Commit Graph

6616 Commits

Author SHA1 Message Date
c9s
9c0787e6ce
binance: pull out cancelFuturesOrders method 2023-03-24 15:11:13 +08:00
c9s
feec194843
binance: improve transfer logs 2023-03-24 14:37:18 +08:00
c9s
ea7af708f9
add mutex lock 2023-03-24 14:28:36 +08:00
c9s
4669692b8d
xfunding: remove debug log and test code 2023-03-24 03:20:04 +08:00
c9s
1517076f6d
xfunding: implement syncSpotPosition 2023-03-24 03:20:04 +08:00
c9s
0f21c1fd8f
xfunding: fix Warnf format 2023-03-24 03:20:03 +08:00
c9s
84313dbdf9
xfunding: refactor state functions and fix transfer out 2023-03-24 02:52:13 +08:00
c9s
f3049de2ba
all: improve logging 2023-03-24 02:09:49 +08:00
c9s
209fb102fa
xfunding: add stringer support on PremiumIndex 2023-03-24 01:57:43 +08:00
c9s
62e6b232ed
xfunding: refactor and refine PositionState checking 2023-03-24 00:52:36 +08:00
c9s
c1fbbbe400
xfunding: move position state to state struct 2023-03-24 00:36:28 +08:00
c9s
108bb5deeb
xfunding: add guard condition for starting and stopping 2023-03-23 22:58:42 +08:00
c9s
e016892a70
xfunding: pull out startClosingPosition, startOpeningPosition method 2023-03-23 22:57:13 +08:00
c9s
3624dd0338
xfunding: implement close position transfer 2023-03-23 22:54:42 +08:00
c9s
aba80398d9
xfunding: add MinHoldingPeriod support 2023-03-23 22:36:35 +08:00
c9s
a933f90cc8
xfunding: log low funding fee 2023-03-23 18:19:30 +08:00
c9s
b5f69e7f45
xfunding: reset stats when direction changed 2023-03-23 18:18:30 +08:00
c9s
7ba7eb8be7
xfunding: implement reduceFuturesPosition 2023-03-23 18:09:16 +08:00
c9s
1b5126c9a1
xfunding: add mutex 2023-03-23 17:36:30 +08:00
c9s
02c28a07cc
types: fix AdjustQuantityByMinNotional by round up the quantity 2023-03-23 17:35:54 +08:00
c9s
c3ca5b75ac
types: add minNotionalSealant to adjust quantity method 2023-03-23 16:47:57 +08:00
c9s
018e281627
types: add AdjustQuantityByMinNotional to types.Market 2023-03-23 16:14:30 +08:00
c9s
44850e48e8
xfunding: add mutex protection 2023-03-23 14:48:24 +08:00
c9s
8b87a8706b
xfunding: add state for recording TotalBaseTransfer 2023-03-23 14:46:02 +08:00
c9s
b7edc38dc7
xfunding: record pending transfer 2023-03-23 13:14:59 +08:00
c9s
16608619ca
xfunding: fix sync guard 2023-03-23 13:07:59 +08:00
c9s
80c30d15a0
xfunding: correct method names 2023-03-23 13:02:22 +08:00
c9s
20cd73e6ad
xfunding: fix transfer and refactoring more methods 2023-03-23 12:58:10 +08:00
c9s
a838b4991a
bbgo: refactor order executor with max retries 2023-03-23 12:51:52 +08:00
c9s
2a927dc34d
interact: reduce info logs 2023-03-23 09:20:44 +08:00
c9s
161dc7dc64
types: add transfer direction 2023-03-23 09:04:49 +08:00
c9s
487fbf8681
binance: implement TransferFuturesAccountAsset api 2023-03-23 02:42:26 +08:00
c9s
6797069a40
binanceapi: fix payload encode format 2023-03-23 02:42:05 +08:00
c9s
6ca85b175a
xfunding: adjust quote investment according to the fee rate 2023-03-23 00:56:28 +08:00
c9s
6848e11e8a
binance: implement TransferFuturesAsset 2023-03-23 00:55:00 +08:00
c9s
c632e6efac
binance: add binance futures_transfer_request 2023-03-23 00:54:37 +08:00
c9s
6668d683e1
xfunding: adjust quoteInvestment according to the quote balance 2023-03-23 00:40:20 +08:00
c9s
684f6c6e1d
xfunding: document spot trade handler 2023-03-23 00:23:51 +08:00
c9s
928f668fec
xfunding: pull out premium check to detectPremiumIndex 2023-03-22 22:17:37 +08:00
c9s
dc5e0cbcc2
xfunding: solve lint error 2023-03-22 22:15:24 +08:00
c9s
6265ad248e
xfunding: add premium checker 2023-03-22 22:15:01 +08:00
c9s
3c69ccc25a
types: update channel names 2023-03-22 22:04:02 +08:00
c9s
98b0ffa510
all: add more futures channel types 2023-03-22 22:01:59 +08:00
c9s
e607fc19ac
xfunding: check spotSession, futuresSession names 2023-03-22 21:42:44 +08:00
c9s
d6c430a4b4
xfunding: implement CrossSubscribe 2023-03-22 21:42:06 +08:00
c9s
b881aea228
add position action 2023-03-22 21:38:56 +08:00
c9s
e93d13e425
xfunding: implement CrossRun 2023-03-22 21:36:42 +08:00
c9s
b2c0a343f3
rename funding config file 2023-03-22 21:17:45 +08:00
c9s
12b9775eb3
rename funding to xfunding 2023-03-22 21:17:33 +08:00
c9s
ab52dd6349
funding: filter kline event with types.KLineWith 2023-03-22 21:11:58 +08:00