1562 Commits

Author	SHA1	Message	Date
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