2883 Commits

Author	SHA1	Message	Date
c9s	5eaa4706f0	binance: set exchange field for margin records	2022-06-01 19:40:29 +08:00
c9s	63ad635f62	cmd: rewrite sync command	2022-06-01 19:40:29 +08:00
c9s	cf19ed6f26	refactor environment sync method	2022-06-01 19:40:29 +08:00
c9s	f4e7f4f6f6	add margin history entry in config	2022-06-01 19:40:29 +08:00
c9s	bdc76e8db6	types: add gid field	2022-06-01 19:40:29 +08:00
c9s	279e4d8682	service: refactor sync task	2022-06-01 12:02:15 +08:00
Yo-An Lin	a56bec9dc9	Merge pull request #644 from c9s/feature/binance-margin-history ... feature: sync binance margin history into db	2022-05-31 17:48:12 +08:00
c9s	f116b7b2d0	service: add margin liqudiation sync task	2022-05-31 17:43:17 +08:00
c9s	bf92e28461	service: implement margin service for syncing margin related data	2022-05-31 17:43:17 +08:00
c9s	7601f08786	compile and update migration package	2022-05-31 17:32:55 +08:00
c9s	79fbad1266	migrations: add margin_liquidations table	2022-05-31 17:31:15 +08:00
zenix	a2a186cfbb	feature: add emv indicator, fix: sma	2022-05-31 16:28:38 +09:00
c9s	c3f2c9eb4a	batch: add margin loan/repay/interest batch query	2022-05-31 01:19:38 +08:00
c9s	e66eb08db4	batch: refactor batch query	2022-05-31 00:59:33 +08:00
c9s	7add014a2b	service: use upper case sql keywords	2022-05-30 18:11:17 +08:00
c9s	f29e8bd6d2	service: use reflect to generate insert sql	2022-05-30 18:08:54 +08:00
c9s	2dc825f654	types: add db tag	2022-05-30 18:08:54 +08:00
c9s	d72b56f51f	binance: refine liquidation history api	2022-05-30 18:08:54 +08:00
Zenix	8652b4e043	Merge pull request #633 from zenixls2/fix/ewo_entry ... Fix/ewo entry, backtest	2022-05-30 15:47:46 +09:00
zenix	e3a8ef4e69	fix: statistics on entry/exit on signal changes, fix position check	2022-05-30 12:45:52 +09:00
c9s	61a53947ee	binance: re-organize convert functions	2022-05-29 12:03:21 +08:00
c9s	11075b0d1a	cmd: add marginInterestsCmd	2022-05-29 12:01:20 +08:00
c9s	4a4699a4bc	cmd: add margin repays cmd	2022-05-29 11:53:36 +08:00
c9s	70f0dccb9f	binance: convert loans and repays to global types	2022-05-29 11:52:25 +08:00
c9s	409ad9b75c	binance: adjust margin history interface	2022-05-29 01:42:08 +08:00
c9s	f58f44ffd8	binance: refactor query methods	2022-05-29 01:21:43 +08:00
c9s	4c30fce917	binance: add GetMarginInterestHistoryRequest api	2022-05-29 01:13:33 +08:00
c9s	e72f8bcd15	binance: fix and rename margin liquidation history request	2022-05-29 00:57:46 +08:00
c9s	1ab10eb574	binance: fix and add loan/repay history test	2022-05-29 00:52:22 +08:00
c9s	aec9de8dd6	types: define global margin history types	2022-05-28 17:34:29 +08:00
c9s	4f0ac41850	max: generate missing files	2022-05-28 16:52:02 +08:00
c9s	fcdf0f8168	max: rename methods	2022-05-28 16:48:51 +08:00
c9s	753d7a8d5e	max: rename requests	2022-05-28 16:47:41 +08:00
c9s	cef002ccb6	move type alias	2022-05-28 16:06:16 +08:00
Yo-An Lin	5c5a88fe0e	Merge pull request #636 from c9s/feature/max-margin-wallet ... fix: max: fix trades/orders parsing	2022-05-27 19:55:22 +08:00
c9s	887fe09b44	max: add margin level info the account	2022-05-27 19:48:03 +08:00
c9s	c891cc56e3	max: fix trades/orders parsing	2022-05-27 19:48:03 +08:00
Yo-An Lin	fd10408fdb	Merge pull request #635 from c9s/feature/max-margin-wallet ... feature: max margin wallet	2022-05-27 16:55:30 +08:00
Yo-An Lin	424c235b43	Merge pull request #617 from andycheng123/improve/bollmaker-dynamic-spread ... feature: bollmaker dynamic spread	2022-05-27 16:55:20 +08:00
c9s	d792f3b83b	max: drop unused url ref vars	2022-05-27 16:46:56 +08:00
c9s	60d65a390f	max: add margin api (liquidation history and interest history)	2022-05-27 16:40:56 +08:00
Andy Cheng	98b794f265	strategy: DynamicSpreadSettings struct to make it more clean	2022-05-27 16:24:50 +08:00
c9s	410a9610c9	max: add margin api (loan, repay, ad ratio)	2022-05-27 16:13:01 +08:00
c9s	37ef5c4b97	max: add margin api (liquidation history and interest history)	2022-05-27 15:04:47 +08:00
c9s	8721679f74	max: update market struct fields	2022-05-26 20:32:25 +08:00
c9s	d9e10b7fcd	max: integrate v3 orders api	2022-05-26 19:52:38 +08:00
c9s	6ca71cf9f1	max: simplify constructor	2022-05-26 18:49:50 +08:00
c9s	2d20083244	max: pull out http transport and register order service v3	2022-05-26 18:49:18 +08:00
c9s	c1ba270d76	max: log max.DebtEvent	2022-05-26 18:07:17 +08:00
なるみ	c99be984d1	rebalance: place limit orders	2022-05-26 17:28:48 +08:00
c9s	4d8ea7d979	max: log adratio	2022-05-25 20:34:25 +08:00
c9s	459d839c1a	max: parse debt	2022-05-25 20:12:16 +08:00
c9s	2ffbb2ed82	max: add ad_ratio_update type	2022-05-25 20:06:51 +08:00
c9s	a74ad31ea0	max: parse ADRatio message	2022-05-25 20:06:17 +08:00
c9s	83abf14f3b	max: add updateTime field parse	2022-05-25 19:52:29 +08:00
zenix	e81216e678	fix: TP compare direction in ewo, feature: add trade report fro ewo, fix: db lock on insertion in sqlite3	2022-05-25 16:11:19 +09:00
c9s	f65821d4fd	max: add mwallet message type to parser	2022-05-25 14:42:45 +08:00
c9s	9f0d975b57	max: add filters when margin is on	2022-05-25 14:40:43 +08:00
c9s	e5e505d65e	max: apply margin settings struct	2022-05-25 14:38:09 +08:00
c9s	eccee460ca	max: add filters field to the auth message	2022-05-25 13:51:24 +08:00
zenix	c6bad0ba08	fix: tv chart, price direction in backtest	2022-05-25 01:48:14 +09:00
zenix	99122f44bc	fix: backtest kline prev close -> new open, pass exchange as pointer (for Mutex passing), ewo add filter ma34	2022-05-24 23:05:01 +09:00
c9s	0ee23e0ce4	max: refactor order sort method into the types package	2022-05-24 18:07:34 +08:00
c9s	680231e0c5	max: drop legacy queryAllClosedOrders method	2022-05-24 18:04:33 +08:00
c9s	9d459612a4	maxapi: add wallet type validation	2022-05-24 18:00:52 +08:00
c9s	79893f4b88	define wallet type and separate wallet order api	2022-05-24 17:48:08 +08:00
c9s	c6ede883ce	add max v3 api	2022-05-24 17:40:00 +08:00
zenix	dbe0fbcd4c	fix: split implementation, fix code comments, add explanation on ewo params	2022-05-24 16:19:00 +09:00
c9s	a66bae47fe	add v3 order endpoint	2022-05-23 18:34:08 +08:00
c9s	d88e41c20c	remove unused client field	2022-05-23 15:48:44 +08:00
c9s	35375c84c1	use requestgen.BaseAPIClient	2022-05-23 14:28:28 +08:00
Andy Cheng	944856eb72	strategy: fix typo	2022-05-23 12:58:45 +08:00
Andy Cheng	bb4d6e61b0	strategy: fix typo	2022-05-23 12:06:24 +08:00
Andy Cheng	64b1ec3780	strategy: update calculation of dynamic spread	2022-05-23 11:37:57 +08:00
c9s	18fc68f6c6	backtest: fix order update_time update in the matching engine ... fixes: #631	2022-05-22 02:40:26 +08:00
c9s	f06ec76618	backtest: check quoteQuantity only when price is given	2022-05-22 01:19:43 +08:00
c9s	b9f0159537	add error handling	2022-05-20 18:57:41 +08:00
c9s	728190a78f	compile and update migration package	2022-05-20 16:36:38 +08:00
c9s	d70a5d79b5	compile and update migration package	2022-05-20 16:29:45 +08:00
c9s	b8eb036556	simplify ftx kline sync call	2022-05-20 14:06:37 +08:00
c9s	b9b2b8727a	avoid emitting duplicated kline	2022-05-20 13:37:28 +08:00
c9s	b61af0db39	optimizer: add metrics label	2022-05-20 01:53:51 +08:00
c9s	95c9fe4502	return metrics as a optimizer result	2022-05-20 01:42:32 +08:00
c9s	5c92bc5d66	use UTC time for position	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
c9s	590748b71d	tsv writer already flush the content before close handle	2022-05-20 00:37:29 +08:00
c9s	b4b4546220	sort metrics	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	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