Commit Graph

7994 Commits

Author SHA1 Message Date
chiahung
fdfa3639ff FEATURE: use retry query order until successful 2023-09-19 11:12:14 +08:00
kbearXD
6d0c266513
Merge pull request #1302 from c9s/feature/grid2/use-quote-quantity
FEATURE: use quote quantity if there is QuoteQuantity in trade
2023-09-19 10:41:34 +08:00
c9s
a22c41f47d
Merge pull request #1307 from MengShue/add_QueryOrderTrades_for_okex
FEATURE: add QueryOrderTrades() for okex
2023-09-18 16:14:41 +08:00
Edwin
42ee9618b5 pkg/exchange: emit regardless of whether there is an error or not. 2023-09-18 13:11:22 +08:00
c9s
907bf1f4b9
Merge pull request #1310 from c9s/c9s/fix-pending-order-update-for-max
FIX: fix pending order update comparison
2023-09-17 20:15:54 +08:00
c9s
542944b4cc
max: use websocket update time (TU) field 2023-09-17 18:29:14 +08:00
c9s
89c88c48a3
bbgo: log filled order 2023-09-17 18:25:21 +08:00
c9s
797ee4402c
types: fix pending order update comparison 2023-09-17 18:20:29 +08:00
c9s
4b78bfcdfa
types: improve order string format 2023-09-17 18:08:57 +08:00
c9s
8314a7e750
types: improve order string format 2023-09-17 18:03:57 +08:00
c9s
5f8a5e47d5
activeorderbook: add pending order logs 2023-09-17 18:03:56 +08:00
c9s
4a8407bde3
Merge pull request #1309 from bailantaotao/edwin/add-auth-event
FEATURE: add auth event
2023-09-14 21:47:18 +08:00
Alan.sung
a47c846fa5 add QueryOrderTrades() for okex 2023-09-14 14:54:02 +08:00
Edwin
e56d8d1607 pkg/exchange: emit auth in each exchange 2023-09-14 12:01:20 +09:00
Edwin
faa259623d pkg/exchange: add auth callback to standard stream 2023-09-13 17:06:57 +09:00
bailantaotao
388b9c3f9f
Merge pull request #1308 from bailantaotao/edwin/add-trade-stream
FEATURE: [bybit] support market trade
2023-09-11 18:02:03 +08:00
c9s
4f82843b40
Merge pull request #1306 from andycheng123/improve/binance-api
Improve: Update Binance futures account api to v2
2023-09-11 11:14:56 +08:00
Edwin
1c5ad1d1f0 pkg/exchange: support market trade for bybit 2023-09-11 00:54:02 +08:00
bailantaotao
439f45bdf9
Merge pull request #1304 from bailantaotao/edwin/support-unsubscribe
FEATURE: [bybit] support unsubscribe
2023-09-08 18:22:53 +08:00
bailantaotao
e5c3b8cccb
Merge pull request #1301 from bailantaotao/edwin/add-new-func-for-subscriptions
FEATURE: add Reconnect and Resubscribe for stream
2023-09-08 18:22:35 +08:00
Andy Cheng
40dbfd5b42
improve/binance: rename variable to comply with golang naming convention 2023-09-08 18:14:51 +08:00
c9s
09ed7b141c
Merge pull request #1305 from MengShue/refactor_okex_for_future
FEATURE: refactor okex to future use
2023-09-07 22:57:29 +08:00
bailantaotao
d91199d3ad
Merge branch 'c9s:main' into edwin/add-new-func-for-subscriptions 2023-09-07 15:29:54 +08:00
Andy Cheng
c9d67f8131
improve/binance: update futures account api to v2 2023-09-07 15:21:47 +08:00
Alan.sung
9a66f82d8c remove err since handling init for client 2023-09-07 11:25:12 +08:00
Alan.sung
dbf29f8cd2 add constructor to check url error 2023-09-06 21:21:13 +08:00
Alan.sung
7550ea2be1 refactor okex to future use 2023-09-06 19:14:21 +08:00
bailantaotao
1338499e3f
Merge pull request #1303 from bailantaotao/edwin/add-default-time
FEATURE: set default 30d for closed order batch query
2023-09-06 12:41:47 +08:00
Edwin
da13bb680e pkg/exchange: support unsubscribe for bybit 2023-09-06 12:18:47 +08:00
Edwin
83cdd4e1a4 pkg/exchange: update add reconnect and resubscribe func for stream 2023-09-06 12:18:17 +08:00
Edwin
f5a66baad3 pkg/exchage: set default 30d for closed order batch query 2023-09-05 22:04:16 +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
c9s
8adb0df656
Merge pull request #1298 from c9s/c9s/grid2-fix-recover-active-orders
FIX: [grid2] fix active order recover, add start process delay
2023-09-01 18:48:58 +08:00
c9s
415a28c32b
Merge pull request #1300 from bailantaotao/edwin/fix-okex-bid-ask
pkg/exchange: fix okex bookticker bug
2023-09-01 18:07:59 +08:00
Edwin
412d0e0558 *: fix lint 2023-09-01 17:54:43 +08:00
Edwin
50bfd8ee0e pkg/exchange: add time to SliceOrderBook 2023-09-01 17:54:40 +08:00
Edwin
594ab9cbaf pkg/exchange: fix okex bookticker bug 2023-09-01 17:12:32 +08:00
c9s
e74da87e51
grid2: delay start process by 5s 2023-08-31 17:08:00 +08:00
narumi
52412d9ead refactor: add IsOver to check the since time is over given duration 2023-08-31 14:31:25 +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
2c4b6e8cd1
Merge pull request #1238 from MengShue/add_unit_test_for_okex
TEST: add unit test for okex exchange
2023-08-24 12:44:45 +08:00
Alan.sung
f8ae408fad add continue in err != nil 2023-08-23 16:16:38 +08:00
Alan.sung
26cde5d57c use multierr to handle err return from toGlobalOrder 2023-08-23 15:44:51 +08:00