2185 Commits

Author	SHA1	Message	Date
c9s	2c9583cccb	xdepthmaker: remove redundant notification	2023-12-18 22:32:13 +08:00
c9s	98468feb73	Merge pull request #1458 from c9s/feature/xdepthmaker ... FIX: [xdepthmaker] final fix	2023-12-18 17:59:38 +08:00
chiahung.lin	eda072327c	FIX: move common.Strategy to Initialize	2023-12-18 14:48:13 +08:00
c9s	f19ed7abe0	xdepthmaker: initialize s.CrossExchangeMarketMakingStrategy in Initialize()	2023-12-18 14:31:51 +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
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	c5282a8f9b	bitget: add more debug logs	2023-12-12 16:37:43 +08:00
c9s	8c6724b264	xdepthmaker: fix pricing book copy by avoiding using CopyDepth	2023-12-11 17:59:16 +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	3048a13f0b	xdepthmaker: replace AtomicAdd with Add	2023-12-08 00:21:53 +08:00
c9s	cd06ffd21f	xdepthmaker: fix order call	2023-12-07 17:38:58 +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	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	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	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	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
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
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
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
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
chiahung	102eb61188	remove unused log	2023-11-21 17:06:20 +08:00
c9s	e5033c093a	grid2: check order's original status for updating	2023-11-17 17:14:52 +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	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
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
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
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
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
c9s	9dc57f01cd	wall: refactor wall strategy with common.Strategy	2023-11-01 16:57:07 +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
narumi	e8c9801535	adjust quantity by max amount	2023-10-27 15:01:41 +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
chiahung	ab1bc998f9	FEATURE: prepare query trades funtion for new recover	2023-10-25 13:34:11 +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
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
narumi	900db74fb9	skip public session	2023-10-19 15:14:28 +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
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	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
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
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
zenix	08dad1c497	fix: replace json.Number with MillisecondTimestamp in types	2023-09-27 15:52:02 +09:00
c9s	d4330a7a32	atrpin: add minPriceRange config	2023-09-27 14:25:49 +08:00
c9s	e52e53aa42	refine atrpin strategy	2023-09-26 20:43:14 +08:00
zenix	2e4336a604	fix: listenKeyExpired event sends string timestamp	2023-09-26 18:41:15 +09:00
c9s	9fffa4a47f	add atrpin strategy	2023-09-26 15:32:55 +08:00
c9s	cf31796224	Merge pull request #1318 from c9s/narumi/common-risk ... CHORE: add IsHalted method to common.Strategy for CircuitBreakRiskControl	2023-09-25 18:07:57 +08:00
c9s	94f6cefd70	grid2: improve active order recover logs	2023-09-25 17:43:38 +08:00
c9s	b6d0e3ef27	grid2: only do active order update when grid is recovered	2023-09-25 17:19:53 +08:00
narumi	4a231b10c6	pull out ishalted method	2023-09-21 15:06:09 +08:00
c9s	49e9c8bbcf	Merge pull request #1315 from c9s/narumi/fixedmaker/common ... REFACTOR: use common strategy in fixedmaker	2023-09-21 14:35:53 +08:00
narumi	c8316a36a0	use common strategy in fixedmaker	2023-09-19 15:00:39 +08:00
chiahung	fdfa3639ff	FEATURE: use retry query order until successful	2023-09-19 11:12:14 +08:00
chiahung	db376f8483	FEATURE: use quote quantity if there is QuoteQuantity in trade	2023-09-05 18:28:10 +08:00
bailantaotao	7461b60b6b	Merge pull request #1299 from bailantaotao/edwin/add-server-time ... pkg/exchange: add time to SliceOrderBook	2023-09-05 16:36:20 +08:00
kbearXD	79d98e857d	Merge pull request #1295 from c9s/feature/grid2/amount-round-down ... FEATURE: round down executed amount to avoid insufficient balance	2023-09-05 14:35:53 +08:00
なるみ	9c104f5776	Merge pull request #1297 from c9s/narumi/reset-profit-stats ... FIX: reset profit stats when over given duration in circuit break risk control	2023-09-05 14:00:52 +08:00
narumi	57198cc6b0	fix: reset profit stats when over given duration in circuit break risk control	2023-09-01 18:57:40 +08:00
Edwin	412d0e0558	*: fix lint	2023-09-01 17:54:43 +08:00
c9s	e74da87e51	grid2: delay start process by 5s	2023-08-31 17:08:00 +08:00
c9s	f24bd3532c	grid2: add 5s delay and <10seconds jitter	2023-08-31 14:08:33 +08:00
c9s	7de6c3d8e4	grid2: add more update logs	2023-08-31 13:59:44 +08:00
c9s	cb0285544e	add lock to recoverActiveOrders	2023-08-31 13:48:56 +08:00
chiahung	9dc7244d8a	FEATURE: round down executed amount to avoid insufficient balance	2023-08-31 12:40:01 +08:00
c9s	20bdf191c3	Merge pull request #1290 from c9s/c9s/grid-disconnect-recover ... FEATURE: [grid2] update local active orders after re-connected	2023-08-21 18:16:05 +08:00
c9s	9105ebce78	deposit2transfer: fix err msg	2023-08-17 17:42:05 +08:00
c9s	c91861ca9a	bbgo: add order update time check	2023-08-17 17:31:24 +08:00
c9s	dda3f25c61	grid2,bbgo: refactor active order book and update order status when re-connected	2023-08-17 16:26:06 +08:00
c9s	5cc09dfb9a	deposit2transfer: improve log format	2023-08-16 12:26:01 +08:00
c9s	252f4fbccc	deposit2transfer: call QuerySpotAccount for getting the spot balance	2023-08-16 12:02:18 +08:00
c9s	255718a54a	deposit2transfer: apply rate limiter on checkDeposits	2023-08-11 19:11:18 +08:00
c9s	6103a9350f	deposit2transfer: add lastAssetDepositTimes for immediate success deposits	2023-08-09 15:54:28 +08:00
c9s	ece8cacd9e	deposit2transfer: use watchingDeposits instead of just deposits	2023-08-08 12:38:59 +08:00
c9s	4a28843a0a	deposit2transfer: fix mutex lock	2023-08-08 12:38:23 +08:00
c9s	073c4562fd	deposit2transfer: refactor deposit check and add more logs	2023-08-08 12:23:17 +08:00
c9s	29727c12be	add deposit2transfer config	2023-08-08 12:14:14 +08:00
c9s	423cb27288	deposit2transfer: add more log messages	2023-08-08 12:08:14 +08:00
c9s	241ce657c3	binance: remove isMargin check	2023-08-08 12:01:30 +08:00
c9s	c7845477b4	deposit2transfer: remove binance spot struct field	2023-08-08 11:58:36 +08:00
c9s	c55a6a46af	deposit2transfer: check confirmation for deposits	2023-08-08 11:20:17 +08:00
c9s	5f40dfa462	deposit2transfer: scan deposit history	2023-08-08 11:20:17 +08:00
c9s	0c6b68c4f6	add deposit2transfer strategy	2023-08-08 11:20:17 +08:00
c9s	85201d0b57	Merge pull request #1271 from c9s/c9s/strategy-convert ... REFACTOR: apply market.GreaterThanMinimalOrderQuantity on both convert and xalign	2023-08-08 11:14:08 +08:00
c9s	c3cce05bdd	xalign: apply market.GreaterThanMinimalOrderQuantity on xalign	2023-08-05 16:49:25 +08:00
c9s	8b6a8aeb7b	convert: move moq check/adjustment to types.Market	2023-08-05 16:39:03 +08:00
c9s	616e9397d4	Merge pull request #1270 from c9s/c9s/strategy-convert ... FEATURE: [strategy] Add convert strategy	2023-08-05 02:46:56 +08:00
c9s	4d293121d7	convert: fix pending quantity collector with trade query	2023-08-05 02:37:53 +08:00
c9s	bc8fe22e70	convert: fix collectPendingQuantity and use graceful order cancel	2023-08-05 02:15:16 +08:00
c9s	348c8a61e4	add convert strategy	2023-08-05 01:59:20 +08:00
Andy Cheng	1130417401	fix/supertrend: use strconv instead of fmt	2023-08-04 11:07:20 +08:00
c9s	cfd5884350	Merge remote-tracking branch 'origin/v1.50'	2023-08-01 13:23:04 +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	8a3c89ba91	autoborrow: fix marginAsset.Low calculation	2023-07-25 00:27:43 +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
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	afc5dbb951	Merge remote-tracking branch 'origin/v1.50'	2023-07-24 17:02:08 +08:00
c9s	3bd821261f	tri: fix lint issue	2023-07-22 18:06:53 +08:00
c9s	fad8642a59	xmaker: fix message	2023-07-22 17:34:09 +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
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
Andy Cheng	192d958adc	improve/linregmaker: use strconv	2023-07-17 12:22:09 +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