1937 Commits

Author	SHA1	Message	Date
c9s	54779444f4	bump version to v1.25.0	2022-01-09 22:54:21 +08:00
c9s	9ca4e23aaf	add strategy documentation	2022-01-09 22:43:49 +08:00
c9s	bba4e86fdf	bollmaker: adjust default skew parameter	2022-01-09 22:37:27 +08:00
c9s	b98777afe4	bollmaker: pull out skew options	2022-01-09 22:32:23 +08:00
c9s	d94cc2df31	bbgo: add recover callbacks to trace collector	2022-01-09 15:39:59 +08:00
c9s	ab3dabcbcc	bump version to v1.24.0	2022-01-09 11:44:41 +08:00
c9s	cbff0b6eca	types: improve position fee display for telegram	2022-01-09 11:42:01 +08:00
c9s	6ce8edba7d	xmaker: add error rate limiter	2022-01-09 11:33:34 +08:00
c9s	471a1b2baa	xmaker: adjust minimal quantity and minimal notional threshold	2022-01-09 10:18:31 +08:00
c9s	7e9b768e4c	slacknotifier: apply rate limiter to 1 message per second	2022-01-09 10:14:39 +08:00
c9s	cd340bd596	bollmaker: check s.MaxExposurePosition	2022-01-09 03:03:54 +08:00
c9s	0cec652f38	bollmaker: skip submitOrder calls if submitOrders is empty	2022-01-09 02:35:12 +08:00
c9s	656ef942e4	bollmaker: add disable short option	2022-01-09 02:24:10 +08:00
c9s	4df5847647	bollmaker: add quantity scaling for closing position	2022-01-09 01:57:51 +08:00
c9s	4cdb5b607b	rename bollpp to bollmaker	2022-01-09 01:20:47 +08:00
c9s	02dfdb57bd	types: pull out position type	2022-01-09 00:45:19 +08:00
c9s	1b1fc3ad66	types: collect fees	2022-01-09 00:39:55 +08:00
c9s	7e2acdc416	all: add lock protected GetBase method for Position	2022-01-09 00:35:45 +08:00
c9s	9b92c8948d	xmaker: fix quantity truncation and add check for min quantity n min notional	2022-01-09 00:30:18 +08:00
c9s	415cda3fca	bump version to v1.23.0	2022-01-08 19:06:03 +08:00
c9s	d1420e66be	fix TestTradeCollector_ShouldNotCountDuplicatedTrade	2022-01-08 02:20:30 +08:00
c9s	cb189d885c	fix backtest for limit maker order and bollpp strategy	2022-01-08 02:18:44 +08:00
c9s	e0b906a88b	bbgo: fix processTrade	2022-01-07 16:53:11 +08:00
c9s	f4ebae17bb	xmaker: when recover the trade, notify	2022-01-07 13:13:57 +08:00
c9s	a5fb408a16	twap: refactor and call activeMakerOrders.GracefulCancel	2022-01-07 01:34:23 +08:00
c9s	d013713c00	types: add exchange name to trade key	2022-01-07 01:25:07 +08:00
c9s	e312ec953c	bbgo: rename test case	2022-01-07 01:23:54 +08:00
c9s	d63cc42867	bbgo: add trade collector test	2022-01-07 01:17:07 +08:00
c9s	a49d001c29	xmaker: add trade scanner	2022-01-07 01:03:12 +08:00
c9s	69ae3259ff	bbgo: mark trade as done in the trade collector for preventing duplicated trade	2022-01-07 00:28:12 +08:00
c9s	01c7429758	trade: use assignment instead of append	2022-01-07 00:21:14 +08:00
c9s	41574a2390	xmaker: use millisecond jitter from the util package	2022-01-07 00:14:24 +08:00
c9s	259771b0b0	all: pull out the graceful cancel process to the local active book	2022-01-07 00:10:40 +08:00
c9s	47e23fda90	bbgo: add cache expiry	2022-01-06 23:57:42 +08:00
c9s	1d5406ef21	xmaker: always update maker market	2022-01-06 23:27:06 +08:00
c9s	c8bf85f4e2	xmaker: improve pips	2022-01-05 11:34:07 +08:00
c9s	e997220321	xmaker: fix ask pips	2022-01-05 11:32:56 +08:00
c9s	8b6cae9107	max: fix max authenticated event parsing	2022-01-02 12:20:38 +08:00
c9s	e04139a330	max: clean up and refactor max stream	2022-01-02 12:02:36 +08:00
c9s	cc0e5f71b0	clean up binance stream	2022-01-02 12:02:36 +08:00
Yo-An Lin	b22bb4b28d	Merge pull request #416 from tony1223/bug/415-ftx-kline ... exchange/ftx: #415 fix kline issue	2022-01-02 02:46:22 +08:00
c9s	85c14e5966	binance: fix parser tests	2022-01-02 02:44:47 +08:00
c9s	dcea623264	binance: change listen key update interval to 10 minutes	2022-01-02 02:41:58 +08:00
c9s	96fedfd311	okex: refactor okex stream	2022-01-02 02:37:33 +08:00
TonyQ	8315607de3	exchange/ftx: #415 fix kline issue	2022-01-02 02:34:29 +08:00
c9s	9d382a6b8c	binance: use sync.Once to protect the set server time calls	2022-01-02 02:14:04 +08:00
c9s	ffe216ca2d	kucoin: remove unused fields	2022-01-02 02:11:55 +08:00
c9s	76d11af284	kucoin: fix connection field	2022-01-02 02:11:36 +08:00
c9s	f4bfd8cc6b	all: move Reconnector to standard stream	2022-01-02 02:08:34 +08:00
c9s	6f6dac611e	refactor websocket stream into standard websocket stream	2022-01-02 01:54:47 +08:00
c9s	073845baa1	bump version to v1.22.3	2022-01-01 02:52:14 +08:00
c9s	3c57ce788e	add startTime to the trade sync query	2022-01-01 02:51:58 +08:00
c9s	ab0519c4be	start time is required for syncing trades	2022-01-01 02:50:07 +08:00
c9s	83053ab807	bump version to v1.22.3	2022-01-01 02:45:59 +08:00
c9s	7d64a30a6b	kucoin: fix launch date with local time zone	2022-01-01 02:45:47 +08:00
c9s	0fc5f74cb1	bump version to v1.22.3	2022-01-01 02:43:48 +08:00
c9s	129f44bbcb	fix empty start time sync issue	2022-01-01 02:43:08 +08:00
c9s	25f01b8837	kucoin: refactor ticker request	2022-01-01 02:07:48 +08:00
c9s	be408055a6	kucoin: refactor account service api	2022-01-01 02:04:20 +08:00
c9s	61736a6263	bump version to v1.22.2	2022-01-01 01:35:37 +08:00
c9s	6ff24e713e	xmaker: fix notification format	2022-01-01 01:34:48 +08:00
c9s	6d5ab33d17	kucoin: fix kucoin order query	2022-01-01 01:28:29 +08:00
c9s	556a581ae1	kucoin: add kucoin list history orders request	2022-01-01 00:46:33 +08:00
c9s	809528a9cc	bump version to v1.22.1	2021-12-31 15:27:01 +08:00
c9s	6055f90680	xmaker: add cover and uncover logs	2021-12-31 15:26:51 +08:00
c9s	5b250d0e28	bump version to v1.22.1	2021-12-31 15:17:30 +08:00
c9s	1116fc1de1	session: print klines only when debug-kline is enabled	2021-12-31 15:13:26 +08:00
c9s	899e8d2d58	Revert "xmaker: fix s.state.CoveredPosition.AtomicAdd add" ... This reverts commit 5999dc1151.	2021-12-31 14:23:02 +08:00
c9s	e05da17f4f	sync: skip rejected withdraw record	2021-12-31 14:20:36 +08:00
c9s	eba33329d1	always sort orders and trades in the batch query	2021-12-31 14:12:41 +08:00
c9s	2a8caa3780	batch: show trade sync time range in the message	2021-12-31 13:56:53 +08:00
c9s	20c6c7eb9a	all: fix trade, order sync for kucoin	2021-12-31 13:52:16 +08:00
c9s	5f84f13e21	kucoin: fix trade time field issue	2021-12-31 13:20:34 +08:00
c9s	5999dc1151	xmaker: fix s.state.CoveredPosition.AtomicAdd add	2021-12-31 02:00:39 +08:00
c9s	63ccc2d3d0	bbgo: remove order if ExecutedQuantity is zero	2021-12-31 01:55:22 +08:00
c9s	aaa52ecea4	xmaker: remove unsued localTimeZone var	2021-12-31 01:53:30 +08:00
c9s	f2b852c486	bump version to v1.22.0	2021-12-31 01:52:29 +08:00
c9s	e09b4fa5fb	kucoin: rewrite cancel all orders request	2021-12-31 01:50:56 +08:00
c9s	6addd503aa	kucoin: generate PlaceOrderRequest with requestgen	2021-12-31 01:43:31 +08:00
c9s	af19875e2e	kucoin: fix predefined generate command alias	2021-12-31 01:39:45 +08:00
c9s	b91bf10a7c	kucoin: remove New prefix from the requests	2021-12-31 01:36:41 +08:00
Yo-An Lin	8aef3c002a	Merge pull request #412 from austin362667/refactor/futures-account ... binance: add futures stream	2021-12-31 01:27:34 +08:00
c9s	b8b5ccdd2d	kucoin: refactor account service with requestgen	2021-12-31 01:25:04 +08:00
austin362667	9483a0d10d	binance: modify methods for registering callbacks	2021-12-31 00:11:47 +08:00
austin362667	65d37c1983	binance: add futures stream	2021-12-31 00:08:27 +08:00
austin362667	3d63032f7d	types: modify Positions to FuturesPositions	2021-12-31 00:08:27 +08:00
austin362667	5cc768031e	binance: add FuturesPosition conversion	2021-12-31 00:08:27 +08:00
austin362667	b000f572b4	types: add FuturesPosition	2021-12-31 00:08:27 +08:00
c9s	a4949a100d	bump version to v1.21.4	2021-12-30 23:47:31 +08:00
c9s	3c2704c4ae	add binance.us support	2021-12-30 23:46:43 +08:00
c9s	c467529b23	bump version to v1.21.3	2021-12-30 22:04:38 +08:00
c9s	ba73d5a09a	fix kucoin orderTime parsing and order id conversion	2021-12-30 22:02:50 +08:00
c9s	76d31e7614	kucoin: add client order ID to converter	2021-12-30 21:39:50 +08:00
c9s	31070c3950	pull out connection status binder	2021-12-30 17:25:47 +08:00
c9s	26ff576727	fix connection status callbacks	2021-12-30 17:23:27 +08:00
c9s	4383823135	use trimTrailingZeroFloat	2021-12-30 17:21:23 +08:00
c9s	cfc66dc13e	bbgo: add session connection notification	2021-12-30 17:18:04 +08:00
c9s	8995ce2824	binance: adjust timeout	2021-12-30 16:51:30 +08:00
c9s	890fb5327a	rename StreamRequest to WebSocketCommand	2021-12-30 16:49:07 +08:00
c9s	35e0b1d146	binance: fix binance stream graceful shutdown	2021-12-30 16:47:39 +08:00