6283 Commits

Author	SHA1	Message	Date
c9s	2ff74a5f86	autoborrow: add repaid alert	2024-01-09 09:59:53 +08:00
c9s	f33ed6a527	Merge pull request #1485 from c9s/narumi/xgap/improve-log ... CHORE: [xgap] print currency when insufficient balance	2024-01-09 00:53:16 +08:00
Edwin	2e34f7840a	pkg/exchange: support market trade streaming	2024-01-08 21:27:26 +08:00
chiahung.lin	21e87079b5	FEATURE: ProfitStats for dca2	2024-01-08 18:25:11 +08:00
chiahung.lin	468b73abb6	bbgo.Sync profit stats	2024-01-08 18:25:11 +08:00
chiahung.lin	faaaaabce3	FEATURE: rename and use specific profit stats	2024-01-08 18:25:11 +08:00
chiahung.lin	0d6c6666a1	fix	2024-01-08 18:25:11 +08:00
chiahung.lin	b965dbe757	use OrderExecutor.GracefulCancel to replace cancelAllOrders	2024-01-08 18:25:11 +08:00
chiahung.lin	05870c5d60	move EmitReady and add go:generate	2024-01-08 18:25:11 +08:00
chiahung.lin	006256a9df	FEATURE: add callbacks and shutdown function	2024-01-08 18:25:11 +08:00
c9s	11309ac8c8	Merge pull request #1487 from c9s/c9s/bitget-ignore-offline-symbols ... FIX: [bitget] ignore offline symbols	2024-01-08 18:19:01 +08:00
c9s	e358da10dd	bitget: log symbol status	2024-01-08 18:13:26 +08:00
c9s	cfe3b6466c	update bitget v2 get_symbols_request_requestgen	2024-01-08 17:47:52 +08:00
c9s	33deaea6e5	bitget: bitget ignore offline symbols	2024-01-08 17:46:09 +08:00
bailantaotao	2afc72d14d	Merge pull request #1477 from c9s/edwin/okx/refactor-book-stream ... REFACTOR: [okx] refactor book and kline	2024-01-08 10:41:39 +08:00
Edwin	0b906606fe	pkg/exchange: refactor book and kline	2024-01-08 10:30:11 +08:00
c9s	ad8ea86173	change max borrowable query from error to warn	2024-01-07 19:09:11 +08:00
narumi	9c108380e8	xgap: print currency	2024-01-07 18:56:57 +08:00
narumi	36aadf74a1	xgap: check balance before placing orders	2024-01-06 22:55:45 +08:00
c9s	9dd4de0755	Merge pull request #1482 from c9s/narumi/xgap/log ... CHORE: [xgap] improve log message	2024-01-06 20:28:40 +08:00
narumi	dc2895c4dc	rename cronExpression to schedule	2024-01-06 17:37:13 +08:00
なるみ	6367bd79d3	Merge pull request #1402 from c9s/narumi/fixedmaker/inventory-skew ... FEATURE: inventory skew	2024-01-06 17:00:18 +08:00
narumi	3ee5bf29ef	xgap: improve log message	2024-01-06 15:53:16 +08:00
narumi	012fc33376	xgap: refactor with common strategy	2024-01-06 14:49:26 +08:00
c9s	9f8bdeb3e9	Merge pull request #1475 from c9s/narumi/rebalance/fix-instance-id ... REFACTOR: [rebalance] refactor MultiMarketStrategy.Initialize	2024-01-06 14:30:12 +08:00
narumi	94fb883a0f	xgap: fix order cancel error	2024-01-04 18:53:23 +08:00
c9s	3dca9aaf98	Merge pull request #1470 from c9s/narumi/xnav/schedule ... FEATURE: [xnav] add cron schedule	2024-01-03 16:38:19 +08:00
c9s	6e03626b36	Merge pull request #1476 from c9s/edwin/okx/add-streaming-test ... CHORE: [okex] add stream test for book	2024-01-03 16:37:12 +08:00
bailantaotao	769d3ce2d8	Merge pull request #1456 from c9s/edwin/bitget/get-account-assets ... FEATURE: [bitget] get account assets	2024-01-03 13:01:35 +08:00
Edwin	b5ff066aa2	pkg/exchange: print symbol	2024-01-03 11:30:50 +08:00
Edwin	30164acdcf	pkg/exchange: use v2 get account asset api	2024-01-03 11:25:46 +08:00
Andy Cheng	22a9ab068d	Merge pull request #1467 from andycheng123/feature/sync-futures ... WIP: feature: sync futures data and backtest with them	2024-01-03 10:41:39 +08:00
Andy Cheng	05536b6693	improve/sync-futures: remove unused code	2024-01-03 10:36:01 +08:00
Andy Cheng	90020a65a4	improve/sync-futures: do not use GetSessionAttributes()	2024-01-02 16:56:38 +08:00
Edwin	9ad94aa7e0	pkg/exchange: add stream test for book	2024-01-02 12:02:33 +08:00
chiahung.lin	57282c30d2	FEATURE: remove Short	2023-12-28 23:04:09 +08:00
なるみ	e35795943d	Merge pull request #1468 from c9s/narumi/autobuy/init ... FEATURE: add autobuy strategy	2023-12-28 17:44:53 +08:00
c9s	60043d6239	Merge pull request #1464 from c9s/kbearXD/dca2/run-state-and-recover ... FEATURE: [dca2] run state machine	2023-12-28 17:35:57 +08:00
narumi	030c6c1ca5	fix instance id	2023-12-28 17:31:15 +08:00
chiahung.lin	59b1bb68cb	use stateTransition	2023-12-27 11:41:29 +08:00
narumi	687df81784	add autobuy strategy	2023-12-26 17:53:14 +08:00
narumi	5592d93c13	add cron schedule to xnav	2023-12-26 17:07:03 +08:00
c9s	f4941bef74	Merge pull request #1471 from c9s/c9s/add-DisableMarketDataStore-option ... FEATURE: add DisableMarketDataStore option	2023-12-26 12:01:42 +08:00
c9s	d0f9052cf2	Merge pull request #1472 from c9s/c9s/grid2-check-price-for-subscribe ... FIX: [grid2] subscribe 1m kline only when one of the trigger price is set	2023-12-26 12:01:29 +08:00
c9s	4d17d7e049	grid2: subscribe 1m kline only when one of the trigger price is set	2023-12-26 10:56:08 +08:00
c9s	8878005417	add DisableMarketDataStore option	2023-12-26 10:53:18 +08:00
c9s	c250fec2dc	Merge pull request #1463 from c9s/c9s/bollmaker-ema-crosssignal	2023-12-23 01:17:30 +08:00
chiahung.lin	b30b023858	FEATURE: check every cuerrent state and next state is valid	2023-12-22 15:27:31 +08:00
Andy Cheng	d2f946e349	improve/migration: indices for sqlite	2023-12-22 12:00:14 +08:00
Andy Cheng	0ac720c4cb	improve/backtest: backtest with futures klines	2023-12-22 11:55:11 +08:00
Andy Cheng	66718e0d37	improve/backtest-sync: set exchange to use futures	2023-12-21 18:19:28 +08:00
Andy Cheng	c82cbbc172	fix/futures-kline-sync: typo	2023-12-21 16:52:52 +08:00
narumi	7f0a4a9953	apply inventory-skew to xfixedmaker	2023-12-21 16:39:23 +08:00
narumi	f160ea856f	apply inventory-skew to fixedmaker	2023-12-21 16:29:46 +08:00
Andy Cheng	6809efa696	improve/db: save futures kilne to futures table	2023-12-21 16:19:32 +08:00
narumi	8ecba4378c	inventory skew	2023-12-21 16:03:35 +08:00
Andy Cheng	5b0b5428fb	improve/db: query futures kilne if session 'futures' is true when sync	2023-12-21 15:47:24 +08:00
Andy Cheng	d5cbcc3fb2	improve/db: add futures kilne sqlite tables	2023-12-21 12:50:38 +08:00
Andy Cheng	9870ea0d6c	improve/db: add futures kilne tables	2023-12-21 12:33:00 +08:00
なるみ	7f8a331373	Merge pull request #1465 from c9s/narumi/rebalance/fix-position-and-profit ... FIX: [rebalance] fix position map and profit stats map	2023-12-20 23:59:05 +08:00
c9s	f292387886	bump version to v1.55.4	2023-12-20 22:47:29 +08:00
c9s	3ba1621590	xdepthmaker: simplify covered handler registration	2023-12-20 22:28:20 +08:00
c9s	58321e8aa5	xdepthmaker: update instance id format	2023-12-20 22:20:40 +08:00
c9s	eb36ed6926	xdepthmaker: remove the shared trade collector and order store, add mutex for covered position	2023-12-20 21:54:32 +08:00
narumi	7b121b10be	rebalance on order filled	2023-12-20 20:35:43 +08:00
narumi	762a09042a	graceful cancel orders	2023-12-20 20:26:34 +08:00
narumi	da02c926be	fix profit stats and position	2023-12-20 20:21:34 +08:00
chiahung.lin	bfd9c8ac64	FEATURE: run state machine ... FEATURE: support recover FEATURE: add order into orderStore and recover position recover position/budget FEATURE: support recover budget	2023-12-20 16:02:37 +08:00
c9s	a4f996c963	Merge pull request #1393 from c9s/strategy/emacross ... STRATEGY: add emacross strategy	2023-12-20 15:50:52 +08:00
c9s	311ba3b2ac	bollmaker: fix ema cross subscription	2023-12-20 12:09:19 +08:00
c9s	46329c3a24	bollmaker: add ema cross signal to bollmaker strategy	2023-12-19 22:17:33 +08:00
c9s	6a07af80d8	bollmaker: define EMACrossSetting	2023-12-19 22:04:24 +08:00
c9s	4894a59756	fixedmaker, liquiditymaker: update initialize method	2023-12-19 21:59:44 +08:00
c9s	3dd93b65db	emacross, scmaker: fix strategy initialization	2023-12-19 21:58:50 +08:00
c9s	6abb320bce	emacross: clean up and update config	2023-12-19 21:57:51 +08:00
c9s	85e87e10b6	cmd: add emacross to builtin	2023-12-19 21:57:51 +08:00
c9s	25c895bb09	add emacross strategy	2023-12-19 21:57:51 +08:00
c9s	ec4f43b100	bollmaker: support custom quantity	2023-12-19 21:55:38 +08:00
c9s	e855214073	bump version to v1.55.3	2023-12-18 22:42:20 +08:00
c9s	47b12edc4d	xdepthmaker: call bbgo.Sync on shutdown	2023-12-18 22:32:13 +08:00
c9s	84085e09b5	xdepthmaker: fix duplicated binding	2023-12-18 22:32:13 +08:00
c9s	2c9583cccb	xdepthmaker: remove redundant notification	2023-12-18 22:32:13 +08:00
c9s	882c1273b3	bbgo: pull out findPossibleMarketSymbols and add tests	2023-12-18 22:09:04 +08:00
c9s	671ce872c4	bbgo: fix and improve session UpdatePrice method	2023-12-18 22:01:11 +08:00
c9s	3ac862d122	bump version to v1.55.2	2023-12-18 18:00:40 +08:00
c9s	98468feb73	Merge pull request #1458 from c9s/feature/xdepthmaker ... FIX: [xdepthmaker] final fix	2023-12-18 17:59:38 +08:00
c9s	841229518a	bitget: add more debug logs for orderEvent and tradeEvent	2023-12-18 16:31:04 +08:00
c9s	92aa7652d5	bbgo: add recordPosition log	2023-12-18 15:49:20 +08:00
chiahung.lin	eda072327c	FIX: move common.Strategy to Initialize	2023-12-18 14:48:13 +08:00
c9s	038d180711	bitget: check bitget websocket trade id and order status	2023-12-18 14:44:33 +08:00
c9s	f19ed7abe0	xdepthmaker: initialize s.CrossExchangeMarketMakingStrategy in Initialize()	2023-12-18 14:31:51 +08:00
Edwin	c5decf9bf8	pkg/exchange: support v2 get asset api	2023-12-18 12:17:49 +08:00
c9s	3e6d6e10b3	all: move Initialize() call out, call it before the LoadState	2023-12-18 12:09:03 +08:00
c9s	19636ae429	bump version to v1.55.1	2023-12-15 19:20:01 +08:00
c9s	e7c3582334	fix: import tzdata package	2023-12-15 19:19:06 +08:00
c9s	8690977b5c	bump version to v1.55.0	2023-12-14 18:05:02 +08:00
c9s	2c7e42922b	Merge pull request #1429 from c9s/edwin/bybit/get-fee-rate-on-private-stream-only	2023-12-13 18:50:19 +08:00
chiahung.lin	e86b1bb90f	REFACTOR: make all common.Strategy from pointer to value	2023-12-13 17:36:30 +08:00
c9s	6dd3766776	Merge pull request #1451 from c9s/feature/xdepthmaker ... CHORE: [xdepthmaker] improve shutdown process	2023-12-13 16:47:01 +08:00
c9s	c870defd47	xdepthmaker: improve shutdown process	2023-12-13 16:29:07 +08:00
c9s	61fb795e37	Merge pull request #1450 from c9s/feature/xdepthmaker ... IMPROVE: [strategy] xdepthmaker final fine-tune	2023-12-13 15:50:35 +08:00
c9s	c170eac991	bbgo: fix active order book graceful cancel checking logics	2023-12-13 15:25:52 +08:00
chiahung.lin	e3d51777d3	rename	2023-12-13 14:16:02 +08:00
chiahung.lin	092d5cfb07	FEATURE: cancel maker orders and open take profit order	2023-12-13 14:16:02 +08:00
c9s	115c2dc139	bbgo: refactor active orderbook	2023-12-13 14:00:53 +08:00
Edwin	29550f0013	pkg/exchange: we don't need the fee rate in the public stream	2023-12-13 13:53:58 +08:00
c9s	6cbb17fb76	all: refactor log formatter functions	2023-12-13 09:47:18 +08:00
c9s	f3ce4c2cc6	bitget: refactor debug function tool	2023-12-13 09:28:34 +08:00
c9s	b022a6119f	bitget: add bitget log prefix	2023-12-13 09:28:34 +08:00
c9s	cc3302816a	Merge pull request #1448 from c9s/c9s/fix-grid2-memory-leaks ... FIX: [core] solve memory leaks	2023-12-13 09:01:56 +08:00
c9s	4e26b9d2ad	core: pull out cool trade period to a constant	2023-12-13 08:55:26 +08:00
c9s	21c8593c45	core: add exceededMaximumTradeStoreSize check	2023-12-12 18:26:51 +08:00
c9s	685f332495	core: enable trade store's trade pruning in NewTradeCollector	2023-12-12 18:26:51 +08:00
c9s	97c39921bd	core: adjust TradeExpiryTime to 3 hour	2023-12-12 18:26:51 +08:00
c9s	8025d05eac	core: log trades pruning	2023-12-12 18:18:34 +08:00
Edwin	c2724c4f62	pkg/exchange: fix price is zero when order not executed	2023-12-12 17:30:51 +08:00
c9s	c5282a8f9b	bitget: add more debug logs	2023-12-12 16:37:43 +08:00
c9s	158c48b807	bbgo: change verbose info log to debug log	2023-12-11 20:46:17 +08:00
c9s	8c6724b264	xdepthmaker: fix pricing book copy by avoiding using CopyDepth	2023-12-11 17:59:16 +08:00
c9s	9f14215ce8	bbgo: reduce logs	2023-12-11 17:59:02 +08:00
c9s	8c13092d8b	types: add slice book test for copy depth	2023-12-11 17:58:48 +08:00
c9s	98468b39c7	xdepthmaker: change priceHeartBeat alert to warning	2023-12-11 17:05:07 +08:00
c9s	cedd790066	xdepthmaker: add lastOrderReplenishTime to prevent replacing orders too frequent	2023-12-11 17:02:17 +08:00
c9s	de7eb8453b	xdepthmaker: refactor auth binding to bindAuthSignal	2023-12-11 17:00:25 +08:00
c9s	2c3ccdf030	xdepthmaker: more improvements ... - place orders with balance quota calculation - wait for authed event - clean up open orders on start	2023-12-11 16:56:19 +08:00
c9s	3e382e00bf	Merge pull request #1443 from c9s/feature/xdepthmaker ... IMPROVE: [bitget] improve order type handling	2023-12-08 15:34:54 +08:00
c9s	0a3269e38e	Merge pull request #1441 from c9s/c9s/fix-sync-since-time-override ... FIX: fix since time override	2023-12-08 15:33:48 +08:00
c9s	b9c4002704	bitget: handle order type limit maker	2023-12-08 15:18:34 +08:00
c9s	c74ba4f406	Merge pull request #1440 from dydysy/fix_dot_calc ... FIX: [indicator] Possibly incorrect assignment	2023-12-08 09:51:30 +08:00
c9s	33f0571511	bbgo: fix since time override	2023-12-08 09:38:43 +08:00
c9s	3048a13f0b	xdepthmaker: replace AtomicAdd with Add	2023-12-08 00:21:53 +08:00
c9s	ab3579700f	builtin: register xdepthmaker	2023-12-07 17:48:35 +08:00
c9s	cd06ffd21f	xdepthmaker: fix order call	2023-12-07 17:38:58 +08:00
c9s	214f9fe75e	bitget: improve bitget websocket depth subscription	2023-12-07 17:38:57 +08:00
c9s	e82605f658	xdepthmaker: skip test for dnum	2023-12-07 16:18:24 +08:00
c9s	35dabe8a72	xdepthmaker: fix aggregatePrice quantity issue	2023-12-07 16:18:24 +08:00
c9s	b8fb2ac478	bbgo: fix active orderbook symbol order grouping	2023-12-07 16:18:24 +08:00
c9s	f03ac52ce5	activeOrderBook: use orderMap instead of orderStore	2023-12-07 16:18:24 +08:00
c9s	d14527b5cf	xdepthmaker: apply FullReplenishInterval from config	2023-12-07 16:18:24 +08:00
c9s	25b04cb36c	xdepthmaker: add fullReplenishTicker	2023-12-07 16:18:24 +08:00
c9s	888a550c80	xdepthmaker: support partial maker order replenish	2023-12-07 16:18:24 +08:00
c9s	f21170aa5d	types: add order sorting by price	2023-12-07 16:18:23 +08:00
c9s	96f6f9e0d0	exchange/retry: add QueryOrderUntilCancelled	2023-12-07 16:18:23 +08:00
c9s	c2c1eca4c9	types: fix price heart beat alert tests	2023-12-07 16:18:23 +08:00
c9s	a82bc86455	xdepthmaker: update updateQuote method	2023-12-07 16:18:23 +08:00
c9s	2f1a700b89	remove xpuremaker	2023-12-07 16:18:23 +08:00
c9s	e0e9876902	improve price hart beat usage	2023-12-07 16:18:23 +08:00
c9s	46b3a81b07	xdepthmaker: add tests to the generateMakerOrders	2023-12-07 16:18:23 +08:00
c9s	263c0883d1	bbgo: solve the scale when unmarshalling the json	2023-12-07 16:18:23 +08:00
c9s	d123e89a1b	xdepthmaker: document covered position	2023-12-07 16:18:23 +08:00
c9s	1e27f53891	xdepthmaker: use hedge order executor	2023-12-07 16:18:23 +08:00
c9s	2c3792b290	xdepthmaker: update Validate() method	2023-12-07 16:18:23 +08:00
c9s	18968c67a1	xdepthmaker: remove disable hedge option	2023-12-07 16:18:23 +08:00
c9s	10a71d83f1	xdepthmaker: move global position profit handling	2023-12-07 16:18:23 +08:00
c9s	99723fc1f4	xdepthmaker: remove legacy s.activeMakerOrders	2023-12-07 16:18:23 +08:00
c9s	e0686d11c8	xdepthmaker: clean up duplicated code	2023-12-07 16:18:23 +08:00
c9s	6b28910139	xdepthmaker: refactor CrossSubscribe	2023-12-07 16:18:23 +08:00
c9s	ed63b23e2a	xdepthmaker: refactor CrossRun with CrossExchangeMarketMakingStrategy	2023-12-07 16:18:22 +08:00
c9s	e67fa19323	types: extend PeriodProfitStats fields	2023-12-07 16:18:22 +08:00
c9s	df2daf33a7	types: add PeriodProfitStats	2023-12-07 16:18:22 +08:00
c9s	53bf443b1d	xdepthmaker: first commit	2023-12-07 16:18:22 +08:00
chiahung.lin	6857734282	rename	2023-12-07 11:29:42 +08:00
chiahung.lin	2982be1cbc	rename dca maker orders to open position orders	2023-12-07 11:27:28 +08:00
dydysy	05d446cb54	FIX: [indicator] Possibly incorrect assignment	2023-12-06 18:42:10 +08:00
chiahung.lin	c67737a6d6	use retry package	2023-12-06 16:16:17 +08:00
chiahung.lin	4aa6ea3a46	FEATURE: use notional based to crease dca maker orders	2023-12-06 11:28:45 +08:00
chiahung.lin	60003fc472	rename somme part	2023-12-06 11:28:45 +08:00
chiahung.lin	445f0f1c4c	FEATURE: prepare open maker orders function	2023-12-06 11:28:45 +08:00
chiahung.lin	c906d6a74d	rename variable	2023-12-06 11:27:06 +08:00
chiahung.lin	d54b7365dd	FEATURE: use types.OrderMap to avoid missing and duplicated orders	2023-12-05 20:10:37 +08:00
chiahung	a1d98e25c6	FEATURE: use max v3 new open orders api	2023-12-05 19:57:00 +08:00
chiahung.lin	165e788c3d	fix	2023-12-05 16:59:26 +08:00
chiahung.lin	9fab37a284	use getLaunchDate	2023-12-05 15:34:31 +08:00
chiahung.lin	21c037a877	FIX: fix list closed orders api limit	2023-12-04 20:01:54 +08:00
kbearXD	45c2ee0ed8	Merge pull request #1432 from c9s/chiahung/recover-with-origin-stats ... FIX: use original status for recover	2023-11-30 15:10:52 +08:00
c9s	92b6ee0264	Merge pull request #1431 from c9s/narumi/fix-order-status-length ... FIX: fix order status length	2023-11-30 14:02:29 +08:00
root	cdeb0bc908	FIX: format minimal profit to percent	2023-11-29 18:37:28 +08:00
root	a4ccad9463	FIX: deactivate exit when position in closing	2023-11-29 18:26:01 +08:00
c9s	4bf93b3bfa	Merge pull request #1430 from c9s/c9s/fix-is-newer-check ... FIX: add executed quantity check when order status is partially filled	2023-11-29 17:52:39 +08:00
c9s	55cbe806d9	bbgo: fix isNewerOrderUpdate check and tests	2023-11-25 13:22:03 +08:00
c9s	326a0c6128	bbgo: replace update time check with isNewerOrderUpdate func call	2023-11-24 19:00:51 +08:00
c9s	6b27722b03	bbgo: rename func isNewerOrderUpdate	2023-11-24 19:00:51 +08:00
c9s	9e663916ed	bbgo: add test case for isNewerUpdateTime	2023-11-24 19:00:51 +08:00
c9s	8afd3c9ee1	bbgo: add test Test_isNewerUpdate	2023-11-24 19:00:51 +08:00
c9s	8f5f5dfeed	bbgo: add executed quantity check when order status is OrderStatusPartiallyFilled	2023-11-24 19:00:51 +08:00
chiahung	19be49fca8	FIX: use original status for recover	2023-11-24 14:17:19 +08:00
chiahung.lin	800148b271	remain only template part	2023-11-23 16:45:28 +08:00
chiahung.lin	aea3abae07	FEATURE: new strategy dca2 perparation	2023-11-23 16:32:34 +08:00
narumi	c30dd24550	fix order status length	2023-11-23 14:53:22 +08:00
kbearXD	75b8be5e17	Merge pull request #1405 from c9s/chiahung/grid2/use-rest-quote ... FIX: [grid2] use rest quote to place the last order when opening grid	2023-11-23 12:46:53 +08:00
kbearXD	9722c3eb49	Merge pull request #1421 from c9s/feature/maxapi/get-closed-orders ... FEATURE: use new max v3 api to query closed orders by timestamp	2023-11-23 12:46:30 +08:00
Edwin	dbac45aa76	pkg/util: rm retry	2023-11-21 18:01:21 +08:00
Edwin	87d763598f	pkg/exchange: use backoff retry	2023-11-21 18:01:21 +08:00
Edwin	51718b6eb2	pkg/exchnage: add log rate limiter to stream event	2023-11-21 18:01:18 +08:00
chiahung	7cb8da08cd	use asc as order by to query closed orders	2023-11-21 17:14:33 +08:00
chiahung	102eb61188	remove unused log	2023-11-21 17:06:20 +08:00
c9s	ae3f3e1f70	bump version to v1.54.0	2023-11-20 17:32:20 +08:00
c9s	c360c6045c	bbgo: call retry.QueryAccountUntilSuccessful in the startup time	2023-11-20 16:20:39 +08:00
c9s	7c59e3ddc4	bbgo: add setAccount for account mutex protection	2023-11-20 16:15:33 +08:00
c9s	3ea333fd52	bbgo: add DisableStartupBalanceQuery option	2023-11-20 16:14:09 +08:00
chiahung.lin	ce76ad3c03	use OrderByType	2023-11-20 15:32:04 +08:00
なるみ	08a09c2fee	Merge pull request #1408 from c9s/narumi/wise	2023-11-17 19:48:08 +08:00
c9s	eac0195815	bbgo: truncate trade buffer if it gets too large	2023-11-17 17:15:08 +08:00
c9s	c248b2a323	bbgo: remove local trade snapshot from db	2023-11-17 17:15:08 +08:00
c9s	e5033c093a	grid2: check order's original status for updating	2023-11-17 17:14:52 +08:00
c9s	5795a71111	binance,max: store original order status into the order struct	2023-11-17 17:14:52 +08:00
c9s	b307275e60	types: add order.originalStatus	2023-11-17 17:14:52 +08:00
c9s	fe9dc9a79d	bbgo: change pending update log level to info	2023-11-17 16:57:48 +08:00
c9s	3cfc810f8d	max: group the request building statement	2023-11-17 16:57:47 +08:00
c9s	d5fe13272e	service: log sync start time	2023-11-17 16:57:47 +08:00
c9s	f223703247	max: force type check on max.Exchange	2023-11-17 16:57:47 +08:00
chiahung.lin	592cdede66	FEATURE: use new max v3 api to query closed orders by timestamp	2023-11-17 16:21:20 +08:00
Edwin	f46ca57bb2	pkg/types: refactor exchange name	2023-11-17 16:15:56 +08:00
Edwin	4f224c1c2a	*: fix comments	2023-11-17 12:24:04 +08:00
Edwin	a074f8c57a	pkg/types: support bitget, bybit on exhcange unmrashal	2023-11-16 14:00:59 +08:00
Edwin	5eb1ddb49a	pkg/exchange: fix out-of-index	2023-11-16 13:33:42 +08:00
Edwin	93f8b79b69	pkg/exchange: use GTC if time-in-force empty	2023-11-16 13:33:17 +08:00
Edwin	6d39c9a5d1	pkg/exchange: use the now - 90 days instead of return err if since is 90 days earlier	2023-11-15 22:22:55 +08:00
Edwin	687ffe985c	pkg/exchange: use time.Time instead of int64 to represent time	2023-11-15 22:20:26 +08:00
Edwin	cf527a6f05	pkg/exchange: make the CTime and UTime to qualified name	2023-11-15 17:16:07 +08:00
Edwin	4f94f7acc0	pkg/exchange: implement order trade user stream	2023-11-15 17:16:05 +08:00
narumi	fdc4c12ac1	add wise rate api	2023-11-15 15:50:39 +08:00
Edwin	720fe2e12e	pkg/bbgo, pkg/types: add new interface PrivateChannelSymbolSetter	2023-11-15 10:47:16 +08:00
bailantaotao	580c6d2030	Merge pull request #1417 from c9s/edwin/skip-ping-pong-event ... REFACTOR: [stream] skip pong event on emitting raw message	2023-11-14 20:49:13 +08:00
bailantaotao	43c50b46a6	Merge pull request #1415 from c9s/edwin/bitget/use-v2-tickers ... FEATURE: [bitget] use v2 tickers	2023-11-14 20:48:52 +08:00
Edwin	562f85af75	pkg/exchange: rename v2Client -> v2client	2023-11-14 20:42:11 +08:00
Edwin	5808e0184b	pkg/types: skip pong event on emitting raw message	2023-11-14 20:41:07 +08:00
bailantaotao	8ca8e4c946	Merge pull request #1416 from c9s/edwin/bitget/add-restful-api-validator ... FEATURE: [bitget] add response validator	2023-11-14 20:38:15 +08:00
Edwin	53bce6d5c1	pkg/exchange: use v2 query ticker	2023-11-14 15:40:45 +08:00
Edwin	737f2fc86d	pkg/exchange: add response validator	2023-11-14 15:26:07 +08:00
Edwin	5e5b8e1388	pkg/exchange: use v2 symbols	2023-11-14 14:35:16 +08:00
Edwin	eb04eaeea4	pkg/exchange: types.kline end time should -1 time.Millisecond	2023-11-14 14:21:31 +08:00
Edwin	755ea5e427	pkg/exchange: implement query kline api	2023-11-14 14:21:29 +08:00
bailantaotao	784030821e	Merge pull request #1406 from c9s/edwin/bitget/add-balance-event ... FEATURE: [bitget]add balance event	2023-11-14 11:12:41 +08:00
bailantaotao	594ad89c67	Merge pull request #1409 from c9s/edwin/bybit/pint-log ... CHORE: [bybit] print fee rate log	2023-11-13 12:28:55 +08:00
Edwin	ef280077cd	pkg/exchange: print fee rate log	2023-11-13 11:53:41 +08:00
c9s	6fed3ef5f4	Merge pull request #1407 from c9s/feature/environment-config ... FEATURE: add environment config for disabling some klines defaults	2023-11-11 13:18:38 +08:00
c9s	38507f4dd1	bitget: add channel api code	2023-11-11 07:59:44 +08:00
c9s	b28b5e4097	bbgo: add environment config for disabling some klines defaults	2023-11-11 07:42:29 +08:00
Edwin	f49b14ac45	pkg/exchange: add balance event	2023-11-10 22:35:39 +08:00
Edwin	6c96d12d99	pkg/exchange: add login method	2023-11-10 21:56:18 +08:00
Edwin	639947c8b7	pkg/exchange: support cancel order	2023-11-10 16:41:42 +08:00
Edwin	a26b158230	pkg/exchange: support query trades	2023-11-10 16:31:15 +08:00
bailantaotao	58a810ecc9	Merge pull request #1399 from c9s/edwin/bitget/submit-orders ... FEATURE: [bitget] support submit order	2023-11-10 16:02:59 +08:00
Edwin	cb5e305fed	pkg/exchange: support submit order	2023-11-10 15:47:44 +08:00
chiahung	c8c9659dd1	use PricePrecision for quote round up	2023-11-09 17:17:59 +08:00
chiahung	80ea46ca92	FEATURE: use rest quote to place the last order when opening grid	2023-11-09 16:20:11 +08:00
c9s	31fb96c171	bump version to v1.53.0	2023-11-09 12:56:18 +08:00
c9s	3563c0b986	liquiditymaker: filterAskOrders by base balance	2023-11-09 11:56:07 +08:00
c9s	cc5c033af7	liquiditymaker: use order generator	2023-11-09 11:56:07 +08:00
c9s	533907894e	liquiditymaker: implement order generator	2023-11-09 11:56:07 +08:00
c9s	dda2cfb73d	liquiditymaker: first commit	2023-11-09 11:56:07 +08:00
c9s	d2dab58193	scmaker: clean up scmaker risk control	2023-11-09 11:56:07 +08:00
c9s	2c842e54e8	scmaker: fix scmaker stream book binding	2023-11-09 11:56:07 +08:00
c9s	610de4c10c	Merge pull request #1403 from c9s/edwin/upgrade-requestgen	2023-11-09 11:11:34 +08:00
Edwin	3978fca27d	pkg/exchange: support query closed orders	2023-11-09 09:26:59 +08:00
bailantaotao	e70c04cb65	Merge pull request #1392 from c9s/edwin/bitget/QueryOpenOrders ... FEATURE: [bitget] add query open orders	2023-11-09 09:11:32 +08:00
Edwin	2c072281d7	pkg/exchange: add assertion for api response	2023-11-08 22:43:01 +08:00
Edwin	2d650cd1d9	pkg/exchange: add defensive program to ensure the order length is expected	2023-11-08 22:08:21 +08:00
kbearXD	20dccc05f9	Merge pull request #1396 from c9s/chiahung/grid2/persistence-ttl ... FEATURE: add ttl for position/grid2.profit_stats persistence	2023-11-08 13:50:29 +08:00
chiahung	52d4f50c88	remove sync every ticker	2023-11-08 11:15:06 +08:00
kbearXD	8a6a26239d	Merge pull request #1395 from c9s/chiahung/grid2/fix-sync-before ... FIX: fix skip syncing active order	2023-11-08 11:05:36 +08:00
Edwin	b41f4712d7	pkg/exchange: add fee recover	2023-11-07 17:17:38 +08:00
chiahung	4a40c8bea2	refactor	2023-11-07 17:00:29 +08:00
chiahung	e6fc006747	recoverC back to size 1	2023-11-07 15:21:48 +08:00
Edwin	2049e71cf6	pkg/exchange: rm the retry	2023-11-07 14:53:00 +08:00
chiahung	df2fd170db	return bool to let syncActiveOrderBook really sync or skip	2023-11-07 14:39:29 +08:00
chiahung	7de49155eb	fix	2023-11-07 13:30:58 +08:00
chiahung	c8becbe4f5	bbgo.sync when syncActiveOrders	2023-11-07 10:56:19 +08:00
Edwin	f595cc9cc0	pkg/exchange: add query open orders	2023-11-06 23:40:22 +08:00
Edwin	82ac8f184f	pkg/exchange: to periodically fetch the fee rate	2023-11-06 22:17:29 +08:00
chiahung	dcff850c64	FEATURE: add ttl for position/grid2.profit_stats persistence	2023-11-06 18:52:01 +08:00
chiahung	358aef770f	FIX: fix skip syncing active order	2023-11-06 17:13:16 +08:00
c9s	e614741a48	grid2: add another test case for 0 baseGridNum	2023-11-04 12:56:11 +08:00
c9s	6cce5a2268	grid2: respect s.BaseGridNum and add a failing test case	2023-11-04 12:56:11 +08:00
narumi	ffea4901ed	fix buy quantity	2023-11-03 15:07:24 +08:00
bailantaotao	d758efc9ff	Merge pull request #1380 from bailantaotao/edwin/bitget/add-kline ... FEATURE: [bitget] support kline subscription on stream	2023-11-01 19:32:14 +08:00
bailantaotao	d42b227b9c	Merge pull request #1385 from c9s/edwin/bitget/add-tickers-api ... FEATURE: [bitget] add query tickers api	2023-11-01 19:31:55 +08:00
YC	8e76804b0c	Merge pull request #1376 from c9s/feature/query-trades-pagination ... FEATURE: query trades from db page by page	2023-11-01 17:07:52 +08:00
c9s	2ffc617dac	Merge pull request #1386 from c9s/c9s/refactor-wall-strategy ... REFACTOR: [wall] refactor wall strategy with common.Strategy	2023-11-01 17:06:17 +08:00
c9s	9dc57f01cd	wall: refactor wall strategy with common.Strategy	2023-11-01 16:57:07 +08:00
Edwin	00d4805321	pkg/exchange: add query tickers api	2023-11-01 16:14:21 +08:00
bailantaotao	de8f24cb7b	Merge pull request #1382 from bailantaotao/edwin/bitget/refactor-ticker-account ... REFACTOR: [bitget] add rate limiter for account, ticker	2023-11-01 15:46:01 +08:00
c9s	a8ddf9a8d5	Merge pull request #1384 from c9s/c9s/backtest-minor-improvements ... CHORE: minor improvements on backtest cmd	2023-11-01 15:35:07 +08:00
c9s	7a48d001a2	backtest: return closed kline channel when empty symbol is given	2023-11-01 15:23:27 +08:00
c9s	470eb7dc09	cmd: skip reports for session has no trade	2023-11-01 15:22:53 +08:00
なるみ	98b4bd2317	Merge pull request #1377 from c9s/narumi/rebalance/refactor ... REFACTOR: [rebalance] submit one order at a time	2023-11-01 14:01:32 +08:00
Edwin	2cea089404	pkg/exchange: add rate limiter for query ticker, account	2023-11-01 13:20:46 +08:00
Edwin	102b662f7c	pkg/exchange: support kline subscription on stream	2023-11-01 11:56:58 +08:00
Edwin	4bc177f21b	pkg/exchange: refactor get symbol api	2023-10-31 14:48:40 +08:00
Yu-Cheng	1d2e46eca8	trade: query trades from db paginately	2023-10-31 14:20:20 +08:00
narumi	7c19bb9e20	submit one order at a time	2023-10-31 13:53:12 +08:00
chiahung	d33240ec83	rename and simplify import	2023-10-30 17:17:36 +08:00
chiahung	671772a767	FIX: retry to get open orders only for 5 times and do not sync orders updated in 3 min	2023-10-30 16:28:34 +08:00
kbearXD	be4c69c365	Merge pull request #1368 from c9s/feature/grid2/merge-recover ... FEATURE: merge grid recover and active orders recover logic	2023-10-30 16:11:23 +08:00
c9s	dcd837f0f9	Merge pull request #1372 from bailantaotao/edwin/fix-precision ... FIX: [bybit][kucoin] fix negative volume, price precision	2023-10-28 08:09:51 +08:00
なるみ	db1de0efb8	Merge pull request #1373 from c9s/narumi/xalign/max-amounts ... FEATURE: [xalign] adjust quantity by max amount	2023-10-27 18:00:08 +08:00
Edwin	39c3d23da3	pkg/exchange: support ping/pong	2023-10-27 16:45:41 +08:00
Edwin	d07b766939	pkg/exchange: Use the same conn to avoid concurrent write issues.	2023-10-27 16:03:03 +08:00
Edwin	ba7e26c800	pkg/exchange: use NumFractionalDigits instead of math.Log10(Float64) due to precision problem	2023-10-27 15:28:35 +08:00
narumi	e8c9801535	adjust quantity by max amount	2023-10-27 15:01:41 +08:00
Edwin	2a85bbebf0	pkg/exchange: fix precision	2023-10-27 12:52:36 +08:00
chiahung	40ca323b2d	merge recover logic	2023-10-26 16:29:05 +08:00
chiahung	f31d829294	FEAUTRE: merge grid recover and active orders recover	2023-10-26 14:55:33 +08:00
kbearXD	c4f1af00d7	Merge pull request #1361 from c9s/feature/grid2/recover-preparation-function ... FEATURE: prepare query trades funtion for new recover	2023-10-26 13:59:33 +08:00
bailantaotao	8ddb31b339	Merge pull request #1365 from bailantaotao/edwin/make-jump-to-option-2 ... FEATURE: [batch] add jumpIfEmpty opts to closed order batch query	2023-10-26 11:22:29 +08:00
Edwin	55d444d86a	pkg/exchange: add jumpIfEmpty opts to closed order batch query	2023-10-26 09:31:25 +08:00
bailantaotao	d762366a83	Merge pull request #1364 from bailantaotao/edwin/make-jump-to-option ... FEATURE: [batch] add a jumpIfEmpty to batch trade option	2023-10-26 09:23:11 +08:00
Edwin	881db49b70	pkg/exchange: rename tradeRateLimiter to queryOrderTradeRateLimiter	2023-10-25 21:36:26 +08:00
Edwin	c611cfe73b	pkg/exchange: add a jumpIfEmpty to batch trade option	2023-10-25 21:30:54 +08:00
chiahung	ab1bc998f9	FEATURE: prepare query trades funtion for new recover	2023-10-25 13:34:11 +08:00
c9s	4b9d52004f	Merge pull request #1355 from c9s/refactor/grid2/rename-and-move ... REFACTOR: rename file and variable	2023-10-25 07:36:22 +08:00
narumi	3e5869cab3	remove zero padding from RMA	2023-10-24 17:03:40 +08:00
なるみ	4f35f21581	Merge pull request #1357 from c9s/narumi/rma-test-cases ... FIX: Fix duplicate RMA values and add test cases	2023-10-24 17:01:36 +08:00
narumi	2a9fd10716	add rma test cases	2023-10-24 16:47:08 +08:00
narumi	22a7232e8b	fix duplicate rma value	2023-10-24 16:37:44 +08:00
c9s	3fcc21c1f1	Merge pull request #1356 from c9s/c9s/fix-rma-zero-value-issue ... FIX: fix rma zero value issue	2023-10-24 16:18:39 +08:00
c9s	4c1654652e	indicator: remove unnecessary zero value push	2023-10-24 13:44:49 +08:00
c9s	a9d9ef3792	Add AddSubscriber method on Float64Series	2023-10-24 13:44:25 +08:00
chiahung	3710c33670	REFACTOR: rename file and variable	2023-10-24 13:03:14 +08:00
kbearXD	7d97f573c5	Merge pull request #1350 from c9s/feature/grid2/twin-orderbook ... FEATURE: [grid2] twin orderbook	2023-10-24 13:00:25 +08:00
chiahung	c977b8e295	add lock to protect twin orderbook and add more comments	2023-10-23 17:42:39 +08:00
chiahung	3150f6b3f5	fix	2023-10-23 13:00:17 +08:00
c9s	7860bff379	Merge pull request #1349 from c9s/feature/grid2/remove-profit-entries ... MINOR: remove profit entries from profit stats	2023-10-23 07:17:17 +08:00
Edwin	a18b1be44e	pkg/exchange: support market trade stream on bitget	2023-10-20 16:42:09 +08:00
chiahung	e9078a71c8	FEATURE: twin orderbook	2023-10-20 16:23:31 +08:00
chiahung	c9fca56723	MINOR: remove profit entries from profit stats	2023-10-20 15:17:31 +08:00
bailantaotao	f8c47f72bf	Merge pull request #1344 from bailantaotao/edwin/bitget/public-stream-book ... FEATURE: [bitget] support book stream on bitget	2023-10-20 14:22:42 +08:00
c9s	eb404a5f9b	Merge pull request #1280 from c9s/feature/bitget ... FEATURE: [bitget] integrate QueryMarkets, QueryTicker and QueryAccount api	2023-10-20 13:36:07 +08:00
Edwin	51d86ca059	pkg/exchange, types: support book stream on bitget	2023-10-19 15:40:32 +08:00
narumi	900db74fb9	skip public session	2023-10-19 15:14:28 +08:00
c9s	6b273eda4d	Merge pull request #1345 from c9s/c9s/fix-market-inject ... FIX: [bbgo] check symbol length for injection	2023-10-18 15:46:43 +08:00
gx578007	5c8c66a740	Merge pull request #1343 from c9s/bhwu/max/remove-outdated-max-fields ... FIX: [max] remove outdated margin fields	2023-10-18 15:41:33 +08:00
c9s	92396cae5e	bbgo: check symbol length for injection	2023-10-18 15:36:53 +08:00
kbearXD	3bc03ff8c5	Merge pull request #1328 from c9s/feature/grid2/recover-active-order-periodically ... FEATURE: recover active orders with open orders periodically	2023-10-17 04:33:40 -05:00
c9s	98b294424a	Merge pull request #1341 from c9s/narumi/random/amount ... REFACTOR: [random] remove adjustQuantity from config	2023-10-17 17:19:53 +08:00
chiahung	ccb7308263	fix	2023-10-17 16:13:05 +08:00
gx578007	10daeab1cb	FIX: [max] remove outdated margin fields	2023-10-17 16:11:34 +08:00
chiahung	243b90aaf9	fix nil metrics error	2023-10-17 15:20:28 +08:00
chiahung	c257bc8ccf	sleep 100ms to avoid DDOS	2023-10-17 13:51:51 +08:00
chiahung	5ff3828ec1	move to onAuth	2023-10-16 16:02:43 +08:00
c9s	d50e50991e	Merge pull request #1342 from c9s/improve/pivot-right-window-usage ... CHORE: make rightWindow possible to be set as zero	2023-10-16 12:51:21 +08:00
c9s	dfa3f7d4c4	indicator: make right window optional	2023-10-16 12:40:44 +08:00
c9s	4c69dccf09	make rightWindow possible to be set as zero	2023-10-16 12:36:52 +08:00
narumi	badadafa2d	remove adjustQuantity from config	2023-10-13 18:11:21 +08:00
chiahung	c5449374cd	add test and remove recovered atmoic bool	2023-10-13 16:50:59 +08:00
chiahung	de1a884153	not add non existing open orders into active orderbook if updated in 5 min	2023-10-13 16:50:21 +08:00
chiahung	136c2cd36f	add open orders metrics	2023-10-13 16:50:21 +08:00
chiahung	c6d4ebf57b	also sync orders already in active orderbook if the open orders are expired	2023-10-13 16:50:21 +08:00
c9s	a39925b912	grid2: invert if	2023-10-13 16:50:21 +08:00
c9s	5f9d020ac8	grid2: improve some logging	2023-10-13 16:50:21 +08:00
c9s	1347c8ef87	grid2: refactor recoverActiveOrdersPeriodically	2023-10-13 16:50:21 +08:00
chiahung	27294ac9b6	FIX: fix some error and use chan to trigger active orders recover when on auth	2023-10-13 16:50:21 +08:00
chiahung	4c9b1e78fe	remove checker	2023-10-13 16:50:21 +08:00
chiahung	ca80bdb282	FEATURE: recover active orders with open orders periodically	2023-10-13 16:50:20 +08:00
bailantaotao	fb110a1d5b	Merge pull request #1339 from bailantaotao/edwin/support-200-depth ... FEATURE: [BYBIT] support order book depth 200 on bybit	2023-10-12 21:16:56 -05:00
c9s	20df2ef3c8	Merge pull request #1335 from c9s/c9s/feature/private-channels ... FEATURE: add custom private channel support to max	2023-10-12 17:20:06 +08:00
Edwin	ef582f6e52	pkg/exchange: support order book depth 200 on bybit	2023-10-12 11:11:26 +08:00
c9s	a0a7b0ffdc	grid2: set max retries	2023-10-11 17:33:07 +08:00
narumi	a8d678a544	rename randomtrader to random	2023-10-11 15:52:10 +08:00
c9s	2f65793522	Merge pull request #1327 from c9s/narumi/fix-position-risk ... FIX: Fix duplicate orders caused by position risk control	2023-10-11 15:43:26 +08:00
c9s	10be0ec62a	Merge pull request #1331 from c9s/narumi/fixedmaker/x ... FEATURE: add xfixedmaker strategy	2023-10-11 15:43:05 +08:00
narumi	4a6f6f7a5a	add backtest config	2023-10-11 12:14:34 +08:00
narumi	d8ff42d531	Fix duplicate orders caused by position risk control	2023-10-11 12:13:01 +08:00
narumi	81ea074b4f	check balances	2023-10-07 16:34:22 +08:00
narumi	a0efa2769d	add randtrader strategy	2023-10-07 12:36:32 +08:00
narumi	a40488b0a3	add xfixedmaker strategy	2023-10-06 12:58:47 +08:00
c9s	a13c65ef1d	Merge pull request #1332 from MengShue/add_supported_interval ... FEATURE: add supported interval for okex	2023-10-05 21:47:51 +08:00
c9s	e01d89d619	Merge pull request #1232 from zenixls2/feature/forceOrder ... feature: add forceOrder api for binance to show liquid info	2023-10-05 21:46:49 +08:00
zenix	590e1648eb	fix: use MillisecondTimestamp instead	2023-10-05 16:16:27 +09:00
c9s	378425a3aa	bbgo: add balance logger support	2023-10-04 18:02:19 +08:00
c9s	78ea940569	max: support private channel setter	2023-10-04 18:02:18 +08:00
Alan.sung	2309bbdee8	print local interval in error message	2023-10-04 16:24:32 +08:00
c9s	42d2ffd502	Merge pull request #1334 from c9s/c9s/max-http-transport ... CHORE: [maxapi] change default http transport settings	2023-10-04 15:28:18 +08:00
c9s	4700e754a8	maxapi: change default http transport settings	2023-10-04 15:17:22 +08:00
Alan.sung	3b793b79b6	turn ToGlobalInterval to ToLocalInterval, use Map to turn to local interval	2023-10-04 14:23:13 +08:00
Alan.sung	0b5ce231ff	fix lint and rename i with in	2023-10-04 12:39:30 +08:00
Alan.sung	a83335817e	use interval [1m/3m/5m/15m/30m/1H/2H/4H] and [/6Hutc/12Hutc/1Dutc/2Dutc/3Dutc/1Wutc/1Mutc] and add unit test	2023-10-04 12:39:30 +08:00
Alan.sung	d200232c13	add supported interval for okex	2023-10-04 12:38:59 +08:00
なるみ	f50d81950a	Merge pull request #1330 from c9s/narumi/fixedmaker/remove-atr ... REFACTOR: Make fixedmaker simpler	2023-10-04 12:38:49 +08:00
c9s	32b8ca9a41	Merge pull request #1312 from MengShue/add_two_new_receiver_for_okex ... FEATURE: add QueryClosedOrders() and QueryTrades() for okex	2023-10-04 12:14:32 +08:00
Alan.sung	b1c6e01e45	use types.StrInt64 for billID and add more comment for QueryTrades() and comment out personal unit test	2023-10-03 15:14:49 +08:00
Alan.sung	cc55d67eeb	use default limit if not pass AND add more unit test	2023-10-03 12:29:30 +08:00
Alan.sung	648b82ead3	use NewGetTransactionHistoryRequest for QueryTrades and use billID for pagination	2023-10-02 18:47:05 +08:00
c9s	43fd404505	bump version to v1.52.0	2023-10-02 11:43:10 +08:00
c9s	a40d4a6b81	compile and update migration package	2023-10-02 11:43:02 +08:00
Alan.sung	6fd86fefda	add unit test for QueryTrade()	2023-10-02 10:49:33 +08:00
narumi	c5cd6bc95e	fix common.Strategy.IsHalted	2023-09-29 01:51:02 +08:00
narumi	4b9c933df1	remove skew	2023-09-29 01:06:58 +08:00
c9s	2058ce808b	Merge pull request #1325 from zenixls2/fix/listenkeyexpired	2023-09-27 22:46:44 +08:00
bailantaotao	d37682e22c	Merge pull request #1326 from bailantaotao/ediwn/fix-bybit-query-trades ... FIX: [bybit] fix bybit query trades	2023-09-27 15:28:34 +08:00
bailantaotao	1117fe36e5	Merge pull request #1323 from c9s/c9s/strategy/atrpin ... FEATURE: add atrpin strategy	2023-09-27 15:00:41 +08:00
Edwin	add1c73656	pkg/exchange: support pagination	2023-09-27 14:56:46 +08:00
zenix	08dad1c497	fix: replace json.Number with MillisecondTimestamp in types	2023-09-27 15:52:02 +09:00
Edwin	9a05357350	pkg/exchange: remove the limitation of query range due to bybit support the query	2023-09-27 14:44:11 +08:00
c9s	d4330a7a32	atrpin: add minPriceRange config	2023-09-27 14:25:49 +08:00
Alan.sung	3b63858d23	handle pagenation for QueryTrade	2023-09-27 11:06:41 +08:00
c9s	e52e53aa42	refine atrpin strategy	2023-09-26 20:43:14 +08:00
c9s	3b6e1e32a4	indicator/v2/tr: use PushAndEmit instead of just EmitUpdate	2023-09-26 20:42:54 +08:00
c9s	9a7b70d367	bbgo: reformat order executor	2023-09-26 20:42:38 +08:00