Commit Graph

1619 Commits

Author SHA1 Message Date
austin362667
a0130affe4 binance: add query orders & trades 2021-12-15 01:01:05 +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