c9s
f3691489dd
add state key as the prefix
2022-05-05 18:18:38 +08:00
c9s
6635fd749d
xmaker: migrate xmaker persistence
2022-05-05 15:05:38 +08:00
c9s
10a7928580
extract NewProfitStats method
2022-05-05 14:48:50 +08:00
c9s
c3db85443e
bollmaker: add Deprecated note
2022-05-05 14:47:06 +08:00
c9s
3140b7e2ef
bollmaker: remove unnecessary log
2022-05-05 14:41:11 +08:00
c9s
019e6a2a88
improve legacy state handling and move fnv
2022-05-05 14:39:29 +08:00
c9s
7378c63cb7
cmd: call SaveState and LoadState for normal run
2022-05-05 14:28:42 +08:00
c9s
57c43936d6
ignore service.ErrPersistenceNotExists error
2022-05-05 14:04:44 +08:00
c9s
57a9647401
add more test case and simplify return stmt
2022-05-05 13:16:46 +08:00
c9s
4cf1f0a91a
add func type StructFieldIterator
2022-05-05 13:06:02 +08:00
c9s
30c85d2969
pull out callID method call
2022-05-05 13:05:01 +08:00
c9s
21f81dec29
implement reflect-based persistence restore and load
2022-05-05 12:53:48 +08:00
なるみ
98a35a485f
glassnode: use requestgen.BaseAPIClient
2022-05-05 11:05:27 +08:00
c9s
18eab1fbd3
move graceful shutdown to a single file
2022-05-05 09:56:21 +08:00
c9s
58e8da914e
bollmaker: migrating state.position to strategy.position
2022-05-05 09:54:50 +08:00
c9s
3f734e6236
bump version to v1.32.0
2022-05-05 09:04:04 +08:00
なるみ
9c66930537
glassnode: simplify NewAuthenticatedRequest
2022-05-05 01:39:57 +08:00
c9s
f65ecbdbb5
max: add net asset field to max's balance
2022-05-04 21:43:59 +08:00
c9s
2a02c4928c
move balance test
2022-05-04 21:40:16 +08:00
c9s
8ec47a4aaa
add interest field to Asset
2022-05-04 21:38:18 +08:00
c9s
e903bd5f69
add Balance.Add method
2022-05-04 21:33:22 +08:00
c9s
d5b203a925
render borrowed in the attachment
2022-05-04 19:32:29 +08:00
c9s
573f8bb221
use net asset to calculate inUSD
2022-05-04 19:26:26 +08:00
c9s
ef419f75ab
net asset should sub interest
2022-05-04 19:13:55 +08:00
c9s
5dd969fa6f
compile and update migration package
2022-05-04 19:13:55 +08:00
c9s
30c9d251fe
change column to net_asset_in_* to avoid confusion
2022-05-04 19:13:55 +08:00
c9s
5662c5c680
use findUSDMarketPrice to get btc price
2022-05-04 17:56:03 +08:00
c9s
413c5c0479
add comment for the price cal
2022-05-04 17:47:34 +08:00
c9s
08a1819bd3
fix price in usd
2022-05-04 17:45:28 +08:00
c9s
4404098bf9
fix balance map add
2022-05-04 17:39:35 +08:00
c9s
75adb8f3c3
fix usd prices caculation
2022-05-04 17:27:58 +08:00
c9s
36c764efa9
refactor balance, asset and remove price cache check
2022-05-04 17:17:09 +08:00
c9s
f33e8a3de2
calculate netAsset if it's zero
2022-05-04 17:08:42 +08:00
c9s
1844035abb
fix asset calculation
2022-05-04 16:56:31 +08:00
c9s
c4e1cd9480
binanceapi: add GetForceLiquidationRecordRequest api
2022-05-04 16:27:28 +08:00
c9s
2008f179a2
binance: add GetDepositHistoryRequest
2022-05-04 16:27:28 +08:00
c9s
ed8ff89f34
binance: add type alias from github.com/adshao/go-binance/v2
2022-05-04 16:27:28 +08:00
c9s
434434c8d9
binanceapi: add withdraw request
2022-05-04 16:27:28 +08:00
c9s
0fd560d699
binance: add NewGetDepositAddressRequest api
2022-05-04 16:27:28 +08:00
c9s
c3c1666154
binance: add get deposit address request
2022-05-04 16:27:28 +08:00
Yo-An Lin
8cf9218dce
Merge pull request #584 from c9s/add-nav-columns
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feature: record nav values into db
2022-05-04 16:25:04 +08:00
c9s
450517d159
bbgo: do not write trade when writing position
2022-05-04 16:21:53 +08:00
c9s
0e417f6f71
xnav: rename assets to allAssets
2022-05-04 16:21:53 +08:00
c9s
0061a5910b
use the same price time
2022-05-04 16:21:53 +08:00
c9s
754d10c3d0
use interval instead of duration
2022-05-04 16:21:53 +08:00
c9s
d78e0c607a
xnav: pass session to the record assets method call
2022-05-04 16:21:53 +08:00
c9s
6ed6f15b75
interact: use debug log instead of info
2022-05-04 16:21:53 +08:00
c9s
40c2de3259
fix: remove zeroed fields
2022-05-04 16:21:53 +08:00
c9s
8a93f0921f
add more margin info columns
2022-05-04 14:40:52 +08:00
c9s
01273f7c4c
compile and update migration package
2022-05-04 14:40:52 +08:00
c9s
5cd7e61006
xnav: support asset recording
2022-05-04 14:23:46 +08:00
c9s
95f7d85183
bbgo: pass price time into the asset conversion function
2022-05-04 14:23:46 +08:00
c9s
3b25db31df
types: extend balance map methods
2022-05-04 14:22:51 +08:00
c9s
5a00e2fe20
add account service test
2022-05-03 23:36:44 +08:00
なるみ
aa29fde9e3
indicator: add test case for boll
2022-05-03 22:28:40 +08:00
c9s
2c70509ee8
add recordAsset method
2022-05-03 19:26:52 +08:00
c9s
d93fd3cc48
service: insert asset fields
2022-05-03 17:51:47 +08:00
c9s
2fba2c335b
types: check borrowed fields
2022-05-03 17:44:31 +08:00
c9s
e0086a45cb
update asset borrowed, netAsset, priceInUSD fields
2022-05-03 17:40:57 +08:00
Yo-An Lin
9c08bea065
Fix accounts field
2022-05-03 17:32:10 +08:00
c9s
e1dcc7c6d3
types: extend asset struct fields
2022-05-03 16:54:39 +08:00
c9s
c9c16f1e47
show missing exchange name in the back-test config
2022-05-03 16:46:38 +08:00
Yo-An Lin
9689ec079d
Merge pull request #581 from c9s/add-sync-exchange-option
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feature: add --sync-exchange option to override backtest sync exchanges
2022-05-03 12:55:44 +08:00
c9s
270d82e818
bump version to v1.31.4
2022-05-03 12:43:28 +08:00
Yo-An Lin
159c972d8b
Merge pull request #582 from c9s/rename-backtest-account-to-accounts
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improve: backtest: rename backtest.account to backtest.accounts
2022-05-03 12:41:32 +08:00
Yo-An Lin
81ce9218b5
Merge pull request #580 from c9s/fix/okex-rate-limit
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fix: fix okex rate limit
2022-05-03 12:40:46 +08:00
c9s
946bbdbca3
backtest: rename backtest.account to backtest.accounts
2022-05-03 12:18:40 +08:00
c9s
f2edd24029
add --sync-exchange option to override backtest sync exchanges
2022-05-03 12:12:39 +08:00
c9s
eb10889d35
okex: fix okex rate limit
2022-05-03 12:11:50 +08:00
c9s
b611a42bd9
kucoin: fix kucoin rate limit
2022-05-03 12:11:02 +08:00
c9s
d742aea633
okex: fix kline query
2022-05-03 11:14:53 +08:00
c9s
351426ecdd
bump version to v1.31.3
2022-05-02 11:56:23 +08:00
c9s
fa2eb87268
fix: sync can be nil
2022-05-02 11:55:40 +08:00
c9s
9875b52372
bump version to v1.31.2
2022-05-02 10:40:21 +08:00
c9s
2bdcf2266d
fix default sync logic
2022-05-02 10:39:59 +08:00
Yo-An Lin
faccc64377
Merge pull request #576 from zenixls2/update/ewoDgtrd
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feature: add atr stoploss on ewoDgtrd strategy
2022-05-01 01:42:00 +08:00
c9s
ba1370a05d
bump version to v1.31.1
2022-05-01 01:23:27 +08:00
c9s
eb10244e40
compile and update migration package
2022-05-01 01:23:27 +08:00
Yo-An Lin
9ec5ca710c
Merge pull request #578 from c9s/c9s-patch-1
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fix: use time.UTC instead of time.Local
2022-05-01 01:18:19 +08:00
c9s
2897f5af93
bump version to v1.31.1
2022-05-01 01:16:14 +08:00
c9s
ce54e917a2
compile and update migration package
2022-05-01 01:16:10 +08:00
c9s
486cf50a9c
bbgo: fix init band width setup
2022-05-01 01:12:57 +08:00
Yo-An Lin
a954f0e595
use time.UTC instead of time.Local
2022-04-29 14:06:22 +08:00
zenix
4eab82ee7b
feature: add atr stoploss on ewoDgtrd strategy. remove callback. modify filter condition and add doc
2022-04-28 20:09:15 +09:00
なるみ
c67bfc9a71
move glassnode to datasource
2022-04-27 18:16:54 +08:00
なるみ
0ec8ec6498
glassnode: query futures open interest
2022-04-27 18:16:54 +08:00
なるみ
b87eda3bbb
move files to glassnodeapi
2022-04-27 18:16:54 +08:00
c9s
044470377b
avoid using the iterator variable
2022-04-27 17:13:58 +08:00
c9s
1f736d1f5e
binance: update stream order fields
2022-04-27 14:43:39 +08:00
c9s
ce6fd387be
remove unused ConvertTrades
2022-04-27 14:29:58 +08:00
c9s
1c1fbb1633
bbgo: document strategy id and pnl field
2022-04-27 13:30:07 +08:00
c9s
5edaa9708c
bbgo: fix margin order/trade sync
2022-04-27 13:25:42 +08:00
c9s
c9fd4c9a1d
bump version to v1.31.0
2022-04-27 13:02:18 +08:00
Yo-An Lin
14a29df975
Merge pull request #565 from c9s/fix/trade-sync
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fix: service: correct QueryLast query
2022-04-27 12:40:05 +08:00
c9s
6630d3f56b
service: correct QueryLast query
2022-04-27 11:42:31 +08:00
Andy Cheng
8c353421d8
interact: Remove status from strategy signature
2022-04-26 21:05:26 +08:00
Andy Cheng
1a13826505
interact: refactor generateStrategyButtonsForm()
2022-04-26 19:11:50 +08:00
Yo-An Lin
9588064f19
Merge pull request #561 from zenixls2/fix/ma
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fix: window update in indicators. add: CA, TMA
2022-04-26 18:56:32 +08:00
Yo-An Lin
44e51e966a
Merge pull request #563 from c9s/rockhopper-upgrade
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upgrade rockhopper
2022-04-26 18:56:10 +08:00
c9s
085ba1e323
compile and update migration package
2022-04-26 18:48:27 +08:00
Andy Cheng
eb1beb05d1
interact: rename functions to private functions
2022-04-26 18:32:41 +08:00
Andy Cheng
7326a1b21d
strategy: fix wrong string formatting syntax
2022-04-26 18:29:22 +08:00
Andy Cheng
6b62f27155
feature: make callback vars start with lowercase
2022-04-26 18:29:22 +08:00
Andy Cheng
61b6755518
interact: GetStrategySignatures() returns map[string]SingleExchangeStrategy instead of slice of strategy signatures
2022-04-26 18:29:22 +08:00
Andy Cheng
7b3e369766
feature: use LocalActiveOrderBook for cancelling open orders for strategy controller in support strategy
2022-04-26 18:29:22 +08:00
Andy Cheng
26a5114182
feature: adapt callbackgen style strategy controller in support strategy
2022-04-26 18:29:22 +08:00
Andy Cheng
cf8603e30b
feature: use NewFromFloat
2022-04-26 18:29:22 +08:00
Andy Cheng
324c7ea432
feature: logging with strategy symbol
2022-04-26 18:29:22 +08:00
Andy Cheng
f6ec931bed
feature: use callbackgen
2022-04-26 18:29:22 +08:00
Andy Cheng
cbf6bf78bc
feature: make FilterStrategyByInterface a simple function
2022-04-26 18:29:22 +08:00
Andy Cheng
ecc63f743f
feature: split strategy controller interface into several smaller ones
2022-04-26 18:29:21 +08:00
Andy Cheng
389752161d
feature: adapt new strategy controller in support strategy
2022-04-26 18:29:21 +08:00
Andy Cheng
64766c48f3
feature: revert position closer and position reader back
2022-04-26 18:29:21 +08:00
Andy Cheng
78a8c2aaaf
feature: mix embeded struct and callback in strategy controller
2022-04-26 18:29:21 +08:00
Andy Cheng
57fdc9b120
feature: adapt new strategy controller in support strategy
2022-04-26 18:29:21 +08:00
Andy Cheng
6228cddbec
feature: adapt new strategy controller in interact
2022-04-26 18:29:21 +08:00
Andy Cheng
bb2bce4721
feature: strategy controller
2022-04-26 18:29:21 +08:00
Andy Cheng
85ffe9a2de
feature: prototype of strategy controller struct
2022-04-26 18:29:21 +08:00
Andy Cheng
73c2c84cab
feature: prototype of strategy controller struct
2022-04-26 18:29:21 +08:00
Andy Cheng
5799709e3e
pkg: add empty strategy controller file
2022-04-26 18:29:21 +08:00
c9s
23dd60728e
binance: fix error check
2022-04-26 16:51:41 +08:00
c9s
6c29e10caf
binance: improve binary error check
2022-04-26 16:43:40 +08:00
zenix
b3741771e3
fix: window update in indicators. add: cumulative average, triangular moving average
2022-04-26 17:32:31 +09:00
c9s
109fdd6511
aggregate totalBorrowed
2022-04-26 16:13:07 +08:00
c9s
2933db20cd
types: show borrowed balance
2022-04-26 16:07:27 +08:00
c9s
cbec4ac199
binance: improve query trades conditions for start time and end time
2022-04-26 15:58:12 +08:00
c9s
16227cea2f
autoborrow: call tryToRepayAnyDebt when margin level is low
2022-04-26 15:44:13 +08:00
c9s
b97588f153
autoborrow: fix max total borrow condition
2022-04-26 15:33:01 +08:00
Zenix
a8f0c71a53
Merge pull request #545 from zenixls2/feature/ma_series
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feature: add some new ma indicators
2022-04-25 21:01:17 +09:00
c9s
069db1d0cb
replace margin ratio with margin level
2022-04-25 19:15:47 +08:00
c9s
333378a52a
autoborrow: change debugf to infof
2022-04-25 19:10:22 +08:00
c9s
7b2398ce39
autoborrow: use margin level instead of margin ratio
2022-04-25 19:05:16 +08:00
c9s
095f25f30b
fix TestSortTradesAscending
2022-04-25 19:01:03 +08:00
c9s
2732fb413f
bbgo: remove slack debug option
2022-04-25 18:56:19 +08:00
c9s
638d839975
autoborrow: add more logs and warning color for slack message
2022-04-25 18:46:23 +08:00
c9s
a30aac6653
autoborrow: add slack notification
2022-04-25 18:12:08 +08:00
c9s
2290d132b1
autoborrow: assign s.ExchangeSession
2022-04-25 17:54:16 +08:00
c9s
f8fd13c576
add test for TestSortTradesAscending
2022-04-25 17:53:04 +08:00
c9s
a2553ee020
autoborrow: call check and borrow
2022-04-25 17:45:16 +08:00
c9s
78639dab5a
improve order layout
2022-04-25 17:27:27 +08:00
c9s
a57a238e09
bbgo: add more sync options
2022-04-25 17:18:42 +08:00
c9s
76012f0b71
max: deposit request currency field is optional
2022-04-25 16:27:07 +08:00
c9s
fae3b6a215
fix BOLL method
2022-04-25 15:31:12 +08:00
Yo-An Lin
b94b9e1b73
Merge pull request #437 from jessy1092/enhance-boll-indicator
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indicator: Support difference bandwidth on boll indicator and can dynamic create BOLL
2022-04-25 13:43:02 +08:00
c9s
18da434e92
all: use thread-safe GetAccount method to get account
2022-04-23 15:43:11 +08:00
c9s
5c2274c55c
put sign check back
2022-04-23 15:27:28 +08:00
c9s
7b66d36f15
autoborrow: remove extra sign check
2022-04-23 15:27:28 +08:00
c9s
743ad0455f
add autoborrow strategy
2022-04-23 15:27:28 +08:00
c9s
fd247cf7d7
cmd: add autoborrow to built-in
2022-04-23 15:00:53 +08:00
c9s
c70317af2b
add autoborrow strategy
2022-04-23 15:00:04 +08:00
c9s
cf055c3f7d
bbgo: improve account updating
2022-04-23 12:51:07 +08:00
c9s
9e48a850bd
bbgo: call queryAccount to update account
2022-04-23 12:51:07 +08:00
c9s
a1c9bd7ec8
all: add AccountTypeIsolatedMargin
2022-04-23 12:51:07 +08:00
c9s
98a696a7d0
all: calculate MarginTolerance
2022-04-23 12:51:07 +08:00
c9s
76733898db
binance: add QueryMarginAssetMaxBorrowable api
2022-04-23 12:51:07 +08:00
c9s
9f9f13dfe2
add MarginBorrowRepay interface
2022-04-23 12:51:07 +08:00
c9s
37b5d80f6f
add margin repay and borrow api
2022-04-23 12:51:07 +08:00
c9s
c2d1ef0fc8
add margin borrow endpoint
2022-04-23 12:51:07 +08:00
c9s
a8fdd8006c
binance: add transferCrossMarginAccount method
2022-04-23 12:51:07 +08:00
c9s
ecc19e1efd
binance: assign more margin fields to account
2022-04-23 12:51:07 +08:00
c9s
cf2e8c9f0a
all: extend balance field for margin
2022-04-23 12:51:07 +08:00
c9s
fbe1906e70
binance: add more fields to the balance struct
2022-04-23 12:51:07 +08:00
c9s
304cc89f68
binance: always sort trades back
2022-04-23 12:51:07 +08:00
c9s
2f5f02523f
fix typpo
2022-04-23 00:10:27 +08:00
zenix
3d86330428
fix: python test code in indicator
2022-04-22 19:11:07 +09:00
zenix
c18f684afd
test: add test cases for dema, hull, tema, till, vidya and zlema indicators
2022-04-22 19:02:26 +09:00
Yo-An Lin
6f810bf081
Merge pull request #553 from c9s/feature/max-order-history-api
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refactor: rewrite max private trade query request with requestgen
2022-04-22 13:12:20 +08:00
zenix
5dc69a6175
fix: fix change, feature: implement vidya and till
2022-04-21 19:28:11 +09:00
c9s
9e06053c3b
max: rewrite and rename private trade request
2022-04-21 14:56:20 +08:00
c9s
f9908f2931
rewrite private trade request
2022-04-21 14:52:44 +08:00
Yo-An Lin
96d2844487
Merge pull request #552 from c9s/feature/max-order-history-api
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improve: use max order history api for sync
2022-04-21 14:34:38 +08:00
c9s
8e2a993370
max: improve max closed orders syncing
2022-04-21 14:11:49 +08:00
c9s
93b10f20ac
maxapi: fix fromID to uint64
2022-04-21 13:18:00 +08:00
c9s
e754b68cdf
maxapi: fix http timeout
2022-04-21 13:17:43 +08:00
Yo-An Lin
e91f15b2ea
Merge pull request #546 from c9s/feature/max-order-history-api
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feature: add max order history api
2022-04-21 00:46:30 +08:00
c9s
0410ef1305
maxapi: refactor rewards api
2022-04-21 00:18:34 +08:00
austin362667
1163b89807
factorzoo: fix correlation
2022-04-20 18:10:27 +08:00
austin362667
71a032a29b
factorzoo: clean up
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factorzoo: clean up
factorzoo: clean up
2022-04-20 18:10:27 +08:00
austin362667
da51d56624
cmd: add built-in factorzoo strategy
2022-04-20 18:10:27 +08:00
austin362667
fdbb2be45c
factorzoo: add cross-sectional factors model strategy
2022-04-20 18:10:27 +08:00
austin362667
a1fa23121d
factorzoo: add correlation indicator
2022-04-20 18:10:27 +08:00
c9s
8b9383ecfa
maxapi: refactor withdrawal request
2022-04-20 16:38:08 +08:00
c9s
72ea9f7e24
maxapi: add deposit request tests and withdrawal request tests
2022-04-20 14:01:18 +08:00
c9s
f3eafd5cd8
remove unused get trades method
2022-04-20 13:49:06 +08:00
なるみ
2754d2410c
grpc: remove duplicate service registration
2022-04-20 13:48:41 +08:00
c9s
387c0bfb8b
maxapi: rewrite vip level request
2022-04-20 13:35:17 +08:00
c9s
68abeb826b
maxapi: add account service tests
2022-04-20 13:28:39 +08:00
c9s
f9df65a2f8
maxapi: add generated files
2022-04-20 13:20:54 +08:00
c9s
ff7f1a8bc8
maxapi: always merge params into the payload for signing
2022-04-20 12:18:35 +08:00
c9s
4d8997a8d5
max: pass context background to the request
2022-04-20 12:18:35 +08:00
c9s
5cba6a6133
maxapi: use requestgen to query and submit orders
2022-04-20 12:18:35 +08:00
c9s
93b19faa3a
refactor newAuthenticatedRequest
2022-04-20 12:18:35 +08:00
c9s
bf4a0169bd
max: update client api
2022-04-20 12:18:35 +08:00
Yo-An Lin
46015324e9
Merge pull request #540 from narumiruna/indicator/update
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indicator: make parameters of update method consistent
2022-04-20 11:53:06 +08:00
Yo-An Lin
522e6b9aaf
Merge pull request #547 from kfrico/fix_ftx_bug
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fix ftx pollKines bug
2022-04-20 11:52:16 +08:00
kfrico
bd4a932571
fix ftx pollKines bug
2022-04-19 21:29:45 +08:00
zenix
22d8c2efff
feature: add some new ma indicators
2022-04-19 19:22:22 +09:00
なるみ
1d363f65a9
indicator: use rma indicator in atr
2022-04-19 13:45:23 +08:00
なるみ
167f9d3eaf
indicator: make parameters of update method consistent
2022-04-19 13:45:23 +08:00
c9s
8442aafd4d
compile and update migration package
2022-04-19 12:19:32 +08:00
なるみ
2896527c56
indicator: add rolling moving average
2022-04-18 11:43:05 +08:00
Yo-An Lin
fcaef0219a
Merge pull request #536 from narumiruna/indicator/atr
2022-04-18 00:34:43 +08:00
なるみ
7b4c68f766
indicator: add average true range indicator
2022-04-17 17:30:49 +08:00
c9s
b2e17e3552
interact: fix auth
2022-04-17 12:49:45 +08:00
Yo-An Lin
41c78f9035
Merge pull request #535 from narumiruna/grpc/register-trading-server
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fix: grpc: register trading server
2022-04-17 00:50:25 +08:00
c9s
8f693dac50
bump version to v1.30.3
2022-04-17 00:38:42 +08:00
c9s
ad373b95a7
add FLUSH_OTP_KEY env for flushing otp key
2022-04-17 00:35:16 +08:00
c9s
63f525970f
auth: store otp key url instead of just secret
2022-04-17 00:18:48 +08:00
c9s
6c7b6c6def
interact: add more error check for /auth command
2022-04-17 00:06:37 +08:00
c9s
8e557b3da2
Merge branch 'fix/grpc-user-data-stream-subscribe'
2022-04-17 00:03:17 +08:00
c9s
d78370e355
grpc: register trading service to grpc
2022-04-16 23:57:53 +08:00
なるみ
6920ac9090
grpc: register trading server
2022-04-16 23:45:10 +08:00
TonyQ Wang
38dfa32bfa
Update auth.go
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refine message
2022-04-16 21:25:46 +08:00
zenix
2a942eab0e
fix: rename EVWMP to VWEMP, fix backtesting fee
2022-04-15 19:12:11 +09:00
Yo-An Lin
299f9d7af8
Merge pull request #528 from c9s/fix/grpc-user-data-stream-subscribe
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feature: grpc: implement TradingService cancel order
2022-04-15 16:00:16 +08:00
Yo-An Lin
d6755d7ca0
Merge pull request #512 from zenixls2/feature/elliott_wave
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strategy: elliott wave oscillator
2022-04-15 15:53:24 +08:00
c9s
cb51352d58
grpc: implement cancel order
2022-04-15 15:49:24 +08:00
Andy Cheng
07c30f82af
strategy: add StrategyController to bollmaker
2022-04-15 15:38:40 +08:00
Yo-An Lin
426af0109e
Merge pull request #525 from c9s/fix/grpc-user-data-stream-subscribe
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grpc: implement SubmitOrder method
2022-04-15 15:06:01 +08:00
Yo-An Lin
d9fd661e1b
Merge pull request #524 from frin1/fix/improve-indicators
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improved indicators
2022-04-15 15:04:37 +08:00
c9s
6e72ba33ed
grpc: implement SubmitOrder method
2022-04-15 15:03:00 +08:00
c9s
a7383142e6
grpc: fix price,quantity types
2022-04-15 14:58:07 +08:00
c9s
f15f4e1aac
grpc: add trading service
2022-04-15 14:53:50 +08:00
c9s
84d4f312fa
grpc: fix connect and add balance snapshot
2022-04-15 14:28:35 +08:00
c9s
8b8cffbd06
grpc: fix user data stream subscribe
2022-04-15 14:26:04 +08:00
c9s
91dd81028a
bump version to v1.30.2
2022-04-15 11:43:28 +08:00
c9s
f91132f35c
bollmaker: avoid using time in force in maker order
2022-04-15 11:40:43 +08:00
Fredrik
f866787c21
improved indicators
2022-04-14 23:43:04 +02:00
zenix
6f04789111
fix: rename packae name
2022-04-14 20:01:13 +09:00
zenix
4ee73149c1
feature: add heikinashi
2022-04-14 19:58:05 +09:00
c9s
cd957460c9
add /api/outbound-ip api
2022-04-14 10:24:00 +08:00
zenix
2f51441256
fix: remove smartstop. use dynamic stoploss. improve profit and lower the lost
2022-04-13 21:10:07 +09:00
zenix
a0e218a5c6
use trailingstop
2022-04-13 21:10:07 +09:00
zenix
fcf29f7e11
fix: doing some performance tuning
2022-04-13 21:10:07 +09:00
zenix
0fe14c5fe5
feature: post orders for ewo
2022-04-13 21:10:07 +09:00
zenix
42a3737f2e
fix: use series in ewo to predict values
2022-04-13 21:10:07 +09:00
zenix
017dd4175a
feature: implement Elliott Wave Oscilla
2022-04-13 21:10:07 +09:00
c9s
339c72a554
grpc: translate private trade and balances
2022-04-13 19:43:08 +08:00
c9s
897dc55dcf
binance: fix margin balance convert
2022-04-13 15:38:13 +08:00
c9s
a93a91546d
grpc: convert order
2022-04-13 15:29:23 +08:00
c9s
8e81716d2a
grpc: separate market data message and user data message
2022-04-13 14:14:25 +08:00
c9s
6c408fb209
move files
2022-04-13 13:24:38 +08:00
c9s
2e063e7eb2
grpc: refactor subscription convert
2022-04-13 13:06:26 +08:00
c9s
606a7b3220
convert: trade price/volume to string
2022-04-13 12:43:05 +08:00
c9s
d9617b59eb
grpc: convert kline prices to string
2022-04-13 12:41:36 +08:00
c9s
12ce854150
grpc: integrate market trade
2022-04-13 11:53:09 +08:00
Zenix
b57c94fe12
Merge pull request #505 from zenixls2/feature/series
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feature: add pinescript series interface
2022-04-13 11:13:56 +09:00
c9s
1f766441f2
bump version to v1.30.1
2022-04-12 23:47:46 +08:00
c9s
ea47e54318
kucoin: fix query parameter issues
2022-04-12 23:45:11 +08:00
c9s
6972838c34
add query attribute
2022-04-12 23:26:48 +08:00
c9s
a34dbf12e2
kucoin: fix trades sync
2022-04-12 23:25:56 +08:00
なるみ
d8361260a0
grpc: add start/end time to fix queryklines
2022-04-12 22:25:48 +08:00
c9s
8705f38220
grpc: allocate a stream pool
2022-04-12 17:48:30 +08:00
c9s
fb5703bf13
grpc: implement book stream
2022-04-12 17:12:16 +08:00
c9s
46cf220e2c
implement market data subscription
2022-04-12 17:12:16 +08:00
なるみ
0de03e37fc
Rename AbsoluteValues to Abs
2022-04-11 23:39:25 +08:00
なるみ
859933d4ed
Avoid to use map[string]fixedpoint.Value
2022-04-11 23:26:05 +08:00
zenix
c7c856e84f
fix: add default value for kline series type. fix crossresult indexing
2022-04-11 17:04:56 +09:00
zenix
af61952e40
fix: series not been updated
2022-04-11 17:04:56 +09:00
zenix
be0755d755
fix: simplify stoch indicator using float64slice. add ToReverseArray
2022-04-11 17:04:56 +09:00
zenix
339d36d61b
feature: add mean, abs, sum, toArray, and dot operations on series. implement Float64Slice as series
2022-04-11 17:04:56 +09:00
zenix
d0c3390f84
fix log message to be lowercases
2022-04-11 17:04:56 +09:00
zenix
7778f9b590
feature: add NextCross function for future cross point prediction. modify line api to use index instead of timestamp as x.
2022-04-11 17:04:56 +09:00
zenix
5b75108992
feature: add series add and minus operation. add kline open/close/high/low series
2022-04-11 17:04:56 +09:00
zenix
e171101d90
fix: ad NaN error. feature: Line indicator init functions. feature: indicator manual
2022-04-11 17:04:56 +09:00
zenix
567e7bd214
add ad,macd,rsi,sma,stoch,vwap,vwma to Series interface
2022-04-11 17:04:56 +09:00
zenix
fac61f27dc
feature: add pinescript series interface
2022-04-11 17:04:56 +09:00
c9s
95eab34512
bump version to v1.30.0
2022-04-11 15:57:40 +08:00
c9s
680261527c
binance: fix closed order query
2022-04-11 15:39:03 +08:00
Zenix
57d9577c65
Merge pull request #513 from andycheng123/fix/support
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minor fixes of support strategy
2022-04-10 03:49:56 +09:00
c9s
830503941e
cmd: fix backtest sync
2022-04-10 00:57:55 +08:00
c9s
e51fb641af
backtest: show symbols
2022-04-10 00:57:55 +08:00
Andy Cheng
854a364b38
strategy: use fixedpoint.Zero instead
2022-04-10 00:03:37 +08:00
Yo-An Lin
4cd646e346
feature: basic grpc server ( #514 )
2022-04-08 19:21:57 +08:00
Andy Cheng
ceccba43f9
strategy: re-submit trailing stop order if previous one failed
2022-04-08 18:46:41 +08:00
Andy Cheng
d94e8e3826
strategy: check trailing stop order creation success
2022-04-08 18:41:19 +08:00
Andy Cheng
f9052f3397
strategy: fix load CurrentHighestPrice bug
2022-04-08 18:35:02 +08:00
なるみ
4e2faacbae
Mkdir if dir not exists
2022-04-07 20:21:07 +08:00
Yo-An Lin
6c20ec3c85
Merge pull request #499 from austin362667/strategy/bollmaker
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strategy: add bollmaker futures support
2022-04-07 10:11:41 +08:00
なるみ
b31acb7165
glassnode: add comment to response struct
2022-04-07 00:09:54 +08:00
Yo-An Lin
0d4cc7ab9b
Merge pull request #508 from c9s/narumi/glassnode
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feature: add Glassnode API
2022-04-06 23:29:42 +08:00
なるみ
be985da2af
Add Glassnode API
2022-04-06 23:22:40 +08:00
Yo-An Lin
ed0384c85a
Merge pull request #501 from andycheng123/fix-support
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strategy: fix wrong support condition
2022-04-06 18:57:39 +08:00
Andy Cheng
75f3e33543
strategy: use stop limit due to sop market unsupported by binance
2022-04-02 21:32:40 +08:00
Andy Cheng
8f4ba971f1
strategy: fix typo
2022-04-02 21:27:52 +08:00
Andy Cheng
c2747ca9e4
strategy: remove TimeInForce when sending trailing stop order
2022-04-02 21:19:47 +08:00
c9s
f11d2696d2
bump version to v1.29.0
2022-04-01 13:02:45 +08:00
Yo-An Lin
4aeb2c329c
Merge pull request #502 from narumiruna/refactor-vwap
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indicator: make VWAP better
2022-04-01 12:12:59 +08:00
Andy Cheng
861fd84fd4
strategy: use stop market to tp instead of stop limit
2022-03-31 11:10:53 +08:00
Andy Cheng
8782104f1a
strategy: remove unnecessary notification
2022-03-30 16:46:42 +08:00
なるみ
8881b9e105
Fix package name
2022-03-29 21:51:50 +08:00
なるみ
18aa60077b
Make VWAP better
2022-03-29 17:18:04 +08:00
Andy Cheng
934e4aa69f
strategy: fix wrong support condition
2022-03-29 11:46:01 +08:00
Yo-An Lin
98d4815d1d
Merge pull request #500 from narumiruna/rsi
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feature: add Relative Strength Index (RSI) indicator
2022-03-29 11:32:12 +08:00
なるみ
e92a872059
Fix test case
2022-03-29 02:45:33 +08:00
なるみ
e68d5f0536
Rename variables
2022-03-29 02:40:08 +08:00
なるみ
42d6bf03b5
Rename functions
2022-03-29 02:36:34 +08:00
なるみ
2a6f1f410d
Simplify
2022-03-29 02:21:22 +08:00
なるみ
b074f03507
Add RSI indicator
2022-03-29 02:10:35 +08:00
austin362667
a8484046d3
bollmaker: add TimeInForce for futures limit order support
2022-03-28 21:12:45 +08:00
austin362667
3f3fb1fe35
binance: fix futures limit maker order type
2022-03-28 21:12:45 +08:00
c9s
0511a0fde3
kucoin: convert limit maker to limit order type with postOnly
2022-03-28 17:09:00 +08:00
Andy Cheng
3a6f34330b
interact: refactor
2022-03-28 15:16:11 +08:00
Andy Cheng
63e8850cc3
interact: separate strategy filtering and button generation
2022-03-28 12:37:42 +08:00
Andy Cheng
ee6377ab87
interact: fix misuse of cycle()
2022-03-28 11:58:01 +08:00
Yo-An Lin
1a29bc7362
Merge pull request #492 from andycheng123/tg-control
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feature: strategy controller
2022-03-26 15:41:59 +08:00
Yo-An Lin
42a503c0f9
Merge pull request #494 from zenixls2/feature/ftx_pub_trade
2022-03-25 18:06:16 +08:00
なるみ
83e37f52a8
Rebalance on kline closed
2022-03-24 12:50:40 +08:00
zenix
cb66f18b54
feature: add ftx market trade implementation
2022-03-23 19:12:49 +09:00
Andy Cheng
0974b1c7fd
interact: pull out the interaction related code to the caller
2022-03-23 12:05:35 +08:00
Andy Cheng
e122c12eef
interact: add AddMultipleButtons function
2022-03-23 12:04:47 +08:00
Yo-An Lin
ae4a3d81fb
Merge pull request #489 from zenixls2/feature/market_trade
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feature: add market trade subscription in binance
2022-03-22 20:18:39 +08:00
zenix
abbe04fae9
fix: parse market trade as taker trade
2022-03-22 11:02:14 +09:00
austin362667
eca112e201
binance: add submit futures order ReduceOnly
2022-03-21 17:56:11 +08:00
Andy Cheng
5eef2a2085
interact: pull out interface filter as a function
2022-03-21 17:49:18 +08:00
Andy Cheng
f4c87e5d75
interact: refactor strategy controller related interfaces
2022-03-21 16:19:55 +08:00
Andy Cheng
fb8b79f38d
interact: rename GetStrategyStatus() to GetStatus()
2022-03-21 16:12:23 +08:00
Andy Cheng
1ca94b9c5b
type: rename strategy statuses
2022-03-21 16:06:12 +08:00
Yo-An Lin
53b1eef4fc
kucoin: adjust rate limiter
2022-03-21 15:36:31 +08:00
Andy Cheng
ffd5c646e9
interact: refactor interface func name
2022-03-21 15:08:15 +08:00
Andy Cheng
962645c2c8
interact: Pull out EmergencyStop to a single instance
2022-03-21 15:05:24 +08:00
Andy Cheng
5f7710103d
type: add StrategyStatus type
2022-03-21 15:01:15 +08:00
Andy Cheng
ce6efd9333
strategy: add EmergencyStop() to support strategy
2022-03-21 11:51:12 +08:00
Andy Cheng
69a02f1664
interact: add EmergencyStop() to StrategyController interface
2022-03-21 11:42:54 +08:00
Andy Cheng
b6aff9674c
strategy: add StrategyController functions to support strategy
2022-03-21 10:20:12 +08:00
Andy Cheng
5de137ced8
interact: add StrategyController interface to control strategies from telegram bot
2022-03-18 18:43:07 +08:00
Yo-An Lin
98b4eea694
Merge pull request #491 from c9s/fix/kucoin-rate-limiter
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fix: kucoin: add trades, orders rate limiter
2022-03-18 17:49:46 +08:00
c9s
6c201d1868
kucoin: adjust rate limit to req/3sec
2022-03-18 17:43:14 +08:00
c9s
9757ca290b
kucoin: add trades, orders rate limiter
2022-03-18 17:33:10 +08:00
zenix
efec21ca4b
feature: add market trade subscription in binance
2022-03-18 18:30:39 +09:00
c9s
f85db9be61
improve asset summary layout and format
2022-03-18 17:13:37 +08:00
c9s
3944e0b6c0
fix query test
2022-03-18 15:00:33 +08:00
c9s
43985499be
service: reorder trade query
2022-03-18 14:04:01 +08:00
c9s
79bfdbf9b6
compile and update migration package
2022-03-18 14:04:01 +08:00
zenix
84dbae1592
add readme content about testnet, fix code syntax
2022-03-18 14:17:06 +09:00
zenix
9cf835728c
fix: don't sync on reward/withdraw/deposit records when using testnet
2022-03-18 14:04:56 +09:00
zenix
36a746d415
add binance paper trade endpoint
2022-03-18 14:04:56 +09:00
Yo-An Lin
bc0429c0fd
Merge pull request #484 from ankion/fix_backtest_orderbook
2022-03-17 00:50:07 +08:00
Yo-An Lin
fae4f181b5
Merge pull request #485 from zenixls2/feature/backtest_sig
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feature: add CancelOrders and CancelOrdersTo to executor
2022-03-16 21:22:32 +08:00
zenix
77a88aabe4
feature: add CancelOrders and CancelOrdersTo to executor
2022-03-16 21:38:09 +09:00
ankion
ccb7fe39fa
backtest: fix order cancel fail when run order cancel on the filled event.
2022-03-16 15:01:19 +08:00
c9s
ed94b8a8d8
remove config flag constraint
2022-03-16 13:52:46 +08:00
c9s
553fe3abf9
remove config flag constrant
2022-03-16 13:51:31 +08:00
c9s
334e3a3940
fix build cmd --config option
2022-03-16 12:26:27 +08:00
Yo-An Lin
a4d5bf85d3
Merge pull request #468 from narumiruna/grpc-python-client
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grpc: python client
2022-03-15 22:01:14 +08:00
Yo-An Lin
00b8f7d6b7
Merge pull request #479 from andycheng123/position-closer
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strategy: add PositionCloser function for support strategy
2022-03-15 21:59:21 +08:00
Yo-An Lin
2aa3e4d51c
Merge pull request #480 from zenixls2/fix/flashcrash
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fix: submit order on userDataStream == nil
2022-03-15 21:55:52 +08:00
c9s
bd0cbdfd28
bump version to v1.28.0
2022-03-15 21:54:34 +08:00
c9s
1f1ee7b986
fix makefile
2022-03-15 21:54:18 +08:00
c9s
e4c8db8287
update go module and sum files
2022-03-15 21:50:55 +08:00
zenix
d6995e40ff
fix: submit order on userDataStream == nil
2022-03-15 20:51:15 +09:00
Andy Cheng
72a6877094
strategy: add PositionCloser function for support strategy
2022-03-15 19:19:44 +08:00
なるみ
034a86ceb4
Add grpc client
2022-03-15 18:43:57 +08:00
c9s
a5f0116f77
bump version to v2.1.0
2022-03-15 16:53:28 +08:00
Yo-An Lin
ab447a152f
Merge pull request #475 from andycheng123/fix-support
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fix support strategy
2022-03-15 16:50:03 +08:00
Andy Cheng
231085d507
strategy: add PositionReader function for support strategy
2022-03-15 16:46:27 +08:00
Andy Cheng
b94096cb2e
strategy: cache orders.IDs() in orderIds
2022-03-15 16:44:43 +08:00
Yo-An Lin
a7c421bfcb
Merge pull request #474 from c9s/feature/position-recorder-2
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feature: position recorder
2022-03-15 16:44:10 +08:00
c9s
d1f4c0a225
max: fix kline parse
2022-03-15 16:07:19 +08:00
なるみ
dedfdc564f
Remove symbol from balance
2022-03-15 15:36:35 +08:00
c9s
fdf64fd891
bbgo: fix emit trade profit
2022-03-15 14:29:15 +08:00
c9s
0d0e0039e5
add DEBUG_SLACK env var
2022-03-14 21:21:58 +08:00
c9s
19f01bbca6
add doc comment
2022-03-14 21:21:58 +08:00
c9s
4b89f4a48b
bollmaker: fix profit stats notification
2022-03-14 21:21:58 +08:00
c9s
5567ef5676
fix emit trade
2022-03-14 21:21:58 +08:00
c9s
5db4e11167
rewrite trade profit handling
2022-03-14 21:21:58 +08:00
c9s
6fec30d79c
call record position on trade
2022-03-14 21:21:58 +08:00
c9s
a112eac9d2
update changed_at field
2022-03-14 21:21:58 +08:00
c9s
d67b800e7e
use RecordPosition
2022-03-14 21:21:58 +08:00
c9s
322f31a56a
bbgo: improve RecordPosition method
2022-03-14 21:21:58 +08:00
c9s
5732555c2c
doc: update sync configuration doc
2022-03-14 21:21:58 +08:00
c9s
08ae53ba16
bbgo: assign strategy instance id fields automatically
2022-03-14 21:21:58 +08:00
c9s
6088f7b542
bbgo: add RecordPosition method
2022-03-14 21:21:58 +08:00
c9s
9faaed6892
bbgo: initialize position service
2022-03-14 21:21:58 +08:00
c9s
e9a25fcc6f
compile and update migration package
2022-03-14 21:21:58 +08:00
c9s
c78fa09f4d
fix divisor typo
2022-03-14 21:21:58 +08:00
c9s
5be1f1571b
fix position test
2022-03-14 21:21:58 +08:00
c9s
3c376b3cd3
add accumulated profit column to position
2022-03-14 21:21:58 +08:00
c9s
cc4ef327d6
add strategy id and instance id to position
2022-03-14 21:21:58 +08:00
c9s
ac675d0099
add position table and service
2022-03-14 21:21:58 +08:00
c9s
f0d500bbaa
add positions table migration
2022-03-14 21:21:58 +08:00
c9s
b1559bcbe3
fix persistence injection
2022-03-14 21:21:43 +08:00
Andy Cheng
822fea44fc
strategy: fix index out of range error
2022-03-14 12:01:17 +08:00
Andy Cheng
ad7605e7b2
strategy: do not submit order if current position < market.MinQuantity
2022-03-14 11:45:24 +08:00
zenix
7e92f0f4e5
fix: remove requirements on config flag
2022-03-11 19:56:59 +09:00
c9s
36e039108a
bump version to v2.0.0
2022-03-10 19:01:58 +08:00
なるみ
b6493ad282
Change id type
2022-03-09 13:14:14 +08:00
なるみ
8522c0dadb
Add exchange field to QueryOrderRequest
2022-03-08 19:33:23 +08:00
Yo-An Lin
bfdf4c245f
Merge pull request #460 from zenixls2/feature/backtest_multiple_exchange
...
feature: add multiple exchange support in backtest
2022-03-07 14:28:20 +08:00
c9s
fcbdf8162a
max: add env var MAX_QUERY_CLOSED_ORDERS_LIMIT
2022-03-07 13:56:20 +08:00
zenix
39572c5fe0
fix: remove maker/buyer/taker/sellerCommission
2022-03-07 14:32:00 +09:00
Yo-An Lin
35ef21ab1c
Merge pull request #466 from c9s/feature/strategy-profit
...
feature: add strategy profit records
2022-03-07 12:20:47 +08:00
zenix
25b5eddc03
feature: add multiple exchange support in backtest
...
fix: change doc, since --exchange removed from backtest
fix: test for config changes
2022-03-07 13:18:56 +09:00
c9s
b8ef2eb550
fix Test_tradeService
2022-03-07 12:12:06 +08:00
zenix
1f27ef653b
fix: exception on parsing empty string in dnum
2022-03-07 12:46:03 +09:00
c9s
9b6b071d2b
compile and update migration package
2022-03-06 18:47:01 +08:00
c9s
e23232c3e7
max: fix timeInForce conversion
2022-03-06 18:37:34 +08:00
c9s
586013d9f2
max: fix order update message
2022-03-06 18:33:21 +08:00
c9s
af2070b908
binance: add updated time field
2022-03-06 18:32:33 +08:00
c9s
f3577a4182
fix: if it's an empty time, do not return a driver value
2022-03-06 18:28:40 +08:00
c9s
917684aa27
bbgo: inject environment object
2022-03-06 18:28:40 +08:00
c9s
099d860c5a
fix: fix Test_parseStructAndInject test
2022-03-06 18:28:40 +08:00
c9s
b1ba5386b3
fix bbgo.Notifiability injection
2022-03-06 16:09:15 +08:00
c9s
25f3aeef58
bollmaker: call RecordProfit
2022-03-06 15:39:20 +08:00
c9s
8fa0e6702c
bollmaker: assign strategy id and instance id
2022-03-06 15:38:58 +08:00
c9s
f6ec2e78e6
record profits
2022-03-06 15:37:41 +08:00
c9s
3a15738fec
pull out default persistence selector
2022-03-06 14:06:19 +08:00
c9s
35b0d8dc0d
bbgo: add profit service to environment
2022-03-05 13:40:20 +08:00
c9s
1f1c26a9e5
bbgo: inject more service objects
2022-03-05 13:37:27 +08:00
c9s
c1ac738ca0
bbgo: add doc comment for parseStructAndInject
2022-03-05 12:59:47 +08:00
c9s
bdcae5b763
bbgo: add more injection types
2022-03-05 12:49:53 +08:00
c9s
a9f9fa8fed
bollmaker: add Environment field and Market field for injection
2022-03-05 12:40:56 +08:00
c9s
47023729ec
bbgo: rewrite field injection
2022-03-05 12:39:39 +08:00
c9s
a6053e0e59
bbgo: move inject function to injection.go
2022-03-05 03:20:20 +08:00
c9s
cd6b37ac3b
bbgo: skip unexported fields for injection
2022-03-05 03:19:45 +08:00
c9s
fa7bab2c3a
bbgo: improve dynamic injection
2022-03-05 02:51:43 +08:00
c9s
db4d8a31bc
bbgo: implement parseStructAndInject
2022-03-05 02:33:25 +08:00
c9s
5fe0b69927
bollmaker: use the new profit generator method
2022-03-05 01:41:23 +08:00
c9s
197d750cb4
all: update profit struct fields
2022-03-05 01:39:53 +08:00
c9s
82e5520ee4
service: update profit service tests
2022-03-05 00:28:13 +08:00
c9s
a642aa1a5a
service: add more columns
2022-03-05 00:27:44 +08:00
c9s
09dea3938d
implement profit insert
2022-03-04 19:24:40 +08:00
c9s
9e0df77a36
move profit struct into the types package
2022-03-04 16:39:48 +08:00
Yo-An Lin
f8b257d490
Merge branch 'main' into fix/cmd-required
2022-03-03 19:53:27 +08:00
c9s
f190cc4f6c
cmd: fix account command usage
2022-03-03 19:40:18 +08:00
c9s
f14694c65f
cmd: remove config file check from the account command
2022-03-03 19:39:55 +08:00
zenix
a33b748563
fix: mark flags as required during PreRunE
2022-03-03 18:03:15 +09:00
c9s
3843bda7c2
cmd: remove incorrect MarkPersistentFlagRequired usage
2022-03-03 15:37:17 +08:00
c9s
7d08263cdb
fix: fix required flag marking issue
2022-03-03 15:34:16 +08:00
c9s
b8f54ed4b9
ftx: print result directly
2022-03-03 15:04:53 +08:00
c9s
86af4d2b40
ftx: rewrite order cancel handling
2022-03-03 14:52:24 +08:00
c9s
dd76cfafa4
ftx: remove legacy orderRequest from the legacy rest
2022-03-03 12:33:44 +08:00
c9s
c9f2027a38
ftx: remove the legacy orderRequest
2022-03-03 11:55:00 +08:00
c9s
5ea01c8d80
regenerate symbol map
2022-03-03 11:44:01 +08:00
c9s
eaa81f1313
ftx: remove legacy balances method
2022-03-03 11:43:15 +08:00
c9s
270ae51c9b
ftx: remove legacy PlaceOrderPayload
2022-03-03 11:42:57 +08:00
c9s
2510f14d53
ftx: remove legacy place order request method
2022-03-03 11:42:40 +08:00
c9s
5bbb796e94
ftx: clean up imports
2022-03-03 11:42:25 +08:00
c9s
37db477ece
ftx: remove legacy method CancelOrderByClientID
2022-03-03 11:42:13 +08:00
c9s
60ad6bc901
ftx: remove legacy CancelOrderByOrderID method
2022-03-03 11:41:51 +08:00
c9s
064da7f938
ftx: remove legacy open orders method
2022-03-03 11:40:23 +08:00
c9s
a47924d1c9
ftx: remove legacy order history method
2022-03-03 11:40:03 +08:00
c9s
da54fbb676
cmd: remove extra config option check
2022-03-03 11:39:28 +08:00
c9s
6ae588575a
ftx: remove legacy market api method
2022-03-03 11:39:11 +08:00
c9s
21ae48c975
cmd: use MarkFlagRequired
2022-03-03 11:36:06 +08:00
c9s
2845e03100
ftx: fix ftx test cases
2022-03-03 01:47:19 +08:00
c9s
3f8f17b1de
ftx: reimplement submit order api
2022-03-03 00:30:52 +08:00
c9s
3b601d73ce
ftx: remove legacy fills requests
2022-03-03 00:30:52 +08:00
c9s
4321cab557
ftx: drop the legacy unused account request
2022-03-03 00:30:52 +08:00
c9s
688445d7e7
cmd: add get-order cmd
2022-03-03 00:30:52 +08:00
c9s
127de0d81c
cmd: update executeOrderCmd description
2022-03-03 00:30:52 +08:00
c9s
95daa004aa
ftx: implement get order status api
2022-03-03 00:30:52 +08:00
c9s
14bcc780a4
ftxapi: add cancel order by client order id
2022-03-03 00:30:52 +08:00
c9s
07dd2e8d9c
ftx: improve order cancel by client order id
2022-03-03 00:30:52 +08:00
c9s
5cfc266d7a
ftx: simplify and replace the order history query
2022-03-03 00:30:52 +08:00
c9s
5c8997e293
ftx: fix ftx order status isWorking
2022-03-03 00:30:52 +08:00
c9s
66700016e4
ftx: add toGlobalOrderNew to convert new order structure
2022-03-03 00:30:52 +08:00
c9s
e9e1127d3e
ftx: replace query markets api
2022-03-03 00:30:52 +08:00
c9s
883f0ed83a
ftxapi: replace fill implementation
2022-03-03 00:30:52 +08:00
c9s
833354e553
ftx: replace QueryTrades implementation
2022-03-03 00:30:52 +08:00
c9s
9c371425f6
ftx: replace QueryAccount implementation
2022-03-03 00:30:52 +08:00
c9s
84bc170a2e
ftxapi: use order types
2022-03-03 00:30:52 +08:00
c9s
03f0305b3d
ftxapi: add fills request
2022-03-03 00:30:52 +08:00
c9s
14a49989fe
ftxapi: define types
2022-03-03 00:30:52 +08:00
c9s
cd0ac71b99
ftxapi: separate request files
2022-03-03 00:30:52 +08:00
c9s
abc425d820
ftx: fix ftx api client
2022-03-03 00:30:52 +08:00
c9s
93992801f9
ftxapi: add order history request
2022-03-03 00:30:52 +08:00
c9s
9e350afed5
ftxapi: add get coins api
2022-03-03 00:30:52 +08:00
c9s
3601edab84
ftxapi: add get single market api
2022-03-03 00:30:52 +08:00
c9s
2a6310c5f5
ftxapi: add get markets api
2022-03-03 00:30:52 +08:00
c9s
94ee46787e
ftxapi: add generated files
2022-03-03 00:30:52 +08:00
c9s
7ed2e352d9
ftx: rewrite ftxapi
2022-03-03 00:30:52 +08:00
Yo-An Lin
7ae5869461
Merge pull request #451 from narumiruna/protobuf
...
grpc: add protobuf
2022-03-02 12:57:23 +08:00
zenix
f101e93311
fix: dnum panic, precision loss in parsing string in legacy
2022-02-28 15:50:31 +09:00
c9s
9c45e6693f
fix formatString
2022-02-25 18:25:44 +08:00
c9s
99b025dd5c
add FormatString test case and fix FormatString
2022-02-25 18:03:28 +08:00
c9s
10612cdfa9
add Test_formatQuantity
2022-02-25 17:47:54 +08:00
c9s
555e8c5253
add Test_formatPrice
2022-02-25 16:52:43 +08:00
なるみ
37fbe724cf
Add Error message
2022-02-23 12:44:31 +08:00
なるみ
3aeae99587
Add SubcribeUserData
2022-02-23 12:29:01 +08:00
なるみ
36fd5d648a
Add exchange and symbol to Ticker
2022-02-23 12:27:22 +08:00
なるみ
6b10d1160f
Merge SuccessResponse and SubscribeResponse
2022-02-23 12:21:49 +08:00
なるみ
9fd4074d37
Add Depth message for bids and asks
2022-02-23 12:19:23 +08:00
Yo-An Lin
2108003f9b
Merge pull request #454 from zenixls2/fix/pnl
...
fix : #287 init environ before querying balance
2022-02-23 11:46:11 +08:00
zenix
06e9450859
feature: add cmd document
...
add documentation index
2022-02-22 19:36:45 +09:00
zenix
52cc047673
fix : #287 init environ before querying balance
2022-02-22 14:32:35 +09:00
なるみ
32acec5669
Put exchange field in the order and trade message
2022-02-21 12:53:39 +08:00
なるみ
c1b705956f
Add SubmitOrder, rename variables and fix typo
2022-02-21 12:13:51 +08:00
なるみ
f2bca1d5b7
add QueryKLines
2022-02-20 04:41:39 +08:00
なるみ
136d36b2b1
generate code
2022-02-20 04:10:39 +08:00
なるみ
7a7627eafd
update proto
2022-02-20 04:08:52 +08:00
c9s
208a9bcb7d
fix: fix context error handling
2022-02-18 18:21:51 +08:00
c9s
849f2a248e
ftx: check context error
2022-02-18 15:35:58 +08:00
c9s
3a488a4c0f
ftx: add ioc order test
2022-02-18 14:50:54 +08:00
なるみ
4fb8881be7
Fix package path
2022-02-18 14:27:12 +08:00
なるみ
72bcdaaf25
Move pkg/proto to pkg/pb
2022-02-18 14:24:38 +08:00
c9s
17034b2467
ftx: fix ioc convert
2022-02-18 14:10:21 +08:00
c9s
f6ebeeafc5
ftx: cast time in force from the order result
2022-02-18 14:07:29 +08:00
c9s
d0f1e2db04
ftx: fix ftx ioc conversion
2022-02-18 14:01:47 +08:00
c9s
fb9f8b484c
max: remove ioc limit type
2022-02-18 13:57:47 +08:00
c9s
0c09e6b32a
use global timeInForce type
2022-02-18 13:52:13 +08:00
zenix
20cccf57e5
fix: NumFractionalDigits in legacy fixedpoint and dnum fixedpoint
2022-02-17 12:45:06 +09:00
zenix
ced2afaed8
fix: remove backup file in schedule strategy
2022-02-16 18:32:02 +09:00
なるみ
328c507bee
Update go generated code
2022-02-16 11:54:46 +08:00
なるみ
3fe6fbf514
Add Trade message and support streaming
2022-02-16 11:52:18 +08:00
zenix
a3a262783f
fix: set backtest cancel Delta to be 1e-11
2022-02-15 18:59:10 +09:00
zenix
7455279517
fix : #400 for int64 formating when exp <= 0
2022-02-15 18:24:21 +09:00
zenix
8648528435
fix go fmt, fix convert.go (the legacy fixedpoint implementation) in all tests
2022-02-15 14:55:19 +09:00
zenix
eb70410f80
add back legacy implementation
2022-02-15 12:01:39 +09:00
zenix
cdba7924b4
fix backtest panic when cancel fail on the last order
2022-02-15 12:01:39 +09:00
zenix
5315378b9e
fix takerfeerate column and makerfeerate column issue in yaml
2022-02-15 12:01:39 +09:00
zenix
fad85d0992
fix binance test, outptu for support and xgap strategies
2022-02-15 12:01:39 +09:00
zenix
05521a98b6
add skeleton strategy. fix most of the tests. fix final asset value
2022-02-15 12:01:39 +09:00
zenix
9978a3cf90
fix unmarshal behavior to gain more precision
2022-02-15 12:01:39 +09:00
zenix
abc1d535d8
fix bollmaker, fix pnl issues
2022-02-15 12:01:39 +09:00
zenix
105b085786
fix bollgrid, emstop, flashcrash, funding, grid, pricealert, pricedrop, rebalance, schedule, swing, xbalance, xgap, xmaker and speedup fixedpoint
2022-02-15 12:01:39 +09:00
zenix
2ccc449657
fix xpuremaker,xnav,techsignal,support,etf and add methods in fixedpoint
2022-02-15 12:01:39 +09:00
zenix
d9450e823e
fix all the fixedpoint use other than strategy
2022-02-15 12:01:39 +09:00
zenix
b8bf2af14d
fixedpoint for exchange and indicators, some fixes in types
2022-02-15 12:01:38 +09:00
zenix
e221f54397
add dnum as the fixedpoint implementation. change types float64 to fixedpoint.Value
...
change pnl report to use fixedpoint
fix: migrate kline to use fixedpoint
2022-02-15 12:00:39 +09:00
なるみ
307042025f
Initial commit of protobuf
2022-02-14 16:46:11 +08:00
ankion
98b4495d1f
Fix: precision of futures trade data is incorrect.
2022-02-14 10:32:13 +08:00
c9s
a2a7ef4f7a
exchange: implement ExchangeOrderQueryService on max and binance
2022-02-10 17:48:53 +08:00
Andy Cheng
f7fc7f64b4
strategy: fix fixedpoint value compared to 0 problem
2022-02-06 17:47:14 +08:00
Andy Cheng
41c3b860b0
strategy: rename callBackRatio to callbackRatio
2022-02-06 17:47:14 +08:00
Andy Cheng
a9b48ff138
strategy: fix fixedpoint.Value compare to 0 problem
2022-02-06 17:47:14 +08:00
Andy Cheng
8b009a984a
strategy: fix a bug when 'trailingStopControl' is not used
2022-02-06 17:47:14 +08:00
Andy Cheng
571c3834c5
strategy: fix the JSON tag of 'CurrentHighestPrice'
2022-02-06 17:47:14 +08:00
Andy Cheng
769da1e77c
strategy: rename 'trailingStopCallBackRatio' JSON tag to 'callBackRatio'
2022-02-06 17:47:14 +08:00
Andy Cheng
b48c7f40d7
strategy: make TrailingStopCallBackRatio and MinimumProfitPercentage fixedpoint.Value
2022-02-06 17:47:13 +08:00
Andy Cheng
883f43a9ad
strategy: construct trailingStopControl in the caller
2022-02-06 17:47:13 +08:00
Andy Cheng
60a4ab2f27
strategy: save state on high price update and cancel trailing stop order on shutdown
2022-02-06 17:47:13 +08:00
Andy Cheng
1bd787f44c
strategy: return the createdOrders objects instead in submitOrders()
2022-02-06 17:47:13 +08:00
Andy Cheng
f673fc30ad
strategy: rename GenerateTrailingStopOrder() to GenerateStopOrder() in support strategy
2022-02-06 17:47:13 +08:00
Andy Cheng
2a8938fce0
re-indent with tabs
2022-02-06 17:47:13 +08:00
Andy Cheng
66b042fea7
strategy: trailing stop TP for support strategy
2022-02-06 17:47:11 +08:00
c9s
bf8558e9ad
bollmaker: add BuyBelowNeutralSMA option
2022-02-01 01:40:51 +08:00
c9s
17187c70e7
cmd: print realized profit in colored text
2022-02-01 01:05:11 +08:00
c9s
c0beca78f5
include terminal color for back-test report
2022-02-01 01:00:26 +08:00
c9s
82adff338e
cmd/backtest: calculate performance in quote asset
2022-02-01 00:54:55 +08:00
c9s
f96c2e6271
bbgo: add activated flag on trailing stop order
2022-02-01 00:41:28 +08:00
c9s
bed03dbd17
schedule: refactor and improve schedule strategy with QuantityOrAmount struct
2022-01-31 01:42:21 +08:00
c9s
11bbdb16a0
bollmaker: clean up empty files
2022-01-31 01:31:31 +08:00
c9s
0e7f88e3bf
move SmartStops into the bbgo package
2022-01-31 01:27:47 +08:00
c9s
eb5064ccfe
bollmaker: separate bidSpread and askSpread
2022-01-31 01:11:30 +08:00
c9s
2e7621ca55
add BidSpread and AskSpread
2022-01-31 01:08:33 +08:00
c9s
701e80d0d8
bollmaker: pull out trailing stop order logics into SmartStops struct
2022-01-31 01:07:00 +08:00
c9s
67bc5d523a
bollmaker: refactor trailing stop snippet
2022-01-31 00:44:04 +08:00
c9s
0667c138ab
backtest: fix duplicate trade emit issue
2022-01-30 03:05:19 +08:00
c9s
e595b9acb2
backtest: should panic if last price is zero
2022-01-30 02:41:00 +08:00
c9s
6566db1624
accounting: filter duplicated trades when backtesting
2022-01-30 02:40:38 +08:00
c9s
e1fc0e7b8d
bollmaker: remove redundant log and fix return
2022-01-30 02:00:42 +08:00
c9s
ec8129ab87
backtest: fix market order fee calculation
2022-01-30 02:00:30 +08:00
c9s
20938895a8
bollmaker: merge skip condition
2022-01-30 01:40:33 +08:00
c9s
a185f3fdbe
bollmaker: improve trailing stop order log
2022-01-30 01:37:36 +08:00
c9s
78855d552a
backtest: fix backtest trade for market order
2022-01-30 01:37:24 +08:00
c9s
9adc3a9243
bollmaker: always collect trades and check balance
2022-01-30 01:21:36 +08:00
c9s
2255f3ed0a
bollmaker: check dust order for stop
2022-01-29 17:44:42 +08:00
c9s
99af5d3971
bollmaker: implement TrailingStopController
2022-01-29 02:22:20 +08:00
c9s
584dd3e279
bollmaker: add TradeInBand option
2022-01-28 01:29:12 +08:00
c9s
f49b7165d8
bollmaker: fix MinNotional adjustment
2022-01-27 19:56:10 +08:00
c9s
a6cbb2fb2d
bollmaker: rewrite trend detection
2022-01-27 18:51:51 +08:00
c9s
547f4c400a
cmd: call BindSync when running strategy
2022-01-27 18:19:25 +08:00
c9s
3b630c0bca
bbgo: pull out writer closure
2022-01-27 18:13:15 +08:00
c9s
cb507edf44
bbgo: add BindSync method on environment
2022-01-27 18:12:15 +08:00
c9s
30a9a5849f
add user data stream sync config
2022-01-27 09:34:04 +08:00
c9s
44efbce8eb
cmd: change trades cmd time range to just 1 day
2022-01-27 09:26:24 +08:00
c9s
c3c2822c82
cmd/trades: avoid passing since and until at the same time
2022-01-27 08:57:31 +08:00
c9s
880d806736
cmd: add --no-sync option to the run command
2022-01-27 08:30:31 +08:00
c9s
70f02a1c19
cmd: handle user config sync options in the run command
2022-01-27 08:21:19 +08:00
c9s
0d0d8b05bf
bbgo/scale: test out of domain
2022-01-27 02:39:33 +08:00
c9s
1ef5a37225
bbgo/scale: check domain range
2022-01-27 02:32:26 +08:00
c9s
4f6e04323f
bollmaker: add more logs
2022-01-27 02:25:23 +08:00
c9s
aea8f97ab9
bollmaker: add Test_calculateBandPercentage test
2022-01-27 02:22:26 +08:00
c9s
f9d650cd23
bollmaker: add DynamicExposurePositionScale
2022-01-27 02:04:57 +08:00
c9s
09213b14f3
bbgo: add negative range test for PercentageScale
2022-01-27 01:47:01 +08:00
c9s
49f671ef54
add PercentageScale and its tests
2022-01-27 01:40:54 +08:00
c9s
e82379a668
bollmaker: add QuantityOrAmount struct
2022-01-27 01:10:39 +08:00
c9s
28075173ec
bump version to v1.27.0
2022-01-27 00:32:18 +08:00
c9s
cfc17acd20
config: use looseFormatTime type for since field
2022-01-27 00:24:19 +08:00
c9s
ab07768a6d
cmd: apply config to sync
2022-01-27 00:17:11 +08:00
c9s
59cc4d7243
max: improve max closed order query
2022-01-27 00:02:35 +08:00
Yo-An Lin
d79cce30e3
Merge pull request #443 from austin362667/refactor/futures-account
...
binance: add futures broker
2022-01-26 14:11:48 +08:00
c9s
b2c4cd91a7
avoid using UnixMilli
2022-01-26 14:09:35 +08:00
c9s
a29198f733
bbgo: fix LooseFormatTime.UnmarshalYAML
2022-01-25 01:18:56 +08:00
c9s
8f0e80499b
types: fix MillisecondTimestamp parsing
2022-01-25 01:14:06 +08:00
c9s
007207e24f
all: use types.LooseFormatTime to parse loose format date time string
2022-01-25 00:24:12 +08:00
c9s
5f7676f0c1
bbgo: add sync config
2022-01-25 00:06:25 +08:00
c9s
6286c50f7a
max: always sort trades
2022-01-24 23:59:10 +08:00
c9s
0bf6e533e0
kucoin: fix closed orders query
2022-01-24 23:56:48 +08:00
c9s
f284c35b81
max: ensure orders are sorted ascendingly
2022-01-24 23:54:58 +08:00
c9s
04a15340bc
max: add warning for the uneffected conditions
2022-01-24 23:51:53 +08:00
c9s
50871c1b61
max: fix order query limiter call and order state for query
2022-01-24 23:45:56 +08:00
c9s
0c0a12781a
max: fix max exchange closed order sync
2022-01-24 23:18:52 +08:00
c9s
e8fd1486b1
binance: fix binance closed order sync
2022-01-23 16:19:13 +08:00
austin362667
5a4adf4d72
binance: add futures broker
2022-01-23 15:26:15 +08:00
c9s
106239e808
service: fix sync process
2022-01-23 15:14:29 +08:00
c9s
407a533659
use the standard generated comment
...
https://github.com/golang/go/issues/13560
Generated files are marked by a line of text that matches the regular
expression, in Go syntax:
^// Code generated .* DO NOT EDIT\.$ The .*
means the tool can put whatever folderol it wants in there, but the
comment must be a single line and must start with Code generated and end
with DO NOT EDIT., with a period.
2022-01-23 14:57:45 +08:00
c9s
1f18c36870
cmd: improve build command
2022-01-23 14:44:17 +08:00
c9s
5790c10a38
interact: fix logger call
2022-01-23 14:21:20 +08:00
c9s
7b572120a1
interact: use RemoveKeyboard from interact.KeyboardController
2022-01-23 14:13:47 +08:00
c9s
ef84742eb7
add KeyboardController interface
2022-01-23 02:21:26 +08:00
c9s
01afe9c14e
interact: fix telegram session restore
2022-01-23 02:21:26 +08:00
c9s
fb37bce4bf
interact: fix slack response and slash command handling
2022-01-23 02:21:26 +08:00
c9s
aad64eb461
interact: improve slack session loading and block sets rendering
2022-01-23 02:21:26 +08:00
c9s
49e4b71776
interact: handle InteractionTypeViewSubmission and print debug state
2022-01-23 02:21:26 +08:00
c9s
2f65d5951e
interact: add doc comment to generateTextInputModalRequest
2022-01-23 02:21:26 +08:00
c9s
5ee0496c7d
interact: support slack modal view request
2022-01-23 02:21:26 +08:00
c9s
0af5fc0530
interact: add RequireTextInput method to Reply interface
2022-01-23 02:21:26 +08:00
c9s
ce54a64208
add slack callback file
2022-01-23 02:21:26 +08:00
c9s
f5f8f15670
slack: add reply and session struct
2022-01-23 02:21:26 +08:00
c9s
2cf29bd1ec
telegram: add callback handler
2022-01-23 02:21:26 +08:00
c9s
ad3f038dc6
bbgo: improve otp key layout
2022-01-23 02:21:26 +08:00
c9s
0e5cf5325b
util: improve mask key function and add tests
2022-01-23 02:21:26 +08:00
c9s
c7f15efb23
interact: add Slack interaction
2022-01-23 02:21:26 +08:00
Yo-An Lin
e4b4f69716
Merge pull request #442 from kkc/fix_bollmaker_backtest
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Fix: fallback to memory persistence if redis not found
2022-01-22 00:58:49 +08:00
Kakashi Liu
cd85edd64d
Fix: fallback to memory persistence if redis not found
...
resolve #438
Fix bollmaker backtest error
2022-01-22 00:55:03 +08:00
zenix
213ceeda82
fix : #431 for not updating lastPrice if no tade happened
2022-01-21 20:57:55 +09:00
c9s
dc01a23b99
bump version to v1.26.3
2022-01-19 18:34:47 +08:00
c9s
4d921b0b36
kucoin: fix klines ordering
2022-01-19 18:33:54 +08:00
c9s
0b8e5852eb
check persistence error
2022-01-19 18:29:24 +08:00
c9s
9bdc05b69c
strategy/grid: use background context for canceling orders
2022-01-19 18:26:57 +08:00
c9s
9953a30717
xgap: fix subscribe interval
2022-01-19 13:08:50 +08:00
Yo-An Lin
0e0525be99
Merge pull request #418 from austin362667/refactor/futures-account
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binance: add futures exchange api queries
2022-01-17 20:54:49 +08:00
Yo-An Lin
a8c5a80357
Merge pull request #436 from jessy1092/ftx/correct-poll-klines
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ftx: Separate the lastClosed record for different interval
2022-01-17 20:52:39 +08:00
c9s
6db038d85f
bump version to v1.26.1
2022-01-17 20:49:56 +08:00
c9s
5c0e3a1254
bollmaker: add shadow protection config
2022-01-16 04:40:50 +08:00
c9s
a68ad20ddc
bollmaker: add shadow protection
2022-01-16 04:06:19 +08:00
c9s
71e660571d
bbgo: optimize LocalActiveOrderBook for back-testing speed
2022-01-16 01:34:28 +08:00
c9s
1e370ff244
bollmaker: collect trades before we shutdown
2022-01-16 01:27:28 +08:00
c9s
898204f5fa
bollmaker: adjust quantity to met the min notional condition before we submit
2022-01-16 01:15:34 +08:00
c9s
fd4a3bb000
bollmaker: remove unused cancelOrders function
2022-01-16 01:08:50 +08:00
c9s
5d54e6fded
interact: skip total == 0 balance
2022-01-16 01:06:47 +08:00
c9s
d1cfaec7d3
notifier/telegramnotifier: check chats map
2022-01-16 01:00:15 +08:00
c9s
5f4239d108
interact: if messenger is not set, skip starting
2022-01-16 00:58:36 +08:00
c9s
b80f481e7d
interact: fix interact tests for session
2022-01-16 00:50:43 +08:00
c9s
b49fc182dc
fix telegram session persistence
2022-01-16 00:39:24 +08:00
c9s
2088234b44
interact: separate telegram user sessions
2022-01-16 00:25:11 +08:00
austin362667
904e7c03ad
strategy: cleanup funding strategy
...
strategy: cleanup funding strategy
2022-01-15 08:28:02 +08:00
austin362667
0ab94e0884
binance: fix err handler
2022-01-15 08:28:02 +08:00
austin362667
91d2312c5c
cache: refactor moving from bbgo to pkg/cache
2022-01-15 08:28:02 +08:00
austin362667
734221028b
binance: fix parse type
2022-01-15 08:28:02 +08:00
austin362667
d0e26c66e4
strategy: add funding strategy
2022-01-15 08:28:02 +08:00
austin362667
f661db56bd
service: handle error
2022-01-15 08:28:02 +08:00
austin362667
9a1d2cba31
binance: add account info in query account
2022-01-15 08:28:02 +08:00
austin362667
32c2f128f5
binance: add TradeFutures
2022-01-15 08:28:02 +08:00
austin362667
8130ef78c1
binance: refactor margin related conversions
2022-01-15 08:28:02 +08:00
austin362667
cd5d8c7a3f
types: modify IsolatedMarginAsset from array to map
2022-01-15 08:28:02 +08:00
austin362667
48d968059c
types: add margin asset map & account info
2022-01-15 08:28:02 +08:00
austin362667
5404bfe7f8
binance: fix futures symbol not found from syncSession
...
binance: fix query trades, closed orders futures symbol not found
binance: fix futures symbol not found
2022-01-15 08:28:02 +08:00