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6319 Commits

Author SHA1 Message Date
なるみ
7bde48adce
Merge pull request #1637 from c9s/narumi/atrpin-log-with-fields 
CHORE: [atrpin] add symbol and window log fields
 2024-05-25 21:37:51 +08:00
c9s
01fac1fd01
binance: optimize pv parsing 2024-05-24 18:06:40 +08:00
c9s
acb84e098f
binance: use pre-allocated pv var 2024-05-24 18:06:33 +08:00
c9s
55c6a435e7
binance: remove orderbook convert error var 2024-05-24 18:06:21 +08:00
c9s
901272f153
binance: refactor and update QueryOrderTrades implementation 2024-05-24 17:35:27 +08:00
c9s
bc71c95608
binance: implement query trade for binance margin trading 2024-05-24 17:35:27 +08:00
kbearXD
c42c52d549
Merge pull request #1640 from c9s/kbearXD/dca2/flexible-recovery 
FEATURE: [dca2] change state recovery logic
 2024-05-24 15:54:23 +08:00
kbearXD
7134f51d38 FEATURE: [dca2] change state recovery logic 2024-05-24 15:12:27 +08:00
c9s
8a852afedb
Merge pull request #1642 from c9s/refactor/average-depth-price-method 
Refactor: add average depth price method
 2024-05-23 18:22:06 +08:00
c9s
75b86e435a
max: assign client order id only when it's not empty 2024-05-23 17:16:27 +08:00
c9s
99edfb61bf
integrate aggregatePrice method 2024-05-23 16:30:43 +08:00
c9s
1c567d7146
pull out AverageDepthPrice from xdepthmaker 2024-05-23 15:22:45 +08:00
kbearXD
be674278b2 FEATURE: [dca2] new flag UniversalCancelAllOrdersWhenClose to decide if cancel all orders when closing 2024-05-22 18:20:18 +08:00
kbearXD
5f1ece2a4b
Merge pull request #1638 from c9s/kbearXD/dca2/store-open-position-pqs 
FEATURE: [dca2] store price quantity pairs of the open-position order…
 2024-05-22 11:34:39 +08:00
kbearXD
275286b9b9 remove test case 2024-05-21 17:00:02 +08:00
kbearXD
0faef68fbf use types.PriceVolume 2024-05-21 16:06:02 +08:00
c9s
5397a3366c
Merge pull request #1639 from c9s/narumi/move-common-maker-tools 
REFACTOR: move maker tools
 2024-05-21 14:50:43 +08:00
c9s
7114b37967
Merge pull request #1625 from luchenhan/main 
chore: fix function names in comment
 2024-05-21 14:50:33 +08:00
c9s
7c85fd83b3
bump version to v1.59.2 2024-05-20 18:34:00 +08:00
c9s
2e52d3175d
deposit2transfer: apply backoff to api calls 2024-05-20 18:05:21 +08:00
c9s
543b283820
liquiditymaker: remove orderbook subscription 2024-05-20 17:55:32 +08:00
narumi
8ad85fc365 move OrderPriceRiskControl to riskcontrol 2024-05-20 15:19:42 +08:00
narumi
5f096bbe0d move InventorySkew to strategy.common 2024-05-20 15:19:22 +08:00
kbearXD
6676e1e452 FEATURE: [dca2] store price quantity pairs of the open-position orders into persistence 2024-05-20 14:37:23 +08:00
narumi
0f045dccbb add symbol and window log fields 2024-05-20 14:34:08 +08:00
zenix.huang
24ab4895b6 fix: tg order decimal 2024-05-20 00:19:28 +09:00
なるみ
ad6efaf449
Merge pull request #1633 from c9s/narumi/fix-common-strategy-init 
FIX: fix strategy initialization
 2024-05-16 16:32:22 +08:00
kbearXD
38e63422f2
Merge pull request #1634 from c9s/kbearXD/dca2/fix 
FIX: [dca2] fix triggerNextState loop side effect
 2024-05-16 15:57:57 +08:00
edwin
ecc08fabb7 pkg/exchange: update okx symbols 2024-05-16 15:29:47 +08:00
kbearXD
73c467a06b FIX: [dca2] fix triggerNextState loop side effect 2024-05-16 14:44:56 +08:00
narumi
705261d2d4 fix strategy initialization 2024-05-15 23:38:34 +08:00
narumi
095ca85669 disable bbgo.sync in common strategy 2024-05-14 19:50:52 +08:00
c9s
6aed8f33f7
bump version to v1.59.1 2024-05-14 17:35:18 +08:00
c9s
34200efd54
liquiditymaker: skip dust quantity 2024-05-14 17:34:26 +08:00
c9s
cc107b80da
bump version to v1.59.0 2024-05-14 15:08:21 +08:00
kbearXD
e856727e97 trigger position opening immediately after recovery 2024-05-13 15:24:31 +08:00
kbearXD
f49924caa4 not emit WaitToOpenPosition when kline event 2024-05-13 14:35:29 +08:00
kbearXD
6cdd2f0d71 REFACTOR: [dca2] refactor dca2 strategy to make it can back testing 2024-05-13 14:35:29 +08:00
c9s
b9c77c1584
add UseProtectedPriceRange support 2024-05-11 23:00:37 +08:00
c9s
b752e5ec60
Fix cancel all orders 2024-05-11 22:47:29 +08:00
narumi
24de8a23c9 sync position to redis 2024-05-08 15:28:40 +08:00
narumi
b35cfbeffd do nothing if failed to cancel open orders 2024-05-03 14:52:41 +08:00
kbearXD
38d8043e3b MINOR: add trade id and order id when fee is still processing 2024-04-30 13:38:35 +08:00
kbearXD
a7af2b7002 FEATURE: [grid2] use feeProcessing field to make sure the trading fee is ready 2024-04-30 11:03:23 +08:00
luchenhan
5791e392f5 chore: fix function names in comment 
Signed-off-by: luchenhan <hanluchen@aliyun.com>
 2024-04-29 16:38:55 +08:00
kbearXD
0396fc19fd FEATURE: [dca2] make QueryOrderTradesUntilsuccessful take feeProcessing into consideration 2024-04-29 15:59:52 +08:00
c9s
0a2b976165
Merge pull request #1618 from c9s/narumi/atrpin/submitting-log 
CHORE: [atrpin] add submitting log
 2024-04-23 15:43:47 +08:00
c9s
4523902f0f
Merge pull request #1619 from hidewrong/main 
chore: fix some comments
 2024-04-23 15:43:29 +08:00
c9s
9092b613b0
Merge pull request #1620 from c9s/narumi/move-logerr-to-util 
REFACTOR: move logErr to util
 2024-04-23 15:43:10 +08:00
kbearXD
8fc7c38e97
Merge pull request #1622 from c9s/kbearXD/dca2/emit-position-after-recovery 
FEATURE: [dca2] emit position after recovery and refactor
 2024-04-22 18:31:00 +08:00
c9s
a9db21adfa
limit adjustment order quantity 2024-04-22 14:42:52 +08:00
kbearXD
27ff44b663 FEATURE: [dca2] emit position after recovery and refactor 2024-04-22 13:46:28 +08:00
kbearXD
b6e7c48fd5 rename callback 2024-04-22 11:07:17 +08:00
kbearXD
547e9ece8f FEATURE: [dca2] add position callback 2024-04-19 16:24:40 +08:00
narumi
94c126dd83 move logerr to util 2024-04-17 15:27:46 +08:00
narumi
1348ee540f add submitting log 2024-04-17 15:16:58 +08:00
hidewrong
d6d428ed9f chore: fix some comments 
Signed-off-by: hidewrong <hidewrong@outlook.com>
 2024-04-17 11:11:53 +08:00
kbearXD
2a6c6e935b add some logs 2024-04-16 16:52:50 +08:00
kbearXD
2f3e0044c1 MINOR: [dca2] refactor and make open-position interval longer 2024-04-16 13:38:14 +08:00
kbearXD
4d92cf1b74 change local position name 2024-04-15 17:27:56 +08:00
kbearXD
70a10582fa FEATURE: recollect position before placing the take-profit order 2024-04-15 16:25:56 +08:00
kbearXD
63d13d5f7b use existing TradeCollector's EmitPositionUpdate 2024-04-11 16:03:59 +08:00
kbearXD
0616c73a88 FEATURE: emit position when position updated and reset 2024-04-11 15:12:38 +08:00
kbearXD
2d45b5cb76 FIX: fix dca2 panic problem 2024-04-11 11:40:35 +08:00
kbearXD
444c228fc4
update error message 2024-04-08 19:54:44 +08:00
kbearXD
f8d7447e8e
FIX: fix issue when recovering with finalizing orders 2024-04-08 19:54:44 +08:00
c9s
27ddd63c10
dca2: fix generateOpenPositionOrders call in tests 2024-04-08 19:38:59 +08:00
c9s
0318e08e0f
max: add fee processing field 2024-04-08 17:17:46 +08:00
kbearXD
8568e15e82 FEATURE: [dca2] new flag EnableQuoteInvestmentReallocate to decide if reallocate quote investment 2024-04-01 15:52:30 +08:00
c9s
d55d1e9867
upgrade github.com/adshao/go-binance/v2 2024-03-31 19:39:50 +08:00
c9s
39d9445529
cmd: make sync command consistent 2024-03-31 19:32:37 +08:00
c9s
f300791e34
Merge pull request #1605 from lanphan/sync 
support Binance paper trading for sync sub-command
 2024-03-28 14:47:25 +08:00
Lan Phan
37a0ae53e9 support Binance paper trading for sync sub-command 2024-03-28 13:31:10 +07:00
c9s
bbc4fc96a7
Merge pull request #1606 from lanphan/get-order 
FIX: issue #1037, get-order command error
 2024-03-28 14:28:06 +08:00
Lan Phan
dc77c08434 BUGFIX: issue #1037, get-order command error 2024-03-28 13:19:18 +07:00
なるみ
3881039bfb
Merge pull request #1608 from c9s/narumi/xalign/fix-max-amount 
FIX: [xalign] fix buy side max amount
 2024-03-28 14:09:08 +08:00
narumi
c2c650af0e fix xalign max amount 2024-03-27 16:50:21 +08:00
narumi
0095eae77f log when amount is not greater than the minimal order quantity 2024-03-27 16:50:21 +08:00
kbearXD
f246077c11
Merge pull request #1599 from c9s/kbearXD/dca2/take-profit-order 
FEATURE: [dca2] when all open-position orders are filled, place the t…
 2024-03-27 16:35:03 +08:00
kbearXD
f42ef77296 fix typo 2024-03-27 14:22:22 +08:00
c9s
d61498cf39
Merge pull request #1595 from c9s/c9s/simplify-max-query-ticker 
REFACTOR: [max] simplify max query ticker
 2024-03-26 18:28:40 +08:00
c9s
d399b39c44
max: simplify QueryTicker 2024-03-26 18:16:57 +08:00
c9s
6ac642bf32
Merge pull request #1604 from anywhy/indicator_adx 
FEATURE:[indicator] add adx indicator
 2024-03-26 18:13:21 +08:00
kbearXD
553976449d FEATURE: [dca2] when all open-position orders are filled, place the take-profit order 2024-03-26 15:52:04 +08:00
anywhy
88281c1520 indicator_set add adx 2024-03-23 17:17:40 +08:00
anywhy
f54d170d44 update adx indicator 2024-03-23 17:11:10 +08:00
anywhy
4b3014f683 update indicator adx test case 2024-03-23 17:11:09 +08:00
anywhy
e632fa087e update adx indicator and test case 2024-03-23 17:10:59 +08:00
anywhy
474a8ab864 indicator: add adx 2024-03-23 17:10:24 +08:00
Lan Phan
29874db5b8 consistent config param for all sub-commands 2024-03-22 14:41:53 +07:00
c9s
693b641612
Merge pull request #1596 from c9s/release/v1.58 2024-03-22 13:33:11 +08:00
Lan Phan
e2c754040d update default value for config param of backtest cmd to have same value with root cmd 2024-03-22 11:07:02 +07:00
Newtoniano
17368b9585 add short position close logic 2024-03-20 18:48:08 +01:00
chiahung
a1dd9e5d99 bump version to v1.58.0 2024-03-19 16:36:45 +08:00
c9s
d58461d1cf
Merge pull request #1593 from c9s/c9s/xalign-add-test-cases 
FIX: [xalign] add more complex test case for xalign strategy
 2024-03-19 16:07:57 +08:00
kbearXD
25baf49e13 dca2: fix order group id not set issue 2024-03-19 15:51:36 +08:00
c9s
aced149ee8
xalign: add more complex test case for xalign strategy 2024-03-19 15:29:18 +08:00
kbearXD
b0bbf3c529
Merge pull request #1589 from c9s/kbearXD/dca2/pause-next-round-and-set-ttl 
dca2: add ttl for persistence and nextRoundPaused flag
 2024-03-19 14:31:57 +08:00
c9s
c11f886718
xalign: correct the base/quote currency balance name when it's reversed 2024-03-19 00:31:00 +08:00
edwin
98d565c46f pkg/exchange: update okx url 2024-03-18 18:56:37 +08:00