Commit Graph

4147 Commits

Author SHA1 Message Date
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
0e5d85d3a4 add opencollective badges 2021-12-27 11:59:38 +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
551458b1c4 add kucoin to readme 2021-12-26 16:03:44 +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
92b3a9b0fe doc: add kucoin to the list 2021-12-26 03:25:29 +08:00
Yo-An Lin
62fcc7deb1
Merge pull request #404 from c9s/kucoin/migration
add kucoin kline migration
2021-12-26 03:23:25 +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
f72221e804 fix klines table migration 2021-12-26 02:40:00 +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
ce07c3eda4 migrations: clean up and add kucoin klines table 2021-12-26 02:30:45 +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
f192f4f5cc doc: update readme features 2021-12-25 23:04:24 +08:00
c9s
da1b0f5c1d add topic twap 2021-12-25 23:00:24 +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