c9s
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10be0ec62a
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Merge pull request #1331 from c9s/narumi/fixedmaker/x
FEATURE: add xfixedmaker strategy
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2023-10-11 15:43:05 +08:00 |
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narumi
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4a6f6f7a5a
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add backtest config
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2023-10-11 12:14:34 +08:00 |
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narumi
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d8ff42d531
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Fix duplicate orders caused by position risk control
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2023-10-11 12:13:01 +08:00 |
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narumi
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81ea074b4f
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check balances
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2023-10-07 16:34:22 +08:00 |
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narumi
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a0efa2769d
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add randtrader strategy
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2023-10-07 12:36:32 +08:00 |
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narumi
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a40488b0a3
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add xfixedmaker strategy
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2023-10-06 12:58:47 +08:00 |
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narumi
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c5cd6bc95e
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fix common.Strategy.IsHalted
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2023-09-29 01:51:02 +08:00 |
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narumi
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4b9c933df1
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remove skew
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2023-09-29 01:06:58 +08:00 |
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c9s
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2058ce808b
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Merge pull request #1325 from zenixls2/fix/listenkeyexpired
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2023-09-27 22:46:44 +08:00 |
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zenix
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08dad1c497
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fix: replace json.Number with MillisecondTimestamp in types
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2023-09-27 15:52:02 +09:00 |
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c9s
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d4330a7a32
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atrpin: add minPriceRange config
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2023-09-27 14:25:49 +08:00 |
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c9s
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e52e53aa42
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refine atrpin strategy
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2023-09-26 20:43:14 +08:00 |
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zenix
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2e4336a604
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fix: listenKeyExpired event sends string timestamp
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2023-09-26 18:41:15 +09:00 |
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c9s
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9fffa4a47f
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add atrpin strategy
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2023-09-26 15:32:55 +08:00 |
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c9s
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cf31796224
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Merge pull request #1318 from c9s/narumi/common-risk
CHORE: add IsHalted method to common.Strategy for CircuitBreakRiskControl
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2023-09-25 18:07:57 +08:00 |
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c9s
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94f6cefd70
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grid2: improve active order recover logs
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2023-09-25 17:43:38 +08:00 |
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c9s
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b6d0e3ef27
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grid2: only do active order update when grid is recovered
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2023-09-25 17:19:53 +08:00 |
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narumi
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4a231b10c6
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pull out ishalted method
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2023-09-21 15:06:09 +08:00 |
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c9s
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49e9c8bbcf
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Merge pull request #1315 from c9s/narumi/fixedmaker/common
REFACTOR: use common strategy in fixedmaker
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2023-09-21 14:35:53 +08:00 |
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narumi
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c8316a36a0
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use common strategy in fixedmaker
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2023-09-19 15:00:39 +08:00 |
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chiahung
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fdfa3639ff
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FEATURE: use retry query order until successful
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2023-09-19 11:12:14 +08:00 |
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chiahung
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db376f8483
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FEATURE: use quote quantity if there is QuoteQuantity in trade
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2023-09-05 18:28:10 +08:00 |
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bailantaotao
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7461b60b6b
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Merge pull request #1299 from bailantaotao/edwin/add-server-time
pkg/exchange: add time to SliceOrderBook
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2023-09-05 16:36:20 +08:00 |
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kbearXD
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79d98e857d
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Merge pull request #1295 from c9s/feature/grid2/amount-round-down
FEATURE: round down executed amount to avoid insufficient balance
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2023-09-05 14:35:53 +08:00 |
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なるみ
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9c104f5776
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Merge pull request #1297 from c9s/narumi/reset-profit-stats
FIX: reset profit stats when over given duration in circuit break risk control
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2023-09-05 14:00:52 +08:00 |
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narumi
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57198cc6b0
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fix: reset profit stats when over given duration in circuit break risk control
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2023-09-01 18:57:40 +08:00 |
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Edwin
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412d0e0558
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*: fix lint
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2023-09-01 17:54:43 +08:00 |
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c9s
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e74da87e51
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grid2: delay start process by 5s
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2023-08-31 17:08:00 +08:00 |
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c9s
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f24bd3532c
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grid2: add 5s delay and <10seconds jitter
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2023-08-31 14:08:33 +08:00 |
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c9s
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7de6c3d8e4
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grid2: add more update logs
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2023-08-31 13:59:44 +08:00 |
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c9s
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cb0285544e
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add lock to recoverActiveOrders
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2023-08-31 13:48:56 +08:00 |
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chiahung
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9dc7244d8a
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FEATURE: round down executed amount to avoid insufficient balance
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2023-08-31 12:40:01 +08:00 |
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c9s
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20bdf191c3
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Merge pull request #1290 from c9s/c9s/grid-disconnect-recover
FEATURE: [grid2] update local active orders after re-connected
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2023-08-21 18:16:05 +08:00 |
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c9s
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9105ebce78
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deposit2transfer: fix err msg
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2023-08-17 17:42:05 +08:00 |
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c9s
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c91861ca9a
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bbgo: add order update time check
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2023-08-17 17:31:24 +08:00 |
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c9s
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dda3f25c61
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grid2,bbgo: refactor active order book and update order status when re-connected
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2023-08-17 16:26:06 +08:00 |
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c9s
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5cc09dfb9a
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deposit2transfer: improve log format
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2023-08-16 12:26:01 +08:00 |
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c9s
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252f4fbccc
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deposit2transfer: call QuerySpotAccount for getting the spot balance
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2023-08-16 12:02:18 +08:00 |
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c9s
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255718a54a
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deposit2transfer: apply rate limiter on checkDeposits
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2023-08-11 19:11:18 +08:00 |
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c9s
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6103a9350f
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deposit2transfer: add lastAssetDepositTimes for immediate success deposits
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2023-08-09 15:54:28 +08:00 |
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c9s
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ece8cacd9e
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deposit2transfer: use watchingDeposits instead of just deposits
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2023-08-08 12:38:59 +08:00 |
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c9s
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4a28843a0a
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deposit2transfer: fix mutex lock
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2023-08-08 12:38:23 +08:00 |
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c9s
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073c4562fd
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deposit2transfer: refactor deposit check and add more logs
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2023-08-08 12:23:17 +08:00 |
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c9s
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29727c12be
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add deposit2transfer config
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2023-08-08 12:14:14 +08:00 |
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c9s
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423cb27288
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deposit2transfer: add more log messages
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2023-08-08 12:08:14 +08:00 |
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c9s
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241ce657c3
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binance: remove isMargin check
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2023-08-08 12:01:30 +08:00 |
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c9s
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c7845477b4
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deposit2transfer: remove binance spot struct field
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2023-08-08 11:58:36 +08:00 |
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c9s
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c55a6a46af
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deposit2transfer: check confirmation for deposits
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2023-08-08 11:20:17 +08:00 |
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c9s
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5f40dfa462
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deposit2transfer: scan deposit history
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2023-08-08 11:20:17 +08:00 |
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c9s
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0c6b68c4f6
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add deposit2transfer strategy
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2023-08-08 11:20:17 +08:00 |
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c9s
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85201d0b57
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Merge pull request #1271 from c9s/c9s/strategy-convert
REFACTOR: apply market.GreaterThanMinimalOrderQuantity on both convert and xalign
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2023-08-08 11:14:08 +08:00 |
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c9s
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c3cce05bdd
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xalign: apply market.GreaterThanMinimalOrderQuantity on xalign
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2023-08-05 16:49:25 +08:00 |
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c9s
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8b6a8aeb7b
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convert: move moq check/adjustment to types.Market
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2023-08-05 16:39:03 +08:00 |
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c9s
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616e9397d4
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Merge pull request #1270 from c9s/c9s/strategy-convert
FEATURE: [strategy] Add convert strategy
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2023-08-05 02:46:56 +08:00 |
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c9s
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4d293121d7
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convert: fix pending quantity collector with trade query
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2023-08-05 02:37:53 +08:00 |
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c9s
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bc8fe22e70
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convert: fix collectPendingQuantity and use graceful order cancel
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2023-08-05 02:15:16 +08:00 |
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c9s
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348c8a61e4
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add convert strategy
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2023-08-05 01:59:20 +08:00 |
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Andy Cheng
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1130417401
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fix/supertrend: use strconv instead of fmt
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2023-08-04 11:07:20 +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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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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8a3c89ba91
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autoborrow: fix marginAsset.Low calculation
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2023-07-25 00:27:43 +08:00 |
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c9s
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4cb9ff569a
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autoborrow: improve available balance checking
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2023-07-25 00:16:05 +08:00 |
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c9s
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b7c9ef7983
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types: add NotZero() method to filter non-zero balances
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2023-07-25 00:11:08 +08:00 |
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c9s
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bfb1165304
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autoborrow: fix debt checking condition
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2023-07-24 23:01:22 +08:00 |
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c9s
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a2a062e95b
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autoborrow: use debt instead of using b.Borrowed
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2023-07-24 22:57:02 +08:00 |
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c9s
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a5a9512ef1
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autoborrow: check available
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2023-07-24 18:23:09 +08:00 |
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c9s
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f014213c85
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autoborrow: log balances
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2023-07-24 18:13:53 +08:00 |
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c9s
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106e98afaa
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autoborrow: add more logs
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2023-07-24 18:05:32 +08:00 |
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c9s
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afc5dbb951
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Merge remote-tracking branch 'origin/v1.50'
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2023-07-24 17:02:08 +08:00 |
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c9s
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3bd821261f
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tri: fix lint issue
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2023-07-22 18:06:53 +08:00 |
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c9s
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fad8642a59
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xmaker: fix message
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2023-07-22 17:34:09 +08:00 |
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c9s
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70439f3fd9
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xmaker: add tradeScanOverlapBufferPeriod time
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2023-07-22 17:30:24 +08:00 |
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c9s
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941067670e
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xmaker: pull out trade recover go routine
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2023-07-22 17:29:16 +08:00 |
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c9s
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df1067d309
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grid2: simplify removeDuplicatedPins
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2023-07-22 11:45:30 +08:00 |
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c9s
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461735e043
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grid2: add remove duplicated pins and pull out filter price prec func
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2023-07-22 11:36:04 +08:00 |
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c9s
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b250bf94bc
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rsicross: add more conditions to rsicross
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2023-07-22 11:23:09 +08:00 |
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c9s
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93d10eba5a
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autoborrow: improve logging details
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2023-07-19 16:58:51 +08:00 |
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gx578007
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bded2edaf2
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FIX: [grid2] fix upper pin
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2023-07-18 16:07:55 +08:00 |
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gx578007
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d99aa1f013
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FIX: [grid2] fix upper pin
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2023-07-18 15:54:23 +08:00 |
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Andy Cheng
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e37edb3056
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Merge pull request #1198 from andycheng123/feature/profit-tracker
FEATURE: add ProfitStatsTracker
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2023-07-18 11:40:26 +08:00 |
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c9s
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8f62665cfd
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autoborrow: add another skip log
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2023-07-18 11:08:34 +08:00 |
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c9s
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e6958f44f0
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autoborrow: fix log message
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2023-07-18 11:04:43 +08:00 |
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c9s
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a0145934ec
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autoborrow: show min debt ratio in the message
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2023-07-18 11:04:03 +08:00 |
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c9s
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3144b640ee
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autoborrow: update account after repaying the debts
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2023-07-18 11:01:21 +08:00 |
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Andy Cheng
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1773c8d155
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fix/linregmaker: use float64() to output parameters
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2023-07-18 11:00:02 +08:00 |
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Andy Cheng
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b9734bca0c
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fix/linregmaker: missing line
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2023-07-18 10:56:42 +08:00 |
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c9s
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84ec320601
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autoborrow: show debt and total for debt ratio
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2023-07-18 10:54:39 +08:00 |
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Andy Cheng
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192d958adc
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improve/linregmaker: use strconv
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2023-07-17 12:22:09 +08:00 |
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Andy Cheng
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e5254e6446
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improve/linregmaker: add profit report
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2023-07-17 11:45:37 +08:00 |
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Andy Cheng
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bc4eae5e39
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improve/supertrend: Switch of outputting patameters in profit report
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2023-07-17 11:19:10 +08:00 |
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c9s
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f8051b3f2b
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autoborrow: fix margin warning format
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2023-07-14 13:22:42 +08:00 |
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c9s
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a9d0242a9d
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strategy/autoborrow: add margin level alert
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2023-07-14 13:19:54 +08:00 |
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c9s
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d6ade1f2fd
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autoborrow: use context timeout handling
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2023-07-12 15:07:51 +08:00 |
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c9s
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7781d5c70f
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autoborrow: few improvements:
- return debt once and update the account
- add alert slack mentions
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2023-07-12 15:01:15 +08:00 |
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c9s
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b1c1caa6af
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tri: load test data from static file
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2023-07-11 14:07:07 +08:00 |
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Andy Cheng
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1a90cd0322
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improve/profitStatsTracker: rename InitOld() to InitLegacy()
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2023-07-11 10:48:29 +08:00 |
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Andy Cheng
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4c1639cf00
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fix/profitStatsTracker: market is initiated after strategy Subscribe()
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2023-07-11 10:48:28 +08:00 |
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Andy Cheng
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ae7ae27d82
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improve/profitStatsTracker: rename ProfitTracker to ProfitStatsTracker
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2023-07-11 10:48:28 +08:00 |
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Andy Cheng
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bcbb27de79
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improve/profitTracker: subscribe kline in strategy Subscribe()
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2023-07-11 10:48:28 +08:00 |
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