c9s
|
d5fe13272e
|
service: log sync start time
|
2023-11-17 16:57:47 +08:00 |
|
c9s
|
f223703247
|
max: force type check on max.Exchange
|
2023-11-17 16:57:47 +08:00 |
|
chiahung.lin
|
592cdede66
|
FEATURE: use new max v3 api to query closed orders by timestamp
|
2023-11-17 16:21:20 +08:00 |
|
Edwin
|
f46ca57bb2
|
pkg/types: refactor exchange name
|
2023-11-17 16:15:56 +08:00 |
|
Edwin
|
4f224c1c2a
|
*: fix comments
|
2023-11-17 12:24:04 +08:00 |
|
Edwin
|
a074f8c57a
|
pkg/types: support bitget, bybit on exhcange unmrashal
|
2023-11-16 14:00:59 +08:00 |
|
Edwin
|
5eb1ddb49a
|
pkg/exchange: fix out-of-index
|
2023-11-16 13:33:42 +08:00 |
|
Edwin
|
93f8b79b69
|
pkg/exchange: use GTC if time-in-force empty
|
2023-11-16 13:33:17 +08:00 |
|
Edwin
|
6d39c9a5d1
|
pkg/exchange: use the now - 90 days instead of return err if since is 90 days earlier
|
2023-11-15 22:22:55 +08:00 |
|
Edwin
|
687ffe985c
|
pkg/exchange: use time.Time instead of int64 to represent time
|
2023-11-15 22:20:26 +08:00 |
|
Edwin
|
cf527a6f05
|
pkg/exchange: make the CTime and UTime to qualified name
|
2023-11-15 17:16:07 +08:00 |
|
Edwin
|
4f94f7acc0
|
pkg/exchange: implement order trade user stream
|
2023-11-15 17:16:05 +08:00 |
|
narumi
|
fdc4c12ac1
|
add wise rate api
|
2023-11-15 15:50:39 +08:00 |
|
Edwin
|
720fe2e12e
|
pkg/bbgo, pkg/types: add new interface PrivateChannelSymbolSetter
|
2023-11-15 10:47:16 +08:00 |
|
bailantaotao
|
580c6d2030
|
Merge pull request #1417 from c9s/edwin/skip-ping-pong-event
REFACTOR: [stream] skip pong event on emitting raw message
|
2023-11-14 20:49:13 +08:00 |
|
bailantaotao
|
43c50b46a6
|
Merge pull request #1415 from c9s/edwin/bitget/use-v2-tickers
FEATURE: [bitget] use v2 tickers
|
2023-11-14 20:48:52 +08:00 |
|
Edwin
|
562f85af75
|
pkg/exchange: rename v2Client -> v2client
|
2023-11-14 20:42:11 +08:00 |
|
Edwin
|
5808e0184b
|
pkg/types: skip pong event on emitting raw message
|
2023-11-14 20:41:07 +08:00 |
|
bailantaotao
|
8ca8e4c946
|
Merge pull request #1416 from c9s/edwin/bitget/add-restful-api-validator
FEATURE: [bitget] add response validator
|
2023-11-14 20:38:15 +08:00 |
|
Edwin
|
53bce6d5c1
|
pkg/exchange: use v2 query ticker
|
2023-11-14 15:40:45 +08:00 |
|
Edwin
|
737f2fc86d
|
pkg/exchange: add response validator
|
2023-11-14 15:26:07 +08:00 |
|
Edwin
|
5e5b8e1388
|
pkg/exchange: use v2 symbols
|
2023-11-14 14:35:16 +08:00 |
|
Edwin
|
eb04eaeea4
|
pkg/exchange: types.kline end time should -1 time.Millisecond
|
2023-11-14 14:21:31 +08:00 |
|
Edwin
|
755ea5e427
|
pkg/exchange: implement query kline api
|
2023-11-14 14:21:29 +08:00 |
|
bailantaotao
|
784030821e
|
Merge pull request #1406 from c9s/edwin/bitget/add-balance-event
FEATURE: [bitget]add balance event
|
2023-11-14 11:12:41 +08:00 |
|
bailantaotao
|
594ad89c67
|
Merge pull request #1409 from c9s/edwin/bybit/pint-log
CHORE: [bybit] print fee rate log
|
2023-11-13 12:28:55 +08:00 |
|
Edwin
|
ef280077cd
|
pkg/exchange: print fee rate log
|
2023-11-13 11:53:41 +08:00 |
|
c9s
|
6fed3ef5f4
|
Merge pull request #1407 from c9s/feature/environment-config
FEATURE: add environment config for disabling some klines defaults
|
2023-11-11 13:18:38 +08:00 |
|
c9s
|
38507f4dd1
|
bitget: add channel api code
|
2023-11-11 07:59:44 +08:00 |
|
c9s
|
b28b5e4097
|
bbgo: add environment config for disabling some klines defaults
|
2023-11-11 07:42:29 +08:00 |
|
Edwin
|
f49b14ac45
|
pkg/exchange: add balance event
|
2023-11-10 22:35:39 +08:00 |
|
Edwin
|
6c96d12d99
|
pkg/exchange: add login method
|
2023-11-10 21:56:18 +08:00 |
|
Edwin
|
639947c8b7
|
pkg/exchange: support cancel order
|
2023-11-10 16:41:42 +08:00 |
|
Edwin
|
a26b158230
|
pkg/exchange: support query trades
|
2023-11-10 16:31:15 +08:00 |
|
bailantaotao
|
58a810ecc9
|
Merge pull request #1399 from c9s/edwin/bitget/submit-orders
FEATURE: [bitget] support submit order
|
2023-11-10 16:02:59 +08:00 |
|
Edwin
|
cb5e305fed
|
pkg/exchange: support submit order
|
2023-11-10 15:47:44 +08:00 |
|
chiahung
|
c8c9659dd1
|
use PricePrecision for quote round up
|
2023-11-09 17:17:59 +08:00 |
|
chiahung
|
80ea46ca92
|
FEATURE: use rest quote to place the last order when opening grid
|
2023-11-09 16:20:11 +08:00 |
|
c9s
|
31fb96c171
|
bump version to v1.53.0
|
2023-11-09 12:56:18 +08:00 |
|
c9s
|
3563c0b986
|
liquiditymaker: filterAskOrders by base balance
|
2023-11-09 11:56:07 +08:00 |
|
c9s
|
cc5c033af7
|
liquiditymaker: use order generator
|
2023-11-09 11:56:07 +08:00 |
|
c9s
|
533907894e
|
liquiditymaker: implement order generator
|
2023-11-09 11:56:07 +08:00 |
|
c9s
|
dda2cfb73d
|
liquiditymaker: first commit
|
2023-11-09 11:56:07 +08:00 |
|
c9s
|
d2dab58193
|
scmaker: clean up scmaker risk control
|
2023-11-09 11:56:07 +08:00 |
|
c9s
|
2c842e54e8
|
scmaker: fix scmaker stream book binding
|
2023-11-09 11:56:07 +08:00 |
|
c9s
|
610de4c10c
|
Merge pull request #1403 from c9s/edwin/upgrade-requestgen
|
2023-11-09 11:11:34 +08:00 |
|
Edwin
|
3978fca27d
|
pkg/exchange: support query closed orders
|
2023-11-09 09:26:59 +08:00 |
|
bailantaotao
|
e70c04cb65
|
Merge pull request #1392 from c9s/edwin/bitget/QueryOpenOrders
FEATURE: [bitget] add query open orders
|
2023-11-09 09:11:32 +08:00 |
|
Edwin
|
2c072281d7
|
pkg/exchange: add assertion for api response
|
2023-11-08 22:43:01 +08:00 |
|
Edwin
|
2d650cd1d9
|
pkg/exchange: add defensive program to ensure the order length is expected
|
2023-11-08 22:08:21 +08:00 |
|
kbearXD
|
20dccc05f9
|
Merge pull request #1396 from c9s/chiahung/grid2/persistence-ttl
FEATURE: add ttl for position/grid2.profit_stats persistence
|
2023-11-08 13:50:29 +08:00 |
|
chiahung
|
52d4f50c88
|
remove sync every ticker
|
2023-11-08 11:15:06 +08:00 |
|
kbearXD
|
8a6a26239d
|
Merge pull request #1395 from c9s/chiahung/grid2/fix-sync-before
FIX: fix skip syncing active order
|
2023-11-08 11:05:36 +08:00 |
|
Edwin
|
b41f4712d7
|
pkg/exchange: add fee recover
|
2023-11-07 17:17:38 +08:00 |
|
chiahung
|
4a40c8bea2
|
refactor
|
2023-11-07 17:00:29 +08:00 |
|
chiahung
|
e6fc006747
|
recoverC back to size 1
|
2023-11-07 15:21:48 +08:00 |
|
Edwin
|
2049e71cf6
|
pkg/exchange: rm the retry
|
2023-11-07 14:53:00 +08:00 |
|
chiahung
|
df2fd170db
|
return bool to let syncActiveOrderBook really sync or skip
|
2023-11-07 14:39:29 +08:00 |
|
chiahung
|
7de49155eb
|
fix
|
2023-11-07 13:30:58 +08:00 |
|
chiahung
|
c8becbe4f5
|
bbgo.sync when syncActiveOrders
|
2023-11-07 10:56:19 +08:00 |
|
Edwin
|
f595cc9cc0
|
pkg/exchange: add query open orders
|
2023-11-06 23:40:22 +08:00 |
|
Edwin
|
82ac8f184f
|
pkg/exchange: to periodically fetch the fee rate
|
2023-11-06 22:17:29 +08:00 |
|
chiahung
|
dcff850c64
|
FEATURE: add ttl for position/grid2.profit_stats persistence
|
2023-11-06 18:52:01 +08:00 |
|
chiahung
|
358aef770f
|
FIX: fix skip syncing active order
|
2023-11-06 17:13:16 +08:00 |
|
c9s
|
e614741a48
|
grid2: add another test case for 0 baseGridNum
|
2023-11-04 12:56:11 +08:00 |
|
c9s
|
6cce5a2268
|
grid2: respect s.BaseGridNum and add a failing test case
|
2023-11-04 12:56:11 +08:00 |
|
narumi
|
ffea4901ed
|
fix buy quantity
|
2023-11-03 15:07:24 +08:00 |
|
bailantaotao
|
d758efc9ff
|
Merge pull request #1380 from bailantaotao/edwin/bitget/add-kline
FEATURE: [bitget] support kline subscription on stream
|
2023-11-01 19:32:14 +08:00 |
|
bailantaotao
|
d42b227b9c
|
Merge pull request #1385 from c9s/edwin/bitget/add-tickers-api
FEATURE: [bitget] add query tickers api
|
2023-11-01 19:31:55 +08:00 |
|
YC
|
8e76804b0c
|
Merge pull request #1376 from c9s/feature/query-trades-pagination
FEATURE: query trades from db page by page
|
2023-11-01 17:07:52 +08:00 |
|
c9s
|
2ffc617dac
|
Merge pull request #1386 from c9s/c9s/refactor-wall-strategy
REFACTOR: [wall] refactor wall strategy with common.Strategy
|
2023-11-01 17:06:17 +08:00 |
|
c9s
|
9dc57f01cd
|
wall: refactor wall strategy with common.Strategy
|
2023-11-01 16:57:07 +08:00 |
|
Edwin
|
00d4805321
|
pkg/exchange: add query tickers api
|
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
|
2023-11-01 15:46:01 +08:00 |
|
c9s
|
a8ddf9a8d5
|
Merge pull request #1384 from c9s/c9s/backtest-minor-improvements
CHORE: minor improvements on backtest cmd
|
2023-11-01 15:35:07 +08:00 |
|
c9s
|
7a48d001a2
|
backtest: return closed kline channel when empty symbol is given
|
2023-11-01 15:23:27 +08:00 |
|
c9s
|
470eb7dc09
|
cmd: skip reports for session has no trade
|
2023-11-01 15:22:53 +08:00 |
|
なるみ
|
98b4bd2317
|
Merge pull request #1377 from c9s/narumi/rebalance/refactor
REFACTOR: [rebalance] submit one order at a time
|
2023-11-01 14:01:32 +08:00 |
|
Edwin
|
2cea089404
|
pkg/exchange: add rate limiter for query ticker, account
|
2023-11-01 13:20:46 +08:00 |
|
Edwin
|
102b662f7c
|
pkg/exchange: support kline subscription on stream
|
2023-11-01 11:56:58 +08:00 |
|
Edwin
|
4bc177f21b
|
pkg/exchange: refactor get symbol api
|
2023-10-31 14:48:40 +08:00 |
|
Yu-Cheng
|
1d2e46eca8
|
trade: query trades from db paginately
|
2023-10-31 14:20:20 +08:00 |
|
narumi
|
7c19bb9e20
|
submit one order at a time
|
2023-10-31 13:53:12 +08:00 |
|
chiahung
|
d33240ec83
|
rename and simplify import
|
2023-10-30 17:17:36 +08:00 |
|
chiahung
|
671772a767
|
FIX: retry to get open orders only for 5 times and do not sync orders updated in 3 min
|
2023-10-30 16:28:34 +08:00 |
|
kbearXD
|
be4c69c365
|
Merge pull request #1368 from c9s/feature/grid2/merge-recover
FEATURE: merge grid recover and active orders recover logic
|
2023-10-30 16:11:23 +08:00 |
|
c9s
|
dcd837f0f9
|
Merge pull request #1372 from bailantaotao/edwin/fix-precision
FIX: [bybit][kucoin] fix negative volume, price precision
|
2023-10-28 08:09:51 +08:00 |
|
なるみ
|
db1de0efb8
|
Merge pull request #1373 from c9s/narumi/xalign/max-amounts
FEATURE: [xalign] adjust quantity by max amount
|
2023-10-27 18:00:08 +08:00 |
|
Edwin
|
39c3d23da3
|
pkg/exchange: support ping/pong
|
2023-10-27 16:45:41 +08:00 |
|
Edwin
|
d07b766939
|
pkg/exchange: Use the same conn to avoid concurrent write issues.
|
2023-10-27 16:03:03 +08:00 |
|
Edwin
|
ba7e26c800
|
pkg/exchange: use NumFractionalDigits instead of math.Log10(Float64) due to precision problem
|
2023-10-27 15:28:35 +08:00 |
|
narumi
|
e8c9801535
|
adjust quantity by max amount
|
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
|
2023-10-26 14:55:33 +08:00 |
|
kbearXD
|
c4f1af00d7
|
Merge pull request #1361 from c9s/feature/grid2/recover-preparation-function
FEATURE: prepare query trades funtion for new recover
|
2023-10-26 13:59:33 +08:00 |
|
bailantaotao
|
8ddb31b339
|
Merge pull request #1365 from bailantaotao/edwin/make-jump-to-option-2
FEATURE: [batch] add jumpIfEmpty opts to closed order batch query
|
2023-10-26 11:22:29 +08:00 |
|
Edwin
|
55d444d86a
|
pkg/exchange: add jumpIfEmpty opts to closed order batch query
|
2023-10-26 09:31:25 +08:00 |
|
bailantaotao
|
d762366a83
|
Merge pull request #1364 from bailantaotao/edwin/make-jump-to-option
FEATURE: [batch] add a jumpIfEmpty to batch trade option
|
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
|
2023-10-25 13:34:11 +08:00 |
|
c9s
|
4b9d52004f
|
Merge pull request #1355 from c9s/refactor/grid2/rename-and-move
REFACTOR: rename file and variable
|
2023-10-25 07:36:22 +08:00 |
|
narumi
|
3e5869cab3
|
remove zero padding from RMA
|
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
|
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
|
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
|
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
|
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
|
2023-10-20 13:36:07 +08:00 |
|
Edwin
|
51d86ca059
|
pkg/exchange, types: support book stream on bitget
|
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
|
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
|
98b294424a
|
Merge pull request #1341 from c9s/narumi/random/amount
REFACTOR: [random] remove adjustQuantity from config
|
2023-10-17 17:19:53 +08:00 |
|
chiahung
|
ccb7308263
|
fix
|
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
|
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 |
|
c9s
|
dfa3f7d4c4
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indicator: make right window optional
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2023-10-16 12:40:44 +08:00 |
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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 |
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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 |
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c9s
|
a0a7b0ffdc
|
grid2: set max retries
|
2023-10-11 17:33:07 +08:00 |
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