Commit Graph

5648 Commits

Author SHA1 Message Date
c9s
9dc57f01cd
wall: refactor wall strategy with common.Strategy 2023-11-01 16:57:07 +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
4bc177f21b pkg/exchange: refactor get symbol api 2023-10-31 14:48:40 +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