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 |
|
c9s
|
6cce5a2268
|
grid2: respect s.BaseGridNum and add a failing test case
|
2023-11-04 12:56:11 +08:00 |
|
narumi
|
ffea4901ed
|
fix buy quantity
|
2023-11-03 15:07:24 +08:00 |
|
bailantaotao
|
d758efc9ff
|
Merge pull request #1380 from bailantaotao/edwin/bitget/add-kline
FEATURE: [bitget] support kline subscription on stream
|
2023-11-01 19:32:14 +08:00 |
|
bailantaotao
|
d42b227b9c
|
Merge pull request #1385 from c9s/edwin/bitget/add-tickers-api
FEATURE: [bitget] add query tickers api
|
2023-11-01 19:31:55 +08:00 |
|
YC
|
8e76804b0c
|
Merge pull request #1376 from c9s/feature/query-trades-pagination
FEATURE: query trades from db page by page
|
2023-11-01 17:07:52 +08:00 |
|
c9s
|
2ffc617dac
|
Merge pull request #1386 from c9s/c9s/refactor-wall-strategy
REFACTOR: [wall] refactor wall strategy with common.Strategy
|
2023-11-01 17:06:17 +08:00 |
|
c9s
|
9dc57f01cd
|
wall: refactor wall strategy with common.Strategy
|
2023-11-01 16:57:07 +08:00 |
|
Edwin
|
00d4805321
|
pkg/exchange: add query tickers api
|
2023-11-01 16:14:21 +08:00 |
|
bailantaotao
|
de8f24cb7b
|
Merge pull request #1382 from bailantaotao/edwin/bitget/refactor-ticker-account
REFACTOR: [bitget] add rate limiter for account, ticker
|
2023-11-01 15:46:01 +08:00 |
|
c9s
|
a8ddf9a8d5
|
Merge pull request #1384 from c9s/c9s/backtest-minor-improvements
CHORE: minor improvements on backtest cmd
|
2023-11-01 15:35:07 +08:00 |
|
c9s
|
7a48d001a2
|
backtest: return closed kline channel when empty symbol is given
|
2023-11-01 15:23:27 +08:00 |
|
c9s
|
470eb7dc09
|
cmd: skip reports for session has no trade
|
2023-11-01 15:22:53 +08:00 |
|
なるみ
|
98b4bd2317
|
Merge pull request #1377 from c9s/narumi/rebalance/refactor
REFACTOR: [rebalance] submit one order at a time
|
2023-11-01 14:01:32 +08:00 |
|
Edwin
|
2cea089404
|
pkg/exchange: add rate limiter for query ticker, account
|
2023-11-01 13:20:46 +08:00 |
|
Edwin
|
102b662f7c
|
pkg/exchange: support kline subscription on stream
|
2023-11-01 11:56:58 +08:00 |
|
Edwin
|
4bc177f21b
|
pkg/exchange: refactor get symbol api
|
2023-10-31 14:48:40 +08:00 |
|
Yu-Cheng
|
1d2e46eca8
|
trade: query trades from db paginately
|
2023-10-31 14:20:20 +08:00 |
|
narumi
|
7c19bb9e20
|
submit one order at a time
|
2023-10-31 13:53:12 +08:00 |
|
chiahung
|
d33240ec83
|
rename and simplify import
|
2023-10-30 17:17:36 +08:00 |
|
chiahung
|
671772a767
|
FIX: retry to get open orders only for 5 times and do not sync orders updated in 3 min
|
2023-10-30 16:28:34 +08:00 |
|
kbearXD
|
be4c69c365
|
Merge pull request #1368 from c9s/feature/grid2/merge-recover
FEATURE: merge grid recover and active orders recover logic
|
2023-10-30 16:11:23 +08:00 |
|
c9s
|
dcd837f0f9
|
Merge pull request #1372 from bailantaotao/edwin/fix-precision
FIX: [bybit][kucoin] fix negative volume, price precision
|
2023-10-28 08:09:51 +08:00 |
|
なるみ
|
db1de0efb8
|
Merge pull request #1373 from c9s/narumi/xalign/max-amounts
FEATURE: [xalign] adjust quantity by max amount
|
2023-10-27 18:00:08 +08:00 |
|
Edwin
|
39c3d23da3
|
pkg/exchange: support ping/pong
|
2023-10-27 16:45:41 +08:00 |
|
Edwin
|
d07b766939
|
pkg/exchange: Use the same conn to avoid concurrent write issues.
|
2023-10-27 16:03:03 +08:00 |
|
Edwin
|
ba7e26c800
|
pkg/exchange: use NumFractionalDigits instead of math.Log10(Float64) due to precision problem
|
2023-10-27 15:28:35 +08:00 |
|
narumi
|
e8c9801535
|
adjust quantity by max amount
|
2023-10-27 15:01:41 +08:00 |
|
Edwin
|
2a85bbebf0
|
pkg/exchange: fix precision
|
2023-10-27 12:52:36 +08:00 |
|
chiahung
|
40ca323b2d
|
merge recover logic
|
2023-10-26 16:29:05 +08:00 |
|
chiahung
|
f31d829294
|
FEAUTRE: merge grid recover and active orders recover
|
2023-10-26 14:55:33 +08:00 |
|
kbearXD
|
c4f1af00d7
|
Merge pull request #1361 from c9s/feature/grid2/recover-preparation-function
FEATURE: prepare query trades funtion for new recover
|
2023-10-26 13:59:33 +08:00 |
|
bailantaotao
|
8ddb31b339
|
Merge pull request #1365 from bailantaotao/edwin/make-jump-to-option-2
FEATURE: [batch] add jumpIfEmpty opts to closed order batch query
|
2023-10-26 11:22:29 +08:00 |
|
Edwin
|
55d444d86a
|
pkg/exchange: add jumpIfEmpty opts to closed order batch query
|
2023-10-26 09:31:25 +08:00 |
|
bailantaotao
|
d762366a83
|
Merge pull request #1364 from bailantaotao/edwin/make-jump-to-option
FEATURE: [batch] add a jumpIfEmpty to batch trade option
|
2023-10-26 09:23:11 +08:00 |
|
Edwin
|
881db49b70
|
pkg/exchange: rename tradeRateLimiter to queryOrderTradeRateLimiter
|
2023-10-25 21:36:26 +08:00 |
|
Edwin
|
c611cfe73b
|
pkg/exchange: add a jumpIfEmpty to batch trade option
|
2023-10-25 21:30:54 +08:00 |
|
chiahung
|
ab1bc998f9
|
FEATURE: prepare query trades funtion for new recover
|
2023-10-25 13:34:11 +08:00 |
|
c9s
|
4b9d52004f
|
Merge pull request #1355 from c9s/refactor/grid2/rename-and-move
REFACTOR: rename file and variable
|
2023-10-25 07:36:22 +08:00 |
|
narumi
|
3e5869cab3
|
remove zero padding from RMA
|
2023-10-24 17:03:40 +08:00 |
|
なるみ
|
4f35f21581
|
Merge pull request #1357 from c9s/narumi/rma-test-cases
FIX: Fix duplicate RMA values and add test cases
|
2023-10-24 17:01:36 +08:00 |
|
narumi
|
2a9fd10716
|
add rma test cases
|
2023-10-24 16:47:08 +08:00 |
|
narumi
|
22a7232e8b
|
fix duplicate rma value
|
2023-10-24 16:37:44 +08:00 |
|
c9s
|
3fcc21c1f1
|
Merge pull request #1356 from c9s/c9s/fix-rma-zero-value-issue
FIX: fix rma zero value issue
|
2023-10-24 16:18:39 +08:00 |
|
c9s
|
4c1654652e
|
indicator: remove unnecessary zero value push
|
2023-10-24 13:44:49 +08:00 |
|
c9s
|
a9d9ef3792
|
Add AddSubscriber method on Float64Series
|
2023-10-24 13:44:25 +08:00 |
|
chiahung
|
3710c33670
|
REFACTOR: rename file and variable
|
2023-10-24 13:03:14 +08:00 |
|
kbearXD
|
7d97f573c5
|
Merge pull request #1350 from c9s/feature/grid2/twin-orderbook
FEATURE: [grid2] twin orderbook
|
2023-10-24 13:00:25 +08:00 |
|
chiahung
|
c977b8e295
|
add lock to protect twin orderbook and add more comments
|
2023-10-23 17:42:39 +08:00 |
|
chiahung
|
3150f6b3f5
|
fix
|
2023-10-23 13:00:17 +08:00 |
|
c9s
|
7860bff379
|
Merge pull request #1349 from c9s/feature/grid2/remove-profit-entries
MINOR: remove profit entries from profit stats
|
2023-10-23 07:17:17 +08:00 |
|
Edwin
|
a18b1be44e
|
pkg/exchange: support market trade stream on bitget
|
2023-10-20 16:42:09 +08:00 |
|
chiahung
|
e9078a71c8
|
FEATURE: twin orderbook
|
2023-10-20 16:23:31 +08:00 |
|
chiahung
|
c9fca56723
|
MINOR: remove profit entries from profit stats
|
2023-10-20 15:17:31 +08:00 |
|
bailantaotao
|
f8c47f72bf
|
Merge pull request #1344 from bailantaotao/edwin/bitget/public-stream-book
FEATURE: [bitget] support book stream on bitget
|
2023-10-20 14:22:42 +08:00 |
|
c9s
|
eb404a5f9b
|
Merge pull request #1280 from c9s/feature/bitget
FEATURE: [bitget] integrate QueryMarkets, QueryTicker and QueryAccount api
|
2023-10-20 13:36:07 +08:00 |
|
Edwin
|
51d86ca059
|
pkg/exchange, types: support book stream on bitget
|
2023-10-19 15:40:32 +08:00 |
|
narumi
|
900db74fb9
|
skip public session
|
2023-10-19 15:14:28 +08:00 |
|
c9s
|
6b273eda4d
|
Merge pull request #1345 from c9s/c9s/fix-market-inject
FIX: [bbgo] check symbol length for injection
|
2023-10-18 15:46:43 +08:00 |
|
gx578007
|
5c8c66a740
|
Merge pull request #1343 from c9s/bhwu/max/remove-outdated-max-fields
FIX: [max] remove outdated margin fields
|
2023-10-18 15:41:33 +08:00 |
|
c9s
|
92396cae5e
|
bbgo: check symbol length for injection
|
2023-10-18 15:36:53 +08:00 |
|
kbearXD
|
3bc03ff8c5
|
Merge pull request #1328 from c9s/feature/grid2/recover-active-order-periodically
FEATURE: recover active orders with open orders periodically
|
2023-10-17 04:33:40 -05:00 |
|
c9s
|
98b294424a
|
Merge pull request #1341 from c9s/narumi/random/amount
REFACTOR: [random] remove adjustQuantity from config
|
2023-10-17 17:19:53 +08:00 |
|
chiahung
|
ccb7308263
|
fix
|
2023-10-17 16:13:05 +08:00 |
|
gx578007
|
10daeab1cb
|
FIX: [max] remove outdated margin fields
|
2023-10-17 16:11:34 +08:00 |
|
chiahung
|
243b90aaf9
|
fix nil metrics error
|
2023-10-17 15:20:28 +08:00 |
|
chiahung
|
c257bc8ccf
|
sleep 100ms to avoid DDOS
|
2023-10-17 13:51:51 +08:00 |
|
chiahung
|
5ff3828ec1
|
move to onAuth
|
2023-10-16 16:02:43 +08:00 |
|
c9s
|
d50e50991e
|
Merge pull request #1342 from c9s/improve/pivot-right-window-usage
CHORE: make rightWindow possible to be set as zero
|
2023-10-16 12:51:21 +08:00 |
|
c9s
|
dfa3f7d4c4
|
indicator: make right window optional
|
2023-10-16 12:40:44 +08:00 |
|
c9s
|
4c69dccf09
|
make rightWindow possible to be set as zero
|
2023-10-16 12:36:52 +08:00 |
|
narumi
|
badadafa2d
|
remove adjustQuantity from config
|
2023-10-13 18:11:21 +08:00 |
|
chiahung
|
c5449374cd
|
add test and remove recovered atmoic bool
|
2023-10-13 16:50:59 +08:00 |
|
chiahung
|
de1a884153
|
not add non existing open orders into active orderbook if updated in 5 min
|
2023-10-13 16:50:21 +08:00 |
|
chiahung
|
136c2cd36f
|
add open orders metrics
|
2023-10-13 16:50:21 +08:00 |
|
chiahung
|
c6d4ebf57b
|
also sync orders already in active orderbook if the open orders are expired
|
2023-10-13 16:50:21 +08:00 |
|
c9s
|
a39925b912
|
grid2: invert if
|
2023-10-13 16:50:21 +08:00 |
|
c9s
|
5f9d020ac8
|
grid2: improve some logging
|
2023-10-13 16:50:21 +08:00 |
|
c9s
|
1347c8ef87
|
grid2: refactor recoverActiveOrdersPeriodically
|
2023-10-13 16:50:21 +08:00 |
|
chiahung
|
27294ac9b6
|
FIX: fix some error and use chan to trigger active orders recover when on auth
|
2023-10-13 16:50:21 +08:00 |
|
chiahung
|
4c9b1e78fe
|
remove checker
|
2023-10-13 16:50:21 +08:00 |
|
chiahung
|
ca80bdb282
|
FEATURE: recover active orders with open orders periodically
|
2023-10-13 16:50:20 +08:00 |
|
bailantaotao
|
fb110a1d5b
|
Merge pull request #1339 from bailantaotao/edwin/support-200-depth
FEATURE: [BYBIT] support order book depth 200 on bybit
|
2023-10-12 21:16:56 -05:00 |
|
c9s
|
20df2ef3c8
|
Merge pull request #1335 from c9s/c9s/feature/private-channels
FEATURE: add custom private channel support to max
|
2023-10-12 17:20:06 +08:00 |
|
Edwin
|
ef582f6e52
|
pkg/exchange: support order book depth 200 on bybit
|
2023-10-12 11:11:26 +08:00 |
|
c9s
|
a0a7b0ffdc
|
grid2: set max retries
|
2023-10-11 17:33:07 +08:00 |
|
narumi
|
a8d678a544
|
rename randomtrader to random
|
2023-10-11 15:52:10 +08:00 |
|
c9s
|
2f65793522
|
Merge pull request #1327 from c9s/narumi/fix-position-risk
FIX: Fix duplicate orders caused by position risk control
|
2023-10-11 15:43:26 +08:00 |
|
c9s
|
10be0ec62a
|
Merge pull request #1331 from c9s/narumi/fixedmaker/x
FEATURE: add xfixedmaker strategy
|
2023-10-11 15:43:05 +08:00 |
|
narumi
|
4a6f6f7a5a
|
add backtest config
|
2023-10-11 12:14:34 +08:00 |
|
narumi
|
d8ff42d531
|
Fix duplicate orders caused by position risk control
|
2023-10-11 12:13:01 +08:00 |
|
narumi
|
81ea074b4f
|
check balances
|
2023-10-07 16:34:22 +08:00 |
|
narumi
|
a0efa2769d
|
add randtrader strategy
|
2023-10-07 12:36:32 +08:00 |
|
narumi
|
a40488b0a3
|
add xfixedmaker strategy
|
2023-10-06 12:58:47 +08:00 |
|
c9s
|
a13c65ef1d
|
Merge pull request #1332 from MengShue/add_supported_interval
FEATURE: add supported interval for okex
|
2023-10-05 21:47:51 +08:00 |
|
c9s
|
e01d89d619
|
Merge pull request #1232 from zenixls2/feature/forceOrder
feature: add forceOrder api for binance to show liquid info
|
2023-10-05 21:46:49 +08:00 |
|
zenix
|
590e1648eb
|
fix: use MillisecondTimestamp instead
|
2023-10-05 16:16:27 +09:00 |
|
c9s
|
378425a3aa
|
bbgo: add balance logger support
|
2023-10-04 18:02:19 +08:00 |
|
c9s
|
78ea940569
|
max: support private channel setter
|
2023-10-04 18:02:18 +08:00 |
|
Alan.sung
|
2309bbdee8
|
print local interval in error message
|
2023-10-04 16:24:32 +08:00 |
|
c9s
|
42d2ffd502
|
Merge pull request #1334 from c9s/c9s/max-http-transport
CHORE: [maxapi] change default http transport settings
|
2023-10-04 15:28:18 +08:00 |
|
c9s
|
4700e754a8
|
maxapi: change default http transport settings
|
2023-10-04 15:17:22 +08:00 |
|
Alan.sung
|
3b793b79b6
|
turn ToGlobalInterval to ToLocalInterval, use Map to turn to local interval
|
2023-10-04 14:23:13 +08:00 |
|
Alan.sung
|
0b5ce231ff
|
fix lint and rename i with in
|
2023-10-04 12:39:30 +08:00 |
|
Alan.sung
|
a83335817e
|
use interval [1m/3m/5m/15m/30m/1H/2H/4H] and [/6Hutc/12Hutc/1Dutc/2Dutc/3Dutc/1Wutc/1Mutc] and add unit test
|
2023-10-04 12:39:30 +08:00 |
|
Alan.sung
|
d200232c13
|
add supported interval for okex
|
2023-10-04 12:38:59 +08:00 |
|
なるみ
|
f50d81950a
|
Merge pull request #1330 from c9s/narumi/fixedmaker/remove-atr
REFACTOR: Make fixedmaker simpler
|
2023-10-04 12:38:49 +08:00 |
|
c9s
|
32b8ca9a41
|
Merge pull request #1312 from MengShue/add_two_new_receiver_for_okex
FEATURE: add QueryClosedOrders() and QueryTrades() for okex
|
2023-10-04 12:14:32 +08:00 |
|
Alan.sung
|
b1c6e01e45
|
use types.StrInt64 for billID and add more comment for QueryTrades() and comment out personal unit test
|
2023-10-03 15:14:49 +08:00 |
|
Alan.sung
|
cc55d67eeb
|
use default limit if not pass AND add more unit test
|
2023-10-03 12:29:30 +08:00 |
|
Alan.sung
|
648b82ead3
|
use NewGetTransactionHistoryRequest for QueryTrades and use billID for pagination
|
2023-10-02 18:47:05 +08:00 |
|
c9s
|
43fd404505
|
bump version to v1.52.0
|
2023-10-02 11:43:10 +08:00 |
|
c9s
|
a40d4a6b81
|
compile and update migration package
|
2023-10-02 11:43:02 +08:00 |
|
Alan.sung
|
6fd86fefda
|
add unit test for QueryTrade()
|
2023-10-02 10:49:33 +08:00 |
|
narumi
|
c5cd6bc95e
|
fix common.Strategy.IsHalted
|
2023-09-29 01:51:02 +08:00 |
|
narumi
|
4b9c933df1
|
remove skew
|
2023-09-29 01:06:58 +08:00 |
|
c9s
|
2058ce808b
|
Merge pull request #1325 from zenixls2/fix/listenkeyexpired
|
2023-09-27 22:46:44 +08:00 |
|
bailantaotao
|
d37682e22c
|
Merge pull request #1326 from bailantaotao/ediwn/fix-bybit-query-trades
FIX: [bybit] fix bybit query trades
|
2023-09-27 15:28:34 +08:00 |
|
bailantaotao
|
1117fe36e5
|
Merge pull request #1323 from c9s/c9s/strategy/atrpin
FEATURE: add atrpin strategy
|
2023-09-27 15:00:41 +08:00 |
|
Edwin
|
add1c73656
|
pkg/exchange: support pagination
|
2023-09-27 14:56:46 +08:00 |
|
zenix
|
08dad1c497
|
fix: replace json.Number with MillisecondTimestamp in types
|
2023-09-27 15:52:02 +09:00 |
|
Edwin
|
9a05357350
|
pkg/exchange: remove the limitation of query range due to bybit support the query
|
2023-09-27 14:44:11 +08:00 |
|
c9s
|
d4330a7a32
|
atrpin: add minPriceRange config
|
2023-09-27 14:25:49 +08:00 |
|
Alan.sung
|
3b63858d23
|
handle pagenation for QueryTrade
|
2023-09-27 11:06:41 +08:00 |
|
c9s
|
e52e53aa42
|
refine atrpin strategy
|
2023-09-26 20:43:14 +08:00 |
|
c9s
|
3b6e1e32a4
|
indicator/v2/tr: use PushAndEmit instead of just EmitUpdate
|
2023-09-26 20:42:54 +08:00 |
|
c9s
|
9a7b70d367
|
bbgo: reformat order executor
|
2023-09-26 20:42:38 +08:00 |
|
c9s
|
bc7f2687f8
|
indicator: check valid window value for RMA
|
2023-09-26 20:42:18 +08:00 |
|
c9s
|
2d578db12f
|
bbgo: simplify marketDataStore accessor
|
2023-09-26 20:42:00 +08:00 |
|
c9s
|
716fea885f
|
backtest: add more order checking
|
2023-09-26 20:41:37 +08:00 |
|
c9s
|
117d7f008f
|
types: add stringer on type ticker
|
2023-09-26 20:41:23 +08:00 |
|
bailantaotao
|
65b3d2cfcd
|
Merge pull request #1324 from bailantaotao/edwin/emit-balance-snapshot
FEATURE: [bybit] emit balance snapshot
|
2023-09-26 18:06:05 +08:00 |
|
zenix
|
2e4336a604
|
fix: listenKeyExpired event sends string timestamp
|
2023-09-26 18:41:15 +09:00 |
|
zenix
|
13b9fc4252
|
add forgotten emit
|
2023-09-26 18:36:46 +09:00 |
|
Edwin
|
9f83165032
|
pkg/exchange: use balance update instead of snapshot event
|
2023-09-26 17:13:23 +08:00 |
|
Edwin
|
70884538bc
|
pkg/exchange: emit balance snapshot
|
2023-09-26 17:13:20 +08:00 |
|
c9s
|
7a5a027a62
|
bbgo: add logging filledOrder option
|
2023-09-26 16:45:00 +08:00 |
|
c9s
|
9fffa4a47f
|
add atrpin strategy
|
2023-09-26 15:32:55 +08:00 |
|
zenix
|
7ae56a83da
|
feature: add forceOrder api for binance to show liquid info
|
2023-09-26 15:22:09 +09:00 |
|
Alan.sung
|
ad7206271f
|
QueryTrades only allow query by time interval, required
|
2023-09-26 01:06:58 +08:00 |
|
Alan.sung
|
99a69f4f2f
|
add QueryClosedOrders() and QueryTrades() for okex, also fix conflict for QueryOrderTrades() and update typo error in QueryOrderTrades()
|
2023-09-26 01:05:09 +08:00 |
|
c9s
|
cf31796224
|
Merge pull request #1318 from c9s/narumi/common-risk
CHORE: add IsHalted method to common.Strategy for CircuitBreakRiskControl
|
2023-09-25 18:07:57 +08:00 |
|
c9s
|
8f40478c74
|
Merge pull request #1313 from c9s/fix/grid2-active-orders
FIX: [grid2] only do active order update when grid is recovered
|
2023-09-25 17:53:07 +08:00 |
|
c9s
|
94f6cefd70
|
grid2: improve active order recover logs
|
2023-09-25 17:43:38 +08:00 |
|
c9s
|
fdaa92c6ca
|
Merge pull request #1320 from c9s/feature/logging
FEATURE: add log fields support to the core
|
2023-09-25 17:30:14 +08:00 |
|
c9s
|
b6d0e3ef27
|
grid2: only do active order update when grid is recovered
|
2023-09-25 17:19:53 +08:00 |
|
c9s
|
550b010499
|
bbgo: add log fields support to the core
|
2023-09-25 17:16:27 +08:00 |
|
c9s
|
db7a0df254
|
types: change websocket error to warnf
|
2023-09-25 13:55:59 +08:00 |
|
bailantaotao
|
e86a75c406
|
Merge pull request #1317 from bailantaotao/edwin/waiting-all-routines-closed
FIX: Wait for all routines to close while streaming is reconnecting
|
2023-09-21 21:19:03 +08:00 |
|
narumi
|
4a231b10c6
|
pull out ishalted method
|
2023-09-21 15:06:09 +08:00 |
|
Edwin
|
294e5111dc
|
pkg/types: ensure all routines are done
|
2023-09-21 14:43:06 +08:00 |
|
c9s
|
49e9c8bbcf
|
Merge pull request #1315 from c9s/narumi/fixedmaker/common
REFACTOR: use common strategy in fixedmaker
|
2023-09-21 14:35:53 +08:00 |
|
bailantaotao
|
a3df61dca4
|
Merge pull request #1311 from bailantaotao/edwin/add-on-raw-message-callback
FEATURE: emit regardless of whether there is an error or not on subscription.
|
2023-09-20 11:33:33 +08:00 |
|
narumi
|
c8316a36a0
|
use common strategy in fixedmaker
|
2023-09-19 15:00:39 +08:00 |
|
chiahung
|
fdfa3639ff
|
FEATURE: use retry query order until successful
|
2023-09-19 11:12:14 +08:00 |
|
kbearXD
|
6d0c266513
|
Merge pull request #1302 from c9s/feature/grid2/use-quote-quantity
FEATURE: use quote quantity if there is QuoteQuantity in trade
|
2023-09-19 10:41:34 +08:00 |
|
c9s
|
a22c41f47d
|
Merge pull request #1307 from MengShue/add_QueryOrderTrades_for_okex
FEATURE: add QueryOrderTrades() for okex
|
2023-09-18 16:14:41 +08:00 |
|
Edwin
|
42ee9618b5
|
pkg/exchange: emit regardless of whether there is an error or not.
|
2023-09-18 13:11:22 +08:00 |
|
c9s
|
542944b4cc
|
max: use websocket update time (TU) field
|
2023-09-17 18:29:14 +08:00 |
|
c9s
|
89c88c48a3
|
bbgo: log filled order
|
2023-09-17 18:25:21 +08:00 |
|
c9s
|
797ee4402c
|
types: fix pending order update comparison
|
2023-09-17 18:20:29 +08:00 |
|
c9s
|
4b78bfcdfa
|
types: improve order string format
|
2023-09-17 18:08:57 +08:00 |
|
c9s
|
8314a7e750
|
types: improve order string format
|
2023-09-17 18:03:57 +08:00 |
|
c9s
|
5f8a5e47d5
|
activeorderbook: add pending order logs
|
2023-09-17 18:03:56 +08:00 |
|
Alan.sung
|
a47c846fa5
|
add QueryOrderTrades() for okex
|
2023-09-14 14:54:02 +08:00 |
|
Edwin
|
e56d8d1607
|
pkg/exchange: emit auth in each exchange
|
2023-09-14 12:01:20 +09:00 |
|
Edwin
|
faa259623d
|
pkg/exchange: add auth callback to standard stream
|
2023-09-13 17:06:57 +09:00 |
|
bailantaotao
|
388b9c3f9f
|
Merge pull request #1308 from bailantaotao/edwin/add-trade-stream
FEATURE: [bybit] support market trade
|
2023-09-11 18:02:03 +08:00 |
|
c9s
|
4f82843b40
|
Merge pull request #1306 from andycheng123/improve/binance-api
Improve: Update Binance futures account api to v2
|
2023-09-11 11:14:56 +08:00 |
|
Edwin
|
1c5ad1d1f0
|
pkg/exchange: support market trade for bybit
|
2023-09-11 00:54:02 +08:00 |
|
bailantaotao
|
439f45bdf9
|
Merge pull request #1304 from bailantaotao/edwin/support-unsubscribe
FEATURE: [bybit] support unsubscribe
|
2023-09-08 18:22:53 +08:00 |
|
bailantaotao
|
e5c3b8cccb
|
Merge pull request #1301 from bailantaotao/edwin/add-new-func-for-subscriptions
FEATURE: add Reconnect and Resubscribe for stream
|
2023-09-08 18:22:35 +08:00 |
|
Andy Cheng
|
40dbfd5b42
|
improve/binance: rename variable to comply with golang naming convention
|
2023-09-08 18:14:51 +08:00 |
|
c9s
|
09ed7b141c
|
Merge pull request #1305 from MengShue/refactor_okex_for_future
FEATURE: refactor okex to future use
|
2023-09-07 22:57:29 +08:00 |
|
bailantaotao
|
d91199d3ad
|
Merge branch 'c9s:main' into edwin/add-new-func-for-subscriptions
|
2023-09-07 15:29:54 +08:00 |
|
Andy Cheng
|
c9d67f8131
|
improve/binance: update futures account api to v2
|
2023-09-07 15:21:47 +08:00 |
|
Alan.sung
|
9a66f82d8c
|
remove err since handling init for client
|
2023-09-07 11:25:12 +08:00 |
|
Alan.sung
|
dbf29f8cd2
|
add constructor to check url error
|
2023-09-06 21:21:13 +08:00 |
|
Alan.sung
|
7550ea2be1
|
refactor okex to future use
|
2023-09-06 19:14:21 +08:00 |
|
bailantaotao
|
1338499e3f
|
Merge pull request #1303 from bailantaotao/edwin/add-default-time
FEATURE: set default 30d for closed order batch query
|
2023-09-06 12:41:47 +08:00 |
|
Edwin
|
da13bb680e
|
pkg/exchange: support unsubscribe for bybit
|
2023-09-06 12:18:47 +08:00 |
|
Edwin
|
83cdd4e1a4
|
pkg/exchange: update add reconnect and resubscribe func for stream
|
2023-09-06 12:18:17 +08:00 |
|
Edwin
|
f5a66baad3
|
pkg/exchage: set default 30d for closed order batch query
|
2023-09-05 22:04:16 +08:00 |
|
chiahung
|
db376f8483
|
FEATURE: use quote quantity if there is QuoteQuantity in trade
|
2023-09-05 18:28:10 +08:00 |
|
bailantaotao
|
7461b60b6b
|
Merge pull request #1299 from bailantaotao/edwin/add-server-time
pkg/exchange: add time to SliceOrderBook
|
2023-09-05 16:36:20 +08:00 |
|
kbearXD
|
79d98e857d
|
Merge pull request #1295 from c9s/feature/grid2/amount-round-down
FEATURE: round down executed amount to avoid insufficient balance
|
2023-09-05 14:35:53 +08:00 |
|
なるみ
|
9c104f5776
|
Merge pull request #1297 from c9s/narumi/reset-profit-stats
FIX: reset profit stats when over given duration in circuit break risk control
|
2023-09-05 14:00:52 +08:00 |
|
narumi
|
57198cc6b0
|
fix: reset profit stats when over given duration in circuit break risk control
|
2023-09-01 18:57:40 +08:00 |
|
c9s
|
8adb0df656
|
Merge pull request #1298 from c9s/c9s/grid2-fix-recover-active-orders
FIX: [grid2] fix active order recover, add start process delay
|
2023-09-01 18:48:58 +08:00 |
|
c9s
|
415a28c32b
|
Merge pull request #1300 from bailantaotao/edwin/fix-okex-bid-ask
pkg/exchange: fix okex bookticker bug
|
2023-09-01 18:07:59 +08:00 |
|
Edwin
|
412d0e0558
|
*: fix lint
|
2023-09-01 17:54:43 +08:00 |
|
Edwin
|
50bfd8ee0e
|
pkg/exchange: add time to SliceOrderBook
|
2023-09-01 17:54:40 +08:00 |
|
Edwin
|
594ab9cbaf
|
pkg/exchange: fix okex bookticker bug
|
2023-09-01 17:12:32 +08:00 |
|
c9s
|
e74da87e51
|
grid2: delay start process by 5s
|
2023-08-31 17:08:00 +08:00 |
|
narumi
|
52412d9ead
|
refactor: add IsOver to check the since time is over given duration
|
2023-08-31 14:31:25 +08:00 |
|
c9s
|
f24bd3532c
|
grid2: add 5s delay and <10seconds jitter
|
2023-08-31 14:08:33 +08:00 |
|
c9s
|
7de6c3d8e4
|
grid2: add more update logs
|
2023-08-31 13:59:44 +08:00 |
|
c9s
|
cb0285544e
|
add lock to recoverActiveOrders
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2023-08-31 13:48:56 +08:00 |
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chiahung
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9dc7244d8a
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FEATURE: round down executed amount to avoid insufficient balance
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2023-08-31 12:40:01 +08:00 |
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c9s
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2c4b6e8cd1
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Merge pull request #1238 from MengShue/add_unit_test_for_okex
TEST: add unit test for okex exchange
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2023-08-24 12:44:45 +08:00 |
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Alan.sung
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f8ae408fad
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add continue in err != nil
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2023-08-23 16:16:38 +08:00 |
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Alan.sung
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26cde5d57c
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use multierr to handle err return from toGlobalOrder
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2023-08-23 15:44:51 +08:00 |
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