460 Commits

Author	SHA1	Message	Date
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	da54fbb676	cmd: remove extra config option check	2022-03-03 11:39:28 +08:00
c9s	21ae48c975	cmd: use MarkFlagRequired	2022-03-03 11:36:06 +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
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
zenix	8648528435	fix go fmt, fix convert.go (the legacy fixedpoint implementation) in all tests	2022-02-15 14:55:19 +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	abc1d535d8	fix bollmaker, fix pnl issues	2022-02-15 12:01:39 +09:00
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	547f4c400a	cmd: call BindSync when running strategy	2022-01-27 18:19:25 +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	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	007207e24f	all: use types.LooseFormatTime to parse loose format date time string	2022-01-25 00:24:12 +08:00
c9s	1f18c36870	cmd: improve build command	2022-01-23 14:44:17 +08:00
austin362667	d0e26c66e4	strategy: add funding strategy	2022-01-15 08:28:02 +08:00
c9s	255ee40c98	bbgo: when calling order cancel we should use background context	2022-01-15 00:49:27 +08:00
c9s	09592755cc	cmd: add dump-update option to orderbook cmd	2022-01-12 22:00:29 +08:00
c9s	8c2228f428	cmd: use time.Local for the local timezone	2022-01-12 15:33:04 +08:00
c9s	e5b4af53e6	all: clean up SubmitOrder fields	2022-01-11 01:36:19 +08:00
c9s	5103088675	cmd: fix submitOrder cmd	2022-01-10 17:16:07 +08:00
c9s	4cdb5b607b	rename bollpp to bollmaker	2022-01-09 01:20:47 +08:00
c9s	42f22e0ef3	add prometheus metrics server	2021-12-27 16:27:14 +08:00
c9s	f7c39290a0	call tradeCollector process to check trades	2021-12-27 00:51:57 +08:00
c9s	30a7ca1ce1	rename gap to xgap	2021-12-26 15:13:51 +08:00
c9s	0cef2c52ef	all: improve cancel command and add uuid field to order struct	2021-12-26 01:27:22 +08:00
c9s	471d86c801	kucoin: implement order submit	2021-12-26 00:27:52 +08:00
c9s	dd22776a7e	cmd: refactor the exchange factory function	2021-12-25 23:27:05 +08:00
c9s	442afe8eb9	backtest: pull out market data feeding to a function and call it in the main thread	2021-12-25 22:57:28 +08:00
c9s	f0d4236169	all: fix and improve kucoin orderbook stream	2021-12-25 19:34:27 +08:00
c9s	217499528d	binance: refactor binance depthBuffer with depth query	2021-12-25 02:14:49 +08:00
c9s	7e7115b18f	replace binance.depthFrame with the extracted depth.Buffer	2021-12-25 02:14:49 +08:00
c9s	49e516b80e	backtest: allocate public exchange (with empty key secret) for backtesting	2021-12-24 00:24:19 +08:00
c9s	f5bbe29ac6	cmd: fix debug flag loading and add debug log to cache function	2021-12-23 23:02:07 +08:00
c9s	e76dd1cbc4	kucoin: fix kline parsing and subscription	2021-12-23 17:49:18 +08:00
c9s	e2415857b0	cmd: graceful close the connection	2021-12-23 17:49:18 +08:00
c9s	562c287a4e	all: move publicOnly to StandardStream	2021-12-23 17:49:18 +08:00
c9s	fd8b97b2ad	cmd: use log category	2021-12-23 17:49:18 +08:00
TonyQ	75633dbf09	exchange/okex : implement bookticker for okex , #388	2021-12-23 12:42:13 +08:00
c9s	bd5e956892	add kucoin to the exchange factory	2021-12-22 01:28:16 +08:00
TonyQ	16933555b8	backtest : auto sync missing range	2021-12-15 01:26:05 +08:00
TonyQ	20b03fe4a5	exchange: fix ftx for wrong last kline issue	2021-12-15 00:07:54 +08:00
Yo-An Lin	6c6eb252cc	Merge pull request #363 from tony1223/feature/355-ftx-backtest	2021-12-14 16:09:16 +08:00
TonyQ	8eb3eede82	fix backtest (with review)	2021-12-14 16:02:54 +08:00
なるみ	f494a0f514	Initial commit of rebalance strategy	2021-12-13 05:19:44 +08:00
c9s	06262f0172	check sync from time with start time instead of end time	2021-12-09 15:57:12 +08:00
c9s	61817e1e83	add startPrice and lastPrice in the backtest report ... closes #321	2021-12-09 11:58:19 +08:00
c9s	a0f46bf9b8	improve error checking, avoid using panic inside the constructor	2021-12-08 23:30:58 +08:00
Yo-An Lin	3fb6d204aa	Fix pointer check	2021-12-07 18:52:24 +08:00
c9s	5ef1ee927b	improve the error message	2021-12-07 15:23:09 +08:00
c9s	f1e3cc6049	add strict start time, sync time checking for preventing back-test failure ... related to #311	2021-12-07 15:21:37 +08:00
c9s	132fe893e1	use stderr for verbose log	2021-12-07 14:45:20 +08:00
c9s	0472b7f21e	avoid recording trades in backtest by default ... introducing a RecordTrades option	2021-12-06 01:42:53 +08:00
c9s	474be4e815	support json output for backtesting	2021-12-06 01:05:33 +08:00
c9s	df683bdf56	use position to calculate the pnl	2021-12-05 02:17:15 +08:00
TonyQ	bd325f02a5	add force parameter for backtest	2021-12-04 16:18:51 +00:00
c9s	513a799ced	fix ewma calculation	2021-11-22 02:14:44 +08:00
c9s	ed1d0ea27e	add xnav strategy	2021-10-29 10:40:14 +08:00
c9s	a6848a6af4	add strategy/techsignal	2021-10-14 14:24:08 +08:00
c9s	4c061439d3	rename buyandhold to pricedrop	2021-10-14 13:10:00 +08:00
c9s	768a88247b	rename bpp to bollpp (bollinger pingpong)	2021-10-14 12:52:54 +08:00
c9s	6e7f12ca9f	rename trailingstop to emastop	2021-10-14 12:04:56 +08:00
c9s	764a8be46a	adjust grid backtest parameters	2021-10-13 10:43:56 +08:00
c9s	45c875fe7c	bbgo: improve trade collect process	2021-10-05 21:30:06 +08:00
c9s	e8f0cbcff8	cmd: register etf strategy	2021-08-26 11:31:52 +08:00
c9s	5cf134a756	cmd: add account cmd --total option	2021-07-06 12:19:59 +08:00
c9s	c84d59734c	clear all trades before running backtests	2021-05-30 15:25:00 +08:00
c9s	b430128ba1	okex: fix okex order cancellation	2021-05-28 03:05:59 +08:00
c9s	777701c0cb	add userdatastream cmd for testing private stream	2021-05-28 00:47:34 +08:00
c9s	2844b7c3a7	okex: add kline command for testing kline data	2021-05-27 18:35:34 +08:00
c9s	2381df5009	add okex to the exchange factory	2021-05-27 00:35:51 +08:00
c9s	29ad95a639	add okex to the valid exchange name	2021-05-27 00:29:16 +08:00
c9s	4ded82c94e	pull out types.Exchange interfaces to make it minimal	2021-05-27 00:05:43 +08:00
c9s	9b9643e1f9	improve order cancellation mechanisim	2021-05-22 17:44:20 +08:00
c9s	8acada76a9	replace sliceorderbook with orderbook interface	2021-05-22 16:32:29 +08:00
c9s	56b2c8845b	fix preorder, postorder and inorder	2021-05-22 11:36:58 +08:00
c9s	d1ad802806	improve trade command output layout	2021-05-19 17:54:30 +08:00
c9s	2fddc9166f	show bid/ask volume in the message	2021-05-19 00:41:34 +08:00
c9s	34106cf65e	add cpu profile option	2021-05-18 15:38:22 +08:00
c9s	b8139e6e86	add xarb strategy	2021-05-18 10:19:35 +08:00
Jui-Nan Lin	2d5ae1dde3	fix(ftxExchange): the env variable is "FTX_ACCOUNT"	2021-05-17 12:42:04 +08:00
c9s	a4381a54a3	add fee rate field	2021-05-16 15:03:36 +08:00
c9s	236df245a2	adjust quantity bases on the balances	2021-05-15 09:46:07 +08:00
c9s	f9cb414832	twap: add update-interval option	2021-05-15 09:29:44 +08:00
c9s	445feb016a	support price ticks option	2021-05-14 15:35:11 +08:00
c9s	66bc06bc5f	add more order execution parameter checks	2021-05-14 14:53:26 +08:00
c9s	f69cbe9c31	add basic TwapExecution	2021-05-14 14:53:26 +08:00
c9s	3437515d6a	rename placeOrder to submitOrder for making the api consistent	2021-05-14 14:53:26 +08:00
c9s	9ff7b62123	add xbalance strategy	2021-05-12 01:21:40 +08:00
c9s	dde998aced	fix graceful shutdown	2021-05-10 02:17:19 +08:00
c9s	14eedecd0e	fix backtest sync from time	2021-05-08 00:44:43 +08:00
c9s	3501e8f5fd	refactor backtest, add BootstrapBacktestEnvironment	2021-05-08 00:14:25 +08:00
c9s	494a270c54	insert trades to db only when backtest service is nil	2021-05-07 01:50:38 +08:00
c9s	1264c50e83	improve balances, account command usability	2021-05-06 23:50:26 +08:00
c9s	1a81813e17	add --session option check	2021-05-06 23:44:05 +08:00
c9s	859bf35255	set sync-from from config by default	2021-05-05 16:45:17 +08:00
c9s	0fbc388333	add --webserver-bind option and add option to --enable-webserver	2021-05-03 17:24:39 +08:00
c9s	20d673f769	add schedule strategy	2021-05-02 18:03:41 +08:00
c9s	471e0a4c45	pass string format quantity and price	2021-04-28 19:48:17 +08:00
zenix	2bda296194	Fix: upgrade binance api, fix go fmt, add hard start time for binance to reduce sync execution time	2021-04-21 19:50:33 +09:00
c9s	34fe915a9f	fix sync issue for pnl command	2021-04-09 12:43:13 +08:00
c9s	d315c12f2d	call environ.Init to setup sessions	2021-04-09 00:46:36 +08:00
ycdesu	e152aa1036	ftx: trade update	2021-03-29 22:11:39 +08:00
ycdesu	f60f1ef52e	ftx: authenticate websocket	2021-03-27 18:16:52 +08:00
ycdesu	24254a869d	ftx: invoke SetPublicOnly in orderbook command	2021-03-27 17:37:16 +08:00
ycdesu	9e77b3afd8	ftx: support queryTrades method	2021-03-26 00:43:15 +08:00
YC	80e5144950	Merge pull request #184 from c9s/ftx/add-missing-query-string	2021-03-24 16:26:33 +08:00
ycdesu	33046df35b	ftx: list closed orders	2021-03-23 22:25:21 +08:00
ycdesu	cb52b436cb	ftx: add log	2021-03-23 22:25:05 +08:00
c9s	29f77c2176	add environ.DatabaseService nil check for backtest	2021-03-22 22:48:43 +08:00
c9s	6c8babfb27	allow public session	2021-03-22 17:40:17 +08:00
c9s	e86f29b7cc	add gap strategy	2021-03-22 17:32:21 +08:00
ycdesu	ab743f85c2	ftx:support deposit histories	2021-03-21 20:17:41 +08:00
ycdesu	c30a026243	ftx: support market cmd	2021-03-21 13:06:46 +08:00
c9s	814a77ea39	xmaker: improve balance checking	2021-03-21 12:55:33 +08:00
ycdesu	a7bdcdff38	fix: fix placeorder cmd	2021-03-19 10:07:39 +08:00
ycdesu	8a75b21a38	ftx: support account info	2021-03-18 23:53:55 +08:00
Larry850806	28f4584191	Use empty config if config file doesn't exist	2021-03-18 10:04:41 +08:00
Larry850806	4dc478590f	Remove configuring database in balances cmd	2021-03-17 14:35:00 +08:00
Yo-An Lin	7ecb17dbe2	Merge pull request #163 from c9s/feature/mark-trade-strategy	2021-03-16 22:34:09 +08:00
c9s	714d61a829	add grid restore behavior	2021-03-16 20:04:06 +08:00
ycdesu	c08899f7fb	ftx: add ftx to supported exchange	2021-03-15 20:40:04 +08:00
c9s	7b7811bbc3	revise orderbook command options	2021-03-15 10:23:53 +08:00
c9s	97d427a9ca	add ftx into the standard exchange factory	2021-03-15 10:22:45 +08:00
Yo-An Lin	e0d7fefbf2	Merge pull request #150 from c9s/fix/pnl ... feature: add deposit service and withdraw service for sync	2021-03-15 09:01:24 +08:00
Yo-An Lin	806a32724f	Merge pull request #153 from c9s/improve/balances-cmd	2021-03-14 11:51:49 +08:00
c9s	4b49fda463	refactor sync service	2021-03-14 11:18:22 +08:00
c9s	22a9809327	improve balances command	2021-03-14 10:35:01 +08:00
c9s	33213746f4	cmd: add --all option to the cancel command	2021-03-14 10:29:45 +08:00
ycdesu	a83b95d262	ftx: implemenet place order func	2021-03-13 10:41:04 +08:00
ycdesu	c3a677e2b8	ftx: rename orders cmd to listorders	2021-03-13 10:41:04 +08:00
Yo-An Lin	b58e96a8a2	Merge pull request #148 from jnlin/fix/telegram-config	2021-03-10 12:42:28 +08:00
Jui-Nan Lin	19e523c1e9	fix: typo of telegram bot auth token	2021-03-10 12:31:26 +08:00
ycdesu	6599f276db	ftx: implement query open orders	2021-03-07 12:51:13 +08:00
ycdesu	be7c393fcb	ftx: print orderbook update	2021-03-04 10:02:40 +08:00
ycdesu	081aa17deb	doc: modify comment	2021-03-03 08:38:55 +08:00
ycdesu	160f6323e8	ftx: emit orderbook snapshot	2021-03-02 22:18:41 +08:00
ycdesu	a26c0553ee	cmd: raise symbol not found err	2021-03-02 18:33:19 +08:00
ycdesu	f7ef4a8028	cmd: create orderbook command to print orderbook snapshot and updates	2021-02-27 19:28:01 +08:00
ycdesu	282ce3ee99	cmd: move simple session factory to cmd/utils.go	2021-02-27 18:42:45 +08:00
ycdesu	fd5574b006	cmd: add balances testing cmd ... Only support ftx	2021-02-27 17:24:59 +08:00
ycdesu	45da7ca1f5	cmd: add ftx flags	2021-02-27 17:23:59 +08:00
c9s	21a4669905	adjust max query limiter and sync before running trader	2021-02-22 16:54:08 +08:00
c9s	e93b5a1868	add version command	2021-02-22 15:23:09 +08:00
c9s	9ea1a22b3f	wrap errors	2021-02-21 17:48:03 +08:00
c9s	21b092037e	refactor notification configuration	2021-02-21 16:52:47 +08:00
c9s	fa4e813729	resolve cyclic imports	2021-02-21 01:01:39 +08:00
c9s	6845db6dd3	refactor database configure method	2021-02-21 00:58:34 +08:00
c9s	1763fb8904	improve the warning message	2021-02-21 00:48:26 +08:00
c9s	12ed5a1efe	move persistence service into the service package	2021-02-21 00:45:56 +08:00
c9s	b7a3f2ee03	refactor telegram initialization	2021-02-20 12:33:43 +08:00
c9s	be00aae81e	move trade configuration to the trader struct method	2021-02-20 12:23:31 +08:00
c9s	4ce6e85624	add sync status to the environment	2021-02-20 11:29:33 +08:00
c9s	44fa74a4c9	refactor session sync	2021-02-19 10:42:24 +08:00
c9s	390c9b1a4b	move Sync method into the sync service	2021-02-19 10:26:13 +08:00
c9s	eaa8c647b5	refactor session sync	2021-02-18 22:40:46 +08:00
c9s	90069a8589	improve sync command to find possible trading symbols automatically	2021-02-18 22:07:54 +08:00
c9s	e372a53835	refactor transfer history command	2021-02-17 14:43:50 +08:00
c9s	5f759780c3	remove unused since flag	2021-02-16 17:10:48 +08:00
c9s	0c9ca851e5	improve support strategy	2021-02-15 01:26:46 +08:00
c9s	ffa001fc29	fix quantity format	2021-02-11 00:21:56 +08:00
ycchen	2b285c0202	fix: remove unused	2021-02-08 22:43:20 +01:00
ycchen	6655e16889	minor tweaks	2021-02-08 22:41:44 +01:00
ycchen	61c98432f2	feat: tickers for asset calculation	2021-02-08 22:41:44 +01:00
Yo-An Lin	b81eb33cad	Merge pull request #117 from c9s/wizard/sqlite3 ... add sqlite3 driver option to the wizard user interface	2021-02-06 17:41:45 +08:00
c9s	62145d02f3	move dotenv loading to the root command	2021-02-06 15:03:07 +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	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	de51eb29e4	refactor db stuff with database service	2021-02-06 11:22:04 +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	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	893b513605	feat: add limit option for pnl command	2021-02-05 10:12:10 +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	d8d1249293	fix env var prefix by using os.Getenv directly	2021-02-04 15:14:54 +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	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
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	8aa96c4546	integrate strateg adding api	2021-02-03 02:26:41 +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