5509 Commits

Author	SHA1	Message	Date
c9s	71d86aa483	core: add trade to the trade store when order is not matched	2023-08-02 00:41:58 +08:00
c9s	7adc786c8a	Merge pull request #1259 from c9s/c9s/fix-trade-deadlock ... FIX: core: fix trade collector dead lock	2023-08-01 22:41:10 +08:00
c9s	c0e315fafe	core: fix trade collector dead lock	2023-08-01 22:22:18 +08:00
c9s	5bb2a50f21	fix lint issues	2023-08-01 20:17:20 +08:00
c9s	f095a1ab71	core: fix trade collector dead lock	2023-08-01 20:11:33 +08:00
bailantaotao	ae61e10c6a	Merge pull request #1255 from bailantaotao/edwin/query-trades ... FEATURE: [bybit] add query trade api	2023-08-01 18:02:29 +08:00
Edwin	4363f0ae7b	pkg/exchange: add query trade api	2023-08-01 16:31:49 +08:00
c9s	cfd5884350	Merge remote-tracking branch 'origin/v1.50'	2023-08-01 13:23:04 +08:00
c9s	54e0e1024c	Merge pull request #1254 from c9s/v1.50 ... merge back v1.50 into main	2023-07-31 20:24:00 +08:00
c9s	4560b47556	grid2: only for positive non-zero fee	2023-07-31 18:12:28 +08:00
c9s	43b8e7870d	grid2: ignore discounted trades	2023-07-31 18:06:20 +08:00
c9s	f2109afa0e	add last 30 days to loose date support	2023-07-31 17:54:49 +08:00
Alan.sung	b0ccc7e51b	use &PublicDataService{} to create it as a pointer object and rename ser to srv	2023-07-31 11:00:38 +09:00
Edwin	86c643b513	pkx/exchange: fix batch query trade missing time range	2023-07-28 22:54:48 +08:00
c9s	4eefe72cb6	service: fix db reflection	2023-07-28 14:41:36 +08:00
bailantaotao	7eb6e402ca	Merge pull request #1252 from bailantaotao/edwin/query-closed-order ... FEATURE: [bybit] query closed order	2023-07-28 14:40:38 +08:00
Edwin	d2ad504579	pkg/exchange: add QueryClosedOrders	2023-07-28 10:15:08 +08:00
Edwin	f25ab567eb	pkg/exhcange: return err on max queryClosedOrdersByLastOrderID	2023-07-27 18:35:58 +08:00
Edwin	1760a5b8d6	pkg/exchange: try to parse order id to integer	2023-07-27 18:09:43 +08:00
Edwin	d8b8e7f2ac	pkg/exchange: rename OpenOrders to Orders	2023-07-27 17:35:33 +08:00
c9s	b02ac837ea	max: handle SelfTradeBidFeeDiscounted	2023-07-27 16:28:54 +08:00
Edwin	574d7c0c74	pkg/exchange: rm redundant prefix	2023-07-27 10:31:24 +08:00
Edwin	5105046053	pkg/exchange: support cancel order	2023-07-26 22:24:20 +08:00
Edwin	151e8d2acf	pkg/exchange: support place order for bybit	2023-07-26 21:44:49 +08:00
bailantaotao	3fd66199d7	Merge pull request #1248 from bailantaotao/edwin/add-query-open-orders ... pkg/exchange: add QueryOpenOrders API for bybit	2023-07-26 15:12:37 +08:00
c9s	cddb7874ce	maxapi: set user agent	2023-07-26 14:35:33 +08:00
Edwin	6d4deb54cc	pkg/exchange: add QueryOpenOrders API for bybit	2023-07-26 14:18:02 +08:00
bailantaotao	ff78637c8f	Merge pull request #1244 from bailantaotao/edwin/add-ticker ... FEATURE: support QueryTickers API on bybit	2023-07-25 20:35:56 +08:00
c9s	1d24af13a8	core: document order store options	2023-07-25 17:50:48 +08:00
Edwin	b71030c5db	pkg: return err if rate limit err	2023-07-25 15:09:57 +08:00
Edwin	ef8d1c7046	pkg/exchange: support QueryTickers API on bybit	2023-07-25 15:02:38 +08:00
c9s	fcca3f6432	types: add fee discounted field to the global trade struct	2023-07-25 14:57:10 +08:00
c9s	4de82ccdff	max: use types.MillisecondTimestamp for UpdateTime field	2023-07-25 13:37:31 +08:00
c9s	f5feb72355	max: add fee_discounted to Trade struct for RESTful api	2023-07-25 13:35:08 +08:00
c9s	e41ad75776	add httptesting pkg	2023-07-25 11:32:53 +08:00
c9s	8a3c89ba91	autoborrow: fix marginAsset.Low calculation	2023-07-25 00:27:43 +08:00
c9s	6691229809	fixedpoint: fix default fixedpoint conversion	2023-07-25 00:18:36 +08:00
c9s	4cb9ff569a	autoborrow: improve available balance checking	2023-07-25 00:16:05 +08:00
c9s	b7c9ef7983	types: add NotZero() method to filter non-zero balances	2023-07-25 00:11:08 +08:00
c9s	bfb1165304	autoborrow: fix debt checking condition	2023-07-24 23:01:22 +08:00
c9s	a2a062e95b	autoborrow: use debt instead of using b.Borrowed	2023-07-24 22:57:02 +08:00
bailantaotao	157de4b2ee	Merge pull request #1243 from bailantaotao/edwin/add-query-markets ... FEATURE: pkg/exchange: add query market to bybit exchange	2023-07-24 21:52:31 +08:00
Edwin	3c32acc3ed	pkg/exchange: add query market to bybit	2023-07-24 20:18:44 +08:00
c9s	a5a9512ef1	autoborrow: check available	2023-07-24 18:23:09 +08:00
c9s	f014213c85	autoborrow: log balances	2023-07-24 18:13:53 +08:00
c9s	106e98afaa	autoborrow: add more logs	2023-07-24 18:05:32 +08:00
c9s	8d8852ec00	bump version to v1.51.0	2023-07-24 17:03:52 +08:00
c9s	afc5dbb951	Merge remote-tracking branch 'origin/v1.50'	2023-07-24 17:02:08 +08:00
c9s	c42ad19955	Merge pull request #1241 from c9s/c9s/max-add-fee-discounted-field ... FEATURE: [max] add fee discounted field support	2023-07-24 16:58:40 +08:00
c9s	c114477340	Merge pull request #1242 from c9s/c9s/fix-max-withdrawal-api ... FIX: [max] fix MAX withdrawal address parameter name	2023-07-24 16:58:21 +08:00
bailantaotao	06a741e615	Merge pull request #1237 from bailantaotao/edwin/add-new-exchange-account-api ... FEATURE: add new exchange Bybit GetAccountInfo/GetInstrumentsInfo api	2023-07-24 16:58:12 +08:00
Edwin	ac5e2cf712	pkg, types: add bybit to factor and update readme	2023-07-24 15:51:44 +08:00
Edwin	b45fdea99a	pkg/exchange: add get account info and instruments info api for bybit	2023-07-24 15:51:41 +08:00
c9s	16c62bbcba	maxapi: fix max withdrawal api	2023-07-24 15:28:11 +08:00
c9s	9c20215f41	max: use fixedpoint.Value for field parsing	2023-07-24 15:00:03 +08:00
c9s	5f2ead4ffd	maxapi: parse fd field and optimize trade snapshot parsing	2023-07-24 14:57:50 +08:00
c9s	3bd821261f	tri: fix lint issue	2023-07-22 18:06:53 +08:00
c9s	2abd84aec9	core: pull out RecoverTrade method	2023-07-22 17:57:02 +08:00
c9s	fad8642a59	xmaker: fix message	2023-07-22 17:34:09 +08:00
c9s	c13a5cdf6e	core: add recover logs for the recovered trade count	2023-07-22 17:32:24 +08:00
c9s	70439f3fd9	xmaker: add tradeScanOverlapBufferPeriod time	2023-07-22 17:30:24 +08:00
c9s	941067670e	xmaker: pull out trade recover go routine	2023-07-22 17:29:16 +08:00
c9s	df1067d309	grid2: simplify removeDuplicatedPins	2023-07-22 11:45:30 +08:00
c9s	461735e043	grid2: add remove duplicated pins and pull out filter price prec func	2023-07-22 11:36:04 +08:00
c9s	b250bf94bc	rsicross: add more conditions to rsicross	2023-07-22 11:23:09 +08:00
Alan.sung	cba5663fac	add unit test for okex exchange	2023-07-21 17:05:19 +08:00
c9s	a45c241b9b	types: turn off network error log	2023-07-20 17:05:53 +08:00
c9s	a3c16a4117	bbgo: use backoff for graceful cancel	2023-07-20 12:45:23 +08:00
c9s	f1a105cc06	fix iterate test	2023-07-20 12:45:23 +08:00
c9s	1dae711d33	fix trade collector race condition and infinite iterate	2023-07-20 12:45:23 +08:00
c9s	93d10eba5a	autoborrow: improve logging details	2023-07-19 16:58:51 +08:00
gx578007	bded2edaf2	FIX: [grid2] fix upper pin	2023-07-18 16:07:55 +08:00
gx578007	d99aa1f013	FIX: [grid2] fix upper pin	2023-07-18 15:54:23 +08:00
Andy Cheng	e37edb3056	Merge pull request #1198 from andycheng123/feature/profit-tracker ... FEATURE: add ProfitStatsTracker	2023-07-18 11:40:26 +08:00
c9s	8f62665cfd	autoborrow: add another skip log	2023-07-18 11:08:34 +08:00
c9s	e6958f44f0	autoborrow: fix log message	2023-07-18 11:04:43 +08:00
c9s	a0145934ec	autoborrow: show min debt ratio in the message	2023-07-18 11:04:03 +08:00
c9s	3144b640ee	autoborrow: update account after repaying the debts	2023-07-18 11:01:21 +08:00
Andy Cheng	1773c8d155	fix/linregmaker: use float64() to output parameters	2023-07-18 11:00:02 +08:00
Andy Cheng	b9734bca0c	fix/linregmaker: missing line	2023-07-18 10:56:42 +08:00
c9s	84ec320601	autoborrow: show debt and total for debt ratio	2023-07-18 10:54:39 +08:00
c9s	844bd8be87	bitget: add account transfers request	2023-07-17 16:38:42 +08:00
Andy Cheng	192d958adc	improve/linregmaker: use strconv	2023-07-17 12:22:09 +08:00
Andy Cheng	08d8519e67	improve/profitStatsTracker: use SMA instead of SMA2	2023-07-17 12:10:48 +08:00
Andy Cheng	e5254e6446	improve/linregmaker: add profit report	2023-07-17 11:45:37 +08:00
Andy Cheng	bc4eae5e39	improve/supertrend: Switch of outputting patameters in profit report	2023-07-17 11:19:10 +08:00
c9s	f8051b3f2b	autoborrow: fix margin warning format	2023-07-14 13:22:42 +08:00
c9s	a9d0242a9d	strategy/autoborrow: add margin level alert	2023-07-14 13:19:54 +08:00
c9s	b9616a0805	add TradeCollector.Process() log message	2023-07-12 17:16:46 +08:00
c9s	885c58f77e	core/tradecollector: reduce critical section	2023-07-12 16:47:51 +08:00
c9s	baf431d7b6	riskcontrol: log on release position order	2023-07-12 16:17:22 +08:00
c9s	d6ade1f2fd	autoborrow: use context timeout handling	2023-07-12 15:07:51 +08:00
c9s	7781d5c70f	autoborrow: few improvements: ... - return debt once and update the account - add alert slack mentions	2023-07-12 15:01:15 +08:00
c9s	c54031b0e8	Merge pull request #1229 from c9s/c9s/indicator-cci-v2	2023-07-11 14:14:17 +08:00
c9s	b1c1caa6af	tri: load test data from static file	2023-07-11 14:07:07 +08:00
c9s	ce481ba52d	rewrite cci indicator in v2 indicator	2023-07-11 14:07:07 +08:00
Andy Cheng	e161deba25	improve/profitStatsTracker: use SMA v2	2023-07-11 11:13:13 +08:00
Andy Cheng	6e54972304	improve/profitStatsTracker: use CsvFormatter interface	2023-07-11 10:48:29 +08:00
Andy Cheng	1a90cd0322	improve/profitStatsTracker: rename InitOld() to InitLegacy()	2023-07-11 10:48:29 +08:00
Andy Cheng	928a77cb8b	improve/profitStatsTracker: use strconv instead of Sprintf()	2023-07-11 10:48:29 +08:00
Andy Cheng	2a80d708af	ref/profitStatsTracker: TradeCollector is move to core pkg	2023-07-11 10:48:29 +08:00
Andy Cheng	4c1639cf00	fix/profitStatsTracker: market is initiated after strategy Subscribe()	2023-07-11 10:48:28 +08:00
Andy Cheng	2ccce12cbf	improve/profitStatsTracker: temporarily remove lines relate to time in profit stats	2023-07-11 10:48:28 +08:00
Andy Cheng	ae7ae27d82	improve/profitStatsTracker: rename ProfitTracker to ProfitStatsTracker	2023-07-11 10:48:28 +08:00
Andy Cheng	bcbb27de79	improve/profitTracker: subscribe kline in strategy Subscribe()	2023-07-11 10:48:28 +08:00
Andy Cheng	80170e0397	improve/profitTracker: do not bind in order executor	2023-07-11 10:48:28 +08:00
Andy Cheng	5513330816	feature/profitTracker: fix bugs	2023-07-11 10:48:28 +08:00
Andy Cheng	027acfe3b5	feature/profitTracker: integrate profit report with profit tracker	2023-07-11 10:48:28 +08:00
Andy Cheng	a197352c6e	feature/profitTracker: use profitTracker in Supertrend strategy	2023-07-11 10:48:28 +08:00
Andy Cheng	57cdbb1d77	feature/profitTracker: add AddTrade()	2023-07-11 10:48:28 +08:00
Andy Cheng	d5e194ca80	feature/profitTracker: prototype	2023-07-11 10:48:27 +08:00
c9s	ee9a3269b6	indicator/v2: add SMA example	2023-07-11 10:31:20 +08:00
c9s	66dd5507d1	rename SMA2 to just SMA	2023-07-11 10:31:20 +08:00
c9s	1da94f55e9	Merge pull request #1226 from c9s/c9s/base-strategy ... REFACTOR: pull out base strategy struct	2023-07-10 17:50:12 +08:00
c9s	630b0d476d	scmaker: use dot import to use v2 indicator DSL	2023-07-10 17:17:46 +08:00
c9s	5853434aec	all: move v2 indicator to indicator/v2	2023-07-10 17:17:46 +08:00
c9s	f71fcdee23	Merge pull request #1225 from c9s/c9s/nested-persistence ... FEATURE: support nested persistence	2023-07-10 15:29:24 +08:00
c9s	3293866a6c	common: pull out RiskController	2023-07-10 15:27:36 +08:00
c9s	3b6cff8dc7	strategy: move risk control to common.Strategy	2023-07-10 15:24:07 +08:00
c9s	14664188a0	Merge pull request #1224 from c9s/c9s/google-spreadsheet ... FEATURE: add google spreadsheet service support	2023-07-10 11:10:49 +08:00
c9s	12bb22ae87	rsicross: remove unused funcs	2023-07-09 21:24:56 +08:00
c9s	5c88abe72f	add rsicross strategy	2023-07-09 21:23:42 +08:00
c9s	7c2de46273	pkg: rename base -> common	2023-07-09 19:55:36 +08:00
c9s	c9c058e717	base: simplify naming	2023-07-09 16:04:27 +08:00
c9s	62d394d183	all: moving common strategy functionality to strategy/base	2023-07-09 15:48:07 +08:00
c9s	0891859b98	dynamic: support nested persistence	2023-07-09 15:11:09 +08:00
c9s	5962742b43	all: integrate google spread sheet service	2023-07-09 13:17:39 +08:00
c9s	b47da70909	Merge pull request #1223 from c9s/c9s/google-spreadsheet	2023-07-07 18:35:23 +08:00
c9s	e41d720867	service/google: support reflect conversion	2023-07-07 14:52:25 +08:00
c9s	9bec294aa1	service/google: fix appendCells call	2023-07-07 13:36:31 +08:00
c9s	f9eba64816	xfunding: always sync funding fee	2023-07-06 16:02:37 +08:00
c9s	dc16e0c299	xfunding: reset LastFundingFeeTime	2023-07-06 15:58:42 +08:00
c9s	e8922a4c3a	xfunding: support transferIn with zero quantity	2023-07-05 17:18:28 +08:00
c9s	f505dda80f	xfunding: handle reset transfer when starting up	2023-07-05 16:59:10 +08:00
c9s	f6a3be6ff5	xfunding: improve checkAndRestorePositionRisks	2023-07-05 16:48:19 +08:00
c9s	bd347d5aa5	xfunding: log positionRisks	2023-07-05 16:48:19 +08:00
c9s	e4ababd39e	xfunding: fix spot order parameters	2023-07-05 16:48:19 +08:00
c9s	12aad7b292	xfunding: log spot balance	2023-07-05 16:48:19 +08:00
c9s	a766d88d60	xfunding: fix balance check	2023-07-05 16:48:19 +08:00
c9s	017278826b	xfunding: log failed order	2023-07-05 16:48:19 +08:00
c9s	34d42afbec	xfunding: fix syncSpotPosition cancel order issue	2023-07-05 16:48:18 +08:00
c9s	2813ede7ed	xfunding: fix transferOut, and de-leverage the trade amount from the caller	2023-07-05 16:48:18 +08:00
c9s	e82341b2bd	xfunding: add more transfer logs	2023-07-05 16:48:18 +08:00
c9s	5d0bdd19e3	xfunding: always transfer balance out when reducing the futures position	2023-07-05 16:48:18 +08:00
c9s	c818f79932	fix	2023-07-05 16:48:18 +08:00
c9s	84e9b03be7	xfunding: show balance	2023-07-05 16:48:18 +08:00
c9s	7904c73c53	xfunding: use closePosition option when only dust left in the futures position	2023-07-05 16:48:18 +08:00
c9s	d730340b7a	remove diff quantity check	2023-07-05 16:48:18 +08:00
c9s	b59b42c3fa	Merge branch 'feature/tri'	2023-07-05 16:47:01 +08:00
c9s	631203c89e	tri: update symbol file	2023-07-05 16:46:43 +08:00
c9s	05a8a7442c	Merge pull request #1221 from c9s/feature/tri ... FEATURE: add triangular arbitrate strategy as an example	2023-07-05 16:24:29 +08:00
c9s	f06e37c44f	tri: ignore test in dnum mode	2023-07-05 16:02:11 +08:00
c9s	1abb301af1	core: add order update trigger channel	2023-07-05 15:51:29 +08:00
c9s	e19aa8fa10	add tri strategy	2023-07-05 15:51:16 +08:00
c9s	b9b89756e2	Merge pull request #1220 from c9s/feature/scmaker-with-risk-control ... REFACTOR: refactor risk control with the order executor interface and mocks	2023-07-05 15:48:38 +08:00
c9s	01096829ae	bbgo: drop empty files	2023-07-05 15:30:15 +08:00
c9s	fbc49c28ef	types: add PriceVolume.Equals method	2023-07-05 15:30:08 +08:00
c9s	1ad10a9360	all: move trade collector to pkg/core	2023-07-05 15:26:36 +08:00
c9s	ff727ae495	all: use order executor extended interface to mock the risk tests	2023-07-04 22:07:31 +08:00
c9s	f1828beac8	all: move trade store and order store into pkg/core	2023-07-04 21:42:24 +08:00
c9s	1f98731636	riskcontrol: add doc to PositionRiskControl	2023-07-04 21:33:40 +08:00
c9s	adbb6d7f93	riskcontrol: move parameter order	2023-07-04 21:32:34 +08:00
c9s	c8ae36ddfc	riskcontrol: move release position order submission into the pos risk control	2023-07-04 21:31:47 +08:00
c9s	f6ad784583	Merge pull request #1219 from c9s/feature/scmaker-with-risk-control ... FEATURE: [scmaker] integrate risk control	2023-07-03 17:50:16 +08:00
c9s	0426c18757	scmaker: initialize order executor before we setup risk control	2023-07-03 17:39:42 +08:00
c9s	808d771748	Merge pull request #1218 from c9s/feature/scmaker-liq-skew ... FEATURE: [scmaker] add liquiditySkew support	2023-07-03 17:23:20 +08:00
c9s	ae3f371551	all: refactor risk control and integrate risk control into scmaker	2023-07-03 17:09:13 +08:00
c9s	3052dd5add	scmaker: add liquiditySkew support	2023-07-03 16:22:01 +08:00
Andy Cheng	b877d07f74	exit/hhllStop: log hhll detection instead of notify	2023-07-03 16:06:04 +08:00
c9s	532b6f783d	types: remove unused Interval1ms	2023-07-03 15:27:37 +08:00
c9s	ea130e434c	types,cmd: add IntervalMap type to refactor the interval code	2023-07-03 15:14:48 +08:00
c9s	d60dbe5e0b	refactor interval slice code and add sort test	2023-07-03 15:07:34 +08:00
c9s	471df81b29	bump version to v1.50.1	2023-07-02 14:14:06 +08:00
c9s	3f7710303f	fix .Indicators nil map	2023-07-02 14:13:24 +08:00
c9s	334204b46a	bbgo: add deprecation warning	2023-07-01 13:26:57 +08:00
Andy Cheng	2fe19119a7	exit/hhllStop: avoid using underscore in variable names	2023-06-30 14:10:25 +08:00
Andy Cheng	12e3e9b5f8	exit/hhllStop: readability	2023-06-30 14:03:46 +08:00
Andy Cheng	936a3c95d9	exit/hhllStop: readability	2023-06-30 13:55:07 +08:00
Andy Cheng	43c49aa41d	exit/hhllStop: readability	2023-06-30 13:51:47 +08:00
Andy Cheng	3c0ade57f8	exit/hhllStop: fix bugs	2023-06-30 13:42:10 +08:00
c9s	daec6b5f30	bump version to v1.50.0	2023-06-30 12:02:40 +08:00
c9s	3929eb2090	Merge pull request #1214 from c9s/refactor/bollmaker ... REFACTOR: [bollmaker] upgrade to indicator v2	2023-06-30 12:01:47 +08:00
c9s	e1affc746d	Merge pull request #1213 from c9s/feature/v2-indicator-set ... FEATURE: add v2 indicator set api	2023-06-30 12:01:03 +08:00
c9s	fe9038106d	types: wrap pendingRemoval with lock	2023-06-30 11:41:13 +08:00
c9s	085114b244	grid2: add warning message when failed to acquire the lock	2023-06-30 11:07:02 +08:00
c9s	0e2f69e837	bbgo: just use else condition	2023-06-30 11:05:03 +08:00
c9s	a3a1586e24	bbgo: add TestIndicatorSet_EWMA test	2023-06-30 11:02:42 +08:00
c9s	ea1025d790	indicator: implement Subscribe method on PriceStream	2023-06-30 10:58:25 +08:00
c9s	775ad7d906	indicator: improve kline stream backfill	2023-06-30 10:58:07 +08:00
c9s	dcb091cab1	bbgo: add TestIndicatorSet_closeCache test	2023-06-30 10:46:40 +08:00
c9s	9885a68537	bbgo: rename AddBackLog to BackFill	2023-06-30 10:38:38 +08:00
c9s	064932ea9d	indicator: add VOLUME api	2023-06-30 10:37:42 +08:00
c9s	b29c1aa972	bbgo: add warning	2023-06-30 10:35:34 +08:00
c9s	77e31e9274	types: split pendingRemoval lock scope	2023-06-30 01:12:10 +08:00
c9s	fc7edc5c80	grid2: call TryLock in updateGridNumOfOrdersMetricsWithLock	2023-06-30 01:05:18 +08:00
c9s	5c5543d78a	bbgo: when err == nil, should just return the created orders	2023-06-29 21:08:43 +08:00
c9s	e3be2a8af6	bollmaker: replace bollinger indicator with v2 indicator	2023-06-29 18:04:39 +08:00
c9s	f91a4c2979	indicator: simplify add klines	2023-06-29 17:55:55 +08:00
c9s	eafd777046	add indicators v2 api to session	2023-06-29 17:49:04 +08:00
c9s	dddf7c57ba	bbgo: add v2 indicator set	2023-06-29 17:44:36 +08:00