5904 Commits

Author	SHA1	Message	Date
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