Yo-An Lin
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bef73cf880
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Merge pull request #648 from c9s/feature/binance-margin-history
feature: binance margin history sync support
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2022-06-01 19:43:07 +08:00 |
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c9s
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b070952b32
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service/sync: rewrite trade sync with syncTask
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2022-06-01 19:40:30 +08:00 |
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c9s
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415450acb7
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service/sync: add onLoad event support
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2022-06-01 19:40:29 +08:00 |
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c9s
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fb63346732
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service/reflect: add more debug logs
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2022-06-01 19:40:29 +08:00 |
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c9s
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dfe29e07e7
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service/margin: fix query ordering
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2022-06-01 19:40:29 +08:00 |
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c9s
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991d13cb32
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cmd/sync: support multiple session names
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2022-06-01 19:40:29 +08:00 |
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c9s
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1a85e62993
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service: integrate margin service into the sync service
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2022-06-01 19:40:29 +08:00 |
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c9s
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5bb98734fb
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batch: set jump if empty field
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2022-06-01 19:40:29 +08:00 |
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c9s
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484fc62892
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batch: set jump if empty field
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2022-06-01 19:40:29 +08:00 |
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c9s
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118dc07e10
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service: fix reflect rows scan
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2022-06-01 19:40:29 +08:00 |
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c9s
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5a4a2db66f
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service: add time function
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2022-06-01 19:40:29 +08:00 |
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c9s
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5eaa4706f0
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binance: set exchange field for margin records
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2022-06-01 19:40:29 +08:00 |
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c9s
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63ad635f62
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cmd: rewrite sync command
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2022-06-01 19:40:29 +08:00 |
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c9s
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cf19ed6f26
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refactor environment sync method
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2022-06-01 19:40:29 +08:00 |
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c9s
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f4e7f4f6f6
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add margin history entry in config
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2022-06-01 19:40:29 +08:00 |
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c9s
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bdc76e8db6
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types: add gid field
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2022-06-01 19:40:29 +08:00 |
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c9s
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279e4d8682
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service: refactor sync task
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2022-06-01 12:02:15 +08:00 |
|
Andy Cheng
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205921ea42
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strategy: remove HasTradableBase()
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2022-06-01 10:54:13 +08:00 |
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Andy Cheng
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cd96c01131
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strategy: use Market.IsDustQuantity instead
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2022-06-01 10:51:57 +08:00 |
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Andy Cheng
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237d1205e8
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strategy: check update balance response in calculateQuantity
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2022-06-01 10:26:04 +08:00 |
|
Yo-An Lin
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a56bec9dc9
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Merge pull request #644 from c9s/feature/binance-margin-history
feature: sync binance margin history into db
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2022-05-31 17:48:12 +08:00 |
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c9s
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f116b7b2d0
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service: add margin liqudiation sync task
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2022-05-31 17:43:17 +08:00 |
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c9s
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bf92e28461
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service: implement margin service for syncing margin related data
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2022-05-31 17:43:17 +08:00 |
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c9s
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7601f08786
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compile and update migration package
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2022-05-31 17:32:55 +08:00 |
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c9s
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79fbad1266
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migrations: add margin_liquidations table
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2022-05-31 17:31:15 +08:00 |
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Andy Cheng
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6285e145a7
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strategy: margin side effect
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2022-05-31 15:46:55 +08:00 |
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zenix
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a2a186cfbb
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feature: add emv indicator, fix: sma
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2022-05-31 16:28:38 +09:00 |
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Andy Cheng
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3421423cd6
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strategy: update balance for exchanges like FTX
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2022-05-31 14:30:37 +08:00 |
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Andy Cheng
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a5124c743f
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strategy: supertrend strategy TP/SL
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2022-05-31 12:53:14 +08:00 |
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c9s
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c3f2c9eb4a
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batch: add margin loan/repay/interest batch query
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2022-05-31 01:19:38 +08:00 |
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c9s
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e66eb08db4
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batch: refactor batch query
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2022-05-31 00:59:33 +08:00 |
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c9s
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7add014a2b
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service: use upper case sql keywords
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2022-05-30 18:11:17 +08:00 |
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c9s
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f29e8bd6d2
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service: use reflect to generate insert sql
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2022-05-30 18:08:54 +08:00 |
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c9s
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2dc825f654
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types: add db tag
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2022-05-30 18:08:54 +08:00 |
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c9s
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d72b56f51f
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binance: refine liquidation history api
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2022-05-30 18:08:54 +08:00 |
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Andy Cheng
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d72a4e8e94
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strategy: supertrend strategy config example
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2022-05-30 16:48:07 +08:00 |
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Andy Cheng
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756284378b
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strategy: supertrend strategy control
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2022-05-30 16:35:10 +08:00 |
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Andy Cheng
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44469ed3aa
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strategy: supertrend position control
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2022-05-30 16:26:17 +08:00 |
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Andy Cheng
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07fe68d740
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strategy: Validate()
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2022-05-30 16:22:13 +08:00 |
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Andy Cheng
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0e1e5369f2
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strategy: leverage parameter
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2022-05-30 16:07:36 +08:00 |
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Andy Cheng
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1d24379c17
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strategy: refactor supertrend sconfig
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2022-05-30 14:52:51 +08:00 |
|
Zenix
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8652b4e043
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Merge pull request #633 from zenixls2/fix/ewo_entry
Fix/ewo entry, backtest
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2022-05-30 15:47:46 +09:00 |
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zenix
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e3a8ef4e69
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fix: statistics on entry/exit on signal changes, fix position check
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2022-05-30 12:45:52 +09:00 |
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austin362667
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c904f9f0f7
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strategy: add fmaker
fmaker: cleanup
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2022-05-29 21:39:11 +08:00 |
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c9s
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61a53947ee
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binance: re-organize convert functions
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2022-05-29 12:03:21 +08:00 |
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c9s
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11075b0d1a
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cmd: add marginInterestsCmd
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2022-05-29 12:01:20 +08:00 |
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c9s
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4a4699a4bc
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cmd: add margin repays cmd
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2022-05-29 11:53:36 +08:00 |
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c9s
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70f0dccb9f
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binance: convert loans and repays to global types
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2022-05-29 11:52:25 +08:00 |
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c9s
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409ad9b75c
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binance: adjust margin history interface
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2022-05-29 01:42:08 +08:00 |
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c9s
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f58f44ffd8
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binance: refactor query methods
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2022-05-29 01:21:43 +08:00 |
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c9s
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4c30fce917
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binance: add GetMarginInterestHistoryRequest api
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2022-05-29 01:13:33 +08:00 |
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c9s
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e72f8bcd15
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binance: fix and rename margin liquidation history request
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2022-05-29 00:57:46 +08:00 |
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c9s
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1ab10eb574
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binance: fix and add loan/repay history test
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2022-05-29 00:52:22 +08:00 |
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c9s
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aec9de8dd6
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types: define global margin history types
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2022-05-28 17:34:29 +08:00 |
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c9s
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4f0ac41850
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max: generate missing files
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2022-05-28 16:52:02 +08:00 |
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c9s
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fcdf0f8168
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max: rename methods
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2022-05-28 16:48:51 +08:00 |
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c9s
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753d7a8d5e
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max: rename requests
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2022-05-28 16:47:41 +08:00 |
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c9s
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cef002ccb6
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move type alias
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2022-05-28 16:06:16 +08:00 |
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Yo-An Lin
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5c5a88fe0e
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Merge pull request #636 from c9s/feature/max-margin-wallet
fix: max: fix trades/orders parsing
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2022-05-27 19:55:22 +08:00 |
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c9s
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887fe09b44
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max: add margin level info the account
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2022-05-27 19:48:03 +08:00 |
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c9s
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c891cc56e3
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max: fix trades/orders parsing
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2022-05-27 19:48:03 +08:00 |
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Andy Cheng
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39b0013513
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strategy: supertrend strategy tp/sl
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2022-05-27 18:24:08 +08:00 |
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Yo-An Lin
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fd10408fdb
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Merge pull request #635 from c9s/feature/max-margin-wallet
feature: max margin wallet
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2022-05-27 16:55:30 +08:00 |
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Yo-An Lin
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424c235b43
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Merge pull request #617 from andycheng123/improve/bollmaker-dynamic-spread
feature: bollmaker dynamic spread
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2022-05-27 16:55:20 +08:00 |
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c9s
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d792f3b83b
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max: drop unused url ref vars
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2022-05-27 16:46:56 +08:00 |
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c9s
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60d65a390f
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max: add margin api (liquidation history and interest history)
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2022-05-27 16:40:56 +08:00 |
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Andy Cheng
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98b794f265
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strategy: DynamicSpreadSettings struct to make it more clean
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2022-05-27 16:24:50 +08:00 |
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c9s
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410a9610c9
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max: add margin api (loan, repay, ad ratio)
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2022-05-27 16:13:01 +08:00 |
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c9s
|
37ef5c4b97
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max: add margin api (liquidation history and interest history)
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2022-05-27 15:04:47 +08:00 |
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Andy Cheng
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bf26076112
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strategy: prototype of supertrend strategy
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2022-05-27 14:36:48 +08:00 |
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c9s
|
8721679f74
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max: update market struct fields
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2022-05-26 20:32:25 +08:00 |
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c9s
|
d9e10b7fcd
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max: integrate v3 orders api
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2022-05-26 19:52:38 +08:00 |
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c9s
|
6ca71cf9f1
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max: simplify constructor
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2022-05-26 18:49:50 +08:00 |
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c9s
|
2d20083244
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max: pull out http transport and register order service v3
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2022-05-26 18:49:18 +08:00 |
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c9s
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c1ba270d76
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max: log max.DebtEvent
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2022-05-26 18:07:17 +08:00 |
|
なるみ
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c99be984d1
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rebalance: place limit orders
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2022-05-26 17:28:48 +08:00 |
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c9s
|
4d8ea7d979
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max: log adratio
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2022-05-25 20:34:25 +08:00 |
|
c9s
|
459d839c1a
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max: parse debt
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2022-05-25 20:12:16 +08:00 |
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c9s
|
2ffbb2ed82
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max: add ad_ratio_update type
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2022-05-25 20:06:51 +08:00 |
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c9s
|
a74ad31ea0
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max: parse ADRatio message
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2022-05-25 20:06:17 +08:00 |
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c9s
|
83abf14f3b
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max: add updateTime field parse
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2022-05-25 19:52:29 +08:00 |
|
zenix
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e81216e678
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fix: TP compare direction in ewo, feature: add trade report fro ewo, fix: db lock on insertion in sqlite3
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2022-05-25 16:11:19 +09:00 |
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c9s
|
f65821d4fd
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max: add mwallet message type to parser
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2022-05-25 14:42:45 +08:00 |
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c9s
|
9f0d975b57
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max: add filters when margin is on
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2022-05-25 14:40:43 +08:00 |
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c9s
|
e5e505d65e
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max: apply margin settings struct
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2022-05-25 14:38:09 +08:00 |
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c9s
|
eccee460ca
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max: add filters field to the auth message
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2022-05-25 13:51:24 +08:00 |
|
zenix
|
c6bad0ba08
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fix: tv chart, price direction in backtest
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2022-05-25 01:48:14 +09:00 |
|
zenix
|
99122f44bc
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fix: backtest kline prev close -> new open, pass exchange as pointer (for Mutex passing), ewo add filter ma34
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2022-05-24 23:05:01 +09:00 |
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c9s
|
0ee23e0ce4
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max: refactor order sort method into the types package
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2022-05-24 18:07:34 +08:00 |
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c9s
|
680231e0c5
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max: drop legacy queryAllClosedOrders method
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2022-05-24 18:04:33 +08:00 |
|
c9s
|
9d459612a4
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maxapi: add wallet type validation
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2022-05-24 18:00:52 +08:00 |
|
c9s
|
79893f4b88
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define wallet type and separate wallet order api
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2022-05-24 17:48:08 +08:00 |
|
c9s
|
c6ede883ce
|
add max v3 api
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2022-05-24 17:40:00 +08:00 |
|
zenix
|
dbe0fbcd4c
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fix: split implementation, fix code comments, add explanation on ewo params
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2022-05-24 16:19:00 +09:00 |
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c9s
|
a66bae47fe
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add v3 order endpoint
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2022-05-23 18:34:08 +08:00 |
|
c9s
|
d88e41c20c
|
remove unused client field
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2022-05-23 15:48:44 +08:00 |
|
c9s
|
35375c84c1
|
use requestgen.BaseAPIClient
|
2022-05-23 14:28:28 +08:00 |
|
Andy Cheng
|
944856eb72
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strategy: fix typo
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2022-05-23 12:58:45 +08:00 |
|
Andy Cheng
|
bb4d6e61b0
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strategy: fix typo
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2022-05-23 12:06:24 +08:00 |
|
Andy Cheng
|
64b1ec3780
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strategy: update calculation of dynamic spread
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2022-05-23 11:37:57 +08:00 |
|
c9s
|
18fc68f6c6
|
backtest: fix order update_time update in the matching engine
fixes: #631
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2022-05-22 02:40:26 +08:00 |
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c9s
|
f06ec76618
|
backtest: check quoteQuantity only when price is given
|
2022-05-22 01:19:43 +08:00 |
|
c9s
|
b9f0159537
|
add error handling
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2022-05-20 18:57:41 +08:00 |
|
c9s
|
728190a78f
|
compile and update migration package
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2022-05-20 16:36:38 +08:00 |
|
c9s
|
d70a5d79b5
|
compile and update migration package
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2022-05-20 16:29:45 +08:00 |
|
c9s
|
b8eb036556
|
simplify ftx kline sync call
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2022-05-20 14:06:37 +08:00 |
|
c9s
|
b9b2b8727a
|
avoid emitting duplicated kline
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2022-05-20 13:37:28 +08:00 |
|
c9s
|
b61af0db39
|
optimizer: add metrics label
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2022-05-20 01:53:51 +08:00 |
|
c9s
|
95c9fe4502
|
return metrics as a optimizer result
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2022-05-20 01:42:32 +08:00 |
|
c9s
|
5c92bc5d66
|
use UTC time for position
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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 |
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c9s
|
590748b71d
|
tsv writer already flush the content before close handle
|
2022-05-20 00:37:29 +08:00 |
|
c9s
|
b4b4546220
|
sort metrics
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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
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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
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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
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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
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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
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Merge pull request #614 from jessy1092/ftx-support-interval
ftx: Let FTX support 4hr interval
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2022-05-16 01:43:17 +08:00 |
|
Lee
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8797e18959
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ftx: Let FTX support 4hr interval
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2022-05-16 01:23:38 +08:00 |
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Yo-An Lin
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1f1fcdedc4
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Merge pull request #592 from narumiruna/coinmarketcap-api
feature: add CoinMarketCap API
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2022-05-14 12:52:38 +08:00 |
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Yo-An Lin
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d4e342123d
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Merge pull request #613 from c9s/bollmaker-set-exchange-fee
bollmaker: set exchange fee to position
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2022-05-14 12:51:57 +08:00 |
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c9s
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d326494d57
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set exchange fee to position
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2022-05-13 22:30:04 +08:00 |
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Yo-An Lin
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fd7ce5307f
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Merge pull request #609 from COLDTURNIP/fix/profit_symbol_length
Fix error: Data too long for profits column 'symbol'
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2022-05-13 22:28:13 +08:00 |
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zenix
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382e6ee0fb
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fix: error exit on wrong subscription in backtest. NaN issue in stoch indicator. feature: position management in ewo
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2022-05-13 22:58:35 +09:00 |
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Andy Cheng
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64a760cf32
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strategy: dynamic spread for bollmaker
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2022-05-13 17:58:46 +08:00 |
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c9s
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eac0117e02
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add adjustment orders
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2022-05-13 13:01:03 +08:00 |
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Raphanus Lo
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e968688e7f
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fix sqlite column modification
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2022-05-13 10:20:47 +08:00 |
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c9s
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e950ee9559
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add wall strategy
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2022-05-12 22:51:39 +08:00 |
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zenix
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2bea47003f
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feature: add InstanceID for report
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2022-05-12 20:02:34 +09:00 |
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zenix
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71fe6c2d26
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feature: SLTP from bookticker. fix: bookTicker typename, depth buffer error message
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2022-05-12 19:43:04 +09:00 |
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Raphanus Lo
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075028f8fc
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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
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2022-05-12 18:24:14 +08:00 |
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なるみ
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5d096d39bb
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use requestgen.BaseAPIClient
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2022-05-12 16:41:42 +08:00 |
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なるみ
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65606b2c66
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add listings request
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2022-05-12 01:59:42 +08:00 |
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zenix
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668328dd16
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fix: message typo
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2022-05-11 21:22:22 +08:00 |
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zenix
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51e2343299
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fix: add more live logs to ewo
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2022-05-11 21:22:22 +08:00 |
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zenix
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5fa9e930d3
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fix: wrong balance, wrong bottom/peak, feature: stdev
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2022-05-11 21:22:22 +08:00 |
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Yo-An Lin
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88cbafe936
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Merge pull request #603 from c9s/feature/backtest-report
feature: backtest report - #2 state recorder
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2022-05-11 18:56:26 +08:00 |
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c9s
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4e4912ebdc
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backtest: update order update time when new trade happen
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2022-05-11 15:04:11 +08:00 |
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c9s
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323c94149d
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add side column to orders.csv
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2022-05-11 15:00:09 +08:00 |
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c9s
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0ae8c295e2
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refactor csv writer
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2022-05-11 14:58:52 +08:00 |
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c9s
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e947a05cbd
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add defer close
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2022-05-11 14:37:45 +08:00 |
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c9s
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479de002a6
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record equity curve
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2022-05-11 14:36:18 +08:00 |
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c9s
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11d0823782
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cmd: refactor back-test command
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2022-05-11 13:59:44 +08:00 |
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c9s
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6e1f9d6a4e
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add backtest exchange to the kline handler function
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2022-05-10 19:10:16 +08:00 |
|
Zenix
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54c946bac0
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Merge pull request #599 from zenixls2/feature/cci
feature: add cci indicator
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2022-05-10 19:54:54 +09:00 |
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c9s
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5f68064ac6
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pull out writeJsonFile function
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2022-05-10 18:27:23 +08:00 |
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zenix
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2bbb36031c
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fix: index range in float64slice and wrong formula given by investopedia, test: add cci test
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2022-05-10 17:15:26 +09:00 |
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c9s
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24464fdcb6
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define ManifestEntry type
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2022-05-10 14:23:11 +08:00 |
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c9s
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867047a1a2
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backtest: improve manifest struct
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2022-05-10 14:21:19 +08:00 |
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c9s
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6fbb082d5f
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support manifest json encoding in backtest report
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2022-05-10 14:05:44 +08:00 |
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c9s
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7b17b1a757
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integrate state recorder
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2022-05-10 13:31:23 +08:00 |
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c9s
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185a8279b2
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implement state recorder
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2022-05-10 12:44:51 +08:00 |
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c9s
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2e5b818a75
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add balance snapshot type
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2022-05-10 01:47:15 +08:00 |
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c9s
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54debaf979
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remove stock field from report
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2022-05-10 01:11:12 +08:00 |
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c9s
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2ddff59de6
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add report header
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2022-05-10 01:10:36 +08:00 |
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c9s
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f4991dbbfa
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fix time printing
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2022-05-10 01:09:40 +08:00 |
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c9s
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f6d95a49be
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print start time and end time
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2022-05-10 01:07:30 +08:00 |
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c9s
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5b443f0aeb
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add start time and end time to the report struct
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2022-05-10 01:06:16 +08:00 |
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c9s
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b11c4c7337
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turn off UseTickerPrice when in the back-testing environment
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2022-05-09 19:42:39 +08:00 |
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c9s
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6965baa8dd
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cmd: add directory error checking
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2022-05-09 19:40:49 +08:00 |
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c9s
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bff73a3a80
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format backtest report session name
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2022-05-09 19:27:02 +08:00 |
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c9s
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428e208120
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cmd: add backtest --session option to make it backward compatible
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2022-05-09 19:14:24 +08:00 |
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c9s
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0780dafdc3
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add IsBackTesting method for checking environment mode
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2022-05-09 18:58:09 +08:00 |
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zenix
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2311fbd95c
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feature: add cci indicator
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2022-05-09 19:55:14 +09:00 |
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c9s
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234932bc0c
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add kline dumper
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2022-05-09 18:03:03 +08:00 |
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c9s
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6f16f32e16
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optimize single exchange back-test
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2022-05-09 17:03:01 +08:00 |
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zenix
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c81af9ce91
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fix: binance futures sync issue
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2022-05-09 15:04:51 +09:00 |
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c9s
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3af08abef2
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ftx: fix ftx api get markets request
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2022-05-08 18:36:25 +08:00 |
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Yo-An Lin
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278eb937ac
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Merge pull request #593 from narumiruna/simplify-request
glassnode: simplify NewAuthenticatedRequest
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2022-05-06 22:11:30 +08:00 |
|
Andy Cheng
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c9ba81fcbb
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strategy: Update bollmaker to support new strategy controller
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2022-05-06 16:52:00 +08:00 |
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Yo-An Lin
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c3c35c2240
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Merge pull request #575 from c9s/feature/binance-margin-load-api
feature: binance: add get deposit address request
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2022-05-06 11:53:50 +08:00 |
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c9s
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82c7c024ce
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bbgo: add persistence Sync api
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2022-05-05 18:18:38 +08:00 |
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c9s
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f3691489dd
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add state key as the prefix
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2022-05-05 18:18:38 +08:00 |
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c9s
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6635fd749d
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xmaker: migrate xmaker persistence
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2022-05-05 15:05:38 +08:00 |
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c9s
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10a7928580
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extract NewProfitStats method
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2022-05-05 14:48:50 +08:00 |
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c9s
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c3db85443e
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bollmaker: add Deprecated note
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2022-05-05 14:47:06 +08:00 |
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c9s
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3140b7e2ef
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bollmaker: remove unnecessary log
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2022-05-05 14:41:11 +08:00 |
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c9s
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019e6a2a88
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improve legacy state handling and move fnv
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2022-05-05 14:39:29 +08:00 |
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c9s
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7378c63cb7
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cmd: call SaveState and LoadState for normal run
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2022-05-05 14:28:42 +08:00 |
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c9s
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57c43936d6
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ignore service.ErrPersistenceNotExists error
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2022-05-05 14:04:44 +08:00 |
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c9s
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57a9647401
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add more test case and simplify return stmt
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2022-05-05 13:16:46 +08:00 |
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c9s
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4cf1f0a91a
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add func type StructFieldIterator
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2022-05-05 13:06:02 +08:00 |
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c9s
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30c85d2969
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pull out callID method call
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2022-05-05 13:05:01 +08:00 |
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c9s
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21f81dec29
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implement reflect-based persistence restore and load
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2022-05-05 12:53:48 +08:00 |
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なるみ
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98a35a485f
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glassnode: use requestgen.BaseAPIClient
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2022-05-05 11:05:27 +08:00 |
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c9s
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18eab1fbd3
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move graceful shutdown to a single file
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2022-05-05 09:56:21 +08:00 |
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c9s
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58e8da914e
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bollmaker: migrating state.position to strategy.position
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2022-05-05 09:54:50 +08:00 |
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c9s
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3f734e6236
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bump version to v1.32.0
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2022-05-05 09:04:04 +08:00 |
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なるみ
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9c66930537
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glassnode: simplify NewAuthenticatedRequest
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2022-05-05 01:39:57 +08:00 |
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c9s
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f65ecbdbb5
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max: add net asset field to max's balance
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2022-05-04 21:43:59 +08:00 |
|
c9s
|
2a02c4928c
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move balance test
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2022-05-04 21:40:16 +08:00 |
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c9s
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8ec47a4aaa
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add interest field to Asset
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2022-05-04 21:38:18 +08:00 |
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c9s
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e903bd5f69
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add Balance.Add method
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2022-05-04 21:33:22 +08:00 |
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c9s
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d5b203a925
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render borrowed in the attachment
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2022-05-04 19:32:29 +08:00 |
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c9s
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573f8bb221
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use net asset to calculate inUSD
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2022-05-04 19:26:26 +08:00 |
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c9s
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ef419f75ab
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net asset should sub interest
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2022-05-04 19:13:55 +08:00 |
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c9s
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5dd969fa6f
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compile and update migration package
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2022-05-04 19:13:55 +08:00 |
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c9s
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30c9d251fe
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change column to net_asset_in_* to avoid confusion
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2022-05-04 19:13:55 +08:00 |
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c9s
|
5662c5c680
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use findUSDMarketPrice to get btc price
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2022-05-04 17:56:03 +08:00 |
|
c9s
|
413c5c0479
|
add comment for the price cal
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2022-05-04 17:47:34 +08:00 |
|
c9s
|
08a1819bd3
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fix price in usd
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2022-05-04 17:45:28 +08:00 |
|
c9s
|
4404098bf9
|
fix balance map add
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2022-05-04 17:39:35 +08:00 |
|
c9s
|
75adb8f3c3
|
fix usd prices caculation
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2022-05-04 17:27:58 +08:00 |
|
c9s
|
36c764efa9
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refactor balance, asset and remove price cache check
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2022-05-04 17:17:09 +08:00 |
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c9s
|
f33e8a3de2
|
calculate netAsset if it's zero
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2022-05-04 17:08:42 +08:00 |
|
c9s
|
1844035abb
|
fix asset calculation
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2022-05-04 16:56:31 +08:00 |
|
c9s
|
c4e1cd9480
|
binanceapi: add GetForceLiquidationRecordRequest api
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2022-05-04 16:27:28 +08:00 |
|
c9s
|
2008f179a2
|
binance: add GetDepositHistoryRequest
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2022-05-04 16:27:28 +08:00 |
|
c9s
|
ed8ff89f34
|
binance: add type alias from github.com/adshao/go-binance/v2
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2022-05-04 16:27:28 +08:00 |
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c9s
|
434434c8d9
|
binanceapi: add withdraw request
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2022-05-04 16:27:28 +08:00 |
|
c9s
|
0fd560d699
|
binance: add NewGetDepositAddressRequest api
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2022-05-04 16:27:28 +08:00 |
|
c9s
|
c3c1666154
|
binance: add get deposit address request
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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
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2022-05-04 16:25:04 +08:00 |
|
c9s
|
450517d159
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bbgo: do not write trade when writing position
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2022-05-04 16:21:53 +08:00 |
|
c9s
|
0e417f6f71
|
xnav: rename assets to allAssets
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2022-05-04 16:21:53 +08:00 |
|
c9s
|
0061a5910b
|
use the same price time
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2022-05-04 16:21:53 +08:00 |
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c9s
|
754d10c3d0
|
use interval instead of duration
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2022-05-04 16:21:53 +08:00 |
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c9s
|
d78e0c607a
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xnav: pass session to the record assets method call
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2022-05-04 16:21:53 +08:00 |
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