c9s
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fc3e59b3ef
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binance: move queryFuturesDepth to futures.go
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2023-03-26 00:17:12 +08:00 |
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Yo-An Lin
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e0a9cd3c6d
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Merge pull request #1131 from c9s/c9s/strategy/funding
strategy: xfunding: improve sync goroutine, add mutex lock, fix binance websocket message parsing ...
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2023-03-25 03:05:46 +08:00 |
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c9s
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01799cfc4e
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binanceapi: update FuturesPositionRisk field types
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2023-03-25 02:58:06 +08:00 |
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c9s
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0c6e9496b3
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xfunding: use early return
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2023-03-25 02:56:45 +08:00 |
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c9s
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300506f9f9
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xfunding: fix critical section for usedQuoteInvestment
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2023-03-25 02:53:55 +08:00 |
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c9s
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0f49f9fbe5
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xfunding: add e.AccountUpdate.EventReasonType switch case
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2023-03-25 02:48:27 +08:00 |
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c9s
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f34c72eba0
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binance: add margin call event support
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2023-03-25 02:39:44 +08:00 |
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c9s
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281f09ff42
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binance: fix futures user data stream AccountUpdateEvent parsing
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2023-03-25 02:25:09 +08:00 |
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c9s
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d05cbca652
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binance: fix income history request path
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2023-03-25 02:09:42 +08:00 |
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c9s
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b41f8a8355
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binance: add FuturesGetIncomeHistoryRequest api support
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2023-03-24 22:35:22 +08:00 |
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c9s
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b9d60d8edb
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binance: add QueryFuturesPositionRisks method
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2023-03-24 18:37:04 +08:00 |
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c9s
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4bbcb9553d
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binanceapi: add FuturesGetPositionRisksRequest
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2023-03-24 18:36:54 +08:00 |
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c9s
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8919bdd212
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update go-binance package
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2023-03-24 18:36:32 +08:00 |
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c9s
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cfe47cd53b
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binance: add futures fee link
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2023-03-24 18:14:52 +08:00 |
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c9s
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d359464b2c
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binance: add default futures fee rate
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2023-03-24 18:14:24 +08:00 |
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c9s
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ed4d32c59a
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binance: refactor binance exchange code for futures api
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2023-03-24 18:06:40 +08:00 |
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c9s
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071825e982
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binance: move futures methods
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2023-03-24 15:13:25 +08:00 |
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c9s
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9c0787e6ce
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binance: pull out cancelFuturesOrders method
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2023-03-24 15:11:13 +08:00 |
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Yo-An Lin
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cc74156a7d
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Merge pull request #1127 from c9s/c9s/strategy/funding
feature: strategy: xfunding
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2023-03-24 15:08:28 +08:00 |
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c9s
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feec194843
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binance: improve transfer logs
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2023-03-24 14:37:18 +08:00 |
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c9s
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ea7af708f9
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add mutex lock
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2023-03-24 14:28:36 +08:00 |
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gx578007
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cd1314e9e0
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Merge pull request #1125 from c9s/bhwu/grid2/using-dnum
FEATURE: [grid2] using dnum
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2023-03-24 13:53:35 +08:00 |
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c9s
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4669692b8d
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xfunding: remove debug log and test code
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2023-03-24 03:20:04 +08:00 |
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c9s
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1517076f6d
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xfunding: implement syncSpotPosition
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2023-03-24 03:20:04 +08:00 |
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c9s
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0f21c1fd8f
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xfunding: fix Warnf format
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2023-03-24 03:20:03 +08:00 |
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c9s
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84313dbdf9
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xfunding: refactor state functions and fix transfer out
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2023-03-24 02:52:13 +08:00 |
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c9s
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f3049de2ba
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all: improve logging
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2023-03-24 02:09:49 +08:00 |
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c9s
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209fb102fa
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xfunding: add stringer support on PremiumIndex
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2023-03-24 01:57:43 +08:00 |
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c9s
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62e6b232ed
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xfunding: refactor and refine PositionState checking
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2023-03-24 00:52:36 +08:00 |
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c9s
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c1fbbbe400
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xfunding: move position state to state struct
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2023-03-24 00:36:28 +08:00 |
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c9s
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108bb5deeb
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xfunding: add guard condition for starting and stopping
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2023-03-23 22:58:42 +08:00 |
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c9s
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e016892a70
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xfunding: pull out startClosingPosition, startOpeningPosition method
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2023-03-23 22:57:13 +08:00 |
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c9s
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3624dd0338
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xfunding: implement close position transfer
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2023-03-23 22:54:42 +08:00 |
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c9s
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aba80398d9
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xfunding: add MinHoldingPeriod support
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2023-03-23 22:36:35 +08:00 |
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c9s
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a933f90cc8
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xfunding: log low funding fee
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2023-03-23 18:19:30 +08:00 |
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c9s
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b5f69e7f45
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xfunding: reset stats when direction changed
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2023-03-23 18:18:30 +08:00 |
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c9s
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7ba7eb8be7
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xfunding: implement reduceFuturesPosition
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2023-03-23 18:09:16 +08:00 |
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c9s
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1b5126c9a1
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xfunding: add mutex
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2023-03-23 17:36:30 +08:00 |
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c9s
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02c28a07cc
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types: fix AdjustQuantityByMinNotional by round up the quantity
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2023-03-23 17:35:54 +08:00 |
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なるみ
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bf9cd78ba4
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Merge pull request #1129 from c9s/narumi/fixedmaker/onstart
strategy: fixedmaker: replenish on start
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2023-03-23 17:29:47 +08:00 |
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c9s
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c3ca5b75ac
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types: add minNotionalSealant to adjust quantity method
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2023-03-23 16:47:57 +08:00 |
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narumi
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32c617a283
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replenish on start
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2023-03-23 16:47:48 +08:00 |
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c9s
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018e281627
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types: add AdjustQuantityByMinNotional to types.Market
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2023-03-23 16:14:30 +08:00 |
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c9s
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44850e48e8
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xfunding: add mutex protection
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2023-03-23 14:48:24 +08:00 |
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c9s
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8b87a8706b
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xfunding: add state for recording TotalBaseTransfer
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2023-03-23 14:46:02 +08:00 |
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c9s
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b7edc38dc7
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xfunding: record pending transfer
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2023-03-23 13:14:59 +08:00 |
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c9s
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16608619ca
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xfunding: fix sync guard
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2023-03-23 13:07:59 +08:00 |
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c9s
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80c30d15a0
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xfunding: correct method names
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2023-03-23 13:02:22 +08:00 |
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c9s
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20cd73e6ad
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xfunding: fix transfer and refactoring more methods
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2023-03-23 12:58:10 +08:00 |
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c9s
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a838b4991a
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bbgo: refactor order executor with max retries
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2023-03-23 12:51:52 +08:00 |
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