c9s
|
2699c32b38
|
add rockhopper
|
2021-01-13 23:53:36 +08:00 |
|
c9s
|
50cd6f7d68
|
change go-binance to github.com/adshao/go-binance/v2
|
2021-01-11 13:36:49 +08:00 |
|
c9s
|
653eba73c5
|
improve session error message
|
2021-01-09 19:47:21 +08:00 |
|
c9s
|
4a1af6f362
|
add check for PersistenceServiceFacade
|
2021-01-09 19:44:45 +08:00 |
|
c9s
|
93d71b5300
|
bbgo: session log error
|
2021-01-09 19:40:31 +08:00 |
|
c9s
|
995f9a9ea0
|
grid: add order amount field
|
2021-01-06 13:31:17 +08:00 |
|
c9s
|
92ab7e125a
|
improve RegisterStrategy method to register strategy between cross and single
|
2020-12-31 17:14:47 +08:00 |
|
c9s
|
208c88cbd5
|
support single exchange trailingstop
|
2020-12-31 17:12:35 +08:00 |
|
c9s
|
87568ede70
|
reformat
|
2020-12-31 14:29:53 +08:00 |
|
c9s
|
395d3f17df
|
grid: add long mode support
|
2020-12-31 13:54:32 +08:00 |
|
c9s
|
45e4d8c558
|
rename movingstop to trailingstop
|
2020-12-31 13:07:39 +08:00 |
|
c9s
|
25eab8e95f
|
adjust log
|
2020-12-29 18:32:51 +08:00 |
|
c9s
|
f485c1ba7f
|
fix grid strategy order placing
|
2020-12-29 18:18:32 +08:00 |
|
c9s
|
70479bfd16
|
binance: assign Isolated field
|
2020-12-29 17:26:22 +08:00 |
|
c9s
|
275aa9494a
|
support canceling orders on max
|
2020-12-29 16:00:03 +08:00 |
|
c9s
|
9568b04328
|
fix log message
|
2020-12-28 16:24:57 +08:00 |
|
c9s
|
2932230fdb
|
print out websocket error
|
2020-12-28 16:24:35 +08:00 |
|
c9s
|
d9e5ad4365
|
add event authenticated
|
2020-12-28 16:24:17 +08:00 |
|
c9s
|
f12e38b70e
|
call cancelTrading defer
|
2020-12-21 15:47:20 +08:00 |
|
c9s
|
9db1c78171
|
add public only mode to backtest
|
2020-12-21 15:45:40 +08:00 |
|
c9s
|
f56318c9b6
|
add public only mode to stream
|
2020-12-21 15:43:54 +08:00 |
|
c9s
|
ce0e28708a
|
add public only mode to binance stream
|
2020-12-21 15:26:05 +08:00 |
|
c9s
|
d4b99f41a4
|
reformat
|
2020-12-21 14:55:14 +08:00 |
|
c9s
|
39f5290634
|
shorten the log messages
|
2020-12-21 14:53:34 +08:00 |
|
c9s
|
a60529ee37
|
reload depth snapshot periodically
|
2020-12-21 14:43:40 +08:00 |
|
c9s
|
9223b2ba47
|
move FormatOrder to ExchangeSession since it depends on Market
|
2020-12-21 13:47:40 +08:00 |
|
c9s
|
3eae58322a
|
add trade update callbacks and order update callbacks to order executor
|
2020-12-21 13:40:23 +08:00 |
|
c9s
|
e282a8a917
|
improve order submit loop
|
2020-12-17 17:54:48 +08:00 |
|
c9s
|
64dea71249
|
grid: use the default active order book order handler
|
2020-12-17 16:29:00 +08:00 |
|
c9s
|
6962582236
|
grid: add orders to the order store
|
2020-12-17 16:22:43 +08:00 |
|
c9s
|
9e1476dcb1
|
grid: improve position management by fixedpoint
|
2020-12-17 15:52:53 +08:00 |
|
c9s
|
1c7d3d5481
|
support max staging url orverride
|
2020-12-17 14:44:30 +08:00 |
|
c9s
|
728bf5fc81
|
bbgo: move some logs to debug level
|
2020-12-15 14:14:44 +08:00 |
|
c9s
|
63a5881d16
|
use golang.org/x/time for rate limiting
|
2020-12-15 14:04:27 +08:00 |
|
c9s
|
572f7a0e12
|
buyandhold: remove kline event debug log
|
2020-12-14 14:59:46 +08:00 |
|
c9s
|
6d15c629a7
|
fix buyandhold strategy
|
2020-12-14 14:40:31 +08:00 |
|
c9s
|
81c7d3c668
|
fix fmt import
|
2020-12-14 14:34:55 +08:00 |
|
c9s
|
cabd8f8dcb
|
improve buyandhold strategy
|
2020-12-14 14:21:02 +08:00 |
|
c9s
|
321b4812ca
|
supporting otp key restore from key url
|
2020-12-11 17:12:16 +08:00 |
|
c9s
|
fbb9d0d3ba
|
show key URL
|
2020-12-11 17:08:06 +08:00 |
|
c9s
|
deb9a29521
|
support one-time password
|
2020-12-11 17:07:19 +08:00 |
|
c9s
|
f4ef19e5d6
|
implement PlainText for telegram bot
|
2020-12-11 15:58:05 +08:00 |
|
c9s
|
6af88a2a87
|
add interaction callbacks
|
2020-12-11 14:40:18 +08:00 |
|
c9s
|
45bc4dc9eb
|
refactor telegram notifier with interaction component
|
2020-12-11 14:40:04 +08:00 |
|
c9s
|
f595b1ef65
|
fix compile flag check
|
2020-12-09 16:13:20 +08:00 |
|
c9s
|
846f463cfc
|
print loaded position
|
2020-12-08 16:32:39 +08:00 |
|
c9s
|
6b760c72b7
|
use bot token prefix as the redis store namespace
|
2020-12-08 16:28:55 +08:00 |
|
c9s
|
03afa060d5
|
add updateInterval for mirrormaker
|
2020-12-08 16:01:46 +08:00 |
|
c9s
|
c66b140d90
|
support duration parse
|
2020-12-08 16:01:46 +08:00 |
|
c9s
|
fe7495898f
|
check if persistence is configured
|
2020-12-08 15:09:17 +08:00 |
|
c9s
|
53d7fb5611
|
support telegram chat user persistence
|
2020-12-08 15:03:52 +08:00 |
|
c9s
|
a299721a98
|
improve message layout
|
2020-12-08 14:41:51 +08:00 |
|
c9s
|
4316f1fada
|
pull out bot initialization
|
2020-12-08 14:25:30 +08:00 |
|
c9s
|
55cd0c6a6e
|
pull out bot initialization to run
|
2020-12-08 14:20:49 +08:00 |
|
c9s
|
0222c33330
|
fix kline tail method
|
2020-12-08 10:26:20 +08:00 |
|
c9s
|
3aa8d70622
|
add mirrormaker
|
2020-12-07 23:04:09 +08:00 |
|
c9s
|
9eaf69388c
|
add fixedpoint json marshaling
|
2020-12-07 23:03:06 +08:00 |
|
c9s
|
4addf65f64
|
support memory persistence
|
2020-12-07 12:03:56 +08:00 |
|
c9s
|
2d98336fb6
|
implement Persistent API for strategy
|
2020-12-07 11:44:41 +08:00 |
|
c9s
|
341f735bc3
|
configure ConfigurePersistence if it's defined
|
2020-12-07 11:44:41 +08:00 |
|
c9s
|
a01f83ab15
|
add persistence config and tests
|
2020-12-07 11:44:41 +08:00 |
|
c9s
|
b843388483
|
only query subscribed kline intervals
|
2020-12-07 11:44:23 +08:00 |
|
c9s
|
62a541fb27
|
rename preload to loadBuildConfig
|
2020-12-07 11:44:23 +08:00 |
|
Che-Chia (David) Chang
|
1b17cba2eb
|
Merge pull request #67 from c9s/feature/add-telegram-bot-notifier
feature: add telegram bot notifier
|
2020-12-06 14:12:32 +08:00 |
|
David Chang
|
9f92fcf2e4
|
chore: rename telegram init to telegram auth
|
2020-12-06 13:59:47 +08:00 |
|
David Chang
|
58aadd9f45
|
fix: use correct format for log
|
2020-12-06 13:47:52 +08:00 |
|
David Chang
|
9e4602cf66
|
fix: allow upadte telegram chat user with bot command
|
2020-12-06 13:02:21 +08:00 |
|
David Chang
|
a55cd02e21
|
feature: add info command
|
2020-12-06 12:34:43 +08:00 |
|
David Chang
|
f9124aa907
|
fix: telegram bot send message to correct user
|
2020-12-06 12:11:27 +08:00 |
|
David Chang
|
7caf986d11
|
fix: change warning type from user to username
|
2020-12-05 14:28:48 +08:00 |
|
David Chang
|
c72ef2b31c
|
fix: add missing root cmd flags
|
2020-12-05 14:25:19 +08:00 |
|
David Chang
|
b2d9bd0312
|
feature: add telegram bot notifier
|
2020-12-05 14:20:27 +08:00 |
|
c9s
|
c5d002a0b0
|
fix market data kline registration
|
2020-12-05 13:32:41 +08:00 |
|
c9s
|
900f822559
|
improve and fix ewma calculation
|
2020-12-05 13:32:41 +08:00 |
|
c9s
|
b188901ed0
|
fix ewma calculation
|
2020-12-05 13:32:41 +08:00 |
|
c9s
|
f7a119fa5e
|
remove debug message
|
2020-12-04 19:15:53 +08:00 |
|
c9s
|
936650d879
|
rename kline trend to direction
|
2020-12-04 10:18:51 +08:00 |
|
c9s
|
22771288eb
|
fix sma kline window check
|
2020-12-03 20:42:26 +08:00 |
|
c9s
|
177607e5fb
|
fix ewma kline window check
|
2020-12-03 20:42:00 +08:00 |
|
c9s
|
f4aee5234a
|
add updater to indicators
|
2020-12-03 18:14:16 +08:00 |
|
c9s
|
17fd6a405b
|
add StopPriceRatio support
|
2020-12-03 09:50:36 +08:00 |
|
c9s
|
19d76928fd
|
support movingstop by BalancePercentage
|
2020-12-03 09:41:41 +08:00 |
|
c9s
|
ef03c0cf20
|
separate Run and CrossRun
so that we mount one strategy as cross strategy or single exchange strategy
|
2020-12-03 09:31:40 +08:00 |
|
c9s
|
d60a82256d
|
types: remove slice preallocated cap
|
2020-12-03 09:27:05 +08:00 |
|
c9s
|
2b264905f9
|
add warnings and fix subscription
|
2020-12-03 09:26:10 +08:00 |
|
c9s
|
4f399ebb9f
|
fix stop price formating
|
2020-12-03 09:25:47 +08:00 |
|
c9s
|
17590fcc08
|
include movingstop in builtin
|
2020-12-03 08:52:43 +08:00 |
|
c9s
|
9d7aa2fe22
|
add movingstop strategy
|
2020-12-03 08:52:32 +08:00 |
|
c9s
|
0a5bac803c
|
ignore duplicated trade
|
2020-12-03 08:51:57 +08:00 |
|
c9s
|
edb22383c7
|
fix ToGlobalOrder call
|
2020-12-02 22:44:57 +08:00 |
|
c9s
|
d38b16fb3e
|
fix cross exchange strategy subscription
|
2020-12-02 22:44:41 +08:00 |
|
c9s
|
4cf5929cac
|
improve trade parsing error
|
2020-12-02 22:21:13 +08:00 |
|
c9s
|
d226ec2e01
|
change field names to lower case so that we can use shorter name for the accessors
|
2020-12-02 22:21:13 +08:00 |
|
c9s
|
e57b9f235b
|
add quota
|
2020-11-23 16:47:36 +08:00 |
|
c9s
|
db6c90b8dd
|
cmd: fix run command signal handling
|
2020-11-23 16:36:03 +08:00 |
|
c9s
|
a86078d68c
|
max: fix tick size
|
2020-11-22 21:34:05 +08:00 |
|
c9s
|
914d5cdc94
|
try to keep all orders from order store
|
2020-11-17 15:53:46 +08:00 |
|
c9s
|
c40982164a
|
fix trade slack formatting
|
2020-11-17 15:48:18 +08:00 |
|
c9s
|
8f5491d818
|
improve balance printing
|
2020-11-17 14:45:27 +08:00 |
|
c9s
|
18d9245b06
|
improve order slice lock
|
2020-11-17 14:31:18 +08:00 |
|
c9s
|
ed6d6342e7
|
fix account currency translation
|
2020-11-17 14:24:26 +08:00 |
|
c9s
|
95b0910a09
|
fix trade order id parsing
|
2020-11-17 14:13:37 +08:00 |
|
c9s
|
03d99a4cab
|
remove debug logs
|
2020-11-17 13:25:59 +08:00 |
|
c9s
|
4bda1fee08
|
fix order id parsing
|
2020-11-17 12:46:55 +08:00 |
|
c9s
|
cc3da5b678
|
pass order id for order store exists
|
2020-11-17 08:53:22 +08:00 |
|
c9s
|
f4512f031c
|
improve cross exchange strategy mounting behavior and add fixedpoint atomic ops
|
2020-11-17 08:19:22 +08:00 |
|
c9s
|
3ea2e877ff
|
do not submit subscribe request if param array is empty
|
2020-11-15 13:32:46 +08:00 |
|
c9s
|
ded970f5a4
|
imporve CrossExchange subscription handling
|
2020-11-15 13:27:33 +08:00 |
|
c9s
|
94aaaf21b0
|
improve wrapper binary invocation
|
2020-11-15 13:23:26 +08:00 |
|
c9s
|
e8b5379202
|
bollgrid: add warn messages
|
2020-11-12 17:41:28 +08:00 |
|
c9s
|
2b6547df47
|
bollgrid: add profit orderbook for bolling grid
|
2020-11-12 17:38:13 +08:00 |
|
c9s
|
cd283f2c28
|
remove unused logger field
|
2020-11-12 17:30:21 +08:00 |
|
c9s
|
1a6f5b99ae
|
bollgrid: submit orders on connect
|
2020-11-12 16:31:09 +08:00 |
|
c9s
|
8cc1c589a1
|
fix waitgroup counting
|
2020-11-12 14:59:47 +08:00 |
|
c9s
|
fc9409673f
|
add graceful shutdown
|
2020-11-12 14:50:21 +08:00 |
|
c9s
|
af8826a9e4
|
improve messages
|
2020-11-12 08:30:57 +08:00 |
|
c9s
|
6740541bcd
|
improve bollgrid
|
2020-11-12 08:28:59 +08:00 |
|
c9s
|
35a5b61f60
|
add local active orderbook callback files
|
2020-11-11 23:19:16 +08:00 |
|
c9s
|
0264baa922
|
refactor and improve bollgrid
|
2020-11-11 23:18:53 +08:00 |
|
c9s
|
3912de235b
|
rename baseQuantity to just quantity
|
2020-11-11 17:55:44 +08:00 |
|
c9s
|
b2cd595069
|
grid: rename baseQuantity to just quantity
|
2020-11-11 17:55:16 +08:00 |
|
c9s
|
4bb5730cea
|
remove backtest flag from the sync command
|
2020-11-11 16:11:41 +08:00 |
|
c9s
|
24e5911140
|
refactory sync mode into the backtest command
|
2020-11-11 16:08:24 +08:00 |
|
c9s
|
097b2d30a6
|
add base-asset-baseline flag for backtest
|
2020-11-11 14:39:33 +08:00 |
|
c9s
|
04f6da3cb8
|
add traditional grid strategy
|
2020-11-10 19:06:20 +08:00 |
|
c9s
|
4ab402a188
|
clean up legacy code
|
2020-11-10 16:56:30 +08:00 |
|
c9s
|
04a7c7a2cc
|
add stddev accessor
|
2020-11-10 16:55:35 +08:00 |
|
c9s
|
23c19c5968
|
use fixedpoint for balances
|
2020-11-10 14:19:33 +08:00 |
|
c9s
|
cdf7959029
|
fix fixedpoint unmarshal
|
2020-11-10 14:19:22 +08:00 |
|
c9s
|
923fea0d94
|
improve backtest cmd
|
2020-11-10 14:19:11 +08:00 |
|
c9s
|
941c93794c
|
fix grid strategy for backtesting
|
2020-11-10 14:18:54 +08:00 |
|
c9s
|
770efeed4f
|
pnl format improve
|
2020-11-10 14:18:27 +08:00 |
|
c9s
|
69a33b6400
|
fix and improve backtest
|
2020-11-10 14:18:04 +08:00 |
|
c9s
|
f5b17193c5
|
move verbose flag detection before we setup the environment
|
2020-11-09 16:49:03 +08:00 |
|
c9s
|
6c2aef31a3
|
improve backtest logging
|
2020-11-09 16:47:29 +08:00 |
|
c9s
|
e7cc79f3cf
|
replace errors.Errorf with fmt.Errorf
|
2020-11-09 16:34:35 +08:00 |
|
c9s
|
1e129e4c86
|
collect error object instead of logging
|
2020-11-09 15:29:40 +08:00 |
|
c9s
|
8414f406bf
|
drop the legacy order executor
|
2020-11-09 15:02:12 +08:00 |
|
c9s
|
4a2a542222
|
refactor basic risk controller
|
2020-11-09 14:56:54 +08:00 |
|
c9s
|
ded89e099f
|
refactor simple price matching
|
2020-11-09 03:17:02 +08:00 |
|
c9s
|
5cc9506960
|
simplify executeTrade method since we should not use over locked funds
|
2020-11-09 03:09:12 +08:00 |
|
c9s
|
443f2c6891
|
document fee rate for BNB holders
|
2020-11-09 03:01:40 +08:00 |
|
c9s
|
377f4cae34
|
add account balance lock and unlock for testing maker strategies
|
2020-11-09 02:58:46 +08:00 |
|
c9s
|
5d4680e496
|
add lock and unlock functions
|
2020-11-09 01:10:14 +08:00 |
|
c9s
|
f69c87b3a8
|
fix fee calculation and add account balance checking
|
2020-11-08 21:52:44 +08:00 |
|
c9s
|
090011da9e
|
pull out order matching trigger from the kline event callbacks
|
2020-11-08 13:07:45 +08:00 |
|
c9s
|
e3a1184d22
|
fix backtest sync exchange and consider fee rate
|
2020-11-08 12:47:14 +08:00 |
|
c9s
|
6bd3573287
|
add exchange field in the table so that we can reuse the kline objects for backtest
|
2020-11-08 12:13:34 +08:00 |
|
c9s
|
4b0bab31fb
|
Merge branch 'feature/backtest' into main
|
2020-11-07 20:34:55 +08:00 |
|
c9s
|
641784e1b1
|
calculate pnl after the backtest
|
2020-11-07 20:34:34 +08:00 |
|