c9s
|
91dd81028a
|
bump version to v1.30.2
|
2022-04-15 11:43:28 +08:00 |
|
c9s
|
f91132f35c
|
bollmaker: avoid using time in force in maker order
|
2022-04-15 11:40:43 +08:00 |
|
Fredrik
|
f866787c21
|
improved indicators
|
2022-04-14 23:43:04 +02:00 |
|
zenix
|
6f04789111
|
fix: rename packae name
|
2022-04-14 20:01:13 +09:00 |
|
zenix
|
4ee73149c1
|
feature: add heikinashi
|
2022-04-14 19:58:05 +09:00 |
|
c9s
|
cd957460c9
|
add /api/outbound-ip api
|
2022-04-14 10:24:00 +08:00 |
|
zenix
|
2f51441256
|
fix: remove smartstop. use dynamic stoploss. improve profit and lower the lost
|
2022-04-13 21:10:07 +09:00 |
|
zenix
|
a0e218a5c6
|
use trailingstop
|
2022-04-13 21:10:07 +09:00 |
|
zenix
|
fcf29f7e11
|
fix: doing some performance tuning
|
2022-04-13 21:10:07 +09:00 |
|
zenix
|
0fe14c5fe5
|
feature: post orders for ewo
|
2022-04-13 21:10:07 +09:00 |
|
zenix
|
42a3737f2e
|
fix: use series in ewo to predict values
|
2022-04-13 21:10:07 +09:00 |
|
zenix
|
017dd4175a
|
feature: implement Elliott Wave Oscilla
|
2022-04-13 21:10:07 +09:00 |
|
c9s
|
339c72a554
|
grpc: translate private trade and balances
|
2022-04-13 19:43:08 +08:00 |
|
c9s
|
897dc55dcf
|
binance: fix margin balance convert
|
2022-04-13 15:38:13 +08:00 |
|
c9s
|
a93a91546d
|
grpc: convert order
|
2022-04-13 15:29:23 +08:00 |
|
c9s
|
8e81716d2a
|
grpc: separate market data message and user data message
|
2022-04-13 14:14:25 +08:00 |
|
c9s
|
6c408fb209
|
move files
|
2022-04-13 13:24:38 +08:00 |
|
c9s
|
2e063e7eb2
|
grpc: refactor subscription convert
|
2022-04-13 13:06:26 +08:00 |
|
c9s
|
606a7b3220
|
convert: trade price/volume to string
|
2022-04-13 12:43:05 +08:00 |
|
c9s
|
d9617b59eb
|
grpc: convert kline prices to string
|
2022-04-13 12:41:36 +08:00 |
|
c9s
|
12ce854150
|
grpc: integrate market trade
|
2022-04-13 11:53:09 +08:00 |
|
Zenix
|
b57c94fe12
|
Merge pull request #505 from zenixls2/feature/series
feature: add pinescript series interface
|
2022-04-13 11:13:56 +09:00 |
|
c9s
|
1f766441f2
|
bump version to v1.30.1
|
2022-04-12 23:47:46 +08:00 |
|
c9s
|
ea47e54318
|
kucoin: fix query parameter issues
|
2022-04-12 23:45:11 +08:00 |
|
c9s
|
6972838c34
|
add query attribute
|
2022-04-12 23:26:48 +08:00 |
|
c9s
|
a34dbf12e2
|
kucoin: fix trades sync
|
2022-04-12 23:25:56 +08:00 |
|
なるみ
|
d8361260a0
|
grpc: add start/end time to fix queryklines
|
2022-04-12 22:25:48 +08:00 |
|
c9s
|
8705f38220
|
grpc: allocate a stream pool
|
2022-04-12 17:48:30 +08:00 |
|
c9s
|
fb5703bf13
|
grpc: implement book stream
|
2022-04-12 17:12:16 +08:00 |
|
c9s
|
46cf220e2c
|
implement market data subscription
|
2022-04-12 17:12:16 +08:00 |
|
なるみ
|
0de03e37fc
|
Rename AbsoluteValues to Abs
|
2022-04-11 23:39:25 +08:00 |
|
なるみ
|
859933d4ed
|
Avoid to use map[string]fixedpoint.Value
|
2022-04-11 23:26:05 +08:00 |
|
zenix
|
c7c856e84f
|
fix: add default value for kline series type. fix crossresult indexing
|
2022-04-11 17:04:56 +09:00 |
|
zenix
|
af61952e40
|
fix: series not been updated
|
2022-04-11 17:04:56 +09:00 |
|
zenix
|
be0755d755
|
fix: simplify stoch indicator using float64slice. add ToReverseArray
|
2022-04-11 17:04:56 +09:00 |
|
zenix
|
339d36d61b
|
feature: add mean, abs, sum, toArray, and dot operations on series. implement Float64Slice as series
|
2022-04-11 17:04:56 +09:00 |
|
zenix
|
d0c3390f84
|
fix log message to be lowercases
|
2022-04-11 17:04:56 +09:00 |
|
zenix
|
7778f9b590
|
feature: add NextCross function for future cross point prediction. modify line api to use index instead of timestamp as x.
|
2022-04-11 17:04:56 +09:00 |
|
zenix
|
5b75108992
|
feature: add series add and minus operation. add kline open/close/high/low series
|
2022-04-11 17:04:56 +09:00 |
|
zenix
|
e171101d90
|
fix: ad NaN error. feature: Line indicator init functions. feature: indicator manual
|
2022-04-11 17:04:56 +09:00 |
|
zenix
|
567e7bd214
|
add ad,macd,rsi,sma,stoch,vwap,vwma to Series interface
|
2022-04-11 17:04:56 +09:00 |
|
zenix
|
fac61f27dc
|
feature: add pinescript series interface
|
2022-04-11 17:04:56 +09:00 |
|
c9s
|
95eab34512
|
bump version to v1.30.0
|
2022-04-11 15:57:40 +08:00 |
|
c9s
|
680261527c
|
binance: fix closed order query
|
2022-04-11 15:39:03 +08:00 |
|
Zenix
|
57d9577c65
|
Merge pull request #513 from andycheng123/fix/support
minor fixes of support strategy
|
2022-04-10 03:49:56 +09:00 |
|
c9s
|
830503941e
|
cmd: fix backtest sync
|
2022-04-10 00:57:55 +08:00 |
|
c9s
|
e51fb641af
|
backtest: show symbols
|
2022-04-10 00:57:55 +08:00 |
|
Andy Cheng
|
854a364b38
|
strategy: use fixedpoint.Zero instead
|
2022-04-10 00:03:37 +08:00 |
|
Yo-An Lin
|
4cd646e346
|
feature: basic grpc server (#514)
|
2022-04-08 19:21:57 +08:00 |
|
Andy Cheng
|
ceccba43f9
|
strategy: re-submit trailing stop order if previous one failed
|
2022-04-08 18:46:41 +08:00 |
|
Andy Cheng
|
d94e8e3826
|
strategy: check trailing stop order creation success
|
2022-04-08 18:41:19 +08:00 |
|
Andy Cheng
|
f9052f3397
|
strategy: fix load CurrentHighestPrice bug
|
2022-04-08 18:35:02 +08:00 |
|
なるみ
|
4e2faacbae
|
Mkdir if dir not exists
|
2022-04-07 20:21:07 +08:00 |
|
Yo-An Lin
|
6c20ec3c85
|
Merge pull request #499 from austin362667/strategy/bollmaker
strategy: add bollmaker futures support
|
2022-04-07 10:11:41 +08:00 |
|
なるみ
|
b31acb7165
|
glassnode: add comment to response struct
|
2022-04-07 00:09:54 +08:00 |
|
Yo-An Lin
|
0d4cc7ab9b
|
Merge pull request #508 from c9s/narumi/glassnode
feature: add Glassnode API
|
2022-04-06 23:29:42 +08:00 |
|
なるみ
|
be985da2af
|
Add Glassnode API
|
2022-04-06 23:22:40 +08:00 |
|
Yo-An Lin
|
ed0384c85a
|
Merge pull request #501 from andycheng123/fix-support
strategy: fix wrong support condition
|
2022-04-06 18:57:39 +08:00 |
|
Andy Cheng
|
75f3e33543
|
strategy: use stop limit due to sop market unsupported by binance
|
2022-04-02 21:32:40 +08:00 |
|
Andy Cheng
|
8f4ba971f1
|
strategy: fix typo
|
2022-04-02 21:27:52 +08:00 |
|
Andy Cheng
|
c2747ca9e4
|
strategy: remove TimeInForce when sending trailing stop order
|
2022-04-02 21:19:47 +08:00 |
|
c9s
|
f11d2696d2
|
bump version to v1.29.0
|
2022-04-01 13:02:45 +08:00 |
|
Yo-An Lin
|
4aeb2c329c
|
Merge pull request #502 from narumiruna/refactor-vwap
indicator: make VWAP better
|
2022-04-01 12:12:59 +08:00 |
|
Andy Cheng
|
861fd84fd4
|
strategy: use stop market to tp instead of stop limit
|
2022-03-31 11:10:53 +08:00 |
|
Andy Cheng
|
8782104f1a
|
strategy: remove unnecessary notification
|
2022-03-30 16:46:42 +08:00 |
|
なるみ
|
8881b9e105
|
Fix package name
|
2022-03-29 21:51:50 +08:00 |
|
なるみ
|
18aa60077b
|
Make VWAP better
|
2022-03-29 17:18:04 +08:00 |
|
Andy Cheng
|
934e4aa69f
|
strategy: fix wrong support condition
|
2022-03-29 11:46:01 +08:00 |
|
Yo-An Lin
|
98d4815d1d
|
Merge pull request #500 from narumiruna/rsi
feature: add Relative Strength Index (RSI) indicator
|
2022-03-29 11:32:12 +08:00 |
|
なるみ
|
e92a872059
|
Fix test case
|
2022-03-29 02:45:33 +08:00 |
|
なるみ
|
e68d5f0536
|
Rename variables
|
2022-03-29 02:40:08 +08:00 |
|
なるみ
|
42d6bf03b5
|
Rename functions
|
2022-03-29 02:36:34 +08:00 |
|
なるみ
|
2a6f1f410d
|
Simplify
|
2022-03-29 02:21:22 +08:00 |
|
なるみ
|
b074f03507
|
Add RSI indicator
|
2022-03-29 02:10:35 +08:00 |
|
austin362667
|
a8484046d3
|
bollmaker: add TimeInForce for futures limit order support
|
2022-03-28 21:12:45 +08:00 |
|
austin362667
|
3f3fb1fe35
|
binance: fix futures limit maker order type
|
2022-03-28 21:12:45 +08:00 |
|
c9s
|
0511a0fde3
|
kucoin: convert limit maker to limit order type with postOnly
|
2022-03-28 17:09:00 +08:00 |
|
Andy Cheng
|
3a6f34330b
|
interact: refactor
|
2022-03-28 15:16:11 +08:00 |
|
Andy Cheng
|
63e8850cc3
|
interact: separate strategy filtering and button generation
|
2022-03-28 12:37:42 +08:00 |
|
Andy Cheng
|
ee6377ab87
|
interact: fix misuse of cycle()
|
2022-03-28 11:58:01 +08:00 |
|
Yo-An Lin
|
1a29bc7362
|
Merge pull request #492 from andycheng123/tg-control
feature: strategy controller
|
2022-03-26 15:41:59 +08:00 |
|
Yo-An Lin
|
42a503c0f9
|
Merge pull request #494 from zenixls2/feature/ftx_pub_trade
|
2022-03-25 18:06:16 +08:00 |
|
なるみ
|
83e37f52a8
|
Rebalance on kline closed
|
2022-03-24 12:50:40 +08:00 |
|
zenix
|
cb66f18b54
|
feature: add ftx market trade implementation
|
2022-03-23 19:12:49 +09:00 |
|
Andy Cheng
|
0974b1c7fd
|
interact: pull out the interaction related code to the caller
|
2022-03-23 12:05:35 +08:00 |
|
Andy Cheng
|
e122c12eef
|
interact: add AddMultipleButtons function
|
2022-03-23 12:04:47 +08:00 |
|
Yo-An Lin
|
ae4a3d81fb
|
Merge pull request #489 from zenixls2/feature/market_trade
feature: add market trade subscription in binance
|
2022-03-22 20:18:39 +08:00 |
|
zenix
|
abbe04fae9
|
fix: parse market trade as taker trade
|
2022-03-22 11:02:14 +09:00 |
|
austin362667
|
eca112e201
|
binance: add submit futures order ReduceOnly
|
2022-03-21 17:56:11 +08:00 |
|
Andy Cheng
|
5eef2a2085
|
interact: pull out interface filter as a function
|
2022-03-21 17:49:18 +08:00 |
|
Andy Cheng
|
f4c87e5d75
|
interact: refactor strategy controller related interfaces
|
2022-03-21 16:19:55 +08:00 |
|
Andy Cheng
|
fb8b79f38d
|
interact: rename GetStrategyStatus() to GetStatus()
|
2022-03-21 16:12:23 +08:00 |
|
Andy Cheng
|
1ca94b9c5b
|
type: rename strategy statuses
|
2022-03-21 16:06:12 +08:00 |
|
Yo-An Lin
|
53b1eef4fc
|
kucoin: adjust rate limiter
|
2022-03-21 15:36:31 +08:00 |
|
Andy Cheng
|
ffd5c646e9
|
interact: refactor interface func name
|
2022-03-21 15:08:15 +08:00 |
|
Andy Cheng
|
962645c2c8
|
interact: Pull out EmergencyStop to a single instance
|
2022-03-21 15:05:24 +08:00 |
|
Andy Cheng
|
5f7710103d
|
type: add StrategyStatus type
|
2022-03-21 15:01:15 +08:00 |
|
Andy Cheng
|
ce6efd9333
|
strategy: add EmergencyStop() to support strategy
|
2022-03-21 11:51:12 +08:00 |
|
Andy Cheng
|
69a02f1664
|
interact: add EmergencyStop() to StrategyController interface
|
2022-03-21 11:42:54 +08:00 |
|
Andy Cheng
|
b6aff9674c
|
strategy: add StrategyController functions to support strategy
|
2022-03-21 10:20:12 +08:00 |
|
Andy Cheng
|
5de137ced8
|
interact: add StrategyController interface to control strategies from telegram bot
|
2022-03-18 18:43:07 +08:00 |
|
Yo-An Lin
|
98b4eea694
|
Merge pull request #491 from c9s/fix/kucoin-rate-limiter
fix: kucoin: add trades, orders rate limiter
|
2022-03-18 17:49:46 +08:00 |
|
c9s
|
6c201d1868
|
kucoin: adjust rate limit to req/3sec
|
2022-03-18 17:43:14 +08:00 |
|
c9s
|
9757ca290b
|
kucoin: add trades, orders rate limiter
|
2022-03-18 17:33:10 +08:00 |
|
zenix
|
efec21ca4b
|
feature: add market trade subscription in binance
|
2022-03-18 18:30:39 +09:00 |
|
c9s
|
f85db9be61
|
improve asset summary layout and format
|
2022-03-18 17:13:37 +08:00 |
|
c9s
|
3944e0b6c0
|
fix query test
|
2022-03-18 15:00:33 +08:00 |
|
c9s
|
43985499be
|
service: reorder trade query
|
2022-03-18 14:04:01 +08:00 |
|
c9s
|
79bfdbf9b6
|
compile and update migration package
|
2022-03-18 14:04:01 +08:00 |
|
zenix
|
84dbae1592
|
add readme content about testnet, fix code syntax
|
2022-03-18 14:17:06 +09:00 |
|
zenix
|
9cf835728c
|
fix: don't sync on reward/withdraw/deposit records when using testnet
|
2022-03-18 14:04:56 +09:00 |
|
zenix
|
36a746d415
|
add binance paper trade endpoint
|
2022-03-18 14:04:56 +09:00 |
|
Yo-An Lin
|
bc0429c0fd
|
Merge pull request #484 from ankion/fix_backtest_orderbook
|
2022-03-17 00:50:07 +08:00 |
|
Yo-An Lin
|
fae4f181b5
|
Merge pull request #485 from zenixls2/feature/backtest_sig
feature: add CancelOrders and CancelOrdersTo to executor
|
2022-03-16 21:22:32 +08:00 |
|
zenix
|
77a88aabe4
|
feature: add CancelOrders and CancelOrdersTo to executor
|
2022-03-16 21:38:09 +09:00 |
|
ankion
|
ccb7fe39fa
|
backtest: fix order cancel fail when run order cancel on the filled event.
|
2022-03-16 15:01:19 +08:00 |
|
c9s
|
ed94b8a8d8
|
remove config flag constraint
|
2022-03-16 13:52:46 +08:00 |
|
c9s
|
553fe3abf9
|
remove config flag constrant
|
2022-03-16 13:51:31 +08:00 |
|
c9s
|
334e3a3940
|
fix build cmd --config option
|
2022-03-16 12:26:27 +08:00 |
|
Yo-An Lin
|
a4d5bf85d3
|
Merge pull request #468 from narumiruna/grpc-python-client
grpc: python client
|
2022-03-15 22:01:14 +08:00 |
|
Yo-An Lin
|
00b8f7d6b7
|
Merge pull request #479 from andycheng123/position-closer
strategy: add PositionCloser function for support strategy
|
2022-03-15 21:59:21 +08:00 |
|
Yo-An Lin
|
2aa3e4d51c
|
Merge pull request #480 from zenixls2/fix/flashcrash
fix: submit order on userDataStream == nil
|
2022-03-15 21:55:52 +08:00 |
|
c9s
|
bd0cbdfd28
|
bump version to v1.28.0
|
2022-03-15 21:54:34 +08:00 |
|
c9s
|
1f1ee7b986
|
fix makefile
|
2022-03-15 21:54:18 +08:00 |
|
c9s
|
e4c8db8287
|
update go module and sum files
|
2022-03-15 21:50:55 +08:00 |
|
zenix
|
d6995e40ff
|
fix: submit order on userDataStream == nil
|
2022-03-15 20:51:15 +09:00 |
|
Andy Cheng
|
72a6877094
|
strategy: add PositionCloser function for support strategy
|
2022-03-15 19:19:44 +08:00 |
|
なるみ
|
034a86ceb4
|
Add grpc client
|
2022-03-15 18:43:57 +08:00 |
|
c9s
|
a5f0116f77
|
bump version to v2.1.0
|
2022-03-15 16:53:28 +08:00 |
|
Yo-An Lin
|
ab447a152f
|
Merge pull request #475 from andycheng123/fix-support
fix support strategy
|
2022-03-15 16:50:03 +08:00 |
|
Andy Cheng
|
231085d507
|
strategy: add PositionReader function for support strategy
|
2022-03-15 16:46:27 +08:00 |
|
Andy Cheng
|
b94096cb2e
|
strategy: cache orders.IDs() in orderIds
|
2022-03-15 16:44:43 +08:00 |
|
Yo-An Lin
|
a7c421bfcb
|
Merge pull request #474 from c9s/feature/position-recorder-2
feature: position recorder
|
2022-03-15 16:44:10 +08:00 |
|
c9s
|
d1f4c0a225
|
max: fix kline parse
|
2022-03-15 16:07:19 +08:00 |
|
なるみ
|
dedfdc564f
|
Remove symbol from balance
|
2022-03-15 15:36:35 +08:00 |
|
c9s
|
fdf64fd891
|
bbgo: fix emit trade profit
|
2022-03-15 14:29:15 +08:00 |
|
c9s
|
0d0e0039e5
|
add DEBUG_SLACK env var
|
2022-03-14 21:21:58 +08:00 |
|
c9s
|
19f01bbca6
|
add doc comment
|
2022-03-14 21:21:58 +08:00 |
|
c9s
|
4b89f4a48b
|
bollmaker: fix profit stats notification
|
2022-03-14 21:21:58 +08:00 |
|
c9s
|
5567ef5676
|
fix emit trade
|
2022-03-14 21:21:58 +08:00 |
|
c9s
|
5db4e11167
|
rewrite trade profit handling
|
2022-03-14 21:21:58 +08:00 |
|
c9s
|
6fec30d79c
|
call record position on trade
|
2022-03-14 21:21:58 +08:00 |
|
c9s
|
a112eac9d2
|
update changed_at field
|
2022-03-14 21:21:58 +08:00 |
|
c9s
|
d67b800e7e
|
use RecordPosition
|
2022-03-14 21:21:58 +08:00 |
|
c9s
|
322f31a56a
|
bbgo: improve RecordPosition method
|
2022-03-14 21:21:58 +08:00 |
|
c9s
|
5732555c2c
|
doc: update sync configuration doc
|
2022-03-14 21:21:58 +08:00 |
|
c9s
|
08ae53ba16
|
bbgo: assign strategy instance id fields automatically
|
2022-03-14 21:21:58 +08:00 |
|
c9s
|
6088f7b542
|
bbgo: add RecordPosition method
|
2022-03-14 21:21:58 +08:00 |
|
c9s
|
9faaed6892
|
bbgo: initialize position service
|
2022-03-14 21:21:58 +08:00 |
|
c9s
|
e9a25fcc6f
|
compile and update migration package
|
2022-03-14 21:21:58 +08:00 |
|
c9s
|
c78fa09f4d
|
fix divisor typo
|
2022-03-14 21:21:58 +08:00 |
|
c9s
|
5be1f1571b
|
fix position test
|
2022-03-14 21:21:58 +08:00 |
|
c9s
|
3c376b3cd3
|
add accumulated profit column to position
|
2022-03-14 21:21:58 +08:00 |
|
c9s
|
cc4ef327d6
|
add strategy id and instance id to position
|
2022-03-14 21:21:58 +08:00 |
|
c9s
|
ac675d0099
|
add position table and service
|
2022-03-14 21:21:58 +08:00 |
|
c9s
|
f0d500bbaa
|
add positions table migration
|
2022-03-14 21:21:58 +08:00 |
|
c9s
|
b1559bcbe3
|
fix persistence injection
|
2022-03-14 21:21:43 +08:00 |
|
Andy Cheng
|
822fea44fc
|
strategy: fix index out of range error
|
2022-03-14 12:01:17 +08:00 |
|
Andy Cheng
|
ad7605e7b2
|
strategy: do not submit order if current position < market.MinQuantity
|
2022-03-14 11:45:24 +08:00 |
|
zenix
|
7e92f0f4e5
|
fix: remove requirements on config flag
|
2022-03-11 19:56:59 +09:00 |
|
c9s
|
36e039108a
|
bump version to v2.0.0
|
2022-03-10 19:01:58 +08:00 |
|
なるみ
|
b6493ad282
|
Change id type
|
2022-03-09 13:14:14 +08:00 |
|
なるみ
|
8522c0dadb
|
Add exchange field to QueryOrderRequest
|
2022-03-08 19:33:23 +08:00 |
|
Yo-An Lin
|
bfdf4c245f
|
Merge pull request #460 from zenixls2/feature/backtest_multiple_exchange
feature: add multiple exchange support in backtest
|
2022-03-07 14:28:20 +08:00 |
|
c9s
|
fcbdf8162a
|
max: add env var MAX_QUERY_CLOSED_ORDERS_LIMIT
|
2022-03-07 13:56:20 +08:00 |
|
zenix
|
39572c5fe0
|
fix: remove maker/buyer/taker/sellerCommission
|
2022-03-07 14:32:00 +09:00 |
|
Yo-An Lin
|
35ef21ab1c
|
Merge pull request #466 from c9s/feature/strategy-profit
feature: add strategy profit records
|
2022-03-07 12:20:47 +08:00 |
|
zenix
|
25b5eddc03
|
feature: add multiple exchange support in backtest
fix: change doc, since --exchange removed from backtest
fix: test for config changes
|
2022-03-07 13:18:56 +09:00 |
|
c9s
|
b8ef2eb550
|
fix Test_tradeService
|
2022-03-07 12:12:06 +08:00 |
|
zenix
|
1f27ef653b
|
fix: exception on parsing empty string in dnum
|
2022-03-07 12:46:03 +09:00 |
|
c9s
|
9b6b071d2b
|
compile and update migration package
|
2022-03-06 18:47:01 +08:00 |
|
c9s
|
e23232c3e7
|
max: fix timeInForce conversion
|
2022-03-06 18:37:34 +08:00 |
|
c9s
|
586013d9f2
|
max: fix order update message
|
2022-03-06 18:33:21 +08:00 |
|
c9s
|
af2070b908
|
binance: add updated time field
|
2022-03-06 18:32:33 +08:00 |
|
c9s
|
f3577a4182
|
fix: if it's an empty time, do not return a driver value
|
2022-03-06 18:28:40 +08:00 |
|
c9s
|
917684aa27
|
bbgo: inject environment object
|
2022-03-06 18:28:40 +08:00 |
|
c9s
|
099d860c5a
|
fix: fix Test_parseStructAndInject test
|
2022-03-06 18:28:40 +08:00 |
|
c9s
|
b1ba5386b3
|
fix bbgo.Notifiability injection
|
2022-03-06 16:09:15 +08:00 |
|
c9s
|
25f3aeef58
|
bollmaker: call RecordProfit
|
2022-03-06 15:39:20 +08:00 |
|
c9s
|
8fa0e6702c
|
bollmaker: assign strategy id and instance id
|
2022-03-06 15:38:58 +08:00 |
|
c9s
|
f6ec2e78e6
|
record profits
|
2022-03-06 15:37:41 +08:00 |
|
c9s
|
3a15738fec
|
pull out default persistence selector
|
2022-03-06 14:06:19 +08:00 |
|
c9s
|
35b0d8dc0d
|
bbgo: add profit service to environment
|
2022-03-05 13:40:20 +08:00 |
|
c9s
|
1f1c26a9e5
|
bbgo: inject more service objects
|
2022-03-05 13:37:27 +08:00 |
|
c9s
|
c1ac738ca0
|
bbgo: add doc comment for parseStructAndInject
|
2022-03-05 12:59:47 +08:00 |
|
c9s
|
bdcae5b763
|
bbgo: add more injection types
|
2022-03-05 12:49:53 +08:00 |
|
c9s
|
a9f9fa8fed
|
bollmaker: add Environment field and Market field for injection
|
2022-03-05 12:40:56 +08:00 |
|
c9s
|
47023729ec
|
bbgo: rewrite field injection
|
2022-03-05 12:39:39 +08:00 |
|
c9s
|
a6053e0e59
|
bbgo: move inject function to injection.go
|
2022-03-05 03:20:20 +08:00 |
|
c9s
|
cd6b37ac3b
|
bbgo: skip unexported fields for injection
|
2022-03-05 03:19:45 +08:00 |
|
c9s
|
fa7bab2c3a
|
bbgo: improve dynamic injection
|
2022-03-05 02:51:43 +08:00 |
|
c9s
|
db4d8a31bc
|
bbgo: implement parseStructAndInject
|
2022-03-05 02:33:25 +08:00 |
|
c9s
|
5fe0b69927
|
bollmaker: use the new profit generator method
|
2022-03-05 01:41:23 +08:00 |
|
c9s
|
197d750cb4
|
all: update profit struct fields
|
2022-03-05 01:39:53 +08:00 |
|
c9s
|
82e5520ee4
|
service: update profit service tests
|
2022-03-05 00:28:13 +08:00 |
|
c9s
|
a642aa1a5a
|
service: add more columns
|
2022-03-05 00:27:44 +08:00 |
|
c9s
|
09dea3938d
|
implement profit insert
|
2022-03-04 19:24:40 +08:00 |
|
c9s
|
9e0df77a36
|
move profit struct into the types package
|
2022-03-04 16:39:48 +08:00 |
|
Yo-An Lin
|
f8b257d490
|
Merge branch 'main' into fix/cmd-required
|
2022-03-03 19:53:27 +08:00 |
|
c9s
|
f190cc4f6c
|
cmd: fix account command usage
|
2022-03-03 19:40:18 +08:00 |
|
c9s
|
f14694c65f
|
cmd: remove config file check from the account command
|
2022-03-03 19:39:55 +08:00 |
|
zenix
|
a33b748563
|
fix: mark flags as required during PreRunE
|
2022-03-03 18:03:15 +09:00 |
|
c9s
|
3843bda7c2
|
cmd: remove incorrect MarkPersistentFlagRequired usage
|
2022-03-03 15:37:17 +08:00 |
|
c9s
|
7d08263cdb
|
fix: fix required flag marking issue
|
2022-03-03 15:34:16 +08:00 |
|
c9s
|
b8f54ed4b9
|
ftx: print result directly
|
2022-03-03 15:04:53 +08:00 |
|
c9s
|
86af4d2b40
|
ftx: rewrite order cancel handling
|
2022-03-03 14:52:24 +08:00 |
|
c9s
|
dd76cfafa4
|
ftx: remove legacy orderRequest from the legacy rest
|
2022-03-03 12:33:44 +08:00 |
|
c9s
|
c9f2027a38
|
ftx: remove the legacy orderRequest
|
2022-03-03 11:55:00 +08:00 |
|
c9s
|
5ea01c8d80
|
regenerate symbol map
|
2022-03-03 11:44:01 +08:00 |
|
c9s
|
eaa81f1313
|
ftx: remove legacy balances method
|
2022-03-03 11:43:15 +08:00 |
|
c9s
|
270ae51c9b
|
ftx: remove legacy PlaceOrderPayload
|
2022-03-03 11:42:57 +08:00 |
|
c9s
|
2510f14d53
|
ftx: remove legacy place order request method
|
2022-03-03 11:42:40 +08:00 |
|
c9s
|
5bbb796e94
|
ftx: clean up imports
|
2022-03-03 11:42:25 +08:00 |
|
c9s
|
37db477ece
|
ftx: remove legacy method CancelOrderByClientID
|
2022-03-03 11:42:13 +08:00 |
|
c9s
|
60ad6bc901
|
ftx: remove legacy CancelOrderByOrderID method
|
2022-03-03 11:41:51 +08:00 |
|
c9s
|
064da7f938
|
ftx: remove legacy open orders method
|
2022-03-03 11:40:23 +08:00 |
|
c9s
|
a47924d1c9
|
ftx: remove legacy order history method
|
2022-03-03 11:40:03 +08:00 |
|
c9s
|
da54fbb676
|
cmd: remove extra config option check
|
2022-03-03 11:39:28 +08:00 |
|
c9s
|
6ae588575a
|
ftx: remove legacy market api method
|
2022-03-03 11:39:11 +08:00 |
|
c9s
|
21ae48c975
|
cmd: use MarkFlagRequired
|
2022-03-03 11:36:06 +08:00 |
|
c9s
|
2845e03100
|
ftx: fix ftx test cases
|
2022-03-03 01:47:19 +08:00 |
|
c9s
|
3f8f17b1de
|
ftx: reimplement submit order api
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
3b601d73ce
|
ftx: remove legacy fills requests
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
4321cab557
|
ftx: drop the legacy unused account request
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
688445d7e7
|
cmd: add get-order cmd
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
127de0d81c
|
cmd: update executeOrderCmd description
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
95daa004aa
|
ftx: implement get order status api
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
14bcc780a4
|
ftxapi: add cancel order by client order id
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
07dd2e8d9c
|
ftx: improve order cancel by client order id
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
5cfc266d7a
|
ftx: simplify and replace the order history query
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
5c8997e293
|
ftx: fix ftx order status isWorking
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
66700016e4
|
ftx: add toGlobalOrderNew to convert new order structure
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
e9e1127d3e
|
ftx: replace query markets api
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
883f0ed83a
|
ftxapi: replace fill implementation
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
833354e553
|
ftx: replace QueryTrades implementation
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
9c371425f6
|
ftx: replace QueryAccount implementation
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
84bc170a2e
|
ftxapi: use order types
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
03f0305b3d
|
ftxapi: add fills request
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
14a49989fe
|
ftxapi: define types
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
cd0ac71b99
|
ftxapi: separate request files
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
abc425d820
|
ftx: fix ftx api client
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
93992801f9
|
ftxapi: add order history request
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
9e350afed5
|
ftxapi: add get coins api
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
3601edab84
|
ftxapi: add get single market api
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
2a6310c5f5
|
ftxapi: add get markets api
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
94ee46787e
|
ftxapi: add generated files
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
7ed2e352d9
|
ftx: rewrite ftxapi
|
2022-03-03 00:30:52 +08:00 |
|
Yo-An Lin
|
7ae5869461
|
Merge pull request #451 from narumiruna/protobuf
grpc: add protobuf
|
2022-03-02 12:57:23 +08:00 |
|
zenix
|
f101e93311
|
fix: dnum panic, precision loss in parsing string in legacy
|
2022-02-28 15:50:31 +09:00 |
|
c9s
|
9c45e6693f
|
fix formatString
|
2022-02-25 18:25:44 +08:00 |
|