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6051 Commits

Author SHA1 Message Date
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