c9s
|
b2722d9e44
|
environment: check syncBufferPeriod
|
2024-06-19 14:18:21 +08:00 |
|
narumi
|
9cbf8a0ecf
|
add fee budget support to random strategy
|
2024-06-18 18:24:16 +08:00 |
|
narumi
|
0f03bc785b
|
extract FeeBudget struct and move to common
|
2024-06-18 18:24:14 +08:00 |
|
c9s
|
46bd4a0ef8
|
compile and update migration package
|
2024-06-18 18:10:36 +08:00 |
|
YC
|
c83524a04a
|
Merge pull request #1646 from c9s/minor/add-inserted-at-to-trade
MINOR: add inserted_at column to trades
|
2024-06-18 18:07:27 +08:00 |
|
narumi
|
4dc28ec16a
|
replace threshold with minBaseBalance
|
2024-06-18 17:45:31 +08:00 |
|
c9s
|
e953a04638
|
Merge pull request #1655 from c9s/c9s/xgap-vol-target
FEATURE: [xgap] add dailyTargetVolume option
|
2024-06-18 17:10:49 +08:00 |
|
c9s
|
589a8b6eb2
|
xgap: add dailyTargetVolume option
|
2024-06-18 16:49:47 +08:00 |
|
Yu-Cheng
|
0d7236ca8a
|
add json tag to insertedAt field
|
2024-06-17 17:44:50 +08:00 |
|
Yu-Cheng
|
49d567c8f2
|
trade: add inserted_at column
A trade may be missed initially and fetched after it has occurred.
|
2024-06-17 17:42:32 +08:00 |
|
kbearXD
|
5098c3ac35
|
Merge pull request #1645 from c9s/kbearXD/dca2/flexible-recovery
FEATURE: [dca2] make the take-profit order of round from order to orders
|
2024-06-13 18:19:44 +08:00 |
|
c9s
|
34dbc5d55c
|
types: improve AdjustQuantityByMinNotional
|
2024-06-13 17:22:29 +08:00 |
|
kbearXD
|
60160cd7b4
|
new flag DisableOrderGroupIDFilter to only query order group id
|
2024-06-13 17:21:27 +08:00 |
|
c9s
|
a5831bbf13
|
xgap: fix price and balance checking
|
2024-06-13 15:55:40 +08:00 |
|
c9s
|
88ce5a4928
|
xgap: make sourceBook optional
|
2024-06-13 15:40:40 +08:00 |
|
c9s
|
7a4f9347f1
|
Merge pull request #1652 from c9s/c9s/fix-xgap-spread-too-large-issue
FIX: [xgap] fix empty source book pricing issue
|
2024-06-11 18:11:44 +08:00 |
|
edwin
|
b562e46c55
|
pkg/exchange: adjust the time since of unit test
|
2024-06-11 17:59:45 +08:00 |
|
c9s
|
4a1b5e0e25
|
Merge pull request #1649 from c9s/c9s/basic-circuitbreaker
FEATURE: add BasicCircuitBreaker
|
2024-06-11 17:19:10 +08:00 |
|
c9s
|
9adedc186f
|
xgap: fix empty source book pricing issue
|
2024-06-11 16:28:48 +08:00 |
|
c9s
|
e081a362f7
|
Merge pull request #1650 from c9s/c9s/fix-okex-book-subscription
FIX: [okex] fix order book subscription channels
|
2024-06-03 17:55:26 +08:00 |
|
edwin
|
bafa5a4783
|
pkg/exchange: add rate limit comment
|
2024-06-03 17:25:07 +08:00 |
|
edwin
|
57618ced7c
|
pkg/exchange: add conn count info event
|
2024-06-03 17:01:57 +08:00 |
|
c9s
|
de7bf31b24
|
okex: fix order book subscription channels
|
2024-06-03 16:07:47 +08:00 |
|
c9s
|
907a1c8c53
|
Merge pull request #1647 from c9s/c9s/add-initial-attempt-for-order-trades-query
FIX: [retry] add initialAttempts to the order trades query backoff
|
2024-06-03 14:01:19 +08:00 |
|
c9s
|
e1532ffa46
|
add BasicCircuitBreaker
|
2024-06-02 20:38:41 +08:00 |
|
c9s
|
6bb910c561
|
retry: add initialAttempts to the order trades query backoff
|
2024-06-01 14:18:34 +08:00 |
|
kbearXD
|
1d0b4e5cb8
|
FEATURE: [dca2] make the take-profit order of round from order to orders
|
2024-05-30 15:53:44 +08:00 |
|
なるみ
|
7bde48adce
|
Merge pull request #1637 from c9s/narumi/atrpin-log-with-fields
CHORE: [atrpin] add symbol and window log fields
|
2024-05-25 21:37:51 +08:00 |
|
c9s
|
01fac1fd01
|
binance: optimize pv parsing
|
2024-05-24 18:06:40 +08:00 |
|
c9s
|
acb84e098f
|
binance: use pre-allocated pv var
|
2024-05-24 18:06:33 +08:00 |
|
c9s
|
55c6a435e7
|
binance: remove orderbook convert error var
|
2024-05-24 18:06:21 +08:00 |
|
c9s
|
901272f153
|
binance: refactor and update QueryOrderTrades implementation
|
2024-05-24 17:35:27 +08:00 |
|
c9s
|
bc71c95608
|
binance: implement query trade for binance margin trading
|
2024-05-24 17:35:27 +08:00 |
|
kbearXD
|
c42c52d549
|
Merge pull request #1640 from c9s/kbearXD/dca2/flexible-recovery
FEATURE: [dca2] change state recovery logic
|
2024-05-24 15:54:23 +08:00 |
|
kbearXD
|
7134f51d38
|
FEATURE: [dca2] change state recovery logic
|
2024-05-24 15:12:27 +08:00 |
|
c9s
|
8a852afedb
|
Merge pull request #1642 from c9s/refactor/average-depth-price-method
Refactor: add average depth price method
|
2024-05-23 18:22:06 +08:00 |
|
c9s
|
75b86e435a
|
max: assign client order id only when it's not empty
|
2024-05-23 17:16:27 +08:00 |
|
c9s
|
99edfb61bf
|
integrate aggregatePrice method
|
2024-05-23 16:30:43 +08:00 |
|
c9s
|
1c567d7146
|
pull out AverageDepthPrice from xdepthmaker
|
2024-05-23 15:22:45 +08:00 |
|
kbearXD
|
be674278b2
|
FEATURE: [dca2] new flag UniversalCancelAllOrdersWhenClose to decide if cancel all orders when closing
|
2024-05-22 18:20:18 +08:00 |
|
kbearXD
|
5f1ece2a4b
|
Merge pull request #1638 from c9s/kbearXD/dca2/store-open-position-pqs
FEATURE: [dca2] store price quantity pairs of the open-position order…
|
2024-05-22 11:34:39 +08:00 |
|
kbearXD
|
275286b9b9
|
remove test case
|
2024-05-21 17:00:02 +08:00 |
|
kbearXD
|
0faef68fbf
|
use types.PriceVolume
|
2024-05-21 16:06:02 +08:00 |
|
c9s
|
5397a3366c
|
Merge pull request #1639 from c9s/narumi/move-common-maker-tools
REFACTOR: move maker tools
|
2024-05-21 14:50:43 +08:00 |
|
c9s
|
7114b37967
|
Merge pull request #1625 from luchenhan/main
chore: fix function names in comment
|
2024-05-21 14:50:33 +08:00 |
|
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
|
2024-05-20 15:19:42 +08:00 |
|
narumi
|
5f096bbe0d
|
move InventorySkew to strategy.common
|
2024-05-20 15:19:22 +08:00 |
|
kbearXD
|
6676e1e452
|
FEATURE: [dca2] store price quantity pairs of the open-position orders into persistence
|
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
|
ad6efaf449
|
Merge pull request #1633 from c9s/narumi/fix-common-strategy-init
FIX: fix strategy initialization
|
2024-05-16 16:32:22 +08:00 |
|
kbearXD
|
38e63422f2
|
Merge pull request #1634 from c9s/kbearXD/dca2/fix
FIX: [dca2] fix triggerNextState loop side effect
|
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 |
|
narumi
|
1348ee540f
|
add submitting log
|
2024-04-17 15:16:58 +08:00 |
|
hidewrong
|
d6d428ed9f
|
chore: fix some comments
Signed-off-by: hidewrong <hidewrong@outlook.com>
|
2024-04-17 11:11:53 +08:00 |
|
kbearXD
|
2a6c6e935b
|
add some logs
|
2024-04-16 16:52:50 +08:00 |
|
kbearXD
|
2f3e0044c1
|
MINOR: [dca2] refactor and make open-position interval longer
|
2024-04-16 13:38:14 +08:00 |
|
kbearXD
|
4d92cf1b74
|
change local position name
|
2024-04-15 17:27:56 +08:00 |
|
kbearXD
|
70a10582fa
|
FEATURE: recollect position before placing the take-profit order
|
2024-04-15 16:25:56 +08:00 |
|
kbearXD
|
63d13d5f7b
|
use existing TradeCollector's EmitPositionUpdate
|
2024-04-11 16:03:59 +08:00 |
|
kbearXD
|
0616c73a88
|
FEATURE: emit position when position updated and reset
|
2024-04-11 15:12:38 +08:00 |
|
kbearXD
|
2d45b5cb76
|
FIX: fix dca2 panic problem
|
2024-04-11 11:40:35 +08:00 |
|
kbearXD
|
444c228fc4
|
update error message
|
2024-04-08 19:54:44 +08:00 |
|
kbearXD
|
f8d7447e8e
|
FIX: fix issue when recovering with finalizing orders
|
2024-04-08 19:54:44 +08:00 |
|
c9s
|
27ddd63c10
|
dca2: fix generateOpenPositionOrders call in tests
|
2024-04-08 19:38:59 +08:00 |
|
c9s
|
0318e08e0f
|
max: add fee processing field
|
2024-04-08 17:17:46 +08:00 |
|
kbearXD
|
8568e15e82
|
FEATURE: [dca2] new flag EnableQuoteInvestmentReallocate to decide if reallocate quote investment
|
2024-04-01 15:52:30 +08:00 |
|
c9s
|
d55d1e9867
|
upgrade github.com/adshao/go-binance/v2
|
2024-03-31 19:39:50 +08:00 |
|
c9s
|
39d9445529
|
cmd: make sync command consistent
|
2024-03-31 19:32:37 +08:00 |
|
c9s
|
f300791e34
|
Merge pull request #1605 from lanphan/sync
support Binance paper trading for sync sub-command
|
2024-03-28 14:47:25 +08:00 |
|
Lan Phan
|
37a0ae53e9
|
support Binance paper trading for sync sub-command
|
2024-03-28 13:31:10 +07:00 |
|
c9s
|
bbc4fc96a7
|
Merge pull request #1606 from lanphan/get-order
FIX: issue #1037, get-order command error
|
2024-03-28 14:28:06 +08:00 |
|
Lan Phan
|
dc77c08434
|
BUGFIX: issue #1037, get-order command error
|
2024-03-28 13:19:18 +07:00 |
|
なるみ
|
3881039bfb
|
Merge pull request #1608 from c9s/narumi/xalign/fix-max-amount
FIX: [xalign] fix buy side max amount
|
2024-03-28 14:09:08 +08:00 |
|
narumi
|
c2c650af0e
|
fix xalign max amount
|
2024-03-27 16:50:21 +08:00 |
|
narumi
|
0095eae77f
|
log when amount is not greater than the minimal order quantity
|
2024-03-27 16:50:21 +08:00 |
|
kbearXD
|
f246077c11
|
Merge pull request #1599 from c9s/kbearXD/dca2/take-profit-order
FEATURE: [dca2] when all open-position orders are filled, place the t…
|
2024-03-27 16:35:03 +08:00 |
|
kbearXD
|
f42ef77296
|
fix typo
|
2024-03-27 14:22:22 +08:00 |
|
c9s
|
d61498cf39
|
Merge pull request #1595 from c9s/c9s/simplify-max-query-ticker
REFACTOR: [max] simplify max query ticker
|
2024-03-26 18:28:40 +08:00 |
|
c9s
|
d399b39c44
|
max: simplify QueryTicker
|
2024-03-26 18:16:57 +08:00 |
|
c9s
|
6ac642bf32
|
Merge pull request #1604 from anywhy/indicator_adx
FEATURE:[indicator] add adx indicator
|
2024-03-26 18:13:21 +08:00 |
|
kbearXD
|
553976449d
|
FEATURE: [dca2] when all open-position orders are filled, place the take-profit order
|
2024-03-26 15:52:04 +08:00 |
|
anywhy
|
88281c1520
|
indicator_set add adx
|
2024-03-23 17:17:40 +08:00 |
|
anywhy
|
f54d170d44
|
update adx indicator
|
2024-03-23 17:11:10 +08:00 |
|
anywhy
|
4b3014f683
|
update indicator adx test case
|
2024-03-23 17:11:09 +08:00 |
|
anywhy
|
e632fa087e
|
update adx indicator and test case
|
2024-03-23 17:10:59 +08:00 |
|
anywhy
|
474a8ab864
|
indicator: add adx
|
2024-03-23 17:10:24 +08:00 |
|
Lan Phan
|
29874db5b8
|
consistent config param for all sub-commands
|
2024-03-22 14:41:53 +07:00 |
|
c9s
|
693b641612
|
Merge pull request #1596 from c9s/release/v1.58
|
2024-03-22 13:33:11 +08:00 |
|
Lan Phan
|
e2c754040d
|
update default value for config param of backtest cmd to have same value with root cmd
|
2024-03-22 11:07:02 +07:00 |
|
Newtoniano
|
17368b9585
|
add short position close logic
|
2024-03-20 18:48:08 +01:00 |
|
chiahung
|
a1dd9e5d99
|
bump version to v1.58.0
|
2024-03-19 16:36:45 +08:00 |
|
c9s
|
d58461d1cf
|
Merge pull request #1593 from c9s/c9s/xalign-add-test-cases
FIX: [xalign] add more complex test case for xalign strategy
|
2024-03-19 16:07:57 +08:00 |
|
kbearXD
|
25baf49e13
|
dca2: fix order group id not set issue
|
2024-03-19 15:51:36 +08:00 |
|
c9s
|
aced149ee8
|
xalign: add more complex test case for xalign strategy
|
2024-03-19 15:29:18 +08:00 |
|
kbearXD
|
b0bbf3c529
|
Merge pull request #1589 from c9s/kbearXD/dca2/pause-next-round-and-set-ttl
dca2: add ttl for persistence and nextRoundPaused flag
|
2024-03-19 14:31:57 +08:00 |
|
c9s
|
c11f886718
|
xalign: correct the base/quote currency balance name when it's reversed
|
2024-03-19 00:31:00 +08:00 |
|
edwin
|
98d565c46f
|
pkg/exchange: update okx url
|
2024-03-18 18:56:37 +08:00 |
|
c9s
|
cbf957c7ce
|
add priceVolume helper InQuote
|
2024-03-18 17:50:39 +08:00 |
|
c9s
|
97c48e5bb4
|
add AdjustQuantityByMinQuantity to types.Market
|
2024-03-18 17:50:24 +08:00 |
|
kbearXD
|
bcc29bd056
|
dca2: add ttl for persistence and nextRoundPaused flag
|
2024-03-18 17:35:47 +08:00 |
|
kbearXD
|
3f44092ff4
|
Merge pull request #1586 from c9s/kbearXD/dca2/round-collector
dca2: new struct RoundCollector for testing and use flag to decide re…
|
2024-03-18 17:34:41 +08:00 |
|
c9s
|
4eabb82f77
|
Merge pull request #1587 from avoidaway/main
chore: remove repetitive words
|
2024-03-18 16:50:40 +08:00 |
|
c9s
|
e621938649
|
Merge pull request #1582 from anywhy/fix_marketactiveorders
Fix: Restore parameters when update active order book
|
2024-03-18 16:40:12 +08:00 |
|
c9s
|
7f1e876be0
|
xalign: check if the quote balance will be used up and below the expected balance line
|
2024-03-18 12:47:48 +08:00 |
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avoidaway
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917451d2ec
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chore: remove repetitive words
Signed-off-by: avoidaway <cmoman@126.com>
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2024-03-16 16:08:52 +08:00 |
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kbearXD
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a23c476ce8
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dca2: new struct RoundCollector for testing and use flag to decide recovery
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2024-03-15 18:41:46 +08:00 |
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c9s
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239f7ea5dd
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slacknotifier: increase slack notification burst to 3
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2024-03-15 18:24:44 +08:00 |
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c9s
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1d314daa22
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xalign: skip same currency
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2024-03-15 15:59:43 +08:00 |
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c9s
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6831c40371
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xalign: fix reversed market
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2024-03-15 15:57:17 +08:00 |
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c9s
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f618485536
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max: remove the extra user agent from the http headers
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2024-03-15 15:22:37 +08:00 |
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c9s
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f785398249
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max: adjust max rate limiters
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2024-03-15 15:22:37 +08:00 |
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kbearXD
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62d6e79193
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dca2: use GeneralBackoff not GeneralLiteBackoff
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2024-03-15 11:24:20 +08:00 |
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bailantaotao
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3300b71cba
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Merge pull request #1583 from c9s/edwin/okx/query-recent-trades
FEATURE: [okx] query recent trades
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2024-03-15 09:43:29 +08:00 |
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anywhy
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a26f489dad
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add test case
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2024-03-14 22:41:58 +08:00 |
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edwin
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2ae1933d7b
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pkg/exchange: use 3 days trade api if start time - now < 3 days
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2024-03-14 17:21:17 +08:00 |
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edwin
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38bd5479f2
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pkg/exchange: gen 3 day and regen history transaction api
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2024-03-14 17:20:58 +08:00 |
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kbearXD
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2b52211c1c
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new function IsFilledOrderState for maxapi
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2024-03-14 16:18:12 +08:00 |
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anywhy
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9f50e256c8
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fi: restore parameter when update active orde book
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2024-03-14 14:48:15 +08:00 |
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kbearXD
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fb2a46e1c4
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use backoff retry
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2024-03-14 14:32:41 +08:00 |
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kbearXD
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91123edbd6
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dca2: must calculate and emit profit at the end of the round
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2024-03-14 14:32:41 +08:00 |
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