2715 Commits

Author	SHA1	Message	Date
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