6270 Commits

Author	SHA1	Message	Date
edwin	98d565c46f	pkg/exchange: update okx url	2024-03-18 18:56:37 +08:00
c9s	cbf957c7ce	add priceVolume helper InQuote	2024-03-18 17:50:39 +08:00
c9s	97c48e5bb4	add AdjustQuantityByMinQuantity to types.Market	2024-03-18 17:50:24 +08:00
kbearXD	bcc29bd056	dca2: add ttl for persistence and nextRoundPaused flag	2024-03-18 17:35:47 +08:00
kbearXD	3f44092ff4	Merge pull request #1586 from c9s/kbearXD/dca2/round-collector ... dca2: new struct RoundCollector for testing and use flag to decide re…	2024-03-18 17:34:41 +08:00
c9s	4eabb82f77	Merge pull request #1587 from avoidaway/main ... chore: remove repetitive words	2024-03-18 16:50:40 +08:00
c9s	e621938649	Merge pull request #1582 from anywhy/fix_marketactiveorders ... Fix: Restore parameters when update active order book	2024-03-18 16:40:12 +08:00
c9s	7f1e876be0	xalign: check if the quote balance will be used up and below the expected balance line	2024-03-18 12:47:48 +08:00
avoidaway	917451d2ec	chore: remove repetitive words ... Signed-off-by: avoidaway <cmoman@126.com>	2024-03-16 16:08:52 +08:00
kbearXD	a23c476ce8	dca2: new struct RoundCollector for testing and use flag to decide recovery	2024-03-15 18:41:46 +08:00
c9s	239f7ea5dd	slacknotifier: increase slack notification burst to 3	2024-03-15 18:24:44 +08:00
c9s	1d314daa22	xalign: skip same currency	2024-03-15 15:59:43 +08:00
c9s	6831c40371	xalign: fix reversed market	2024-03-15 15:57:17 +08:00
c9s	f618485536	max: remove the extra user agent from the http headers	2024-03-15 15:22:37 +08:00
c9s	f785398249	max: adjust max rate limiters	2024-03-15 15:22:37 +08:00
kbearXD	62d6e79193	dca2: use GeneralBackoff not GeneralLiteBackoff	2024-03-15 11:24:20 +08:00
bailantaotao	3300b71cba	Merge pull request #1583 from c9s/edwin/okx/query-recent-trades ... FEATURE: [okx] query recent trades	2024-03-15 09:43:29 +08:00
anywhy	a26f489dad	add test case	2024-03-14 22:41:58 +08:00
edwin	2ae1933d7b	pkg/exchange: use 3 days trade api if start time - now < 3 days	2024-03-14 17:21:17 +08:00
edwin	38bd5479f2	pkg/exchange: gen 3 day and regen history transaction api	2024-03-14 17:20:58 +08:00
kbearXD	2b52211c1c	new function IsFilledOrderState for maxapi	2024-03-14 16:18:12 +08:00
anywhy	9f50e256c8	fi: restore parameter when update active orde book	2024-03-14 14:48:15 +08:00
kbearXD	fb2a46e1c4	use backoff retry	2024-03-14 14:32:41 +08:00
kbearXD	91123edbd6	dca2: must calculate and emit profit at the end of the round	2024-03-14 14:32:41 +08:00
edwin	d75e7eb63f	pkg/exchange: rm redundant code	2024-03-14 12:15:40 +08:00
edwin	b1414b583e	pkg/exchange: remove the query after place order	2024-03-14 12:15:37 +08:00
narumi	a5e7091af6	subscribe to level 5 book	2024-03-13 23:22:14 +08:00
c9s	51a340e922	binance: fix notional filter	2024-03-13 18:14:24 +08:00
Zenix	2a7ca4233d	Merge pull request #1575 from zenixls2/feature/loose_interface_public_data ... feature: add ExchangePublic	2024-03-13 17:42:28 +09:00
edwin	2904759113	pkg/exchange: remove the query after place order	2024-03-13 14:54:29 +08:00
bailantaotao	8197dbd63a	Merge pull request #1577 from c9s/edwin/bitget/fallback-post-only-order ... FIX: [bitget] fix post only order	2024-03-13 09:23:12 +08:00
edwin	7ed095ede3	pkg/exchange: fix post only order	2024-03-12 18:22:33 +08:00
zenix.huang	8268ac1d32	fix: skip test when run in github action	2024-03-12 17:48:55 +09:00
zenix.huang	d4eef3e3f9	add test for types.ExchangeName	2024-03-12 16:09:46 +09:00
zenix.huang	465e7d8983	add test for binance new function	2024-03-12 15:57:22 +09:00
kbearXD	661b7be12e	dca2: add more log and retry	2024-03-12 14:53:45 +08:00
zenix.huang	f1a4879253	upgrade golang mockgen to uber mockgen. generate exchange public	2024-03-12 14:18:14 +09:00
zenix.huang	ec45ad3bdc	feature: add ExchangePublic	2024-03-12 12:10:42 +09:00
kbearXD	17b193b003	dca2: remove debug log	2024-03-11 15:34:12 +08:00
bailantaotao	0bc409e021	Merge pull request #1572 from c9s/edwin/bitget/add-order-test ... TEST: [bitget] add test to query trades, cancel orders, closed orders	2024-03-10 16:11:28 +08:00
edwin	e8108800fe	pkg/exchange: add test to query trades, cancel orders, closed orders	2024-03-10 16:00:48 +08:00
c9s	cf4fb0eaf1	adjust max order limiter	2024-03-09 23:48:05 +08:00
c9s	c06b1613b9	Merge pull request #1569 from battmdpkq/main ... FIX: fix some typos	2024-03-08 22:12:55 +08:00
narumi	8e6423514f	rebalance: fix cannot lock fund	2024-03-08 17:17:37 +08:00
kbearXD	53b72194f9	MINOR: add log when there is error at calculating and emit profit	2024-03-08 14:11:04 +08:00
battmdpkq	54db9e9eec	fix some typos ... Signed-off-by: battmdpkq <cmaker@163.com>	2024-03-07 18:38:58 +08:00
c9s	b77618f9d8	xfunding: add PositionReady case	2024-03-06 22:39:44 +08:00
c9s	256e09a863	xfunding: adjust quote investment variable only when position is not opening	2024-03-06 22:39:44 +08:00
c9s	dc0f07d42f	xfunding: add notification for the fixed positions	2024-03-06 22:39:43 +08:00
c9s	f609b1cdc4	simplify profitFixer and apply it to xfunding	2024-03-06 22:39:43 +08:00
c9s	b20b306818	xfunding: add dustQuantity check	2024-03-06 22:39:43 +08:00
c9s	4a4f91e7f9	xfunding: improve transfer logics	2024-03-06 22:39:43 +08:00
c9s	4242f052d8	xfunding: pull out queryAvailableTransfer and improve pending transfer things	2024-03-06 22:39:43 +08:00
c9s	b2c6dce350	xfunding: rewrite transferIn method	2024-03-06 22:39:43 +08:00
c9s	8c517179dd	xfunding: fix state notification	2024-03-06 22:39:43 +08:00
c9s	f4a8dc0f8c	Merge pull request #1563 from c9s/edwin/bitget/test-place-order-2 ... TEST: [bitget] add market/limit maker tests for place order	2024-03-06 22:39:05 +08:00
c9s	d139d333a6	common: let FixFromTrades return error	2024-03-06 20:36:53 +08:00
c9s	83b526940a	common: pull out aggregateAllTrades from Fix() method	2024-03-06 20:36:21 +08:00
c9s	acb232242c	add FixFromTrades method	2024-03-06 20:34:19 +08:00
c9s	6a24059624	common: move out profit fixer to strategy/common	2024-03-06 20:31:53 +08:00
c9s	b6ddb49d0a	xdepthmaker: fix stats fixer	2024-03-06 18:12:24 +08:00
c9s	441ebbdbe5	xdepthmaker: add notification	2024-03-06 17:48:53 +08:00
c9s	188231e2fb	add more logs to profitFixer	2024-03-06 17:47:18 +08:00
c9s	be89292cbb	xdepthmaker: another fix	2024-03-06 17:19:50 +08:00
edwin	71b8665b32	pkg/exchange: add more tests for query open orders	2024-03-06 17:01:49 +08:00
edwin	80661043d9	pkg/exchange: add more tests to place order	2024-03-06 17:00:46 +08:00
c9s	f5873172de	xdepthmaker: fix use of uninitialized vars	2024-03-06 16:10:45 +08:00
bailantaotao	38a155d9a1	Merge pull request #1561 from c9s/edwin/bitget/test-place-order ... FIX: [bitget] support market order on bitget unfilled order conversion	2024-03-06 15:05:04 +08:00
edwin	91445807f6	pkg/exchange: add more comments	2024-03-06 14:51:54 +08:00
c9s	ad9163f7da	xdepthmaker: adjust FullReplenishInterval to 10min	2024-03-06 13:13:18 +08:00
c9s	1fb7262aae	xdepthmaker: adjust default update interval	2024-03-06 13:12:57 +08:00
c9s	31676cce8e	xdepthmaker: run profit fixer before s.CrossExchangeMarketMakingStrategy.Initialize	2024-03-06 12:53:36 +08:00
c9s	ac43937847	xdepthmaker: add disable hedge option	2024-03-06 12:49:15 +08:00
edwin	51e38cf002	pkg/exchange: support market order on bitget unfilled order conversion	2024-03-06 11:36:47 +08:00
bailantaotao	7c19315800	Merge pull request #1560 from c9s/edwin/bitget/test-place-order ... TEST: [bitget] add tests for query account, place order	2024-03-06 11:17:57 +08:00
edwin	ceb3091525	pkg/exchange: add tests for query account, place order	2024-03-06 09:57:58 +08:00
c9s	096fac58b3	Merge pull request #1559 from c9s/c9s/xdepthmaker-pnl-fixer ... FEATURE: [xdepthmaker] add profit fixer	2024-03-05 21:24:49 +08:00
c9s	0d3483e7c3	xdepthmaker: fix loopvar issue	2024-03-05 21:16:35 +08:00
c9s	26c34618b2	xdepthmaker: improve fixer logging	2024-03-05 21:14:00 +08:00
c9s	4bed29ad02	xdepthmaker: pull out until argument	2024-03-05 21:11:51 +08:00
c9s	a518cf71c0	xdepthmaker: fix both profit stats and position	2024-03-05 18:15:25 +08:00
c9s	95a5e542ba	xdepthmaker: add profitx fixer	2024-03-05 18:12:30 +08:00
edwin	07e288c7df	pkg/exchange: add tests for query k line	2024-03-05 17:44:32 +08:00
edwin	76b077d8de	pkg/exchange: add tests for query tickers	2024-03-05 17:04:11 +08:00
bailantaotao	8814323fc6	Merge pull request #1556 from c9s/edwin/bitget/test-query-markets ... TEST: [bitget] add tests for query markets	2024-03-05 16:14:00 +08:00
edwin	0d690c3d91	pkg/exchange: add tests for query markets	2024-03-05 15:59:04 +08:00
c9s	88a55793b5	Merge pull request #1540 from c9s/kbearXD/dca2/monitor-metrics	2024-03-05 10:09:14 +08:00
c9s	43cf40ca05	Merge pull request #1555 from c9s/edwin/bbgo/fix-order	2024-03-05 10:08:58 +08:00
edwin	751f82bc56	pkg/bbgo: use origin order if error occurred	2024-03-05 09:45:14 +08:00
bailantaotao	9c85a5ccce	Merge pull request #1554 from c9s/edwin/add-more-logs ... MINOR: [bbgo] add more logs	2024-03-05 09:37:48 +08:00
c9s	ca5f31b311	Merge pull request #1549 from anywhy/fix_exit_interval	2024-03-05 00:33:35 +08:00
edwin	a392d8d579	pkg: add more logs	2024-03-04 22:40:25 +08:00
kbearXD	8e224739de	sync active orders and send metrics of order nums	2024-03-04 20:53:15 +08:00
chiahung.lin	5936cf32c7	FEATURE: add metrics for dca2 ... add log to debug	2024-03-04 20:53:15 +08:00
narumi	3ef7d3e09e	add balance type	2024-03-04 19:58:34 +08:00
chiahung.lin	9ac8bb916d	dca2: all the profit will use in the first order of the next round ... fix precision problem truncate profit first	2024-03-04 14:49:39 +08:00
giou-k	0013ec30db	Add smma indicator and test	2024-03-01 11:36:48 +02:00
edwin	933ba31b05	pkg/exchange: rm redundant codes	2024-03-01 13:52:38 +08:00
root	2567bd0caa	set the defauinteralv alue to 1m	2024-02-28 15:02:57 +08:00
root	151722664f	Use configuration instead of kine fixed interval	2024-02-28 14:41:25 +08:00
c9s	4f57c5b842	Merge pull request #1545 from c9s/feat/add-universal-cancel-all-orders ... FEATURE: add universal cancel all orders api helper	2024-02-27 22:12:16 +08:00
c9s	95100195ad	bump version to v1.57.0	2024-02-27 22:02:21 +08:00
edwin	1e35432e21	pkg/exchange: refactor log	2024-02-26 11:40:13 +08:00
なるみ	9538a41c1b	Merge pull request #1541 from c9s/narumi/price-type ... FEATURE: [rebalance] add price type	2024-02-23 20:32:09 +08:00
c9s	b72a176b91	Merge pull request #1547 from c9s/refactor/tradingutil ... REFACTOR: move trading related utility functions to the tradingutil package	2024-02-23 19:25:03 +08:00
c9s	36e90cf5ca	grid2: rename filterPrice to roundAndTruncatePrice	2024-02-23 18:50:57 +08:00
c9s	24013a82ab	Merge pull request #1546 from c9s/feat/add-exchange-field-to-market ... FEATURE: add exchange field to types.Market	2024-02-23 18:49:31 +08:00
c9s	a298950be8	move trading related utility functions to the tradingutil package	2024-02-23 18:47:49 +08:00
c9s	4aca676b4d	all: add exchange field to types.Market	2024-02-23 18:36:52 +08:00
c9s	0b0bc7e179	tradingutil: return anyErr if anyErr is not nil	2024-02-23 18:33:30 +08:00
c9s	3b8a3bed5f	add universal cancel all orders api helper	2024-02-23 16:56:30 +08:00
narumi	dae445ad5c	unmarshal price type	2024-02-23 16:29:26 +08:00
bailantaotao	d0ed34c4e1	Merge pull request #1544 from c9s/edwin/bitget/batch-subscribe ... FIX: [bitget] batch subscribe channel	2024-02-23 16:07:49 +08:00
edwin	3a18edd5ab	pkg/exchange: batch subscribe channel	2024-02-23 15:48:57 +08:00
edwin	5c7509523b	pkg/exchange: use new size instead of size	2024-02-23 14:08:35 +08:00
narumi	8f2d551399	add price type	2024-02-23 14:05:25 +08:00
c9s	06c533f3d7	Merge pull request #1531 from c9s/c9s/improve-deposit2transfer-logs ... improve: [deposit2transfer] improve deposit logging	2024-02-22 22:47:17 +08:00
c9s	0f001a9151	Merge pull request #1534 from c9s/edwin/okx/refine-rate-limit ... FIX: [okx] refine okx rate limiter	2024-02-22 22:46:43 +08:00
c9s	75cb5dd09c	check order pointer	2024-02-22 14:26:01 +08:00
edwin	f135b6dcc4	pkg/exchange: refine okx rate limiter	2024-02-22 09:21:04 +08:00
c9s	3cee573dbd	Merge pull request #1538 from c9s/c9s/fix-and-improve-query-order-until-filled ... FIX: [retry] fix and improve QueryOrderUntilFilled status check	2024-02-21 17:09:02 +08:00
c9s	c68832459d	retry: fix and improve QueryOrderUntilFilled status check	2024-02-21 16:56:11 +08:00
c9s	9ddd91aea5	Merge pull request #1537 from c9s/c9s/fix-slack-attachment ... FIX: [slacknotifier] handle slack.Attachment pointer	2024-02-21 15:37:26 +08:00
c9s	ac181959e5	slacknotifier: handle slack.Attachment pointer	2024-02-21 15:24:45 +08:00
edwin	b6261c2516	pkg/exchange: add limit maker type to place order	2024-02-20 18:20:07 +08:00
edwin	516c5e8137	pkg/exchange: print more logs	2024-02-20 17:55:47 +08:00
edwin	3bd2d90e3c	pkg/exchange: allow char in place order	2024-02-20 15:14:09 +08:00
c9s	c6db392a26	deposit2transfer: improve deposit logging	2024-02-15 11:43:59 +08:00
edwin	262c05f83c	pkg/exchange: fix trade id	2024-02-08 01:37:35 +08:00
narumi	502685f5d8	check dust quantity by taker price	2024-02-06 17:21:26 +08:00
narumi	541d19d826	modify log again	2024-02-06 17:03:51 +08:00
c9s	d015670d63	binance: add TestClient_GetDepth test	2024-02-06 15:33:55 +08:00
c9s	0cf028d192	binance: define more event types	2024-02-06 15:28:56 +08:00
c9s	5206ec98c8	binance: make util functions private	2024-02-06 15:28:56 +08:00
c9s	e031acca13	binance: support partial depth event parsing	2024-02-06 15:28:56 +08:00
c9s	87364d0ca7	binance: refine the IsBookTicker checker written by tonyq	2024-02-06 15:28:56 +08:00
c9s	fce603064f	binance: define event types and add partial depth detection	2024-02-06 15:28:56 +08:00
c9s	97b922a8b2	binance: remove debug code	2024-02-06 15:28:56 +08:00
c9s	f734c699bc	add LastUpdateId to the SliceOrderBook struct	2024-02-06 15:28:55 +08:00
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