lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-25 08:15:15 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity
1,041 Commits 60 Branches 138 Tags 189 MiB
ccb1708fd9
Commit Graph

538 Commits

Author SHA1 Message Date
c9s
45876968d9 let build config and legacy imports co-exists 2021-01-21 12:08:06 +08:00
c9s
5329ef8f25 refactor build config 2021-01-21 12:06:03 +08:00
c9s
26c128b3ab adjust rate limiter 2021-01-21 01:21:30 +08:00
c9s
e869e04092 use rate limiter for batch query 2021-01-21 01:02:43 +08:00
c9s
a73729fb17 split files for batch processor and margin settings 2021-01-21 00:58:02 +08:00
c9s
ad4f339b27 fix test case name 2021-01-21 00:54:59 +08:00
c9s
38bac10050 consider fee calculation 2021-01-21 00:49:01 +08:00
c9s
bfc8e511d0 simplify average cost calculation 2021-01-20 23:46:22 +08:00
c9s
16aa070120 assign base/quote currency to the position struct 2021-01-20 23:08:57 +08:00
c9s
8a08c406c3 check symbol for the position update 2021-01-20 17:37:23 +08:00
c9s
48dd697ce3 handling short-to-long and long-to-short position 2021-01-20 17:35:58 +08:00
c9s
c2a27b031e init position with loaded symbols 2021-01-20 16:30:44 +08:00
c9s
0051dbc78a add Position accessor 2021-01-20 16:29:15 +08:00
c9s
079fcf08e3 initialize position map 2021-01-20 16:28:27 +08:00
c9s
09d712416f add json struct tags 2021-01-20 16:15:34 +08:00
c9s
617f5119fd test trade profit calculation 2021-01-20 16:14:02 +08:00
c9s
169af63846 add more position tests 2021-01-20 16:10:20 +08:00
c9s
34148948ab add position and its tests 2021-01-20 16:08:14 +08:00
c9s
42811e8157 alias logrus as log 2021-01-20 02:45:50 +08:00
c9s
9280ec348f clean up pnl command 
we should use environment to load the sessions
 2021-01-20 02:45:13 +08:00
c9s
0e99d9bdcb move time.Sleep to batch processor to avoid rate limit 2021-01-20 02:32:55 +08:00
c9s
c79c7d1b11 fix margin order/trade sync 2021-01-20 02:09:12 +08:00
c9s
d3f6841a27 improve sync command for margin trades and orders 2021-01-20 01:46:17 +08:00
c9s
7520430b52 support margin api for query trades 2021-01-20 01:27:27 +08:00
c9s
1d8b7dc657 handle trade and order margin field 2021-01-20 01:24:29 +08:00
c9s
334eff4682 update sync service for margin fields 2021-01-19 23:33:06 +08:00
c9s
62f6d857b3 update compiled migrations package for margin columns 2021-01-19 23:31:13 +08:00
c9s
a6015fb3e2 add isMargin, isIsolated columns 2021-01-19 23:31:04 +08:00
c9s
2c1c9a046b tmp 2021-01-19 23:31:04 +08:00
c9s
677f4b93e6 add margin mode support to QueryOpenOrders 2021-01-19 23:31:04 +08:00
c9s
ad4226f35b support margin order creation 2021-01-19 23:31:04 +08:00
c9s
3eda64641e use exchange's margin option 2021-01-19 23:31:04 +08:00
c9s
7235100140 integrate submitMarginOrder api 2021-01-19 23:31:04 +08:00
c9s
f35e90a4f1 document marginSideEffect 2021-01-19 23:31:04 +08:00
c9s
5cab37488b move MarginSettings struct to a file 2021-01-19 23:31:04 +08:00
c9s
1c77de031a add extended margin fields to the order struct 2021-01-19 23:31:04 +08:00
c9s
f8a9610222 pass isolated margin symbol 2021-01-19 23:31:04 +08:00
c9s
f505c0e2c6 split go routine for keep alive and ping tickers 2021-01-19 23:31:04 +08:00
c9s
d4774f5f0e add IsolatedMargin option 2021-01-19 23:31:04 +08:00
c9s
310943d010 add isolated margin symbol option 2021-01-19 23:31:04 +08:00
c9s
48083151aa turning margin mode 2021-01-19 23:31:04 +08:00
c9s
e8fec434b5 cast exchange instance to margin exchange interface 2021-01-19 23:31:04 +08:00
c9s
3199c63d62 add margin mode 2021-01-19 23:31:04 +08:00
c9s
4002ec80d6 add public only field to the session config struct 2021-01-19 23:31:04 +08:00
c9s
c3db6db590 add margin option 2021-01-19 23:31:04 +08:00
c9s
1233035780 fix migration script 2021-01-19 23:11:07 +08:00
c9s
0bdfd0f04b check if err is nil 2021-01-18 21:59:02 +08:00
c9s
ddc33f633f check if err is nil 2021-01-18 21:57:57 +08:00
c9s
ad78f81b10 fix unique index for binance self trade 2021-01-18 16:48:47 +08:00
c9s
3db5c26416 improve transfer history layout 2021-01-15 14:24:24 +08:00
c9s
d96e6e8ccc use environment to configure database 2021-01-15 10:47:49 +08:00
c9s
1ce3244c17 drop the legacy migration command 2021-01-15 10:33:23 +08:00
c9s
293d889276 fix built-in migrations 2021-01-15 10:31:37 +08:00
c9s
d04e1e7816 refactory sync command and upgrade db automatically 2021-01-14 15:10:11 +08:00
c9s
ad567dc360 use mysql reformat dsn function to add parseTime parameters 2021-01-14 14:56:13 +08:00
c9s
cd9f2ba0e8 add compile migration files 2021-01-14 00:33:28 +08:00
c9s
6491166459 drop legacy pkg/migration 2021-01-14 00:00:05 +08:00
c9s
2699c32b38 add rockhopper 2021-01-13 23:53:36 +08:00
c9s
50cd6f7d68 change go-binance to github.com/adshao/go-binance/v2 2021-01-11 13:36:49 +08:00
c9s
653eba73c5 improve session error message 2021-01-09 19:47:21 +08:00
c9s
4a1af6f362 add check for PersistenceServiceFacade 2021-01-09 19:44:45 +08:00
c9s
93d71b5300 bbgo: session log error 2021-01-09 19:40:31 +08:00
c9s
995f9a9ea0 grid: add order amount field 2021-01-06 13:31:17 +08:00
c9s
92ab7e125a improve RegisterStrategy method to register strategy between cross and single 2020-12-31 17:14:47 +08:00
c9s
208c88cbd5 support single exchange trailingstop 2020-12-31 17:12:35 +08:00
c9s
87568ede70 reformat 2020-12-31 14:29:53 +08:00
c9s
395d3f17df grid: add long mode support 2020-12-31 13:54:32 +08:00
c9s
45e4d8c558 rename movingstop to trailingstop 2020-12-31 13:07:39 +08:00
c9s
25eab8e95f adjust log 2020-12-29 18:32:51 +08:00
c9s
f485c1ba7f fix grid strategy order placing 2020-12-29 18:18:32 +08:00
c9s
70479bfd16 binance: assign Isolated field 2020-12-29 17:26:22 +08:00
c9s
275aa9494a support canceling orders on max 2020-12-29 16:00:03 +08:00
c9s
9568b04328 fix log message 2020-12-28 16:24:57 +08:00
c9s
2932230fdb print out websocket error 2020-12-28 16:24:35 +08:00
c9s
d9e5ad4365 add event authenticated 2020-12-28 16:24:17 +08:00
c9s
f12e38b70e call cancelTrading defer 2020-12-21 15:47:20 +08:00
c9s
9db1c78171 add public only mode to backtest 2020-12-21 15:45:40 +08:00
c9s
f56318c9b6 add public only mode to stream 2020-12-21 15:43:54 +08:00
c9s
ce0e28708a add public only mode to binance stream 2020-12-21 15:26:05 +08:00
c9s
d4b99f41a4 reformat 2020-12-21 14:55:14 +08:00
c9s
39f5290634 shorten the log messages 2020-12-21 14:53:34 +08:00
c9s
a60529ee37 reload depth snapshot periodically 2020-12-21 14:43:40 +08:00
c9s
9223b2ba47 move FormatOrder to ExchangeSession since it depends on Market 2020-12-21 13:47:40 +08:00
c9s
3eae58322a add trade update callbacks and order update callbacks to order executor 2020-12-21 13:40:23 +08:00
c9s
e282a8a917 improve order submit loop 2020-12-17 17:54:48 +08:00
c9s
64dea71249 grid: use the default active order book order handler 2020-12-17 16:29:00 +08:00
c9s
6962582236 grid: add orders to the order store 2020-12-17 16:22:43 +08:00
c9s
9e1476dcb1 grid: improve position management by fixedpoint 2020-12-17 15:52:53 +08:00
c9s
1c7d3d5481 support max staging url orverride 2020-12-17 14:44:30 +08:00
c9s
728bf5fc81 bbgo: move some logs to debug level 2020-12-15 14:14:44 +08:00
c9s
63a5881d16 use golang.org/x/time for rate limiting 2020-12-15 14:04:27 +08:00
c9s
572f7a0e12 buyandhold: remove kline event debug log 2020-12-14 14:59:46 +08:00
c9s
6d15c629a7 fix buyandhold strategy 2020-12-14 14:40:31 +08:00
c9s
81c7d3c668 fix fmt import 2020-12-14 14:34:55 +08:00
c9s
cabd8f8dcb improve buyandhold strategy 2020-12-14 14:21:02 +08:00
c9s
321b4812ca supporting otp key restore from key url 2020-12-11 17:12:16 +08:00
c9s
fbb9d0d3ba show key URL 2020-12-11 17:08:06 +08:00
c9s
deb9a29521 support one-time password 2020-12-11 17:07:19 +08:00
c9s
f4ef19e5d6 implement PlainText for telegram bot 2020-12-11 15:58:05 +08:00
c9s
6af88a2a87 add interaction callbacks 2020-12-11 14:40:18 +08:00
c9s
45bc4dc9eb refactor telegram notifier with interaction component 2020-12-11 14:40:04 +08:00
c9s
f595b1ef65 fix compile flag check 2020-12-09 16:13:20 +08:00
c9s
846f463cfc print loaded position 2020-12-08 16:32:39 +08:00
c9s
6b760c72b7 use bot token prefix as the redis store namespace 2020-12-08 16:28:55 +08:00
c9s
03afa060d5 add updateInterval for mirrormaker 2020-12-08 16:01:46 +08:00
c9s
c66b140d90 support duration parse 2020-12-08 16:01:46 +08:00
c9s
fe7495898f check if persistence is configured 2020-12-08 15:09:17 +08:00
c9s
53d7fb5611 support telegram chat user persistence 2020-12-08 15:03:52 +08:00
c9s
a299721a98 improve message layout 2020-12-08 14:41:51 +08:00
c9s
4316f1fada pull out bot initialization 2020-12-08 14:25:30 +08:00
c9s
55cd0c6a6e pull out bot initialization to run 2020-12-08 14:20:49 +08:00
c9s
0222c33330 fix kline tail method 2020-12-08 10:26:20 +08:00
c9s
3aa8d70622 add mirrormaker 2020-12-07 23:04:09 +08:00
c9s
9eaf69388c add fixedpoint json marshaling 2020-12-07 23:03:06 +08:00
c9s
4addf65f64 support memory persistence 2020-12-07 12:03:56 +08:00
c9s
2d98336fb6 implement Persistent API for strategy 2020-12-07 11:44:41 +08:00
c9s
341f735bc3 configure ConfigurePersistence if it's defined 2020-12-07 11:44:41 +08:00
c9s
a01f83ab15 add persistence config and tests 2020-12-07 11:44:41 +08:00
c9s
b843388483 only query subscribed kline intervals 2020-12-07 11:44:23 +08:00
c9s
62a541fb27 rename preload to loadBuildConfig 2020-12-07 11:44:23 +08:00
Che-Chia (David) Chang
1b17cba2eb Merge pull request #67 from c9s/feature/add-telegram-bot-notifier 
feature: add telegram bot notifier
 2020-12-06 14:12:32 +08:00
David Chang
9f92fcf2e4 chore: rename telegram init to telegram auth 2020-12-06 13:59:47 +08:00
David Chang
58aadd9f45 fix: use correct format for log 2020-12-06 13:47:52 +08:00
David Chang
9e4602cf66 fix: allow upadte telegram chat user with bot command 2020-12-06 13:02:21 +08:00
David Chang
a55cd02e21 feature: add info command 2020-12-06 12:34:43 +08:00
David Chang
f9124aa907 fix: telegram bot send message to correct user 2020-12-06 12:11:27 +08:00
David Chang
7caf986d11 fix: change warning type from user to username 2020-12-05 14:28:48 +08:00
David Chang
c72ef2b31c fix: add missing root cmd flags 2020-12-05 14:25:19 +08:00
David Chang
b2d9bd0312 feature: add telegram bot notifier 2020-12-05 14:20:27 +08:00
c9s
c5d002a0b0 fix market data kline registration 2020-12-05 13:32:41 +08:00
c9s
900f822559 improve and fix ewma calculation 2020-12-05 13:32:41 +08:00
c9s
b188901ed0 fix ewma calculation 2020-12-05 13:32:41 +08:00
c9s
f7a119fa5e remove debug message 2020-12-04 19:15:53 +08:00
c9s
936650d879 rename kline trend to direction 2020-12-04 10:18:51 +08:00
c9s
22771288eb fix sma kline window check 2020-12-03 20:42:26 +08:00
c9s
177607e5fb fix ewma kline window check 2020-12-03 20:42:00 +08:00
c9s
f4aee5234a add updater to indicators 2020-12-03 18:14:16 +08:00
c9s
17fd6a405b add StopPriceRatio support 2020-12-03 09:50:36 +08:00
c9s
19d76928fd support movingstop by BalancePercentage 2020-12-03 09:41:41 +08:00
c9s
ef03c0cf20 separate Run and CrossRun 
so that we mount one strategy as cross strategy or single exchange strategy
 2020-12-03 09:31:40 +08:00
c9s
d60a82256d types: remove slice preallocated cap 2020-12-03 09:27:05 +08:00
c9s
2b264905f9 add warnings and fix subscription 2020-12-03 09:26:10 +08:00
c9s
4f399ebb9f fix stop price formating 2020-12-03 09:25:47 +08:00
c9s
17590fcc08 include movingstop in builtin 2020-12-03 08:52:43 +08:00
c9s
9d7aa2fe22 add movingstop strategy 2020-12-03 08:52:32 +08:00
c9s
0a5bac803c ignore duplicated trade 2020-12-03 08:51:57 +08:00
c9s
edb22383c7 fix ToGlobalOrder call 2020-12-02 22:44:57 +08:00
c9s
d38b16fb3e fix cross exchange strategy subscription 2020-12-02 22:44:41 +08:00
c9s
4cf5929cac improve trade parsing error 2020-12-02 22:21:13 +08:00
c9s
d226ec2e01 change field names to lower case so that we can use shorter name for the accessors 2020-12-02 22:21:13 +08:00