Commit Graph

1678 Commits

Author SHA1 Message Date
c9s
838bc69f65 kucoin: reformat testdata json 2021-12-23 17:49:18 +08:00
c9s
6330a1845d kucoin: connecting stream callbacks 2021-12-23 17:49:18 +08:00
c9s
449434da4c kucoin: generate callback methods 2021-12-23 17:49:18 +08:00
TonyQ
75633dbf09 exchange/okex : implement bookticker for okex , #388 2021-12-23 12:42:13 +08:00
Yo-An Lin
98de0862a4
Merge pull request #395 from tony1223/bug/okex-maskkey
exchange/okex: update QueryTickers behaviour
2021-12-23 02:51:54 +08:00
c9s
911574d8d6 kucoin: parse websocket messages 2021-12-23 02:50:56 +08:00
c9s
cec4b3dd1e add websocket message parser 2021-12-23 02:50:56 +08:00
c9s
3fb2e12c24 kucoin: add websocket types 2021-12-23 02:50:56 +08:00
c9s
1a3f9ed4b2 kucoin: use returned ping interval instead of default 2021-12-23 02:50:56 +08:00
c9s
730ce31e67 kucoin: implement NewStream 2021-12-23 02:50:56 +08:00
c9s
0a9575aaca kucoin: pull out ping worker 2021-12-23 02:50:56 +08:00
c9s
92076878cd kucoin: refactor ping worker 2021-12-23 02:50:56 +08:00
c9s
b0d4688528 kucoin: implement getEndpoint method 2021-12-23 02:50:56 +08:00
c9s
a4c9aea6c6 kucoin: refactor bullet url code 2021-12-23 02:50:56 +08:00
c9s
6cbccc9a3f kucoin: add websocket command 2021-12-23 02:50:56 +08:00
c9s
4303342841 kucoin: export ApiClient interface methods 2021-12-23 02:50:56 +08:00
c9s
c390bbc31d add generated files 2021-12-23 02:50:56 +08:00
c9s
2230b484a8 kucoin: add bullet service 2021-12-23 02:50:56 +08:00
c9s
7f92588883 kucoinapi: refactor api client 2021-12-23 02:50:56 +08:00
c9s
c8dd02335b kucoin: refactor and clean up 2021-12-23 02:50:56 +08:00
TonyQ
5645161403 exchange/okex: update QueryTickers behaviour 2021-12-23 01:29:43 +08:00
TonyQ
d7ac645253 exchange: update maskkey handling 2021-12-23 01:18:36 +08:00
Yo-An Lin
bcbf7c3f3b
Merge pull request #389 from tony1223/feature/388-bookticker
exchange/stream : implement booktickerupdate event for ftx and binance
2021-12-22 22:35:52 +08:00
TonyQ
16862e7208 exchange/stream : implement booktickerupdate event for ftx and
binance
2021-12-22 21:01:11 +08:00
Yo-An Lin
b2ffcb7993
Merge pull request #387 from narumiruna/narumi/rebalance/validate
strategy: rebalance: validate parameters
2021-12-22 10:52:37 +08:00
なるみ
4a8be9cc1a Fix log 2021-12-22 02:04:44 +08:00
なるみ
2999e41ef0 Validate config 2021-12-22 01:59:38 +08:00
なるみ
41d4001872 Add log 2021-12-22 01:59:25 +08:00
c9s
388cfe0854 kucoin: fix go 1.17 compatibility issue 2021-12-22 01:45:07 +08:00
c9s
3b5015e1ca kucoin: integrate list tickers 2021-12-22 01:34:24 +08:00
c9s
0b6e66348e kucoin: implement query tickers 2021-12-22 01:28:16 +08:00
c9s
c32f3ab2f3 add generate_symbol_map.go generator 2021-12-22 01:28:16 +08:00
c9s
bd5e956892 add kucoin to the exchange factory 2021-12-22 01:28:16 +08:00
c9s
58212290ad types: update market structure for doc comment 2021-12-22 01:28:16 +08:00
c9s
fce71cb37e implement QueryAccounts and QueryMarkets 2021-12-22 01:28:16 +08:00
c9s
62fa6dd274 implement get fills request 2021-12-22 01:28:16 +08:00
c9s
bace225470 binance: fix, call set time service only when key and secret is given 2021-12-22 01:27:25 +08:00
c9s
8b93aeeeb2 fix ewma truncation 2021-12-22 00:54:13 +08:00
Yo-An Lin
53f6ea6490
Merge pull request #384 from tony1223/feature/record-account
types: update account struct
2021-12-22 00:04:30 +08:00
TonyQ
06fc821b3d types: update account struct 2021-12-21 23:59:02 +08:00
Yo-An Lin
e0844459b9
Merge pull request #380 from tony1223/bug/kline-scan
backtest : finetune for kline scan logic to prevent hanging for
2021-12-21 22:47:50 +08:00
TonyQ
740989ca64 exchange/ftx: add more guard condition 2021-12-21 20:46:40 +08:00
TonyQ
f62235b94e backtest : finetune for kline scan logic to prevent hanging for
query
2021-12-21 20:44:20 +08:00
Yo-An Lin
1ab20e6397
Merge pull request #381 from narumiruna/maxamount
strategy: rebalance: adjust quantity by max amount
2021-12-21 20:20:44 +08:00
なるみ
531805a449 Adjust quantity by max amount 2021-12-20 23:46:22 +08:00
Andy Cheng
e4bdb1de06
strategy: allow setting the interval and the window for trigger MA 2021-12-19 18:28:47 +08:00
Andy Cheng
d281182432
strategy: fix support strategy criteria 2021-12-19 17:53:34 +08:00
Yo-An Lin
97f9285449
Merge pull request #376 from tony1223/bug/backtest-fix-auto-sync
backtest : fix auto sync missing the part from last db kiline to
2021-12-19 14:59:35 +08:00
austin362667
f9cf71cef3 indicator: add kline close volatility
indicator: add kline close volatility
2021-12-19 14:20:09 +08:00
TonyQ
711575c6d0 backtest : fix auto sync missing the part from last db kiline to
end time
2021-12-19 12:14:18 +08:00