c9s
|
caa50c3b04
|
interact: implement parseFuncArgsAndCall with interface injection
|
2022-01-13 11:43:33 +08:00 |
|
c9s
|
3cc11badac
|
interact: implement command state machine
|
2022-01-13 11:43:33 +08:00 |
|
c9s
|
43317bb647
|
add state and telegram example
|
2022-01-13 11:43:33 +08:00 |
|
c9s
|
ccaa8c5c86
|
bbgo: implement parseCommand
|
2022-01-13 11:43:33 +08:00 |
|
c9s
|
7053802041
|
basic interaction parser
|
2022-01-13 11:43:33 +08:00 |
|
c9s
|
7daa82ff9e
|
bump version to v1.25.4
|
2022-01-13 11:33:30 +08:00 |
|
c9s
|
dc6d60216b
|
types: fix order book copy
|
2022-01-13 11:09:50 +08:00 |
|
c9s
|
98247385f9
|
xmaker: use GracefulCancel to cancel active orders
|
2022-01-13 11:01:46 +08:00 |
|
c9s
|
e91dc5a518
|
types: use mod 3 and mod 7 for test
|
2022-01-13 10:59:03 +08:00 |
|
c9s
|
e573c18a5c
|
types: add more detailed rbtree tests
|
2022-01-13 10:56:57 +08:00 |
|
c9s
|
cb9d9137a6
|
depth: add details to the depth error message
|
2022-01-13 00:14:15 +08:00 |
|
c9s
|
8b56c47f65
|
add doc-comment for PriceHeartBeat
|
2022-01-13 00:01:20 +08:00 |
|
c9s
|
ec72a922c8
|
all: add subscribe depth options
|
2022-01-12 22:27:42 +08:00 |
|
c9s
|
f9e72dc79f
|
binance: subscribe binance depth10@100ms
|
2022-01-12 22:17:07 +08:00 |
|
c9s
|
5cc3a88911
|
xmaker: show order book last update time
|
2022-01-12 22:11:28 +08:00 |
|
c9s
|
2aeb9e870c
|
types: add lastUpdateTime field
|
2022-01-12 22:07:52 +08:00 |
|
c9s
|
915f2c7476
|
types: add last update time field to orderbook
|
2022-01-12 22:06:08 +08:00 |
|
c9s
|
09592755cc
|
cmd: add dump-update option to orderbook cmd
|
2022-01-12 22:00:29 +08:00 |
|
c9s
|
1a61935850
|
add depth buffer logs
|
2022-01-12 21:55:26 +08:00 |
|
c9s
|
8c2228f428
|
cmd: use time.Local for the local timezone
|
2022-01-12 15:33:04 +08:00 |
|
c9s
|
b3b1161ecc
|
depth: add SetUpdateTimeout
|
2022-01-12 14:49:01 +08:00 |
|
c9s
|
0c7710c91b
|
types: avoid using copy node for rbtree
|
2022-01-12 14:45:05 +08:00 |
|
c9s
|
c3356fa694
|
types: add test for PriceHeartBeat
|
2022-01-12 14:42:11 +08:00 |
|
c9s
|
5755c44845
|
move PriceHeartBeat to types
|
2022-01-12 14:33:55 +08:00 |
|
c9s
|
f28bfbf0c9
|
bump version to v1.25.3
|
2022-01-12 12:56:15 +08:00 |
|
Yo-An Lin
|
30c1dd3e3d
|
Merge pull request #424 from tony1223/bug/binance-add-ratelimiter
fix: [binance] add order rate limiter
|
2022-01-12 12:53:51 +08:00 |
|
Yo-An Lin
|
c2b121f9ee
|
Merge pull request #432 from jessy1092/ftx/support-limit-maker
ftx: Support LIMIT_MAKER and IOC_LIMIT order type
|
2022-01-12 12:50:57 +08:00 |
|
c9s
|
e44a2c1cac
|
service: check redis client and show proper error
|
2022-01-12 12:42:39 +08:00 |
|
c9s
|
420e221f5b
|
xmaker: pull out PriceHeartBeat
|
2022-01-12 12:14:51 +08:00 |
|
c9s
|
7195c6ed27
|
xmaker: add price quoting protection
|
2022-01-12 11:55:45 +08:00 |
|
c9s
|
0e927a9a06
|
types: avoid using nil in rbt
|
2022-01-12 11:45:08 +08:00 |
|
c9s
|
6ee831e678
|
add trade logger
|
2022-01-12 11:19:41 +08:00 |
|
c9s
|
db8a74238e
|
notifier/telegramnotifier: remove debug log
|
2022-01-12 11:18:36 +08:00 |
|
Lee
|
523d9b3071
|
ftx: Support LIMIT_MAKER and IOC_LIMIT order type
|
2022-01-12 03:47:12 +08:00 |
|
c9s
|
848d36f90b
|
add trade exchange back
|
2022-01-11 22:50:38 +08:00 |
|
c9s
|
940c675cae
|
xmaker: add rate limit hit alert
|
2022-01-11 22:48:28 +08:00 |
|
c9s
|
081a143ec0
|
xmaker: add DepthQuantity
|
2022-01-11 22:47:40 +08:00 |
|
c9s
|
b302adcc7e
|
types: add and use OrderError
|
2022-01-11 18:00:07 +08:00 |
|
c9s
|
857db529af
|
binance: show order info in the error
|
2022-01-11 17:05:36 +08:00 |
|
c9s
|
b56c800e12
|
binance: add order status to the error message
|
2022-01-11 16:47:55 +08:00 |
|
c9s
|
97422f26e7
|
binance: should return error when order does not contain orderID or clientOrderID
|
2022-01-11 16:38:02 +08:00 |
|
c9s
|
96ffab9cd8
|
binance: add details to order cancel error
|
2022-01-11 16:35:49 +08:00 |
|
c9s
|
c59d82900b
|
bump version to v1.25.2
|
2022-01-11 14:20:06 +08:00 |
|
c9s
|
4a8751e486
|
binance: fix listen key keep alive worker call
|
2022-01-11 14:16:35 +08:00 |
|
c9s
|
eefee46e9b
|
binance: invert if
|
2022-01-11 13:38:03 +08:00 |
|
c9s
|
cf07ca7aa0
|
binance: adjust listen key update interval to longer period
|
2022-01-11 13:37:02 +08:00 |
|
c9s
|
71a0604e72
|
use fixedpoint to parse payload directly
|
2022-01-11 01:41:33 +08:00 |
|
c9s
|
e5b4af53e6
|
all: clean up SubmitOrder fields
|
2022-01-11 01:36:19 +08:00 |
|
c9s
|
43818e95b6
|
types: move channels to a single file
|
2022-01-11 01:25:39 +08:00 |
|
c9s
|
e12178b51a
|
stream: make ping method private
|
2022-01-11 01:24:34 +08:00 |
|
c9s
|
a66070d286
|
stream: make reconnector private
|
2022-01-11 01:24:01 +08:00 |
|
c9s
|
16ec856a4e
|
types: add debug flag for websocket raw message
flag: debug-websocket-raw-message
|
2022-01-11 01:23:01 +08:00 |
|
c9s
|
b24d944796
|
types: fix, remove the read timeout override
|
2022-01-11 01:20:09 +08:00 |
|
c9s
|
70dec09f26
|
xmaker: fix minQuantity buffer
|
2022-01-10 23:17:19 +08:00 |
|
c9s
|
6008aaac5f
|
types: add order status icon for slack
|
2022-01-10 18:01:22 +08:00 |
|
c9s
|
d1c981e0b3
|
types: fix order slack attachment
|
2022-01-10 17:54:35 +08:00 |
|
c9s
|
2c94ec427b
|
types: improve order slack attachment
|
2022-01-10 17:46:01 +08:00 |
|
c9s
|
48cbb7fff6
|
bbgo: check order side and log error
|
2022-01-10 17:26:14 +08:00 |
|
c9s
|
5103088675
|
cmd: fix submitOrder cmd
|
2022-01-10 17:16:07 +08:00 |
|
c9s
|
4b0e721580
|
binance: change binance debug client env var name to debug-binance-client
|
2022-01-10 16:37:41 +08:00 |
|
TonyQ
|
25801f9f63
|
add ratelmiter
|
2022-01-10 16:33:19 +08:00 |
|
c9s
|
88210fd27b
|
types: improve trade text template
|
2022-01-10 14:32:55 +08:00 |
|
c9s
|
7952cf8804
|
display fee only when fee > 0
|
2022-01-10 14:25:33 +08:00 |
|
c9s
|
fb3c198447
|
types: add okex icon and kucoin icon
|
2022-01-10 14:18:09 +08:00 |
|
c9s
|
e2f7790a4e
|
types: show exchange name in the trade footer
|
2022-01-10 14:15:45 +08:00 |
|
c9s
|
439685141f
|
add footer icon for exchange name
|
2022-01-10 14:15:05 +08:00 |
|
c9s
|
16b5ea9744
|
bump version to v1.25.1
|
2022-01-10 13:52:35 +08:00 |
|
c9s
|
b26141ac1f
|
support: set default s.triggerEMA
|
2022-01-10 13:51:14 +08:00 |
|
c9s
|
b56e988fc9
|
support: fix triggerEMA check
|
2022-01-10 13:49:36 +08:00 |
|
c9s
|
2c2ba46ab7
|
bump version to v1.25.1
|
2022-01-10 13:46:41 +08:00 |
|
c9s
|
6c3ee314d9
|
binance: fix order cancel client order id usage
|
2022-01-10 13:29:27 +08:00 |
|
c9s
|
c284e2e3bb
|
types: improve pendingRemoval check
|
2022-01-10 12:44:06 +08:00 |
|
c9s
|
d57f8fedfe
|
bbgo: fix active book order removal
|
2022-01-10 12:29:19 +08:00 |
|
c9s
|
3907f99e70
|
xmaker: keep rate reservation token
|
2022-01-10 12:25:13 +08:00 |
|
c9s
|
1b27c4e9c4
|
remove hedge error limiter
|
2022-01-09 23:45:46 +08:00 |
|
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
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2021-12-31 01:55:22 +08:00 |
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c9s
|
aaa52ecea4
|
xmaker: remove unsued localTimeZone var
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2021-12-31 01:53:30 +08:00 |
|
c9s
|
f2b852c486
|
bump version to v1.22.0
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2021-12-31 01:52:29 +08:00 |
|
c9s
|
e09b4fa5fb
|
kucoin: rewrite cancel all orders request
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2021-12-31 01:50:56 +08:00 |
|
c9s
|
6addd503aa
|
kucoin: generate PlaceOrderRequest with requestgen
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2021-12-31 01:43:31 +08:00 |
|
c9s
|
af19875e2e
|
kucoin: fix predefined generate command alias
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2021-12-31 01:39:45 +08:00 |
|
c9s
|
b91bf10a7c
|
kucoin: remove New prefix from the requests
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2021-12-31 01:36:41 +08:00 |
|
Yo-An Lin
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8aef3c002a
|
Merge pull request #412 from austin362667/refactor/futures-account
binance: add futures stream
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2021-12-31 01:27:34 +08:00 |
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c9s
|
b8b5ccdd2d
|
kucoin: refactor account service with requestgen
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2021-12-31 01:25:04 +08:00 |
|
austin362667
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9483a0d10d
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binance: modify methods for registering callbacks
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2021-12-31 00:11:47 +08:00 |
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austin362667
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65d37c1983
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binance: add futures stream
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2021-12-31 00:08:27 +08:00 |
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austin362667
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3d63032f7d
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types: modify Positions to FuturesPositions
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2021-12-31 00:08:27 +08:00 |
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austin362667
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5cc768031e
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binance: add FuturesPosition conversion
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2021-12-31 00:08:27 +08:00 |
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austin362667
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b000f572b4
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types: add FuturesPosition
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2021-12-31 00:08:27 +08:00 |
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c9s
|
a4949a100d
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bump version to v1.21.4
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2021-12-30 23:47:31 +08:00 |
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c9s
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3c2704c4ae
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add binance.us support
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2021-12-30 23:46:43 +08:00 |
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c9s
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c467529b23
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bump version to v1.21.3
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2021-12-30 22:04:38 +08:00 |
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c9s
|
ba73d5a09a
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fix kucoin orderTime parsing and order id conversion
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2021-12-30 22:02:50 +08:00 |
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c9s
|
76d31e7614
|
kucoin: add client order ID to converter
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2021-12-30 21:39:50 +08:00 |
|
c9s
|
31070c3950
|
pull out connection status binder
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2021-12-30 17:25:47 +08:00 |
|
c9s
|
26ff576727
|
fix connection status callbacks
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2021-12-30 17:23:27 +08:00 |
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c9s
|
4383823135
|
use trimTrailingZeroFloat
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2021-12-30 17:21:23 +08:00 |
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c9s
|
cfc66dc13e
|
bbgo: add session connection notification
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2021-12-30 17:18:04 +08:00 |
|
c9s
|
8995ce2824
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binance: adjust timeout
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2021-12-30 16:51:30 +08:00 |
|
c9s
|
890fb5327a
|
rename StreamRequest to WebSocketCommand
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2021-12-30 16:49:07 +08:00 |
|
c9s
|
35e0b1d146
|
binance: fix binance stream graceful shutdown
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2021-12-30 16:47:39 +08:00 |
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c9s
|
ff87fb007e
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binance: pull out dispatchEvent
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2021-12-30 16:30:02 +08:00 |
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c9s
|
bae7df806f
|
binance: pull out getEndpointUrl
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2021-12-30 16:22:29 +08:00 |
|
c9s
|
d72d57526c
|
binance: add DEBUG_BINANCE_STREAM env var
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2021-12-30 16:20:32 +08:00 |
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c9s
|
a2931da92c
|
move math rand
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2021-12-30 16:18:32 +08:00 |
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c9s
|
e73866a232
|
tmp
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2021-12-30 16:17:26 +08:00 |
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c9s
|
7fa05b33f8
|
bump version to v1.21.2
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2021-12-30 16:17:07 +08:00 |
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c9s
|
e82800ce01
|
bump version to v1.21.2
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2021-12-30 16:06:11 +08:00 |
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c9s
|
db4a6cf305
|
bump version to v1.21.2
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2021-12-30 15:59:19 +08:00 |
|
c9s
|
844b3c2e8e
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fix kucoin context issue
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2021-12-30 15:58:58 +08:00 |
|
c9s
|
3b9a191c95
|
binance: refactor binance stream handlers
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2021-12-30 14:02:36 +08:00 |
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c9s
|
f540742b42
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add tradeType field
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2021-12-30 02:37:17 +08:00 |
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c9s
|
3cf499b605
|
kucoin: rewrite GetAllTickersRequest api
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2021-12-30 02:33:07 +08:00 |
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c9s
|
0fc91500e4
|
kucoin: rewrite GetTickerRequest with requestgen
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2021-12-30 02:22:33 +08:00 |
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c9s
|
5136001c9b
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kucoin: rewrite ListSymbolsRequest
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2021-12-30 02:17:03 +08:00 |
|
c9s
|
41435458d1
|
refactor orderbook requests with requestgen
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2021-12-30 01:15:19 +08:00 |
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c9s
|
6ff7113ace
|
bump version to v1.21.1
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2021-12-30 00:34:52 +08:00 |
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c9s
|
33801a4fbc
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fix trailing zero trim
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2021-12-30 00:14:01 +08:00 |
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c9s
|
22e4da3775
|
fix pendingRemoval lock
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2021-12-29 23:53:46 +08:00 |
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c9s
|
2c0af99a51
|
rewrite kucoin bullet api with requestgen
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2021-12-29 22:06:21 +08:00 |
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c9s
|
8f97ee7787
|
binance: add isolated margin flag
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2021-12-29 17:36:08 +08:00 |
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c9s
|
2ef4d713f8
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binance: fix margin order cancel
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2021-12-29 17:35:27 +08:00 |
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c9s
|
1a820936c4
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binance: change log level from info to debug
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2021-12-29 17:30:04 +08:00 |
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c9s
|
6030a62cf0
|
change to debug level message
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2021-12-29 17:28:45 +08:00 |
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c9s
|
b637d46c83
|
adjust keep alive interval
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2021-12-29 17:27:37 +08:00 |
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c9s
|
eec699cbc9
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binance: adjust timeout and interval
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2021-12-29 15:25:59 +08:00 |
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c9s
|
6440c7659b
|
let mask ke shows head and tail
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2021-12-29 15:25:59 +08:00 |
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austin362667
|
d691bfa106
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binance: add futures parser
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2021-12-28 06:26:27 +08:00 |
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c9s
|
f78a7d37a2
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xgap: subscribe 1m kline
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2021-12-28 02:14:49 +08:00 |
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c9s
|
8f4ae1e15b
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xgap: check balance and adjust order quantity according to the available balance
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2021-12-28 02:11:11 +08:00 |
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c9s
|
090d60b44e
|
fix session connection status metrics
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2021-12-28 01:58:36 +08:00 |
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c9s
|
958dd97f52
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xgap: add SimulateVolume
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2021-12-28 01:48:24 +08:00 |
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c9s
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a0e41650be
|
add metricsLastUpdateTimeBalance metrics
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2021-12-28 01:39:17 +08:00 |
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c9s
|
bb9ef72028
|
update metricsConnectionStatus metrics
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2021-12-28 00:49:56 +08:00 |
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c9s
|
acd1f6fdf3
|
update dev build version
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2021-12-27 23:10:37 +08:00 |
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c9s
|
9b1783a92a
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fix version file generator
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2021-12-27 23:10:29 +08:00 |
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c9s
|
4ea4bfb3fa
|
fix dev version build flag
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2021-12-27 21:18:48 +08:00 |
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c9s
|
0779b3e20a
|
bump version to v1.21.0
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2021-12-27 19:13:44 +08:00 |
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c9s
|
4a6c9deb8d
|
compile and update migration package
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2021-12-27 19:13:44 +08:00 |
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c9s
|
5fca633495
|
types: remove trade trailing zero digits
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2021-12-27 17:36:58 +08:00 |
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c9s
|
8d02f0b03e
|
trade notification format
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2021-12-27 17:34:31 +08:00 |
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c9s
|
bb7b33e532
|
bbgo: bind and update balance metrics updater
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2021-12-27 17:27:16 +08:00 |
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c9s
|
7b629c9d30
|
bbgo: update balances metrics and trade metrics
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2021-12-27 17:16:30 +08:00 |
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c9s
|
0f24eec715
|
bbgo: fix: filter trades by symbol
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2021-12-27 16:32:30 +08:00 |
|
c9s
|
42f22e0ef3
|
add prometheus metrics server
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2021-12-27 16:27:14 +08:00 |
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c9s
|
1fa03cdfd6
|
xmaker: add back profit function
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2021-12-27 02:59:55 +08:00 |
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c9s
|
a31e2743ee
|
fix kline log space
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2021-12-27 00:54:10 +08:00 |
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c9s
|
f7c39290a0
|
call tradeCollector process to check trades
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2021-12-27 00:51:57 +08:00 |
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c9s
|
c49b9ef276
|
fix order status convert
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2021-12-27 00:21:52 +08:00 |
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c9s
|
dcdf33e2c9
|
xmaker: pull out notifyTrade to a single callback
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2021-12-27 00:12:35 +08:00 |
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c9s
|
e08b2e9a85
|
fix max exchange order status conversion and document the order status
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2021-12-26 15:58:12 +08:00 |
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c9s
|
770c1067fc
|
bbgo: fix order store RemoveCancelled
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2021-12-26 15:47:39 +08:00 |
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c9s
|
65da02af2c
|
xmaker: call TruncateQuantity when the quantity is adjusted
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2021-12-26 15:45:39 +08:00 |
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c9s
|
902e27ede4
|
xmaker: truncate quantity when hedging
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2021-12-26 15:44:41 +08:00 |
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c9s
|
05a0745d08
|
fix InitExchange for publicOnly session
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2021-12-26 15:29:42 +08:00 |
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c9s
|
30a7ca1ce1
|
rename gap to xgap
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2021-12-26 15:13:51 +08:00 |
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c9s
|
1c54e59d55
|
xmaker: fix trade handling
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2021-12-26 12:10:10 +08:00 |
|
c9s
|
e44390b655
|
kucoin: add more comment
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2021-12-26 03:19:03 +08:00 |
|
c9s
|
9b8995acea
|
fix supportedIntervals map
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2021-12-26 03:17:26 +08:00 |
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c9s
|
8bf5c5f778
|
fix kline sync query
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2021-12-26 03:14:19 +08:00 |
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c9s
|
a5c7ffa134
|
kucoin: add the missing 5min kline convert
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2021-12-26 03:07:49 +08:00 |
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c9s
|
4c263dd205
|
fix batch kline sync
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2021-12-26 03:04:21 +08:00 |
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c9s
|
cf6da76ef0
|
service: add kucoin_klines to backtest insert table mapping
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2021-12-26 02:40:13 +08:00 |
|
c9s
|
b79ab5d68d
|
kucoin: fix kline query param
|
2021-12-26 02:39:44 +08:00 |
|
c9s
|
be10019007
|
compile and update migration package
|
2021-12-26 02:31:09 +08:00 |
|
c9s
|
1da0c8e755
|
kucoin: implement QueryKLines and fix interval conversion
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2021-12-26 02:23:06 +08:00 |
|
c9s
|
e3181202db
|
kucoin: implement QueryTrades
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2021-12-26 01:44:05 +08:00 |
|
c9s
|
8c03147ff4
|
kucoin: implement QueryClosedOrders
|
2021-12-26 01:34:03 +08:00 |
|
c9s
|
0cef2c52ef
|
all: improve cancel command and add uuid field to order struct
|
2021-12-26 01:27:22 +08:00 |
|
c9s
|
471d86c801
|
kucoin: implement order submit
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2021-12-26 00:27:52 +08:00 |
|
c9s
|
50fac9d491
|
kucoin: pull out queryDepth method to exchange
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2021-12-25 23:53:34 +08:00 |
|
c9s
|
ba8ebfe3a7
|
refactor and add doc comment for InitExchangeSession
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2021-12-25 23:42:29 +08:00 |
|
c9s
|
307d0b8e1f
|
bbgo: add passphrase field to session struct
|
2021-12-25 23:28:00 +08:00 |
|
c9s
|
dd22776a7e
|
cmd: refactor the exchange factory function
|
2021-12-25 23:27:05 +08:00 |
|
Yo-An Lin
|
8aa2ae1b32
|
Merge pull request #397 from austin362667/refactor/futures-account
binance: add futures related conversion
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2021-12-25 23:17:27 +08:00 |
|
c9s
|
dcbce18fd8
|
fix format
|
2021-12-25 23:12:54 +08:00 |
|