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9,178 Commits 60 Branches 138 Tags 189 MiB
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Commit Graph

6752 Commits

Author SHA1 Message Date
edwin
2ae1933d7b pkg/exchange: use 3 days trade api if start time - now < 3 days 2024-03-14 17:21:17 +08:00
edwin
38bd5479f2 pkg/exchange: gen 3 day and regen history transaction api 2024-03-14 17:20:58 +08:00
kbearXD
2b52211c1c new function IsFilledOrderState for maxapi 2024-03-14 16:18:12 +08:00
anywhy
9f50e256c8 fi: restore parameter when update active orde book 2024-03-14 14:48:15 +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
edwin
d75e7eb63f pkg/exchange: rm redundant code 2024-03-14 12:15:40 +08:00
edwin
b1414b583e pkg/exchange: remove the query after place order 2024-03-14 12:15:37 +08:00
narumi
a5e7091af6 subscribe to level 5 book 2024-03-13 23:22:14 +08:00
c9s
51a340e922
binance: fix notional filter 2024-03-13 18:14:24 +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
edwin
2904759113 pkg/exchange: remove the query after place order 2024-03-13 14:54:29 +08:00
bailantaotao
8197dbd63a
Merge pull request #1577 from c9s/edwin/bitget/fallback-post-only-order 
FIX: [bitget] fix post only order
 2024-03-13 09:23:12 +08:00
edwin
7ed095ede3 pkg/exchange: fix post only order 2024-03-12 18:22:33 +08:00
zenix.huang
8268ac1d32 fix: skip test when run in github action 2024-03-12 17:48:55 +09:00
zenix.huang
d4eef3e3f9 add test for types.ExchangeName 2024-03-12 16:09:46 +09:00
zenix.huang
465e7d8983 add test for binance new function 2024-03-12 15:57:22 +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
zenix.huang
ec45ad3bdc feature: add ExchangePublic 2024-03-12 12:10:42 +09:00
kbearXD
17b193b003 dca2: remove debug log 2024-03-11 15:34:12 +08:00
bailantaotao
0bc409e021
Merge pull request #1572 from c9s/edwin/bitget/add-order-test 
TEST: [bitget] add test to query trades, cancel orders, closed orders
 2024-03-10 16:11:28 +08:00
edwin
e8108800fe pkg/exchange: add test to query trades, cancel orders, closed orders 2024-03-10 16:00:48 +08:00
c9s
cf4fb0eaf1
adjust max order limiter 2024-03-09 23:48:05 +08:00
c9s
c06b1613b9
Merge pull request #1569 from battmdpkq/main 
FIX: fix some typos
 2024-03-08 22:12:55 +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
battmdpkq
54db9e9eec fix some typos 
Signed-off-by: battmdpkq <cmaker@163.com>
 2024-03-07 18:38:58 +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
f4a8dc0f8c
Merge pull request #1563 from c9s/edwin/bitget/test-place-order-2 
TEST: [bitget] add market/limit maker tests for place order
 2024-03-06 22:39:05 +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
edwin
71b8665b32 pkg/exchange: add more tests for query open orders 2024-03-06 17:01:49 +08:00
edwin
80661043d9 pkg/exchange: add more tests to place order 2024-03-06 17:00:46 +08:00
c9s
f5873172de
xdepthmaker: fix use of uninitialized vars 2024-03-06 16:10:45 +08:00
bailantaotao
38a155d9a1
Merge pull request #1561 from c9s/edwin/bitget/test-place-order 
FIX: [bitget] support market order on bitget unfilled order conversion
 2024-03-06 15:05:04 +08:00
edwin
91445807f6 pkg/exchange: add more comments 2024-03-06 14:51:54 +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
edwin
51e38cf002 pkg/exchange: support market order on bitget unfilled order conversion 2024-03-06 11:36:47 +08:00
bailantaotao
7c19315800
Merge pull request #1560 from c9s/edwin/bitget/test-place-order 
TEST: [bitget] add tests for query account, place order
 2024-03-06 11:17:57 +08:00
edwin
ceb3091525 pkg/exchange: add tests for query account, place order 2024-03-06 09:57:58 +08:00
c9s
096fac58b3
Merge pull request #1559 from c9s/c9s/xdepthmaker-pnl-fixer 
FEATURE: [xdepthmaker] add profit fixer
 2024-03-05 21:24:49 +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
edwin
07e288c7df pkg/exchange: add tests for query k line 2024-03-05 17:44:32 +08:00
edwin
76b077d8de pkg/exchange: add tests for query tickers 2024-03-05 17:04:11 +08:00
bailantaotao
8814323fc6
Merge pull request #1556 from c9s/edwin/bitget/test-query-markets 
TEST: [bitget] add tests for query markets
 2024-03-05 16:14:00 +08:00
edwin
0d690c3d91 pkg/exchange: add tests for query markets 2024-03-05 15:59:04 +08:00
c9s
88a55793b5
Merge pull request #1540 from c9s/kbearXD/dca2/monitor-metrics 2024-03-05 10:09:14 +08:00
c9s
43cf40ca05
Merge pull request #1555 from c9s/edwin/bbgo/fix-order 2024-03-05 10:08:58 +08:00
edwin
751f82bc56 pkg/bbgo: use origin order if error occurred 2024-03-05 09:45:14 +08:00
bailantaotao
9c85a5ccce
Merge pull request #1554 from c9s/edwin/add-more-logs 
MINOR: [bbgo] add more logs
 2024-03-05 09:37:48 +08:00
c9s
ca5f31b311
Merge pull request #1549 from anywhy/fix_exit_interval 2024-03-05 00:33:35 +08:00
edwin
a392d8d579 pkg: add more logs 2024-03-04 22:40:25 +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
giou-k
0013ec30db Add smma indicator and test 2024-03-01 11:36:48 +02:00
edwin
933ba31b05 pkg/exchange: rm redundant codes 2024-03-01 13:52:38 +08:00
root
2567bd0caa set the defauinteralv alue to 1m 2024-02-28 15:02:57 +08:00
root
151722664f Use configuration instead of kine fixed interval 2024-02-28 14:41:25 +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
c9s
95100195ad
bump version to v1.57.0 2024-02-27 22:02:21 +08:00
edwin
1e35432e21 pkg/exchange: refactor log 2024-02-26 11:40:13 +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
24013a82ab
Merge pull request #1546 from c9s/feat/add-exchange-field-to-market 
FEATURE:  add exchange field to types.Market
 2024-02-23 18:49:31 +08:00
c9s
a298950be8
move trading related utility functions to the tradingutil package 2024-02-23 18:47:49 +08:00
c9s
4aca676b4d
all: add exchange field to types.Market 2024-02-23 18:36:52 +08:00
c9s
0b0bc7e179
tradingutil: return anyErr if anyErr is not nil 2024-02-23 18:33:30 +08:00
c9s
3b8a3bed5f
add universal cancel all orders api helper 2024-02-23 16:56:30 +08:00
narumi
dae445ad5c unmarshal price type 2024-02-23 16:29:26 +08:00
bailantaotao
d0ed34c4e1
Merge pull request #1544 from c9s/edwin/bitget/batch-subscribe 
FIX: [bitget] batch subscribe channel
 2024-02-23 16:07:49 +08:00
edwin
3a18edd5ab pkg/exchange: batch subscribe channel 2024-02-23 15:48:57 +08:00
edwin
5c7509523b pkg/exchange: use new size instead of size 2024-02-23 14:08:35 +08:00
narumi
8f2d551399 add price type 2024-02-23 14:05:25 +08:00
c9s
06c533f3d7
Merge pull request #1531 from c9s/c9s/improve-deposit2transfer-logs 
improve: [deposit2transfer] improve deposit logging
 2024-02-22 22:47:17 +08:00
c9s
0f001a9151
Merge pull request #1534 from c9s/edwin/okx/refine-rate-limit 
FIX: [okx] refine okx rate limiter
 2024-02-22 22:46:43 +08:00
c9s
75cb5dd09c
check order pointer 2024-02-22 14:26:01 +08:00
edwin
f135b6dcc4 pkg/exchange: refine okx rate limiter 2024-02-22 09:21:04 +08:00
c9s
3cee573dbd
Merge pull request #1538 from c9s/c9s/fix-and-improve-query-order-until-filled 
FIX: [retry] fix and improve QueryOrderUntilFilled status check
 2024-02-21 17:09:02 +08:00
c9s
c68832459d
retry: fix and improve QueryOrderUntilFilled status check 2024-02-21 16:56:11 +08:00
c9s
9ddd91aea5
Merge pull request #1537 from c9s/c9s/fix-slack-attachment 
FIX: [slacknotifier] handle slack.Attachment pointer
 2024-02-21 15:37:26 +08:00
c9s
ac181959e5
slacknotifier: handle slack.Attachment pointer 2024-02-21 15:24:45 +08:00
edwin
b6261c2516 pkg/exchange: add limit maker type to place order 2024-02-20 18:20:07 +08:00
edwin
516c5e8137 pkg/exchange: print more logs 2024-02-20 17:55:47 +08:00
edwin
3bd2d90e3c pkg/exchange: allow char in place order 2024-02-20 15:14:09 +08:00
c9s
c6db392a26
deposit2transfer: improve deposit logging 2024-02-15 11:43:59 +08:00
edwin
262c05f83c pkg/exchange: fix trade id 2024-02-08 01:37:35 +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
c9s
d015670d63
binance: add TestClient_GetDepth test 2024-02-06 15:33:55 +08:00
c9s
0cf028d192
binance: define more event types 2024-02-06 15:28:56 +08:00
c9s
5206ec98c8
binance: make util functions private 2024-02-06 15:28:56 +08:00
c9s
e031acca13
binance: support partial depth event parsing 2024-02-06 15:28:56 +08:00
c9s
87364d0ca7
binance: refine the IsBookTicker checker written by tonyq 2024-02-06 15:28:56 +08:00
c9s
fce603064f
binance: define event types and add partial depth detection 2024-02-06 15:28:56 +08:00
c9s
97b922a8b2
binance: remove debug code 2024-02-06 15:28:56 +08:00
c9s
f734c699bc
add LastUpdateId to the SliceOrderBook struct 2024-02-06 15:28:55 +08:00
c9s
b3ef66dff4
binance: set snapshot.Time to now() 2024-02-06 15:28:55 +08:00
c9s
7e5d25a7e0
binance: implement GetDepthRequest with requestgen 2024-02-06 15:28:55 +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
bailantaotao
1c98e603b1
Merge pull request #1525 from c9s/edwin/binance-update-api-changes-3 
FEATURE: [binance] add margin request
 2024-02-06 10:02:38 +08:00
edwin
836f1f9490 pkg/exchange: use fixedpoint as value 2024-02-06 09:37:04 +08:00
c9s
996a1ecdc1
deposit2transfer: reduce log frequency 2024-02-06 00:39:05 +08:00
c9s
ca4f3f5039
fix rbtree copy limit checker 2024-02-06 00:36:49 +08:00
c9s
3594f85ed0
types: fix copy limit checking 2024-02-06 00:36:49 +08:00
c9s
24e465e5b6
binance: fix parser parsebytes 2024-02-06 00:36:49 +08:00
c9s
eea4c43619
binance: use predecl return vars 2024-02-06 00:36:49 +08:00
c9s
75a2abeeab
max: reduce kline parsing cost 2024-02-06 00:36:49 +08:00
c9s
f64b0e7a9f
binance: pre-allocate PriceVolumeSlice memory 2024-02-06 00:36:48 +08:00
c9s
2ec01e3d28
binance: use fastjson parser pool 2024-02-06 00:36:48 +08:00
edwin
54784f8c54 pkg/exchange: rm timestamp 2024-02-05 17:02:46 +08:00
edwin
c73fc65c6d pkg/exchange: add margin transfer request 2024-02-05 17:00:57 +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
565cdef54f
Merge pull request #1524 from c9s/edwin/binance-update-api-changes-2 
MINOR: [binance] update borrow/repay api changes
 2024-02-05 15:08:44 +08:00
edwin
f77d03d270 pkg/exchange: update borrow/repay api changes 2024-02-05 12:11:36 +08:00
c9s
aad3f89492
Merge pull request #1523 from c9s/edwin/binance/update-api-changes 
MAJOR: [binance] replace margin/transfer to asset/transfer
 2024-02-05 11:42:25 +08:00
c9s
3c73c28141
Merge pull request #1520 from c9s/edwin/okx/add-response-validation-func 
FEATURE: [okx] add response validation func
 2024-02-05 11:42:03 +08:00
edwin
b6717f2fcf pkg/exchange: replace /sapi/v1/margin/transfer to /sapi/v1/asset/transfer 2024-02-05 11:18:40 +08:00
Michal Jirman
825be2a08e
indicator: keltner channel 2024-02-03 17:13:51 +05:45
Michal Jirman
f8175a9cfe
telegram: prevent sending error in case of no opened position 2024-02-02 21:44:27 +05:45
edwin
3846b2aead pkg/exchange: add response validation func 2024-02-01 14:40:59 +08:00
Edwin
f0ad014837 pkg/exchange: support kline subscriptions 2024-01-30 12:17:50 +08:00
Edwin
429036985c pkg/exchange: add new kline stream 2024-01-30 10:23:10 +08:00
Edwin
d2b45f5d58 pkg/exchange: refactor kline api 2024-01-29 20:59:53 +08:00
c9s
bfbf415c15
tri: fix tests 2024-01-29 20:23:24 +08:00
c9s
192c12cd22
bump version to v1.56.2 2024-01-29 15:47:36 +08:00
c9s
35b7667da6
add the missing file 2024-01-29 15:45:48 +08:00
c9s
9c4cd3115f
bump version to v1.56.1 2024-01-28 14:30:36 +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
c9s
4d5e3501df
bump version to v1.56.0 2024-01-26 16:44:11 +08:00
c9s
93bddfdccd
fix database config parsing 2024-01-26 16:39:05 +08:00
c9s
c1484771ea
binance: make the error message clear 2024-01-24 18:22:35 +08:00
c9s
3aa6b0c13c
max: remove unused parseBookEntries function 2024-01-24 17:56:04 +08:00
c9s
18ccc78d83
binance: apply DefaultDepthLimit to 5000 2024-01-24 17:53:04 +08:00
c9s
07eb723da4
binance: support more depth level 2024-01-24 17:51:02 +08:00
c9s
805fea32df
types: avoid using defer unlock in CopyDepth 2024-01-24 17:48:13 +08:00
c9s
6cf5300650
max: preallocate fastjson array object var memory 2024-01-24 16:58:42 +08:00
c9s
e67155d6cc
max: optimize book parsing 2024-01-24 16:58:42 +08:00
c9s
fcd367b8c2
max: pre-allocate price volume slice memory 2024-01-24 16:58:42 +08:00
c9s
cb1133b0e0
Merge pull request #1512 from c9s/c9s/fix-boll-history-kline-push 
FIX: [bollmaker] fix bollinger indicator history kline push
 2024-01-24 16:36:12 +08:00
c9s
dd07bc7159
fix bollinger indicator history kline push 2024-01-24 16:25:28 +08:00
c9s
f18433409d
Merge pull request #1511 from c9s/c9s/update-migrations 
MINOR: compile and update migration package
 2024-01-24 16:08:59 +08:00
c9s
ee1a2727f6
compile and update migration package 2024-01-24 15:56:04 +08:00
c9s
884b8f2b45
Merge pull request #1509 from c9s/kbearXD/dca2/profit-stats-and-recover 
[dca2] fix dca2 bug
 2024-01-24 15:50:09 +08:00
c9s
59713fa532
support extra migration packages 2024-01-24 15:33:17 +08:00
c9s
e6f911380d
max: set max websocket book default level 2024-01-24 13:52:49 +08:00
chiahung.lin
d13d882fc4 remove unused log 
remove running field
 2024-01-23 15:53:20 +08:00
Edwin
7841813fe0 pkg/exchange: fix okx query open order time param 2024-01-23 14:26:40 +08:00
c9s
0e5ff14d1c
Merge pull request #1506 from c9s/feature/rockhopper-v2 
FEATURE: upgrade migration tool rockhopper to v2
 2024-01-19 20:06:50 +08:00
c9s
611b2a9247
improve bbgo db migration process 2024-01-19 15:28:56 +08:00
c9s
3e233627be
add migration package name 2024-01-19 15:28:56 +08:00
c9s
9a1b50dee9
upgrade rockhopper to v2 2024-01-19 15:28:56 +08:00
chiahung.lin
1b33308450 fix bug and new field running to help to test 2024-01-18 15:39:56 +08:00
Edwin
ac649b3bd4 pkg/exchange: add cash trade mode to place order req 2024-01-18 14:13:38 +08:00
bailantaotao
8ceadd80f3
Merge pull request #1504 from c9s/edwin/okx/implement-ping-interval 
FEATURE: [okx] set ping interval
 2024-01-18 09:17:08 +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
bailantaotao
62c19b4d99
Merge pull request #1502 from c9s/edwin/okx/order-trade-event 
REFACTOR: [okx] refactor order trade event by json.Unmarshal
 2024-01-17 16:20:17 +08:00
Edwin
80d8c000bc pkg/exchange: set ping interval 2024-01-17 15:58:54 +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
Edwin
c5d2047605 pkg/exchange: emit balance snapshot after authed 2024-01-17 14:15:44 +08:00
Edwin
91913f021c pkg/exchange: refactor order trade event by json.Unmarshal 2024-01-16 15:36:51 +08:00
Edwin
11506fb605 pkg/exchange: fix queryTrades and queryOrderTrade api 2024-01-16 09:10:33 +08:00
Edwin
fa145a3622 pkg/exchange: refactor query closed order 2024-01-15 11:41:17 +08:00
Edwin
228bfba525 pkg/fixedpoint: support "" on fixedpoint.Value.unmarshalJson 2024-01-14 15:52:57 +08:00
Edwin
b352ae855f pkg/exchange: add query open orders 2024-01-14 15:52:54 +08:00
c9s
c01be14c70
max: remove unused var 2024-01-11 15:20:38 +08:00
c9s
68be0badca
max: improve depth parsing speed 2024-01-11 15:20:19 +08:00
c9s
905148a34f
maxapi: use fastjson parser pool 2024-01-11 15:20:06 +08:00
Edwin
373242d306 pkg/exchange: generate cancel order by requestgen 2024-01-11 11:29:04 +08:00
bailantaotao
8eb555619f
Merge pull request #1494 from c9s/edwin/okx/place-order 
FEATURE: [okx] generate place order request by requestgen
 2024-01-11 10:33:31 +08:00
bailantaotao
9da91304ac
Merge pull request #1496 from c9s/edwin/pkx/fix-sub-events 
FEATURE: [okx] support Unsubscription and Resubscription
 2024-01-10 20:49:32 +08:00
Edwin
260eef3b0c pkg/exchange: generate place order request by requestgen 2024-01-10 16:17:13 +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
Edwin
a7aa34c396 pkg/exchange: add comment 2024-01-10 14:07:25 +08:00
Edwin
1dedd32f42 pkg/exchange: support unsubscribe and resubscribe 2024-01-10 13:56:17 +08:00
chiahung.lin
d3bc37f45e use CommonCallback and pull PersistenceTTL out 2024-01-09 16:01:10 +08:00
Edwin
9297293a46 pkg/exchange: refactor query account balance 2024-01-09 15:59:05 +08:00
Edwin
a463c02183 pkg/exchange: generate account by requestgen 2024-01-09 15:58:42 +08:00
bailantaotao
c2e3fed6d3
Merge pull request #1492 from c9s/edwin/okx/refactor-tickers 
FEATURE: [okx] generate ticker request by requestgen
 2024-01-09 15:38:28 +08:00
bailantaotao
0bf1e4ed59
Merge pull request #1489 from c9s/edwin/okx/refactor-account-info 
REFACTOR: [okx] refactor account info
 2024-01-09 14:45:17 +08:00
Edwin
188b781116 pkg/exchange: add rate limiter to ticker/tickers 2024-01-09 13:57:19 +08:00
Edwin
6d7a01ffae pkg/exchange: generate ticker request by requestgen 2024-01-09 13:57:03 +08:00
Edwin
caef31d760 pkg/exchange: early return if error 2024-01-09 11:58:43 +08:00
Edwin
6e160e7a36 pkg/exchange: add rate limiter to QueryMarkets 2024-01-09 11:56:10 +08:00
Edwin
ba5882f7b6 pkg/exchange: generate instrument request by requestgen 2024-01-09 11:55:49 +08:00
Edwin
147b31d81d pkg/exchange: refactor account stream 2024-01-09 10:59:35 +08:00
bailantaotao
a680df2938
Merge pull request #1486 from c9s/edwin/okx/add-market-trade-stream 
FEATURE: [okx] support market trade streaming
 2024-01-09 10:58:24 +08:00
c9s
2ff74a5f86
autoborrow: add repaid alert 2024-01-09 09:59:53 +08:00
c9s
f33ed6a527
Merge pull request #1485 from c9s/narumi/xgap/improve-log 
CHORE: [xgap] print currency when insufficient balance
 2024-01-09 00:53:16 +08:00
Edwin
2e34f7840a pkg/exchange: support market trade streaming 2024-01-08 21:27:26 +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
c9s
11309ac8c8
Merge pull request #1487 from c9s/c9s/bitget-ignore-offline-symbols 
FIX: [bitget] ignore offline symbols
 2024-01-08 18:19:01 +08:00
c9s
e358da10dd
bitget: log symbol status 2024-01-08 18:13:26 +08:00
c9s
cfe3b6466c
update bitget v2 get_symbols_request_requestgen 2024-01-08 17:47:52 +08:00
c9s
33deaea6e5
bitget: bitget ignore offline symbols 2024-01-08 17:46:09 +08:00
bailantaotao
2afc72d14d
Merge pull request #1477 from c9s/edwin/okx/refactor-book-stream 
REFACTOR: [okx] refactor book and kline
 2024-01-08 10:41:39 +08:00
Edwin
0b906606fe pkg/exchange: refactor book and kline 2024-01-08 10:30:11 +08:00
c9s
ad8ea86173
change max borrowable query from error to warn 2024-01-07 19:09:11 +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
c9s
6e03626b36
Merge pull request #1476 from c9s/edwin/okx/add-streaming-test 
CHORE: [okex] add stream test for book
 2024-01-03 16:37:12 +08:00
bailantaotao
769d3ce2d8
Merge pull request #1456 from c9s/edwin/bitget/get-account-assets 
FEATURE: [bitget] get account assets
 2024-01-03 13:01:35 +08:00
Edwin
b5ff066aa2 pkg/exchange: print symbol 2024-01-03 11:30:50 +08:00
Edwin
30164acdcf pkg/exchange: use v2 get account asset api 2024-01-03 11:25:46 +08:00
Andy Cheng
22a9ab068d
Merge pull request #1467 from andycheng123/feature/sync-futures 
WIP: feature: sync futures data and backtest with them
 2024-01-03 10:41:39 +08:00
Andy Cheng
05536b6693
improve/sync-futures: remove unused code 2024-01-03 10:36:01 +08:00
Andy Cheng
90020a65a4
improve/sync-futures: do not use GetSessionAttributes() 2024-01-02 16:56:38 +08:00
Edwin
9ad94aa7e0 pkg/exchange: add stream test for book 2024-01-02 12:02:33 +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
f4941bef74
Merge pull request #1471 from c9s/c9s/add-DisableMarketDataStore-option 
FEATURE: add DisableMarketDataStore option
 2023-12-26 12:01:42 +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
8878005417
add DisableMarketDataStore option 2023-12-26 10:53:18 +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
Andy Cheng
d2f946e349
improve/migration: indices for sqlite 2023-12-22 12:00:14 +08:00
Andy Cheng
0ac720c4cb
improve/backtest: backtest with futures klines 2023-12-22 11:55:11 +08:00
Andy Cheng
66718e0d37
improve/backtest-sync: set exchange to use futures 2023-12-21 18:19:28 +08:00
Andy Cheng
c82cbbc172
fix/futures-kline-sync: typo 2023-12-21 16:52:52 +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
Andy Cheng
6809efa696
improve/db: save futures kilne to futures table 2023-12-21 16:19:32 +08:00
narumi
8ecba4378c inventory skew 2023-12-21 16:03:35 +08:00
Andy Cheng
5b0b5428fb
improve/db: query futures kilne if session 'futures' is true when sync 2023-12-21 15:47:24 +08:00
Andy Cheng
d5cbcc3fb2
improve/db: add futures kilne sqlite tables 2023-12-21 12:50:38 +08:00
Andy Cheng
9870ea0d6c
improve/db: add futures kilne tables 2023-12-21 12:33:00 +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
f292387886
bump version to v1.55.4 2023-12-20 22:47:29 +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
85e87e10b6
cmd: add emacross to builtin 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
e855214073
bump version to v1.55.3 2023-12-18 22:42:20 +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
882c1273b3
bbgo: pull out findPossibleMarketSymbols and add tests 2023-12-18 22:09:04 +08:00
c9s
671ce872c4
bbgo: fix and improve session UpdatePrice method 2023-12-18 22:01:11 +08:00
c9s
3ac862d122
bump version to v1.55.2 2023-12-18 18:00:40 +08:00
c9s
98468feb73
Merge pull request #1458 from c9s/feature/xdepthmaker 
FIX: [xdepthmaker] final fix
 2023-12-18 17:59:38 +08:00
c9s
841229518a
bitget: add more debug logs for orderEvent and tradeEvent 2023-12-18 16:31:04 +08:00
c9s
92aa7652d5
bbgo: add recordPosition log 2023-12-18 15:49:20 +08:00
chiahung.lin
eda072327c FIX: move common.Strategy to Initialize 2023-12-18 14:48:13 +08:00
c9s
038d180711
bitget: check bitget websocket trade id and order status 2023-12-18 14:44:33 +08:00
c9s
f19ed7abe0
xdepthmaker: initialize s.CrossExchangeMarketMakingStrategy in Initialize() 2023-12-18 14:31:51 +08:00
Edwin
c5decf9bf8 pkg/exchange: support v2 get asset api 2023-12-18 12:17:49 +08:00
c9s
3e6d6e10b3
all: move Initialize() call out, call it before the LoadState 2023-12-18 12:09:03 +08:00
c9s
19636ae429
bump version to v1.55.1 2023-12-15 19:20:01 +08:00
c9s
e7c3582334
fix: import tzdata package 2023-12-15 19:19:06 +08:00
c9s
8690977b5c
bump version to v1.55.0 2023-12-14 18:05:02 +08:00
c9s
2c7e42922b
Merge pull request #1429 from c9s/edwin/bybit/get-fee-rate-on-private-stream-only 2023-12-13 18:50:19 +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
c9s
61fb795e37
Merge pull request #1450 from c9s/feature/xdepthmaker 
IMPROVE: [strategy] xdepthmaker final fine-tune
 2023-12-13 15:50:35 +08:00
c9s
c170eac991
bbgo: fix active order book graceful cancel checking logics 2023-12-13 15:25:52 +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
115c2dc139
bbgo: refactor active orderbook 2023-12-13 14:00:53 +08:00
Edwin
29550f0013 pkg/exchange: we don't need the fee rate in the public stream 2023-12-13 13:53:58 +08:00
c9s
6cbb17fb76
all: refactor log formatter functions 2023-12-13 09:47:18 +08:00
c9s
f3ce4c2cc6
bitget: refactor debug function tool 2023-12-13 09:28:34 +08:00
c9s
b022a6119f
bitget: add bitget log prefix 2023-12-13 09:28:34 +08:00
c9s
cc3302816a
Merge pull request #1448 from c9s/c9s/fix-grid2-memory-leaks 
FIX: [core] solve memory leaks
 2023-12-13 09:01:56 +08:00
c9s
4e26b9d2ad
core: pull out cool trade period to a constant 2023-12-13 08:55:26 +08:00
c9s
21c8593c45
core: add exceededMaximumTradeStoreSize check 2023-12-12 18:26:51 +08:00
c9s
685f332495
core: enable trade store's trade pruning in NewTradeCollector 2023-12-12 18:26:51 +08:00
c9s
97c39921bd
core: adjust TradeExpiryTime to 3 hour 2023-12-12 18:26:51 +08:00
c9s
8025d05eac
core: log trades pruning 2023-12-12 18:18:34 +08:00
Edwin
c2724c4f62 pkg/exchange: fix price is zero when order not executed 2023-12-12 17:30:51 +08:00
c9s
c5282a8f9b
bitget: add more debug logs 2023-12-12 16:37:43 +08:00
c9s
158c48b807
bbgo: change verbose info log to debug log 2023-12-11 20:46:17 +08:00
c9s
8c6724b264
xdepthmaker: fix pricing book copy by avoiding using CopyDepth 2023-12-11 17:59:16 +08:00
c9s
9f14215ce8
bbgo: reduce logs 2023-12-11 17:59:02 +08:00
c9s
8c13092d8b
types: add slice book test for copy depth 2023-12-11 17:58:48 +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
3e382e00bf
Merge pull request #1443 from c9s/feature/xdepthmaker 
IMPROVE: [bitget] improve order type handling
 2023-12-08 15:34:54 +08:00
c9s
0a3269e38e
Merge pull request #1441 from c9s/c9s/fix-sync-since-time-override 
FIX: fix since time override
 2023-12-08 15:33:48 +08:00
c9s
b9c4002704
bitget: handle order type limit maker 2023-12-08 15:18:34 +08:00
c9s
c74ba4f406
Merge pull request #1440 from dydysy/fix_dot_calc 
FIX: [indicator] Possibly incorrect assignment
 2023-12-08 09:51:30 +08:00
c9s
33f0571511
bbgo: fix since time override 2023-12-08 09:38:43 +08:00
c9s
3048a13f0b
xdepthmaker: replace AtomicAdd with Add 2023-12-08 00:21:53 +08:00
c9s
ab3579700f
builtin: register xdepthmaker 2023-12-07 17:48:35 +08:00
c9s
cd06ffd21f
xdepthmaker: fix order call 2023-12-07 17:38:58 +08:00
c9s
214f9fe75e
bitget: improve bitget websocket depth subscription 2023-12-07 17:38:57 +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
b8fb2ac478
bbgo: fix active orderbook symbol order grouping 2023-12-07 16:18:24 +08:00
c9s
f03ac52ce5
activeOrderBook: use orderMap instead of orderStore 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
f21170aa5d
types: add order sorting by price 2023-12-07 16:18:23 +08:00
c9s
96f6f9e0d0
exchange/retry: add QueryOrderUntilCancelled 2023-12-07 16:18:23 +08:00
c9s
c2c1eca4c9
types: fix price heart beat alert tests 2023-12-07 16:18:23 +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
263c0883d1
bbgo: solve the scale when unmarshalling the json 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
e67fa19323
types: extend PeriodProfitStats fields 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
dydysy
05d446cb54 FIX: [indicator] Possibly incorrect assignment 2023-12-06 18:42:10 +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
chiahung.lin
c906d6a74d rename variable 2023-12-06 11:27:06 +08:00
chiahung.lin
d54b7365dd FEATURE: use types.OrderMap to avoid missing and duplicated orders 2023-12-05 20:10:37 +08:00
chiahung
a1d98e25c6 FEATURE: use max v3 new open orders api 2023-12-05 19:57:00 +08:00
chiahung.lin
165e788c3d fix 2023-12-05 16:59:26 +08:00
chiahung.lin
9fab37a284 use getLaunchDate 2023-12-05 15:34:31 +08:00
chiahung.lin
21c037a877 FIX: fix list closed orders api limit 2023-12-04 20:01:54 +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
c9s
92b6ee0264
Merge pull request #1431 from c9s/narumi/fix-order-status-length 
FIX: fix order status length
 2023-11-30 14:02:29 +08:00
root
cdeb0bc908 FIX: format minimal profit to percent 2023-11-29 18:37:28 +08:00
root
a4ccad9463 FIX: deactivate exit when position in closing 2023-11-29 18:26:01 +08:00
c9s
4bf93b3bfa
Merge pull request #1430 from c9s/c9s/fix-is-newer-check 
FIX: add executed quantity check when order status is partially filled
 2023-11-29 17:52:39 +08:00
c9s
55cbe806d9
bbgo: fix isNewerOrderUpdate check and tests 2023-11-25 13:22:03 +08:00
c9s
326a0c6128
bbgo: replace update time check with isNewerOrderUpdate func call 2023-11-24 19:00:51 +08:00
c9s
6b27722b03
bbgo: rename func isNewerOrderUpdate 2023-11-24 19:00:51 +08:00
c9s
9e663916ed
bbgo: add test case for isNewerUpdateTime 2023-11-24 19:00:51 +08:00
c9s
8afd3c9ee1
bbgo: add test Test_isNewerUpdate 2023-11-24 19:00:51 +08:00
c9s
8f5f5dfeed
bbgo: add executed quantity check when order status is OrderStatusPartiallyFilled 2023-11-24 19:00:51 +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
narumi
c30dd24550 fix order status length 2023-11-23 14:53:22 +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
kbearXD
9722c3eb49
Merge pull request #1421 from c9s/feature/maxapi/get-closed-orders 
FEATURE: use new max v3 api to query closed orders by timestamp
 2023-11-23 12:46:30 +08:00
Edwin
dbac45aa76 pkg/util: rm retry 2023-11-21 18:01:21 +08:00
Edwin
87d763598f pkg/exchange: use backoff retry 2023-11-21 18:01:21 +08:00
Edwin
51718b6eb2 pkg/exchnage: add log rate limiter to stream event 2023-11-21 18:01:18 +08:00
chiahung
7cb8da08cd use asc as order by to query closed orders 2023-11-21 17:14:33 +08:00
chiahung
102eb61188 remove unused log 2023-11-21 17:06:20 +08:00
c9s
ae3f3e1f70
bump version to v1.54.0 2023-11-20 17:32:20 +08:00
c9s
c360c6045c
bbgo: call retry.QueryAccountUntilSuccessful in the startup time 2023-11-20 16:20:39 +08:00
c9s
7c59e3ddc4
bbgo: add setAccount for account mutex protection 2023-11-20 16:15:33 +08:00
c9s
3ea333fd52
bbgo: add DisableStartupBalanceQuery option 2023-11-20 16:14:09 +08:00
chiahung.lin
ce76ad3c03 use OrderByType 2023-11-20 15:32:04 +08:00
なるみ
08a09c2fee
Merge pull request #1408 from c9s/narumi/wise 2023-11-17 19:48:08 +08:00
c9s
eac0195815
bbgo: truncate trade buffer if it gets too large 2023-11-17 17:15:08 +08:00
c9s
c248b2a323
bbgo: remove local trade snapshot from db 2023-11-17 17:15:08 +08:00
c9s
e5033c093a
grid2: check order's original status for updating 2023-11-17 17:14:52 +08:00
c9s
5795a71111
binance,max: store original order status into the order struct 2023-11-17 17:14:52 +08:00
c9s
b307275e60
types: add order.originalStatus 2023-11-17 17:14:52 +08:00
c9s
fe9dc9a79d
bbgo: change pending update log level to info 2023-11-17 16:57:48 +08:00
c9s
3cfc810f8d
max: group the request building statement 2023-11-17 16:57:47 +08:00
c9s
d5fe13272e
service: log sync start time 2023-11-17 16:57:47 +08:00
c9s
f223703247
max: force type check on max.Exchange 2023-11-17 16:57:47 +08:00
chiahung.lin
592cdede66 FEATURE: use new max v3 api to query closed orders by timestamp 2023-11-17 16:21:20 +08:00
Edwin
f46ca57bb2 pkg/types: refactor exchange name 2023-11-17 16:15:56 +08:00
Edwin
4f224c1c2a *: fix comments 2023-11-17 12:24:04 +08:00
Edwin
a074f8c57a pkg/types: support bitget, bybit on exhcange unmrashal 2023-11-16 14:00:59 +08:00
Edwin
5eb1ddb49a pkg/exchange: fix out-of-index 2023-11-16 13:33:42 +08:00
Edwin
93f8b79b69 pkg/exchange: use GTC if time-in-force empty 2023-11-16 13:33:17 +08:00
Edwin
6d39c9a5d1 pkg/exchange: use the now - 90 days instead of return err if since is 90 days earlier 2023-11-15 22:22:55 +08:00
Edwin
687ffe985c pkg/exchange: use time.Time instead of int64 to represent time 2023-11-15 22:20:26 +08:00
Edwin
cf527a6f05 pkg/exchange: make the CTime and UTime to qualified name 2023-11-15 17:16:07 +08:00
Edwin
4f94f7acc0 pkg/exchange: implement order trade user stream 2023-11-15 17:16:05 +08:00
narumi
fdc4c12ac1 add wise rate api 2023-11-15 15:50:39 +08:00
Edwin
720fe2e12e pkg/bbgo, pkg/types: add new interface PrivateChannelSymbolSetter 2023-11-15 10:47:16 +08:00
bailantaotao
580c6d2030
Merge pull request #1417 from c9s/edwin/skip-ping-pong-event 
REFACTOR: [stream] skip pong event on emitting raw message
 2023-11-14 20:49:13 +08:00
bailantaotao
43c50b46a6
Merge pull request #1415 from c9s/edwin/bitget/use-v2-tickers 
FEATURE: [bitget] use v2 tickers
 2023-11-14 20:48:52 +08:00
Edwin
562f85af75 pkg/exchange: rename v2Client -> v2client 2023-11-14 20:42:11 +08:00
Edwin
5808e0184b pkg/types: skip pong event on emitting raw message 2023-11-14 20:41:07 +08:00
bailantaotao
8ca8e4c946
Merge pull request #1416 from c9s/edwin/bitget/add-restful-api-validator 
FEATURE: [bitget] add response validator
 2023-11-14 20:38:15 +08:00
Edwin
53bce6d5c1 pkg/exchange: use v2 query ticker 2023-11-14 15:40:45 +08:00
Edwin
737f2fc86d pkg/exchange: add response validator 2023-11-14 15:26:07 +08:00
Edwin
5e5b8e1388 pkg/exchange: use v2 symbols 2023-11-14 14:35:16 +08:00
Edwin
eb04eaeea4 pkg/exchange: types.kline end time should -1 time.Millisecond 2023-11-14 14:21:31 +08:00
Edwin
755ea5e427 pkg/exchange: implement query kline api 2023-11-14 14:21:29 +08:00
bailantaotao
784030821e
Merge pull request #1406 from c9s/edwin/bitget/add-balance-event 
FEATURE: [bitget]add balance event
 2023-11-14 11:12:41 +08:00
bailantaotao
594ad89c67
Merge pull request #1409 from c9s/edwin/bybit/pint-log 
CHORE: [bybit] print fee rate log
 2023-11-13 12:28:55 +08:00
Edwin
ef280077cd pkg/exchange: print fee rate log 2023-11-13 11:53:41 +08:00
c9s
6fed3ef5f4
Merge pull request #1407 from c9s/feature/environment-config 
FEATURE:  add environment config for disabling some klines defaults
 2023-11-11 13:18:38 +08:00
c9s
38507f4dd1
bitget: add channel api code 2023-11-11 07:59:44 +08:00
c9s
b28b5e4097
bbgo: add environment config for disabling some klines defaults 2023-11-11 07:42:29 +08:00
Edwin
f49b14ac45 pkg/exchange: add balance event 2023-11-10 22:35:39 +08:00
Edwin
6c96d12d99 pkg/exchange: add login method 2023-11-10 21:56:18 +08:00
Edwin
639947c8b7 pkg/exchange: support cancel order 2023-11-10 16:41:42 +08:00
Edwin
a26b158230 pkg/exchange: support query trades 2023-11-10 16:31:15 +08:00
bailantaotao
58a810ecc9
Merge pull request #1399 from c9s/edwin/bitget/submit-orders 
FEATURE: [bitget] support submit order
 2023-11-10 16:02:59 +08:00
Edwin
cb5e305fed pkg/exchange: support submit order 2023-11-10 15:47:44 +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
31fb96c171
bump version to v1.53.0 2023-11-09 12:56:18 +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
c9s
610de4c10c
Merge pull request #1403 from c9s/edwin/upgrade-requestgen 2023-11-09 11:11:34 +08:00
Edwin
3978fca27d pkg/exchange: support query closed orders 2023-11-09 09:26:59 +08:00
bailantaotao
e70c04cb65
Merge pull request #1392 from c9s/edwin/bitget/QueryOpenOrders 
FEATURE: [bitget] add query open orders
 2023-11-09 09:11:32 +08:00
Edwin
2c072281d7 pkg/exchange: add assertion for api response 2023-11-08 22:43:01 +08:00
Edwin
2d650cd1d9 pkg/exchange: add defensive program to ensure the order length is expected 2023-11-08 22:08:21 +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
kbearXD
8a6a26239d
Merge pull request #1395 from c9s/chiahung/grid2/fix-sync-before 
FIX: fix skip syncing active order
 2023-11-08 11:05:36 +08:00
Edwin
b41f4712d7 pkg/exchange: add fee recover 2023-11-07 17:17:38 +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
Edwin
2049e71cf6 pkg/exchange: rm the retry 2023-11-07 14:53:00 +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
Edwin
f595cc9cc0 pkg/exchange: add query open orders 2023-11-06 23:40:22 +08:00
Edwin
82ac8f184f pkg/exchange: to periodically fetch the fee rate 2023-11-06 22:17:29 +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
bailantaotao
d758efc9ff
Merge pull request #1380 from bailantaotao/edwin/bitget/add-kline 
FEATURE: [bitget] support kline subscription on stream
 2023-11-01 19:32:14 +08:00
bailantaotao
d42b227b9c
Merge pull request #1385 from c9s/edwin/bitget/add-tickers-api 
FEATURE: [bitget] add query tickers api
 2023-11-01 19:31:55 +08:00
YC
8e76804b0c
Merge pull request #1376 from c9s/feature/query-trades-pagination 
FEATURE: query trades from db page by page
 2023-11-01 17:07:52 +08:00
c9s
2ffc617dac
Merge pull request #1386 from c9s/c9s/refactor-wall-strategy 
REFACTOR: [wall] refactor wall strategy with common.Strategy
 2023-11-01 17:06:17 +08:00
c9s
9dc57f01cd
wall: refactor wall strategy with common.Strategy 2023-11-01 16:57:07 +08:00
Edwin
00d4805321 pkg/exchange: add query tickers api 2023-11-01 16:14:21 +08:00
bailantaotao
de8f24cb7b
Merge pull request #1382 from bailantaotao/edwin/bitget/refactor-ticker-account 
REFACTOR: [bitget] add rate limiter for account, ticker
 2023-11-01 15:46:01 +08:00
c9s
a8ddf9a8d5
Merge pull request #1384 from c9s/c9s/backtest-minor-improvements 
CHORE: minor improvements on backtest cmd
 2023-11-01 15:35:07 +08:00
c9s
7a48d001a2
backtest: return closed kline channel when empty symbol is given 2023-11-01 15:23:27 +08:00
c9s
470eb7dc09
cmd: skip reports for session has no trade 2023-11-01 15:22:53 +08:00
なるみ
98b4bd2317
Merge pull request #1377 from c9s/narumi/rebalance/refactor 
REFACTOR: [rebalance] submit one order at a time
 2023-11-01 14:01:32 +08:00
Edwin
2cea089404 pkg/exchange: add rate limiter for query ticker, account 2023-11-01 13:20:46 +08:00
Edwin
102b662f7c pkg/exchange: support kline subscription on stream 2023-11-01 11:56:58 +08:00
Edwin
4bc177f21b pkg/exchange: refactor get symbol api 2023-10-31 14:48:40 +08:00
Yu-Cheng
1d2e46eca8 trade: query trades from db paginately 2023-10-31 14:20:20 +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
c9s
dcd837f0f9
Merge pull request #1372 from bailantaotao/edwin/fix-precision 
FIX: [bybit][kucoin] fix negative volume, price precision
 2023-10-28 08:09:51 +08:00
なるみ
db1de0efb8
Merge pull request #1373 from c9s/narumi/xalign/max-amounts 
FEATURE: [xalign] adjust quantity by max amount
 2023-10-27 18:00:08 +08:00
Edwin
39c3d23da3 pkg/exchange: support ping/pong 2023-10-27 16:45:41 +08:00
Edwin
d07b766939 pkg/exchange: Use the same conn to avoid concurrent write issues. 2023-10-27 16:03:03 +08:00
Edwin
ba7e26c800 pkg/exchange: use NumFractionalDigits instead of math.Log10(Float64) due to precision problem 2023-10-27 15:28:35 +08:00
narumi
e8c9801535 adjust quantity by max amount 2023-10-27 15:01:41 +08:00
Edwin
2a85bbebf0 pkg/exchange: fix precision 2023-10-27 12:52:36 +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
kbearXD
c4f1af00d7
Merge pull request #1361 from c9s/feature/grid2/recover-preparation-function 
FEATURE: prepare query trades funtion for new recover
 2023-10-26 13:59:33 +08:00
bailantaotao
8ddb31b339
Merge pull request #1365 from bailantaotao/edwin/make-jump-to-option-2 
FEATURE: [batch] add jumpIfEmpty opts to closed order batch query
 2023-10-26 11:22:29 +08:00
Edwin
55d444d86a pkg/exchange: add jumpIfEmpty opts to closed order batch query 2023-10-26 09:31:25 +08:00
bailantaotao
d762366a83
Merge pull request #1364 from bailantaotao/edwin/make-jump-to-option 
FEATURE: [batch] add a jumpIfEmpty to batch trade option
 2023-10-26 09:23:11 +08:00
Edwin
881db49b70 pkg/exchange: rename tradeRateLimiter to queryOrderTradeRateLimiter 2023-10-25 21:36:26 +08:00
Edwin
c611cfe73b pkg/exchange: add a jumpIfEmpty to batch trade option 2023-10-25 21:30:54 +08:00
chiahung
ab1bc998f9 FEATURE: prepare query trades funtion for new recover 2023-10-25 13:34:11 +08:00
c9s
4b9d52004f
Merge pull request #1355 from c9s/refactor/grid2/rename-and-move 
REFACTOR: rename file and variable
 2023-10-25 07:36:22 +08:00
narumi
3e5869cab3 remove zero padding from RMA 2023-10-24 17:03:40 +08:00
なるみ
4f35f21581
Merge pull request #1357 from c9s/narumi/rma-test-cases 
FIX: Fix duplicate RMA values and add test cases
 2023-10-24 17:01:36 +08:00
narumi
2a9fd10716 add rma test cases 2023-10-24 16:47:08 +08:00
narumi
22a7232e8b fix duplicate rma value 2023-10-24 16:37:44 +08:00
c9s
3fcc21c1f1
Merge pull request #1356 from c9s/c9s/fix-rma-zero-value-issue 
FIX: fix rma zero value issue
 2023-10-24 16:18:39 +08:00
c9s
4c1654652e
indicator: remove unnecessary zero value push 2023-10-24 13:44:49 +08:00
c9s
a9d9ef3792
Add AddSubscriber method on Float64Series 2023-10-24 13:44:25 +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
c9s
7860bff379
Merge pull request #1349 from c9s/feature/grid2/remove-profit-entries 
MINOR: remove profit entries from profit stats
 2023-10-23 07:17:17 +08:00
Edwin
a18b1be44e pkg/exchange: support market trade stream on bitget 2023-10-20 16:42:09 +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
bailantaotao
f8c47f72bf
Merge pull request #1344 from bailantaotao/edwin/bitget/public-stream-book 
FEATURE: [bitget] support book stream on bitget
 2023-10-20 14:22:42 +08:00
c9s
eb404a5f9b
Merge pull request #1280 from c9s/feature/bitget 
FEATURE: [bitget] integrate QueryMarkets, QueryTicker and QueryAccount api
 2023-10-20 13:36:07 +08:00
Edwin
51d86ca059 pkg/exchange, types: support book stream on bitget 2023-10-19 15:40:32 +08:00
narumi
900db74fb9 skip public session 2023-10-19 15:14:28 +08:00
c9s
6b273eda4d
Merge pull request #1345 from c9s/c9s/fix-market-inject 
FIX: [bbgo] check symbol length for injection
 2023-10-18 15:46:43 +08:00
gx578007
5c8c66a740
Merge pull request #1343 from c9s/bhwu/max/remove-outdated-max-fields 
FIX: [max] remove outdated margin fields
 2023-10-18 15:41:33 +08:00
c9s
92396cae5e
bbgo: check symbol length for injection 2023-10-18 15:36:53 +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
gx578007
10daeab1cb FIX: [max] remove outdated margin fields 2023-10-17 16:11:34 +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
d50e50991e
Merge pull request #1342 from c9s/improve/pivot-right-window-usage 
CHORE: make rightWindow possible to be set as zero
 2023-10-16 12:51:21 +08:00
c9s
dfa3f7d4c4
indicator: make right window optional 2023-10-16 12:40:44 +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
bailantaotao
fb110a1d5b
Merge pull request #1339 from bailantaotao/edwin/support-200-depth 
FEATURE: [BYBIT] support order book depth 200 on bybit
 2023-10-12 21:16:56 -05:00
c9s
20df2ef3c8
Merge pull request #1335 from c9s/c9s/feature/private-channels 
FEATURE: add custom private channel support to max
 2023-10-12 17:20:06 +08:00
Edwin
ef582f6e52 pkg/exchange: support order book depth 200 on bybit 2023-10-12 11:11:26 +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
c9s
a13c65ef1d
Merge pull request #1332 from MengShue/add_supported_interval 
FEATURE: add supported interval for okex
 2023-10-05 21:47:51 +08:00
c9s
e01d89d619
Merge pull request #1232 from zenixls2/feature/forceOrder 
feature: add forceOrder api for binance to show liquid info
 2023-10-05 21:46:49 +08:00
zenix
590e1648eb fix: use MillisecondTimestamp instead 2023-10-05 16:16:27 +09:00
c9s
378425a3aa
bbgo: add balance logger support 2023-10-04 18:02:19 +08:00
c9s
78ea940569
max: support private channel setter 2023-10-04 18:02:18 +08:00
Alan.sung
2309bbdee8 print local interval in error message 2023-10-04 16:24:32 +08:00
c9s
42d2ffd502
Merge pull request #1334 from c9s/c9s/max-http-transport 
CHORE: [maxapi] change default http transport settings
 2023-10-04 15:28:18 +08:00
c9s
4700e754a8
maxapi: change default http transport settings 2023-10-04 15:17:22 +08:00
Alan.sung
3b793b79b6 turn ToGlobalInterval to ToLocalInterval, use Map to turn to local interval 2023-10-04 14:23:13 +08:00
Alan.sung
0b5ce231ff fix lint and rename i with in 2023-10-04 12:39:30 +08:00
Alan.sung
a83335817e use interval [1m/3m/5m/15m/30m/1H/2H/4H] and [/6Hutc/12Hutc/1Dutc/2Dutc/3Dutc/1Wutc/1Mutc] and add unit test 2023-10-04 12:39:30 +08:00
Alan.sung
d200232c13 add supported interval for okex 2023-10-04 12:38:59 +08:00
なるみ
f50d81950a
Merge pull request #1330 from c9s/narumi/fixedmaker/remove-atr 
REFACTOR: Make fixedmaker simpler
 2023-10-04 12:38:49 +08:00
c9s
32b8ca9a41
Merge pull request #1312 from MengShue/add_two_new_receiver_for_okex 
FEATURE: add QueryClosedOrders() and QueryTrades() for okex
 2023-10-04 12:14:32 +08:00
Alan.sung
b1c6e01e45 use types.StrInt64 for billID and add more comment for QueryTrades() and comment out personal unit test 2023-10-03 15:14:49 +08:00
Alan.sung
cc55d67eeb use default limit if not pass AND add more unit test 2023-10-03 12:29:30 +08:00
Alan.sung
648b82ead3 use NewGetTransactionHistoryRequest for QueryTrades and use billID for pagination 2023-10-02 18:47:05 +08:00
c9s
43fd404505
bump version to v1.52.0 2023-10-02 11:43:10 +08:00
c9s
a40d4a6b81
compile and update migration package 2023-10-02 11:43:02 +08:00
Alan.sung
6fd86fefda add unit test for QueryTrade() 2023-10-02 10:49:33 +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
bailantaotao
d37682e22c
Merge pull request #1326 from bailantaotao/ediwn/fix-bybit-query-trades 
FIX: [bybit] fix bybit query trades
 2023-09-27 15:28:34 +08:00
bailantaotao
1117fe36e5
Merge pull request #1323 from c9s/c9s/strategy/atrpin 
FEATURE: add atrpin strategy
 2023-09-27 15:00:41 +08:00
Edwin
add1c73656 pkg/exchange: support pagination 2023-09-27 14:56:46 +08:00
zenix
08dad1c497 fix: replace json.Number with MillisecondTimestamp in types 2023-09-27 15:52:02 +09:00
Edwin
9a05357350 pkg/exchange: remove the limitation of query range due to bybit support the query 2023-09-27 14:44:11 +08:00
c9s
d4330a7a32
atrpin: add minPriceRange config 2023-09-27 14:25:49 +08:00
Alan.sung
3b63858d23 handle pagenation for QueryTrade 2023-09-27 11:06:41 +08:00
c9s
e52e53aa42
refine atrpin strategy 2023-09-26 20:43:14 +08:00
c9s
3b6e1e32a4
indicator/v2/tr: use PushAndEmit instead of just EmitUpdate 2023-09-26 20:42:54 +08:00
c9s
9a7b70d367
bbgo: reformat order executor 2023-09-26 20:42:38 +08:00
c9s
bc7f2687f8
indicator: check valid window value for RMA 2023-09-26 20:42:18 +08:00
c9s
2d578db12f
bbgo: simplify marketDataStore accessor 2023-09-26 20:42:00 +08:00
c9s
716fea885f
backtest: add more order checking 2023-09-26 20:41:37 +08:00
c9s
117d7f008f
types: add stringer on type ticker 2023-09-26 20:41:23 +08:00
bailantaotao
65b3d2cfcd
Merge pull request #1324 from bailantaotao/edwin/emit-balance-snapshot 
FEATURE: [bybit] emit balance snapshot
 2023-09-26 18:06:05 +08:00
zenix
2e4336a604 fix: listenKeyExpired event sends string timestamp 2023-09-26 18:41:15 +09:00
zenix
13b9fc4252 add forgotten emit 2023-09-26 18:36:46 +09:00
Edwin
9f83165032 pkg/exchange: use balance update instead of snapshot event 2023-09-26 17:13:23 +08:00
Edwin
70884538bc pkg/exchange: emit balance snapshot 2023-09-26 17:13:20 +08:00
c9s
7a5a027a62
bbgo: add logging filledOrder option 2023-09-26 16:45:00 +08:00
c9s
9fffa4a47f
add atrpin strategy 2023-09-26 15:32:55 +08:00
zenix
7ae56a83da feature: add forceOrder api for binance to show liquid info 2023-09-26 15:22:09 +09:00
Alan.sung
ad7206271f QueryTrades only allow query by time interval, required 2023-09-26 01:06:58 +08:00
Alan.sung
99a69f4f2f add QueryClosedOrders() and QueryTrades() for okex, also fix conflict for QueryOrderTrades() and update typo error in QueryOrderTrades() 2023-09-26 01:05:09 +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
8f40478c74
Merge pull request #1313 from c9s/fix/grid2-active-orders 
FIX: [grid2] only do active order update when grid is recovered
 2023-09-25 17:53:07 +08:00
c9s
94f6cefd70
grid2: improve active order recover logs 2023-09-25 17:43:38 +08:00
c9s
fdaa92c6ca
Merge pull request #1320 from c9s/feature/logging 
FEATURE: add log fields support to the core
 2023-09-25 17:30:14 +08:00
c9s
b6d0e3ef27
grid2: only do active order update when grid is recovered 2023-09-25 17:19:53 +08:00
c9s
550b010499
bbgo: add log fields support to the core 2023-09-25 17:16:27 +08:00
c9s
db7a0df254
types: change websocket error to warnf 2023-09-25 13:55:59 +08:00
bailantaotao
e86a75c406
Merge pull request #1317 from bailantaotao/edwin/waiting-all-routines-closed 
FIX: Wait for all routines to close while streaming is reconnecting
 2023-09-21 21:19:03 +08:00
narumi
4a231b10c6 pull out ishalted method 2023-09-21 15:06:09 +08:00
Edwin
294e5111dc pkg/types: ensure all routines are done 2023-09-21 14:43:06 +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
bailantaotao
a3df61dca4
Merge pull request #1311 from bailantaotao/edwin/add-on-raw-message-callback 
FEATURE: emit regardless of whether there is an error or not on subscription.
 2023-09-20 11:33:33 +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
kbearXD
6d0c266513
Merge pull request #1302 from c9s/feature/grid2/use-quote-quantity 
FEATURE: use quote quantity if there is QuoteQuantity in trade
 2023-09-19 10:41:34 +08:00
c9s
a22c41f47d
Merge pull request #1307 from MengShue/add_QueryOrderTrades_for_okex 
FEATURE: add QueryOrderTrades() for okex
 2023-09-18 16:14:41 +08:00
Edwin
42ee9618b5 pkg/exchange: emit regardless of whether there is an error or not. 2023-09-18 13:11:22 +08:00