Commit Graph

7568 Commits

Author SHA1 Message Date
bailantaotao
1117fe36e5
Merge pull request #1323 from c9s/c9s/strategy/atrpin
FEATURE: add atrpin strategy
2023-09-27 15:00:41 +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
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
1600277ac3
Merge pull request #1319 from c9s/c9s/ws-error-to-warnf
CHORE: change websocket error to warnf
2023-09-25 14:04:43 +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
c9s
f2cb458c7b
Merge pull request #1314 from c9s/feature/grid2/use-retry-until-successful 2023-09-19 14:55:20 +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
907bf1f4b9
Merge pull request #1310 from c9s/c9s/fix-pending-order-update-for-max
FIX: fix pending order update comparison
2023-09-17 20:15:54 +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
c9s
4a8407bde3
Merge pull request #1309 from bailantaotao/edwin/add-auth-event
FEATURE: add auth event
2023-09-14 21:47:18 +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