lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-25 16:25:16 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity
2,994 Commits 60 Branches 138 Tags 189 MiB
76c64b041f
Commit Graph

1966 Commits

Author SHA1 Message Date
c9s
cb189d885c fix backtest for limit maker order and bollpp strategy 2022-01-08 02:18:44 +08:00
c9s
e0b906a88b bbgo: fix processTrade 2022-01-07 16:53:11 +08:00
c9s
f4ebae17bb xmaker: when recover the trade, notify 2022-01-07 13:13:57 +08:00
c9s
a5fb408a16 twap: refactor and call activeMakerOrders.GracefulCancel 2022-01-07 01:34:23 +08:00
c9s
d013713c00 types: add exchange name to trade key 2022-01-07 01:25:07 +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
01c7429758 trade: use assignment instead of append 2022-01-07 00:21:14 +08:00
c9s
41574a2390 xmaker: use millisecond jitter from the util package 2022-01-07 00:14:24 +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
1d5406ef21 xmaker: always update maker market 2022-01-06 23:27:06 +08:00
c9s
c8bf85f4e2 xmaker: improve pips 2022-01-05 11:34:07 +08:00
c9s
e997220321 xmaker: fix ask pips 2022-01-05 11:32:56 +08:00
c9s
8b6cae9107 max: fix max authenticated event parsing 2022-01-02 12:20:38 +08:00
c9s
e04139a330 max: clean up and refactor max stream 2022-01-02 12:02:36 +08:00
c9s
cc0e5f71b0 clean up binance stream 2022-01-02 12:02:36 +08:00
Yo-An Lin
b22bb4b28d
Merge pull request #416 from tony1223/bug/415-ftx-kline 
exchange/ftx: #415 fix kline issue
 2022-01-02 02:46:22 +08:00
c9s
85c14e5966 binance: fix parser tests 2022-01-02 02:44:47 +08:00
c9s
dcea623264 binance: change listen key update interval to 10 minutes 2022-01-02 02:41:58 +08:00
c9s
96fedfd311 okex: refactor okex stream 2022-01-02 02:37:33 +08:00
TonyQ
8315607de3 exchange/ftx: #415 fix kline issue 2022-01-02 02:34:29 +08:00
c9s
9d382a6b8c binance: use sync.Once to protect the set server time calls 2022-01-02 02:14:04 +08:00
c9s
ffe216ca2d kucoin: remove unused fields 2022-01-02 02:11:55 +08:00
c9s
76d11af284 kucoin: fix connection field 2022-01-02 02:11:36 +08:00
c9s
f4bfd8cc6b all: move Reconnector to standard stream 2022-01-02 02:08:34 +08:00
c9s
6f6dac611e refactor websocket stream into standard websocket stream 2022-01-02 01:54:47 +08:00
c9s
073845baa1 bump version to v1.22.3 2022-01-01 02:52:14 +08:00
c9s
3c57ce788e add startTime to the trade sync query 2022-01-01 02:51:58 +08:00
c9s
ab0519c4be start time is required for syncing trades 2022-01-01 02:50:07 +08:00
c9s
83053ab807 bump version to v1.22.3 2022-01-01 02:45:59 +08:00
c9s
7d64a30a6b kucoin: fix launch date with local time zone 2022-01-01 02:45:47 +08:00
c9s
0fc5f74cb1 bump version to v1.22.3 2022-01-01 02:43:48 +08:00
c9s
129f44bbcb fix empty start time sync issue 2022-01-01 02:43:08 +08:00
c9s
25f01b8837 kucoin: refactor ticker request 2022-01-01 02:07:48 +08:00
c9s
be408055a6 kucoin: refactor account service api 2022-01-01 02:04:20 +08:00
c9s
61736a6263 bump version to v1.22.2 2022-01-01 01:35:37 +08:00
c9s
6ff24e713e xmaker: fix notification format 2022-01-01 01:34:48 +08:00
c9s
6d5ab33d17 kucoin: fix kucoin order query 2022-01-01 01:28:29 +08:00
c9s
556a581ae1 kucoin: add kucoin list history orders request 2022-01-01 00:46:33 +08:00
c9s
809528a9cc bump version to v1.22.1 2021-12-31 15:27:01 +08:00
c9s
6055f90680 xmaker: add cover and uncover logs 2021-12-31 15:26:51 +08:00
c9s
5b250d0e28 bump version to v1.22.1 2021-12-31 15:17:30 +08:00
c9s
1116fc1de1 session: print klines only when debug-kline is enabled 2021-12-31 15:13:26 +08:00
c9s
899e8d2d58 Revert "xmaker: fix s.state.CoveredPosition.AtomicAdd add" 
This reverts commit 5999dc1151.
 2021-12-31 14:23:02 +08:00
c9s
e05da17f4f sync: skip rejected withdraw record 2021-12-31 14:20:36 +08:00
c9s
eba33329d1 always sort orders and trades in the batch query 2021-12-31 14:12:41 +08:00
c9s
2a8caa3780 batch: show trade sync time range in the message 2021-12-31 13:56:53 +08:00
c9s
20c6c7eb9a all: fix trade, order sync for kucoin 2021-12-31 13:52:16 +08:00
c9s
5f84f13e21 kucoin: fix trade time field issue 2021-12-31 13:20:34 +08:00
c9s
5999dc1151 xmaker: fix s.state.CoveredPosition.AtomicAdd add 2021-12-31 02:00:39 +08:00
c9s
63ccc2d3d0 bbgo: remove order if ExecutedQuantity is zero 2021-12-31 01:55:22 +08:00
c9s
aaa52ecea4 xmaker: remove unsued localTimeZone var 2021-12-31 01:53:30 +08:00
c9s
f2b852c486 bump version to v1.22.0 2021-12-31 01:52:29 +08:00
c9s
e09b4fa5fb kucoin: rewrite cancel all orders request 2021-12-31 01:50:56 +08:00
c9s
6addd503aa kucoin: generate PlaceOrderRequest with requestgen 2021-12-31 01:43:31 +08:00
c9s
af19875e2e kucoin: fix predefined generate command alias 2021-12-31 01:39:45 +08:00
c9s
b91bf10a7c kucoin: remove New prefix from the requests 2021-12-31 01:36:41 +08:00
Yo-An Lin
8aef3c002a
Merge pull request #412 from austin362667/refactor/futures-account 
binance: add futures stream
 2021-12-31 01:27:34 +08:00
c9s
b8b5ccdd2d kucoin: refactor account service with requestgen 2021-12-31 01:25:04 +08:00
austin362667
9483a0d10d binance: modify methods for registering callbacks 2021-12-31 00:11:47 +08:00
austin362667
65d37c1983 binance: add futures stream 2021-12-31 00:08:27 +08:00
austin362667
3d63032f7d types: modify Positions to FuturesPositions 2021-12-31 00:08:27 +08:00
austin362667
5cc768031e binance: add FuturesPosition conversion 2021-12-31 00:08:27 +08:00
austin362667
b000f572b4 types: add FuturesPosition 2021-12-31 00:08:27 +08:00
c9s
a4949a100d bump version to v1.21.4 2021-12-30 23:47:31 +08:00
c9s
3c2704c4ae add binance.us support 2021-12-30 23:46:43 +08:00
c9s
c467529b23 bump version to v1.21.3 2021-12-30 22:04:38 +08:00
c9s
ba73d5a09a fix kucoin orderTime parsing and order id conversion 2021-12-30 22:02:50 +08:00
c9s
76d31e7614 kucoin: add client order ID to converter 2021-12-30 21:39:50 +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
4383823135 use trimTrailingZeroFloat 2021-12-30 17:21:23 +08:00
c9s
cfc66dc13e bbgo: add session connection notification 2021-12-30 17:18:04 +08:00
c9s
8995ce2824 binance: adjust timeout 2021-12-30 16:51:30 +08:00
c9s
890fb5327a rename StreamRequest to WebSocketCommand 2021-12-30 16:49:07 +08:00
c9s
35e0b1d146 binance: fix binance stream graceful shutdown 2021-12-30 16:47:39 +08:00
c9s
ff87fb007e binance: pull out dispatchEvent 2021-12-30 16:30:02 +08:00
c9s
bae7df806f binance: pull out getEndpointUrl 2021-12-30 16:22:29 +08:00
c9s
d72d57526c binance: add DEBUG_BINANCE_STREAM env var 2021-12-30 16:20:32 +08:00
c9s
a2931da92c move math rand 2021-12-30 16:18:32 +08:00
c9s
e73866a232 tmp 2021-12-30 16:17:26 +08:00
c9s
7fa05b33f8 bump version to v1.21.2 2021-12-30 16:17:07 +08:00
c9s
e82800ce01 bump version to v1.21.2 2021-12-30 16:06:11 +08:00
c9s
db4a6cf305 bump version to v1.21.2 2021-12-30 15:59:19 +08:00
c9s
844b3c2e8e fix kucoin context issue 2021-12-30 15:58:58 +08:00
c9s
3b9a191c95 binance: refactor binance stream handlers 2021-12-30 14:02:36 +08:00
c9s
f540742b42 add tradeType field 2021-12-30 02:37:17 +08:00
c9s
3cf499b605 kucoin: rewrite GetAllTickersRequest api 2021-12-30 02:33:07 +08:00
c9s
0fc91500e4 kucoin: rewrite GetTickerRequest with requestgen 2021-12-30 02:22:33 +08:00
c9s
5136001c9b kucoin: rewrite ListSymbolsRequest 2021-12-30 02:17:03 +08:00
c9s
41435458d1 refactor orderbook requests with requestgen 2021-12-30 01:15:19 +08:00
c9s
6ff7113ace bump version to v1.21.1 2021-12-30 00:34:52 +08:00
c9s
33801a4fbc fix trailing zero trim 2021-12-30 00:14:01 +08:00
c9s
22e4da3775 fix pendingRemoval lock 2021-12-29 23:53:46 +08:00
c9s
2c0af99a51 rewrite kucoin bullet api with requestgen 2021-12-29 22:06:21 +08:00
c9s
8f97ee7787 binance: add isolated margin flag 2021-12-29 17:36:08 +08:00
c9s
2ef4d713f8 binance: fix margin order cancel 2021-12-29 17:35:27 +08:00
c9s
1a820936c4 binance: change log level from info to debug 2021-12-29 17:30:04 +08:00
c9s
6030a62cf0 change to debug level message 2021-12-29 17:28:45 +08:00
c9s
b637d46c83 adjust keep alive interval 2021-12-29 17:27:37 +08:00
c9s
eec699cbc9 binance: adjust timeout and interval 2021-12-29 15:25:59 +08:00
c9s
6440c7659b let mask ke shows head and tail 2021-12-29 15:25:59 +08:00
austin362667
d691bfa106 binance: add futures parser 2021-12-28 06:26:27 +08:00
c9s
f78a7d37a2 xgap: subscribe 1m kline 2021-12-28 02:14:49 +08:00
c9s
8f4ae1e15b xgap: check balance and adjust order quantity according to the available balance 2021-12-28 02:11:11 +08:00
c9s
090d60b44e fix session connection status metrics 2021-12-28 01:58:36 +08:00
c9s
958dd97f52 xgap: add SimulateVolume 2021-12-28 01:48:24 +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
acd1f6fdf3 update dev build version 2021-12-27 23:10:37 +08:00
c9s
9b1783a92a fix version file generator 2021-12-27 23:10:29 +08:00
c9s
4ea4bfb3fa fix dev version build flag 2021-12-27 21:18:48 +08:00
c9s
0779b3e20a bump version to v1.21.0 2021-12-27 19:13:44 +08:00
c9s
4a6c9deb8d compile and update migration package 2021-12-27 19:13:44 +08:00
c9s
5fca633495 types: remove trade trailing zero digits 2021-12-27 17:36:58 +08:00
c9s
8d02f0b03e trade notification format 2021-12-27 17:34:31 +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
1fa03cdfd6 xmaker: add back profit function 2021-12-27 02:59:55 +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
c49b9ef276 fix order status convert 2021-12-27 00:21:52 +08:00
c9s
dcdf33e2c9 xmaker: pull out notifyTrade to a single callback 2021-12-27 00:12:35 +08:00
c9s
e08b2e9a85 fix max exchange order status conversion and document the order status 2021-12-26 15:58:12 +08:00
c9s
770c1067fc bbgo: fix order store RemoveCancelled 2021-12-26 15:47:39 +08:00
c9s
65da02af2c xmaker: call TruncateQuantity when the quantity is adjusted 2021-12-26 15:45:39 +08:00
c9s
902e27ede4 xmaker: truncate quantity when hedging 2021-12-26 15:44:41 +08:00
c9s
05a0745d08 fix InitExchange for publicOnly session 2021-12-26 15:29:42 +08:00
c9s
30a7ca1ce1 rename gap to xgap 2021-12-26 15:13:51 +08:00
c9s
1c54e59d55 xmaker: fix trade handling 2021-12-26 12:10:10 +08:00
c9s
e44390b655 kucoin: add more comment 2021-12-26 03:19:03 +08:00
c9s
9b8995acea fix supportedIntervals map 2021-12-26 03:17:26 +08:00
c9s
8bf5c5f778 fix kline sync query 2021-12-26 03:14:19 +08:00
c9s
a5c7ffa134 kucoin: add the missing 5min kline convert 2021-12-26 03:07:49 +08:00
c9s
4c263dd205 fix batch kline sync 2021-12-26 03:04:21 +08:00
c9s
cf6da76ef0 service: add kucoin_klines to backtest insert table mapping 2021-12-26 02:40:13 +08:00
c9s
b79ab5d68d kucoin: fix kline query param 2021-12-26 02:39:44 +08:00
c9s
be10019007 compile and update migration package 2021-12-26 02:31:09 +08:00
c9s
1da0c8e755 kucoin: implement QueryKLines and fix interval conversion 2021-12-26 02:23:06 +08:00
c9s
e3181202db kucoin: implement QueryTrades 2021-12-26 01:44:05 +08:00
c9s
8c03147ff4 kucoin: implement QueryClosedOrders 2021-12-26 01:34:03 +08:00
c9s
0cef2c52ef all: improve cancel command and add uuid field to order struct 2021-12-26 01:27:22 +08:00
c9s
471d86c801 kucoin: implement order submit 2021-12-26 00:27:52 +08:00
c9s
50fac9d491 kucoin: pull out queryDepth method to exchange 2021-12-25 23:53:34 +08:00
c9s
ba8ebfe3a7 refactor and add doc comment for InitExchangeSession 2021-12-25 23:42:29 +08:00