2126 Commits

Author	SHA1	Message	Date
c9s	1f6076ae18	plus a quantity jitter	2022-01-14 11:59:40 +08:00
c9s	42430fde4b	interact: fix interact tests	2022-01-14 02:36:57 +08:00
c9s	17322cbc09	interact: improve authentication process	2022-01-14 02:36:06 +08:00
c9s	62e5706657	interact: improve strict mode authentication	2022-01-14 02:13:59 +08:00
c9s	72a925f659	interact: support authorizer	2022-01-14 01:58:04 +08:00
c9s	086127e8f7	interact: let function evaluator returns state, inject nil if object is not found	2022-01-14 01:01:01 +08:00
c9s	14eea34394	interact: pull out authentication interaction	2022-01-14 00:26:53 +08:00
c9s	91c831140c	interact: fix private command	2022-01-14 00:17:41 +08:00
c9s	a6fb0caff3	interaction: add PrivateCommand	2022-01-13 23:41:22 +08:00
Lee	965fc6989d	fix: Correct uptrendSkew and downtrendSkew parameters setting on bollmaker strategy	2022-01-13 23:06:23 +08:00
c9s	76c64b041f	interact: separate interfaces	2022-01-13 22:24:51 +08:00
c9s	7eba6b20c9	implement the basic flow of interact	2022-01-13 22:15:05 +08:00
c9s	ba4c694179	interact: scan all return values	2022-01-13 11:43:33 +08:00
c9s	087a91aa8a	interact: fix object arg injection	2022-01-13 11:43:33 +08:00
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	2021-12-31 01:55:22 +08:00
c9s	aaa52ecea4	xmaker: remove unsued localTimeZone var	2021-12-31 01:53:30 +08:00
c9s	f2b852c486	bump version to v1.22.0	2021-12-31 01:52:29 +08:00
c9s	e09b4fa5fb	kucoin: rewrite cancel all orders request	2021-12-31 01:50:56 +08:00
c9s	6addd503aa	kucoin: generate PlaceOrderRequest with requestgen	2021-12-31 01:43:31 +08:00
c9s	af19875e2e	kucoin: fix predefined generate command alias	2021-12-31 01:39:45 +08:00
c9s	b91bf10a7c	kucoin: remove New prefix from the requests	2021-12-31 01:36:41 +08:00
Yo-An Lin	8aef3c002a	Merge pull request #412 from austin362667/refactor/futures-account ... binance: add futures stream	2021-12-31 01:27:34 +08:00
c9s	b8b5ccdd2d	kucoin: refactor account service with requestgen	2021-12-31 01:25:04 +08:00
austin362667	9483a0d10d	binance: modify methods for registering callbacks	2021-12-31 00:11:47 +08:00
austin362667	65d37c1983	binance: add futures stream	2021-12-31 00:08:27 +08:00
austin362667	3d63032f7d	types: modify Positions to FuturesPositions	2021-12-31 00:08:27 +08:00
austin362667	5cc768031e	binance: add FuturesPosition conversion	2021-12-31 00:08:27 +08:00
austin362667	b000f572b4	types: add FuturesPosition	2021-12-31 00:08:27 +08:00
c9s	a4949a100d	bump version to v1.21.4	2021-12-30 23:47:31 +08:00
c9s	3c2704c4ae	add binance.us support	2021-12-30 23:46:43 +08:00
c9s	c467529b23	bump version to v1.21.3	2021-12-30 22:04:38 +08:00
c9s	ba73d5a09a	fix kucoin orderTime parsing and order id conversion	2021-12-30 22:02:50 +08:00
c9s	76d31e7614	kucoin: add client order ID to converter	2021-12-30 21:39:50 +08:00
c9s	31070c3950	pull out connection status binder	2021-12-30 17:25:47 +08:00
c9s	26ff576727	fix connection status callbacks	2021-12-30 17:23:27 +08:00
c9s	4383823135	use trimTrailingZeroFloat	2021-12-30 17:21:23 +08:00
c9s	cfc66dc13e	bbgo: add session connection notification	2021-12-30 17:18:04 +08:00
c9s	8995ce2824	binance: adjust timeout	2021-12-30 16:51:30 +08:00
c9s	890fb5327a	rename StreamRequest to WebSocketCommand	2021-12-30 16:49:07 +08:00
c9s	35e0b1d146	binance: fix binance stream graceful shutdown	2021-12-30 16:47:39 +08:00
c9s	ff87fb007e	binance: pull out dispatchEvent	2021-12-30 16:30:02 +08:00
c9s	bae7df806f	binance: pull out getEndpointUrl	2021-12-30 16:22:29 +08:00
c9s	d72d57526c	binance: add DEBUG_BINANCE_STREAM env var	2021-12-30 16:20:32 +08:00
c9s	a2931da92c	move math rand	2021-12-30 16:18:32 +08:00
c9s	e73866a232	tmp	2021-12-30 16:17:26 +08:00
c9s	7fa05b33f8	bump version to v1.21.2	2021-12-30 16:17:07 +08:00
c9s	e82800ce01	bump version to v1.21.2	2021-12-30 16:06:11 +08:00
c9s	db4a6cf305	bump version to v1.21.2	2021-12-30 15:59:19 +08:00
c9s	844b3c2e8e	fix kucoin context issue	2021-12-30 15:58:58 +08:00
c9s	3b9a191c95	binance: refactor binance stream handlers	2021-12-30 14:02:36 +08:00
c9s	f540742b42	add tradeType field	2021-12-30 02:37:17 +08:00