YC
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80e5144950
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Merge pull request #184 from c9s/ftx/add-missing-query-string
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2021-03-24 16:26:33 +08:00 |
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ycdesu
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241f1ee9de
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ftx: support lastOrderID
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2021-03-23 22:27:11 +08:00 |
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ycdesu
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17b6122cf8
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ftx: assign query string to order/wallet requests
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2021-03-23 22:26:18 +08:00 |
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ycdesu
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bce749c13b
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ftx: add missing query string
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2021-03-23 22:25:57 +08:00 |
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ycdesu
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33046df35b
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ftx: list closed orders
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2021-03-23 22:25:21 +08:00 |
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ycdesu
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cb52b436cb
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ftx: add log
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2021-03-23 22:25:05 +08:00 |
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c9s
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cbd43c159f
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bump version
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2021-03-23 21:52:42 +08:00 |
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c9s
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29f77c2176
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add environ.DatabaseService nil check for backtest
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2021-03-22 22:48:43 +08:00 |
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c9s
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3a842836cd
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bump version
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2021-03-22 18:51:32 +08:00 |
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c9s
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5de221524f
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adjust state and reset per day
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2021-03-22 18:48:18 +08:00 |
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c9s
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6c8babfb27
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allow public session
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2021-03-22 17:40:17 +08:00 |
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c9s
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67bfc508c8
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max: remove unnecessary log
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2021-03-22 17:40:00 +08:00 |
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c9s
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2b27815929
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move out groupID to the maxapi package
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2021-03-22 17:32:22 +08:00 |
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c9s
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706b38efa3
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gap: finalize the implementation
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2021-03-22 17:32:22 +08:00 |
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c9s
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111b3ba036
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max: improve multi-order request
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2021-03-22 17:32:22 +08:00 |
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c9s
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3c5071b87e
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use uint32 for groupID
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2021-03-22 17:32:22 +08:00 |
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c9s
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cd5ac1ddf5
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fix convert for limit maker
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2021-03-22 17:32:22 +08:00 |
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c9s
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865dda14f5
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gap: accumulate fee
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2021-03-22 17:32:22 +08:00 |
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c9s
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24c4d05e91
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max: load websocket base url from the env var
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2021-03-22 17:32:21 +08:00 |
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c9s
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088b22f338
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support bbgo-no-cache option
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2021-03-22 17:32:21 +08:00 |
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c9s
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e86f29b7cc
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add gap strategy
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2021-03-22 17:32:21 +08:00 |
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ycdesu
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ab743f85c2
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ftx:support deposit histories
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2021-03-21 20:17:41 +08:00 |
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ycdesu
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d2a5a755be
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ftx: implement queryMarket
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2021-03-21 13:06:46 +08:00 |
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ycdesu
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14652c6918
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ftx: define market request
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2021-03-21 13:06:46 +08:00 |
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ycdesu
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c30a026243
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ftx: support market cmd
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2021-03-21 13:06:46 +08:00 |
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Yo-An Lin
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1293dbb64b
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Merge pull request #180 from c9s/strategy/xmaker
feature: add strategy xmaker
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2021-03-21 13:00:00 +08:00 |
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c9s
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814a77ea39
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xmaker: improve balance checking
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2021-03-21 12:55:33 +08:00 |
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c9s
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2a067e5cb4
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add more balance check for hedging
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2021-03-21 12:55:33 +08:00 |
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c9s
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1f744b0fa5
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convert limit maker type to post only
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2021-03-21 12:55:33 +08:00 |
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c9s
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837934e690
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add post_only order type
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2021-03-21 12:55:33 +08:00 |
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c9s
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6b877e1394
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add limit maker order type
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2021-03-21 12:55:33 +08:00 |
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c9s
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4e3f325bb6
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first commit of xmaker strategy from mobydick
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2021-03-21 12:55:33 +08:00 |
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ycdesu
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04870acbab
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fixedpoint: get num of fractional parts
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2021-03-21 12:52:45 +08:00 |
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c9s
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cf1262c1a9
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update version.go
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2021-03-21 10:20:00 +08:00 |
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c9s
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ca27bf100d
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grid: use instance id for persistence
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2021-03-20 23:07:04 +08:00 |
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c9s
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ef8543db8a
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show accumulative arbitrage profit in the message
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2021-03-20 23:05:11 +08:00 |
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c9s
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b4083bdf10
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fix fee calc tests
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2021-03-20 22:59:53 +08:00 |
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c9s
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a52101b163
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remove bps from the fee calc
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2021-03-20 22:53:14 +08:00 |
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c9s
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d97275e408
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query max account fee from the vip level api
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2021-03-19 17:06:48 +08:00 |
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YC
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062a008674
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Merge pull request #174 from c9s/ftx/fix-placeorder-init
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2021-03-19 10:35:54 +08:00 |
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ycdesu
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a7bdcdff38
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fix: fix placeorder cmd
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2021-03-19 10:07:39 +08:00 |
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ycdesu
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c8447663db
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refactor: use fixedpoint to store fee
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2021-03-19 08:49:24 +08:00 |
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ycdesu
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83ae943a4f
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ftx: calculate commission
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2021-03-18 23:58:28 +08:00 |
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ycdesu
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a62481590e
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ftx: support PlatformCurrency
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2021-03-18 23:58:28 +08:00 |
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ycdesu
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8a75b21a38
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ftx: support account info
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2021-03-18 23:53:55 +08:00 |
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Yo-An Lin
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9e596a0f63
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Merge pull request #171 from c9s/feature/grid-profit-notification
strategy: calculate grid arbitrage profit per order
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2021-03-18 18:19:09 +08:00 |
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c9s
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dffd9fc980
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add VipLevel api query support
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2021-03-18 17:58:18 +08:00 |
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c9s
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890324a4ad
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maxapi: add VipLevel
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2021-03-18 17:58:18 +08:00 |
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c9s
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761d51597d
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add todo fee rate here
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2021-03-18 17:48:05 +08:00 |
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c9s
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4975fb5498
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track arbitrage orders
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2021-03-18 17:20:21 +08:00 |
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c9s
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a95c3b94a0
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core: set default store ID
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2021-03-18 17:20:07 +08:00 |
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c9s
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0e6918a352
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grid: add profit field
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2021-03-18 15:46:14 +08:00 |
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Yo-An Lin
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40b376802e
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Merge pull request #168 from c9s/feature/mark-trade-strategy
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2021-03-18 10:31:59 +08:00 |
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Yo-An Lin
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06381c250b
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Merge pull request #165 from Larry850806/remove-useless-code-in-balances-cmd
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2021-03-18 10:31:41 +08:00 |
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Larry850806
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28f4584191
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Use empty config if config file doesn't exist
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2021-03-18 10:04:41 +08:00 |
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c9s
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cad8349a1a
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remove state OrderStateFinalizing from the order state
since we are only interested in the closed orders
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2021-03-18 01:15:49 +08:00 |
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c9s
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dd87bde785
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fix reward sync time range issue
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2021-03-18 01:15:38 +08:00 |
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c9s
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85b6cb81a2
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make local active orderbook json marshallable
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2021-03-18 01:15:06 +08:00 |
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c9s
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8d784576cd
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put state vars into the state struct for persistence
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2021-03-18 01:14:56 +08:00 |
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c9s
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72c1f55b70
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fix grid price calculation
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2021-03-18 00:46:25 +08:00 |
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c9s
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4a415a43b3
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fix reward query
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2021-03-18 00:46:10 +08:00 |
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c9s
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90477826cf
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implement byte parser for fixedpoint parsing
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2021-03-17 22:20:25 +08:00 |
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ycdesu
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4a5a53ea28
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ftx: support queryClosedOrders
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2021-03-17 21:26:25 +08:00 |
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Larry850806
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4dc478590f
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Remove configuring database in balances cmd
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2021-03-17 14:35:00 +08:00 |
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ycdesu
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54ca62ac5c
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ftx: define ordersHistory in rest client
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2021-03-17 08:18:37 +08:00 |
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ycdesu
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342b0dd1dd
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ftx: cancel orders
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2021-03-16 22:36:44 +08:00 |
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Yo-An Lin
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7ecb17dbe2
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Merge pull request #163 from c9s/feature/mark-trade-strategy
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2021-03-16 22:34:09 +08:00 |
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c9s
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216c12b49e
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backup and restore position
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2021-03-16 20:07:54 +08:00 |
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c9s
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a1667010eb
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fix filled grid map assignment
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2021-03-16 20:05:03 +08:00 |
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c9s
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714d61a829
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add grid restore behavior
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2021-03-16 20:04:06 +08:00 |
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c9s
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8c08cfebb7
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rename MarkStrategyID to just Mark
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2021-03-16 14:07:47 +08:00 |
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Yo-An Lin
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f5b65e795e
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Merge pull request #160 from c9s/feature/grid-options
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2021-03-16 12:59:14 +08:00 |
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c9s
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ebcef65b01
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mark trades with the strategy ID
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2021-03-16 10:58:51 +08:00 |
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c9s
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478bef526d
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copy the position object and send notification
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2021-03-16 02:22:00 +08:00 |
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c9s
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98995bc75c
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use debug log for skipping filled grid
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2021-03-16 02:21:46 +08:00 |
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c9s
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f56df038aa
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fix position and add catchup mode for grid strategy
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2021-03-16 02:18:17 +08:00 |
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c9s
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60aa7df69a
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adjust withdraw/deposit query limit since there are no many in most cases
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2021-03-16 02:14:24 +08:00 |
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c9s
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40fded70b2
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reformat scale.go
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2021-03-16 02:14:10 +08:00 |
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c9s
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c5eb6483a5
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integrate QueryTicker for backtesting
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2021-03-16 02:13:52 +08:00 |
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c9s
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2f7c7d344b
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move emitStart method call into the stream Connect method
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2021-03-16 01:32:27 +08:00 |
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c9s
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7951c38edc
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skip connection if there is no subscription
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2021-03-16 01:31:56 +08:00 |
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ycdesu
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c08899f7fb
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ftx: add ftx to supported exchange
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2021-03-15 20:40:04 +08:00 |
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ycdesu
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c88297117b
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ftx: new rest everytime
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2021-03-15 19:02:14 +08:00 |
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c9s
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c3996aee2b
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add Backup method to the local active order book
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2021-03-15 18:25:36 +08:00 |
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c9s
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46c59f5009
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add both side and support json unmarshalling
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2021-03-15 18:09:55 +08:00 |
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c9s
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2bf4a555ec
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use OnStart instead of OnConnect
this is for avoiding re-connect issue
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2021-03-15 18:04:55 +08:00 |
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c9s
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e311a182fa
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add onStart callbacks
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2021-03-15 18:04:03 +08:00 |
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c9s
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9f7af3ce82
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assign SubAccount name to the new exchange session
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2021-03-15 17:51:17 +08:00 |
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c9s
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c95e712420
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binance: emit disconnect
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2021-03-15 17:48:16 +08:00 |
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c9s
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6d249cf83c
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bypass disconnect event
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2021-03-15 17:48:16 +08:00 |
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c9s
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61a19cbfb4
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align fields and tags
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2021-03-15 17:31:07 +08:00 |
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c9s
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ab6b56d91e
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fix taker volume parsing
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2021-03-15 15:37:53 +08:00 |
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c9s
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7b7811bbc3
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revise orderbook command options
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2021-03-15 10:23:53 +08:00 |
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c9s
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b24c69729a
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improve orderbook print layout
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2021-03-15 10:23:42 +08:00 |
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c9s
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3ffa319ba8
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improve max websocket reconnecting issue
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2021-03-15 10:23:20 +08:00 |
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c9s
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e8ccc5eabf
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pass SubAccount field to the factory
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2021-03-15 10:23:00 +08:00 |
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c9s
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97d427a9ca
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add ftx into the standard exchange factory
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2021-03-15 10:22:45 +08:00 |
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c9s
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2eda012f43
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add SubAccount field to the exchange session config
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2021-03-15 10:13:41 +08:00 |
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c9s
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b7da47411e
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split exchange interface into ExchangeMarketDataService, ExchangeTradingService
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2021-03-15 10:06:02 +08:00 |
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c9s
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c788601856
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add disconnect callbacks on stream
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2021-03-15 09:49:22 +08:00 |
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