4832 Commits

Author	SHA1	Message	Date
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
c9s	f3691489dd	add state key as the prefix	2022-05-05 18:18:38 +08:00
c9s	6635fd749d	xmaker: migrate xmaker persistence	2022-05-05 15:05:38 +08:00
c9s	10a7928580	extract NewProfitStats method	2022-05-05 14:48:50 +08:00
c9s	c3db85443e	bollmaker: add Deprecated note	2022-05-05 14:47:06 +08:00
c9s	3140b7e2ef	bollmaker: remove unnecessary log	2022-05-05 14:41:11 +08:00
c9s	019e6a2a88	improve legacy state handling and move fnv	2022-05-05 14:39:29 +08:00
c9s	7378c63cb7	cmd: call SaveState and LoadState for normal run	2022-05-05 14:28:42 +08:00
c9s	57c43936d6	ignore service.ErrPersistenceNotExists error	2022-05-05 14:04:44 +08:00
c9s	57a9647401	add more test case and simplify return stmt	2022-05-05 13:16:46 +08:00
c9s	4cf1f0a91a	add func type StructFieldIterator	2022-05-05 13:06:02 +08:00
c9s	30c85d2969	pull out callID method call	2022-05-05 13:05:01 +08:00
c9s	21f81dec29	implement reflect-based persistence restore and load	2022-05-05 12:53:48 +08:00
なるみ	98a35a485f	glassnode: use requestgen.BaseAPIClient	2022-05-05 11:05:27 +08:00
c9s	18eab1fbd3	move graceful shutdown to a single file	2022-05-05 09:56:21 +08:00
c9s	58e8da914e	bollmaker: migrating state.position to strategy.position	2022-05-05 09:54:50 +08:00
c9s	3f734e6236	bump version to v1.32.0	2022-05-05 09:04:04 +08:00
なるみ	9c66930537	glassnode: simplify NewAuthenticatedRequest	2022-05-05 01:39:57 +08:00
c9s	f65ecbdbb5	max: add net asset field to max's balance	2022-05-04 21:43:59 +08:00
c9s	2a02c4928c	move balance test	2022-05-04 21:40:16 +08:00
c9s	8ec47a4aaa	add interest field to Asset	2022-05-04 21:38:18 +08:00
c9s	e903bd5f69	add Balance.Add method	2022-05-04 21:33:22 +08:00
c9s	d5b203a925	render borrowed in the attachment	2022-05-04 19:32:29 +08:00
c9s	573f8bb221	use net asset to calculate inUSD	2022-05-04 19:26:26 +08:00
c9s	ef419f75ab	net asset should sub interest	2022-05-04 19:13:55 +08:00
c9s	5dd969fa6f	compile and update migration package	2022-05-04 19:13:55 +08:00
c9s	30c9d251fe	change column to net_asset_in_* to avoid confusion	2022-05-04 19:13:55 +08:00
c9s	5662c5c680	use findUSDMarketPrice to get btc price	2022-05-04 17:56:03 +08:00
c9s	413c5c0479	add comment for the price cal	2022-05-04 17:47:34 +08:00
c9s	08a1819bd3	fix price in usd	2022-05-04 17:45:28 +08:00
c9s	4404098bf9	fix balance map add	2022-05-04 17:39:35 +08:00
c9s	75adb8f3c3	fix usd prices caculation	2022-05-04 17:27:58 +08:00
c9s	36c764efa9	refactor balance, asset and remove price cache check	2022-05-04 17:17:09 +08:00
c9s	f33e8a3de2	calculate netAsset if it's zero	2022-05-04 17:08:42 +08:00
c9s	1844035abb	fix asset calculation	2022-05-04 16:56:31 +08:00
c9s	c4e1cd9480	binanceapi: add GetForceLiquidationRecordRequest api	2022-05-04 16:27:28 +08:00
c9s	2008f179a2	binance: add GetDepositHistoryRequest	2022-05-04 16:27:28 +08:00
c9s	ed8ff89f34	binance: add type alias from github.com/adshao/go-binance/v2	2022-05-04 16:27:28 +08:00
c9s	434434c8d9	binanceapi: add withdraw request	2022-05-04 16:27:28 +08:00
c9s	0fd560d699	binance: add NewGetDepositAddressRequest api	2022-05-04 16:27:28 +08:00
c9s	c3c1666154	binance: add get deposit address request	2022-05-04 16:27:28 +08:00
Yo-An Lin	8cf9218dce	Merge pull request #584 from c9s/add-nav-columns ... feature: record nav values into db	2022-05-04 16:25:04 +08:00
c9s	450517d159	bbgo: do not write trade when writing position	2022-05-04 16:21:53 +08:00
c9s	0e417f6f71	xnav: rename assets to allAssets	2022-05-04 16:21:53 +08:00
c9s	0061a5910b	use the same price time	2022-05-04 16:21:53 +08:00
c9s	754d10c3d0	use interval instead of duration	2022-05-04 16:21:53 +08:00
c9s	d78e0c607a	xnav: pass session to the record assets method call	2022-05-04 16:21:53 +08:00
c9s	6ed6f15b75	interact: use debug log instead of info	2022-05-04 16:21:53 +08:00
c9s	40c2de3259	fix: remove zeroed fields	2022-05-04 16:21:53 +08:00
c9s	8a93f0921f	add more margin info columns	2022-05-04 14:40:52 +08:00
c9s	01273f7c4c	compile and update migration package	2022-05-04 14:40:52 +08:00
c9s	5cd7e61006	xnav: support asset recording	2022-05-04 14:23:46 +08:00
c9s	95f7d85183	bbgo: pass price time into the asset conversion function	2022-05-04 14:23:46 +08:00
c9s	3b25db31df	types: extend balance map methods	2022-05-04 14:22:51 +08:00
c9s	5a00e2fe20	add account service test	2022-05-03 23:36:44 +08:00
なるみ	aa29fde9e3	indicator: add test case for boll	2022-05-03 22:28:40 +08:00
c9s	2c70509ee8	add recordAsset method	2022-05-03 19:26:52 +08:00
c9s	d93fd3cc48	service: insert asset fields	2022-05-03 17:51:47 +08:00
c9s	2fba2c335b	types: check borrowed fields	2022-05-03 17:44:31 +08:00
c9s	e0086a45cb	update asset borrowed, netAsset, priceInUSD fields	2022-05-03 17:40:57 +08:00
Yo-An Lin	9c08bea065	Fix accounts field	2022-05-03 17:32:10 +08:00
c9s	e1dcc7c6d3	types: extend asset struct fields	2022-05-03 16:54:39 +08:00
c9s	c9c16f1e47	show missing exchange name in the back-test config	2022-05-03 16:46:38 +08:00
Yo-An Lin	9689ec079d	Merge pull request #581 from c9s/add-sync-exchange-option ... feature: add --sync-exchange option to override backtest sync exchanges	2022-05-03 12:55:44 +08:00
c9s	270d82e818	bump version to v1.31.4	2022-05-03 12:43:28 +08:00
Yo-An Lin	159c972d8b	Merge pull request #582 from c9s/rename-backtest-account-to-accounts ... improve: backtest: rename backtest.account to backtest.accounts	2022-05-03 12:41:32 +08:00
Yo-An Lin	81ce9218b5	Merge pull request #580 from c9s/fix/okex-rate-limit ... fix: fix okex rate limit	2022-05-03 12:40:46 +08:00
c9s	946bbdbca3	backtest: rename backtest.account to backtest.accounts	2022-05-03 12:18:40 +08:00
c9s	f2edd24029	add --sync-exchange option to override backtest sync exchanges	2022-05-03 12:12:39 +08:00
c9s	eb10889d35	okex: fix okex rate limit	2022-05-03 12:11:50 +08:00
c9s	b611a42bd9	kucoin: fix kucoin rate limit	2022-05-03 12:11:02 +08:00
c9s	d742aea633	okex: fix kline query	2022-05-03 11:14:53 +08:00
c9s	351426ecdd	bump version to v1.31.3	2022-05-02 11:56:23 +08:00
c9s	fa2eb87268	fix: sync can be nil	2022-05-02 11:55:40 +08:00
c9s	9875b52372	bump version to v1.31.2	2022-05-02 10:40:21 +08:00
c9s	2bdcf2266d	fix default sync logic	2022-05-02 10:39:59 +08:00
Yo-An Lin	faccc64377	Merge pull request #576 from zenixls2/update/ewoDgtrd ... feature: add atr stoploss on ewoDgtrd strategy	2022-05-01 01:42:00 +08:00
c9s	ba1370a05d	bump version to v1.31.1	2022-05-01 01:23:27 +08:00
c9s	eb10244e40	compile and update migration package	2022-05-01 01:23:27 +08:00
Yo-An Lin	9ec5ca710c	Merge pull request #578 from c9s/c9s-patch-1 ... fix: use time.UTC instead of time.Local	2022-05-01 01:18:19 +08:00
c9s	2897f5af93	bump version to v1.31.1	2022-05-01 01:16:14 +08:00
c9s	ce54e917a2	compile and update migration package	2022-05-01 01:16:10 +08:00
c9s	486cf50a9c	bbgo: fix init band width setup	2022-05-01 01:12:57 +08:00
Yo-An Lin	a954f0e595	use time.UTC instead of time.Local	2022-04-29 14:06:22 +08:00
zenix	4eab82ee7b	feature: add atr stoploss on ewoDgtrd strategy. remove callback. modify filter condition and add doc	2022-04-28 20:09:15 +09:00
なるみ	c67bfc9a71	move glassnode to datasource	2022-04-27 18:16:54 +08:00
なるみ	0ec8ec6498	glassnode: query futures open interest	2022-04-27 18:16:54 +08:00
なるみ	b87eda3bbb	move files to glassnodeapi	2022-04-27 18:16:54 +08:00
c9s	044470377b	avoid using the iterator variable	2022-04-27 17:13:58 +08:00
c9s	1f736d1f5e	binance: update stream order fields	2022-04-27 14:43:39 +08:00
c9s	ce6fd387be	remove unused ConvertTrades	2022-04-27 14:29:58 +08:00
c9s	1c1fbb1633	bbgo: document strategy id and pnl field	2022-04-27 13:30:07 +08:00
c9s	5edaa9708c	bbgo: fix margin order/trade sync	2022-04-27 13:25:42 +08:00
c9s	c9fd4c9a1d	bump version to v1.31.0	2022-04-27 13:02:18 +08:00
Yo-An Lin	14a29df975	Merge pull request #565 from c9s/fix/trade-sync ... fix: service: correct QueryLast query	2022-04-27 12:40:05 +08:00
c9s	6630d3f56b	service: correct QueryLast query	2022-04-27 11:42:31 +08:00
Andy Cheng	8c353421d8	interact: Remove status from strategy signature	2022-04-26 21:05:26 +08:00
Andy Cheng	1a13826505	interact: refactor generateStrategyButtonsForm()	2022-04-26 19:11:50 +08:00
Yo-An Lin	9588064f19	Merge pull request #561 from zenixls2/fix/ma ... fix: window update in indicators. add: CA, TMA	2022-04-26 18:56:32 +08:00
Yo-An Lin	44e51e966a	Merge pull request #563 from c9s/rockhopper-upgrade ... upgrade rockhopper	2022-04-26 18:56:10 +08:00
c9s	085ba1e323	compile and update migration package	2022-04-26 18:48:27 +08:00
Andy Cheng	eb1beb05d1	interact: rename functions to private functions	2022-04-26 18:32:41 +08:00
Andy Cheng	7326a1b21d	strategy: fix wrong string formatting syntax	2022-04-26 18:29:22 +08:00
Andy Cheng	6b62f27155	feature: make callback vars start with lowercase	2022-04-26 18:29:22 +08:00
Andy Cheng	61b6755518	interact: GetStrategySignatures() returns map[string]SingleExchangeStrategy instead of slice of strategy signatures	2022-04-26 18:29:22 +08:00
Andy Cheng	7b3e369766	feature: use LocalActiveOrderBook for cancelling open orders for strategy controller in support strategy	2022-04-26 18:29:22 +08:00
Andy Cheng	26a5114182	feature: adapt callbackgen style strategy controller in support strategy	2022-04-26 18:29:22 +08:00
Andy Cheng	cf8603e30b	feature: use NewFromFloat	2022-04-26 18:29:22 +08:00
Andy Cheng	324c7ea432	feature: logging with strategy symbol	2022-04-26 18:29:22 +08:00
Andy Cheng	f6ec931bed	feature: use callbackgen	2022-04-26 18:29:22 +08:00
Andy Cheng	cbf6bf78bc	feature: make FilterStrategyByInterface a simple function	2022-04-26 18:29:22 +08:00
Andy Cheng	ecc63f743f	feature: split strategy controller interface into several smaller ones	2022-04-26 18:29:21 +08:00
Andy Cheng	389752161d	feature: adapt new strategy controller in support strategy	2022-04-26 18:29:21 +08:00
Andy Cheng	64766c48f3	feature: revert position closer and position reader back	2022-04-26 18:29:21 +08:00
Andy Cheng	78a8c2aaaf	feature: mix embeded struct and callback in strategy controller	2022-04-26 18:29:21 +08:00
Andy Cheng	57fdc9b120	feature: adapt new strategy controller in support strategy	2022-04-26 18:29:21 +08:00
Andy Cheng	6228cddbec	feature: adapt new strategy controller in interact	2022-04-26 18:29:21 +08:00
Andy Cheng	bb2bce4721	feature: strategy controller	2022-04-26 18:29:21 +08:00
Andy Cheng	85ffe9a2de	feature: prototype of strategy controller struct	2022-04-26 18:29:21 +08:00
Andy Cheng	73c2c84cab	feature: prototype of strategy controller struct	2022-04-26 18:29:21 +08:00
Andy Cheng	5799709e3e	pkg: add empty strategy controller file	2022-04-26 18:29:21 +08:00
c9s	23dd60728e	binance: fix error check	2022-04-26 16:51:41 +08:00
c9s	6c29e10caf	binance: improve binary error check	2022-04-26 16:43:40 +08:00
zenix	b3741771e3	fix: window update in indicators. add: cumulative average, triangular moving average	2022-04-26 17:32:31 +09:00
c9s	109fdd6511	aggregate totalBorrowed	2022-04-26 16:13:07 +08:00
c9s	2933db20cd	types: show borrowed balance	2022-04-26 16:07:27 +08:00
c9s	cbec4ac199	binance: improve query trades conditions for start time and end time	2022-04-26 15:58:12 +08:00
c9s	16227cea2f	autoborrow: call tryToRepayAnyDebt when margin level is low	2022-04-26 15:44:13 +08:00
c9s	b97588f153	autoborrow: fix max total borrow condition	2022-04-26 15:33:01 +08:00
Zenix	a8f0c71a53	Merge pull request #545 from zenixls2/feature/ma_series ... feature: add some new ma indicators	2022-04-25 21:01:17 +09:00
c9s	069db1d0cb	replace margin ratio with margin level	2022-04-25 19:15:47 +08:00
c9s	333378a52a	autoborrow: change debugf to infof	2022-04-25 19:10:22 +08:00
c9s	7b2398ce39	autoborrow: use margin level instead of margin ratio	2022-04-25 19:05:16 +08:00
c9s	095f25f30b	fix TestSortTradesAscending	2022-04-25 19:01:03 +08:00
c9s	2732fb413f	bbgo: remove slack debug option	2022-04-25 18:56:19 +08:00
c9s	638d839975	autoborrow: add more logs and warning color for slack message	2022-04-25 18:46:23 +08:00
c9s	a30aac6653	autoborrow: add slack notification	2022-04-25 18:12:08 +08:00
c9s	2290d132b1	autoborrow: assign s.ExchangeSession	2022-04-25 17:54:16 +08:00
c9s	f8fd13c576	add test for TestSortTradesAscending	2022-04-25 17:53:04 +08:00
c9s	a2553ee020	autoborrow: call check and borrow	2022-04-25 17:45:16 +08:00
c9s	78639dab5a	improve order layout	2022-04-25 17:27:27 +08:00
c9s	a57a238e09	bbgo: add more sync options	2022-04-25 17:18:42 +08:00
c9s	76012f0b71	max: deposit request currency field is optional	2022-04-25 16:27:07 +08:00
c9s	fae3b6a215	fix BOLL method	2022-04-25 15:31:12 +08:00
Yo-An Lin	b94b9e1b73	Merge pull request #437 from jessy1092/enhance-boll-indicator ... indicator: Support difference bandwidth on boll indicator and can dynamic create BOLL	2022-04-25 13:43:02 +08:00
c9s	18da434e92	all: use thread-safe GetAccount method to get account	2022-04-23 15:43:11 +08:00
c9s	5c2274c55c	put sign check back	2022-04-23 15:27:28 +08:00
c9s	7b66d36f15	autoborrow: remove extra sign check	2022-04-23 15:27:28 +08:00
c9s	743ad0455f	add autoborrow strategy	2022-04-23 15:27:28 +08:00
c9s	fd247cf7d7	cmd: add autoborrow to built-in	2022-04-23 15:00:53 +08:00
c9s	c70317af2b	add autoborrow strategy	2022-04-23 15:00:04 +08:00
c9s	cf055c3f7d	bbgo: improve account updating	2022-04-23 12:51:07 +08:00
c9s	9e48a850bd	bbgo: call queryAccount to update account	2022-04-23 12:51:07 +08:00
c9s	a1c9bd7ec8	all: add AccountTypeIsolatedMargin	2022-04-23 12:51:07 +08:00
c9s	98a696a7d0	all: calculate MarginTolerance	2022-04-23 12:51:07 +08:00
c9s	76733898db	binance: add QueryMarginAssetMaxBorrowable api	2022-04-23 12:51:07 +08:00
c9s	9f9f13dfe2	add MarginBorrowRepay interface	2022-04-23 12:51:07 +08:00
c9s	37b5d80f6f	add margin repay and borrow api	2022-04-23 12:51:07 +08:00
c9s	c2d1ef0fc8	add margin borrow endpoint	2022-04-23 12:51:07 +08:00
c9s	a8fdd8006c	binance: add transferCrossMarginAccount method	2022-04-23 12:51:07 +08:00
c9s	ecc19e1efd	binance: assign more margin fields to account	2022-04-23 12:51:07 +08:00
c9s	cf2e8c9f0a	all: extend balance field for margin	2022-04-23 12:51:07 +08:00
c9s	fbe1906e70	binance: add more fields to the balance struct	2022-04-23 12:51:07 +08:00
c9s	304cc89f68	binance: always sort trades back	2022-04-23 12:51:07 +08:00
c9s	2f5f02523f	fix typpo	2022-04-23 00:10:27 +08:00
zenix	3d86330428	fix: python test code in indicator	2022-04-22 19:11:07 +09:00
zenix	c18f684afd	test: add test cases for dema, hull, tema, till, vidya and zlema indicators	2022-04-22 19:02:26 +09:00
Yo-An Lin	6f810bf081	Merge pull request #553 from c9s/feature/max-order-history-api ... refactor: rewrite max private trade query request with requestgen	2022-04-22 13:12:20 +08:00
zenix	5dc69a6175	fix: fix change, feature: implement vidya and till	2022-04-21 19:28:11 +09:00
c9s	9e06053c3b	max: rewrite and rename private trade request	2022-04-21 14:56:20 +08:00
c9s	f9908f2931	rewrite private trade request	2022-04-21 14:52:44 +08:00
Yo-An Lin	96d2844487	Merge pull request #552 from c9s/feature/max-order-history-api ... improve: use max order history api for sync	2022-04-21 14:34:38 +08:00
c9s	8e2a993370	max: improve max closed orders syncing	2022-04-21 14:11:49 +08:00
c9s	93b10f20ac	maxapi: fix fromID to uint64	2022-04-21 13:18:00 +08:00
c9s	e754b68cdf	maxapi: fix http timeout	2022-04-21 13:17:43 +08:00
Yo-An Lin	e91f15b2ea	Merge pull request #546 from c9s/feature/max-order-history-api ... feature: add max order history api	2022-04-21 00:46:30 +08:00
c9s	0410ef1305	maxapi: refactor rewards api	2022-04-21 00:18:34 +08:00
austin362667	1163b89807	factorzoo: fix correlation	2022-04-20 18:10:27 +08:00
austin362667	71a032a29b	factorzoo: clean up ... factorzoo: clean up factorzoo: clean up	2022-04-20 18:10:27 +08:00
austin362667	da51d56624	cmd: add built-in factorzoo strategy	2022-04-20 18:10:27 +08:00
austin362667	fdbb2be45c	factorzoo: add cross-sectional factors model strategy	2022-04-20 18:10:27 +08:00
austin362667	a1fa23121d	factorzoo: add correlation indicator	2022-04-20 18:10:27 +08:00
c9s	8b9383ecfa	maxapi: refactor withdrawal request	2022-04-20 16:38:08 +08:00
c9s	72ea9f7e24	maxapi: add deposit request tests and withdrawal request tests	2022-04-20 14:01:18 +08:00
c9s	f3eafd5cd8	remove unused get trades method	2022-04-20 13:49:06 +08:00
なるみ	2754d2410c	grpc: remove duplicate service registration	2022-04-20 13:48:41 +08:00
c9s	387c0bfb8b	maxapi: rewrite vip level request	2022-04-20 13:35:17 +08:00
c9s	68abeb826b	maxapi: add account service tests	2022-04-20 13:28:39 +08:00
c9s	f9df65a2f8	maxapi: add generated files	2022-04-20 13:20:54 +08:00
c9s	ff7f1a8bc8	maxapi: always merge params into the payload for signing	2022-04-20 12:18:35 +08:00
c9s	4d8997a8d5	max: pass context background to the request	2022-04-20 12:18:35 +08:00
c9s	5cba6a6133	maxapi: use requestgen to query and submit orders	2022-04-20 12:18:35 +08:00
c9s	93b19faa3a	refactor newAuthenticatedRequest	2022-04-20 12:18:35 +08:00
c9s	bf4a0169bd	max: update client api	2022-04-20 12:18:35 +08:00
Yo-An Lin	46015324e9	Merge pull request #540 from narumiruna/indicator/update ... indicator: make parameters of update method consistent	2022-04-20 11:53:06 +08:00
Yo-An Lin	522e6b9aaf	Merge pull request #547 from kfrico/fix_ftx_bug ... fix ftx pollKines bug	2022-04-20 11:52:16 +08:00
kfrico	bd4a932571	fix ftx pollKines bug	2022-04-19 21:29:45 +08:00
zenix	22d8c2efff	feature: add some new ma indicators	2022-04-19 19:22:22 +09:00
なるみ	1d363f65a9	indicator: use rma indicator in atr	2022-04-19 13:45:23 +08:00
なるみ	167f9d3eaf	indicator: make parameters of update method consistent	2022-04-19 13:45:23 +08:00
c9s	8442aafd4d	compile and update migration package	2022-04-19 12:19:32 +08:00
なるみ	2896527c56	indicator: add rolling moving average	2022-04-18 11:43:05 +08:00
Yo-An Lin	fcaef0219a	Merge pull request #536 from narumiruna/indicator/atr	2022-04-18 00:34:43 +08:00
なるみ	7b4c68f766	indicator: add average true range indicator	2022-04-17 17:30:49 +08:00
c9s	b2e17e3552	interact: fix auth	2022-04-17 12:49:45 +08:00
Yo-An Lin	41c78f9035	Merge pull request #535 from narumiruna/grpc/register-trading-server ... fix: grpc: register trading server	2022-04-17 00:50:25 +08:00
c9s	8f693dac50	bump version to v1.30.3	2022-04-17 00:38:42 +08:00
c9s	ad373b95a7	add FLUSH_OTP_KEY env for flushing otp key	2022-04-17 00:35:16 +08:00
c9s	63f525970f	auth: store otp key url instead of just secret	2022-04-17 00:18:48 +08:00
c9s	6c7b6c6def	interact: add more error check for /auth command	2022-04-17 00:06:37 +08:00
c9s	8e557b3da2	Merge branch 'fix/grpc-user-data-stream-subscribe'	2022-04-17 00:03:17 +08:00
c9s	d78370e355	grpc: register trading service to grpc	2022-04-16 23:57:53 +08:00
なるみ	6920ac9090	grpc: register trading server	2022-04-16 23:45:10 +08:00
TonyQ Wang	38dfa32bfa	Update auth.go ... refine message	2022-04-16 21:25:46 +08:00
zenix	2a942eab0e	fix: rename EVWMP to VWEMP, fix backtesting fee	2022-04-15 19:12:11 +09:00
Yo-An Lin	299f9d7af8	Merge pull request #528 from c9s/fix/grpc-user-data-stream-subscribe ... feature: grpc: implement TradingService cancel order	2022-04-15 16:00:16 +08:00
Yo-An Lin	d6755d7ca0	Merge pull request #512 from zenixls2/feature/elliott_wave ... strategy: elliott wave oscillator	2022-04-15 15:53:24 +08:00
c9s	cb51352d58	grpc: implement cancel order	2022-04-15 15:49:24 +08:00
Andy Cheng	07c30f82af	strategy: add StrategyController to bollmaker	2022-04-15 15:38:40 +08:00
Yo-An Lin	426af0109e	Merge pull request #525 from c9s/fix/grpc-user-data-stream-subscribe ... grpc: implement SubmitOrder method	2022-04-15 15:06:01 +08:00
Yo-An Lin	d9fd661e1b	Merge pull request #524 from frin1/fix/improve-indicators ... improved indicators	2022-04-15 15:04:37 +08:00
c9s	6e72ba33ed	grpc: implement SubmitOrder method	2022-04-15 15:03:00 +08:00
c9s	a7383142e6	grpc: fix price,quantity types	2022-04-15 14:58:07 +08:00
c9s	f15f4e1aac	grpc: add trading service	2022-04-15 14:53:50 +08:00
c9s	84d4f312fa	grpc: fix connect and add balance snapshot	2022-04-15 14:28:35 +08:00
c9s	8b8cffbd06	grpc: fix user data stream subscribe	2022-04-15 14:26:04 +08:00
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
c9s	99b025dd5c	add FormatString test case and fix FormatString	2022-02-25 18:03:28 +08:00
c9s	10612cdfa9	add Test_formatQuantity	2022-02-25 17:47:54 +08:00
c9s	555e8c5253	add Test_formatPrice	2022-02-25 16:52:43 +08:00
なるみ	37fbe724cf	Add Error message	2022-02-23 12:44:31 +08:00
なるみ	3aeae99587	Add SubcribeUserData	2022-02-23 12:29:01 +08:00
なるみ	36fd5d648a	Add exchange and symbol to Ticker	2022-02-23 12:27:22 +08:00
なるみ	6b10d1160f	Merge SuccessResponse and SubscribeResponse	2022-02-23 12:21:49 +08:00
なるみ	9fd4074d37	Add Depth message for bids and asks	2022-02-23 12:19:23 +08:00
Yo-An Lin	2108003f9b	Merge pull request #454 from zenixls2/fix/pnl ... fix: #287 init environ before querying balance	2022-02-23 11:46:11 +08:00
zenix	06e9450859	feature: add cmd document ... add documentation index	2022-02-22 19:36:45 +09:00
zenix	52cc047673	fix: #287 init environ before querying balance	2022-02-22 14:32:35 +09:00
なるみ	32acec5669	Put exchange field in the order and trade message	2022-02-21 12:53:39 +08:00
なるみ	c1b705956f	Add SubmitOrder, rename variables and fix typo	2022-02-21 12:13:51 +08:00
なるみ	f2bca1d5b7	add QueryKLines	2022-02-20 04:41:39 +08:00
なるみ	136d36b2b1	generate code	2022-02-20 04:10:39 +08:00
なるみ	7a7627eafd	update proto	2022-02-20 04:08:52 +08:00
c9s	208a9bcb7d	fix: fix context error handling	2022-02-18 18:21:51 +08:00
c9s	849f2a248e	ftx: check context error	2022-02-18 15:35:58 +08:00
c9s	3a488a4c0f	ftx: add ioc order test	2022-02-18 14:50:54 +08:00
なるみ	4fb8881be7	Fix package path	2022-02-18 14:27:12 +08:00
なるみ	72bcdaaf25	Move pkg/proto to pkg/pb	2022-02-18 14:24:38 +08:00
c9s	17034b2467	ftx: fix ioc convert	2022-02-18 14:10:21 +08:00
c9s	f6ebeeafc5	ftx: cast time in force from the order result	2022-02-18 14:07:29 +08:00
c9s	d0f1e2db04	ftx: fix ftx ioc conversion	2022-02-18 14:01:47 +08:00
c9s	fb9f8b484c	max: remove ioc limit type	2022-02-18 13:57:47 +08:00
c9s	0c09e6b32a	use global timeInForce type	2022-02-18 13:52:13 +08:00
zenix	20cccf57e5	fix: NumFractionalDigits in legacy fixedpoint and dnum fixedpoint	2022-02-17 12:45:06 +09:00
zenix	ced2afaed8	fix: remove backup file in schedule strategy	2022-02-16 18:32:02 +09:00
なるみ	328c507bee	Update go generated code	2022-02-16 11:54:46 +08:00
なるみ	3fe6fbf514	Add Trade message and support streaming	2022-02-16 11:52:18 +08:00
zenix	a3a262783f	fix: set backtest cancel Delta to be 1e-11	2022-02-15 18:59:10 +09:00
zenix	7455279517	fix: #400 for int64 formating when exp <= 0	2022-02-15 18:24:21 +09:00
zenix	8648528435	fix go fmt, fix convert.go (the legacy fixedpoint implementation) in all tests	2022-02-15 14:55:19 +09:00
zenix	eb70410f80	add back legacy implementation	2022-02-15 12:01:39 +09:00
zenix	cdba7924b4	fix backtest panic when cancel fail on the last order	2022-02-15 12:01:39 +09:00
zenix	5315378b9e	fix takerfeerate column and makerfeerate column issue in yaml	2022-02-15 12:01:39 +09:00
zenix	fad85d0992	fix binance test, outptu for support and xgap strategies	2022-02-15 12:01:39 +09:00
zenix	05521a98b6	add skeleton strategy. fix most of the tests. fix final asset value	2022-02-15 12:01:39 +09:00
zenix	9978a3cf90	fix unmarshal behavior to gain more precision	2022-02-15 12:01:39 +09:00
zenix	abc1d535d8	fix bollmaker, fix pnl issues	2022-02-15 12:01:39 +09:00
zenix	105b085786	fix bollgrid, emstop, flashcrash, funding, grid, pricealert, pricedrop, rebalance, schedule, swing, xbalance, xgap, xmaker and speedup fixedpoint	2022-02-15 12:01:39 +09:00
zenix	2ccc449657	fix xpuremaker,xnav,techsignal,support,etf and add methods in fixedpoint	2022-02-15 12:01:39 +09:00
zenix	d9450e823e	fix all the fixedpoint use other than strategy	2022-02-15 12:01:39 +09:00
zenix	b8bf2af14d	fixedpoint for exchange and indicators, some fixes in types	2022-02-15 12:01:38 +09:00
zenix	e221f54397	add dnum as the fixedpoint implementation. change types float64 to fixedpoint.Value ... change pnl report to use fixedpoint fix: migrate kline to use fixedpoint	2022-02-15 12:00:39 +09:00
なるみ	307042025f	Initial commit of protobuf	2022-02-14 16:46:11 +08:00
ankion	98b4495d1f	Fix: precision of futures trade data is incorrect.	2022-02-14 10:32:13 +08:00
c9s	a2a7ef4f7a	exchange: implement ExchangeOrderQueryService on max and binance	2022-02-10 17:48:53 +08:00
Andy Cheng	f7fc7f64b4	strategy: fix fixedpoint value compared to 0 problem	2022-02-06 17:47:14 +08:00
Andy Cheng	41c3b860b0	strategy: rename callBackRatio to callbackRatio	2022-02-06 17:47:14 +08:00
Andy Cheng	a9b48ff138	strategy: fix fixedpoint.Value compare to 0 problem	2022-02-06 17:47:14 +08:00
Andy Cheng	8b009a984a	strategy: fix a bug when 'trailingStopControl' is not used	2022-02-06 17:47:14 +08:00
Andy Cheng	571c3834c5	strategy: fix the JSON tag of 'CurrentHighestPrice'	2022-02-06 17:47:14 +08:00
Andy Cheng	769da1e77c	strategy: rename 'trailingStopCallBackRatio' JSON tag to 'callBackRatio'	2022-02-06 17:47:14 +08:00
Andy Cheng	b48c7f40d7	strategy: make TrailingStopCallBackRatio and MinimumProfitPercentage fixedpoint.Value	2022-02-06 17:47:13 +08:00
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	266400d925	indicator: Support difference bandwidth on boll indicator and can dynamic create BOLL	2022-01-15 05:30:06 +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
c9s	17322cbc09	interact: improve authentication process	2022-01-14 02:36:06 +08:00
c9s	62e5706657	interact: improve strict mode authentication	2022-01-14 02:13:59 +08:00
c9s	72a925f659	interact: support authorizer	2022-01-14 01:58:04 +08:00
c9s	086127e8f7	interact: let function evaluator returns state, inject nil if object is not found	2022-01-14 01:01:01 +08:00
c9s	14eea34394	interact: pull out authentication interaction	2022-01-14 00:26:53 +08:00
c9s	91c831140c	interact: fix private command	2022-01-14 00:17:41 +08:00
c9s	a6fb0caff3	interaction: add PrivateCommand	2022-01-13 23:41:22 +08:00
Lee	965fc6989d	fix: Correct uptrendSkew and downtrendSkew parameters setting on bollmaker strategy	2022-01-13 23:06:23 +08:00
c9s	76c64b041f	interact: separate interfaces	2022-01-13 22:24:51 +08:00
c9s	7eba6b20c9	implement the basic flow of interact	2022-01-13 22:15:05 +08:00
c9s	ba4c694179	interact: scan all return values	2022-01-13 11:43:33 +08:00
c9s	087a91aa8a	interact: fix object arg injection	2022-01-13 11:43:33 +08:00
c9s	caa50c3b04	interact: implement parseFuncArgsAndCall with interface injection	2022-01-13 11:43:33 +08:00
c9s	3cc11badac	interact: implement command state machine	2022-01-13 11:43:33 +08:00
c9s	43317bb647	add state and telegram example	2022-01-13 11:43:33 +08:00
c9s	ccaa8c5c86	bbgo: implement parseCommand	2022-01-13 11:43:33 +08:00
c9s	7053802041	basic interaction parser	2022-01-13 11:43:33 +08:00
c9s	7daa82ff9e	bump version to v1.25.4	2022-01-13 11:33:30 +08:00
c9s	dc6d60216b	types: fix order book copy	2022-01-13 11:09:50 +08:00
c9s	98247385f9	xmaker: use GracefulCancel to cancel active orders	2022-01-13 11:01:46 +08:00
c9s	e91dc5a518	types: use mod 3 and mod 7 for test	2022-01-13 10:59:03 +08:00
c9s	e573c18a5c	types: add more detailed rbtree tests	2022-01-13 10:56:57 +08:00
c9s	cb9d9137a6	depth: add details to the depth error message	2022-01-13 00:14:15 +08:00
c9s	8b56c47f65	add doc-comment for PriceHeartBeat	2022-01-13 00:01:20 +08:00
c9s	ec72a922c8	all: add subscribe depth options	2022-01-12 22:27:42 +08:00
c9s	f9e72dc79f	binance: subscribe binance depth10@100ms	2022-01-12 22:17:07 +08:00
c9s	5cc3a88911	xmaker: show order book last update time	2022-01-12 22:11:28 +08:00
c9s	2aeb9e870c	types: add lastUpdateTime field	2022-01-12 22:07:52 +08:00
c9s	915f2c7476	types: add last update time field to orderbook	2022-01-12 22:06:08 +08:00
c9s	09592755cc	cmd: add dump-update option to orderbook cmd	2022-01-12 22:00:29 +08:00
c9s	1a61935850	add depth buffer logs	2022-01-12 21:55:26 +08:00
c9s	8c2228f428	cmd: use time.Local for the local timezone	2022-01-12 15:33:04 +08:00
c9s	b3b1161ecc	depth: add SetUpdateTimeout	2022-01-12 14:49:01 +08:00
c9s	0c7710c91b	types: avoid using copy node for rbtree	2022-01-12 14:45:05 +08:00
c9s	c3356fa694	types: add test for PriceHeartBeat	2022-01-12 14:42:11 +08:00
c9s	5755c44845	move PriceHeartBeat to types	2022-01-12 14:33:55 +08:00
c9s	f28bfbf0c9	bump version to v1.25.3	2022-01-12 12:56:15 +08:00
Yo-An Lin	30c1dd3e3d	Merge pull request #424 from tony1223/bug/binance-add-ratelimiter ... fix: [binance] add order rate limiter	2022-01-12 12:53:51 +08:00
Yo-An Lin	c2b121f9ee	Merge pull request #432 from jessy1092/ftx/support-limit-maker ... ftx: Support LIMIT_MAKER and IOC_LIMIT order type	2022-01-12 12:50:57 +08:00
c9s	e44a2c1cac	service: check redis client and show proper error	2022-01-12 12:42:39 +08:00
c9s	420e221f5b	xmaker: pull out PriceHeartBeat	2022-01-12 12:14:51 +08:00
c9s	7195c6ed27	xmaker: add price quoting protection	2022-01-12 11:55:45 +08:00
c9s	0e927a9a06	types: avoid using nil in rbt	2022-01-12 11:45:08 +08:00
c9s	6ee831e678	add trade logger	2022-01-12 11:19:41 +08:00
c9s	db8a74238e	notifier/telegramnotifier: remove debug log	2022-01-12 11:18:36 +08:00
Lee	523d9b3071	ftx: Support LIMIT_MAKER and IOC_LIMIT order type	2022-01-12 03:47:12 +08:00
c9s	848d36f90b	add trade exchange back	2022-01-11 22:50:38 +08:00
c9s	940c675cae	xmaker: add rate limit hit alert	2022-01-11 22:48:28 +08:00
c9s	081a143ec0	xmaker: add DepthQuantity	2022-01-11 22:47:40 +08:00
c9s	b302adcc7e	types: add and use OrderError	2022-01-11 18:00:07 +08:00
c9s	857db529af	binance: show order info in the error	2022-01-11 17:05:36 +08:00
c9s	b56c800e12	binance: add order status to the error message	2022-01-11 16:47:55 +08:00
c9s	97422f26e7	binance: should return error when order does not contain orderID or clientOrderID	2022-01-11 16:38:02 +08:00
c9s	96ffab9cd8	binance: add details to order cancel error	2022-01-11 16:35:49 +08:00
c9s	c59d82900b	bump version to v1.25.2	2022-01-11 14:20:06 +08:00
c9s	4a8751e486	binance: fix listen key keep alive worker call	2022-01-11 14:16:35 +08:00
c9s	eefee46e9b	binance: invert if	2022-01-11 13:38:03 +08:00
c9s	cf07ca7aa0	binance: adjust listen key update interval to longer period	2022-01-11 13:37:02 +08:00
c9s	71a0604e72	use fixedpoint to parse payload directly	2022-01-11 01:41:33 +08:00
c9s	e5b4af53e6	all: clean up SubmitOrder fields	2022-01-11 01:36:19 +08:00
c9s	43818e95b6	types: move channels to a single file	2022-01-11 01:25:39 +08:00
c9s	e12178b51a	stream: make ping method private	2022-01-11 01:24:34 +08:00
c9s	a66070d286	stream: make reconnector private	2022-01-11 01:24:01 +08:00
c9s	16ec856a4e	types: add debug flag for websocket raw message ... flag: debug-websocket-raw-message	2022-01-11 01:23:01 +08:00
c9s	b24d944796	types: fix, remove the read timeout override	2022-01-11 01:20:09 +08:00
c9s	70dec09f26	xmaker: fix minQuantity buffer	2022-01-10 23:17:19 +08:00
c9s	6008aaac5f	types: add order status icon for slack	2022-01-10 18:01:22 +08:00
c9s	d1c981e0b3	types: fix order slack attachment	2022-01-10 17:54:35 +08:00
c9s	2c94ec427b	types: improve order slack attachment	2022-01-10 17:46:01 +08:00
c9s	48cbb7fff6	bbgo: check order side and log error	2022-01-10 17:26:14 +08:00
c9s	5103088675	cmd: fix submitOrder cmd	2022-01-10 17:16:07 +08:00
c9s	4b0e721580	binance: change binance debug client env var name to debug-binance-client	2022-01-10 16:37:41 +08:00
TonyQ	25801f9f63	add ratelmiter	2022-01-10 16:33:19 +08:00
c9s	88210fd27b	types: improve trade text template	2022-01-10 14:32:55 +08:00
c9s	7952cf8804	display fee only when fee > 0	2022-01-10 14:25:33 +08:00
c9s	fb3c198447	types: add okex icon and kucoin icon	2022-01-10 14:18:09 +08:00
c9s	e2f7790a4e	types: show exchange name in the trade footer	2022-01-10 14:15:45 +08:00
c9s	439685141f	add footer icon for exchange name	2022-01-10 14:15:05 +08:00
c9s	16b5ea9744	bump version to v1.25.1	2022-01-10 13:52:35 +08:00
c9s	b26141ac1f	support: set default s.triggerEMA	2022-01-10 13:51:14 +08:00
c9s	b56e988fc9	support: fix triggerEMA check	2022-01-10 13:49:36 +08:00
c9s	2c2ba46ab7	bump version to v1.25.1	2022-01-10 13:46:41 +08:00
c9s	6c3ee314d9	binance: fix order cancel client order id usage	2022-01-10 13:29:27 +08:00
c9s	c284e2e3bb	types: improve pendingRemoval check	2022-01-10 12:44:06 +08:00
c9s	d57f8fedfe	bbgo: fix active book order removal	2022-01-10 12:29:19 +08:00
c9s	3907f99e70	xmaker: keep rate reservation token	2022-01-10 12:25:13 +08:00
c9s	1b27c4e9c4	remove hedge error limiter	2022-01-09 23:45:46 +08:00
c9s	54779444f4	bump version to v1.25.0	2022-01-09 22:54:21 +08:00
c9s	9ca4e23aaf	add strategy documentation	2022-01-09 22:43:49 +08:00
c9s	bba4e86fdf	bollmaker: adjust default skew parameter	2022-01-09 22:37:27 +08:00
c9s	b98777afe4	bollmaker: pull out skew options	2022-01-09 22:32:23 +08:00
c9s	d94cc2df31	bbgo: add recover callbacks to trace collector	2022-01-09 15:39:59 +08:00
c9s	ab3dabcbcc	bump version to v1.24.0	2022-01-09 11:44:41 +08:00
c9s	cbff0b6eca	types: improve position fee display for telegram	2022-01-09 11:42:01 +08:00
c9s	6ce8edba7d	xmaker: add error rate limiter	2022-01-09 11:33:34 +08:00
c9s	471a1b2baa	xmaker: adjust minimal quantity and minimal notional threshold	2022-01-09 10:18:31 +08:00
c9s	7e9b768e4c	slacknotifier: apply rate limiter to 1 message per second	2022-01-09 10:14:39 +08:00
c9s	cd340bd596	bollmaker: check s.MaxExposurePosition	2022-01-09 03:03:54 +08:00
c9s	0cec652f38	bollmaker: skip submitOrder calls if submitOrders is empty	2022-01-09 02:35:12 +08:00
c9s	656ef942e4	bollmaker: add disable short option	2022-01-09 02:24:10 +08:00
c9s	4df5847647	bollmaker: add quantity scaling for closing position	2022-01-09 01:57:51 +08:00
c9s	4cdb5b607b	rename bollpp to bollmaker	2022-01-09 01:20:47 +08:00
c9s	02dfdb57bd	types: pull out position type	2022-01-09 00:45:19 +08:00
c9s	1b1fc3ad66	types: collect fees	2022-01-09 00:39:55 +08:00
c9s	7e2acdc416	all: add lock protected GetBase method for Position	2022-01-09 00:35:45 +08:00
c9s	9b92c8948d	xmaker: fix quantity truncation and add check for min quantity n min notional	2022-01-09 00:30:18 +08:00
c9s	415cda3fca	bump version to v1.23.0	2022-01-08 19:06:03 +08:00
c9s	d1420e66be	fix TestTradeCollector_ShouldNotCountDuplicatedTrade	2022-01-08 02:20:30 +08:00
c9s	cb189d885c	fix backtest for limit maker order and bollpp strategy	2022-01-08 02:18:44 +08:00
c9s	e0b906a88b	bbgo: fix processTrade	2022-01-07 16:53:11 +08:00
c9s	f4ebae17bb	xmaker: when recover the trade, notify	2022-01-07 13:13:57 +08:00
c9s	a5fb408a16	twap: refactor and call activeMakerOrders.GracefulCancel	2022-01-07 01:34:23 +08:00
c9s	d013713c00	types: add exchange name to trade key	2022-01-07 01:25:07 +08:00
c9s	e312ec953c	bbgo: rename test case	2022-01-07 01:23:54 +08:00
c9s	d63cc42867	bbgo: add trade collector test	2022-01-07 01:17:07 +08:00
c9s	a49d001c29	xmaker: add trade scanner	2022-01-07 01:03:12 +08:00
c9s	69ae3259ff	bbgo: mark trade as done in the trade collector for preventing duplicated trade	2022-01-07 00:28:12 +08:00
c9s	01c7429758	trade: use assignment instead of append	2022-01-07 00:21:14 +08:00
c9s	41574a2390	xmaker: use millisecond jitter from the util package	2022-01-07 00:14:24 +08:00
c9s	259771b0b0	all: pull out the graceful cancel process to the local active book	2022-01-07 00:10:40 +08:00
c9s	47e23fda90	bbgo: add cache expiry	2022-01-06 23:57:42 +08:00
c9s	1d5406ef21	xmaker: always update maker market	2022-01-06 23:27:06 +08:00
c9s	c8bf85f4e2	xmaker: improve pips	2022-01-05 11:34:07 +08:00
c9s	e997220321	xmaker: fix ask pips	2022-01-05 11:32:56 +08:00
c9s	8b6cae9107	max: fix max authenticated event parsing	2022-01-02 12:20:38 +08:00
c9s	e04139a330	max: clean up and refactor max stream	2022-01-02 12:02:36 +08:00
c9s	cc0e5f71b0	clean up binance stream	2022-01-02 12:02:36 +08:00
Yo-An Lin	b22bb4b28d	Merge pull request #416 from tony1223/bug/415-ftx-kline ... exchange/ftx: #415 fix kline issue	2022-01-02 02:46:22 +08:00
c9s	85c14e5966	binance: fix parser tests	2022-01-02 02:44:47 +08:00
c9s	dcea623264	binance: change listen key update interval to 10 minutes	2022-01-02 02:41:58 +08:00
c9s	96fedfd311	okex: refactor okex stream	2022-01-02 02:37:33 +08:00
TonyQ	8315607de3	exchange/ftx: #415 fix kline issue	2022-01-02 02:34:29 +08:00
c9s	9d382a6b8c	binance: use sync.Once to protect the set server time calls	2022-01-02 02:14:04 +08:00
c9s	ffe216ca2d	kucoin: remove unused fields	2022-01-02 02:11:55 +08:00
c9s	76d11af284	kucoin: fix connection field	2022-01-02 02:11:36 +08:00
c9s	f4bfd8cc6b	all: move Reconnector to standard stream	2022-01-02 02:08:34 +08:00
c9s	6f6dac611e	refactor websocket stream into standard websocket stream	2022-01-02 01:54:47 +08:00
c9s	073845baa1	bump version to v1.22.3	2022-01-01 02:52:14 +08:00
c9s	3c57ce788e	add startTime to the trade sync query	2022-01-01 02:51:58 +08:00
c9s	ab0519c4be	start time is required for syncing trades	2022-01-01 02:50:07 +08:00
c9s	83053ab807	bump version to v1.22.3	2022-01-01 02:45:59 +08:00
c9s	7d64a30a6b	kucoin: fix launch date with local time zone	2022-01-01 02:45:47 +08:00
c9s	0fc5f74cb1	bump version to v1.22.3	2022-01-01 02:43:48 +08:00
c9s	129f44bbcb	fix empty start time sync issue	2022-01-01 02:43:08 +08:00
c9s	25f01b8837	kucoin: refactor ticker request	2022-01-01 02:07:48 +08:00
c9s	be408055a6	kucoin: refactor account service api	2022-01-01 02:04:20 +08:00
c9s	61736a6263	bump version to v1.22.2	2022-01-01 01:35:37 +08:00
c9s	6ff24e713e	xmaker: fix notification format	2022-01-01 01:34:48 +08:00
c9s	6d5ab33d17	kucoin: fix kucoin order query	2022-01-01 01:28:29 +08:00
c9s	556a581ae1	kucoin: add kucoin list history orders request	2022-01-01 00:46:33 +08:00
c9s	809528a9cc	bump version to v1.22.1	2021-12-31 15:27:01 +08:00
c9s	6055f90680	xmaker: add cover and uncover logs	2021-12-31 15:26:51 +08:00
c9s	5b250d0e28	bump version to v1.22.1	2021-12-31 15:17:30 +08:00
c9s	1116fc1de1	session: print klines only when debug-kline is enabled	2021-12-31 15:13:26 +08:00
c9s	899e8d2d58	Revert "xmaker: fix s.state.CoveredPosition.AtomicAdd add" ... This reverts commit 5999dc1151.	2021-12-31 14:23:02 +08:00
c9s	e05da17f4f	sync: skip rejected withdraw record	2021-12-31 14:20:36 +08:00
c9s	eba33329d1	always sort orders and trades in the batch query	2021-12-31 14:12:41 +08:00
c9s	2a8caa3780	batch: show trade sync time range in the message	2021-12-31 13:56:53 +08:00
c9s	20c6c7eb9a	all: fix trade, order sync for kucoin	2021-12-31 13:52:16 +08:00
c9s	5f84f13e21	kucoin: fix trade time field issue	2021-12-31 13:20:34 +08:00
c9s	5999dc1151	xmaker: fix s.state.CoveredPosition.AtomicAdd add	2021-12-31 02:00:39 +08:00
c9s	63ccc2d3d0	bbgo: remove order if ExecutedQuantity is zero	2021-12-31 01:55:22 +08:00
c9s	aaa52ecea4	xmaker: remove unsued localTimeZone var	2021-12-31 01:53:30 +08:00
c9s	f2b852c486	bump version to v1.22.0	2021-12-31 01:52:29 +08:00
c9s	e09b4fa5fb	kucoin: rewrite cancel all orders request	2021-12-31 01:50:56 +08:00
c9s	6addd503aa	kucoin: generate PlaceOrderRequest with requestgen	2021-12-31 01:43:31 +08:00
c9s	af19875e2e	kucoin: fix predefined generate command alias	2021-12-31 01:39:45 +08:00
c9s	b91bf10a7c	kucoin: remove New prefix from the requests	2021-12-31 01:36:41 +08:00
Yo-An Lin	8aef3c002a	Merge pull request #412 from austin362667/refactor/futures-account ... binance: add futures stream	2021-12-31 01:27:34 +08:00
c9s	b8b5ccdd2d	kucoin: refactor account service with requestgen	2021-12-31 01:25:04 +08:00
austin362667	9483a0d10d	binance: modify methods for registering callbacks	2021-12-31 00:11:47 +08:00
austin362667	65d37c1983	binance: add futures stream	2021-12-31 00:08:27 +08:00
austin362667	3d63032f7d	types: modify Positions to FuturesPositions	2021-12-31 00:08:27 +08:00
austin362667	5cc768031e	binance: add FuturesPosition conversion	2021-12-31 00:08:27 +08:00
austin362667	b000f572b4	types: add FuturesPosition	2021-12-31 00:08:27 +08:00
c9s	a4949a100d	bump version to v1.21.4	2021-12-30 23:47:31 +08:00
c9s	3c2704c4ae	add binance.us support	2021-12-30 23:46:43 +08:00
c9s	c467529b23	bump version to v1.21.3	2021-12-30 22:04:38 +08:00
c9s	ba73d5a09a	fix kucoin orderTime parsing and order id conversion	2021-12-30 22:02:50 +08:00
c9s	76d31e7614	kucoin: add client order ID to converter	2021-12-30 21:39:50 +08:00
c9s	31070c3950	pull out connection status binder	2021-12-30 17:25:47 +08:00
c9s	26ff576727	fix connection status callbacks	2021-12-30 17:23:27 +08:00
c9s	4383823135	use trimTrailingZeroFloat	2021-12-30 17:21:23 +08:00
c9s	cfc66dc13e	bbgo: add session connection notification	2021-12-30 17:18:04 +08:00
c9s	8995ce2824	binance: adjust timeout	2021-12-30 16:51:30 +08:00
c9s	890fb5327a	rename StreamRequest to WebSocketCommand	2021-12-30 16:49:07 +08:00
c9s	35e0b1d146	binance: fix binance stream graceful shutdown	2021-12-30 16:47:39 +08:00
c9s	ff87fb007e	binance: pull out dispatchEvent	2021-12-30 16:30:02 +08:00
c9s	bae7df806f	binance: pull out getEndpointUrl	2021-12-30 16:22:29 +08:00
c9s	d72d57526c	binance: add DEBUG_BINANCE_STREAM env var	2021-12-30 16:20:32 +08:00
c9s	a2931da92c	move math rand	2021-12-30 16:18:32 +08:00
c9s	e73866a232	tmp	2021-12-30 16:17:26 +08:00
c9s	7fa05b33f8	bump version to v1.21.2	2021-12-30 16:17:07 +08:00
c9s	e82800ce01	bump version to v1.21.2	2021-12-30 16:06:11 +08:00
c9s	db4a6cf305	bump version to v1.21.2	2021-12-30 15:59:19 +08:00
c9s	844b3c2e8e	fix kucoin context issue	2021-12-30 15:58:58 +08:00
c9s	3b9a191c95	binance: refactor binance stream handlers	2021-12-30 14:02:36 +08:00
c9s	f540742b42	add tradeType field	2021-12-30 02:37:17 +08:00
c9s	3cf499b605	kucoin: rewrite GetAllTickersRequest api	2021-12-30 02:33:07 +08:00
c9s	0fc91500e4	kucoin: rewrite GetTickerRequest with requestgen	2021-12-30 02:22:33 +08:00
c9s	5136001c9b	kucoin: rewrite ListSymbolsRequest	2021-12-30 02:17:03 +08:00
c9s	41435458d1	refactor orderbook requests with requestgen	2021-12-30 01:15:19 +08:00
c9s	6ff7113ace	bump version to v1.21.1	2021-12-30 00:34:52 +08:00
c9s	33801a4fbc	fix trailing zero trim	2021-12-30 00:14:01 +08:00
c9s	22e4da3775	fix pendingRemoval lock	2021-12-29 23:53:46 +08:00
c9s	2c0af99a51	rewrite kucoin bullet api with requestgen	2021-12-29 22:06:21 +08:00
c9s	8f97ee7787	binance: add isolated margin flag	2021-12-29 17:36:08 +08:00
c9s	2ef4d713f8	binance: fix margin order cancel	2021-12-29 17:35:27 +08:00
c9s	1a820936c4	binance: change log level from info to debug	2021-12-29 17:30:04 +08:00
c9s	6030a62cf0	change to debug level message	2021-12-29 17:28:45 +08:00
c9s	b637d46c83	adjust keep alive interval	2021-12-29 17:27:37 +08:00
c9s	eec699cbc9	binance: adjust timeout and interval	2021-12-29 15:25:59 +08:00
c9s	6440c7659b	let mask ke shows head and tail	2021-12-29 15:25:59 +08:00
austin362667	d691bfa106	binance: add futures parser	2021-12-28 06:26:27 +08:00
c9s	f78a7d37a2	xgap: subscribe 1m kline	2021-12-28 02:14:49 +08:00
c9s	8f4ae1e15b	xgap: check balance and adjust order quantity according to the available balance	2021-12-28 02:11:11 +08:00
c9s	090d60b44e	fix session connection status metrics	2021-12-28 01:58:36 +08:00
c9s	958dd97f52	xgap: add SimulateVolume	2021-12-28 01:48:24 +08:00
c9s	a0e41650be	add metricsLastUpdateTimeBalance metrics	2021-12-28 01:39:17 +08:00
c9s	bb9ef72028	update metricsConnectionStatus metrics	2021-12-28 00:49:56 +08:00
c9s	acd1f6fdf3	update dev build version	2021-12-27 23:10:37 +08:00
c9s	9b1783a92a	fix version file generator	2021-12-27 23:10:29 +08:00
c9s	4ea4bfb3fa	fix dev version build flag	2021-12-27 21:18:48 +08:00
c9s	0779b3e20a	bump version to v1.21.0	2021-12-27 19:13:44 +08:00
c9s	4a6c9deb8d	compile and update migration package	2021-12-27 19:13:44 +08:00
c9s	5fca633495	types: remove trade trailing zero digits	2021-12-27 17:36:58 +08:00
c9s	8d02f0b03e	trade notification format	2021-12-27 17:34:31 +08:00
c9s	bb7b33e532	bbgo: bind and update balance metrics updater	2021-12-27 17:27:16 +08:00
c9s	7b629c9d30	bbgo: update balances metrics and trade metrics	2021-12-27 17:16:30 +08:00
c9s	0f24eec715	bbgo: fix: filter trades by symbol	2021-12-27 16:32:30 +08:00
c9s	42f22e0ef3	add prometheus metrics server	2021-12-27 16:27:14 +08:00
c9s	1fa03cdfd6	xmaker: add back profit function	2021-12-27 02:59:55 +08:00
c9s	a31e2743ee	fix kline log space	2021-12-27 00:54:10 +08:00
c9s	f7c39290a0	call tradeCollector process to check trades	2021-12-27 00:51:57 +08:00
c9s	c49b9ef276	fix order status convert	2021-12-27 00:21:52 +08:00
c9s	dcdf33e2c9	xmaker: pull out notifyTrade to a single callback	2021-12-27 00:12:35 +08:00
c9s	e08b2e9a85	fix max exchange order status conversion and document the order status	2021-12-26 15:58:12 +08:00
c9s	770c1067fc	bbgo: fix order store RemoveCancelled	2021-12-26 15:47:39 +08:00
c9s	65da02af2c	xmaker: call TruncateQuantity when the quantity is adjusted	2021-12-26 15:45:39 +08:00
c9s	902e27ede4	xmaker: truncate quantity when hedging	2021-12-26 15:44:41 +08:00
c9s	05a0745d08	fix InitExchange for publicOnly session	2021-12-26 15:29:42 +08:00
c9s	30a7ca1ce1	rename gap to xgap	2021-12-26 15:13:51 +08:00
c9s	1c54e59d55	xmaker: fix trade handling	2021-12-26 12:10:10 +08:00
c9s	e44390b655	kucoin: add more comment	2021-12-26 03:19:03 +08:00
c9s	9b8995acea	fix supportedIntervals map	2021-12-26 03:17:26 +08:00
c9s	8bf5c5f778	fix kline sync query	2021-12-26 03:14:19 +08:00
c9s	a5c7ffa134	kucoin: add the missing 5min kline convert	2021-12-26 03:07:49 +08:00
c9s	4c263dd205	fix batch kline sync	2021-12-26 03:04:21 +08:00
c9s	cf6da76ef0	service: add kucoin_klines to backtest insert table mapping	2021-12-26 02:40:13 +08:00
c9s	b79ab5d68d	kucoin: fix kline query param	2021-12-26 02:39:44 +08:00
c9s	be10019007	compile and update migration package	2021-12-26 02:31:09 +08:00
c9s	1da0c8e755	kucoin: implement QueryKLines and fix interval conversion	2021-12-26 02:23:06 +08:00
c9s	e3181202db	kucoin: implement QueryTrades	2021-12-26 01:44:05 +08:00
c9s	8c03147ff4	kucoin: implement QueryClosedOrders	2021-12-26 01:34:03 +08:00
c9s	0cef2c52ef	all: improve cancel command and add uuid field to order struct	2021-12-26 01:27:22 +08:00
c9s	471d86c801	kucoin: implement order submit	2021-12-26 00:27:52 +08:00
c9s	50fac9d491	kucoin: pull out queryDepth method to exchange	2021-12-25 23:53:34 +08:00
c9s	ba8ebfe3a7	refactor and add doc comment for InitExchangeSession	2021-12-25 23:42:29 +08:00
c9s	307d0b8e1f	bbgo: add passphrase field to session struct	2021-12-25 23:28:00 +08:00
c9s	dd22776a7e	cmd: refactor the exchange factory function	2021-12-25 23:27:05 +08:00
Yo-An Lin	8aa2ae1b32	Merge pull request #397 from austin362667/refactor/futures-account ... binance: add futures related conversion	2021-12-25 23:17:27 +08:00
c9s	dcbce18fd8	fix format	2021-12-25 23:12:54 +08:00
c9s	442afe8eb9	backtest: pull out market data feeding to a function and call it in the main thread	2021-12-25 22:57:28 +08:00
c9s	60853bee23	backtest: pull out market data feeder	2021-12-25 22:37:38 +08:00
c9s	57bc65a729	avoid calling EmitConnect and EmitStart outside of the kline feeding goroutine ... this causes 2 goroutine running in the same time hence cause the concurrent map read / write should fix #399, #401	2021-12-25 21:05:50 +08:00
c9s	5f9753b281	kucoin: convert symbol to global symbol	2021-12-25 19:35:08 +08:00
c9s	f0d4236169	all: fix and improve kucoin orderbook stream	2021-12-25 19:34:27 +08:00
c9s	3d1ca46c77	depth: remove updates assertion	2021-12-25 02:14:49 +08:00
c9s	217499528d	binance: refactor binance depthBuffer with depth query	2021-12-25 02:14:49 +08:00
c9s	7e7115b18f	replace binance.depthFrame with the extracted depth.Buffer	2021-12-25 02:14:49 +08:00
c9s	b217a0dec8	depth: implement depth.Buffer	2021-12-25 02:14:49 +08:00
austin362667	ba972e4058	binance: add futures related conversion ... binance: remove comments	2021-12-24 01:38:10 +08:00
Yo-An Lin	d1c5e93e4f	Merge pull request #385 from austin362667/refactor/futures-account ... types: add global structs for futures	2021-12-24 00:33:27 +08:00
c9s	49e516b80e	backtest: allocate public exchange (with empty key secret) for backtesting	2021-12-24 00:24:19 +08:00
c9s	c4838f5631	binance: fix depth event conversion	2021-12-23 23:55:13 +08:00
c9s	fdc5d6a54e	binance: use types.PriceVolumeSlice for depth entry	2021-12-23 23:55:02 +08:00
c9s	dae104cf9f	binance: optimize depth parsing	2021-12-23 23:54:43 +08:00
c9s	2adce6dd00	binance: return the pre-allocated err object when parsing	2021-12-23 23:54:26 +08:00
c9s	d01b9968a6	okex: format comment	2021-12-23 23:40:49 +08:00
c9s	40c4dcf2a0	okex: remove event logging	2021-12-23 23:40:10 +08:00
c9s	a3e3e1d177	bbgo: do not sync trades when running backtest	2021-12-23 23:20:35 +08:00
austin362667	df62683313	types: remove exchange specific fields	2021-12-23 23:16:20 +08:00
austin362667	6c1642eed6	types: add PositionRisk	2021-12-23 23:14:38 +08:00
austin362667	cc13ae2aab	types: add FuturesUserAsset	2021-12-23 23:14:38 +08:00
austin362667	c507722745	types: add FuturesAccountInfo	2021-12-23 23:14:38 +08:00
c9s	f5bbe29ac6	cmd: fix debug flag loading and add debug log to cache function	2021-12-23 23:02:07 +08:00
c9s	168e6306e7	binance: remove verbose log	2021-12-23 22:29:14 +08:00
c9s	ed6f400161	implement UnixMilli in the util package	2021-12-23 22:20:47 +08:00
c9s	d433c7f5b1	kucoin: replace UnixMilli	2021-12-23 21:09:40 +08:00
c9s	e76dd1cbc4	kucoin: fix kline parsing and subscription	2021-12-23 17:49:18 +08:00
c9s	e2415857b0	cmd: graceful close the connection	2021-12-23 17:49:18 +08:00
c9s	562c287a4e	all: move publicOnly to StandardStream	2021-12-23 17:49:18 +08:00
c9s	fd8b97b2ad	cmd: use log category	2021-12-23 17:49:18 +08:00
c9s	8e834ce8fe	kucoin: convert websocket trade and order	2021-12-23 17:49:18 +08:00
c9s	cfd68fdd1d	all: change trade id to uint64	2021-12-23 17:49:18 +08:00
c9s	74b09551b5	kucoin: record kucoin json as files	2021-12-23 17:49:18 +08:00
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
なるみ	b144d8e107	feature: add volume weighted moving average indicator	2021-12-17 14:36:39 +08:00
TonyQ	3e45035ab1	database: sqlite3 issue fix ... database: upgrade gosqllite3 version for increasing variable amount limit types: update kline starttime/endtime field to prevent sqlite3 time parsing issue. fix #215	2021-12-15 14:34:31 +08:00
TonyQ	c0b9cc0f0b	exchange: make ftx kline event more reliable	2021-12-15 11:23:07 +08:00
Yo-An Lin	05323f211f	Merge pull request #368 from tony1223/feature/355-update-sync ... backtest : auto sync	2021-12-15 01:39:19 +08:00
TonyQ	16933555b8	backtest : auto sync missing range	2021-12-15 01:26:05 +08:00
austin362667	ccd607ba28	binance: remove unsupported comments	2021-12-15 01:01:05 +08:00
austin362667	7f96fa8dde	binance: add multierr	2021-12-15 01:01:05 +08:00
austin362667	bb592663ab	binance: removed unsupport isolated futures trade	2021-12-15 01:01:05 +08:00
austin362667	a0130affe4	binance: add query orders & trades	2021-12-15 01:01:05 +08:00
TonyQ	20b03fe4a5	exchange: fix ftx for wrong last kline issue	2021-12-15 00:07:54 +08:00
austin362667	839bb6d0e8	binance: remove comments cuz not support isolated futures	2021-12-14 20:41:55 +08:00
Yo-An Lin	6c6eb252cc	Merge pull request #363 from tony1223/feature/355-ftx-backtest	2021-12-14 16:09:16 +08:00
TonyQ	8eb3eede82	fix backtest (with review)	2021-12-14 16:02:54 +08:00
Yo-An Lin	d531e041dd	Merge pull request #357 from narumiruna/rebalance ... feature: add portfolio rebalancing strategy	2021-12-14 12:01:07 +08:00
TonyQ	51e23b6a0c	Merge branch 'main' of github.com:c9s/bbgo into feature/302-record-assets-review	2021-12-14 10:39:51 +08:00
TonyQ	4eb5a099ae	account: add nav_history_details and account_service for #302	2021-12-14 08:09:18 +08:00
なるみ	f320d78f2f	Refactor	2021-12-14 02:18:08 +08:00
austin362667	d3526b2c71	binance: add SubmitFuturesOrder and related conversions	2021-12-13 23:19:14 +08:00
austin362667	36c6d39612	bbgo: add session Futures & types: add FuturesExchange	2021-12-13 23:16:58 +08:00
c9s	74811abb36	okex: rewrite okex api request with requestgen	2021-12-13 14:55:44 +08:00
c9s	e2937acb28	apply requestgen for CancelOrderRequest and CancelAllOrderRequest	2021-12-13 14:55:44 +08:00
なるみ	f494a0f514	Initial commit of rebalance strategy	2021-12-13 05:19:44 +08:00
Yo-An Lin	d847d223e3	Merge pull request #356 from c9s/feature/kucoin ... refactor: apply requestgen	2021-12-13 02:14:05 +08:00
Yo-An Lin	a3215d6f31	Merge pull request #354 from austin362667/order-trade ... binance: parse OrderTrade event stream & add futures client connection	2021-12-13 02:12:19 +08:00
c9s	34c2b342ba	apply requestgen for CancelOrderRequest and CancelAllOrderRequest	2021-12-13 02:08:18 +08:00
c9s	c28833fba0	kucoinapi: use requestgen for list orders request	2021-12-13 01:53:00 +08:00
c9s	97b63f45d5	kucoin: rename receiver to r	2021-12-13 01:14:52 +08:00
c9s	22972953d0	use requestgen to generate the accessor methods	2021-12-13 01:11:15 +08:00
austin362667	04919e0fa4	binance: add futures exchange stream connection	2021-12-12 15:40:03 +08:00
austin362667	8ca60cec10	binance: add user stream event parser & toGlobalType converter	2021-12-12 15:39:06 +08:00
TonyQ	6915a0e573	ftx: update kline event handling for #318	2021-12-12 14:29:48 +08:00
austin362667	a21f3b11ba	types: add PositionMap in std Stream & callbacks	2021-12-12 05:24:39 +08:00
Yo-An Lin	2e7b69320b	Merge pull request #349 from c9s/feature/kucoin ... feature: integrate kucoin api	2021-12-11 23:17:07 +08:00
c9s	de80a14715	kucoin: add cancel order command	2021-12-11 20:07:32 +08:00
c9s	95ecaa7a66	rename orderResponse to apiResponse	2021-12-11 20:02:35 +08:00
c9s	8a00509987	kucoin: check data pointer and return error	2021-12-11 19:44:07 +08:00
c9s	0c854a8a85	kucoin: add place order and list orders command	2021-12-11 19:40:53 +08:00
austin362667	1703fff8b2	types: refactor Position and related files	2021-12-11 19:16:16 +08:00
c9s	a9bc02ef3d	kucoin: implement order placement and cancel api	2021-12-11 18:33:30 +08:00
c9s	4d57967664	kucoin: add orderbook api	2021-12-11 18:33:30 +08:00
c9s	18653aca7e	kucoin: implement all ticker and get ticker api	2021-12-11 18:33:30 +08:00
c9s	50b79cb742	implement ListSymbols api	2021-12-11 18:33:30 +08:00
c9s	be7e9f551a	add GetAccount api	2021-12-11 18:33:30 +08:00
c9s	c8ba3f7c1b	kucoin: add query accounts api	2021-12-11 18:33:30 +08:00
c9s	cd69994647	kucoin: implement api client	2021-12-11 18:33:30 +08:00
Yo-An Lin	0c7bbba675	Merge pull request #346 from tony1223/bug/343-fee_currency_length	2021-12-11 10:57:17 +08:00
Yo-An Lin	3952acaf55	Merge pull request #342 from tony1223/bug/341-windows-issue	2021-12-11 10:47:41 +08:00
TonyQ	25d4b9a0b3	order: add is_futures field for #344	2021-12-11 10:45:21 +08:00
TonyQ	c38564dcc7	compile and update migration package	2021-12-11 10:40:11 +08:00
TonyQ	e5450492bb	telegram: find USERNAME when USER env not found for windows.	2021-12-11 10:30:57 +08:00
Yo-An Lin	9f14d00f3c	Merge pull request #340 from tony1223/feature/336-kline-table ... backtest: add ftx kline table	2021-12-11 02:30:06 +08:00
Yo-An Lin	edcb8a3327	Merge pull request #339 from tony1223/bug/338-refine_client_order_id ... orders: update client_order_id (client_id) column length	2021-12-11 02:29:31 +08:00
TonyQ Wang	776f82fcd5	Merge branch 'main' into feature/336-kline-table	2021-12-11 02:26:01 +08:00
TonyQ	8bb702223a	orders: update client_order_id (client_id) column length for ... #338	2021-12-11 02:23:39 +08:00
TonyQ	0fcc5e5edc	compile and update migration package	2021-12-11 02:19:53 +08:00
Yo-An Lin	0cf72de21d	Merge pull request #335 from tony1223/bug/334-ftx-ratelimit ... ftx : fix #334 rate limit	2021-12-10 23:24:42 +08:00
TonyQ	5259bba5fe	ftx : fix #334 rate limit	2021-12-10 23:08:26 +08:00
c9s	4665ae0e31	remove unused error return value	2021-12-10 15:03:43 +08:00
c9s	fe9b604d79	update ftx market mapping	2021-12-09 15:57:44 +08:00
c9s	06262f0172	check sync from time with start time instead of end time	2021-12-09 15:57:12 +08:00
c9s	61817e1e83	add startPrice and lastPrice in the backtest report ... closes #321	2021-12-09 11:58:19 +08:00
c9s	ca85aa69e6	pull out global premium index type and funding rate type	2021-12-09 00:10:18 +08:00
c9s	71e043e4b2	move convertPremiumIndex to convert.go	2021-12-09 00:08:25 +08:00
c9s	fbae368e6c	make getLaunchDate as a simple function	2021-12-09 00:06:46 +08:00
c9s	078c79d73f	binance: refactor QueryMarkets	2021-12-09 00:05:36 +08:00
c9s	48612e2b13	reformat import lines and add fixme note	2021-12-09 00:01:33 +08:00
c9s	a0f46bf9b8	improve error checking, avoid using panic inside the constructor	2021-12-08 23:30:58 +08:00
c9s	2223ef088c	add ftx, okex to the public exchange factory for backtest	2021-12-08 23:27:01 +08:00
c9s	7b290afc2a	compile and update migration package	2021-12-08 19:57:55 +08:00
c9s	9413e0017d	bump version to v1.20.0	2021-12-08 19:57:55 +08:00
Yo-An Lin	cf0cdf5b83	Merge pull request #320 from c9s/minor/integrate-binance-future-types ... feature: integrate binance future types	2021-12-08 19:55:31 +08:00
c9s	874c7b39fa	service: add is_futures fields to trade service	2021-12-08 19:38:16 +08:00
c9s	9b56e9e32b	service: add is_futures fields to order service	2021-12-08 19:38:10 +08:00
c9s	5aa027f883	types: add is_futures field to the global trade	2021-12-08 19:37:27 +08:00
c9s	20e61d5b5c	types: extend order fields for futures	2021-12-08 19:36:57 +08:00
TonyQ	3dff1acd79	finetune ftx for #318	2021-12-08 19:36:37 +08:00
c9s	b71d0f5b6e	bump version to v1.19.4	2021-12-08 17:27:08 +08:00
c9s	d52edce40b	fix markets info cache	2021-12-08 17:26:43 +08:00
c9s	08a264d4eb	add futures exchange check in the markets cache	2021-12-07 21:29:40 +08:00
c9s	245905a25a	remove unnecessary parent node assignment	2021-12-07 21:23:43 +08:00
c9s	f716dd12c0	re-arrange rb node fields for alignment	2021-12-07 21:22:11 +08:00
c9s	fb2204a86d	share one neel object for all rbtree	2021-12-07 21:21:30 +08:00
c9s	aa21ea874a	make rbtree properties in lower case	2021-12-07 21:16:40 +08:00
Yo-An Lin	3fb6d204aa	Fix pointer check	2021-12-07 18:52:24 +08:00
c9s	da8b15d817	bump version to v1.19.3	2021-12-07 16:16:25 +08:00
c9s	5c23dfb14f	bump version to v1.19.3	2021-12-07 16:16:02 +08:00
c9s	a6604174d9	bump version to v1.19.3	2021-12-07 16:15:12 +08:00
c9s	f61f89da65	bump version to v1.19.3	2021-12-07 16:15:00 +08:00
c9s	85b5c760ea	bump version to v1.19.3	2021-12-07 16:14:32 +08:00
c9s	ecd67cf23e	bump version to v1.19.3	2021-12-07 16:14:23 +08:00
c9s	70017101bb	bump version to v1.19.3	2021-12-07 16:12:41 +08:00
c9s	1ff02b08ce	add release note	2021-12-07 16:12:35 +08:00
c9s	ccd9d8c466	improve makefile for version target	2021-12-07 16:10:49 +08:00
c9s	522d1bd8bf	bump version to 1.19.3	2021-12-07 16:03:32 +08:00
c9s	1de4e5ee4c	grid: fix parameter checking for fixed amount	2021-12-07 15:37:37 +08:00
c9s	5ef1ee927b	improve the error message	2021-12-07 15:23:09 +08:00
c9s	f1e3cc6049	add strict start time, sync time checking for preventing back-test failure ... related to #311	2021-12-07 15:21:37 +08:00
c9s	132fe893e1	use stderr for verbose log	2021-12-07 14:45:20 +08:00
c9s	ca3f438288	show symbol name in the error message	2021-12-07 14:35:00 +08:00
c9s	ac08e9d3c2	bump version to v1.19.2	2021-12-06 18:34:27 +08:00
c9s	af837ea237	do not omit empty for field feeInUSD	2021-12-06 13:36:38 +08:00
c9s	5d6bd5a964	not to omit empty all fields	2021-12-06 13:34:39 +08:00
c9s	634ce6180b	avoid using panic when order cancel failed	2021-12-06 13:32:08 +08:00
c9s	744af85a94	bump version to v1.19.1	2021-12-06 13:32:08 +08:00
c9s	93761ba5d9	bump version to v1.19.0	2021-12-06 01:51:34 +08:00
c9s	aeeecba8dc	support different time format for backtesting	2021-12-06 01:50:50 +08:00
c9s	0472b7f21e	avoid recording trades in backtest by default ... introducing a RecordTrades option	2021-12-06 01:42:53 +08:00
c9s	85bb9f214e	grid: disable trade marking	2021-12-06 01:34:08 +08:00
c9s	5929385a2e	bump version to v1.18.5	2021-12-06 01:08:04 +08:00
c9s	474be4e815	support json output for backtesting	2021-12-06 01:05:33 +08:00
c9s	1e151a170a	add JSON method to the pnl report	2021-12-06 00:47:41 +08:00
c9s	0c6055a201	add json tag for AverageCostPnlReport	2021-12-06 00:46:50 +08:00
c9s	3615477d8f	backtest: allocate matching books from the exchange constructor ... also adds the mutex for trades and closed orders	2021-12-06 00:38:36 +08:00
c9s	3d536efec8	types: extend FuturesSettings fields for isolated margin	2021-12-05 16:47:01 +08:00
c9s	c8ba2e59e3	types: reformat account usd cal expression	2021-12-05 16:28:30 +08:00
c9s	91f26cc501	types: add account types for futures	2021-12-05 16:28:19 +08:00
c9s	0431014867	bump version to v1.18.4	2021-12-05 12:25:06 +08:00
c9s	b301ea549a	adjust default rate to DefaultFeeRate 0.075%	2021-12-05 12:24:51 +08:00
c9s	f692ef2c31	realign account fields	2021-12-05 12:23:27 +08:00
c9s	44d7055809	fix backtest fee rate calculation	2021-12-05 12:10:45 +08:00
c9s	4d7fe7f37d	call matchingBooksMutex when assigning matching book	2021-12-05 12:06:36 +08:00
c9s	dac1967e2f	bump version to v1.18.3	2021-12-05 12:03:53 +08:00
c9s	298e981de0	bump version to v1.18.2	2021-12-05 12:01:37 +08:00
c9s	df683bdf56	use position to calculate the pnl	2021-12-05 02:17:15 +08:00
Yo-An Lin	9d38dc2c87	Merge pull request #297 from tony1223/bug/261-default-notification ... fix #261 provide default config for notification setting	2021-12-05 01:17:04 +08:00
c9s	35da3ba3a0	check env vars for query related tests	2021-12-05 01:11:47 +08:00
c9s	062f9243c6	max: fix query ticker tests	2021-12-05 01:08:50 +08:00
c9s	715363298f	fix query ticker tests	2021-12-05 00:58:01 +08:00
Yo-An Lin	19548a9449	Merge pull request #296 from tony1223/feature/294-force-backtest ... add force parameter for backtest	2021-12-05 00:25:23 +08:00
TonyQ	bd325f02a5	add force parameter for backtest	2021-12-04 16:18:51 +00:00
c9s	52218c513f	compile and update migration package	2021-12-04 23:03:35 +08:00
TonyQ	a1b6be3bda	compile and update migration package	2021-12-04 03:06:04 +00:00
TonyQ	30c14a6828	fix #261 provide default config for notification setting	2021-12-04 02:37:21 +00:00
TonyQ	056afb577c	fix generateGridSellOrders with ProfitSpread for begining	2021-11-30 11:55:00 +08:00
c9s	5ed337926d	add mutex lock protection for backtesting ... solving issue #282	2021-11-30 10:40:28 +08:00
c9s	9a589bf71c	show broadcast enabled	2021-11-25 18:49:29 +08:00
c9s	032b62e4e1	broadcast should also send message to owner	2021-11-25 16:22:20 +08:00
c9s	fc81f7b6cb	add Command function	2021-11-25 11:54:09 +08:00
c9s	6326d52c1b	add /start command	2021-11-25 11:52:14 +08:00
c9s	8acc2cd87f	fix chat nil pointer issue	2021-11-25 11:50:14 +08:00
c9s	4bde40f2db	override binance default http client timeout instead of zero timeout	2021-11-23 10:54:43 +08:00
c9s	513a799ced	fix ewma calculation	2021-11-22 02:14:44 +08:00
c9s	20f0e8dbd5	preallocate kline window with capacity	2021-11-22 01:17:08 +08:00
c9s	540722e430	adjust ewma truncate size	2021-11-22 01:17:08 +08:00
Austin	c5d1a70a61	add Continuous Contract Kline/Candlestick Streams	2021-11-16 14:26:27 +08:00
Austin	a36739f119	add MarkPriceUpdateEvent	2021-11-16 01:24:36 +08:00
c9s	aceca1b49f	adjust listen key keep alive to 30 min	2021-11-07 23:40:13 +08:00
c9s	7a3963b34e	techsignal: if it's already high funding rate, do not show change	2021-11-06 15:23:52 +08:00
c9s	a2c2646a16	binance: adjust rate limiter bucket	2021-11-05 01:25:16 +08:00
c9s	82d859a43d	binance: fix binance order rate limiter	2021-11-05 01:21:58 +08:00
c9s	0c8addc58b	grid: refactor trade callback for s.TradeService.Mark	2021-11-05 01:05:43 +08:00
c9s	6851d8d254	grid: add field guards	2021-11-05 01:04:13 +08:00
c9s	7db7596abe	grid: refactor trade handler with trade collector	2021-11-05 00:30:04 +08:00
c9s	7787edffa0	refactor grid strategy state loading/saving	2021-11-05 00:22:44 +08:00
c9s	bfaec8fdd8	increase min amount if it's not greater than min notional	2021-11-04 23:22:01 +08:00
c9s	13577fc2b4	improve SubmitOrder formating	2021-11-04 23:21:01 +08:00
c9s	6002a958d2	grid: fix format error	2021-11-04 13:08:38 +08:00
c9s	1a861c98a1	binance: add order rate limiter for binance	2021-11-04 12:50:32 +08:00
c9s	7eb91cc7cc	adjust grid quantity if it does not match min notional and min quantity	2021-11-04 12:50:32 +08:00
c9s	ed1d0ea27e	add xnav strategy	2021-10-29 10:40:14 +08:00
Yo-An Lin	b8e5942f1c	Merge pull request #274 from kkc/fix_emwa_indicator_in_backtest_mode	2021-10-20 18:03:51 +08:00
c9s	6cb593cd90	techsignal: use realtime funding rate	2021-10-20 14:01:19 +08:00
Kakashi Liu	8938478d93	Truncate emwa slice to be the same size as given kLines	2021-10-19 21:38:12 +08:00
c9s	16fca0150d	implement futures PremiumIndex support	2021-10-19 15:54:16 +08:00
c9s	1e6692ec8d	rename funding rate query method name	2021-10-19 15:29:55 +08:00
c9s	af602df302	techsignal: add math.Round for quote volumes	2021-10-18 20:06:23 +08:00
c9s	3a68d9dae4	techsignal: fix arg cast	2021-10-18 19:40:51 +08:00
c9s	d763a3c415	bbgo: add debug ewma and sma	2021-10-18 17:26:03 +08:00
c9s	30b82390b7	bbgo: add EMA and SMA debug var	2021-10-18 15:23:22 +08:00
c9s	721d63bee0	techsignal: add skip log	2021-10-18 11:10:54 +08:00
c9s	ebc61de946	techsignal: fix ma subscription	2021-10-18 09:00:56 +08:00
c9s	c36bbd6c35	bbgo: show pnl in the slack fields	2021-10-18 08:45:27 +08:00
c9s	d446dbbed7	bollpp: send profit stat notification	2021-10-18 01:16:46 +08:00
c9s	d6b707c832	bollpp: fix order quantity	2021-10-18 00:56:22 +08:00
c9s	0bd32094ee	bollpp: improve bolling ping pong maker	2021-10-18 00:42:01 +08:00
c9s	e3431ef970	binance: fix binance order type for limit maker	2021-10-18 00:41:41 +08:00
c9s	759b6a812b	techsignal: fix funding rate diff	2021-10-17 22:26:04 +08:00
c9s	a3f68d7b72	xmaker: use bbgo.NewPositionFromMarket	2021-10-17 22:24:57 +08:00
c9s	450b7bb61e	bollpp: improve boll ping pong strategy with profit stats	2021-10-17 22:23:34 +08:00
c9s	15cfd735a0	bbgo: add doc comment for ExchangeSessionSubscriber	2021-10-17 22:23:21 +08:00
c9s	39b7a956e0	Add market field to position	2021-10-17 22:23:09 +08:00
c9s	30c7c34826	bbgo: fix kline backward query for backtest	2021-10-16 13:49:00 +08:00
c9s	4bcea5a388	bbgo: add AllFilled method on OrderStore	2021-10-16 13:39:18 +08:00
c9s	2b17124d06	telegramnotifier: support broadcast flag	2021-10-15 18:01:11 +08:00
c9s	77e7f814d9	support: refactor PercentageTargetStop logics	2021-10-15 16:10:57 +08:00
c9s	f5f96b585a	apply broadcast option from config file	2021-10-15 16:10:39 +08:00
c9s	6c46c2cad1	telegramnotifier: add broadcast option	2021-10-15 16:10:25 +08:00
c9s	2b0793ee49	bbgo: add telegram config	2021-10-15 16:10:09 +08:00
c9s	a2c29f4519	support: remove legacy resistance code	2021-10-15 12:38:16 +08:00
c9s	d704e19f04	move signedPercentage method to fixedpoint	2021-10-15 12:22:53 +08:00
c9s	01f6d70d28	telegramnotifier: add broadcast function and subscribe command	2021-10-15 12:14:15 +08:00
c9s	a1779b6823	telegramnotifier: add warning	2021-10-15 12:03:15 +08:00
c9s	08c300fbad	add warning if owner's chat is not configured	2021-10-15 11:56:17 +08:00
c9s	0fe11438bd	telegramnotifier: rename Chat to OwnerChat	2021-10-15 11:55:05 +08:00
c9s	93e297dd7e	adjust qutoe currency formatter symbol for fiat currency	2021-10-15 11:53:01 +08:00
c9s	952bdf8218	move currency formatter to market struct	2021-10-15 11:50:37 +08:00
c9s	790b3357d7	techsignal: adjust funding rate notification	2021-10-15 11:13:00 +08:00
c9s	4523135012	techsignal: add funding rate checker	2021-10-14 23:01:10 +08:00
c9s	e7fe443cbe	show kline in the notification	2021-10-14 14:32:49 +08:00
c9s	fbbefe2878	techsignal: show interval in the message	2021-10-14 14:30:45 +08:00
c9s	a6848a6af4	add strategy/techsignal	2021-10-14 14:24:08 +08:00
c9s	c84ba12735	implement PlainText interface for kline	2021-10-14 14:22:24 +08:00
c9s	3581c1768c	fix SMA indicator value length check	2021-10-14 14:22:07 +08:00
c9s	47e4847034	fix kline query endtime	2021-10-14 14:21:38 +08:00
c9s	4c2897a86d	use Float64 indicator from the types package	2021-10-14 13:15:08 +08:00
c9s	4c061439d3	rename buyandhold to pricedrop	2021-10-14 13:10:00 +08:00
c9s	768a88247b	rename bpp to bollpp (bollinger pingpong)	2021-10-14 12:52:54 +08:00
c9s	6e7f12ca9f	rename trailingstop to emastop	2021-10-14 12:04:56 +08:00
c9s	b3661f5d32	bbgo: improve profit stat PlainText format	2021-10-14 10:16:11 +08:00
c9s	7d416c3467	bbgo: fix profit json tag	2021-10-14 10:14:11 +08:00
c9s	7874471828	bbgo: improve pnlEmojiMargin function	2021-10-14 10:13:21 +08:00
c9s	c8554f09a0	bbgo: refactor the pnl functions	2021-10-14 10:07:27 +08:00
c9s	2116efc42e	bbgo: fix profit title	2021-10-14 08:59:45 +08:00
c9s	49a78c0c88	bbgo: fix profit stat title	2021-10-14 08:58:19 +08:00
c9s	c12ff57e57	bbgo: improve profit stats plaintext format	2021-10-14 08:55:55 +08:00
c9s	e2f58d0466	xmaker: use report ticker to report profit stats	2021-10-14 08:53:44 +08:00
c9s	77f11f4515	bbgo: add ticker for collecting trades	2021-10-14 07:56:40 +08:00
c9s	b154e3baea	bbgo: add pnl emoji with margin	2021-10-14 07:48:32 +08:00
c9s	7e8897f1d0	bbgo: fix profit field check condition	2021-10-14 07:33:34 +08:00
c9s	5c3f305060	bbgo: implement SlackAttachment interface for profitstats	2021-10-14 01:27:58 +08:00
c9s	d3fa0a964b	bbgo: add slack attachment support for profit	2021-10-14 01:27:50 +08:00
c9s	a4a9ef015e	slacknotifier: fallback to PlainText if it's not supported	2021-10-14 01:27:46 +08:00
c9s	c55cc4323e	notifier: making slackAttachmentCreator as private interface	2021-10-14 01:27:42 +08:00
c9s	e4281b1a02	xmaker: update notification message with strategy ID	2021-10-14 01:27:37 +08:00
c9s	bbc1775ec5	xmaker: update symbol, base, quote currency to profit stats	2021-10-14 01:26:40 +08:00
c9s	b6b2e33cc0	extend profit stats fields for quote,base currency and symbol	2021-10-14 01:26:36 +08:00
c9s	8374c98609	xmaker: fix time type casting	2021-10-14 01:26:31 +08:00
c9s	5039a43413	bbgo: move pnl formating to the bbgo package	2021-10-14 01:26:11 +08:00
c9s	e1e6d1de12	bbgo: add net profit margin field to profit stats	2021-10-14 01:26:04 +08:00
c9s	db7a681290	types: merge field decls	2021-10-14 01:25:18 +08:00
c9s	44a0b10240	bbgo: load last price from 1m interval kline only	2021-10-14 00:37:40 +08:00
c9s	764a8be46a	adjust grid backtest parameters	2021-10-13 10:43:56 +08:00
c9s	37ac907c0f	profitstats: add accumulated volume	2021-10-12 11:24:28 +08:00
c9s	d9dc7e31df	extend more fields	2021-10-12 11:24:24 +08:00
c9s	45645d0a3d	use the profit struct to pass profit info	2021-10-08 19:16:40 +08:00
c9s	fac14a8c7f	profitstats: add netProfit field	2021-10-08 15:09:55 +08:00
c9s	aadb1ed389	remove MakerExchange from the core profit stats field	2021-10-08 15:00:53 +08:00
c9s	d058125f78	bbgo: refactor profit stats	2021-10-08 14:57:44 +08:00
c9s	9e1d28f3b3	do not remove order if it's partially filled	2021-10-08 14:17:47 +08:00
c9s	9e93cd66de	strategy: update trade collector api	2021-10-08 13:24:14 +08:00
c9s	ded740107f	bbgo: refactor TradeCollector bind stream for background and foreground	2021-10-08 13:24:07 +08:00
c9s	8f74c106d6	support: merge stash	2021-10-08 13:14:21 +08:00
c9s	184f93ce79	support: fix interval check	2021-10-08 13:13:49 +08:00
c9s	01de2c5f66	support: fix long term ema kline subscription	2021-10-08 13:13:49 +08:00
c9s	f97eb8914a	support: add resistance check	2021-10-08 13:13:49 +08:00
c9s	1091010f64	support: move property configuration to the top	2021-10-08 13:13:49 +08:00
c9s	3539047a39	support: show ema price	2021-10-08 13:13:49 +08:00
c9s	8ada9eef02	bbgo: optimize AdjustQuantityByMaxAmount, early return	2021-10-08 12:09:05 +08:00
c9s	31358a69d1	types: calculate boolean logics outside of critical section	2021-10-08 12:08:57 +08:00
c9s	dab45cf3ba	types: add balance map copy method	2021-10-08 12:08:33 +08:00
c9s	6917b98a74	schedule: show closed price	2021-10-08 11:59:23 +08:00
c9s	f0503b99a1	schedule: add interval check	2021-10-08 11:58:50 +08:00
c9s	7016d24fad	import types.FuturesSettings into binance exchange	2021-10-07 21:29:52 +08:00
c9s	454564506f	add futures exchange interface and futures settings struct	2021-10-07 21:29:14 +08:00
c9s	193961c4e0	add bpp strategy	2021-10-07 16:39:20 +08:00
c9s	60e4442f85	add document for the backtest engine	2021-10-05 22:06:36 +08:00
c9s	7fb4d2f78d	return positionChanged for Process method	2021-10-05 21:44:39 +08:00
c9s	5dd2f568fe	add doc comment for trade collector	2021-10-05 21:39:10 +08:00
c9s	45c875fe7c	bbgo: improve trade collect process	2021-10-05 21:30:06 +08:00
Jui-Nan Lin	feca628319	fix(ftx): array length should > 0	2021-09-03 15:38:02 +08:00
c9s	1bc36b17ff	xbalance: add verbose flag	2021-09-03 14:25:26 +08:00
c9s	b6fff482a4	binance: fix withdrawal time parsing	2021-09-03 14:21:59 +08:00
c9s	35ec9ae7b6	binance: fix binance withdrawal api	2021-09-02 00:27:57 +08:00
c9s	f177860450	binance: fix withdrawal service	2021-09-02 00:21:56 +08:00
c9s	99f97df43b	etf: use break instead of return	2021-08-26 11:58:25 +08:00
c9s	8d01c97240	fix cyclic import issue	2021-08-26 11:46:02 +08:00
c9s	1f94ae1c19	bbgo: move moving average settings struct into bbgo	2021-08-26 11:32:39 +08:00
c9s	e8f0cbcff8	cmd: register etf strategy	2021-08-26 11:31:52 +08:00
c9s	2c378d6047	add etf strategy	2021-08-26 11:31:36 +08:00
c9s	0dd7438fd7	schedule: show scheduled order price	2021-08-26 10:29:27 +08:00
c9s	684bfcea19	xbalance: capitalize message	2021-08-19 16:35:16 +08:00
c9s	66b7e1fc3f	schedule: fix schedule subscription	2021-08-19 16:35:05 +08:00
c9s	cf29cfadd0	xbalance: show balance error message	2021-08-17 12:18:29 +08:00
c9s	fc860cd9a9	bbgo: add json tags to interval window	2021-08-17 11:37:27 +08:00
c9s	47258b31c6	xbalance: fix message	2021-08-17 11:36:51 +08:00
c9s	5a0ae6773c	xbalance: configure middle value automatically from total value	2021-08-16 12:52:12 +08:00
c9s	732281b55d	bump version	2021-08-16 12:20:04 +08:00
c9s	490eb15748	schedule: fix order notification	2021-08-16 12:11:15 +08:00
zebra	2e1400d594	add transfer function	2021-08-07 15:30:51 +08:00
sincoew	4f2b1d975a	fix type change on max api	2021-07-15 17:51:14 +08:00
c9s	5cf134a756	cmd: add account cmd --total option	2021-07-06 12:19:59 +08:00
c9s	5e2b8af4dc	xmaker: fix reset today	2021-07-06 12:19:59 +08:00
c9s	1d316ed89c	xmaker: call reset today if the date exceeded	2021-07-06 12:19:59 +08:00
c9s	3ab4a570fb	bbgo: limit max kline slice	2021-06-28 14:33:32 +08:00
c9s	01bdef502b	indicator: rename consts for max ma values	2021-06-28 14:33:27 +08:00
c9s	4ccbb82237	indicator: truncate values if length exceeded	2021-06-28 14:33:23 +08:00
c9s	a8048703b3	max: fix order delete refurl	2021-06-27 11:33:00 +08:00
c9s	3fdcf466bf	max: set reqcount for nonce by default 1	2021-06-27 11:32:54 +08:00
c9s	3165d10986	support: use trade collector	2021-06-26 20:26:47 +08:00
c9s	aab0c377d7	xmaker: reformat code	2021-06-26 20:26:47 +08:00
c9s	b58b48d668	xmaker: refactor profit stats	2021-06-26 20:26:47 +08:00
c9s	cef28fa651	xbalance: use time util function from the util package	2021-06-26 20:26:47 +08:00
c9s	c6d66ebb46	util: add BeginningOfTheDay function	2021-06-26 20:26:47 +08:00
c9s	06a1f018c2	bbgo: push to the buffer first	2021-06-26 20:26:47 +08:00
c9s	7d853a9c74	bbgo: add emit position update	2021-06-26 20:26:47 +08:00
c9s	ecd2d9ea68	bbgo: improve trade collector callbacks	2021-06-26 20:26:47 +08:00
c9s	db4fbbc30c	bbgo: add trade collector	2021-06-26 20:26:47 +08:00
c9s	65629a77f4	bbgo: add two new position constructor	2021-06-26 20:26:47 +08:00
c9s	5621effd6b	add resistance	2021-06-21 19:03:50 +08:00
c9s	4bc0612265	support: add minBaseAssetBalance	2021-06-17 19:28:11 +08:00
c9s	f9fa6e96c3	support: refactor kline handler	2021-06-16 20:33:52 +08:00
c9s	811319fa25	support: fix sensitivity calculation	2021-06-16 14:16:39 +08:00
c9s	5fecccedd6	add resistance check	2021-06-16 13:23:33 +08:00
c9s	3d12a7df59	support: add sensitivity settings	2021-06-16 13:14:10 +08:00
c9s	15ed802a54	util: add TimeProfile	2021-06-16 13:04:23 +08:00
c9s	e276ddd38a	bbgo: add shared local time zone	2021-06-16 13:04:23 +08:00
c9s	e23c459697	bbgo: move orderbook to the session level so that we can access it eaiser	2021-06-16 13:04:23 +08:00
c9s	2614b25de3	types: move fiat currency list to types	2021-06-16 13:04:23 +08:00
c9s	fd2928fc82	types: add maker/taker fee rate fields to the account struct	2021-06-16 13:04:23 +08:00
c9s	657e1dc9bf	maxapi: pre-parse relative url and cache them	2021-06-16 13:04:05 +08:00
c9s	cbd0180939	maxapi: remove extra user agent header	2021-06-16 13:04:05 +08:00
c9s	16e5e08d58	maxapi: fix dump request error check	2021-06-16 13:04:05 +08:00
c9s	48c84824cf	maxapi: volume, side, market is always required for creating orders	2021-06-16 13:04:05 +08:00
c9s	2da633c221	maxapi: add HTTP_TRANSPORT_IDLE_CONN_TIMEOUT env var for override	2021-06-16 13:04:05 +08:00
c9s	7c5b676366	maxapi: create an isolated http transport rather than the default one	2021-06-16 13:04:05 +08:00
c9s	684232041c	maxapi: load http transport settings from env vars	2021-06-16 13:04:05 +08:00
c9s	b31b830b2b	max: add request dump for debugging request	2021-06-16 13:03:45 +08:00
c9s	8c3992d514	max: no need to check order volume separately	2021-06-16 13:02:21 +08:00
c9s	fdf1ee9258	max: use precision -1 to trim zeros	2021-06-16 13:02:21 +08:00
c9s	a8eda62a8d	max: set debug vars from env vars	2021-06-16 13:02:21 +08:00
c9s	990da5ad3b	xbalance: add foreign fee for withdrawal	2021-06-09 01:37:33 +08:00
c9s	18f72a9118	fixedpoint: add more multiplication benchmarks	2021-06-09 01:37:29 +08:00
c9s	3d1d659c81	fixedpoint: add math/big version multiplication support	2021-06-09 01:37:24 +08:00
c9s	0df26e0570	binance: adjust listen key keep alive to 20 minutes	2021-06-09 01:37:19 +08:00
c9s	457ca79517	binance: for network error, we should retry the request	2021-06-09 01:37:14 +08:00
c9s	3c4eb5aec7	telegram: add more emojis	2021-06-09 01:37:09 +08:00
c9s	89c3df730b	telegram: add emoji for greetings	2021-06-09 01:37:04 +08:00
c9s	ac71a392c6	fixedpoint: fix fixedpoint value int64 cast	2021-06-09 01:36:32 +08:00
c9s	ecf888dfd6	util: add env var util functions	2021-06-09 01:36:16 +08:00
c9s	ec6c10a96a	binance: adjust read timeout and increase read buffer size	2021-06-09 01:36:06 +08:00
c9s	3fd170a4ff	xmaker: check book before copying	2021-06-09 01:35:56 +08:00
c9s	f5a241a1a8	xmaker: improve warn message	2021-06-09 01:35:50 +08:00
c9s	a0d8a3718a	xmaker: fix bid/ask price check	2021-06-07 02:50:11 +08:00
c9s	d5617d44aa	xmaker: pass source market and maker market for formatting	2021-06-07 02:49:54 +08:00
c9s	0a74cc7171	xmaker: add useDepthPrice option	2021-06-07 02:49:44 +08:00
c9s	2486d04332	rbt: fix copyNode	2021-06-07 02:44:30 +08:00
c9s	5a5cb71a5e	rbt: add more rbtorderbook test	2021-06-07 02:44:25 +08:00
c9s	062443a29c	rbt: check if returned node is neel	2021-06-07 02:44:21 +08:00
c9s	3b0ed4e3dc	rbt: add more test cases	2021-06-07 02:44:14 +08:00
c9s	9622956c71	rbt: fix rbtree search for neel	2021-06-07 02:44:09 +08:00
c9s	5d8f7b3ea6	rbt: fix preorder	2021-06-07 02:44:04 +08:00
c9s	7805dcd72e	rbt: fix pointer check of iteration	2021-06-07 02:44:00 +08:00
c9s	9bc55def44	rbt: fix deleting, copy value to the deleting node's memory	2021-06-07 02:43:54 +08:00
c9s	f34631c7ae	rbt: add pointer check	2021-06-07 02:43:50 +08:00
c9s	6d2771aca9	rbt: fix rightmost and leftmost	2021-06-07 02:43:43 +08:00
c9s	06bf0d0f2b	rbt: fix rbtree deletion	2021-06-07 02:43:39 +08:00
c9s	103b1ea560	rbt: add rbt insert test	2021-06-07 02:43:34 +08:00
c9s	7512f56b84	rbt: avoid sharing rbtree neel pointer	2021-06-07 02:43:22 +08:00
c9s	f487b53d9e	binance: fix client order id checking	2021-06-07 01:07:00 +08:00
c9s	5fd0ab4cd3	skip client order id when no client order is given	2021-06-07 01:03:21 +08:00
c9s	291fdbaf25	optimize max submit order api priority	2021-06-07 01:03:09 +08:00
c9s	f20e809940	types: add bestBidAndAsk method	2021-06-07 01:02:43 +08:00
c9s	e8205556ff	show bbgo version name	2021-06-07 00:57:47 +08:00
c9s	b60fd9e356	support: fix quantity formatting	2021-06-07 00:57:47 +08:00
c9s	b9584117d6	add QueryLastFundingRate api to binance exchange	2021-06-01 03:15:19 +08:00
c9s	b5c4fc3e4e	fix kline record insert fields	2021-06-01 01:39:23 +08:00
c9s	4bec8984c0	add klines columns	2021-06-01 01:39:23 +08:00
c9s	507ae934c0	compile and update migration package	2021-06-01 01:39:23 +08:00
c9s	f66095eff9	support: add target orders to the orders	2021-06-01 01:39:22 +08:00
c9s	e5db780be8	notify trades and update position	2021-06-01 01:39:22 +08:00
c9s	40c3a5870f	support strategy improvements: ... - add taker buy base volume ratio option - add max base asset balance config - add min quote asset balance config - record orders and trades	2021-06-01 01:39:22 +08:00
c9s	6a999b2906	kline: show taker buy base volume and taker buy quote volume	2021-06-01 01:39:22 +08:00
c9s	4da7d3b50b	fix side effect order type	2021-06-01 01:39:22 +08:00
c9s	bf73def701	binance: embed fixedpoint.Value into binance Balance struct	2021-06-01 01:39:22 +08:00
c9s	e3473572e9	types: add TakerBuyBaseAssetVolume and TakerBuyQuoteAssetVolume fields to kline	2021-06-01 01:39:22 +08:00
c9s	2925a77815	binance: use fixedpoint.Value for parsing floating number string	2021-06-01 01:39:22 +08:00
Jui-Nan Lin	7abd7225e1	fix(ftx): klines should not be empty	2021-05-31 22:56:26 +08:00
c9s	7ff4051c61	binance: fix websocket handshake	2021-05-30 18:20:14 +08:00
c9s	0b935eff4f	fix connection lock call	2021-05-30 18:14:22 +08:00
c9s	69e76485c5	xbalance: fix ticker usage	2021-05-30 18:06:31 +08:00
Yo-An Lin	406f592963	Merge pull request #258 from c9s/feature/okex ... feature: add okex exchange user data stream and public stream	2021-05-30 16:21:12 +08:00
c9s	8d12c9262f	okex: move connection context cancel calls	2021-05-30 15:54:31 +08:00
c9s	d6bd33a682	okex: remove unused code	2021-05-30 15:53:43 +08:00
c9s	d112dbb1a4	binance: check connCancel only when new context is allocated	2021-05-30 15:53:01 +08:00
c9s	f9d4068145	binance: pull out listen key from stream and reduce critical section	2021-05-30 15:51:25 +08:00
c9s	d863766e00	fix quote quantity alignment	2021-05-30 15:51:00 +08:00
c9s	c84d59734c	clear all trades before running backtests	2021-05-30 15:25:00 +08:00
c9s	3aa36b5989	refactor and fix backtest for user data stream and market data stream	2021-05-30 15:08:11 +08:00
c9s	38fd5422ab	xmaker: use uncovered position	2021-05-30 14:46:48 +08:00
c9s	1a05f6fbd4	okex: pull read timeout and adjust to 30 seconds	2021-05-30 00:32:06 +08:00
c9s	9a68cfd288	xmaker: fix trade checking	2021-05-30 00:11:35 +08:00
c9s	d962dbe542	adjust read timeout	2021-05-29 20:40:47 +08:00
c9s	70284a8c0f	xmaker: move notify trade	2021-05-29 01:41:29 +08:00
c9s	3789315214	show accumulated net profit	2021-05-29 01:38:44 +08:00
c9s	df10e175f9	xmaker: fix wording	2021-05-29 01:32:33 +08:00
c9s	e2561bde96	xmaker: add NotifyTrade option	2021-05-29 01:31:13 +08:00
c9s	65a38e56b8	slacknotifier: spawn notify worker as a go routine	2021-05-29 01:30:57 +08:00
c9s	6e0bc7c1e2	xmaker: use trade channel to buffer trades	2021-05-29 01:03:43 +08:00
c9s	33db0b5c6f	xmaker: add trade stores for trade buffering	2021-05-29 00:28:13 +08:00
c9s	426a6157af	okex: fix ping connection lock	2021-05-29 00:27:28 +08:00
c9s	64b9c78a5b	okex: fix order detail segmentation	2021-05-29 00:27:05 +08:00
c9s	2a5ef30135	add ping worker to max	2021-05-29 00:26:53 +08:00
c9s	e11553139e	binance: make convert functions private	2021-05-29 00:26:39 +08:00
c9s	8d31435ded	add trade store	2021-05-29 00:25:23 +08:00
c9s	f49490f986	fix websocket ping/pong issue	2021-05-28 23:34:21 +08:00
c9s	002b28f75a	okex: implement candlestick api and improve kline console format	2021-05-28 20:51:10 +08:00
c9s	5f18b89dfa	if publicOnly is set, we should not connect user data stream	2021-05-28 19:01:55 +08:00
c9s	f190b1e66a	fix market data stream initialization	2021-05-28 03:17:46 +08:00
c9s	d932a686a0	fix strategy market data stream usage	2021-05-28 03:15:29 +08:00
c9s	4f16f6b1f8	fix market data stream usage	2021-05-28 03:13:50 +08:00
c9s	b430128ba1	okex: fix okex order cancellation	2021-05-28 03:05:59 +08:00
c9s	29304d14ba	okex: implement submit orders and cancel order api	2021-05-28 02:45:09 +08:00
c9s	6407eab9c1	okex: convert order details into trades and orders	2021-05-28 02:21:35 +08:00
c9s	19b700dfba	okex: parse and convert account information	2021-05-28 01:14:11 +08:00
c9s	777701c0cb	add userdatastream cmd for testing private stream	2021-05-28 00:47:34 +08:00
c9s	545d0f18e3	okex: handle kline close event	2021-05-27 18:43:42 +08:00
c9s	2844b7c3a7	okex: add kline command for testing kline data	2021-05-27 18:35:34 +08:00
c9s	76048633cc	okex: support websocket candle data	2021-05-27 17:55:23 +08:00
c9s	4fdd9d5097	okex: convert interval to candle types	2021-05-27 17:40:24 +08:00
c9s	1d400e281c	okex: convert book data to book snapshot and book update	2021-05-27 16:01:15 +08:00
c9s	884e764fe7	okex: order book parsing	2021-05-27 15:48:51 +08:00
c9s	03431da00c	okex: remove private dial method	2021-05-27 15:16:01 +08:00
c9s	f4f4304df6	move Dial method to StandardStream	2021-05-27 15:14:58 +08:00
c9s	7d62a7634b	set market data stream to public	2021-05-27 15:11:44 +08:00
c9s	b7c87c7744	core: move market data subscription to market data stream	2021-05-27 15:09:18 +08:00
c9s	45f1a13870	rename Stream field to UserDataStream and add MarketDataStream	2021-05-27 14:45:06 +08:00
c9s	18045bb1e7	Move ReconnectC to the StandardStream	2021-05-27 14:42:14 +08:00
Yo-An Lin	7804415873	Merge pull request #254 from c9s/feature/okex ... feature: add okex exchange	2021-05-27 01:28:41 +08:00
Yo-An Lin	930467d9c6	Merge pull request #257 from jnlin/ftx/symbol-map ... feat(ftx): use go generate to build symbol map	2021-05-27 01:28:10 +08:00
c9s	8c50ce725c	add stream callbacks	2021-05-27 01:07:38 +08:00
c9s	2538824661	okex: implement basic stream	2021-05-27 01:07:25 +08:00
c9s	2381df5009	add okex to the exchange factory	2021-05-27 00:35:51 +08:00
c9s	29ad95a639	add okex to the valid exchange name	2021-05-27 00:29:16 +08:00
c9s	18daf54500	ftx: add LocalSymbol to test	2021-05-27 00:27:46 +08:00
c9s	5becfb99e6	okex: implement query account balance	2021-05-27 00:24:16 +08:00
c9s	859eaf3c2a	okex: add trade service function skeletons	2021-05-27 00:05:43 +08:00
c9s	c6c353b29a	okex: implement QueryTickers	2021-05-27 00:05:43 +08:00
c9s	c9aa0df054	gensymbols to generate spot symbol map	2021-05-27 00:05:43 +08:00
c9s	d8c6545d2d	okex: implement query ticker	2021-05-27 00:05:43 +08:00
c9s	3511bcf13f	okex: move go generate to the convert file	2021-05-27 00:05:43 +08:00
c9s	364e6fc990	okex: add local symbol convert function	2021-05-27 00:05:43 +08:00
c9s	016c60796d	pull out BNB currency string	2021-05-27 00:05:43 +08:00
c9s	ea78c0308b	add LocalSymbol field for exchange specific symbol	2021-05-27 00:05:43 +08:00
c9s	97b377da0a	okex: implement query markets	2021-05-27 00:05:43 +08:00
c9s	4ded82c94e	pull out types.Exchange interfaces to make it minimal	2021-05-27 00:05:43 +08:00
c9s	c8cb75cabc	add funding rate api support	2021-05-27 00:05:43 +08:00
c9s	1fb456d8ad	add Stringer interface to fixedpoint	2021-05-27 00:05:43 +08:00
c9s	2bd79bcaf0	okex: add PublicDataService NewGetInstrumentsRequest	2021-05-27 00:05:43 +08:00
c9s	365b4c3837	okex: refactor trade service and fix order details api	2021-05-27 00:05:43 +08:00
c9s	5f8108f93e	okex: add GetPendingOrderRequest	2021-05-27 00:05:43 +08:00
c9s	172239ddf6	okex: add order detail request	2021-05-27 00:05:43 +08:00
c9s	7e97163207	okex: implement batch place and batch cancel orders	2021-05-27 00:05:43 +08:00
c9s	1acbaefcd9	okex: implement place order and cancel order requests	2021-05-27 00:05:43 +08:00
c9s	b1aadb4bf0	okex: parse numbers as fixedpoints	2021-05-27 00:05:43 +08:00
c9s	8842208441	okex: add market ticker api support	2021-05-27 00:05:43 +08:00
c9s	e678289577	implement okex balances endpoint	2021-05-27 00:05:43 +08:00
c9s	fe269fd93d	okex: implement base rest client	2021-05-27 00:05:43 +08:00
c9s	36071d6649	move MillisecondsJitter to the util package	2021-05-26 23:41:45 +08:00
c9s	9d7f147fbf	fix address UnmarshalJSON	2021-05-26 23:37:08 +08:00
c9s	967c7e9f9d	xbalance: add withdrawal options	2021-05-26 23:24:05 +08:00
c9s	8781902b68	xmaker: fix stop hedge balance condition	2021-05-26 23:05:41 +08:00
Jui-Nan Lin	72e7915d8d	feat(ftx): use go generate to build symbol map	2021-05-26 20:53:51 +08:00
zenix	698ec9911f	Fix error formating on depth load fail	2021-05-26 00:57:35 +00:00
zenix	3d2a27fc10	Fix: nil pointer exception in indicator creation, add stoch util func	2021-05-26 00:20:31 +00:00
c9s	9c331063f4	improve depth error messages	2021-05-26 01:31:58 +08:00
c9s	06e982124b	fix depth reset	2021-05-26 01:27:42 +08:00
c9s	07ded04a9b	fix depth reset	2021-05-26 01:20:24 +08:00
c9s	44ff833c91	binance: buffer depth events	2021-05-26 01:05:12 +08:00
c9s	edeaa597f1	fix loadDepthSnapshot mutex lock issue	2021-05-26 00:58:40 +08:00
c9s	47bf7a1e03	remove time sleep for depthframe	2021-05-26 00:58:40 +08:00
Yo-An Lin	31871143a0	Merge pull request #249 from jnlin/ftx/websocket-kline ... Implement kline stream and subaccount feature for FTX exchange	2021-05-26 00:31:35 +08:00
Jui-Nan Lin	1dd397f900	fix(ftx): return original symbol if not found (e.g. BTC-PREP)	2021-05-25 23:29:50 +08:00
Jui-Nan Lin	2e749bb7a8	fix(ftx): always update since to avoid infinite loop	2021-05-25 23:21:38 +08:00
Jui-Nan Lin	bca57e017b	fix(ftx): set lastTradeID from options{} to filter trades	2021-05-25 23:14:49 +08:00
Jui-Nan Lin	2fd82ef775	fix(ftx): should use local symbol in fillResponse	2021-05-25 22:43:26 +08:00
Jui-Nan Lin	ab8c1ec18c	fix(ftx): allow subaccount to be empty	2021-05-25 22:12:10 +08:00
c9s	686dcef2c5	binance: fix depth snapshot buffering	2021-05-25 21:36:14 +08:00
Jui-Nan Lin	bee3b913f2	fix(ftx): typo	2021-05-25 21:30:15 +08:00
c9s	d3f06bc9d7	fix binance depth stream buffering	2021-05-25 19:13:10 +08:00
Jui-Nan Lin	1318f221b2	fix(ftx): iterate subscription arraywhile polling klines	2021-05-25 18:37:48 +08:00
c9s	bf684c0a5e	fix empty bids and ask issues	2021-05-25 15:54:41 +08:00
c9s	28c646a4db	reformat code	2021-05-25 01:50:36 +08:00
c9s	c8ca19a298	fixedpoint: fix percentage parsing	2021-05-25 01:36:17 +08:00
Jui-Nan Lin	a7a141c3ea	fix(ftx): rename to pollKLines()	2021-05-24 14:21:40 +08:00
Jui-Nan Lin	239d55ce33	fix(ftx): use ID()	2021-05-24 14:18:40 +08:00
Jui-Nan Lin	9226d086b3	fix(ftx/rest): use Id() to make rest requests	2021-05-24 11:20:39 +08:00
Jui-Nan Lin	7fd3375741	fix(ftx/rest): add Id() for setting restful id	2021-05-24 11:19:30 +08:00
Jui-Nan Lin	2467d3fcf6	fix(ftx): get current kline candle in the beginning	2021-05-24 10:22:48 +08:00
Jui-Nan Lin	ddcd0d3969	fix(ftx): send ctx to handleChannelKlineMessage()	2021-05-24 10:16:17 +08:00
Jui-Nan Lin	64387ed2cb	Merge branch 'main' into ftx/websocket-kline	2021-05-24 10:01:58 +08:00
Jui-Nan Lin	bd9a61ea97	fix(ftx): use select to handle kline message	2021-05-24 10:00:43 +08:00
Jui-Nan Lin	bbeafab59b	fix(ftx): remove unused variables	2021-05-24 09:51:00 +08:00
Jui-Nan Lin	301ed621e6	fix(ftx): use timer.ticker()	2021-05-24 09:45:33 +08:00
Jui-Nan Lin	2394aab32e	fix(ftx): start go routine while connecting to ftx websocket	2021-05-24 09:22:47 +08:00
Jui-Nan Lin	02912f362c	fix(ftx): subscribe channel first to avoid losing order update	2021-05-24 09:21:49 +08:00
c9s	956ef71a48	use stamp time with milliseconds	2021-05-23 01:29:41 +08:00
c9s	fbe850b364	improve floating number formatting	2021-05-23 01:19:26 +08:00
c9s	117b26840e	show net profit margin percentage	2021-05-23 01:17:20 +08:00
c9s	de768296f1	fix rbtree memory error, check neel	2021-05-23 01:12:16 +08:00
c9s	9c70e36e1b	save average cost with feeInQuote in the ApproximateAverageCost	2021-05-23 01:05:11 +08:00
c9s	d2e299a68a	improve position comment	2021-05-23 00:42:57 +08:00
c9s	9efb45b133	reduce side book copy	2021-05-23 00:42:44 +08:00
c9s	9fa10ee1fd	fix rbtree price volume order	2021-05-23 00:42:27 +08:00
c9s	7a653affa6	slice orderbook: do not copy book callbacks	2021-05-23 00:21:57 +08:00
c9s	0061e51dc9	fix rbtree copy depth	2021-05-23 00:21:57 +08:00
なるみ	2052d05bb3	Move Float64Slice to types	2021-05-22 20:20:48 +08:00
c9s	1531f2bb1b	fix rbtree insertion and rotation	2021-05-22 18:11:32 +08:00
c9s	9b9643e1f9	improve order cancellation mechanisim	2021-05-22 17:44:20 +08:00
c9s	289227e5f3	add exists method for active book	2021-05-22 17:44:07 +08:00
c9s	0a908e5dda	fix position test for net profit	2021-05-22 17:43:53 +08:00
c9s	cca3284140	separate net profit and profit	2021-05-22 17:17:37 +08:00
Yo-An Lin	20f02886de	Merge pull request #250 from narumiruna/feature/kd ... feature: add stochastic oscillator (KD) indicator	2021-05-22 16:52:46 +08:00
Yo-An Lin	890323c87b	Merge pull request #251 from narumiruna/fix/kline-window ... fix: KLineWindow	2021-05-22 16:51:53 +08:00
c9s	6df72d54a8	add callbacks	2021-05-22 16:47:34 +08:00
c9s	8acada76a9	replace sliceorderbook with orderbook interface	2021-05-22 16:32:29 +08:00
c9s	cca37d309a	fix rbtree iteration	2021-05-22 14:57:14 +08:00
c9s	fd710d533f	implement tree copy method	2021-05-22 12:18:08 +08:00
c9s	56b2c8845b	fix preorder, postorder and inorder	2021-05-22 11:36:58 +08:00
なるみ	0377a7321e	Rename KD to STOCH	2021-05-22 05:52:10 +08:00
なるみ	b9ced0955d	Fix test	2021-05-22 05:36:38 +08:00
なるみ	25f76235e9	Fix GetHigh, GetLow and Mid	2021-05-22 05:26:27 +08:00
なるみ	50d96f1276	Fix KLineWindow.Tail	2021-05-22 05:22:38 +08:00
なるみ	ec6cbb05aa	Add kd_test.go	2021-05-22 05:00:27 +08:00
なるみ	b82fbbb2ab	Add pop, max, min, sum, mean and tail methods to Float64Slice	2021-05-22 03:28:25 +08:00
なるみ	c58e252ff2	Add stochastic oscillator indicator	2021-05-22 03:24:09 +08:00
Jui-Nan Lin	14abd1436b	fix(ftx): call EmitConnect() after connected	2021-05-21 23:33:05 +08:00
Jui-Nan Lin	dd0bfab292	fix(ftx): call EmitStart() after connected	2021-05-21 23:25:26 +08:00
Jui-Nan Lin	c7f9352e20	fix(ftx): keep in the loop	2021-05-21 23:10:05 +08:00
Jui-Nan Lin	fb47a4882f	fix(ftx): support subaccount in websocket	2021-05-21 23:07:53 +08:00
Jui-Nan Lin	05bde543b7	feat(ftx): emulating kline channel with polling	2021-05-21 23:07:39 +08:00
c9s	09d68057c5	move price volume slice to a separated file	2021-05-21 12:32:47 +08:00
c9s	94fb0e320e	implement RBTree orderbook benchmark	2021-05-21 12:31:18 +08:00
c9s	f6229515ac	fix color ref	2021-05-21 02:18:45 +08:00
c9s	31f9920ddc	fix func comment	2021-05-21 02:17:57 +08:00
c9s	d2003bbc3d	remove unused emit function calls	2021-05-21 02:17:40 +08:00
c9s	d930816672	define RBOrderBook	2021-05-21 02:15:31 +08:00
c9s	be646fbac2	move rbtree to types package	2021-05-21 01:44:53 +08:00
c9s	edf8902b28	implement rbtree delete	2021-05-21 01:36:58 +08:00
c9s	d14137b878	add rbtree functions	2021-05-21 00:10:53 +08:00
c9s	57a78777df	move Time type to types.Time	2021-05-21 00:10:53 +08:00
c9s	4fde442722	Add position Reset function	2021-05-21 00:08:04 +08:00
c9s	d737ab678f	support removing filled orders from the order store	2021-05-21 00:07:43 +08:00
Yo-An Lin	343f184252	Merge pull request #248 from jnlin/fix/ftx-orderid ... fix(ftx): use generated order id if not specified	2021-05-20 01:06:37 +08:00
Jui-Nan Lin	02649bdd63	fix(ftx): use generated order id if not specified	2021-05-19 21:37:29 +08:00
c9s	d1ad802806	improve trade command output layout	2021-05-19 17:54:30 +08:00
c9s	44901572ac	show order id in the slack attachment	2021-05-19 17:21:17 +08:00
c9s	e95429bbc3	binance: save newer events for later usage	2021-05-19 01:02:41 +08:00
c9s	2fddc9166f	show bid/ask volume in the message	2021-05-19 00:41:34 +08:00
c9s	7f86c75360	add CopyDepth for avoid copying the whole book	2021-05-19 00:15:11 +08:00
c9s	34106cf65e	add cpu profile option	2021-05-18 15:38:22 +08:00
c9s	9406682944	improve maxapi websocket reconnect issue	2021-05-18 14:14:58 +08:00
c9s	c3c3c47808	move lock section	2021-05-18 13:59:58 +08:00
c9s	422e85e3a3	twap: fix stop price check	2021-05-18 13:53:51 +08:00
c9s	896518f5c2	check if restQuantity is less than 0	2021-05-18 13:44:57 +08:00
c9s	21f7fa7846	twap: fix tick spread calculation	2021-05-18 13:38:23 +08:00
c9s	b8139e6e86	add xarb strategy	2021-05-18 10:19:35 +08:00
c9s	c4ccd8094f	make max client order id factory public	2021-05-18 09:10:43 +08:00
c9s	e23932f99c	xbalance: add checkOnStart option	2021-05-18 08:32:00 +08:00
c9s	d722b76564	adjust pips by bollband ratio	2021-05-17 23:57:20 +08:00
Yo-An Lin	d1bfeccc72	Merge pull request #246 from jnlin/fix/ftx-symbol ... fix(ftxExchange): setup a symbol mapping table	2021-05-17 21:37:46 +08:00
c9s	1c19c02206	xmaker: fix order submission	2021-05-17 21:33:55 +08:00
Jui-Nan Lin	c0cf529db7	fix(ftx): allow empty TimeInForce to place market orders	2021-05-17 21:05:44 +08:00
c9s	f6f1226bd0	integrate bollband indicator into xmaker	2021-05-17 20:04:13 +08:00
c9s	b8fe100b5e	move balance printing to debug-balance env var	2021-05-17 20:04:13 +08:00
c9s	f80c98b97c	since we always receive balance update from websocket we do not need to subscribe 1m from the maker exchange	2021-05-17 20:04:13 +08:00
c9s	6370b39cde	adjust quantity by max amount if balance is not enough	2021-05-17 20:04:13 +08:00
c9s	c6ae1b54b8	remove redundant word	2021-05-17 20:04:13 +08:00
c9s	a1c888f04b	adjust profit margin percentage precesion	2021-05-17 20:04:13 +08:00
Jui-Nan Lin	31993d7ccf	fix(ftx): update test toGlobalOrderBook	2021-05-17 18:53:43 +08:00
Jui-Nan Lin	316799d5a0	fix(ftxExchange): setup a symbol mapping table ... ftx uses BTC/USDT symbol styles, however bbgo uses the BTCUSDT style We setup a mapping table in Markets() to make conversion	2021-05-17 18:32:29 +08:00
Yo-An Lin	345c3c9e2c	Merge pull request #245 from jnlin/fix/ftx-subaccount	2021-05-17 16:34:05 +08:00
Jui-Nan Lin	2d5ae1dde3	fix(ftxExchange): the env variable is "FTX_ACCOUNT"	2021-05-17 12:42:04 +08:00
c9s	6069102099	fix percentage	2021-05-17 09:02:34 +08:00
c9s	82e85dd27a	add profit margin	2021-05-17 08:59:20 +08:00
c9s	61d95a4c34	render trade time	2021-05-17 00:53:19 +08:00
c9s	45e930a086	use slack attachment title instead of pretext	2021-05-16 18:07:06 +08:00
c9s	e7c718ee15	assign fee rate to position	2021-05-16 17:58:51 +08:00
c9s	187a9c795b	use exchange fee rate as a reference for profit	2021-05-16 17:50:08 +08:00
c9s	d0e4a5e65c	move addTrade lock section	2021-05-16 17:05:12 +08:00
c9s	e636a5008d	replace Exchange field type with ExchangeName	2021-05-16 17:02:23 +08:00
c9s	0a016cba75	split maker fee and taker fee	2021-05-16 16:50:26 +08:00
c9s	491c4bbada	fixedpoint: support percentage parsing	2021-05-16 15:16:04 +08:00
c9s	a4381a54a3	add fee rate field	2021-05-16 15:03:36 +08:00
c9s	5c10f8a4e2	binance: call set server time service	2021-05-16 15:03:31 +08:00
c9s	fad1e39bba	update state asset name for legacy caches	2021-05-16 01:22:55 +08:00
c9s	b4f6653ccc	prefer PlainText interface over String interface	2021-05-16 01:21:35 +08:00
c9s	f176afee6f	remove duplicated notify	2021-05-16 01:18:54 +08:00
c9s	c9cdf31df1	add pnl emoji	2021-05-16 01:16:03 +08:00
c9s	6f79a7eea8	improve support strategy messages	2021-05-16 01:07:53 +08:00
c9s	f28cc18ce4	support: check target quantity and min notional	2021-05-16 01:04:46 +08:00
c9s	9aaad2d28c	add emoji icons to the messages	2021-05-16 01:03:28 +08:00
c9s	933765defb	add State PlainText method test	2021-05-16 00:59:57 +08:00
c9s	2652bee83b	remove arrow from the message text	2021-05-16 00:52:53 +08:00
c9s	f09e248c02	improve slack attachment title	2021-05-16 00:51:51 +08:00
c9s	16fbbd0e4b	notify transfer states	2021-05-16 00:51:12 +08:00
c9s	40b5baeda7	add maxDailyAmountOfTransfer check	2021-05-16 00:50:15 +08:00
c9s	942eaac659	improve message formatting	2021-05-16 00:45:08 +08:00
c9s	8eb8a3de72	refactor state functions	2021-05-16 00:32:27 +08:00
c9s	ca10135646	translate WithdrawalRequest to slack attachment	2021-05-16 00:03:19 +08:00
c9s	e0d3b7a418	fix message formating	2021-05-15 23:55:13 +08:00
c9s	1f449eca7f	implement SlackAttachment interface on Position	2021-05-15 23:50:03 +08:00
c9s	a582fdbfa7	xbalance: add jitter and notification messages	2021-05-15 10:42:16 +08:00
c9s	c85456b8e8	lock position for fetching base quantity	2021-05-15 10:06:48 +08:00
c9s	531799bdfb	use mutex composition since we may lock from out side	2021-05-15 10:05:39 +08:00
c9s	8071559f99	position: use pointer receiver	2021-05-15 10:02:04 +08:00
c9s	a636cdaec9	add mutex to Position since position could be changed from 2 goroutine	2021-05-15 10:01:41 +08:00
c9s	aa340f0db3	always check restQuantity	2021-05-15 10:00:32 +08:00
c9s	638cc40516	fix notification arguments	2021-05-15 09:59:17 +08:00
c9s	236df245a2	adjust quantity bases on the balances	2021-05-15 09:46:07 +08:00
c9s	f9cb414832	twap: add update-interval option	2021-05-15 09:29:44 +08:00
c9s	ae256ce9d3	add more quantity adjustment fix	2021-05-15 09:23:41 +08:00
c9s	356a8b77ac	adjust updateLimiter to 3 seconds one time	2021-05-15 09:20:46 +08:00
c9s	445feb016a	support price ticks option	2021-05-14 15:35:11 +08:00
c9s	a2bcfc8630	fix bollgrid function call	2021-05-14 15:34:58 +08:00
c9s	e3cb2ad86c	fix telegram arguments index update	2021-05-14 14:57:22 +08:00
c9s	abd6f4c7ef	rename bbgo.AdjustQuantityByMaxAmount to bbgo.AdjustFloatQuantityByMaxAmount	2021-05-14 14:53:26 +08:00
c9s	f1fe492117	improve string format	2021-05-14 14:53:26 +08:00
c9s	66bc06bc5f	add more order execution parameter checks	2021-05-14 14:53:26 +08:00
c9s	bb34b1002a	improve order execution graceful shutdown	2021-05-14 14:53:26 +08:00
c9s	dc040bb82b	improving logs	2021-05-14 14:53:26 +08:00
c9s	f69cbe9c31	add basic TwapExecution	2021-05-14 14:53:26 +08:00
c9s	c8b97629e0	add NumOfOrders method on active book	2021-05-14 14:53:26 +08:00
c9s	c520cfa540	xmaker: fix price calculation	2021-05-14 14:53:26 +08:00
c9s	3437515d6a	rename placeOrder to submitOrder for making the api consistent	2021-05-14 14:53:26 +08:00
Yo-An Lin	2aea0dee4f	Merge pull request #230 from LarryLuTW/bollgrid-enhance ... bollgrid: generate the last order if balance is not enough	2021-05-14 11:51:25 +08:00
Lee	d1cef15f75	Fix: Correct the Order FILLED event on binance	2021-05-13 00:41:23 +08:00
Larry850806	4b53b3c96a	bollgrid: generate the last order if balance is not enough	2021-05-12 20:45:54 +08:00
c9s	3becb32843	bump version to v1.16.0	2021-05-12 19:41:03 +08:00
c9s	a49cf531b5	fix cross exchange order executor for the basic risk control	2021-05-12 19:02:09 +08:00
Yo-An Lin	dcd66d3449	Merge pull request #235 from jessy1092/binance_parser ... Fix: Correct the binance executionReport parser	2021-05-12 19:01:14 +08:00
Lee	b0e71e4258	Fix: Correct the binance executionReport parser ... Let JSON parse to be explicit for prevent Unmarshal case-insensitive issue	2021-05-12 18:45:16 +08:00
Yo-An Lin	4028c39dbf	Merge pull request #234 from narumiruna/fix/macd-vwap-test-case	2021-05-12 16:52:49 +08:00
なるみ	f1d88188e8	Fix test case	2021-05-12 14:39:10 +08:00
c9s	aa6520ec18	improve error messages	2021-05-12 12:54:46 +08:00
c9s	98e0390c1d	improve slack notification	2021-05-12 12:43:03 +08:00
c9s	807c049d63	refactor notifiers and add liquidity field to the trade	2021-05-12 12:37:48 +08:00
c9s	85e1b6b1c7	move field assignment	2021-05-12 12:05:54 +08:00
c9s	df11112d64	refactor exchange session initialization	2021-05-12 12:05:54 +08:00
c9s	8d63647104	assign session.Withdrawal	2021-05-12 12:05:54 +08:00
c9s	29b7326f19	add withdrawal property to the exchange session	2021-05-12 12:05:54 +08:00
Yo-An Lin	ca0061856d	Merge pull request #231 from zenixls2/binance_cancel	2021-05-12 09:25:34 +08:00
Yo-An Lin	3b61a16a81	Merge pull request #227 from narumiruna/feature/add-ad-indicator	2021-05-12 09:22:09 +08:00
Yo-An Lin	037f564b03	Merge pull request #226 from narumiruna/feature/add-obc-indicator	2021-05-12 09:21:27 +08:00
c9s	fd6fe56f32	implement withdrawal request on binance	2021-05-12 02:15:22 +08:00
c9s	9ff7b62123	add xbalance strategy	2021-05-12 01:21:40 +08:00
c9s	1e3e570edb	add ExchangeWithdrawalService interface	2021-05-12 01:21:21 +08:00
c9s	ff7ead9bdf	fix max withdrawal address bug	2021-05-12 01:21:04 +08:00
c9s	61319fb4ff	implement Withdrawal method on max exchange	2021-05-12 00:23:13 +08:00
c9s	0b7c9a1437	implement withdrawal request api	2021-05-11 22:35:31 +08:00
c9s	f197a0fc4f	improve log messages	2021-05-11 15:57:44 +08:00
c9s	9d53adc6ef	xmaker: ignore self trade	2021-05-11 15:56:46 +08:00
zenix	ba091dccf6	Fix: binance's cancel update is sent through New status with 0 quantity	2021-05-11 06:57:09 +00:00
c9s	610c33b819	improve support quantity for spot session	2021-05-11 13:25:29 +08:00
c9s	15086996e4	add balance warning	2021-05-11 12:53:32 +08:00
c9s	5f8e3259eb	add stopHedgeQuoteBalance and stopHedgeBaseBalance	2021-05-11 12:47:45 +08:00
c9s	d2a770bc05	adjust second layer price according to the pips	2021-05-11 01:06:39 +08:00
c9s	b86ed36aa2	calculate price by depth	2021-05-11 00:58:11 +08:00
c9s	4429a29c29	disable hedge quote adjustment	2021-05-11 00:10:49 +08:00
c9s	fa3ca54a55	improve warning messages	2021-05-10 23:52:17 +08:00
c9s	fe4e4bf5ea	use bbgo.AdjustQuantityByMaxAmount	2021-05-10 23:50:19 +08:00
c9s	b16d2553b5	remove floating point	2021-05-10 23:49:25 +08:00
c9s	1f9558cd64	use local timezone	2021-05-10 23:27:08 +08:00
なるみ	7cc5485bff	Add ad indicator	2021-05-10 20:39:27 +08:00
c9s	af8f718228	add more pnl details to the state	2021-05-10 20:22:33 +08:00
c9s	95d58e9385	adjust hedge quantity according to the hedge account balances	2021-05-10 20:13:23 +08:00
なるみ	f82a344964	Rename test function	2021-05-10 18:16:12 +08:00
なるみ	67f66153ab	Add obv test	2021-05-10 17:46:46 +08:00
なるみ	a2d7a40147	Add obv indicator	2021-05-10 17:17:50 +08:00
c9s	c1ea9ff9ed	xmaker: move cancel order calls to the go routine	2021-05-10 13:18:57 +08:00
c9s	c90871fb39	implement pending removal order ids	2021-05-10 13:06:23 +08:00
c9s	ddab6083d4	xmaker: support quantity scale	2021-05-10 02:52:41 +08:00
c9s	dde998aced	fix graceful shutdown	2021-05-10 02:17:19 +08:00
c9s	405f9c863f	xmaker: call cancel orders everytime	2021-05-10 01:47:17 +08:00
c9s	ce63641d70	print otp auth guide when session is loaded	2021-05-10 01:38:19 +08:00
Yo-An Lin	8a9fe7ea23	Merge pull request #221 from frankurcrazy/fix/skip-cancel-profit-order-on-graceful-exit ... fix(bollgrid): skip canceling profit orders on graceful exit	2021-05-10 01:11:20 +08:00
c9s	8995300cbe	use go routine to send message so that we wont be blocked	2021-05-10 00:02:08 +08:00
c9s	0307a740e3	calculate accumulatedProfit	2021-05-09 23:56:54 +08:00
c9s	a98fbeea77	reduce notify calls	2021-05-09 21:14:51 +08:00
c9s	3f8f5616d7	add more order info the local order book printing	2021-05-09 20:03:16 +08:00
c9s	2f326d0fed	xmaker: add interval jitter	2021-05-09 20:03:06 +08:00
c9s	c278cdbf30	improve order sync map lock handling	2021-05-09 19:50:26 +08:00
c9s	74e01ce444	fix order waiting for graceful shutdown	2021-05-09 19:44:51 +08:00
c9s	e06310da26	print unhandled order status	2021-05-09 19:44:43 +08:00
c9s	ff90a704d9	fix fixedpoint format	2021-05-09 19:40:56 +08:00
c9s	e35eef2b72	fix message formatting	2021-05-09 19:15:37 +08:00
c9s	9525a334d2	add more fix	2021-05-09 19:04:44 +08:00
c9s	1b454be0f3	fix quote quantity label	2021-05-09 18:58:05 +08:00
c9s	b343ecad61	xmaker: add more helpful messages	2021-05-09 18:55:56 +08:00
c9s	dc282182a5	fix xmaker order cancellation in the graceful shutdown	2021-05-09 18:48:25 +08:00
c9s	569bbfea54	use new bbgo position for calculating profits	2021-05-09 18:46:09 +08:00
c9s	f44d85d704	fix QuantityMultiplier	2021-05-09 18:33:11 +08:00
c9s	c0f12cf452	xmaker: add active maker order cancellation check	2021-05-09 18:32:29 +08:00
なるみ	52248fcf2e	feature: add MACD indicator (#219)	2021-05-09 00:56:44 +08:00
Frank Chang	da0ea3d390	fix(bollgrid): skip canceling profit order on graceful exit ... profit orders shouldn't be canceled on graceful exit unless properly persisted. a new strategy parameter `shutdownCancelProfitOrders` is added. Issue: #220	2021-05-08 15:19:04 +08:00
なるみ	3f39131d76	feature: add volume weighted average price (vwap) indicator (#211)	2021-05-08 02:09:45 +08:00
c9s	fd7081e96f	bump version to v1.15.5	2021-05-08 01:11:31 +08:00
c9s	d01abffde3	add todo for the backtest trades	2021-05-08 01:09:06 +08:00
c9s	13d9f2ba49	grid: fix order generator checking	2021-05-08 01:00:57 +08:00
c9s	a94c42d9c2	grid: improve error messages	2021-05-08 00:59:30 +08:00
c9s	ee68deb114	apply limit param to the queries	2021-05-08 00:57:25 +08:00
c9s	d8d2e17b9e	fix backtest exchange query klines methods	2021-05-08 00:57:12 +08:00
c9s	6bbd66a4f9	split environment start and init	2021-05-08 00:45:24 +08:00
c9s	14eedecd0e	fix backtest sync from time	2021-05-08 00:44:43 +08:00
c9s	61ad2b6567	emit start callback for backtest	2021-05-08 00:43:53 +08:00
c9s	3501e8f5fd	refactor backtest, add BootstrapBacktestEnvironment	2021-05-08 00:14:25 +08:00
c9s	f67075c818	bump version to v1.15.4	2021-05-07 14:08:11 +08:00
c9s	858d6bdf05	grid: adjust callback registration ordering	2021-05-07 02:14:35 +08:00
c9s	494a270c54	insert trades to db only when backtest service is nil	2021-05-07 01:50:38 +08:00
c9s	584a4c2ef8	move fiat currency definition out	2021-05-07 01:30:09 +08:00
c9s	1264c50e83	improve balances, account command usability	2021-05-06 23:50:26 +08:00
c9s	1a81813e17	add --session option check	2021-05-06 23:44:05 +08:00
c9s	03cee5eb0b	apply types.ExchangeMAX	2021-05-05 16:57:01 +08:00
c9s	859bf35255	set sync-from from config by default	2021-05-05 16:45:17 +08:00
c9s	a70d5cbcdc	fix kline sync conditions	2021-05-05 16:33:15 +08:00
c9s	d85037f9ea	add binance kline query documentation	2021-05-05 16:23:46 +08:00
c9s	1ad8b0b641	remove unused SourceDir func	2021-05-04 01:06:20 +08:00
c9s	0fbc388333	add --webserver-bind option and add option to --enable-webserver	2021-05-03 17:24:39 +08:00
Larry850806	f1309c46fc	bollgrid: check balance before submit reverse order	2021-05-03 16:18:58 +08:00
c9s	50db944053	fix initSymbol stages	2021-05-02 23:58:34 +08:00
c9s	2230c56e56	fix comment warning	2021-05-02 23:48:53 +08:00
c9s	2ef13293e9	fix IDE warnings	2021-05-02 23:47:57 +08:00
c9s	5ec0566888	add more injection checks	2021-05-02 23:46:16 +08:00
c9s	822a010932	add moving average configuration to the schedule strategy	2021-05-02 20:58:32 +08:00
c9s	e29d9af9c8	fix persistence config unmarshalling	2021-05-02 18:16:34 +08:00
c9s	20d673f769	add schedule strategy	2021-05-02 18:03:41 +08:00
c9s	8fea2022e5	adjust rate limit for backtest data syncing	2021-05-02 17:46:08 +08:00
c9s	471e0a4c45	pass string format quantity and price	2021-04-28 19:48:17 +08:00
c9s	9f77236999	fix and improve position accessor	2021-04-28 19:32:49 +08:00
c9s	e87c2e271f	add broker id on max	2021-04-28 19:24:07 +08:00
c9s	5d2296eddd	extract client order id generation	2021-04-28 19:20:55 +08:00
c9s	36beabaa0b	bump version to v1.15.3	2021-04-28 18:00:23 +08:00
c9s	70a53ed286	make config compatible with key 'strategies'	2021-04-28 17:58:50 +08:00
zenix	2bda296194	Fix: upgrade binance api, fix go fmt, add hard start time for binance to reduce sync execution time	2021-04-21 19:50:33 +09:00
zenix	2d6eb02e6c	compile and update migration package	2021-04-21 11:21:15 +09:00
Larry850806	453a906a5a	bollgrid: use onStart instead of onConnect	2021-04-15 15:51:23 +08:00
Larry850806	980f1ae3e7	bollgrid: submit buy/sell orders separately	2021-04-15 12:31:18 +08:00
Larry850806	aa950b3dc4	bollgrid: track createdOrders when error occurs	2021-04-15 12:31:18 +08:00
Larry850806	a80afff0c2	grid: track createdOrders when error occurs	2021-04-15 12:31:18 +08:00
Wei-Ning Huang	e7961be86a	binance: set TimeInForce to GTC by default for limit orders ... Binance does not allow submitting order without TimeInForce set for certain order types. Set TimeInforce to GTC (Good-Til-Cancel) by default.	2021-04-14 09:49:03 +08:00
David Chang	f884fcd45c	fix: add ioc trade type to order type	2021-04-12 14:35:46 +08:00
David Chang	0db2cc2c96	fix: add ioc trade type to order type	2021-04-12 09:35:59 +08:00
David Chang	c9198d498e	feature: add ioc order type support to max exchange	2021-04-11 12:29:23 +08:00
c9s	2ec4617694	add SyncService check	2021-04-09 12:44:30 +08:00
c9s	34fe915a9f	fix sync issue for pnl command	2021-04-09 12:43:13 +08:00
c9s	d315c12f2d	call environ.Init to setup sessions	2021-04-09 00:46:36 +08:00
Yo-An Lin	435f7fb12e	Merge pull request #190 from jnlin/feat/telegram-group ... feat: allow telegram bot send to group	2021-04-04 11:21:20 +08:00
c9s	13a8597d59	add MaxExposurePosition settings	2021-04-04 11:14:09 +08:00
Jui-Nan Lin	1b953d88d4	feat: allow bot send to group	2021-04-03 12:50:13 +08:00
Larry850806	6718aace8c	Add validation for support strategy	2021-04-02 10:32:38 +08:00
Larry850806	53133851cc	Add validation for grid strategy	2021-04-02 10:32:38 +08:00
Larry850806	2c41ec28ae	Add validation for bollgrid strategy	2021-04-02 10:32:34 +08:00
Larry850806	dbf5d27f30	Add a validator interface to validate strategy before run	2021-04-02 10:12:55 +08:00
ycdesu	1e3ce81c06	ftx: pull out map	2021-04-01 11:55:27 +08:00
ycdesu	a659bacb0d	ftx: remove back slash from symbol	2021-04-01 11:54:16 +08:00
ycdesu	28c9ac95ac	ftx: query kline using rest api	2021-03-31 18:09:13 +08:00
ycdesu	f912fde6e3	ftx: panic if subscribe unsupported channel	2021-03-29 22:11:39 +08:00
ycdesu	66f165584f	fix: make since/until optional	2021-03-29 22:11:39 +08:00
ycdesu	f526a937d1	ftx: websocket keepalive	2021-03-29 22:11:39 +08:00
ycdesu	53c9b0a606	ftx: remove redundant abstraction	2021-03-29 22:11:39 +08:00
ycdesu	e152aa1036	ftx: trade update	2021-03-29 22:11:39 +08:00
ycdesu	f345730778	ftx: handle err response	2021-03-29 22:11:38 +08:00
ycdesu	9c4ccbd6e2	ftx: subscribe order update	2021-03-29 22:11:38 +08:00
ycdesu	34ea325499	ftx: refactor websocket_messages structs	2021-03-29 22:11:38 +08:00
ycdesu	d3cdd3c2a6	ftx: define order update response	2021-03-29 22:11:38 +08:00
ycdesu	2e2ae46bae	ftx: subscribe order update	2021-03-29 22:11:38 +08:00
ycdesu	f60f1ef52e	ftx: authenticate websocket	2021-03-27 18:16:52 +08:00
ycdesu	24254a869d	ftx: invoke SetPublicOnly in orderbook command	2021-03-27 17:37:16 +08:00
ycdesu	34548f185c	ftx: add missing ftx case	2021-03-27 17:00:55 +08:00
ycdesu	691251169d	ftx: define ws login request	2021-03-27 16:58:51 +08:00
ycdesu	3bcd5a8e83	ftx: null guard in close	2021-03-27 09:54:12 +08:00
ycdesu	9e77b3afd8	ftx: support queryTrades method	2021-03-26 00:43:15 +08:00
c9s	c82df27cf3	grid: fix message format	2021-03-25 15:22:52 +08:00
c9s	13af4505f7	bump version to v1.15.2	2021-03-25 13:41:44 +08:00
c9s	129b25d86e	fix persistence key	2021-03-25 13:18:38 +08:00
c9s	89c01adf60	xmaker: fix state passing for persistence	2021-03-25 13:16:48 +08:00
c9s	121a679d4a	fix margin struct tag	2021-03-25 13:16:27 +08:00
c9s	8122fddd02	add exchange field to binance trades and binance orders	2021-03-24 17:51:19 +08:00
YC	80e5144950	Merge pull request #184 from c9s/ftx/add-missing-query-string	2021-03-24 16:26:33 +08:00
ycdesu	241f1ee9de	ftx: support lastOrderID	2021-03-23 22:27:11 +08:00
ycdesu	17b6122cf8	ftx: assign query string to order/wallet requests	2021-03-23 22:26:18 +08:00
ycdesu	bce749c13b	ftx: add missing query string	2021-03-23 22:25:57 +08:00
ycdesu	33046df35b	ftx: list closed orders	2021-03-23 22:25:21 +08:00
ycdesu	cb52b436cb	ftx: add log	2021-03-23 22:25:05 +08:00
c9s	cbd43c159f	bump version	2021-03-23 21:52:42 +08:00
c9s	29f77c2176	add environ.DatabaseService nil check for backtest	2021-03-22 22:48:43 +08:00
c9s	3a842836cd	bump version	2021-03-22 18:51:32 +08:00
c9s	5de221524f	adjust state and reset per day	2021-03-22 18:48:18 +08:00
c9s	6c8babfb27	allow public session	2021-03-22 17:40:17 +08:00
c9s	67bfc508c8	max: remove unnecessary log	2021-03-22 17:40:00 +08:00
c9s	2b27815929	move out groupID to the maxapi package	2021-03-22 17:32:22 +08:00
c9s	706b38efa3	gap: finalize the implementation	2021-03-22 17:32:22 +08:00
c9s	111b3ba036	max: improve multi-order request	2021-03-22 17:32:22 +08:00
c9s	3c5071b87e	use uint32 for groupID	2021-03-22 17:32:22 +08:00
c9s	cd5ac1ddf5	fix convert for limit maker	2021-03-22 17:32:22 +08:00
c9s	865dda14f5	gap: accumulate fee	2021-03-22 17:32:22 +08:00
c9s	24c4d05e91	max: load websocket base url from the env var	2021-03-22 17:32:21 +08:00
c9s	088b22f338	support bbgo-no-cache option	2021-03-22 17:32:21 +08:00
c9s	e86f29b7cc	add gap strategy	2021-03-22 17:32:21 +08:00
ycdesu	ab743f85c2	ftx:support deposit histories	2021-03-21 20:17:41 +08:00
ycdesu	d2a5a755be	ftx: implement queryMarket	2021-03-21 13:06:46 +08:00
ycdesu	14652c6918	ftx: define market request	2021-03-21 13:06:46 +08:00
ycdesu	c30a026243	ftx: support market cmd	2021-03-21 13:06:46 +08:00
Yo-An Lin	1293dbb64b	Merge pull request #180 from c9s/strategy/xmaker ... feature: add strategy xmaker	2021-03-21 13:00:00 +08:00
c9s	814a77ea39	xmaker: improve balance checking	2021-03-21 12:55:33 +08:00
c9s	2a067e5cb4	add more balance check for hedging	2021-03-21 12:55:33 +08:00
c9s	1f744b0fa5	convert limit maker type to post only	2021-03-21 12:55:33 +08:00
c9s	837934e690	add post_only order type	2021-03-21 12:55:33 +08:00
c9s	6b877e1394	add limit maker order type	2021-03-21 12:55:33 +08:00
c9s	4e3f325bb6	first commit of xmaker strategy from mobydick	2021-03-21 12:55:33 +08:00
ycdesu	04870acbab	fixedpoint: get num of fractional parts	2021-03-21 12:52:45 +08:00
c9s	cf1262c1a9	update version.go	2021-03-21 10:20:00 +08:00
c9s	ca27bf100d	grid: use instance id for persistence	2021-03-20 23:07:04 +08:00
c9s	ef8543db8a	show accumulative arbitrage profit in the message	2021-03-20 23:05:11 +08:00
c9s	b4083bdf10	fix fee calc tests	2021-03-20 22:59:53 +08:00
c9s	a52101b163	remove bps from the fee calc	2021-03-20 22:53:14 +08:00
c9s	d97275e408	query max account fee from the vip level api	2021-03-19 17:06:48 +08:00
YC	062a008674	Merge pull request #174 from c9s/ftx/fix-placeorder-init	2021-03-19 10:35:54 +08:00
ycdesu	a7bdcdff38	fix: fix placeorder cmd	2021-03-19 10:07:39 +08:00
ycdesu	c8447663db	refactor: use fixedpoint to store fee	2021-03-19 08:49:24 +08:00
ycdesu	83ae943a4f	ftx: calculate commission	2021-03-18 23:58:28 +08:00
ycdesu	a62481590e	ftx: support PlatformCurrency	2021-03-18 23:58:28 +08:00
ycdesu	8a75b21a38	ftx: support account info	2021-03-18 23:53:55 +08:00
Yo-An Lin	9e596a0f63	Merge pull request #171 from c9s/feature/grid-profit-notification ... strategy: calculate grid arbitrage profit per order	2021-03-18 18:19:09 +08:00
c9s	dffd9fc980	add VipLevel api query support	2021-03-18 17:58:18 +08:00
c9s	890324a4ad	maxapi: add VipLevel	2021-03-18 17:58:18 +08:00
c9s	761d51597d	add todo fee rate here	2021-03-18 17:48:05 +08:00
c9s	4975fb5498	track arbitrage orders	2021-03-18 17:20:21 +08:00
c9s	a95c3b94a0	core: set default store ID	2021-03-18 17:20:07 +08:00
c9s	0e6918a352	grid: add profit field	2021-03-18 15:46:14 +08:00
Yo-An Lin	40b376802e	Merge pull request #168 from c9s/feature/mark-trade-strategy	2021-03-18 10:31:59 +08:00
Yo-An Lin	06381c250b	Merge pull request #165 from Larry850806/remove-useless-code-in-balances-cmd	2021-03-18 10:31:41 +08:00
Larry850806	28f4584191	Use empty config if config file doesn't exist	2021-03-18 10:04:41 +08:00
c9s	cad8349a1a	remove state OrderStateFinalizing from the order state ... since we are only interested in the closed orders	2021-03-18 01:15:49 +08:00
c9s	dd87bde785	fix reward sync time range issue	2021-03-18 01:15:38 +08:00
c9s	85b6cb81a2	make local active orderbook json marshallable	2021-03-18 01:15:06 +08:00
c9s	8d784576cd	put state vars into the state struct for persistence	2021-03-18 01:14:56 +08:00
c9s	72c1f55b70	fix grid price calculation	2021-03-18 00:46:25 +08:00
c9s	4a415a43b3	fix reward query	2021-03-18 00:46:10 +08:00
c9s	90477826cf	implement byte parser for fixedpoint parsing	2021-03-17 22:20:25 +08:00
ycdesu	4a5a53ea28	ftx: support queryClosedOrders	2021-03-17 21:26:25 +08:00
Larry850806	4dc478590f	Remove configuring database in balances cmd	2021-03-17 14:35:00 +08:00
ycdesu	54ca62ac5c	ftx: define ordersHistory in rest client	2021-03-17 08:18:37 +08:00
ycdesu	342b0dd1dd	ftx: cancel orders	2021-03-16 22:36:44 +08:00
Yo-An Lin	7ecb17dbe2	Merge pull request #163 from c9s/feature/mark-trade-strategy	2021-03-16 22:34:09 +08:00
c9s	216c12b49e	backup and restore position	2021-03-16 20:07:54 +08:00
c9s	a1667010eb	fix filled grid map assignment	2021-03-16 20:05:03 +08:00
c9s	714d61a829	add grid restore behavior	2021-03-16 20:04:06 +08:00
c9s	8c08cfebb7	rename MarkStrategyID to just Mark	2021-03-16 14:07:47 +08:00
Yo-An Lin	f5b65e795e	Merge pull request #160 from c9s/feature/grid-options	2021-03-16 12:59:14 +08:00
c9s	ebcef65b01	mark trades with the strategy ID	2021-03-16 10:58:51 +08:00
c9s	478bef526d	copy the position object and send notification	2021-03-16 02:22:00 +08:00
c9s	98995bc75c	use debug log for skipping filled grid	2021-03-16 02:21:46 +08:00
c9s	f56df038aa	fix position and add catchup mode for grid strategy	2021-03-16 02:18:17 +08:00
c9s	60aa7df69a	adjust withdraw/deposit query limit since there are no many in most cases	2021-03-16 02:14:24 +08:00
c9s	40fded70b2	reformat scale.go	2021-03-16 02:14:10 +08:00
c9s	c5eb6483a5	integrate QueryTicker for backtesting	2021-03-16 02:13:52 +08:00
c9s	2f7c7d344b	move emitStart method call into the stream Connect method	2021-03-16 01:32:27 +08:00
c9s	7951c38edc	skip connection if there is no subscription	2021-03-16 01:31:56 +08:00
ycdesu	c08899f7fb	ftx: add ftx to supported exchange	2021-03-15 20:40:04 +08:00
ycdesu	c88297117b	ftx: new rest everytime	2021-03-15 19:02:14 +08:00
c9s	c3996aee2b	add Backup method to the local active order book	2021-03-15 18:25:36 +08:00
c9s	46c59f5009	add both side and support json unmarshalling	2021-03-15 18:09:55 +08:00
c9s	2bf4a555ec	use OnStart instead of OnConnect ... this is for avoiding re-connect issue	2021-03-15 18:04:55 +08:00
c9s	e311a182fa	add onStart callbacks	2021-03-15 18:04:03 +08:00
c9s	9f7af3ce82	assign SubAccount name to the new exchange session	2021-03-15 17:51:17 +08:00
c9s	c95e712420	binance: emit disconnect	2021-03-15 17:48:16 +08:00
c9s	6d249cf83c	bypass disconnect event	2021-03-15 17:48:16 +08:00
c9s	61a19cbfb4	align fields and tags	2021-03-15 17:31:07 +08:00
c9s	ab6b56d91e	fix taker volume parsing	2021-03-15 15:37:53 +08:00
c9s	7b7811bbc3	revise orderbook command options	2021-03-15 10:23:53 +08:00
c9s	b24c69729a	improve orderbook print layout	2021-03-15 10:23:42 +08:00
c9s	3ffa319ba8	improve max websocket reconnecting issue	2021-03-15 10:23:20 +08:00
c9s	e8ccc5eabf	pass SubAccount field to the factory	2021-03-15 10:23:00 +08:00
c9s	97d427a9ca	add ftx into the standard exchange factory	2021-03-15 10:22:45 +08:00
c9s	2eda012f43	add SubAccount field to the exchange session config	2021-03-15 10:13:41 +08:00
c9s	b7da47411e	split exchange interface into ExchangeMarketDataService, ExchangeTradingService	2021-03-15 10:06:02 +08:00
c9s	c788601856	add disconnect callbacks on stream	2021-03-15 09:49:22 +08:00
Yo-An Lin	e0d7fefbf2	Merge pull request #150 from c9s/fix/pnl ... feature: add deposit service and withdraw service for sync	2021-03-15 09:01:24 +08:00
Yo-An Lin	806a32724f	Merge pull request #153 from c9s/improve/balances-cmd	2021-03-14 11:51:49 +08:00
c9s	afb8105694	add reward service todo	2021-03-14 11:18:23 +08:00
c9s	38b9baf340	connect sync with deposit and withdraw services	2021-03-14 11:18:23 +08:00
c9s	54ba240317	implement deposit sync	2021-03-14 11:18:22 +08:00
c9s	0246e298d2	apply launch date if since time is empty	2021-03-14 11:18:22 +08:00
c9s	75c6a2791c	reduce log	2021-03-14 11:18:22 +08:00
c9s	ccbb78ce4d	migration: extend tx id and address size	2021-03-14 11:18:22 +08:00
c9s	8e85274876	fix used time field for withdraw	2021-03-14 11:18:22 +08:00
c9s	b25671c864	fix max deposits history ordering	2021-03-14 11:18:22 +08:00
c9s	75778675e3	fix withdraw query order	2021-03-14 11:18:22 +08:00
c9s	dbcf35e4a4	add FeeCurrency field	2021-03-14 11:18:22 +08:00
c9s	2d6b6e7427	fix withdrawal data ordering	2021-03-14 11:18:22 +08:00
c9s	4d3b1ec938	fix QueryWithdrawHistory and QueryDepositHistory	2021-03-14 11:18:22 +08:00
c9s	4b49fda463	refactor sync service	2021-03-14 11:18:22 +08:00
c9s	3c90aa515d	add deposit service and withdraw service	2021-03-14 11:18:22 +08:00
c9s	f22a6ee697	implement sync method on the trade service	2021-03-14 11:18:22 +08:00
c9s	8fc7c4798e	implement sync method on reward service	2021-03-14 11:18:22 +08:00
c9s	5a02cdbda3	implement sync method on the order service	2021-03-14 11:18:22 +08:00
c9s	877ea73435	maxapi: align fields	2021-03-14 11:18:22 +08:00
c9s	be672c89e6	max: update deposit and withdraw types	2021-03-14 11:18:22 +08:00
c9s	3f0290479b	binance: update withdraw and deposit types	2021-03-14 11:18:22 +08:00
c9s	ac45bb306a	types: update deposit fields and withdraw fields	2021-03-14 11:18:22 +08:00
c9s	2b485602ad	split ExchangeTransferService	2021-03-14 11:18:22 +08:00
c9s	b0ea2bfe14	types: add exchange name sql value and unmarshalling	2021-03-14 11:18:22 +08:00
c9s	4e9973681a	add migration files	2021-03-14 10:58:26 +08:00
c9s	22a9809327	improve balances command	2021-03-14 10:35:01 +08:00
c9s	33213746f4	cmd: add --all option to the cancel command	2021-03-14 10:29:45 +08:00
ycdesu	a83b95d262	ftx: implemenet place order func	2021-03-13 10:41:04 +08:00
ycdesu	c3a677e2b8	ftx: rename orders cmd to listorders	2021-03-13 10:41:04 +08:00
ycdesu	506fdcd84f	ftx: add conversion helper	2021-03-13 09:51:16 +08:00
ycdesu	778ceb2985	ftx: define orderResponse struct	2021-03-13 09:51:03 +08:00
ycdesu	0e611dbee4	ftx: rename orders to ordersResponse	2021-03-12 23:03:08 +08:00
c9s	48fe6054b0	exchange/max: fix query reward issue	2021-03-10 14:18:01 +08:00
Yo-An Lin	b58e96a8a2	Merge pull request #148 from jnlin/fix/telegram-config	2021-03-10 12:42:28 +08:00
Jui-Nan Lin	19e523c1e9	fix: typo of telegram bot auth token	2021-03-10 12:31:26 +08:00
YC	b33402df24	Merge pull request #147 from c9s/ftx/query-open-orders	2021-03-08 18:50:56 +08:00
ycdesu	ee8ebde12d	ftx: add todo	2021-03-07 12:53:41 +08:00
ycdesu	6599f276db	ftx: implement query open orders	2021-03-07 12:51:13 +08:00
ycdesu	3676450e4b	ftx: convert open order	2021-03-07 12:51:13 +08:00
ycdesu	16366b09a4	ftx: rename responses.go to rest_responses.go	2021-03-07 12:51:13 +08:00
ycdesu	26963ce7ab	ftx: rename balance.go to rest_balance_request.go	2021-03-07 12:51:13 +08:00
ycdesu	f6f3fcab02	ftx: orderbook snapshot checksum	2021-03-06 19:23:44 +08:00
ycdesu	be7c393fcb	ftx: print orderbook update	2021-03-04 10:02:40 +08:00
ycdesu	cd6457f5c0	orderbook: extract String() from Print()	2021-03-04 08:55:33 +08:00
ycdesu	43275d08bc	ftx: use pure function to convert orderbook snapshot	2021-03-03 22:36:14 +08:00
ycdesu	55b9569777	ftx: use the same struct to handle orderbook snapshot/update	2021-03-03 22:33:06 +08:00
Larry850806	689734567a	Remove unused conditions when generating orders	2021-03-03 14:55:11 +08:00
ycdesu	e34f68ab90	ftx: unmarshal all fields at the same time	2021-03-03 10:31:46 +08:00
ycdesu	081aa17deb	doc: modify comment	2021-03-03 08:38:55 +08:00
ycdesu	160f6323e8	ftx: emit orderbook snapshot	2021-03-02 22:18:41 +08:00
ycdesu	253810556e	ftx: unmarshal orderbook snapshot	2021-03-02 18:33:19 +08:00
ycdesu	45528fa219	ftx: modify log	2021-03-02 18:33:19 +08:00
ycdesu	a26c0553ee	cmd: raise symbol not found err	2021-03-02 18:33:19 +08:00
ycdesu	6f81b0ee17	orderbook: fix IsValid logic ... The original implementation always returns an error.	2021-03-02 10:33:46 +08:00
ben	40eadfeaca	add yaml tag for mapping basic risk control order executor.	2021-03-01 13:44:58 +08:00
c9s	ea5554cf52	fix Makefile and update version file	2021-03-01 12:07:00 +08:00
Yo-An Lin	a52f487d4e	Merge pull request #138 from c9s/feature/global-margin-structure ... feature: convert and parse binance margin structure into global types	2021-02-28 16:13:48 +08:00
Yo-An Lin	592a8d87ae	Merge pull request #137 from c9s/feature/scale ... feature: add exp scale and log scale formula	2021-02-28 16:13:38 +08:00
c9s	3e616c5fac	convert and parse binance margin account structure	2021-02-28 15:06:20 +08:00
c9s	32c2780b16	convert binance margin account data into the global structure	2021-02-28 15:06:20 +08:00
c9s	b71ea867c5	ignore sync if sync service is nil	2021-02-28 15:05:49 +08:00
c9s	da79920ca9	rename scale struct name to PriceVolumeScale	2021-02-28 14:51:24 +08:00
c9s	83111c9eb9	test exponential scale with reverse range	2021-02-28 12:12:03 +08:00
c9s	3c9bcd8c9d	add more margin order side effect alias	2021-02-28 12:00:51 +08:00
c9s	99f236d2e0	integrate quantity scale into support strategy and grid strategy	2021-02-28 11:57:25 +08:00
c9s	bf87fbbf55	add LinearScale	2021-02-28 02:20:47 +08:00
c9s	8572df2cb3	add link to TestQuadraticScale	2021-02-28 02:07:48 +08:00
c9s	83af52c53b	add QuadraticScale	2021-02-28 02:06:33 +08:00
c9s	52395fd460	add log scale graph link	2021-02-28 01:55:35 +08:00
c9s	fbb8837c5c	add exp scale and log scale formula	2021-02-28 01:53:45 +08:00
ycdesu	f7ef4a8028	cmd: create orderbook command to print orderbook snapshot and updates	2021-02-27 19:28:01 +08:00
ycdesu	883b7ef028	ftx: handle message in a new struct	2021-02-27 19:27:44 +08:00
ycdesu	d9ad022a81	ftx: define subscribed msg	2021-02-27 19:27:37 +08:00
ycdesu	73d05fe7bb	ftx: send subscriptions when connected	2021-02-27 18:42:46 +08:00
ycdesu	2a0bd5f962	ws: make Reconnect() public	2021-02-27 18:42:45 +08:00
ycdesu	282ce3ee99	cmd: move simple session factory to cmd/utils.go	2021-02-27 18:42:45 +08:00
ycdesu	fd5574b006	cmd: add balances testing cmd ... Only support ftx	2021-02-27 17:24:59 +08:00
ycdesu	c52f918dd4	ftx: add missing types.exchange methods	2021-02-27 17:24:08 +08:00