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
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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
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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
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binance
2021-12-22 21:01:11 +08:00
Yo-An Lin
b2ffcb7993
Merge pull request #387 from narumiruna/narumi/rebalance/validate
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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
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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
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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
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query
2021-12-21 20:44:20 +08:00
Yo-An Lin
1ab20e6397
Merge pull request #381 from narumiruna/maxamount
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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
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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
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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
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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
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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
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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
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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
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refactor: apply requestgen
2021-12-13 02:14:05 +08:00
Yo-An Lin
a3215d6f31
Merge pull request #354 from austin362667/order-trade
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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
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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