Commit Graph

4179 Commits

Author SHA1 Message Date
c9s
bf92e28461
service: implement margin service for syncing margin related data 2022-05-31 17:43:17 +08:00
c9s
7601f08786
compile and update migration package 2022-05-31 17:32:55 +08:00
c9s
79fbad1266
migrations: add margin_liquidations table 2022-05-31 17:31:15 +08:00
c9s
17e575df33
add margin history migrations 2022-05-31 17:16:42 +08:00
c9s
c3f2c9eb4a
batch: add margin loan/repay/interest batch query 2022-05-31 01:19:38 +08:00
c9s
e66eb08db4
batch: refactor batch query 2022-05-31 00:59:33 +08:00
c9s
7add014a2b
service: use upper case sql keywords 2022-05-30 18:11:17 +08:00
c9s
f29e8bd6d2
service: use reflect to generate insert sql 2022-05-30 18:08:54 +08:00
c9s
2dc825f654
types: add db tag 2022-05-30 18:08:54 +08:00
c9s
d72b56f51f
binance: refine liquidation history api 2022-05-30 18:08:54 +08:00
Zenix
8652b4e043
Merge pull request #633 from zenixls2/fix/ewo_entry
Fix/ewo entry, backtest
2022-05-30 15:47:46 +09:00
zenix
e3a8ef4e69 fix: statistics on entry/exit on signal changes, fix position check 2022-05-30 12:45:52 +09:00
Yo-An Lin
867b148507
Merge pull request #637 from c9s/feature/binance-margin-history
feature: binance margin loan/interest/repay history
2022-05-29 13:13:16 +08:00
c9s
61a53947ee
binance: re-organize convert functions 2022-05-29 12:03:21 +08:00
c9s
11075b0d1a
cmd: add marginInterestsCmd 2022-05-29 12:01:20 +08:00
c9s
4a4699a4bc
cmd: add margin repays cmd 2022-05-29 11:53:36 +08:00
c9s
70f0dccb9f
binance: convert loans and repays to global types 2022-05-29 11:52:25 +08:00
c9s
409ad9b75c
binance: adjust margin history interface 2022-05-29 01:42:08 +08:00
c9s
f58f44ffd8
binance: refactor query methods 2022-05-29 01:21:43 +08:00
c9s
4c30fce917
binance: add GetMarginInterestHistoryRequest api 2022-05-29 01:13:33 +08:00
c9s
e72f8bcd15
binance: fix and rename margin liquidation history request 2022-05-29 00:57:46 +08:00
c9s
1ab10eb574
binance: fix and add loan/repay history test 2022-05-29 00:52:22 +08:00
c9s
aec9de8dd6
types: define global margin history types 2022-05-28 17:34:29 +08:00
c9s
e02c19f92c
update doc 2022-05-28 17:00:02 +08:00
c9s
6b17ba826b
update doc 2022-05-28 16:54:44 +08:00
c9s
4f0ac41850
max: generate missing files 2022-05-28 16:52:02 +08:00
c9s
fcdf0f8168
max: rename methods 2022-05-28 16:48:51 +08:00
c9s
753d7a8d5e
max: rename requests 2022-05-28 16:47:41 +08:00
c9s
cef002ccb6
move type alias 2022-05-28 16:06:16 +08:00
Yo-An Lin
5c5a88fe0e
Merge pull request #636 from c9s/feature/max-margin-wallet
fix: max: fix trades/orders parsing
2022-05-27 19:55:22 +08:00
c9s
887fe09b44
max: add margin level info the account 2022-05-27 19:48:03 +08:00
c9s
c891cc56e3
max: fix trades/orders parsing 2022-05-27 19:48:03 +08:00
Yo-An Lin
fd10408fdb
Merge pull request #635 from c9s/feature/max-margin-wallet
feature: max margin wallet
2022-05-27 16:55:30 +08:00
Yo-An Lin
424c235b43
Merge pull request #617 from andycheng123/improve/bollmaker-dynamic-spread
feature: bollmaker dynamic spread
2022-05-27 16:55:20 +08:00
Andy Cheng
6a5268de9b strategy: update bollmaker config 2022-05-27 16:51:11 +08:00
c9s
d792f3b83b
max: drop unused url ref vars 2022-05-27 16:46:56 +08:00
c9s
60d65a390f
max: add margin api (liquidation history and interest history) 2022-05-27 16:40:56 +08:00
Andy Cheng
98b794f265 strategy: DynamicSpreadSettings struct to make it more clean 2022-05-27 16:24:50 +08:00
c9s
410a9610c9
max: add margin api (loan, repay, ad ratio) 2022-05-27 16:13:01 +08:00
c9s
37ef5c4b97
max: add margin api (liquidation history and interest history) 2022-05-27 15:04:47 +08:00
Yo-An Lin
dee8611310
Merge pull request #634 from narumiruna/rebalance/place-limit-orders
rebalance: place limit orders
2022-05-27 13:41:14 +08:00
c9s
8721679f74
max: update market struct fields 2022-05-26 20:32:25 +08:00
c9s
d9e10b7fcd
max: integrate v3 orders api 2022-05-26 19:52:38 +08:00
c9s
6ca71cf9f1
max: simplify constructor 2022-05-26 18:49:50 +08:00
c9s
2d20083244
max: pull out http transport and register order service v3 2022-05-26 18:49:18 +08:00
c9s
c1ba270d76
max: log max.DebtEvent 2022-05-26 18:07:17 +08:00
なるみ
c99be984d1 rebalance: place limit orders 2022-05-26 17:28:48 +08:00
Yo-An Lin
b0ab6f1a6a
Merge pull request #632 from gaga5lala/gaga5lala/fix-setup-grid-script
fix: setup-bollgrid.sh: respect exchange name from command line argument
2022-05-26 01:37:00 +08:00
c9s
4d8ea7d979
max: log adratio 2022-05-25 20:34:25 +08:00
c9s
459d839c1a
max: parse debt 2022-05-25 20:12:16 +08:00