0b9cc0f0b	exchange: make ftx kline event more reliable	2021-12-15 11:23:07 +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
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
austin362667	36c6d39612	bbgo: add session Futures & types: add FuturesExchange	2021-12-13 23:16:58 +08:00
austin362667	1703fff8b2	types: refactor Position and related files	2021-12-11 19:16:16 +08:00
c9s	d52edce40b	fix markets info cache	2021-12-08 17:26:43 +08:00
c9s	08a264d4eb	add futures exchange check in the markets cache	2021-12-07 21:29:40 +08:00
c9s	ca3f438288	show symbol name in the error message	2021-12-07 14:35:00 +08:00
c9s	aeeecba8dc	support different time format for backtesting	2021-12-06 01:50:50 +08:00
c9s	0472b7f21e	avoid recording trades in backtest by default ... introducing a RecordTrades option	2021-12-06 01:42:53 +08:00
c9s	f692ef2c31	realign account fields	2021-12-05 12:23:27 +08:00
c9s	df683bdf56	use position to calculate the pnl	2021-12-05 02:17:15 +08:00
TonyQ	30c14a6828	fix #261 provide default config for notification setting	2021-12-04 02:37:21 +00:00
c9s	9a589bf71c	show broadcast enabled	2021-11-25 18:49:29 +08:00
c9s	513a799ced	fix ewma calculation	2021-11-22 02:14:44 +08:00
c9s	20f0e8dbd5	preallocate kline window with capacity	2021-11-22 01:17:08 +08:00
c9s	540722e430	adjust ewma truncate size	2021-11-22 01:17:08 +08:00
c9s	7787edffa0	refactor grid strategy state loading/saving	2021-11-05 00:22:44 +08:00
c9s	d763a3c415	bbgo: add debug ewma and sma	2021-10-18 17:26:03 +08:00
c9s	30b82390b7	bbgo: add EMA and SMA debug var	2021-10-18 15:23:22 +08:00
c9s	c36bbd6c35	bbgo: show pnl in the slack fields	2021-10-18 08:45:27 +08:00
c9s	15cfd735a0	bbgo: add doc comment for ExchangeSessionSubscriber	2021-10-17 22:23:21 +08:00
c9s	39b7a956e0	Add market field to position	2021-10-17 22:23:09 +08:00
c9s	30c7c34826	bbgo: fix kline backward query for backtest	2021-10-16 13:49:00 +08:00
c9s	4bcea5a388	bbgo: add AllFilled method on OrderStore	2021-10-16 13:39:18 +08:00
c9s	f5f96b585a	apply broadcast option from config file	2021-10-15 16:10:39 +08:00
c9s	2b0793ee49	bbgo: add telegram config	2021-10-15 16:10:09 +08:00
c9s	47e4847034	fix kline query endtime	2021-10-14 14:21:38 +08:00
c9s	b3661f5d32	bbgo: improve profit stat PlainText format	2021-10-14 10:16:11 +08:00
c9s	7d416c3467	bbgo: fix profit json tag	2021-10-14 10:14:11 +08:00
c9s	7874471828	bbgo: improve pnlEmojiMargin function	2021-10-14 10:13:21 +08:00
c9s	c8554f09a0	bbgo: refactor the pnl functions	2021-10-14 10:07:27 +08:00
c9s	2116efc42e	bbgo: fix profit title	2021-10-14 08:59:45 +08:00
c9s	49a78c0c88	bbgo: fix profit stat title	2021-10-14 08:58:19 +08:00
c9s	c12ff57e57	bbgo: improve profit stats plaintext format	2021-10-14 08:55:55 +08:00
c9s	77f11f4515	bbgo: add ticker for collecting trades	2021-10-14 07:56:40 +08:00
c9s	b154e3baea	bbgo: add pnl emoji with margin	2021-10-14 07:48:32 +08:00
c9s	7e8897f1d0	bbgo: fix profit field check condition	2021-10-14 07:33:34 +08:00
c9s	5c3f305060	bbgo: implement SlackAttachment interface for profitstats	2021-10-14 01:27:58 +08:00
c9s	d3fa0a964b	bbgo: add slack attachment support for profit	2021-10-14 01:27:50 +08:00
c9s	b6b2e33cc0	extend profit stats fields for quote,base currency and symbol	2021-10-14 01:26:36 +08:00
c9s	5039a43413	bbgo: move pnl formating to the bbgo package	2021-10-14 01:26:11 +08:00
c9s	e1e6d1de12	bbgo: add net profit margin field to profit stats	2021-10-14 01:26:04 +08:00
c9s	44a0b10240	bbgo: load last price from 1m interval kline only	2021-10-14 00:37:40 +08:00
c9s	37ac907c0f	profitstats: add accumulated volume	2021-10-12 11:24:28 +08:00
c9s	d9dc7e31df	extend more fields	2021-10-12 11:24:24 +08:00
c9s	45645d0a3d	use the profit struct to pass profit info	2021-10-08 19:16:40 +08:00
c9s	fac14a8c7f	profitstats: add netProfit field	2021-10-08 15:09:55 +08:00
c9s	aadb1ed389	remove MakerExchange from the core profit stats field	2021-10-08 15:00:53 +08:00
c9s	d058125f78	bbgo: refactor profit stats	2021-10-08 14:57:44 +08:00
c9s	9e1d28f3b3	do not remove order if it's partially filled	2021-10-08 14:17:47 +08:00
c9s	ded740107f	bbgo: refactor TradeCollector bind stream for background and foreground	2021-10-08 13:24:07 +08:00
c9s	8ada9eef02	bbgo: optimize AdjustQuantityByMaxAmount, early return	2021-10-08 12:09:05 +08:00
c9s	7fb4d2f78d	return positionChanged for Process method	2021-10-05 21:44:39 +08:00
c9s	5dd2f568fe	add doc comment for trade collector	2021-10-05 21:39:10 +08:00
c9s	45c875fe7c	bbgo: improve trade collect process	2021-10-05 21:30:06 +08:00
c9s	8d01c97240	fix cyclic import issue	2021-08-26 11:46:02 +08:00
c9s	1f94ae1c19	bbgo: move moving average settings struct into bbgo	2021-08-26 11:32:39 +08:00
c9s	3ab4a570fb	bbgo: limit max kline slice	2021-06-28 14:33:32 +08:00
c9s	06a1f018c2	bbgo: push to the buffer first	2021-06-26 20:26:47 +08:00
c9s	7d853a9c74	bbgo: add emit position update	2021-06-26 20:26:47 +08:00
c9s	ecd2d9ea68	bbgo: improve trade collector callbacks	2021-06-26 20:26:47 +08:00
c9s	db4fbbc30c	bbgo: add trade collector	2021-06-26 20:26:47 +08:00
c9s	65629a77f4	bbgo: add two new position constructor	2021-06-26 20:26:47 +08:00
c9s	3d12a7df59	support: add sensitivity settings	2021-06-16 13:14:10 +08:00
c9s	e276ddd38a	bbgo: add shared local time zone	2021-06-16 13:04:23 +08:00
c9s	e23c459697	bbgo: move orderbook to the session level so that we can access it eaiser	2021-06-16 13:04:23 +08:00
c9s	2614b25de3	types: move fiat currency list to types	2021-06-16 13:04:23 +08:00
c9s	e5db780be8	notify trades and update position	2021-06-01 01:39:22 +08:00
c9s	c84d59734c	clear all trades before running backtests	2021-05-30 15:25:00 +08:00
c9s	3aa36b5989	refactor and fix backtest for user data stream and market data stream	2021-05-30 15:08:11 +08:00
c9s	38fd5422ab	xmaker: use uncovered position	2021-05-30 14:46:48 +08:00
c9s	8d31435ded	add trade store	2021-05-29 00:25:23 +08:00
c9s	5f18b89dfa	if publicOnly is set, we should not connect user data stream	2021-05-28 19:01:55 +08:00
c9s	f190b1e66a	fix market data stream initialization	2021-05-28 03:17:46 +08:00
c9s	7d62a7634b	set market data stream to public	2021-05-27 15:11:44 +08:00
c9s	b7c87c7744	core: move market data subscription to market data stream	2021-05-27 15:09:18 +08:00
c9s	45f1a13870	rename Stream field to UserDataStream and add MarketDataStream	2021-05-27 14:45:06 +08:00
c9s	2381df5009	add okex to the exchange factory	2021-05-27 00:35:51 +08:00
zenix	3d2a27fc10	Fix: nil pointer exception in indicator creation, add stoch util func	2021-05-26 00:20:31 +00:00
c9s	9c70e36e1b	save average cost with feeInQuote in the ApproximateAverageCost	2021-05-23 01:05:11 +08:00
c9s	d2e299a68a	improve position comment	2021-05-23 00:42:57 +08:00
c9s	9efb45b133	reduce side book copy	2021-05-23 00:42:44 +08:00
c9s	9b9643e1f9	improve order cancellation mechanisim	2021-05-22 17:44:20 +08:00
c9s	289227e5f3	add exists method for active book	2021-05-22 17:44:07 +08:00
c9s	0a908e5dda	fix position test for net profit	2021-05-22 17:43:53 +08:00
c9s	cca3284140	separate net profit and profit	2021-05-22 17:17:37 +08:00
c9s	8acada76a9	replace sliceorderbook with orderbook interface	2021-05-22 16:32:29 +08:00
c9s	fd710d533f	implement tree copy method	2021-05-22 12:18:08 +08:00
c9s	56b2c8845b	fix preorder, postorder and inorder	2021-05-22 11:36:58 +08:00
c9s	4fde442722	Add position Reset function	2021-05-21 00:08:04 +08:00
c9s	d737ab678f	support removing filled orders from the order store	2021-05-21 00:07:43 +08:00
c9s	422e85e3a3	twap: fix stop price check	2021-05-18 13:53:51 +08:00
c9s	896518f5c2	check if restQuantity is less than 0	2021-05-18 13:44:57 +08:00
c9s	21f7fa7846	twap: fix tick spread calculation	2021-05-18 13:38:23 +08:00
c9s	f6f1226bd0	integrate bollband indicator into xmaker	2021-05-17 20:04:13 +08:00
c9s	e7c718ee15	assign fee rate to position	2021-05-16 17:58:51 +08:00
c9s	187a9c795b	use exchange fee rate as a reference for profit	2021-05-16 17:50:08 +08:00
c9s	d0e4a5e65c	move addTrade lock section	2021-05-16 17:05:12 +08:00
c9s	e636a5008d	replace Exchange field type with ExchangeName	2021-05-16 17:02:23 +08:00
c9s	0a016cba75	split maker fee and taker fee	2021-05-16 16:50:26 +08:00
c9s	a4381a54a3	add fee rate field	2021-05-16 15:03:36 +08:00
c9s	c9cdf31df1	add pnl emoji	2021-05-16 01:16:03 +08:00
c9s	942eaac659	improve message formatting	2021-05-16 00:45:08 +08:00
c9s	1f449eca7f	implement SlackAttachment interface on Position	2021-05-15 23:50:03 +08:00
c9s	c85456b8e8	lock position for fetching base quantity	2021-05-15 10:06:48 +08:00
c9s	531799bdfb	use mutex composition since we may lock from out side	2021-05-15 10:05:39 +08:00
c9s	8071559f99	position: use pointer receiver	2021-05-15 10:02:04 +08:00
c9s	a636cdaec9	add mutex to Position since position could be changed from 2 goroutine	2021-05-15 10:01:41 +08:00
c9s	aa340f0db3	always check restQuantity	2021-05-15 10:00:32 +08:00
c9s	236df245a2	adjust quantity bases on the balances	2021-05-15 09:46:07 +08:00
c9s	f9cb414832	twap: add update-interval option	2021-05-15 09:29:44 +08:00
c9s	ae256ce9d3	add more quantity adjustment fix	2021-05-15 09:23:41 +08:00
c9s	356a8b77ac	adjust updateLimiter to 3 seconds one time	2021-05-15 09:20:46 +08:00
c9s	445feb016a	support price ticks option	2021-05-14 15:35:11 +08:00
c9s	bb34b1002a	improve order execution graceful shutdown	2021-05-14 14:53:26 +08:00
c9s	dc040bb82b	improving logs	2021-05-14 14:53:26 +08:00
c9s	f69cbe9c31	add basic TwapExecution	2021-05-14 14:53:26 +08:00
c9s	c8b97629e0	add NumOfOrders method on active book	2021-05-14 14:53:26 +08:00
c9s	a49cf531b5	fix cross exchange order executor for the basic risk control	2021-05-12 19:02:09 +08:00
c9s	98e0390c1d	improve slack notification	2021-05-12 12:43:03 +08:00
c9s	807c049d63	refactor notifiers and add liquidity field to the trade	2021-05-12 12:37:48 +08:00
c9s	85e1b6b1c7	move field assignment	2021-05-12 12:05:54 +08:00
c9s	df11112d64	refactor exchange session initialization	2021-05-12 12:05:54 +08:00
c9s	8d63647104	assign session.Withdrawal	2021-05-12 12:05:54 +08:00
c9s	29b7326f19	add withdrawal property to the exchange session	2021-05-12 12:05:54 +08:00
zenix	ba091dccf6	Fix: binance's cancel update is sent through New status with 0 quantity	2021-05-11 06:57:09 +00:00
c9s	95d58e9385	adjust hedge quantity according to the hedge account balances	2021-05-10 20:13:23 +08:00
c9s	ddab6083d4	xmaker: support quantity scale	2021-05-10 02:52:41 +08:00
c9s	ce63641d70	print otp auth guide when session is loaded	2021-05-10 01:38:19 +08:00
c9s	3f8f5616d7	add more order info the local order book printing	2021-05-09 20:03:16 +08:00
c9s	e06310da26	print unhandled order status	2021-05-09 19:44:43 +08:00
c9s	d01abffde3	add todo for the backtest trades	2021-05-08 01:09:06 +08:00
c9s	6bbd66a4f9	split environment start and init	2021-05-08 00:45:24 +08:00
c9s	494a270c54	insert trades to db only when backtest service is nil	2021-05-07 01:50:38 +08:00
c9s	584a4c2ef8	move fiat currency definition out	2021-05-07 01:30:09 +08:00
c9s	1ad8b0b641	remove unused SourceDir func	2021-05-04 01:06:20 +08:00
c9s	50db944053	fix initSymbol stages	2021-05-02 23:58:34 +08:00
c9s	2230c56e56	fix comment warning	2021-05-02 23:48:53 +08:00
c9s	2ef13293e9	fix IDE warnings	2021-05-02 23:47:57 +08:00
c9s	5ec0566888	add more injection checks	2021-05-02 23:46:16 +08:00