Commit Graph

5566 Commits

Author SHA1 Message Date
c9s
2f65793522
Merge pull request #1327 from c9s/narumi/fix-position-risk
FIX: Fix duplicate orders caused by position risk control
2023-10-11 15:43:26 +08:00
c9s
10be0ec62a
Merge pull request #1331 from c9s/narumi/fixedmaker/x
FEATURE: add xfixedmaker strategy
2023-10-11 15:43:05 +08:00
narumi
4a6f6f7a5a add backtest config 2023-10-11 12:14:34 +08:00
narumi
d8ff42d531 Fix duplicate orders caused by position risk control 2023-10-11 12:13:01 +08:00
narumi
81ea074b4f check balances 2023-10-07 16:34:22 +08:00
narumi
a0efa2769d add randtrader strategy 2023-10-07 12:36:32 +08:00
narumi
a40488b0a3 add xfixedmaker strategy 2023-10-06 12:58:47 +08:00
c9s
a13c65ef1d
Merge pull request #1332 from MengShue/add_supported_interval
FEATURE: add supported interval for okex
2023-10-05 21:47:51 +08:00
c9s
e01d89d619
Merge pull request #1232 from zenixls2/feature/forceOrder
feature: add forceOrder api for binance to show liquid info
2023-10-05 21:46:49 +08:00
zenix
590e1648eb fix: use MillisecondTimestamp instead 2023-10-05 16:16:27 +09:00
Alan.sung
2309bbdee8 print local interval in error message 2023-10-04 16:24:32 +08:00
c9s
42d2ffd502
Merge pull request #1334 from c9s/c9s/max-http-transport
CHORE: [maxapi] change default http transport settings
2023-10-04 15:28:18 +08:00
c9s
4700e754a8
maxapi: change default http transport settings 2023-10-04 15:17:22 +08:00
Alan.sung
3b793b79b6 turn ToGlobalInterval to ToLocalInterval, use Map to turn to local interval 2023-10-04 14:23:13 +08:00
Alan.sung
0b5ce231ff fix lint and rename i with in 2023-10-04 12:39:30 +08:00
Alan.sung
a83335817e use interval [1m/3m/5m/15m/30m/1H/2H/4H] and [/6Hutc/12Hutc/1Dutc/2Dutc/3Dutc/1Wutc/1Mutc] and add unit test 2023-10-04 12:39:30 +08:00
Alan.sung
d200232c13 add supported interval for okex 2023-10-04 12:38:59 +08:00
なるみ
f50d81950a
Merge pull request #1330 from c9s/narumi/fixedmaker/remove-atr
REFACTOR: Make fixedmaker simpler
2023-10-04 12:38:49 +08:00
c9s
32b8ca9a41
Merge pull request #1312 from MengShue/add_two_new_receiver_for_okex
FEATURE: add QueryClosedOrders() and QueryTrades() for okex
2023-10-04 12:14:32 +08:00
Alan.sung
b1c6e01e45 use types.StrInt64 for billID and add more comment for QueryTrades() and comment out personal unit test 2023-10-03 15:14:49 +08:00
Alan.sung
cc55d67eeb use default limit if not pass AND add more unit test 2023-10-03 12:29:30 +08:00
Alan.sung
648b82ead3 use NewGetTransactionHistoryRequest for QueryTrades and use billID for pagination 2023-10-02 18:47:05 +08:00
c9s
43fd404505
bump version to v1.52.0 2023-10-02 11:43:10 +08:00
c9s
a40d4a6b81
compile and update migration package 2023-10-02 11:43:02 +08:00
Alan.sung
6fd86fefda add unit test for QueryTrade() 2023-10-02 10:49:33 +08:00
narumi
c5cd6bc95e fix common.Strategy.IsHalted 2023-09-29 01:51:02 +08:00
narumi
4b9c933df1 remove skew 2023-09-29 01:06:58 +08:00
c9s
2058ce808b
Merge pull request #1325 from zenixls2/fix/listenkeyexpired 2023-09-27 22:46:44 +08:00
bailantaotao
d37682e22c
Merge pull request #1326 from bailantaotao/ediwn/fix-bybit-query-trades
FIX: [bybit] fix bybit query trades
2023-09-27 15:28:34 +08:00
bailantaotao
1117fe36e5
Merge pull request #1323 from c9s/c9s/strategy/atrpin
FEATURE: add atrpin strategy
2023-09-27 15:00:41 +08:00
Edwin
add1c73656 pkg/exchange: support pagination 2023-09-27 14:56:46 +08:00
zenix
08dad1c497 fix: replace json.Number with MillisecondTimestamp in types 2023-09-27 15:52:02 +09:00
Edwin
9a05357350 pkg/exchange: remove the limitation of query range due to bybit support the query 2023-09-27 14:44:11 +08:00
c9s
d4330a7a32
atrpin: add minPriceRange config 2023-09-27 14:25:49 +08:00
Alan.sung
3b63858d23 handle pagenation for QueryTrade 2023-09-27 11:06:41 +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
zenix
2e4336a604 fix: listenKeyExpired event sends string timestamp 2023-09-26 18:41:15 +09:00
zenix
13b9fc4252 add forgotten emit 2023-09-26 18:36:46 +09:00
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
zenix
7ae56a83da feature: add forceOrder api for binance to show liquid info 2023-09-26 15:22:09 +09:00