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6409 Commits

Author SHA1 Message Date
c9s
f7ad141b04
Merge pull request #1693 from anywhy/fix_binance_query_order 
fix binance exchange query futures order
 2024-08-19 18:01:03 +08:00
kbearXD
90712aff29 FEATURE: update get trades api 2024-08-19 17:05:02 +08:00
c9s
0a83c26fd5
types: add warning to the price type 2024-08-17 14:15:43 +08:00
c9s
1294cd95be
rename twap.Execution to twap.StreamExecutor 2024-08-17 14:09:25 +08:00
c9s
9dd85623b9
types,strategy: refactor price type and add more bbo (best bid offer) 2024-08-17 14:05:29 +08:00
c9s
621a2b86cf
twap: move twap execution to a single package 2024-08-17 13:29:27 +08:00
c9s
e9bf4babe2
core: log number of loaded converters 2024-08-16 20:57:28 +08:00
c9s
52abb9193d
core: fix InitializeConverter return value 2024-08-16 20:53:21 +08:00
c9s
3d7453f18c
core: setting.InitializeConverter could return a nil converter object 2024-08-16 20:52:28 +08:00
c9s
b88aff6d73
max: fix GetDepositHistoryRequest 2024-08-16 13:40:34 +08:00
c9s
4154cc9d53
max: fix max withdrawal api parameters 2024-08-16 13:27:14 +08:00
anywhy
714275fedb fix binance exchange query futures order 2024-08-16 13:06:43 +08:00
anywhy
b27fc896f9 add serie_float64 test case 2024-08-15 16:44:45 +08:00
edwin
5596589bff pkg/exchange: delete v1 file 2024-08-13 11:14:31 +08:00
edwin
ee04e12210 pkg/exchange: upgrade market trade ws to v2 2024-08-13 11:14:29 +08:00
edwin
b02be2cf70 pkg/exchange: upgrade kline ws to v2 2024-08-13 00:24:51 +08:00
c9s
9911a4f711
all: fix converter initialization 2024-08-12 15:56:24 +08:00
c9s
1b0d4599e2
all: add trade converter to trade pnl fixer 2024-08-12 15:02:02 +08:00
c9s
473a6bc108
xdepthmaker: set converter manager 2024-08-10 15:50:20 +08:00
c9s
1ad2bc5f34
core: add Initialize() method to the converter interface 2024-08-08 17:37:58 +08:00
c9s
df8d52adda
core: add TestSymbolConverter 2024-08-08 17:33:35 +08:00
c9s
00e860df26
core: add dynamic converter 2024-08-08 17:18:17 +08:00
c9s
f277b191d2
core: add ConverterManager 2024-08-08 17:00:45 +08:00
Any Yang
8773c220f5
fix float64 series use mean or stdev function result is zero 2024-08-07 17:52:39 +08:00
c9s
f228ca7962
core: add OrderConverter 2024-08-07 17:44:42 +08:00
c9s
813684fc77
core: change TradeConverter to interface and integrate trade converter 2024-08-07 17:29:03 +08:00
c9s
25b0b5ded5
max: fix withdraw state convert by calling convertWithdrawStatusV2 
v3 api does not return status field
 2024-08-07 17:12:55 +08:00
c9s
ffb2c14f1d
core: add TradeConverter to the trade collector 2024-08-07 17:07:31 +08:00
c9s
fad7ef219e
xdepthmaker: separate hedge symbol 2024-08-07 16:01:56 +08:00
c9s
b4cc893cac
types: add SlackAttachment support to types.Withdraw 2024-08-06 18:26:17 +08:00
c9s
a24a118182
xalign: add more withdraw checking logs 2024-08-06 18:08:39 +08:00
c9s
e03ba63e44
max: remove legacy emptyTime 2024-08-05 16:40:10 +08:00
c9s
5d65b817ef
max: add withdraw status convert function for v3 2024-08-05 16:39:44 +08:00
c9s
97336912e5
max: use v3/withdrawals apis 2024-08-02 15:24:00 +08:00
c9s
089e69a221
xalign: add withdraw detection notification 2024-08-02 15:24:00 +08:00
c9s
600d81049e
add simple price resolver 2024-08-01 16:57:59 +08:00
c9s
4bf558f9eb
xaling: add detectActiveTransfers 2024-07-31 16:51:00 +08:00
c9s
6bc8dffe16
maxapi: improve withdraw status conversion 2024-07-31 16:43:56 +08:00
c9s
ab20b6db89
all: improve binance withdraw status convertion 2024-07-31 15:04:08 +08:00
kbearXD
1c28fd3b44 FEATURE: [max] update max api url 2024-07-15 18:04:44 +08:00
Yu-Cheng
2c2e5afa45 trade: test gid parameter 2024-07-09 17:36:20 +08:00
Yu-Cheng
9fb273e6a1 trade: support custom order by column 2024-07-09 16:44:24 +08:00
narumi
0eb3856906 round down quantity 2024-07-09 12:08:24 +08:00
c9s
22c154f9cd
common: fix profit fixer batch query 2024-07-08 17:43:22 +08:00
c9s
c217aadc1b
common: pull out ProfitFixerBundle 2024-07-08 14:16:40 +08:00
c9s
d982524824
liquiditymaker: refactor profit fixer 2024-07-08 14:15:15 +08:00
c9s
e293ec5c70
Merge pull request #1665 from c9s/c9s/improve-pv-slice-parsing 
IMPROVE: improve price volume slice parsing
 2024-07-02 14:59:05 +08:00
c9s
bc12e88501
add func doc comments 2024-07-02 14:47:36 +08:00
c9s
0a6d24195b
improve pv slice parsing 2024-07-02 14:45:58 +08:00
kbearXD
a6aef35393
Merge pull request #1664 from c9s/feature/max/get-trades-api 
FEATURE: update max api to latest version
 2024-07-01 17:01:50 +08:00
kbearXD
e63158f5fa FEATURE: update max api to latest version 2024-06-28 16:32:41 +08:00
kbearXD
3735499753 FEATURE: merge recover logic and run periodically 2024-06-27 20:31:55 +08:00
なるみ
ad5674d9cb
Merge pull request #1656 from c9s/narumi/autobuy-min-base-balance 
REFACTOR: [autobuy] replace threshold with minBaseBalance
 2024-06-21 18:18:37 +01:00
なるみ
396ee68170
Merge pull request #1644 from c9s/narumi/fee-budget 
REFACTOR: Extract and move FeeBudget from xgap
 2024-06-20 14:26:27 +01:00
narumi
bbb1b8a9fa fix position quantity 2024-06-20 17:40:22 +08:00
c9s
ee09922865
Merge pull request #1661 from c9s/c9s/improve-trade-batch-query 
IMPROVE: [batch] improve trade batch query
 2024-06-20 17:05:58 +08:00
c9s
1dc1afc993
batch: add TradeQueryOptionsMatcher for testing trade query options 2024-06-20 16:54:05 +08:00
narumi
a1b8e07bb5 take profit by expected base balance 2024-06-20 16:08:12 +08:00
c9s
df125c0efb
batch: improve trade batch query 2024-06-19 17:35:38 +08:00
c9s
6cdf991877
compile and update migration package 2024-06-19 16:07:59 +08:00
c9s
82501ff57c
fix reflection 2024-06-19 16:07:58 +08:00
c9s
00b9c3156f
fix trade insertion for inserted_at field 2024-06-19 15:59:19 +08:00
c9s
6afde4808f
use NamedQueryContext instead of NamedQuery 2024-06-19 15:51:16 +08:00
c9s
b2722d9e44
environment: check syncBufferPeriod 2024-06-19 14:18:21 +08:00
narumi
9cbf8a0ecf add fee budget support to random strategy 2024-06-18 18:24:16 +08:00
narumi
0f03bc785b extract FeeBudget struct and move to common 2024-06-18 18:24:14 +08:00
c9s
46bd4a0ef8
compile and update migration package 2024-06-18 18:10:36 +08:00
YC
c83524a04a
Merge pull request #1646 from c9s/minor/add-inserted-at-to-trade 
MINOR: add inserted_at column to trades
 2024-06-18 18:07:27 +08:00
narumi
4dc28ec16a replace threshold with minBaseBalance 2024-06-18 17:45:31 +08:00
c9s
e953a04638
Merge pull request #1655 from c9s/c9s/xgap-vol-target 
FEATURE: [xgap] add dailyTargetVolume option
 2024-06-18 17:10:49 +08:00
c9s
589a8b6eb2
xgap: add dailyTargetVolume option 2024-06-18 16:49:47 +08:00
Yu-Cheng
0d7236ca8a add json tag to insertedAt field 2024-06-17 17:44:50 +08:00
Yu-Cheng
49d567c8f2 trade: add inserted_at column 
A trade may be missed initially and fetched after it has occurred.
 2024-06-17 17:42:32 +08:00
kbearXD
5098c3ac35
Merge pull request #1645 from c9s/kbearXD/dca2/flexible-recovery 
FEATURE: [dca2] make the take-profit order of round from order to orders
 2024-06-13 18:19:44 +08:00
c9s
34dbc5d55c
types: improve AdjustQuantityByMinNotional 2024-06-13 17:22:29 +08:00
kbearXD
60160cd7b4 new flag DisableOrderGroupIDFilter to only query order group id 2024-06-13 17:21:27 +08:00
c9s
a5831bbf13
xgap: fix price and balance checking 2024-06-13 15:55:40 +08:00
c9s
88ce5a4928
xgap: make sourceBook optional 2024-06-13 15:40:40 +08:00
c9s
7a4f9347f1
Merge pull request #1652 from c9s/c9s/fix-xgap-spread-too-large-issue 
FIX: [xgap] fix empty source book pricing issue
 2024-06-11 18:11:44 +08:00
edwin
b562e46c55 pkg/exchange: adjust the time since of unit test 2024-06-11 17:59:45 +08:00
c9s
4a1b5e0e25
Merge pull request #1649 from c9s/c9s/basic-circuitbreaker 
FEATURE: add BasicCircuitBreaker
 2024-06-11 17:19:10 +08:00
c9s
9adedc186f
xgap: fix empty source book pricing issue 2024-06-11 16:28:48 +08:00
c9s
e081a362f7
Merge pull request #1650 from c9s/c9s/fix-okex-book-subscription 
FIX: [okex] fix order book subscription channels
 2024-06-03 17:55:26 +08:00
edwin
bafa5a4783 pkg/exchange: add rate limit comment 2024-06-03 17:25:07 +08:00
edwin
57618ced7c pkg/exchange: add conn count info event 2024-06-03 17:01:57 +08:00
c9s
de7bf31b24
okex: fix order book subscription channels 2024-06-03 16:07:47 +08:00
c9s
907a1c8c53
Merge pull request #1647 from c9s/c9s/add-initial-attempt-for-order-trades-query 
FIX: [retry] add initialAttempts to the order trades query backoff
 2024-06-03 14:01:19 +08:00
c9s
e1532ffa46
add BasicCircuitBreaker 2024-06-02 20:38:41 +08:00
c9s
6bb910c561
retry: add initialAttempts to the order trades query backoff 2024-06-01 14:18:34 +08:00
kbearXD
1d0b4e5cb8 FEATURE: [dca2] make the take-profit order of round from order to orders 2024-05-30 15:53:44 +08:00
なるみ
7bde48adce
Merge pull request #1637 from c9s/narumi/atrpin-log-with-fields 
CHORE: [atrpin] add symbol and window log fields
 2024-05-25 21:37:51 +08:00
c9s
01fac1fd01
binance: optimize pv parsing 2024-05-24 18:06:40 +08:00
c9s
acb84e098f
binance: use pre-allocated pv var 2024-05-24 18:06:33 +08:00
c9s
55c6a435e7
binance: remove orderbook convert error var 2024-05-24 18:06:21 +08:00
c9s
901272f153
binance: refactor and update QueryOrderTrades implementation 2024-05-24 17:35:27 +08:00
c9s
bc71c95608
binance: implement query trade for binance margin trading 2024-05-24 17:35:27 +08:00
kbearXD
c42c52d549
Merge pull request #1640 from c9s/kbearXD/dca2/flexible-recovery 
FEATURE: [dca2] change state recovery logic
 2024-05-24 15:54:23 +08:00
kbearXD
7134f51d38 FEATURE: [dca2] change state recovery logic 2024-05-24 15:12:27 +08:00
c9s
8a852afedb
Merge pull request #1642 from c9s/refactor/average-depth-price-method 
Refactor: add average depth price method
 2024-05-23 18:22:06 +08:00
c9s
75b86e435a
max: assign client order id only when it's not empty 2024-05-23 17:16:27 +08:00