c9s
|
c5e7a78067
|
types: add RoundDownQuantityByPrecision
|
2023-05-18 18:26:14 +08:00 |
|
c9s
|
0bb697bc1e
|
maxapi: move NewGetMarginLoanHistoryRequest method to the bottom of the file
|
2023-05-18 18:26:03 +08:00 |
|
c9s
|
2fe915f73a
|
types: add MarshalJSON method on strint64
|
2023-05-18 18:08:40 +08:00 |
|
c9s
|
9c6de12e19
|
types: add StrInt64 type for unmarshalling integer in string
|
2023-05-18 17:32:15 +08:00 |
|
c9s
|
b32d890860
|
bitgetapi: add GetFillsRequest
|
2023-05-18 15:59:16 +08:00 |
|
c9s
|
fce281b6a8
|
bitgetapi: add GetOrderHistoryRequest
|
2023-05-18 15:47:58 +08:00 |
|
c9s
|
312c8baeb3
|
bitget: add open orders request
|
2023-05-18 15:38:57 +08:00 |
|
c9s
|
ae1c1377ce
|
bitget: define OrderStatus
|
2023-05-18 15:37:01 +08:00 |
|
c9s
|
90f704bab0
|
bitgetapi: add get order detail request
|
2023-05-18 15:22:50 +08:00 |
|
c9s
|
51e05499b2
|
bitgetapi: add CancelOrderBySymbolRequest
|
2023-05-18 11:59:49 +08:00 |
|
c9s
|
0c887a6bfb
|
bitgetapi: add place order request api
|
2023-05-18 11:23:30 +08:00 |
|
c9s
|
a5a64fa6d4
|
bitgetapi: add getDepthRequest
|
2023-05-18 11:13:06 +08:00 |
|
c9s
|
cff98bc141
|
bitgetapi: refactor tests
|
2023-05-18 10:54:00 +08:00 |
|
c9s
|
3154961d72
|
bitget: add more public api tests
|
2023-05-17 18:04:24 +08:00 |
|
c9s
|
c347a2423a
|
bitget: update generated request files and fix account assets api data type
|
2023-05-17 17:53:24 +08:00 |
|
c9s
|
e31a6ca3c8
|
bitget: add GetAllTickers request
|
2023-05-17 16:56:39 +08:00 |
|
c9s
|
8932da7e3f
|
bitget: add get ticker request
|
2023-05-17 16:55:21 +08:00 |
|
c9s
|
b726a0e51d
|
bitget: add get server time request and get symbols request
|
2023-05-17 16:52:15 +08:00 |
|
c9s
|
2c88e197b6
|
bitget: add account api
|
2023-05-17 16:39:10 +08:00 |
|
c9s
|
feb20571e9
|
kucoin: split request files
|
2023-05-17 16:27:43 +08:00 |
|
c9s
|
71be12bfc3
|
bitget: adjust sign format
|
2023-05-17 16:23:39 +08:00 |
|
c9s
|
0886b287a4
|
bitget: make credential field in lower case
|
2023-05-17 14:45:53 +08:00 |
|
c9s
|
e23f4b5114
|
bitget: minimize api client code
|
2023-05-17 14:26:25 +08:00 |
|
c9s
|
f942f7afd8
|
okex: rename constant names
|
2023-05-17 13:45:38 +08:00 |
|
c9s
|
5f8bda7d72
|
bitget: add minimal bitget exchange
|
2023-05-17 13:43:21 +08:00 |
|
c9s
|
6bed2a31f6
|
all: refactor exchange factory to return the minimal implementation
|
2023-05-17 13:43:00 +08:00 |
|
c9s
|
b544d51772
|
types: split exchange interface
|
2023-05-17 13:24:04 +08:00 |
|
c9s
|
70ed672e6f
|
exchange: remove subAccount var
|
2023-05-16 19:26:05 +08:00 |
|
c9s
|
ad502f67e9
|
types: simplify ValidExchangeName function
|
2023-05-16 18:32:08 +08:00 |
|
c9s
|
9f1c2f9ae4
|
types: update exchange name constants
|
2023-05-16 18:26:55 +08:00 |
|
c9s
|
420654c5ed
|
bbgo: rename NewStandard to just New
|
2023-05-16 18:24:06 +08:00 |
|
c9s
|
5e8f8b492a
|
all: remove unused subAccount parameter since it was designed for ftx
|
2023-05-16 18:21:47 +08:00 |
|
c9s
|
983707b56a
|
exchange: drop unused function
|
2023-05-16 18:21:18 +08:00 |
|
c9s
|
0b6dc41091
|
types: split exchange interface for ExchangeMinimal
|
2023-05-16 18:17:11 +08:00 |
|
c9s
|
177610266d
|
cmd: add exchangetest cmd and document NewWithEnvVarPrefix
|
2023-05-16 18:15:27 +08:00 |
|
c9s
|
7146ce9c8b
|
bitget: add basic bitget api client
|
2023-05-16 17:14:23 +08:00 |
|
c9s
|
17b05b61ba
|
strategy: fix fastCancel api calls
|
2023-05-16 16:44:40 +08:00 |
|
c9s
|
027fe9f5e1
|
drift: adopt the fastOrderExecutor
|
2023-05-16 16:39:04 +08:00 |
|
c9s
|
9b9d7455ec
|
bbgo: move Fast* methods to the FastOrderExecutor
|
2023-05-16 16:39:04 +08:00 |
|
c9s
|
7aa673c673
|
max: add currency parameter to /api/v3/wallet/:walletType/accounts api
|
2023-05-15 20:11:58 +08:00 |
|
Yo-An Lin
|
24ca1b103b
|
Merge pull request #1166 from c9s/c9s/max/api-v3-fix
FIX: [max] replace deprecated max v3 API
|
2023-05-15 15:19:21 +08:00 |
|
narumi
|
174fd7b8e7
|
support binance futures trading data
|
2023-05-05 15:15:31 +08:00 |
|
c9s
|
7cf80473e5
|
maxapi: fix margin interest history request
|
2023-05-04 17:23:04 +08:00 |
|
c9s
|
1ca81e11e6
|
maxapi: add currency field to the accounts api
|
2023-05-04 17:20:42 +08:00 |
|
c9s
|
40f6295d91
|
maxapi: move GetMarginInterestRatesRequest api to a file
|
2023-05-04 17:18:42 +08:00 |
|
c9s
|
e9f711278e
|
maxapi: fix margin interest history api
|
2023-05-04 16:38:20 +08:00 |
|
c9s
|
2a462c8e32
|
maxapi: update margin repay/load apis
|
2023-05-04 14:43:19 +08:00 |
|
c9s
|
70e3f8ec5f
|
max: split v3 api into files
|
2023-05-04 14:37:19 +08:00 |
|
c9s
|
b31a2994de
|
bump version to v1.47.0
|
2023-05-04 13:53:20 +08:00 |
|
c9s
|
829edeb401
|
grid2: improve warning message
|
2023-04-28 16:16:23 +08:00 |
|
c9s
|
f958120fb5
|
grid2: remove the len check since we just iterate
|
2023-04-28 16:12:57 +08:00 |
|
c9s
|
717de67d5a
|
grid2: improve log and try best to return the order fee
|
2023-04-28 16:07:03 +08:00 |
|
c9s
|
5a901e929c
|
grid2: apply defensive programming on the order quantity
|
2023-04-28 16:02:28 +08:00 |
|
c9s
|
32b2c43198
|
grid2: emit grid profit after profit stats fix
|
2023-04-27 00:33:42 +08:00 |
|
c9s
|
46a6d896a2
|
grid2: improve the if err syntax
|
2023-04-26 23:48:02 +08:00 |
|
c9s
|
0c72ac2386
|
grid2: fix typo
|
2023-04-26 23:37:20 +08:00 |
|
c9s
|
b358cec235
|
grid2: check if profitStats.Since.IsZero
|
2023-04-26 23:36:53 +08:00 |
|
c9s
|
f1919a2b43
|
grid2: check profitStats.Since for the since time range
|
2023-04-26 23:34:56 +08:00 |
|
c9s
|
2efdee9347
|
grid2: add timeout context to the fixer
|
2023-04-26 23:30:09 +08:00 |
|
c9s
|
bd5e98e543
|
grid2: add more log
|
2023-04-26 23:07:01 +08:00 |
|
Yo-An Lin
|
df236e4342
|
Merge pull request #1158 from c9s/improve/order-json-size
IMPROVE: types: improve order struct json size
|
2023-04-26 22:43:35 +08:00 |
|
c9s
|
68974bc0b4
|
grid2: fix profitstats.Since when possible
|
2023-04-26 22:10:45 +08:00 |
|
c9s
|
55c84e005b
|
grid2: add one more check for profitStats.InitialOrderID
|
2023-04-26 22:06:53 +08:00 |
|
c9s
|
77f6c6bb46
|
bbgo: lock strategy before we sync data
|
2023-04-26 18:07:29 +08:00 |
|
c9s
|
036bae692e
|
grid2: move emitGridReady to earlier
|
2023-04-26 18:07:29 +08:00 |
|
c9s
|
e8a761e331
|
grid2: add profitFixer and tests
|
2023-04-26 17:25:31 +08:00 |
|
c9s
|
3d7cdd9938
|
fix: drop the global persistenceServiceFacade
|
2023-04-26 00:42:33 +08:00 |
|
c9s
|
a13ad2f6ab
|
fix: avoid global persistenceServiceFacade concurrent write
|
2023-04-26 00:37:13 +08:00 |
|
c9s
|
a1e297e296
|
types: improve order struct json size
|
2023-04-25 19:38:31 +08:00 |
|
Yo-An Lin
|
152149fcee
|
Merge pull request #1157 from c9s/fix/load-state
FIX: add context to LoadState
|
2023-04-25 18:42:16 +08:00 |
|
c9s
|
a9b0270390
|
bbgo: add context to LoadState
|
2023-04-25 18:30:23 +08:00 |
|
Yo-An Lin
|
cd69232156
|
Merge pull request #1155 from andycheng123/improve/supertrend
|
2023-04-20 18:48:39 +08:00 |
|
Andy Cheng
|
9f8576bb38
|
improve/supertrend: different way to calculate order amount for backtesting
|
2023-04-20 18:37:48 +08:00 |
|
Andy Cheng
|
1fb6e79090
|
improve/supertrend: fix typo
|
2023-04-20 18:11:47 +08:00 |
|
Andy Cheng
|
4b8adf6ed5
|
improve/supertrend: adding opposite position amount to the order amount instead of closing opposite position
|
2023-04-20 17:53:20 +08:00 |
|
c9s
|
5372fd3f30
|
bump version to v1.46.0
|
2023-04-19 14:11:02 +08:00 |
|
chiahung
|
ed4e0b03e7
|
add open orders back to active order book if no need to recover
|
2023-04-18 15:47:00 +08:00 |
|
chiahung
|
d00a91441c
|
FEATURE: move metrics to defer funciton
|
2023-04-18 15:13:20 +08:00 |
|
Andy Cheng
|
68f54c032a
|
Merge pull request #1121 from andycheng123/feature/hhllstop
Feature/hhllstop
|
2023-04-18 11:39:45 +08:00 |
|
Andy Cheng
|
c3318cbb50
|
exits/trailingstop: update comment
|
2023-04-18 11:31:51 +08:00 |
|
Yo-An Lin
|
5c33c764da
|
Merge pull request #1151 from c9s/fix/websocket-reconnect
FIX: types: do not return for normal closure
|
2023-04-17 16:35:05 +08:00 |
|
c9s
|
47e398abc3
|
types: do not return for normal closure
|
2023-04-17 16:28:38 +08:00 |
|
kbearXD
|
99e393e93c
|
Merge pull request #1147 from c9s/max/get-order/client-order-id
FEATURE: max get-order v3 api support client order id parameter
|
2023-04-17 12:24:18 +08:00 |
|
Yo-An Lin
|
ae40223b1a
|
Merge pull request #1150 from c9s/fix/interact-thread-safety
FIX: interact: fix concurrent map write - add mutex on interact
|
2023-04-16 23:45:25 +08:00 |
|
Yo-An Lin
|
9c53922512
|
Merge pull request #1149 from c9s/grid2/emit-error
CHORE: max: add max auth authenticated log
|
2023-04-16 21:27:53 +08:00 |
|
c9s
|
aa33836fb3
|
interact: fix concurrent map write - add mutex on interact
|
2023-04-16 21:26:52 +08:00 |
|
c9s
|
a178fd0a84
|
max: add max auth authenticated log
|
2023-04-14 18:57:13 +08:00 |
|
chiahung
|
a0aae23bf3
|
FIX: fix emit ready twice and add error log
|
2023-04-14 18:30:38 +08:00 |
|
Yo-An Lin
|
d63734f365
|
Merge pull request #1146 from c9s/grid2/emit-error
FIX: grid2: emit grid error when open grid failed
|
2023-04-14 17:45:32 +08:00 |
|
chiahung
|
1158b9582a
|
FEATURE: max get-order v3 api support client order id parameter
|
2023-04-14 16:44:56 +08:00 |
|
Yo-An Lin
|
4c4ea8a36f
|
Merge pull request #1145 from c9s/bhwu/add-market-in-mem-cache
FEATURE: add market info in-mem cache
|
2023-04-14 15:57:09 +08:00 |
|
gx578007
|
3f7e617004
|
FEATURE: add market info in-mem cache
|
2023-04-14 15:23:34 +08:00 |
|
c9s
|
4ab54f586b
|
grid2: emit grid error when open grid failed
|
2023-04-14 15:15:28 +08:00 |
|
c9s
|
92b8652f78
|
maxapi: remove duplicated for loop
|
2023-04-13 17:29:23 +08:00 |
|
c9s
|
25daefabab
|
maxapi: fix nonce updater
|
2023-04-13 17:20:59 +08:00 |
|
Yo-An Lin
|
7da5c8361e
|
Merge pull request #1143 from c9s/refactor/max-client
FIX: maxapi: pass context object to the requests
|
2023-04-13 16:57:19 +08:00 |
|
c9s
|
8c02b5e64e
|
maxapi: pass context object to the requests
|
2023-04-13 16:40:07 +08:00 |
|
Yo-An Lin
|
a5ecfd15cc
|
Merge pull request #1141 from c9s/refactor/max-client
REFACTOR: maxapi: refactor and add max v2 markets api test
|
2023-04-13 16:33:47 +08:00 |
|
Yo-An Lin
|
3952f33de8
|
Merge pull request #1142 from c9s/fix/max-rate-limiter
FIX: max: move more rate limiter to the exchange instance
|
2023-04-13 16:32:14 +08:00 |
|
c9s
|
fed5d5f0b8
|
maxapi: add more market info assertion
|
2023-04-13 16:18:11 +08:00 |
|
c9s
|
19621e48fe
|
max: adjust account query rate limiter
|
2023-04-12 22:58:10 +08:00 |
|
c9s
|
7c9109aeea
|
max: move more rate limiter to the exchange instance
|
2023-04-12 22:56:23 +08:00 |
|
c9s
|
cbbe6e286d
|
maxapi: add kline api test
|
2023-04-12 22:43:32 +08:00 |
|
c9s
|
3e41c1fb15
|
maxapi: add max v2 markets api test
|
2023-04-12 22:29:14 +08:00 |
|
Yo-An Lin
|
6bf7a6c0ac
|
Merge pull request #1139 from c9s/refactor/max-client
REFACTOR: [max] refactor api requests
|
2023-04-12 16:38:57 +08:00 |
|
c9s
|
a84a22bc2d
|
maxapi: refactor reward tests
|
2023-04-12 16:32:56 +08:00 |
|
c9s
|
9dab2470ef
|
maxapi: add TestWithdrawal
|
2023-04-12 16:27:45 +08:00 |
|
c9s
|
03d24e6947
|
maxapi: move test files
|
2023-04-12 15:02:14 +08:00 |
|
c9s
|
13d28edebb
|
maxapi: remove unused parseKLines function
|
2023-04-12 15:01:18 +08:00 |
|
c9s
|
f7d3fca1ec
|
maxapi: simplify ticker response parsing
|
2023-04-12 15:00:26 +08:00 |
|
c9s
|
012ef4a6f9
|
maxapi: refactor and clean up public service api
|
2023-04-12 15:00:26 +08:00 |
|
c9s
|
c1b7f7fd95
|
maxapi: replace the legacy get markets api
|
2023-04-12 15:00:26 +08:00 |
|
c9s
|
fc3ffe399e
|
maxapi: update time type fields
|
2023-04-12 15:00:26 +08:00 |
|
c9s
|
fd6dfc5c9e
|
maxapi: change time field to time.Time and update the generated code
|
2023-04-12 15:00:26 +08:00 |
|
c9s
|
4944fdda2d
|
max: replace time type fields
|
2023-04-12 15:00:26 +08:00 |
|
c9s
|
d95daba3f0
|
maxapi: update requestgen files
|
2023-04-12 15:00:26 +08:00 |
|
c9s
|
3ad553a876
|
max: move methods
|
2023-04-12 15:00:26 +08:00 |
|
c9s
|
51c1d47fbc
|
maxapi: move some methods to the rest client level
|
2023-04-12 15:00:25 +08:00 |
|
c9s
|
c366e98c43
|
maxapi: update log message
|
2023-04-12 14:58:37 +08:00 |
|
c9s
|
fb95072e5b
|
backoff: add default timeout to backoff.RetryGeneral
|
2023-04-12 13:49:29 +08:00 |
|
c9s
|
6eaacd63a8
|
maxapi: use sync.Once to prevent duplicated update and avoid update negative offset
|
2023-04-12 13:37:04 +08:00 |
|
c9s
|
845ee3ce33
|
maxapi: change info log to debug log level
|
2023-04-11 18:28:34 +08:00 |
|
c9s
|
2ae8309115
|
maxapi: add global prefix to the var name
|
2023-04-11 18:27:19 +08:00 |
|
c9s
|
8d240e9b4c
|
maxapi: improve nonce update with retry
|
2023-04-11 18:21:40 +08:00 |
|
Andy Cheng
|
d4e42426ab
|
exits/trailingstop: add descriptions for parameters
|
2023-04-11 16:02:54 +08:00 |
|
Andy Cheng
|
7f33b54312
|
exits/trailingstop: check parameters
|
2023-04-11 15:11:11 +08:00 |
|
Andy Cheng
|
afc262da8b
|
exits/trailingstop: more logs
|
2023-04-11 14:55:32 +08:00 |
|
chiahung
|
6029bd268d
|
update log message
|
2023-04-07 00:40:32 +08:00 |
|
chiahung
|
cc5ebd5b2c
|
move emit ready and update metrics
|
2023-04-06 23:57:54 +08:00 |
|
c9s
|
fba73f11ea
|
grid2: update metrics and trigger ready callback
|
2023-04-06 23:24:08 +08:00 |
|
chiahung
|
542467245e
|
remove OrderGroupID checking
|
2023-04-06 18:00:21 +08:00 |
|
chiahung
|
c54507e07f
|
modif log message
|
2023-04-06 17:53:01 +08:00 |
|
chiahung
|
9fa647ed65
|
rename method
|
2023-04-06 16:12:19 +08:00 |
|
chiahung
|
d953a6d7b8
|
check by trades + open orders
|
2023-04-06 14:59:03 +08:00 |
|
chiahung
|
00352b2a0d
|
FIX: recover even though inital order id is 0
|
2023-04-06 11:36:32 +08:00 |
|
c9s
|
3328e0453c
|
bump version to v1.45.0
|
2023-04-03 00:13:04 +08:00 |
|
c9s
|
5b09ad671c
|
max: fix max order group id
|
2023-04-03 00:12:14 +08:00 |
|
c9s
|
bb47fb3532
|
binance: fix parse tests
|
2023-03-30 01:33:55 +08:00 |
|
c9s
|
4b9e3f2302
|
xfunding: send positions to slack when start up
|
2023-03-30 00:46:41 +08:00 |
|
c9s
|
b18d4da402
|
binance: fix/improve order trade event parsing
|
2023-03-30 00:44:57 +08:00 |
|
c9s
|
69af9e03ea
|
xfunding: fix funding fee notification
|
2023-03-30 00:13:02 +08:00 |
|
c9s
|
6c550c55fa
|
xfunding: fix spot transfer
|
2023-03-29 23:09:37 +08:00 |
|
c9s
|
7c975da575
|
xfunding: fix position sync bug
|
2023-03-29 23:05:31 +08:00 |
|
c9s
|
0efb56c43e
|
xfunding: also reset the quote balance transfer
|
2023-03-29 22:55:40 +08:00 |
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c9s
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7e2688b8c7
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xfunding: cancel open orders before closing the futures position
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2023-03-29 22:54:54 +08:00 |
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c9s
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0c9e0649c6
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xfunding: use b.MaxWithdrawAmount instead of b.Available
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2023-03-29 22:49:34 +08:00 |
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c9s
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321425709a
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binance: use requestgen api to query futures balances
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2023-03-29 22:45:40 +08:00 |
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c9s
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86c5ba603e
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binanceapi: add get futures balance api
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2023-03-29 22:25:54 +08:00 |
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c9s
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866443d89f
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xfunding: only do transfer when the available balance is not zero
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2023-03-29 21:48:10 +08:00 |
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c9s
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d0566e23ec
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xfunding: log submit failed orders
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2023-03-29 21:46:15 +08:00 |
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