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
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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 |
|
Edwin
|
adf5805de5
|
compile and update migration package
|
2023-08-15 17:39:32 +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 |
|
c9s
|
d4abc16959
|
bump version to v1.51.1
|
2023-08-02 11:04:51 +08:00 |
|
c9s
|
2af45f73b6
|
compile and update migration package
|
2023-08-02 11:04:51 +08:00 |
|
c9s
|
71d86aa483
|
core: add trade to the trade store when order is not matched
|
2023-08-02 00:41:58 +08:00 |
|
c9s
|
7adc786c8a
|
Merge pull request #1259 from c9s/c9s/fix-trade-deadlock
FIX: core: fix trade collector dead lock
|
2023-08-01 22:41:10 +08:00 |
|
c9s
|
c0e315fafe
|
core: fix trade collector dead lock
|
2023-08-01 22:22:18 +08:00 |
|
c9s
|
5bb2a50f21
|
fix lint issues
|
2023-08-01 20:17:20 +08:00 |
|
c9s
|
f095a1ab71
|
core: fix trade collector dead lock
|
2023-08-01 20:11:33 +08:00 |
|
bailantaotao
|
ae61e10c6a
|
Merge pull request #1255 from bailantaotao/edwin/query-trades
FEATURE: [bybit] add query trade api
|
2023-08-01 18:02:29 +08:00 |
|
Edwin
|
4363f0ae7b
|
pkg/exchange: add query trade api
|
2023-08-01 16:31:49 +08:00 |
|
c9s
|
cfd5884350
|
Merge remote-tracking branch 'origin/v1.50'
|
2023-08-01 13:23:04 +08:00 |
|
c9s
|
54e0e1024c
|
Merge pull request #1254 from c9s/v1.50
merge back v1.50 into main
|
2023-07-31 20:24:00 +08:00 |
|
c9s
|
4560b47556
|
grid2: only for positive non-zero fee
|
2023-07-31 18:12:28 +08:00 |
|
c9s
|
43b8e7870d
|
grid2: ignore discounted trades
|
2023-07-31 18:06:20 +08:00 |
|
c9s
|
f2109afa0e
|
add last 30 days to loose date support
|
2023-07-31 17:54:49 +08:00 |
|
Alan.sung
|
b0ccc7e51b
|
use &PublicDataService{} to create it as a pointer object and rename ser to srv
|
2023-07-31 11:00:38 +09:00 |
|
Edwin
|
86c643b513
|
pkx/exchange: fix batch query trade missing time range
|
2023-07-28 22:54:48 +08:00 |
|
c9s
|
4eefe72cb6
|
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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