2317 Commits

Author	SHA1	Message	Date
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
c9s	197d750cb4	all: update profit struct fields	2022-03-05 01:39:53 +08:00
c9s	82e5520ee4	service: update profit service tests	2022-03-05 00:28:13 +08:00
c9s	a642aa1a5a	service: add more columns	2022-03-05 00:27:44 +08:00
c9s	09dea3938d	implement profit insert	2022-03-04 19:24:40 +08:00
c9s	9e0df77a36	move profit struct into the types package	2022-03-04 16:39:48 +08:00
Yo-An Lin	f8b257d490	Merge branch 'main' into fix/cmd-required	2022-03-03 19:53:27 +08:00
c9s	f190cc4f6c	cmd: fix account command usage	2022-03-03 19:40:18 +08:00
c9s	f14694c65f	cmd: remove config file check from the account command	2022-03-03 19:39:55 +08:00
zenix	a33b748563	fix: mark flags as required during PreRunE	2022-03-03 18:03:15 +09:00
c9s	3843bda7c2	cmd: remove incorrect MarkPersistentFlagRequired usage	2022-03-03 15:37:17 +08:00
c9s	7d08263cdb	fix: fix required flag marking issue	2022-03-03 15:34:16 +08:00
c9s	b8f54ed4b9	ftx: print result directly	2022-03-03 15:04:53 +08:00
c9s	86af4d2b40	ftx: rewrite order cancel handling	2022-03-03 14:52:24 +08:00
c9s	dd76cfafa4	ftx: remove legacy orderRequest from the legacy rest	2022-03-03 12:33:44 +08:00
c9s	c9f2027a38	ftx: remove the legacy orderRequest	2022-03-03 11:55:00 +08:00
c9s	5ea01c8d80	regenerate symbol map	2022-03-03 11:44:01 +08:00
c9s	eaa81f1313	ftx: remove legacy balances method	2022-03-03 11:43:15 +08:00
c9s	270ae51c9b	ftx: remove legacy PlaceOrderPayload	2022-03-03 11:42:57 +08:00
c9s	2510f14d53	ftx: remove legacy place order request method	2022-03-03 11:42:40 +08:00
c9s	5bbb796e94	ftx: clean up imports	2022-03-03 11:42:25 +08:00
c9s	37db477ece	ftx: remove legacy method CancelOrderByClientID	2022-03-03 11:42:13 +08:00
c9s	60ad6bc901	ftx: remove legacy CancelOrderByOrderID method	2022-03-03 11:41:51 +08:00
c9s	064da7f938	ftx: remove legacy open orders method	2022-03-03 11:40:23 +08:00
c9s	a47924d1c9	ftx: remove legacy order history method	2022-03-03 11:40:03 +08:00
c9s	da54fbb676	cmd: remove extra config option check	2022-03-03 11:39:28 +08:00
c9s	6ae588575a	ftx: remove legacy market api method	2022-03-03 11:39:11 +08:00
c9s	21ae48c975	cmd: use MarkFlagRequired	2022-03-03 11:36:06 +08:00
c9s	2845e03100	ftx: fix ftx test cases	2022-03-03 01:47:19 +08:00
c9s	3f8f17b1de	ftx: reimplement submit order api	2022-03-03 00:30:52 +08:00
c9s	3b601d73ce	ftx: remove legacy fills requests	2022-03-03 00:30:52 +08:00
c9s	4321cab557	ftx: drop the legacy unused account request	2022-03-03 00:30:52 +08:00
c9s	688445d7e7	cmd: add get-order cmd	2022-03-03 00:30:52 +08:00
c9s	127de0d81c	cmd: update executeOrderCmd description	2022-03-03 00:30:52 +08:00
c9s	95daa004aa	ftx: implement get order status api	2022-03-03 00:30:52 +08:00
c9s	14bcc780a4	ftxapi: add cancel order by client order id	2022-03-03 00:30:52 +08:00
c9s	07dd2e8d9c	ftx: improve order cancel by client order id	2022-03-03 00:30:52 +08:00
c9s	5cfc266d7a	ftx: simplify and replace the order history query	2022-03-03 00:30:52 +08:00
c9s	5c8997e293	ftx: fix ftx order status isWorking	2022-03-03 00:30:52 +08:00
c9s	66700016e4	ftx: add toGlobalOrderNew to convert new order structure	2022-03-03 00:30:52 +08:00
c9s	e9e1127d3e	ftx: replace query markets api	2022-03-03 00:30:52 +08:00
c9s	883f0ed83a	ftxapi: replace fill implementation	2022-03-03 00:30:52 +08:00
c9s	833354e553	ftx: replace QueryTrades implementation	2022-03-03 00:30:52 +08:00
c9s	9c371425f6	ftx: replace QueryAccount implementation	2022-03-03 00:30:52 +08:00
c9s	84bc170a2e	ftxapi: use order types	2022-03-03 00:30:52 +08:00
c9s	03f0305b3d	ftxapi: add fills request	2022-03-03 00:30:52 +08:00
c9s	14a49989fe	ftxapi: define types	2022-03-03 00:30:52 +08:00
c9s	cd0ac71b99	ftxapi: separate request files	2022-03-03 00:30:52 +08:00
c9s	abc425d820	ftx: fix ftx api client	2022-03-03 00:30:52 +08:00
c9s	93992801f9	ftxapi: add order history request	2022-03-03 00:30:52 +08:00
c9s	9e350afed5	ftxapi: add get coins api	2022-03-03 00:30:52 +08:00
c9s	3601edab84	ftxapi: add get single market api	2022-03-03 00:30:52 +08:00
c9s	2a6310c5f5	ftxapi: add get markets api	2022-03-03 00:30:52 +08:00
c9s	94ee46787e	ftxapi: add generated files	2022-03-03 00:30:52 +08:00
c9s	7ed2e352d9	ftx: rewrite ftxapi	2022-03-03 00:30:52 +08:00
Yo-An Lin	7ae5869461	Merge pull request #451 from narumiruna/protobuf ... grpc: add protobuf	2022-03-02 12:57:23 +08:00
zenix	f101e93311	fix: dnum panic, precision loss in parsing string in legacy	2022-02-28 15:50:31 +09:00
c9s	9c45e6693f	fix formatString	2022-02-25 18:25:44 +08:00
c9s	99b025dd5c	add FormatString test case and fix FormatString	2022-02-25 18:03:28 +08:00
c9s	10612cdfa9	add Test_formatQuantity	2022-02-25 17:47:54 +08:00
c9s	555e8c5253	add Test_formatPrice	2022-02-25 16:52:43 +08:00
なるみ	37fbe724cf	Add Error message	2022-02-23 12:44:31 +08:00
なるみ	3aeae99587	Add SubcribeUserData	2022-02-23 12:29:01 +08:00
なるみ	36fd5d648a	Add exchange and symbol to Ticker	2022-02-23 12:27:22 +08:00
なるみ	6b10d1160f	Merge SuccessResponse and SubscribeResponse	2022-02-23 12:21:49 +08:00
なるみ	9fd4074d37	Add Depth message for bids and asks	2022-02-23 12:19:23 +08:00
Yo-An Lin	2108003f9b	Merge pull request #454 from zenixls2/fix/pnl ... fix: #287 init environ before querying balance	2022-02-23 11:46:11 +08:00
zenix	06e9450859	feature: add cmd document ... add documentation index	2022-02-22 19:36:45 +09:00
zenix	52cc047673	fix: #287 init environ before querying balance	2022-02-22 14:32:35 +09:00
なるみ	32acec5669	Put exchange field in the order and trade message	2022-02-21 12:53:39 +08:00