c9s
|
45aaad1629
|
xalign: improve update message
|
2023-06-13 23:21:07 +08:00 |
|
c9s
|
007f3c9531
|
autoborrow: add margin level check back
|
2023-06-13 23:17:24 +08:00 |
|
c9s
|
1855e52838
|
xalign: graceful cancel orders when shutting down
|
2023-06-13 17:29:19 +08:00 |
|
c9s
|
a126bc3bb6
|
binance: add market info warning
|
2023-06-13 17:09:37 +08:00 |
|
c9s
|
0a7c0632c4
|
xalign: use %+v format for submit order
|
2023-06-13 17:08:37 +08:00 |
|
c9s
|
36fa565460
|
types: add one more market tests
|
2023-06-13 17:08:28 +08:00 |
|
c9s
|
6308ef5107
|
autoborrow: repay debt first
|
2023-06-13 14:21:16 +08:00 |
|
c9s
|
476378e742
|
xalign:add one more dust check
|
2023-06-13 13:53:51 +08:00 |
|
c9s
|
599b18fc3c
|
xalign: skip dust quantity
|
2023-06-13 13:49:22 +08:00 |
|
c9s
|
358e873582
|
xalign: add notification
|
2023-06-13 13:47:01 +08:00 |
|
c9s
|
64dcef3429
|
xalign: fix tick size calculation
|
2023-06-13 13:44:31 +08:00 |
|
c9s
|
dadf22e48f
|
xalign: add more log
|
2023-06-13 13:40:39 +08:00 |
|
c9s
|
5a30bedc77
|
autoborrow: always repay first when it deposits
|
2023-06-13 13:23:10 +08:00 |
|
c9s
|
fe5a6f4c36
|
xalign: fix quote amount check
|
2023-06-13 12:42:07 +08:00 |
|
c9s
|
740cfe6d5c
|
xalign: fix session refs
|
2023-06-13 12:27:38 +08:00 |
|
c9s
|
909c8f5cc7
|
xalign: add more checks
|
2023-06-13 12:25:10 +08:00 |
|
c9s
|
518c6938be
|
xalign: add more checks
|
2023-06-13 12:25:04 +08:00 |
|
chiahung
|
49971a2e50
|
use existing interface
|
2023-06-12 17:15:56 +08:00 |
|
chiahung
|
18a7520fa7
|
MINOR: add test for recovery
|
2023-06-12 17:15:56 +08:00 |
|
chiahung
|
2f050332eb
|
FEATURE: query trades until hard limit or finish filled
|
2023-06-12 17:15:56 +08:00 |
|
chiahung
|
f38cfb6ea3
|
REFACTOR: refactor for future test
|
2023-06-12 17:15:56 +08:00 |
|
chiahung
|
61892eb2df
|
renaming
|
2023-06-12 17:15:56 +08:00 |
|
chiahung
|
93d35cc423
|
FEATURE: use TwinOrder to recover
|
2023-06-12 17:15:56 +08:00 |
|
c9s
|
5996b32ee1
|
Merge pull request #1194 from c9s/improve/hhllstop
IMPROVE: improve hhllstop message
|
2023-06-09 19:11:57 +08:00 |
|
c9s
|
f6f3293191
|
xalign: round up requiredQuoteAmount
|
2023-06-09 11:04:31 +08:00 |
|
c9s
|
8baafdf329
|
xalign: add DryRun and fix quote amount calculation
|
2023-06-08 23:15:26 +08:00 |
|
c9s
|
7a6000a316
|
xalign: fix instanceID
|
2023-06-08 18:05:58 +08:00 |
|
c9s
|
db43c87227
|
xalign: load interval from config
|
2023-06-08 17:02:06 +08:00 |
|
c9s
|
c9ee4e52cc
|
xalign: add xalign strategy
|
2023-06-08 17:02:05 +08:00 |
|
c9s
|
5dde93c487
|
Merge pull request #1192 from c9s/feature/indicator-improvements
IMPROVE: improve order executor error checking, trailing stop and indicators
|
2023-06-07 17:34:38 +08:00 |
|
c9s
|
c25ac65eb0
|
bbgo: improve hhllstop message
|
2023-06-07 16:45:46 +08:00 |
|
c9s
|
bd335a0335
|
bbgo: fix trailing stop order tag
|
2023-06-07 16:39:37 +08:00 |
|
c9s
|
0f141c7f79
|
schedule: add MinBaseBalance config
|
2023-06-07 16:36:38 +08:00 |
|
c9s
|
e0e27e75bb
|
schedule: graceful cancel orders before the next submission
|
2023-06-07 16:30:54 +08:00 |
|
c9s
|
f6a300a7c4
|
schedule: add useLimitOrder option
|
2023-06-07 16:27:36 +08:00 |
|
c9s
|
aa281b164e
|
bbgo: improve tradingStop message
|
2023-06-07 16:14:46 +08:00 |
|
c9s
|
9f5ef21dda
|
types: Add TradeWith helper
|
2023-06-07 16:14:46 +08:00 |
|
c9s
|
b90564be90
|
bbgo: fix order executor error message and add price check
|
2023-06-07 16:14:46 +08:00 |
|
c9s
|
ca78a3379a
|
indicator: add cross stream
|
2023-06-07 16:14:46 +08:00 |
|
c9s
|
7f3f2c1217
|
types: move cross result to a single file
|
2023-06-07 16:14:46 +08:00 |
|
c9s
|
24003139f4
|
types: fix return value var
|
2023-06-07 16:14:46 +08:00 |
|
c9s
|
97e7b93997
|
indicator: rewrite Multiply to make it consistent with Subtract
|
2023-06-07 16:14:46 +08:00 |
|
c9s
|
aae7fd310e
|
indicator: add ATRP indicator
|
2023-06-07 16:14:46 +08:00 |
|
Yo-An Lin
|
8a8111140e
|
Merge pull request #1188 from c9s/feature/v2-indicator-multiply
FEATURE: [indicator] add multiply operator
|
2023-06-01 21:28:29 +08:00 |
|
Yo-An Lin
|
c0bb953019
|
Merge pull request #1185 from c9s/c9s/fix-autoborrow
FIX: [autoborrow] add max borrowable check and add more notifications
|
2023-06-01 21:24:34 +08:00 |
|
Yo-An Lin
|
8792000be0
|
Merge pull request #1190 from c9s/feature/v2indicator-pivotlow
|
2023-06-01 21:20:22 +08:00 |
|
Yo-An Lin
|
e8b27c5044
|
Merge pull request #1186 from c9s/feature/v2-indicator-cma
FEATURE: [indicator] add v2 CMA indicator
|
2023-06-01 18:04:47 +08:00 |
|
c9s
|
15d1caef31
|
indicator: add pivothigh v2 indicator
|
2023-06-01 17:31:12 +08:00 |
|
c9s
|
9a486388fa
|
indicator: add v2 pivot low indicator
|
2023-06-01 17:17:14 +08:00 |
|
c9s
|
8a8edc7bb6
|
indicator: rename price.go to v2_price.go
|
2023-06-01 16:52:02 +08:00 |
|
c9s
|
0b01750528
|
indicator: drop unused code
|
2023-06-01 15:56:47 +08:00 |
|
c9s
|
b141ae3ece
|
indicator: add stddev v2
|
2023-06-01 15:19:12 +08:00 |
|
c9s
|
3d4b88fa7d
|
indicator: drop unused stddev code
|
2023-06-01 14:59:02 +08:00 |
|
c9s
|
b0abc1bf55
|
indicator: drop ssf unused func
|
2023-06-01 14:54:25 +08:00 |
|
c9s
|
66d99ce6ae
|
indicator: add stoch test
|
2023-06-01 14:52:09 +08:00 |
|
c9s
|
4f07a44b61
|
indicator: add v2 stochastic oscillator
|
2023-06-01 14:43:29 +08:00 |
|
c9s
|
1535572b43
|
indicator: add multiply operator
|
2023-06-01 14:30:16 +08:00 |
|
c9s
|
8ebf5723a7
|
indicator: add v2 CMA indicator
|
2023-06-01 14:27:03 +08:00 |
|
c9s
|
3e9458499c
|
indicator: fix tests
|
2023-06-01 12:39:30 +08:00 |
|
c9s
|
b55fbd5c96
|
autoborrow: check maxBorrowable
|
2023-06-01 12:27:39 +08:00 |
|
c9s
|
95e1f10934
|
autoborrow: send notify when auto repay is skip
|
2023-06-01 12:18:53 +08:00 |
|
c9s
|
fa0cb1e85f
|
binance: document balanceUpdate event
|
2023-06-01 12:17:45 +08:00 |
|
c9s
|
1dfb0cd1a1
|
autoborrow: notify balance delta event
|
2023-06-01 12:13:51 +08:00 |
|
c9s
|
f349f3620c
|
autoborrow: add SlackAttachment support to the binance balance update event
|
2023-06-01 12:13:22 +08:00 |
|
c9s
|
23a49a8fd2
|
indicator: fix klines stream emitter
|
2023-06-01 11:43:37 +08:00 |
|
c9s
|
9c43c75361
|
floats: fix floats.Slice truncate
|
2023-06-01 11:43:22 +08:00 |
|
c9s
|
e320e5d249
|
indicator: remove unused low value indicator
|
2023-06-01 08:56:17 +08:00 |
|
c9s
|
0da0b1086a
|
indicator: fix SMA truncate call
|
2023-06-01 08:33:14 +08:00 |
|
c9s
|
01ef6c2628
|
indicator: add v2 MACD
|
2023-06-01 08:28:49 +08:00 |
|
c9s
|
ee8bbe3418
|
indicator: add v2 sma
|
2023-06-01 08:11:30 +08:00 |
|
c9s
|
47e869a9f7
|
floats: add Truncate method support to floats slice
|
2023-06-01 08:11:19 +08:00 |
|
c9s
|
9e6cb0858e
|
indicator: simplify source, calculate binding
|
2023-06-01 07:58:58 +08:00 |
|
c9s
|
c9c13b2013
|
all: replace all Index(i) callers
|
2023-06-01 07:46:50 +08:00 |
|
c9s
|
5515f588e3
|
all: add parameter index to the Last method
|
2023-05-31 19:35:44 +08:00 |
|
c9s
|
2a074ba11b
|
floats: add Average method on floats.Slice
|
2023-05-31 16:30:19 +08:00 |
|
c9s
|
114e292d8f
|
indicator: rewrite RSI indicator
|
2023-05-31 16:30:04 +08:00 |
|
c9s
|
e58db43067
|
indicator: rename v2 indicators
|
2023-05-31 13:08:40 +08:00 |
|
c9s
|
ba0102e992
|
pivotshort: fix find pivot func call
|
2023-05-31 13:08:21 +08:00 |
|
c9s
|
266016a278
|
indicator: simplify ATR2
|
2023-05-30 13:53:59 +08:00 |
|
c9s
|
ebf9c43cd5
|
indicator: separate TR + RMA and ATR = TR + RMA
|
2023-05-30 13:51:00 +08:00 |
|
c9s
|
a887eaf542
|
indicator: fix the comment
|
2023-05-30 13:50:59 +08:00 |
|
c9s
|
811e624302
|
indicator: simplify and refactor atr2
|
2023-05-30 13:50:59 +08:00 |
|
c9s
|
f65d6267fc
|
indicator: refactor ATRStream
|
2023-05-30 13:50:59 +08:00 |
|
c9s
|
da15f47f17
|
indicator: refactor Float64Series and improve RMA2
|
2023-05-30 13:50:59 +08:00 |
|
c9s
|
1bf44720e2
|
indicator: update and clean up rma2
|
2023-05-30 13:50:59 +08:00 |
|
c9s
|
1450d193a4
|
indicator: refactor/add float64 series
|
2023-05-30 13:50:59 +08:00 |
|
c9s
|
e094f422fc
|
indicator: rename v2 indicator file
|
2023-05-30 13:50:59 +08:00 |
|
c9s
|
68570e1eeb
|
indicator: move EWMA2 to ewma2.go
|
2023-05-30 13:50:59 +08:00 |
|
c9s
|
8c7962f07f
|
indicator: move out subtract stream
|
2023-05-30 13:50:59 +08:00 |
|
c9s
|
f067c92733
|
floats: document LSM
|
2023-05-30 13:50:59 +08:00 |
|
c9s
|
e91142f4e9
|
indicator: rename func to floats.FindPivot
|
2023-05-30 13:15:47 +08:00 |
|
c9s
|
89aa63dd64
|
floats: add floats LSM
|
2023-05-30 13:15:47 +08:00 |
|
Yo-An Lin
|
67fe27774c
|
Merge pull request #1179 from c9s/c9s/refactor-indicator
FEATURE: new indicator API design
|
2023-05-29 17:06:16 +08:00 |
|
c9s
|
5ef7da8422
|
grid2: fix precheck
|
2023-05-26 16:09:07 +08:00 |
|
c9s
|
5bf204b890
|
indicator: support histrical price push
|
2023-05-26 15:18:43 +08:00 |
|
c9s
|
9fac61351d
|
all: rename Minus() to Sub()
|
2023-05-26 15:06:52 +08:00 |
|
c9s
|
648e99f52a
|
all: refactor and rename indicator.MACD to indicator.MACDLegacy
|
2023-05-26 15:06:52 +08:00 |
|
c9s
|
273659a870
|
grid2: update comment
|
2023-05-26 14:51:06 +08:00 |
|
c9s
|
8c09c9668a
|
grid2: improve base quote investment check
|
2023-05-26 14:49:56 +08:00 |
|
c9s
|
171e0678b6
|
indicator: remove underscore var
|
2023-05-25 22:19:14 +08:00 |
|
c9s
|
a994235300
|
indicator: move doc
|
2023-05-25 22:18:54 +08:00 |
|
c9s
|
bcf77141ca
|
all: re-design and refactor indicator api
|
2023-05-25 22:17:50 +08:00 |
|
Yo-An Lin
|
cf5d71b4bc
|
Merge pull request #1176 from c9s/c9s/grid2/base-quote
FIX: [grid2] fix base + quote calculation and add baseGridNumber config field
|
2023-05-25 14:45:45 +08:00 |
|
c9s
|
f7a5c84768
|
all: reformat code
|
2023-05-25 14:01:22 +08:00 |
|
c9s
|
8e426ca4bf
|
grid2: add last price == sell price case
|
2023-05-25 13:31:47 +08:00 |
|
zenix
|
508f42663d
|
fix: some types in SeriesExtended are not supported
|
2023-05-24 19:47:36 +09:00 |
|
Yo-An Lin
|
862848721f
|
Fix placeSell condition
|
2023-05-24 17:52:14 +08:00 |
|
c9s
|
26cbd60a66
|
grid2: add one more test case for base + quote
|
2023-05-23 17:36:01 +08:00 |
|
c9s
|
1cf788c925
|
grid2: fix base + quote order placement and add test case
|
2023-05-23 17:34:03 +08:00 |
|
c9s
|
d5cf53ee94
|
grid2: fix comparison
|
2023-05-22 18:20:34 +08:00 |
|
c9s
|
ce2bd7ca7d
|
grid2: override placeSell if BaseGridNumber is defined
|
2023-05-22 18:13:51 +08:00 |
|
c9s
|
2046ccc791
|
grid2: pull out sell boolean var
|
2023-05-22 18:10:51 +08:00 |
|
c9s
|
0c6ef38ea3
|
grid2: apply baseGridNumber
|
2023-05-22 18:08:39 +08:00 |
|
c9s
|
f11d869d02
|
grid2: sub 1 only when num > 0
|
2023-05-22 17:26:22 +08:00 |
|
c9s
|
6ae5d2f33a
|
grid2: round down before the quantity calculation
|
2023-05-22 17:25:00 +08:00 |
|
c9s
|
a083ec8395
|
grid2: check numberOfSellOrders == 0
|
2023-05-22 17:20:16 +08:00 |
|
c9s
|
c93a3d14b3
|
grid2: round up minBaseQuantity
|
2023-05-19 16:46:17 +08:00 |
|
c9s
|
4c13171cb0
|
grid2: add more test for spec
|
2023-05-19 16:42:26 +08:00 |
|
c9s
|
3a2dbc934b
|
grid2: add TestStrategy_calculateBaseQuoteInvestmentQuantity test case
|
2023-05-19 16:37:44 +08:00 |
|
c9s
|
0c4cd7049f
|
grid2: rewrite the base+quote algo
|
2023-05-19 15:04:17 +08:00 |
|
c9s
|
86a99b5902
|
grid2: truncate max base quantity
|
2023-05-19 13:56:01 +08:00 |
|
c9s
|
c5e7a78067
|
types: add RoundDownQuantityByPrecision
|
2023-05-18 18:26:14 +08:00 |
|
c9s
|
0bb697bc1e
|
maxapi: move NewGetMarginLoanHistoryRequest method to the bottom of the file
|
2023-05-18 18:26:03 +08:00 |
|
c9s
|
2fe915f73a
|
types: add MarshalJSON method on strint64
|
2023-05-18 18:08:40 +08:00 |
|
c9s
|
9c6de12e19
|
types: add StrInt64 type for unmarshalling integer in string
|
2023-05-18 17:32:15 +08:00 |
|
c9s
|
b32d890860
|
bitgetapi: add GetFillsRequest
|
2023-05-18 15:59:16 +08:00 |
|
c9s
|
fce281b6a8
|
bitgetapi: add GetOrderHistoryRequest
|
2023-05-18 15:47:58 +08:00 |
|
c9s
|
312c8baeb3
|
bitget: add open orders request
|
2023-05-18 15:38:57 +08:00 |
|
c9s
|
ae1c1377ce
|
bitget: define OrderStatus
|
2023-05-18 15:37:01 +08:00 |
|
c9s
|
90f704bab0
|
bitgetapi: add get order detail request
|
2023-05-18 15:22:50 +08:00 |
|
c9s
|
51e05499b2
|
bitgetapi: add CancelOrderBySymbolRequest
|
2023-05-18 11:59:49 +08:00 |
|
c9s
|
0c887a6bfb
|
bitgetapi: add place order request api
|
2023-05-18 11:23:30 +08:00 |
|
c9s
|
a5a64fa6d4
|
bitgetapi: add getDepthRequest
|
2023-05-18 11:13:06 +08:00 |
|
c9s
|
cff98bc141
|
bitgetapi: refactor tests
|
2023-05-18 10:54:00 +08:00 |
|
c9s
|
3154961d72
|
bitget: add more public api tests
|
2023-05-17 18:04:24 +08:00 |
|
c9s
|
c347a2423a
|
bitget: update generated request files and fix account assets api data type
|
2023-05-17 17:53:24 +08:00 |
|
c9s
|
e31a6ca3c8
|
bitget: add GetAllTickers request
|
2023-05-17 16:56:39 +08:00 |
|
c9s
|
8932da7e3f
|
bitget: add get ticker request
|
2023-05-17 16:55:21 +08:00 |
|
c9s
|
b726a0e51d
|
bitget: add get server time request and get symbols request
|
2023-05-17 16:52:15 +08:00 |
|
c9s
|
2c88e197b6
|
bitget: add account api
|
2023-05-17 16:39:10 +08:00 |
|
c9s
|
feb20571e9
|
kucoin: split request files
|
2023-05-17 16:27:43 +08:00 |
|
c9s
|
71be12bfc3
|
bitget: adjust sign format
|
2023-05-17 16:23:39 +08:00 |
|
c9s
|
0886b287a4
|
bitget: make credential field in lower case
|
2023-05-17 14:45:53 +08:00 |
|
c9s
|
e23f4b5114
|
bitget: minimize api client code
|
2023-05-17 14:26:25 +08:00 |
|
c9s
|
f942f7afd8
|
okex: rename constant names
|
2023-05-17 13:45:38 +08:00 |
|
c9s
|
5f8bda7d72
|
bitget: add minimal bitget exchange
|
2023-05-17 13:43:21 +08:00 |
|
c9s
|
6bed2a31f6
|
all: refactor exchange factory to return the minimal implementation
|
2023-05-17 13:43:00 +08:00 |
|
c9s
|
b544d51772
|
types: split exchange interface
|
2023-05-17 13:24:04 +08:00 |
|
c9s
|
70ed672e6f
|
exchange: remove subAccount var
|
2023-05-16 19:26:05 +08:00 |
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c9s
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ad502f67e9
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types: simplify ValidExchangeName function
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2023-05-16 18:32:08 +08:00 |
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c9s
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9f1c2f9ae4
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types: update exchange name constants
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2023-05-16 18:26:55 +08:00 |
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c9s
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420654c5ed
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bbgo: rename NewStandard to just New
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2023-05-16 18:24:06 +08:00 |
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c9s
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5e8f8b492a
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all: remove unused subAccount parameter since it was designed for ftx
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2023-05-16 18:21:47 +08:00 |
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c9s
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983707b56a
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exchange: drop unused function
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2023-05-16 18:21:18 +08:00 |
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c9s
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0b6dc41091
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types: split exchange interface for ExchangeMinimal
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2023-05-16 18:17:11 +08:00 |
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c9s
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177610266d
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cmd: add exchangetest cmd and document NewWithEnvVarPrefix
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2023-05-16 18:15:27 +08:00 |
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c9s
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7146ce9c8b
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bitget: add basic bitget api client
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2023-05-16 17:14:23 +08:00 |
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c9s
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17b05b61ba
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strategy: fix fastCancel api calls
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2023-05-16 16:44:40 +08:00 |
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c9s
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027fe9f5e1
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drift: adopt the fastOrderExecutor
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2023-05-16 16:39:04 +08:00 |
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c9s
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9b9d7455ec
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bbgo: move Fast* methods to the FastOrderExecutor
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2023-05-16 16:39:04 +08:00 |
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c9s
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7aa673c673
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max: add currency parameter to /api/v3/wallet/:walletType/accounts api
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2023-05-15 20:11:58 +08:00 |
|
Yo-An Lin
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24ca1b103b
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Merge pull request #1166 from c9s/c9s/max/api-v3-fix
FIX: [max] replace deprecated max v3 API
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2023-05-15 15:19:21 +08:00 |
|
Andy Cheng
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f864cc895c
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feature/profitReport: accumulated profit report as a package
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2023-05-11 14:54:45 +08:00 |
|
Andy Cheng
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b148a02491
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strategy/supertrend: add net profit
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2023-05-08 13:43:25 +08:00 |
|
narumi
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174fd7b8e7
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support binance futures trading data
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2023-05-05 15:15:31 +08:00 |
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c9s
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7cf80473e5
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maxapi: fix margin interest history request
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2023-05-04 17:23:04 +08:00 |
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c9s
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1ca81e11e6
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maxapi: add currency field to the accounts api
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2023-05-04 17:20:42 +08:00 |
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c9s
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40f6295d91
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maxapi: move GetMarginInterestRatesRequest api to a file
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2023-05-04 17:18:42 +08:00 |
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c9s
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e9f711278e
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maxapi: fix margin interest history api
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2023-05-04 16:38:20 +08:00 |
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c9s
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2a462c8e32
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maxapi: update margin repay/load apis
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2023-05-04 14:43:19 +08:00 |
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c9s
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70e3f8ec5f
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max: split v3 api into files
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2023-05-04 14:37:19 +08:00 |
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c9s
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b31a2994de
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bump version to v1.47.0
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2023-05-04 13:53:20 +08:00 |
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c9s
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829edeb401
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grid2: improve warning message
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2023-04-28 16:16:23 +08:00 |
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c9s
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f958120fb5
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grid2: remove the len check since we just iterate
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2023-04-28 16:12:57 +08:00 |
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c9s
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717de67d5a
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grid2: improve log and try best to return the order fee
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2023-04-28 16:07:03 +08:00 |
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c9s
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5a901e929c
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grid2: apply defensive programming on the order quantity
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2023-04-28 16:02:28 +08:00 |
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c9s
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32b2c43198
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grid2: emit grid profit after profit stats fix
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2023-04-27 00:33:42 +08:00 |
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c9s
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46a6d896a2
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grid2: improve the if err syntax
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2023-04-26 23:48:02 +08:00 |
|
c9s
|
0c72ac2386
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grid2: fix typo
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2023-04-26 23:37:20 +08:00 |
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c9s
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b358cec235
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grid2: check if profitStats.Since.IsZero
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2023-04-26 23:36:53 +08:00 |
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c9s
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f1919a2b43
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grid2: check profitStats.Since for the since time range
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2023-04-26 23:34:56 +08:00 |
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c9s
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2efdee9347
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grid2: add timeout context to the fixer
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2023-04-26 23:30:09 +08:00 |
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c9s
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bd5e98e543
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grid2: add more log
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2023-04-26 23:07:01 +08:00 |
|
Yo-An Lin
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df236e4342
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Merge pull request #1158 from c9s/improve/order-json-size
IMPROVE: types: improve order struct json size
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2023-04-26 22:43:35 +08:00 |
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c9s
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68974bc0b4
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grid2: fix profitstats.Since when possible
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2023-04-26 22:10:45 +08:00 |
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c9s
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55c84e005b
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grid2: add one more check for profitStats.InitialOrderID
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2023-04-26 22:06:53 +08:00 |
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c9s
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77f6c6bb46
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bbgo: lock strategy before we sync data
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2023-04-26 18:07:29 +08:00 |
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c9s
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036bae692e
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grid2: move emitGridReady to earlier
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2023-04-26 18:07:29 +08:00 |
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c9s
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e8a761e331
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grid2: add profitFixer and tests
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2023-04-26 17:25:31 +08:00 |
|
Andy Cheng
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4b2c5198fa
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strategy/supertrend: add strategy parameter fields in profit report
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2023-04-26 10:32:43 +08:00 |
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c9s
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3d7cdd9938
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fix: drop the global persistenceServiceFacade
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2023-04-26 00:42:33 +08:00 |
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c9s
|
a13ad2f6ab
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fix: avoid global persistenceServiceFacade concurrent write
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2023-04-26 00:37:13 +08:00 |
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c9s
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a1e297e296
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types: improve order struct json size
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2023-04-25 19:38:31 +08:00 |
|
Yo-An Lin
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152149fcee
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Merge pull request #1157 from c9s/fix/load-state
FIX: add context to LoadState
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2023-04-25 18:42:16 +08:00 |
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c9s
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a9b0270390
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bbgo: add context to LoadState
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2023-04-25 18:30:23 +08:00 |
|
Yo-An Lin
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cd69232156
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Merge pull request #1155 from andycheng123/improve/supertrend
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2023-04-20 18:48:39 +08:00 |
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Andy Cheng
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9f8576bb38
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improve/supertrend: different way to calculate order amount for backtesting
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2023-04-20 18:37:48 +08:00 |
|
Andy Cheng
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1fb6e79090
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improve/supertrend: fix typo
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2023-04-20 18:11:47 +08:00 |
|
Andy Cheng
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4b8adf6ed5
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improve/supertrend: adding opposite position amount to the order amount instead of closing opposite position
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2023-04-20 17:53:20 +08:00 |
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c9s
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5372fd3f30
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bump version to v1.46.0
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2023-04-19 14:11:02 +08:00 |
|
chiahung
|
ed4e0b03e7
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add open orders back to active order book if no need to recover
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2023-04-18 15:47:00 +08:00 |
|
chiahung
|
d00a91441c
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FEATURE: move metrics to defer funciton
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2023-04-18 15:13:20 +08:00 |
|
Andy Cheng
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68f54c032a
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Merge pull request #1121 from andycheng123/feature/hhllstop
Feature/hhllstop
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2023-04-18 11:39:45 +08:00 |
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Andy Cheng
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c3318cbb50
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exits/trailingstop: update comment
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2023-04-18 11:31:51 +08:00 |
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Yo-An Lin
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5c33c764da
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Merge pull request #1151 from c9s/fix/websocket-reconnect
FIX: types: do not return for normal closure
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2023-04-17 16:35:05 +08:00 |
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c9s
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47e398abc3
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types: do not return for normal closure
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2023-04-17 16:28:38 +08:00 |
|
kbearXD
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99e393e93c
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Merge pull request #1147 from c9s/max/get-order/client-order-id
FEATURE: max get-order v3 api support client order id parameter
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2023-04-17 12:24:18 +08:00 |
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Yo-An Lin
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ae40223b1a
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Merge pull request #1150 from c9s/fix/interact-thread-safety
FIX: interact: fix concurrent map write - add mutex on interact
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2023-04-16 23:45:25 +08:00 |
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Yo-An Lin
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9c53922512
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Merge pull request #1149 from c9s/grid2/emit-error
CHORE: max: add max auth authenticated log
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2023-04-16 21:27:53 +08:00 |
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c9s
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aa33836fb3
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interact: fix concurrent map write - add mutex on interact
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2023-04-16 21:26:52 +08:00 |
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c9s
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a178fd0a84
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max: add max auth authenticated log
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2023-04-14 18:57:13 +08:00 |
|
chiahung
|
a0aae23bf3
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FIX: fix emit ready twice and add error log
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2023-04-14 18:30:38 +08:00 |
|
Yo-An Lin
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d63734f365
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Merge pull request #1146 from c9s/grid2/emit-error
FIX: grid2: emit grid error when open grid failed
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2023-04-14 17:45:32 +08:00 |
|
chiahung
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1158b9582a
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FEATURE: max get-order v3 api support client order id parameter
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2023-04-14 16:44:56 +08:00 |
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Yo-An Lin
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4c4ea8a36f
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Merge pull request #1145 from c9s/bhwu/add-market-in-mem-cache
FEATURE: add market info in-mem cache
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2023-04-14 15:57:09 +08:00 |
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gx578007
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3f7e617004
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FEATURE: add market info in-mem cache
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2023-04-14 15:23:34 +08:00 |
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c9s
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4ab54f586b
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grid2: emit grid error when open grid failed
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2023-04-14 15:15:28 +08:00 |
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c9s
|
92b8652f78
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maxapi: remove duplicated for loop
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2023-04-13 17:29:23 +08:00 |
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c9s
|
25daefabab
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maxapi: fix nonce updater
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2023-04-13 17:20:59 +08:00 |
|
Yo-An Lin
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7da5c8361e
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Merge pull request #1143 from c9s/refactor/max-client
FIX: maxapi: pass context object to the requests
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2023-04-13 16:57:19 +08:00 |
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c9s
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8c02b5e64e
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maxapi: pass context object to the requests
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2023-04-13 16:40:07 +08:00 |
|
Yo-An Lin
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a5ecfd15cc
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Merge pull request #1141 from c9s/refactor/max-client
REFACTOR: maxapi: refactor and add max v2 markets api test
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2023-04-13 16:33:47 +08:00 |
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Yo-An Lin
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3952f33de8
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Merge pull request #1142 from c9s/fix/max-rate-limiter
FIX: max: move more rate limiter to the exchange instance
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2023-04-13 16:32:14 +08:00 |
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c9s
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fed5d5f0b8
|
maxapi: add more market info assertion
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2023-04-13 16:18:11 +08:00 |
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c9s
|
19621e48fe
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max: adjust account query rate limiter
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2023-04-12 22:58:10 +08:00 |
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c9s
|
7c9109aeea
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max: move more rate limiter to the exchange instance
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2023-04-12 22:56:23 +08:00 |
|
c9s
|
cbbe6e286d
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maxapi: add kline api test
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2023-04-12 22:43:32 +08:00 |
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c9s
|
3e41c1fb15
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maxapi: add max v2 markets api test
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2023-04-12 22:29:14 +08:00 |
|
Yo-An Lin
|
6bf7a6c0ac
|
Merge pull request #1139 from c9s/refactor/max-client
REFACTOR: [max] refactor api requests
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2023-04-12 16:38:57 +08:00 |
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c9s
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a84a22bc2d
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maxapi: refactor reward tests
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2023-04-12 16:32:56 +08:00 |
|
c9s
|
9dab2470ef
|
maxapi: add TestWithdrawal
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2023-04-12 16:27:45 +08:00 |
|
c9s
|
03d24e6947
|
maxapi: move test files
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2023-04-12 15:02:14 +08:00 |
|
c9s
|
13d28edebb
|
maxapi: remove unused parseKLines function
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2023-04-12 15:01:18 +08:00 |
|
c9s
|
f7d3fca1ec
|
maxapi: simplify ticker response parsing
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2023-04-12 15:00:26 +08:00 |
|
c9s
|
012ef4a6f9
|
maxapi: refactor and clean up public service api
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2023-04-12 15:00:26 +08:00 |
|
c9s
|
c1b7f7fd95
|
maxapi: replace the legacy get markets api
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2023-04-12 15:00:26 +08:00 |
|
c9s
|
fc3ffe399e
|
maxapi: update time type fields
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2023-04-12 15:00:26 +08:00 |
|
c9s
|
fd6dfc5c9e
|
maxapi: change time field to time.Time and update the generated code
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2023-04-12 15:00:26 +08:00 |
|
c9s
|
4944fdda2d
|
max: replace time type fields
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2023-04-12 15:00:26 +08:00 |
|
c9s
|
d95daba3f0
|
maxapi: update requestgen files
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2023-04-12 15:00:26 +08:00 |
|
c9s
|
3ad553a876
|
max: move methods
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2023-04-12 15:00:26 +08:00 |
|
c9s
|
51c1d47fbc
|
maxapi: move some methods to the rest client level
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2023-04-12 15:00:25 +08:00 |
|
c9s
|
c366e98c43
|
maxapi: update log message
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2023-04-12 14:58:37 +08:00 |
|
c9s
|
fb95072e5b
|
backoff: add default timeout to backoff.RetryGeneral
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2023-04-12 13:49:29 +08:00 |
|
c9s
|
6eaacd63a8
|
maxapi: use sync.Once to prevent duplicated update and avoid update negative offset
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2023-04-12 13:37:04 +08:00 |
|
c9s
|
845ee3ce33
|
maxapi: change info log to debug log level
|
2023-04-11 18:28:34 +08:00 |
|
c9s
|
2ae8309115
|
maxapi: add global prefix to the var name
|
2023-04-11 18:27:19 +08:00 |
|
c9s
|
8d240e9b4c
|
maxapi: improve nonce update with retry
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2023-04-11 18:21:40 +08:00 |
|
Andy Cheng
|
d4e42426ab
|
exits/trailingstop: add descriptions for parameters
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2023-04-11 16:02:54 +08:00 |
|
Andy Cheng
|
7f33b54312
|
exits/trailingstop: check parameters
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2023-04-11 15:11:11 +08:00 |
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