1069 Commits

Author	SHA1	Message	Date
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
ycdesu	45da7ca1f5	cmd: add ftx flags	2021-02-27 17:23:59 +08:00
ycdesu	8b838b9a59	ftx: make logger private	2021-02-27 17:01:20 +08:00
ycdesu	b28d9631ab	ftx: return ftx stream but hasn't implement it yet	2021-02-27 16:48:50 +08:00
ycdesu	bf97af34f3	ws: implement base websocket client	2021-02-27 16:48:50 +08:00
c9s	03d7290e03	pull out time range group by clause generator	2021-02-26 17:22:08 +08:00
c9s	28a8ab34a2	pull out time range column name	2021-02-26 16:16:41 +08:00
c9s	02e7451ed6	bump version	2021-02-26 16:16:34 +08:00
c9s	1d29009133	fix max trade query ordering and sql query ordering for query last	2021-02-25 13:55:04 +08:00
c9s	854014f49a	add currency position aggregation and tests	2021-02-24 10:46:42 +08:00
c9s	14830c442c	refactor and implement reward sync and query	2021-02-23 22:53:00 +08:00
c9s	5a7cf05701	integrate reward service into the sync service	2021-02-23 16:39:48 +08:00
c9s	fb62af05a4	add global Reward type	2021-02-23 10:08:01 +08:00
c9s	96362a4936	max: add rewards api and example	2021-02-22 18:45:44 +08:00
c9s	507586b560	fix max websocket subscription	2021-02-22 17:36:30 +08:00
c9s	73cb80ee96	improve logging	2021-02-22 17:06:43 +08:00
c9s	21a4669905	adjust max query limiter and sync before running trader	2021-02-22 16:54:08 +08:00
c9s	e93b5a1868	add version command	2021-02-22 15:23:09 +08:00
c9s	f7c952f8ca	add version files	2021-02-22 15:16:12 +08:00
c9s	59d68e7f0d	max: adjust trades limit to 1000	2021-02-22 15:03:15 +08:00
c9s	eaad414706	adjust max api call rate limiting	2021-02-22 15:01:05 +08:00
c9s	724dad70bb	remove trade sync from environ init	2021-02-22 14:14:39 +08:00
c9s	84775652fe	remove defer wrapper func	2021-02-22 13:49:26 +08:00
c9s	cdb7ce84c8	apply rate limit	2021-02-22 13:36:39 +08:00
c9s	63ebbc0e73	fix frontend sync status checking	2021-02-21 19:36:03 +08:00
c9s	f2978fa89c	pull out ping interval parameter	2021-02-21 18:58:25 +08:00
c9s	3629a1f5a2	pre-save syncing var for return	2021-02-21 18:54:48 +08:00
c9s	9ea1a22b3f	wrap errors	2021-02-21 17:48:03 +08:00
c9s	a8516edb98	add Get method to the persistence service facade	2021-02-21 16:55:45 +08:00
c9s	21b092037e	refactor notification configuration	2021-02-21 16:52:47 +08:00
c9s	fa4e813729	resolve cyclic imports	2021-02-21 01:01:39 +08:00
c9s	6845db6dd3	refactor database configure method	2021-02-21 00:58:34 +08:00
c9s	1763fb8904	improve the warning message	2021-02-21 00:48:26 +08:00
c9s	12ed5a1efe	move persistence service into the service package	2021-02-21 00:45:56 +08:00
c9s	b7a3f2ee03	refactor telegram initialization	2021-02-20 12:33:43 +08:00
c9s	be00aae81e	move trade configuration to the trader struct method	2021-02-20 12:23:31 +08:00
c9s	c72b7b2dfa	add sync api for syncing trades in the background	2021-02-20 11:56:39 +08:00
c9s	7684099f01	add /api/environment/syncing api	2021-02-20 11:54:48 +08:00
c9s	4ce6e85624	add sync status to the environment	2021-02-20 11:29:33 +08:00
c9s	ff5233ba3e	support: use Notfiy	2021-02-20 10:51:01 +08:00
c9s	dd13b9a8bf	remove start time query condition for trade sync since starting from trade id = 1 works	2021-02-19 14:18:50 +08:00
c9s	44fa74a4c9	refactor session sync	2021-02-19 10:42:24 +08:00
c9s	390c9b1a4b	move Sync method into the sync service	2021-02-19 10:26:13 +08:00
c9s	eaa8c647b5	refactor session sync	2021-02-18 22:40:46 +08:00
c9s	90069a8589	improve sync command to find possible trading symbols automatically	2021-02-18 22:07:54 +08:00
c9s	65ff2894c5	binance: calculate quote quantity manually if it's not defined	2021-02-18 18:24:00 +08:00
c9s	3a89b0a714	improve trade sync	2021-02-18 18:20:18 +08:00
c9s	654ad62f36	remove type assert	2021-02-18 17:42:14 +08:00
c9s	0ba595bd55	Fix trade sync for self trades ... MAX uses one single trade for presenting self trade. BINANCE uses two trade records for presenting self trade. the trade creation time are the same.	2021-02-18 17:37:49 +08:00
c9s	c3dbb1b204	avoid using last trade id for syncing data	2021-02-18 16:40:47 +08:00
c9s	29bbd03836	add binance single ticker query method and fix quantity formating	2021-02-18 16:17:40 +08:00
c9s	b9564690b5	fix go migration loader	2021-02-17 19:06:55 +08:00
c9s	b2bcd3528c	use sqlx for testing connection	2021-02-17 17:35:54 +08:00
c9s	88f7f0f61c	compile and update migration package	2021-02-17 17:35:11 +08:00
c9s	ea27a291db	compile and update migration package	2021-02-17 17:28:05 +08:00
c9s	a1cb3859c3	fix db driver setup	2021-02-17 14:57:29 +08:00
c9s	e372a53835	refactor transfer history command	2021-02-17 14:43:50 +08:00
c9s	49f4039a23	add timestamp parameter	2021-02-16 17:11:15 +08:00
c9s	9a7437de53	set default limit to 1000	2021-02-16 17:10:58 +08:00
c9s	5f759780c3	remove unused since flag	2021-02-16 17:10:48 +08:00
c9s	3867fdde91	add stringer interface to Position	2021-02-16 16:40:11 +08:00
c9s	bc3754d989	check if limit is set	2021-02-16 16:39:56 +08:00
c9s	02512805f8	set default query trade limit to 1000 for max	2021-02-16 16:32:48 +08:00
c9s	e3d3eacb78	fix trade service injection	2021-02-16 16:30:01 +08:00
c9s	8ae4cab550	inject TradeService field if we found it	2021-02-16 16:14:49 +08:00
c9s	c75eb6b5ba	pull out Persistence injection to the common injection	2021-02-16 16:13:52 +08:00
c9s	5c1630f000	refactor strategy executor	2021-02-16 16:12:00 +08:00
c9s	bf0ba89aee	convert StrategyID field to NullString	2021-02-16 16:00:14 +08:00
c9s	fc4419b49b	refactor injection	2021-02-16 15:58:21 +08:00
c9s	1c2646b0af	add Test_injectField	2021-02-16 15:49:57 +08:00
c9s	67a3c49081	add more trade service tests	2021-02-16 15:34:01 +08:00
c9s	ebe065332c	allocate sqlx db from rockhopper db	2021-02-15 21:07:55 +08:00
c9s	c219dc7be0	add test code for testing migration scripts	2021-02-15 21:04:44 +08:00
c9s	3d47b3f34d	update trade fields for pnl and strategy id	2021-02-15 20:55:14 +08:00
c9s	786f37e675	add MarkStrategyID for marking trade with the source strategy	2021-02-15 20:53:19 +08:00
c9s	f3d65b1281	add UpdatePnL method for updating trade pnl field	2021-02-15 20:51:34 +08:00
c9s	8224447985	fix build tags	2021-02-15 16:21:47 +08:00
c9s	0c9ca851e5	improve support strategy	2021-02-15 01:26:46 +08:00
c9s	bea750ca97	make margin order side effect json unmarshallable	2021-02-15 01:26:23 +08:00
c9s	f8378957ee	add more checks for bollgrid ... related to #93	2021-02-13 16:03:31 +08:00
Yo-An Lin	de195b3c17	Merge pull request #130 from Larry850806/fix/bollgrid	2021-02-11 15:38:50 +08:00
Larry850806	ca31179b40	Fix balance calculation	2021-02-11 14:48:13 +08:00
c9s	f7ef91b55c	binance: set the default ping handler	2021-02-11 08:13:50 +08:00
c9s	4a0bd45301	remove order test code	2021-02-11 00:30:37 +08:00
c9s	ffa001fc29	fix quantity format	2021-02-11 00:21:56 +08:00
c9s	88411a134b	add supportAndTargets strategy	2021-02-11 00:21:06 +08:00
c9s	4b66deec3d	subscribe RepostInterval as well ... might be related to issue #93	2021-02-10 22:45:23 +08:00
c9s	061312771c	fix float formatting	2021-02-10 22:41:42 +08:00
c9s	57435419b4	add marketData label	2021-02-10 22:40:36 +08:00
Larry850806	9f6d9028fa	Use fixedpoint type to calculate the balance	2021-02-10 16:01:11 +08:00
Larry850806	6d399647cf	Remove unused functions	2021-02-10 11:37:37 +08:00
Larry850806	11a176145e	Refactor placeGridOrders into three functions	2021-02-10 11:37:33 +08:00
Larry850806	d22a8e9c63	Improve bollgrid strategy's balance check and quote calculation	2021-02-10 10:11:32 +08:00
YC	776cd95955	Merge pull request #128 from c9s/ftx/balance	2021-02-09 19:49:38 +08:00
Yo-An Lin	bb394c8d38	Merge pull request #124 from ychi/feat/calculate-asset-with-ticker ... feat/calculate asset with ticker	2021-02-09 17:49:22 +08:00
Yo-An Lin	5b06c47b2a	Merge pull request #125 from c9s/fix/grid	2021-02-09 12:02:04 +08:00
ycchen	2b285c0202	fix: remove unused	2021-02-08 22:43:20 +01:00
ycchen	6655e16889	minor tweaks	2021-02-08 22:41:44 +01:00
ycchen	61c98432f2	feat: tickers for asset calculation	2021-02-08 22:41:44 +01:00
ycdesu	ed86e923df	ftx: add exchange name	2021-02-08 22:33:12 +08:00
ycdesu	0eb0bdefa2	ftx: use uppercase in toGlobalCurrency	2021-02-08 22:29:50 +08:00
ycdesu	46b0315871	ftx: implement ftx balances querying	2021-02-08 19:07:18 +08:00
ycdesu	eb00720043	ftx: define empty ftx.toGlobalCurrency	2021-02-08 19:07:18 +08:00
ycdesu	7c48670c39	ftx: define rest client	2021-02-08 19:07:18 +08:00
ycdesu	8663704d6e	util: create IsJSON/IsHTML type helper	2021-02-08 19:07:18 +08:00
ycdesu	565086cc2a	util: extract IsError method	2021-02-08 19:07:18 +08:00
ycdesu	54ef8d3ca6	ftx: define empty exchange	2021-02-08 19:04:18 +08:00
c9s	72044a63fd	remove query trades default limit 200	2021-02-08 13:40:47 +08:00
c9s	ffb6a29d0d	fix startPrice value conversion	2021-02-08 13:21:22 +08:00
Yo-An Lin	f8ae8ec5b0	Merge pull request #108 from ychi/feat/exchange-ticker-api	2021-02-08 07:37:50 +08:00
ycchen	7a67083fbe	Address review feedbacks	2021-02-07 22:58:30 +01:00
Jui-Nan Lin	001f0e8c2f	fix(max): use global trade side here, not string	2021-02-07 14:58:44 +08:00
c9s	173074f5e4	improve grid strategy's balance check and quote calculation	2021-02-07 11:37:24 +08:00
c9s	367e9fcae1	fix price range check	2021-02-07 10:58:31 +08:00
ycchen	288f7257eb	fix testcases	2021-02-06 19:39:43 +01:00
ycchen	5fed7b81de	QueryTicker	2021-02-06 18:35:23 +01:00
ycchen	fa20df487e	feat: ticker api for types.Exchange	2021-02-06 14:05:26 +01:00
Yo-An Lin	a738bffc07	Merge pull request #112 from jnlin/fix/pnl-amount	2021-02-06 18:26:04 +08:00
Yo-An Lin	b81eb33cad	Merge pull request #117 from c9s/wizard/sqlite3 ... add sqlite3 driver option to the wizard user interface	2021-02-06 17:41:45 +08:00
Jui-Nan Lin	b38b65ce83	fix(pnl): do not calculate the "self" trade	2021-02-06 17:34:13 +08:00
Jui-Nan Lin	30f085fa91	fix(max): IsBuyer should check side "buy" and "bid"	2021-02-06 17:30:18 +08:00
Jui-Nan Lin	7e1825d991	Merge branch 'main' into fix/pnl-amount	2021-02-06 17:22:43 +08:00
c9s	d0c967af55	use fake asset data for the asset query	2021-02-06 16:38:00 +08:00
c9s	8e0778a095	fix trading volume query for sqlite3	2021-02-06 16:05:21 +08:00
Yo-An Lin	597dd21865	Merge pull request #116 from c9s/feature/sqlite3 ... convert time struct for sqlite driver	2021-02-06 15:05:49 +08:00
c9s	62145d02f3	move dotenv loading to the root command	2021-02-06 15:03:07 +08:00
c9s	855378e098	add driver field to the setup db route	2021-02-06 14:31:46 +08:00
c9s	26f9e5488d	apply datatype.Time to order time fields	2021-02-06 14:30:00 +08:00
c9s	20e6e4c299	add MarshalJSON and UnmarshalJSON to datatype.Time	2021-02-06 14:25:38 +08:00
c9s	3abdb3dd7b	convert time struct for sqlite driver	2021-02-06 12:32:21 +08:00
Yo-An Lin	5a5e64cc8d	Merge pull request #111 from c9s/feature/sqlite3 ... add sqlite3 migration support	2021-02-06 11:52:03 +08:00
c9s	32117af4b0	service: remove the ignore keyword to make the sql compatible with sqlite3	2021-02-06 11:44:49 +08:00
c9s	0b657d59f9	make inBaseAsset as private method	2021-02-06 11:34:53 +08:00
c9s	dd9dbee903	refactor database configuration with env vars	2021-02-06 11:33:49 +08:00
c9s	99b56003eb	clean up legacy db connection handling with the new database service	2021-02-06 11:22:04 +08:00
c9s	276b6c1e48	drop the legacy upgradeDB	2021-02-06 11:22:04 +08:00
c9s	c7440a3ea4	compile and update migration package	2021-02-06 11:22:04 +08:00
c9s	de51eb29e4	refactor db stuff with database service	2021-02-06 11:22:04 +08:00
ycdesu	06eacf70a2	util: test Response struct	2021-02-05 22:38:45 +08:00
ycdesu	f44d6a323a	http: move response helper to util	2021-02-05 22:31:40 +08:00
Yo-An Lin	8c72e2290e	Merge pull request #110 from jnlin/options_orderlimit	2021-02-05 19:30:41 +08:00
Jui-Nan Lin	c9f3b6fc1a	fix(pnl): checking the side of trade, not taker or maker	2021-02-05 14:52:38 +08:00
Jui-Nan Lin	b6da7ee2f2	fix(pnl): should be trades	2021-02-05 14:49:42 +08:00
c9s	ea0c20cfe7	rename enableApiServer to enableWebServer	2021-02-05 13:04:52 +08:00
c9s	0803d6bae0	add BeforeRestart hook	2021-02-05 13:01:07 +08:00
Jui-Nan Lin	8eb8fb105d	test: fix query trading test	2021-02-05 12:42:59 +08:00
Jui-Nan Lin	893b513605	feat: add limit option for pnl command	2021-02-05 10:12:10 +08:00
c9s	10f8a7864f	fix side bar layout	2021-02-05 09:09:59 +08:00
c9s	bd895149ad	if dotenv file does not exist, do not load it	2021-02-04 20:34:31 +08:00
c9s	621321f5db	add basic desktop app	2021-02-04 20:34:31 +08:00
c9s	0cb2a3c452	split files to make routes smaller	2021-02-04 16:59:00 +08:00
c9s	5f84c847c1	move setupRestart	2021-02-04 16:54:24 +08:00
c9s	e1b4ff3450	move setup handlers to setup.go	2021-02-04 16:51:53 +08:00
c9s	c12161ff1c	pull out listSessionSymbols	2021-02-04 16:49:47 +08:00
c9s	3dfc75591a	Add RunWithListener method to server	2021-02-04 16:47:53 +08:00
c9s	c1b2114dd2	refactor server routes	2021-02-04 16:44:14 +08:00
c9s	2791da3ec4	fix empty session issue	2021-02-04 15:19:40 +08:00
c9s	d8d1249293	fix env var prefix by using os.Getenv directly	2021-02-04 15:14:54 +08:00
c9s	e6b0a0c595	implement server shutdown goroutine	2021-02-04 14:44:48 +08:00
c9s	e257f6e8f6	pull out pingUntil function	2021-02-04 14:29:15 +08:00
c9s	f2686d02b0	refactor ping handler	2021-02-04 14:00:41 +08:00
c9s	42e5c88a2f	refactor more setup route handlers	2021-02-04 13:59:26 +08:00
c9s	f74ebd48e2	refactor setup routes	2021-02-04 13:56:36 +08:00
c9s	7c6fce076f	use ping try the api server	2021-02-04 13:48:21 +08:00
c9s	6db1924f87	add setup struct for setup mode options	2021-02-04 13:29:43 +08:00
c9s	7b7bcf56c9	add PUT and DELETE methods	2021-02-04 13:23:05 +08:00
c9s	f21b7f06d7	update static files and fix page routes	2021-02-03 18:54:35 +08:00
c9s	b3aa7e7511	add darwin os check	2021-02-03 18:54:34 +08:00
YC	d821d2ef95	Merge pull request #103 from ycdesu/minor/order/tests	2021-02-03 18:52:11 +08:00
YC	cc146faae2	Merge pull request #101 from ycdesu/minor/trade/tests ... minor: extract SQL generator function of trades table	2021-02-03 18:32:25 +08:00
ycdesu	72b1877e4a	order: extract query order sql generator	2021-02-03 18:31:32 +08:00
c9s	c73e5f00f3	refactor server routes	2021-02-03 18:09:33 +08:00
c9s	bf8508d4fb	update description	2021-02-03 17:41:48 +08:00
c9s	4e31c7f68a	change default config path to just bbgo.yaml	2021-02-03 17:39:53 +08:00
c9s	9096b6425e	move instructions sequence	2021-02-03 17:29:51 +08:00
c9s	c35cef5b09	implement config saving api	2021-02-03 17:27:18 +08:00
ycdesu	220da92f48	trade: extract sql generator function and test it	2021-02-03 16:51:02 +08:00
ycdesu	1522c3d7a6	trade: create a separate sql gen function	2021-02-03 15:44:02 +08:00
c9s	f7a4f7d415	add strategies endpoint and strategy review page	2021-02-03 15:00:01 +08:00
c9s	705edc38c0	implement config yaml dummper	2021-02-03 09:58:31 +08:00
c9s	098a966813	add test case for config.Map method	2021-02-03 09:34:53 +08:00
c9s	1a2c3556a8	add ID method to the TestStrategy	2021-02-03 09:09:19 +08:00
c9s	7904c6f4d0	add ID() to Strategy interface	2021-02-03 09:08:05 +08:00
c9s	8aa96c4546	integrate strateg adding api	2021-02-03 02:26:41 +08:00
c9s	578451bb51	add setup flag to run server	2021-02-02 18:17:58 +08:00
c9s	d458519ba5	add setup flag	2021-02-02 18:17:39 +08:00
c9s	17d5e301dc	refine setup steps	2021-02-02 17:26:35 +08:00
c9s	73762d9888	support exchange session test from the setup wizard	2021-02-02 11:44:07 +08:00
c9s	06f648448b	pull out wrapper runner	2021-02-01 20:44:15 +08:00
c9s	eebb568b0c	add dotenv string flag for changing dotenv filename	2021-02-01 20:44:15 +08:00
c9s	0a29ee99b8	call godotenv.Load to load env vars	2021-02-01 20:44:15 +08:00
c9s	a60aeb4771	pull out .Subscribe from trader.Run	2021-02-01 20:44:15 +08:00
c9s	ddcc8ae4ee	move ExchangeOrderExecutor into exchange session	2021-02-01 20:44:15 +08:00
c9s	de8e717a41	refactor session initialization function	2021-02-01 20:44:15 +08:00
c9s	6912f77c72	fix lock issue	2021-02-01 18:55:47 +08:00
c9s	a926ee1e37	rename --enable-api-server to --enable-web-server	2021-01-29 19:31:52 +08:00
c9s	fbbe304dfb	add trades query api	2021-01-29 18:48:00 +08:00
c9s	cc8133a90e	print order query sql	2021-01-29 18:34:03 +08:00
c9s	72037d6c14	update migration package	2021-01-29 18:28:23 +08:00
c9s	b8d7ae7687	add AggOrder for market orders	2021-01-29 17:52:13 +08:00
c9s	32645f228b	add order query api	2021-01-29 13:15:44 +08:00
c9s	be750b94df	fix layout and margin	2021-01-29 12:55:11 +08:00
c9s	8031c6066e	mount static files to routes	2021-01-29 11:19:37 +08:00
c9s	78890834b5	support symbol segment	2021-01-28 18:51:35 +08:00
c9s	9ee49ea3f1	Add TradingVolumeBar	2021-01-26 18:10:08 +08:00
c9s	95129e94d7	add lastPrcieUpdatedAt timestamp for checking last price cache	2021-01-26 17:23:40 +08:00
c9s	df17c4b1b6	add trading volume query api	2021-01-26 17:21:18 +08:00
c9s	9717fddfbd	add total asset pie chart	2021-01-25 16:56:02 +08:00
c9s	e47357d1ed	add assets api and price loading	2021-01-25 15:32:17 +08:00
c9s	09b3046feb	lower case fields are not exported to json	2021-01-25 14:32:46 +08:00
c9s	b952e6fd54	rename Reset to private reset	2021-01-25 14:26:22 +08:00
c9s	4c0a586aa2	adjust depth update to 5 minutes	2021-01-25 14:24:59 +08:00
c9s	ca71c81284	improve slice copying	2021-01-25 14:20:56 +08:00
c9s	b99c01a03f	fix stream book usage	2021-01-25 14:13:39 +08:00
c9s	1aefbbfddc	improve orderbook validation error	2021-01-25 13:53:11 +08:00
c9s	7310700540	add account and account balances	2021-01-24 20:18:04 +08:00
c9s	eab915abc7	rename loaded-symbols to just symbols	2021-01-24 20:14:43 +08:00
c9s	3a52a4bff8	add and set AddOrderUpdate flag for session order store	2021-01-24 20:13:05 +08:00
c9s	e2de3040bd	adjust ping ticker to 10seconds	2021-01-24 19:08:33 +08:00
c9s	42b66d6898	add OrderStore accessor on ExchangeSession	2021-01-24 19:08:12 +08:00
c9s	9040f6ff0d	add --enable-api-server flag	2021-01-24 19:07:56 +08:00
c9s	447057086c	add Orders method on OrderStore	2021-01-24 19:07:32 +08:00
c9s	eccc2c6e0f	implement session config api and server	2021-01-24 18:42:36 +08:00
c9s	7632638982	log depth api error	2021-01-24 16:54:13 +08:00
c9s	51e5deee47	add frontend files	2021-01-24 14:14:25 +08:00
c9s	1892d03326	make session trades map thread safe	2021-01-24 14:14:25 +08:00
c9s	1c80d30ce2	add TradeSlice with sync	2021-01-24 14:14:25 +08:00
c9s	84b6982033	add order store to exchange session	2021-01-24 14:14:25 +08:00
c9s	568250f4bb	define api routes	2021-01-24 14:14:25 +08:00
c9s	cabc082713	fix f.loadDepthSnapshot timing	2021-01-24 14:12:44 +08:00
c9s	50fc1fd3ac	call Reset instead of replacing the whole map ... the reason is that we have the update worker, which is already started.	2021-01-24 14:09:07 +08:00
c9s	2b441ad3bc	binance: improve depth event filtering and reloading	2021-01-24 10:02:38 +08:00
c9s	1f1e1383f3	fix advancedOrderCancelApi interface	2021-01-23 17:20:26 +08:00
c9s	858a8d84bb	groupID is an int64 field	2021-01-23 17:17:46 +08:00
c9s	4b039847b7	support group ID	2021-01-23 17:15:32 +08:00
c9s	b5f2c325a4	add group id field	2021-01-23 17:07:05 +08:00
c9s	e08d62395e	adjust snapshot ticker to 10 minutes	2021-01-23 17:03:53 +08:00
c9s	6a6dacd595	fix binance depth snapshot updating	2021-01-23 16:59:51 +08:00
c9s	d0fc161ae7	fix define build config checking	2021-01-23 01:06:56 +08:00
c9s	2da5fa2e92	pre-define build config	2021-01-23 01:03:56 +08:00
c9s	cc3e9f42aa	cmd: fix build nil check	2021-01-23 01:01:36 +08:00
c9s	fa8198b8b9	remove unnecessary logs	2021-01-21 12:28:47 +08:00
c9s	93ae65535d	remove os and arch flags	2021-01-21 12:27:55 +08:00
c9s	5eaa8f0778	add IsWrapperBinary flag and fix persistence error	2021-01-21 12:27:21 +08:00
c9s	503df57e72	remove legacy cmd flags	2021-01-21 12:10:06 +08:00
c9s	45876968d9	let build config and legacy imports co-exists	2021-01-21 12:08:06 +08:00
c9s	5329ef8f25	refactor build config	2021-01-21 12:06:03 +08:00
c9s	26c128b3ab	adjust rate limiter	2021-01-21 01:21:30 +08:00
c9s	e869e04092	use rate limiter for batch query	2021-01-21 01:02:43 +08:00
c9s	a73729fb17	split files for batch processor and margin settings	2021-01-21 00:58:02 +08:00
c9s	ad4f339b27	fix test case name	2021-01-21 00:54:59 +08:00
c9s	38bac10050	consider fee calculation	2021-01-21 00:49:01 +08:00
c9s	bfc8e511d0	simplify average cost calculation	2021-01-20 23:46:22 +08:00
c9s	16aa070120	assign base/quote currency to the position struct	2021-01-20 23:08:57 +08:00
c9s	8a08c406c3	check symbol for the position update	2021-01-20 17:37:23 +08:00
c9s	48dd697ce3	handling short-to-long and long-to-short position	2021-01-20 17:35:58 +08:00
c9s	c2a27b031e	init position with loaded symbols	2021-01-20 16:30:44 +08:00
c9s	0051dbc78a	add Position accessor	2021-01-20 16:29:15 +08:00
c9s	079fcf08e3	initialize position map	2021-01-20 16:28:27 +08:00
c9s	09d712416f	add json struct tags	2021-01-20 16:15:34 +08:00
c9s	617f5119fd	test trade profit calculation	2021-01-20 16:14:02 +08:00
c9s	169af63846	add more position tests	2021-01-20 16:10:20 +08:00
c9s	34148948ab	add position and its tests	2021-01-20 16:08:14 +08:00
c9s	42811e8157	alias logrus as log	2021-01-20 02:45:50 +08:00
c9s	9280ec348f	clean up pnl command ... we should use environment to load the sessions	2021-01-20 02:45:13 +08:00
c9s	0e99d9bdcb	move time.Sleep to batch processor to avoid rate limit	2021-01-20 02:32:55 +08:00
c9s	c79c7d1b11	fix margin order/trade sync	2021-01-20 02:09:12 +08:00
c9s	d3f6841a27	improve sync command for margin trades and orders	2021-01-20 01:46:17 +08:00
c9s	7520430b52	support margin api for query trades	2021-01-20 01:27:27 +08:00
c9s	1d8b7dc657	handle trade and order margin field	2021-01-20 01:24:29 +08:00
c9s	334eff4682	update sync service for margin fields	2021-01-19 23:33:06 +08:00
c9s	62f6d857b3	update compiled migrations package for margin columns	2021-01-19 23:31:13 +08:00
c9s	a6015fb3e2	add isMargin, isIsolated columns	2021-01-19 23:31:04 +08:00
c9s	2c1c9a046b	tmp	2021-01-19 23:31:04 +08:00
c9s	677f4b93e6	add margin mode support to QueryOpenOrders	2021-01-19 23:31:04 +08:00
c9s	ad4226f35b	support margin order creation	2021-01-19 23:31:04 +08:00
c9s	3eda64641e	use exchange's margin option	2021-01-19 23:31:04 +08:00
c9s	7235100140	integrate submitMarginOrder api	2021-01-19 23:31:04 +08:00
c9s	f35e90a4f1	document marginSideEffect	2021-01-19 23:31:04 +08:00
c9s	5cab37488b	move MarginSettings struct to a file	2021-01-19 23:31:04 +08:00
c9s	1c77de031a	add extended margin fields to the order struct	2021-01-19 23:31:04 +08:00
c9s	f8a9610222	pass isolated margin symbol	2021-01-19 23:31:04 +08:00
c9s	f505c0e2c6	split go routine for keep alive and ping tickers	2021-01-19 23:31:04 +08:00
c9s	d4774f5f0e	add IsolatedMargin option	2021-01-19 23:31:04 +08:00
c9s	310943d010	add isolated margin symbol option	2021-01-19 23:31:04 +08:00
c9s	48083151aa	turning margin mode	2021-01-19 23:31:04 +08:00
c9s	e8fec434b5	cast exchange instance to margin exchange interface	2021-01-19 23:31:04 +08:00
c9s	3199c63d62	add margin mode	2021-01-19 23:31:04 +08:00
c9s	4002ec80d6	add public only field to the session config struct	2021-01-19 23:31:04 +08:00
c9s	c3db6db590	add margin option	2021-01-19 23:31:04 +08:00
c9s	1233035780	fix migration script	2021-01-19 23:11:07 +08:00
c9s	0bdfd0f04b	check if err is nil	2021-01-18 21:59:02 +08:00
c9s	ddc33f633f	check if err is nil	2021-01-18 21:57:57 +08:00
c9s	ad78f81b10	fix unique index for binance self trade	2021-01-18 16:48:47 +08:00
c9s	3db5c26416	improve transfer history layout	2021-01-15 14:24:24 +08:00
c9s	d96e6e8ccc	use environment to configure database	2021-01-15 10:47:49 +08:00
c9s	1ce3244c17	drop the legacy migration command	2021-01-15 10:33:23 +08:00
c9s	293d889276	fix built-in migrations	2021-01-15 10:31:37 +08:00
c9s	d04e1e7816	refactory sync command and upgrade db automatically	2021-01-14 15:10:11 +08:00
c9s	ad567dc360	use mysql reformat dsn function to add parseTime parameters	2021-01-14 14:56:13 +08:00
c9s	cd9f2ba0e8	add compile migration files	2021-01-14 00:33:28 +08:00
c9s	6491166459	drop legacy pkg/migration	2021-01-14 00:00:05 +08:00
c9s	2699c32b38	add rockhopper	2021-01-13 23:53:36 +08:00
c9s	50cd6f7d68	change go-binance to github.com/adshao/go-binance/v2	2021-01-11 13:36:49 +08:00
c9s	653eba73c5	improve session error message	2021-01-09 19:47:21 +08:00
c9s	4a1af6f362	add check for PersistenceServiceFacade	2021-01-09 19:44:45 +08:00
c9s	93d71b5300	bbgo: session log error	2021-01-09 19:40:31 +08:00
c9s	995f9a9ea0	grid: add order amount field	2021-01-06 13:31:17 +08:00
c9s	92ab7e125a	improve RegisterStrategy method to register strategy between cross and single	2020-12-31 17:14:47 +08:00
c9s	208c88cbd5	support single exchange trailingstop	2020-12-31 17:12:35 +08:00
c9s	87568ede70	reformat	2020-12-31 14:29:53 +08:00
c9s	395d3f17df	grid: add long mode support	2020-12-31 13:54:32 +08:00
c9s	45e4d8c558	rename movingstop to trailingstop	2020-12-31 13:07:39 +08:00
c9s	25eab8e95f	adjust log	2020-12-29 18:32:51 +08:00
c9s	f485c1ba7f	fix grid strategy order placing	2020-12-29 18:18:32 +08:00
c9s	70479bfd16	binance: assign Isolated field	2020-12-29 17:26:22 +08:00
c9s	275aa9494a	support canceling orders on max	2020-12-29 16:00:03 +08:00
c9s	9568b04328	fix log message	2020-12-28 16:24:57 +08:00
c9s	2932230fdb	print out websocket error	2020-12-28 16:24:35 +08:00
c9s	d9e5ad4365	add event authenticated	2020-12-28 16:24:17 +08:00
c9s	f12e38b70e	call cancelTrading defer	2020-12-21 15:47:20 +08:00
c9s	9db1c78171	add public only mode to backtest	2020-12-21 15:45:40 +08:00
c9s	f56318c9b6	add public only mode to stream	2020-12-21 15:43:54 +08:00
c9s	ce0e28708a	add public only mode to binance stream	2020-12-21 15:26:05 +08:00
c9s	d4b99f41a4	reformat	2020-12-21 14:55:14 +08:00
c9s	39f5290634	shorten the log messages	2020-12-21 14:53:34 +08:00
c9s	a60529ee37	reload depth snapshot periodically	2020-12-21 14:43:40 +08:00
c9s	9223b2ba47	move FormatOrder to ExchangeSession since it depends on Market	2020-12-21 13:47:40 +08:00
c9s	3eae58322a	add trade update callbacks and order update callbacks to order executor	2020-12-21 13:40:23 +08:00
c9s	e282a8a917	improve order submit loop	2020-12-17 17:54:48 +08:00
c9s	64dea71249	grid: use the default active order book order handler	2020-12-17 16:29:00 +08:00
c9s	6962582236	grid: add orders to the order store	2020-12-17 16:22:43 +08:00
c9s	9e1476dcb1	grid: improve position management by fixedpoint	2020-12-17 15:52:53 +08:00
c9s	1c7d3d5481	support max staging url orverride	2020-12-17 14:44:30 +08:00
c9s	728bf5fc81	bbgo: move some logs to debug level	2020-12-15 14:14:44 +08:00
c9s	63a5881d16	use golang.org/x/time for rate limiting	2020-12-15 14:04:27 +08:00
c9s	572f7a0e12	buyandhold: remove kline event debug log	2020-12-14 14:59:46 +08:00
c9s	6d15c629a7	fix buyandhold strategy	2020-12-14 14:40:31 +08:00
c9s	81c7d3c668	fix fmt import	2020-12-14 14:34:55 +08:00
c9s	cabd8f8dcb	improve buyandhold strategy	2020-12-14 14:21:02 +08:00
c9s	321b4812ca	supporting otp key restore from key url	2020-12-11 17:12:16 +08:00
c9s	fbb9d0d3ba	show key URL	2020-12-11 17:08:06 +08:00
c9s	deb9a29521	support one-time password	2020-12-11 17:07:19 +08:00
c9s	f4ef19e5d6	implement PlainText for telegram bot	2020-12-11 15:58:05 +08:00
c9s	6af88a2a87	add interaction callbacks	2020-12-11 14:40:18 +08:00
c9s	45bc4dc9eb	refactor telegram notifier with interaction component	2020-12-11 14:40:04 +08:00
c9s	f595b1ef65	fix compile flag check	2020-12-09 16:13:20 +08:00
c9s	846f463cfc	print loaded position	2020-12-08 16:32:39 +08:00
c9s	6b760c72b7	use bot token prefix as the redis store namespace	2020-12-08 16:28:55 +08:00
c9s	03afa060d5	add updateInterval for mirrormaker	2020-12-08 16:01:46 +08:00
c9s	c66b140d90	support duration parse	2020-12-08 16:01:46 +08:00
c9s	fe7495898f	check if persistence is configured	2020-12-08 15:09:17 +08:00
c9s	53d7fb5611	support telegram chat user persistence	2020-12-08 15:03:52 +08:00
c9s	a299721a98	improve message layout	2020-12-08 14:41:51 +08:00
c9s	4316f1fada	pull out bot initialization	2020-12-08 14:25:30 +08:00
c9s	55cd0c6a6e	pull out bot initialization to run	2020-12-08 14:20:49 +08:00
c9s	0222c33330	fix kline tail method	2020-12-08 10:26:20 +08:00
c9s	3aa8d70622	add mirrormaker	2020-12-07 23:04:09 +08:00
c9s	9eaf69388c	add fixedpoint json marshaling	2020-12-07 23:03:06 +08:00
c9s	4addf65f64	support memory persistence	2020-12-07 12:03:56 +08:00
c9s	2d98336fb6	implement Persistent API for strategy	2020-12-07 11:44:41 +08:00
c9s	341f735bc3	configure ConfigurePersistence if it's defined	2020-12-07 11:44:41 +08:00
c9s	a01f83ab15	add persistence config and tests	2020-12-07 11:44:41 +08:00
c9s	b843388483	only query subscribed kline intervals	2020-12-07 11:44:23 +08:00