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1,813 Commits 61 Branches 138 Tags 189 MiB
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1091 Commits

Author SHA1 Message Date
c9s
8eb8a3de72 refactor state functions 2021-05-16 00:32:27 +08:00
c9s
ca10135646 translate WithdrawalRequest to slack attachment 2021-05-16 00:03:19 +08:00
c9s
e0d3b7a418 fix message formating 2021-05-15 23:55:13 +08:00
c9s
1f449eca7f implement SlackAttachment interface on Position 2021-05-15 23:50:03 +08:00
c9s
a582fdbfa7 xbalance: add jitter and notification messages 2021-05-15 10:42:16 +08:00
c9s
c85456b8e8 lock position for fetching base quantity 2021-05-15 10:06:48 +08:00
c9s
531799bdfb use mutex composition since we may lock from out side 2021-05-15 10:05:39 +08:00
c9s
8071559f99 position: use pointer receiver 2021-05-15 10:02:04 +08:00
c9s
a636cdaec9 add mutex to Position since position could be changed from 2 goroutine 2021-05-15 10:01:41 +08:00
c9s
aa340f0db3 always check restQuantity 2021-05-15 10:00:32 +08:00
c9s
638cc40516 fix notification arguments 2021-05-15 09:59:17 +08:00
c9s
236df245a2 adjust quantity bases on the balances 2021-05-15 09:46:07 +08:00
c9s
f9cb414832 twap: add update-interval option 2021-05-15 09:29:44 +08:00
c9s
ae256ce9d3 add more quantity adjustment fix 2021-05-15 09:23:41 +08:00
c9s
356a8b77ac adjust updateLimiter to 3 seconds one time 2021-05-15 09:20:46 +08:00
c9s
445feb016a support price ticks option 2021-05-14 15:35:11 +08:00
c9s
a2bcfc8630 fix bollgrid function call 2021-05-14 15:34:58 +08:00
c9s
e3cb2ad86c fix telegram arguments index update 2021-05-14 14:57:22 +08:00
c9s
abd6f4c7ef rename bbgo.AdjustQuantityByMaxAmount to bbgo.AdjustFloatQuantityByMaxAmount 2021-05-14 14:53:26 +08:00
c9s
f1fe492117 improve string format 2021-05-14 14:53:26 +08:00
c9s
66bc06bc5f add more order execution parameter checks 2021-05-14 14:53:26 +08:00
c9s
bb34b1002a improve order execution graceful shutdown 2021-05-14 14:53:26 +08:00
c9s
dc040bb82b improving logs 2021-05-14 14:53:26 +08:00
c9s
f69cbe9c31 add basic TwapExecution 2021-05-14 14:53:26 +08:00
c9s
c8b97629e0 add NumOfOrders method on active book 2021-05-14 14:53:26 +08:00
c9s
c520cfa540 xmaker: fix price calculation 2021-05-14 14:53:26 +08:00
c9s
3437515d6a rename placeOrder to submitOrder for making the api consistent 2021-05-14 14:53:26 +08:00
Yo-An Lin
2aea0dee4f Merge pull request #230 from LarryLuTW/bollgrid-enhance 
bollgrid: generate the last order if balance is not enough
 2021-05-14 11:51:25 +08:00
Lee
d1cef15f75 Fix: Correct the Order FILLED event on binance 2021-05-13 00:41:23 +08:00
Larry850806
4b53b3c96a bollgrid: generate the last order if balance is not enough 2021-05-12 20:45:54 +08:00
c9s
3becb32843 bump version to v1.16.0 2021-05-12 19:41:03 +08:00
c9s
a49cf531b5 fix cross exchange order executor for the basic risk control 2021-05-12 19:02:09 +08:00
Yo-An Lin
dcd66d3449 Merge pull request #235 from jessy1092/binance_parser 
Fix: Correct the binance executionReport parser
 2021-05-12 19:01:14 +08:00
Lee
b0e71e4258 Fix: Correct the binance executionReport parser 
Let JSON parse to be explicit for prevent Unmarshal case-insensitive issue
 2021-05-12 18:45:16 +08:00
Yo-An Lin
4028c39dbf Merge pull request #234 from narumiruna/fix/macd-vwap-test-case 2021-05-12 16:52:49 +08:00
なるみ
f1d88188e8 Fix test case 2021-05-12 14:39:10 +08:00
c9s
aa6520ec18 improve error messages 2021-05-12 12:54:46 +08:00
c9s
98e0390c1d improve slack notification 2021-05-12 12:43:03 +08:00
c9s
807c049d63 refactor notifiers and add liquidity field to the trade 2021-05-12 12:37:48 +08:00
c9s
85e1b6b1c7 move field assignment 2021-05-12 12:05:54 +08:00
c9s
df11112d64 refactor exchange session initialization 2021-05-12 12:05:54 +08:00
c9s
8d63647104 assign session.Withdrawal 2021-05-12 12:05:54 +08:00
c9s
29b7326f19 add withdrawal property to the exchange session 2021-05-12 12:05:54 +08:00
Yo-An Lin
ca0061856d Merge pull request #231 from zenixls2/binance_cancel 2021-05-12 09:25:34 +08:00
Yo-An Lin
3b61a16a81 Merge pull request #227 from narumiruna/feature/add-ad-indicator 2021-05-12 09:22:09 +08:00
Yo-An Lin
037f564b03 Merge pull request #226 from narumiruna/feature/add-obc-indicator 2021-05-12 09:21:27 +08:00
c9s
fd6fe56f32 implement withdrawal request on binance 2021-05-12 02:15:22 +08:00
c9s
9ff7b62123 add xbalance strategy 2021-05-12 01:21:40 +08:00
c9s
1e3e570edb add ExchangeWithdrawalService interface 2021-05-12 01:21:21 +08:00
c9s
ff7ead9bdf fix max withdrawal address bug 2021-05-12 01:21:04 +08:00
c9s
61319fb4ff implement Withdrawal method on max exchange 2021-05-12 00:23:13 +08:00
c9s
0b7c9a1437 implement withdrawal request api 2021-05-11 22:35:31 +08:00
c9s
f197a0fc4f improve log messages 2021-05-11 15:57:44 +08:00
c9s
9d53adc6ef xmaker: ignore self trade 2021-05-11 15:56:46 +08:00
zenix
ba091dccf6 Fix: binance's cancel update is sent through New status with 0 quantity 2021-05-11 06:57:09 +00:00
c9s
610c33b819 improve support quantity for spot session 2021-05-11 13:25:29 +08:00
c9s
15086996e4 add balance warning 2021-05-11 12:53:32 +08:00
c9s
5f8e3259eb add stopHedgeQuoteBalance and stopHedgeBaseBalance 2021-05-11 12:47:45 +08:00
c9s
d2a770bc05 adjust second layer price according to the pips 2021-05-11 01:06:39 +08:00
c9s
b86ed36aa2 calculate price by depth 2021-05-11 00:58:11 +08:00
c9s
4429a29c29 disable hedge quote adjustment 2021-05-11 00:10:49 +08:00
c9s
fa3ca54a55 improve warning messages 2021-05-10 23:52:17 +08:00
c9s
fe4e4bf5ea use bbgo.AdjustQuantityByMaxAmount 2021-05-10 23:50:19 +08:00
c9s
b16d2553b5 remove floating point 2021-05-10 23:49:25 +08:00
c9s
1f9558cd64 use local timezone 2021-05-10 23:27:08 +08:00
なるみ
7cc5485bff Add ad indicator 2021-05-10 20:39:27 +08:00
c9s
af8f718228 add more pnl details to the state 2021-05-10 20:22:33 +08:00
c9s
95d58e9385 adjust hedge quantity according to the hedge account balances 2021-05-10 20:13:23 +08:00
なるみ
f82a344964 Rename test function 2021-05-10 18:16:12 +08:00
なるみ
67f66153ab Add obv test 2021-05-10 17:46:46 +08:00
なるみ
a2d7a40147 Add obv indicator 2021-05-10 17:17:50 +08:00
c9s
c1ea9ff9ed xmaker: move cancel order calls to the go routine 2021-05-10 13:18:57 +08:00
c9s
c90871fb39 implement pending removal order ids 2021-05-10 13:06:23 +08:00
c9s
ddab6083d4 xmaker: support quantity scale 2021-05-10 02:52:41 +08:00
c9s
dde998aced fix graceful shutdown 2021-05-10 02:17:19 +08:00
c9s
405f9c863f xmaker: call cancel orders everytime 2021-05-10 01:47:17 +08:00
c9s
ce63641d70 print otp auth guide when session is loaded 2021-05-10 01:38:19 +08:00
Yo-An Lin
8a9fe7ea23 Merge pull request #221 from frankurcrazy/fix/skip-cancel-profit-order-on-graceful-exit 
fix(bollgrid): skip canceling profit orders on graceful exit
 2021-05-10 01:11:20 +08:00
c9s
8995300cbe use go routine to send message so that we wont be blocked 2021-05-10 00:02:08 +08:00
c9s
0307a740e3 calculate accumulatedProfit 2021-05-09 23:56:54 +08:00
c9s
a98fbeea77 reduce notify calls 2021-05-09 21:14:51 +08:00
c9s
3f8f5616d7 add more order info the local order book printing 2021-05-09 20:03:16 +08:00
c9s
2f326d0fed xmaker: add interval jitter 2021-05-09 20:03:06 +08:00
c9s
c278cdbf30 improve order sync map lock handling 2021-05-09 19:50:26 +08:00
c9s
74e01ce444 fix order waiting for graceful shutdown 2021-05-09 19:44:51 +08:00
c9s
e06310da26 print unhandled order status 2021-05-09 19:44:43 +08:00
c9s
ff90a704d9 fix fixedpoint format 2021-05-09 19:40:56 +08:00
c9s
e35eef2b72 fix message formatting 2021-05-09 19:15:37 +08:00
c9s
9525a334d2 add more fix 2021-05-09 19:04:44 +08:00
c9s
1b454be0f3 fix quote quantity label 2021-05-09 18:58:05 +08:00
c9s
b343ecad61 xmaker: add more helpful messages 2021-05-09 18:55:56 +08:00
c9s
dc282182a5 fix xmaker order cancellation in the graceful shutdown 2021-05-09 18:48:25 +08:00
c9s
569bbfea54 use new bbgo position for calculating profits 2021-05-09 18:46:09 +08:00
c9s
f44d85d704 fix QuantityMultiplier 2021-05-09 18:33:11 +08:00
c9s
c0f12cf452 xmaker: add active maker order cancellation check 2021-05-09 18:32:29 +08:00
なるみ
52248fcf2e feature: add MACD indicator (#219) 2021-05-09 00:56:44 +08:00
Frank Chang
da0ea3d390 fix(bollgrid): skip canceling profit order on graceful exit 
profit orders shouldn't be canceled on graceful exit unless
properly persisted.

a new strategy parameter `shutdownCancelProfitOrders` is added.

Issue: #220
 2021-05-08 15:19:04 +08:00
なるみ
3f39131d76 feature: add volume weighted average price (vwap) indicator (#211) 2021-05-08 02:09:45 +08:00
c9s
fd7081e96f bump version to v1.15.5 2021-05-08 01:11:31 +08:00
c9s
d01abffde3 add todo for the backtest trades 2021-05-08 01:09:06 +08:00