Commit Graph

4429 Commits

Author SHA1 Message Date
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
Andy Cheng
f452f8eb94 strategy: update bollmaker config 2022-05-24 11:19:50 +08:00
gaga5lala
6a31623c10 setup script should respect exchange name from command line argument 2022-05-23 22:22:52 +08:00
c9s
a66bae47fe
add v3 order endpoint 2022-05-23 18:34:08 +08:00
c9s
dd30501615
add notice 2022-05-23 18:13:57 +08:00
c9s
46da8d94f1
update readme 2022-05-23 15:52:13 +08:00
c9s
0b082e5fe1
migrate javascript to typescript 2022-05-23 15:48:44 +08:00
c9s
d88e41c20c
remove unused client field 2022-05-23 15:48:44 +08:00
Yo-An Lin
9414b02fba
Update adding-new-exchange.md 2022-05-23 15:05:55 +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
42daf48fa6
backtest report: fix default interval issue 2022-05-22 03:07:31 +08:00
c9s
01d1ef2255
update grid config for testing 2022-05-22 02:40:52 +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
adc2216e1f
add backtest report screenshot 2022-05-20 19:37:32 +08:00
Yo-An Lin
7c98fdfb31
Merge pull request #630 from c9s/fix/kline-sync
fix: fix duplicated kline sync issue and add unique index for kline tables
2022-05-20 19:05:10 +08:00
c9s
b9f0159537
add error handling 2022-05-20 18:57:41 +08:00
c9s
62de3a43ed
ci: add backtest sync test to ci flow 2022-05-20 18:07:58 +08:00
c9s
728190a78f
compile and update migration package 2022-05-20 16:36:38 +08:00
c9s
04f552b169
add unique index for sqlite 2022-05-20 16:36:25 +08:00
c9s
f9dd76d4cb
add migration script to add unique index for kline tables 2022-05-20 16:30:29 +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
Yo-An Lin
f38d165960
Merge pull request #628 from c9s/feature/optimizer
fix: fix summary report intervals
2022-05-20 00:55:53 +08:00
c9s
369afa8ab1
merge used intervals 2022-05-20 00:50:58 +08:00
c9s
ec2f0cd0b1
fix trading view chart intervals 2022-05-20 00:48:15 +08:00
c9s
590748b71d
tsv writer already flush the content before close handle 2022-05-20 00:37:29 +08:00