Andy Cheng
883f43a9ad
strategy: construct trailingStopControl in the caller
2022-02-06 17:47:13 +08:00
Andy Cheng
60a4ab2f27
strategy: save state on high price update and cancel trailing stop order on shutdown
2022-02-06 17:47:13 +08:00
Andy Cheng
1bd787f44c
strategy: return the createdOrders objects instead in submitOrders()
2022-02-06 17:47:13 +08:00
Andy Cheng
f673fc30ad
strategy: rename GenerateTrailingStopOrder() to GenerateStopOrder() in support strategy
2022-02-06 17:47:13 +08:00
Andy Cheng
2a8938fce0
re-indent with tabs
2022-02-06 17:47:13 +08:00
Andy Cheng
66b042fea7
strategy: trailing stop TP for support strategy
2022-02-06 17:47:11 +08:00
c9s
bf8558e9ad
bollmaker: add BuyBelowNeutralSMA option
2022-02-01 01:40:51 +08:00
c9s
17187c70e7
cmd: print realized profit in colored text
2022-02-01 01:05:11 +08:00
c9s
c0beca78f5
include terminal color for back-test report
2022-02-01 01:00:26 +08:00
c9s
82adff338e
cmd/backtest: calculate performance in quote asset
2022-02-01 00:54:55 +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
eb5064ccfe
bollmaker: separate bidSpread and askSpread
2022-01-31 01:11:30 +08:00
c9s
2e7621ca55
add BidSpread and AskSpread
2022-01-31 01:08:33 +08:00
c9s
701e80d0d8
bollmaker: pull out trailing stop order logics into SmartStops struct
2022-01-31 01:07:00 +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
e595b9acb2
backtest: should panic if last price is zero
2022-01-30 02:41:00 +08:00
c9s
6566db1624
accounting: filter duplicated trades when backtesting
2022-01-30 02:40:38 +08:00
c9s
e1fc0e7b8d
bollmaker: remove redundant log and fix return
2022-01-30 02:00:42 +08:00
c9s
ec8129ab87
backtest: fix market order fee calculation
2022-01-30 02:00:30 +08:00
c9s
20938895a8
bollmaker: merge skip condition
2022-01-30 01:40:33 +08:00
c9s
a185f3fdbe
bollmaker: improve trailing stop order log
2022-01-30 01:37:36 +08:00
c9s
78855d552a
backtest: fix backtest trade for market order
2022-01-30 01:37:24 +08:00
c9s
9adc3a9243
bollmaker: always collect trades and check balance
2022-01-30 01:21:36 +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
584dd3e279
bollmaker: add TradeInBand option
2022-01-28 01:29:12 +08:00
c9s
f49b7165d8
bollmaker: fix MinNotional adjustment
2022-01-27 19:56:10 +08:00
c9s
a6cbb2fb2d
bollmaker: rewrite trend detection
2022-01-27 18:51:51 +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
44efbce8eb
cmd: change trades cmd time range to just 1 day
2022-01-27 09:26:24 +08:00
c9s
c3c2822c82
cmd/trades: avoid passing since and until at the same time
2022-01-27 08:57:31 +08:00
c9s
880d806736
cmd: add --no-sync option to the run command
2022-01-27 08:30:31 +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
4f6e04323f
bollmaker: add more logs
2022-01-27 02:25:23 +08:00
c9s
aea8f97ab9
bollmaker: add Test_calculateBandPercentage test
2022-01-27 02:22:26 +08:00
c9s
f9d650cd23
bollmaker: add DynamicExposurePositionScale
2022-01-27 02:04:57 +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
e82379a668
bollmaker: add QuantityOrAmount struct
2022-01-27 01:10:39 +08:00
c9s
28075173ec
bump version to v1.27.0
2022-01-27 00:32:18 +08:00
c9s
cfc17acd20
config: use looseFormatTime type for since field
2022-01-27 00:24:19 +08:00
c9s
ab07768a6d
cmd: apply config to sync
2022-01-27 00:17:11 +08:00
c9s
59cc4d7243
max: improve max closed order query
2022-01-27 00:02:35 +08:00
Yo-An Lin
d79cce30e3
Merge pull request #443 from austin362667/refactor/futures-account
...
binance: add futures broker
2022-01-26 14:11:48 +08:00
c9s
b2c4cd91a7
avoid using UnixMilli
2022-01-26 14:09:35 +08:00
c9s
a29198f733
bbgo: fix LooseFormatTime.UnmarshalYAML
2022-01-25 01:18:56 +08:00
c9s
8f0e80499b
types: fix MillisecondTimestamp parsing
2022-01-25 01:14:06 +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
6286c50f7a
max: always sort trades
2022-01-24 23:59:10 +08:00
c9s
0bf6e533e0
kucoin: fix closed orders query
2022-01-24 23:56:48 +08:00
c9s
f284c35b81
max: ensure orders are sorted ascendingly
2022-01-24 23:54:58 +08:00
c9s
04a15340bc
max: add warning for the uneffected conditions
2022-01-24 23:51:53 +08:00
c9s
50871c1b61
max: fix order query limiter call and order state for query
2022-01-24 23:45:56 +08:00
c9s
0c0a12781a
max: fix max exchange closed order sync
2022-01-24 23:18:52 +08:00
c9s
e8fd1486b1
binance: fix binance closed order sync
2022-01-23 16:19:13 +08:00
austin362667
5a4adf4d72
binance: add futures broker
2022-01-23 15:26:15 +08:00
c9s
106239e808
service: fix sync process
2022-01-23 15:14:29 +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
5790c10a38
interact: fix logger call
2022-01-23 14:21:20 +08:00
c9s
7b572120a1
interact: use RemoveKeyboard from interact.KeyboardController
2022-01-23 14:13:47 +08:00
c9s
ef84742eb7
add KeyboardController interface
2022-01-23 02:21:26 +08:00
c9s
01afe9c14e
interact: fix telegram session restore
2022-01-23 02:21:26 +08:00
c9s
fb37bce4bf
interact: fix slack response and slash command handling
2022-01-23 02:21:26 +08:00
c9s
aad64eb461
interact: improve slack session loading and block sets rendering
2022-01-23 02:21:26 +08:00
c9s
49e4b71776
interact: handle InteractionTypeViewSubmission and print debug state
2022-01-23 02:21:26 +08:00
c9s
2f65d5951e
interact: add doc comment to generateTextInputModalRequest
2022-01-23 02:21:26 +08:00
c9s
5ee0496c7d
interact: support slack modal view request
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
ce54a64208
add slack callback file
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
2cf29bd1ec
telegram: add callback handler
2022-01-23 02:21:26 +08:00
c9s
ad3f038dc6
bbgo: improve otp key layout
2022-01-23 02:21:26 +08:00
c9s
0e5cf5325b
util: improve mask key function and add tests
2022-01-23 02:21:26 +08:00
c9s
c7f15efb23
interact: add Slack interaction
2022-01-23 02:21:26 +08:00
Yo-An Lin
e4b4f69716
Merge pull request #442 from kkc/fix_bollmaker_backtest
...
Fix: fallback to memory persistence if redis not found
2022-01-22 00:58:49 +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
zenix
213ceeda82
fix : #431 for not updating lastPrice if no tade happened
2022-01-21 20:57:55 +09:00
c9s
dc01a23b99
bump version to v1.26.3
2022-01-19 18:34:47 +08:00
c9s
4d921b0b36
kucoin: fix klines ordering
2022-01-19 18:33:54 +08:00
c9s
0b8e5852eb
check persistence error
2022-01-19 18:29:24 +08:00
c9s
9bdc05b69c
strategy/grid: use background context for canceling orders
2022-01-19 18:26:57 +08:00
c9s
9953a30717
xgap: fix subscribe interval
2022-01-19 13:08:50 +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
Yo-An Lin
a8c5a80357
Merge pull request #436 from jessy1092/ftx/correct-poll-klines
...
ftx: Separate the lastClosed record for different interval
2022-01-17 20:52:39 +08:00
c9s
6db038d85f
bump version to v1.26.1
2022-01-17 20:49:56 +08:00
c9s
5c0e3a1254
bollmaker: add shadow protection config
2022-01-16 04:40:50 +08:00
c9s
a68ad20ddc
bollmaker: add shadow protection
2022-01-16 04:06:19 +08:00
c9s
71e660571d
bbgo: optimize LocalActiveOrderBook for back-testing speed
2022-01-16 01:34:28 +08:00
c9s
1e370ff244
bollmaker: collect trades before we shutdown
2022-01-16 01:27:28 +08:00
c9s
898204f5fa
bollmaker: adjust quantity to met the min notional condition before we submit
2022-01-16 01:15:34 +08:00
c9s
fd4a3bb000
bollmaker: remove unused cancelOrders function
2022-01-16 01:08:50 +08:00
c9s
5d54e6fded
interact: skip total == 0 balance
2022-01-16 01:06:47 +08:00
c9s
d1cfaec7d3
notifier/telegramnotifier: check chats map
2022-01-16 01:00:15 +08:00
c9s
5f4239d108
interact: if messenger is not set, skip starting
2022-01-16 00:58:36 +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
904e7c03ad
strategy: cleanup funding strategy
...
strategy: cleanup funding strategy
2022-01-15 08:28:02 +08:00
austin362667
0ab94e0884
binance: fix err handler
2022-01-15 08:28:02 +08:00
austin362667
91d2312c5c
cache: refactor moving from bbgo to pkg/cache
2022-01-15 08:28:02 +08:00
austin362667
734221028b
binance: fix parse type
2022-01-15 08:28:02 +08:00
austin362667
d0e26c66e4
strategy: add funding strategy
2022-01-15 08:28:02 +08:00
austin362667
f661db56bd
service: handle error
2022-01-15 08:28:02 +08:00
austin362667
9a1d2cba31
binance: add account info in query account
2022-01-15 08:28:02 +08:00
austin362667
32c2f128f5
binance: add TradeFutures
2022-01-15 08:28:02 +08:00
austin362667
8130ef78c1
binance: refactor margin related conversions
2022-01-15 08:28:02 +08:00
austin362667
cd5d8c7a3f
types: modify IsolatedMarginAsset from array to map
2022-01-15 08:28:02 +08:00
austin362667
48d968059c
types: add margin asset map & account info
2022-01-15 08:28:02 +08:00
austin362667
5404bfe7f8
binance: fix futures symbol not found from syncSession
...
binance: fix query trades, closed orders futures symbol not found
binance: fix futures symbol not found
2022-01-15 08:28:02 +08:00
austin362667
0f0539fe70
binance: add futures exchange queries
2022-01-15 08:28:02 +08:00
austin362667
6071c07073
binance: add futures conversion
2022-01-15 08:28:02 +08:00
austin362667
6ac8b36eca
types: add futures assets
2022-01-15 08:28:02 +08:00
Lee
f6c70bdfcb
ftx: Separate the lastClosed record for different interval
2022-01-15 05:12:45 +08:00
c9s
0e3cc08c94
bump version to v1.26.0
2022-01-15 03:37:06 +08:00
c9s
5f942e85ed
bbgo: show position with plaintext mode instead of string format
2022-01-15 03:13:30 +08:00
c9s
06e7ab8824
interact: fix interact tests
2022-01-15 03:09:42 +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
77c2a6e10b
types: fix submit order preview
2022-01-15 02:52:33 +08:00
c9s
140e5638b8
binance: apply order cancel rate limiter
2022-01-15 00:52:54 +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
0114d92f2f
interact: split interaction files
2022-01-14 13:31:31 +08:00
c9s
97ca304bec
telegramnotifier: add SetOwner method
2022-01-14 13:31:31 +08:00
c9s
dd93ee4fd3
move methods to telegramnotifier
2022-01-14 13:31:31 +08:00
c9s
832faf91f8
interact: add command description
2022-01-14 13:31:31 +08:00
c9s
317d8e9d49
xgap: add minSpread option
2022-01-14 12:49:46 +08:00
Yo-An Lin
e797e597b1
Merge pull request #435 from jessy1092/fix/correct-bollmaker-params
...
fix: Correct uptrendSkew and downtrendSkew parameters setting on bollmaker strategy
2022-01-14 12:18:18 +08:00
c9s
eef14fa950
xgap: add jitter
2022-01-14 12:03:29 +08:00
c9s
1f6076ae18
plus a quantity jitter
2022-01-14 11:59:40 +08:00
c9s
42430fde4b
interact: fix interact tests
2022-01-14 02:36:57 +08:00