c9s
|
b3ef66dff4
|
binance: set snapshot.Time to now()
|
2024-02-06 15:28:55 +08:00 |
|
c9s
|
7e5d25a7e0
|
binance: implement GetDepthRequest with requestgen
|
2024-02-06 15:28:55 +08:00 |
|
なるみ
|
2f40149387
|
Merge pull request #1527 from c9s/narumi/atrpin/log
CHORE: [atrpin] modify position log
|
2024-02-06 15:19:01 +08:00 |
|
narumi
|
a1995db014
|
log with field symbol
|
2024-02-06 15:08:01 +08:00 |
|
c9s
|
24952581fe
|
Merge pull request #1526 from c9s/c9s/simplify-booksignal-struct
FIX: simplify booksignal struct
|
2024-02-06 13:02:25 +08:00 |
|
narumi
|
a9198c0127
|
modify position log
|
2024-02-06 12:14:54 +08:00 |
|
bailantaotao
|
1c98e603b1
|
Merge pull request #1525 from c9s/edwin/binance-update-api-changes-3
FEATURE: [binance] add margin request
|
2024-02-06 10:02:38 +08:00 |
|
edwin
|
836f1f9490
|
pkg/exchange: use fixedpoint as value
|
2024-02-06 09:37:04 +08:00 |
|
c9s
|
996a1ecdc1
|
deposit2transfer: reduce log frequency
|
2024-02-06 00:39:05 +08:00 |
|
c9s
|
ca4f3f5039
|
fix rbtree copy limit checker
|
2024-02-06 00:36:49 +08:00 |
|
c9s
|
3594f85ed0
|
types: fix copy limit checking
|
2024-02-06 00:36:49 +08:00 |
|
c9s
|
24e465e5b6
|
binance: fix parser parsebytes
|
2024-02-06 00:36:49 +08:00 |
|
c9s
|
eea4c43619
|
binance: use predecl return vars
|
2024-02-06 00:36:49 +08:00 |
|
c9s
|
75a2abeeab
|
max: reduce kline parsing cost
|
2024-02-06 00:36:49 +08:00 |
|
c9s
|
f64b0e7a9f
|
binance: pre-allocate PriceVolumeSlice memory
|
2024-02-06 00:36:48 +08:00 |
|
c9s
|
2ec01e3d28
|
binance: use fastjson parser pool
|
2024-02-06 00:36:48 +08:00 |
|
edwin
|
54784f8c54
|
pkg/exchange: rm timestamp
|
2024-02-05 17:02:46 +08:00 |
|
edwin
|
c73fc65c6d
|
pkg/exchange: add margin transfer request
|
2024-02-05 17:00:57 +08:00 |
|
chiahung.lin
|
dfb65ba9e3
|
[dca2] add dev mode field for dev
use pointer
IsNewStrategy -> IsNewAccount
[dca2] recover at cancelling stage
new var recoverSinceLimit
fix profit stats round bug
|
2024-02-05 16:19:53 +08:00 |
|
c9s
|
565cdef54f
|
Merge pull request #1524 from c9s/edwin/binance-update-api-changes-2
MINOR: [binance] update borrow/repay api changes
|
2024-02-05 15:08:44 +08:00 |
|
edwin
|
f77d03d270
|
pkg/exchange: update borrow/repay api changes
|
2024-02-05 12:11:36 +08:00 |
|
c9s
|
aad3f89492
|
Merge pull request #1523 from c9s/edwin/binance/update-api-changes
MAJOR: [binance] replace margin/transfer to asset/transfer
|
2024-02-05 11:42:25 +08:00 |
|
c9s
|
3c73c28141
|
Merge pull request #1520 from c9s/edwin/okx/add-response-validation-func
FEATURE: [okx] add response validation func
|
2024-02-05 11:42:03 +08:00 |
|
edwin
|
b6717f2fcf
|
pkg/exchange: replace /sapi/v1/margin/transfer to /sapi/v1/asset/transfer
|
2024-02-05 11:18:40 +08:00 |
|
Michal Jirman
|
825be2a08e
|
indicator: keltner channel
|
2024-02-03 17:13:51 +05:45 |
|
Michal Jirman
|
f8175a9cfe
|
telegram: prevent sending error in case of no opened position
|
2024-02-02 21:44:27 +05:45 |
|
edwin
|
3846b2aead
|
pkg/exchange: add response validation func
|
2024-02-01 14:40:59 +08:00 |
|
Edwin
|
f0ad014837
|
pkg/exchange: support kline subscriptions
|
2024-01-30 12:17:50 +08:00 |
|
Edwin
|
429036985c
|
pkg/exchange: add new kline stream
|
2024-01-30 10:23:10 +08:00 |
|
Edwin
|
d2b45f5d58
|
pkg/exchange: refactor kline api
|
2024-01-29 20:59:53 +08:00 |
|
c9s
|
bfbf415c15
|
tri: fix tests
|
2024-01-29 20:23:24 +08:00 |
|
c9s
|
192c12cd22
|
bump version to v1.56.2
|
2024-01-29 15:47:36 +08:00 |
|
c9s
|
35b7667da6
|
add the missing file
|
2024-01-29 15:45:48 +08:00 |
|
c9s
|
9c4cd3115f
|
bump version to v1.56.1
|
2024-01-28 14:30:36 +08:00 |
|
c9s
|
9efd8bd604
|
fix backtest Initialize call
|
2024-01-28 14:29:54 +08:00 |
|
c9s
|
4b70f864ff
|
tri: update quantity truncation method
|
2024-01-26 17:16:06 +08:00 |
|
c9s
|
67b500fce5
|
tri: fix tri bugs
|
2024-01-26 17:14:31 +08:00 |
|
c9s
|
4d5e3501df
|
bump version to v1.56.0
|
2024-01-26 16:44:11 +08:00 |
|
c9s
|
93bddfdccd
|
fix database config parsing
|
2024-01-26 16:39:05 +08:00 |
|
c9s
|
c1484771ea
|
binance: make the error message clear
|
2024-01-24 18:22:35 +08:00 |
|
c9s
|
3aa6b0c13c
|
max: remove unused parseBookEntries function
|
2024-01-24 17:56:04 +08:00 |
|
c9s
|
18ccc78d83
|
binance: apply DefaultDepthLimit to 5000
|
2024-01-24 17:53:04 +08:00 |
|
c9s
|
07eb723da4
|
binance: support more depth level
|
2024-01-24 17:51:02 +08:00 |
|
c9s
|
805fea32df
|
types: avoid using defer unlock in CopyDepth
|
2024-01-24 17:48:13 +08:00 |
|
c9s
|
6cf5300650
|
max: preallocate fastjson array object var memory
|
2024-01-24 16:58:42 +08:00 |
|
c9s
|
e67155d6cc
|
max: optimize book parsing
|
2024-01-24 16:58:42 +08:00 |
|
c9s
|
fcd367b8c2
|
max: pre-allocate price volume slice memory
|
2024-01-24 16:58:42 +08:00 |
|
c9s
|
cb1133b0e0
|
Merge pull request #1512 from c9s/c9s/fix-boll-history-kline-push
FIX: [bollmaker] fix bollinger indicator history kline push
|
2024-01-24 16:36:12 +08:00 |
|
c9s
|
dd07bc7159
|
fix bollinger indicator history kline push
|
2024-01-24 16:25:28 +08:00 |
|
c9s
|
f18433409d
|
Merge pull request #1511 from c9s/c9s/update-migrations
MINOR: compile and update migration package
|
2024-01-24 16:08:59 +08:00 |
|
c9s
|
ee1a2727f6
|
compile and update migration package
|
2024-01-24 15:56:04 +08:00 |
|
c9s
|
884b8f2b45
|
Merge pull request #1509 from c9s/kbearXD/dca2/profit-stats-and-recover
[dca2] fix dca2 bug
|
2024-01-24 15:50:09 +08:00 |
|
c9s
|
59713fa532
|
support extra migration packages
|
2024-01-24 15:33:17 +08:00 |
|
c9s
|
e6f911380d
|
max: set max websocket book default level
|
2024-01-24 13:52:49 +08:00 |
|
chiahung.lin
|
d13d882fc4
|
remove unused log
remove running field
|
2024-01-23 15:53:20 +08:00 |
|
Edwin
|
7841813fe0
|
pkg/exchange: fix okx query open order time param
|
2024-01-23 14:26:40 +08:00 |
|
c9s
|
0e5ff14d1c
|
Merge pull request #1506 from c9s/feature/rockhopper-v2
FEATURE: upgrade migration tool rockhopper to v2
|
2024-01-19 20:06:50 +08:00 |
|
c9s
|
611b2a9247
|
improve bbgo db migration process
|
2024-01-19 15:28:56 +08:00 |
|
c9s
|
3e233627be
|
add migration package name
|
2024-01-19 15:28:56 +08:00 |
|
c9s
|
9a1b50dee9
|
upgrade rockhopper to v2
|
2024-01-19 15:28:56 +08:00 |
|
chiahung.lin
|
1b33308450
|
fix bug and new field running to help to test
|
2024-01-18 15:39:56 +08:00 |
|
Edwin
|
ac649b3bd4
|
pkg/exchange: add cash trade mode to place order req
|
2024-01-18 14:13:38 +08:00 |
|
bailantaotao
|
8ceadd80f3
|
Merge pull request #1504 from c9s/edwin/okx/implement-ping-interval
FEATURE: [okx] set ping interval
|
2024-01-18 09:17:08 +08:00 |
|
chiahung.lin
|
465206afba
|
use cancel api not GracefulCancel in CleanUp
|
2024-01-17 17:30:37 +08:00 |
|
chiahung.lin
|
44dc5c5a65
|
remove balance checker
|
2024-01-17 16:52:04 +08:00 |
|
bailantaotao
|
62c19b4d99
|
Merge pull request #1502 from c9s/edwin/okx/order-trade-event
REFACTOR: [okx] refactor order trade event by json.Unmarshal
|
2024-01-17 16:20:17 +08:00 |
|
Edwin
|
80d8c000bc
|
pkg/exchange: set ping interval
|
2024-01-17 15:58:54 +08:00 |
|
chiahung.lin
|
9836dc603c
|
truncate notional when open position
|
2024-01-17 15:22:03 +08:00 |
|
chiahung.lin
|
a363377c26
|
[dca2] new struct profit stats and its recover
|
2024-01-17 15:22:03 +08:00 |
|
Edwin
|
c5d2047605
|
pkg/exchange: emit balance snapshot after authed
|
2024-01-17 14:15:44 +08:00 |
|
Edwin
|
91913f021c
|
pkg/exchange: refactor order trade event by json.Unmarshal
|
2024-01-16 15:36:51 +08:00 |
|
Edwin
|
11506fb605
|
pkg/exchange: fix queryTrades and queryOrderTrade api
|
2024-01-16 09:10:33 +08:00 |
|
Edwin
|
fa145a3622
|
pkg/exchange: refactor query closed order
|
2024-01-15 11:41:17 +08:00 |
|
Edwin
|
228bfba525
|
pkg/fixedpoint: support "" on fixedpoint.Value.unmarshalJson
|
2024-01-14 15:52:57 +08:00 |
|
Edwin
|
b352ae855f
|
pkg/exchange: add query open orders
|
2024-01-14 15:52:54 +08:00 |
|
c9s
|
c01be14c70
|
max: remove unused var
|
2024-01-11 15:20:38 +08:00 |
|
c9s
|
68be0badca
|
max: improve depth parsing speed
|
2024-01-11 15:20:19 +08:00 |
|
c9s
|
905148a34f
|
maxapi: use fastjson parser pool
|
2024-01-11 15:20:06 +08:00 |
|
Edwin
|
373242d306
|
pkg/exchange: generate cancel order by requestgen
|
2024-01-11 11:29:04 +08:00 |
|
bailantaotao
|
8eb555619f
|
Merge pull request #1494 from c9s/edwin/okx/place-order
FEATURE: [okx] generate place order request by requestgen
|
2024-01-11 10:33:31 +08:00 |
|
bailantaotao
|
9da91304ac
|
Merge pull request #1496 from c9s/edwin/pkx/fix-sub-events
FEATURE: [okx] support Unsubscription and Resubscription
|
2024-01-10 20:49:32 +08:00 |
|
Edwin
|
260eef3b0c
|
pkg/exchange: generate place order request by requestgen
|
2024-01-10 16:17:13 +08:00 |
|
kbearXD
|
4a0c9ca032
|
Merge pull request #1474 from c9s/kbearXD/dca2/callbacks-and-close
FEATURE: [dca2] add callbacks and shutdown function
|
2024-01-10 15:10:08 +08:00 |
|
chiahung.lin
|
6e661c805a
|
fix
|
2024-01-10 14:37:07 +08:00 |
|
Edwin
|
a7aa34c396
|
pkg/exchange: add comment
|
2024-01-10 14:07:25 +08:00 |
|
Edwin
|
1dedd32f42
|
pkg/exchange: support unsubscribe and resubscribe
|
2024-01-10 13:56:17 +08:00 |
|
chiahung.lin
|
d3bc37f45e
|
use CommonCallback and pull PersistenceTTL out
|
2024-01-09 16:01:10 +08:00 |
|
Edwin
|
9297293a46
|
pkg/exchange: refactor query account balance
|
2024-01-09 15:59:05 +08:00 |
|
Edwin
|
a463c02183
|
pkg/exchange: generate account by requestgen
|
2024-01-09 15:58:42 +08:00 |
|
bailantaotao
|
c2e3fed6d3
|
Merge pull request #1492 from c9s/edwin/okx/refactor-tickers
FEATURE: [okx] generate ticker request by requestgen
|
2024-01-09 15:38:28 +08:00 |
|
bailantaotao
|
0bf1e4ed59
|
Merge pull request #1489 from c9s/edwin/okx/refactor-account-info
REFACTOR: [okx] refactor account info
|
2024-01-09 14:45:17 +08:00 |
|
Edwin
|
188b781116
|
pkg/exchange: add rate limiter to ticker/tickers
|
2024-01-09 13:57:19 +08:00 |
|
Edwin
|
6d7a01ffae
|
pkg/exchange: generate ticker request by requestgen
|
2024-01-09 13:57:03 +08:00 |
|
Edwin
|
caef31d760
|
pkg/exchange: early return if error
|
2024-01-09 11:58:43 +08:00 |
|
Edwin
|
6e160e7a36
|
pkg/exchange: add rate limiter to QueryMarkets
|
2024-01-09 11:56:10 +08:00 |
|
Edwin
|
ba5882f7b6
|
pkg/exchange: generate instrument request by requestgen
|
2024-01-09 11:55:49 +08:00 |
|
Edwin
|
147b31d81d
|
pkg/exchange: refactor account stream
|
2024-01-09 10:59:35 +08:00 |
|
bailantaotao
|
a680df2938
|
Merge pull request #1486 from c9s/edwin/okx/add-market-trade-stream
FEATURE: [okx] support market trade streaming
|
2024-01-09 10:58:24 +08:00 |
|
c9s
|
2ff74a5f86
|
autoborrow: add repaid alert
|
2024-01-09 09:59:53 +08:00 |
|
c9s
|
f33ed6a527
|
Merge pull request #1485 from c9s/narumi/xgap/improve-log
CHORE: [xgap] print currency when insufficient balance
|
2024-01-09 00:53:16 +08:00 |
|
Edwin
|
2e34f7840a
|
pkg/exchange: support market trade streaming
|
2024-01-08 21:27:26 +08:00 |
|
chiahung.lin
|
21e87079b5
|
FEATURE: ProfitStats for dca2
|
2024-01-08 18:25:11 +08:00 |
|
chiahung.lin
|
468b73abb6
|
bbgo.Sync profit stats
|
2024-01-08 18:25:11 +08:00 |
|
chiahung.lin
|
faaaaabce3
|
FEATURE: rename and use specific profit stats
|
2024-01-08 18:25:11 +08:00 |
|
chiahung.lin
|
0d6c6666a1
|
fix
|
2024-01-08 18:25:11 +08:00 |
|
chiahung.lin
|
b965dbe757
|
use OrderExecutor.GracefulCancel to replace cancelAllOrders
|
2024-01-08 18:25:11 +08:00 |
|
chiahung.lin
|
05870c5d60
|
move EmitReady and add go:generate
|
2024-01-08 18:25:11 +08:00 |
|
chiahung.lin
|
006256a9df
|
FEATURE: add callbacks and shutdown function
|
2024-01-08 18:25:11 +08:00 |
|
c9s
|
11309ac8c8
|
Merge pull request #1487 from c9s/c9s/bitget-ignore-offline-symbols
FIX: [bitget] ignore offline symbols
|
2024-01-08 18:19:01 +08:00 |
|
c9s
|
e358da10dd
|
bitget: log symbol status
|
2024-01-08 18:13:26 +08:00 |
|
c9s
|
cfe3b6466c
|
update bitget v2 get_symbols_request_requestgen
|
2024-01-08 17:47:52 +08:00 |
|
c9s
|
33deaea6e5
|
bitget: bitget ignore offline symbols
|
2024-01-08 17:46:09 +08:00 |
|
bailantaotao
|
2afc72d14d
|
Merge pull request #1477 from c9s/edwin/okx/refactor-book-stream
REFACTOR: [okx] refactor book and kline
|
2024-01-08 10:41:39 +08:00 |
|
Edwin
|
0b906606fe
|
pkg/exchange: refactor book and kline
|
2024-01-08 10:30:11 +08:00 |
|
c9s
|
ad8ea86173
|
change max borrowable query from error to warn
|
2024-01-07 19:09:11 +08:00 |
|
narumi
|
9c108380e8
|
xgap: print currency
|
2024-01-07 18:56:57 +08:00 |
|
narumi
|
36aadf74a1
|
xgap: check balance before placing orders
|
2024-01-06 22:55:45 +08:00 |
|
c9s
|
9dd4de0755
|
Merge pull request #1482 from c9s/narumi/xgap/log
CHORE: [xgap] improve log message
|
2024-01-06 20:28:40 +08:00 |
|
narumi
|
dc2895c4dc
|
rename cronExpression to schedule
|
2024-01-06 17:37:13 +08:00 |
|
なるみ
|
6367bd79d3
|
Merge pull request #1402 from c9s/narumi/fixedmaker/inventory-skew
FEATURE: inventory skew
|
2024-01-06 17:00:18 +08:00 |
|
narumi
|
3ee5bf29ef
|
xgap: improve log message
|
2024-01-06 15:53:16 +08:00 |
|
narumi
|
012fc33376
|
xgap: refactor with common strategy
|
2024-01-06 14:49:26 +08:00 |
|
c9s
|
9f8bdeb3e9
|
Merge pull request #1475 from c9s/narumi/rebalance/fix-instance-id
REFACTOR: [rebalance] refactor MultiMarketStrategy.Initialize
|
2024-01-06 14:30:12 +08:00 |
|
narumi
|
94fb883a0f
|
xgap: fix order cancel error
|
2024-01-04 18:53:23 +08:00 |
|
c9s
|
3dca9aaf98
|
Merge pull request #1470 from c9s/narumi/xnav/schedule
FEATURE: [xnav] add cron schedule
|
2024-01-03 16:38:19 +08:00 |
|
c9s
|
6e03626b36
|
Merge pull request #1476 from c9s/edwin/okx/add-streaming-test
CHORE: [okex] add stream test for book
|
2024-01-03 16:37:12 +08:00 |
|
bailantaotao
|
769d3ce2d8
|
Merge pull request #1456 from c9s/edwin/bitget/get-account-assets
FEATURE: [bitget] get account assets
|
2024-01-03 13:01:35 +08:00 |
|
Edwin
|
b5ff066aa2
|
pkg/exchange: print symbol
|
2024-01-03 11:30:50 +08:00 |
|
Edwin
|
30164acdcf
|
pkg/exchange: use v2 get account asset api
|
2024-01-03 11:25:46 +08:00 |
|
Andy Cheng
|
22a9ab068d
|
Merge pull request #1467 from andycheng123/feature/sync-futures
WIP: feature: sync futures data and backtest with them
|
2024-01-03 10:41:39 +08:00 |
|
Andy Cheng
|
05536b6693
|
improve/sync-futures: remove unused code
|
2024-01-03 10:36:01 +08:00 |
|
Andy Cheng
|
90020a65a4
|
improve/sync-futures: do not use GetSessionAttributes()
|
2024-01-02 16:56:38 +08:00 |
|
Edwin
|
9ad94aa7e0
|
pkg/exchange: add stream test for book
|
2024-01-02 12:02:33 +08:00 |
|
chiahung.lin
|
57282c30d2
|
FEATURE: remove Short
|
2023-12-28 23:04:09 +08:00 |
|
なるみ
|
e35795943d
|
Merge pull request #1468 from c9s/narumi/autobuy/init
FEATURE: add autobuy strategy
|
2023-12-28 17:44:53 +08:00 |
|
c9s
|
60043d6239
|
Merge pull request #1464 from c9s/kbearXD/dca2/run-state-and-recover
FEATURE: [dca2] run state machine
|
2023-12-28 17:35:57 +08:00 |
|
narumi
|
030c6c1ca5
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fix instance id
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2023-12-28 17:31:15 +08:00 |
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chiahung.lin
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59b1bb68cb
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use stateTransition
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2023-12-27 11:41:29 +08:00 |
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narumi
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687df81784
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add autobuy strategy
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2023-12-26 17:53:14 +08:00 |
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narumi
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5592d93c13
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add cron schedule to xnav
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2023-12-26 17:07:03 +08:00 |
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c9s
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f4941bef74
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Merge pull request #1471 from c9s/c9s/add-DisableMarketDataStore-option
FEATURE: add DisableMarketDataStore option
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2023-12-26 12:01:42 +08:00 |
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c9s
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d0f9052cf2
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Merge pull request #1472 from c9s/c9s/grid2-check-price-for-subscribe
FIX: [grid2] subscribe 1m kline only when one of the trigger price is set
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2023-12-26 12:01:29 +08:00 |
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c9s
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4d17d7e049
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grid2: subscribe 1m kline only when one of the trigger price is set
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2023-12-26 10:56:08 +08:00 |
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c9s
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8878005417
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add DisableMarketDataStore option
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2023-12-26 10:53:18 +08:00 |
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c9s
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c250fec2dc
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Merge pull request #1463 from c9s/c9s/bollmaker-ema-crosssignal
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2023-12-23 01:17:30 +08:00 |
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chiahung.lin
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b30b023858
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FEATURE: check every cuerrent state and next state is valid
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2023-12-22 15:27:31 +08:00 |
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Andy Cheng
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d2f946e349
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improve/migration: indices for sqlite
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2023-12-22 12:00:14 +08:00 |
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Andy Cheng
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0ac720c4cb
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improve/backtest: backtest with futures klines
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2023-12-22 11:55:11 +08:00 |
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Andy Cheng
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66718e0d37
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improve/backtest-sync: set exchange to use futures
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2023-12-21 18:19:28 +08:00 |
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Andy Cheng
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c82cbbc172
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fix/futures-kline-sync: typo
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2023-12-21 16:52:52 +08:00 |
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