5824 Commits

Author	SHA1	Message	Date
c9s	bd347d5aa5	xfunding: log positionRisks	2023-07-05 16:48:19 +08:00
c9s	e4ababd39e	xfunding: fix spot order parameters	2023-07-05 16:48:19 +08:00
c9s	12aad7b292	xfunding: log spot balance	2023-07-05 16:48:19 +08:00
c9s	a766d88d60	xfunding: fix balance check	2023-07-05 16:48:19 +08:00
c9s	017278826b	xfunding: log failed order	2023-07-05 16:48:19 +08:00
c9s	34d42afbec	xfunding: fix syncSpotPosition cancel order issue	2023-07-05 16:48:18 +08:00
c9s	2813ede7ed	xfunding: fix transferOut, and de-leverage the trade amount from the caller	2023-07-05 16:48:18 +08:00
c9s	e82341b2bd	xfunding: add more transfer logs	2023-07-05 16:48:18 +08:00
c9s	5d0bdd19e3	xfunding: always transfer balance out when reducing the futures position	2023-07-05 16:48:18 +08:00
c9s	c818f79932	fix	2023-07-05 16:48:18 +08:00
c9s	84e9b03be7	xfunding: show balance	2023-07-05 16:48:18 +08:00
c9s	7904c73c53	xfunding: use closePosition option when only dust left in the futures position	2023-07-05 16:48:18 +08:00
c9s	d730340b7a	remove diff quantity check	2023-07-05 16:48:18 +08:00
c9s	b59b42c3fa	Merge branch 'feature/tri'	2023-07-05 16:47:01 +08:00
c9s	631203c89e	tri: update symbol file	2023-07-05 16:46:43 +08:00
c9s	05a8a7442c	Merge pull request #1221 from c9s/feature/tri ... FEATURE: add triangular arbitrate strategy as an example	2023-07-05 16:24:29 +08:00
c9s	f06e37c44f	tri: ignore test in dnum mode	2023-07-05 16:02:11 +08:00
c9s	1abb301af1	core: add order update trigger channel	2023-07-05 15:51:29 +08:00
c9s	e19aa8fa10	add tri strategy	2023-07-05 15:51:16 +08:00
c9s	b9b89756e2	Merge pull request #1220 from c9s/feature/scmaker-with-risk-control ... REFACTOR: refactor risk control with the order executor interface and mocks	2023-07-05 15:48:38 +08:00
c9s	01096829ae	bbgo: drop empty files	2023-07-05 15:30:15 +08:00
c9s	fbc49c28ef	types: add PriceVolume.Equals method	2023-07-05 15:30:08 +08:00
c9s	1ad10a9360	all: move trade collector to pkg/core	2023-07-05 15:26:36 +08:00
c9s	ff727ae495	all: use order executor extended interface to mock the risk tests	2023-07-04 22:07:31 +08:00
c9s	f1828beac8	all: move trade store and order store into pkg/core	2023-07-04 21:42:24 +08:00
c9s	1f98731636	riskcontrol: add doc to PositionRiskControl	2023-07-04 21:33:40 +08:00
c9s	adbb6d7f93	riskcontrol: move parameter order	2023-07-04 21:32:34 +08:00
c9s	c8ae36ddfc	riskcontrol: move release position order submission into the pos risk control	2023-07-04 21:31:47 +08:00
c9s	f6ad784583	Merge pull request #1219 from c9s/feature/scmaker-with-risk-control ... FEATURE: [scmaker] integrate risk control	2023-07-03 17:50:16 +08:00
c9s	0426c18757	scmaker: initialize order executor before we setup risk control	2023-07-03 17:39:42 +08:00
c9s	808d771748	Merge pull request #1218 from c9s/feature/scmaker-liq-skew ... FEATURE: [scmaker] add liquiditySkew support	2023-07-03 17:23:20 +08:00
c9s	ae3f371551	all: refactor risk control and integrate risk control into scmaker	2023-07-03 17:09:13 +08:00
c9s	3052dd5add	scmaker: add liquiditySkew support	2023-07-03 16:22:01 +08:00
Andy Cheng	b877d07f74	exit/hhllStop: log hhll detection instead of notify	2023-07-03 16:06:04 +08:00
c9s	532b6f783d	types: remove unused Interval1ms	2023-07-03 15:27:37 +08:00
c9s	ea130e434c	types,cmd: add IntervalMap type to refactor the interval code	2023-07-03 15:14:48 +08:00
c9s	d60dbe5e0b	refactor interval slice code and add sort test	2023-07-03 15:07:34 +08:00
c9s	471df81b29	bump version to v1.50.1	2023-07-02 14:14:06 +08:00
c9s	3f7710303f	fix .Indicators nil map	2023-07-02 14:13:24 +08:00
c9s	334204b46a	bbgo: add deprecation warning	2023-07-01 13:26:57 +08:00
Andy Cheng	2fe19119a7	exit/hhllStop: avoid using underscore in variable names	2023-06-30 14:10:25 +08:00
Andy Cheng	12e3e9b5f8	exit/hhllStop: readability	2023-06-30 14:03:46 +08:00
Andy Cheng	936a3c95d9	exit/hhllStop: readability	2023-06-30 13:55:07 +08:00
Andy Cheng	43c49aa41d	exit/hhllStop: readability	2023-06-30 13:51:47 +08:00
Andy Cheng	3c0ade57f8	exit/hhllStop: fix bugs	2023-06-30 13:42:10 +08:00
c9s	daec6b5f30	bump version to v1.50.0	2023-06-30 12:02:40 +08:00
c9s	3929eb2090	Merge pull request #1214 from c9s/refactor/bollmaker ... REFACTOR: [bollmaker] upgrade to indicator v2	2023-06-30 12:01:47 +08:00
c9s	e1affc746d	Merge pull request #1213 from c9s/feature/v2-indicator-set ... FEATURE: add v2 indicator set api	2023-06-30 12:01:03 +08:00
c9s	fe9038106d	types: wrap pendingRemoval with lock	2023-06-30 11:41:13 +08:00
c9s	085114b244	grid2: add warning message when failed to acquire the lock	2023-06-30 11:07:02 +08:00
c9s	0e2f69e837	bbgo: just use else condition	2023-06-30 11:05:03 +08:00
c9s	a3a1586e24	bbgo: add TestIndicatorSet_EWMA test	2023-06-30 11:02:42 +08:00
c9s	ea1025d790	indicator: implement Subscribe method on PriceStream	2023-06-30 10:58:25 +08:00
c9s	775ad7d906	indicator: improve kline stream backfill	2023-06-30 10:58:07 +08:00
c9s	dcb091cab1	bbgo: add TestIndicatorSet_closeCache test	2023-06-30 10:46:40 +08:00
c9s	9885a68537	bbgo: rename AddBackLog to BackFill	2023-06-30 10:38:38 +08:00
c9s	064932ea9d	indicator: add VOLUME api	2023-06-30 10:37:42 +08:00
c9s	b29c1aa972	bbgo: add warning	2023-06-30 10:35:34 +08:00
c9s	77e31e9274	types: split pendingRemoval lock scope	2023-06-30 01:12:10 +08:00
c9s	fc7edc5c80	grid2: call TryLock in updateGridNumOfOrdersMetricsWithLock	2023-06-30 01:05:18 +08:00
c9s	5c5543d78a	bbgo: when err == nil, should just return the created orders	2023-06-29 21:08:43 +08:00
c9s	e3be2a8af6	bollmaker: replace bollinger indicator with v2 indicator	2023-06-29 18:04:39 +08:00
c9s	f91a4c2979	indicator: simplify add klines	2023-06-29 17:55:55 +08:00
c9s	eafd777046	add indicators v2 api to session	2023-06-29 17:49:04 +08:00
c9s	dddf7c57ba	bbgo: add v2 indicator set	2023-06-29 17:44:36 +08:00
c9s	2d9890a18f	bump version to v1.49.0	2023-06-29 17:19:22 +08:00
c9s	8a89408f0f	Merge pull request #1212 from randych521/randy/feat/riskcontrol-for-mm ... FEATURE: add risk controls for strategies	2023-06-29 17:18:03 +08:00
c9s	ce40549e88	all: rename QueryOrderUntilSuccessful to QueryOrderUntilFilled	2023-06-29 17:17:32 +08:00
randy	9a98c4995e	Add two risk controls for strategies: postion and circuit break.	2023-06-29 16:52:35 +08:00
c9s	c6f7723620	bbgo: rename env ENABLE_MARKET_TRADE_STOP to DISABLE_MARKET_TRADE_STOP ... since we've set it default to true	2023-06-29 14:26:12 +08:00
c9s	3da145877f	Merge pull request #1206 from c9s/improve/concurrent-stop-loss ... IMPROVE: improve stop loss methods	2023-06-29 14:25:02 +08:00
c9s	c4bd5a8a13	Merge pull request #1210 from c9s/refactor/move-retry-funcs ... REFACTOR: move retry functions	2023-06-29 14:16:51 +08:00
c9s	2b65012b37	bbgo: openPosition should check if it's still closing	2023-06-29 13:29:31 +08:00
c9s	b6dba18f77	all: move retry functions to the retry package	2023-06-29 10:59:01 +08:00
c9s	131345a762	types: add TestPosition_SetClosing test	2023-06-28 18:13:11 +08:00
c9s	195ace63b0	check if it's in back testing mode	2023-06-28 18:11:00 +08:00
c9s	0360d9fa8b	block and query order until the market order for closing position is filled	2023-06-28 18:09:10 +08:00
c9s	b5f2f57678	bbgo: introduce ENABLE_MARKET_TRADE_STOP env var	2023-06-27 16:39:10 +08:00
c9s	5afd23b5c7	bbgo: trigger trailingStop when kline is updated	2023-06-27 16:39:10 +08:00
c9s	ac1b5aa0e2	bbgo: trigger price check when kline is updated (not just closed)	2023-06-27 16:39:09 +08:00
c9s	fdf2a91604	bbgo: enable enableMarketTradeStop	2023-06-27 16:39:09 +08:00
c9s	4bc41bad9d	bbgo: improve ProtectiveStopLoss notification message	2023-06-27 16:39:09 +08:00
c9s	02fa4d822a	cmd: fix persistent flags method call	2023-06-27 16:32:46 +08:00
c9s	37da9dee0e	cmd: add log formatter option and refactor the logrus setup code	2023-06-27 16:30:46 +08:00
c9s	e8fe8082cc	cmd: remove ftx options	2023-06-27 16:17:00 +08:00
gx578007	8e64b5293e	MINOR: [grid2] delete order prices metric	2023-06-23 21:30:32 +08:00
c9s	c802fae211	xalign: add logger	2023-06-21 17:36:09 +08:00
c9s	f6128b9bdc	xalign: support percentage string	2023-06-21 15:59:15 +08:00
c9s	76884a4ddf	xalign: add balance fault tolerance	2023-06-21 15:56:59 +08:00
c9s	d4cf39430e	xgap: fix group id range	2023-06-20 17:18:15 +08:00
c9s	91a2c7255c	bump version to v1.48.4	2023-06-19 17:06:09 +08:00
c9s	833d942833	bump version to v1.48.4	2023-06-19 17:05:42 +08:00
c9s	de00e5fa88	scmaker: preload indicators	2023-06-19 17:03:38 +08:00
c9s	9b8c2b5ba4	bump version to v1.48.3	2023-06-19 15:39:34 +08:00
c9s	55b8413472	scmaker: when user data stream is ready, place liquidity orders	2023-06-19 15:38:55 +08:00
c9s	1f3a13808b	bump version to v1.48.3	2023-06-19 15:26:15 +08:00
c9s	f579fc7d93	scmaker: call cancel api before starting up	2023-06-19 15:25:10 +08:00
c9s	58a13507bc	scmaker: graceful cancel orders	2023-06-19 15:22:43 +08:00
c9s	6a5e35c065	bump version to v1.48.2	2023-06-19 14:57:46 +08:00
c9s	759dce1d5a	types: fix number() call	2023-06-19 14:51:37 +08:00
c9s	2448fa6f83	scmaker: add MaxExposure option	2023-06-19 13:46:45 +08:00
c9s	8360931497	fix test TestMarket_AdjustQuantityByMinNotional	2023-06-19 13:46:20 +08:00
c9s	46fecbbdeb	types: do not truncate quantity before adjustment	2023-06-16 15:35:07 +08:00
c9s	dc3901cc7f	xfunding: add more notificiation	2023-06-16 13:03:37 +08:00
c9s	e1c602c68f	bump version to v1.48.1	2023-06-16 08:39:24 +08:00
c9s	17931d179e	bump version to v1.48.1	2023-06-16 08:39:14 +08:00
c9s	8bd5fc246c	Merge pull request #1168 from andycheng123/profit-report-parameter ... FEATURE: Accumulated Profit report	2023-06-15 18:14:44 +08:00
Andy Cheng	2ed5095ffb	feature/profitReport: pass 0 to Last()	2023-06-15 17:35:52 +08:00
Andy Cheng	6b46b1e01e	Merge branch 'main' into profit-report-parameter	2023-06-15 17:28:02 +08:00
c9s	a7b2051858	scmaker: fix the layer price	2023-06-15 17:26:04 +08:00
c9s	aa26dfaabc	bump version to v1.48.0	2023-06-15 15:03:09 +08:00
c9s	73726b91c7	scmaker: check ticker price and adjust liq order prices	2023-06-15 13:47:21 +08:00
c9s	148869d46b	scmaker: clean up	2023-06-14 17:31:01 +08:00
c9s	8344193e81	scmaker: rename liquidityLayerTick to liquidityLayerTickSize	2023-06-14 17:25:23 +08:00
c9s	372028ebe6	scmaker: truncate price with price precision	2023-06-14 17:25:23 +08:00
c9s	68c3c96b10	scmaker: fix balance lock and active order book update issue	2023-06-14 17:25:23 +08:00
c9s	f426d151a8	scmaker: final version	2023-06-14 17:25:23 +08:00
c9s	b8597a1803	scmaker: calculate balance quantity	2023-06-14 17:25:23 +08:00
c9s	aa4f998382	bbgo: add scale Sum method	2023-06-14 17:25:23 +08:00
c9s	40f8283616	scmaker: basic prototype	2023-06-14 17:25:23 +08:00
c9s	a28081a5d2	xalign: add more checks	2023-06-14 17:25:22 +08:00
c9s	0482ade44a	backtest: adjust best bid/ask price with tick size	2023-06-14 17:25:22 +08:00
c9s	fded41b0ea	indicator: fix macd test case since we changed the ewma default value	2023-06-14 17:25:22 +08:00
c9s	e529a3271d	indicator: fix ewma2 initial value	2023-06-14 17:25:22 +08:00
c9s	0a5f31a80f	indicator: rename BollStream to BOLLStream	2023-06-14 17:25:22 +08:00
c9s	295ae95da6	indicator: implement bollinger indicator	2023-06-14 17:25:22 +08:00
c9s	9d9f898f17	indicator: use pointer for float64series	2023-06-14 17:25:22 +08:00
c9s	ea3b1cc937	binance: fix logrus call	2023-06-14 17:25:22 +08:00
c9s	c00d7b669b	Merge pull request #1174 from c9s/feature/grid2/recover ... FEATURE: [grid2] recover with twin orders	2023-06-14 13:02:12 +08:00
c9s	1fd52f78a9	xalign: allocate and bind order store	2023-06-13 23:23:41 +08:00
c9s	45aaad1629	xalign: improve update message	2023-06-13 23:21:07 +08:00
c9s	007f3c9531	autoborrow: add margin level check back	2023-06-13 23:17:24 +08:00
c9s	1855e52838	xalign: graceful cancel orders when shutting down	2023-06-13 17:29:19 +08:00
c9s	a126bc3bb6	binance: add market info warning	2023-06-13 17:09:37 +08:00
c9s	0a7c0632c4	xalign: use %+v format for submit order	2023-06-13 17:08:37 +08:00
c9s	36fa565460	types: add one more market tests	2023-06-13 17:08:28 +08:00
c9s	6308ef5107	autoborrow: repay debt first	2023-06-13 14:21:16 +08:00
c9s	476378e742	xalign:add one more dust check	2023-06-13 13:53:51 +08:00
c9s	599b18fc3c	xalign: skip dust quantity	2023-06-13 13:49:22 +08:00
c9s	358e873582	xalign: add notification	2023-06-13 13:47:01 +08:00
c9s	64dcef3429	xalign: fix tick size calculation	2023-06-13 13:44:31 +08:00
c9s	dadf22e48f	xalign: add more log	2023-06-13 13:40:39 +08:00
c9s	5a30bedc77	autoborrow: always repay first when it deposits	2023-06-13 13:23:10 +08:00
c9s	fe5a6f4c36	xalign: fix quote amount check	2023-06-13 12:42:07 +08:00
c9s	740cfe6d5c	xalign: fix session refs	2023-06-13 12:27:38 +08:00
c9s	909c8f5cc7	xalign: add more checks	2023-06-13 12:25:10 +08:00
c9s	518c6938be	xalign: add more checks	2023-06-13 12:25:04 +08:00
chiahung	49971a2e50	use existing interface	2023-06-12 17:15:56 +08:00
chiahung	18a7520fa7	MINOR: add test for recovery	2023-06-12 17:15:56 +08:00
chiahung	2f050332eb	FEATURE: query trades until hard limit or finish filled	2023-06-12 17:15:56 +08:00
chiahung	f38cfb6ea3	REFACTOR: refactor for future test	2023-06-12 17:15:56 +08:00
chiahung	61892eb2df	renaming	2023-06-12 17:15:56 +08:00
chiahung	93d35cc423	FEATURE: use TwinOrder to recover	2023-06-12 17:15:56 +08:00
c9s	5996b32ee1	Merge pull request #1194 from c9s/improve/hhllstop ... IMPROVE: improve hhllstop message	2023-06-09 19:11:57 +08:00
c9s	f6f3293191	xalign: round up requiredQuoteAmount	2023-06-09 11:04:31 +08:00
c9s	8baafdf329	xalign: add DryRun and fix quote amount calculation	2023-06-08 23:15:26 +08:00
c9s	7a6000a316	xalign: fix instanceID	2023-06-08 18:05:58 +08:00
c9s	db43c87227	xalign: load interval from config	2023-06-08 17:02:06 +08:00
c9s	c9ee4e52cc	xalign: add xalign strategy	2023-06-08 17:02:05 +08:00
c9s	5dde93c487	Merge pull request #1192 from c9s/feature/indicator-improvements ... IMPROVE: improve order executor error checking, trailing stop and indicators	2023-06-07 17:34:38 +08:00
c9s	c25ac65eb0	bbgo: improve hhllstop message	2023-06-07 16:45:46 +08:00
c9s	bd335a0335	bbgo: fix trailing stop order tag	2023-06-07 16:39:37 +08:00
c9s	0f141c7f79	schedule: add MinBaseBalance config	2023-06-07 16:36:38 +08:00
c9s	e0e27e75bb	schedule: graceful cancel orders before the next submission	2023-06-07 16:30:54 +08:00
c9s	f6a300a7c4	schedule: add useLimitOrder option	2023-06-07 16:27:36 +08:00
c9s	aa281b164e	bbgo: improve tradingStop message	2023-06-07 16:14:46 +08:00
c9s	9f5ef21dda	types: Add TradeWith helper	2023-06-07 16:14:46 +08:00
c9s	b90564be90	bbgo: fix order executor error message and add price check	2023-06-07 16:14:46 +08:00
c9s	ca78a3379a	indicator: add cross stream	2023-06-07 16:14:46 +08:00
c9s	7f3f2c1217	types: move cross result to a single file	2023-06-07 16:14:46 +08:00
c9s	24003139f4	types: fix return value var	2023-06-07 16:14:46 +08:00
c9s	97e7b93997	indicator: rewrite Multiply to make it consistent with Subtract	2023-06-07 16:14:46 +08:00
c9s	aae7fd310e	indicator: add ATRP indicator	2023-06-07 16:14:46 +08:00
Yo-An Lin	8a8111140e	Merge pull request #1188 from c9s/feature/v2-indicator-multiply ... FEATURE: [indicator] add multiply operator	2023-06-01 21:28:29 +08:00
Yo-An Lin	c0bb953019	Merge pull request #1185 from c9s/c9s/fix-autoborrow ... FIX: [autoborrow] add max borrowable check and add more notifications	2023-06-01 21:24:34 +08:00
Yo-An Lin	8792000be0	Merge pull request #1190 from c9s/feature/v2indicator-pivotlow	2023-06-01 21:20:22 +08:00
Yo-An Lin	e8b27c5044	Merge pull request #1186 from c9s/feature/v2-indicator-cma ... FEATURE: [indicator] add v2 CMA indicator	2023-06-01 18:04:47 +08:00
c9s	15d1caef31	indicator: add pivothigh v2 indicator	2023-06-01 17:31:12 +08:00
c9s	9a486388fa	indicator: add v2 pivot low indicator	2023-06-01 17:17:14 +08:00
c9s	8a8edc7bb6	indicator: rename price.go to v2_price.go	2023-06-01 16:52:02 +08:00
c9s	0b01750528	indicator: drop unused code	2023-06-01 15:56:47 +08:00
c9s	b141ae3ece	indicator: add stddev v2	2023-06-01 15:19:12 +08:00
c9s	3d4b88fa7d	indicator: drop unused stddev code	2023-06-01 14:59:02 +08:00
c9s	b0abc1bf55	indicator: drop ssf unused func	2023-06-01 14:54:25 +08:00
c9s	66d99ce6ae	indicator: add stoch test	2023-06-01 14:52:09 +08:00
c9s	4f07a44b61	indicator: add v2 stochastic oscillator	2023-06-01 14:43:29 +08:00
c9s	1535572b43	indicator: add multiply operator	2023-06-01 14:30:16 +08:00
c9s	8ebf5723a7	indicator: add v2 CMA indicator	2023-06-01 14:27:03 +08:00
c9s	3e9458499c	indicator: fix tests	2023-06-01 12:39:30 +08:00
c9s	b55fbd5c96	autoborrow: check maxBorrowable	2023-06-01 12:27:39 +08:00
c9s	95e1f10934	autoborrow: send notify when auto repay is skip	2023-06-01 12:18:53 +08:00
c9s	fa0cb1e85f	binance: document balanceUpdate event	2023-06-01 12:17:45 +08:00
c9s	1dfb0cd1a1	autoborrow: notify balance delta event	2023-06-01 12:13:51 +08:00
c9s	f349f3620c	autoborrow: add SlackAttachment support to the binance balance update event	2023-06-01 12:13:22 +08:00
c9s	23a49a8fd2	indicator: fix klines stream emitter	2023-06-01 11:43:37 +08:00
c9s	9c43c75361	floats: fix floats.Slice truncate	2023-06-01 11:43:22 +08:00
c9s	e320e5d249	indicator: remove unused low value indicator	2023-06-01 08:56:17 +08:00
c9s	0da0b1086a	indicator: fix SMA truncate call	2023-06-01 08:33:14 +08:00
c9s	01ef6c2628	indicator: add v2 MACD	2023-06-01 08:28:49 +08:00
c9s	ee8bbe3418	indicator: add v2 sma	2023-06-01 08:11:30 +08:00
c9s	47e869a9f7	floats: add Truncate method support to floats slice	2023-06-01 08:11:19 +08:00
c9s	9e6cb0858e	indicator: simplify source, calculate binding	2023-06-01 07:58:58 +08:00
c9s	c9c13b2013	all: replace all Index(i) callers	2023-06-01 07:46:50 +08:00
c9s	5515f588e3	all: add parameter index to the Last method	2023-05-31 19:35:44 +08:00
c9s	2a074ba11b	floats: add Average method on floats.Slice	2023-05-31 16:30:19 +08:00
c9s	114e292d8f	indicator: rewrite RSI indicator	2023-05-31 16:30:04 +08:00
c9s	e58db43067	indicator: rename v2 indicators	2023-05-31 13:08:40 +08:00
c9s	ba0102e992	pivotshort: fix find pivot func call	2023-05-31 13:08:21 +08:00
c9s	266016a278	indicator: simplify ATR2	2023-05-30 13:53:59 +08:00
c9s	ebf9c43cd5	indicator: separate TR + RMA and ATR = TR + RMA	2023-05-30 13:51:00 +08:00
c9s	a887eaf542	indicator: fix the comment	2023-05-30 13:50:59 +08:00
c9s	811e624302	indicator: simplify and refactor atr2	2023-05-30 13:50:59 +08:00
c9s	f65d6267fc	indicator: refactor ATRStream	2023-05-30 13:50:59 +08:00
c9s	da15f47f17	indicator: refactor Float64Series and improve RMA2	2023-05-30 13:50:59 +08:00
c9s	1bf44720e2	indicator: update and clean up rma2	2023-05-30 13:50:59 +08:00
c9s	1450d193a4	indicator: refactor/add float64 series	2023-05-30 13:50:59 +08:00
c9s	e094f422fc	indicator: rename v2 indicator file	2023-05-30 13:50:59 +08:00
c9s	68570e1eeb	indicator: move EWMA2 to ewma2.go	2023-05-30 13:50:59 +08:00
c9s	8c7962f07f	indicator: move out subtract stream	2023-05-30 13:50:59 +08:00
c9s	f067c92733	floats: document LSM	2023-05-30 13:50:59 +08:00
c9s	e91142f4e9	indicator: rename func to floats.FindPivot	2023-05-30 13:15:47 +08:00
c9s	89aa63dd64	floats: add floats LSM	2023-05-30 13:15:47 +08:00
Yo-An Lin	67fe27774c	Merge pull request #1179 from c9s/c9s/refactor-indicator ... FEATURE: new indicator API design	2023-05-29 17:06:16 +08:00
c9s	5ef7da8422	grid2: fix precheck	2023-05-26 16:09:07 +08:00
c9s	5bf204b890	indicator: support histrical price push	2023-05-26 15:18:43 +08:00
c9s	9fac61351d	all: rename Minus() to Sub()	2023-05-26 15:06:52 +08:00
c9s	648e99f52a	all: refactor and rename indicator.MACD to indicator.MACDLegacy	2023-05-26 15:06:52 +08:00
c9s	273659a870	grid2: update comment	2023-05-26 14:51:06 +08:00
c9s	8c09c9668a	grid2: improve base quote investment check	2023-05-26 14:49:56 +08:00
c9s	171e0678b6	indicator: remove underscore var	2023-05-25 22:19:14 +08:00
c9s	a994235300	indicator: move doc	2023-05-25 22:18:54 +08:00
c9s	bcf77141ca	all: re-design and refactor indicator api	2023-05-25 22:17:50 +08:00
Yo-An Lin	cf5d71b4bc	Merge pull request #1176 from c9s/c9s/grid2/base-quote ... FIX: [grid2] fix base + quote calculation and add baseGridNumber config field	2023-05-25 14:45:45 +08:00
c9s	f7a5c84768	all: reformat code	2023-05-25 14:01:22 +08:00
c9s	8e426ca4bf	grid2: add last price == sell price case	2023-05-25 13:31:47 +08:00
zenix	508f42663d	fix: some types in SeriesExtended are not supported	2023-05-24 19:47:36 +09:00
Yo-An Lin	862848721f	Fix placeSell condition	2023-05-24 17:52:14 +08:00
c9s	26cbd60a66	grid2: add one more test case for base + quote	2023-05-23 17:36:01 +08:00
c9s	1cf788c925	grid2: fix base + quote order placement and add test case	2023-05-23 17:34:03 +08:00
c9s	d5cf53ee94	grid2: fix comparison	2023-05-22 18:20:34 +08:00
c9s	ce2bd7ca7d	grid2: override placeSell if BaseGridNumber is defined	2023-05-22 18:13:51 +08:00
c9s	2046ccc791	grid2: pull out sell boolean var	2023-05-22 18:10:51 +08:00
c9s	0c6ef38ea3	grid2: apply baseGridNumber	2023-05-22 18:08:39 +08:00
c9s	f11d869d02	grid2: sub 1 only when num > 0	2023-05-22 17:26:22 +08:00
c9s	6ae5d2f33a	grid2: round down before the quantity calculation	2023-05-22 17:25:00 +08:00
c9s	a083ec8395	grid2: check numberOfSellOrders == 0	2023-05-22 17:20:16 +08:00
c9s	c93a3d14b3	grid2: round up minBaseQuantity	2023-05-19 16:46:17 +08:00
c9s	4c13171cb0	grid2: add more test for spec	2023-05-19 16:42:26 +08:00
c9s	3a2dbc934b	grid2: add TestStrategy_calculateBaseQuoteInvestmentQuantity test case	2023-05-19 16:37:44 +08:00
c9s	0c4cd7049f	grid2: rewrite the base+quote algo	2023-05-19 15:04:17 +08:00
c9s	86a99b5902	grid2: truncate max base quantity	2023-05-19 13:56:01 +08:00
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
Andy Cheng	f864cc895c	feature/profitReport: accumulated profit report as a package	2023-05-11 14:54:45 +08:00
Andy Cheng	b148a02491	strategy/supertrend: add net profit	2023-05-08 13:43:25 +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
Andy Cheng	4b2c5198fa	strategy/supertrend: add strategy parameter fields in profit report	2023-04-26 10:32:43 +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
c9s	7e2688b8c7	xfunding: cancel open orders before closing the futures position	2023-03-29 22:54:54 +08:00
c9s	0c9e0649c6	xfunding: use b.MaxWithdrawAmount instead of b.Available	2023-03-29 22:49:34 +08:00
c9s	321425709a	binance: use requestgen api to query futures balances	2023-03-29 22:45:40 +08:00
c9s	86c5ba603e	binanceapi: add get futures balance api	2023-03-29 22:25:54 +08:00
c9s	866443d89f	xfunding: only do transfer when the available balance is not zero	2023-03-29 21:48:10 +08:00
c9s	d0566e23ec	xfunding: log submit failed orders	2023-03-29 21:46:15 +08:00
c9s	1383eb0401	xfunding: resetTransfer should also reset the transfer stats	2023-03-29 21:44:48 +08:00
c9s	117b5198ec	xfunding: introduce resetTransfer method to reset the futures transfer	2023-03-29 21:43:36 +08:00
c9s	a2fdc99741	xfunding: notify position ready	2023-03-29 21:40:18 +08:00
c9s	bc6ee59add	xfunding: refactor transferOut with trade quantity	2023-03-29 21:40:18 +08:00
c9s	088a36a169	xfunding: refactor transferIn	2023-03-29 21:40:18 +08:00
c9s	ce0b73b6e4	xfunding: calculate max minQuantity from spot market and future market	2023-03-29 21:40:18 +08:00
c9s	16cb68ac3e	xfunding: change dust quantity info log to warn log	2023-03-29 21:40:18 +08:00
c9s	0f88309d9e	xfunding: add notifications	2023-03-29 21:40:18 +08:00
c9s	eeda500a90	xfunding: pull out handleAccountUpdate handler	2023-03-29 21:40:17 +08:00
c9s	1e7afbc0c8	xfunding: fix position ready set call	2023-03-29 21:40:16 +08:00
c9s	6f961556d7	xfunding: add SlackAttachment method support on profit stats	2023-03-29 21:39:36 +08:00
c9s	4d59edc3d1	xfunding: add funding fee slack attachment support	2023-03-29 21:39:36 +08:00
c9s	c437837210	xfunding: improve checkAndRestorePositionRisks	2023-03-29 21:36:29 +08:00
c9s	8257c4ffbe	xfunding: fix ClosePosition call for futures	2023-03-29 18:28:25 +08:00
c9s	38778ff756	bbgo: fix order executor ClosePosition for order executor	2023-03-29 17:46:54 +08:00
c9s	38ba567558	xfunding: fix and call FuturesChangeInitialLeverageRequest	2023-03-29 17:14:29 +08:00
c9s	aa6feed272	binance: add FuturesChangeInitialLeverageRequest api	2023-03-29 17:08:34 +08:00
c9s	18d8d63b02	binance: add and fix multi assets mode	2023-03-29 16:59:15 +08:00
c9s	43c4ecc9da	binance: add MultiAssetsMode related apis	2023-03-29 16:45:25 +08:00
chiahung	81799f2c49	FIX: end batch query if start > end	2023-03-27 16:03:06 +08:00
Yo-An Lin	dc87c79edd	Merge pull request #1132 from c9s/c9s/strategy/funding ... strategy: xfunding: add profit stats and collect funding fee info	2023-03-26 15:11:10 +08:00
c9s	88514e8bd9	xfunding: call syncFundingFeeRecords to sync funding fee records	2023-03-26 15:04:12 +08:00
c9s	cadd3f0795	binanceapi: fix binance futures get income history query	2023-03-26 15:03:39 +08:00
c9s	75cbe10128	binance: call auth on futuresClient2	2023-03-26 15:03:23 +08:00
c9s	4d1f691300	xfunding: add syncFundingFeeRecords method	2023-03-26 14:54:27 +08:00
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	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	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
c9s	f3049de2ba	all: improve logging	2023-03-24 02:09:49 +08:00
c9s	209fb102fa	xfunding: add stringer support on PremiumIndex	2023-03-24 01:57:43 +08:00
c9s	62e6b232ed	xfunding: refactor and refine PositionState checking	2023-03-24 00:52:36 +08:00
c9s	c1fbbbe400	xfunding: move position state to state struct	2023-03-24 00:36:28 +08:00
c9s	108bb5deeb	xfunding: add guard condition for starting and stopping	2023-03-23 22:58:42 +08:00
c9s	e016892a70	xfunding: pull out startClosingPosition, startOpeningPosition method	2023-03-23 22:57:13 +08:00
c9s	3624dd0338	xfunding: implement close position transfer	2023-03-23 22:54:42 +08:00
c9s	aba80398d9	xfunding: add MinHoldingPeriod support	2023-03-23 22:36:35 +08:00
c9s	a933f90cc8	xfunding: log low funding fee	2023-03-23 18:19:30 +08:00
c9s	b5f69e7f45	xfunding: reset stats when direction changed	2023-03-23 18:18:30 +08:00
c9s	7ba7eb8be7	xfunding: implement reduceFuturesPosition	2023-03-23 18:09:16 +08:00
c9s	1b5126c9a1	xfunding: add mutex	2023-03-23 17:36:30 +08:00
c9s	02c28a07cc	types: fix AdjustQuantityByMinNotional by round up the quantity	2023-03-23 17:35:54 +08:00
なるみ	bf9cd78ba4	Merge pull request #1129 from c9s/narumi/fixedmaker/onstart ... strategy: fixedmaker: replenish on start	2023-03-23 17:29:47 +08:00
c9s	c3ca5b75ac	types: add minNotionalSealant to adjust quantity method	2023-03-23 16:47:57 +08:00
narumi	32c617a283	replenish on start	2023-03-23 16:47:48 +08:00
c9s	018e281627	types: add AdjustQuantityByMinNotional to types.Market	2023-03-23 16:14:30 +08:00
c9s	44850e48e8	xfunding: add mutex protection	2023-03-23 14:48:24 +08:00
c9s	8b87a8706b	xfunding: add state for recording TotalBaseTransfer	2023-03-23 14:46:02 +08:00
c9s	b7edc38dc7	xfunding: record pending transfer	2023-03-23 13:14:59 +08:00
c9s	16608619ca	xfunding: fix sync guard	2023-03-23 13:07:59 +08:00
c9s	80c30d15a0	xfunding: correct method names	2023-03-23 13:02:22 +08:00
c9s	20cd73e6ad	xfunding: fix transfer and refactoring more methods	2023-03-23 12:58:10 +08:00
c9s	a838b4991a	bbgo: refactor order executor with max retries	2023-03-23 12:51:52 +08:00
c9s	2a927dc34d	interact: reduce info logs	2023-03-23 09:20:44 +08:00
c9s	161dc7dc64	types: add transfer direction	2023-03-23 09:04:49 +08:00
c9s	487fbf8681	binance: implement TransferFuturesAccountAsset api	2023-03-23 02:42:26 +08:00
c9s	6797069a40	binanceapi: fix payload encode format	2023-03-23 02:42:05 +08:00
c9s	6ca85b175a	xfunding: adjust quote investment according to the fee rate	2023-03-23 00:56:28 +08:00
c9s	6848e11e8a	binance: implement TransferFuturesAsset	2023-03-23 00:55:00 +08:00
c9s	c632e6efac	binance: add binance futures_transfer_request	2023-03-23 00:54:37 +08:00
c9s	6668d683e1	xfunding: adjust quoteInvestment according to the quote balance	2023-03-23 00:40:20 +08:00
c9s	684f6c6e1d	xfunding: document spot trade handler	2023-03-23 00:23:51 +08:00
c9s	928f668fec	xfunding: pull out premium check to detectPremiumIndex	2023-03-22 22:17:37 +08:00
c9s	dc5e0cbcc2	xfunding: solve lint error	2023-03-22 22:15:24 +08:00
c9s	6265ad248e	xfunding: add premium checker	2023-03-22 22:15:01 +08:00
c9s	3c69ccc25a	types: update channel names	2023-03-22 22:04:02 +08:00
c9s	98b0ffa510	all: add more futures channel types	2023-03-22 22:01:59 +08:00
c9s	e607fc19ac	xfunding: check spotSession, futuresSession names	2023-03-22 21:42:44 +08:00
c9s	d6c430a4b4	xfunding: implement CrossSubscribe	2023-03-22 21:42:06 +08:00
c9s	b881aea228	add position action	2023-03-22 21:38:56 +08:00
c9s	e93d13e425	xfunding: implement CrossRun	2023-03-22 21:36:42 +08:00
c9s	12b9775eb3	rename funding to xfunding	2023-03-22 21:17:33 +08:00
c9s	ab52dd6349	funding: filter kline event with types.KLineWith	2023-03-22 21:11:58 +08:00
c9s	88af0a18f9	max: move tradeQueryLimiter to the exchange instance	2023-03-21 16:26:47 +08:00
c9s	fda4e48146	max: move submitOrderLimiter to the exchange wide var	2023-03-21 16:25:16 +08:00
gx578007	aa419e8468	make dnum support negative precision	2023-03-21 11:44:37 +08:00
chiahung	8c337cddec	add test for dnum	2023-03-20 21:18:42 +08:00
gx578007	0e2e8306b4	FEATURE: [grid2] using dnum	2023-03-20 18:00:41 +08:00
chiahung	bc23055536	FEATURE: emit grid error when failed to recover or open grid	2023-03-20 16:27:08 +08:00
Andy Cheng	1f3579e3ec	exits/trailingstop: shouldStop() only works after enough data collected	2023-03-20 15:56:51 +08:00
Andy Cheng	170d41a492	exits/trailingstop: updateHighLowNumber no matter activated or not	2023-03-20 15:47:44 +08:00
narumi	7114016bc9	clamp skew	2023-03-18 23:31:03 +08:00
Andy Cheng	b455ae7742	Merge pull request #1123 from andycheng123/fix/exits ... exits/trailingstop: fix typo	2023-03-17 15:03:51 +08:00
kbearXD	294c09b9e8	Merge pull request #1119 from c9s/feature/grids/recover-from-trades ... FEATURE: make PinOrderMap's key from string to Pin	2023-03-17 10:45:09 +08:00
Andy Cheng	bb8dbb155f	exits/trailingstop: fix typo	2023-03-17 10:43:47 +08:00
chiahung	8182840685	use fixedpoint.Value as key	2023-03-16 21:58:41 +08:00
Andy Cheng	86bce7403b	exits/hhllstop: fix out of index error of klines	2023-03-16 19:44:58 +08:00
Andy Cheng	2e00e58442	exits/hhllstop: add hhllstop to exits	2023-03-16 18:39:27 +08:00
Andy Cheng	eb5479ffdf	exits/hhllstop: hhllstop prototype	2023-03-16 18:35:21 +08:00
Andy Cheng	a8438f8f72	exits/hhllstop: add basic parameters	2023-03-16 18:35:21 +08:00
c9s	0b922a929e	grid2: pull out backoff cancel all to cancelAllOrdersUntilSuccessful	2023-03-16 18:01:56 +08:00
chiahung	feabadeb59	FEATURE: make PinOrderMap's key from string to Pin	2023-03-16 17:34:02 +08:00
なるみ	57e3f46c5c	Merge pull request #1117 from c9s/narumi/fixedmaker/atr ... strategy: fixedmaker: add option to use ATR to adjust spread ratio	2023-03-16 17:11:13 +08:00
narumi	939427c81f	use ATR to adjust spread ratio	2023-03-16 17:03:45 +08:00
chiahung	a5675f72ad	MINOR: use Debug config for debug log	2023-03-16 16:44:16 +08:00
なるみ	52b2ffebd1	Merge pull request #1113 from c9s/narumi/fixedmaker/skew ... strategy: fixedmaker: add skew to adjust bid/ask price	2023-03-16 02:39:02 +08:00
narumi	cf9a2e55bf	add skew to adjust bid/ask price	2023-03-16 02:04:26 +08:00
c9s	2fbe90b1e7	bbgo: fix: pass isolated context to SaveState() call	2023-03-15 22:50:50 +08:00
c9s	2378951c85	bbgo: should get isolation from the ctx when saving state	2023-03-15 22:47:40 +08:00
Yo-An Lin	4ac5a2a9e9	Merge pull request #1115 from c9s/bhwu/fix-correct-price-metrics ... FIX: [grid2] fix correct price metrics	2023-03-15 22:10:17 +08:00
gx578007	74c465d943	FIX: [grid2] fix correct price metrics	2023-03-15 21:40:44 +08:00
chiahung	ffdc242f66	use debugOrders	2023-03-15 21:34:04 +08:00
chiahung	f987c85f17	move info log to debug log	2023-03-15 21:12:59 +08:00
chiahung	e686a26dda	FEATURE: verify the grids before emit filled orders	2023-03-15 20:15:53 +08:00
chiahung	26054e4958	fix on max api level	2023-03-15 18:09:46 +08:00
chiahung	891cac0640	FIX: fix wrong fee currency	2023-03-15 17:29:17 +08:00
narumi	0f9319a2f5	make CreatePositions and CreateProfitStats public	2023-03-15 16:01:13 +08:00
c9s	0882bc4960	bollmaker: log submit order error	2023-03-15 13:26:27 +08:00
c9s	40040ff399	bump version to v1.44.1	2023-03-15 13:22:35 +08:00
なるみ	7d91fd01d8	Merge pull request #1109 from c9s/narumi/rebalance/fix-order-executor-not-found ... fix: rebalance: fix positions and profit stats map	2023-03-15 12:25:19 +08:00
Andy Cheng	0a6c41cfe7	fix/bollmaker: fix s.MinProfitActivationRate condition	2023-03-15 11:06:26 +08:00
Andy Cheng	ca4890425c	fix/bollmaker: MinProfitActivationRate is disabled if it's not set	2023-03-15 10:57:18 +08:00
narumi	0458858de0	fix position and profitstats	2023-03-14 19:27:41 +08:00
chiahung	da48e0fc85	make end_time down to start_time + 3 days if end_time > start_time + 3 days	2023-03-14 18:39:36 +08:00
chiahung	e0b445f1c1	FEATURE: make MAX QueryTrades support start_time, end_time	2023-03-14 16:32:00 +08:00
kbearXD	ee4388406e	Merge pull request #1097 from c9s/feature/grids/recover-from-trades ... FEATURE: get filled orders when bbgo down	2023-03-14 15:15:32 +08:00
chiahung	dce1e4c7d4	rename buildSyncOrderMap to SyncOrderMap	2023-03-14 14:35:15 +08:00
なるみ	cddf3570f2	Merge pull request #1104 from c9s/narumi/rebalance/balance ... fix: rebalance: adjust max amount by balance	2023-03-14 14:06:31 +08:00
chiahung	9da8c39d2c	avoid re-query same order	2023-03-14 13:46:46 +08:00
chiahung	4af8523144	new struct PinOrderMap	2023-03-14 10:47:25 +08:00
chiahung	7af4e3bf8a	FEATURE: get filled orders when bbgo down	2023-03-14 10:47:23 +08:00
c9s	60d7d20ced	grid2: fix newline for the message format	2023-03-14 00:29:13 +08:00
なるみ	add9372eba	use mid price to calculate weight	2023-03-13 15:30:33 +00:00
narumi	0690518dc7	add option to rebalance on start	2023-03-13 22:43:42 +08:00
narumi	640001ffa1	check minimal order quantity	2023-03-13 22:39:22 +08:00
narumi	c9f6995701	fix OrderExecutorMap's SumbitOrders	2023-03-13 22:39:04 +08:00
narumi	0b7f42c382	adjust max amount by balance	2023-03-13 22:39:01 +08:00
c9s	b58dcaba79	bump version to v1.44.0	2023-03-13 22:04:23 +08:00
Yo-An Lin	4b3f00fe79	Merge pull request #1105 from c9s/strategy/grid2/client-order-id-max ... grid2: use newClientOrderID only for max	2023-03-13 21:47:02 +08:00
Yo-An Lin	07ebd83a62	Merge pull request #1052 from andycheng123/improve/linregmaker-minprofit ... Improve/linregmaker minprofit	2023-03-13 21:31:28 +08:00
c9s	35ceda8408	grid2: use newClientOrderID only for max	2023-03-13 21:27:13 +08:00
gx578007	4b540fce88	Merge pull request #1100 from c9s/bhwu/grid2/specify-client-order-id ... FIX: [grid2] specify client order id explicitly	2023-03-13 18:51:27 +08:00
gx578007	83ba32bf2f	mock SubmitOrders by DoAndReturn	2023-03-13 18:43:52 +08:00
kbearXD	57d420fd6c	Merge pull request #1098 from c9s/fix/precision/format-string ... FIX: fix format string float point issue	2023-03-13 16:44:06 +08:00
Andy Cheng	360173ac2b	fix/linregmaker: fix syntax error	2023-03-13 16:35:19 +08:00
Andy Cheng	cb412dc13f	improve/bollmaker: add MinProfitActivationRate	2023-03-13 16:35:19 +08:00
Andy Cheng	5fc459d404	improve/linregmaker: rename MinProfitDisableOn to MinProfitActivationRate	2023-03-13 16:35:19 +08:00
Andy Cheng	6e854f8027	improve/linregmaker: add MinProfitSpread	2023-03-13 16:35:19 +08:00
Andy Cheng	3c14382c3c	improve/linregmaker: fix StandardIndicatorSet initialization problem	2023-03-13 16:35:19 +08:00
Andy Cheng	a607f230d6	improve/linregmaker: more log for can buy sell	2023-03-13 16:35:19 +08:00
Andy Cheng	0ea345a18c	improve/linregmaker: fix balance calculation in backtesting	2023-03-13 16:35:18 +08:00
chiahung	51a52d1c18	comment out negative precision for dnum	2023-03-13 11:28:40 +08:00
narumi	4559a35f31	graceful cancel in rebalance strategy	2023-03-13 00:49:49 +08:00
c9s	b050ae4098	grid2: fix log format	2023-03-11 16:03:13 +08:00
narumi	74656e0e49	fix fixedmaker errors	2023-03-10 18:39:30 +08:00
gx578007	16b30960cc	FIX: [grid2] specify client order id explicitly	2023-03-10 18:29:53 +08:00
chiahung	8c9ed0538f	add more test case	2023-03-10 17:55:55 +08:00
chiahung	291a6f273a	fix test error	2023-03-10 17:32:35 +08:00
Yo-An Lin	31e299baf2	Merge pull request #1101 from c9s/narumi/fixedmaker ... strategy: add fixedmaker	2023-03-10 17:24:01 +08:00
c9s	3eae532e13	grid2: init filledOrderIDMap for tests	2023-03-10 17:11:51 +08:00
c9s	c6609927f2	grid2: fix Warn by using Warnf	2023-03-10 17:00:09 +08:00
narumi	a7cfd488ed	add fixedmaker	2023-03-10 16:41:01 +08:00
gx578007	fd2032b825	FIX: [grid2] avoid handling one orderID twice	2023-03-10 16:16:11 +08:00
chiahung	36f48bc604	FIX: fix format string float point issue	2023-03-10 15:27:50 +08:00
Yo-An Lin	78d65d74d2	Merge pull request #1090 from andycheng123/fix/scale ... fix/scale: fix LinearScale calculation	2023-03-10 14:18:02 +08:00
Andy Cheng	d51a802315	fix/scale: fix typo and add some more tests	2023-03-10 13:51:29 +08:00
c9s	df6e58d654	grid2: replace all openOrders query to queryOpenOrdersUntilSuccessful	2023-03-10 13:11:42 +08:00
c9s	89abbeb2d1	grid2: add context to backoffs	2023-03-10 13:10:14 +08:00
c9s	f093c73457	grid2: add queryOpenOrdersUntilSuccessful func	2023-03-10 13:10:14 +08:00
c9s	64e0a169e9	grid2: add debug option	2023-03-10 13:10:14 +08:00
c9s	ccf567fdab	grid2: add ClearDuplicatedPriceOpenOrders option	2023-03-10 13:10:11 +08:00
chiahung	67001fcbb7	new config 'recoverGridByScanningTrades'	2023-03-09 17:53:13 +08:00
chiahung	4288c82e25	FEATURE: recover grids with open orders by querying trades process and its buildPinOrderMap method	2023-03-09 17:10:44 +08:00
kbearXD	6a6d7a6293	Merge pull request #1095 from c9s/fix/maxapi/query-trades-by-order-id ... FIX: filter wrong order id from self-trade trades	2023-03-09 16:59:33 +08:00
kbearXD	4586f68fdb	Merge pull request #1094 from c9s/fix/maxapi/order-updated-at ... FIX: use updated_at instead of created_at to convert MAX order to typ…	2023-03-09 16:59:18 +08:00
chiahung	ead5486b52	FIX: filter wrong order id from self-trade trades	2023-03-09 16:15:48 +08:00
なるみ	1ebdd37f3f	Merge pull request #1093 from c9s/narumi/rebalance/positions ... strategy: rebalance: add positions and profit stats	2023-03-09 12:07:19 +08:00
gx578007	517a7c6ad7	Merge pull request #1092 from c9s/bhwu/grid2/add-more-metrics ... FEATURE: [grid2] add more metrics and fix metric-related issues	2023-03-09 11:41:57 +08:00
chiahung	d29c3fa05c	FIX: use updated_at instead of created_at to convert MAX order to types.Order	2023-03-09 11:35:48 +08:00
kbearXD	5b4b1e8eca	Merge pull request #1091 from c9s/feature/maxapi/split-self-trade ... FEATURE: split self trades when use MAX RESTful API to query trades	2023-03-09 11:29:19 +08:00
gx578007	045c8de2a6	refactor metric function to be separated in terms of lock	2023-03-09 11:26:02 +08:00
gx578007	5988567d09	FEATURE: [grid2] add more metrics and fix metric-related issues	2023-03-08 23:54:21 +08:00
なるみ	40e2296492	add positions and profit stats	2023-03-08 14:12:42 +00:00
Andy Cheng	f92bcda51d	improve/exit: fix typo	2023-03-08 19:31:47 +08:00
Yo-An Lin	3a6d210052	Merge pull request #1089 from andycheng123/improve/exit	2023-03-08 19:00:53 +08:00
chiahung	f9f6346468	FEATURE: split self trades when use MAX RESTful API to query trades	2023-03-08 17:18:18 +08:00
Andy Cheng	58b2678ae8	improve/exit: use roi.Percentage() instead of roi.Float64()	2023-03-08 17:12:41 +08:00
Andy Cheng	9516340303	fix/scale: update test case	2023-03-08 17:09:58 +08:00
Andy Cheng	9068ed7ae3	fix/scale: fix LinearScale calculation	2023-03-08 16:23:04 +08:00
c9s	c860e45c34	grid2: simplify isCompleteGridOrderBook	2023-03-08 16:02:31 +08:00
Andy Cheng	2970f73542	improve/exit: show symbol in trailing stop triggered message	2023-03-08 15:35:44 +08:00
c9s	a75bc2e590	grid2: add isCompleteGridOrderBook doc comment	2023-03-07 21:42:53 +08:00
c9s	72b6f73cb6	grid2: fix complete grid order book condition	2023-03-07 21:41:16 +08:00
c9s	db119a2218	grid2: update metrics before we re-play orders	2023-03-07 20:01:51 +08:00
c9s	756a3bb43f	grid2: add base round down for buy order	2023-03-07 18:37:45 +08:00
c9s	62eed9605d	grid2: round down quoteQuantity/baseQuantity after the fee reduction	2023-03-07 13:53:14 +08:00
gx578007	b04492a5a7	Merge pull request #1085 from c9s/bhwu/grid2/fix-group-id ... FIX: [grid2] group id should be bound by MaxInt32	2023-03-07 12:01:17 +08:00
gx578007	f8054459c4	FIX: [grid2] group id should be bound by MaxInt32	2023-03-07 11:54:45 +08:00
なるみ	f064f5fbe1	Merge pull request #1080 from c9s/narumi/marketcap/order-type ... strategy: marketcap: add orderType parameter	2023-03-06 21:46:25 +08:00
なるみ	00e022dbdc	fixup! set order type default value in Defaults method	2023-03-06 13:37:03 +00:00
なるみ	cd500e6e73	set order type default value in Defaults method	2023-03-06 12:33:14 +00:00
Yo-An Lin	4e6614e711	Merge pull request #1083 from c9s/fix/maxapi/group-id ... FIX: add group id on submit order API	2023-03-06 17:23:01 +08:00
gx578007	d4912ed3cd	FIX: [grid2] avoid initializing metrics twice	2023-03-06 16:56:40 +08:00
chiahung	83d9977a57	make sure group id is > 0	2023-03-06 16:32:36 +08:00
chiahung	d466a63d22	FIX: add group id on submit order API	2023-03-06 15:58:18 +08:00
c9s	1dd6f9ef3e	grid2: remove order group cancel	2023-03-06 10:38:45 +08:00
Yo-An Lin	958e49deb4	Merge pull request #1082 from c9s/bhwu/add-mutex-to-mem-store ... FIX: add mutex in memory store	2023-03-05 23:22:56 +08:00
c9s	9f29fbd645	grid2: add order group id to the submitOrder forms	2023-03-05 23:21:28 +08:00
c9s	773b055711	grid2: fix length check	2023-03-05 23:20:17 +08:00
gx578007	a5e35b4711	FIX: add mutex in memory store	2023-03-05 22:20:14 +08:00
c9s	dfba758e88	grid2: add one more log	2023-03-05 17:55:04 +08:00
c9s	584fae1a53	grid2: fix recover order filtering	2023-03-05 17:41:05 +08:00