5845 Commits

Author	SHA1	Message	Date
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
Edwin	b45fdea99a	pkg/exchange: add get account info and instruments info api for bybit	2023-07-24 15:51:41 +08:00
c9s	16c62bbcba	maxapi: fix max withdrawal api	2023-07-24 15:28:11 +08:00
c9s	9c20215f41	max: use fixedpoint.Value for field parsing	2023-07-24 15:00:03 +08:00
c9s	5f2ead4ffd	maxapi: parse fd field and optimize trade snapshot parsing	2023-07-24 14:57:50 +08:00
c9s	3bd821261f	tri: fix lint issue	2023-07-22 18:06:53 +08:00
c9s	2abd84aec9	core: pull out RecoverTrade method	2023-07-22 17:57:02 +08:00
c9s	fad8642a59	xmaker: fix message	2023-07-22 17:34:09 +08:00
c9s	c13a5cdf6e	core: add recover logs for the recovered trade count	2023-07-22 17:32:24 +08:00
c9s	70439f3fd9	xmaker: add tradeScanOverlapBufferPeriod time	2023-07-22 17:30:24 +08:00
c9s	941067670e	xmaker: pull out trade recover go routine	2023-07-22 17:29:16 +08:00
c9s	df1067d309	grid2: simplify removeDuplicatedPins	2023-07-22 11:45:30 +08:00
c9s	461735e043	grid2: add remove duplicated pins and pull out filter price prec func	2023-07-22 11:36:04 +08:00
c9s	b250bf94bc	rsicross: add more conditions to rsicross	2023-07-22 11:23:09 +08:00
Alan.sung	cba5663fac	add unit test for okex exchange	2023-07-21 17:05:19 +08:00
c9s	a45c241b9b	types: turn off network error log	2023-07-20 17:05:53 +08:00
c9s	a3c16a4117	bbgo: use backoff for graceful cancel	2023-07-20 12:45:23 +08:00
c9s	f1a105cc06	fix iterate test	2023-07-20 12:45:23 +08:00
c9s	1dae711d33	fix trade collector race condition and infinite iterate	2023-07-20 12:45:23 +08:00
c9s	93d10eba5a	autoborrow: improve logging details	2023-07-19 16:58:51 +08:00
gx578007	bded2edaf2	FIX: [grid2] fix upper pin	2023-07-18 16:07:55 +08:00
gx578007	d99aa1f013	FIX: [grid2] fix upper pin	2023-07-18 15:54:23 +08:00
Andy Cheng	e37edb3056	Merge pull request #1198 from andycheng123/feature/profit-tracker ... FEATURE: add ProfitStatsTracker	2023-07-18 11:40:26 +08:00
c9s	8f62665cfd	autoborrow: add another skip log	2023-07-18 11:08:34 +08:00
c9s	e6958f44f0	autoborrow: fix log message	2023-07-18 11:04:43 +08:00
c9s	a0145934ec	autoborrow: show min debt ratio in the message	2023-07-18 11:04:03 +08:00
c9s	3144b640ee	autoborrow: update account after repaying the debts	2023-07-18 11:01:21 +08:00
Andy Cheng	1773c8d155	fix/linregmaker: use float64() to output parameters	2023-07-18 11:00:02 +08:00
Andy Cheng	b9734bca0c	fix/linregmaker: missing line	2023-07-18 10:56:42 +08:00
c9s	84ec320601	autoborrow: show debt and total for debt ratio	2023-07-18 10:54:39 +08:00
c9s	844bd8be87	bitget: add account transfers request	2023-07-17 16:38:42 +08:00
Andy Cheng	192d958adc	improve/linregmaker: use strconv	2023-07-17 12:22:09 +08:00
Andy Cheng	08d8519e67	improve/profitStatsTracker: use SMA instead of SMA2	2023-07-17 12:10:48 +08:00
Andy Cheng	e5254e6446	improve/linregmaker: add profit report	2023-07-17 11:45:37 +08:00
Andy Cheng	bc4eae5e39	improve/supertrend: Switch of outputting patameters in profit report	2023-07-17 11:19:10 +08:00
c9s	f8051b3f2b	autoborrow: fix margin warning format	2023-07-14 13:22:42 +08:00
c9s	a9d0242a9d	strategy/autoborrow: add margin level alert	2023-07-14 13:19:54 +08:00
c9s	b9616a0805	add TradeCollector.Process() log message	2023-07-12 17:16:46 +08:00
c9s	885c58f77e	core/tradecollector: reduce critical section	2023-07-12 16:47:51 +08:00
c9s	baf431d7b6	riskcontrol: log on release position order	2023-07-12 16:17:22 +08:00
c9s	d6ade1f2fd	autoborrow: use context timeout handling	2023-07-12 15:07:51 +08:00
c9s	7781d5c70f	autoborrow: few improvements: ... - return debt once and update the account - add alert slack mentions	2023-07-12 15:01:15 +08:00
c9s	c54031b0e8	Merge pull request #1229 from c9s/c9s/indicator-cci-v2	2023-07-11 14:14:17 +08:00
c9s	b1c1caa6af	tri: load test data from static file	2023-07-11 14:07:07 +08:00
c9s	ce481ba52d	rewrite cci indicator in v2 indicator	2023-07-11 14:07:07 +08:00
Andy Cheng	e161deba25	improve/profitStatsTracker: use SMA v2	2023-07-11 11:13:13 +08:00
Andy Cheng	6e54972304	improve/profitStatsTracker: use CsvFormatter interface	2023-07-11 10:48:29 +08:00
Andy Cheng	1a90cd0322	improve/profitStatsTracker: rename InitOld() to InitLegacy()	2023-07-11 10:48:29 +08:00
Andy Cheng	928a77cb8b	improve/profitStatsTracker: use strconv instead of Sprintf()	2023-07-11 10:48:29 +08:00
Andy Cheng	2a80d708af	ref/profitStatsTracker: TradeCollector is move to core pkg	2023-07-11 10:48:29 +08:00
Andy Cheng	4c1639cf00	fix/profitStatsTracker: market is initiated after strategy Subscribe()	2023-07-11 10:48:28 +08:00
Andy Cheng	2ccce12cbf	improve/profitStatsTracker: temporarily remove lines relate to time in profit stats	2023-07-11 10:48:28 +08:00
Andy Cheng	ae7ae27d82	improve/profitStatsTracker: rename ProfitTracker to ProfitStatsTracker	2023-07-11 10:48:28 +08:00
Andy Cheng	bcbb27de79	improve/profitTracker: subscribe kline in strategy Subscribe()	2023-07-11 10:48:28 +08:00
Andy Cheng	80170e0397	improve/profitTracker: do not bind in order executor	2023-07-11 10:48:28 +08:00
Andy Cheng	5513330816	feature/profitTracker: fix bugs	2023-07-11 10:48:28 +08:00
Andy Cheng	027acfe3b5	feature/profitTracker: integrate profit report with profit tracker	2023-07-11 10:48:28 +08:00
Andy Cheng	a197352c6e	feature/profitTracker: use profitTracker in Supertrend strategy	2023-07-11 10:48:28 +08:00
Andy Cheng	57cdbb1d77	feature/profitTracker: add AddTrade()	2023-07-11 10:48:28 +08:00
Andy Cheng	d5e194ca80	feature/profitTracker: prototype	2023-07-11 10:48:27 +08:00
c9s	ee9a3269b6	indicator/v2: add SMA example	2023-07-11 10:31:20 +08:00
c9s	66dd5507d1	rename SMA2 to just SMA	2023-07-11 10:31:20 +08:00
c9s	1da94f55e9	Merge pull request #1226 from c9s/c9s/base-strategy ... REFACTOR: pull out base strategy struct	2023-07-10 17:50:12 +08:00
c9s	630b0d476d	scmaker: use dot import to use v2 indicator DSL	2023-07-10 17:17:46 +08:00
c9s	5853434aec	all: move v2 indicator to indicator/v2	2023-07-10 17:17:46 +08:00
c9s	f71fcdee23	Merge pull request #1225 from c9s/c9s/nested-persistence ... FEATURE: support nested persistence	2023-07-10 15:29:24 +08:00
c9s	3293866a6c	common: pull out RiskController	2023-07-10 15:27:36 +08:00
c9s	3b6cff8dc7	strategy: move risk control to common.Strategy	2023-07-10 15:24:07 +08:00
c9s	14664188a0	Merge pull request #1224 from c9s/c9s/google-spreadsheet ... FEATURE: add google spreadsheet service support	2023-07-10 11:10:49 +08:00
c9s	12bb22ae87	rsicross: remove unused funcs	2023-07-09 21:24:56 +08:00
c9s	5c88abe72f	add rsicross strategy	2023-07-09 21:23:42 +08:00
c9s	7c2de46273	pkg: rename base -> common	2023-07-09 19:55:36 +08:00
c9s	c9c058e717	base: simplify naming	2023-07-09 16:04:27 +08:00
c9s	62d394d183	all: moving common strategy functionality to strategy/base	2023-07-09 15:48:07 +08:00
c9s	0891859b98	dynamic: support nested persistence	2023-07-09 15:11:09 +08:00
c9s	5962742b43	all: integrate google spread sheet service	2023-07-09 13:17:39 +08:00
c9s	b47da70909	Merge pull request #1223 from c9s/c9s/google-spreadsheet	2023-07-07 18:35:23 +08:00
c9s	e41d720867	service/google: support reflect conversion	2023-07-07 14:52:25 +08:00
c9s	9bec294aa1	service/google: fix appendCells call	2023-07-07 13:36:31 +08:00
c9s	f9eba64816	xfunding: always sync funding fee	2023-07-06 16:02:37 +08:00
c9s	dc16e0c299	xfunding: reset LastFundingFeeTime	2023-07-06 15:58:42 +08:00
c9s	e8922a4c3a	xfunding: support transferIn with zero quantity	2023-07-05 17:18:28 +08:00
c9s	f505dda80f	xfunding: handle reset transfer when starting up	2023-07-05 16:59:10 +08:00
c9s	f6a3be6ff5	xfunding: improve checkAndRestorePositionRisks	2023-07-05 16:48:19 +08:00
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