1523 Commits

Author	SHA1	Message	Date
c9s	aeeecba8dc	support different time format for backtesting	2021-12-06 01:50:50 +08:00
c9s	0472b7f21e	avoid recording trades in backtest by default ... introducing a RecordTrades option	2021-12-06 01:42:53 +08:00
c9s	85bb9f214e	grid: disable trade marking	2021-12-06 01:34:08 +08:00
c9s	5929385a2e	bump version to v1.18.5	2021-12-06 01:08:04 +08:00
c9s	474be4e815	support json output for backtesting	2021-12-06 01:05:33 +08:00
c9s	1e151a170a	add JSON method to the pnl report	2021-12-06 00:47:41 +08:00
c9s	0c6055a201	add json tag for AverageCostPnlReport	2021-12-06 00:46:50 +08:00
c9s	3615477d8f	backtest: allocate matching books from the exchange constructor ... also adds the mutex for trades and closed orders	2021-12-06 00:38:36 +08:00
c9s	3d536efec8	types: extend FuturesSettings fields for isolated margin	2021-12-05 16:47:01 +08:00
c9s	c8ba2e59e3	types: reformat account usd cal expression	2021-12-05 16:28:30 +08:00
c9s	91f26cc501	types: add account types for futures	2021-12-05 16:28:19 +08:00
c9s	0431014867	bump version to v1.18.4	2021-12-05 12:25:06 +08:00
c9s	b301ea549a	adjust default rate to DefaultFeeRate 0.075%	2021-12-05 12:24:51 +08:00
c9s	f692ef2c31	realign account fields	2021-12-05 12:23:27 +08:00
c9s	44d7055809	fix backtest fee rate calculation	2021-12-05 12:10:45 +08:00
c9s	4d7fe7f37d	call matchingBooksMutex when assigning matching book	2021-12-05 12:06:36 +08:00
c9s	dac1967e2f	bump version to v1.18.3	2021-12-05 12:03:53 +08:00
c9s	298e981de0	bump version to v1.18.2	2021-12-05 12:01:37 +08:00
c9s	df683bdf56	use position to calculate the pnl	2021-12-05 02:17:15 +08:00
Yo-An Lin	9d38dc2c87	Merge pull request #297 from tony1223/bug/261-default-notification ... fix #261 provide default config for notification setting	2021-12-05 01:17:04 +08:00
c9s	35da3ba3a0	check env vars for query related tests	2021-12-05 01:11:47 +08:00
c9s	062f9243c6	max: fix query ticker tests	2021-12-05 01:08:50 +08:00
c9s	715363298f	fix query ticker tests	2021-12-05 00:58:01 +08:00
Yo-An Lin	19548a9449	Merge pull request #296 from tony1223/feature/294-force-backtest ... add force parameter for backtest	2021-12-05 00:25:23 +08:00
TonyQ	bd325f02a5	add force parameter for backtest	2021-12-04 16:18:51 +00:00
c9s	52218c513f	compile and update migration package	2021-12-04 23:03:35 +08:00
TonyQ	a1b6be3bda	compile and update migration package	2021-12-04 03:06:04 +00:00
TonyQ	30c14a6828	fix #261 provide default config for notification setting	2021-12-04 02:37:21 +00:00
TonyQ	056afb577c	fix generateGridSellOrders with ProfitSpread for begining	2021-11-30 11:55:00 +08:00
c9s	5ed337926d	add mutex lock protection for backtesting ... solving issue #282	2021-11-30 10:40:28 +08:00
c9s	9a589bf71c	show broadcast enabled	2021-11-25 18:49:29 +08:00
c9s	032b62e4e1	broadcast should also send message to owner	2021-11-25 16:22:20 +08:00
c9s	fc81f7b6cb	add Command function	2021-11-25 11:54:09 +08:00
c9s	6326d52c1b	add /start command	2021-11-25 11:52:14 +08:00
c9s	8acc2cd87f	fix chat nil pointer issue	2021-11-25 11:50:14 +08:00
c9s	4bde40f2db	override binance default http client timeout instead of zero timeout	2021-11-23 10:54:43 +08:00
c9s	513a799ced	fix ewma calculation	2021-11-22 02:14:44 +08:00
c9s	20f0e8dbd5	preallocate kline window with capacity	2021-11-22 01:17:08 +08:00
c9s	540722e430	adjust ewma truncate size	2021-11-22 01:17:08 +08:00
Austin	c5d1a70a61	add Continuous Contract Kline/Candlestick Streams	2021-11-16 14:26:27 +08:00
Austin	a36739f119	add MarkPriceUpdateEvent	2021-11-16 01:24:36 +08:00
c9s	aceca1b49f	adjust listen key keep alive to 30 min	2021-11-07 23:40:13 +08:00
c9s	7a3963b34e	techsignal: if it's already high funding rate, do not show change	2021-11-06 15:23:52 +08:00
c9s	a2c2646a16	binance: adjust rate limiter bucket	2021-11-05 01:25:16 +08:00
c9s	82d859a43d	binance: fix binance order rate limiter	2021-11-05 01:21:58 +08:00
c9s	0c8addc58b	grid: refactor trade callback for s.TradeService.Mark	2021-11-05 01:05:43 +08:00
c9s	6851d8d254	grid: add field guards	2021-11-05 01:04:13 +08:00
c9s	7db7596abe	grid: refactor trade handler with trade collector	2021-11-05 00:30:04 +08:00
c9s	7787edffa0	refactor grid strategy state loading/saving	2021-11-05 00:22:44 +08:00
c9s	bfaec8fdd8	increase min amount if it's not greater than min notional	2021-11-04 23:22:01 +08:00