lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-16 03:53:52 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity
9,086 Commits 60 Branches 138 Tags 189 MiB
85cb99802f
Commit Graph

2440 Commits

Author SHA1 Message Date
kbearXD
547e9ece8f FEATURE: [dca2] add position callback 2024-04-19 16:24:40 +08:00
narumi
94c126dd83 move logerr to util 2024-04-17 15:27:46 +08:00
narumi
1348ee540f add submitting log 2024-04-17 15:16:58 +08:00
kbearXD
2a6c6e935b add some logs 2024-04-16 16:52:50 +08:00
kbearXD
2f3e0044c1 MINOR: [dca2] refactor and make open-position interval longer 2024-04-16 13:38:14 +08:00
kbearXD
4d92cf1b74 change local position name 2024-04-15 17:27:56 +08:00
kbearXD
70a10582fa FEATURE: recollect position before placing the take-profit order 2024-04-15 16:25:56 +08:00
kbearXD
63d13d5f7b use existing TradeCollector's EmitPositionUpdate 2024-04-11 16:03:59 +08:00
kbearXD
0616c73a88 FEATURE: emit position when position updated and reset 2024-04-11 15:12:38 +08:00
kbearXD
2d45b5cb76 FIX: fix dca2 panic problem 2024-04-11 11:40:35 +08:00
kbearXD
444c228fc4
update error message 2024-04-08 19:54:44 +08:00
kbearXD
f8d7447e8e
FIX: fix issue when recovering with finalizing orders 2024-04-08 19:54:44 +08:00
c9s
27ddd63c10
dca2: fix generateOpenPositionOrders call in tests 2024-04-08 19:38:59 +08:00
kbearXD
8568e15e82 FEATURE: [dca2] new flag EnableQuoteInvestmentReallocate to decide if reallocate quote investment 2024-04-01 15:52:30 +08:00
なるみ
3881039bfb
Merge pull request #1608 from c9s/narumi/xalign/fix-max-amount 
FIX: [xalign] fix buy side max amount
 2024-03-28 14:09:08 +08:00
narumi
c2c650af0e fix xalign max amount 2024-03-27 16:50:21 +08:00
narumi
0095eae77f log when amount is not greater than the minimal order quantity 2024-03-27 16:50:21 +08:00
kbearXD
f42ef77296 fix typo 2024-03-27 14:22:22 +08:00
kbearXD
553976449d FEATURE: [dca2] when all open-position orders are filled, place the take-profit order 2024-03-26 15:52:04 +08:00
c9s
d58461d1cf
Merge pull request #1593 from c9s/c9s/xalign-add-test-cases 
FIX: [xalign] add more complex test case for xalign strategy
 2024-03-19 16:07:57 +08:00
kbearXD
25baf49e13 dca2: fix order group id not set issue 2024-03-19 15:51:36 +08:00
c9s
aced149ee8
xalign: add more complex test case for xalign strategy 2024-03-19 15:29:18 +08:00
kbearXD
b0bbf3c529
Merge pull request #1589 from c9s/kbearXD/dca2/pause-next-round-and-set-ttl 
dca2: add ttl for persistence and nextRoundPaused flag
 2024-03-19 14:31:57 +08:00
c9s
c11f886718
xalign: correct the base/quote currency balance name when it's reversed 2024-03-19 00:31:00 +08:00
kbearXD
bcc29bd056 dca2: add ttl for persistence and nextRoundPaused flag 2024-03-18 17:35:47 +08:00
kbearXD
3f44092ff4
Merge pull request #1586 from c9s/kbearXD/dca2/round-collector 
dca2: new struct RoundCollector for testing and use flag to decide re…
 2024-03-18 17:34:41 +08:00
c9s
4eabb82f77
Merge pull request #1587 from avoidaway/main 
chore: remove repetitive words
 2024-03-18 16:50:40 +08:00
c9s
7f1e876be0
xalign: check if the quote balance will be used up and below the expected balance line 2024-03-18 12:47:48 +08:00
avoidaway
917451d2ec chore: remove repetitive words 
Signed-off-by: avoidaway <cmoman@126.com>
 2024-03-16 16:08:52 +08:00
kbearXD
a23c476ce8 dca2: new struct RoundCollector for testing and use flag to decide recovery 2024-03-15 18:41:46 +08:00
c9s
1d314daa22
xalign: skip same currency 2024-03-15 15:59:43 +08:00
c9s
6831c40371
xalign: fix reversed market 2024-03-15 15:57:17 +08:00
kbearXD
62d6e79193 dca2: use GeneralBackoff not GeneralLiteBackoff 2024-03-15 11:24:20 +08:00
kbearXD
2b52211c1c new function IsFilledOrderState for maxapi 2024-03-14 16:18:12 +08:00
kbearXD
fb2a46e1c4 use backoff retry 2024-03-14 14:32:41 +08:00
kbearXD
91123edbd6 dca2: must calculate and emit profit at the end of the round 2024-03-14 14:32:41 +08:00
narumi
a5e7091af6 subscribe to level 5 book 2024-03-13 23:22:14 +08:00
Zenix
2a7ca4233d
Merge pull request #1575 from zenixls2/feature/loose_interface_public_data 
feature: add ExchangePublic
 2024-03-13 17:42:28 +09:00
kbearXD
661b7be12e dca2: add more log and retry 2024-03-12 14:53:45 +08:00
zenix.huang
f1a4879253 upgrade golang mockgen to uber mockgen. generate exchange public 2024-03-12 14:18:14 +09:00
kbearXD
17b193b003 dca2: remove debug log 2024-03-11 15:34:12 +08:00
narumi
8e6423514f rebalance: fix cannot lock fund 2024-03-08 17:17:37 +08:00
kbearXD
53b72194f9 MINOR: add log when there is error at calculating and emit profit 2024-03-08 14:11:04 +08:00
c9s
b77618f9d8
xfunding: add PositionReady case 2024-03-06 22:39:44 +08:00
c9s
256e09a863
xfunding: adjust quote investment variable only when position is not opening 2024-03-06 22:39:44 +08:00
c9s
dc0f07d42f
xfunding: add notification for the fixed positions 2024-03-06 22:39:43 +08:00
c9s
f609b1cdc4
simplify profitFixer and apply it to xfunding 2024-03-06 22:39:43 +08:00
c9s
b20b306818
xfunding: add dustQuantity check 2024-03-06 22:39:43 +08:00
c9s
4a4f91e7f9
xfunding: improve transfer logics 2024-03-06 22:39:43 +08:00
c9s
4242f052d8
xfunding: pull out queryAvailableTransfer and improve pending transfer things 2024-03-06 22:39:43 +08:00
c9s
b2c6dce350
xfunding: rewrite transferIn method 2024-03-06 22:39:43 +08:00
c9s
8c517179dd
xfunding: fix state notification 2024-03-06 22:39:43 +08:00
c9s
d139d333a6
common: let FixFromTrades return error 2024-03-06 20:36:53 +08:00
c9s
83b526940a
common: pull out aggregateAllTrades from Fix() method 2024-03-06 20:36:21 +08:00
c9s
acb232242c
add FixFromTrades method 2024-03-06 20:34:19 +08:00
c9s
6a24059624
common: move out profit fixer to strategy/common 2024-03-06 20:31:53 +08:00
c9s
b6ddb49d0a
xdepthmaker: fix stats fixer 2024-03-06 18:12:24 +08:00
c9s
441ebbdbe5
xdepthmaker: add notification 2024-03-06 17:48:53 +08:00
c9s
188231e2fb
add more logs to profitFixer 2024-03-06 17:47:18 +08:00
c9s
be89292cbb
xdepthmaker: another fix 2024-03-06 17:19:50 +08:00
c9s
f5873172de
xdepthmaker: fix use of uninitialized vars 2024-03-06 16:10:45 +08:00
c9s
ad9163f7da
xdepthmaker: adjust FullReplenishInterval to 10min 2024-03-06 13:13:18 +08:00
c9s
1fb7262aae
xdepthmaker: adjust default update interval 2024-03-06 13:12:57 +08:00
c9s
31676cce8e
xdepthmaker: run profit fixer before s.CrossExchangeMarketMakingStrategy.Initialize 2024-03-06 12:53:36 +08:00
c9s
ac43937847
xdepthmaker: add disable hedge option 2024-03-06 12:49:15 +08:00
c9s
0d3483e7c3
xdepthmaker: fix loopvar issue 2024-03-05 21:16:35 +08:00
c9s
26c34618b2
xdepthmaker: improve fixer logging 2024-03-05 21:14:00 +08:00
c9s
4bed29ad02
xdepthmaker: pull out until argument 2024-03-05 21:11:51 +08:00
c9s
a518cf71c0
xdepthmaker: fix both profit stats and position 2024-03-05 18:15:25 +08:00
c9s
95a5e542ba
xdepthmaker: add profitx fixer 2024-03-05 18:12:30 +08:00
kbearXD
8e224739de sync active orders and send metrics of order nums 2024-03-04 20:53:15 +08:00
chiahung.lin
5936cf32c7 FEATURE: add metrics for dca2 
add log to debug
 2024-03-04 20:53:15 +08:00
narumi
3ef7d3e09e add balance type 2024-03-04 19:58:34 +08:00
chiahung.lin
9ac8bb916d dca2: all the profit will use in the first order of the next round 
fix precision problem

truncate profit first
 2024-03-04 14:49:39 +08:00
c9s
4f57c5b842
Merge pull request #1545 from c9s/feat/add-universal-cancel-all-orders 
FEATURE: add universal cancel all orders api helper
 2024-02-27 22:12:16 +08:00
なるみ
9538a41c1b
Merge pull request #1541 from c9s/narumi/price-type 
FEATURE: [rebalance] add price type
 2024-02-23 20:32:09 +08:00
c9s
b72a176b91
Merge pull request #1547 from c9s/refactor/tradingutil 
REFACTOR: move trading related utility functions to the tradingutil package
 2024-02-23 19:25:03 +08:00
c9s
36e90cf5ca
grid2: rename filterPrice to roundAndTruncatePrice 2024-02-23 18:50:57 +08:00
c9s
a298950be8
move trading related utility functions to the tradingutil package 2024-02-23 18:47:49 +08:00
c9s
3b8a3bed5f
add universal cancel all orders api helper 2024-02-23 16:56:30 +08:00
narumi
8f2d551399 add price type 2024-02-23 14:05:25 +08:00
c9s
c6db392a26
deposit2transfer: improve deposit logging 2024-02-15 11:43:59 +08:00
narumi
502685f5d8 check dust quantity by taker price 2024-02-06 17:21:26 +08:00
narumi
541d19d826 modify log again 2024-02-06 17:03:51 +08:00
なるみ
2f40149387
Merge pull request #1527 from c9s/narumi/atrpin/log 
CHORE: [atrpin] modify position log
 2024-02-06 15:19:01 +08:00
narumi
a1995db014 log with field symbol 2024-02-06 15:08:01 +08:00
c9s
24952581fe
Merge pull request #1526 from c9s/c9s/simplify-booksignal-struct 
FIX: simplify booksignal struct
 2024-02-06 13:02:25 +08:00
narumi
a9198c0127 modify position log 2024-02-06 12:14:54 +08:00
c9s
996a1ecdc1
deposit2transfer: reduce log frequency 2024-02-06 00:39:05 +08:00
chiahung.lin
dfb65ba9e3 [dca2] add dev mode field for dev 
use pointer

IsNewStrategy -> IsNewAccount

[dca2] recover at cancelling stage

new var recoverSinceLimit

fix profit stats round bug
 2024-02-05 16:19:53 +08:00
c9s
bfbf415c15
tri: fix tests 2024-01-29 20:23:24 +08:00
c9s
35b7667da6
add the missing file 2024-01-29 15:45:48 +08:00
c9s
9efd8bd604
fix backtest Initialize call 2024-01-28 14:29:54 +08:00
c9s
4b70f864ff
tri: update quantity truncation method 2024-01-26 17:16:06 +08:00
c9s
67b500fce5
tri: fix tri bugs 2024-01-26 17:14:31 +08:00
chiahung.lin
d13d882fc4 remove unused log 
remove running field
 2024-01-23 15:53:20 +08:00
chiahung.lin
1b33308450 fix bug and new field running to help to test 2024-01-18 15:39:56 +08:00
chiahung.lin
465206afba use cancel api not GracefulCancel in CleanUp 2024-01-17 17:30:37 +08:00
chiahung.lin
44dc5c5a65 remove balance checker 2024-01-17 16:52:04 +08:00
chiahung.lin
9836dc603c truncate notional when open position 2024-01-17 15:22:03 +08:00
chiahung.lin
a363377c26 [dca2] new struct profit stats and its recover 2024-01-17 15:22:03 +08:00
kbearXD
4a0c9ca032
Merge pull request #1474 from c9s/kbearXD/dca2/callbacks-and-close 
FEATURE: [dca2] add callbacks and shutdown function
 2024-01-10 15:10:08 +08:00
chiahung.lin
6e661c805a fix 2024-01-10 14:37:07 +08:00
chiahung.lin
d3bc37f45e use CommonCallback and pull PersistenceTTL out 2024-01-09 16:01:10 +08:00
c9s
2ff74a5f86
autoborrow: add repaid alert 2024-01-09 09:59:53 +08:00
chiahung.lin
21e87079b5 FEATURE: ProfitStats for dca2 2024-01-08 18:25:11 +08:00
chiahung.lin
468b73abb6 bbgo.Sync profit stats 2024-01-08 18:25:11 +08:00
chiahung.lin
faaaaabce3 FEATURE: rename and use specific profit stats 2024-01-08 18:25:11 +08:00
chiahung.lin
0d6c6666a1 fix 2024-01-08 18:25:11 +08:00
chiahung.lin
b965dbe757 use OrderExecutor.GracefulCancel to replace cancelAllOrders 2024-01-08 18:25:11 +08:00
chiahung.lin
05870c5d60 move EmitReady and add go:generate 2024-01-08 18:25:11 +08:00
chiahung.lin
006256a9df FEATURE: add callbacks and shutdown function 2024-01-08 18:25:11 +08:00
narumi
9c108380e8 xgap: print currency 2024-01-07 18:56:57 +08:00
narumi
36aadf74a1 xgap: check balance before placing orders 2024-01-06 22:55:45 +08:00
c9s
9dd4de0755
Merge pull request #1482 from c9s/narumi/xgap/log 
CHORE: [xgap] improve log message
 2024-01-06 20:28:40 +08:00
narumi
dc2895c4dc rename cronExpression to schedule 2024-01-06 17:37:13 +08:00
なるみ
6367bd79d3
Merge pull request #1402 from c9s/narumi/fixedmaker/inventory-skew 
FEATURE: inventory skew
 2024-01-06 17:00:18 +08:00
narumi
3ee5bf29ef xgap: improve log message 2024-01-06 15:53:16 +08:00
narumi
012fc33376 xgap: refactor with common strategy 2024-01-06 14:49:26 +08:00
c9s
9f8bdeb3e9
Merge pull request #1475 from c9s/narumi/rebalance/fix-instance-id 
REFACTOR: [rebalance] refactor MultiMarketStrategy.Initialize
 2024-01-06 14:30:12 +08:00
narumi
94fb883a0f xgap: fix order cancel error 2024-01-04 18:53:23 +08:00
c9s
3dca9aaf98
Merge pull request #1470 from c9s/narumi/xnav/schedule 
FEATURE: [xnav] add cron schedule
 2024-01-03 16:38:19 +08:00
chiahung.lin
57282c30d2 FEATURE: remove Short 2023-12-28 23:04:09 +08:00
なるみ
e35795943d
Merge pull request #1468 from c9s/narumi/autobuy/init 
FEATURE: add autobuy strategy
 2023-12-28 17:44:53 +08:00
c9s
60043d6239
Merge pull request #1464 from c9s/kbearXD/dca2/run-state-and-recover 
FEATURE: [dca2] run state machine
 2023-12-28 17:35:57 +08:00
narumi
030c6c1ca5 fix instance id 2023-12-28 17:31:15 +08:00
chiahung.lin
59b1bb68cb use stateTransition 2023-12-27 11:41:29 +08:00
narumi
687df81784 add autobuy strategy 2023-12-26 17:53:14 +08:00
narumi
5592d93c13 add cron schedule to xnav 2023-12-26 17:07:03 +08:00
c9s
d0f9052cf2
Merge pull request #1472 from c9s/c9s/grid2-check-price-for-subscribe 
FIX: [grid2] subscribe 1m kline only when one of the trigger price is set
 2023-12-26 12:01:29 +08:00
c9s
4d17d7e049
grid2: subscribe 1m kline only when one of the trigger price is set 2023-12-26 10:56:08 +08:00
c9s
c250fec2dc
Merge pull request #1463 from c9s/c9s/bollmaker-ema-crosssignal 2023-12-23 01:17:30 +08:00
chiahung.lin
b30b023858 FEATURE: check every cuerrent state and next state is valid 2023-12-22 15:27:31 +08:00
narumi
7f0a4a9953 apply inventory-skew to xfixedmaker 2023-12-21 16:39:23 +08:00
narumi
f160ea856f apply inventory-skew to fixedmaker 2023-12-21 16:29:46 +08:00
narumi
8ecba4378c inventory skew 2023-12-21 16:03:35 +08:00
なるみ
7f8a331373
Merge pull request #1465 from c9s/narumi/rebalance/fix-position-and-profit 
FIX: [rebalance] fix position map and profit stats map
 2023-12-20 23:59:05 +08:00
c9s
3ba1621590
xdepthmaker: simplify covered handler registration 2023-12-20 22:28:20 +08:00
c9s
58321e8aa5
xdepthmaker: update instance id format 2023-12-20 22:20:40 +08:00
c9s
eb36ed6926
xdepthmaker: remove the shared trade collector and order store, add mutex for covered position 2023-12-20 21:54:32 +08:00
narumi
7b121b10be rebalance on order filled 2023-12-20 20:35:43 +08:00
narumi
762a09042a graceful cancel orders 2023-12-20 20:26:34 +08:00
narumi
da02c926be fix profit stats and position 2023-12-20 20:21:34 +08:00
chiahung.lin
bfd9c8ac64 FEATURE: run state machine 
FEATURE: support recover

FEATURE: add order into orderStore and recover position

recover position/budget

FEATURE: support recover budget
 2023-12-20 16:02:37 +08:00
c9s
a4f996c963
Merge pull request #1393 from c9s/strategy/emacross 
STRATEGY: add emacross strategy
 2023-12-20 15:50:52 +08:00
c9s
311ba3b2ac
bollmaker: fix ema cross subscription 2023-12-20 12:09:19 +08:00
c9s
46329c3a24
bollmaker: add ema cross signal to bollmaker strategy 2023-12-19 22:17:33 +08:00
c9s
6a07af80d8
bollmaker: define EMACrossSetting 2023-12-19 22:04:24 +08:00
c9s
4894a59756
fixedmaker, liquiditymaker: update initialize method 2023-12-19 21:59:44 +08:00
c9s
3dd93b65db
emacross, scmaker: fix strategy initialization 2023-12-19 21:58:50 +08:00
c9s
6abb320bce
emacross: clean up and update config 2023-12-19 21:57:51 +08:00
c9s
25c895bb09
add emacross strategy 2023-12-19 21:57:51 +08:00
c9s
ec4f43b100
bollmaker: support custom quantity 2023-12-19 21:55:38 +08:00
c9s
47b12edc4d
xdepthmaker: call bbgo.Sync on shutdown 2023-12-18 22:32:13 +08:00
c9s
84085e09b5
xdepthmaker: fix duplicated binding 2023-12-18 22:32:13 +08:00
c9s
2c9583cccb
xdepthmaker: remove redundant notification 2023-12-18 22:32:13 +08:00
c9s
98468feb73
Merge pull request #1458 from c9s/feature/xdepthmaker 
FIX: [xdepthmaker] final fix
 2023-12-18 17:59:38 +08:00
chiahung.lin
eda072327c FIX: move common.Strategy to Initialize 2023-12-18 14:48:13 +08:00
c9s
f19ed7abe0
xdepthmaker: initialize s.CrossExchangeMarketMakingStrategy in Initialize() 2023-12-18 14:31:51 +08:00
chiahung.lin
e86b1bb90f REFACTOR: make all common.Strategy from pointer to value 2023-12-13 17:36:30 +08:00
c9s
6dd3766776
Merge pull request #1451 from c9s/feature/xdepthmaker 
CHORE: [xdepthmaker] improve shutdown process
 2023-12-13 16:47:01 +08:00
c9s
c870defd47
xdepthmaker: improve shutdown process 2023-12-13 16:29:07 +08:00
chiahung.lin
e3d51777d3 rename 2023-12-13 14:16:02 +08:00
chiahung.lin
092d5cfb07 FEATURE: cancel maker orders and open take profit order 2023-12-13 14:16:02 +08:00
c9s
c5282a8f9b
bitget: add more debug logs 2023-12-12 16:37:43 +08:00
c9s
8c6724b264
xdepthmaker: fix pricing book copy by avoiding using CopyDepth 2023-12-11 17:59:16 +08:00
c9s
98468b39c7
xdepthmaker: change priceHeartBeat alert to warning 2023-12-11 17:05:07 +08:00
c9s
cedd790066
xdepthmaker: add lastOrderReplenishTime to prevent replacing orders too frequent 2023-12-11 17:02:17 +08:00
c9s
de7eb8453b
xdepthmaker: refactor auth binding to bindAuthSignal 2023-12-11 17:00:25 +08:00
c9s
2c3ccdf030
xdepthmaker: more improvements 
- place orders with balance quota calculation
- wait for authed event
- clean up open orders on start
 2023-12-11 16:56:19 +08:00
c9s
3048a13f0b
xdepthmaker: replace AtomicAdd with Add 2023-12-08 00:21:53 +08:00
c9s
cd06ffd21f
xdepthmaker: fix order call 2023-12-07 17:38:58 +08:00
c9s
e82605f658
xdepthmaker: skip test for dnum 2023-12-07 16:18:24 +08:00
c9s
35dabe8a72
xdepthmaker: fix aggregatePrice quantity issue 2023-12-07 16:18:24 +08:00
c9s
d14527b5cf
xdepthmaker: apply FullReplenishInterval from config 2023-12-07 16:18:24 +08:00
c9s
25b04cb36c
xdepthmaker: add fullReplenishTicker 2023-12-07 16:18:24 +08:00
c9s
888a550c80
xdepthmaker: support partial maker order replenish 2023-12-07 16:18:24 +08:00
c9s
a82bc86455
xdepthmaker: update updateQuote method 2023-12-07 16:18:23 +08:00
c9s
2f1a700b89
remove xpuremaker 2023-12-07 16:18:23 +08:00
c9s
e0e9876902
improve price hart beat usage 2023-12-07 16:18:23 +08:00
c9s
46b3a81b07
xdepthmaker: add tests to the generateMakerOrders 2023-12-07 16:18:23 +08:00
c9s
d123e89a1b
xdepthmaker: document covered position 2023-12-07 16:18:23 +08:00
c9s
1e27f53891
xdepthmaker: use hedge order executor 2023-12-07 16:18:23 +08:00
c9s
2c3792b290
xdepthmaker: update Validate() method 2023-12-07 16:18:23 +08:00
c9s
18968c67a1
xdepthmaker: remove disable hedge option 2023-12-07 16:18:23 +08:00
c9s
10a71d83f1
xdepthmaker: move global position profit handling 2023-12-07 16:18:23 +08:00
c9s
99723fc1f4
xdepthmaker: remove legacy s.activeMakerOrders 2023-12-07 16:18:23 +08:00
c9s
e0686d11c8
xdepthmaker: clean up duplicated code 2023-12-07 16:18:23 +08:00
c9s
6b28910139
xdepthmaker: refactor CrossSubscribe 2023-12-07 16:18:23 +08:00
c9s
ed63b23e2a
xdepthmaker: refactor CrossRun with CrossExchangeMarketMakingStrategy 2023-12-07 16:18:22 +08:00
c9s
df2daf33a7
types: add PeriodProfitStats 2023-12-07 16:18:22 +08:00
c9s
53bf443b1d
xdepthmaker: first commit 2023-12-07 16:18:22 +08:00
chiahung.lin
6857734282 rename 2023-12-07 11:29:42 +08:00
chiahung.lin
2982be1cbc rename dca maker orders to open position orders 2023-12-07 11:27:28 +08:00
chiahung.lin
c67737a6d6 use retry package 2023-12-06 16:16:17 +08:00
chiahung.lin
4aa6ea3a46 FEATURE: use notional based to crease dca maker orders 2023-12-06 11:28:45 +08:00
chiahung.lin
60003fc472 rename somme part 2023-12-06 11:28:45 +08:00
chiahung.lin
445f0f1c4c FEATURE: prepare open maker orders function 2023-12-06 11:28:45 +08:00
kbearXD
45c2ee0ed8
Merge pull request #1432 from c9s/chiahung/recover-with-origin-stats 
FIX: use original status for recover
 2023-11-30 15:10:52 +08:00
chiahung
19be49fca8 FIX: use original status for recover 2023-11-24 14:17:19 +08:00
chiahung.lin
800148b271 remain only template part 2023-11-23 16:45:28 +08:00
chiahung.lin
aea3abae07 FEATURE: new strategy dca2 perparation 2023-11-23 16:32:34 +08:00
kbearXD
75b8be5e17
Merge pull request #1405 from c9s/chiahung/grid2/use-rest-quote 
FIX: [grid2] use rest quote to place the last order when opening grid
 2023-11-23 12:46:53 +08:00
chiahung
102eb61188 remove unused log 2023-11-21 17:06:20 +08:00
c9s
e5033c093a
grid2: check order's original status for updating 2023-11-17 17:14:52 +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
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
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
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
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
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
c9s
9dc57f01cd
wall: refactor wall strategy with common.Strategy 2023-11-01 16:57:07 +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
narumi
e8c9801535 adjust quantity by max amount 2023-10-27 15:01:41 +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
chiahung
ab1bc998f9 FEATURE: prepare query trades funtion for new recover 2023-10-25 13:34:11 +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
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
narumi
900db74fb9 skip public session 2023-10-19 15:14:28 +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
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
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
c9s
a0a7b0ffdc
grid2: set max retries 2023-10-11 17:33:07 +08:00
narumi
a8d678a544 rename randomtrader to random 2023-10-11 15:52:10 +08:00
c9s
2f65793522
Merge pull request #1327 from c9s/narumi/fix-position-risk 
FIX: Fix duplicate orders caused by position risk control
 2023-10-11 15:43:26 +08:00
c9s
10be0ec62a
Merge pull request #1331 from c9s/narumi/fixedmaker/x 
FEATURE: add xfixedmaker strategy
 2023-10-11 15:43:05 +08:00
narumi
4a6f6f7a5a add backtest config 2023-10-11 12:14:34 +08:00
narumi
d8ff42d531 Fix duplicate orders caused by position risk control 2023-10-11 12:13:01 +08:00
narumi
81ea074b4f check balances 2023-10-07 16:34:22 +08:00
narumi
a0efa2769d add randtrader strategy 2023-10-07 12:36:32 +08:00
narumi
a40488b0a3 add xfixedmaker strategy 2023-10-06 12:58:47 +08:00
narumi
c5cd6bc95e fix common.Strategy.IsHalted 2023-09-29 01:51:02 +08:00
narumi
4b9c933df1 remove skew 2023-09-29 01:06:58 +08:00
c9s
2058ce808b
Merge pull request #1325 from zenixls2/fix/listenkeyexpired 2023-09-27 22:46:44 +08:00
zenix
08dad1c497 fix: replace json.Number with MillisecondTimestamp in types 2023-09-27 15:52:02 +09:00
c9s
d4330a7a32
atrpin: add minPriceRange config 2023-09-27 14:25:49 +08:00
c9s
e52e53aa42
refine atrpin strategy 2023-09-26 20:43:14 +08:00
zenix
2e4336a604 fix: listenKeyExpired event sends string timestamp 2023-09-26 18:41:15 +09:00
c9s
9fffa4a47f
add atrpin strategy 2023-09-26 15:32:55 +08:00
c9s
cf31796224
Merge pull request #1318 from c9s/narumi/common-risk 
CHORE: add IsHalted method to common.Strategy for CircuitBreakRiskControl
 2023-09-25 18:07:57 +08:00
c9s
94f6cefd70
grid2: improve active order recover logs 2023-09-25 17:43:38 +08:00
c9s
b6d0e3ef27
grid2: only do active order update when grid is recovered 2023-09-25 17:19:53 +08:00
narumi
4a231b10c6 pull out ishalted method 2023-09-21 15:06:09 +08:00
c9s
49e9c8bbcf
Merge pull request #1315 from c9s/narumi/fixedmaker/common 
REFACTOR: use common strategy in fixedmaker
 2023-09-21 14:35:53 +08:00
narumi
c8316a36a0 use common strategy in fixedmaker 2023-09-19 15:00:39 +08:00
chiahung
fdfa3639ff FEATURE: use retry query order until successful 2023-09-19 11:12:14 +08:00
chiahung
db376f8483 FEATURE: use quote quantity if there is QuoteQuantity in trade 2023-09-05 18:28:10 +08:00
bailantaotao
7461b60b6b
Merge pull request #1299 from bailantaotao/edwin/add-server-time 
pkg/exchange: add time to SliceOrderBook
 2023-09-05 16:36:20 +08:00
kbearXD
79d98e857d
Merge pull request #1295 from c9s/feature/grid2/amount-round-down 
FEATURE: round down executed amount to avoid insufficient balance
 2023-09-05 14:35:53 +08:00
なるみ
9c104f5776
Merge pull request #1297 from c9s/narumi/reset-profit-stats 
FIX: reset profit stats when over given duration in circuit break risk control
 2023-09-05 14:00:52 +08:00
narumi
57198cc6b0 fix: reset profit stats when over given duration in circuit break risk control 2023-09-01 18:57:40 +08:00
Edwin
412d0e0558 *: fix lint 2023-09-01 17:54:43 +08:00
c9s
e74da87e51
grid2: delay start process by 5s 2023-08-31 17:08:00 +08:00
c9s
f24bd3532c
grid2: add 5s delay and <10seconds jitter 2023-08-31 14:08:33 +08:00
c9s
7de6c3d8e4
grid2: add more update logs 2023-08-31 13:59:44 +08:00
c9s
cb0285544e
add lock to recoverActiveOrders 2023-08-31 13:48:56 +08:00
chiahung
9dc7244d8a FEATURE: round down executed amount to avoid insufficient balance 2023-08-31 12:40:01 +08:00
c9s
20bdf191c3
Merge pull request #1290 from c9s/c9s/grid-disconnect-recover 
FEATURE: [grid2] update local active orders after re-connected
 2023-08-21 18:16:05 +08:00
c9s
9105ebce78
deposit2transfer: fix err msg 2023-08-17 17:42:05 +08:00
c9s
c91861ca9a
bbgo: add order update time check 2023-08-17 17:31:24 +08:00
c9s
dda3f25c61
grid2,bbgo: refactor active order book and update order status when re-connected 2023-08-17 16:26:06 +08:00
c9s
5cc09dfb9a
deposit2transfer: improve log format 2023-08-16 12:26:01 +08:00
c9s
252f4fbccc
deposit2transfer: call QuerySpotAccount for getting the spot balance 2023-08-16 12:02:18 +08:00