4827 Commits

Author	SHA1	Message	Date
c9s	7b17b1a757	integrate state recorder	2022-05-10 13:31:23 +08:00
c9s	185a8279b2	implement state recorder	2022-05-10 12:44:51 +08:00
c9s	2e5b818a75	add balance snapshot type	2022-05-10 01:47:15 +08:00
c9s	54debaf979	remove stock field from report	2022-05-10 01:11:12 +08:00
c9s	2ddff59de6	add report header	2022-05-10 01:10:36 +08:00
c9s	f4991dbbfa	fix time printing	2022-05-10 01:09:40 +08:00
c9s	f6d95a49be	print start time and end time	2022-05-10 01:07:30 +08:00
c9s	5b443f0aeb	add start time and end time to the report struct	2022-05-10 01:06:16 +08:00
c9s	b11c4c7337	turn off UseTickerPrice when in the back-testing environment	2022-05-09 19:42:39 +08:00
c9s	6965baa8dd	cmd: add directory error checking	2022-05-09 19:40:49 +08:00
c9s	bff73a3a80	format backtest report session name	2022-05-09 19:27:02 +08:00
c9s	428e208120	cmd: add backtest --session option to make it backward compatible	2022-05-09 19:14:24 +08:00
c9s	0780dafdc3	add IsBackTesting method for checking environment mode	2022-05-09 18:58:09 +08:00
zenix	2311fbd95c	feature: add cci indicator	2022-05-09 19:55:14 +09:00
c9s	234932bc0c	add kline dumper	2022-05-09 18:03:03 +08:00
c9s	6f16f32e16	optimize single exchange back-test	2022-05-09 17:03:01 +08:00
zenix	c81af9ce91	fix: binance futures sync issue	2022-05-09 15:04:51 +09:00
c9s	3af08abef2	ftx: fix ftx api get markets request	2022-05-08 18:36:25 +08:00
Yo-An Lin	278eb937ac	Merge pull request #593 from narumiruna/simplify-request ... glassnode: simplify NewAuthenticatedRequest	2022-05-06 22:11:30 +08:00
Andy Cheng	c9ba81fcbb	strategy: Update bollmaker to support new strategy controller	2022-05-06 16:52:00 +08:00
Yo-An Lin	c3c35c2240	Merge pull request #575 from c9s/feature/binance-margin-load-api ... feature: binance: add get deposit address request	2022-05-06 11:53:50 +08:00
c9s	82c7c024ce	bbgo: add persistence Sync api	2022-05-05 18:18:38 +08:00
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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... grpc: python client	2022-03-15 22:01:14 +08:00
Yo-An Lin	00b8f7d6b7	Merge pull request #479 from andycheng123/position-closer ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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
austin362667	0f0539fe70	binance: add futures exchange queries	2022-01-15 08:28:02 +08:00
austin362667	6071c07073	binance: add futures conversion	2022-01-15 08:28:02 +08:00
austin362667	6ac8b36eca	types: add futures assets	2022-01-15 08:28:02 +08:00
Lee	266400d925	indicator: Support difference bandwidth on boll indicator and can dynamic create BOLL	2022-01-15 05:30:06 +08:00
Lee	f6c70bdfcb	ftx: Separate the lastClosed record for different interval	2022-01-15 05:12:45 +08:00
c9s	0e3cc08c94	bump version to v1.26.0	2022-01-15 03:37:06 +08:00
c9s	5f942e85ed	bbgo: show position with plaintext mode instead of string format	2022-01-15 03:13:30 +08:00
c9s	06e7ab8824	interact: fix interact tests	2022-01-15 03:09:42 +08:00
c9s	1c7d4d09cf	interact: add Cycle state builder	2022-01-15 03:06:36 +08:00
c9s	2a6b821908	bbgo: implement /position command	2022-01-15 02:58:55 +08:00
c9s	93722e6db3	implement position closer interaction	2022-01-15 02:52:46 +08:00
c9s	77c2a6e10b	types: fix submit order preview	2022-01-15 02:52:33 +08:00
c9s	140e5638b8	binance: apply order cancel rate limiter	2022-01-15 00:52:54 +08:00
c9s	255ee40c98	bbgo: when calling order cancel we should use background context	2022-01-15 00:49:27 +08:00
c9s	77e92d544a	bbgo: pull out interaction setup	2022-01-15 00:32:21 +08:00
c9s	e385d96709	bbgo: move authToken loader	2022-01-15 00:29:35 +08:00
c9s	3a13025d58	bbgo: change default notification rule -- silent order updates	2022-01-15 00:25:16 +08:00
c9s	d5f3946ada	bbgo: refactor the current auth with interact	2022-01-15 00:18:07 +08:00
c9s	51ecac54e7	bbgo: fix local active book graceful cancel	2022-01-15 00:17:52 +08:00
c9s	41b94c5c7e	interact: refactor telegram interaction	2022-01-14 15:03:19 +08:00
c9s	fdf7ad9648	bbgo: rename auth function for general case	2022-01-14 13:41:43 +08:00
c9s	5bef7d8a1e	interact: use interaction singleton	2022-01-14 13:31:31 +08:00
c9s	0114d92f2f	interact: split interaction files	2022-01-14 13:31:31 +08:00
c9s	97ca304bec	telegramnotifier: add SetOwner method	2022-01-14 13:31:31 +08:00
c9s	dd93ee4fd3	move methods to telegramnotifier	2022-01-14 13:31:31 +08:00
c9s	832faf91f8	interact: add command description	2022-01-14 13:31:31 +08:00
c9s	317d8e9d49	xgap: add minSpread option	2022-01-14 12:49:46 +08:00
Yo-An Lin	e797e597b1	Merge pull request #435 from jessy1092/fix/correct-bollmaker-params ... fix: Correct uptrendSkew and downtrendSkew parameters setting on bollmaker strategy	2022-01-14 12:18:18 +08:00
c9s	eef14fa950	xgap: add jitter	2022-01-14 12:03:29 +08:00
c9s	1f6076ae18	plus a quantity jitter	2022-01-14 11:59:40 +08:00
c9s	42430fde4b	interact: fix interact tests	2022-01-14 02:36:57 +08:00
c9s	17322cbc09	interact: improve authentication process	2022-01-14 02:36:06 +08:00
c9s	62e5706657	interact: improve strict mode authentication	2022-01-14 02:13:59 +08:00
c9s	72a925f659	interact: support authorizer	2022-01-14 01:58:04 +08:00
c9s	086127e8f7	interact: let function evaluator returns state, inject nil if object is not found	2022-01-14 01:01:01 +08:00
c9s	14eea34394	interact: pull out authentication interaction	2022-01-14 00:26:53 +08:00
c9s	91c831140c	interact: fix private command	2022-01-14 00:17:41 +08:00
c9s	a6fb0caff3	interaction: add PrivateCommand	2022-01-13 23:41:22 +08:00
Lee	965fc6989d	fix: Correct uptrendSkew and downtrendSkew parameters setting on bollmaker strategy	2022-01-13 23:06:23 +08:00
c9s	76c64b041f	interact: separate interfaces	2022-01-13 22:24:51 +08:00
c9s	7eba6b20c9	implement the basic flow of interact	2022-01-13 22:15:05 +08:00
c9s	ba4c694179	interact: scan all return values	2022-01-13 11:43:33 +08:00
c9s	087a91aa8a	interact: fix object arg injection	2022-01-13 11:43:33 +08:00
c9s	caa50c3b04	interact: implement parseFuncArgsAndCall with interface injection	2022-01-13 11:43:33 +08:00
c9s	3cc11badac	interact: implement command state machine	2022-01-13 11:43:33 +08:00
c9s	43317bb647	add state and telegram example	2022-01-13 11:43:33 +08:00
c9s	ccaa8c5c86	bbgo: implement parseCommand	2022-01-13 11:43:33 +08:00
c9s	7053802041	basic interaction parser	2022-01-13 11:43:33 +08:00
c9s	7daa82ff9e	bump version to v1.25.4	2022-01-13 11:33:30 +08:00
c9s	dc6d60216b	types: fix order book copy	2022-01-13 11:09:50 +08:00
c9s	98247385f9	xmaker: use GracefulCancel to cancel active orders	2022-01-13 11:01:46 +08:00
c9s	e91dc5a518	types: use mod 3 and mod 7 for test	2022-01-13 10:59:03 +08:00
c9s	e573c18a5c	types: add more detailed rbtree tests	2022-01-13 10:56:57 +08:00
c9s	cb9d9137a6	depth: add details to the depth error message	2022-01-13 00:14:15 +08:00
c9s	8b56c47f65	add doc-comment for PriceHeartBeat	2022-01-13 00:01:20 +08:00
c9s	ec72a922c8	all: add subscribe depth options	2022-01-12 22:27:42 +08:00
c9s	f9e72dc79f	binance: subscribe binance depth10@100ms	2022-01-12 22:17:07 +08:00
c9s	5cc3a88911	xmaker: show order book last update time	2022-01-12 22:11:28 +08:00
c9s	2aeb9e870c	types: add lastUpdateTime field	2022-01-12 22:07:52 +08:00
c9s	915f2c7476	types: add last update time field to orderbook	2022-01-12 22:06:08 +08:00
c9s	09592755cc	cmd: add dump-update option to orderbook cmd	2022-01-12 22:00:29 +08:00
c9s	1a61935850	add depth buffer logs	2022-01-12 21:55:26 +08:00
c9s	8c2228f428	cmd: use time.Local for the local timezone	2022-01-12 15:33:04 +08:00
c9s	b3b1161ecc	depth: add SetUpdateTimeout	2022-01-12 14:49:01 +08:00
c9s	0c7710c91b	types: avoid using copy node for rbtree	2022-01-12 14:45:05 +08:00
c9s	c3356fa694	types: add test for PriceHeartBeat	2022-01-12 14:42:11 +08:00
c9s	5755c44845	move PriceHeartBeat to types	2022-01-12 14:33:55 +08:00
c9s	f28bfbf0c9	bump version to v1.25.3	2022-01-12 12:56:15 +08:00
Yo-An Lin	30c1dd3e3d	Merge pull request #424 from tony1223/bug/binance-add-ratelimiter ... fix: [binance] add order rate limiter	2022-01-12 12:53:51 +08:00
Yo-An Lin	c2b121f9ee	Merge pull request #432 from jessy1092/ftx/support-limit-maker ... ftx: Support LIMIT_MAKER and IOC_LIMIT order type	2022-01-12 12:50:57 +08:00
c9s	e44a2c1cac	service: check redis client and show proper error	2022-01-12 12:42:39 +08:00
c9s	420e221f5b	xmaker: pull out PriceHeartBeat	2022-01-12 12:14:51 +08:00
c9s	7195c6ed27	xmaker: add price quoting protection	2022-01-12 11:55:45 +08:00
c9s	0e927a9a06	types: avoid using nil in rbt	2022-01-12 11:45:08 +08:00
c9s	6ee831e678	add trade logger	2022-01-12 11:19:41 +08:00
c9s	db8a74238e	notifier/telegramnotifier: remove debug log	2022-01-12 11:18:36 +08:00
Lee	523d9b3071	ftx: Support LIMIT_MAKER and IOC_LIMIT order type	2022-01-12 03:47:12 +08:00
c9s	848d36f90b	add trade exchange back	2022-01-11 22:50:38 +08:00
c9s	940c675cae	xmaker: add rate limit hit alert	2022-01-11 22:48:28 +08:00
c9s	081a143ec0	xmaker: add DepthQuantity	2022-01-11 22:47:40 +08:00
c9s	b302adcc7e	types: add and use OrderError	2022-01-11 18:00:07 +08:00
c9s	857db529af	binance: show order info in the error	2022-01-11 17:05:36 +08:00
c9s	b56c800e12	binance: add order status to the error message	2022-01-11 16:47:55 +08:00
c9s	97422f26e7	binance: should return error when order does not contain orderID or clientOrderID	2022-01-11 16:38:02 +08:00
c9s	96ffab9cd8	binance: add details to order cancel error	2022-01-11 16:35:49 +08:00
c9s	c59d82900b	bump version to v1.25.2	2022-01-11 14:20:06 +08:00
c9s	4a8751e486	binance: fix listen key keep alive worker call	2022-01-11 14:16:35 +08:00
c9s	eefee46e9b	binance: invert if	2022-01-11 13:38:03 +08:00
c9s	cf07ca7aa0	binance: adjust listen key update interval to longer period	2022-01-11 13:37:02 +08:00
c9s	71a0604e72	use fixedpoint to parse payload directly	2022-01-11 01:41:33 +08:00
c9s	e5b4af53e6	all: clean up SubmitOrder fields	2022-01-11 01:36:19 +08:00
c9s	43818e95b6	types: move channels to a single file	2022-01-11 01:25:39 +08:00
c9s	e12178b51a	stream: make ping method private	2022-01-11 01:24:34 +08:00
c9s	a66070d286	stream: make reconnector private	2022-01-11 01:24:01 +08:00
c9s	16ec856a4e	types: add debug flag for websocket raw message ... flag: debug-websocket-raw-message	2022-01-11 01:23:01 +08:00
c9s	b24d944796	types: fix, remove the read timeout override	2022-01-11 01:20:09 +08:00
c9s	70dec09f26	xmaker: fix minQuantity buffer	2022-01-10 23:17:19 +08:00
c9s	6008aaac5f	types: add order status icon for slack	2022-01-10 18:01:22 +08:00
c9s	d1c981e0b3	types: fix order slack attachment	2022-01-10 17:54:35 +08:00
c9s	2c94ec427b	types: improve order slack attachment	2022-01-10 17:46:01 +08:00
c9s	48cbb7fff6	bbgo: check order side and log error	2022-01-10 17:26:14 +08:00
c9s	5103088675	cmd: fix submitOrder cmd	2022-01-10 17:16:07 +08:00
c9s	4b0e721580	binance: change binance debug client env var name to debug-binance-client	2022-01-10 16:37:41 +08:00
TonyQ	25801f9f63	add ratelmiter	2022-01-10 16:33:19 +08:00
c9s	88210fd27b	types: improve trade text template	2022-01-10 14:32:55 +08:00
c9s	7952cf8804	display fee only when fee > 0	2022-01-10 14:25:33 +08:00
c9s	fb3c198447	types: add okex icon and kucoin icon	2022-01-10 14:18:09 +08:00
c9s	e2f7790a4e	types: show exchange name in the trade footer	2022-01-10 14:15:45 +08:00
c9s	439685141f	add footer icon for exchange name	2022-01-10 14:15:05 +08:00
c9s	16b5ea9744	bump version to v1.25.1	2022-01-10 13:52:35 +08:00
c9s	b26141ac1f	support: set default s.triggerEMA	2022-01-10 13:51:14 +08:00
c9s	b56e988fc9	support: fix triggerEMA check	2022-01-10 13:49:36 +08:00
c9s	2c2ba46ab7	bump version to v1.25.1	2022-01-10 13:46:41 +08:00
c9s	6c3ee314d9	binance: fix order cancel client order id usage	2022-01-10 13:29:27 +08:00
c9s	c284e2e3bb	types: improve pendingRemoval check	2022-01-10 12:44:06 +08:00
c9s	d57f8fedfe	bbgo: fix active book order removal	2022-01-10 12:29:19 +08:00
c9s	3907f99e70	xmaker: keep rate reservation token	2022-01-10 12:25:13 +08:00
c9s	1b27c4e9c4	remove hedge error limiter	2022-01-09 23:45:46 +08:00
c9s	54779444f4	bump version to v1.25.0	2022-01-09 22:54:21 +08:00
c9s	9ca4e23aaf	add strategy documentation	2022-01-09 22:43:49 +08:00
c9s	bba4e86fdf	bollmaker: adjust default skew parameter	2022-01-09 22:37:27 +08:00
c9s	b98777afe4	bollmaker: pull out skew options	2022-01-09 22:32:23 +08:00
c9s	d94cc2df31	bbgo: add recover callbacks to trace collector	2022-01-09 15:39:59 +08:00
c9s	ab3dabcbcc	bump version to v1.24.0	2022-01-09 11:44:41 +08:00
c9s	cbff0b6eca	types: improve position fee display for telegram	2022-01-09 11:42:01 +08:00
c9s	6ce8edba7d	xmaker: add error rate limiter	2022-01-09 11:33:34 +08:00
c9s	471a1b2baa	xmaker: adjust minimal quantity and minimal notional threshold	2022-01-09 10:18:31 +08:00
c9s	7e9b768e4c	slacknotifier: apply rate limiter to 1 message per second	2022-01-09 10:14:39 +08:00
c9s	cd340bd596	bollmaker: check s.MaxExposurePosition	2022-01-09 03:03:54 +08:00
c9s	0cec652f38	bollmaker: skip submitOrder calls if submitOrders is empty	2022-01-09 02:35:12 +08:00
c9s	656ef942e4	bollmaker: add disable short option	2022-01-09 02:24:10 +08:00
c9s	4df5847647	bollmaker: add quantity scaling for closing position	2022-01-09 01:57:51 +08:00
c9s	4cdb5b607b	rename bollpp to bollmaker	2022-01-09 01:20:47 +08:00
c9s	02dfdb57bd	types: pull out position type	2022-01-09 00:45:19 +08:00
c9s	1b1fc3ad66	types: collect fees	2022-01-09 00:39:55 +08:00
c9s	7e2acdc416	all: add lock protected GetBase method for Position	2022-01-09 00:35:45 +08:00
c9s	9b92c8948d	xmaker: fix quantity truncation and add check for min quantity n min notional	2022-01-09 00:30:18 +08:00
c9s	415cda3fca	bump version to v1.23.0	2022-01-08 19:06:03 +08:00
c9s	d1420e66be	fix TestTradeCollector_ShouldNotCountDuplicatedTrade	2022-01-08 02:20:30 +08:00
c9s	cb189d885c	fix backtest for limit maker order and bollpp strategy	2022-01-08 02:18:44 +08:00
c9s	e0b906a88b	bbgo: fix processTrade	2022-01-07 16:53:11 +08:00
c9s	f4ebae17bb	xmaker: when recover the trade, notify	2022-01-07 13:13:57 +08:00
c9s	a5fb408a16	twap: refactor and call activeMakerOrders.GracefulCancel	2022-01-07 01:34:23 +08:00
c9s	d013713c00	types: add exchange name to trade key	2022-01-07 01:25:07 +08:00
c9s	e312ec953c	bbgo: rename test case	2022-01-07 01:23:54 +08:00
c9s	d63cc42867	bbgo: add trade collector test	2022-01-07 01:17:07 +08:00
c9s	a49d001c29	xmaker: add trade scanner	2022-01-07 01:03:12 +08:00
c9s	69ae3259ff	bbgo: mark trade as done in the trade collector for preventing duplicated trade	2022-01-07 00:28:12 +08:00
c9s	01c7429758	trade: use assignment instead of append	2022-01-07 00:21:14 +08:00
c9s	41574a2390	xmaker: use millisecond jitter from the util package	2022-01-07 00:14:24 +08:00
c9s	259771b0b0	all: pull out the graceful cancel process to the local active book	2022-01-07 00:10:40 +08:00
c9s	47e23fda90	bbgo: add cache expiry	2022-01-06 23:57:42 +08:00
c9s	1d5406ef21	xmaker: always update maker market	2022-01-06 23:27:06 +08:00
c9s	c8bf85f4e2	xmaker: improve pips	2022-01-05 11:34:07 +08:00
c9s	e997220321	xmaker: fix ask pips	2022-01-05 11:32:56 +08:00
c9s	8b6cae9107	max: fix max authenticated event parsing	2022-01-02 12:20:38 +08:00
c9s	e04139a330	max: clean up and refactor max stream	2022-01-02 12:02:36 +08:00
c9s	cc0e5f71b0	clean up binance stream	2022-01-02 12:02:36 +08:00
Yo-An Lin	b22bb4b28d	Merge pull request #416 from tony1223/bug/415-ftx-kline ... exchange/ftx: #415 fix kline issue	2022-01-02 02:46:22 +08:00
c9s	85c14e5966	binance: fix parser tests	2022-01-02 02:44:47 +08:00
c9s	dcea623264	binance: change listen key update interval to 10 minutes	2022-01-02 02:41:58 +08:00
c9s	96fedfd311	okex: refactor okex stream	2022-01-02 02:37:33 +08:00
TonyQ	8315607de3	exchange/ftx: #415 fix kline issue	2022-01-02 02:34:29 +08:00
c9s	9d382a6b8c	binance: use sync.Once to protect the set server time calls	2022-01-02 02:14:04 +08:00
c9s	ffe216ca2d	kucoin: remove unused fields	2022-01-02 02:11:55 +08:00
c9s	76d11af284	kucoin: fix connection field	2022-01-02 02:11:36 +08:00
c9s	f4bfd8cc6b	all: move Reconnector to standard stream	2022-01-02 02:08:34 +08:00
c9s	6f6dac611e	refactor websocket stream into standard websocket stream	2022-01-02 01:54:47 +08:00
c9s	073845baa1	bump version to v1.22.3	2022-01-01 02:52:14 +08:00
c9s	3c57ce788e	add startTime to the trade sync query	2022-01-01 02:51:58 +08:00
c9s	ab0519c4be	start time is required for syncing trades	2022-01-01 02:50:07 +08:00
c9s	83053ab807	bump version to v1.22.3	2022-01-01 02:45:59 +08:00
c9s	7d64a30a6b	kucoin: fix launch date with local time zone	2022-01-01 02:45:47 +08:00
c9s	0fc5f74cb1	bump version to v1.22.3	2022-01-01 02:43:48 +08:00
c9s	129f44bbcb	fix empty start time sync issue	2022-01-01 02:43:08 +08:00
c9s	25f01b8837	kucoin: refactor ticker request	2022-01-01 02:07:48 +08:00
c9s	be408055a6	kucoin: refactor account service api	2022-01-01 02:04:20 +08:00
c9s	61736a6263	bump version to v1.22.2	2022-01-01 01:35:37 +08:00
c9s	6ff24e713e	xmaker: fix notification format	2022-01-01 01:34:48 +08:00
c9s	6d5ab33d17	kucoin: fix kucoin order query	2022-01-01 01:28:29 +08:00
c9s	556a581ae1	kucoin: add kucoin list history orders request	2022-01-01 00:46:33 +08:00
c9s	809528a9cc	bump version to v1.22.1	2021-12-31 15:27:01 +08:00
c9s	6055f90680	xmaker: add cover and uncover logs	2021-12-31 15:26:51 +08:00
c9s	5b250d0e28	bump version to v1.22.1	2021-12-31 15:17:30 +08:00
c9s	1116fc1de1	session: print klines only when debug-kline is enabled	2021-12-31 15:13:26 +08:00
c9s	899e8d2d58	Revert "xmaker: fix s.state.CoveredPosition.AtomicAdd add" ... This reverts commit 5999dc1151.	2021-12-31 14:23:02 +08:00
c9s	e05da17f4f	sync: skip rejected withdraw record	2021-12-31 14:20:36 +08:00
c9s	eba33329d1	always sort orders and trades in the batch query	2021-12-31 14:12:41 +08:00
c9s	2a8caa3780	batch: show trade sync time range in the message	2021-12-31 13:56:53 +08:00
c9s	20c6c7eb9a	all: fix trade, order sync for kucoin	2021-12-31 13:52:16 +08:00
c9s	5f84f13e21	kucoin: fix trade time field issue	2021-12-31 13:20:34 +08:00
c9s	5999dc1151	xmaker: fix s.state.CoveredPosition.AtomicAdd add	2021-12-31 02:00:39 +08:00
c9s	63ccc2d3d0	bbgo: remove order if ExecutedQuantity is zero	2021-12-31 01:55:22 +08:00
c9s	aaa52ecea4	xmaker: remove unsued localTimeZone var	2021-12-31 01:53:30 +08:00
c9s	f2b852c486	bump version to v1.22.0	2021-12-31 01:52:29 +08:00
c9s	e09b4fa5fb	kucoin: rewrite cancel all orders request	2021-12-31 01:50:56 +08:00
c9s	6addd503aa	kucoin: generate PlaceOrderRequest with requestgen	2021-12-31 01:43:31 +08:00
c9s	af19875e2e	kucoin: fix predefined generate command alias	2021-12-31 01:39:45 +08:00
c9s	b91bf10a7c	kucoin: remove New prefix from the requests	2021-12-31 01:36:41 +08:00
Yo-An Lin	8aef3c002a	Merge pull request #412 from austin362667/refactor/futures-account ... binance: add futures stream	2021-12-31 01:27:34 +08:00
c9s	b8b5ccdd2d	kucoin: refactor account service with requestgen	2021-12-31 01:25:04 +08:00
austin362667	9483a0d10d	binance: modify methods for registering callbacks	2021-12-31 00:11:47 +08:00
austin362667	65d37c1983	binance: add futures stream	2021-12-31 00:08:27 +08:00
austin362667	3d63032f7d	types: modify Positions to FuturesPositions	2021-12-31 00:08:27 +08:00
austin362667	5cc768031e	binance: add FuturesPosition conversion	2021-12-31 00:08:27 +08:00
austin362667	b000f572b4	types: add FuturesPosition	2021-12-31 00:08:27 +08:00
c9s	a4949a100d	bump version to v1.21.4	2021-12-30 23:47:31 +08:00
c9s	3c2704c4ae	add binance.us support	2021-12-30 23:46:43 +08:00
c9s	c467529b23	bump version to v1.21.3	2021-12-30 22:04:38 +08:00
c9s	ba73d5a09a	fix kucoin orderTime parsing and order id conversion	2021-12-30 22:02:50 +08:00
c9s	76d31e7614	kucoin: add client order ID to converter	2021-12-30 21:39:50 +08:00
c9s	31070c3950	pull out connection status binder	2021-12-30 17:25:47 +08:00
c9s	26ff576727	fix connection status callbacks	2021-12-30 17:23:27 +08:00
c9s	4383823135	use trimTrailingZeroFloat	2021-12-30 17:21:23 +08:00
c9s	cfc66dc13e	bbgo: add session connection notification	2021-12-30 17:18:04 +08:00
c9s	8995ce2824	binance: adjust timeout	2021-12-30 16:51:30 +08:00
c9s	890fb5327a	rename StreamRequest to WebSocketCommand	2021-12-30 16:49:07 +08:00
c9s	35e0b1d146	binance: fix binance stream graceful shutdown	2021-12-30 16:47:39 +08:00
c9s	ff87fb007e	binance: pull out dispatchEvent	2021-12-30 16:30:02 +08:00
c9s	bae7df806f	binance: pull out getEndpointUrl	2021-12-30 16:22:29 +08:00
c9s	d72d57526c	binance: add DEBUG_BINANCE_STREAM env var	2021-12-30 16:20:32 +08:00
c9s	a2931da92c	move math rand	2021-12-30 16:18:32 +08:00
c9s	e73866a232	tmp	2021-12-30 16:17:26 +08:00
c9s	7fa05b33f8	bump version to v1.21.2	2021-12-30 16:17:07 +08:00
c9s	e82800ce01	bump version to v1.21.2	2021-12-30 16:06:11 +08:00
c9s	db4a6cf305	bump version to v1.21.2	2021-12-30 15:59:19 +08:00
c9s	844b3c2e8e	fix kucoin context issue	2021-12-30 15:58:58 +08:00
c9s	3b9a191c95	binance: refactor binance stream handlers	2021-12-30 14:02:36 +08:00
c9s	f540742b42	add tradeType field	2021-12-30 02:37:17 +08:00
c9s	3cf499b605	kucoin: rewrite GetAllTickersRequest api	2021-12-30 02:33:07 +08:00
c9s	0fc91500e4	kucoin: rewrite GetTickerRequest with requestgen	2021-12-30 02:22:33 +08:00
c9s	5136001c9b	kucoin: rewrite ListSymbolsRequest	2021-12-30 02:17:03 +08:00
c9s	41435458d1	refactor orderbook requests with requestgen	2021-12-30 01:15:19 +08:00
c9s	6ff7113ace	bump version to v1.21.1	2021-12-30 00:34:52 +08:00
c9s	33801a4fbc	fix trailing zero trim	2021-12-30 00:14:01 +08:00
c9s	22e4da3775	fix pendingRemoval lock	2021-12-29 23:53:46 +08:00
c9s	2c0af99a51	rewrite kucoin bullet api with requestgen	2021-12-29 22:06:21 +08:00
c9s	8f97ee7787	binance: add isolated margin flag	2021-12-29 17:36:08 +08:00
c9s	2ef4d713f8	binance: fix margin order cancel	2021-12-29 17:35:27 +08:00
c9s	1a820936c4	binance: change log level from info to debug	2021-12-29 17:30:04 +08:00
c9s	6030a62cf0	change to debug level message	2021-12-29 17:28:45 +08:00
c9s	b637d46c83	adjust keep alive interval	2021-12-29 17:27:37 +08:00
c9s	eec699cbc9	binance: adjust timeout and interval	2021-12-29 15:25:59 +08:00
c9s	6440c7659b	let mask ke shows head and tail	2021-12-29 15:25:59 +08:00
austin362667	d691bfa106	binance: add futures parser	2021-12-28 06:26:27 +08:00
c9s	f78a7d37a2	xgap: subscribe 1m kline	2021-12-28 02:14:49 +08:00
c9s	8f4ae1e15b	xgap: check balance and adjust order quantity according to the available balance	2021-12-28 02:11:11 +08:00
c9s	090d60b44e	fix session connection status metrics	2021-12-28 01:58:36 +08:00
c9s	958dd97f52	xgap: add SimulateVolume	2021-12-28 01:48:24 +08:00
c9s	a0e41650be	add metricsLastUpdateTimeBalance metrics	2021-12-28 01:39:17 +08:00
c9s	bb9ef72028	update metricsConnectionStatus metrics	2021-12-28 00:49:56 +08:00
c9s	acd1f6fdf3	update dev build version	2021-12-27 23:10:37 +08:00
c9s	9b1783a92a	fix version file generator	2021-12-27 23:10:29 +08:00
c9s	4ea4bfb3fa	fix dev version build flag	2021-12-27 21:18:48 +08:00
c9s	0779b3e20a	bump version to v1.21.0	2021-12-27 19:13:44 +08:00
c9s	4a6c9deb8d	compile and update migration package	2021-12-27 19:13:44 +08:00
c9s	5fca633495	types: remove trade trailing zero digits	2021-12-27 17:36:58 +08:00
c9s	8d02f0b03e	trade notification format	2021-12-27 17:34:31 +08:00
c9s	bb7b33e532	bbgo: bind and update balance metrics updater	2021-12-27 17:27:16 +08:00
c9s	7b629c9d30	bbgo: update balances metrics and trade metrics	2021-12-27 17:16:30 +08:00
c9s	0f24eec715	bbgo: fix: filter trades by symbol	2021-12-27 16:32:30 +08:00
c9s	42f22e0ef3	add prometheus metrics server	2021-12-27 16:27:14 +08:00
c9s	1fa03cdfd6	xmaker: add back profit function	2021-12-27 02:59:55 +08:00
c9s	a31e2743ee	fix kline log space	2021-12-27 00:54:10 +08:00
c9s	f7c39290a0	call tradeCollector process to check trades	2021-12-27 00:51:57 +08:00
c9s	c49b9ef276	fix order status convert	2021-12-27 00:21:52 +08:00
c9s	dcdf33e2c9	xmaker: pull out notifyTrade to a single callback	2021-12-27 00:12:35 +08:00
c9s	e08b2e9a85	fix max exchange order status conversion and document the order status	2021-12-26 15:58:12 +08:00
c9s	770c1067fc	bbgo: fix order store RemoveCancelled	2021-12-26 15:47:39 +08:00
c9s	65da02af2c	xmaker: call TruncateQuantity when the quantity is adjusted	2021-12-26 15:45:39 +08:00
c9s	902e27ede4	xmaker: truncate quantity when hedging	2021-12-26 15:44:41 +08:00
c9s	05a0745d08	fix InitExchange for publicOnly session	2021-12-26 15:29:42 +08:00
c9s	30a7ca1ce1	rename gap to xgap	2021-12-26 15:13:51 +08:00
c9s	1c54e59d55	xmaker: fix trade handling	2021-12-26 12:10:10 +08:00
c9s	e44390b655	kucoin: add more comment	2021-12-26 03:19:03 +08:00
c9s	9b8995acea	fix supportedIntervals map	2021-12-26 03:17:26 +08:00
c9s	8bf5c5f778	fix kline sync query	2021-12-26 03:14:19 +08:00
c9s	a5c7ffa134	kucoin: add the missing 5min kline convert	2021-12-26 03:07:49 +08:00
c9s	4c263dd205	fix batch kline sync	2021-12-26 03:04:21 +08:00
c9s	cf6da76ef0	service: add kucoin_klines to backtest insert table mapping	2021-12-26 02:40:13 +08:00
c9s	b79ab5d68d	kucoin: fix kline query param	2021-12-26 02:39:44 +08:00
c9s	be10019007	compile and update migration package	2021-12-26 02:31:09 +08:00
c9s	1da0c8e755	kucoin: implement QueryKLines and fix interval conversion	2021-12-26 02:23:06 +08:00
c9s	e3181202db	kucoin: implement QueryTrades	2021-12-26 01:44:05 +08:00
c9s	8c03147ff4	kucoin: implement QueryClosedOrders	2021-12-26 01:34:03 +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	50fac9d491	kucoin: pull out queryDepth method to exchange	2021-12-25 23:53:34 +08:00
c9s	ba8ebfe3a7	refactor and add doc comment for InitExchangeSession	2021-12-25 23:42:29 +08:00
c9s	307d0b8e1f	bbgo: add passphrase field to session struct	2021-12-25 23:28:00 +08:00
c9s	dd22776a7e	cmd: refactor the exchange factory function	2021-12-25 23:27:05 +08:00
Yo-An Lin	8aa2ae1b32	Merge pull request #397 from austin362667/refactor/futures-account ... binance: add futures related conversion	2021-12-25 23:17:27 +08:00
c9s	dcbce18fd8	fix format	2021-12-25 23:12:54 +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	60853bee23	backtest: pull out market data feeder	2021-12-25 22:37:38 +08:00
c9s	57bc65a729	avoid calling EmitConnect and EmitStart outside of the kline feeding goroutine ... this causes 2 goroutine running in the same time hence cause the concurrent map read / write should fix #399, #401	2021-12-25 21:05:50 +08:00
c9s	5f9753b281	kucoin: convert symbol to global symbol	2021-12-25 19:35:08 +08:00
c9s	f0d4236169	all: fix and improve kucoin orderbook stream	2021-12-25 19:34:27 +08:00
c9s	3d1ca46c77	depth: remove updates assertion	2021-12-25 02:14:49 +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	b217a0dec8	depth: implement depth.Buffer	2021-12-25 02:14:49 +08:00
austin362667	ba972e4058	binance: add futures related conversion ... binance: remove comments	2021-12-24 01:38:10 +08:00
Yo-An Lin	d1c5e93e4f	Merge pull request #385 from austin362667/refactor/futures-account ... types: add global structs for futures	2021-12-24 00:33:27 +08:00
c9s	49e516b80e	backtest: allocate public exchange (with empty key secret) for backtesting	2021-12-24 00:24:19 +08:00
c9s	c4838f5631	binance: fix depth event conversion	2021-12-23 23:55:13 +08:00
c9s	fdc5d6a54e	binance: use types.PriceVolumeSlice for depth entry	2021-12-23 23:55:02 +08:00
c9s	dae104cf9f	binance: optimize depth parsing	2021-12-23 23:54:43 +08:00
c9s	2adce6dd00	binance: return the pre-allocated err object when parsing	2021-12-23 23:54:26 +08:00
c9s	d01b9968a6	okex: format comment	2021-12-23 23:40:49 +08:00
c9s	40c4dcf2a0	okex: remove event logging	2021-12-23 23:40:10 +08:00
c9s	a3e3e1d177	bbgo: do not sync trades when running backtest	2021-12-23 23:20:35 +08:00
austin362667	df62683313	types: remove exchange specific fields	2021-12-23 23:16:20 +08:00
austin362667	6c1642eed6	types: add PositionRisk	2021-12-23 23:14:38 +08:00
austin362667	cc13ae2aab	types: add FuturesUserAsset	2021-12-23 23:14:38 +08:00
austin362667	c507722745	types: add FuturesAccountInfo	2021-12-23 23:14:38 +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	168e6306e7	binance: remove verbose log	2021-12-23 22:29:14 +08:00
c9s	ed6f400161	implement UnixMilli in the util package	2021-12-23 22:20:47 +08:00
c9s	d433c7f5b1	kucoin: replace UnixMilli	2021-12-23 21:09:40 +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
c9s	8e834ce8fe	kucoin: convert websocket trade and order	2021-12-23 17:49:18 +08:00
c9s	cfd68fdd1d	all: change trade id to uint64	2021-12-23 17:49:18 +08:00
c9s	74b09551b5	kucoin: record kucoin json as files	2021-12-23 17:49:18 +08:00
c9s	838bc69f65	kucoin: reformat testdata json	2021-12-23 17:49:18 +08:00
c9s	6330a1845d	kucoin: connecting stream callbacks	2021-12-23 17:49:18 +08:00
c9s	449434da4c	kucoin: generate callback methods	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
Yo-An Lin	98de0862a4	Merge pull request #395 from tony1223/bug/okex-maskkey ... exchange/okex: update QueryTickers behaviour	2021-12-23 02:51:54 +08:00
c9s	911574d8d6	kucoin: parse websocket messages	2021-12-23 02:50:56 +08:00
c9s	cec4b3dd1e	add websocket message parser	2021-12-23 02:50:56 +08:00
c9s	3fb2e12c24	kucoin: add websocket types	2021-12-23 02:50:56 +08:00
c9s	1a3f9ed4b2	kucoin: use returned ping interval instead of default	2021-12-23 02:50:56 +08:00
c9s	730ce31e67	kucoin: implement NewStream	2021-12-23 02:50:56 +08:00
c9s	0a9575aaca	kucoin: pull out ping worker	2021-12-23 02:50:56 +08:00
c9s	92076878cd	kucoin: refactor ping worker	2021-12-23 02:50:56 +08:00
c9s	b0d4688528	kucoin: implement getEndpoint method	2021-12-23 02:50:56 +08:00
c9s	a4c9aea6c6	kucoin: refactor bullet url code	2021-12-23 02:50:56 +08:00
c9s	6cbccc9a3f	kucoin: add websocket command	2021-12-23 02:50:56 +08:00
c9s	4303342841	kucoin: export ApiClient interface methods	2021-12-23 02:50:56 +08:00
c9s	c390bbc31d	add generated files	2021-12-23 02:50:56 +08:00
c9s	2230b484a8	kucoin: add bullet service	2021-12-23 02:50:56 +08:00
c9s	7f92588883	kucoinapi: refactor api client	2021-12-23 02:50:56 +08:00
c9s	c8dd02335b	kucoin: refactor and clean up	2021-12-23 02:50:56 +08:00
TonyQ	5645161403	exchange/okex: update QueryTickers behaviour	2021-12-23 01:29:43 +08:00
TonyQ	d7ac645253	exchange: update maskkey handling	2021-12-23 01:18:36 +08:00
Yo-An Lin	bcbf7c3f3b	Merge pull request #389 from tony1223/feature/388-bookticker ... exchange/stream : implement booktickerupdate event for ftx and binance	2021-12-22 22:35:52 +08:00
TonyQ	16862e7208	exchange/stream : implement booktickerupdate event for ftx and ... binance	2021-12-22 21:01:11 +08:00
Yo-An Lin	b2ffcb7993	Merge pull request #387 from narumiruna/narumi/rebalance/validate ... strategy: rebalance: validate parameters	2021-12-22 10:52:37 +08:00
なるみ	4a8be9cc1a	Fix log	2021-12-22 02:04:44 +08:00
なるみ	2999e41ef0	Validate config	2021-12-22 01:59:38 +08:00
なるみ	41d4001872	Add log	2021-12-22 01:59:25 +08:00
c9s	388cfe0854	kucoin: fix go 1.17 compatibility issue	2021-12-22 01:45:07 +08:00
c9s	3b5015e1ca	kucoin: integrate list tickers	2021-12-22 01:34:24 +08:00
c9s	0b6e66348e	kucoin: implement query tickers	2021-12-22 01:28:16 +08:00
c9s	c32f3ab2f3	add generate_symbol_map.go generator	2021-12-22 01:28:16 +08:00
c9s	bd5e956892	add kucoin to the exchange factory	2021-12-22 01:28:16 +08:00
c9s	58212290ad	types: update market structure for doc comment	2021-12-22 01:28:16 +08:00
c9s	fce71cb37e	implement QueryAccounts and QueryMarkets	2021-12-22 01:28:16 +08:00
c9s	62fa6dd274	implement get fills request	2021-12-22 01:28:16 +08:00
c9s	bace225470	binance: fix, call set time service only when key and secret is given	2021-12-22 01:27:25 +08:00
c9s	8b93aeeeb2	fix ewma truncation	2021-12-22 00:54:13 +08:00
Yo-An Lin	53f6ea6490	Merge pull request #384 from tony1223/feature/record-account ... types: update account struct	2021-12-22 00:04:30 +08:00
TonyQ	06fc821b3d	types: update account struct	2021-12-21 23:59:02 +08:00
Yo-An Lin	e0844459b9	Merge pull request #380 from tony1223/bug/kline-scan ... backtest : finetune for kline scan logic to prevent hanging for	2021-12-21 22:47:50 +08:00
TonyQ	740989ca64	exchange/ftx: add more guard condition	2021-12-21 20:46:40 +08:00
TonyQ	f62235b94e	backtest : finetune for kline scan logic to prevent hanging for ... query	2021-12-21 20:44:20 +08:00
Yo-An Lin	1ab20e6397	Merge pull request #381 from narumiruna/maxamount ... strategy: rebalance: adjust quantity by max amount	2021-12-21 20:20:44 +08:00
なるみ	531805a449	Adjust quantity by max amount	2021-12-20 23:46:22 +08:00
Andy Cheng	e4bdb1de06	strategy: allow setting the interval and the window for trigger MA	2021-12-19 18:28:47 +08:00
Andy Cheng	d281182432	strategy: fix support strategy criteria	2021-12-19 17:53:34 +08:00
Yo-An Lin	97f9285449	Merge pull request #376 from tony1223/bug/backtest-fix-auto-sync ... backtest : fix auto sync missing the part from last db kiline to	2021-12-19 14:59:35 +08:00
austin362667	f9cf71cef3	indicator: add kline close volatility ... indicator: add kline close volatility	2021-12-19 14:20:09 +08:00
TonyQ	711575c6d0	backtest : fix auto sync missing the part from last db kiline to ... end time	2021-12-19 12:14:18 +08:00
なるみ	b144d8e107	feature: add volume weighted moving average indicator	2021-12-17 14:36:39 +08:00
TonyQ	3e45035ab1	database: sqlite3 issue fix ... database: upgrade gosqllite3 version for increasing variable amount limit types: update kline starttime/endtime field to prevent sqlite3 time parsing issue. fix #215	2021-12-15 14:34:31 +08:00
TonyQ	c0b9cc0f0b	exchange: make ftx kline event more reliable	2021-12-15 11:23:07 +08:00
Yo-An Lin	05323f211f	Merge pull request #368 from tony1223/feature/355-update-sync ... backtest : auto sync	2021-12-15 01:39:19 +08:00
TonyQ	16933555b8	backtest : auto sync missing range	2021-12-15 01:26:05 +08:00
austin362667	ccd607ba28	binance: remove unsupported comments	2021-12-15 01:01:05 +08:00
austin362667	7f96fa8dde	binance: add multierr	2021-12-15 01:01:05 +08:00
austin362667	bb592663ab	binance: removed unsupport isolated futures trade	2021-12-15 01:01:05 +08:00
austin362667	a0130affe4	binance: add query orders & trades	2021-12-15 01:01:05 +08:00
TonyQ	20b03fe4a5	exchange: fix ftx for wrong last kline issue	2021-12-15 00:07:54 +08:00
austin362667	839bb6d0e8	binance: remove comments cuz not support isolated futures	2021-12-14 20:41:55 +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
Yo-An Lin	d531e041dd	Merge pull request #357 from narumiruna/rebalance ... feature: add portfolio rebalancing strategy	2021-12-14 12:01:07 +08:00
TonyQ	51e23b6a0c	Merge branch 'main' of github.com:c9s/bbgo into feature/302-record-assets-review	2021-12-14 10:39:51 +08:00
TonyQ	4eb5a099ae	account: add nav_history_details and account_service for #302	2021-12-14 08:09:18 +08:00
なるみ	f320d78f2f	Refactor	2021-12-14 02:18:08 +08:00
austin362667	d3526b2c71	binance: add SubmitFuturesOrder and related conversions	2021-12-13 23:19:14 +08:00
austin362667	36c6d39612	bbgo: add session Futures & types: add FuturesExchange	2021-12-13 23:16:58 +08:00
c9s	74811abb36	okex: rewrite okex api request with requestgen	2021-12-13 14:55:44 +08:00
c9s	e2937acb28	apply requestgen for CancelOrderRequest and CancelAllOrderRequest	2021-12-13 14:55:44 +08:00
なるみ	f494a0f514	Initial commit of rebalance strategy	2021-12-13 05:19:44 +08:00
Yo-An Lin	d847d223e3	Merge pull request #356 from c9s/feature/kucoin ... refactor: apply requestgen	2021-12-13 02:14:05 +08:00
Yo-An Lin	a3215d6f31	Merge pull request #354 from austin362667/order-trade ... binance: parse OrderTrade event stream & add futures client connection	2021-12-13 02:12:19 +08:00
c9s	34c2b342ba	apply requestgen for CancelOrderRequest and CancelAllOrderRequest	2021-12-13 02:08:18 +08:00
c9s	c28833fba0	kucoinapi: use requestgen for list orders request	2021-12-13 01:53:00 +08:00
c9s	97b63f45d5	kucoin: rename receiver to r	2021-12-13 01:14:52 +08:00
c9s	22972953d0	use requestgen to generate the accessor methods	2021-12-13 01:11:15 +08:00
austin362667	04919e0fa4	binance: add futures exchange stream connection	2021-12-12 15:40:03 +08:00
austin362667	8ca60cec10	binance: add user stream event parser & toGlobalType converter	2021-12-12 15:39:06 +08:00
TonyQ	6915a0e573	ftx: update kline event handling for #318	2021-12-12 14:29:48 +08:00
austin362667	a21f3b11ba	types: add PositionMap in std Stream & callbacks	2021-12-12 05:24:39 +08:00
Yo-An Lin	2e7b69320b	Merge pull request #349 from c9s/feature/kucoin ... feature: integrate kucoin api	2021-12-11 23:17:07 +08:00
c9s	de80a14715	kucoin: add cancel order command	2021-12-11 20:07:32 +08:00
c9s	95ecaa7a66	rename orderResponse to apiResponse	2021-12-11 20:02:35 +08:00
c9s	8a00509987	kucoin: check data pointer and return error	2021-12-11 19:44:07 +08:00
c9s	0c854a8a85	kucoin: add place order and list orders command	2021-12-11 19:40:53 +08:00
austin362667	1703fff8b2	types: refactor Position and related files	2021-12-11 19:16:16 +08:00
c9s	a9bc02ef3d	kucoin: implement order placement and cancel api	2021-12-11 18:33:30 +08:00
c9s	4d57967664	kucoin: add orderbook api	2021-12-11 18:33:30 +08:00
c9s	18653aca7e	kucoin: implement all ticker and get ticker api	2021-12-11 18:33:30 +08:00
c9s	50b79cb742	implement ListSymbols api	2021-12-11 18:33:30 +08:00
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
c9s	c6d66ebb46	util: add BeginningOfTheDay function	2021-06-26 20:26:47 +08:00
c9s	06a1f018c2	bbgo: push to the buffer first	2021-06-26 20:26:47 +08:00
c9s	7d853a9c74	bbgo: add emit position update	2021-06-26 20:26:47 +08:00
c9s	ecd2d9ea68	bbgo: improve trade collector callbacks	2021-06-26 20:26:47 +08:00
c9s	db4fbbc30c	bbgo: add trade collector	2021-06-26 20:26:47 +08:00
c9s	65629a77f4	bbgo: add two new position constructor	2021-06-26 20:26:47 +08:00
c9s	5621effd6b	add resistance	2021-06-21 19:03:50 +08:00
c9s	4bc0612265	support: add minBaseAssetBalance	2021-06-17 19:28:11 +08:00
c9s	f9fa6e96c3	support: refactor kline handler	2021-06-16 20:33:52 +08:00
c9s	811319fa25	support: fix sensitivity calculation	2021-06-16 14:16:39 +08:00
c9s	5fecccedd6	add resistance check	2021-06-16 13:23:33 +08:00
c9s	3d12a7df59	support: add sensitivity settings	2021-06-16 13:14:10 +08:00
c9s	15ed802a54	util: add TimeProfile	2021-06-16 13:04:23 +08:00
c9s	e276ddd38a	bbgo: add shared local time zone	2021-06-16 13:04:23 +08:00
c9s	e23c459697	bbgo: move orderbook to the session level so that we can access it eaiser	2021-06-16 13:04:23 +08:00
c9s	2614b25de3	types: move fiat currency list to types	2021-06-16 13:04:23 +08:00
c9s	fd2928fc82	types: add maker/taker fee rate fields to the account struct	2021-06-16 13:04:23 +08:00
c9s	657e1dc9bf	maxapi: pre-parse relative url and cache them	2021-06-16 13:04:05 +08:00
c9s	cbd0180939	maxapi: remove extra user agent header	2021-06-16 13:04:05 +08:00
c9s	16e5e08d58	maxapi: fix dump request error check	2021-06-16 13:04:05 +08:00
c9s	48c84824cf	maxapi: volume, side, market is always required for creating orders	2021-06-16 13:04:05 +08:00
c9s	2da633c221	maxapi: add HTTP_TRANSPORT_IDLE_CONN_TIMEOUT env var for override	2021-06-16 13:04:05 +08:00
c9s	7c5b676366	maxapi: create an isolated http transport rather than the default one	2021-06-16 13:04:05 +08:00
c9s	684232041c	maxapi: load http transport settings from env vars	2021-06-16 13:04:05 +08:00
c9s	b31b830b2b	max: add request dump for debugging request	2021-06-16 13:03:45 +08:00
c9s	8c3992d514	max: no need to check order volume separately	2021-06-16 13:02:21 +08:00
c9s	fdf1ee9258	max: use precision -1 to trim zeros	2021-06-16 13:02:21 +08:00
c9s	a8eda62a8d	max: set debug vars from env vars	2021-06-16 13:02:21 +08:00
c9s	990da5ad3b	xbalance: add foreign fee for withdrawal	2021-06-09 01:37:33 +08:00
c9s	18f72a9118	fixedpoint: add more multiplication benchmarks	2021-06-09 01:37:29 +08:00
c9s	3d1d659c81	fixedpoint: add math/big version multiplication support	2021-06-09 01:37:24 +08:00
c9s	0df26e0570	binance: adjust listen key keep alive to 20 minutes	2021-06-09 01:37:19 +08:00
c9s	457ca79517	binance: for network error, we should retry the request	2021-06-09 01:37:14 +08:00
c9s	3c4eb5aec7	telegram: add more emojis	2021-06-09 01:37:09 +08:00
c9s	89c3df730b	telegram: add emoji for greetings	2021-06-09 01:37:04 +08:00
c9s	ac71a392c6	fixedpoint: fix fixedpoint value int64 cast	2021-06-09 01:36:32 +08:00
c9s	ecf888dfd6	util: add env var util functions	2021-06-09 01:36:16 +08:00
c9s	ec6c10a96a	binance: adjust read timeout and increase read buffer size	2021-06-09 01:36:06 +08:00
c9s	3fd170a4ff	xmaker: check book before copying	2021-06-09 01:35:56 +08:00
c9s	f5a241a1a8	xmaker: improve warn message	2021-06-09 01:35:50 +08:00
c9s	a0d8a3718a	xmaker: fix bid/ask price check	2021-06-07 02:50:11 +08:00
c9s	d5617d44aa	xmaker: pass source market and maker market for formatting	2021-06-07 02:49:54 +08:00
c9s	0a74cc7171	xmaker: add useDepthPrice option	2021-06-07 02:49:44 +08:00
c9s	2486d04332	rbt: fix copyNode	2021-06-07 02:44:30 +08:00
c9s	5a5cb71a5e	rbt: add more rbtorderbook test	2021-06-07 02:44:25 +08:00
c9s	062443a29c	rbt: check if returned node is neel	2021-06-07 02:44:21 +08:00
c9s	3b0ed4e3dc	rbt: add more test cases	2021-06-07 02:44:14 +08:00
c9s	9622956c71	rbt: fix rbtree search for neel	2021-06-07 02:44:09 +08:00
c9s	5d8f7b3ea6	rbt: fix preorder	2021-06-07 02:44:04 +08:00
c9s	7805dcd72e	rbt: fix pointer check of iteration	2021-06-07 02:44:00 +08:00
c9s	9bc55def44	rbt: fix deleting, copy value to the deleting node's memory	2021-06-07 02:43:54 +08:00
c9s	f34631c7ae	rbt: add pointer check	2021-06-07 02:43:50 +08:00
c9s	6d2771aca9	rbt: fix rightmost and leftmost	2021-06-07 02:43:43 +08:00
c9s	06bf0d0f2b	rbt: fix rbtree deletion	2021-06-07 02:43:39 +08:00
c9s	103b1ea560	rbt: add rbt insert test	2021-06-07 02:43:34 +08:00
c9s	7512f56b84	rbt: avoid sharing rbtree neel pointer	2021-06-07 02:43:22 +08:00
c9s	f487b53d9e	binance: fix client order id checking	2021-06-07 01:07:00 +08:00
c9s	5fd0ab4cd3	skip client order id when no client order is given	2021-06-07 01:03:21 +08:00
c9s	291fdbaf25	optimize max submit order api priority	2021-06-07 01:03:09 +08:00
c9s	f20e809940	types: add bestBidAndAsk method	2021-06-07 01:02:43 +08:00
c9s	e8205556ff	show bbgo version name	2021-06-07 00:57:47 +08:00
c9s	b60fd9e356	support: fix quantity formatting	2021-06-07 00:57:47 +08:00
c9s	b9584117d6	add QueryLastFundingRate api to binance exchange	2021-06-01 03:15:19 +08:00
c9s	b5c4fc3e4e	fix kline record insert fields	2021-06-01 01:39:23 +08:00
c9s	4bec8984c0	add klines columns	2021-06-01 01:39:23 +08:00
c9s	507ae934c0	compile and update migration package	2021-06-01 01:39:23 +08:00
c9s	f66095eff9	support: add target orders to the orders	2021-06-01 01:39:22 +08:00
c9s	e5db780be8	notify trades and update position	2021-06-01 01:39:22 +08:00
c9s	40c3a5870f	support strategy improvements: ... - add taker buy base volume ratio option - add max base asset balance config - add min quote asset balance config - record orders and trades	2021-06-01 01:39:22 +08:00
c9s	6a999b2906	kline: show taker buy base volume and taker buy quote volume	2021-06-01 01:39:22 +08:00
c9s	4da7d3b50b	fix side effect order type	2021-06-01 01:39:22 +08:00
c9s	bf73def701	binance: embed fixedpoint.Value into binance Balance struct	2021-06-01 01:39:22 +08:00
c9s	e3473572e9	types: add TakerBuyBaseAssetVolume and TakerBuyQuoteAssetVolume fields to kline	2021-06-01 01:39:22 +08:00
c9s	2925a77815	binance: use fixedpoint.Value for parsing floating number string	2021-06-01 01:39:22 +08:00
Jui-Nan Lin	7abd7225e1	fix(ftx): klines should not be empty	2021-05-31 22:56:26 +08:00
c9s	7ff4051c61	binance: fix websocket handshake	2021-05-30 18:20:14 +08:00
c9s	0b935eff4f	fix connection lock call	2021-05-30 18:14:22 +08:00
c9s	69e76485c5	xbalance: fix ticker usage	2021-05-30 18:06:31 +08:00
Yo-An Lin	406f592963	Merge pull request #258 from c9s/feature/okex ... feature: add okex exchange user data stream and public stream	2021-05-30 16:21:12 +08:00
c9s	8d12c9262f	okex: move connection context cancel calls	2021-05-30 15:54:31 +08:00
c9s	d6bd33a682	okex: remove unused code	2021-05-30 15:53:43 +08:00
c9s	d112dbb1a4	binance: check connCancel only when new context is allocated	2021-05-30 15:53:01 +08:00
c9s	f9d4068145	binance: pull out listen key from stream and reduce critical section	2021-05-30 15:51:25 +08:00
c9s	d863766e00	fix quote quantity alignment	2021-05-30 15:51:00 +08:00
c9s	c84d59734c	clear all trades before running backtests	2021-05-30 15:25:00 +08:00
c9s	3aa36b5989	refactor and fix backtest for user data stream and market data stream	2021-05-30 15:08:11 +08:00
c9s	38fd5422ab	xmaker: use uncovered position	2021-05-30 14:46:48 +08:00
c9s	1a05f6fbd4	okex: pull read timeout and adjust to 30 seconds	2021-05-30 00:32:06 +08:00
c9s	9a68cfd288	xmaker: fix trade checking	2021-05-30 00:11:35 +08:00
c9s	d962dbe542	adjust read timeout	2021-05-29 20:40:47 +08:00
c9s	70284a8c0f	xmaker: move notify trade	2021-05-29 01:41:29 +08:00
c9s	3789315214	show accumulated net profit	2021-05-29 01:38:44 +08:00
c9s	df10e175f9	xmaker: fix wording	2021-05-29 01:32:33 +08:00
c9s	e2561bde96	xmaker: add NotifyTrade option	2021-05-29 01:31:13 +08:00
c9s	65a38e56b8	slacknotifier: spawn notify worker as a go routine	2021-05-29 01:30:57 +08:00
c9s	6e0bc7c1e2	xmaker: use trade channel to buffer trades	2021-05-29 01:03:43 +08:00
c9s	33db0b5c6f	xmaker: add trade stores for trade buffering	2021-05-29 00:28:13 +08:00
c9s	426a6157af	okex: fix ping connection lock	2021-05-29 00:27:28 +08:00
c9s	64b9c78a5b	okex: fix order detail segmentation	2021-05-29 00:27:05 +08:00
c9s	2a5ef30135	add ping worker to max	2021-05-29 00:26:53 +08:00
c9s	e11553139e	binance: make convert functions private	2021-05-29 00:26:39 +08:00
c9s	8d31435ded	add trade store	2021-05-29 00:25:23 +08:00
c9s	f49490f986	fix websocket ping/pong issue	2021-05-28 23:34:21 +08:00
c9s	002b28f75a	okex: implement candlestick api and improve kline console format	2021-05-28 20:51:10 +08:00
c9s	5f18b89dfa	if publicOnly is set, we should not connect user data stream	2021-05-28 19:01:55 +08:00
c9s	f190b1e66a	fix market data stream initialization	2021-05-28 03:17:46 +08:00
c9s	d932a686a0	fix strategy market data stream usage	2021-05-28 03:15:29 +08:00
c9s	4f16f6b1f8	fix market data stream usage	2021-05-28 03:13:50 +08:00
c9s	b430128ba1	okex: fix okex order cancellation	2021-05-28 03:05:59 +08:00
c9s	29304d14ba	okex: implement submit orders and cancel order api	2021-05-28 02:45:09 +08:00
c9s	6407eab9c1	okex: convert order details into trades and orders	2021-05-28 02:21:35 +08:00
c9s	19b700dfba	okex: parse and convert account information	2021-05-28 01:14:11 +08:00
c9s	777701c0cb	add userdatastream cmd for testing private stream	2021-05-28 00:47:34 +08:00
c9s	545d0f18e3	okex: handle kline close event	2021-05-27 18:43:42 +08:00
c9s	2844b7c3a7	okex: add kline command for testing kline data	2021-05-27 18:35:34 +08:00
c9s	76048633cc	okex: support websocket candle data	2021-05-27 17:55:23 +08:00
c9s	4fdd9d5097	okex: convert interval to candle types	2021-05-27 17:40:24 +08:00
c9s	1d400e281c	okex: convert book data to book snapshot and book update	2021-05-27 16:01:15 +08:00
c9s	884e764fe7	okex: order book parsing	2021-05-27 15:48:51 +08:00
c9s	03431da00c	okex: remove private dial method	2021-05-27 15:16:01 +08:00
c9s	f4f4304df6	move Dial method to StandardStream	2021-05-27 15:14:58 +08:00
c9s	7d62a7634b	set market data stream to public	2021-05-27 15:11:44 +08:00
c9s	b7c87c7744	core: move market data subscription to market data stream	2021-05-27 15:09:18 +08:00
c9s	45f1a13870	rename Stream field to UserDataStream and add MarketDataStream	2021-05-27 14:45:06 +08:00
c9s	18045bb1e7	Move ReconnectC to the StandardStream	2021-05-27 14:42:14 +08:00
Yo-An Lin	7804415873	Merge pull request #254 from c9s/feature/okex ... feature: add okex exchange	2021-05-27 01:28:41 +08:00
Yo-An Lin	930467d9c6	Merge pull request #257 from jnlin/ftx/symbol-map ... feat(ftx): use go generate to build symbol map	2021-05-27 01:28:10 +08:00
c9s	8c50ce725c	add stream callbacks	2021-05-27 01:07:38 +08:00
c9s	2538824661	okex: implement basic stream	2021-05-27 01:07:25 +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	18daf54500	ftx: add LocalSymbol to test	2021-05-27 00:27:46 +08:00
c9s	5becfb99e6	okex: implement query account balance	2021-05-27 00:24:16 +08:00
c9s	859eaf3c2a	okex: add trade service function skeletons	2021-05-27 00:05:43 +08:00
c9s	c6c353b29a	okex: implement QueryTickers	2021-05-27 00:05:43 +08:00
c9s	c9aa0df054	gensymbols to generate spot symbol map	2021-05-27 00:05:43 +08:00
c9s	d8c6545d2d	okex: implement query ticker	2021-05-27 00:05:43 +08:00
c9s	3511bcf13f	okex: move go generate to the convert file	2021-05-27 00:05:43 +08:00
c9s	364e6fc990	okex: add local symbol convert function	2021-05-27 00:05:43 +08:00
c9s	016c60796d	pull out BNB currency string	2021-05-27 00:05:43 +08:00
c9s	ea78c0308b	add LocalSymbol field for exchange specific symbol	2021-05-27 00:05:43 +08:00
c9s	97b377da0a	okex: implement query markets	2021-05-27 00:05:43 +08:00
c9s	4ded82c94e	pull out types.Exchange interfaces to make it minimal	2021-05-27 00:05:43 +08:00
c9s	c8cb75cabc	add funding rate api support	2021-05-27 00:05:43 +08:00
c9s	1fb456d8ad	add Stringer interface to fixedpoint	2021-05-27 00:05:43 +08:00
c9s	2bd79bcaf0	okex: add PublicDataService NewGetInstrumentsRequest	2021-05-27 00:05:43 +08:00
c9s	365b4c3837	okex: refactor trade service and fix order details api	2021-05-27 00:05:43 +08:00
c9s	5f8108f93e	okex: add GetPendingOrderRequest	2021-05-27 00:05:43 +08:00
c9s	172239ddf6	okex: add order detail request	2021-05-27 00:05:43 +08:00
c9s	7e97163207	okex: implement batch place and batch cancel orders	2021-05-27 00:05:43 +08:00
c9s	1acbaefcd9	okex: implement place order and cancel order requests	2021-05-27 00:05:43 +08:00
c9s	b1aadb4bf0	okex: parse numbers as fixedpoints	2021-05-27 00:05:43 +08:00
c9s	8842208441	okex: add market ticker api support	2021-05-27 00:05:43 +08:00
c9s	e678289577	implement okex balances endpoint	2021-05-27 00:05:43 +08:00
c9s	fe269fd93d	okex: implement base rest client	2021-05-27 00:05:43 +08:00
c9s	36071d6649	move MillisecondsJitter to the util package	2021-05-26 23:41:45 +08:00
c9s	9d7f147fbf	fix address UnmarshalJSON	2021-05-26 23:37:08 +08:00
c9s	967c7e9f9d	xbalance: add withdrawal options	2021-05-26 23:24:05 +08:00
c9s	8781902b68	xmaker: fix stop hedge balance condition	2021-05-26 23:05:41 +08:00
Jui-Nan Lin	72e7915d8d	feat(ftx): use go generate to build symbol map	2021-05-26 20:53:51 +08:00
zenix	698ec9911f	Fix error formating on depth load fail	2021-05-26 00:57:35 +00:00
zenix	3d2a27fc10	Fix: nil pointer exception in indicator creation, add stoch util func	2021-05-26 00:20:31 +00:00
c9s	9c331063f4	improve depth error messages	2021-05-26 01:31:58 +08:00
c9s	06e982124b	fix depth reset	2021-05-26 01:27:42 +08:00
c9s	07ded04a9b	fix depth reset	2021-05-26 01:20:24 +08:00
c9s	44ff833c91	binance: buffer depth events	2021-05-26 01:05:12 +08:00
c9s	edeaa597f1	fix loadDepthSnapshot mutex lock issue	2021-05-26 00:58:40 +08:00
c9s	47bf7a1e03	remove time sleep for depthframe	2021-05-26 00:58:40 +08:00
Yo-An Lin	31871143a0	Merge pull request #249 from jnlin/ftx/websocket-kline ... Implement kline stream and subaccount feature for FTX exchange	2021-05-26 00:31:35 +08:00
Jui-Nan Lin	1dd397f900	fix(ftx): return original symbol if not found (e.g. BTC-PREP)	2021-05-25 23:29:50 +08:00
Jui-Nan Lin	2e749bb7a8	fix(ftx): always update since to avoid infinite loop	2021-05-25 23:21:38 +08:00
Jui-Nan Lin	bca57e017b	fix(ftx): set lastTradeID from options{} to filter trades	2021-05-25 23:14:49 +08:00
Jui-Nan Lin	2fd82ef775	fix(ftx): should use local symbol in fillResponse	2021-05-25 22:43:26 +08:00
Jui-Nan Lin	ab8c1ec18c	fix(ftx): allow subaccount to be empty	2021-05-25 22:12:10 +08:00
c9s	686dcef2c5	binance: fix depth snapshot buffering	2021-05-25 21:36:14 +08:00
Jui-Nan Lin	bee3b913f2	fix(ftx): typo	2021-05-25 21:30:15 +08:00
c9s	d3f06bc9d7	fix binance depth stream buffering	2021-05-25 19:13:10 +08:00
Jui-Nan Lin	1318f221b2	fix(ftx): iterate subscription arraywhile polling klines	2021-05-25 18:37:48 +08:00
c9s	bf684c0a5e	fix empty bids and ask issues	2021-05-25 15:54:41 +08:00
c9s	28c646a4db	reformat code	2021-05-25 01:50:36 +08:00
c9s	c8ca19a298	fixedpoint: fix percentage parsing	2021-05-25 01:36:17 +08:00
Jui-Nan Lin	a7a141c3ea	fix(ftx): rename to pollKLines()	2021-05-24 14:21:40 +08:00
Jui-Nan Lin	239d55ce33	fix(ftx): use ID()	2021-05-24 14:18:40 +08:00
Jui-Nan Lin	9226d086b3	fix(ftx/rest): use Id() to make rest requests	2021-05-24 11:20:39 +08:00
Jui-Nan Lin	7fd3375741	fix(ftx/rest): add Id() for setting restful id	2021-05-24 11:19:30 +08:00
Jui-Nan Lin	2467d3fcf6	fix(ftx): get current kline candle in the beginning	2021-05-24 10:22:48 +08:00
Jui-Nan Lin	ddcd0d3969	fix(ftx): send ctx to handleChannelKlineMessage()	2021-05-24 10:16:17 +08:00
Jui-Nan Lin	64387ed2cb	Merge branch 'main' into ftx/websocket-kline	2021-05-24 10:01:58 +08:00
Jui-Nan Lin	bd9a61ea97	fix(ftx): use select to handle kline message	2021-05-24 10:00:43 +08:00
Jui-Nan Lin	bbeafab59b	fix(ftx): remove unused variables	2021-05-24 09:51:00 +08:00
Jui-Nan Lin	301ed621e6	fix(ftx): use timer.ticker()	2021-05-24 09:45:33 +08:00
Jui-Nan Lin	2394aab32e	fix(ftx): start go routine while connecting to ftx websocket	2021-05-24 09:22:47 +08:00
Jui-Nan Lin	02912f362c	fix(ftx): subscribe channel first to avoid losing order update	2021-05-24 09:21:49 +08:00
c9s	956ef71a48	use stamp time with milliseconds	2021-05-23 01:29:41 +08:00
c9s	fbe850b364	improve floating number formatting	2021-05-23 01:19:26 +08:00
c9s	117b26840e	show net profit margin percentage	2021-05-23 01:17:20 +08:00
c9s	de768296f1	fix rbtree memory error, check neel	2021-05-23 01:12:16 +08:00
c9s	9c70e36e1b	save average cost with feeInQuote in the ApproximateAverageCost	2021-05-23 01:05:11 +08:00
c9s	d2e299a68a	improve position comment	2021-05-23 00:42:57 +08:00
c9s	9efb45b133	reduce side book copy	2021-05-23 00:42:44 +08:00
c9s	9fa10ee1fd	fix rbtree price volume order	2021-05-23 00:42:27 +08:00
c9s	7a653affa6	slice orderbook: do not copy book callbacks	2021-05-23 00:21:57 +08:00
c9s	0061e51dc9	fix rbtree copy depth	2021-05-23 00:21:57 +08:00
なるみ	2052d05bb3	Move Float64Slice to types	2021-05-22 20:20:48 +08:00
c9s	1531f2bb1b	fix rbtree insertion and rotation	2021-05-22 18:11:32 +08:00
c9s	9b9643e1f9	improve order cancellation mechanisim	2021-05-22 17:44:20 +08:00
c9s	289227e5f3	add exists method for active book	2021-05-22 17:44:07 +08:00
c9s	0a908e5dda	fix position test for net profit	2021-05-22 17:43:53 +08:00
c9s	cca3284140	separate net profit and profit	2021-05-22 17:17:37 +08:00
Yo-An Lin	20f02886de	Merge pull request #250 from narumiruna/feature/kd ... feature: add stochastic oscillator (KD) indicator	2021-05-22 16:52:46 +08:00
Yo-An Lin	890323c87b	Merge pull request #251 from narumiruna/fix/kline-window ... fix: KLineWindow	2021-05-22 16:51:53 +08:00
c9s	6df72d54a8	add callbacks	2021-05-22 16:47:34 +08:00
c9s	8acada76a9	replace sliceorderbook with orderbook interface	2021-05-22 16:32:29 +08:00
c9s	cca37d309a	fix rbtree iteration	2021-05-22 14:57:14 +08:00
c9s	fd710d533f	implement tree copy method	2021-05-22 12:18:08 +08:00
c9s	56b2c8845b	fix preorder, postorder and inorder	2021-05-22 11:36:58 +08:00
なるみ	0377a7321e	Rename KD to STOCH	2021-05-22 05:52:10 +08:00
なるみ	b9ced0955d	Fix test	2021-05-22 05:36:38 +08:00
なるみ	25f76235e9	Fix GetHigh, GetLow and Mid	2021-05-22 05:26:27 +08:00
なるみ	50d96f1276	Fix KLineWindow.Tail	2021-05-22 05:22:38 +08:00
なるみ	ec6cbb05aa	Add kd_test.go	2021-05-22 05:00:27 +08:00
なるみ	b82fbbb2ab	Add pop, max, min, sum, mean and tail methods to Float64Slice	2021-05-22 03:28:25 +08:00
なるみ	c58e252ff2	Add stochastic oscillator indicator	2021-05-22 03:24:09 +08:00
Jui-Nan Lin	14abd1436b	fix(ftx): call EmitConnect() after connected	2021-05-21 23:33:05 +08:00
Jui-Nan Lin	dd0bfab292	fix(ftx): call EmitStart() after connected	2021-05-21 23:25:26 +08:00
Jui-Nan Lin	c7f9352e20	fix(ftx): keep in the loop	2021-05-21 23:10:05 +08:00
Jui-Nan Lin	fb47a4882f	fix(ftx): support subaccount in websocket	2021-05-21 23:07:53 +08:00
Jui-Nan Lin	05bde543b7	feat(ftx): emulating kline channel with polling	2021-05-21 23:07:39 +08:00
c9s	09d68057c5	move price volume slice to a separated file	2021-05-21 12:32:47 +08:00
c9s	94fb0e320e	implement RBTree orderbook benchmark	2021-05-21 12:31:18 +08:00
c9s	f6229515ac	fix color ref	2021-05-21 02:18:45 +08:00
c9s	31f9920ddc	fix func comment	2021-05-21 02:17:57 +08:00
c9s	d2003bbc3d	remove unused emit function calls	2021-05-21 02:17:40 +08:00
c9s	d930816672	define RBOrderBook	2021-05-21 02:15:31 +08:00
c9s	be646fbac2	move rbtree to types package	2021-05-21 01:44:53 +08:00
c9s	edf8902b28	implement rbtree delete	2021-05-21 01:36:58 +08:00
c9s	d14137b878	add rbtree functions	2021-05-21 00:10:53 +08:00
c9s	57a78777df	move Time type to types.Time	2021-05-21 00:10:53 +08:00
c9s	4fde442722	Add position Reset function	2021-05-21 00:08:04 +08:00
c9s	d737ab678f	support removing filled orders from the order store	2021-05-21 00:07:43 +08:00
Yo-An Lin	343f184252	Merge pull request #248 from jnlin/fix/ftx-orderid ... fix(ftx): use generated order id if not specified	2021-05-20 01:06:37 +08:00
Jui-Nan Lin	02649bdd63	fix(ftx): use generated order id if not specified	2021-05-19 21:37:29 +08:00
c9s	d1ad802806	improve trade command output layout	2021-05-19 17:54:30 +08:00
c9s	44901572ac	show order id in the slack attachment	2021-05-19 17:21:17 +08:00
c9s	e95429bbc3	binance: save newer events for later usage	2021-05-19 01:02:41 +08:00
c9s	2fddc9166f	show bid/ask volume in the message	2021-05-19 00:41:34 +08:00
c9s	7f86c75360	add CopyDepth for avoid copying the whole book	2021-05-19 00:15:11 +08:00
c9s	34106cf65e	add cpu profile option	2021-05-18 15:38:22 +08:00
c9s	9406682944	improve maxapi websocket reconnect issue	2021-05-18 14:14:58 +08:00
c9s	c3c3c47808	move lock section	2021-05-18 13:59:58 +08:00
c9s	422e85e3a3	twap: fix stop price check	2021-05-18 13:53:51 +08:00
c9s	896518f5c2	check if restQuantity is less than 0	2021-05-18 13:44:57 +08:00
c9s	21f7fa7846	twap: fix tick spread calculation	2021-05-18 13:38:23 +08:00
c9s	b8139e6e86	add xarb strategy	2021-05-18 10:19:35 +08:00
c9s	c4ccd8094f	make max client order id factory public	2021-05-18 09:10:43 +08:00
c9s	e23932f99c	xbalance: add checkOnStart option	2021-05-18 08:32:00 +08:00
c9s	d722b76564	adjust pips by bollband ratio	2021-05-17 23:57:20 +08:00
Yo-An Lin	d1bfeccc72	Merge pull request #246 from jnlin/fix/ftx-symbol ... fix(ftxExchange): setup a symbol mapping table	2021-05-17 21:37:46 +08:00
c9s	1c19c02206	xmaker: fix order submission	2021-05-17 21:33:55 +08:00
Jui-Nan Lin	c0cf529db7	fix(ftx): allow empty TimeInForce to place market orders	2021-05-17 21:05:44 +08:00
c9s	f6f1226bd0	integrate bollband indicator into xmaker	2021-05-17 20:04:13 +08:00
c9s	b8fe100b5e	move balance printing to debug-balance env var	2021-05-17 20:04:13 +08:00
c9s	f80c98b97c	since we always receive balance update from websocket we do not need to subscribe 1m from the maker exchange	2021-05-17 20:04:13 +08:00
c9s	6370b39cde	adjust quantity by max amount if balance is not enough	2021-05-17 20:04:13 +08:00
c9s	c6ae1b54b8	remove redundant word	2021-05-17 20:04:13 +08:00
c9s	a1c888f04b	adjust profit margin percentage precesion	2021-05-17 20:04:13 +08:00
Jui-Nan Lin	31993d7ccf	fix(ftx): update test toGlobalOrderBook	2021-05-17 18:53:43 +08:00
Jui-Nan Lin	316799d5a0	fix(ftxExchange): setup a symbol mapping table ... ftx uses BTC/USDT symbol styles, however bbgo uses the BTCUSDT style We setup a mapping table in Markets() to make conversion	2021-05-17 18:32:29 +08:00
Yo-An Lin	345c3c9e2c	Merge pull request #245 from jnlin/fix/ftx-subaccount	2021-05-17 16:34:05 +08:00
Jui-Nan Lin	2d5ae1dde3	fix(ftxExchange): the env variable is "FTX_ACCOUNT"	2021-05-17 12:42:04 +08:00
c9s	6069102099	fix percentage	2021-05-17 09:02:34 +08:00
c9s	82e85dd27a	add profit margin	2021-05-17 08:59:20 +08:00
c9s	61d95a4c34	render trade time	2021-05-17 00:53:19 +08:00
c9s	45e930a086	use slack attachment title instead of pretext	2021-05-16 18:07:06 +08:00
c9s	e7c718ee15	assign fee rate to position	2021-05-16 17:58:51 +08:00
c9s	187a9c795b	use exchange fee rate as a reference for profit	2021-05-16 17:50:08 +08:00
c9s	d0e4a5e65c	move addTrade lock section	2021-05-16 17:05:12 +08:00
c9s	e636a5008d	replace Exchange field type with ExchangeName	2021-05-16 17:02:23 +08:00
c9s	0a016cba75	split maker fee and taker fee	2021-05-16 16:50:26 +08:00
c9s	491c4bbada	fixedpoint: support percentage parsing	2021-05-16 15:16:04 +08:00
c9s	a4381a54a3	add fee rate field	2021-05-16 15:03:36 +08:00
c9s	5c10f8a4e2	binance: call set server time service	2021-05-16 15:03:31 +08:00
c9s	fad1e39bba	update state asset name for legacy caches	2021-05-16 01:22:55 +08:00
c9s	b4f6653ccc	prefer PlainText interface over String interface	2021-05-16 01:21:35 +08:00
c9s	f176afee6f	remove duplicated notify	2021-05-16 01:18:54 +08:00
c9s	c9cdf31df1	add pnl emoji	2021-05-16 01:16:03 +08:00
c9s	6f79a7eea8	improve support strategy messages	2021-05-16 01:07:53 +08:00
c9s	f28cc18ce4	support: check target quantity and min notional	2021-05-16 01:04:46 +08:00
c9s	9aaad2d28c	add emoji icons to the messages	2021-05-16 01:03:28 +08:00
c9s	933765defb	add State PlainText method test	2021-05-16 00:59:57 +08:00
c9s	2652bee83b	remove arrow from the message text	2021-05-16 00:52:53 +08:00
c9s	f09e248c02	improve slack attachment title	2021-05-16 00:51:51 +08:00
c9s	16fbbd0e4b	notify transfer states	2021-05-16 00:51:12 +08:00
c9s	40b5baeda7	add maxDailyAmountOfTransfer check	2021-05-16 00:50:15 +08:00
c9s	942eaac659	improve message formatting	2021-05-16 00:45:08 +08:00
c9s	8eb8a3de72	refactor state functions	2021-05-16 00:32:27 +08:00
c9s	ca10135646	translate WithdrawalRequest to slack attachment	2021-05-16 00:03:19 +08:00
c9s	e0d3b7a418	fix message formating	2021-05-15 23:55:13 +08:00
c9s	1f449eca7f	implement SlackAttachment interface on Position	2021-05-15 23:50:03 +08:00
c9s	a582fdbfa7	xbalance: add jitter and notification messages	2021-05-15 10:42:16 +08:00
c9s	c85456b8e8	lock position for fetching base quantity	2021-05-15 10:06:48 +08:00
c9s	531799bdfb	use mutex composition since we may lock from out side	2021-05-15 10:05:39 +08:00
c9s	8071559f99	position: use pointer receiver	2021-05-15 10:02:04 +08:00
c9s	a636cdaec9	add mutex to Position since position could be changed from 2 goroutine	2021-05-15 10:01:41 +08:00
c9s	aa340f0db3	always check restQuantity	2021-05-15 10:00:32 +08:00
c9s	638cc40516	fix notification arguments	2021-05-15 09:59:17 +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	ae256ce9d3	add more quantity adjustment fix	2021-05-15 09:23:41 +08:00
c9s	356a8b77ac	adjust updateLimiter to 3 seconds one time	2021-05-15 09:20:46 +08:00
c9s	445feb016a	support price ticks option	2021-05-14 15:35:11 +08:00
c9s	a2bcfc8630	fix bollgrid function call	2021-05-14 15:34:58 +08:00
c9s	e3cb2ad86c	fix telegram arguments index update	2021-05-14 14:57:22 +08:00
c9s	abd6f4c7ef	rename bbgo.AdjustQuantityByMaxAmount to bbgo.AdjustFloatQuantityByMaxAmount	2021-05-14 14:53:26 +08:00
c9s	f1fe492117	improve string format	2021-05-14 14:53:26 +08:00
c9s	66bc06bc5f	add more order execution parameter checks	2021-05-14 14:53:26 +08:00
c9s	bb34b1002a	improve order execution graceful shutdown	2021-05-14 14:53:26 +08:00
c9s	dc040bb82b	improving logs	2021-05-14 14:53:26 +08:00
c9s	f69cbe9c31	add basic TwapExecution	2021-05-14 14:53:26 +08:00
c9s	c8b97629e0	add NumOfOrders method on active book	2021-05-14 14:53:26 +08:00
c9s	c520cfa540	xmaker: fix price calculation	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
Yo-An Lin	2aea0dee4f	Merge pull request #230 from LarryLuTW/bollgrid-enhance ... bollgrid: generate the last order if balance is not enough	2021-05-14 11:51:25 +08:00
Lee	d1cef15f75	Fix: Correct the Order FILLED event on binance	2021-05-13 00:41:23 +08:00
Larry850806	4b53b3c96a	bollgrid: generate the last order if balance is not enough	2021-05-12 20:45:54 +08:00
c9s	3becb32843	bump version to v1.16.0	2021-05-12 19:41:03 +08:00
c9s	a49cf531b5	fix cross exchange order executor for the basic risk control	2021-05-12 19:02:09 +08:00
Yo-An Lin	dcd66d3449	Merge pull request #235 from jessy1092/binance_parser ... Fix: Correct the binance executionReport parser	2021-05-12 19:01:14 +08:00
Lee	b0e71e4258	Fix: Correct the binance executionReport parser ... Let JSON parse to be explicit for prevent Unmarshal case-insensitive issue	2021-05-12 18:45:16 +08:00
Yo-An Lin	4028c39dbf	Merge pull request #234 from narumiruna/fix/macd-vwap-test-case	2021-05-12 16:52:49 +08:00
なるみ	f1d88188e8	Fix test case	2021-05-12 14:39:10 +08:00
c9s	aa6520ec18	improve error messages	2021-05-12 12:54:46 +08:00
c9s	98e0390c1d	improve slack notification	2021-05-12 12:43:03 +08:00
c9s	807c049d63	refactor notifiers and add liquidity field to the trade	2021-05-12 12:37:48 +08:00
c9s	85e1b6b1c7	move field assignment	2021-05-12 12:05:54 +08:00
c9s	df11112d64	refactor exchange session initialization	2021-05-12 12:05:54 +08:00
c9s	8d63647104	assign session.Withdrawal	2021-05-12 12:05:54 +08:00
c9s	29b7326f19	add withdrawal property to the exchange session	2021-05-12 12:05:54 +08:00
Yo-An Lin	ca0061856d	Merge pull request #231 from zenixls2/binance_cancel	2021-05-12 09:25:34 +08:00
Yo-An Lin	3b61a16a81	Merge pull request #227 from narumiruna/feature/add-ad-indicator	2021-05-12 09:22:09 +08:00
Yo-An Lin	037f564b03	Merge pull request #226 from narumiruna/feature/add-obc-indicator	2021-05-12 09:21:27 +08:00
c9s	fd6fe56f32	implement withdrawal request on binance	2021-05-12 02:15:22 +08:00
c9s	9ff7b62123	add xbalance strategy	2021-05-12 01:21:40 +08:00
c9s	1e3e570edb	add ExchangeWithdrawalService interface	2021-05-12 01:21:21 +08:00
c9s	ff7ead9bdf	fix max withdrawal address bug	2021-05-12 01:21:04 +08:00
c9s	61319fb4ff	implement Withdrawal method on max exchange	2021-05-12 00:23:13 +08:00
c9s	0b7c9a1437	implement withdrawal request api	2021-05-11 22:35:31 +08:00
c9s	f197a0fc4f	improve log messages	2021-05-11 15:57:44 +08:00
c9s	9d53adc6ef	xmaker: ignore self trade	2021-05-11 15:56:46 +08:00
zenix	ba091dccf6	Fix: binance's cancel update is sent through New status with 0 quantity	2021-05-11 06:57:09 +00:00
c9s	610c33b819	improve support quantity for spot session	2021-05-11 13:25:29 +08:00
c9s	15086996e4	add balance warning	2021-05-11 12:53:32 +08:00
c9s	5f8e3259eb	add stopHedgeQuoteBalance and stopHedgeBaseBalance	2021-05-11 12:47:45 +08:00
c9s	d2a770bc05	adjust second layer price according to the pips	2021-05-11 01:06:39 +08:00
c9s	b86ed36aa2	calculate price by depth	2021-05-11 00:58:11 +08:00
c9s	4429a29c29	disable hedge quote adjustment	2021-05-11 00:10:49 +08:00
c9s	fa3ca54a55	improve warning messages	2021-05-10 23:52:17 +08:00
c9s	fe4e4bf5ea	use bbgo.AdjustQuantityByMaxAmount	2021-05-10 23:50:19 +08:00
c9s	b16d2553b5	remove floating point	2021-05-10 23:49:25 +08:00
c9s	1f9558cd64	use local timezone	2021-05-10 23:27:08 +08:00
なるみ	7cc5485bff	Add ad indicator	2021-05-10 20:39:27 +08:00
c9s	af8f718228	add more pnl details to the state	2021-05-10 20:22:33 +08:00
c9s	95d58e9385	adjust hedge quantity according to the hedge account balances	2021-05-10 20:13:23 +08:00
なるみ	f82a344964	Rename test function	2021-05-10 18:16:12 +08:00
なるみ	67f66153ab	Add obv test	2021-05-10 17:46:46 +08:00
なるみ	a2d7a40147	Add obv indicator	2021-05-10 17:17:50 +08:00
c9s	c1ea9ff9ed	xmaker: move cancel order calls to the go routine	2021-05-10 13:18:57 +08:00
c9s	c90871fb39	implement pending removal order ids	2021-05-10 13:06:23 +08:00
c9s	ddab6083d4	xmaker: support quantity scale	2021-05-10 02:52:41 +08:00
c9s	dde998aced	fix graceful shutdown	2021-05-10 02:17:19 +08:00
c9s	405f9c863f	xmaker: call cancel orders everytime	2021-05-10 01:47:17 +08:00
c9s	ce63641d70	print otp auth guide when session is loaded	2021-05-10 01:38:19 +08:00
Yo-An Lin	8a9fe7ea23	Merge pull request #221 from frankurcrazy/fix/skip-cancel-profit-order-on-graceful-exit ... fix(bollgrid): skip canceling profit orders on graceful exit	2021-05-10 01:11:20 +08:00
c9s	8995300cbe	use go routine to send message so that we wont be blocked	2021-05-10 00:02:08 +08:00
c9s	0307a740e3	calculate accumulatedProfit	2021-05-09 23:56:54 +08:00
c9s	a98fbeea77	reduce notify calls	2021-05-09 21:14:51 +08:00
c9s	3f8f5616d7	add more order info the local order book printing	2021-05-09 20:03:16 +08:00
c9s	2f326d0fed	xmaker: add interval jitter	2021-05-09 20:03:06 +08:00
c9s	c278cdbf30	improve order sync map lock handling	2021-05-09 19:50:26 +08:00
c9s	74e01ce444	fix order waiting for graceful shutdown	2021-05-09 19:44:51 +08:00
c9s	e06310da26	print unhandled order status	2021-05-09 19:44:43 +08:00
c9s	ff90a704d9	fix fixedpoint format	2021-05-09 19:40:56 +08:00
c9s	e35eef2b72	fix message formatting	2021-05-09 19:15:37 +08:00
c9s	9525a334d2	add more fix	2021-05-09 19:04:44 +08:00
c9s	1b454be0f3	fix quote quantity label	2021-05-09 18:58:05 +08:00
c9s	b343ecad61	xmaker: add more helpful messages	2021-05-09 18:55:56 +08:00
c9s	dc282182a5	fix xmaker order cancellation in the graceful shutdown	2021-05-09 18:48:25 +08:00
c9s	569bbfea54	use new bbgo position for calculating profits	2021-05-09 18:46:09 +08:00
c9s	f44d85d704	fix QuantityMultiplier	2021-05-09 18:33:11 +08:00
c9s	c0f12cf452	xmaker: add active maker order cancellation check	2021-05-09 18:32:29 +08:00
なるみ	52248fcf2e	feature: add MACD indicator (#219)	2021-05-09 00:56:44 +08:00
Frank Chang	da0ea3d390	fix(bollgrid): skip canceling profit order on graceful exit ... profit orders shouldn't be canceled on graceful exit unless properly persisted. a new strategy parameter `shutdownCancelProfitOrders` is added. Issue: #220	2021-05-08 15:19:04 +08:00
なるみ	3f39131d76	feature: add volume weighted average price (vwap) indicator (#211)	2021-05-08 02:09:45 +08:00
c9s	fd7081e96f	bump version to v1.15.5	2021-05-08 01:11:31 +08:00
c9s	d01abffde3	add todo for the backtest trades	2021-05-08 01:09:06 +08:00
c9s	13d9f2ba49	grid: fix order generator checking	2021-05-08 01:00:57 +08:00
c9s	a94c42d9c2	grid: improve error messages	2021-05-08 00:59:30 +08:00
c9s	ee68deb114	apply limit param to the queries	2021-05-08 00:57:25 +08:00
c9s	d8d2e17b9e	fix backtest exchange query klines methods	2021-05-08 00:57:12 +08:00
c9s	6bbd66a4f9	split environment start and init	2021-05-08 00:45:24 +08:00
c9s	14eedecd0e	fix backtest sync from time	2021-05-08 00:44:43 +08:00
c9s	61ad2b6567	emit start callback for backtest	2021-05-08 00:43:53 +08:00
c9s	3501e8f5fd	refactor backtest, add BootstrapBacktestEnvironment	2021-05-08 00:14:25 +08:00
c9s	f67075c818	bump version to v1.15.4	2021-05-07 14:08:11 +08:00
c9s	858d6bdf05	grid: adjust callback registration ordering	2021-05-07 02:14:35 +08:00
c9s	494a270c54	insert trades to db only when backtest service is nil	2021-05-07 01:50:38 +08:00
c9s	584a4c2ef8	move fiat currency definition out	2021-05-07 01:30:09 +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	03cee5eb0b	apply types.ExchangeMAX	2021-05-05 16:57:01 +08:00
c9s	859bf35255	set sync-from from config by default	2021-05-05 16:45:17 +08:00
c9s	a70d5cbcdc	fix kline sync conditions	2021-05-05 16:33:15 +08:00
c9s	d85037f9ea	add binance kline query documentation	2021-05-05 16:23:46 +08:00
c9s	1ad8b0b641	remove unused SourceDir func	2021-05-04 01:06:20 +08:00
c9s	0fbc388333	add --webserver-bind option and add option to --enable-webserver	2021-05-03 17:24:39 +08:00
Larry850806	f1309c46fc	bollgrid: check balance before submit reverse order	2021-05-03 16:18:58 +08:00
c9s	50db944053	fix initSymbol stages	2021-05-02 23:58:34 +08:00
c9s	2230c56e56	fix comment warning	2021-05-02 23:48:53 +08:00
c9s	2ef13293e9	fix IDE warnings	2021-05-02 23:47:57 +08:00
c9s	5ec0566888	add more injection checks	2021-05-02 23:46:16 +08:00
c9s	822a010932	add moving average configuration to the schedule strategy	2021-05-02 20:58:32 +08:00
c9s	e29d9af9c8	fix persistence config unmarshalling	2021-05-02 18:16:34 +08:00
c9s	20d673f769	add schedule strategy	2021-05-02 18:03:41 +08:00
c9s	8fea2022e5	adjust rate limit for backtest data syncing	2021-05-02 17:46:08 +08:00
c9s	471e0a4c45	pass string format quantity and price	2021-04-28 19:48:17 +08:00
c9s	9f77236999	fix and improve position accessor	2021-04-28 19:32:49 +08:00
c9s	e87c2e271f	add broker id on max	2021-04-28 19:24:07 +08:00
c9s	5d2296eddd	extract client order id generation	2021-04-28 19:20:55 +08:00
c9s	36beabaa0b	bump version to v1.15.3	2021-04-28 18:00:23 +08:00
c9s	70a53ed286	make config compatible with key 'strategies'	2021-04-28 17:58:50 +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
zenix	2d6eb02e6c	compile and update migration package	2021-04-21 11:21:15 +09:00
Larry850806	453a906a5a	bollgrid: use onStart instead of onConnect	2021-04-15 15:51:23 +08:00
Larry850806	980f1ae3e7	bollgrid: submit buy/sell orders separately	2021-04-15 12:31:18 +08:00
Larry850806	aa950b3dc4	bollgrid: track createdOrders when error occurs	2021-04-15 12:31:18 +08:00
Larry850806	a80afff0c2	grid: track createdOrders when error occurs	2021-04-15 12:31:18 +08:00
Wei-Ning Huang	e7961be86a	binance: set TimeInForce to GTC by default for limit orders ... Binance does not allow submitting order without TimeInForce set for certain order types. Set TimeInforce to GTC (Good-Til-Cancel) by default.	2021-04-14 09:49:03 +08:00
David Chang	f884fcd45c	fix: add ioc trade type to order type	2021-04-12 14:35:46 +08:00
David Chang	0db2cc2c96	fix: add ioc trade type to order type	2021-04-12 09:35:59 +08:00
David Chang	c9198d498e	feature: add ioc order type support to max exchange	2021-04-11 12:29:23 +08:00
c9s	2ec4617694	add SyncService check	2021-04-09 12:44:30 +08:00
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
Yo-An Lin	435f7fb12e	Merge pull request #190 from jnlin/feat/telegram-group ... feat: allow telegram bot send to group	2021-04-04 11:21:20 +08:00
c9s	13a8597d59	add MaxExposurePosition settings	2021-04-04 11:14:09 +08:00
Jui-Nan Lin	1b953d88d4	feat: allow bot send to group	2021-04-03 12:50:13 +08:00
Larry850806	6718aace8c	Add validation for support strategy	2021-04-02 10:32:38 +08:00
Larry850806	53133851cc	Add validation for grid strategy	2021-04-02 10:32:38 +08:00
Larry850806	2c41ec28ae	Add validation for bollgrid strategy	2021-04-02 10:32:34 +08:00
Larry850806	dbf5d27f30	Add a validator interface to validate strategy before run	2021-04-02 10:12:55 +08:00
ycdesu	1e3ce81c06	ftx: pull out map	2021-04-01 11:55:27 +08:00
ycdesu	a659bacb0d	ftx: remove back slash from symbol	2021-04-01 11:54:16 +08:00
ycdesu	28c9ac95ac	ftx: query kline using rest api	2021-03-31 18:09:13 +08:00
ycdesu	f912fde6e3	ftx: panic if subscribe unsupported channel	2021-03-29 22:11:39 +08:00
ycdesu	66f165584f	fix: make since/until optional	2021-03-29 22:11:39 +08:00
ycdesu	f526a937d1	ftx: websocket keepalive	2021-03-29 22:11:39 +08:00
ycdesu	53c9b0a606	ftx: remove redundant abstraction	2021-03-29 22:11:39 +08:00
ycdesu	e152aa1036	ftx: trade update	2021-03-29 22:11:39 +08:00
ycdesu	f345730778	ftx: handle err response	2021-03-29 22:11:38 +08:00
ycdesu	9c4ccbd6e2	ftx: subscribe order update	2021-03-29 22:11:38 +08:00
ycdesu	34ea325499	ftx: refactor websocket_messages structs	2021-03-29 22:11:38 +08:00
ycdesu	d3cdd3c2a6	ftx: define order update response	2021-03-29 22:11:38 +08:00
ycdesu	2e2ae46bae	ftx: subscribe order update	2021-03-29 22:11:38 +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	34548f185c	ftx: add missing ftx case	2021-03-27 17:00:55 +08:00
ycdesu	691251169d	ftx: define ws login request	2021-03-27 16:58:51 +08:00
ycdesu	3bcd5a8e83	ftx: null guard in close	2021-03-27 09:54:12 +08:00
ycdesu	9e77b3afd8	ftx: support queryTrades method	2021-03-26 00:43:15 +08:00
c9s	c82df27cf3	grid: fix message format	2021-03-25 15:22:52 +08:00
c9s	13af4505f7	bump version to v1.15.2	2021-03-25 13:41:44 +08:00
c9s	129b25d86e	fix persistence key	2021-03-25 13:18:38 +08:00
c9s	89c01adf60	xmaker: fix state passing for persistence	2021-03-25 13:16:48 +08:00
c9s	121a679d4a	fix margin struct tag	2021-03-25 13:16:27 +08:00
c9s	8122fddd02	add exchange field to binance trades and binance orders	2021-03-24 17:51:19 +08:00
YC	80e5144950	Merge pull request #184 from c9s/ftx/add-missing-query-string	2021-03-24 16:26:33 +08:00
ycdesu	241f1ee9de	ftx: support lastOrderID	2021-03-23 22:27:11 +08:00
ycdesu	17b6122cf8	ftx: assign query string to order/wallet requests	2021-03-23 22:26:18 +08:00
ycdesu	bce749c13b	ftx: add missing query string	2021-03-23 22:25:57 +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	cbd43c159f	bump version	2021-03-23 21:52:42 +08:00
c9s	29f77c2176	add environ.DatabaseService nil check for backtest	2021-03-22 22:48:43 +08:00
c9s	3a842836cd	bump version	2021-03-22 18:51:32 +08:00
c9s	5de221524f	adjust state and reset per day	2021-03-22 18:48:18 +08:00
c9s	6c8babfb27	allow public session	2021-03-22 17:40:17 +08:00
c9s	67bfc508c8	max: remove unnecessary log	2021-03-22 17:40:00 +08:00
c9s	2b27815929	move out groupID to the maxapi package	2021-03-22 17:32:22 +08:00
c9s	706b38efa3	gap: finalize the implementation	2021-03-22 17:32:22 +08:00
c9s	111b3ba036	max: improve multi-order request	2021-03-22 17:32:22 +08:00
c9s	3c5071b87e	use uint32 for groupID	2021-03-22 17:32:22 +08:00
c9s	cd5ac1ddf5	fix convert for limit maker	2021-03-22 17:32:22 +08:00
c9s	865dda14f5	gap: accumulate fee	2021-03-22 17:32:22 +08:00
c9s	24c4d05e91	max: load websocket base url from the env var	2021-03-22 17:32:21 +08:00
c9s	088b22f338	support bbgo-no-cache option	2021-03-22 17:32:21 +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	d2a5a755be	ftx: implement queryMarket	2021-03-21 13:06:46 +08:00
ycdesu	14652c6918	ftx: define market request	2021-03-21 13:06:46 +08:00
ycdesu	c30a026243	ftx: support market cmd	2021-03-21 13:06:46 +08:00
Yo-An Lin	1293dbb64b	Merge pull request #180 from c9s/strategy/xmaker ... feature: add strategy xmaker	2021-03-21 13:00:00 +08:00
c9s	814a77ea39	xmaker: improve balance checking	2021-03-21 12:55:33 +08:00
c9s	2a067e5cb4	add more balance check for hedging	2021-03-21 12:55:33 +08:00
c9s	1f744b0fa5	convert limit maker type to post only	2021-03-21 12:55:33 +08:00
c9s	837934e690	add post_only order type	2021-03-21 12:55:33 +08:00
c9s	6b877e1394	add limit maker order type	2021-03-21 12:55:33 +08:00
c9s	4e3f325bb6	first commit of xmaker strategy from mobydick	2021-03-21 12:55:33 +08:00
ycdesu	04870acbab	fixedpoint: get num of fractional parts	2021-03-21 12:52:45 +08:00
c9s	cf1262c1a9	update version.go	2021-03-21 10:20:00 +08:00
c9s	ca27bf100d	grid: use instance id for persistence	2021-03-20 23:07:04 +08:00
c9s	ef8543db8a	show accumulative arbitrage profit in the message	2021-03-20 23:05:11 +08:00
c9s	b4083bdf10	fix fee calc tests	2021-03-20 22:59:53 +08:00
c9s	a52101b163	remove bps from the fee calc	2021-03-20 22:53:14 +08:00
c9s	d97275e408	query max account fee from the vip level api	2021-03-19 17:06:48 +08:00
YC	062a008674	Merge pull request #174 from c9s/ftx/fix-placeorder-init	2021-03-19 10:35:54 +08:00
ycdesu	a7bdcdff38	fix: fix placeorder cmd	2021-03-19 10:07:39 +08:00
ycdesu	c8447663db	refactor: use fixedpoint to store fee	2021-03-19 08:49:24 +08:00
ycdesu	83ae943a4f	ftx: calculate commission	2021-03-18 23:58:28 +08:00
ycdesu	a62481590e	ftx: support PlatformCurrency	2021-03-18 23:58:28 +08:00
ycdesu	8a75b21a38	ftx: support account info	2021-03-18 23:53:55 +08:00
Yo-An Lin	9e596a0f63	Merge pull request #171 from c9s/feature/grid-profit-notification ... strategy: calculate grid arbitrage profit per order	2021-03-18 18:19:09 +08:00
c9s	dffd9fc980	add VipLevel api query support	2021-03-18 17:58:18 +08:00
c9s	890324a4ad	maxapi: add VipLevel	2021-03-18 17:58:18 +08:00
c9s	761d51597d	add todo fee rate here	2021-03-18 17:48:05 +08:00
c9s	4975fb5498	track arbitrage orders	2021-03-18 17:20:21 +08:00
c9s	a95c3b94a0	core: set default store ID	2021-03-18 17:20:07 +08:00
c9s	0e6918a352	grid: add profit field	2021-03-18 15:46:14 +08:00
Yo-An Lin	40b376802e	Merge pull request #168 from c9s/feature/mark-trade-strategy	2021-03-18 10:31:59 +08:00
Yo-An Lin	06381c250b	Merge pull request #165 from Larry850806/remove-useless-code-in-balances-cmd	2021-03-18 10:31:41 +08:00
Larry850806	28f4584191	Use empty config if config file doesn't exist	2021-03-18 10:04:41 +08:00
c9s	cad8349a1a	remove state OrderStateFinalizing from the order state ... since we are only interested in the closed orders	2021-03-18 01:15:49 +08:00
c9s	dd87bde785	fix reward sync time range issue	2021-03-18 01:15:38 +08:00
c9s	85b6cb81a2	make local active orderbook json marshallable	2021-03-18 01:15:06 +08:00
c9s	8d784576cd	put state vars into the state struct for persistence	2021-03-18 01:14:56 +08:00
c9s	72c1f55b70	fix grid price calculation	2021-03-18 00:46:25 +08:00
c9s	4a415a43b3	fix reward query	2021-03-18 00:46:10 +08:00
c9s	90477826cf	implement byte parser for fixedpoint parsing	2021-03-17 22:20:25 +08:00
ycdesu	4a5a53ea28	ftx: support queryClosedOrders	2021-03-17 21:26:25 +08:00
Larry850806	4dc478590f	Remove configuring database in balances cmd	2021-03-17 14:35:00 +08:00
ycdesu	54ca62ac5c	ftx: define ordersHistory in rest client	2021-03-17 08:18:37 +08:00
ycdesu	342b0dd1dd	ftx: cancel orders	2021-03-16 22:36:44 +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	216c12b49e	backup and restore position	2021-03-16 20:07:54 +08:00
c9s	a1667010eb	fix filled grid map assignment	2021-03-16 20:05:03 +08:00
c9s	714d61a829	add grid restore behavior	2021-03-16 20:04:06 +08:00
c9s	8c08cfebb7	rename MarkStrategyID to just Mark	2021-03-16 14:07:47 +08:00
Yo-An Lin	f5b65e795e	Merge pull request #160 from c9s/feature/grid-options	2021-03-16 12:59:14 +08:00
c9s	ebcef65b01	mark trades with the strategy ID	2021-03-16 10:58:51 +08:00
c9s	478bef526d	copy the position object and send notification	2021-03-16 02:22:00 +08:00
c9s	98995bc75c	use debug log for skipping filled grid	2021-03-16 02:21:46 +08:00
c9s	f56df038aa	fix position and add catchup mode for grid strategy	2021-03-16 02:18:17 +08:00
c9s	60aa7df69a	adjust withdraw/deposit query limit since there are no many in most cases	2021-03-16 02:14:24 +08:00
c9s	40fded70b2	reformat scale.go	2021-03-16 02:14:10 +08:00
c9s	c5eb6483a5	integrate QueryTicker for backtesting	2021-03-16 02:13:52 +08:00
c9s	2f7c7d344b	move emitStart method call into the stream Connect method	2021-03-16 01:32:27 +08:00
c9s	7951c38edc	skip connection if there is no subscription	2021-03-16 01:31:56 +08:00
ycdesu	c08899f7fb	ftx: add ftx to supported exchange	2021-03-15 20:40:04 +08:00
ycdesu	c88297117b	ftx: new rest everytime	2021-03-15 19:02:14 +08:00
c9s	c3996aee2b	add Backup method to the local active order book	2021-03-15 18:25:36 +08:00
c9s	46c59f5009	add both side and support json unmarshalling	2021-03-15 18:09:55 +08:00
c9s	2bf4a555ec	use OnStart instead of OnConnect ... this is for avoiding re-connect issue	2021-03-15 18:04:55 +08:00
c9s	e311a182fa	add onStart callbacks	2021-03-15 18:04:03 +08:00
c9s	9f7af3ce82	assign SubAccount name to the new exchange session	2021-03-15 17:51:17 +08:00
c9s	c95e712420	binance: emit disconnect	2021-03-15 17:48:16 +08:00
c9s	6d249cf83c	bypass disconnect event	2021-03-15 17:48:16 +08:00
c9s	61a19cbfb4	align fields and tags	2021-03-15 17:31:07 +08:00
c9s	ab6b56d91e	fix taker volume parsing	2021-03-15 15:37:53 +08:00
c9s	7b7811bbc3	revise orderbook command options	2021-03-15 10:23:53 +08:00
c9s	b24c69729a	improve orderbook print layout	2021-03-15 10:23:42 +08:00
c9s	3ffa319ba8	improve max websocket reconnecting issue	2021-03-15 10:23:20 +08:00
c9s	e8ccc5eabf	pass SubAccount field to the factory	2021-03-15 10:23:00 +08:00
c9s	97d427a9ca	add ftx into the standard exchange factory	2021-03-15 10:22:45 +08:00
c9s	2eda012f43	add SubAccount field to the exchange session config	2021-03-15 10:13:41 +08:00
c9s	b7da47411e	split exchange interface into ExchangeMarketDataService, ExchangeTradingService	2021-03-15 10:06:02 +08:00
c9s	c788601856	add disconnect callbacks on stream	2021-03-15 09:49:22 +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	afb8105694	add reward service todo	2021-03-14 11:18:23 +08:00
c9s	38b9baf340	connect sync with deposit and withdraw services	2021-03-14 11:18:23 +08:00
c9s	54ba240317	implement deposit sync	2021-03-14 11:18:22 +08:00
c9s	0246e298d2	apply launch date if since time is empty	2021-03-14 11:18:22 +08:00
c9s	75c6a2791c	reduce log	2021-03-14 11:18:22 +08:00
c9s	ccbb78ce4d	migration: extend tx id and address size	2021-03-14 11:18:22 +08:00
c9s	8e85274876	fix used time field for withdraw	2021-03-14 11:18:22 +08:00
c9s	b25671c864	fix max deposits history ordering	2021-03-14 11:18:22 +08:00
c9s	75778675e3	fix withdraw query order	2021-03-14 11:18:22 +08:00
c9s	dbcf35e4a4	add FeeCurrency field	2021-03-14 11:18:22 +08:00
c9s	2d6b6e7427	fix withdrawal data ordering	2021-03-14 11:18:22 +08:00
c9s	4d3b1ec938	fix QueryWithdrawHistory and QueryDepositHistory	2021-03-14 11:18:22 +08:00
c9s	4b49fda463	refactor sync service	2021-03-14 11:18:22 +08:00
c9s	3c90aa515d	add deposit service and withdraw service	2021-03-14 11:18:22 +08:00
c9s	f22a6ee697	implement sync method on the trade service	2021-03-14 11:18:22 +08:00
c9s	8fc7c4798e	implement sync method on reward service	2021-03-14 11:18:22 +08:00
c9s	5a02cdbda3	implement sync method on the order service	2021-03-14 11:18:22 +08:00
c9s	877ea73435	maxapi: align fields	2021-03-14 11:18:22 +08:00
c9s	be672c89e6	max: update deposit and withdraw types	2021-03-14 11:18:22 +08:00
c9s	3f0290479b	binance: update withdraw and deposit types	2021-03-14 11:18:22 +08:00
c9s	ac45bb306a	types: update deposit fields and withdraw fields	2021-03-14 11:18:22 +08:00
c9s	2b485602ad	split ExchangeTransferService	2021-03-14 11:18:22 +08:00
c9s	b0ea2bfe14	types: add exchange name sql value and unmarshalling	2021-03-14 11:18:22 +08:00
c9s	4e9973681a	add migration files	2021-03-14 10:58:26 +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
ycdesu	506fdcd84f	ftx: add conversion helper	2021-03-13 09:51:16 +08:00
ycdesu	778ceb2985	ftx: define orderResponse struct	2021-03-13 09:51:03 +08:00
ycdesu	0e611dbee4	ftx: rename orders to ordersResponse	2021-03-12 23:03:08 +08:00
c9s	48fe6054b0	exchange/max: fix query reward issue	2021-03-10 14:18:01 +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
YC	b33402df24	Merge pull request #147 from c9s/ftx/query-open-orders	2021-03-08 18:50:56 +08:00
ycdesu	ee8ebde12d	ftx: add todo	2021-03-07 12:53:41 +08:00
ycdesu	6599f276db	ftx: implement query open orders	2021-03-07 12:51:13 +08:00
ycdesu	3676450e4b	ftx: convert open order	2021-03-07 12:51:13 +08:00
ycdesu	16366b09a4	ftx: rename responses.go to rest_responses.go	2021-03-07 12:51:13 +08:00
ycdesu	26963ce7ab	ftx: rename balance.go to rest_balance_request.go	2021-03-07 12:51:13 +08:00
ycdesu	f6f3fcab02	ftx: orderbook snapshot checksum	2021-03-06 19:23:44 +08:00
ycdesu	be7c393fcb	ftx: print orderbook update	2021-03-04 10:02:40 +08:00
ycdesu	cd6457f5c0	orderbook: extract String() from Print()	2021-03-04 08:55:33 +08:00
ycdesu	43275d08bc	ftx: use pure function to convert orderbook snapshot	2021-03-03 22:36:14 +08:00
ycdesu	55b9569777	ftx: use the same struct to handle orderbook snapshot/update	2021-03-03 22:33:06 +08:00
Larry850806	689734567a	Remove unused conditions when generating orders	2021-03-03 14:55:11 +08:00
ycdesu	e34f68ab90	ftx: unmarshal all fields at the same time	2021-03-03 10:31:46 +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	253810556e	ftx: unmarshal orderbook snapshot	2021-03-02 18:33:19 +08:00
ycdesu	45528fa219	ftx: modify log	2021-03-02 18:33:19 +08:00
ycdesu	a26c0553ee	cmd: raise symbol not found err	2021-03-02 18:33:19 +08:00
ycdesu	6f81b0ee17	orderbook: fix IsValid logic ... The original implementation always returns an error.	2021-03-02 10:33:46 +08:00
ben	40eadfeaca	add yaml tag for mapping basic risk control order executor.	2021-03-01 13:44:58 +08:00
c9s	ea5554cf52	fix Makefile and update version file	2021-03-01 12:07:00 +08:00
Yo-An Lin	a52f487d4e	Merge pull request #138 from c9s/feature/global-margin-structure ... feature: convert and parse binance margin structure into global types	2021-02-28 16:13:48 +08:00
Yo-An Lin	592a8d87ae	Merge pull request #137 from c9s/feature/scale ... feature: add exp scale and log scale formula	2021-02-28 16:13:38 +08:00
c9s	3e616c5fac	convert and parse binance margin account structure	2021-02-28 15:06:20 +08:00
c9s	32c2780b16	convert binance margin account data into the global structure	2021-02-28 15:06:20 +08:00
c9s	b71ea867c5	ignore sync if sync service is nil	2021-02-28 15:05:49 +08:00
c9s	da79920ca9	rename scale struct name to PriceVolumeScale	2021-02-28 14:51:24 +08:00
c9s	83111c9eb9	test exponential scale with reverse range	2021-02-28 12:12:03 +08:00
c9s	3c9bcd8c9d	add more margin order side effect alias	2021-02-28 12:00:51 +08:00
c9s	99f236d2e0	integrate quantity scale into support strategy and grid strategy	2021-02-28 11:57:25 +08:00
c9s	bf87fbbf55	add LinearScale	2021-02-28 02:20:47 +08:00
c9s	8572df2cb3	add link to TestQuadraticScale	2021-02-28 02:07:48 +08:00
c9s	83af52c53b	add QuadraticScale	2021-02-28 02:06:33 +08:00
c9s	52395fd460	add log scale graph link	2021-02-28 01:55:35 +08:00
c9s	fbb8837c5c	add exp scale and log scale formula	2021-02-28 01:53:45 +08:00
ycdesu	f7ef4a8028	cmd: create orderbook command to print orderbook snapshot and updates	2021-02-27 19:28:01 +08:00
ycdesu	883b7ef028	ftx: handle message in a new struct	2021-02-27 19:27:44 +08:00
ycdesu	d9ad022a81	ftx: define subscribed msg	2021-02-27 19:27:37 +08:00
ycdesu	73d05fe7bb	ftx: send subscriptions when connected	2021-02-27 18:42:46 +08:00
ycdesu	2a0bd5f962	ws: make Reconnect() public	2021-02-27 18:42:45 +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	c52f918dd4	ftx: add missing types.exchange methods	2021-02-27 17:24:08 +08:00
ycdesu	45da7ca1f5	cmd: add ftx flags	2021-02-27 17:23:59 +08:00
ycdesu	8b838b9a59	ftx: make logger private	2021-02-27 17:01:20 +08:00
ycdesu	b28d9631ab	ftx: return ftx stream but hasn't implement it yet	2021-02-27 16:48:50 +08:00
ycdesu	bf97af34f3	ws: implement base websocket client	2021-02-27 16:48:50 +08:00
c9s	03d7290e03	pull out time range group by clause generator	2021-02-26 17:22:08 +08:00
c9s	28a8ab34a2	pull out time range column name	2021-02-26 16:16:41 +08:00
c9s	02e7451ed6	bump version	2021-02-26 16:16:34 +08:00
c9s	1d29009133	fix max trade query ordering and sql query ordering for query last	2021-02-25 13:55:04 +08:00
c9s	854014f49a	add currency position aggregation and tests	2021-02-24 10:46:42 +08:00
c9s	14830c442c	refactor and implement reward sync and query	2021-02-23 22:53:00 +08:00
c9s	5a7cf05701	integrate reward service into the sync service	2021-02-23 16:39:48 +08:00
c9s	fb62af05a4	add global Reward type	2021-02-23 10:08:01 +08:00
c9s	96362a4936	max: add rewards api and example	2021-02-22 18:45:44 +08:00
c9s	507586b560	fix max websocket subscription	2021-02-22 17:36:30 +08:00
c9s	73cb80ee96	improve logging	2021-02-22 17:06:43 +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	f7c952f8ca	add version files	2021-02-22 15:16:12 +08:00
c9s	59d68e7f0d	max: adjust trades limit to 1000	2021-02-22 15:03:15 +08:00
c9s	eaad414706	adjust max api call rate limiting	2021-02-22 15:01:05 +08:00
c9s	724dad70bb	remove trade sync from environ init	2021-02-22 14:14:39 +08:00
c9s	84775652fe	remove defer wrapper func	2021-02-22 13:49:26 +08:00
c9s	cdb7ce84c8	apply rate limit	2021-02-22 13:36:39 +08:00
c9s	63ebbc0e73	fix frontend sync status checking	2021-02-21 19:36:03 +08:00
c9s	f2978fa89c	pull out ping interval parameter	2021-02-21 18:58:25 +08:00
c9s	3629a1f5a2	pre-save syncing var for return	2021-02-21 18:54:48 +08:00
c9s	9ea1a22b3f	wrap errors	2021-02-21 17:48:03 +08:00
c9s	a8516edb98	add Get method to the persistence service facade	2021-02-21 16:55:45 +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	c72b7b2dfa	add sync api for syncing trades in the background	2021-02-20 11:56:39 +08:00
c9s	7684099f01	add /api/environment/syncing api	2021-02-20 11:54:48 +08:00
c9s	4ce6e85624	add sync status to the environment	2021-02-20 11:29:33 +08:00
c9s	ff5233ba3e	support: use Notfiy	2021-02-20 10:51:01 +08:00
c9s	dd13b9a8bf	remove start time query condition for trade sync since starting from trade id = 1 works	2021-02-19 14:18:50 +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	65ff2894c5	binance: calculate quote quantity manually if it's not defined	2021-02-18 18:24:00 +08:00
c9s	3a89b0a714	improve trade sync	2021-02-18 18:20:18 +08:00
c9s	654ad62f36	remove type assert	2021-02-18 17:42:14 +08:00
c9s	0ba595bd55	Fix trade sync for self trades ... MAX uses one single trade for presenting self trade. BINANCE uses two trade records for presenting self trade. the trade creation time are the same.	2021-02-18 17:37:49 +08:00
c9s	c3dbb1b204	avoid using last trade id for syncing data	2021-02-18 16:40:47 +08:00
c9s	29bbd03836	add binance single ticker query method and fix quantity formating	2021-02-18 16:17:40 +08:00
c9s	b9564690b5	fix go migration loader	2021-02-17 19:06:55 +08:00
c9s	b2bcd3528c	use sqlx for testing connection	2021-02-17 17:35:54 +08:00
c9s	88f7f0f61c	compile and update migration package	2021-02-17 17:35:11 +08:00
c9s	ea27a291db	compile and update migration package	2021-02-17 17:28:05 +08:00
c9s	a1cb3859c3	fix db driver setup	2021-02-17 14:57:29 +08:00
c9s	e372a53835	refactor transfer history command	2021-02-17 14:43:50 +08:00
c9s	49f4039a23	add timestamp parameter	2021-02-16 17:11:15 +08:00
c9s	9a7437de53	set default limit to 1000	2021-02-16 17:10:58 +08:00
c9s	5f759780c3	remove unused since flag	2021-02-16 17:10:48 +08:00
c9s	3867fdde91	add stringer interface to Position	2021-02-16 16:40:11 +08:00
c9s	bc3754d989	check if limit is set	2021-02-16 16:39:56 +08:00
c9s	02512805f8	set default query trade limit to 1000 for max	2021-02-16 16:32:48 +08:00
c9s	e3d3eacb78	fix trade service injection	2021-02-16 16:30:01 +08:00
c9s	8ae4cab550	inject TradeService field if we found it	2021-02-16 16:14:49 +08:00
c9s	c75eb6b5ba	pull out Persistence injection to the common injection	2021-02-16 16:13:52 +08:00
c9s	5c1630f000	refactor strategy executor	2021-02-16 16:12:00 +08:00
c9s	bf0ba89aee	convert StrategyID field to NullString	2021-02-16 16:00:14 +08:00
c9s	fc4419b49b	refactor injection	2021-02-16 15:58:21 +08:00
c9s	1c2646b0af	add Test_injectField	2021-02-16 15:49:57 +08:00
c9s	67a3c49081	add more trade service tests	2021-02-16 15:34:01 +08:00
c9s	ebe065332c	allocate sqlx db from rockhopper db	2021-02-15 21:07:55 +08:00
c9s	c219dc7be0	add test code for testing migration scripts	2021-02-15 21:04:44 +08:00
c9s	3d47b3f34d	update trade fields for pnl and strategy id	2021-02-15 20:55:14 +08:00
c9s	786f37e675	add MarkStrategyID for marking trade with the source strategy	2021-02-15 20:53:19 +08:00
c9s	f3d65b1281	add UpdatePnL method for updating trade pnl field	2021-02-15 20:51:34 +08:00
c9s	8224447985	fix build tags	2021-02-15 16:21:47 +08:00
c9s	0c9ca851e5	improve support strategy	2021-02-15 01:26:46 +08:00
c9s	bea750ca97	make margin order side effect json unmarshallable	2021-02-15 01:26:23 +08:00
c9s	f8378957ee	add more checks for bollgrid ... related to #93	2021-02-13 16:03:31 +08:00
Yo-An Lin	de195b3c17	Merge pull request #130 from Larry850806/fix/bollgrid	2021-02-11 15:38:50 +08:00
Larry850806	ca31179b40	Fix balance calculation	2021-02-11 14:48:13 +08:00
c9s	f7ef91b55c	binance: set the default ping handler	2021-02-11 08:13:50 +08:00
c9s	4a0bd45301	remove order test code	2021-02-11 00:30:37 +08:00
c9s	ffa001fc29	fix quantity format	2021-02-11 00:21:56 +08:00
c9s	88411a134b	add supportAndTargets strategy	2021-02-11 00:21:06 +08:00
c9s	4b66deec3d	subscribe RepostInterval as well ... might be related to issue #93	2021-02-10 22:45:23 +08:00
c9s	061312771c	fix float formatting	2021-02-10 22:41:42 +08:00
c9s	57435419b4	add marketData label	2021-02-10 22:40:36 +08:00
Larry850806	9f6d9028fa	Use fixedpoint type to calculate the balance	2021-02-10 16:01:11 +08:00
Larry850806	6d399647cf	Remove unused functions	2021-02-10 11:37:37 +08:00
Larry850806	11a176145e	Refactor placeGridOrders into three functions	2021-02-10 11:37:33 +08:00
Larry850806	d22a8e9c63	Improve bollgrid strategy's balance check and quote calculation	2021-02-10 10:11:32 +08:00
YC	776cd95955	Merge pull request #128 from c9s/ftx/balance	2021-02-09 19:49:38 +08:00
Yo-An Lin	bb394c8d38	Merge pull request #124 from ychi/feat/calculate-asset-with-ticker ... feat/calculate asset with ticker	2021-02-09 17:49:22 +08:00
Yo-An Lin	5b06c47b2a	Merge pull request #125 from c9s/fix/grid	2021-02-09 12:02:04 +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
ycdesu	ed86e923df	ftx: add exchange name	2021-02-08 22:33:12 +08:00
ycdesu	0eb0bdefa2	ftx: use uppercase in toGlobalCurrency	2021-02-08 22:29:50 +08:00
ycdesu	46b0315871	ftx: implement ftx balances querying	2021-02-08 19:07:18 +08:00
ycdesu	eb00720043	ftx: define empty ftx.toGlobalCurrency	2021-02-08 19:07:18 +08:00
ycdesu	7c48670c39	ftx: define rest client	2021-02-08 19:07:18 +08:00
ycdesu	8663704d6e	util: create IsJSON/IsHTML type helper	2021-02-08 19:07:18 +08:00
ycdesu	565086cc2a	util: extract IsError method	2021-02-08 19:07:18 +08:00
ycdesu	54ef8d3ca6	ftx: define empty exchange	2021-02-08 19:04:18 +08:00
c9s	72044a63fd	remove query trades default limit 200	2021-02-08 13:40:47 +08:00
c9s	ffb6a29d0d	fix startPrice value conversion	2021-02-08 13:21:22 +08:00
Yo-An Lin	f8ae8ec5b0	Merge pull request #108 from ychi/feat/exchange-ticker-api	2021-02-08 07:37:50 +08:00
ycchen	7a67083fbe	Address review feedbacks	2021-02-07 22:58:30 +01:00
Jui-Nan Lin	001f0e8c2f	fix(max): use global trade side here, not string	2021-02-07 14:58:44 +08:00
c9s	173074f5e4	improve grid strategy's balance check and quote calculation	2021-02-07 11:37:24 +08:00
c9s	367e9fcae1	fix price range check	2021-02-07 10:58:31 +08:00
ycchen	288f7257eb	fix testcases	2021-02-06 19:39:43 +01:00
ycchen	5fed7b81de	QueryTicker	2021-02-06 18:35:23 +01:00
ycchen	fa20df487e	feat: ticker api for types.Exchange	2021-02-06 14:05:26 +01:00
Yo-An Lin	a738bffc07	Merge pull request #112 from jnlin/fix/pnl-amount	2021-02-06 18:26:04 +08:00
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
Jui-Nan Lin	b38b65ce83	fix(pnl): do not calculate the "self" trade	2021-02-06 17:34:13 +08:00
Jui-Nan Lin	30f085fa91	fix(max): IsBuyer should check side "buy" and "bid"	2021-02-06 17:30:18 +08:00
Jui-Nan Lin	7e1825d991	Merge branch 'main' into fix/pnl-amount	2021-02-06 17:22:43 +08:00
c9s	d0c967af55	use fake asset data for the asset query	2021-02-06 16:38:00 +08:00
c9s	8e0778a095	fix trading volume query for sqlite3	2021-02-06 16:05:21 +08:00
Yo-An Lin	597dd21865	Merge pull request #116 from c9s/feature/sqlite3 ... convert time struct for sqlite driver	2021-02-06 15:05:49 +08:00
c9s	62145d02f3	move dotenv loading to the root command	2021-02-06 15:03:07 +08:00
c9s	855378e098	add driver field to the setup db route	2021-02-06 14:31:46 +08:00
c9s	26f9e5488d	apply datatype.Time to order time fields	2021-02-06 14:30:00 +08:00
c9s	20e6e4c299	add MarshalJSON and UnmarshalJSON to datatype.Time	2021-02-06 14:25:38 +08:00
c9s	3abdb3dd7b	convert time struct for sqlite driver	2021-02-06 12:32:21 +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	32117af4b0	service: remove the ignore keyword to make the sql compatible with sqlite3	2021-02-06 11:44:49 +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	276b6c1e48	drop the legacy upgradeDB	2021-02-06 11:22:04 +08:00
c9s	c7440a3ea4	compile and update migration package	2021-02-06 11:22:04 +08:00
c9s	de51eb29e4	refactor db stuff with database service	2021-02-06 11:22:04 +08:00
ycdesu	06eacf70a2	util: test Response struct	2021-02-05 22:38:45 +08:00
ycdesu	f44d6a323a	http: move response helper to util	2021-02-05 22:31:40 +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	c9f3b6fc1a	fix(pnl): checking the side of trade, not taker or maker	2021-02-05 14:52:38 +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	8eb8fb105d	test: fix query trading test	2021-02-05 12:42:59 +08:00
Jui-Nan Lin	893b513605	feat: add limit option for pnl command	2021-02-05 10:12:10 +08:00
c9s	10f8a7864f	fix side bar layout	2021-02-05 09:09:59 +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	0cb2a3c452	split files to make routes smaller	2021-02-04 16:59:00 +08:00
c9s	5f84c847c1	move setupRestart	2021-02-04 16:54:24 +08:00
c9s	e1b4ff3450	move setup handlers to setup.go	2021-02-04 16:51:53 +08:00
c9s	c12161ff1c	pull out listSessionSymbols	2021-02-04 16:49:47 +08:00
c9s	3dfc75591a	Add RunWithListener method to server	2021-02-04 16:47:53 +08:00
c9s	c1b2114dd2	refactor server routes	2021-02-04 16:44:14 +08:00
c9s	2791da3ec4	fix empty session issue	2021-02-04 15:19:40 +08:00
c9s	d8d1249293	fix env var prefix by using os.Getenv directly	2021-02-04 15:14:54 +08:00
c9s	e6b0a0c595	implement server shutdown goroutine	2021-02-04 14:44:48 +08:00
c9s	e257f6e8f6	pull out pingUntil function	2021-02-04 14:29:15 +08:00
c9s	f2686d02b0	refactor ping handler	2021-02-04 14:00:41 +08:00
c9s	42e5c88a2f	refactor more setup route handlers	2021-02-04 13:59:26 +08:00
c9s	f74ebd48e2	refactor setup routes	2021-02-04 13:56:36 +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	7b7bcf56c9	add PUT and DELETE methods	2021-02-04 13:23:05 +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
YC	d821d2ef95	Merge pull request #103 from ycdesu/minor/order/tests	2021-02-03 18:52:11 +08:00
YC	cc146faae2	Merge pull request #101 from ycdesu/minor/trade/tests ... minor: extract SQL generator function of trades table	2021-02-03 18:32:25 +08:00
ycdesu	72b1877e4a	order: extract query order sql generator	2021-02-03 18:31:32 +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	9096b6425e	move instructions sequence	2021-02-03 17:29:51 +08:00
c9s	c35cef5b09	implement config saving api	2021-02-03 17:27:18 +08:00
ycdesu	220da92f48	trade: extract sql generator function and test it	2021-02-03 16:51:02 +08:00
ycdesu	1522c3d7a6	trade: create a separate sql gen function	2021-02-03 15:44:02 +08:00
c9s	f7a4f7d415	add strategies endpoint and strategy review page	2021-02-03 15:00:01 +08:00
c9s	705edc38c0	implement config yaml dummper	2021-02-03 09:58:31 +08:00
c9s	098a966813	add test case for config.Map method	2021-02-03 09:34:53 +08:00
c9s	1a2c3556a8	add ID method to the TestStrategy	2021-02-03 09:09:19 +08:00
c9s	7904c6f4d0	add ID() to Strategy interface	2021-02-03 09:08:05 +08:00
c9s	8aa96c4546	integrate strateg adding api	2021-02-03 02:26:41 +08:00
c9s	578451bb51	add setup flag to run server	2021-02-02 18:17:58 +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
c9s	73762d9888	support exchange session test from the setup wizard	2021-02-02 11:44:07 +08:00
c9s	06f648448b	pull out wrapper runner	2021-02-01 20:44:15 +08:00
c9s	eebb568b0c	add dotenv string flag for changing dotenv filename	2021-02-01 20:44:15 +08:00
c9s	0a29ee99b8	call godotenv.Load to load env vars	2021-02-01 20:44:15 +08:00
c9s	a60aeb4771	pull out .Subscribe from trader.Run	2021-02-01 20:44:15 +08:00
c9s	ddcc8ae4ee	move ExchangeOrderExecutor into exchange session	2021-02-01 20:44:15 +08:00
c9s	de8e717a41	refactor session initialization function	2021-02-01 20:44:15 +08:00
c9s	6912f77c72	fix lock issue	2021-02-01 18:55:47 +08:00
c9s	a926ee1e37	rename --enable-api-server to --enable-web-server	2021-01-29 19:31:52 +08:00
c9s	fbbe304dfb	add trades query api	2021-01-29 18:48:00 +08:00
c9s	cc8133a90e	print order query sql	2021-01-29 18:34:03 +08:00
c9s	72037d6c14	update migration package	2021-01-29 18:28:23 +08:00
c9s	b8d7ae7687	add AggOrder for market orders	2021-01-29 17:52:13 +08:00
c9s	32645f228b	add order query api	2021-01-29 13:15:44 +08:00
c9s	be750b94df	fix layout and margin	2021-01-29 12:55:11 +08:00
c9s	8031c6066e	mount static files to routes	2021-01-29 11:19:37 +08:00
c9s	78890834b5	support symbol segment	2021-01-28 18:51:35 +08:00
c9s	9ee49ea3f1	Add TradingVolumeBar	2021-01-26 18:10:08 +08:00
c9s	95129e94d7	add lastPrcieUpdatedAt timestamp for checking last price cache	2021-01-26 17:23:40 +08:00