c9s
|
6afde4808f
|
use NamedQueryContext instead of NamedQuery
|
2024-06-19 15:51:16 +08:00 |
|
c9s
|
b2722d9e44
|
environment: check syncBufferPeriod
|
2024-06-19 14:18:21 +08:00 |
|
narumi
|
9cbf8a0ecf
|
add fee budget support to random strategy
|
2024-06-18 18:24:16 +08:00 |
|
narumi
|
0f03bc785b
|
extract FeeBudget struct and move to common
|
2024-06-18 18:24:14 +08:00 |
|
c9s
|
46bd4a0ef8
|
compile and update migration package
|
2024-06-18 18:10:36 +08:00 |
|
YC
|
c83524a04a
|
Merge pull request #1646 from c9s/minor/add-inserted-at-to-trade
MINOR: add inserted_at column to trades
|
2024-06-18 18:07:27 +08:00 |
|
narumi
|
4dc28ec16a
|
replace threshold with minBaseBalance
|
2024-06-18 17:45:31 +08:00 |
|
c9s
|
e953a04638
|
Merge pull request #1655 from c9s/c9s/xgap-vol-target
FEATURE: [xgap] add dailyTargetVolume option
|
2024-06-18 17:10:49 +08:00 |
|
c9s
|
589a8b6eb2
|
xgap: add dailyTargetVolume option
|
2024-06-18 16:49:47 +08:00 |
|
Yu-Cheng
|
0d7236ca8a
|
add json tag to insertedAt field
|
2024-06-17 17:44:50 +08:00 |
|
Yu-Cheng
|
49d567c8f2
|
trade: add inserted_at column
A trade may be missed initially and fetched after it has occurred.
|
2024-06-17 17:42:32 +08:00 |
|
kbearXD
|
5098c3ac35
|
Merge pull request #1645 from c9s/kbearXD/dca2/flexible-recovery
FEATURE: [dca2] make the take-profit order of round from order to orders
|
2024-06-13 18:19:44 +08:00 |
|
c9s
|
34dbc5d55c
|
types: improve AdjustQuantityByMinNotional
|
2024-06-13 17:22:29 +08:00 |
|
kbearXD
|
60160cd7b4
|
new flag DisableOrderGroupIDFilter to only query order group id
|
2024-06-13 17:21:27 +08:00 |
|
c9s
|
a5831bbf13
|
xgap: fix price and balance checking
|
2024-06-13 15:55:40 +08:00 |
|
c9s
|
88ce5a4928
|
xgap: make sourceBook optional
|
2024-06-13 15:40:40 +08:00 |
|
c9s
|
7a4f9347f1
|
Merge pull request #1652 from c9s/c9s/fix-xgap-spread-too-large-issue
FIX: [xgap] fix empty source book pricing issue
|
2024-06-11 18:11:44 +08:00 |
|
edwin
|
b562e46c55
|
pkg/exchange: adjust the time since of unit test
|
2024-06-11 17:59:45 +08:00 |
|
c9s
|
4a1b5e0e25
|
Merge pull request #1649 from c9s/c9s/basic-circuitbreaker
FEATURE: add BasicCircuitBreaker
|
2024-06-11 17:19:10 +08:00 |
|
c9s
|
9adedc186f
|
xgap: fix empty source book pricing issue
|
2024-06-11 16:28:48 +08:00 |
|
c9s
|
e081a362f7
|
Merge pull request #1650 from c9s/c9s/fix-okex-book-subscription
FIX: [okex] fix order book subscription channels
|
2024-06-03 17:55:26 +08:00 |
|
edwin
|
bafa5a4783
|
pkg/exchange: add rate limit comment
|
2024-06-03 17:25:07 +08:00 |
|
edwin
|
57618ced7c
|
pkg/exchange: add conn count info event
|
2024-06-03 17:01:57 +08:00 |
|
c9s
|
de7bf31b24
|
okex: fix order book subscription channels
|
2024-06-03 16:07:47 +08:00 |
|
c9s
|
907a1c8c53
|
Merge pull request #1647 from c9s/c9s/add-initial-attempt-for-order-trades-query
FIX: [retry] add initialAttempts to the order trades query backoff
|
2024-06-03 14:01:19 +08:00 |
|
c9s
|
e1532ffa46
|
add BasicCircuitBreaker
|
2024-06-02 20:38:41 +08:00 |
|
c9s
|
6bb910c561
|
retry: add initialAttempts to the order trades query backoff
|
2024-06-01 14:18:34 +08:00 |
|
kbearXD
|
1d0b4e5cb8
|
FEATURE: [dca2] make the take-profit order of round from order to orders
|
2024-05-30 15:53:44 +08:00 |
|
なるみ
|
7bde48adce
|
Merge pull request #1637 from c9s/narumi/atrpin-log-with-fields
CHORE: [atrpin] add symbol and window log fields
|
2024-05-25 21:37:51 +08:00 |
|
c9s
|
01fac1fd01
|
binance: optimize pv parsing
|
2024-05-24 18:06:40 +08:00 |
|
c9s
|
acb84e098f
|
binance: use pre-allocated pv var
|
2024-05-24 18:06:33 +08:00 |
|
c9s
|
55c6a435e7
|
binance: remove orderbook convert error var
|
2024-05-24 18:06:21 +08:00 |
|
c9s
|
901272f153
|
binance: refactor and update QueryOrderTrades implementation
|
2024-05-24 17:35:27 +08:00 |
|
c9s
|
bc71c95608
|
binance: implement query trade for binance margin trading
|
2024-05-24 17:35:27 +08:00 |
|
kbearXD
|
c42c52d549
|
Merge pull request #1640 from c9s/kbearXD/dca2/flexible-recovery
FEATURE: [dca2] change state recovery logic
|
2024-05-24 15:54:23 +08:00 |
|
kbearXD
|
7134f51d38
|
FEATURE: [dca2] change state recovery logic
|
2024-05-24 15:12:27 +08:00 |
|
c9s
|
8a852afedb
|
Merge pull request #1642 from c9s/refactor/average-depth-price-method
Refactor: add average depth price method
|
2024-05-23 18:22:06 +08:00 |
|
c9s
|
75b86e435a
|
max: assign client order id only when it's not empty
|
2024-05-23 17:16:27 +08:00 |
|
c9s
|
99edfb61bf
|
integrate aggregatePrice method
|
2024-05-23 16:30:43 +08:00 |
|
c9s
|
1c567d7146
|
pull out AverageDepthPrice from xdepthmaker
|
2024-05-23 15:22:45 +08:00 |
|
kbearXD
|
be674278b2
|
FEATURE: [dca2] new flag UniversalCancelAllOrdersWhenClose to decide if cancel all orders when closing
|
2024-05-22 18:20:18 +08:00 |
|
kbearXD
|
5f1ece2a4b
|
Merge pull request #1638 from c9s/kbearXD/dca2/store-open-position-pqs
FEATURE: [dca2] store price quantity pairs of the open-position order…
|
2024-05-22 11:34:39 +08:00 |
|
kbearXD
|
275286b9b9
|
remove test case
|
2024-05-21 17:00:02 +08:00 |
|
kbearXD
|
0faef68fbf
|
use types.PriceVolume
|
2024-05-21 16:06:02 +08:00 |
|
c9s
|
5397a3366c
|
Merge pull request #1639 from c9s/narumi/move-common-maker-tools
REFACTOR: move maker tools
|
2024-05-21 14:50:43 +08:00 |
|
c9s
|
7114b37967
|
Merge pull request #1625 from luchenhan/main
chore: fix function names in comment
|
2024-05-21 14:50:33 +08:00 |
|
c9s
|
7c85fd83b3
|
bump version to v1.59.2
|
2024-05-20 18:34:00 +08:00 |
|
c9s
|
2e52d3175d
|
deposit2transfer: apply backoff to api calls
|
2024-05-20 18:05:21 +08:00 |
|
c9s
|
543b283820
|
liquiditymaker: remove orderbook subscription
|
2024-05-20 17:55:32 +08:00 |
|
narumi
|
8ad85fc365
|
move OrderPriceRiskControl to riskcontrol
|
2024-05-20 15:19:42 +08:00 |
|
narumi
|
5f096bbe0d
|
move InventorySkew to strategy.common
|
2024-05-20 15:19:22 +08:00 |
|
kbearXD
|
6676e1e452
|
FEATURE: [dca2] store price quantity pairs of the open-position orders into persistence
|
2024-05-20 14:37:23 +08:00 |
|
narumi
|
0f045dccbb
|
add symbol and window log fields
|
2024-05-20 14:34:08 +08:00 |
|
zenix.huang
|
24ab4895b6
|
fix: tg order decimal
|
2024-05-20 00:19:28 +09:00 |
|
なるみ
|
ad6efaf449
|
Merge pull request #1633 from c9s/narumi/fix-common-strategy-init
FIX: fix strategy initialization
|
2024-05-16 16:32:22 +08:00 |
|
kbearXD
|
38e63422f2
|
Merge pull request #1634 from c9s/kbearXD/dca2/fix
FIX: [dca2] fix triggerNextState loop side effect
|
2024-05-16 15:57:57 +08:00 |
|
edwin
|
ecc08fabb7
|
pkg/exchange: update okx symbols
|
2024-05-16 15:29:47 +08:00 |
|
kbearXD
|
73c467a06b
|
FIX: [dca2] fix triggerNextState loop side effect
|
2024-05-16 14:44:56 +08:00 |
|
narumi
|
705261d2d4
|
fix strategy initialization
|
2024-05-15 23:38:34 +08:00 |
|
narumi
|
095ca85669
|
disable bbgo.sync in common strategy
|
2024-05-14 19:50:52 +08:00 |
|
c9s
|
6aed8f33f7
|
bump version to v1.59.1
|
2024-05-14 17:35:18 +08:00 |
|
c9s
|
34200efd54
|
liquiditymaker: skip dust quantity
|
2024-05-14 17:34:26 +08:00 |
|
c9s
|
cc107b80da
|
bump version to v1.59.0
|
2024-05-14 15:08:21 +08:00 |
|
kbearXD
|
e856727e97
|
trigger position opening immediately after recovery
|
2024-05-13 15:24:31 +08:00 |
|
kbearXD
|
f49924caa4
|
not emit WaitToOpenPosition when kline event
|
2024-05-13 14:35:29 +08:00 |
|
kbearXD
|
6cdd2f0d71
|
REFACTOR: [dca2] refactor dca2 strategy to make it can back testing
|
2024-05-13 14:35:29 +08:00 |
|
c9s
|
b9c77c1584
|
add UseProtectedPriceRange support
|
2024-05-11 23:00:37 +08:00 |
|
c9s
|
b752e5ec60
|
Fix cancel all orders
|
2024-05-11 22:47:29 +08:00 |
|
narumi
|
24de8a23c9
|
sync position to redis
|
2024-05-08 15:28:40 +08:00 |
|
narumi
|
b35cfbeffd
|
do nothing if failed to cancel open orders
|
2024-05-03 14:52:41 +08:00 |
|
kbearXD
|
38d8043e3b
|
MINOR: add trade id and order id when fee is still processing
|
2024-04-30 13:38:35 +08:00 |
|
kbearXD
|
a7af2b7002
|
FEATURE: [grid2] use feeProcessing field to make sure the trading fee is ready
|
2024-04-30 11:03:23 +08:00 |
|
luchenhan
|
5791e392f5
|
chore: fix function names in comment
Signed-off-by: luchenhan <hanluchen@aliyun.com>
|
2024-04-29 16:38:55 +08:00 |
|
kbearXD
|
0396fc19fd
|
FEATURE: [dca2] make QueryOrderTradesUntilsuccessful take feeProcessing into consideration
|
2024-04-29 15:59:52 +08:00 |
|
c9s
|
0a2b976165
|
Merge pull request #1618 from c9s/narumi/atrpin/submitting-log
CHORE: [atrpin] add submitting log
|
2024-04-23 15:43:47 +08:00 |
|
c9s
|
4523902f0f
|
Merge pull request #1619 from hidewrong/main
chore: fix some comments
|
2024-04-23 15:43:29 +08:00 |
|
c9s
|
9092b613b0
|
Merge pull request #1620 from c9s/narumi/move-logerr-to-util
REFACTOR: move logErr to util
|
2024-04-23 15:43:10 +08:00 |
|
kbearXD
|
8fc7c38e97
|
Merge pull request #1622 from c9s/kbearXD/dca2/emit-position-after-recovery
FEATURE: [dca2] emit position after recovery and refactor
|
2024-04-22 18:31:00 +08:00 |
|
c9s
|
a9db21adfa
|
limit adjustment order quantity
|
2024-04-22 14:42:52 +08:00 |
|
kbearXD
|
27ff44b663
|
FEATURE: [dca2] emit position after recovery and refactor
|
2024-04-22 13:46:28 +08:00 |
|
kbearXD
|
b6e7c48fd5
|
rename callback
|
2024-04-22 11:07:17 +08:00 |
|
kbearXD
|
547e9ece8f
|
FEATURE: [dca2] add position callback
|
2024-04-19 16:24:40 +08:00 |
|
narumi
|
94c126dd83
|
move logerr to util
|
2024-04-17 15:27:46 +08:00 |
|
narumi
|
1348ee540f
|
add submitting log
|
2024-04-17 15:16:58 +08:00 |
|
hidewrong
|
d6d428ed9f
|
chore: fix some comments
Signed-off-by: hidewrong <hidewrong@outlook.com>
|
2024-04-17 11:11:53 +08:00 |
|
kbearXD
|
2a6c6e935b
|
add some logs
|
2024-04-16 16:52:50 +08:00 |
|
kbearXD
|
2f3e0044c1
|
MINOR: [dca2] refactor and make open-position interval longer
|
2024-04-16 13:38:14 +08:00 |
|
kbearXD
|
4d92cf1b74
|
change local position name
|
2024-04-15 17:27:56 +08:00 |
|
kbearXD
|
70a10582fa
|
FEATURE: recollect position before placing the take-profit order
|
2024-04-15 16:25:56 +08:00 |
|
kbearXD
|
63d13d5f7b
|
use existing TradeCollector's EmitPositionUpdate
|
2024-04-11 16:03:59 +08:00 |
|
kbearXD
|
0616c73a88
|
FEATURE: emit position when position updated and reset
|
2024-04-11 15:12:38 +08:00 |
|
kbearXD
|
2d45b5cb76
|
FIX: fix dca2 panic problem
|
2024-04-11 11:40:35 +08:00 |
|
kbearXD
|
444c228fc4
|
update error message
|
2024-04-08 19:54:44 +08:00 |
|
kbearXD
|
f8d7447e8e
|
FIX: fix issue when recovering with finalizing orders
|
2024-04-08 19:54:44 +08:00 |
|
c9s
|
27ddd63c10
|
dca2: fix generateOpenPositionOrders call in tests
|
2024-04-08 19:38:59 +08:00 |
|
c9s
|
0318e08e0f
|
max: add fee processing field
|
2024-04-08 17:17:46 +08:00 |
|
kbearXD
|
8568e15e82
|
FEATURE: [dca2] new flag EnableQuoteInvestmentReallocate to decide if reallocate quote investment
|
2024-04-01 15:52:30 +08:00 |
|
c9s
|
d55d1e9867
|
upgrade github.com/adshao/go-binance/v2
|
2024-03-31 19:39:50 +08:00 |
|
c9s
|
39d9445529
|
cmd: make sync command consistent
|
2024-03-31 19:32:37 +08:00 |
|
c9s
|
f300791e34
|
Merge pull request #1605 from lanphan/sync
support Binance paper trading for sync sub-command
|
2024-03-28 14:47:25 +08:00 |
|
Lan Phan
|
37a0ae53e9
|
support Binance paper trading for sync sub-command
|
2024-03-28 13:31:10 +07:00 |
|
c9s
|
bbc4fc96a7
|
Merge pull request #1606 from lanphan/get-order
FIX: issue #1037, get-order command error
|
2024-03-28 14:28:06 +08:00 |
|
Lan Phan
|
dc77c08434
|
BUGFIX: issue #1037, get-order command error
|
2024-03-28 13:19:18 +07:00 |
|
なるみ
|
3881039bfb
|
Merge pull request #1608 from c9s/narumi/xalign/fix-max-amount
FIX: [xalign] fix buy side max amount
|
2024-03-28 14:09:08 +08:00 |
|
narumi
|
c2c650af0e
|
fix xalign max amount
|
2024-03-27 16:50:21 +08:00 |
|
narumi
|
0095eae77f
|
log when amount is not greater than the minimal order quantity
|
2024-03-27 16:50:21 +08:00 |
|
kbearXD
|
f246077c11
|
Merge pull request #1599 from c9s/kbearXD/dca2/take-profit-order
FEATURE: [dca2] when all open-position orders are filled, place the t…
|
2024-03-27 16:35:03 +08:00 |
|
kbearXD
|
f42ef77296
|
fix typo
|
2024-03-27 14:22:22 +08:00 |
|
c9s
|
d61498cf39
|
Merge pull request #1595 from c9s/c9s/simplify-max-query-ticker
REFACTOR: [max] simplify max query ticker
|
2024-03-26 18:28:40 +08:00 |
|
c9s
|
d399b39c44
|
max: simplify QueryTicker
|
2024-03-26 18:16:57 +08:00 |
|
c9s
|
6ac642bf32
|
Merge pull request #1604 from anywhy/indicator_adx
FEATURE:[indicator] add adx indicator
|
2024-03-26 18:13:21 +08:00 |
|
kbearXD
|
553976449d
|
FEATURE: [dca2] when all open-position orders are filled, place the take-profit order
|
2024-03-26 15:52:04 +08:00 |
|
anywhy
|
88281c1520
|
indicator_set add adx
|
2024-03-23 17:17:40 +08:00 |
|
anywhy
|
f54d170d44
|
update adx indicator
|
2024-03-23 17:11:10 +08:00 |
|
anywhy
|
4b3014f683
|
update indicator adx test case
|
2024-03-23 17:11:09 +08:00 |
|
anywhy
|
e632fa087e
|
update adx indicator and test case
|
2024-03-23 17:10:59 +08:00 |
|
anywhy
|
474a8ab864
|
indicator: add adx
|
2024-03-23 17:10:24 +08:00 |
|
Lan Phan
|
29874db5b8
|
consistent config param for all sub-commands
|
2024-03-22 14:41:53 +07:00 |
|
c9s
|
693b641612
|
Merge pull request #1596 from c9s/release/v1.58
|
2024-03-22 13:33:11 +08:00 |
|
Lan Phan
|
e2c754040d
|
update default value for config param of backtest cmd to have same value with root cmd
|
2024-03-22 11:07:02 +07:00 |
|
Newtoniano
|
17368b9585
|
add short position close logic
|
2024-03-20 18:48:08 +01:00 |
|
chiahung
|
a1dd9e5d99
|
bump version to v1.58.0
|
2024-03-19 16:36:45 +08:00 |
|
c9s
|
d58461d1cf
|
Merge pull request #1593 from c9s/c9s/xalign-add-test-cases
FIX: [xalign] add more complex test case for xalign strategy
|
2024-03-19 16:07:57 +08:00 |
|
kbearXD
|
25baf49e13
|
dca2: fix order group id not set issue
|
2024-03-19 15:51:36 +08:00 |
|
c9s
|
aced149ee8
|
xalign: add more complex test case for xalign strategy
|
2024-03-19 15:29:18 +08:00 |
|
kbearXD
|
b0bbf3c529
|
Merge pull request #1589 from c9s/kbearXD/dca2/pause-next-round-and-set-ttl
dca2: add ttl for persistence and nextRoundPaused flag
|
2024-03-19 14:31:57 +08:00 |
|
c9s
|
c11f886718
|
xalign: correct the base/quote currency balance name when it's reversed
|
2024-03-19 00:31:00 +08:00 |
|
edwin
|
98d565c46f
|
pkg/exchange: update okx url
|
2024-03-18 18:56:37 +08:00 |
|
c9s
|
cbf957c7ce
|
add priceVolume helper InQuote
|
2024-03-18 17:50:39 +08:00 |
|
c9s
|
97c48e5bb4
|
add AdjustQuantityByMinQuantity to types.Market
|
2024-03-18 17:50:24 +08:00 |
|
kbearXD
|
bcc29bd056
|
dca2: add ttl for persistence and nextRoundPaused flag
|
2024-03-18 17:35:47 +08:00 |
|
kbearXD
|
3f44092ff4
|
Merge pull request #1586 from c9s/kbearXD/dca2/round-collector
dca2: new struct RoundCollector for testing and use flag to decide re…
|
2024-03-18 17:34:41 +08:00 |
|
c9s
|
4eabb82f77
|
Merge pull request #1587 from avoidaway/main
chore: remove repetitive words
|
2024-03-18 16:50:40 +08:00 |
|
c9s
|
e621938649
|
Merge pull request #1582 from anywhy/fix_marketactiveorders
Fix: Restore parameters when update active order book
|
2024-03-18 16:40:12 +08:00 |
|
c9s
|
7f1e876be0
|
xalign: check if the quote balance will be used up and below the expected balance line
|
2024-03-18 12:47:48 +08:00 |
|
avoidaway
|
917451d2ec
|
chore: remove repetitive words
Signed-off-by: avoidaway <cmoman@126.com>
|
2024-03-16 16:08:52 +08:00 |
|
kbearXD
|
a23c476ce8
|
dca2: new struct RoundCollector for testing and use flag to decide recovery
|
2024-03-15 18:41:46 +08:00 |
|
c9s
|
239f7ea5dd
|
slacknotifier: increase slack notification burst to 3
|
2024-03-15 18:24:44 +08:00 |
|
c9s
|
1d314daa22
|
xalign: skip same currency
|
2024-03-15 15:59:43 +08:00 |
|
c9s
|
6831c40371
|
xalign: fix reversed market
|
2024-03-15 15:57:17 +08:00 |
|
c9s
|
f618485536
|
max: remove the extra user agent from the http headers
|
2024-03-15 15:22:37 +08:00 |
|
c9s
|
f785398249
|
max: adjust max rate limiters
|
2024-03-15 15:22:37 +08:00 |
|
kbearXD
|
62d6e79193
|
dca2: use GeneralBackoff not GeneralLiteBackoff
|
2024-03-15 11:24:20 +08:00 |
|
bailantaotao
|
3300b71cba
|
Merge pull request #1583 from c9s/edwin/okx/query-recent-trades
FEATURE: [okx] query recent trades
|
2024-03-15 09:43:29 +08:00 |
|
anywhy
|
a26f489dad
|
add test case
|
2024-03-14 22:41:58 +08:00 |
|
edwin
|
2ae1933d7b
|
pkg/exchange: use 3 days trade api if start time - now < 3 days
|
2024-03-14 17:21:17 +08:00 |
|
edwin
|
38bd5479f2
|
pkg/exchange: gen 3 day and regen history transaction api
|
2024-03-14 17:20:58 +08:00 |
|
kbearXD
|
2b52211c1c
|
new function IsFilledOrderState for maxapi
|
2024-03-14 16:18:12 +08:00 |
|
anywhy
|
9f50e256c8
|
fi: restore parameter when update active orde book
|
2024-03-14 14:48:15 +08:00 |
|
kbearXD
|
fb2a46e1c4
|
use backoff retry
|
2024-03-14 14:32:41 +08:00 |
|
kbearXD
|
91123edbd6
|
dca2: must calculate and emit profit at the end of the round
|
2024-03-14 14:32:41 +08:00 |
|
edwin
|
d75e7eb63f
|
pkg/exchange: rm redundant code
|
2024-03-14 12:15:40 +08:00 |
|
edwin
|
b1414b583e
|
pkg/exchange: remove the query after place order
|
2024-03-14 12:15:37 +08:00 |
|
narumi
|
a5e7091af6
|
subscribe to level 5 book
|
2024-03-13 23:22:14 +08:00 |
|
c9s
|
51a340e922
|
binance: fix notional filter
|
2024-03-13 18:14:24 +08:00 |
|
Zenix
|
2a7ca4233d
|
Merge pull request #1575 from zenixls2/feature/loose_interface_public_data
feature: add ExchangePublic
|
2024-03-13 17:42:28 +09:00 |
|
edwin
|
2904759113
|
pkg/exchange: remove the query after place order
|
2024-03-13 14:54:29 +08:00 |
|
bailantaotao
|
8197dbd63a
|
Merge pull request #1577 from c9s/edwin/bitget/fallback-post-only-order
FIX: [bitget] fix post only order
|
2024-03-13 09:23:12 +08:00 |
|
edwin
|
7ed095ede3
|
pkg/exchange: fix post only order
|
2024-03-12 18:22:33 +08:00 |
|
zenix.huang
|
8268ac1d32
|
fix: skip test when run in github action
|
2024-03-12 17:48:55 +09:00 |
|
zenix.huang
|
d4eef3e3f9
|
add test for types.ExchangeName
|
2024-03-12 16:09:46 +09:00 |
|
zenix.huang
|
465e7d8983
|
add test for binance new function
|
2024-03-12 15:57:22 +09:00 |
|
kbearXD
|
661b7be12e
|
dca2: add more log and retry
|
2024-03-12 14:53:45 +08:00 |
|
zenix.huang
|
f1a4879253
|
upgrade golang mockgen to uber mockgen. generate exchange public
|
2024-03-12 14:18:14 +09:00 |
|
zenix.huang
|
ec45ad3bdc
|
feature: add ExchangePublic
|
2024-03-12 12:10:42 +09:00 |
|
kbearXD
|
17b193b003
|
dca2: remove debug log
|
2024-03-11 15:34:12 +08:00 |
|
bailantaotao
|
0bc409e021
|
Merge pull request #1572 from c9s/edwin/bitget/add-order-test
TEST: [bitget] add test to query trades, cancel orders, closed orders
|
2024-03-10 16:11:28 +08:00 |
|
edwin
|
e8108800fe
|
pkg/exchange: add test to query trades, cancel orders, closed orders
|
2024-03-10 16:00:48 +08:00 |
|
c9s
|
cf4fb0eaf1
|
adjust max order limiter
|
2024-03-09 23:48:05 +08:00 |
|
c9s
|
c06b1613b9
|
Merge pull request #1569 from battmdpkq/main
FIX: fix some typos
|
2024-03-08 22:12:55 +08:00 |
|
narumi
|
8e6423514f
|
rebalance: fix cannot lock fund
|
2024-03-08 17:17:37 +08:00 |
|
kbearXD
|
53b72194f9
|
MINOR: add log when there is error at calculating and emit profit
|
2024-03-08 14:11:04 +08:00 |
|
battmdpkq
|
54db9e9eec
|
fix some typos
Signed-off-by: battmdpkq <cmaker@163.com>
|
2024-03-07 18:38:58 +08:00 |
|
c9s
|
b77618f9d8
|
xfunding: add PositionReady case
|
2024-03-06 22:39:44 +08:00 |
|
c9s
|
256e09a863
|
xfunding: adjust quote investment variable only when position is not opening
|
2024-03-06 22:39:44 +08:00 |
|
c9s
|
dc0f07d42f
|
xfunding: add notification for the fixed positions
|
2024-03-06 22:39:43 +08:00 |
|
c9s
|
f609b1cdc4
|
simplify profitFixer and apply it to xfunding
|
2024-03-06 22:39:43 +08:00 |
|
c9s
|
b20b306818
|
xfunding: add dustQuantity check
|
2024-03-06 22:39:43 +08:00 |
|
c9s
|
4a4f91e7f9
|
xfunding: improve transfer logics
|
2024-03-06 22:39:43 +08:00 |
|
c9s
|
4242f052d8
|
xfunding: pull out queryAvailableTransfer and improve pending transfer things
|
2024-03-06 22:39:43 +08:00 |
|
c9s
|
b2c6dce350
|
xfunding: rewrite transferIn method
|
2024-03-06 22:39:43 +08:00 |
|
c9s
|
8c517179dd
|
xfunding: fix state notification
|
2024-03-06 22:39:43 +08:00 |
|
c9s
|
f4a8dc0f8c
|
Merge pull request #1563 from c9s/edwin/bitget/test-place-order-2
TEST: [bitget] add market/limit maker tests for place order
|
2024-03-06 22:39:05 +08:00 |
|
c9s
|
d139d333a6
|
common: let FixFromTrades return error
|
2024-03-06 20:36:53 +08:00 |
|
c9s
|
83b526940a
|
common: pull out aggregateAllTrades from Fix() method
|
2024-03-06 20:36:21 +08:00 |
|
c9s
|
acb232242c
|
add FixFromTrades method
|
2024-03-06 20:34:19 +08:00 |
|
c9s
|
6a24059624
|
common: move out profit fixer to strategy/common
|
2024-03-06 20:31:53 +08:00 |
|
c9s
|
b6ddb49d0a
|
xdepthmaker: fix stats fixer
|
2024-03-06 18:12:24 +08:00 |
|
c9s
|
441ebbdbe5
|
xdepthmaker: add notification
|
2024-03-06 17:48:53 +08:00 |
|
c9s
|
188231e2fb
|
add more logs to profitFixer
|
2024-03-06 17:47:18 +08:00 |
|
c9s
|
be89292cbb
|
xdepthmaker: another fix
|
2024-03-06 17:19:50 +08:00 |
|
edwin
|
71b8665b32
|
pkg/exchange: add more tests for query open orders
|
2024-03-06 17:01:49 +08:00 |
|
edwin
|
80661043d9
|
pkg/exchange: add more tests to place order
|
2024-03-06 17:00:46 +08:00 |
|
c9s
|
f5873172de
|
xdepthmaker: fix use of uninitialized vars
|
2024-03-06 16:10:45 +08:00 |
|
bailantaotao
|
38a155d9a1
|
Merge pull request #1561 from c9s/edwin/bitget/test-place-order
FIX: [bitget] support market order on bitget unfilled order conversion
|
2024-03-06 15:05:04 +08:00 |
|
edwin
|
91445807f6
|
pkg/exchange: add more comments
|
2024-03-06 14:51:54 +08:00 |
|
c9s
|
ad9163f7da
|
xdepthmaker: adjust FullReplenishInterval to 10min
|
2024-03-06 13:13:18 +08:00 |
|
c9s
|
1fb7262aae
|
xdepthmaker: adjust default update interval
|
2024-03-06 13:12:57 +08:00 |
|
c9s
|
31676cce8e
|
xdepthmaker: run profit fixer before s.CrossExchangeMarketMakingStrategy.Initialize
|
2024-03-06 12:53:36 +08:00 |
|
c9s
|
ac43937847
|
xdepthmaker: add disable hedge option
|
2024-03-06 12:49:15 +08:00 |
|
edwin
|
51e38cf002
|
pkg/exchange: support market order on bitget unfilled order conversion
|
2024-03-06 11:36:47 +08:00 |
|
bailantaotao
|
7c19315800
|
Merge pull request #1560 from c9s/edwin/bitget/test-place-order
TEST: [bitget] add tests for query account, place order
|
2024-03-06 11:17:57 +08:00 |
|
edwin
|
ceb3091525
|
pkg/exchange: add tests for query account, place order
|
2024-03-06 09:57:58 +08:00 |
|
c9s
|
096fac58b3
|
Merge pull request #1559 from c9s/c9s/xdepthmaker-pnl-fixer
FEATURE: [xdepthmaker] add profit fixer
|
2024-03-05 21:24:49 +08:00 |
|
c9s
|
0d3483e7c3
|
xdepthmaker: fix loopvar issue
|
2024-03-05 21:16:35 +08:00 |
|
c9s
|
26c34618b2
|
xdepthmaker: improve fixer logging
|
2024-03-05 21:14:00 +08:00 |
|
c9s
|
4bed29ad02
|
xdepthmaker: pull out until argument
|
2024-03-05 21:11:51 +08:00 |
|
c9s
|
a518cf71c0
|
xdepthmaker: fix both profit stats and position
|
2024-03-05 18:15:25 +08:00 |
|
c9s
|
95a5e542ba
|
xdepthmaker: add profitx fixer
|
2024-03-05 18:12:30 +08:00 |
|
edwin
|
07e288c7df
|
pkg/exchange: add tests for query k line
|
2024-03-05 17:44:32 +08:00 |
|
edwin
|
76b077d8de
|
pkg/exchange: add tests for query tickers
|
2024-03-05 17:04:11 +08:00 |
|
bailantaotao
|
8814323fc6
|
Merge pull request #1556 from c9s/edwin/bitget/test-query-markets
TEST: [bitget] add tests for query markets
|
2024-03-05 16:14:00 +08:00 |
|
edwin
|
0d690c3d91
|
pkg/exchange: add tests for query markets
|
2024-03-05 15:59:04 +08:00 |
|
c9s
|
88a55793b5
|
Merge pull request #1540 from c9s/kbearXD/dca2/monitor-metrics
|
2024-03-05 10:09:14 +08:00 |
|
c9s
|
43cf40ca05
|
Merge pull request #1555 from c9s/edwin/bbgo/fix-order
|
2024-03-05 10:08:58 +08:00 |
|
edwin
|
751f82bc56
|
pkg/bbgo: use origin order if error occurred
|
2024-03-05 09:45:14 +08:00 |
|
bailantaotao
|
9c85a5ccce
|
Merge pull request #1554 from c9s/edwin/add-more-logs
MINOR: [bbgo] add more logs
|
2024-03-05 09:37:48 +08:00 |
|
c9s
|
ca5f31b311
|
Merge pull request #1549 from anywhy/fix_exit_interval
|
2024-03-05 00:33:35 +08:00 |
|
edwin
|
a392d8d579
|
pkg: add more logs
|
2024-03-04 22:40:25 +08:00 |
|
kbearXD
|
8e224739de
|
sync active orders and send metrics of order nums
|
2024-03-04 20:53:15 +08:00 |
|
chiahung.lin
|
5936cf32c7
|
FEATURE: add metrics for dca2
add log to debug
|
2024-03-04 20:53:15 +08:00 |
|
narumi
|
3ef7d3e09e
|
add balance type
|
2024-03-04 19:58:34 +08:00 |
|
chiahung.lin
|
9ac8bb916d
|
dca2: all the profit will use in the first order of the next round
fix precision problem
truncate profit first
|
2024-03-04 14:49:39 +08:00 |
|
giou-k
|
0013ec30db
|
Add smma indicator and test
|
2024-03-01 11:36:48 +02:00 |
|
edwin
|
933ba31b05
|
pkg/exchange: rm redundant codes
|
2024-03-01 13:52:38 +08:00 |
|
root
|
2567bd0caa
|
set the defauinteralv alue to 1m
|
2024-02-28 15:02:57 +08:00 |
|
root
|
151722664f
|
Use configuration instead of kine fixed interval
|
2024-02-28 14:41:25 +08:00 |
|
c9s
|
4f57c5b842
|
Merge pull request #1545 from c9s/feat/add-universal-cancel-all-orders
FEATURE: add universal cancel all orders api helper
|
2024-02-27 22:12:16 +08:00 |
|
c9s
|
95100195ad
|
bump version to v1.57.0
|
2024-02-27 22:02:21 +08:00 |
|
edwin
|
1e35432e21
|
pkg/exchange: refactor log
|
2024-02-26 11:40:13 +08:00 |
|
なるみ
|
9538a41c1b
|
Merge pull request #1541 from c9s/narumi/price-type
FEATURE: [rebalance] add price type
|
2024-02-23 20:32:09 +08:00 |
|
c9s
|
b72a176b91
|
Merge pull request #1547 from c9s/refactor/tradingutil
REFACTOR: move trading related utility functions to the tradingutil package
|
2024-02-23 19:25:03 +08:00 |
|
c9s
|
36e90cf5ca
|
grid2: rename filterPrice to roundAndTruncatePrice
|
2024-02-23 18:50:57 +08:00 |
|
c9s
|
24013a82ab
|
Merge pull request #1546 from c9s/feat/add-exchange-field-to-market
FEATURE: add exchange field to types.Market
|
2024-02-23 18:49:31 +08:00 |
|
c9s
|
a298950be8
|
move trading related utility functions to the tradingutil package
|
2024-02-23 18:47:49 +08:00 |
|
c9s
|
4aca676b4d
|
all: add exchange field to types.Market
|
2024-02-23 18:36:52 +08:00 |
|
c9s
|
0b0bc7e179
|
tradingutil: return anyErr if anyErr is not nil
|
2024-02-23 18:33:30 +08:00 |
|
c9s
|
3b8a3bed5f
|
add universal cancel all orders api helper
|
2024-02-23 16:56:30 +08:00 |
|
narumi
|
dae445ad5c
|
unmarshal price type
|
2024-02-23 16:29:26 +08:00 |
|
bailantaotao
|
d0ed34c4e1
|
Merge pull request #1544 from c9s/edwin/bitget/batch-subscribe
FIX: [bitget] batch subscribe channel
|
2024-02-23 16:07:49 +08:00 |
|
edwin
|
3a18edd5ab
|
pkg/exchange: batch subscribe channel
|
2024-02-23 15:48:57 +08:00 |
|
edwin
|
5c7509523b
|
pkg/exchange: use new size instead of size
|
2024-02-23 14:08:35 +08:00 |
|
narumi
|
8f2d551399
|
add price type
|
2024-02-23 14:05:25 +08:00 |
|
c9s
|
06c533f3d7
|
Merge pull request #1531 from c9s/c9s/improve-deposit2transfer-logs
improve: [deposit2transfer] improve deposit logging
|
2024-02-22 22:47:17 +08:00 |
|
c9s
|
0f001a9151
|
Merge pull request #1534 from c9s/edwin/okx/refine-rate-limit
FIX: [okx] refine okx rate limiter
|
2024-02-22 22:46:43 +08:00 |
|
c9s
|
75cb5dd09c
|
check order pointer
|
2024-02-22 14:26:01 +08:00 |
|
edwin
|
f135b6dcc4
|
pkg/exchange: refine okx rate limiter
|
2024-02-22 09:21:04 +08:00 |
|
c9s
|
3cee573dbd
|
Merge pull request #1538 from c9s/c9s/fix-and-improve-query-order-until-filled
FIX: [retry] fix and improve QueryOrderUntilFilled status check
|
2024-02-21 17:09:02 +08:00 |
|
c9s
|
c68832459d
|
retry: fix and improve QueryOrderUntilFilled status check
|
2024-02-21 16:56:11 +08:00 |
|
c9s
|
9ddd91aea5
|
Merge pull request #1537 from c9s/c9s/fix-slack-attachment
FIX: [slacknotifier] handle slack.Attachment pointer
|
2024-02-21 15:37:26 +08:00 |
|