bailantaotao
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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 |
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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 |
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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
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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
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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
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31fb96c171
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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
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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
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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
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dda2cfb73d
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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
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scmaker: clean up scmaker risk control
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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
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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
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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
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52d4f50c88
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remove sync every ticker
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2023-11-08 11:15:06 +08:00 |
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kbearXD
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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 |
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chiahung
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4a40c8bea2
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refactor
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2023-11-07 17:00:29 +08:00 |
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chiahung
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e6fc006747
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recoverC back to size 1
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2023-11-07 15:21:48 +08:00 |
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Edwin
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2049e71cf6
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pkg/exchange: rm the retry
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2023-11-07 14:53:00 +08:00 |
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chiahung
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df2fd170db
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return bool to let syncActiveOrderBook really sync or skip
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2023-11-07 14:39:29 +08:00 |
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chiahung
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7de49155eb
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fix
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2023-11-07 13:30:58 +08:00 |
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chiahung
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c8becbe4f5
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bbgo.sync when syncActiveOrders
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2023-11-07 10:56:19 +08:00 |
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Edwin
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f595cc9cc0
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pkg/exchange: add query open orders
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2023-11-06 23:40:22 +08:00 |
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Edwin
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82ac8f184f
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pkg/exchange: to periodically fetch the fee rate
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2023-11-06 22:17:29 +08:00 |
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chiahung
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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
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358aef770f
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FIX: fix skip syncing active order
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2023-11-06 17:13:16 +08:00 |
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c9s
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e614741a48
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grid2: add another test case for 0 baseGridNum
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2023-11-04 12:56:11 +08:00 |
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c9s
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6cce5a2268
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grid2: respect s.BaseGridNum and add a failing test case
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2023-11-04 12:56:11 +08:00 |
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narumi
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ffea4901ed
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fix buy quantity
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2023-11-03 15:07:24 +08:00 |
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bailantaotao
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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 |
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bailantaotao
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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 |
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YC
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8e76804b0c
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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 |
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c9s
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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
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9dc57f01cd
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wall: refactor wall strategy with common.Strategy
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2023-11-01 16:57:07 +08:00 |
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Edwin
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00d4805321
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pkg/exchange: add query tickers api
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2023-11-01 16:14:21 +08:00 |
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bailantaotao
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de8f24cb7b
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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
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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 |
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c9s
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7a48d001a2
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backtest: return closed kline channel when empty symbol is given
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2023-11-01 15:23:27 +08:00 |
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c9s
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470eb7dc09
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cmd: skip reports for session has no trade
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2023-11-01 15:22:53 +08:00 |
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なるみ
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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
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2cea089404
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pkg/exchange: add rate limiter for query ticker, account
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2023-11-01 13:20:46 +08:00 |
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Edwin
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102b662f7c
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pkg/exchange: support kline subscription on stream
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2023-11-01 11:56:58 +08:00 |
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Edwin
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4bc177f21b
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pkg/exchange: refactor get symbol api
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2023-10-31 14:48:40 +08:00 |
|
Yu-Cheng
|
1d2e46eca8
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trade: query trades from db paginately
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2023-10-31 14:20:20 +08:00 |
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narumi
|
7c19bb9e20
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submit one order at a time
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2023-10-31 13:53:12 +08:00 |
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chiahung
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d33240ec83
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rename and simplify import
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2023-10-30 17:17:36 +08:00 |
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chiahung
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671772a767
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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 |
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kbearXD
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be4c69c365
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Merge pull request #1368 from c9s/feature/grid2/merge-recover
FEATURE: merge grid recover and active orders recover logic
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2023-10-30 16:11:23 +08:00 |
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c9s
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dcd837f0f9
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Merge pull request #1372 from bailantaotao/edwin/fix-precision
FIX: [bybit][kucoin] fix negative volume, price precision
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2023-10-28 08:09:51 +08:00 |
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なるみ
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db1de0efb8
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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 |
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Edwin
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39c3d23da3
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pkg/exchange: support ping/pong
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2023-10-27 16:45:41 +08:00 |
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Edwin
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d07b766939
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pkg/exchange: Use the same conn to avoid concurrent write issues.
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2023-10-27 16:03:03 +08:00 |
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Edwin
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ba7e26c800
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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 |
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narumi
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e8c9801535
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adjust quantity by max amount
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2023-10-27 15:01:41 +08:00 |
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Edwin
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2a85bbebf0
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pkg/exchange: fix precision
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2023-10-27 12:52:36 +08:00 |
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chiahung
|
40ca323b2d
|
merge recover logic
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2023-10-26 16:29:05 +08:00 |
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chiahung
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f31d829294
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FEAUTRE: merge grid recover and active orders recover
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2023-10-26 14:55:33 +08:00 |
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kbearXD
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c4f1af00d7
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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 |
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bailantaotao
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8ddb31b339
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Merge pull request #1365 from bailantaotao/edwin/make-jump-to-option-2
FEATURE: [batch] add jumpIfEmpty opts to closed order batch query
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2023-10-26 11:22:29 +08:00 |
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Edwin
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55d444d86a
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pkg/exchange: add jumpIfEmpty opts to closed order batch query
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2023-10-26 09:31:25 +08:00 |
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bailantaotao
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d762366a83
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Merge pull request #1364 from bailantaotao/edwin/make-jump-to-option
FEATURE: [batch] add a jumpIfEmpty to batch trade option
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2023-10-26 09:23:11 +08:00 |
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Edwin
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881db49b70
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pkg/exchange: rename tradeRateLimiter to queryOrderTradeRateLimiter
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2023-10-25 21:36:26 +08:00 |
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Edwin
|
c611cfe73b
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pkg/exchange: add a jumpIfEmpty to batch trade option
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2023-10-25 21:30:54 +08:00 |
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chiahung
|
ab1bc998f9
|
FEATURE: prepare query trades funtion for new recover
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2023-10-25 13:34:11 +08:00 |
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c9s
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4b9d52004f
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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 |
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narumi
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3e5869cab3
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remove zero padding from RMA
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2023-10-24 17:03:40 +08:00 |
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なるみ
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4f35f21581
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Merge pull request #1357 from c9s/narumi/rma-test-cases
FIX: Fix duplicate RMA values and add test cases
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2023-10-24 17:01:36 +08:00 |
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narumi
|
2a9fd10716
|
add rma test cases
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2023-10-24 16:47:08 +08:00 |
|
narumi
|
22a7232e8b
|
fix duplicate rma value
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2023-10-24 16:37:44 +08:00 |
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c9s
|
3fcc21c1f1
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Merge pull request #1356 from c9s/c9s/fix-rma-zero-value-issue
FIX: fix rma zero value issue
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2023-10-24 16:18:39 +08:00 |
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c9s
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4c1654652e
|
indicator: remove unnecessary zero value push
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2023-10-24 13:44:49 +08:00 |
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c9s
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a9d9ef3792
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Add AddSubscriber method on Float64Series
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2023-10-24 13:44:25 +08:00 |
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chiahung
|
3710c33670
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REFACTOR: rename file and variable
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2023-10-24 13:03:14 +08:00 |
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kbearXD
|
7d97f573c5
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Merge pull request #1350 from c9s/feature/grid2/twin-orderbook
FEATURE: [grid2] twin orderbook
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2023-10-24 13:00:25 +08:00 |
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chiahung
|
c977b8e295
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add lock to protect twin orderbook and add more comments
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2023-10-23 17:42:39 +08:00 |
|
chiahung
|
3150f6b3f5
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fix
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2023-10-23 13:00:17 +08:00 |
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c9s
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7860bff379
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Merge pull request #1349 from c9s/feature/grid2/remove-profit-entries
MINOR: remove profit entries from profit stats
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2023-10-23 07:17:17 +08:00 |
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