4498 Commits

Author	SHA1	Message	Date
c9s	06c3f5f79c	grid2: add PlainText method support to GridProfitStats	2023-02-06 16:59:50 +08:00
c9s	3a7be0e2b2	grid2: add closing grid log	2023-02-06 16:31:57 +08:00
Yo-An Lin	29d6083737	Merge pull request #1053 from zenixls2/feature/get_historical_trades_binance ... feature: get historical public trades from binance	2023-02-02 16:14:58 +08:00
c9s	854ac4f8ea	grid2: fix pin price algorithm	2023-02-01 18:56:01 +08:00
c9s	4bf0cb6a0c	grid2: use Round instead of Trunc	2023-02-01 15:48:19 +08:00
c9s	d43acaa17c	grid2: add metrics registration guard	2023-01-31 21:30:58 +08:00
zenix	bfe5eace1a	feature: get historical public trades from binance	2023-01-19 13:07:01 +09:00
Zenix	4a68f0e75c	Merge pull request #1023 from zenixls2/feature/add_indicators2 ... implement indicators from phemex	2023-01-18 20:09:40 +09:00
zenix	4c2c647160	fix: remove bind and handler for newly added indicators	2023-01-18 19:11:23 +09:00
Yo-An Lin	effd4df72e	Merge pull request #1050 from frin1/new_indicators ... Feature: New indicators	2023-01-17 14:53:51 +08:00
c9s	74daa76e75	grid2: fix grid num calculation	2023-01-16 18:34:08 +08:00
zenix	0b71f2f1d2	fix: query price range from volume profile trades on every updates. will make it slower on updates	2023-01-16 12:37:51 +09:00
Fredrik	c8f934cafb	Rename variables	2023-01-15 10:25:22 +01:00
Fredrik	f1fbf537c4	Added functions to supertrend	2023-01-14 18:13:18 +01:00
Fredrik	96405658c9	Added indicators	2023-01-14 18:13:18 +01:00
zenix	746279d0a7	Fix klingerOscillator, add test for it	2023-01-12 19:37:36 +09:00
c9s	46eb590a9f	grid2: OpenGrid, CloseGrid	2023-01-12 14:33:09 +08:00
c9s	668bf2d847	grid2: remove strategyInstance since we have custom labels	2023-01-11 00:47:36 +08:00
c9s	0d47afd5fd	grid2: add order side to the metrics label	2023-01-10 21:41:10 +08:00
c9s	75919a0bf1	grid2: reset metricsGridOrderPrices	2023-01-10 21:21:35 +08:00
c9s	857b5d0f30	grid2: integrate prometheus metrics	2023-01-10 20:15:51 +08:00
Yo-An Lin	9ee4fa0064	Merge pull request #1047 from c9s/narumi/add-rsi ... feature: add RSI to StandardIndicatorSet	2023-01-07 19:25:56 +08:00
c9s	5765969573	service: add redis namespace support	2023-01-05 19:07:15 +08:00
なるみ	5ccdab34be	add RSI to StandardIndicatorSet	2023-01-05 18:36:09 +08:00
なるみ	a238da3dc4	create log dir to avoid error	2022-12-28 17:15:30 +08:00
c9s	c9a70d9897	grid2: add grid callbacks	2022-12-26 18:15:39 +08:00
c9s	d9312abba2	grid2: adjust maxTries to 5	2022-12-26 18:08:36 +08:00
c9s	a4f5d15334	grid2: adjust rollback duration to twice	2022-12-26 18:05:35 +08:00
c9s	a66cee9130	util: remove unused func	2022-12-26 16:05:21 +08:00
c9s	c07c3c62a9	util: remove unused NotZero funcs	2022-12-26 01:51:32 +08:00
c9s	ecf5ed3c85	remove empty render.go	2022-12-26 01:50:25 +08:00
c9s	e9ff0dcc66	types: fix lint issue	2022-12-26 01:49:46 +08:00
c9s	2d2d194bda	grid2: fix InstanceID for autoRange	2022-12-26 01:40:59 +08:00
c9s	8af7d6f457	grid2: use initial grid order id to query closed order history	2022-12-26 01:35:37 +08:00
c9s	6444fd5e03	grid2: remove default profit stats	2022-12-26 01:24:56 +08:00
c9s	0a6261b6b9	grid2: split more files	2022-12-26 01:04:17 +08:00
c9s	961725f03c	grid2: support autoRange	2022-12-26 00:56:03 +08:00
c9s	54b4f593ec	grid2: validate upper price and lower price only when autoRange is not given	2022-12-26 00:29:31 +08:00
c9s	579df0cec9	types: add simple duration tests	2022-12-25 16:08:34 +08:00
c9s	f60b4630c5	grid2: add AutoRange parameter	2022-12-24 20:39:11 +08:00
c9s	d27786d5ae	types: always use pointer on duration	2022-12-24 20:39:01 +08:00
c9s	4388bc209b	types: add simple duration type for parsing [0-9]+[wd]	2022-12-24 20:37:53 +08:00
c9s	e0daf9904e	grid2: add recover time range rollback	2022-12-24 17:08:50 +08:00
c9s	cb2d9d7eb2	grid2: fix replayOrderHistory logic	2022-12-24 16:14:39 +08:00
c9s	6b75150983	refactor order related functions into core api	2022-12-24 15:58:02 +08:00
c9s	a46b3fe908	grid2: improve debugGrid func	2022-12-24 14:52:08 +08:00
c9s	8e20a55060	grid2: refactor recover functions to replayOrderHistory and reuse scanMissingPinPrices	2022-12-24 14:48:47 +08:00
c9s	53b2a0d7ab	bump version to v1.43.1	2022-12-24 01:29:05 +08:00
c9s	216bdb891f	grid2: skip canceled orders	2022-12-24 01:08:28 +08:00
c9s	3d9b919e24	grid2: fix grid recovering	2022-12-24 00:54:40 +08:00
c9s	8715d0aca9	grid2: prevent infinite loop	2022-12-23 23:50:30 +08:00
c9s	ae20cef8f4	grid2: add scanOrderCreationTimeRange func	2022-12-23 23:41:36 +08:00
c9s	606b4650b3	grid2: add RecoverOrdersWhenStart and fix grid recover logic	2022-12-23 19:15:46 +08:00
c9s	6bcf5f8f82	bbgo: improve active order book printing	2022-12-23 18:19:00 +08:00
c9s	882c56a820	grid2: add RecoverWhenStart option	2022-12-23 17:54:30 +08:00
c9s	8a45fe522e	grid2: pull out session dependency from the recoverGrid method	2022-12-23 16:48:40 +08:00
c9s	c721274adc	grid2: implement scanMissingGridOrders	2022-12-23 15:35:26 +08:00
c9s	28beca18e1	bump version to v1.43.0	2022-12-23 13:08:06 +08:00
Yo-An Lin	8bcfb78bc0	Merge pull request #1030 from c9s/feature/grid2 ... WIP: Feature/grid2	2022-12-23 12:59:43 +08:00
c9s	bf87d04d57	binance: change rate limit unit to minute	2022-12-22 19:07:55 +08:00
c9s	1ea72099ed	service: fix margin sync with asset condition	2022-12-22 14:10:35 +08:00
c9s	c59c8638be	grid2: find lastOrderTime and firstOrderTime range	2022-12-22 13:21:39 +08:00
c9s	5b4be1f9fc	max: drop unused toMaxSubmitOrder	2022-12-22 13:14:25 +08:00
zenix	1ca79db4e5	fix: volume profile	2022-12-22 13:35:04 +09:00
zenix	2811dbb580	fix: tsi, add test	2022-12-22 11:55:17 +09:00
zenix	75caa6565e	feature: add sar indicator	2022-12-22 11:55:17 +09:00
zenix	c0f82977b0	feature: add psar	2022-12-22 11:55:17 +09:00
zenix	2b62616513	doc: add description about indicators generated by chatgpt	2022-12-22 11:55:17 +09:00
zenix	38461167ba	feature: add tsi and klinger oscillator, fix wdrift div 0 issue	2022-12-22 11:55:17 +09:00
c9s	441e5d867b	grid2: add todo mark	2022-12-20 17:34:20 +08:00
c9s	f92ba9cbf1	grid2: implement recover func loading	2022-12-20 17:33:53 +08:00
c9s	130cf2468d	types: implement lookup method	2022-12-20 17:33:40 +08:00
c9s	330be79ec6	grid2: add recoverGrid	2022-12-20 15:56:38 +08:00
Yo-An Lin	2b20ff4da9	Merge pull request #1027 from andycheng123/strategy/linregmaker ... Strategy: LinReg Maker	2022-12-20 14:55:48 +08:00
c9s	756bfe2402	types: print message body when message parse error	2022-12-19 19:00:35 +08:00
c9s	30f471db00	binance: fix execution report parsing	2022-12-19 19:00:14 +08:00
c9s	6f2664b03e	grid2: fix test for orderTag	2022-12-19 18:51:39 +08:00
c9s	811be78933	grid2: update log message	2022-12-17 11:57:32 +08:00
Andy Cheng	d5e37f03e2	feature/dynamic_*: move dynamic_* to risk/dynamicrisk package	2022-12-16 11:51:52 +08:00
c9s	fa73b0e7f7	grid2: add warning message	2022-12-15 19:20:15 +08:00
c9s	bbc47bb63a	grid2: remove todo item	2022-12-15 19:06:34 +08:00
c9s	78f10212b9	grid2: fix base fee format	2022-12-15 18:57:21 +08:00
c9s	fcd7a20b78	bbgo,grid2: add place order error log	2022-12-15 18:54:02 +08:00
c9s	051aa19989	grid2: add newOrderUpdateHandler and send profit to notification	2022-12-15 18:47:45 +08:00
c9s	c2133a1712	grid2: call bbgo sync api to sync profit stats	2022-12-15 18:42:25 +08:00
c9s	1964763f58	grid2: add more logs	2022-12-15 18:41:04 +08:00
c9s	a340cd321b	max: add submit order limiter	2022-12-15 18:38:57 +08:00
c9s	ac8186d43d	grid2: debug submitOrder before sending them to the api	2022-12-15 18:30:28 +08:00
c9s	bc8d7e9968	grid2: add skipSpreadCheck option	2022-12-15 18:09:43 +08:00
Andy Cheng	e39b94cf51	bbgo/standard_indicator_set: embed BOLL's SMA initialization into the constructor literal	2022-12-15 17:50:05 +08:00
c9s	c0598a05f6	grid2: add slack attachment footer	2022-12-15 17:47:34 +08:00
Andy Cheng	095eb9c134	feature/dynamic_exposure: undo move dynamic_exposure and dynamic_spread	2022-12-15 17:25:56 +08:00
Andy Cheng	754f8da5d4	strategy/linregmaker: move private fields to the end of the struct	2022-12-15 17:23:43 +08:00
Andy Cheng	5b017cd361	feature/dynamic_spread: rename DynamicSpreadAmp to DynamicAmpSpread	2022-12-15 17:12:04 +08:00
Andy Cheng	5c7c125c99	feature/dynamic_spread: move to risk package	2022-12-15 17:09:47 +08:00
Andy Cheng	4c98bed76f	feature/dynamic_quantity: add comment for getQuantity()	2022-12-15 17:08:36 +08:00
Andy Cheng	1002c13062	feature/dynamic_exposure: move to risk package	2022-12-15 17:08:35 +08:00
c9s	19478b1fbc	grid2: add profit stats since field	2022-12-15 15:39:48 +08:00
c9s	a7c8da7e88	grid2: add SlackAttachment on profit stats	2022-12-15 15:39:16 +08:00
c9s	7a35a652c3	grid2: add SlackAttachment on grid profit	2022-12-15 15:33:26 +08:00