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5879 Commits

Author SHA1 Message Date
c9s
99723fc1f4
xdepthmaker: remove legacy s.activeMakerOrders 2023-12-07 16:18:23 +08:00
c9s
e0686d11c8
xdepthmaker: clean up duplicated code 2023-12-07 16:18:23 +08:00
c9s
6b28910139
xdepthmaker: refactor CrossSubscribe 2023-12-07 16:18:23 +08:00
c9s
ed63b23e2a
xdepthmaker: refactor CrossRun with CrossExchangeMarketMakingStrategy 2023-12-07 16:18:22 +08:00
c9s
e67fa19323
types: extend PeriodProfitStats fields 2023-12-07 16:18:22 +08:00
c9s
df2daf33a7
types: add PeriodProfitStats 2023-12-07 16:18:22 +08:00
c9s
53bf443b1d
xdepthmaker: first commit 2023-12-07 16:18:22 +08:00
chiahung.lin
6857734282 rename 2023-12-07 11:29:42 +08:00
chiahung.lin
2982be1cbc rename dca maker orders to open position orders 2023-12-07 11:27:28 +08:00
dydysy
05d446cb54 FIX: [indicator] Possibly incorrect assignment 2023-12-06 18:42:10 +08:00
chiahung.lin
c67737a6d6 use retry package 2023-12-06 16:16:17 +08:00
chiahung.lin
4aa6ea3a46 FEATURE: use notional based to crease dca maker orders 2023-12-06 11:28:45 +08:00
chiahung.lin
60003fc472 rename somme part 2023-12-06 11:28:45 +08:00
chiahung.lin
445f0f1c4c FEATURE: prepare open maker orders function 2023-12-06 11:28:45 +08:00
chiahung.lin
c906d6a74d rename variable 2023-12-06 11:27:06 +08:00
chiahung.lin
d54b7365dd FEATURE: use types.OrderMap to avoid missing and duplicated orders 2023-12-05 20:10:37 +08:00
chiahung
a1d98e25c6 FEATURE: use max v3 new open orders api 2023-12-05 19:57:00 +08:00
chiahung.lin
165e788c3d fix 2023-12-05 16:59:26 +08:00
chiahung.lin
9fab37a284 use getLaunchDate 2023-12-05 15:34:31 +08:00
chiahung.lin
21c037a877 FIX: fix list closed orders api limit 2023-12-04 20:01:54 +08:00
kbearXD
45c2ee0ed8
Merge pull request #1432 from c9s/chiahung/recover-with-origin-stats 
FIX: use original status for recover
 2023-11-30 15:10:52 +08:00
c9s
92b6ee0264
Merge pull request #1431 from c9s/narumi/fix-order-status-length 
FIX: fix order status length
 2023-11-30 14:02:29 +08:00
root
cdeb0bc908 FIX: format minimal profit to percent 2023-11-29 18:37:28 +08:00
root
a4ccad9463 FIX: deactivate exit when position in closing 2023-11-29 18:26:01 +08:00
c9s
4bf93b3bfa
Merge pull request #1430 from c9s/c9s/fix-is-newer-check 
FIX: add executed quantity check when order status is partially filled
 2023-11-29 17:52:39 +08:00
c9s
55cbe806d9
bbgo: fix isNewerOrderUpdate check and tests 2023-11-25 13:22:03 +08:00
c9s
326a0c6128
bbgo: replace update time check with isNewerOrderUpdate func call 2023-11-24 19:00:51 +08:00
c9s
6b27722b03
bbgo: rename func isNewerOrderUpdate 2023-11-24 19:00:51 +08:00
c9s
9e663916ed
bbgo: add test case for isNewerUpdateTime 2023-11-24 19:00:51 +08:00
c9s
8afd3c9ee1
bbgo: add test Test_isNewerUpdate 2023-11-24 19:00:51 +08:00
c9s
8f5f5dfeed
bbgo: add executed quantity check when order status is OrderStatusPartiallyFilled 2023-11-24 19:00:51 +08:00
chiahung
19be49fca8 FIX: use original status for recover 2023-11-24 14:17:19 +08:00
chiahung.lin
800148b271 remain only template part 2023-11-23 16:45:28 +08:00
chiahung.lin
aea3abae07 FEATURE: new strategy dca2 perparation 2023-11-23 16:32:34 +08:00
narumi
c30dd24550 fix order status length 2023-11-23 14:53:22 +08:00
kbearXD
75b8be5e17
Merge pull request #1405 from c9s/chiahung/grid2/use-rest-quote 
FIX: [grid2] use rest quote to place the last order when opening grid
 2023-11-23 12:46:53 +08:00
kbearXD
9722c3eb49
Merge pull request #1421 from c9s/feature/maxapi/get-closed-orders 
FEATURE: use new max v3 api to query closed orders by timestamp
 2023-11-23 12:46:30 +08:00
Edwin
dbac45aa76 pkg/util: rm retry 2023-11-21 18:01:21 +08:00
Edwin
87d763598f pkg/exchange: use backoff retry 2023-11-21 18:01:21 +08:00
Edwin
51718b6eb2 pkg/exchnage: add log rate limiter to stream event 2023-11-21 18:01:18 +08:00
chiahung
7cb8da08cd use asc as order by to query closed orders 2023-11-21 17:14:33 +08:00
chiahung
102eb61188 remove unused log 2023-11-21 17:06:20 +08:00
c9s
ae3f3e1f70
bump version to v1.54.0 2023-11-20 17:32:20 +08:00
c9s
c360c6045c
bbgo: call retry.QueryAccountUntilSuccessful in the startup time 2023-11-20 16:20:39 +08:00
c9s
7c59e3ddc4
bbgo: add setAccount for account mutex protection 2023-11-20 16:15:33 +08:00
c9s
3ea333fd52
bbgo: add DisableStartupBalanceQuery option 2023-11-20 16:14:09 +08:00
chiahung.lin
ce76ad3c03 use OrderByType 2023-11-20 15:32:04 +08:00
なるみ
08a09c2fee
Merge pull request #1408 from c9s/narumi/wise 2023-11-17 19:48:08 +08:00
c9s
eac0195815
bbgo: truncate trade buffer if it gets too large 2023-11-17 17:15:08 +08:00
c9s
c248b2a323
bbgo: remove local trade snapshot from db 2023-11-17 17:15:08 +08:00
c9s
e5033c093a
grid2: check order's original status for updating 2023-11-17 17:14:52 +08:00
c9s
5795a71111
binance,max: store original order status into the order struct 2023-11-17 17:14:52 +08:00
c9s
b307275e60
types: add order.originalStatus 2023-11-17 17:14:52 +08:00
c9s
fe9dc9a79d
bbgo: change pending update log level to info 2023-11-17 16:57:48 +08:00
c9s
3cfc810f8d
max: group the request building statement 2023-11-17 16:57:47 +08:00
c9s
d5fe13272e
service: log sync start time 2023-11-17 16:57:47 +08:00
c9s
f223703247
max: force type check on max.Exchange 2023-11-17 16:57:47 +08:00
chiahung.lin
592cdede66 FEATURE: use new max v3 api to query closed orders by timestamp 2023-11-17 16:21:20 +08:00
Edwin
f46ca57bb2 pkg/types: refactor exchange name 2023-11-17 16:15:56 +08:00
Edwin
4f224c1c2a *: fix comments 2023-11-17 12:24:04 +08:00
Edwin
a074f8c57a pkg/types: support bitget, bybit on exhcange unmrashal 2023-11-16 14:00:59 +08:00
Edwin
5eb1ddb49a pkg/exchange: fix out-of-index 2023-11-16 13:33:42 +08:00
Edwin
93f8b79b69 pkg/exchange: use GTC if time-in-force empty 2023-11-16 13:33:17 +08:00
Edwin
6d39c9a5d1 pkg/exchange: use the now - 90 days instead of return err if since is 90 days earlier 2023-11-15 22:22:55 +08:00
Edwin
687ffe985c pkg/exchange: use time.Time instead of int64 to represent time 2023-11-15 22:20:26 +08:00
Edwin
cf527a6f05 pkg/exchange: make the CTime and UTime to qualified name 2023-11-15 17:16:07 +08:00
Edwin
4f94f7acc0 pkg/exchange: implement order trade user stream 2023-11-15 17:16:05 +08:00
narumi
fdc4c12ac1 add wise rate api 2023-11-15 15:50:39 +08:00
Edwin
720fe2e12e pkg/bbgo, pkg/types: add new interface PrivateChannelSymbolSetter 2023-11-15 10:47:16 +08:00
bailantaotao
580c6d2030
Merge pull request #1417 from c9s/edwin/skip-ping-pong-event 
REFACTOR: [stream] skip pong event on emitting raw message
 2023-11-14 20:49:13 +08:00
bailantaotao
43c50b46a6
Merge pull request #1415 from c9s/edwin/bitget/use-v2-tickers 
FEATURE: [bitget] use v2 tickers
 2023-11-14 20:48:52 +08:00
Edwin
562f85af75 pkg/exchange: rename v2Client -> v2client 2023-11-14 20:42:11 +08:00
Edwin
5808e0184b pkg/types: skip pong event on emitting raw message 2023-11-14 20:41:07 +08:00
bailantaotao
8ca8e4c946
Merge pull request #1416 from c9s/edwin/bitget/add-restful-api-validator 
FEATURE: [bitget] add response validator
 2023-11-14 20:38:15 +08:00
Edwin
53bce6d5c1 pkg/exchange: use v2 query ticker 2023-11-14 15:40:45 +08:00
Edwin
737f2fc86d pkg/exchange: add response validator 2023-11-14 15:26:07 +08:00
Edwin
5e5b8e1388 pkg/exchange: use v2 symbols 2023-11-14 14:35:16 +08:00
Edwin
eb04eaeea4 pkg/exchange: types.kline end time should -1 time.Millisecond 2023-11-14 14:21:31 +08:00
Edwin
755ea5e427 pkg/exchange: implement query kline api 2023-11-14 14:21:29 +08:00
bailantaotao
784030821e
Merge pull request #1406 from c9s/edwin/bitget/add-balance-event 
FEATURE: [bitget]add balance event
 2023-11-14 11:12:41 +08:00
bailantaotao
594ad89c67
Merge pull request #1409 from c9s/edwin/bybit/pint-log 
CHORE: [bybit] print fee rate log
 2023-11-13 12:28:55 +08:00
Edwin
ef280077cd pkg/exchange: print fee rate log 2023-11-13 11:53:41 +08:00
c9s
6fed3ef5f4
Merge pull request #1407 from c9s/feature/environment-config 
FEATURE:  add environment config for disabling some klines defaults
 2023-11-11 13:18:38 +08:00
c9s
38507f4dd1
bitget: add channel api code 2023-11-11 07:59:44 +08:00
c9s
b28b5e4097
bbgo: add environment config for disabling some klines defaults 2023-11-11 07:42:29 +08:00
Edwin
f49b14ac45 pkg/exchange: add balance event 2023-11-10 22:35:39 +08:00
Edwin
6c96d12d99 pkg/exchange: add login method 2023-11-10 21:56:18 +08:00
Edwin
639947c8b7 pkg/exchange: support cancel order 2023-11-10 16:41:42 +08:00
Edwin
a26b158230 pkg/exchange: support query trades 2023-11-10 16:31:15 +08:00
bailantaotao
58a810ecc9
Merge pull request #1399 from c9s/edwin/bitget/submit-orders 
FEATURE: [bitget] support submit order
 2023-11-10 16:02:59 +08:00
Edwin
cb5e305fed pkg/exchange: support submit order 2023-11-10 15:47:44 +08:00
chiahung
c8c9659dd1 use PricePrecision for quote round up 2023-11-09 17:17:59 +08:00
chiahung
80ea46ca92 FEATURE: use rest quote to place the last order when opening grid 2023-11-09 16:20:11 +08:00
c9s
31fb96c171
bump version to v1.53.0 2023-11-09 12:56:18 +08:00
c9s
3563c0b986
liquiditymaker: filterAskOrders by base balance 2023-11-09 11:56:07 +08:00
c9s
cc5c033af7
liquiditymaker: use order generator 2023-11-09 11:56:07 +08:00
c9s
533907894e
liquiditymaker: implement order generator 2023-11-09 11:56:07 +08:00
c9s
dda2cfb73d
liquiditymaker: first commit 2023-11-09 11:56:07 +08:00
c9s
d2dab58193
scmaker: clean up scmaker risk control 2023-11-09 11:56:07 +08:00
c9s
2c842e54e8
scmaker: fix scmaker stream book binding 2023-11-09 11:56:07 +08:00
c9s
610de4c10c
Merge pull request #1403 from c9s/edwin/upgrade-requestgen 2023-11-09 11:11:34 +08:00
Edwin
3978fca27d pkg/exchange: support query closed orders 2023-11-09 09:26:59 +08:00
bailantaotao
e70c04cb65
Merge pull request #1392 from c9s/edwin/bitget/QueryOpenOrders 
FEATURE: [bitget] add query open orders
 2023-11-09 09:11:32 +08:00
Edwin
2c072281d7 pkg/exchange: add assertion for api response 2023-11-08 22:43:01 +08:00
Edwin
2d650cd1d9 pkg/exchange: add defensive program to ensure the order length is expected 2023-11-08 22:08:21 +08:00
kbearXD
20dccc05f9
Merge pull request #1396 from c9s/chiahung/grid2/persistence-ttl 
FEATURE: add ttl for position/grid2.profit_stats persistence
 2023-11-08 13:50:29 +08:00
chiahung
52d4f50c88 remove sync every ticker 2023-11-08 11:15:06 +08:00
kbearXD
8a6a26239d
Merge pull request #1395 from c9s/chiahung/grid2/fix-sync-before 
FIX: fix skip syncing active order
 2023-11-08 11:05:36 +08:00
Edwin
b41f4712d7 pkg/exchange: add fee recover 2023-11-07 17:17:38 +08:00
chiahung
4a40c8bea2 refactor 2023-11-07 17:00:29 +08:00
chiahung
e6fc006747 recoverC back to size 1 2023-11-07 15:21:48 +08:00
Edwin
2049e71cf6 pkg/exchange: rm the retry 2023-11-07 14:53:00 +08:00
chiahung
df2fd170db return bool to let syncActiveOrderBook really sync or skip 2023-11-07 14:39:29 +08:00
chiahung
7de49155eb fix 2023-11-07 13:30:58 +08:00
chiahung
c8becbe4f5 bbgo.sync when syncActiveOrders 2023-11-07 10:56:19 +08:00
Edwin
f595cc9cc0 pkg/exchange: add query open orders 2023-11-06 23:40:22 +08:00
Edwin
82ac8f184f pkg/exchange: to periodically fetch the fee rate 2023-11-06 22:17:29 +08:00
chiahung
dcff850c64 FEATURE: add ttl for position/grid2.profit_stats persistence 2023-11-06 18:52:01 +08:00
chiahung
358aef770f FIX: fix skip syncing active order 2023-11-06 17:13:16 +08:00
c9s
e614741a48
grid2: add another test case for 0 baseGridNum 2023-11-04 12:56:11 +08:00
c9s
6cce5a2268
grid2: respect s.BaseGridNum and add a failing test case 2023-11-04 12:56:11 +08:00
narumi
ffea4901ed fix buy quantity 2023-11-03 15:07:24 +08:00
bailantaotao
d758efc9ff
Merge pull request #1380 from bailantaotao/edwin/bitget/add-kline 
FEATURE: [bitget] support kline subscription on stream
 2023-11-01 19:32:14 +08:00
bailantaotao
d42b227b9c
Merge pull request #1385 from c9s/edwin/bitget/add-tickers-api 
FEATURE: [bitget] add query tickers api
 2023-11-01 19:31:55 +08:00
YC
8e76804b0c
Merge pull request #1376 from c9s/feature/query-trades-pagination 
FEATURE: query trades from db page by page
 2023-11-01 17:07:52 +08:00
c9s
2ffc617dac
Merge pull request #1386 from c9s/c9s/refactor-wall-strategy 
REFACTOR: [wall] refactor wall strategy with common.Strategy
 2023-11-01 17:06:17 +08:00
c9s
9dc57f01cd
wall: refactor wall strategy with common.Strategy 2023-11-01 16:57:07 +08:00
Edwin
00d4805321 pkg/exchange: add query tickers api 2023-11-01 16:14:21 +08:00
bailantaotao
de8f24cb7b
Merge pull request #1382 from bailantaotao/edwin/bitget/refactor-ticker-account 
REFACTOR: [bitget] add rate limiter for account, ticker
 2023-11-01 15:46:01 +08:00
c9s
a8ddf9a8d5
Merge pull request #1384 from c9s/c9s/backtest-minor-improvements 
CHORE: minor improvements on backtest cmd
 2023-11-01 15:35:07 +08:00
c9s
7a48d001a2
backtest: return closed kline channel when empty symbol is given 2023-11-01 15:23:27 +08:00
c9s
470eb7dc09
cmd: skip reports for session has no trade 2023-11-01 15:22:53 +08:00
なるみ
98b4bd2317
Merge pull request #1377 from c9s/narumi/rebalance/refactor 
REFACTOR: [rebalance] submit one order at a time
 2023-11-01 14:01:32 +08:00
Edwin
2cea089404 pkg/exchange: add rate limiter for query ticker, account 2023-11-01 13:20:46 +08:00
Edwin
102b662f7c pkg/exchange: support kline subscription on stream 2023-11-01 11:56:58 +08:00
Edwin
4bc177f21b pkg/exchange: refactor get symbol api 2023-10-31 14:48:40 +08:00
Yu-Cheng
1d2e46eca8 trade: query trades from db paginately 2023-10-31 14:20:20 +08:00
narumi
7c19bb9e20 submit one order at a time 2023-10-31 13:53:12 +08:00
chiahung
d33240ec83 rename and simplify import 2023-10-30 17:17:36 +08:00
chiahung
671772a767 FIX: retry to get open orders only for 5 times and do not sync orders updated in 3 min 2023-10-30 16:28:34 +08:00
kbearXD
be4c69c365
Merge pull request #1368 from c9s/feature/grid2/merge-recover 
FEATURE: merge grid recover and active orders recover logic
 2023-10-30 16:11:23 +08:00
c9s
dcd837f0f9
Merge pull request #1372 from bailantaotao/edwin/fix-precision 
FIX: [bybit][kucoin] fix negative volume, price precision
 2023-10-28 08:09:51 +08:00
なるみ
db1de0efb8
Merge pull request #1373 from c9s/narumi/xalign/max-amounts 
FEATURE: [xalign] adjust quantity by max amount
 2023-10-27 18:00:08 +08:00
Edwin
39c3d23da3 pkg/exchange: support ping/pong 2023-10-27 16:45:41 +08:00
Edwin
d07b766939 pkg/exchange: Use the same conn to avoid concurrent write issues. 2023-10-27 16:03:03 +08:00
Edwin
ba7e26c800 pkg/exchange: use NumFractionalDigits instead of math.Log10(Float64) due to precision problem 2023-10-27 15:28:35 +08:00
narumi
e8c9801535 adjust quantity by max amount 2023-10-27 15:01:41 +08:00
Edwin
2a85bbebf0 pkg/exchange: fix precision 2023-10-27 12:52:36 +08:00
chiahung
40ca323b2d merge recover logic 2023-10-26 16:29:05 +08:00
chiahung
f31d829294 FEAUTRE: merge grid recover and active orders recover 2023-10-26 14:55:33 +08:00