zenix
|
5fa9e930d3
|
fix: wrong balance, wrong bottom/peak, feature: stdev
|
2022-05-11 21:22:22 +08:00 |
|
Yo-An Lin
|
88cbafe936
|
Merge pull request #603 from c9s/feature/backtest-report
feature: backtest report - #2 state recorder
|
2022-05-11 18:56:26 +08:00 |
|
c9s
|
4e4912ebdc
|
backtest: update order update time when new trade happen
|
2022-05-11 15:04:11 +08:00 |
|
c9s
|
323c94149d
|
add side column to orders.csv
|
2022-05-11 15:00:09 +08:00 |
|
c9s
|
0ae8c295e2
|
refactor csv writer
|
2022-05-11 14:58:52 +08:00 |
|
c9s
|
e947a05cbd
|
add defer close
|
2022-05-11 14:37:45 +08:00 |
|
c9s
|
479de002a6
|
record equity curve
|
2022-05-11 14:36:18 +08:00 |
|
c9s
|
11d0823782
|
cmd: refactor back-test command
|
2022-05-11 13:59:44 +08:00 |
|
c9s
|
6e1f9d6a4e
|
add backtest exchange to the kline handler function
|
2022-05-10 19:10:16 +08:00 |
|
Zenix
|
54c946bac0
|
Merge pull request #599 from zenixls2/feature/cci
feature: add cci indicator
|
2022-05-10 19:54:54 +09:00 |
|
c9s
|
5f68064ac6
|
pull out writeJsonFile function
|
2022-05-10 18:27:23 +08:00 |
|
zenix
|
2bbb36031c
|
fix: index range in float64slice and wrong formula given by investopedia, test: add cci test
|
2022-05-10 17:15:26 +09:00 |
|
c9s
|
24464fdcb6
|
define ManifestEntry type
|
2022-05-10 14:23:11 +08:00 |
|
c9s
|
867047a1a2
|
backtest: improve manifest struct
|
2022-05-10 14:21:19 +08:00 |
|
c9s
|
6fbb082d5f
|
support manifest json encoding in backtest report
|
2022-05-10 14:05:44 +08:00 |
|
c9s
|
7b17b1a757
|
integrate state recorder
|
2022-05-10 13:31:23 +08:00 |
|
c9s
|
185a8279b2
|
implement state recorder
|
2022-05-10 12:44:51 +08:00 |
|
c9s
|
2e5b818a75
|
add balance snapshot type
|
2022-05-10 01:47:15 +08:00 |
|
c9s
|
54debaf979
|
remove stock field from report
|
2022-05-10 01:11:12 +08:00 |
|
c9s
|
2ddff59de6
|
add report header
|
2022-05-10 01:10:36 +08:00 |
|
c9s
|
f4991dbbfa
|
fix time printing
|
2022-05-10 01:09:40 +08:00 |
|
c9s
|
f6d95a49be
|
print start time and end time
|
2022-05-10 01:07:30 +08:00 |
|
c9s
|
5b443f0aeb
|
add start time and end time to the report struct
|
2022-05-10 01:06:16 +08:00 |
|
c9s
|
b11c4c7337
|
turn off UseTickerPrice when in the back-testing environment
|
2022-05-09 19:42:39 +08:00 |
|
c9s
|
6965baa8dd
|
cmd: add directory error checking
|
2022-05-09 19:40:49 +08:00 |
|
c9s
|
bff73a3a80
|
format backtest report session name
|
2022-05-09 19:27:02 +08:00 |
|
c9s
|
428e208120
|
cmd: add backtest --session option to make it backward compatible
|
2022-05-09 19:14:24 +08:00 |
|
c9s
|
0780dafdc3
|
add IsBackTesting method for checking environment mode
|
2022-05-09 18:58:09 +08:00 |
|
zenix
|
2311fbd95c
|
feature: add cci indicator
|
2022-05-09 19:55:14 +09:00 |
|
c9s
|
234932bc0c
|
add kline dumper
|
2022-05-09 18:03:03 +08:00 |
|
c9s
|
6f16f32e16
|
optimize single exchange back-test
|
2022-05-09 17:03:01 +08:00 |
|
zenix
|
c81af9ce91
|
fix: binance futures sync issue
|
2022-05-09 15:04:51 +09:00 |
|
c9s
|
3af08abef2
|
ftx: fix ftx api get markets request
|
2022-05-08 18:36:25 +08:00 |
|
Yo-An Lin
|
278eb937ac
|
Merge pull request #593 from narumiruna/simplify-request
glassnode: simplify NewAuthenticatedRequest
|
2022-05-06 22:11:30 +08:00 |
|
Andy Cheng
|
c9ba81fcbb
|
strategy: Update bollmaker to support new strategy controller
|
2022-05-06 16:52:00 +08:00 |
|
Yo-An Lin
|
c3c35c2240
|
Merge pull request #575 from c9s/feature/binance-margin-load-api
feature: binance: add get deposit address request
|
2022-05-06 11:53:50 +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
|
6635fd749d
|
xmaker: migrate xmaker persistence
|
2022-05-05 15:05:38 +08:00 |
|
c9s
|
10a7928580
|
extract NewProfitStats method
|
2022-05-05 14:48:50 +08:00 |
|
c9s
|
c3db85443e
|
bollmaker: add Deprecated note
|
2022-05-05 14:47:06 +08:00 |
|
c9s
|
3140b7e2ef
|
bollmaker: remove unnecessary log
|
2022-05-05 14:41:11 +08:00 |
|
c9s
|
019e6a2a88
|
improve legacy state handling and move fnv
|
2022-05-05 14:39:29 +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 |
|
なるみ
|
98a35a485f
|
glassnode: use requestgen.BaseAPIClient
|
2022-05-05 11:05:27 +08:00 |
|
c9s
|
18eab1fbd3
|
move graceful shutdown to a single file
|
2022-05-05 09:56:21 +08:00 |
|
c9s
|
58e8da914e
|
bollmaker: migrating state.position to strategy.position
|
2022-05-05 09:54:50 +08:00 |
|
c9s
|
3f734e6236
|
bump version to v1.32.0
|
2022-05-05 09:04:04 +08:00 |
|
なるみ
|
9c66930537
|
glassnode: simplify NewAuthenticatedRequest
|
2022-05-05 01:39:57 +08:00 |
|
c9s
|
f65ecbdbb5
|
max: add net asset field to max's balance
|
2022-05-04 21:43:59 +08:00 |
|
c9s
|
2a02c4928c
|
move balance test
|
2022-05-04 21:40:16 +08:00 |
|
c9s
|
8ec47a4aaa
|
add interest field to Asset
|
2022-05-04 21:38:18 +08:00 |
|
c9s
|
e903bd5f69
|
add Balance.Add method
|
2022-05-04 21:33:22 +08:00 |
|
c9s
|
d5b203a925
|
render borrowed in the attachment
|
2022-05-04 19:32:29 +08:00 |
|
c9s
|
573f8bb221
|
use net asset to calculate inUSD
|
2022-05-04 19:26:26 +08:00 |
|
c9s
|
ef419f75ab
|
net asset should sub interest
|
2022-05-04 19:13:55 +08:00 |
|
c9s
|
5dd969fa6f
|
compile and update migration package
|
2022-05-04 19:13:55 +08:00 |
|
c9s
|
30c9d251fe
|
change column to net_asset_in_* to avoid confusion
|
2022-05-04 19:13:55 +08:00 |
|
c9s
|
5662c5c680
|
use findUSDMarketPrice to get btc price
|
2022-05-04 17:56:03 +08:00 |
|
c9s
|
413c5c0479
|
add comment for the price cal
|
2022-05-04 17:47:34 +08:00 |
|
c9s
|
08a1819bd3
|
fix price in usd
|
2022-05-04 17:45:28 +08:00 |
|
c9s
|
4404098bf9
|
fix balance map add
|
2022-05-04 17:39:35 +08:00 |
|
c9s
|
75adb8f3c3
|
fix usd prices caculation
|
2022-05-04 17:27:58 +08:00 |
|
c9s
|
36c764efa9
|
refactor balance, asset and remove price cache check
|
2022-05-04 17:17:09 +08:00 |
|
c9s
|
f33e8a3de2
|
calculate netAsset if it's zero
|
2022-05-04 17:08:42 +08:00 |
|
c9s
|
1844035abb
|
fix asset calculation
|
2022-05-04 16:56:31 +08:00 |
|
c9s
|
c4e1cd9480
|
binanceapi: add GetForceLiquidationRecordRequest api
|
2022-05-04 16:27:28 +08:00 |
|
c9s
|
2008f179a2
|
binance: add GetDepositHistoryRequest
|
2022-05-04 16:27:28 +08:00 |
|
c9s
|
ed8ff89f34
|
binance: add type alias from github.com/adshao/go-binance/v2
|
2022-05-04 16:27:28 +08:00 |
|
c9s
|
434434c8d9
|
binanceapi: add withdraw request
|
2022-05-04 16:27:28 +08:00 |
|
c9s
|
0fd560d699
|
binance: add NewGetDepositAddressRequest api
|
2022-05-04 16:27:28 +08:00 |
|
c9s
|
c3c1666154
|
binance: add get deposit address request
|
2022-05-04 16:27:28 +08:00 |
|
Yo-An Lin
|
8cf9218dce
|
Merge pull request #584 from c9s/add-nav-columns
feature: record nav values into db
|
2022-05-04 16:25:04 +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
|
0061a5910b
|
use the same price time
|
2022-05-04 16:21:53 +08:00 |
|
c9s
|
754d10c3d0
|
use interval instead of duration
|
2022-05-04 16:21:53 +08:00 |
|
c9s
|
d78e0c607a
|
xnav: pass session to the record assets method call
|
2022-05-04 16:21:53 +08:00 |
|
c9s
|
6ed6f15b75
|
interact: use debug log instead of info
|
2022-05-04 16:21:53 +08:00 |
|
c9s
|
40c2de3259
|
fix: remove zeroed fields
|
2022-05-04 16:21:53 +08:00 |
|
c9s
|
8a93f0921f
|
add more margin info columns
|
2022-05-04 14:40:52 +08:00 |
|
c9s
|
01273f7c4c
|
compile and update migration package
|
2022-05-04 14:40:52 +08:00 |
|
c9s
|
5cd7e61006
|
xnav: support asset recording
|
2022-05-04 14:23:46 +08:00 |
|
c9s
|
95f7d85183
|
bbgo: pass price time into the asset conversion function
|
2022-05-04 14:23:46 +08:00 |
|
c9s
|
3b25db31df
|
types: extend balance map methods
|
2022-05-04 14:22:51 +08:00 |
|
c9s
|
5a00e2fe20
|
add account service test
|
2022-05-03 23:36:44 +08:00 |
|
なるみ
|
aa29fde9e3
|
indicator: add test case for boll
|
2022-05-03 22:28:40 +08:00 |
|
c9s
|
2c70509ee8
|
add recordAsset method
|
2022-05-03 19:26:52 +08:00 |
|
c9s
|
d93fd3cc48
|
service: insert asset fields
|
2022-05-03 17:51:47 +08:00 |
|
c9s
|
2fba2c335b
|
types: check borrowed fields
|
2022-05-03 17:44:31 +08:00 |
|
c9s
|
e0086a45cb
|
update asset borrowed, netAsset, priceInUSD fields
|
2022-05-03 17:40:57 +08:00 |
|
Yo-An Lin
|
9c08bea065
|
Fix accounts field
|
2022-05-03 17:32:10 +08:00 |
|
c9s
|
e1dcc7c6d3
|
types: extend asset struct fields
|
2022-05-03 16:54:39 +08:00 |
|
c9s
|
c9c16f1e47
|
show missing exchange name in the back-test config
|
2022-05-03 16:46:38 +08:00 |
|
Yo-An Lin
|
9689ec079d
|
Merge pull request #581 from c9s/add-sync-exchange-option
feature: add --sync-exchange option to override backtest sync exchanges
|
2022-05-03 12:55:44 +08:00 |
|
c9s
|
270d82e818
|
bump version to v1.31.4
|
2022-05-03 12:43:28 +08:00 |
|
Yo-An Lin
|
159c972d8b
|
Merge pull request #582 from c9s/rename-backtest-account-to-accounts
improve: backtest: rename backtest.account to backtest.accounts
|
2022-05-03 12:41:32 +08:00 |
|
Yo-An Lin
|
81ce9218b5
|
Merge pull request #580 from c9s/fix/okex-rate-limit
fix: fix okex rate limit
|
2022-05-03 12:40:46 +08:00 |
|
c9s
|
946bbdbca3
|
backtest: rename backtest.account to backtest.accounts
|
2022-05-03 12:18:40 +08:00 |
|
c9s
|
f2edd24029
|
add --sync-exchange option to override backtest sync exchanges
|
2022-05-03 12:12:39 +08:00 |
|
c9s
|
eb10889d35
|
okex: fix okex rate limit
|
2022-05-03 12:11:50 +08:00 |
|
c9s
|
b611a42bd9
|
kucoin: fix kucoin rate limit
|
2022-05-03 12:11:02 +08:00 |
|
c9s
|
d742aea633
|
okex: fix kline query
|
2022-05-03 11:14:53 +08:00 |
|
c9s
|
351426ecdd
|
bump version to v1.31.3
|
2022-05-02 11:56:23 +08:00 |
|
c9s
|
fa2eb87268
|
fix: sync can be nil
|
2022-05-02 11:55:40 +08:00 |
|
c9s
|
9875b52372
|
bump version to v1.31.2
|
2022-05-02 10:40:21 +08:00 |
|
c9s
|
2bdcf2266d
|
fix default sync logic
|
2022-05-02 10:39:59 +08:00 |
|
Yo-An Lin
|
faccc64377
|
Merge pull request #576 from zenixls2/update/ewoDgtrd
feature: add atr stoploss on ewoDgtrd strategy
|
2022-05-01 01:42:00 +08:00 |
|
c9s
|
ba1370a05d
|
bump version to v1.31.1
|
2022-05-01 01:23:27 +08:00 |
|
c9s
|
eb10244e40
|
compile and update migration package
|
2022-05-01 01:23:27 +08:00 |
|
Yo-An Lin
|
9ec5ca710c
|
Merge pull request #578 from c9s/c9s-patch-1
fix: use time.UTC instead of time.Local
|
2022-05-01 01:18:19 +08:00 |
|
c9s
|
2897f5af93
|
bump version to v1.31.1
|
2022-05-01 01:16:14 +08:00 |
|
c9s
|
ce54e917a2
|
compile and update migration package
|
2022-05-01 01:16:10 +08:00 |
|
c9s
|
486cf50a9c
|
bbgo: fix init band width setup
|
2022-05-01 01:12:57 +08:00 |
|
Yo-An Lin
|
a954f0e595
|
use time.UTC instead of time.Local
|
2022-04-29 14:06:22 +08:00 |
|
zenix
|
4eab82ee7b
|
feature: add atr stoploss on ewoDgtrd strategy. remove callback. modify filter condition and add doc
|
2022-04-28 20:09:15 +09:00 |
|
なるみ
|
c67bfc9a71
|
move glassnode to datasource
|
2022-04-27 18:16:54 +08:00 |
|
なるみ
|
0ec8ec6498
|
glassnode: query futures open interest
|
2022-04-27 18:16:54 +08:00 |
|
なるみ
|
b87eda3bbb
|
move files to glassnodeapi
|
2022-04-27 18:16:54 +08:00 |
|
c9s
|
044470377b
|
avoid using the iterator variable
|
2022-04-27 17:13:58 +08:00 |
|
c9s
|
1f736d1f5e
|
binance: update stream order fields
|
2022-04-27 14:43:39 +08:00 |
|
c9s
|
ce6fd387be
|
remove unused ConvertTrades
|
2022-04-27 14:29:58 +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 |
|
c9s
|
c9fd4c9a1d
|
bump version to v1.31.0
|
2022-04-27 13:02:18 +08:00 |
|
Yo-An Lin
|
14a29df975
|
Merge pull request #565 from c9s/fix/trade-sync
fix: service: correct QueryLast query
|
2022-04-27 12:40:05 +08:00 |
|
c9s
|
6630d3f56b
|
service: correct QueryLast query
|
2022-04-27 11:42:31 +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 |
|
Yo-An Lin
|
9588064f19
|
Merge pull request #561 from zenixls2/fix/ma
fix: window update in indicators. add: CA, TMA
|
2022-04-26 18:56:32 +08:00 |
|
Yo-An Lin
|
44e51e966a
|
Merge pull request #563 from c9s/rockhopper-upgrade
upgrade rockhopper
|
2022-04-26 18:56:10 +08:00 |
|
c9s
|
085ba1e323
|
compile and update migration package
|
2022-04-26 18:48:27 +08:00 |
|
Andy Cheng
|
eb1beb05d1
|
interact: rename functions to private functions
|
2022-04-26 18:32:41 +08:00 |
|
Andy Cheng
|
7326a1b21d
|
strategy: fix wrong string formatting syntax
|
2022-04-26 18:29:22 +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
|
7b3e369766
|
feature: use LocalActiveOrderBook for cancelling open orders for strategy controller in support strategy
|
2022-04-26 18:29:22 +08:00 |
|
Andy Cheng
|
26a5114182
|
feature: adapt callbackgen style strategy controller in support strategy
|
2022-04-26 18:29:22 +08:00 |
|
Andy Cheng
|
cf8603e30b
|
feature: use NewFromFloat
|
2022-04-26 18:29:22 +08:00 |
|
Andy Cheng
|
324c7ea432
|
feature: logging with strategy symbol
|
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
|
389752161d
|
feature: adapt new strategy controller in support strategy
|
2022-04-26 18:29:21 +08:00 |
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Andy Cheng
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64766c48f3
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feature: revert position closer and position reader back
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2022-04-26 18:29:21 +08:00 |
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Andy Cheng
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78a8c2aaaf
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feature: mix embeded struct and callback in strategy controller
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2022-04-26 18:29:21 +08:00 |
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Andy Cheng
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57fdc9b120
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feature: adapt new strategy controller in support strategy
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2022-04-26 18:29:21 +08:00 |
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Andy Cheng
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6228cddbec
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feature: adapt new strategy controller in interact
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2022-04-26 18:29:21 +08:00 |
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Andy Cheng
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bb2bce4721
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feature: strategy controller
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2022-04-26 18:29:21 +08:00 |
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Andy Cheng
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85ffe9a2de
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feature: prototype of strategy controller struct
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2022-04-26 18:29:21 +08:00 |
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Andy Cheng
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73c2c84cab
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feature: prototype of strategy controller struct
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2022-04-26 18:29:21 +08:00 |
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Andy Cheng
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5799709e3e
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pkg: add empty strategy controller file
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2022-04-26 18:29:21 +08:00 |
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c9s
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23dd60728e
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binance: fix error check
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2022-04-26 16:51:41 +08:00 |
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c9s
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6c29e10caf
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binance: improve binary error check
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2022-04-26 16:43:40 +08:00 |
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zenix
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b3741771e3
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fix: window update in indicators. add: cumulative average, triangular moving average
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2022-04-26 17:32:31 +09:00 |
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c9s
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109fdd6511
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aggregate totalBorrowed
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2022-04-26 16:13:07 +08:00 |
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c9s
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2933db20cd
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types: show borrowed balance
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2022-04-26 16:07:27 +08:00 |
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c9s
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cbec4ac199
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binance: improve query trades conditions for start time and end time
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2022-04-26 15:58:12 +08:00 |
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c9s
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16227cea2f
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autoborrow: call tryToRepayAnyDebt when margin level is low
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2022-04-26 15:44:13 +08:00 |
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c9s
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b97588f153
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autoborrow: fix max total borrow condition
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2022-04-26 15:33:01 +08:00 |
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Zenix
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a8f0c71a53
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Merge pull request #545 from zenixls2/feature/ma_series
feature: add some new ma indicators
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2022-04-25 21:01:17 +09:00 |
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c9s
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069db1d0cb
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replace margin ratio with margin level
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2022-04-25 19:15:47 +08:00 |
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c9s
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333378a52a
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autoborrow: change debugf to infof
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2022-04-25 19:10:22 +08:00 |
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c9s
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7b2398ce39
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autoborrow: use margin level instead of margin ratio
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2022-04-25 19:05:16 +08:00 |
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c9s
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095f25f30b
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fix TestSortTradesAscending
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2022-04-25 19:01:03 +08:00 |
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c9s
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2732fb413f
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bbgo: remove slack debug option
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2022-04-25 18:56:19 +08:00 |
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c9s
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638d839975
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autoborrow: add more logs and warning color for slack message
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2022-04-25 18:46:23 +08:00 |
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c9s
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a30aac6653
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autoborrow: add slack notification
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2022-04-25 18:12:08 +08:00 |
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c9s
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2290d132b1
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autoborrow: assign s.ExchangeSession
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2022-04-25 17:54:16 +08:00 |
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c9s
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f8fd13c576
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add test for TestSortTradesAscending
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2022-04-25 17:53:04 +08:00 |
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c9s
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a2553ee020
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autoborrow: call check and borrow
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2022-04-25 17:45:16 +08:00 |
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c9s
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78639dab5a
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improve order layout
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2022-04-25 17:27:27 +08:00 |
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c9s
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a57a238e09
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bbgo: add more sync options
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2022-04-25 17:18:42 +08:00 |
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c9s
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76012f0b71
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max: deposit request currency field is optional
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2022-04-25 16:27:07 +08:00 |
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c9s
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fae3b6a215
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fix BOLL method
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2022-04-25 15:31:12 +08:00 |
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Yo-An Lin
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b94b9e1b73
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Merge pull request #437 from jessy1092/enhance-boll-indicator
indicator: Support difference bandwidth on boll indicator and can dynamic create BOLL
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2022-04-25 13:43:02 +08:00 |
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c9s
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18da434e92
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all: use thread-safe GetAccount method to get account
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2022-04-23 15:43:11 +08:00 |
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c9s
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5c2274c55c
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put sign check back
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2022-04-23 15:27:28 +08:00 |
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c9s
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7b66d36f15
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autoborrow: remove extra sign check
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2022-04-23 15:27:28 +08:00 |
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c9s
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743ad0455f
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add autoborrow strategy
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2022-04-23 15:27:28 +08:00 |
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c9s
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fd247cf7d7
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cmd: add autoborrow to built-in
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2022-04-23 15:00:53 +08:00 |
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c9s
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c70317af2b
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add autoborrow strategy
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2022-04-23 15:00:04 +08:00 |
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c9s
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cf055c3f7d
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bbgo: improve account updating
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2022-04-23 12:51:07 +08:00 |
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c9s
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9e48a850bd
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bbgo: call queryAccount to update account
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2022-04-23 12:51:07 +08:00 |
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c9s
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a1c9bd7ec8
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all: add AccountTypeIsolatedMargin
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2022-04-23 12:51:07 +08:00 |
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c9s
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98a696a7d0
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all: calculate MarginTolerance
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2022-04-23 12:51:07 +08:00 |
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c9s
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76733898db
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binance: add QueryMarginAssetMaxBorrowable api
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2022-04-23 12:51:07 +08:00 |
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c9s
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9f9f13dfe2
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add MarginBorrowRepay interface
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2022-04-23 12:51:07 +08:00 |
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c9s
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37b5d80f6f
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add margin repay and borrow api
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2022-04-23 12:51:07 +08:00 |
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c9s
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c2d1ef0fc8
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add margin borrow endpoint
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2022-04-23 12:51:07 +08:00 |
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c9s
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a8fdd8006c
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binance: add transferCrossMarginAccount method
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2022-04-23 12:51:07 +08:00 |
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c9s
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ecc19e1efd
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binance: assign more margin fields to account
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2022-04-23 12:51:07 +08:00 |
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c9s
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cf2e8c9f0a
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all: extend balance field for margin
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2022-04-23 12:51:07 +08:00 |
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c9s
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fbe1906e70
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binance: add more fields to the balance struct
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2022-04-23 12:51:07 +08:00 |
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c9s
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304cc89f68
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binance: always sort trades back
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2022-04-23 12:51:07 +08:00 |
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c9s
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2f5f02523f
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fix typpo
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2022-04-23 00:10:27 +08:00 |
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zenix
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3d86330428
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fix: python test code in indicator
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2022-04-22 19:11:07 +09:00 |
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zenix
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c18f684afd
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test: add test cases for dema, hull, tema, till, vidya and zlema indicators
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2022-04-22 19:02:26 +09:00 |
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Yo-An Lin
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6f810bf081
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Merge pull request #553 from c9s/feature/max-order-history-api
refactor: rewrite max private trade query request with requestgen
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2022-04-22 13:12:20 +08:00 |
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zenix
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5dc69a6175
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fix: fix change, feature: implement vidya and till
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2022-04-21 19:28:11 +09:00 |
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c9s
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9e06053c3b
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max: rewrite and rename private trade request
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2022-04-21 14:56:20 +08:00 |
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c9s
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f9908f2931
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rewrite private trade request
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2022-04-21 14:52:44 +08:00 |
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Yo-An Lin
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96d2844487
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Merge pull request #552 from c9s/feature/max-order-history-api
improve: use max order history api for sync
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2022-04-21 14:34:38 +08:00 |
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c9s
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8e2a993370
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max: improve max closed orders syncing
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2022-04-21 14:11:49 +08:00 |
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c9s
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93b10f20ac
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maxapi: fix fromID to uint64
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2022-04-21 13:18:00 +08:00 |
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c9s
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e754b68cdf
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maxapi: fix http timeout
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2022-04-21 13:17:43 +08:00 |
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Yo-An Lin
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e91f15b2ea
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Merge pull request #546 from c9s/feature/max-order-history-api
feature: add max order history api
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2022-04-21 00:46:30 +08:00 |
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c9s
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0410ef1305
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maxapi: refactor rewards api
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2022-04-21 00:18:34 +08:00 |
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austin362667
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1163b89807
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factorzoo: fix correlation
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2022-04-20 18:10:27 +08:00 |
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austin362667
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71a032a29b
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factorzoo: clean up
factorzoo: clean up
factorzoo: clean up
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2022-04-20 18:10:27 +08:00 |
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austin362667
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da51d56624
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cmd: add built-in factorzoo strategy
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2022-04-20 18:10:27 +08:00 |
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austin362667
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fdbb2be45c
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factorzoo: add cross-sectional factors model strategy
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2022-04-20 18:10:27 +08:00 |
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austin362667
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a1fa23121d
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factorzoo: add correlation indicator
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2022-04-20 18:10:27 +08:00 |
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c9s
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8b9383ecfa
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maxapi: refactor withdrawal request
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2022-04-20 16:38:08 +08:00 |
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c9s
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72ea9f7e24
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maxapi: add deposit request tests and withdrawal request tests
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2022-04-20 14:01:18 +08:00 |
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c9s
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f3eafd5cd8
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remove unused get trades method
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2022-04-20 13:49:06 +08:00 |
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なるみ
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2754d2410c
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grpc: remove duplicate service registration
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2022-04-20 13:48:41 +08:00 |
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c9s
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387c0bfb8b
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maxapi: rewrite vip level request
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2022-04-20 13:35:17 +08:00 |
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c9s
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68abeb826b
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maxapi: add account service tests
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2022-04-20 13:28:39 +08:00 |
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c9s
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f9df65a2f8
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maxapi: add generated files
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2022-04-20 13:20:54 +08:00 |
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c9s
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ff7f1a8bc8
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maxapi: always merge params into the payload for signing
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2022-04-20 12:18:35 +08:00 |
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c9s
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4d8997a8d5
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max: pass context background to the request
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2022-04-20 12:18:35 +08:00 |
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c9s
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5cba6a6133
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maxapi: use requestgen to query and submit orders
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2022-04-20 12:18:35 +08:00 |
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c9s
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93b19faa3a
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refactor newAuthenticatedRequest
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2022-04-20 12:18:35 +08:00 |
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c9s
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bf4a0169bd
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max: update client api
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2022-04-20 12:18:35 +08:00 |
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Yo-An Lin
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46015324e9
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Merge pull request #540 from narumiruna/indicator/update
indicator: make parameters of update method consistent
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2022-04-20 11:53:06 +08:00 |
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Yo-An Lin
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522e6b9aaf
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Merge pull request #547 from kfrico/fix_ftx_bug
fix ftx pollKines bug
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2022-04-20 11:52:16 +08:00 |
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kfrico
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bd4a932571
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fix ftx pollKines bug
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2022-04-19 21:29:45 +08:00 |
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zenix
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22d8c2efff
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feature: add some new ma indicators
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2022-04-19 19:22:22 +09:00 |
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なるみ
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1d363f65a9
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indicator: use rma indicator in atr
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2022-04-19 13:45:23 +08:00 |
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なるみ
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167f9d3eaf
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indicator: make parameters of update method consistent
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2022-04-19 13:45:23 +08:00 |
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c9s
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8442aafd4d
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compile and update migration package
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2022-04-19 12:19:32 +08:00 |
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なるみ
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2896527c56
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indicator: add rolling moving average
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2022-04-18 11:43:05 +08:00 |
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Yo-An Lin
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fcaef0219a
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Merge pull request #536 from narumiruna/indicator/atr
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2022-04-18 00:34:43 +08:00 |
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なるみ
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7b4c68f766
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indicator: add average true range indicator
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2022-04-17 17:30:49 +08:00 |
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c9s
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b2e17e3552
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interact: fix auth
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2022-04-17 12:49:45 +08:00 |
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Yo-An Lin
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41c78f9035
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Merge pull request #535 from narumiruna/grpc/register-trading-server
fix: grpc: register trading server
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2022-04-17 00:50:25 +08:00 |
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c9s
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8f693dac50
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bump version to v1.30.3
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2022-04-17 00:38:42 +08:00 |
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c9s
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ad373b95a7
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add FLUSH_OTP_KEY env for flushing otp key
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2022-04-17 00:35:16 +08:00 |
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c9s
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63f525970f
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auth: store otp key url instead of just secret
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2022-04-17 00:18:48 +08:00 |
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c9s
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6c7b6c6def
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interact: add more error check for /auth command
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2022-04-17 00:06:37 +08:00 |
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c9s
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8e557b3da2
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Merge branch 'fix/grpc-user-data-stream-subscribe'
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2022-04-17 00:03:17 +08:00 |
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c9s
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d78370e355
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grpc: register trading service to grpc
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2022-04-16 23:57:53 +08:00 |
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なるみ
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6920ac9090
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grpc: register trading server
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2022-04-16 23:45:10 +08:00 |
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TonyQ Wang
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38dfa32bfa
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Update auth.go
refine message
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2022-04-16 21:25:46 +08:00 |
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