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
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Merge pull request #1415 from c9s/edwin/bitget/use-v2-tickers
FEATURE: [bitget] use v2 tickers
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2023-11-14 20:48:52 +08:00 |
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Edwin
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562f85af75
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pkg/exchange: rename v2Client -> v2client
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2023-11-14 20:42:11 +08:00 |
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Edwin
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5808e0184b
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pkg/types: skip pong event on emitting raw message
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2023-11-14 20:41:07 +08:00 |
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bailantaotao
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8ca8e4c946
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Merge pull request #1416 from c9s/edwin/bitget/add-restful-api-validator
FEATURE: [bitget] add response validator
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2023-11-14 20:38:15 +08:00 |
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Edwin
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53bce6d5c1
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pkg/exchange: use v2 query ticker
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2023-11-14 15:40:45 +08:00 |
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Edwin
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737f2fc86d
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pkg/exchange: add response validator
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2023-11-14 15:26:07 +08:00 |
|
Edwin
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5e5b8e1388
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pkg/exchange: use v2 symbols
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2023-11-14 14:35:16 +08:00 |
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Edwin
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eb04eaeea4
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pkg/exchange: types.kline end time should -1 time.Millisecond
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2023-11-14 14:21:31 +08:00 |
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Edwin
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755ea5e427
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pkg/exchange: implement query kline api
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2023-11-14 14:21:29 +08:00 |
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bailantaotao
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784030821e
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Merge pull request #1406 from c9s/edwin/bitget/add-balance-event
FEATURE: [bitget]add balance event
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2023-11-14 11:12:41 +08:00 |
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bailantaotao
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594ad89c67
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Merge pull request #1409 from c9s/edwin/bybit/pint-log
CHORE: [bybit] print fee rate log
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2023-11-13 12:28:55 +08:00 |
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Edwin
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ef280077cd
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pkg/exchange: print fee rate log
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2023-11-13 11:53:41 +08:00 |
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c9s
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6fed3ef5f4
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Merge pull request #1407 from c9s/feature/environment-config
FEATURE: add environment config for disabling some klines defaults
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2023-11-11 13:18:38 +08:00 |
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c9s
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38507f4dd1
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bitget: add channel api code
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2023-11-11 07:59:44 +08:00 |
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c9s
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b28b5e4097
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bbgo: add environment config for disabling some klines defaults
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2023-11-11 07:42:29 +08:00 |
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Edwin
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f49b14ac45
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pkg/exchange: add balance event
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2023-11-10 22:35:39 +08:00 |
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Edwin
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6c96d12d99
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pkg/exchange: add login method
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2023-11-10 21:56:18 +08:00 |
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Edwin
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639947c8b7
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pkg/exchange: support cancel order
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2023-11-10 16:41:42 +08:00 |
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Edwin
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a26b158230
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pkg/exchange: support query trades
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2023-11-10 16:31:15 +08:00 |
|
bailantaotao
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58a810ecc9
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Merge pull request #1399 from c9s/edwin/bitget/submit-orders
FEATURE: [bitget] support submit order
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2023-11-10 16:02:59 +08:00 |
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Edwin
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cb5e305fed
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pkg/exchange: support submit order
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2023-11-10 15:47:44 +08:00 |
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chiahung
|
c8c9659dd1
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use PricePrecision for quote round up
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2023-11-09 17:17:59 +08:00 |
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chiahung
|
80ea46ca92
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FEATURE: use rest quote to place the last order when opening grid
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2023-11-09 16:20:11 +08:00 |
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c9s
|
31fb96c171
|
bump version to v1.53.0
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2023-11-09 12:56:18 +08:00 |
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c9s
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3563c0b986
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liquiditymaker: filterAskOrders by base balance
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2023-11-09 11:56:07 +08:00 |
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c9s
|
cc5c033af7
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liquiditymaker: use order generator
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2023-11-09 11:56:07 +08:00 |
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c9s
|
533907894e
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liquiditymaker: implement order generator
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2023-11-09 11:56:07 +08:00 |
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c9s
|
dda2cfb73d
|
liquiditymaker: first commit
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2023-11-09 11:56:07 +08:00 |
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c9s
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d2dab58193
|
scmaker: clean up scmaker risk control
|
2023-11-09 11:56:07 +08:00 |
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c9s
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2c842e54e8
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scmaker: fix scmaker stream book binding
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2023-11-09 11:56:07 +08:00 |
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c9s
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610de4c10c
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Merge pull request #1403 from c9s/edwin/upgrade-requestgen
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2023-11-09 11:11:34 +08:00 |
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Edwin
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3978fca27d
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pkg/exchange: support query closed orders
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2023-11-09 09:26:59 +08:00 |
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bailantaotao
|
e70c04cb65
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Merge pull request #1392 from c9s/edwin/bitget/QueryOpenOrders
FEATURE: [bitget] add query open orders
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2023-11-09 09:11:32 +08:00 |
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Edwin
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2c072281d7
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pkg/exchange: add assertion for api response
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2023-11-08 22:43:01 +08:00 |
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Edwin
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2d650cd1d9
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pkg/exchange: add defensive program to ensure the order length is expected
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2023-11-08 22:08:21 +08:00 |
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kbearXD
|
20dccc05f9
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Merge pull request #1396 from c9s/chiahung/grid2/persistence-ttl
FEATURE: add ttl for position/grid2.profit_stats persistence
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2023-11-08 13:50:29 +08:00 |
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chiahung
|
52d4f50c88
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remove sync every ticker
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2023-11-08 11:15:06 +08:00 |
|
kbearXD
|
8a6a26239d
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Merge pull request #1395 from c9s/chiahung/grid2/fix-sync-before
FIX: fix skip syncing active order
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2023-11-08 11:05:36 +08:00 |
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Edwin
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b41f4712d7
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pkg/exchange: add fee recover
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2023-11-07 17:17:38 +08:00 |
|
chiahung
|
4a40c8bea2
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refactor
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2023-11-07 17:00:29 +08:00 |
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chiahung
|
e6fc006747
|
recoverC back to size 1
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2023-11-07 15:21:48 +08:00 |
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Edwin
|
2049e71cf6
|
pkg/exchange: rm the retry
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2023-11-07 14:53:00 +08:00 |
|
chiahung
|
df2fd170db
|
return bool to let syncActiveOrderBook really sync or skip
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2023-11-07 14:39:29 +08:00 |
|
chiahung
|
7de49155eb
|
fix
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2023-11-07 13:30:58 +08:00 |
|
chiahung
|
c8becbe4f5
|
bbgo.sync when syncActiveOrders
|
2023-11-07 10:56:19 +08:00 |
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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
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2023-11-06 22:17:29 +08:00 |
|
chiahung
|
dcff850c64
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FEATURE: add ttl for position/grid2.profit_stats persistence
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2023-11-06 18:52:01 +08:00 |
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chiahung
|
358aef770f
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FIX: fix skip syncing active order
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2023-11-06 17:13:16 +08:00 |
|
c9s
|
e614741a48
|
grid2: add another test case for 0 baseGridNum
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2023-11-04 12:56:11 +08:00 |
|
c9s
|
6cce5a2268
|
grid2: respect s.BaseGridNum and add a failing test case
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2023-11-04 12:56:11 +08:00 |
|
narumi
|
ffea4901ed
|
fix buy quantity
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2023-11-03 15:07:24 +08:00 |
|
bailantaotao
|
d758efc9ff
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Merge pull request #1380 from bailantaotao/edwin/bitget/add-kline
FEATURE: [bitget] support kline subscription on stream
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2023-11-01 19:32:14 +08:00 |
|
bailantaotao
|
d42b227b9c
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Merge pull request #1385 from c9s/edwin/bitget/add-tickers-api
FEATURE: [bitget] add query tickers api
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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
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2023-11-01 17:07:52 +08:00 |
|
c9s
|
2ffc617dac
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Merge pull request #1386 from c9s/c9s/refactor-wall-strategy
REFACTOR: [wall] refactor wall strategy with common.Strategy
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2023-11-01 17:06:17 +08:00 |
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c9s
|
9dc57f01cd
|
wall: refactor wall strategy with common.Strategy
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2023-11-01 16:57:07 +08:00 |
|
Edwin
|
00d4805321
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pkg/exchange: add query tickers api
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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
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2023-11-01 15:46:01 +08:00 |
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c9s
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a8ddf9a8d5
|
Merge pull request #1384 from c9s/c9s/backtest-minor-improvements
CHORE: minor improvements on backtest cmd
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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
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2023-11-01 15:22:53 +08:00 |
|
なるみ
|
98b4bd2317
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Merge pull request #1377 from c9s/narumi/rebalance/refactor
REFACTOR: [rebalance] submit one order at a time
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2023-11-01 14:01:32 +08:00 |
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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
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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
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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 |
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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
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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
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2023-10-27 15:28:35 +08:00 |
|
narumi
|
e8c9801535
|
adjust quantity by max amount
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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
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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
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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
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2023-10-25 07:36:22 +08:00 |
|
narumi
|
3e5869cab3
|
remove zero padding from RMA
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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 |
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