c9s
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9dc57f01cd
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wall: refactor wall strategy with common.Strategy
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2023-11-01 16:57:07 +08:00 |
|
Edwin
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00d4805321
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pkg/exchange: add query tickers api
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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
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2023-11-01 15:46:01 +08:00 |
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c9s
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a8ddf9a8d5
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Merge pull request #1384 from c9s/c9s/backtest-minor-improvements
CHORE: minor improvements on backtest cmd
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2023-11-01 15:35:07 +08:00 |
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c9s
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7a48d001a2
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backtest: return closed kline channel when empty symbol is given
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2023-11-01 15:23:27 +08:00 |
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c9s
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470eb7dc09
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cmd: skip reports for session has no trade
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2023-11-01 15:22:53 +08:00 |
|
なるみ
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98b4bd2317
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Merge pull request #1377 from c9s/narumi/rebalance/refactor
REFACTOR: [rebalance] submit one order at a time
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2023-11-01 14:01:32 +08:00 |
|
Edwin
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2cea089404
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pkg/exchange: add rate limiter for query ticker, account
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2023-11-01 13:20:46 +08:00 |
|
Edwin
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102b662f7c
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pkg/exchange: support kline subscription on stream
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2023-11-01 11:56:58 +08:00 |
|
Edwin
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4bc177f21b
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pkg/exchange: refactor get symbol api
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2023-10-31 14:48:40 +08:00 |
|
Yu-Cheng
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1d2e46eca8
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trade: query trades from db paginately
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2023-10-31 14:20:20 +08:00 |
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narumi
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7c19bb9e20
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submit one order at a time
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2023-10-31 13:53:12 +08:00 |
|
chiahung
|
d33240ec83
|
rename and simplify import
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2023-10-30 17:17:36 +08:00 |
|
chiahung
|
671772a767
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FIX: retry to get open orders only for 5 times and do not sync orders updated in 3 min
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2023-10-30 16:28:34 +08:00 |
|
kbearXD
|
be4c69c365
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Merge pull request #1368 from c9s/feature/grid2/merge-recover
FEATURE: merge grid recover and active orders recover logic
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2023-10-30 16:11:23 +08:00 |
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c9s
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dcd837f0f9
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Merge pull request #1372 from bailantaotao/edwin/fix-precision
FIX: [bybit][kucoin] fix negative volume, price precision
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2023-10-28 08:09:51 +08:00 |
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なるみ
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db1de0efb8
|
Merge pull request #1373 from c9s/narumi/xalign/max-amounts
FEATURE: [xalign] adjust quantity by max amount
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2023-10-27 18:00:08 +08:00 |
|
Edwin
|
39c3d23da3
|
pkg/exchange: support ping/pong
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2023-10-27 16:45:41 +08:00 |
|
Edwin
|
d07b766939
|
pkg/exchange: Use the same conn to avoid concurrent write issues.
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2023-10-27 16:03:03 +08:00 |
|
Edwin
|
ba7e26c800
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pkg/exchange: use NumFractionalDigits instead of math.Log10(Float64) due to precision problem
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2023-10-27 15:28:35 +08:00 |
|
narumi
|
e8c9801535
|
adjust quantity by max amount
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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
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2023-10-26 14:55:33 +08:00 |
|
kbearXD
|
c4f1af00d7
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Merge pull request #1361 from c9s/feature/grid2/recover-preparation-function
FEATURE: prepare query trades funtion for new recover
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2023-10-26 13:59:33 +08:00 |
|
bailantaotao
|
8ddb31b339
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Merge pull request #1365 from bailantaotao/edwin/make-jump-to-option-2
FEATURE: [batch] add jumpIfEmpty opts to closed order batch query
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2023-10-26 11:22:29 +08:00 |
|
Edwin
|
55d444d86a
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pkg/exchange: add jumpIfEmpty opts to closed order batch query
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2023-10-26 09:31:25 +08:00 |
|
bailantaotao
|
d762366a83
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Merge pull request #1364 from bailantaotao/edwin/make-jump-to-option
FEATURE: [batch] add a jumpIfEmpty to batch trade option
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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
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2023-10-25 13:34:11 +08:00 |
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c9s
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4b9d52004f
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Merge pull request #1355 from c9s/refactor/grid2/rename-and-move
REFACTOR: rename file and variable
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2023-10-25 07:36:22 +08:00 |
|
narumi
|
3e5869cab3
|
remove zero padding from RMA
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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
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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
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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
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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
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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
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2023-10-20 13:36:07 +08:00 |
|
Edwin
|
51d86ca059
|
pkg/exchange, types: support book stream on bitget
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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
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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
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98b294424a
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Merge pull request #1341 from c9s/narumi/random/amount
REFACTOR: [random] remove adjustQuantity from config
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2023-10-17 17:19:53 +08:00 |
|
chiahung
|
ccb7308263
|
fix
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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
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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 |
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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 |
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