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 |
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zenix
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13b9fc4252
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add forgotten emit
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2023-09-26 18:36:46 +09:00 |
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Edwin
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9f83165032
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pkg/exchange: use balance update instead of snapshot event
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2023-09-26 17:13:23 +08:00 |
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Edwin
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70884538bc
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pkg/exchange: emit balance snapshot
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2023-09-26 17:13:20 +08:00 |
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c9s
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7a5a027a62
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bbgo: add logging filledOrder option
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2023-09-26 16:45:00 +08:00 |
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c9s
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9fffa4a47f
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add atrpin strategy
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2023-09-26 15:32:55 +08:00 |
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zenix
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7ae56a83da
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feature: add forceOrder api for binance to show liquid info
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2023-09-26 15:22:09 +09:00 |
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Alan.sung
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ad7206271f
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QueryTrades only allow query by time interval, required
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2023-09-26 01:06:58 +08:00 |
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Alan.sung
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99a69f4f2f
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add QueryClosedOrders() and QueryTrades() for okex, also fix conflict for QueryOrderTrades() and update typo error in QueryOrderTrades()
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2023-09-26 01:05:09 +08:00 |
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c9s
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cf31796224
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Merge pull request #1318 from c9s/narumi/common-risk
CHORE: add IsHalted method to common.Strategy for CircuitBreakRiskControl
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2023-09-25 18:07:57 +08:00 |
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c9s
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8f40478c74
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Merge pull request #1313 from c9s/fix/grid2-active-orders
FIX: [grid2] only do active order update when grid is recovered
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2023-09-25 17:53:07 +08:00 |
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c9s
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94f6cefd70
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grid2: improve active order recover logs
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2023-09-25 17:43:38 +08:00 |
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c9s
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fdaa92c6ca
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Merge pull request #1320 from c9s/feature/logging
FEATURE: add log fields support to the core
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2023-09-25 17:30:14 +08:00 |
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c9s
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b6d0e3ef27
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grid2: only do active order update when grid is recovered
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2023-09-25 17:19:53 +08:00 |
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c9s
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550b010499
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bbgo: add log fields support to the core
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2023-09-25 17:16:27 +08:00 |
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c9s
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db7a0df254
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types: change websocket error to warnf
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2023-09-25 13:55:59 +08:00 |
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bailantaotao
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e86a75c406
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Merge pull request #1317 from bailantaotao/edwin/waiting-all-routines-closed
FIX: Wait for all routines to close while streaming is reconnecting
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2023-09-21 21:19:03 +08:00 |
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narumi
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4a231b10c6
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pull out ishalted method
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2023-09-21 15:06:09 +08:00 |
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Edwin
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294e5111dc
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pkg/types: ensure all routines are done
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2023-09-21 14:43:06 +08:00 |
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c9s
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49e9c8bbcf
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Merge pull request #1315 from c9s/narumi/fixedmaker/common
REFACTOR: use common strategy in fixedmaker
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2023-09-21 14:35:53 +08:00 |
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bailantaotao
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a3df61dca4
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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.
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2023-09-20 11:33:33 +08:00 |
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narumi
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c8316a36a0
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use common strategy in fixedmaker
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2023-09-19 15:00:39 +08:00 |
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chiahung
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fdfa3639ff
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FEATURE: use retry query order until successful
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2023-09-19 11:12:14 +08:00 |
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kbearXD
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6d0c266513
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Merge pull request #1302 from c9s/feature/grid2/use-quote-quantity
FEATURE: use quote quantity if there is QuoteQuantity in trade
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2023-09-19 10:41:34 +08:00 |
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c9s
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a22c41f47d
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Merge pull request #1307 from MengShue/add_QueryOrderTrades_for_okex
FEATURE: add QueryOrderTrades() for okex
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2023-09-18 16:14:41 +08:00 |
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Edwin
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42ee9618b5
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pkg/exchange: emit regardless of whether there is an error or not.
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2023-09-18 13:11:22 +08:00 |
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c9s
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542944b4cc
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max: use websocket update time (TU) field
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2023-09-17 18:29:14 +08:00 |
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