713 Commits

Author	SHA1	Message	Date
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