Commit Graph

7771 Commits

Author SHA1 Message Date
c9s
a3f96871e2
xfunding: pull out newState constructor 2023-03-26 14:44:18 +08:00
c9s
36836c7c79
xfunding: add funding fee time 2023-03-26 14:42:13 +08:00
c9s
e5d2db0f72
xfunding: customize netural position profit 2023-03-26 02:32:21 +08:00
c9s
f4a35132e8
xfunding: add trades to s.NeutralPosition 2023-03-26 02:16:23 +08:00
c9s
ac33b5a878
xfunding: check duplicated funding fee txn 2023-03-26 02:13:22 +08:00
c9s
a6b47fda72
xfunding: check funding fee and record txn id 2023-03-26 02:12:00 +08:00
c9s
ff35fd06c4
xfunding: pull out interval option 2023-03-26 02:09:21 +08:00
c9s
6349566ce9
config: add document to the xfunding options 2023-03-26 02:07:54 +08:00
c9s
425952d76c
xfunding: log collected funding fee 2023-03-26 01:55:33 +08:00
c9s
ba0dd68be0
xfunding: callcate funding fee 2023-03-26 01:54:39 +08:00
c9s
f127a530b7
xfunding: bind profit stats 2023-03-26 01:33:52 +08:00
c9s
78c73e4514
bbgo: check e.disableNotify for profit stats 2023-03-26 01:32:47 +08:00
c9s
e41df7e321
xfunding: add wip list 2023-03-26 01:21:20 +08:00
c9s
22d339cb41
xfunding: check binance type and return error 2023-03-26 01:16:54 +08:00
c9s
23746678b4
xfunding: initialize NeutralPosition 2023-03-26 01:07:50 +08:00
c9s
5c21445b15
xfunding: comment unused code 2023-03-26 01:03:07 +08:00
c9s
c176e2df5f
xfunding: move moving average config out 2023-03-26 01:02:31 +08:00
c9s
c6cedde8c9
batch: fix binance query return type 2023-03-26 00:56:24 +08:00
c9s
111e435a0a
batch: rename BinanceFuturesIncomeBatchQuery 2023-03-26 00:55:56 +08:00
c9s
6ea399dc8e
all: rename types.MarginHistory to types.MarginHistoryService 2023-03-26 00:53:43 +08:00
c9s
265b69a0ee
batch: add funding fee batch query 2023-03-26 00:53:29 +08:00
c9s
12ec3fd87f
binance: add incomeType parameter 2023-03-26 00:23:25 +08:00
c9s
f50999b780
binance: add QueryFuturesIncomeHistory 2023-03-26 00:22:42 +08:00
c9s
8ddf248d50
binance: initialize the new futures client 2023-03-26 00:19:31 +08:00
c9s
fc3e59b3ef
binance: move queryFuturesDepth to futures.go 2023-03-26 00:17:12 +08:00
Yo-An Lin
e0a9cd3c6d
Merge pull request #1131 from c9s/c9s/strategy/funding
strategy: xfunding: improve sync goroutine, add mutex lock, fix binance websocket message parsing ...
2023-03-25 03:05:46 +08:00
c9s
01799cfc4e
binanceapi: update FuturesPositionRisk field types 2023-03-25 02:58:06 +08:00
c9s
0c6e9496b3
xfunding: use early return 2023-03-25 02:56:45 +08:00
c9s
300506f9f9
xfunding: fix critical section for usedQuoteInvestment 2023-03-25 02:53:55 +08:00
c9s
0f49f9fbe5
xfunding: add e.AccountUpdate.EventReasonType switch case 2023-03-25 02:48:27 +08:00
c9s
f34c72eba0
binance: add margin call event support 2023-03-25 02:39:44 +08:00
c9s
281f09ff42
binance: fix futures user data stream AccountUpdateEvent parsing 2023-03-25 02:25:09 +08:00
c9s
d05cbca652
binance: fix income history request path 2023-03-25 02:09:42 +08:00
c9s
b41f8a8355
binance: add FuturesGetIncomeHistoryRequest api support 2023-03-24 22:35:22 +08:00
c9s
b9d60d8edb
binance: add QueryFuturesPositionRisks method 2023-03-24 18:37:04 +08:00
c9s
4bbcb9553d
binanceapi: add FuturesGetPositionRisksRequest 2023-03-24 18:36:54 +08:00
c9s
8919bdd212
update go-binance package 2023-03-24 18:36:32 +08:00
c9s
cfe47cd53b
binance: add futures fee link 2023-03-24 18:14:52 +08:00
c9s
d359464b2c
binance: add default futures fee rate 2023-03-24 18:14:24 +08:00
c9s
ed4d32c59a
binance: refactor binance exchange code for futures api 2023-03-24 18:06:40 +08:00
c9s
071825e982
binance: move futures methods 2023-03-24 15:13:25 +08:00
c9s
9c0787e6ce
binance: pull out cancelFuturesOrders method 2023-03-24 15:11:13 +08:00
Yo-An Lin
cc74156a7d
Merge pull request #1127 from c9s/c9s/strategy/funding
feature: strategy: xfunding
2023-03-24 15:08:28 +08:00
c9s
feec194843
binance: improve transfer logs 2023-03-24 14:37:18 +08:00
c9s
ea7af708f9
add mutex lock 2023-03-24 14:28:36 +08:00
gx578007
cd1314e9e0
Merge pull request #1125 from c9s/bhwu/grid2/using-dnum
FEATURE: [grid2] using dnum
2023-03-24 13:53:35 +08:00
c9s
4669692b8d
xfunding: remove debug log and test code 2023-03-24 03:20:04 +08:00
c9s
1517076f6d
xfunding: implement syncSpotPosition 2023-03-24 03:20:04 +08:00
c9s
0f21c1fd8f
xfunding: fix Warnf format 2023-03-24 03:20:03 +08:00
c9s
84313dbdf9
xfunding: refactor state functions and fix transfer out 2023-03-24 02:52:13 +08:00