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
|
2023-08-31 13:48:56 +08:00 |
|
chiahung
|
9dc7244d8a
|
FEATURE: round down executed amount to avoid insufficient balance
|
2023-08-31 12:40:01 +08:00 |
|
c9s
|
2c4b6e8cd1
|
Merge pull request #1238 from MengShue/add_unit_test_for_okex
TEST: add unit test for okex exchange
|
2023-08-24 12:44:45 +08:00 |
|
Alan.sung
|
f8ae408fad
|
add continue in err != nil
|
2023-08-23 16:16:38 +08:00 |
|
Alan.sung
|
26cde5d57c
|
use multierr to handle err return from toGlobalOrder
|
2023-08-23 15:44:51 +08:00 |
|
Alan.sung
|
a0946fbd42
|
use lower case in error string and add comment for IOC, FOK
|
2023-08-22 17:23:16 +08:00 |
|
Alan.sung
|
a4aa9c2eda
|
remove mmp and mmp_post_only
|
2023-08-22 15:14:18 +08:00 |
|
bailantaotao
|
edfcbb01c0
|
Merge pull request #1293 from bailantaotao/edwin/fix-quantity-in-buy-market-order
FIX: [bybit] quantity in buy market order
|
2023-08-22 11:42:08 +08:00 |
|
c9s
|
20bdf191c3
|
Merge pull request #1290 from c9s/c9s/grid-disconnect-recover
FEATURE: [grid2] update local active orders after re-connected
|
2023-08-21 18:16:05 +08:00 |
|
Edwin
|
9ee7377f36
|
pkg/exchange: fix quantity for buy market order
|
2023-08-21 15:59:13 +08:00 |
|
Alan.sung
|
3dce63710a
|
Fix to fit all reviews last time
|
2023-08-21 15:31:30 +08:00 |
|
Edwin
|
3ad7075ace
|
pkg/exchange: fix quantity coin unit
|
2023-08-18 01:08:09 +08:00 |
|
c9s
|
ed948b2642
|
max: fix QuerySpotAccount method return value
|
2023-08-17 17:42:54 +08:00 |
|
c9s
|
9105ebce78
|
deposit2transfer: fix err msg
|
2023-08-17 17:42:05 +08:00 |
|
c9s
|
c91861ca9a
|
bbgo: add order update time check
|
2023-08-17 17:31:24 +08:00 |
|
c9s
|
1cadaf9265
|
bbgo: add mutex lock to ActiveOrderBook
|
2023-08-17 17:16:27 +08:00 |
|
c9s
|
2669c3a5db
|
bbgo: check order exists
|
2023-08-17 16:28:42 +08:00 |
|
c9s
|
dda3f25c61
|
grid2,bbgo: refactor active order book and update order status when re-connected
|
2023-08-17 16:26:06 +08:00 |
|
bailantaotao
|
6f4f1ad558
|
Merge pull request #1287 from bailantaotao/edwin/add-bybit-kline-backtest
FEATURE: [bybit] add kline backtest
|
2023-08-16 22:08:31 +08:00 |
|
bailantaotao
|
3eeba521f6
|
Merge pull request #1289 from bailantaotao/edwin/fix-misc-2
FIX: [bybit] fix misc
|
2023-08-16 22:07:57 +08:00 |
|
bailantaotao
|
b6c9f14dcc
|
Merge pull request #1285 from bailantaotao/edwin/query-order
FEATURE: [bybit] implement ExchangeOrderQueryService interface
|
2023-08-16 22:07:36 +08:00 |
|
Edwin
|
6cfbb84bb5
|
pkg/exchange: fix order id check for the submitted orders
|
2023-08-16 14:47:35 +08:00 |
|
c9s
|
52f9cbd48d
|
Merge pull request #1288 from c9s/c9s/strategy-deposit2transfer
FIX: [deposit2transfer] call QuerySpotAccount for getting the spot balance
|
2023-08-16 12:36:35 +08:00 |
|
c9s
|
5cc09dfb9a
|
deposit2transfer: improve log format
|
2023-08-16 12:26:01 +08:00 |
|
c9s
|
252f4fbccc
|
deposit2transfer: call QuerySpotAccount for getting the spot balance
|
2023-08-16 12:02:18 +08:00 |
|
c9s
|
874b647191
|
cmd: document tradeStats binding
|
2023-08-15 17:54:24 +08:00 |
|
Edwin
|
adf5805de5
|
compile and update migration package
|
2023-08-15 17:39:32 +08:00 |
|
c9s
|
5f54c303fb
|
bitget: fix fixedpoint.Value init value
|
2023-08-15 16:40:15 +08:00 |
|
c9s
|
4a64701e16
|
bitget: implement QueryAccount
|
2023-08-15 16:38:48 +08:00 |
|
c9s
|
40762cad35
|
bitget: implement QueryTicker
|
2023-08-15 16:38:48 +08:00 |
|
c9s
|
2fda4477bd
|
bitget: implement QueryMarkets
|
2023-08-15 16:38:47 +08:00 |
|
Alan.sung
|
672a878194
|
update toGlobalOrder by referencing toGlobalOrders
|
2023-08-15 14:26:27 +08:00 |
|
Edwin
|
e4ebe1cffd
|
pkg/exchange: supprot queryOrderTrades
|
2023-08-15 14:23:34 +08:00 |
|
Edwin
|
3207a8227c
|
pkg/exchange: add QueryOrder api
|
2023-08-15 14:23:31 +08:00 |
|
Andy Cheng
|
10185ee715
|
Merge pull request #1283 from andycheng123/improve/profitStatsTracker
Improve: profitStatsTracker, Add a parameter for window to sum up trades
|
2023-08-15 13:12:32 +08:00 |
|
Edwin
|
ed47d5064a
|
pkg/exchange: fix the order id check for cancel order
|
2023-08-14 18:13:24 +08:00 |
|
Edwin
|
187429081f
|
pkg/exchange: fix orderId json tag
|
2023-08-14 18:06:14 +08:00 |
|
c9s
|
255718a54a
|
deposit2transfer: apply rate limiter on checkDeposits
|
2023-08-11 19:11:18 +08:00 |
|
Andy Cheng
|
a74562ed31
|
improve/profitStatsTracker: Add a parameter for window to sum up trades
|
2023-08-11 13:16:53 +08:00 |
|
Alan.sung
|
ea5b45bfe4
|
queryOrder() and test for it
|
2023-08-11 09:28:58 +08:00 |
|
Edwin
|
54e7065d8a
|
pkg/exchange: implement trade event
|
2023-08-10 19:58:27 +08:00 |
|
Edwin
|
affff32599
|
pkg/exchange: get fee rate before connect
|
2023-08-10 17:57:47 +08:00 |
|
Edwin
|
509f9ac8ca
|
pkg/types: add BeforeConnect hook function
|
2023-08-10 15:26:54 +08:00 |
|
Edwin
|
0b03336fb0
|
pkg/exchange: support GetFeeRates on bybit exchange
|
2023-08-10 15:26:51 +08:00 |
|
Edwin
|
ace2c55a17
|
exchange/bybit: add fee rate restful api
|
2023-08-10 15:02:30 +08:00 |
|
bailantaotao
|
6379cab65e
|
Merge pull request #1277 from bailantaotao/edwin/add-kline-api
FEATURE: [bybit] add k line api
|
2023-08-10 11:44:28 +08:00 |
|
Edwin
|
4cee22ce31
|
pkg/exchage: support k line websocket event
|
2023-08-10 11:07:13 +08:00 |
|
Edwin
|
e9d0ce5bbf
|
pkg/exchage: support k line rest api
|
2023-08-10 11:07:10 +08:00 |
|
c9s
|
ecc0928ef5
|
Merge pull request #1281 from c9s/c9s/strategy-deposit2transfer
FIX: [deposit2transfer] add lastAssetDepositTimes for immediate success deposits
|
2023-08-09 16:41:29 +08:00 |
|
c9s
|
6103a9350f
|
deposit2transfer: add lastAssetDepositTimes for immediate success deposits
|
2023-08-09 15:54:28 +08:00 |
|
bailantaotao
|
24d240b1f3
|
Merge pull request #1279 from bailantaotao/edwin/add-query-acct
FEATURE: [bybit] support query account/balance api
|
2023-08-09 15:33:04 +08:00 |
|
Alan.sung
|
1c5d2dc759
|
add QueryOrder in okex exchange.go
|
2023-08-09 15:05:26 +08:00 |
|
Edwin
|
65b06ff401
|
pkg/exchange: add query account function
|
2023-08-09 14:05:57 +08:00 |
|
Edwin
|
dfead5ebed
|
pkg/exchange: add query account balance api
|
2023-08-09 14:05:57 +08:00 |
|
Edwin
|
8c22863334
|
pkg/exchange: mv BalanceEvent to bybitapi and rename to WalletBalances
|
2023-08-09 14:05:55 +08:00 |
|
c9s
|
4ed402b775
|
max: update deposit states and add more fields to deposit
|
2023-08-08 20:51:48 +08:00 |
|
c9s
|
b711e1e439
|
Merge pull request #1275 from c9s/c9s/strategy-deposit2transfer
FEATURE: [strategy] add deposit2transfer tool
|
2023-08-08 15:13:06 +08:00 |
|
Edwin
|
b27395f6f4
|
pkg/exchange: avoiding GC panic caused by a rapid creation/removal slice of pointers
|
2023-08-08 14:11:19 +08:00 |
|
c9s
|
25298720d0
|
max: implement TransferMarginAccountAsset on max
|
2023-08-08 13:16:11 +08:00 |
|
c9s
|
5460ebdbf4
|
max: add margin transfer request
|
2023-08-08 12:49:05 +08:00 |
|
c9s
|
ece8cacd9e
|
deposit2transfer: use watchingDeposits instead of just deposits
|
2023-08-08 12:38:59 +08:00 |
|
c9s
|
4a28843a0a
|
deposit2transfer: fix mutex lock
|
2023-08-08 12:38:23 +08:00 |
|
c9s
|
073c4562fd
|
deposit2transfer: refactor deposit check and add more logs
|
2023-08-08 12:23:17 +08:00 |
|
c9s
|
29727c12be
|
add deposit2transfer config
|
2023-08-08 12:14:14 +08:00 |
|
c9s
|
423cb27288
|
deposit2transfer: add more log messages
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2023-08-08 12:08:14 +08:00 |
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c9s
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241ce657c3
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binance: remove isMargin check
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2023-08-08 12:01:30 +08:00 |
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c9s
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c7845477b4
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deposit2transfer: remove binance spot struct field
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2023-08-08 11:58:36 +08:00 |
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c9s
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33b3d0ff57
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types: use consistent receiver for MarginSettings
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2023-08-08 11:48:06 +08:00 |
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Edwin
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f664ef2262
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pkg/exchange: add order event
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2023-08-08 11:42:02 +08:00 |
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bailantaotao
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5349e5afbe
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Merge pull request #1274 from bailantaotao/edwin/add-account-info
FEATURE: [bybit] add balance snapshot event
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2023-08-08 11:41:02 +08:00 |
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c9s
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c55a6a46af
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deposit2transfer: check confirmation for deposits
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2023-08-08 11:20:17 +08:00 |
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c9s
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4c4b9db47a
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types,binance: add confirmation and unlockConfirm fields to Deposit
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2023-08-08 11:20:17 +08:00 |
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c9s
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5f40dfa462
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deposit2transfer: scan deposit history
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2023-08-08 11:20:17 +08:00 |
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c9s
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9248f8ac24
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binance: define DepositStatus for binance
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2023-08-08 11:20:17 +08:00 |
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c9s
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9346e7d1f6
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binance: replace emptyTime with IsZero
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2023-08-08 11:20:17 +08:00 |
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c9s
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0118f33bfc
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binance: finalize TransferMarginAccountAsset method
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2023-08-08 11:20:17 +08:00 |
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c9s
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8b1cefc699
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binance: integerate isolated margin / cross margin transfer
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2023-08-08 11:20:17 +08:00 |
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c9s
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92691eda24
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binanceapi: add margin transfer api
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2023-08-08 11:20:17 +08:00 |
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c9s
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0c6b68c4f6
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add deposit2transfer strategy
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2023-08-08 11:20:17 +08:00 |
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c9s
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85201d0b57
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Merge pull request #1271 from c9s/c9s/strategy-convert
REFACTOR: apply market.GreaterThanMinimalOrderQuantity on both convert and xalign
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2023-08-08 11:14:08 +08:00 |
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Edwin
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8b68354d89
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pkg/exchange: add balance snapshot event
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2023-08-08 10:04:25 +08:00 |
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Edwin
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3e4e46de20
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pkg/exchange: to de-pointer the value in WsOpEvent and fix test assertion
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2023-08-07 15:59:50 +08:00 |
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