c9s
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d982524824
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liquiditymaker: refactor profit fixer
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2024-07-08 14:15:15 +08:00 |
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c9s
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e293ec5c70
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Merge pull request #1665 from c9s/c9s/improve-pv-slice-parsing
IMPROVE: improve price volume slice parsing
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2024-07-02 14:59:05 +08:00 |
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c9s
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bc12e88501
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add func doc comments
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2024-07-02 14:47:36 +08:00 |
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c9s
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0a6d24195b
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improve pv slice parsing
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2024-07-02 14:45:58 +08:00 |
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kbearXD
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a6aef35393
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Merge pull request #1664 from c9s/feature/max/get-trades-api
FEATURE: update max api to latest version
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2024-07-01 17:01:50 +08:00 |
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kbearXD
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e63158f5fa
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FEATURE: update max api to latest version
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2024-06-28 16:32:41 +08:00 |
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kbearXD
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3735499753
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FEATURE: merge recover logic and run periodically
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2024-06-27 20:31:55 +08:00 |
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なるみ
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ad5674d9cb
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Merge pull request #1656 from c9s/narumi/autobuy-min-base-balance
REFACTOR: [autobuy] replace threshold with minBaseBalance
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2024-06-21 18:18:37 +01:00 |
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なるみ
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396ee68170
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Merge pull request #1644 from c9s/narumi/fee-budget
REFACTOR: Extract and move FeeBudget from xgap
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2024-06-20 14:26:27 +01:00 |
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narumi
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bbb1b8a9fa
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fix position quantity
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2024-06-20 17:40:22 +08:00 |
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c9s
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ee09922865
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Merge pull request #1661 from c9s/c9s/improve-trade-batch-query
IMPROVE: [batch] improve trade batch query
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2024-06-20 17:05:58 +08:00 |
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c9s
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1dc1afc993
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batch: add TradeQueryOptionsMatcher for testing trade query options
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2024-06-20 16:54:05 +08:00 |
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narumi
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a1b8e07bb5
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take profit by expected base balance
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2024-06-20 16:08:12 +08:00 |
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c9s
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df125c0efb
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batch: improve trade batch query
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2024-06-19 17:35:38 +08:00 |
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c9s
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6cdf991877
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compile and update migration package
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2024-06-19 16:07:59 +08:00 |
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c9s
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82501ff57c
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fix reflection
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2024-06-19 16:07:58 +08:00 |
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c9s
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00b9c3156f
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fix trade insertion for inserted_at field
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2024-06-19 15:59:19 +08:00 |
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c9s
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6afde4808f
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use NamedQueryContext instead of NamedQuery
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2024-06-19 15:51:16 +08:00 |
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c9s
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b2722d9e44
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environment: check syncBufferPeriod
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2024-06-19 14:18:21 +08:00 |
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narumi
|
9cbf8a0ecf
|
add fee budget support to random strategy
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2024-06-18 18:24:16 +08:00 |
|
narumi
|
0f03bc785b
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extract FeeBudget struct and move to common
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2024-06-18 18:24:14 +08:00 |
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c9s
|
46bd4a0ef8
|
compile and update migration package
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2024-06-18 18:10:36 +08:00 |
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YC
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c83524a04a
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Merge pull request #1646 from c9s/minor/add-inserted-at-to-trade
MINOR: add inserted_at column to trades
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2024-06-18 18:07:27 +08:00 |
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narumi
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4dc28ec16a
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replace threshold with minBaseBalance
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2024-06-18 17:45:31 +08:00 |
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c9s
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e953a04638
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Merge pull request #1655 from c9s/c9s/xgap-vol-target
FEATURE: [xgap] add dailyTargetVolume option
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2024-06-18 17:10:49 +08:00 |
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c9s
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589a8b6eb2
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xgap: add dailyTargetVolume option
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2024-06-18 16:49:47 +08:00 |
|
Yu-Cheng
|
0d7236ca8a
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add json tag to insertedAt field
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2024-06-17 17:44:50 +08:00 |
|
Yu-Cheng
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49d567c8f2
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trade: add inserted_at column
A trade may be missed initially and fetched after it has occurred.
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2024-06-17 17:42:32 +08:00 |
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kbearXD
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5098c3ac35
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Merge pull request #1645 from c9s/kbearXD/dca2/flexible-recovery
FEATURE: [dca2] make the take-profit order of round from order to orders
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2024-06-13 18:19:44 +08:00 |
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c9s
|
34dbc5d55c
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types: improve AdjustQuantityByMinNotional
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2024-06-13 17:22:29 +08:00 |
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kbearXD
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60160cd7b4
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new flag DisableOrderGroupIDFilter to only query order group id
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2024-06-13 17:21:27 +08:00 |
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c9s
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a5831bbf13
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xgap: fix price and balance checking
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2024-06-13 15:55:40 +08:00 |
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c9s
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88ce5a4928
|
xgap: make sourceBook optional
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2024-06-13 15:40:40 +08:00 |
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c9s
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7a4f9347f1
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Merge pull request #1652 from c9s/c9s/fix-xgap-spread-too-large-issue
FIX: [xgap] fix empty source book pricing issue
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2024-06-11 18:11:44 +08:00 |
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edwin
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b562e46c55
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pkg/exchange: adjust the time since of unit test
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2024-06-11 17:59:45 +08:00 |
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c9s
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4a1b5e0e25
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Merge pull request #1649 from c9s/c9s/basic-circuitbreaker
FEATURE: add BasicCircuitBreaker
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2024-06-11 17:19:10 +08:00 |
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c9s
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9adedc186f
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xgap: fix empty source book pricing issue
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2024-06-11 16:28:48 +08:00 |
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c9s
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e081a362f7
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Merge pull request #1650 from c9s/c9s/fix-okex-book-subscription
FIX: [okex] fix order book subscription channels
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2024-06-03 17:55:26 +08:00 |
|
edwin
|
bafa5a4783
|
pkg/exchange: add rate limit comment
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2024-06-03 17:25:07 +08:00 |
|
edwin
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57618ced7c
|
pkg/exchange: add conn count info event
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2024-06-03 17:01:57 +08:00 |
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c9s
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de7bf31b24
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okex: fix order book subscription channels
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2024-06-03 16:07:47 +08:00 |
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c9s
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907a1c8c53
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Merge pull request #1647 from c9s/c9s/add-initial-attempt-for-order-trades-query
FIX: [retry] add initialAttempts to the order trades query backoff
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2024-06-03 14:01:19 +08:00 |
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c9s
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e1532ffa46
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add BasicCircuitBreaker
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2024-06-02 20:38:41 +08:00 |
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c9s
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6bb910c561
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retry: add initialAttempts to the order trades query backoff
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2024-06-01 14:18:34 +08:00 |
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kbearXD
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1d0b4e5cb8
|
FEATURE: [dca2] make the take-profit order of round from order to orders
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2024-05-30 15:53:44 +08:00 |
|
なるみ
|
7bde48adce
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Merge pull request #1637 from c9s/narumi/atrpin-log-with-fields
CHORE: [atrpin] add symbol and window log fields
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2024-05-25 21:37:51 +08:00 |
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c9s
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01fac1fd01
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binance: optimize pv parsing
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2024-05-24 18:06:40 +08:00 |
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c9s
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acb84e098f
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binance: use pre-allocated pv var
|
2024-05-24 18:06:33 +08:00 |
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c9s
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55c6a435e7
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binance: remove orderbook convert error var
|
2024-05-24 18:06:21 +08:00 |
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c9s
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901272f153
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binance: refactor and update QueryOrderTrades implementation
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2024-05-24 17:35:27 +08:00 |
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c9s
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bc71c95608
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binance: implement query trade for binance margin trading
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2024-05-24 17:35:27 +08:00 |
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kbearXD
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c42c52d549
|
Merge pull request #1640 from c9s/kbearXD/dca2/flexible-recovery
FEATURE: [dca2] change state recovery logic
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2024-05-24 15:54:23 +08:00 |
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kbearXD
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7134f51d38
|
FEATURE: [dca2] change state recovery logic
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2024-05-24 15:12:27 +08:00 |
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c9s
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8a852afedb
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Merge pull request #1642 from c9s/refactor/average-depth-price-method
Refactor: add average depth price method
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2024-05-23 18:22:06 +08:00 |
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c9s
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75b86e435a
|
max: assign client order id only when it's not empty
|
2024-05-23 17:16:27 +08:00 |
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c9s
|
99edfb61bf
|
integrate aggregatePrice method
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2024-05-23 16:30:43 +08:00 |
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c9s
|
1c567d7146
|
pull out AverageDepthPrice from xdepthmaker
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2024-05-23 15:22:45 +08:00 |
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kbearXD
|
be674278b2
|
FEATURE: [dca2] new flag UniversalCancelAllOrdersWhenClose to decide if cancel all orders when closing
|
2024-05-22 18:20:18 +08:00 |
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kbearXD
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5f1ece2a4b
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Merge pull request #1638 from c9s/kbearXD/dca2/store-open-position-pqs
FEATURE: [dca2] store price quantity pairs of the open-position order…
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2024-05-22 11:34:39 +08:00 |
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kbearXD
|
275286b9b9
|
remove test case
|
2024-05-21 17:00:02 +08:00 |
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kbearXD
|
0faef68fbf
|
use types.PriceVolume
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2024-05-21 16:06:02 +08:00 |
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c9s
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5397a3366c
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Merge pull request #1639 from c9s/narumi/move-common-maker-tools
REFACTOR: move maker tools
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2024-05-21 14:50:43 +08:00 |
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c9s
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7114b37967
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Merge pull request #1625 from luchenhan/main
chore: fix function names in comment
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2024-05-21 14:50:33 +08:00 |
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c9s
|
7c85fd83b3
|
bump version to v1.59.2
|
2024-05-20 18:34:00 +08:00 |
|
c9s
|
2e52d3175d
|
deposit2transfer: apply backoff to api calls
|
2024-05-20 18:05:21 +08:00 |
|
c9s
|
543b283820
|
liquiditymaker: remove orderbook subscription
|
2024-05-20 17:55:32 +08:00 |
|
narumi
|
8ad85fc365
|
move OrderPriceRiskControl to riskcontrol
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2024-05-20 15:19:42 +08:00 |
|
narumi
|
5f096bbe0d
|
move InventorySkew to strategy.common
|
2024-05-20 15:19:22 +08:00 |
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kbearXD
|
6676e1e452
|
FEATURE: [dca2] store price quantity pairs of the open-position orders into persistence
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2024-05-20 14:37:23 +08:00 |
|
narumi
|
0f045dccbb
|
add symbol and window log fields
|
2024-05-20 14:34:08 +08:00 |
|
zenix.huang
|
24ab4895b6
|
fix: tg order decimal
|
2024-05-20 00:19:28 +09:00 |
|
なるみ
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ad6efaf449
|
Merge pull request #1633 from c9s/narumi/fix-common-strategy-init
FIX: fix strategy initialization
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2024-05-16 16:32:22 +08:00 |
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kbearXD
|
38e63422f2
|
Merge pull request #1634 from c9s/kbearXD/dca2/fix
FIX: [dca2] fix triggerNextState loop side effect
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2024-05-16 15:57:57 +08:00 |
|
edwin
|
ecc08fabb7
|
pkg/exchange: update okx symbols
|
2024-05-16 15:29:47 +08:00 |
|
kbearXD
|
73c467a06b
|
FIX: [dca2] fix triggerNextState loop side effect
|
2024-05-16 14:44:56 +08:00 |
|
narumi
|
705261d2d4
|
fix strategy initialization
|
2024-05-15 23:38:34 +08:00 |
|
narumi
|
095ca85669
|
disable bbgo.sync in common strategy
|
2024-05-14 19:50:52 +08:00 |
|
c9s
|
6aed8f33f7
|
bump version to v1.59.1
|
2024-05-14 17:35:18 +08:00 |
|
c9s
|
34200efd54
|
liquiditymaker: skip dust quantity
|
2024-05-14 17:34:26 +08:00 |
|
c9s
|
cc107b80da
|
bump version to v1.59.0
|
2024-05-14 15:08:21 +08:00 |
|
kbearXD
|
e856727e97
|
trigger position opening immediately after recovery
|
2024-05-13 15:24:31 +08:00 |
|
kbearXD
|
f49924caa4
|
not emit WaitToOpenPosition when kline event
|
2024-05-13 14:35:29 +08:00 |
|
kbearXD
|
6cdd2f0d71
|
REFACTOR: [dca2] refactor dca2 strategy to make it can back testing
|
2024-05-13 14:35:29 +08:00 |
|
c9s
|
b9c77c1584
|
add UseProtectedPriceRange support
|
2024-05-11 23:00:37 +08:00 |
|
c9s
|
b752e5ec60
|
Fix cancel all orders
|
2024-05-11 22:47:29 +08:00 |
|
narumi
|
24de8a23c9
|
sync position to redis
|
2024-05-08 15:28:40 +08:00 |
|
narumi
|
b35cfbeffd
|
do nothing if failed to cancel open orders
|
2024-05-03 14:52:41 +08:00 |
|
kbearXD
|
38d8043e3b
|
MINOR: add trade id and order id when fee is still processing
|
2024-04-30 13:38:35 +08:00 |
|
kbearXD
|
a7af2b7002
|
FEATURE: [grid2] use feeProcessing field to make sure the trading fee is ready
|
2024-04-30 11:03:23 +08:00 |
|
luchenhan
|
5791e392f5
|
chore: fix function names in comment
Signed-off-by: luchenhan <hanluchen@aliyun.com>
|
2024-04-29 16:38:55 +08:00 |
|
kbearXD
|
0396fc19fd
|
FEATURE: [dca2] make QueryOrderTradesUntilsuccessful take feeProcessing into consideration
|
2024-04-29 15:59:52 +08:00 |
|
c9s
|
0a2b976165
|
Merge pull request #1618 from c9s/narumi/atrpin/submitting-log
CHORE: [atrpin] add submitting log
|
2024-04-23 15:43:47 +08:00 |
|
c9s
|
4523902f0f
|
Merge pull request #1619 from hidewrong/main
chore: fix some comments
|
2024-04-23 15:43:29 +08:00 |
|
c9s
|
9092b613b0
|
Merge pull request #1620 from c9s/narumi/move-logerr-to-util
REFACTOR: move logErr to util
|
2024-04-23 15:43:10 +08:00 |
|
kbearXD
|
8fc7c38e97
|
Merge pull request #1622 from c9s/kbearXD/dca2/emit-position-after-recovery
FEATURE: [dca2] emit position after recovery and refactor
|
2024-04-22 18:31:00 +08:00 |
|
c9s
|
a9db21adfa
|
limit adjustment order quantity
|
2024-04-22 14:42:52 +08:00 |
|
kbearXD
|
27ff44b663
|
FEATURE: [dca2] emit position after recovery and refactor
|
2024-04-22 13:46:28 +08:00 |
|
kbearXD
|
b6e7c48fd5
|
rename callback
|
2024-04-22 11:07:17 +08:00 |
|
kbearXD
|
547e9ece8f
|
FEATURE: [dca2] add position callback
|
2024-04-19 16:24:40 +08:00 |
|
narumi
|
94c126dd83
|
move logerr to util
|
2024-04-17 15:27:46 +08:00 |
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