2905 Commits

Author	SHA1	Message	Date
c9s	1ab10eb574	binance: fix and add loan/repay history test	2022-05-29 00:52:22 +08:00
c9s	aec9de8dd6	types: define global margin history types	2022-05-28 17:34:29 +08:00
c9s	4f0ac41850	max: generate missing files	2022-05-28 16:52:02 +08:00
c9s	fcdf0f8168	max: rename methods	2022-05-28 16:48:51 +08:00
c9s	753d7a8d5e	max: rename requests	2022-05-28 16:47:41 +08:00
c9s	cef002ccb6	move type alias	2022-05-28 16:06:16 +08:00
Yo-An Lin	5c5a88fe0e	Merge pull request #636 from c9s/feature/max-margin-wallet ... fix: max: fix trades/orders parsing	2022-05-27 19:55:22 +08:00
c9s	887fe09b44	max: add margin level info the account	2022-05-27 19:48:03 +08:00
c9s	c891cc56e3	max: fix trades/orders parsing	2022-05-27 19:48:03 +08:00
Yo-An Lin	fd10408fdb	Merge pull request #635 from c9s/feature/max-margin-wallet ... feature: max margin wallet	2022-05-27 16:55:30 +08:00
Yo-An Lin	424c235b43	Merge pull request #617 from andycheng123/improve/bollmaker-dynamic-spread ... feature: bollmaker dynamic spread	2022-05-27 16:55:20 +08:00
c9s	d792f3b83b	max: drop unused url ref vars	2022-05-27 16:46:56 +08:00
c9s	60d65a390f	max: add margin api (liquidation history and interest history)	2022-05-27 16:40:56 +08:00
Andy Cheng	98b794f265	strategy: DynamicSpreadSettings struct to make it more clean	2022-05-27 16:24:50 +08:00
c9s	410a9610c9	max: add margin api (loan, repay, ad ratio)	2022-05-27 16:13:01 +08:00
c9s	37ef5c4b97	max: add margin api (liquidation history and interest history)	2022-05-27 15:04:47 +08:00
c9s	8721679f74	max: update market struct fields	2022-05-26 20:32:25 +08:00
c9s	d9e10b7fcd	max: integrate v3 orders api	2022-05-26 19:52:38 +08:00
c9s	6ca71cf9f1	max: simplify constructor	2022-05-26 18:49:50 +08:00
c9s	2d20083244	max: pull out http transport and register order service v3	2022-05-26 18:49:18 +08:00
c9s	c1ba270d76	max: log max.DebtEvent	2022-05-26 18:07:17 +08:00
なるみ	c99be984d1	rebalance: place limit orders	2022-05-26 17:28:48 +08:00
c9s	4d8ea7d979	max: log adratio	2022-05-25 20:34:25 +08:00
c9s	459d839c1a	max: parse debt	2022-05-25 20:12:16 +08:00
c9s	2ffbb2ed82	max: add ad_ratio_update type	2022-05-25 20:06:51 +08:00
c9s	a74ad31ea0	max: parse ADRatio message	2022-05-25 20:06:17 +08:00
c9s	83abf14f3b	max: add updateTime field parse	2022-05-25 19:52:29 +08:00
zenix	e81216e678	fix: TP compare direction in ewo, feature: add trade report fro ewo, fix: db lock on insertion in sqlite3	2022-05-25 16:11:19 +09:00
c9s	f65821d4fd	max: add mwallet message type to parser	2022-05-25 14:42:45 +08:00
c9s	9f0d975b57	max: add filters when margin is on	2022-05-25 14:40:43 +08:00
c9s	e5e505d65e	max: apply margin settings struct	2022-05-25 14:38:09 +08:00
c9s	eccee460ca	max: add filters field to the auth message	2022-05-25 13:51:24 +08:00
zenix	c6bad0ba08	fix: tv chart, price direction in backtest	2022-05-25 01:48:14 +09:00
zenix	99122f44bc	fix: backtest kline prev close -> new open, pass exchange as pointer (for Mutex passing), ewo add filter ma34	2022-05-24 23:05:01 +09:00
c9s	0ee23e0ce4	max: refactor order sort method into the types package	2022-05-24 18:07:34 +08:00
c9s	680231e0c5	max: drop legacy queryAllClosedOrders method	2022-05-24 18:04:33 +08:00
c9s	9d459612a4	maxapi: add wallet type validation	2022-05-24 18:00:52 +08:00
c9s	79893f4b88	define wallet type and separate wallet order api	2022-05-24 17:48:08 +08:00
c9s	c6ede883ce	add max v3 api	2022-05-24 17:40:00 +08:00
zenix	dbe0fbcd4c	fix: split implementation, fix code comments, add explanation on ewo params	2022-05-24 16:19:00 +09:00
c9s	a66bae47fe	add v3 order endpoint	2022-05-23 18:34:08 +08:00
c9s	d88e41c20c	remove unused client field	2022-05-23 15:48:44 +08:00
c9s	35375c84c1	use requestgen.BaseAPIClient	2022-05-23 14:28:28 +08:00
Andy Cheng	944856eb72	strategy: fix typo	2022-05-23 12:58:45 +08:00
Andy Cheng	bb4d6e61b0	strategy: fix typo	2022-05-23 12:06:24 +08:00
Andy Cheng	64b1ec3780	strategy: update calculation of dynamic spread	2022-05-23 11:37:57 +08:00
c9s	18fc68f6c6	backtest: fix order update_time update in the matching engine ... fixes: #631	2022-05-22 02:40:26 +08:00
c9s	f06ec76618	backtest: check quoteQuantity only when price is given	2022-05-22 01:19:43 +08:00
c9s	b9f0159537	add error handling	2022-05-20 18:57:41 +08:00
c9s	728190a78f	compile and update migration package	2022-05-20 16:36:38 +08:00
c9s	d70a5d79b5	compile and update migration package	2022-05-20 16:29:45 +08:00
c9s	b8eb036556	simplify ftx kline sync call	2022-05-20 14:06:37 +08:00
c9s	b9b2b8727a	avoid emitting duplicated kline	2022-05-20 13:37:28 +08:00
c9s	b61af0db39	optimizer: add metrics label	2022-05-20 01:53:51 +08:00
c9s	95c9fe4502	return metrics as a optimizer result	2022-05-20 01:42:32 +08:00
c9s	5c92bc5d66	use UTC time for position	2022-05-20 01:27:05 +08:00
c9s	9b10f87b97	types: use UTC time for order tsv	2022-05-20 01:27:05 +08:00
c9s	369afa8ab1	merge used intervals	2022-05-20 00:50:58 +08:00
c9s	590748b71d	tsv writer already flush the content before close handle	2022-05-20 00:37:29 +08:00
c9s	b4b4546220	sort metrics	2022-05-19 20:36:56 +08:00
c9s	b3da6caddb	optimizer: fix op builder	2022-05-19 20:31:25 +08:00
c9s	960f967c34	aggregate total profit and total unrealized profit	2022-05-19 18:45:45 +08:00
c9s	7056853ecd	implement grid optimizer and local process executor	2022-05-19 18:23:12 +08:00
c9s	32ce36fda7	implement json patch for optimizer	2022-05-19 17:27:59 +08:00
c9s	fd45f801e2	improve embed tool	2022-05-19 10:49:26 +08:00
c9s	40b3192e55	use config.GetAccount to avoid error	2022-05-19 10:04:03 +08:00
c9s	13bf5d69a3	use types.Interval instead of string	2022-05-19 10:04:03 +08:00
Andy Cheng	b41cef4bd7	strategy: use scale for dynamic spread	2022-05-18 14:31:59 +08:00
Yo-An Lin	e57c39e665	Merge pull request #605 from c9s/feature/backtest-report ... feature: add web-based back-test report	2022-05-18 02:21:55 +08:00
c9s	f3f6e4e68b	collect symbols	2022-05-18 02:05:57 +08:00
c9s	7dffccb3bf	clean up unused code	2022-05-18 00:50:14 +08:00
c9s	b51d6b4ba1	refactor report structure and rewrite manifest paths	2022-05-17 22:59:34 +08:00
c9s	06e2902e5e	add file lock for report index	2022-05-17 22:41:39 +08:00
c9s	620e465bcf	refactor symbol report	2022-05-17 22:31:50 +08:00
austin362667	bb94d4a1bd	pivotshort: clean up strategy	2022-05-17 19:18:21 +08:00
austin362667	f1c0ef4e07	indicator: refactor move pivot	2022-05-17 19:18:21 +08:00
austin362667	62d11181a4	pivotshort: clean up	2022-05-17 19:18:21 +08:00
austin362667	2c4a52ba30	pivot: fix futures & spot clean up ... pivot: clean up	2022-05-17 19:18:21 +08:00
austin362667	8ab696deaa	pivotshort: rename strategy & fix pivot indicator	2022-05-17 19:18:21 +08:00
austin362667	1a441425b5	strategy: pivot: add shadow TP ... strategy: pivot: add shadow TP	2022-05-17 19:18:21 +08:00
austin362667	04ae49263d	cmd: add built-in pivot strategy	2022-05-17 19:18:21 +08:00
austin362667	60a8c1f42b	WIP: strategy: pivot: pivot low shorting strategy	2022-05-17 19:18:21 +08:00
Andy Cheng	7d3181f3fd	strategy: update dynamic spread after kline being filtered	2022-05-17 19:00:02 +08:00
c9s	b5f9f86944	define DefaultBacktestAccount	2022-05-17 18:45:06 +08:00
c9s	6acd426f07	refactor backtest report index function	2022-05-17 18:25:05 +08:00
c9s	1cc4c69c66	move and refactor functions	2022-05-17 18:23:09 +08:00
c9s	6c0165afe4	add report index file	2022-05-17 18:10:37 +08:00
Andy Cheng	db62352e6e	strategy: temp vars for faster calculation	2022-05-17 10:43:18 +08:00
c9s	e651b9d36f	fix kline dumper	2022-05-17 01:33:44 +08:00
c9s	f99e874072	add tsv writer	2022-05-17 01:33:43 +08:00
c9s	b4a79479fd	add pkg/strategy/ewoDgtrd/trylock_18.go	2022-05-17 01:33:24 +08:00
c9s	343434685b	rollback to go1.17 and make try lock backward compatible	2022-05-17 01:32:51 +08:00
Zenix	356ec71570	Merge pull request #610 from zenixls2/feature/liveSLTP ... feature: SLTP from bookticker. fix: bookTicker typename, depth buffer…	2022-05-16 20:41:15 +09:00
zenix	641d08c3d2	fix: disable book tick log	2022-05-16 20:37:08 +09:00
Andy Cheng	3c094a195b	strategy: check min/max spread settings	2022-05-16 12:57:00 +08:00
Yo-An Lin	f37e407f99	Merge pull request #614 from jessy1092/ftx-support-interval ... ftx: Let FTX support 4hr interval	2022-05-16 01:43:17 +08:00
Lee	8797e18959	ftx: Let FTX support 4hr interval	2022-05-16 01:23:38 +08:00
Yo-An Lin	1f1fcdedc4	Merge pull request #592 from narumiruna/coinmarketcap-api ... feature: add CoinMarketCap API	2022-05-14 12:52:38 +08:00
Yo-An Lin	d4e342123d	Merge pull request #613 from c9s/bollmaker-set-exchange-fee ... bollmaker: set exchange fee to position	2022-05-14 12:51:57 +08:00
c9s	d326494d57	set exchange fee to position	2022-05-13 22:30:04 +08:00
Yo-An Lin	fd7ce5307f	Merge pull request #609 from COLDTURNIP/fix/profit_symbol_length ... Fix error: Data too long for profits column 'symbol'	2022-05-13 22:28:13 +08:00
zenix	382e6ee0fb	fix: error exit on wrong subscription in backtest. NaN issue in stoch indicator. feature: position management in ewo	2022-05-13 22:58:35 +09:00
Andy Cheng	64a760cf32	strategy: dynamic spread for bollmaker	2022-05-13 17:58:46 +08:00
c9s	eac0117e02	add adjustment orders	2022-05-13 13:01:03 +08:00
Raphanus Lo	e968688e7f	fix sqlite column modification	2022-05-13 10:20:47 +08:00
c9s	e950ee9559	add wall strategy	2022-05-12 22:51:39 +08:00
zenix	2bea47003f	feature: add InstanceID for report	2022-05-12 20:02:34 +09:00
zenix	71fe6c2d26	feature: SLTP from bookticker. fix: bookTicker typename, depth buffer error message	2022-05-12 19:43:04 +09:00
Raphanus Lo	075028f8fc	Fix symbol length in profits ... This change fixes "Error 1406: Data too long for column 'symbol' at row 1" for pair symbol longer than 8 chars. Fixes #608	2022-05-12 18:24:14 +08:00
なるみ	5d096d39bb	use requestgen.BaseAPIClient	2022-05-12 16:41:42 +08:00
なるみ	65606b2c66	add listings request	2022-05-12 01:59:42 +08:00
zenix	668328dd16	fix: message typo	2022-05-11 21:22:22 +08:00
zenix	51e2343299	fix: add more live logs to ewo	2022-05-11 21:22:22 +08:00
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