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7,493 Commits 60 Branches 138 Tags 189 MiB
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Commit Graph

5457 Commits

Author SHA1 Message Date
c9s
b711e1e439
Merge pull request #1275 from c9s/c9s/strategy-deposit2transfer 
FEATURE: [strategy] add deposit2transfer tool
 2023-08-08 15:13:06 +08:00
Edwin
b27395f6f4 pkg/exchange: avoiding GC panic caused by a rapid creation/removal slice of pointers 2023-08-08 14:11:19 +08:00
c9s
25298720d0
max: implement TransferMarginAccountAsset on max 2023-08-08 13:16:11 +08:00
c9s
5460ebdbf4
max: add margin transfer request 2023-08-08 12:49:05 +08:00
c9s
ece8cacd9e
deposit2transfer: use watchingDeposits instead of just deposits 2023-08-08 12:38:59 +08:00
c9s
4a28843a0a
deposit2transfer: fix mutex lock 2023-08-08 12:38:23 +08:00
c9s
073c4562fd
deposit2transfer: refactor deposit check and add more logs 2023-08-08 12:23:17 +08:00
c9s
29727c12be
add deposit2transfer config 2023-08-08 12:14:14 +08:00
c9s
423cb27288
deposit2transfer: add more log messages 2023-08-08 12:08:14 +08:00
c9s
241ce657c3
binance: remove isMargin check 2023-08-08 12:01:30 +08:00
c9s
c7845477b4
deposit2transfer: remove binance spot struct field 2023-08-08 11:58:36 +08:00
c9s
33b3d0ff57
types: use consistent receiver for MarginSettings 2023-08-08 11:48:06 +08:00
Edwin
f664ef2262 pkg/exchange: add order event 2023-08-08 11:42:02 +08:00
bailantaotao
5349e5afbe
Merge pull request #1274 from bailantaotao/edwin/add-account-info 
FEATURE: [bybit] add balance snapshot event
 2023-08-08 11:41:02 +08:00
c9s
c55a6a46af
deposit2transfer: check confirmation for deposits 2023-08-08 11:20:17 +08:00
c9s
4c4b9db47a
types,binance: add confirmation and unlockConfirm fields to Deposit 2023-08-08 11:20:17 +08:00
c9s
5f40dfa462
deposit2transfer: scan deposit history 2023-08-08 11:20:17 +08:00
c9s
9248f8ac24
binance: define DepositStatus for binance 2023-08-08 11:20:17 +08:00
c9s
9346e7d1f6
binance: replace emptyTime with IsZero 2023-08-08 11:20:17 +08:00
c9s
0118f33bfc
binance: finalize TransferMarginAccountAsset method 2023-08-08 11:20:17 +08:00
c9s
8b1cefc699
binance: integerate isolated margin / cross margin transfer 2023-08-08 11:20:17 +08:00
c9s
92691eda24
binanceapi: add margin transfer api 2023-08-08 11:20:17 +08:00
c9s
0c6b68c4f6
add deposit2transfer strategy 2023-08-08 11:20:17 +08:00
c9s
85201d0b57
Merge pull request #1271 from c9s/c9s/strategy-convert 
REFACTOR: apply market.GreaterThanMinimalOrderQuantity on both convert and xalign
 2023-08-08 11:14:08 +08:00
Edwin
8b68354d89 pkg/exchange: add balance snapshot event 2023-08-08 10:04:25 +08:00
Edwin
3e4e46de20 pkg/exchange: to de-pointer the value in WsOpEvent and fix test assertion 2023-08-07 15:59:50 +08:00
Edwin
84fa19afee pkg/exchange: add auth function for ws 2023-08-07 14:58:20 +08:00
bailantaotao
a8697abf93
Merge pull request #1268 from bailantaotao/edwin/stream-query-book 
FEATURE: [bybit] implement order book streaming
 2023-08-07 11:29:10 +08:00
c9s
c3cce05bdd
xalign: apply market.GreaterThanMinimalOrderQuantity on xalign 2023-08-05 16:49:25 +08:00
c9s
8b6a8aeb7b
convert: move moq check/adjustment to types.Market 2023-08-05 16:39:03 +08:00
c9s
ce8063654d
tradingutil: add test on CollectTradeFee 2023-08-05 16:38:46 +08:00
c9s
616e9397d4
Merge pull request #1270 from c9s/c9s/strategy-convert 
FEATURE: [strategy] Add convert strategy
 2023-08-05 02:46:56 +08:00
c9s
4d293121d7
convert: fix pending quantity collector with trade query 2023-08-05 02:37:53 +08:00
c9s
bc8fe22e70
convert: fix collectPendingQuantity and use graceful order cancel 2023-08-05 02:15:16 +08:00
c9s
430b22f5e9
cmd: register convert strategy 2023-08-05 02:00:22 +08:00
c9s
951672fc82
improve cancelOrders method 2023-08-05 02:00:07 +08:00
c9s
eaaab914e0
refactor order executor accessors 2023-08-05 01:59:52 +08:00
c9s
c605761c4f
add tradingutil package 2023-08-05 01:59:36 +08:00
c9s
348c8a61e4
add convert strategy 2023-08-05 01:59:20 +08:00
c9s
7d4d2f3e41
types: add truncate quote quantity method 2023-08-05 01:59:04 +08:00
c9s
7060fd4ecb
bbgo: add simple order executor 2023-08-04 18:02:24 +08:00
Edwin
a6047f629d pkg/exchange: implement bybit stream ping 2023-08-04 18:00:50 +08:00
Andy Cheng
1130417401
fix/supertrend: use strconv instead of fmt 2023-08-04 11:07:20 +08:00
Edwin
e1bae5dba0 pkg/exchange: implement bybit stream ping 2023-08-02 17:55:20 +08:00
Edwin
5064615df8 pkg/exchange: add custom heart beat func to StandardStream 2023-08-02 17:47:18 +08:00
c9s
e61db95bd8
types: exit ping worker when error is happened 2023-08-02 14:07:35 +08:00
c9s
d4abc16959
bump version to v1.51.1 2023-08-02 11:04:51 +08:00
c9s
2af45f73b6
compile and update migration package 2023-08-02 11:04:51 +08:00
c9s
71d86aa483
core: add trade to the trade store when order is not matched 2023-08-02 00:41:58 +08:00
c9s
7adc786c8a
Merge pull request #1259 from c9s/c9s/fix-trade-deadlock 
FIX: core: fix trade collector dead lock
 2023-08-01 22:41:10 +08:00
c9s
c0e315fafe
core: fix trade collector dead lock 2023-08-01 22:22:18 +08:00
c9s
5bb2a50f21
fix lint issues 2023-08-01 20:17:20 +08:00
c9s
f095a1ab71
core: fix trade collector dead lock 2023-08-01 20:11:33 +08:00
bailantaotao
ae61e10c6a
Merge pull request #1255 from bailantaotao/edwin/query-trades 
FEATURE: [bybit] add query trade api
 2023-08-01 18:02:29 +08:00
Edwin
4363f0ae7b pkg/exchange: add query trade api 2023-08-01 16:31:49 +08:00
c9s
cfd5884350
Merge remote-tracking branch 'origin/v1.50' 2023-08-01 13:23:04 +08:00
c9s
54e0e1024c
Merge pull request #1254 from c9s/v1.50 
merge back v1.50 into main
 2023-07-31 20:24:00 +08:00
c9s
4560b47556
grid2: only for positive non-zero fee 2023-07-31 18:12:28 +08:00
c9s
43b8e7870d
grid2: ignore discounted trades 2023-07-31 18:06:20 +08:00
c9s
f2109afa0e
add last 30 days to loose date support 2023-07-31 17:54:49 +08:00
Alan.sung
b0ccc7e51b use &PublicDataService{} to create it as a pointer object and rename ser to srv 2023-07-31 11:00:38 +09:00
Edwin
86c643b513 pkx/exchange: fix batch query trade missing time range 2023-07-28 22:54:48 +08:00
c9s
4eefe72cb6
service: fix db reflection 2023-07-28 14:41:36 +08:00
bailantaotao
7eb6e402ca
Merge pull request #1252 from bailantaotao/edwin/query-closed-order 
FEATURE: [bybit] query closed order
 2023-07-28 14:40:38 +08:00
Edwin
d2ad504579 pkg/exchange: add QueryClosedOrders 2023-07-28 10:15:08 +08:00
Edwin
f25ab567eb pkg/exhcange: return err on max queryClosedOrdersByLastOrderID 2023-07-27 18:35:58 +08:00
Edwin
1760a5b8d6 pkg/exchange: try to parse order id to integer 2023-07-27 18:09:43 +08:00
Edwin
d8b8e7f2ac pkg/exchange: rename OpenOrders to Orders 2023-07-27 17:35:33 +08:00
c9s
b02ac837ea
max: handle SelfTradeBidFeeDiscounted 2023-07-27 16:28:54 +08:00
Edwin
574d7c0c74 pkg/exchange: rm redundant prefix 2023-07-27 10:31:24 +08:00
Edwin
5105046053 pkg/exchange: support cancel order 2023-07-26 22:24:20 +08:00
Edwin
151e8d2acf pkg/exchange: support place order for bybit 2023-07-26 21:44:49 +08:00
bailantaotao
3fd66199d7
Merge pull request #1248 from bailantaotao/edwin/add-query-open-orders 
pkg/exchange: add QueryOpenOrders API for bybit
 2023-07-26 15:12:37 +08:00
c9s
cddb7874ce
maxapi: set user agent 2023-07-26 14:35:33 +08:00
Edwin
6d4deb54cc pkg/exchange: add QueryOpenOrders API for bybit 2023-07-26 14:18:02 +08:00
bailantaotao
ff78637c8f
Merge pull request #1244 from bailantaotao/edwin/add-ticker 
FEATURE: support QueryTickers API on bybit
 2023-07-25 20:35:56 +08:00
c9s
1d24af13a8
core: document order store options 2023-07-25 17:50:48 +08:00
Edwin
b71030c5db pkg: return err if rate limit err 2023-07-25 15:09:57 +08:00
Edwin
ef8d1c7046 pkg/exchange: support QueryTickers API on bybit 2023-07-25 15:02:38 +08:00
c9s
fcca3f6432
types: add fee discounted field to the global trade struct 2023-07-25 14:57:10 +08:00
c9s
4de82ccdff
max: use types.MillisecondTimestamp for UpdateTime field 2023-07-25 13:37:31 +08:00
c9s
f5feb72355
max: add fee_discounted to Trade struct for RESTful api 2023-07-25 13:35:08 +08:00
c9s
e41ad75776
add httptesting pkg 2023-07-25 11:32:53 +08:00
c9s
8a3c89ba91
autoborrow: fix marginAsset.Low calculation 2023-07-25 00:27:43 +08:00
c9s
6691229809
fixedpoint: fix default fixedpoint conversion 2023-07-25 00:18:36 +08:00
c9s
4cb9ff569a
autoborrow: improve available balance checking 2023-07-25 00:16:05 +08:00
c9s
b7c9ef7983
types: add NotZero() method to filter non-zero balances 2023-07-25 00:11:08 +08:00
c9s
bfb1165304
autoborrow: fix debt checking condition 2023-07-24 23:01:22 +08:00
c9s
a2a062e95b
autoborrow: use debt instead of using b.Borrowed 2023-07-24 22:57:02 +08:00
bailantaotao
157de4b2ee
Merge pull request #1243 from bailantaotao/edwin/add-query-markets 
FEATURE: pkg/exchange: add query market to bybit exchange
 2023-07-24 21:52:31 +08:00
Edwin
3c32acc3ed pkg/exchange: add query market to bybit 2023-07-24 20:18:44 +08:00
c9s
a5a9512ef1
autoborrow: check available 2023-07-24 18:23:09 +08:00
c9s
f014213c85
autoborrow: log balances 2023-07-24 18:13:53 +08:00
c9s
106e98afaa
autoborrow: add more logs 2023-07-24 18:05:32 +08:00
c9s
8d8852ec00
bump version to v1.51.0 2023-07-24 17:03:52 +08:00
c9s
afc5dbb951
Merge remote-tracking branch 'origin/v1.50' 2023-07-24 17:02:08 +08:00
c9s
c42ad19955
Merge pull request #1241 from c9s/c9s/max-add-fee-discounted-field 
FEATURE: [max] add fee discounted field support
 2023-07-24 16:58:40 +08:00
c9s
c114477340
Merge pull request #1242 from c9s/c9s/fix-max-withdrawal-api 
FIX: [max] fix MAX withdrawal address parameter name
 2023-07-24 16:58:21 +08:00
bailantaotao
06a741e615
Merge pull request #1237 from bailantaotao/edwin/add-new-exchange-account-api 
FEATURE: add new exchange Bybit GetAccountInfo/GetInstrumentsInfo api
 2023-07-24 16:58:12 +08:00
Edwin
ac5e2cf712 pkg, types: add bybit to factor and update readme 2023-07-24 15:51:44 +08:00