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 |
|
c9s
|
24e465e5b6
|
binance: fix parser parsebytes
|
2024-02-06 00:36:49 +08:00 |
|
c9s
|
eea4c43619
|
binance: use predecl return vars
|
2024-02-06 00:36:49 +08:00 |
|
c9s
|
75a2abeeab
|
max: reduce kline parsing cost
|
2024-02-06 00:36:49 +08:00 |
|
c9s
|
f64b0e7a9f
|
binance: pre-allocate PriceVolumeSlice memory
|
2024-02-06 00:36:48 +08:00 |
|
c9s
|
2ec01e3d28
|
binance: use fastjson parser pool
|
2024-02-06 00:36:48 +08:00 |
|
edwin
|
54784f8c54
|
pkg/exchange: rm timestamp
|
2024-02-05 17:02:46 +08:00 |
|
edwin
|
c73fc65c6d
|
pkg/exchange: add margin transfer request
|
2024-02-05 17:00:57 +08:00 |
|
chiahung.lin
|
dfb65ba9e3
|
[dca2] add dev mode field for dev
use pointer
IsNewStrategy -> IsNewAccount
[dca2] recover at cancelling stage
new var recoverSinceLimit
fix profit stats round bug
|
2024-02-05 16:19:53 +08:00 |
|
c9s
|
565cdef54f
|
Merge pull request #1524 from c9s/edwin/binance-update-api-changes-2
MINOR: [binance] update borrow/repay api changes
|
2024-02-05 15:08:44 +08:00 |
|
edwin
|
f77d03d270
|
pkg/exchange: update borrow/repay api changes
|
2024-02-05 12:11:36 +08:00 |
|
c9s
|
aad3f89492
|
Merge pull request #1523 from c9s/edwin/binance/update-api-changes
MAJOR: [binance] replace margin/transfer to asset/transfer
|
2024-02-05 11:42:25 +08:00 |
|
c9s
|
3c73c28141
|
Merge pull request #1520 from c9s/edwin/okx/add-response-validation-func
FEATURE: [okx] add response validation func
|
2024-02-05 11:42:03 +08:00 |
|
edwin
|
b6717f2fcf
|
pkg/exchange: replace /sapi/v1/margin/transfer to /sapi/v1/asset/transfer
|
2024-02-05 11:18:40 +08:00 |
|
Michal Jirman
|
825be2a08e
|
indicator: keltner channel
|
2024-02-03 17:13:51 +05:45 |
|
Michal Jirman
|
f8175a9cfe
|
telegram: prevent sending error in case of no opened position
|
2024-02-02 21:44:27 +05:45 |
|
edwin
|
3846b2aead
|
pkg/exchange: add response validation func
|
2024-02-01 14:40:59 +08:00 |
|
Edwin
|
f0ad014837
|
pkg/exchange: support kline subscriptions
|
2024-01-30 12:17:50 +08:00 |
|
Edwin
|
429036985c
|
pkg/exchange: add new kline stream
|
2024-01-30 10:23:10 +08:00 |
|
Edwin
|
d2b45f5d58
|
pkg/exchange: refactor kline api
|
2024-01-29 20:59:53 +08:00 |
|
c9s
|
bfbf415c15
|
tri: fix tests
|
2024-01-29 20:23:24 +08:00 |
|
c9s
|
192c12cd22
|
bump version to v1.56.2
|
2024-01-29 15:47:36 +08:00 |
|
c9s
|
35b7667da6
|
add the missing file
|
2024-01-29 15:45:48 +08:00 |
|
c9s
|
9c4cd3115f
|
bump version to v1.56.1
|
2024-01-28 14:30:36 +08:00 |
|
c9s
|
9efd8bd604
|
fix backtest Initialize call
|
2024-01-28 14:29:54 +08:00 |
|
c9s
|
4b70f864ff
|
tri: update quantity truncation method
|
2024-01-26 17:16:06 +08:00 |
|
c9s
|
67b500fce5
|
tri: fix tri bugs
|
2024-01-26 17:14:31 +08:00 |
|
c9s
|
4d5e3501df
|
bump version to v1.56.0
|
2024-01-26 16:44:11 +08:00 |
|
c9s
|
93bddfdccd
|
fix database config parsing
|
2024-01-26 16:39:05 +08:00 |
|
c9s
|
c1484771ea
|
binance: make the error message clear
|
2024-01-24 18:22:35 +08:00 |
|
c9s
|
3aa6b0c13c
|
max: remove unused parseBookEntries function
|
2024-01-24 17:56:04 +08:00 |
|
c9s
|
18ccc78d83
|
binance: apply DefaultDepthLimit to 5000
|
2024-01-24 17:53:04 +08:00 |
|
c9s
|
07eb723da4
|
binance: support more depth level
|
2024-01-24 17:51:02 +08:00 |
|
c9s
|
805fea32df
|
types: avoid using defer unlock in CopyDepth
|
2024-01-24 17:48:13 +08:00 |
|
c9s
|
6cf5300650
|
max: preallocate fastjson array object var memory
|
2024-01-24 16:58:42 +08:00 |
|
c9s
|
e67155d6cc
|
max: optimize book parsing
|
2024-01-24 16:58:42 +08:00 |
|
c9s
|
fcd367b8c2
|
max: pre-allocate price volume slice memory
|
2024-01-24 16:58:42 +08:00 |
|
c9s
|
cb1133b0e0
|
Merge pull request #1512 from c9s/c9s/fix-boll-history-kline-push
FIX: [bollmaker] fix bollinger indicator history kline push
|
2024-01-24 16:36:12 +08:00 |
|
c9s
|
dd07bc7159
|
fix bollinger indicator history kline push
|
2024-01-24 16:25:28 +08:00 |
|
c9s
|
f18433409d
|
Merge pull request #1511 from c9s/c9s/update-migrations
MINOR: compile and update migration package
|
2024-01-24 16:08:59 +08:00 |
|
c9s
|
ee1a2727f6
|
compile and update migration package
|
2024-01-24 15:56:04 +08:00 |
|
c9s
|
884b8f2b45
|
Merge pull request #1509 from c9s/kbearXD/dca2/profit-stats-and-recover
[dca2] fix dca2 bug
|
2024-01-24 15:50:09 +08:00 |
|
c9s
|
59713fa532
|
support extra migration packages
|
2024-01-24 15:33:17 +08:00 |
|
c9s
|
e6f911380d
|
max: set max websocket book default level
|
2024-01-24 13:52:49 +08:00 |
|
chiahung.lin
|
d13d882fc4
|
remove unused log
remove running field
|
2024-01-23 15:53:20 +08:00 |
|
Edwin
|
7841813fe0
|
pkg/exchange: fix okx query open order time param
|
2024-01-23 14:26:40 +08:00 |
|
c9s
|
0e5ff14d1c
|
Merge pull request #1506 from c9s/feature/rockhopper-v2
FEATURE: upgrade migration tool rockhopper to v2
|
2024-01-19 20:06:50 +08:00 |
|
c9s
|
611b2a9247
|
improve bbgo db migration process
|
2024-01-19 15:28:56 +08:00 |
|
c9s
|
3e233627be
|
add migration package name
|
2024-01-19 15:28:56 +08:00 |
|
c9s
|
9a1b50dee9
|
upgrade rockhopper to v2
|
2024-01-19 15:28:56 +08:00 |
|
chiahung.lin
|
1b33308450
|
fix bug and new field running to help to test
|
2024-01-18 15:39:56 +08:00 |
|
Edwin
|
ac649b3bd4
|
pkg/exchange: add cash trade mode to place order req
|
2024-01-18 14:13:38 +08:00 |
|
bailantaotao
|
8ceadd80f3
|
Merge pull request #1504 from c9s/edwin/okx/implement-ping-interval
FEATURE: [okx] set ping interval
|
2024-01-18 09:17:08 +08:00 |
|
chiahung.lin
|
465206afba
|
use cancel api not GracefulCancel in CleanUp
|
2024-01-17 17:30:37 +08:00 |
|
chiahung.lin
|
44dc5c5a65
|
remove balance checker
|
2024-01-17 16:52:04 +08:00 |
|
bailantaotao
|
62c19b4d99
|
Merge pull request #1502 from c9s/edwin/okx/order-trade-event
REFACTOR: [okx] refactor order trade event by json.Unmarshal
|
2024-01-17 16:20:17 +08:00 |
|
Edwin
|
80d8c000bc
|
pkg/exchange: set ping interval
|
2024-01-17 15:58:54 +08:00 |
|
chiahung.lin
|
9836dc603c
|
truncate notional when open position
|
2024-01-17 15:22:03 +08:00 |
|
chiahung.lin
|
a363377c26
|
[dca2] new struct profit stats and its recover
|
2024-01-17 15:22:03 +08:00 |
|
Edwin
|
c5d2047605
|
pkg/exchange: emit balance snapshot after authed
|
2024-01-17 14:15:44 +08:00 |
|
Edwin
|
91913f021c
|
pkg/exchange: refactor order trade event by json.Unmarshal
|
2024-01-16 15:36:51 +08:00 |
|
Edwin
|
11506fb605
|
pkg/exchange: fix queryTrades and queryOrderTrade api
|
2024-01-16 09:10:33 +08:00 |
|
Edwin
|
fa145a3622
|
pkg/exchange: refactor query closed order
|
2024-01-15 11:41:17 +08:00 |
|
Edwin
|
228bfba525
|
pkg/fixedpoint: support "" on fixedpoint.Value.unmarshalJson
|
2024-01-14 15:52:57 +08:00 |
|
Edwin
|
b352ae855f
|
pkg/exchange: add query open orders
|
2024-01-14 15:52:54 +08:00 |
|
c9s
|
c01be14c70
|
max: remove unused var
|
2024-01-11 15:20:38 +08:00 |
|
c9s
|
68be0badca
|
max: improve depth parsing speed
|
2024-01-11 15:20:19 +08:00 |
|
c9s
|
905148a34f
|
maxapi: use fastjson parser pool
|
2024-01-11 15:20:06 +08:00 |
|
Edwin
|
373242d306
|
pkg/exchange: generate cancel order by requestgen
|
2024-01-11 11:29:04 +08:00 |
|
bailantaotao
|
8eb555619f
|
Merge pull request #1494 from c9s/edwin/okx/place-order
FEATURE: [okx] generate place order request by requestgen
|
2024-01-11 10:33:31 +08:00 |
|
bailantaotao
|
9da91304ac
|
Merge pull request #1496 from c9s/edwin/pkx/fix-sub-events
FEATURE: [okx] support Unsubscription and Resubscription
|
2024-01-10 20:49:32 +08:00 |
|
Edwin
|
260eef3b0c
|
pkg/exchange: generate place order request by requestgen
|
2024-01-10 16:17:13 +08:00 |
|
kbearXD
|
4a0c9ca032
|
Merge pull request #1474 from c9s/kbearXD/dca2/callbacks-and-close
FEATURE: [dca2] add callbacks and shutdown function
|
2024-01-10 15:10:08 +08:00 |
|
chiahung.lin
|
6e661c805a
|
fix
|
2024-01-10 14:37:07 +08:00 |
|
Edwin
|
a7aa34c396
|
pkg/exchange: add comment
|
2024-01-10 14:07:25 +08:00 |
|
Edwin
|
1dedd32f42
|
pkg/exchange: support unsubscribe and resubscribe
|
2024-01-10 13:56:17 +08:00 |
|
chiahung.lin
|
d3bc37f45e
|
use CommonCallback and pull PersistenceTTL out
|
2024-01-09 16:01:10 +08:00 |
|
Edwin
|
9297293a46
|
pkg/exchange: refactor query account balance
|
2024-01-09 15:59:05 +08:00 |
|
Edwin
|
a463c02183
|
pkg/exchange: generate account by requestgen
|
2024-01-09 15:58:42 +08:00 |
|
bailantaotao
|
c2e3fed6d3
|
Merge pull request #1492 from c9s/edwin/okx/refactor-tickers
FEATURE: [okx] generate ticker request by requestgen
|
2024-01-09 15:38:28 +08:00 |
|
bailantaotao
|
0bf1e4ed59
|
Merge pull request #1489 from c9s/edwin/okx/refactor-account-info
REFACTOR: [okx] refactor account info
|
2024-01-09 14:45:17 +08:00 |
|
Edwin
|
188b781116
|
pkg/exchange: add rate limiter to ticker/tickers
|
2024-01-09 13:57:19 +08:00 |
|
Edwin
|
6d7a01ffae
|
pkg/exchange: generate ticker request by requestgen
|
2024-01-09 13:57:03 +08:00 |
|
Edwin
|
caef31d760
|
pkg/exchange: early return if error
|
2024-01-09 11:58:43 +08:00 |
|
Edwin
|
6e160e7a36
|
pkg/exchange: add rate limiter to QueryMarkets
|
2024-01-09 11:56:10 +08:00 |
|
Edwin
|
ba5882f7b6
|
pkg/exchange: generate instrument request by requestgen
|
2024-01-09 11:55:49 +08:00 |
|
Edwin
|
147b31d81d
|
pkg/exchange: refactor account stream
|
2024-01-09 10:59:35 +08:00 |
|
bailantaotao
|
a680df2938
|
Merge pull request #1486 from c9s/edwin/okx/add-market-trade-stream
FEATURE: [okx] support market trade streaming
|
2024-01-09 10:58:24 +08:00 |
|
c9s
|
2ff74a5f86
|
autoborrow: add repaid alert
|
2024-01-09 09:59:53 +08:00 |
|
c9s
|
f33ed6a527
|
Merge pull request #1485 from c9s/narumi/xgap/improve-log
CHORE: [xgap] print currency when insufficient balance
|
2024-01-09 00:53:16 +08:00 |
|
Edwin
|
2e34f7840a
|
pkg/exchange: support market trade streaming
|
2024-01-08 21:27:26 +08:00 |
|
chiahung.lin
|
21e87079b5
|
FEATURE: ProfitStats for dca2
|
2024-01-08 18:25:11 +08:00 |
|
chiahung.lin
|
468b73abb6
|
bbgo.Sync profit stats
|
2024-01-08 18:25:11 +08:00 |
|
chiahung.lin
|
faaaaabce3
|
FEATURE: rename and use specific profit stats
|
2024-01-08 18:25:11 +08:00 |
|
chiahung.lin
|
0d6c6666a1
|
fix
|
2024-01-08 18:25:11 +08:00 |
|
chiahung.lin
|
b965dbe757
|
use OrderExecutor.GracefulCancel to replace cancelAllOrders
|
2024-01-08 18:25:11 +08:00 |
|
chiahung.lin
|
05870c5d60
|
move EmitReady and add go:generate
|
2024-01-08 18:25:11 +08:00 |
|
chiahung.lin
|
006256a9df
|
FEATURE: add callbacks and shutdown function
|
2024-01-08 18:25:11 +08:00 |
|
c9s
|
11309ac8c8
|
Merge pull request #1487 from c9s/c9s/bitget-ignore-offline-symbols
FIX: [bitget] ignore offline symbols
|
2024-01-08 18:19:01 +08:00 |
|
c9s
|
e358da10dd
|
bitget: log symbol status
|
2024-01-08 18:13:26 +08:00 |
|
c9s
|
cfe3b6466c
|
update bitget v2 get_symbols_request_requestgen
|
2024-01-08 17:47:52 +08:00 |
|
c9s
|
33deaea6e5
|
bitget: bitget ignore offline symbols
|
2024-01-08 17:46:09 +08:00 |
|
bailantaotao
|
2afc72d14d
|
Merge pull request #1477 from c9s/edwin/okx/refactor-book-stream
REFACTOR: [okx] refactor book and kline
|
2024-01-08 10:41:39 +08:00 |
|
Edwin
|
0b906606fe
|
pkg/exchange: refactor book and kline
|
2024-01-08 10:30:11 +08:00 |
|
c9s
|
ad8ea86173
|
change max borrowable query from error to warn
|
2024-01-07 19:09:11 +08:00 |
|
narumi
|
9c108380e8
|
xgap: print currency
|
2024-01-07 18:56:57 +08:00 |
|
narumi
|
36aadf74a1
|
xgap: check balance before placing orders
|
2024-01-06 22:55:45 +08:00 |
|
c9s
|
9dd4de0755
|
Merge pull request #1482 from c9s/narumi/xgap/log
CHORE: [xgap] improve log message
|
2024-01-06 20:28:40 +08:00 |
|
narumi
|
dc2895c4dc
|
rename cronExpression to schedule
|
2024-01-06 17:37:13 +08:00 |
|
なるみ
|
6367bd79d3
|
Merge pull request #1402 from c9s/narumi/fixedmaker/inventory-skew
FEATURE: inventory skew
|
2024-01-06 17:00:18 +08:00 |
|
narumi
|
3ee5bf29ef
|
xgap: improve log message
|
2024-01-06 15:53:16 +08:00 |
|
narumi
|
012fc33376
|
xgap: refactor with common strategy
|
2024-01-06 14:49:26 +08:00 |
|
c9s
|
9f8bdeb3e9
|
Merge pull request #1475 from c9s/narumi/rebalance/fix-instance-id
REFACTOR: [rebalance] refactor MultiMarketStrategy.Initialize
|
2024-01-06 14:30:12 +08:00 |
|
narumi
|
94fb883a0f
|
xgap: fix order cancel error
|
2024-01-04 18:53:23 +08:00 |
|
c9s
|
3dca9aaf98
|
Merge pull request #1470 from c9s/narumi/xnav/schedule
FEATURE: [xnav] add cron schedule
|
2024-01-03 16:38:19 +08:00 |
|
c9s
|
6e03626b36
|
Merge pull request #1476 from c9s/edwin/okx/add-streaming-test
CHORE: [okex] add stream test for book
|
2024-01-03 16:37:12 +08:00 |
|
bailantaotao
|
769d3ce2d8
|
Merge pull request #1456 from c9s/edwin/bitget/get-account-assets
FEATURE: [bitget] get account assets
|
2024-01-03 13:01:35 +08:00 |
|
Edwin
|
b5ff066aa2
|
pkg/exchange: print symbol
|
2024-01-03 11:30:50 +08:00 |
|
Edwin
|
30164acdcf
|
pkg/exchange: use v2 get account asset api
|
2024-01-03 11:25:46 +08:00 |
|
Andy Cheng
|
22a9ab068d
|
Merge pull request #1467 from andycheng123/feature/sync-futures
WIP: feature: sync futures data and backtest with them
|
2024-01-03 10:41:39 +08:00 |
|
Andy Cheng
|
05536b6693
|
improve/sync-futures: remove unused code
|
2024-01-03 10:36:01 +08:00 |
|
Andy Cheng
|
90020a65a4
|
improve/sync-futures: do not use GetSessionAttributes()
|
2024-01-02 16:56:38 +08:00 |
|
Edwin
|
9ad94aa7e0
|
pkg/exchange: add stream test for book
|
2024-01-02 12:02:33 +08:00 |
|
chiahung.lin
|
57282c30d2
|
FEATURE: remove Short
|
2023-12-28 23:04:09 +08:00 |
|
なるみ
|
e35795943d
|
Merge pull request #1468 from c9s/narumi/autobuy/init
FEATURE: add autobuy strategy
|
2023-12-28 17:44:53 +08:00 |
|
c9s
|
60043d6239
|
Merge pull request #1464 from c9s/kbearXD/dca2/run-state-and-recover
FEATURE: [dca2] run state machine
|
2023-12-28 17:35:57 +08:00 |
|
narumi
|
030c6c1ca5
|
fix instance id
|
2023-12-28 17:31:15 +08:00 |
|
chiahung.lin
|
59b1bb68cb
|
use stateTransition
|
2023-12-27 11:41:29 +08:00 |
|
narumi
|
687df81784
|
add autobuy strategy
|
2023-12-26 17:53:14 +08:00 |
|
narumi
|
5592d93c13
|
add cron schedule to xnav
|
2023-12-26 17:07:03 +08:00 |
|
c9s
|
f4941bef74
|
Merge pull request #1471 from c9s/c9s/add-DisableMarketDataStore-option
FEATURE: add DisableMarketDataStore option
|
2023-12-26 12:01:42 +08:00 |
|
c9s
|
d0f9052cf2
|
Merge pull request #1472 from c9s/c9s/grid2-check-price-for-subscribe
FIX: [grid2] subscribe 1m kline only when one of the trigger price is set
|
2023-12-26 12:01:29 +08:00 |
|
c9s
|
4d17d7e049
|
grid2: subscribe 1m kline only when one of the trigger price is set
|
2023-12-26 10:56:08 +08:00 |
|
c9s
|
8878005417
|
add DisableMarketDataStore option
|
2023-12-26 10:53:18 +08:00 |
|
c9s
|
c250fec2dc
|
Merge pull request #1463 from c9s/c9s/bollmaker-ema-crosssignal
|
2023-12-23 01:17:30 +08:00 |
|
chiahung.lin
|
b30b023858
|
FEATURE: check every cuerrent state and next state is valid
|
2023-12-22 15:27:31 +08:00 |
|
Andy Cheng
|
d2f946e349
|
improve/migration: indices for sqlite
|
2023-12-22 12:00:14 +08:00 |
|
Andy Cheng
|
0ac720c4cb
|
improve/backtest: backtest with futures klines
|
2023-12-22 11:55:11 +08:00 |
|
Andy Cheng
|
66718e0d37
|
improve/backtest-sync: set exchange to use futures
|
2023-12-21 18:19:28 +08:00 |
|
Andy Cheng
|
c82cbbc172
|
fix/futures-kline-sync: typo
|
2023-12-21 16:52:52 +08:00 |
|
narumi
|
7f0a4a9953
|
apply inventory-skew to xfixedmaker
|
2023-12-21 16:39:23 +08:00 |
|
narumi
|
f160ea856f
|
apply inventory-skew to fixedmaker
|
2023-12-21 16:29:46 +08:00 |
|
Andy Cheng
|
6809efa696
|
improve/db: save futures kilne to futures table
|
2023-12-21 16:19:32 +08:00 |
|
narumi
|
8ecba4378c
|
inventory skew
|
2023-12-21 16:03:35 +08:00 |
|
Andy Cheng
|
5b0b5428fb
|
improve/db: query futures kilne if session 'futures' is true when sync
|
2023-12-21 15:47:24 +08:00 |
|
Andy Cheng
|
d5cbcc3fb2
|
improve/db: add futures kilne sqlite tables
|
2023-12-21 12:50:38 +08:00 |
|
Andy Cheng
|
9870ea0d6c
|
improve/db: add futures kilne tables
|
2023-12-21 12:33:00 +08:00 |
|
なるみ
|
7f8a331373
|
Merge pull request #1465 from c9s/narumi/rebalance/fix-position-and-profit
FIX: [rebalance] fix position map and profit stats map
|
2023-12-20 23:59:05 +08:00 |
|
c9s
|
f292387886
|
bump version to v1.55.4
|
2023-12-20 22:47:29 +08:00 |
|
c9s
|
3ba1621590
|
xdepthmaker: simplify covered handler registration
|
2023-12-20 22:28:20 +08:00 |
|
c9s
|
58321e8aa5
|
xdepthmaker: update instance id format
|
2023-12-20 22:20:40 +08:00 |
|
c9s
|
eb36ed6926
|
xdepthmaker: remove the shared trade collector and order store, add mutex for covered position
|
2023-12-20 21:54:32 +08:00 |
|
narumi
|
7b121b10be
|
rebalance on order filled
|
2023-12-20 20:35:43 +08:00 |
|
narumi
|
762a09042a
|
graceful cancel orders
|
2023-12-20 20:26:34 +08:00 |
|
narumi
|
da02c926be
|
fix profit stats and position
|
2023-12-20 20:21:34 +08:00 |
|
chiahung.lin
|
bfd9c8ac64
|
FEATURE: run state machine
FEATURE: support recover
FEATURE: add order into orderStore and recover position
recover position/budget
FEATURE: support recover budget
|
2023-12-20 16:02:37 +08:00 |
|
c9s
|
a4f996c963
|
Merge pull request #1393 from c9s/strategy/emacross
STRATEGY: add emacross strategy
|
2023-12-20 15:50:52 +08:00 |
|
c9s
|
311ba3b2ac
|
bollmaker: fix ema cross subscription
|
2023-12-20 12:09:19 +08:00 |
|
c9s
|
46329c3a24
|
bollmaker: add ema cross signal to bollmaker strategy
|
2023-12-19 22:17:33 +08:00 |
|
c9s
|
6a07af80d8
|
bollmaker: define EMACrossSetting
|
2023-12-19 22:04:24 +08:00 |
|
c9s
|
4894a59756
|
fixedmaker, liquiditymaker: update initialize method
|
2023-12-19 21:59:44 +08:00 |
|
c9s
|
3dd93b65db
|
emacross, scmaker: fix strategy initialization
|
2023-12-19 21:58:50 +08:00 |
|
c9s
|
6abb320bce
|
emacross: clean up and update config
|
2023-12-19 21:57:51 +08:00 |
|
c9s
|
85e87e10b6
|
cmd: add emacross to builtin
|
2023-12-19 21:57:51 +08:00 |
|
c9s
|
25c895bb09
|
add emacross strategy
|
2023-12-19 21:57:51 +08:00 |
|
c9s
|
ec4f43b100
|
bollmaker: support custom quantity
|
2023-12-19 21:55:38 +08:00 |
|
c9s
|
e855214073
|
bump version to v1.55.3
|
2023-12-18 22:42:20 +08:00 |
|
c9s
|
47b12edc4d
|
xdepthmaker: call bbgo.Sync on shutdown
|
2023-12-18 22:32:13 +08:00 |
|
c9s
|
84085e09b5
|
xdepthmaker: fix duplicated binding
|
2023-12-18 22:32:13 +08:00 |
|
c9s
|
2c9583cccb
|
xdepthmaker: remove redundant notification
|
2023-12-18 22:32:13 +08:00 |
|
c9s
|
882c1273b3
|
bbgo: pull out findPossibleMarketSymbols and add tests
|
2023-12-18 22:09:04 +08:00 |
|
c9s
|
671ce872c4
|
bbgo: fix and improve session UpdatePrice method
|
2023-12-18 22:01:11 +08:00 |
|
c9s
|
3ac862d122
|
bump version to v1.55.2
|
2023-12-18 18:00:40 +08:00 |
|
c9s
|
98468feb73
|
Merge pull request #1458 from c9s/feature/xdepthmaker
FIX: [xdepthmaker] final fix
|
2023-12-18 17:59:38 +08:00 |
|
c9s
|
841229518a
|
bitget: add more debug logs for orderEvent and tradeEvent
|
2023-12-18 16:31:04 +08:00 |
|
c9s
|
92aa7652d5
|
bbgo: add recordPosition log
|
2023-12-18 15:49:20 +08:00 |
|
chiahung.lin
|
eda072327c
|
FIX: move common.Strategy to Initialize
|
2023-12-18 14:48:13 +08:00 |
|
c9s
|
038d180711
|
bitget: check bitget websocket trade id and order status
|
2023-12-18 14:44:33 +08:00 |
|
c9s
|
f19ed7abe0
|
xdepthmaker: initialize s.CrossExchangeMarketMakingStrategy in Initialize()
|
2023-12-18 14:31:51 +08:00 |
|
Edwin
|
c5decf9bf8
|
pkg/exchange: support v2 get asset api
|
2023-12-18 12:17:49 +08:00 |
|
c9s
|
3e6d6e10b3
|
all: move Initialize() call out, call it before the LoadState
|
2023-12-18 12:09:03 +08:00 |
|
c9s
|
19636ae429
|
bump version to v1.55.1
|
2023-12-15 19:20:01 +08:00 |
|
c9s
|
e7c3582334
|
fix: import tzdata package
|
2023-12-15 19:19:06 +08:00 |
|
c9s
|
8690977b5c
|
bump version to v1.55.0
|
2023-12-14 18:05:02 +08:00 |
|
c9s
|
2c7e42922b
|
Merge pull request #1429 from c9s/edwin/bybit/get-fee-rate-on-private-stream-only
|
2023-12-13 18:50:19 +08:00 |
|
chiahung.lin
|
e86b1bb90f
|
REFACTOR: make all common.Strategy from pointer to value
|
2023-12-13 17:36:30 +08:00 |
|
c9s
|
6dd3766776
|
Merge pull request #1451 from c9s/feature/xdepthmaker
CHORE: [xdepthmaker] improve shutdown process
|
2023-12-13 16:47:01 +08:00 |
|
c9s
|
c870defd47
|
xdepthmaker: improve shutdown process
|
2023-12-13 16:29:07 +08:00 |
|
c9s
|
61fb795e37
|
Merge pull request #1450 from c9s/feature/xdepthmaker
IMPROVE: [strategy] xdepthmaker final fine-tune
|
2023-12-13 15:50:35 +08:00 |
|
c9s
|
c170eac991
|
bbgo: fix active order book graceful cancel checking logics
|
2023-12-13 15:25:52 +08:00 |
|
chiahung.lin
|
e3d51777d3
|
rename
|
2023-12-13 14:16:02 +08:00 |
|
chiahung.lin
|
092d5cfb07
|
FEATURE: cancel maker orders and open take profit order
|
2023-12-13 14:16:02 +08:00 |
|
c9s
|
115c2dc139
|
bbgo: refactor active orderbook
|
2023-12-13 14:00:53 +08:00 |
|
Edwin
|
29550f0013
|
pkg/exchange: we don't need the fee rate in the public stream
|
2023-12-13 13:53:58 +08:00 |
|
c9s
|
6cbb17fb76
|
all: refactor log formatter functions
|
2023-12-13 09:47:18 +08:00 |
|
c9s
|
f3ce4c2cc6
|
bitget: refactor debug function tool
|
2023-12-13 09:28:34 +08:00 |
|
c9s
|
b022a6119f
|
bitget: add bitget log prefix
|
2023-12-13 09:28:34 +08:00 |
|
c9s
|
cc3302816a
|
Merge pull request #1448 from c9s/c9s/fix-grid2-memory-leaks
FIX: [core] solve memory leaks
|
2023-12-13 09:01:56 +08:00 |
|
c9s
|
4e26b9d2ad
|
core: pull out cool trade period to a constant
|
2023-12-13 08:55:26 +08:00 |
|
c9s
|
21c8593c45
|
core: add exceededMaximumTradeStoreSize check
|
2023-12-12 18:26:51 +08:00 |
|
c9s
|
685f332495
|
core: enable trade store's trade pruning in NewTradeCollector
|
2023-12-12 18:26:51 +08:00 |
|
c9s
|
97c39921bd
|
core: adjust TradeExpiryTime to 3 hour
|
2023-12-12 18:26:51 +08:00 |
|
c9s
|
8025d05eac
|
core: log trades pruning
|
2023-12-12 18:18:34 +08:00 |
|
Edwin
|
c2724c4f62
|
pkg/exchange: fix price is zero when order not executed
|
2023-12-12 17:30:51 +08:00 |
|
c9s
|
c5282a8f9b
|
bitget: add more debug logs
|
2023-12-12 16:37:43 +08:00 |
|
c9s
|
158c48b807
|
bbgo: change verbose info log to debug log
|
2023-12-11 20:46:17 +08:00 |
|
c9s
|
8c6724b264
|
xdepthmaker: fix pricing book copy by avoiding using CopyDepth
|
2023-12-11 17:59:16 +08:00 |
|
c9s
|
9f14215ce8
|
bbgo: reduce logs
|
2023-12-11 17:59:02 +08:00 |
|
c9s
|
8c13092d8b
|
types: add slice book test for copy depth
|
2023-12-11 17:58:48 +08:00 |
|
c9s
|
98468b39c7
|
xdepthmaker: change priceHeartBeat alert to warning
|
2023-12-11 17:05:07 +08:00 |
|
c9s
|
cedd790066
|
xdepthmaker: add lastOrderReplenishTime to prevent replacing orders too frequent
|
2023-12-11 17:02:17 +08:00 |
|
c9s
|
de7eb8453b
|
xdepthmaker: refactor auth binding to bindAuthSignal
|
2023-12-11 17:00:25 +08:00 |
|
c9s
|
2c3ccdf030
|
xdepthmaker: more improvements
- place orders with balance quota calculation
- wait for authed event
- clean up open orders on start
|
2023-12-11 16:56:19 +08:00 |
|
c9s
|
3e382e00bf
|
Merge pull request #1443 from c9s/feature/xdepthmaker
IMPROVE: [bitget] improve order type handling
|
2023-12-08 15:34:54 +08:00 |
|
c9s
|
0a3269e38e
|
Merge pull request #1441 from c9s/c9s/fix-sync-since-time-override
FIX: fix since time override
|
2023-12-08 15:33:48 +08:00 |
|
c9s
|
b9c4002704
|
bitget: handle order type limit maker
|
2023-12-08 15:18:34 +08:00 |
|
c9s
|
c74ba4f406
|
Merge pull request #1440 from dydysy/fix_dot_calc
FIX: [indicator] Possibly incorrect assignment
|
2023-12-08 09:51:30 +08:00 |
|
c9s
|
33f0571511
|
bbgo: fix since time override
|
2023-12-08 09:38:43 +08:00 |
|
c9s
|
3048a13f0b
|
xdepthmaker: replace AtomicAdd with Add
|
2023-12-08 00:21:53 +08:00 |
|
c9s
|
ab3579700f
|
builtin: register xdepthmaker
|
2023-12-07 17:48:35 +08:00 |
|
c9s
|
cd06ffd21f
|
xdepthmaker: fix order call
|
2023-12-07 17:38:58 +08:00 |
|
c9s
|
214f9fe75e
|
bitget: improve bitget websocket depth subscription
|
2023-12-07 17:38:57 +08:00 |
|
c9s
|
e82605f658
|
xdepthmaker: skip test for dnum
|
2023-12-07 16:18:24 +08:00 |
|
c9s
|
35dabe8a72
|
xdepthmaker: fix aggregatePrice quantity issue
|
2023-12-07 16:18:24 +08:00 |
|
c9s
|
b8fb2ac478
|
bbgo: fix active orderbook symbol order grouping
|
2023-12-07 16:18:24 +08:00 |
|
c9s
|
f03ac52ce5
|
activeOrderBook: use orderMap instead of orderStore
|
2023-12-07 16:18:24 +08:00 |
|
c9s
|
d14527b5cf
|
xdepthmaker: apply FullReplenishInterval from config
|
2023-12-07 16:18:24 +08:00 |
|
c9s
|
25b04cb36c
|
xdepthmaker: add fullReplenishTicker
|
2023-12-07 16:18:24 +08:00 |
|
c9s
|
888a550c80
|
xdepthmaker: support partial maker order replenish
|
2023-12-07 16:18:24 +08:00 |
|
c9s
|
f21170aa5d
|
types: add order sorting by price
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
96f6f9e0d0
|
exchange/retry: add QueryOrderUntilCancelled
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
c2c1eca4c9
|
types: fix price heart beat alert tests
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
a82bc86455
|
xdepthmaker: update updateQuote method
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
2f1a700b89
|
remove xpuremaker
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
e0e9876902
|
improve price hart beat usage
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
46b3a81b07
|
xdepthmaker: add tests to the generateMakerOrders
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
263c0883d1
|
bbgo: solve the scale when unmarshalling the json
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
d123e89a1b
|
xdepthmaker: document covered position
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
1e27f53891
|
xdepthmaker: use hedge order executor
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
2c3792b290
|
xdepthmaker: update Validate() method
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
18968c67a1
|
xdepthmaker: remove disable hedge option
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
10a71d83f1
|
xdepthmaker: move global position profit handling
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
99723fc1f4
|
xdepthmaker: remove legacy s.activeMakerOrders
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
e0686d11c8
|
xdepthmaker: clean up duplicated code
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
6b28910139
|
xdepthmaker: refactor CrossSubscribe
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
ed63b23e2a
|
xdepthmaker: refactor CrossRun with CrossExchangeMarketMakingStrategy
|
2023-12-07 16:18:22 +08:00 |
|
c9s
|
e67fa19323
|
types: extend PeriodProfitStats fields
|
2023-12-07 16:18:22 +08:00 |
|
c9s
|
df2daf33a7
|
types: add PeriodProfitStats
|
2023-12-07 16:18:22 +08:00 |
|
c9s
|
53bf443b1d
|
xdepthmaker: first commit
|
2023-12-07 16:18:22 +08:00 |
|
chiahung.lin
|
6857734282
|
rename
|
2023-12-07 11:29:42 +08:00 |
|
chiahung.lin
|
2982be1cbc
|
rename dca maker orders to open position orders
|
2023-12-07 11:27:28 +08:00 |
|
dydysy
|
05d446cb54
|
FIX: [indicator] Possibly incorrect assignment
|
2023-12-06 18:42:10 +08:00 |
|
chiahung.lin
|
c67737a6d6
|
use retry package
|
2023-12-06 16:16:17 +08:00 |
|
chiahung.lin
|
4aa6ea3a46
|
FEATURE: use notional based to crease dca maker orders
|
2023-12-06 11:28:45 +08:00 |
|
chiahung.lin
|
60003fc472
|
rename somme part
|
2023-12-06 11:28:45 +08:00 |
|
chiahung.lin
|
445f0f1c4c
|
FEATURE: prepare open maker orders function
|
2023-12-06 11:28:45 +08:00 |
|
chiahung.lin
|
c906d6a74d
|
rename variable
|
2023-12-06 11:27:06 +08:00 |
|
chiahung.lin
|
d54b7365dd
|
FEATURE: use types.OrderMap to avoid missing and duplicated orders
|
2023-12-05 20:10:37 +08:00 |
|
chiahung
|
a1d98e25c6
|
FEATURE: use max v3 new open orders api
|
2023-12-05 19:57:00 +08:00 |
|
chiahung.lin
|
165e788c3d
|
fix
|
2023-12-05 16:59:26 +08:00 |
|
chiahung.lin
|
9fab37a284
|
use getLaunchDate
|
2023-12-05 15:34:31 +08:00 |
|
chiahung.lin
|
21c037a877
|
FIX: fix list closed orders api limit
|
2023-12-04 20:01:54 +08:00 |
|
kbearXD
|
45c2ee0ed8
|
Merge pull request #1432 from c9s/chiahung/recover-with-origin-stats
FIX: use original status for recover
|
2023-11-30 15:10:52 +08:00 |
|
c9s
|
92b6ee0264
|
Merge pull request #1431 from c9s/narumi/fix-order-status-length
FIX: fix order status length
|
2023-11-30 14:02:29 +08:00 |
|
root
|
cdeb0bc908
|
FIX: format minimal profit to percent
|
2023-11-29 18:37:28 +08:00 |
|
root
|
a4ccad9463
|
FIX: deactivate exit when position in closing
|
2023-11-29 18:26:01 +08:00 |
|
c9s
|
4bf93b3bfa
|
Merge pull request #1430 from c9s/c9s/fix-is-newer-check
FIX: add executed quantity check when order status is partially filled
|
2023-11-29 17:52:39 +08:00 |
|
c9s
|
55cbe806d9
|
bbgo: fix isNewerOrderUpdate check and tests
|
2023-11-25 13:22:03 +08:00 |
|
c9s
|
326a0c6128
|
bbgo: replace update time check with isNewerOrderUpdate func call
|
2023-11-24 19:00:51 +08:00 |
|
c9s
|
6b27722b03
|
bbgo: rename func isNewerOrderUpdate
|
2023-11-24 19:00:51 +08:00 |
|
c9s
|
9e663916ed
|
bbgo: add test case for isNewerUpdateTime
|
2023-11-24 19:00:51 +08:00 |
|
c9s
|
8afd3c9ee1
|
bbgo: add test Test_isNewerUpdate
|
2023-11-24 19:00:51 +08:00 |
|
c9s
|
8f5f5dfeed
|
bbgo: add executed quantity check when order status is OrderStatusPartiallyFilled
|
2023-11-24 19:00:51 +08:00 |
|
chiahung
|
19be49fca8
|
FIX: use original status for recover
|
2023-11-24 14:17:19 +08:00 |
|
chiahung.lin
|
800148b271
|
remain only template part
|
2023-11-23 16:45:28 +08:00 |
|
chiahung.lin
|
aea3abae07
|
FEATURE: new strategy dca2 perparation
|
2023-11-23 16:32:34 +08:00 |
|
narumi
|
c30dd24550
|
fix order status length
|
2023-11-23 14:53:22 +08:00 |
|
kbearXD
|
75b8be5e17
|
Merge pull request #1405 from c9s/chiahung/grid2/use-rest-quote
FIX: [grid2] use rest quote to place the last order when opening grid
|
2023-11-23 12:46:53 +08:00 |
|
kbearXD
|
9722c3eb49
|
Merge pull request #1421 from c9s/feature/maxapi/get-closed-orders
FEATURE: use new max v3 api to query closed orders by timestamp
|
2023-11-23 12:46:30 +08:00 |
|
Edwin
|
dbac45aa76
|
pkg/util: rm retry
|
2023-11-21 18:01:21 +08:00 |
|
Edwin
|
87d763598f
|
pkg/exchange: use backoff retry
|
2023-11-21 18:01:21 +08:00 |
|
Edwin
|
51718b6eb2
|
pkg/exchnage: add log rate limiter to stream event
|
2023-11-21 18:01:18 +08:00 |
|
chiahung
|
7cb8da08cd
|
use asc as order by to query closed orders
|
2023-11-21 17:14:33 +08:00 |
|
chiahung
|
102eb61188
|
remove unused log
|
2023-11-21 17:06:20 +08:00 |
|
c9s
|
ae3f3e1f70
|
bump version to v1.54.0
|
2023-11-20 17:32:20 +08:00 |
|
c9s
|
c360c6045c
|
bbgo: call retry.QueryAccountUntilSuccessful in the startup time
|
2023-11-20 16:20:39 +08:00 |
|
c9s
|
7c59e3ddc4
|
bbgo: add setAccount for account mutex protection
|
2023-11-20 16:15:33 +08:00 |
|
c9s
|
3ea333fd52
|
bbgo: add DisableStartupBalanceQuery option
|
2023-11-20 16:14:09 +08:00 |
|
chiahung.lin
|
ce76ad3c03
|
use OrderByType
|
2023-11-20 15:32:04 +08:00 |
|
なるみ
|
08a09c2fee
|
Merge pull request #1408 from c9s/narumi/wise
|
2023-11-17 19:48:08 +08:00 |
|
c9s
|
eac0195815
|
bbgo: truncate trade buffer if it gets too large
|
2023-11-17 17:15:08 +08:00 |
|
c9s
|
c248b2a323
|
bbgo: remove local trade snapshot from db
|
2023-11-17 17:15:08 +08:00 |
|
c9s
|
e5033c093a
|
grid2: check order's original status for updating
|
2023-11-17 17:14:52 +08:00 |
|
c9s
|
5795a71111
|
binance,max: store original order status into the order struct
|
2023-11-17 17:14:52 +08:00 |
|
c9s
|
b307275e60
|
types: add order.originalStatus
|
2023-11-17 17:14:52 +08:00 |
|
c9s
|
fe9dc9a79d
|
bbgo: change pending update log level to info
|
2023-11-17 16:57:48 +08:00 |
|
c9s
|
3cfc810f8d
|
max: group the request building statement
|
2023-11-17 16:57:47 +08:00 |
|
c9s
|
d5fe13272e
|
service: log sync start time
|
2023-11-17 16:57:47 +08:00 |
|
c9s
|
f223703247
|
max: force type check on max.Exchange
|
2023-11-17 16:57:47 +08:00 |
|
chiahung.lin
|
592cdede66
|
FEATURE: use new max v3 api to query closed orders by timestamp
|
2023-11-17 16:21:20 +08:00 |
|
Edwin
|
f46ca57bb2
|
pkg/types: refactor exchange name
|
2023-11-17 16:15:56 +08:00 |
|
Edwin
|
4f224c1c2a
|
*: fix comments
|
2023-11-17 12:24:04 +08:00 |
|
Edwin
|
a074f8c57a
|
pkg/types: support bitget, bybit on exhcange unmrashal
|
2023-11-16 14:00:59 +08:00 |
|
Edwin
|
5eb1ddb49a
|
pkg/exchange: fix out-of-index
|
2023-11-16 13:33:42 +08:00 |
|
Edwin
|
93f8b79b69
|
pkg/exchange: use GTC if time-in-force empty
|
2023-11-16 13:33:17 +08:00 |
|
Edwin
|
6d39c9a5d1
|
pkg/exchange: use the now - 90 days instead of return err if since is 90 days earlier
|
2023-11-15 22:22:55 +08:00 |
|
Edwin
|
687ffe985c
|
pkg/exchange: use time.Time instead of int64 to represent time
|
2023-11-15 22:20:26 +08:00 |
|
Edwin
|
cf527a6f05
|
pkg/exchange: make the CTime and UTime to qualified name
|
2023-11-15 17:16:07 +08:00 |
|
Edwin
|
4f94f7acc0
|
pkg/exchange: implement order trade user stream
|
2023-11-15 17:16:05 +08:00 |
|
narumi
|
fdc4c12ac1
|
add wise rate api
|
2023-11-15 15:50:39 +08:00 |
|
Edwin
|
720fe2e12e
|
pkg/bbgo, pkg/types: add new interface PrivateChannelSymbolSetter
|
2023-11-15 10:47:16 +08:00 |
|
bailantaotao
|
580c6d2030
|
Merge pull request #1417 from c9s/edwin/skip-ping-pong-event
REFACTOR: [stream] skip pong event on emitting raw message
|
2023-11-14 20:49:13 +08:00 |
|
bailantaotao
|
43c50b46a6
|
Merge pull request #1415 from c9s/edwin/bitget/use-v2-tickers
FEATURE: [bitget] use v2 tickers
|
2023-11-14 20:48:52 +08:00 |
|
Edwin
|
562f85af75
|
pkg/exchange: rename v2Client -> v2client
|
2023-11-14 20:42:11 +08:00 |
|
Edwin
|
5808e0184b
|
pkg/types: skip pong event on emitting raw message
|
2023-11-14 20:41:07 +08:00 |
|
bailantaotao
|
8ca8e4c946
|
Merge pull request #1416 from c9s/edwin/bitget/add-restful-api-validator
FEATURE: [bitget] add response validator
|
2023-11-14 20:38:15 +08:00 |
|
Edwin
|
53bce6d5c1
|
pkg/exchange: use v2 query ticker
|
2023-11-14 15:40:45 +08:00 |
|
Edwin
|
737f2fc86d
|
pkg/exchange: add response validator
|
2023-11-14 15:26:07 +08:00 |
|
Edwin
|
5e5b8e1388
|
pkg/exchange: use v2 symbols
|
2023-11-14 14:35:16 +08:00 |
|
Edwin
|
eb04eaeea4
|
pkg/exchange: types.kline end time should -1 time.Millisecond
|
2023-11-14 14:21:31 +08:00 |
|
Edwin
|
755ea5e427
|
pkg/exchange: implement query kline api
|
2023-11-14 14:21:29 +08:00 |
|
bailantaotao
|
784030821e
|
Merge pull request #1406 from c9s/edwin/bitget/add-balance-event
FEATURE: [bitget]add balance event
|
2023-11-14 11:12:41 +08:00 |
|
bailantaotao
|
594ad89c67
|
Merge pull request #1409 from c9s/edwin/bybit/pint-log
CHORE: [bybit] print fee rate log
|
2023-11-13 12:28:55 +08:00 |
|
Edwin
|
ef280077cd
|
pkg/exchange: print fee rate log
|
2023-11-13 11:53:41 +08:00 |
|
c9s
|
6fed3ef5f4
|
Merge pull request #1407 from c9s/feature/environment-config
FEATURE: add environment config for disabling some klines defaults
|
2023-11-11 13:18:38 +08:00 |
|
c9s
|
38507f4dd1
|
bitget: add channel api code
|
2023-11-11 07:59:44 +08:00 |
|
c9s
|
b28b5e4097
|
bbgo: add environment config for disabling some klines defaults
|
2023-11-11 07:42:29 +08:00 |
|
Edwin
|
f49b14ac45
|
pkg/exchange: add balance event
|
2023-11-10 22:35:39 +08:00 |
|
Edwin
|
6c96d12d99
|
pkg/exchange: add login method
|
2023-11-10 21:56:18 +08:00 |
|
Edwin
|
639947c8b7
|
pkg/exchange: support cancel order
|
2023-11-10 16:41:42 +08:00 |
|
Edwin
|
a26b158230
|
pkg/exchange: support query trades
|
2023-11-10 16:31:15 +08:00 |
|
bailantaotao
|
58a810ecc9
|
Merge pull request #1399 from c9s/edwin/bitget/submit-orders
FEATURE: [bitget] support submit order
|
2023-11-10 16:02:59 +08:00 |
|
Edwin
|
cb5e305fed
|
pkg/exchange: support submit order
|
2023-11-10 15:47:44 +08:00 |
|
chiahung
|
c8c9659dd1
|
use PricePrecision for quote round up
|
2023-11-09 17:17:59 +08:00 |
|
chiahung
|
80ea46ca92
|
FEATURE: use rest quote to place the last order when opening grid
|
2023-11-09 16:20:11 +08:00 |
|
c9s
|
31fb96c171
|
bump version to v1.53.0
|
2023-11-09 12:56:18 +08:00 |
|
c9s
|
3563c0b986
|
liquiditymaker: filterAskOrders by base balance
|
2023-11-09 11:56:07 +08:00 |
|
c9s
|
cc5c033af7
|
liquiditymaker: use order generator
|
2023-11-09 11:56:07 +08:00 |
|
c9s
|
533907894e
|
liquiditymaker: implement order generator
|
2023-11-09 11:56:07 +08:00 |
|
c9s
|
dda2cfb73d
|
liquiditymaker: first commit
|
2023-11-09 11:56:07 +08:00 |
|
c9s
|
d2dab58193
|
scmaker: clean up scmaker risk control
|
2023-11-09 11:56:07 +08:00 |
|
c9s
|
2c842e54e8
|
scmaker: fix scmaker stream book binding
|
2023-11-09 11:56:07 +08:00 |
|
c9s
|
610de4c10c
|
Merge pull request #1403 from c9s/edwin/upgrade-requestgen
|
2023-11-09 11:11:34 +08:00 |
|
Edwin
|
3978fca27d
|
pkg/exchange: support query closed orders
|
2023-11-09 09:26:59 +08:00 |
|
bailantaotao
|
e70c04cb65
|
Merge pull request #1392 from c9s/edwin/bitget/QueryOpenOrders
FEATURE: [bitget] add query open orders
|
2023-11-09 09:11:32 +08:00 |
|
Edwin
|
2c072281d7
|
pkg/exchange: add assertion for api response
|
2023-11-08 22:43:01 +08:00 |
|
Edwin
|
2d650cd1d9
|
pkg/exchange: add defensive program to ensure the order length is expected
|
2023-11-08 22:08:21 +08:00 |
|
kbearXD
|
20dccc05f9
|
Merge pull request #1396 from c9s/chiahung/grid2/persistence-ttl
FEATURE: add ttl for position/grid2.profit_stats persistence
|
2023-11-08 13:50:29 +08:00 |
|
chiahung
|
52d4f50c88
|
remove sync every ticker
|
2023-11-08 11:15:06 +08:00 |
|
kbearXD
|
8a6a26239d
|
Merge pull request #1395 from c9s/chiahung/grid2/fix-sync-before
FIX: fix skip syncing active order
|
2023-11-08 11:05:36 +08:00 |
|
Edwin
|
b41f4712d7
|
pkg/exchange: add fee recover
|
2023-11-07 17:17:38 +08:00 |
|
chiahung
|
4a40c8bea2
|
refactor
|
2023-11-07 17:00:29 +08:00 |
|
chiahung
|
e6fc006747
|
recoverC back to size 1
|
2023-11-07 15:21:48 +08:00 |
|
Edwin
|
2049e71cf6
|
pkg/exchange: rm the retry
|
2023-11-07 14:53:00 +08:00 |
|
chiahung
|
df2fd170db
|
return bool to let syncActiveOrderBook really sync or skip
|
2023-11-07 14:39:29 +08:00 |
|
chiahung
|
7de49155eb
|
fix
|
2023-11-07 13:30:58 +08:00 |
|
chiahung
|
c8becbe4f5
|
bbgo.sync when syncActiveOrders
|
2023-11-07 10:56:19 +08:00 |
|
Edwin
|
f595cc9cc0
|
pkg/exchange: add query open orders
|
2023-11-06 23:40:22 +08:00 |
|
Edwin
|
82ac8f184f
|
pkg/exchange: to periodically fetch the fee rate
|
2023-11-06 22:17:29 +08:00 |
|
chiahung
|
dcff850c64
|
FEATURE: add ttl for position/grid2.profit_stats persistence
|
2023-11-06 18:52:01 +08:00 |
|
chiahung
|
358aef770f
|
FIX: fix skip syncing active order
|
2023-11-06 17:13:16 +08:00 |
|
c9s
|
e614741a48
|
grid2: add another test case for 0 baseGridNum
|
2023-11-04 12:56:11 +08:00 |
|