kbearXD
|
c4f1af00d7
|
Merge pull request #1361 from c9s/feature/grid2/recover-preparation-function
FEATURE: prepare query trades funtion for new recover
|
2023-10-26 13:59:33 +08:00 |
|
bailantaotao
|
8ddb31b339
|
Merge pull request #1365 from bailantaotao/edwin/make-jump-to-option-2
FEATURE: [batch] add jumpIfEmpty opts to closed order batch query
|
2023-10-26 11:22:29 +08:00 |
|
Edwin
|
55d444d86a
|
pkg/exchange: add jumpIfEmpty opts to closed order batch query
|
2023-10-26 09:31:25 +08:00 |
|
bailantaotao
|
d762366a83
|
Merge pull request #1364 from bailantaotao/edwin/make-jump-to-option
FEATURE: [batch] add a jumpIfEmpty to batch trade option
|
2023-10-26 09:23:11 +08:00 |
|
Edwin
|
881db49b70
|
pkg/exchange: rename tradeRateLimiter to queryOrderTradeRateLimiter
|
2023-10-25 21:36:26 +08:00 |
|
Edwin
|
c611cfe73b
|
pkg/exchange: add a jumpIfEmpty to batch trade option
|
2023-10-25 21:30:54 +08:00 |
|
chiahung
|
ab1bc998f9
|
FEATURE: prepare query trades funtion for new recover
|
2023-10-25 13:34:11 +08:00 |
|
c9s
|
4b9d52004f
|
Merge pull request #1355 from c9s/refactor/grid2/rename-and-move
REFACTOR: rename file and variable
|
2023-10-25 07:36:22 +08:00 |
|
narumi
|
3e5869cab3
|
remove zero padding from RMA
|
2023-10-24 17:03:40 +08:00 |
|
なるみ
|
4f35f21581
|
Merge pull request #1357 from c9s/narumi/rma-test-cases
FIX: Fix duplicate RMA values and add test cases
|
2023-10-24 17:01:36 +08:00 |
|
narumi
|
2a9fd10716
|
add rma test cases
|
2023-10-24 16:47:08 +08:00 |
|
narumi
|
22a7232e8b
|
fix duplicate rma value
|
2023-10-24 16:37:44 +08:00 |
|
c9s
|
3fcc21c1f1
|
Merge pull request #1356 from c9s/c9s/fix-rma-zero-value-issue
FIX: fix rma zero value issue
|
2023-10-24 16:18:39 +08:00 |
|
c9s
|
4c1654652e
|
indicator: remove unnecessary zero value push
|
2023-10-24 13:44:49 +08:00 |
|
c9s
|
a9d9ef3792
|
Add AddSubscriber method on Float64Series
|
2023-10-24 13:44:25 +08:00 |
|
chiahung
|
3710c33670
|
REFACTOR: rename file and variable
|
2023-10-24 13:03:14 +08:00 |
|
kbearXD
|
7d97f573c5
|
Merge pull request #1350 from c9s/feature/grid2/twin-orderbook
FEATURE: [grid2] twin orderbook
|
2023-10-24 13:00:25 +08:00 |
|
chiahung
|
c977b8e295
|
add lock to protect twin orderbook and add more comments
|
2023-10-23 17:42:39 +08:00 |
|
chiahung
|
3150f6b3f5
|
fix
|
2023-10-23 13:00:17 +08:00 |
|
c9s
|
7860bff379
|
Merge pull request #1349 from c9s/feature/grid2/remove-profit-entries
MINOR: remove profit entries from profit stats
|
2023-10-23 07:17:17 +08:00 |
|
Edwin
|
a18b1be44e
|
pkg/exchange: support market trade stream on bitget
|
2023-10-20 16:42:09 +08:00 |
|
chiahung
|
e9078a71c8
|
FEATURE: twin orderbook
|
2023-10-20 16:23:31 +08:00 |
|
chiahung
|
c9fca56723
|
MINOR: remove profit entries from profit stats
|
2023-10-20 15:17:31 +08:00 |
|
bailantaotao
|
f8c47f72bf
|
Merge pull request #1344 from bailantaotao/edwin/bitget/public-stream-book
FEATURE: [bitget] support book stream on bitget
|
2023-10-20 14:22:42 +08:00 |
|
c9s
|
eb404a5f9b
|
Merge pull request #1280 from c9s/feature/bitget
FEATURE: [bitget] integrate QueryMarkets, QueryTicker and QueryAccount api
|
2023-10-20 13:36:07 +08:00 |
|
Edwin
|
51d86ca059
|
pkg/exchange, types: support book stream on bitget
|
2023-10-19 15:40:32 +08:00 |
|
narumi
|
900db74fb9
|
skip public session
|
2023-10-19 15:14:28 +08:00 |
|
c9s
|
6b273eda4d
|
Merge pull request #1345 from c9s/c9s/fix-market-inject
FIX: [bbgo] check symbol length for injection
|
2023-10-18 15:46:43 +08:00 |
|
gx578007
|
5c8c66a740
|
Merge pull request #1343 from c9s/bhwu/max/remove-outdated-max-fields
FIX: [max] remove outdated margin fields
|
2023-10-18 15:41:33 +08:00 |
|
c9s
|
92396cae5e
|
bbgo: check symbol length for injection
|
2023-10-18 15:36:53 +08:00 |
|
kbearXD
|
3bc03ff8c5
|
Merge pull request #1328 from c9s/feature/grid2/recover-active-order-periodically
FEATURE: recover active orders with open orders periodically
|
2023-10-17 04:33:40 -05:00 |
|
c9s
|
98b294424a
|
Merge pull request #1341 from c9s/narumi/random/amount
REFACTOR: [random] remove adjustQuantity from config
|
2023-10-17 17:19:53 +08:00 |
|
chiahung
|
ccb7308263
|
fix
|
2023-10-17 16:13:05 +08:00 |
|
gx578007
|
10daeab1cb
|
FIX: [max] remove outdated margin fields
|
2023-10-17 16:11:34 +08:00 |
|
chiahung
|
243b90aaf9
|
fix nil metrics error
|
2023-10-17 15:20:28 +08:00 |
|
chiahung
|
c257bc8ccf
|
sleep 100ms to avoid DDOS
|
2023-10-17 13:51:51 +08:00 |
|
chiahung
|
5ff3828ec1
|
move to onAuth
|
2023-10-16 16:02:43 +08:00 |
|
c9s
|
d50e50991e
|
Merge pull request #1342 from c9s/improve/pivot-right-window-usage
CHORE: make rightWindow possible to be set as zero
|
2023-10-16 12:51:21 +08:00 |
|
c9s
|
dfa3f7d4c4
|
indicator: make right window optional
|
2023-10-16 12:40:44 +08:00 |
|
c9s
|
4c69dccf09
|
make rightWindow possible to be set as zero
|
2023-10-16 12:36:52 +08:00 |
|
narumi
|
badadafa2d
|
remove adjustQuantity from config
|
2023-10-13 18:11:21 +08:00 |
|
chiahung
|
c5449374cd
|
add test and remove recovered atmoic bool
|
2023-10-13 16:50:59 +08:00 |
|
chiahung
|
de1a884153
|
not add non existing open orders into active orderbook if updated in 5 min
|
2023-10-13 16:50:21 +08:00 |
|
chiahung
|
136c2cd36f
|
add open orders metrics
|
2023-10-13 16:50:21 +08:00 |
|
chiahung
|
c6d4ebf57b
|
also sync orders already in active orderbook if the open orders are expired
|
2023-10-13 16:50:21 +08:00 |
|
c9s
|
a39925b912
|
grid2: invert if
|
2023-10-13 16:50:21 +08:00 |
|
c9s
|
5f9d020ac8
|
grid2: improve some logging
|
2023-10-13 16:50:21 +08:00 |
|
c9s
|
1347c8ef87
|
grid2: refactor recoverActiveOrdersPeriodically
|
2023-10-13 16:50:21 +08:00 |
|
chiahung
|
27294ac9b6
|
FIX: fix some error and use chan to trigger active orders recover when on auth
|
2023-10-13 16:50:21 +08:00 |
|
chiahung
|
4c9b1e78fe
|
remove checker
|
2023-10-13 16:50:21 +08:00 |
|
chiahung
|
ca80bdb282
|
FEATURE: recover active orders with open orders periodically
|
2023-10-13 16:50:20 +08:00 |
|
bailantaotao
|
fb110a1d5b
|
Merge pull request #1339 from bailantaotao/edwin/support-200-depth
FEATURE: [BYBIT] support order book depth 200 on bybit
|
2023-10-12 21:16:56 -05:00 |
|
c9s
|
20df2ef3c8
|
Merge pull request #1335 from c9s/c9s/feature/private-channels
FEATURE: add custom private channel support to max
|
2023-10-12 17:20:06 +08:00 |
|
Edwin
|
ef582f6e52
|
pkg/exchange: support order book depth 200 on bybit
|
2023-10-12 11:11:26 +08:00 |
|
c9s
|
a0a7b0ffdc
|
grid2: set max retries
|
2023-10-11 17:33:07 +08:00 |
|
narumi
|
a8d678a544
|
rename randomtrader to random
|
2023-10-11 15:52:10 +08:00 |
|
c9s
|
2f65793522
|
Merge pull request #1327 from c9s/narumi/fix-position-risk
FIX: Fix duplicate orders caused by position risk control
|
2023-10-11 15:43:26 +08:00 |
|
c9s
|
10be0ec62a
|
Merge pull request #1331 from c9s/narumi/fixedmaker/x
FEATURE: add xfixedmaker strategy
|
2023-10-11 15:43:05 +08:00 |
|
narumi
|
4a6f6f7a5a
|
add backtest config
|
2023-10-11 12:14:34 +08:00 |
|
narumi
|
d8ff42d531
|
Fix duplicate orders caused by position risk control
|
2023-10-11 12:13:01 +08:00 |
|
narumi
|
81ea074b4f
|
check balances
|
2023-10-07 16:34:22 +08:00 |
|
narumi
|
a0efa2769d
|
add randtrader strategy
|
2023-10-07 12:36:32 +08:00 |
|
narumi
|
a40488b0a3
|
add xfixedmaker strategy
|
2023-10-06 12:58:47 +08:00 |
|
c9s
|
a13c65ef1d
|
Merge pull request #1332 from MengShue/add_supported_interval
FEATURE: add supported interval for okex
|
2023-10-05 21:47:51 +08:00 |
|
c9s
|
e01d89d619
|
Merge pull request #1232 from zenixls2/feature/forceOrder
feature: add forceOrder api for binance to show liquid info
|
2023-10-05 21:46:49 +08:00 |
|
zenix
|
590e1648eb
|
fix: use MillisecondTimestamp instead
|
2023-10-05 16:16:27 +09:00 |
|
c9s
|
378425a3aa
|
bbgo: add balance logger support
|
2023-10-04 18:02:19 +08:00 |
|
c9s
|
78ea940569
|
max: support private channel setter
|
2023-10-04 18:02:18 +08:00 |
|
Alan.sung
|
2309bbdee8
|
print local interval in error message
|
2023-10-04 16:24:32 +08:00 |
|
c9s
|
42d2ffd502
|
Merge pull request #1334 from c9s/c9s/max-http-transport
CHORE: [maxapi] change default http transport settings
|
2023-10-04 15:28:18 +08:00 |
|
c9s
|
4700e754a8
|
maxapi: change default http transport settings
|
2023-10-04 15:17:22 +08:00 |
|
Alan.sung
|
3b793b79b6
|
turn ToGlobalInterval to ToLocalInterval, use Map to turn to local interval
|
2023-10-04 14:23:13 +08:00 |
|
Alan.sung
|
0b5ce231ff
|
fix lint and rename i with in
|
2023-10-04 12:39:30 +08:00 |
|
Alan.sung
|
a83335817e
|
use interval [1m/3m/5m/15m/30m/1H/2H/4H] and [/6Hutc/12Hutc/1Dutc/2Dutc/3Dutc/1Wutc/1Mutc] and add unit test
|
2023-10-04 12:39:30 +08:00 |
|
Alan.sung
|
d200232c13
|
add supported interval for okex
|
2023-10-04 12:38:59 +08:00 |
|
なるみ
|
f50d81950a
|
Merge pull request #1330 from c9s/narumi/fixedmaker/remove-atr
REFACTOR: Make fixedmaker simpler
|
2023-10-04 12:38:49 +08:00 |
|
c9s
|
32b8ca9a41
|
Merge pull request #1312 from MengShue/add_two_new_receiver_for_okex
FEATURE: add QueryClosedOrders() and QueryTrades() for okex
|
2023-10-04 12:14:32 +08:00 |
|
Alan.sung
|
b1c6e01e45
|
use types.StrInt64 for billID and add more comment for QueryTrades() and comment out personal unit test
|
2023-10-03 15:14:49 +08:00 |
|
Alan.sung
|
cc55d67eeb
|
use default limit if not pass AND add more unit test
|
2023-10-03 12:29:30 +08:00 |
|
Alan.sung
|
648b82ead3
|
use NewGetTransactionHistoryRequest for QueryTrades and use billID for pagination
|
2023-10-02 18:47:05 +08:00 |
|
c9s
|
43fd404505
|
bump version to v1.52.0
|
2023-10-02 11:43:10 +08:00 |
|
c9s
|
a40d4a6b81
|
compile and update migration package
|
2023-10-02 11:43:02 +08:00 |
|
Alan.sung
|
6fd86fefda
|
add unit test for QueryTrade()
|
2023-10-02 10:49:33 +08:00 |
|
narumi
|
c5cd6bc95e
|
fix common.Strategy.IsHalted
|
2023-09-29 01:51:02 +08:00 |
|
narumi
|
4b9c933df1
|
remove skew
|
2023-09-29 01:06:58 +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 |
|
Alan.sung
|
3b63858d23
|
handle pagenation for QueryTrade
|
2023-09-27 11:06:41 +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 |
|
zenix
|
13b9fc4252
|
add forgotten emit
|
2023-09-26 18:36:46 +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 |
|
zenix
|
7ae56a83da
|
feature: add forceOrder api for binance to show liquid info
|
2023-09-26 15:22:09 +09:00 |
|
Alan.sung
|
ad7206271f
|
QueryTrades only allow query by time interval, required
|
2023-09-26 01:06:58 +08:00 |
|
Alan.sung
|
99a69f4f2f
|
add QueryClosedOrders() and QueryTrades() for okex, also fix conflict for QueryOrderTrades() and update typo error in QueryOrderTrades()
|
2023-09-26 01:05:09 +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 |
|
bailantaotao
|
439f45bdf9
|
Merge pull request #1304 from bailantaotao/edwin/support-unsubscribe
FEATURE: [bybit] support unsubscribe
|
2023-09-08 18:22:53 +08:00 |
|
bailantaotao
|
e5c3b8cccb
|
Merge pull request #1301 from bailantaotao/edwin/add-new-func-for-subscriptions
FEATURE: add Reconnect and Resubscribe for stream
|
2023-09-08 18:22:35 +08:00 |
|
Andy Cheng
|
40dbfd5b42
|
improve/binance: rename variable to comply with golang naming convention
|
2023-09-08 18:14:51 +08:00 |
|
c9s
|
09ed7b141c
|
Merge pull request #1305 from MengShue/refactor_okex_for_future
FEATURE: refactor okex to future use
|
2023-09-07 22:57:29 +08:00 |
|
bailantaotao
|
d91199d3ad
|
Merge branch 'c9s:main' into edwin/add-new-func-for-subscriptions
|
2023-09-07 15:29:54 +08:00 |
|
Andy Cheng
|
c9d67f8131
|
improve/binance: update futures account api to v2
|
2023-09-07 15:21:47 +08:00 |
|
Alan.sung
|
9a66f82d8c
|
remove err since handling init for client
|
2023-09-07 11:25:12 +08:00 |
|
Alan.sung
|
dbf29f8cd2
|
add constructor to check url error
|
2023-09-06 21:21:13 +08:00 |
|
Alan.sung
|
7550ea2be1
|
refactor okex to future use
|
2023-09-06 19:14:21 +08:00 |
|
bailantaotao
|
1338499e3f
|
Merge pull request #1303 from bailantaotao/edwin/add-default-time
FEATURE: set default 30d for closed order batch query
|
2023-09-06 12:41:47 +08:00 |
|
Edwin
|
da13bb680e
|
pkg/exchange: support unsubscribe for bybit
|
2023-09-06 12:18:47 +08:00 |
|
Edwin
|
83cdd4e1a4
|
pkg/exchange: update add reconnect and resubscribe func for stream
|
2023-09-06 12:18:17 +08:00 |
|
Edwin
|
f5a66baad3
|
pkg/exchage: set default 30d for closed order batch query
|
2023-09-05 22:04:16 +08:00 |
|
chiahung
|
db376f8483
|
FEATURE: use quote quantity if there is QuoteQuantity in trade
|
2023-09-05 18:28:10 +08:00 |
|
bailantaotao
|
7461b60b6b
|
Merge pull request #1299 from bailantaotao/edwin/add-server-time
pkg/exchange: add time to SliceOrderBook
|
2023-09-05 16:36:20 +08:00 |
|
kbearXD
|
79d98e857d
|
Merge pull request #1295 from c9s/feature/grid2/amount-round-down
FEATURE: round down executed amount to avoid insufficient balance
|
2023-09-05 14:35:53 +08:00 |
|
なるみ
|
9c104f5776
|
Merge pull request #1297 from c9s/narumi/reset-profit-stats
FIX: reset profit stats when over given duration in circuit break risk control
|
2023-09-05 14:00:52 +08:00 |
|
narumi
|
57198cc6b0
|
fix: reset profit stats when over given duration in circuit break risk control
|
2023-09-01 18:57:40 +08:00 |
|
c9s
|
8adb0df656
|
Merge pull request #1298 from c9s/c9s/grid2-fix-recover-active-orders
FIX: [grid2] fix active order recover, add start process delay
|
2023-09-01 18:48:58 +08:00 |
|
c9s
|
415a28c32b
|
Merge pull request #1300 from bailantaotao/edwin/fix-okex-bid-ask
pkg/exchange: fix okex bookticker bug
|
2023-09-01 18:07:59 +08:00 |
|
Edwin
|
412d0e0558
|
*: fix lint
|
2023-09-01 17:54:43 +08:00 |
|
Edwin
|
50bfd8ee0e
|
pkg/exchange: add time to SliceOrderBook
|
2023-09-01 17:54:40 +08:00 |
|
Edwin
|
594ab9cbaf
|
pkg/exchange: fix okex bookticker bug
|
2023-09-01 17:12:32 +08:00 |
|
c9s
|
e74da87e51
|
grid2: delay start process by 5s
|
2023-08-31 17:08:00 +08:00 |
|
narumi
|
52412d9ead
|
refactor: add IsOver to check the since time is over given duration
|
2023-08-31 14:31:25 +08:00 |
|
c9s
|
f24bd3532c
|
grid2: add 5s delay and <10seconds jitter
|
2023-08-31 14:08:33 +08:00 |
|
c9s
|
7de6c3d8e4
|
grid2: add more update logs
|
2023-08-31 13:59:44 +08:00 |
|
c9s
|
cb0285544e
|
add lock to recoverActiveOrders
|
2023-08-31 13:48:56 +08:00 |
|
chiahung
|
9dc7244d8a
|
FEATURE: round down executed amount to avoid insufficient balance
|
2023-08-31 12:40:01 +08:00 |
|
c9s
|
2c4b6e8cd1
|
Merge pull request #1238 from MengShue/add_unit_test_for_okex
TEST: add unit test for okex exchange
|
2023-08-24 12:44:45 +08:00 |
|
Alan.sung
|
f8ae408fad
|
add continue in err != nil
|
2023-08-23 16:16:38 +08:00 |
|
Alan.sung
|
26cde5d57c
|
use multierr to handle err return from toGlobalOrder
|
2023-08-23 15:44:51 +08:00 |
|
Alan.sung
|
a0946fbd42
|
use lower case in error string and add comment for IOC, FOK
|
2023-08-22 17:23:16 +08:00 |
|
Alan.sung
|
a4aa9c2eda
|
remove mmp and mmp_post_only
|
2023-08-22 15:14:18 +08:00 |
|
bailantaotao
|
edfcbb01c0
|
Merge pull request #1293 from bailantaotao/edwin/fix-quantity-in-buy-market-order
FIX: [bybit] quantity in buy market order
|
2023-08-22 11:42:08 +08:00 |
|
c9s
|
20bdf191c3
|
Merge pull request #1290 from c9s/c9s/grid-disconnect-recover
FEATURE: [grid2] update local active orders after re-connected
|
2023-08-21 18:16:05 +08:00 |
|
Edwin
|
9ee7377f36
|
pkg/exchange: fix quantity for buy market order
|
2023-08-21 15:59:13 +08:00 |
|
Alan.sung
|
3dce63710a
|
Fix to fit all reviews last time
|
2023-08-21 15:31:30 +08:00 |
|
Edwin
|
3ad7075ace
|
pkg/exchange: fix quantity coin unit
|
2023-08-18 01:08:09 +08:00 |
|
c9s
|
ed948b2642
|
max: fix QuerySpotAccount method return value
|
2023-08-17 17:42:54 +08:00 |
|
c9s
|
9105ebce78
|
deposit2transfer: fix err msg
|
2023-08-17 17:42:05 +08:00 |
|
c9s
|
c91861ca9a
|
bbgo: add order update time check
|
2023-08-17 17:31:24 +08:00 |
|
c9s
|
1cadaf9265
|
bbgo: add mutex lock to ActiveOrderBook
|
2023-08-17 17:16:27 +08:00 |
|
c9s
|
2669c3a5db
|
bbgo: check order exists
|
2023-08-17 16:28:42 +08:00 |
|
c9s
|
dda3f25c61
|
grid2,bbgo: refactor active order book and update order status when re-connected
|
2023-08-17 16:26:06 +08:00 |
|
bailantaotao
|
6f4f1ad558
|
Merge pull request #1287 from bailantaotao/edwin/add-bybit-kline-backtest
FEATURE: [bybit] add kline backtest
|
2023-08-16 22:08:31 +08:00 |
|
bailantaotao
|
3eeba521f6
|
Merge pull request #1289 from bailantaotao/edwin/fix-misc-2
FIX: [bybit] fix misc
|
2023-08-16 22:07:57 +08:00 |
|
bailantaotao
|
b6c9f14dcc
|
Merge pull request #1285 from bailantaotao/edwin/query-order
FEATURE: [bybit] implement ExchangeOrderQueryService interface
|
2023-08-16 22:07:36 +08:00 |
|
Edwin
|
6cfbb84bb5
|
pkg/exchange: fix order id check for the submitted orders
|
2023-08-16 14:47:35 +08:00 |
|
c9s
|
52f9cbd48d
|
Merge pull request #1288 from c9s/c9s/strategy-deposit2transfer
FIX: [deposit2transfer] call QuerySpotAccount for getting the spot balance
|
2023-08-16 12:36:35 +08:00 |
|
c9s
|
5cc09dfb9a
|
deposit2transfer: improve log format
|
2023-08-16 12:26:01 +08:00 |
|
c9s
|
252f4fbccc
|
deposit2transfer: call QuerySpotAccount for getting the spot balance
|
2023-08-16 12:02:18 +08:00 |
|
c9s
|
874b647191
|
cmd: document tradeStats binding
|
2023-08-15 17:54:24 +08:00 |
|
Edwin
|
adf5805de5
|
compile and update migration package
|
2023-08-15 17:39:32 +08:00 |
|
c9s
|
5f54c303fb
|
bitget: fix fixedpoint.Value init value
|
2023-08-15 16:40:15 +08:00 |
|
c9s
|
4a64701e16
|
bitget: implement QueryAccount
|
2023-08-15 16:38:48 +08:00 |
|
c9s
|
40762cad35
|
bitget: implement QueryTicker
|
2023-08-15 16:38:48 +08:00 |
|
c9s
|
2fda4477bd
|
bitget: implement QueryMarkets
|
2023-08-15 16:38:47 +08:00 |
|
Alan.sung
|
672a878194
|
update toGlobalOrder by referencing toGlobalOrders
|
2023-08-15 14:26:27 +08:00 |
|
Edwin
|
e4ebe1cffd
|
pkg/exchange: supprot queryOrderTrades
|
2023-08-15 14:23:34 +08:00 |
|
Edwin
|
3207a8227c
|
pkg/exchange: add QueryOrder api
|
2023-08-15 14:23:31 +08:00 |
|
Andy Cheng
|
10185ee715
|
Merge pull request #1283 from andycheng123/improve/profitStatsTracker
Improve: profitStatsTracker, Add a parameter for window to sum up trades
|
2023-08-15 13:12:32 +08:00 |
|
Edwin
|
ed47d5064a
|
pkg/exchange: fix the order id check for cancel order
|
2023-08-14 18:13:24 +08:00 |
|
Edwin
|
187429081f
|
pkg/exchange: fix orderId json tag
|
2023-08-14 18:06:14 +08:00 |
|
c9s
|
255718a54a
|
deposit2transfer: apply rate limiter on checkDeposits
|
2023-08-11 19:11:18 +08:00 |
|
Andy Cheng
|
a74562ed31
|
improve/profitStatsTracker: Add a parameter for window to sum up trades
|
2023-08-11 13:16:53 +08:00 |
|
Alan.sung
|
ea5b45bfe4
|
queryOrder() and test for it
|
2023-08-11 09:28:58 +08:00 |
|
Edwin
|
54e7065d8a
|
pkg/exchange: implement trade event
|
2023-08-10 19:58:27 +08:00 |
|
Edwin
|
affff32599
|
pkg/exchange: get fee rate before connect
|
2023-08-10 17:57:47 +08:00 |
|
Edwin
|
509f9ac8ca
|
pkg/types: add BeforeConnect hook function
|
2023-08-10 15:26:54 +08:00 |
|
Edwin
|
0b03336fb0
|
pkg/exchange: support GetFeeRates on bybit exchange
|
2023-08-10 15:26:51 +08:00 |
|
Edwin
|
ace2c55a17
|
exchange/bybit: add fee rate restful api
|
2023-08-10 15:02:30 +08:00 |
|
bailantaotao
|
6379cab65e
|
Merge pull request #1277 from bailantaotao/edwin/add-kline-api
FEATURE: [bybit] add k line api
|
2023-08-10 11:44:28 +08:00 |
|
Edwin
|
4cee22ce31
|
pkg/exchage: support k line websocket event
|
2023-08-10 11:07:13 +08:00 |
|
Edwin
|
e9d0ce5bbf
|
pkg/exchage: support k line rest api
|
2023-08-10 11:07:10 +08:00 |
|
c9s
|
ecc0928ef5
|
Merge pull request #1281 from c9s/c9s/strategy-deposit2transfer
FIX: [deposit2transfer] add lastAssetDepositTimes for immediate success deposits
|
2023-08-09 16:41:29 +08:00 |
|
c9s
|
6103a9350f
|
deposit2transfer: add lastAssetDepositTimes for immediate success deposits
|
2023-08-09 15:54:28 +08:00 |
|
bailantaotao
|
24d240b1f3
|
Merge pull request #1279 from bailantaotao/edwin/add-query-acct
FEATURE: [bybit] support query account/balance api
|
2023-08-09 15:33:04 +08:00 |
|
Alan.sung
|
1c5d2dc759
|
add QueryOrder in okex exchange.go
|
2023-08-09 15:05:26 +08:00 |
|
Edwin
|
65b06ff401
|
pkg/exchange: add query account function
|
2023-08-09 14:05:57 +08:00 |
|
Edwin
|
dfead5ebed
|
pkg/exchange: add query account balance api
|
2023-08-09 14:05:57 +08:00 |
|
Edwin
|
8c22863334
|
pkg/exchange: mv BalanceEvent to bybitapi and rename to WalletBalances
|
2023-08-09 14:05:55 +08:00 |
|
c9s
|
4ed402b775
|
max: update deposit states and add more fields to deposit
|
2023-08-08 20:51:48 +08:00 |
|
c9s
|
b711e1e439
|
Merge pull request #1275 from c9s/c9s/strategy-deposit2transfer
FEATURE: [strategy] add deposit2transfer tool
|
2023-08-08 15:13:06 +08:00 |
|
Edwin
|
b27395f6f4
|
pkg/exchange: avoiding GC panic caused by a rapid creation/removal slice of pointers
|
2023-08-08 14:11:19 +08:00 |
|
c9s
|
25298720d0
|
max: implement TransferMarginAccountAsset on max
|
2023-08-08 13:16:11 +08:00 |
|
c9s
|
5460ebdbf4
|
max: add margin transfer request
|
2023-08-08 12:49:05 +08:00 |
|
c9s
|
ece8cacd9e
|
deposit2transfer: use watchingDeposits instead of just deposits
|
2023-08-08 12:38:59 +08:00 |
|
c9s
|
4a28843a0a
|
deposit2transfer: fix mutex lock
|
2023-08-08 12:38:23 +08:00 |
|
c9s
|
073c4562fd
|
deposit2transfer: refactor deposit check and add more logs
|
2023-08-08 12:23:17 +08:00 |
|
c9s
|
29727c12be
|
add deposit2transfer config
|
2023-08-08 12:14:14 +08:00 |
|
c9s
|
423cb27288
|
deposit2transfer: add more log messages
|
2023-08-08 12:08:14 +08:00 |
|
c9s
|
241ce657c3
|
binance: remove isMargin check
|
2023-08-08 12:01:30 +08:00 |
|
c9s
|
c7845477b4
|
deposit2transfer: remove binance spot struct field
|
2023-08-08 11:58:36 +08:00 |
|
c9s
|
33b3d0ff57
|
types: use consistent receiver for MarginSettings
|
2023-08-08 11:48:06 +08:00 |
|
Edwin
|
f664ef2262
|
pkg/exchange: add order event
|
2023-08-08 11:42:02 +08:00 |
|
bailantaotao
|
5349e5afbe
|
Merge pull request #1274 from bailantaotao/edwin/add-account-info
FEATURE: [bybit] add balance snapshot event
|
2023-08-08 11:41:02 +08:00 |
|
c9s
|
c55a6a46af
|
deposit2transfer: check confirmation for deposits
|
2023-08-08 11:20:17 +08:00 |
|
c9s
|
4c4b9db47a
|
types,binance: add confirmation and unlockConfirm fields to Deposit
|
2023-08-08 11:20:17 +08:00 |
|
c9s
|
5f40dfa462
|
deposit2transfer: scan deposit history
|
2023-08-08 11:20:17 +08:00 |
|
c9s
|
9248f8ac24
|
binance: define DepositStatus for binance
|
2023-08-08 11:20:17 +08:00 |
|
c9s
|
9346e7d1f6
|
binance: replace emptyTime with IsZero
|
2023-08-08 11:20:17 +08:00 |
|
c9s
|
0118f33bfc
|
binance: finalize TransferMarginAccountAsset method
|
2023-08-08 11:20:17 +08:00 |
|
c9s
|
8b1cefc699
|
binance: integerate isolated margin / cross margin transfer
|
2023-08-08 11:20:17 +08:00 |
|
c9s
|
92691eda24
|
binanceapi: add margin transfer api
|
2023-08-08 11:20:17 +08:00 |
|
c9s
|
0c6b68c4f6
|
add deposit2transfer strategy
|
2023-08-08 11:20:17 +08:00 |
|
c9s
|
85201d0b57
|
Merge pull request #1271 from c9s/c9s/strategy-convert
REFACTOR: apply market.GreaterThanMinimalOrderQuantity on both convert and xalign
|
2023-08-08 11:14:08 +08:00 |
|
Edwin
|
8b68354d89
|
pkg/exchange: add balance snapshot event
|
2023-08-08 10:04:25 +08:00 |
|
Edwin
|
3e4e46de20
|
pkg/exchange: to de-pointer the value in WsOpEvent and fix test assertion
|
2023-08-07 15:59:50 +08:00 |
|
Edwin
|
84fa19afee
|
pkg/exchange: add auth function for ws
|
2023-08-07 14:58:20 +08:00 |
|
bailantaotao
|
a8697abf93
|
Merge pull request #1268 from bailantaotao/edwin/stream-query-book
FEATURE: [bybit] implement order book streaming
|
2023-08-07 11:29:10 +08:00 |
|
c9s
|
c3cce05bdd
|
xalign: apply market.GreaterThanMinimalOrderQuantity on xalign
|
2023-08-05 16:49:25 +08:00 |
|
c9s
|
8b6a8aeb7b
|
convert: move moq check/adjustment to types.Market
|
2023-08-05 16:39:03 +08:00 |
|
c9s
|
ce8063654d
|
tradingutil: add test on CollectTradeFee
|
2023-08-05 16:38:46 +08:00 |
|
c9s
|
616e9397d4
|
Merge pull request #1270 from c9s/c9s/strategy-convert
FEATURE: [strategy] Add convert strategy
|
2023-08-05 02:46:56 +08:00 |
|
c9s
|
4d293121d7
|
convert: fix pending quantity collector with trade query
|
2023-08-05 02:37:53 +08:00 |
|
c9s
|
bc8fe22e70
|
convert: fix collectPendingQuantity and use graceful order cancel
|
2023-08-05 02:15:16 +08:00 |
|
c9s
|
430b22f5e9
|
cmd: register convert strategy
|
2023-08-05 02:00:22 +08:00 |
|
c9s
|
951672fc82
|
improve cancelOrders method
|
2023-08-05 02:00:07 +08:00 |
|
c9s
|
eaaab914e0
|
refactor order executor accessors
|
2023-08-05 01:59:52 +08:00 |
|
c9s
|
c605761c4f
|
add tradingutil package
|
2023-08-05 01:59:36 +08:00 |
|
c9s
|
348c8a61e4
|
add convert strategy
|
2023-08-05 01:59:20 +08:00 |
|
c9s
|
7d4d2f3e41
|
types: add truncate quote quantity method
|
2023-08-05 01:59:04 +08:00 |
|
c9s
|
7060fd4ecb
|
bbgo: add simple order executor
|
2023-08-04 18:02:24 +08:00 |
|
Edwin
|
a6047f629d
|
pkg/exchange: implement bybit stream ping
|
2023-08-04 18:00:50 +08:00 |
|
Andy Cheng
|
1130417401
|
fix/supertrend: use strconv instead of fmt
|
2023-08-04 11:07:20 +08:00 |
|
Edwin
|
e1bae5dba0
|
pkg/exchange: implement bybit stream ping
|
2023-08-02 17:55:20 +08:00 |
|
Edwin
|
5064615df8
|
pkg/exchange: add custom heart beat func to StandardStream
|
2023-08-02 17:47:18 +08:00 |
|
c9s
|
e61db95bd8
|
types: exit ping worker when error is happened
|
2023-08-02 14:07:35 +08:00 |
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c9s
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d4abc16959
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bump version to v1.51.1
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2023-08-02 11:04:51 +08:00 |
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c9s
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2af45f73b6
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compile and update migration package
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2023-08-02 11:04:51 +08:00 |
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c9s
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71d86aa483
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core: add trade to the trade store when order is not matched
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2023-08-02 00:41:58 +08:00 |
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c9s
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7adc786c8a
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Merge pull request #1259 from c9s/c9s/fix-trade-deadlock
FIX: core: fix trade collector dead lock
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2023-08-01 22:41:10 +08:00 |
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c9s
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c0e315fafe
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core: fix trade collector dead lock
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2023-08-01 22:22:18 +08:00 |
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c9s
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5bb2a50f21
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fix lint issues
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2023-08-01 20:17:20 +08:00 |
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c9s
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f095a1ab71
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core: fix trade collector dead lock
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2023-08-01 20:11:33 +08:00 |
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bailantaotao
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ae61e10c6a
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Merge pull request #1255 from bailantaotao/edwin/query-trades
FEATURE: [bybit] add query trade api
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2023-08-01 18:02:29 +08:00 |
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Edwin
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4363f0ae7b
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pkg/exchange: add query trade api
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2023-08-01 16:31:49 +08:00 |
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c9s
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cfd5884350
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Merge remote-tracking branch 'origin/v1.50'
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2023-08-01 13:23:04 +08:00 |
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c9s
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54e0e1024c
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Merge pull request #1254 from c9s/v1.50
merge back v1.50 into main
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2023-07-31 20:24:00 +08:00 |
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c9s
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4560b47556
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grid2: only for positive non-zero fee
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2023-07-31 18:12:28 +08:00 |
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c9s
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43b8e7870d
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grid2: ignore discounted trades
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2023-07-31 18:06:20 +08:00 |
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c9s
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f2109afa0e
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add last 30 days to loose date support
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2023-07-31 17:54:49 +08:00 |
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Alan.sung
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b0ccc7e51b
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use &PublicDataService{} to create it as a pointer object and rename ser to srv
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2023-07-31 11:00:38 +09:00 |
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Edwin
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86c643b513
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pkx/exchange: fix batch query trade missing time range
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2023-07-28 22:54:48 +08:00 |
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c9s
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4eefe72cb6
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service: fix db reflection
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2023-07-28 14:41:36 +08:00 |
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bailantaotao
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7eb6e402ca
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Merge pull request #1252 from bailantaotao/edwin/query-closed-order
FEATURE: [bybit] query closed order
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2023-07-28 14:40:38 +08:00 |
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Edwin
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d2ad504579
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pkg/exchange: add QueryClosedOrders
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2023-07-28 10:15:08 +08:00 |
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Edwin
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f25ab567eb
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pkg/exhcange: return err on max queryClosedOrdersByLastOrderID
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2023-07-27 18:35:58 +08:00 |
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Edwin
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1760a5b8d6
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pkg/exchange: try to parse order id to integer
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2023-07-27 18:09:43 +08:00 |
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Edwin
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d8b8e7f2ac
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pkg/exchange: rename OpenOrders to Orders
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2023-07-27 17:35:33 +08:00 |
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c9s
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b02ac837ea
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max: handle SelfTradeBidFeeDiscounted
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2023-07-27 16:28:54 +08:00 |
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Edwin
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574d7c0c74
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pkg/exchange: rm redundant prefix
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2023-07-27 10:31:24 +08:00 |
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Edwin
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5105046053
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pkg/exchange: support cancel order
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2023-07-26 22:24:20 +08:00 |
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Edwin
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151e8d2acf
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pkg/exchange: support place order for bybit
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2023-07-26 21:44:49 +08:00 |
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bailantaotao
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3fd66199d7
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Merge pull request #1248 from bailantaotao/edwin/add-query-open-orders
pkg/exchange: add QueryOpenOrders API for bybit
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2023-07-26 15:12:37 +08:00 |
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c9s
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cddb7874ce
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maxapi: set user agent
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2023-07-26 14:35:33 +08:00 |
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Edwin
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6d4deb54cc
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pkg/exchange: add QueryOpenOrders API for bybit
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2023-07-26 14:18:02 +08:00 |
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bailantaotao
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ff78637c8f
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Merge pull request #1244 from bailantaotao/edwin/add-ticker
FEATURE: support QueryTickers API on bybit
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2023-07-25 20:35:56 +08:00 |
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c9s
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1d24af13a8
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core: document order store options
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2023-07-25 17:50:48 +08:00 |
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Edwin
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b71030c5db
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pkg: return err if rate limit err
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2023-07-25 15:09:57 +08:00 |
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