lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-24 15:55:14 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity
4,247 Commits 60 Branches 138 Tags 189 MiB
d376b9fcc2
Commit Graph

2887 Commits

Author SHA1 Message Date
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