narumi
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d8ff42d531
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Fix duplicate orders caused by position risk control
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2023-10-11 12:13:01 +08:00 |
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narumi
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81ea074b4f
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check balances
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2023-10-07 16:34:22 +08:00 |
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narumi
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a0efa2769d
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add randtrader strategy
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2023-10-07 12:36:32 +08:00 |
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narumi
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a40488b0a3
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add xfixedmaker strategy
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2023-10-06 12:58:47 +08:00 |
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c9s
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a13c65ef1d
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Merge pull request #1332 from MengShue/add_supported_interval
FEATURE: add supported interval for okex
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2023-10-05 21:47:51 +08:00 |
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c9s
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e01d89d619
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Merge pull request #1232 from zenixls2/feature/forceOrder
feature: add forceOrder api for binance to show liquid info
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2023-10-05 21:46:49 +08:00 |
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zenix
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590e1648eb
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fix: use MillisecondTimestamp instead
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2023-10-05 16:16:27 +09:00 |
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c9s
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378425a3aa
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bbgo: add balance logger support
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2023-10-04 18:02:19 +08:00 |
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c9s
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78ea940569
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max: support private channel setter
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2023-10-04 18:02:18 +08:00 |
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Alan.sung
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2309bbdee8
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print local interval in error message
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2023-10-04 16:24:32 +08:00 |
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c9s
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42d2ffd502
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Merge pull request #1334 from c9s/c9s/max-http-transport
CHORE: [maxapi] change default http transport settings
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2023-10-04 15:28:18 +08:00 |
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c9s
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4700e754a8
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maxapi: change default http transport settings
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2023-10-04 15:17:22 +08:00 |
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Alan.sung
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3b793b79b6
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turn ToGlobalInterval to ToLocalInterval, use Map to turn to local interval
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2023-10-04 14:23:13 +08:00 |
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Alan.sung
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0b5ce231ff
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fix lint and rename i with in
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2023-10-04 12:39:30 +08:00 |
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Alan.sung
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a83335817e
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use interval [1m/3m/5m/15m/30m/1H/2H/4H] and [/6Hutc/12Hutc/1Dutc/2Dutc/3Dutc/1Wutc/1Mutc] and add unit test
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2023-10-04 12:39:30 +08:00 |
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Alan.sung
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d200232c13
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add supported interval for okex
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2023-10-04 12:38:59 +08:00 |
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なるみ
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f50d81950a
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Merge pull request #1330 from c9s/narumi/fixedmaker/remove-atr
REFACTOR: Make fixedmaker simpler
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2023-10-04 12:38:49 +08:00 |
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c9s
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32b8ca9a41
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Merge pull request #1312 from MengShue/add_two_new_receiver_for_okex
FEATURE: add QueryClosedOrders() and QueryTrades() for okex
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2023-10-04 12:14:32 +08:00 |
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Alan.sung
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b1c6e01e45
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use types.StrInt64 for billID and add more comment for QueryTrades() and comment out personal unit test
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2023-10-03 15:14:49 +08:00 |
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Alan.sung
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cc55d67eeb
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use default limit if not pass AND add more unit test
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2023-10-03 12:29:30 +08:00 |
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Alan.sung
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648b82ead3
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use NewGetTransactionHistoryRequest for QueryTrades and use billID for pagination
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2023-10-02 18:47:05 +08:00 |
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c9s
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43fd404505
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bump version to v1.52.0
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2023-10-02 11:43:10 +08:00 |
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c9s
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a40d4a6b81
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compile and update migration package
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2023-10-02 11:43:02 +08:00 |
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Alan.sung
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6fd86fefda
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add unit test for QueryTrade()
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2023-10-02 10:49:33 +08:00 |
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narumi
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c5cd6bc95e
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fix common.Strategy.IsHalted
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2023-09-29 01:51:02 +08:00 |
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narumi
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4b9c933df1
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remove skew
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2023-09-29 01:06:58 +08:00 |
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c9s
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2058ce808b
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Merge pull request #1325 from zenixls2/fix/listenkeyexpired
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2023-09-27 22:46:44 +08:00 |
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bailantaotao
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d37682e22c
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Merge pull request #1326 from bailantaotao/ediwn/fix-bybit-query-trades
FIX: [bybit] fix bybit query trades
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2023-09-27 15:28:34 +08:00 |
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bailantaotao
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1117fe36e5
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Merge pull request #1323 from c9s/c9s/strategy/atrpin
FEATURE: add atrpin strategy
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2023-09-27 15:00:41 +08:00 |
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Edwin
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add1c73656
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pkg/exchange: support pagination
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2023-09-27 14:56:46 +08:00 |
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zenix
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08dad1c497
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fix: replace json.Number with MillisecondTimestamp in types
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2023-09-27 15:52:02 +09:00 |
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Edwin
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9a05357350
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pkg/exchange: remove the limitation of query range due to bybit support the query
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2023-09-27 14:44:11 +08:00 |
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c9s
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d4330a7a32
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atrpin: add minPriceRange config
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2023-09-27 14:25:49 +08:00 |
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Alan.sung
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3b63858d23
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handle pagenation for QueryTrade
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2023-09-27 11:06:41 +08:00 |
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c9s
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e52e53aa42
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refine atrpin strategy
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2023-09-26 20:43:14 +08:00 |
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c9s
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3b6e1e32a4
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indicator/v2/tr: use PushAndEmit instead of just EmitUpdate
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2023-09-26 20:42:54 +08:00 |
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c9s
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9a7b70d367
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bbgo: reformat order executor
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2023-09-26 20:42:38 +08:00 |
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c9s
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bc7f2687f8
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indicator: check valid window value for RMA
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2023-09-26 20:42:18 +08:00 |
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c9s
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2d578db12f
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bbgo: simplify marketDataStore accessor
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2023-09-26 20:42:00 +08:00 |
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c9s
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716fea885f
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backtest: add more order checking
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2023-09-26 20:41:37 +08:00 |
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c9s
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117d7f008f
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types: add stringer on type ticker
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2023-09-26 20:41:23 +08:00 |
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bailantaotao
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65b3d2cfcd
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Merge pull request #1324 from bailantaotao/edwin/emit-balance-snapshot
FEATURE: [bybit] emit balance snapshot
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2023-09-26 18:06:05 +08:00 |
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zenix
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2e4336a604
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fix: listenKeyExpired event sends string timestamp
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2023-09-26 18:41:15 +09:00 |
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zenix
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13b9fc4252
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add forgotten emit
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2023-09-26 18:36:46 +09:00 |
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Edwin
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9f83165032
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pkg/exchange: use balance update instead of snapshot event
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2023-09-26 17:13:23 +08:00 |
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Edwin
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70884538bc
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pkg/exchange: emit balance snapshot
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2023-09-26 17:13:20 +08:00 |
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c9s
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7a5a027a62
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bbgo: add logging filledOrder option
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2023-09-26 16:45:00 +08:00 |
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c9s
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9fffa4a47f
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add atrpin strategy
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2023-09-26 15:32:55 +08:00 |
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zenix
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7ae56a83da
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feature: add forceOrder api for binance to show liquid info
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2023-09-26 15:22:09 +09:00 |
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Alan.sung
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ad7206271f
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QueryTrades only allow query by time interval, required
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2023-09-26 01:06:58 +08:00 |
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Alan.sung
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99a69f4f2f
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add QueryClosedOrders() and QueryTrades() for okex, also fix conflict for QueryOrderTrades() and update typo error in QueryOrderTrades()
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2023-09-26 01:05:09 +08:00 |
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c9s
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cf31796224
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Merge pull request #1318 from c9s/narumi/common-risk
CHORE: add IsHalted method to common.Strategy for CircuitBreakRiskControl
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2023-09-25 18:07:57 +08:00 |
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c9s
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8f40478c74
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Merge pull request #1313 from c9s/fix/grid2-active-orders
FIX: [grid2] only do active order update when grid is recovered
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2023-09-25 17:53:07 +08:00 |
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c9s
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94f6cefd70
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grid2: improve active order recover logs
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2023-09-25 17:43:38 +08:00 |
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c9s
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fdaa92c6ca
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Merge pull request #1320 from c9s/feature/logging
FEATURE: add log fields support to the core
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2023-09-25 17:30:14 +08:00 |
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c9s
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b6d0e3ef27
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grid2: only do active order update when grid is recovered
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2023-09-25 17:19:53 +08:00 |
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c9s
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550b010499
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bbgo: add log fields support to the core
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2023-09-25 17:16:27 +08:00 |
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c9s
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db7a0df254
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types: change websocket error to warnf
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2023-09-25 13:55:59 +08:00 |
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bailantaotao
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e86a75c406
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Merge pull request #1317 from bailantaotao/edwin/waiting-all-routines-closed
FIX: Wait for all routines to close while streaming is reconnecting
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2023-09-21 21:19:03 +08:00 |
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narumi
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4a231b10c6
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pull out ishalted method
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2023-09-21 15:06:09 +08:00 |
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Edwin
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294e5111dc
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pkg/types: ensure all routines are done
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2023-09-21 14:43:06 +08:00 |
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c9s
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49e9c8bbcf
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Merge pull request #1315 from c9s/narumi/fixedmaker/common
REFACTOR: use common strategy in fixedmaker
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2023-09-21 14:35:53 +08:00 |
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bailantaotao
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a3df61dca4
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Merge pull request #1311 from bailantaotao/edwin/add-on-raw-message-callback
FEATURE: emit regardless of whether there is an error or not on subscription.
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2023-09-20 11:33:33 +08:00 |
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narumi
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c8316a36a0
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use common strategy in fixedmaker
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2023-09-19 15:00:39 +08:00 |
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chiahung
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fdfa3639ff
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FEATURE: use retry query order until successful
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2023-09-19 11:12:14 +08:00 |
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kbearXD
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6d0c266513
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Merge pull request #1302 from c9s/feature/grid2/use-quote-quantity
FEATURE: use quote quantity if there is QuoteQuantity in trade
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2023-09-19 10:41:34 +08:00 |
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c9s
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a22c41f47d
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Merge pull request #1307 from MengShue/add_QueryOrderTrades_for_okex
FEATURE: add QueryOrderTrades() for okex
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2023-09-18 16:14:41 +08:00 |
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Edwin
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42ee9618b5
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pkg/exchange: emit regardless of whether there is an error or not.
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2023-09-18 13:11:22 +08:00 |
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c9s
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542944b4cc
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max: use websocket update time (TU) field
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2023-09-17 18:29:14 +08:00 |
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c9s
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89c88c48a3
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bbgo: log filled order
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2023-09-17 18:25:21 +08:00 |
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c9s
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797ee4402c
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types: fix pending order update comparison
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2023-09-17 18:20:29 +08:00 |
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c9s
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4b78bfcdfa
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types: improve order string format
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2023-09-17 18:08:57 +08:00 |
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c9s
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8314a7e750
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types: improve order string format
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2023-09-17 18:03:57 +08:00 |
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c9s
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5f8a5e47d5
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activeorderbook: add pending order logs
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2023-09-17 18:03:56 +08:00 |
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Alan.sung
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a47c846fa5
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add QueryOrderTrades() for okex
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2023-09-14 14:54:02 +08:00 |
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Edwin
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e56d8d1607
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pkg/exchange: emit auth in each exchange
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2023-09-14 12:01:20 +09:00 |
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Edwin
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faa259623d
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pkg/exchange: add auth callback to standard stream
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2023-09-13 17:06:57 +09:00 |
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bailantaotao
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388b9c3f9f
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Merge pull request #1308 from bailantaotao/edwin/add-trade-stream
FEATURE: [bybit] support market trade
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2023-09-11 18:02:03 +08:00 |
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c9s
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4f82843b40
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Merge pull request #1306 from andycheng123/improve/binance-api
Improve: Update Binance futures account api to v2
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2023-09-11 11:14:56 +08:00 |
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Edwin
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1c5ad1d1f0
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pkg/exchange: support market trade for bybit
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2023-09-11 00:54:02 +08:00 |
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bailantaotao
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439f45bdf9
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Merge pull request #1304 from bailantaotao/edwin/support-unsubscribe
FEATURE: [bybit] support unsubscribe
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2023-09-08 18:22:53 +08:00 |
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bailantaotao
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e5c3b8cccb
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Merge pull request #1301 from bailantaotao/edwin/add-new-func-for-subscriptions
FEATURE: add Reconnect and Resubscribe for stream
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2023-09-08 18:22:35 +08:00 |
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Andy Cheng
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40dbfd5b42
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improve/binance: rename variable to comply with golang naming convention
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2023-09-08 18:14:51 +08:00 |
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c9s
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09ed7b141c
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Merge pull request #1305 from MengShue/refactor_okex_for_future
FEATURE: refactor okex to future use
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2023-09-07 22:57:29 +08:00 |
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bailantaotao
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d91199d3ad
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Merge branch 'c9s:main' into edwin/add-new-func-for-subscriptions
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2023-09-07 15:29:54 +08:00 |
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Andy Cheng
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c9d67f8131
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improve/binance: update futures account api to v2
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2023-09-07 15:21:47 +08:00 |
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Alan.sung
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9a66f82d8c
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remove err since handling init for client
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2023-09-07 11:25:12 +08:00 |
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Alan.sung
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dbf29f8cd2
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add constructor to check url error
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2023-09-06 21:21:13 +08:00 |
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Alan.sung
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7550ea2be1
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refactor okex to future use
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2023-09-06 19:14:21 +08:00 |
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bailantaotao
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1338499e3f
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Merge pull request #1303 from bailantaotao/edwin/add-default-time
FEATURE: set default 30d for closed order batch query
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2023-09-06 12:41:47 +08:00 |
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Edwin
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da13bb680e
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pkg/exchange: support unsubscribe for bybit
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2023-09-06 12:18:47 +08:00 |
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Edwin
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83cdd4e1a4
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pkg/exchange: update add reconnect and resubscribe func for stream
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2023-09-06 12:18:17 +08:00 |
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Edwin
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f5a66baad3
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pkg/exchage: set default 30d for closed order batch query
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2023-09-05 22:04:16 +08:00 |
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chiahung
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db376f8483
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FEATURE: use quote quantity if there is QuoteQuantity in trade
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2023-09-05 18:28:10 +08:00 |
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bailantaotao
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7461b60b6b
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Merge pull request #1299 from bailantaotao/edwin/add-server-time
pkg/exchange: add time to SliceOrderBook
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2023-09-05 16:36:20 +08:00 |
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kbearXD
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79d98e857d
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Merge pull request #1295 from c9s/feature/grid2/amount-round-down
FEATURE: round down executed amount to avoid insufficient balance
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2023-09-05 14:35:53 +08:00 |
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なるみ
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9c104f5776
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Merge pull request #1297 from c9s/narumi/reset-profit-stats
FIX: reset profit stats when over given duration in circuit break risk control
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2023-09-05 14:00:52 +08:00 |
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narumi
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57198cc6b0
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fix: reset profit stats when over given duration in circuit break risk control
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2023-09-01 18:57:40 +08:00 |
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c9s
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8adb0df656
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Merge pull request #1298 from c9s/c9s/grid2-fix-recover-active-orders
FIX: [grid2] fix active order recover, add start process delay
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2023-09-01 18:48:58 +08:00 |
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c9s
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415a28c32b
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Merge pull request #1300 from bailantaotao/edwin/fix-okex-bid-ask
pkg/exchange: fix okex bookticker bug
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2023-09-01 18:07:59 +08:00 |
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