c9s
|
e0e27e75bb
|
schedule: graceful cancel orders before the next submission
|
2023-06-07 16:30:54 +08:00 |
|
c9s
|
f6a300a7c4
|
schedule: add useLimitOrder option
|
2023-06-07 16:27:36 +08:00 |
|
c9s
|
aa281b164e
|
bbgo: improve tradingStop message
|
2023-06-07 16:14:46 +08:00 |
|
c9s
|
9f5ef21dda
|
types: Add TradeWith helper
|
2023-06-07 16:14:46 +08:00 |
|
c9s
|
b90564be90
|
bbgo: fix order executor error message and add price check
|
2023-06-07 16:14:46 +08:00 |
|
c9s
|
ca78a3379a
|
indicator: add cross stream
|
2023-06-07 16:14:46 +08:00 |
|
c9s
|
7f3f2c1217
|
types: move cross result to a single file
|
2023-06-07 16:14:46 +08:00 |
|
c9s
|
24003139f4
|
types: fix return value var
|
2023-06-07 16:14:46 +08:00 |
|
c9s
|
97e7b93997
|
indicator: rewrite Multiply to make it consistent with Subtract
|
2023-06-07 16:14:46 +08:00 |
|
c9s
|
aae7fd310e
|
indicator: add ATRP indicator
|
2023-06-07 16:14:46 +08:00 |
|
Yo-An Lin
|
8a8111140e
|
Merge pull request #1188 from c9s/feature/v2-indicator-multiply
FEATURE: [indicator] add multiply operator
|
2023-06-01 21:28:29 +08:00 |
|
Yo-An Lin
|
c0bb953019
|
Merge pull request #1185 from c9s/c9s/fix-autoborrow
FIX: [autoborrow] add max borrowable check and add more notifications
|
2023-06-01 21:24:34 +08:00 |
|
Yo-An Lin
|
8792000be0
|
Merge pull request #1190 from c9s/feature/v2indicator-pivotlow
|
2023-06-01 21:20:22 +08:00 |
|
Yo-An Lin
|
e8b27c5044
|
Merge pull request #1186 from c9s/feature/v2-indicator-cma
FEATURE: [indicator] add v2 CMA indicator
|
2023-06-01 18:04:47 +08:00 |
|
c9s
|
15d1caef31
|
indicator: add pivothigh v2 indicator
|
2023-06-01 17:31:12 +08:00 |
|
c9s
|
9a486388fa
|
indicator: add v2 pivot low indicator
|
2023-06-01 17:17:14 +08:00 |
|
c9s
|
8a8edc7bb6
|
indicator: rename price.go to v2_price.go
|
2023-06-01 16:52:02 +08:00 |
|
c9s
|
0b01750528
|
indicator: drop unused code
|
2023-06-01 15:56:47 +08:00 |
|
c9s
|
b141ae3ece
|
indicator: add stddev v2
|
2023-06-01 15:19:12 +08:00 |
|
c9s
|
3d4b88fa7d
|
indicator: drop unused stddev code
|
2023-06-01 14:59:02 +08:00 |
|
c9s
|
b0abc1bf55
|
indicator: drop ssf unused func
|
2023-06-01 14:54:25 +08:00 |
|
c9s
|
66d99ce6ae
|
indicator: add stoch test
|
2023-06-01 14:52:09 +08:00 |
|
c9s
|
4f07a44b61
|
indicator: add v2 stochastic oscillator
|
2023-06-01 14:43:29 +08:00 |
|
c9s
|
1535572b43
|
indicator: add multiply operator
|
2023-06-01 14:30:16 +08:00 |
|
c9s
|
8ebf5723a7
|
indicator: add v2 CMA indicator
|
2023-06-01 14:27:03 +08:00 |
|
c9s
|
3e9458499c
|
indicator: fix tests
|
2023-06-01 12:39:30 +08:00 |
|
c9s
|
b55fbd5c96
|
autoborrow: check maxBorrowable
|
2023-06-01 12:27:39 +08:00 |
|
c9s
|
95e1f10934
|
autoborrow: send notify when auto repay is skip
|
2023-06-01 12:18:53 +08:00 |
|
c9s
|
fa0cb1e85f
|
binance: document balanceUpdate event
|
2023-06-01 12:17:45 +08:00 |
|
c9s
|
1dfb0cd1a1
|
autoborrow: notify balance delta event
|
2023-06-01 12:13:51 +08:00 |
|
c9s
|
f349f3620c
|
autoborrow: add SlackAttachment support to the binance balance update event
|
2023-06-01 12:13:22 +08:00 |
|
c9s
|
23a49a8fd2
|
indicator: fix klines stream emitter
|
2023-06-01 11:43:37 +08:00 |
|
c9s
|
9c43c75361
|
floats: fix floats.Slice truncate
|
2023-06-01 11:43:22 +08:00 |
|
c9s
|
e320e5d249
|
indicator: remove unused low value indicator
|
2023-06-01 08:56:17 +08:00 |
|
c9s
|
0da0b1086a
|
indicator: fix SMA truncate call
|
2023-06-01 08:33:14 +08:00 |
|
c9s
|
01ef6c2628
|
indicator: add v2 MACD
|
2023-06-01 08:28:49 +08:00 |
|
c9s
|
ee8bbe3418
|
indicator: add v2 sma
|
2023-06-01 08:11:30 +08:00 |
|
c9s
|
47e869a9f7
|
floats: add Truncate method support to floats slice
|
2023-06-01 08:11:19 +08:00 |
|
c9s
|
9e6cb0858e
|
indicator: simplify source, calculate binding
|
2023-06-01 07:58:58 +08:00 |
|
c9s
|
c9c13b2013
|
all: replace all Index(i) callers
|
2023-06-01 07:46:50 +08:00 |
|
c9s
|
5515f588e3
|
all: add parameter index to the Last method
|
2023-05-31 19:35:44 +08:00 |
|
c9s
|
2a074ba11b
|
floats: add Average method on floats.Slice
|
2023-05-31 16:30:19 +08:00 |
|
c9s
|
114e292d8f
|
indicator: rewrite RSI indicator
|
2023-05-31 16:30:04 +08:00 |
|
c9s
|
e58db43067
|
indicator: rename v2 indicators
|
2023-05-31 13:08:40 +08:00 |
|
c9s
|
ba0102e992
|
pivotshort: fix find pivot func call
|
2023-05-31 13:08:21 +08:00 |
|
c9s
|
266016a278
|
indicator: simplify ATR2
|
2023-05-30 13:53:59 +08:00 |
|
c9s
|
ebf9c43cd5
|
indicator: separate TR + RMA and ATR = TR + RMA
|
2023-05-30 13:51:00 +08:00 |
|
c9s
|
a887eaf542
|
indicator: fix the comment
|
2023-05-30 13:50:59 +08:00 |
|
c9s
|
811e624302
|
indicator: simplify and refactor atr2
|
2023-05-30 13:50:59 +08:00 |
|
c9s
|
f65d6267fc
|
indicator: refactor ATRStream
|
2023-05-30 13:50:59 +08:00 |
|
c9s
|
da15f47f17
|
indicator: refactor Float64Series and improve RMA2
|
2023-05-30 13:50:59 +08:00 |
|
c9s
|
1bf44720e2
|
indicator: update and clean up rma2
|
2023-05-30 13:50:59 +08:00 |
|
c9s
|
1450d193a4
|
indicator: refactor/add float64 series
|
2023-05-30 13:50:59 +08:00 |
|
c9s
|
e094f422fc
|
indicator: rename v2 indicator file
|
2023-05-30 13:50:59 +08:00 |
|
c9s
|
68570e1eeb
|
indicator: move EWMA2 to ewma2.go
|
2023-05-30 13:50:59 +08:00 |
|
c9s
|
8c7962f07f
|
indicator: move out subtract stream
|
2023-05-30 13:50:59 +08:00 |
|
c9s
|
f067c92733
|
floats: document LSM
|
2023-05-30 13:50:59 +08:00 |
|
c9s
|
e91142f4e9
|
indicator: rename func to floats.FindPivot
|
2023-05-30 13:15:47 +08:00 |
|
c9s
|
89aa63dd64
|
floats: add floats LSM
|
2023-05-30 13:15:47 +08:00 |
|
Yo-An Lin
|
67fe27774c
|
Merge pull request #1179 from c9s/c9s/refactor-indicator
FEATURE: new indicator API design
|
2023-05-29 17:06:16 +08:00 |
|
c9s
|
5ef7da8422
|
grid2: fix precheck
|
2023-05-26 16:09:07 +08:00 |
|
c9s
|
5bf204b890
|
indicator: support histrical price push
|
2023-05-26 15:18:43 +08:00 |
|
c9s
|
9fac61351d
|
all: rename Minus() to Sub()
|
2023-05-26 15:06:52 +08:00 |
|
c9s
|
648e99f52a
|
all: refactor and rename indicator.MACD to indicator.MACDLegacy
|
2023-05-26 15:06:52 +08:00 |
|
c9s
|
273659a870
|
grid2: update comment
|
2023-05-26 14:51:06 +08:00 |
|
c9s
|
8c09c9668a
|
grid2: improve base quote investment check
|
2023-05-26 14:49:56 +08:00 |
|
c9s
|
171e0678b6
|
indicator: remove underscore var
|
2023-05-25 22:19:14 +08:00 |
|
c9s
|
a994235300
|
indicator: move doc
|
2023-05-25 22:18:54 +08:00 |
|
c9s
|
bcf77141ca
|
all: re-design and refactor indicator api
|
2023-05-25 22:17:50 +08:00 |
|
Yo-An Lin
|
cf5d71b4bc
|
Merge pull request #1176 from c9s/c9s/grid2/base-quote
FIX: [grid2] fix base + quote calculation and add baseGridNumber config field
|
2023-05-25 14:45:45 +08:00 |
|
c9s
|
f7a5c84768
|
all: reformat code
|
2023-05-25 14:01:22 +08:00 |
|
c9s
|
8e426ca4bf
|
grid2: add last price == sell price case
|
2023-05-25 13:31:47 +08:00 |
|
zenix
|
508f42663d
|
fix: some types in SeriesExtended are not supported
|
2023-05-24 19:47:36 +09:00 |
|
Yo-An Lin
|
862848721f
|
Fix placeSell condition
|
2023-05-24 17:52:14 +08:00 |
|
c9s
|
26cbd60a66
|
grid2: add one more test case for base + quote
|
2023-05-23 17:36:01 +08:00 |
|
c9s
|
1cf788c925
|
grid2: fix base + quote order placement and add test case
|
2023-05-23 17:34:03 +08:00 |
|
c9s
|
d5cf53ee94
|
grid2: fix comparison
|
2023-05-22 18:20:34 +08:00 |
|
c9s
|
ce2bd7ca7d
|
grid2: override placeSell if BaseGridNumber is defined
|
2023-05-22 18:13:51 +08:00 |
|
c9s
|
2046ccc791
|
grid2: pull out sell boolean var
|
2023-05-22 18:10:51 +08:00 |
|
c9s
|
0c6ef38ea3
|
grid2: apply baseGridNumber
|
2023-05-22 18:08:39 +08:00 |
|
c9s
|
f11d869d02
|
grid2: sub 1 only when num > 0
|
2023-05-22 17:26:22 +08:00 |
|
c9s
|
6ae5d2f33a
|
grid2: round down before the quantity calculation
|
2023-05-22 17:25:00 +08:00 |
|
c9s
|
a083ec8395
|
grid2: check numberOfSellOrders == 0
|
2023-05-22 17:20:16 +08:00 |
|
c9s
|
c93a3d14b3
|
grid2: round up minBaseQuantity
|
2023-05-19 16:46:17 +08:00 |
|
c9s
|
4c13171cb0
|
grid2: add more test for spec
|
2023-05-19 16:42:26 +08:00 |
|
c9s
|
3a2dbc934b
|
grid2: add TestStrategy_calculateBaseQuoteInvestmentQuantity test case
|
2023-05-19 16:37:44 +08:00 |
|
c9s
|
0c4cd7049f
|
grid2: rewrite the base+quote algo
|
2023-05-19 15:04:17 +08:00 |
|
c9s
|
86a99b5902
|
grid2: truncate max base quantity
|
2023-05-19 13:56:01 +08:00 |
|
c9s
|
c5e7a78067
|
types: add RoundDownQuantityByPrecision
|
2023-05-18 18:26:14 +08:00 |
|
c9s
|
0bb697bc1e
|
maxapi: move NewGetMarginLoanHistoryRequest method to the bottom of the file
|
2023-05-18 18:26:03 +08:00 |
|
c9s
|
2fe915f73a
|
types: add MarshalJSON method on strint64
|
2023-05-18 18:08:40 +08:00 |
|
c9s
|
9c6de12e19
|
types: add StrInt64 type for unmarshalling integer in string
|
2023-05-18 17:32:15 +08:00 |
|
c9s
|
b32d890860
|
bitgetapi: add GetFillsRequest
|
2023-05-18 15:59:16 +08:00 |
|
c9s
|
fce281b6a8
|
bitgetapi: add GetOrderHistoryRequest
|
2023-05-18 15:47:58 +08:00 |
|
c9s
|
312c8baeb3
|
bitget: add open orders request
|
2023-05-18 15:38:57 +08:00 |
|
c9s
|
ae1c1377ce
|
bitget: define OrderStatus
|
2023-05-18 15:37:01 +08:00 |
|
c9s
|
90f704bab0
|
bitgetapi: add get order detail request
|
2023-05-18 15:22:50 +08:00 |
|
c9s
|
51e05499b2
|
bitgetapi: add CancelOrderBySymbolRequest
|
2023-05-18 11:59:49 +08:00 |
|
c9s
|
0c887a6bfb
|
bitgetapi: add place order request api
|
2023-05-18 11:23:30 +08:00 |
|
c9s
|
a5a64fa6d4
|
bitgetapi: add getDepthRequest
|
2023-05-18 11:13:06 +08:00 |
|
c9s
|
cff98bc141
|
bitgetapi: refactor tests
|
2023-05-18 10:54:00 +08:00 |
|
c9s
|
3154961d72
|
bitget: add more public api tests
|
2023-05-17 18:04:24 +08:00 |
|
c9s
|
c347a2423a
|
bitget: update generated request files and fix account assets api data type
|
2023-05-17 17:53:24 +08:00 |
|
c9s
|
e31a6ca3c8
|
bitget: add GetAllTickers request
|
2023-05-17 16:56:39 +08:00 |
|
c9s
|
8932da7e3f
|
bitget: add get ticker request
|
2023-05-17 16:55:21 +08:00 |
|
c9s
|
b726a0e51d
|
bitget: add get server time request and get symbols request
|
2023-05-17 16:52:15 +08:00 |
|
c9s
|
2c88e197b6
|
bitget: add account api
|
2023-05-17 16:39:10 +08:00 |
|
c9s
|
feb20571e9
|
kucoin: split request files
|
2023-05-17 16:27:43 +08:00 |
|
c9s
|
71be12bfc3
|
bitget: adjust sign format
|
2023-05-17 16:23:39 +08:00 |
|
c9s
|
0886b287a4
|
bitget: make credential field in lower case
|
2023-05-17 14:45:53 +08:00 |
|
c9s
|
e23f4b5114
|
bitget: minimize api client code
|
2023-05-17 14:26:25 +08:00 |
|
c9s
|
f942f7afd8
|
okex: rename constant names
|
2023-05-17 13:45:38 +08:00 |
|
c9s
|
5f8bda7d72
|
bitget: add minimal bitget exchange
|
2023-05-17 13:43:21 +08:00 |
|
c9s
|
6bed2a31f6
|
all: refactor exchange factory to return the minimal implementation
|
2023-05-17 13:43:00 +08:00 |
|
c9s
|
b544d51772
|
types: split exchange interface
|
2023-05-17 13:24:04 +08:00 |
|
c9s
|
70ed672e6f
|
exchange: remove subAccount var
|
2023-05-16 19:26:05 +08:00 |
|
c9s
|
ad502f67e9
|
types: simplify ValidExchangeName function
|
2023-05-16 18:32:08 +08:00 |
|
c9s
|
9f1c2f9ae4
|
types: update exchange name constants
|
2023-05-16 18:26:55 +08:00 |
|
c9s
|
420654c5ed
|
bbgo: rename NewStandard to just New
|
2023-05-16 18:24:06 +08:00 |
|
c9s
|
5e8f8b492a
|
all: remove unused subAccount parameter since it was designed for ftx
|
2023-05-16 18:21:47 +08:00 |
|
c9s
|
983707b56a
|
exchange: drop unused function
|
2023-05-16 18:21:18 +08:00 |
|
c9s
|
0b6dc41091
|
types: split exchange interface for ExchangeMinimal
|
2023-05-16 18:17:11 +08:00 |
|
c9s
|
177610266d
|
cmd: add exchangetest cmd and document NewWithEnvVarPrefix
|
2023-05-16 18:15:27 +08:00 |
|
c9s
|
7146ce9c8b
|
bitget: add basic bitget api client
|
2023-05-16 17:14:23 +08:00 |
|
c9s
|
17b05b61ba
|
strategy: fix fastCancel api calls
|
2023-05-16 16:44:40 +08:00 |
|
c9s
|
027fe9f5e1
|
drift: adopt the fastOrderExecutor
|
2023-05-16 16:39:04 +08:00 |
|
c9s
|
9b9d7455ec
|
bbgo: move Fast* methods to the FastOrderExecutor
|
2023-05-16 16:39:04 +08:00 |
|
c9s
|
7aa673c673
|
max: add currency parameter to /api/v3/wallet/:walletType/accounts api
|
2023-05-15 20:11:58 +08:00 |
|
Yo-An Lin
|
24ca1b103b
|
Merge pull request #1166 from c9s/c9s/max/api-v3-fix
FIX: [max] replace deprecated max v3 API
|
2023-05-15 15:19:21 +08:00 |
|
Andy Cheng
|
f864cc895c
|
feature/profitReport: accumulated profit report as a package
|
2023-05-11 14:54:45 +08:00 |
|
Andy Cheng
|
b148a02491
|
strategy/supertrend: add net profit
|
2023-05-08 13:43:25 +08:00 |
|
narumi
|
174fd7b8e7
|
support binance futures trading data
|
2023-05-05 15:15:31 +08:00 |
|
c9s
|
7cf80473e5
|
maxapi: fix margin interest history request
|
2023-05-04 17:23:04 +08:00 |
|
c9s
|
1ca81e11e6
|
maxapi: add currency field to the accounts api
|
2023-05-04 17:20:42 +08:00 |
|
c9s
|
40f6295d91
|
maxapi: move GetMarginInterestRatesRequest api to a file
|
2023-05-04 17:18:42 +08:00 |
|
c9s
|
e9f711278e
|
maxapi: fix margin interest history api
|
2023-05-04 16:38:20 +08:00 |
|
c9s
|
2a462c8e32
|
maxapi: update margin repay/load apis
|
2023-05-04 14:43:19 +08:00 |
|
c9s
|
70e3f8ec5f
|
max: split v3 api into files
|
2023-05-04 14:37:19 +08:00 |
|
c9s
|
b31a2994de
|
bump version to v1.47.0
|
2023-05-04 13:53:20 +08:00 |
|
c9s
|
829edeb401
|
grid2: improve warning message
|
2023-04-28 16:16:23 +08:00 |
|
c9s
|
f958120fb5
|
grid2: remove the len check since we just iterate
|
2023-04-28 16:12:57 +08:00 |
|
c9s
|
717de67d5a
|
grid2: improve log and try best to return the order fee
|
2023-04-28 16:07:03 +08:00 |
|
c9s
|
5a901e929c
|
grid2: apply defensive programming on the order quantity
|
2023-04-28 16:02:28 +08:00 |
|
c9s
|
32b2c43198
|
grid2: emit grid profit after profit stats fix
|
2023-04-27 00:33:42 +08:00 |
|
c9s
|
46a6d896a2
|
grid2: improve the if err syntax
|
2023-04-26 23:48:02 +08:00 |
|
c9s
|
0c72ac2386
|
grid2: fix typo
|
2023-04-26 23:37:20 +08:00 |
|
c9s
|
b358cec235
|
grid2: check if profitStats.Since.IsZero
|
2023-04-26 23:36:53 +08:00 |
|
c9s
|
f1919a2b43
|
grid2: check profitStats.Since for the since time range
|
2023-04-26 23:34:56 +08:00 |
|
c9s
|
2efdee9347
|
grid2: add timeout context to the fixer
|
2023-04-26 23:30:09 +08:00 |
|
c9s
|
bd5e98e543
|
grid2: add more log
|
2023-04-26 23:07:01 +08:00 |
|
Yo-An Lin
|
df236e4342
|
Merge pull request #1158 from c9s/improve/order-json-size
IMPROVE: types: improve order struct json size
|
2023-04-26 22:43:35 +08:00 |
|
c9s
|
68974bc0b4
|
grid2: fix profitstats.Since when possible
|
2023-04-26 22:10:45 +08:00 |
|
c9s
|
55c84e005b
|
grid2: add one more check for profitStats.InitialOrderID
|
2023-04-26 22:06:53 +08:00 |
|
c9s
|
77f6c6bb46
|
bbgo: lock strategy before we sync data
|
2023-04-26 18:07:29 +08:00 |
|
c9s
|
036bae692e
|
grid2: move emitGridReady to earlier
|
2023-04-26 18:07:29 +08:00 |
|
c9s
|
e8a761e331
|
grid2: add profitFixer and tests
|
2023-04-26 17:25:31 +08:00 |
|
Andy Cheng
|
4b2c5198fa
|
strategy/supertrend: add strategy parameter fields in profit report
|
2023-04-26 10:32:43 +08:00 |
|
c9s
|
3d7cdd9938
|
fix: drop the global persistenceServiceFacade
|
2023-04-26 00:42:33 +08:00 |
|
c9s
|
a13ad2f6ab
|
fix: avoid global persistenceServiceFacade concurrent write
|
2023-04-26 00:37:13 +08:00 |
|
c9s
|
a1e297e296
|
types: improve order struct json size
|
2023-04-25 19:38:31 +08:00 |
|
Yo-An Lin
|
152149fcee
|
Merge pull request #1157 from c9s/fix/load-state
FIX: add context to LoadState
|
2023-04-25 18:42:16 +08:00 |
|
c9s
|
a9b0270390
|
bbgo: add context to LoadState
|
2023-04-25 18:30:23 +08:00 |
|
Yo-An Lin
|
cd69232156
|
Merge pull request #1155 from andycheng123/improve/supertrend
|
2023-04-20 18:48:39 +08:00 |
|
Andy Cheng
|
9f8576bb38
|
improve/supertrend: different way to calculate order amount for backtesting
|
2023-04-20 18:37:48 +08:00 |
|
Andy Cheng
|
1fb6e79090
|
improve/supertrend: fix typo
|
2023-04-20 18:11:47 +08:00 |
|
Andy Cheng
|
4b8adf6ed5
|
improve/supertrend: adding opposite position amount to the order amount instead of closing opposite position
|
2023-04-20 17:53:20 +08:00 |
|
c9s
|
5372fd3f30
|
bump version to v1.46.0
|
2023-04-19 14:11:02 +08:00 |
|
chiahung
|
ed4e0b03e7
|
add open orders back to active order book if no need to recover
|
2023-04-18 15:47:00 +08:00 |
|
chiahung
|
d00a91441c
|
FEATURE: move metrics to defer funciton
|
2023-04-18 15:13:20 +08:00 |
|
Andy Cheng
|
68f54c032a
|
Merge pull request #1121 from andycheng123/feature/hhllstop
Feature/hhllstop
|
2023-04-18 11:39:45 +08:00 |
|
Andy Cheng
|
c3318cbb50
|
exits/trailingstop: update comment
|
2023-04-18 11:31:51 +08:00 |
|
Yo-An Lin
|
5c33c764da
|
Merge pull request #1151 from c9s/fix/websocket-reconnect
FIX: types: do not return for normal closure
|
2023-04-17 16:35:05 +08:00 |
|
c9s
|
47e398abc3
|
types: do not return for normal closure
|
2023-04-17 16:28:38 +08:00 |
|
kbearXD
|
99e393e93c
|
Merge pull request #1147 from c9s/max/get-order/client-order-id
FEATURE: max get-order v3 api support client order id parameter
|
2023-04-17 12:24:18 +08:00 |
|
Yo-An Lin
|
ae40223b1a
|
Merge pull request #1150 from c9s/fix/interact-thread-safety
FIX: interact: fix concurrent map write - add mutex on interact
|
2023-04-16 23:45:25 +08:00 |
|
Yo-An Lin
|
9c53922512
|
Merge pull request #1149 from c9s/grid2/emit-error
CHORE: max: add max auth authenticated log
|
2023-04-16 21:27:53 +08:00 |
|
c9s
|
aa33836fb3
|
interact: fix concurrent map write - add mutex on interact
|
2023-04-16 21:26:52 +08:00 |
|
c9s
|
a178fd0a84
|
max: add max auth authenticated log
|
2023-04-14 18:57:13 +08:00 |
|
chiahung
|
a0aae23bf3
|
FIX: fix emit ready twice and add error log
|
2023-04-14 18:30:38 +08:00 |
|
Yo-An Lin
|
d63734f365
|
Merge pull request #1146 from c9s/grid2/emit-error
FIX: grid2: emit grid error when open grid failed
|
2023-04-14 17:45:32 +08:00 |
|
chiahung
|
1158b9582a
|
FEATURE: max get-order v3 api support client order id parameter
|
2023-04-14 16:44:56 +08:00 |
|
Yo-An Lin
|
4c4ea8a36f
|
Merge pull request #1145 from c9s/bhwu/add-market-in-mem-cache
FEATURE: add market info in-mem cache
|
2023-04-14 15:57:09 +08:00 |
|
gx578007
|
3f7e617004
|
FEATURE: add market info in-mem cache
|
2023-04-14 15:23:34 +08:00 |
|
c9s
|
4ab54f586b
|
grid2: emit grid error when open grid failed
|
2023-04-14 15:15:28 +08:00 |
|
c9s
|
92b8652f78
|
maxapi: remove duplicated for loop
|
2023-04-13 17:29:23 +08:00 |
|
c9s
|
25daefabab
|
maxapi: fix nonce updater
|
2023-04-13 17:20:59 +08:00 |
|
Yo-An Lin
|
7da5c8361e
|
Merge pull request #1143 from c9s/refactor/max-client
FIX: maxapi: pass context object to the requests
|
2023-04-13 16:57:19 +08:00 |
|
c9s
|
8c02b5e64e
|
maxapi: pass context object to the requests
|
2023-04-13 16:40:07 +08:00 |
|
Yo-An Lin
|
a5ecfd15cc
|
Merge pull request #1141 from c9s/refactor/max-client
REFACTOR: maxapi: refactor and add max v2 markets api test
|
2023-04-13 16:33:47 +08:00 |
|
Yo-An Lin
|
3952f33de8
|
Merge pull request #1142 from c9s/fix/max-rate-limiter
FIX: max: move more rate limiter to the exchange instance
|
2023-04-13 16:32:14 +08:00 |
|
c9s
|
fed5d5f0b8
|
maxapi: add more market info assertion
|
2023-04-13 16:18:11 +08:00 |
|
c9s
|
19621e48fe
|
max: adjust account query rate limiter
|
2023-04-12 22:58:10 +08:00 |
|
c9s
|
7c9109aeea
|
max: move more rate limiter to the exchange instance
|
2023-04-12 22:56:23 +08:00 |
|
c9s
|
cbbe6e286d
|
maxapi: add kline api test
|
2023-04-12 22:43:32 +08:00 |
|
c9s
|
3e41c1fb15
|
maxapi: add max v2 markets api test
|
2023-04-12 22:29:14 +08:00 |
|
Yo-An Lin
|
6bf7a6c0ac
|
Merge pull request #1139 from c9s/refactor/max-client
REFACTOR: [max] refactor api requests
|
2023-04-12 16:38:57 +08:00 |
|
c9s
|
a84a22bc2d
|
maxapi: refactor reward tests
|
2023-04-12 16:32:56 +08:00 |
|
c9s
|
9dab2470ef
|
maxapi: add TestWithdrawal
|
2023-04-12 16:27:45 +08:00 |
|
c9s
|
03d24e6947
|
maxapi: move test files
|
2023-04-12 15:02:14 +08:00 |
|
c9s
|
13d28edebb
|
maxapi: remove unused parseKLines function
|
2023-04-12 15:01:18 +08:00 |
|
c9s
|
f7d3fca1ec
|
maxapi: simplify ticker response parsing
|
2023-04-12 15:00:26 +08:00 |
|
c9s
|
012ef4a6f9
|
maxapi: refactor and clean up public service api
|
2023-04-12 15:00:26 +08:00 |
|
c9s
|
c1b7f7fd95
|
maxapi: replace the legacy get markets api
|
2023-04-12 15:00:26 +08:00 |
|
c9s
|
fc3ffe399e
|
maxapi: update time type fields
|
2023-04-12 15:00:26 +08:00 |
|
c9s
|
fd6dfc5c9e
|
maxapi: change time field to time.Time and update the generated code
|
2023-04-12 15:00:26 +08:00 |
|
c9s
|
4944fdda2d
|
max: replace time type fields
|
2023-04-12 15:00:26 +08:00 |
|
c9s
|
d95daba3f0
|
maxapi: update requestgen files
|
2023-04-12 15:00:26 +08:00 |
|
c9s
|
3ad553a876
|
max: move methods
|
2023-04-12 15:00:26 +08:00 |
|
c9s
|
51c1d47fbc
|
maxapi: move some methods to the rest client level
|
2023-04-12 15:00:25 +08:00 |
|
c9s
|
c366e98c43
|
maxapi: update log message
|
2023-04-12 14:58:37 +08:00 |
|
c9s
|
fb95072e5b
|
backoff: add default timeout to backoff.RetryGeneral
|
2023-04-12 13:49:29 +08:00 |
|
c9s
|
6eaacd63a8
|
maxapi: use sync.Once to prevent duplicated update and avoid update negative offset
|
2023-04-12 13:37:04 +08:00 |
|
c9s
|
845ee3ce33
|
maxapi: change info log to debug log level
|
2023-04-11 18:28:34 +08:00 |
|
c9s
|
2ae8309115
|
maxapi: add global prefix to the var name
|
2023-04-11 18:27:19 +08:00 |
|
c9s
|
8d240e9b4c
|
maxapi: improve nonce update with retry
|
2023-04-11 18:21:40 +08:00 |
|
Andy Cheng
|
d4e42426ab
|
exits/trailingstop: add descriptions for parameters
|
2023-04-11 16:02:54 +08:00 |
|
Andy Cheng
|
7f33b54312
|
exits/trailingstop: check parameters
|
2023-04-11 15:11:11 +08:00 |
|
Andy Cheng
|
afc262da8b
|
exits/trailingstop: more logs
|
2023-04-11 14:55:32 +08:00 |
|
chiahung
|
6029bd268d
|
update log message
|
2023-04-07 00:40:32 +08:00 |
|
chiahung
|
cc5ebd5b2c
|
move emit ready and update metrics
|
2023-04-06 23:57:54 +08:00 |
|
c9s
|
fba73f11ea
|
grid2: update metrics and trigger ready callback
|
2023-04-06 23:24:08 +08:00 |
|
chiahung
|
542467245e
|
remove OrderGroupID checking
|
2023-04-06 18:00:21 +08:00 |
|
chiahung
|
c54507e07f
|
modif log message
|
2023-04-06 17:53:01 +08:00 |
|
chiahung
|
9fa647ed65
|
rename method
|
2023-04-06 16:12:19 +08:00 |
|
chiahung
|
d953a6d7b8
|
check by trades + open orders
|
2023-04-06 14:59:03 +08:00 |
|
chiahung
|
00352b2a0d
|
FIX: recover even though inital order id is 0
|
2023-04-06 11:36:32 +08:00 |
|
c9s
|
3328e0453c
|
bump version to v1.45.0
|
2023-04-03 00:13:04 +08:00 |
|
c9s
|
5b09ad671c
|
max: fix max order group id
|
2023-04-03 00:12:14 +08:00 |
|
c9s
|
bb47fb3532
|
binance: fix parse tests
|
2023-03-30 01:33:55 +08:00 |
|
c9s
|
4b9e3f2302
|
xfunding: send positions to slack when start up
|
2023-03-30 00:46:41 +08:00 |
|
c9s
|
b18d4da402
|
binance: fix/improve order trade event parsing
|
2023-03-30 00:44:57 +08:00 |
|
c9s
|
69af9e03ea
|
xfunding: fix funding fee notification
|
2023-03-30 00:13:02 +08:00 |
|
c9s
|
6c550c55fa
|
xfunding: fix spot transfer
|
2023-03-29 23:09:37 +08:00 |
|
c9s
|
7c975da575
|
xfunding: fix position sync bug
|
2023-03-29 23:05:31 +08:00 |
|
c9s
|
0efb56c43e
|
xfunding: also reset the quote balance transfer
|
2023-03-29 22:55:40 +08:00 |
|
c9s
|
7e2688b8c7
|
xfunding: cancel open orders before closing the futures position
|
2023-03-29 22:54:54 +08:00 |
|
c9s
|
0c9e0649c6
|
xfunding: use b.MaxWithdrawAmount instead of b.Available
|
2023-03-29 22:49:34 +08:00 |
|
c9s
|
321425709a
|
binance: use requestgen api to query futures balances
|
2023-03-29 22:45:40 +08:00 |
|
c9s
|
86c5ba603e
|
binanceapi: add get futures balance api
|
2023-03-29 22:25:54 +08:00 |
|
c9s
|
866443d89f
|
xfunding: only do transfer when the available balance is not zero
|
2023-03-29 21:48:10 +08:00 |
|
c9s
|
d0566e23ec
|
xfunding: log submit failed orders
|
2023-03-29 21:46:15 +08:00 |
|
c9s
|
1383eb0401
|
xfunding: resetTransfer should also reset the transfer stats
|
2023-03-29 21:44:48 +08:00 |
|
c9s
|
117b5198ec
|
xfunding: introduce resetTransfer method to reset the futures transfer
|
2023-03-29 21:43:36 +08:00 |
|
c9s
|
a2fdc99741
|
xfunding: notify position ready
|
2023-03-29 21:40:18 +08:00 |
|
c9s
|
bc6ee59add
|
xfunding: refactor transferOut with trade quantity
|
2023-03-29 21:40:18 +08:00 |
|
c9s
|
088a36a169
|
xfunding: refactor transferIn
|
2023-03-29 21:40:18 +08:00 |
|
c9s
|
ce0b73b6e4
|
xfunding: calculate max minQuantity from spot market and future market
|
2023-03-29 21:40:18 +08:00 |
|
c9s
|
16cb68ac3e
|
xfunding: change dust quantity info log to warn log
|
2023-03-29 21:40:18 +08:00 |
|
c9s
|
0f88309d9e
|
xfunding: add notifications
|
2023-03-29 21:40:18 +08:00 |
|
c9s
|
eeda500a90
|
xfunding: pull out handleAccountUpdate handler
|
2023-03-29 21:40:17 +08:00 |
|