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5,977 Commits 60 Branches 138 Tags 189 MiB
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Commit Graph

477 Commits

Author SHA1 Message Date
c9s
4ded82c94e pull out types.Exchange interfaces to make it minimal 2021-05-27 00:05:43 +08:00
c9s
9b9643e1f9 improve order cancellation mechanisim 2021-05-22 17:44:20 +08:00
c9s
8acada76a9 replace sliceorderbook with orderbook interface 2021-05-22 16:32:29 +08:00
c9s
56b2c8845b fix preorder, postorder and inorder 2021-05-22 11:36:58 +08:00
c9s
d1ad802806 improve trade command output layout 2021-05-19 17:54:30 +08:00
c9s
2fddc9166f show bid/ask volume in the message 2021-05-19 00:41:34 +08:00
c9s
34106cf65e add cpu profile option 2021-05-18 15:38:22 +08:00
c9s
b8139e6e86 add xarb strategy 2021-05-18 10:19:35 +08:00
Jui-Nan Lin
2d5ae1dde3 fix(ftxExchange): the env variable is "FTX_ACCOUNT" 2021-05-17 12:42:04 +08:00
c9s
a4381a54a3 add fee rate field 2021-05-16 15:03:36 +08:00
c9s
236df245a2 adjust quantity bases on the balances 2021-05-15 09:46:07 +08:00
c9s
f9cb414832 twap: add update-interval option 2021-05-15 09:29:44 +08:00
c9s
445feb016a support price ticks option 2021-05-14 15:35:11 +08:00
c9s
66bc06bc5f add more order execution parameter checks 2021-05-14 14:53:26 +08:00
c9s
f69cbe9c31 add basic TwapExecution 2021-05-14 14:53:26 +08:00
c9s
3437515d6a rename placeOrder to submitOrder for making the api consistent 2021-05-14 14:53:26 +08:00
c9s
9ff7b62123 add xbalance strategy 2021-05-12 01:21:40 +08:00
c9s
dde998aced fix graceful shutdown 2021-05-10 02:17:19 +08:00
c9s
14eedecd0e fix backtest sync from time 2021-05-08 00:44:43 +08:00
c9s
3501e8f5fd refactor backtest, add BootstrapBacktestEnvironment 2021-05-08 00:14:25 +08:00
c9s
494a270c54 insert trades to db only when backtest service is nil 2021-05-07 01:50:38 +08:00
c9s
1264c50e83 improve balances, account command usability 2021-05-06 23:50:26 +08:00
c9s
1a81813e17 add --session option check 2021-05-06 23:44:05 +08:00
c9s
859bf35255 set sync-from from config by default 2021-05-05 16:45:17 +08:00
c9s
0fbc388333 add --webserver-bind option and add option to --enable-webserver 2021-05-03 17:24:39 +08:00
c9s
20d673f769 add schedule strategy 2021-05-02 18:03:41 +08:00
c9s
471e0a4c45 pass string format quantity and price 2021-04-28 19:48:17 +08:00
zenix
2bda296194 Fix: upgrade binance api, fix go fmt, add hard start time for binance to reduce sync execution time 2021-04-21 19:50:33 +09:00
c9s
34fe915a9f fix sync issue for pnl command 2021-04-09 12:43:13 +08:00
c9s
d315c12f2d call environ.Init to setup sessions 2021-04-09 00:46:36 +08:00
ycdesu
e152aa1036 ftx: trade update 2021-03-29 22:11:39 +08:00
ycdesu
f60f1ef52e ftx: authenticate websocket 2021-03-27 18:16:52 +08:00
ycdesu
24254a869d ftx: invoke SetPublicOnly in orderbook command 2021-03-27 17:37:16 +08:00
ycdesu
9e77b3afd8 ftx: support queryTrades method 2021-03-26 00:43:15 +08:00
YC
80e5144950 Merge pull request #184 from c9s/ftx/add-missing-query-string 2021-03-24 16:26:33 +08:00
ycdesu
33046df35b ftx: list closed orders 2021-03-23 22:25:21 +08:00
ycdesu
cb52b436cb ftx: add log 2021-03-23 22:25:05 +08:00
c9s
29f77c2176 add environ.DatabaseService nil check for backtest 2021-03-22 22:48:43 +08:00
c9s
6c8babfb27 allow public session 2021-03-22 17:40:17 +08:00
c9s
e86f29b7cc add gap strategy 2021-03-22 17:32:21 +08:00
ycdesu
ab743f85c2 ftx:support deposit histories 2021-03-21 20:17:41 +08:00
ycdesu
c30a026243 ftx: support market cmd 2021-03-21 13:06:46 +08:00
c9s
814a77ea39 xmaker: improve balance checking 2021-03-21 12:55:33 +08:00
ycdesu
a7bdcdff38 fix: fix placeorder cmd 2021-03-19 10:07:39 +08:00
ycdesu
8a75b21a38 ftx: support account info 2021-03-18 23:53:55 +08:00
Larry850806
28f4584191 Use empty config if config file doesn't exist 2021-03-18 10:04:41 +08:00
Larry850806
4dc478590f Remove configuring database in balances cmd 2021-03-17 14:35:00 +08:00
Yo-An Lin
7ecb17dbe2 Merge pull request #163 from c9s/feature/mark-trade-strategy 2021-03-16 22:34:09 +08:00
c9s
714d61a829 add grid restore behavior 2021-03-16 20:04:06 +08:00
ycdesu
c08899f7fb ftx: add ftx to supported exchange 2021-03-15 20:40:04 +08:00
c9s
7b7811bbc3 revise orderbook command options 2021-03-15 10:23:53 +08:00
c9s
97d427a9ca add ftx into the standard exchange factory 2021-03-15 10:22:45 +08:00
Yo-An Lin
e0d7fefbf2 Merge pull request #150 from c9s/fix/pnl 
feature: add deposit service and withdraw service for sync
 2021-03-15 09:01:24 +08:00
Yo-An Lin
806a32724f Merge pull request #153 from c9s/improve/balances-cmd 2021-03-14 11:51:49 +08:00
c9s
4b49fda463 refactor sync service 2021-03-14 11:18:22 +08:00
c9s
22a9809327 improve balances command 2021-03-14 10:35:01 +08:00
c9s
33213746f4 cmd: add --all option to the cancel command 2021-03-14 10:29:45 +08:00
ycdesu
a83b95d262 ftx: implemenet place order func 2021-03-13 10:41:04 +08:00
ycdesu
c3a677e2b8 ftx: rename orders cmd to listorders 2021-03-13 10:41:04 +08:00
Yo-An Lin
b58e96a8a2 Merge pull request #148 from jnlin/fix/telegram-config 2021-03-10 12:42:28 +08:00
Jui-Nan Lin
19e523c1e9 fix: typo of telegram bot auth token 2021-03-10 12:31:26 +08:00
ycdesu
6599f276db ftx: implement query open orders 2021-03-07 12:51:13 +08:00
ycdesu
be7c393fcb ftx: print orderbook update 2021-03-04 10:02:40 +08:00
ycdesu
081aa17deb doc: modify comment 2021-03-03 08:38:55 +08:00
ycdesu
160f6323e8 ftx: emit orderbook snapshot 2021-03-02 22:18:41 +08:00
ycdesu
a26c0553ee cmd: raise symbol not found err 2021-03-02 18:33:19 +08:00
ycdesu
f7ef4a8028 cmd: create orderbook command to print orderbook snapshot and updates 2021-02-27 19:28:01 +08:00
ycdesu
282ce3ee99 cmd: move simple session factory to cmd/utils.go 2021-02-27 18:42:45 +08:00
ycdesu
fd5574b006 cmd: add balances testing cmd 
Only support ftx
 2021-02-27 17:24:59 +08:00
ycdesu
45da7ca1f5 cmd: add ftx flags 2021-02-27 17:23:59 +08:00
c9s
21a4669905 adjust max query limiter and sync before running trader 2021-02-22 16:54:08 +08:00
c9s
e93b5a1868 add version command 2021-02-22 15:23:09 +08:00
c9s
9ea1a22b3f wrap errors 2021-02-21 17:48:03 +08:00
c9s
21b092037e refactor notification configuration 2021-02-21 16:52:47 +08:00
c9s
fa4e813729 resolve cyclic imports 2021-02-21 01:01:39 +08:00
c9s
6845db6dd3 refactor database configure method 2021-02-21 00:58:34 +08:00
c9s
1763fb8904 improve the warning message 2021-02-21 00:48:26 +08:00
c9s
12ed5a1efe move persistence service into the service package 2021-02-21 00:45:56 +08:00
c9s
b7a3f2ee03 refactor telegram initialization 2021-02-20 12:33:43 +08:00
c9s
be00aae81e move trade configuration to the trader struct method 2021-02-20 12:23:31 +08:00
c9s
4ce6e85624 add sync status to the environment 2021-02-20 11:29:33 +08:00
c9s
44fa74a4c9 refactor session sync 2021-02-19 10:42:24 +08:00
c9s
390c9b1a4b move Sync method into the sync service 2021-02-19 10:26:13 +08:00
c9s
eaa8c647b5 refactor session sync 2021-02-18 22:40:46 +08:00
c9s
90069a8589 improve sync command to find possible trading symbols automatically 2021-02-18 22:07:54 +08:00
c9s
e372a53835 refactor transfer history command 2021-02-17 14:43:50 +08:00
c9s
5f759780c3 remove unused since flag 2021-02-16 17:10:48 +08:00
c9s
0c9ca851e5 improve support strategy 2021-02-15 01:26:46 +08:00
c9s
ffa001fc29 fix quantity format 2021-02-11 00:21:56 +08:00
ycchen
2b285c0202 fix: remove unused 2021-02-08 22:43:20 +01:00
ycchen
6655e16889 minor tweaks 2021-02-08 22:41:44 +01:00
ycchen
61c98432f2 feat: tickers for asset calculation 2021-02-08 22:41:44 +01:00
Yo-An Lin
b81eb33cad Merge pull request #117 from c9s/wizard/sqlite3 
add sqlite3 driver option to the wizard user interface
 2021-02-06 17:41:45 +08:00
c9s
62145d02f3 move dotenv loading to the root command 2021-02-06 15:03:07 +08:00
Yo-An Lin
5a5e64cc8d Merge pull request #111 from c9s/feature/sqlite3 
add sqlite3 migration support
 2021-02-06 11:52:03 +08:00
c9s
0b657d59f9 make inBaseAsset as private method 2021-02-06 11:34:53 +08:00
c9s
dd9dbee903 refactor database configuration with env vars 2021-02-06 11:33:49 +08:00
c9s
99b56003eb clean up legacy db connection handling with the new database service 2021-02-06 11:22:04 +08:00
c9s
de51eb29e4 refactor db stuff with database service 2021-02-06 11:22:04 +08:00
Yo-An Lin
8c72e2290e Merge pull request #110 from jnlin/options_orderlimit 2021-02-05 19:30:41 +08:00
Jui-Nan Lin
b6da7ee2f2 fix(pnl): should be trades 2021-02-05 14:49:42 +08:00
c9s
ea0c20cfe7 rename enableApiServer to enableWebServer 2021-02-05 13:04:52 +08:00
c9s
0803d6bae0 add BeforeRestart hook 2021-02-05 13:01:07 +08:00
Jui-Nan Lin
893b513605 feat: add limit option for pnl command 2021-02-05 10:12:10 +08:00
c9s
bd895149ad if dotenv file does not exist, do not load it 2021-02-04 20:34:31 +08:00
c9s
621321f5db add basic desktop app 2021-02-04 20:34:31 +08:00
c9s
d8d1249293 fix env var prefix by using os.Getenv directly 2021-02-04 15:14:54 +08:00
c9s
7c6fce076f use ping try the api server 2021-02-04 13:48:21 +08:00
c9s
6db1924f87 add setup struct for setup mode options 2021-02-04 13:29:43 +08:00
c9s
f21b7f06d7 update static files and fix page routes 2021-02-03 18:54:35 +08:00
c9s
b3aa7e7511 add darwin os check 2021-02-03 18:54:34 +08:00
c9s
c73e5f00f3 refactor server routes 2021-02-03 18:09:33 +08:00
c9s
bf8508d4fb update description 2021-02-03 17:41:48 +08:00
c9s
4e31c7f68a change default config path to just bbgo.yaml 2021-02-03 17:39:53 +08:00
c9s
8aa96c4546 integrate strateg adding api 2021-02-03 02:26:41 +08:00
c9s
d458519ba5 add setup flag 2021-02-02 18:17:39 +08:00
c9s
17d5e301dc refine setup steps 2021-02-02 17:26:35 +08:00
c9s
73762d9888 support exchange session test from the setup wizard 2021-02-02 11:44:07 +08:00
c9s
06f648448b pull out wrapper runner 2021-02-01 20:44:15 +08:00
c9s
eebb568b0c add dotenv string flag for changing dotenv filename 2021-02-01 20:44:15 +08:00
c9s
0a29ee99b8 call godotenv.Load to load env vars 2021-02-01 20:44:15 +08:00
c9s
a60aeb4771 pull out .Subscribe from trader.Run 2021-02-01 20:44:15 +08:00
c9s
a926ee1e37 rename --enable-api-server to --enable-web-server 2021-01-29 19:31:52 +08:00
c9s
fbbe304dfb add trades query api 2021-01-29 18:48:00 +08:00
c9s
9040f6ff0d add --enable-api-server flag 2021-01-24 19:07:56 +08:00
c9s
eccc2c6e0f implement session config api and server 2021-01-24 18:42:36 +08:00
c9s
51e5deee47 add frontend files 2021-01-24 14:14:25 +08:00
c9s
1892d03326 make session trades map thread safe 2021-01-24 14:14:25 +08:00
c9s
568250f4bb define api routes 2021-01-24 14:14:25 +08:00
c9s
1f1e1383f3 fix advancedOrderCancelApi interface 2021-01-23 17:20:26 +08:00
c9s
cc3e9f42aa cmd: fix build nil check 2021-01-23 01:01:36 +08:00
c9s
fa8198b8b9 remove unnecessary logs 2021-01-21 12:28:47 +08:00
c9s
93ae65535d remove os and arch flags 2021-01-21 12:27:55 +08:00
c9s
5eaa8f0778 add IsWrapperBinary flag and fix persistence error 2021-01-21 12:27:21 +08:00
c9s
503df57e72 remove legacy cmd flags 2021-01-21 12:10:06 +08:00
c9s
5329ef8f25 refactor build config 2021-01-21 12:06:03 +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
d3f6841a27 improve sync command for margin trades and orders 2021-01-20 01:46:17 +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
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
2699c32b38 add rockhopper 2021-01-13 23:53:36 +08:00
c9s
45e4d8c558 rename movingstop to trailingstop 2020-12-31 13:07:39 +08:00
c9s
275aa9494a support canceling orders on max 2020-12-29 16:00:03 +08:00
c9s
f12e38b70e call cancelTrading defer 2020-12-21 15:47:20 +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
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
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
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
62a541fb27 rename preload to loadBuildConfig 2020-12-07 11:44:23 +08:00
David Chang
9f92fcf2e4 chore: rename telegram init to telegram auth 2020-12-06 13:59:47 +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
17590fcc08 include movingstop in builtin 2020-12-03 08:52:43 +08:00
c9s
db6c90b8dd cmd: fix run command signal handling 2020-11-23 16:36:03 +08:00
c9s
cc3da5b678 pass order id for order store exists 2020-11-17 08:53:22 +08:00
c9s
f4512f031c improve cross exchange strategy mounting behavior and add fixedpoint atomic ops 2020-11-17 08:19:22 +08:00
c9s
94aaaf21b0 improve wrapper binary invocation 2020-11-15 13:23:26 +08:00
c9s
8cc1c589a1 fix waitgroup counting 2020-11-12 14:59:47 +08:00
c9s
fc9409673f add graceful shutdown 2020-11-12 14:50:21 +08:00
c9s
4bb5730cea remove backtest flag from the sync command 2020-11-11 16:11:41 +08:00
c9s
24e5911140 refactory sync mode into the backtest command 2020-11-11 16:08:24 +08:00
c9s
097b2d30a6 add base-asset-baseline flag for backtest 2020-11-11 14:39:33 +08:00
c9s
04f6da3cb8 add traditional grid strategy 2020-11-10 19:06:20 +08:00
c9s
923fea0d94 improve backtest cmd 2020-11-10 14:19:11 +08:00
c9s
f5b17193c5 move verbose flag detection before we setup the environment 2020-11-09 16:49:03 +08:00
c9s
6c2aef31a3 improve backtest logging 2020-11-09 16:47:29 +08:00
c9s
e7cc79f3cf replace errors.Errorf with fmt.Errorf 2020-11-09 16:34:35 +08:00
c9s
e3a1184d22 fix backtest sync exchange and consider fee rate 2020-11-08 12:47:14 +08:00
c9s
4b0bab31fb Merge branch 'feature/backtest' into main 2020-11-07 20:34:55 +08:00
c9s
641784e1b1 calculate pnl after the backtest 2020-11-07 20:34:34 +08:00
c9s
6040c69327 add sync flag for backtesting 2020-11-07 20:14:53 +08:00
c9s
f1db12eb10 add done channel for backtest exchange 2020-11-07 20:11:07 +08:00
c9s
573a082391 add flashcrash strategy 2020-11-07 12:02:15 +08:00
c9s
b13a2deec5 emit klines and setup account balances 2020-11-07 03:18:05 +08:00
c9s
22a214328d implement backtest command, stream and add backtest config 2020-11-07 02:57:50 +08:00
c9s
8823a39fc2 support backtesting kline verification 2020-11-07 00:49:17 +08:00
c9s
555fe57341 implement kline sync function from command 2020-11-06 21:40:48 +08:00
c9s
b38d0d15ed fix order sync for max 2020-11-05 14:12:19 +08:00
c9s
7fab2e24de improve order persistence and support order data sync 2020-11-05 11:14:14 +08:00
c9s
eb67fc0f8f make mysql-url optional for run command 2020-11-05 11:14:14 +08:00
c9s
eb05620f99 use Notifiability directly from environment 2020-10-31 18:35:48 +08:00
c9s
49ff9c4dd6 drop legacy trade reporter 2020-10-31 18:35:48 +08:00
c9s
c4d7476212 add submit order routing 2020-10-31 18:35:48 +08:00
c9s
ec9b5230aa refactor trade report and move trade reporter to the environment layer 2020-10-31 18:35:48 +08:00
c9s
551fa4b7fb add grid to built-ins 2020-10-31 18:29:58 +08:00
c9s
b22e0370b3 drop legacy OrderProcessor and remove slack debug 2020-10-28 17:48:16 +08:00
c9s
2680ad5072 refactor environment, market data store, injection and add swing strategy 2020-10-28 17:48:16 +08:00
c9s
008e5c83f9 fix notification config check 2020-10-27 20:41:08 +08:00
c9s
b3eaf832af Add pricealert strategy for demonstrating notification 2020-10-27 13:54:39 +08:00
c9s
ef598c3a0f assign base order executor descendingly 2020-10-27 09:58:21 +08:00
c9s
8453e95300 configure channel routers 2020-10-27 09:38:29 +08:00
c9s
42f947506c add route methods on Notifiability 2020-10-27 09:24:59 +08:00
c9s
ea05d998f2 load notification conf 2020-10-27 08:57:00 +08:00
c9s
955479486a add symbol channel router and object channel router for notification 2020-10-27 08:19:16 +08:00
c9s
a1eeb55778 refactor and clean up bbgo config 2020-10-26 21:45:02 +08:00
c9s
502e5bdc04 load exchange sessions dynamically 2020-10-26 17:00:17 +08:00
c9s
19f259111d improve config loading by adding unmarshal yaml method 2020-10-26 15:33:25 +08:00
c9s
cd666fdf9e pull out db parameter from the constructor 2020-10-26 15:06:39 +08:00
c9s
3aa40f3aab disable viper config for now 2020-10-26 13:56:48 +08:00
c9s
332ca7ffe8 make trade sync optional 2020-10-26 13:48:59 +08:00
c9s
931c646fde configure notifier and make slack notification optional 2020-10-26 13:40:43 +08:00
c9s
ac0a26b005 add build command 2020-10-26 13:27:07 +08:00
c9s
9017d2a9a7 add go os and arch name to the binary name 2020-10-26 11:41:21 +08:00
c9s
1e12de28da Add xpuremaker skeleton 2020-10-25 18:32:46 +08:00
c9s
81653c6451 improve compile function for goos and goarch 2020-10-24 16:29:58 +08:00
c9s
2535a5803e alias logrus into log 2020-10-24 15:43:55 +08:00
c9s
9ce9ecc910 compile local strategies into the wrapper binary 2020-10-24 15:38:13 +08:00
c9s
cd28fb8771 unmarshal imports into config 2020-10-23 14:49:54 +08:00
c9s
e1e8a16f97 rename Run to Execute to avoid confusion 2020-10-23 14:38:24 +08:00
c9s
bcc97c1906 cmd: rename slack-trading-channel to slack-channel 2020-10-23 14:29:02 +08:00
c9s
048374566c move commands into pkg/cmd 2020-10-23 14:28:07 +08:00
c9s
1f71fa623c add channel argument to the notify method 2020-10-21 17:10:47 +08:00
c9s
58265d14f9 move cmdutil package 2020-10-21 15:58:58 +08:00