5535 Commits

Author	SHA1	Message	Date
narumi	53309616c3	add price risk control	2023-09-28 17:31:10 +08:00
c9s	2058ce808b	Merge pull request #1325 from zenixls2/fix/listenkeyexpired	2023-09-27 22:46:44 +08:00
bailantaotao	d37682e22c	Merge pull request #1326 from bailantaotao/ediwn/fix-bybit-query-trades ... FIX: [bybit] fix bybit query trades	2023-09-27 15:28:34 +08:00
bailantaotao	1117fe36e5	Merge pull request #1323 from c9s/c9s/strategy/atrpin ... FEATURE: add atrpin strategy	2023-09-27 15:00:41 +08:00
Edwin	add1c73656	pkg/exchange: support pagination	2023-09-27 14:56:46 +08:00
zenix	08dad1c497	fix: replace json.Number with MillisecondTimestamp in types	2023-09-27 15:52:02 +09:00
Edwin	9a05357350	pkg/exchange: remove the limitation of query range due to bybit support the query	2023-09-27 14:44:11 +08:00
c9s	d4330a7a32	atrpin: add minPriceRange config	2023-09-27 14:25:49 +08:00
c9s	e52e53aa42	refine atrpin strategy	2023-09-26 20:43:14 +08:00
c9s	3b6e1e32a4	indicator/v2/tr: use PushAndEmit instead of just EmitUpdate	2023-09-26 20:42:54 +08:00
c9s	9a7b70d367	bbgo: reformat order executor	2023-09-26 20:42:38 +08:00
c9s	bc7f2687f8	indicator: check valid window value for RMA	2023-09-26 20:42:18 +08:00
c9s	2d578db12f	bbgo: simplify marketDataStore accessor	2023-09-26 20:42:00 +08:00
c9s	716fea885f	backtest: add more order checking	2023-09-26 20:41:37 +08:00
c9s	117d7f008f	types: add stringer on type ticker	2023-09-26 20:41:23 +08:00
bailantaotao	65b3d2cfcd	Merge pull request #1324 from bailantaotao/edwin/emit-balance-snapshot ... FEATURE: [bybit] emit balance snapshot	2023-09-26 18:06:05 +08:00
zenix	2e4336a604	fix: listenKeyExpired event sends string timestamp	2023-09-26 18:41:15 +09:00
Edwin	9f83165032	pkg/exchange: use balance update instead of snapshot event	2023-09-26 17:13:23 +08:00
Edwin	70884538bc	pkg/exchange: emit balance snapshot	2023-09-26 17:13:20 +08:00
c9s	7a5a027a62	bbgo: add logging filledOrder option	2023-09-26 16:45:00 +08:00
c9s	9fffa4a47f	add atrpin strategy	2023-09-26 15:32:55 +08:00
c9s	cf31796224	Merge pull request #1318 from c9s/narumi/common-risk ... CHORE: add IsHalted method to common.Strategy for CircuitBreakRiskControl	2023-09-25 18:07:57 +08:00
c9s	8f40478c74	Merge pull request #1313 from c9s/fix/grid2-active-orders ... FIX: [grid2] only do active order update when grid is recovered	2023-09-25 17:53:07 +08:00
c9s	94f6cefd70	grid2: improve active order recover logs	2023-09-25 17:43:38 +08:00
c9s	fdaa92c6ca	Merge pull request #1320 from c9s/feature/logging ... FEATURE: add log fields support to the core	2023-09-25 17:30:14 +08:00
c9s	b6d0e3ef27	grid2: only do active order update when grid is recovered	2023-09-25 17:19:53 +08:00
c9s	550b010499	bbgo: add log fields support to the core	2023-09-25 17:16:27 +08:00
c9s	db7a0df254	types: change websocket error to warnf	2023-09-25 13:55:59 +08:00
bailantaotao	e86a75c406	Merge pull request #1317 from bailantaotao/edwin/waiting-all-routines-closed ... FIX: Wait for all routines to close while streaming is reconnecting	2023-09-21 21:19:03 +08:00
narumi	4a231b10c6	pull out ishalted method	2023-09-21 15:06:09 +08:00
Edwin	294e5111dc	pkg/types: ensure all routines are done	2023-09-21 14:43:06 +08:00
c9s	49e9c8bbcf	Merge pull request #1315 from c9s/narumi/fixedmaker/common ... REFACTOR: use common strategy in fixedmaker	2023-09-21 14:35:53 +08:00
bailantaotao	a3df61dca4	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.	2023-09-20 11:33:33 +08:00
narumi	c8316a36a0	use common strategy in fixedmaker	2023-09-19 15:00:39 +08:00
chiahung	fdfa3639ff	FEATURE: use retry query order until successful	2023-09-19 11:12:14 +08:00
kbearXD	6d0c266513	Merge pull request #1302 from c9s/feature/grid2/use-quote-quantity ... FEATURE: use quote quantity if there is QuoteQuantity in trade	2023-09-19 10:41:34 +08:00
c9s	a22c41f47d	Merge pull request #1307 from MengShue/add_QueryOrderTrades_for_okex ... FEATURE: add QueryOrderTrades() for okex	2023-09-18 16:14:41 +08:00
Edwin	42ee9618b5	pkg/exchange: emit regardless of whether there is an error or not.	2023-09-18 13:11:22 +08:00
c9s	542944b4cc	max: use websocket update time (TU) field	2023-09-17 18:29:14 +08:00
c9s	89c88c48a3	bbgo: log filled order	2023-09-17 18:25:21 +08:00
c9s	797ee4402c	types: fix pending order update comparison	2023-09-17 18:20:29 +08:00
c9s	4b78bfcdfa	types: improve order string format	2023-09-17 18:08:57 +08:00
c9s	8314a7e750	types: improve order string format	2023-09-17 18:03:57 +08:00
c9s	5f8a5e47d5	activeorderbook: add pending order logs	2023-09-17 18:03:56 +08:00
Alan.sung	a47c846fa5	add QueryOrderTrades() for okex	2023-09-14 14:54:02 +08:00
Edwin	e56d8d1607	pkg/exchange: emit auth in each exchange	2023-09-14 12:01:20 +09:00
Edwin	faa259623d	pkg/exchange: add auth callback to standard stream	2023-09-13 17:06:57 +09:00
bailantaotao	388b9c3f9f	Merge pull request #1308 from bailantaotao/edwin/add-trade-stream ... FEATURE: [bybit] support market trade	2023-09-11 18:02:03 +08:00
c9s	4f82843b40	Merge pull request #1306 from andycheng123/improve/binance-api ... Improve: Update Binance futures account api to v2	2023-09-11 11:14:56 +08:00
Edwin	1c5ad1d1f0	pkg/exchange: support market trade for bybit	2023-09-11 00:54:02 +08:00