c9s
|
be7e9f551a
|
add GetAccount api
|
2021-12-11 18:33:30 +08:00 |
|
c9s
|
c8ba3f7c1b
|
kucoin: add query accounts api
|
2021-12-11 18:33:30 +08:00 |
|
c9s
|
cd69994647
|
kucoin: implement api client
|
2021-12-11 18:33:30 +08:00 |
|
Yo-An Lin
|
0c7bbba675
|
Merge pull request #346 from tony1223/bug/343-fee_currency_length
|
2021-12-11 10:57:17 +08:00 |
|
Yo-An Lin
|
3952acaf55
|
Merge pull request #342 from tony1223/bug/341-windows-issue
|
2021-12-11 10:47:41 +08:00 |
|
TonyQ
|
25d4b9a0b3
|
order: add is_futures field for #344
|
2021-12-11 10:45:21 +08:00 |
|
TonyQ
|
c38564dcc7
|
compile and update migration package
|
2021-12-11 10:40:11 +08:00 |
|
TonyQ
|
e5450492bb
|
telegram: find USERNAME when USER env not found for windows.
|
2021-12-11 10:30:57 +08:00 |
|
Yo-An Lin
|
9f14d00f3c
|
Merge pull request #340 from tony1223/feature/336-kline-table
backtest: add ftx kline table
|
2021-12-11 02:30:06 +08:00 |
|
Yo-An Lin
|
edcb8a3327
|
Merge pull request #339 from tony1223/bug/338-refine_client_order_id
orders: update client_order_id (client_id) column length
|
2021-12-11 02:29:31 +08:00 |
|
TonyQ Wang
|
776f82fcd5
|
Merge branch 'main' into feature/336-kline-table
|
2021-12-11 02:26:01 +08:00 |
|
TonyQ
|
8bb702223a
|
orders: update client_order_id (client_id) column length for
#338
|
2021-12-11 02:23:39 +08:00 |
|
TonyQ
|
0fcc5e5edc
|
compile and update migration package
|
2021-12-11 02:19:53 +08:00 |
|
Yo-An Lin
|
0cf72de21d
|
Merge pull request #335 from tony1223/bug/334-ftx-ratelimit
ftx : fix #334 rate limit
|
2021-12-10 23:24:42 +08:00 |
|
TonyQ
|
5259bba5fe
|
ftx : fix #334 rate limit
|
2021-12-10 23:08:26 +08:00 |
|
c9s
|
4665ae0e31
|
remove unused error return value
|
2021-12-10 15:03:43 +08:00 |
|
c9s
|
fe9b604d79
|
update ftx market mapping
|
2021-12-09 15:57:44 +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
|
ca85aa69e6
|
pull out global premium index type and funding rate type
|
2021-12-09 00:10:18 +08:00 |
|
c9s
|
71e043e4b2
|
move convertPremiumIndex to convert.go
|
2021-12-09 00:08:25 +08:00 |
|
c9s
|
fbae368e6c
|
make getLaunchDate as a simple function
|
2021-12-09 00:06:46 +08:00 |
|
c9s
|
078c79d73f
|
binance: refactor QueryMarkets
|
2021-12-09 00:05:36 +08:00 |
|
c9s
|
48612e2b13
|
reformat import lines and add fixme note
|
2021-12-09 00:01:33 +08:00 |
|
c9s
|
a0f46bf9b8
|
improve error checking, avoid using panic inside the constructor
|
2021-12-08 23:30:58 +08:00 |
|
c9s
|
2223ef088c
|
add ftx, okex to the public exchange factory for backtest
|
2021-12-08 23:27:01 +08:00 |
|
c9s
|
7b290afc2a
|
compile and update migration package
|
2021-12-08 19:57:55 +08:00 |
|
c9s
|
9413e0017d
|
bump version to v1.20.0
|
2021-12-08 19:57:55 +08:00 |
|
Yo-An Lin
|
cf0cdf5b83
|
Merge pull request #320 from c9s/minor/integrate-binance-future-types
feature: integrate binance future types
|
2021-12-08 19:55:31 +08:00 |
|
c9s
|
874c7b39fa
|
service: add is_futures fields to trade service
|
2021-12-08 19:38:16 +08:00 |
|
c9s
|
9b56e9e32b
|
service: add is_futures fields to order service
|
2021-12-08 19:38:10 +08:00 |
|
c9s
|
5aa027f883
|
types: add is_futures field to the global trade
|
2021-12-08 19:37:27 +08:00 |
|
c9s
|
20e61d5b5c
|
types: extend order fields for futures
|
2021-12-08 19:36:57 +08:00 |
|
TonyQ
|
3dff1acd79
|
finetune ftx for #318
|
2021-12-08 19:36:37 +08:00 |
|
c9s
|
b71d0f5b6e
|
bump version to v1.19.4
|
2021-12-08 17:27:08 +08:00 |
|
c9s
|
d52edce40b
|
fix markets info cache
|
2021-12-08 17:26:43 +08:00 |
|
c9s
|
08a264d4eb
|
add futures exchange check in the markets cache
|
2021-12-07 21:29:40 +08:00 |
|
c9s
|
245905a25a
|
remove unnecessary parent node assignment
|
2021-12-07 21:23:43 +08:00 |
|
c9s
|
f716dd12c0
|
re-arrange rb node fields for alignment
|
2021-12-07 21:22:11 +08:00 |
|
c9s
|
fb2204a86d
|
share one neel object for all rbtree
|
2021-12-07 21:21:30 +08:00 |
|
c9s
|
aa21ea874a
|
make rbtree properties in lower case
|
2021-12-07 21:16:40 +08:00 |
|
Yo-An Lin
|
3fb6d204aa
|
Fix pointer check
|
2021-12-07 18:52:24 +08:00 |
|
c9s
|
da8b15d817
|
bump version to v1.19.3
|
2021-12-07 16:16:25 +08:00 |
|
c9s
|
5c23dfb14f
|
bump version to v1.19.3
|
2021-12-07 16:16:02 +08:00 |
|
c9s
|
a6604174d9
|
bump version to v1.19.3
|
2021-12-07 16:15:12 +08:00 |
|
c9s
|
f61f89da65
|
bump version to v1.19.3
|
2021-12-07 16:15:00 +08:00 |
|
c9s
|
85b5c760ea
|
bump version to v1.19.3
|
2021-12-07 16:14:32 +08:00 |
|
c9s
|
ecd67cf23e
|
bump version to v1.19.3
|
2021-12-07 16:14:23 +08:00 |
|
c9s
|
70017101bb
|
bump version to v1.19.3
|
2021-12-07 16:12:41 +08:00 |
|
c9s
|
1ff02b08ce
|
add release note
|
2021-12-07 16:12:35 +08:00 |
|
c9s
|
ccd9d8c466
|
improve makefile for version target
|
2021-12-07 16:10:49 +08:00 |
|
c9s
|
522d1bd8bf
|
bump version to 1.19.3
|
2021-12-07 16:03:32 +08:00 |
|
c9s
|
1de4e5ee4c
|
grid: fix parameter checking for fixed amount
|
2021-12-07 15:37:37 +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
|
ca3f438288
|
show symbol name in the error message
|
2021-12-07 14:35:00 +08:00 |
|
c9s
|
ac08e9d3c2
|
bump version to v1.19.2
|
2021-12-06 18:34:27 +08:00 |
|
c9s
|
af837ea237
|
do not omit empty for field feeInUSD
|
2021-12-06 13:36:38 +08:00 |
|
c9s
|
5d6bd5a964
|
not to omit empty all fields
|
2021-12-06 13:34:39 +08:00 |
|
c9s
|
634ce6180b
|
avoid using panic when order cancel failed
|
2021-12-06 13:32:08 +08:00 |
|
c9s
|
744af85a94
|
bump version to v1.19.1
|
2021-12-06 13:32:08 +08:00 |
|
c9s
|
93761ba5d9
|
bump version to v1.19.0
|
2021-12-06 01:51:34 +08:00 |
|
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 |
|
c9s
|
13577fc2b4
|
improve SubmitOrder formating
|
2021-11-04 23:21:01 +08:00 |
|
c9s
|
6002a958d2
|
grid: fix format error
|
2021-11-04 13:08:38 +08:00 |
|
c9s
|
1a861c98a1
|
binance: add order rate limiter for binance
|
2021-11-04 12:50:32 +08:00 |
|
c9s
|
7eb91cc7cc
|
adjust grid quantity if it does not match min notional and min quantity
|
2021-11-04 12:50:32 +08:00 |
|
c9s
|
ed1d0ea27e
|
add xnav strategy
|
2021-10-29 10:40:14 +08:00 |
|
Yo-An Lin
|
b8e5942f1c
|
Merge pull request #274 from kkc/fix_emwa_indicator_in_backtest_mode
|
2021-10-20 18:03:51 +08:00 |
|
c9s
|
6cb593cd90
|
techsignal: use realtime funding rate
|
2021-10-20 14:01:19 +08:00 |
|
Kakashi Liu
|
8938478d93
|
Truncate emwa slice to be the same size as given kLines
|
2021-10-19 21:38:12 +08:00 |
|
c9s
|
16fca0150d
|
implement futures PremiumIndex support
|
2021-10-19 15:54:16 +08:00 |
|
c9s
|
1e6692ec8d
|
rename funding rate query method name
|
2021-10-19 15:29:55 +08:00 |
|
c9s
|
af602df302
|
techsignal: add math.Round for quote volumes
|
2021-10-18 20:06:23 +08:00 |
|
c9s
|
3a68d9dae4
|
techsignal: fix arg cast
|
2021-10-18 19:40:51 +08:00 |
|
c9s
|
d763a3c415
|
bbgo: add debug ewma and sma
|
2021-10-18 17:26:03 +08:00 |
|
c9s
|
30b82390b7
|
bbgo: add EMA and SMA debug var
|
2021-10-18 15:23:22 +08:00 |
|
c9s
|
721d63bee0
|
techsignal: add skip log
|
2021-10-18 11:10:54 +08:00 |
|
c9s
|
ebc61de946
|
techsignal: fix ma subscription
|
2021-10-18 09:00:56 +08:00 |
|
c9s
|
c36bbd6c35
|
bbgo: show pnl in the slack fields
|
2021-10-18 08:45:27 +08:00 |
|
c9s
|
d446dbbed7
|
bollpp: send profit stat notification
|
2021-10-18 01:16:46 +08:00 |
|
c9s
|
d6b707c832
|
bollpp: fix order quantity
|
2021-10-18 00:56:22 +08:00 |
|
c9s
|
0bd32094ee
|
bollpp: improve bolling ping pong maker
|
2021-10-18 00:42:01 +08:00 |
|
c9s
|
e3431ef970
|
binance: fix binance order type for limit maker
|
2021-10-18 00:41:41 +08:00 |
|
c9s
|
759b6a812b
|
techsignal: fix funding rate diff
|
2021-10-17 22:26:04 +08:00 |
|
c9s
|
a3f68d7b72
|
xmaker: use bbgo.NewPositionFromMarket
|
2021-10-17 22:24:57 +08:00 |
|
c9s
|
450b7bb61e
|
bollpp: improve boll ping pong strategy with profit stats
|
2021-10-17 22:23:34 +08:00 |
|
c9s
|
15cfd735a0
|
bbgo: add doc comment for ExchangeSessionSubscriber
|
2021-10-17 22:23:21 +08:00 |
|
c9s
|
39b7a956e0
|
Add market field to position
|
2021-10-17 22:23:09 +08:00 |
|
c9s
|
30c7c34826
|
bbgo: fix kline backward query for backtest
|
2021-10-16 13:49:00 +08:00 |
|
c9s
|
4bcea5a388
|
bbgo: add AllFilled method on OrderStore
|
2021-10-16 13:39:18 +08:00 |
|
c9s
|
2b17124d06
|
telegramnotifier: support broadcast flag
|
2021-10-15 18:01:11 +08:00 |
|
c9s
|
77e7f814d9
|
support: refactor PercentageTargetStop logics
|
2021-10-15 16:10:57 +08:00 |
|
c9s
|
f5f96b585a
|
apply broadcast option from config file
|
2021-10-15 16:10:39 +08:00 |
|
c9s
|
6c46c2cad1
|
telegramnotifier: add broadcast option
|
2021-10-15 16:10:25 +08:00 |
|
c9s
|
2b0793ee49
|
bbgo: add telegram config
|
2021-10-15 16:10:09 +08:00 |
|
c9s
|
a2c29f4519
|
support: remove legacy resistance code
|
2021-10-15 12:38:16 +08:00 |
|
c9s
|
d704e19f04
|
move signedPercentage method to fixedpoint
|
2021-10-15 12:22:53 +08:00 |
|
c9s
|
01f6d70d28
|
telegramnotifier: add broadcast function and subscribe command
|
2021-10-15 12:14:15 +08:00 |
|
c9s
|
a1779b6823
|
telegramnotifier: add warning
|
2021-10-15 12:03:15 +08:00 |
|
c9s
|
08c300fbad
|
add warning if owner's chat is not configured
|
2021-10-15 11:56:17 +08:00 |
|
c9s
|
0fe11438bd
|
telegramnotifier: rename Chat to OwnerChat
|
2021-10-15 11:55:05 +08:00 |
|
c9s
|
93e297dd7e
|
adjust qutoe currency formatter symbol for fiat currency
|
2021-10-15 11:53:01 +08:00 |
|
c9s
|
952bdf8218
|
move currency formatter to market struct
|
2021-10-15 11:50:37 +08:00 |
|
c9s
|
790b3357d7
|
techsignal: adjust funding rate notification
|
2021-10-15 11:13:00 +08:00 |
|
c9s
|
4523135012
|
techsignal: add funding rate checker
|
2021-10-14 23:01:10 +08:00 |
|
c9s
|
e7fe443cbe
|
show kline in the notification
|
2021-10-14 14:32:49 +08:00 |
|
c9s
|
fbbefe2878
|
techsignal: show interval in the message
|
2021-10-14 14:30:45 +08:00 |
|
c9s
|
a6848a6af4
|
add strategy/techsignal
|
2021-10-14 14:24:08 +08:00 |
|
c9s
|
c84ba12735
|
implement PlainText interface for kline
|
2021-10-14 14:22:24 +08:00 |
|
c9s
|
3581c1768c
|
fix SMA indicator value length check
|
2021-10-14 14:22:07 +08:00 |
|
c9s
|
47e4847034
|
fix kline query endtime
|
2021-10-14 14:21:38 +08:00 |
|
c9s
|
4c2897a86d
|
use Float64 indicator from the types package
|
2021-10-14 13:15:08 +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
|
b3661f5d32
|
bbgo: improve profit stat PlainText format
|
2021-10-14 10:16:11 +08:00 |
|
c9s
|
7d416c3467
|
bbgo: fix profit json tag
|
2021-10-14 10:14:11 +08:00 |
|
c9s
|
7874471828
|
bbgo: improve pnlEmojiMargin function
|
2021-10-14 10:13:21 +08:00 |
|
c9s
|
c8554f09a0
|
bbgo: refactor the pnl functions
|
2021-10-14 10:07:27 +08:00 |
|
c9s
|
2116efc42e
|
bbgo: fix profit title
|
2021-10-14 08:59:45 +08:00 |
|
c9s
|
49a78c0c88
|
bbgo: fix profit stat title
|
2021-10-14 08:58:19 +08:00 |
|
c9s
|
c12ff57e57
|
bbgo: improve profit stats plaintext format
|
2021-10-14 08:55:55 +08:00 |
|
c9s
|
e2f58d0466
|
xmaker: use report ticker to report profit stats
|
2021-10-14 08:53:44 +08:00 |
|
c9s
|
77f11f4515
|
bbgo: add ticker for collecting trades
|
2021-10-14 07:56:40 +08:00 |
|
c9s
|
b154e3baea
|
bbgo: add pnl emoji with margin
|
2021-10-14 07:48:32 +08:00 |
|
c9s
|
7e8897f1d0
|
bbgo: fix profit field check condition
|
2021-10-14 07:33:34 +08:00 |
|
c9s
|
5c3f305060
|
bbgo: implement SlackAttachment interface for profitstats
|
2021-10-14 01:27:58 +08:00 |
|
c9s
|
d3fa0a964b
|
bbgo: add slack attachment support for profit
|
2021-10-14 01:27:50 +08:00 |
|
c9s
|
a4a9ef015e
|
slacknotifier: fallback to PlainText if it's not supported
|
2021-10-14 01:27:46 +08:00 |
|
c9s
|
c55cc4323e
|
notifier: making slackAttachmentCreator as private interface
|
2021-10-14 01:27:42 +08:00 |
|
c9s
|
e4281b1a02
|
xmaker: update notification message with strategy ID
|
2021-10-14 01:27:37 +08:00 |
|
c9s
|
bbc1775ec5
|
xmaker: update symbol, base, quote currency to profit stats
|
2021-10-14 01:26:40 +08:00 |
|
c9s
|
b6b2e33cc0
|
extend profit stats fields for quote,base currency and symbol
|
2021-10-14 01:26:36 +08:00 |
|
c9s
|
8374c98609
|
xmaker: fix time type casting
|
2021-10-14 01:26:31 +08:00 |
|
c9s
|
5039a43413
|
bbgo: move pnl formating to the bbgo package
|
2021-10-14 01:26:11 +08:00 |
|
c9s
|
e1e6d1de12
|
bbgo: add net profit margin field to profit stats
|
2021-10-14 01:26:04 +08:00 |
|
c9s
|
db7a681290
|
types: merge field decls
|
2021-10-14 01:25:18 +08:00 |
|
c9s
|
44a0b10240
|
bbgo: load last price from 1m interval kline only
|
2021-10-14 00:37:40 +08:00 |
|
c9s
|
764a8be46a
|
adjust grid backtest parameters
|
2021-10-13 10:43:56 +08:00 |
|
c9s
|
37ac907c0f
|
profitstats: add accumulated volume
|
2021-10-12 11:24:28 +08:00 |
|
c9s
|
d9dc7e31df
|
extend more fields
|
2021-10-12 11:24:24 +08:00 |
|
c9s
|
45645d0a3d
|
use the profit struct to pass profit info
|
2021-10-08 19:16:40 +08:00 |
|
c9s
|
fac14a8c7f
|
profitstats: add netProfit field
|
2021-10-08 15:09:55 +08:00 |
|
c9s
|
aadb1ed389
|
remove MakerExchange from the core profit stats field
|
2021-10-08 15:00:53 +08:00 |
|
c9s
|
d058125f78
|
bbgo: refactor profit stats
|
2021-10-08 14:57:44 +08:00 |
|
c9s
|
9e1d28f3b3
|
do not remove order if it's partially filled
|
2021-10-08 14:17:47 +08:00 |
|
c9s
|
9e93cd66de
|
strategy: update trade collector api
|
2021-10-08 13:24:14 +08:00 |
|
c9s
|
ded740107f
|
bbgo: refactor TradeCollector bind stream for background and foreground
|
2021-10-08 13:24:07 +08:00 |
|
c9s
|
8f74c106d6
|
support: merge stash
|
2021-10-08 13:14:21 +08:00 |
|
c9s
|
184f93ce79
|
support: fix interval check
|
2021-10-08 13:13:49 +08:00 |
|
c9s
|
01de2c5f66
|
support: fix long term ema kline subscription
|
2021-10-08 13:13:49 +08:00 |
|
c9s
|
f97eb8914a
|
support: add resistance check
|
2021-10-08 13:13:49 +08:00 |
|
c9s
|
1091010f64
|
support: move property configuration to the top
|
2021-10-08 13:13:49 +08:00 |
|
c9s
|
3539047a39
|
support: show ema price
|
2021-10-08 13:13:49 +08:00 |
|
c9s
|
8ada9eef02
|
bbgo: optimize AdjustQuantityByMaxAmount, early return
|
2021-10-08 12:09:05 +08:00 |
|
c9s
|
31358a69d1
|
types: calculate boolean logics outside of critical section
|
2021-10-08 12:08:57 +08:00 |
|
c9s
|
dab45cf3ba
|
types: add balance map copy method
|
2021-10-08 12:08:33 +08:00 |
|
c9s
|
6917b98a74
|
schedule: show closed price
|
2021-10-08 11:59:23 +08:00 |
|
c9s
|
f0503b99a1
|
schedule: add interval check
|
2021-10-08 11:58:50 +08:00 |
|
c9s
|
7016d24fad
|
import types.FuturesSettings into binance exchange
|
2021-10-07 21:29:52 +08:00 |
|
c9s
|
454564506f
|
add futures exchange interface and futures settings struct
|
2021-10-07 21:29:14 +08:00 |
|
c9s
|
193961c4e0
|
add bpp strategy
|
2021-10-07 16:39:20 +08:00 |
|
c9s
|
60e4442f85
|
add document for the backtest engine
|
2021-10-05 22:06:36 +08:00 |
|
c9s
|
7fb4d2f78d
|
return positionChanged for Process method
|
2021-10-05 21:44:39 +08:00 |
|
c9s
|
5dd2f568fe
|
add doc comment for trade collector
|
2021-10-05 21:39:10 +08:00 |
|
c9s
|
45c875fe7c
|
bbgo: improve trade collect process
|
2021-10-05 21:30:06 +08:00 |
|
Jui-Nan Lin
|
feca628319
|
fix(ftx): array length should > 0
|
2021-09-03 15:38:02 +08:00 |
|
c9s
|
1bc36b17ff
|
xbalance: add verbose flag
|
2021-09-03 14:25:26 +08:00 |
|
c9s
|
b6fff482a4
|
binance: fix withdrawal time parsing
|
2021-09-03 14:21:59 +08:00 |
|
c9s
|
35ec9ae7b6
|
binance: fix binance withdrawal api
|
2021-09-02 00:27:57 +08:00 |
|
c9s
|
f177860450
|
binance: fix withdrawal service
|
2021-09-02 00:21:56 +08:00 |
|
c9s
|
99f97df43b
|
etf: use break instead of return
|
2021-08-26 11:58:25 +08:00 |
|
c9s
|
8d01c97240
|
fix cyclic import issue
|
2021-08-26 11:46:02 +08:00 |
|
c9s
|
1f94ae1c19
|
bbgo: move moving average settings struct into bbgo
|
2021-08-26 11:32:39 +08:00 |
|
c9s
|
e8f0cbcff8
|
cmd: register etf strategy
|
2021-08-26 11:31:52 +08:00 |
|
c9s
|
2c378d6047
|
add etf strategy
|
2021-08-26 11:31:36 +08:00 |
|
c9s
|
0dd7438fd7
|
schedule: show scheduled order price
|
2021-08-26 10:29:27 +08:00 |
|
c9s
|
684bfcea19
|
xbalance: capitalize message
|
2021-08-19 16:35:16 +08:00 |
|
c9s
|
66b7e1fc3f
|
schedule: fix schedule subscription
|
2021-08-19 16:35:05 +08:00 |
|
c9s
|
cf29cfadd0
|
xbalance: show balance error message
|
2021-08-17 12:18:29 +08:00 |
|
c9s
|
fc860cd9a9
|
bbgo: add json tags to interval window
|
2021-08-17 11:37:27 +08:00 |
|
c9s
|
47258b31c6
|
xbalance: fix message
|
2021-08-17 11:36:51 +08:00 |
|
c9s
|
5a0ae6773c
|
xbalance: configure middle value automatically from total value
|
2021-08-16 12:52:12 +08:00 |
|
c9s
|
732281b55d
|
bump version
|
2021-08-16 12:20:04 +08:00 |
|
c9s
|
490eb15748
|
schedule: fix order notification
|
2021-08-16 12:11:15 +08:00 |
|
zebra
|
2e1400d594
|
add transfer function
|
2021-08-07 15:30:51 +08:00 |
|
sincoew
|
4f2b1d975a
|
fix type change on max api
|
2021-07-15 17:51:14 +08:00 |
|
c9s
|
5cf134a756
|
cmd: add account cmd --total option
|
2021-07-06 12:19:59 +08:00 |
|
c9s
|
5e2b8af4dc
|
xmaker: fix reset today
|
2021-07-06 12:19:59 +08:00 |
|
c9s
|
1d316ed89c
|
xmaker: call reset today if the date exceeded
|
2021-07-06 12:19:59 +08:00 |
|
c9s
|
3ab4a570fb
|
bbgo: limit max kline slice
|
2021-06-28 14:33:32 +08:00 |
|
c9s
|
01bdef502b
|
indicator: rename consts for max ma values
|
2021-06-28 14:33:27 +08:00 |
|
c9s
|
4ccbb82237
|
indicator: truncate values if length exceeded
|
2021-06-28 14:33:23 +08:00 |
|
c9s
|
a8048703b3
|
max: fix order delete refurl
|
2021-06-27 11:33:00 +08:00 |
|
c9s
|
3fdcf466bf
|
max: set reqcount for nonce by default 1
|
2021-06-27 11:32:54 +08:00 |
|
c9s
|
3165d10986
|
support: use trade collector
|
2021-06-26 20:26:47 +08:00 |
|
c9s
|
aab0c377d7
|
xmaker: reformat code
|
2021-06-26 20:26:47 +08:00 |
|
c9s
|
b58b48d668
|
xmaker: refactor profit stats
|
2021-06-26 20:26:47 +08:00 |
|
c9s
|
cef28fa651
|
xbalance: use time util function from the util package
|
2021-06-26 20:26:47 +08:00 |
|