mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-20 15:10:10 +00:00
017cdf1384
* Modifications for a smoother live run * Fixes data appending * Successfully allows multi-currency live trading. Adds multiple currencies to live DCA strategy * Attempting to get cash and carry working * Poor attempts at sorting out data and appending it properly with USD in mind * =designs new live data handler * Updates cash and carry strat to work * adds test coverage. begins closeallpositions function * Updates cash and carry to work live * New kline.Event type. Cancels orders on close. Rn types * =Fixes USD funding issue * =fixes tests * fixes tests AGAIN * adds coverage to close all orders * crummy tests, should override * more tests * more tests * more coverage * removes scourge of currency.Pair maps. More tests * missed currency stuff * Fixes USD data issue & collateral issue. Needs to close ALL orders * Now triggers updates on the very first data entry * All my problems are solved now???? * fixes tests, extends coverage * there is some really funky candle stuff going on * my brain is melting * better shutdown management, fixes freezing bug * fixes data duplication issues, adds retries to requests * reduces logging, adds verbose options * expands coverage over all new functionality * fixes fun bug from curr == curr to curr.Equal(curr) * fixes setup issues and tests * starts adding external wallet amounts for funding * more setup for assets * setup live fund calcs and placing orders * successfully performs automated cash and carry * merge fixes * funding properly set at all times * fixes some bugs, need to address currencystatistics still * adds 'appeneded' trait, attempts to fix some stats * fixes stat bugs, adds cool new fetchfees feature * fixes terrible processing bugs * tightens realorder stats, sadly loses some live stats * this actually sets everything correctly for bothcd ..cd ..cd ..cd ..cd ..! * fix tests * coverage * beautiful new test coverage * docs * adds new fee getter delayer * commits from the correct directory * Lint * adds verbose to fund manager * Fix bug in t2b2 strat. Update dca live config. Docs * go mod tidy * update buf * buf + test improvement * Post merge fixes * fixes surprise offset bug * fix sizing restrictions for cash and carry * fix server lints * merge fixes * test fixesss * lintle fixles * slowloris * rn run to task, bug fixes, close all on close * rpc lint and fixes * bugfix: order manager not processing orders properly * somewhat addresses nits * absolutely broken end of day commit * absolutely massive knockon effects from nits * massive knockon effects continue * fixes things * address remaining nits * jk now fixes things * addresses the easier nits * more nit fixers * more niterinos addressederinos * refactors holdings and does some nits * so buf * addresses some nits, fixes holdings bugs * cleanup * attempts to fix alert chans to prevent many chans waiting? * terrible code, will revert * to be reviewed in detail tomorrow * Fixes up channel system * smashes those nits * fixes extra candles, fixes collateral bug, tests * fixes data races, introduces reflection * more checks n tests * Fixes cash and carry issues. Fixes more cool bugs * fixes ~typer~ typo * replace spot strats from ftx to binance * fixes all the tests I just destroyed * removes example path, rm verbose * 1) what 2) removes FTX references from the Backtester * renamed, non-working strategies * Removes FTX references almost as fast as sbf removes funds * regen docs, add contrib names,sort contrib names * fixes merge renamings * Addresses nits. Fixes setting API credentials. Fixes Binance limit retrieval * Fixes live order bugs with real orders and without * Apply suggestions from code review Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update backtester/engine/live.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update backtester/engine/live.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update backtester/config/strategyconfigbuilder/main.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * updates docs * even better docs Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
1080 lines
26 KiB
JSON
1080 lines
26 KiB
JSON
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"tags": [
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"/v1/stopalltasks": {
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"tags": [
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"/v1/stoptask": {
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|
|
}
|
|
}
|
|
},
|
|
"definitions": {
|
|
"btrpcApiData": {
|
|
"type": "object",
|
|
"properties": {
|
|
"startDate": {
|
|
"type": "string",
|
|
"format": "date-time"
|
|
},
|
|
"endDate": {
|
|
"type": "string",
|
|
"format": "date-time"
|
|
},
|
|
"inclusiveEndDate": {
|
|
"type": "boolean"
|
|
}
|
|
}
|
|
},
|
|
"btrpcCSVData": {
|
|
"type": "object",
|
|
"properties": {
|
|
"path": {
|
|
"type": "string"
|
|
}
|
|
}
|
|
},
|
|
"btrpcClearAllTasksResponse": {
|
|
"type": "object",
|
|
"properties": {
|
|
"clearedTasks": {
|
|
"type": "array",
|
|
"items": {
|
|
"$ref": "#/definitions/btrpcTaskSummary"
|
|
}
|
|
},
|
|
"remainingTasks": {
|
|
"type": "array",
|
|
"items": {
|
|
"$ref": "#/definitions/btrpcTaskSummary"
|
|
}
|
|
}
|
|
}
|
|
},
|
|
"btrpcClearTaskResponse": {
|
|
"type": "object",
|
|
"properties": {
|
|
"clearedTask": {
|
|
"$ref": "#/definitions/btrpcTaskSummary"
|
|
}
|
|
}
|
|
},
|
|
"btrpcConfig": {
|
|
"type": "object",
|
|
"properties": {
|
|
"nickname": {
|
|
"type": "string"
|
|
},
|
|
"goal": {
|
|
"type": "string"
|
|
},
|
|
"strategySettings": {
|
|
"$ref": "#/definitions/btrpcStrategySettings"
|
|
},
|
|
"fundingSettings": {
|
|
"$ref": "#/definitions/btrpcFundingSettings"
|
|
},
|
|
"currencySettings": {
|
|
"type": "array",
|
|
"items": {
|
|
"$ref": "#/definitions/btrpcCurrencySettings"
|
|
}
|
|
},
|
|
"dataSettings": {
|
|
"$ref": "#/definitions/btrpcDataSettings"
|
|
},
|
|
"portfolioSettings": {
|
|
"$ref": "#/definitions/btrpcPortfolioSettings"
|
|
},
|
|
"statisticSettings": {
|
|
"$ref": "#/definitions/btrpcStatisticSettings"
|
|
}
|
|
}
|
|
},
|
|
"btrpcCurrencySettings": {
|
|
"type": "object",
|
|
"properties": {
|
|
"exchangeName": {
|
|
"type": "string"
|
|
},
|
|
"asset": {
|
|
"type": "string"
|
|
},
|
|
"base": {
|
|
"type": "string"
|
|
},
|
|
"quote": {
|
|
"type": "string"
|
|
},
|
|
"buySide": {
|
|
"$ref": "#/definitions/btrpcPurchaseSide"
|
|
},
|
|
"sellSide": {
|
|
"$ref": "#/definitions/btrpcPurchaseSide"
|
|
},
|
|
"minSlippagePercent": {
|
|
"type": "string"
|
|
},
|
|
"maxSlippagePercent": {
|
|
"type": "string"
|
|
},
|
|
"makerFeeOverride": {
|
|
"type": "string"
|
|
},
|
|
"takerFeeOverride": {
|
|
"type": "string"
|
|
},
|
|
"maximumHoldingsRatio": {
|
|
"type": "string"
|
|
},
|
|
"skipCandleVolumeFitting": {
|
|
"type": "boolean"
|
|
},
|
|
"useExchangeOrderLimits": {
|
|
"type": "boolean"
|
|
},
|
|
"useExchangePnlCalculation": {
|
|
"type": "boolean"
|
|
},
|
|
"spotDetails": {
|
|
"$ref": "#/definitions/btrpcSpotDetails"
|
|
},
|
|
"futuresDetails": {
|
|
"$ref": "#/definitions/btrpcFuturesDetails"
|
|
}
|
|
}
|
|
},
|
|
"btrpcCustomSettings": {
|
|
"type": "object",
|
|
"properties": {
|
|
"keyField": {
|
|
"type": "string"
|
|
},
|
|
"keyValue": {
|
|
"type": "string"
|
|
}
|
|
}
|
|
},
|
|
"btrpcDataSettings": {
|
|
"type": "object",
|
|
"properties": {
|
|
"interval": {
|
|
"type": "string",
|
|
"format": "uint64"
|
|
},
|
|
"datatype": {
|
|
"type": "string"
|
|
},
|
|
"apiData": {
|
|
"$ref": "#/definitions/btrpcApiData"
|
|
},
|
|
"databaseData": {
|
|
"$ref": "#/definitions/btrpcDatabaseData"
|
|
},
|
|
"csvData": {
|
|
"$ref": "#/definitions/btrpcCSVData"
|
|
},
|
|
"liveData": {
|
|
"$ref": "#/definitions/btrpcLiveData"
|
|
}
|
|
}
|
|
},
|
|
"btrpcDatabaseConfig": {
|
|
"type": "object",
|
|
"properties": {
|
|
"enabled": {
|
|
"type": "boolean"
|
|
},
|
|
"verbose": {
|
|
"type": "boolean"
|
|
},
|
|
"driver": {
|
|
"type": "string"
|
|
},
|
|
"config": {
|
|
"$ref": "#/definitions/btrpcDatabaseConnectionDetails"
|
|
}
|
|
}
|
|
},
|
|
"btrpcDatabaseConnectionDetails": {
|
|
"type": "object",
|
|
"properties": {
|
|
"host": {
|
|
"type": "string"
|
|
},
|
|
"port": {
|
|
"type": "integer",
|
|
"format": "int64"
|
|
},
|
|
"userName": {
|
|
"type": "string"
|
|
},
|
|
"password": {
|
|
"type": "string"
|
|
},
|
|
"database": {
|
|
"type": "string"
|
|
},
|
|
"sslMode": {
|
|
"type": "string"
|
|
}
|
|
}
|
|
},
|
|
"btrpcDatabaseData": {
|
|
"type": "object",
|
|
"properties": {
|
|
"startDate": {
|
|
"type": "string",
|
|
"format": "date-time"
|
|
},
|
|
"endDate": {
|
|
"type": "string",
|
|
"format": "date-time"
|
|
},
|
|
"config": {
|
|
"$ref": "#/definitions/btrpcDatabaseConfig"
|
|
},
|
|
"path": {
|
|
"type": "string"
|
|
},
|
|
"inclusiveEndDate": {
|
|
"type": "boolean"
|
|
}
|
|
}
|
|
},
|
|
"btrpcExchangeCredentials": {
|
|
"type": "object",
|
|
"properties": {
|
|
"exchange": {
|
|
"type": "string"
|
|
},
|
|
"keys": {
|
|
"$ref": "#/definitions/btrpcExchangeKeys"
|
|
}
|
|
}
|
|
},
|
|
"btrpcExchangeKeys": {
|
|
"type": "object",
|
|
"properties": {
|
|
"key": {
|
|
"type": "string"
|
|
},
|
|
"secret": {
|
|
"type": "string"
|
|
},
|
|
"clientId": {
|
|
"type": "string"
|
|
},
|
|
"pemKey": {
|
|
"type": "string"
|
|
},
|
|
"subAccount": {
|
|
"type": "string"
|
|
},
|
|
"oneTimePassword": {
|
|
"type": "string"
|
|
}
|
|
}
|
|
},
|
|
"btrpcExchangeLevelFunding": {
|
|
"type": "object",
|
|
"properties": {
|
|
"exchangeName": {
|
|
"type": "string"
|
|
},
|
|
"asset": {
|
|
"type": "string"
|
|
},
|
|
"currency": {
|
|
"type": "string"
|
|
},
|
|
"initialFunds": {
|
|
"type": "string"
|
|
},
|
|
"transferFee": {
|
|
"type": "string"
|
|
}
|
|
}
|
|
},
|
|
"btrpcExecuteStrategyResponse": {
|
|
"type": "object",
|
|
"properties": {
|
|
"task": {
|
|
"$ref": "#/definitions/btrpcTaskSummary"
|
|
}
|
|
}
|
|
},
|
|
"btrpcFundingSettings": {
|
|
"type": "object",
|
|
"properties": {
|
|
"useExchangeLevelFunding": {
|
|
"type": "boolean"
|
|
},
|
|
"exchangeLevelFunding": {
|
|
"type": "array",
|
|
"items": {
|
|
"$ref": "#/definitions/btrpcExchangeLevelFunding"
|
|
}
|
|
}
|
|
}
|
|
},
|
|
"btrpcFuturesDetails": {
|
|
"type": "object",
|
|
"properties": {
|
|
"leverage": {
|
|
"$ref": "#/definitions/btrpcLeverage"
|
|
}
|
|
}
|
|
},
|
|
"btrpcLeverage": {
|
|
"type": "object",
|
|
"properties": {
|
|
"canUseLeverage": {
|
|
"type": "boolean"
|
|
},
|
|
"maximumOrdersWithLeverageRatio": {
|
|
"type": "string"
|
|
},
|
|
"maximumLeverageRate": {
|
|
"type": "string"
|
|
},
|
|
"maximumCollateralLeverageRate": {
|
|
"type": "string"
|
|
}
|
|
}
|
|
},
|
|
"btrpcListAllTasksResponse": {
|
|
"type": "object",
|
|
"properties": {
|
|
"tasks": {
|
|
"type": "array",
|
|
"items": {
|
|
"$ref": "#/definitions/btrpcTaskSummary"
|
|
}
|
|
}
|
|
}
|
|
},
|
|
"btrpcLiveData": {
|
|
"type": "object",
|
|
"properties": {
|
|
"newEventTimeout": {
|
|
"type": "string",
|
|
"format": "int64"
|
|
},
|
|
"dataCheckTimer": {
|
|
"type": "string",
|
|
"format": "int64"
|
|
},
|
|
"realOrders": {
|
|
"type": "boolean"
|
|
},
|
|
"closePositionsOnStop": {
|
|
"type": "boolean"
|
|
},
|
|
"dataRequestRetryTolerance": {
|
|
"type": "string",
|
|
"format": "int64"
|
|
},
|
|
"dataRequestRetryWaitTime": {
|
|
"type": "string",
|
|
"format": "int64"
|
|
},
|
|
"credentials": {
|
|
"type": "array",
|
|
"items": {
|
|
"$ref": "#/definitions/btrpcExchangeCredentials"
|
|
}
|
|
}
|
|
}
|
|
},
|
|
"btrpcPortfolioSettings": {
|
|
"type": "object",
|
|
"properties": {
|
|
"leverage": {
|
|
"$ref": "#/definitions/btrpcLeverage"
|
|
},
|
|
"buySide": {
|
|
"$ref": "#/definitions/btrpcPurchaseSide"
|
|
},
|
|
"sellSide": {
|
|
"$ref": "#/definitions/btrpcPurchaseSide"
|
|
}
|
|
}
|
|
},
|
|
"btrpcPurchaseSide": {
|
|
"type": "object",
|
|
"properties": {
|
|
"minimumSize": {
|
|
"type": "string"
|
|
},
|
|
"maximumSize": {
|
|
"type": "string"
|
|
},
|
|
"maximumTotal": {
|
|
"type": "string"
|
|
}
|
|
}
|
|
},
|
|
"btrpcSpotDetails": {
|
|
"type": "object",
|
|
"properties": {
|
|
"initialBaseFunds": {
|
|
"type": "string"
|
|
},
|
|
"initialQuoteFunds": {
|
|
"type": "string"
|
|
}
|
|
}
|
|
},
|
|
"btrpcStartAllTasksResponse": {
|
|
"type": "object",
|
|
"properties": {
|
|
"tasksStarted": {
|
|
"type": "array",
|
|
"items": {
|
|
"type": "string"
|
|
}
|
|
}
|
|
}
|
|
},
|
|
"btrpcStartTaskResponse": {
|
|
"type": "object",
|
|
"properties": {
|
|
"started": {
|
|
"type": "boolean"
|
|
}
|
|
}
|
|
},
|
|
"btrpcStatisticSettings": {
|
|
"type": "object",
|
|
"properties": {
|
|
"riskFreeRate": {
|
|
"type": "string"
|
|
}
|
|
}
|
|
},
|
|
"btrpcStopAllTasksResponse": {
|
|
"type": "object",
|
|
"properties": {
|
|
"tasksStopped": {
|
|
"type": "array",
|
|
"items": {
|
|
"$ref": "#/definitions/btrpcTaskSummary"
|
|
}
|
|
}
|
|
}
|
|
},
|
|
"btrpcStopTaskResponse": {
|
|
"type": "object",
|
|
"properties": {
|
|
"stoppedTask": {
|
|
"$ref": "#/definitions/btrpcTaskSummary"
|
|
}
|
|
}
|
|
},
|
|
"btrpcStrategySettings": {
|
|
"type": "object",
|
|
"properties": {
|
|
"name": {
|
|
"type": "string"
|
|
},
|
|
"useSimultaneousSignalProcessing": {
|
|
"type": "boolean"
|
|
},
|
|
"disableUsdTracking": {
|
|
"type": "boolean"
|
|
},
|
|
"customSettings": {
|
|
"type": "array",
|
|
"items": {
|
|
"$ref": "#/definitions/btrpcCustomSettings"
|
|
}
|
|
}
|
|
},
|
|
"title": "struct definitions"
|
|
},
|
|
"btrpcTaskSummary": {
|
|
"type": "object",
|
|
"properties": {
|
|
"id": {
|
|
"type": "string"
|
|
},
|
|
"strategyName": {
|
|
"type": "string"
|
|
},
|
|
"dateLoaded": {
|
|
"type": "string"
|
|
},
|
|
"dateStarted": {
|
|
"type": "string"
|
|
},
|
|
"dateEnded": {
|
|
"type": "string"
|
|
},
|
|
"closed": {
|
|
"type": "boolean"
|
|
},
|
|
"liveTesting": {
|
|
"type": "boolean"
|
|
},
|
|
"realOrders": {
|
|
"type": "boolean"
|
|
}
|
|
}
|
|
},
|
|
"protobufAny": {
|
|
"type": "object",
|
|
"properties": {
|
|
"@type": {
|
|
"type": "string"
|
|
}
|
|
},
|
|
"additionalProperties": {}
|
|
},
|
|
"rpcStatus": {
|
|
"type": "object",
|
|
"properties": {
|
|
"code": {
|
|
"type": "integer",
|
|
"format": "int32"
|
|
},
|
|
"message": {
|
|
"type": "string"
|
|
},
|
|
"details": {
|
|
"type": "array",
|
|
"items": {
|
|
"$ref": "#/definitions/protobufAny"
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|