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6214 Commits

Author SHA1 Message Date
c9s
e621938649
Merge pull request #1582 from anywhy/fix_marketactiveorders 
Fix: Restore parameters  when update active order book
 2024-03-18 16:40:12 +08:00
c9s
7f1e876be0
xalign: check if the quote balance will be used up and below the expected balance line 2024-03-18 12:47:48 +08:00
avoidaway
917451d2ec chore: remove repetitive words 
Signed-off-by: avoidaway <cmoman@126.com>
 2024-03-16 16:08:52 +08:00
kbearXD
a23c476ce8 dca2: new struct RoundCollector for testing and use flag to decide recovery 2024-03-15 18:41:46 +08:00
c9s
239f7ea5dd
slacknotifier: increase slack notification burst to 3 2024-03-15 18:24:44 +08:00
c9s
1d314daa22
xalign: skip same currency 2024-03-15 15:59:43 +08:00
c9s
6831c40371
xalign: fix reversed market 2024-03-15 15:57:17 +08:00
c9s
f618485536
max: remove the extra user agent from the http headers 2024-03-15 15:22:37 +08:00
c9s
f785398249
max: adjust max rate limiters 2024-03-15 15:22:37 +08:00
kbearXD
62d6e79193 dca2: use GeneralBackoff not GeneralLiteBackoff 2024-03-15 11:24:20 +08:00
bailantaotao
3300b71cba
Merge pull request #1583 from c9s/edwin/okx/query-recent-trades 
FEATURE: [okx] query recent trades
 2024-03-15 09:43:29 +08:00
anywhy
a26f489dad add test case 2024-03-14 22:41:58 +08:00
edwin
2ae1933d7b pkg/exchange: use 3 days trade api if start time - now < 3 days 2024-03-14 17:21:17 +08:00
edwin
38bd5479f2 pkg/exchange: gen 3 day and regen history transaction api 2024-03-14 17:20:58 +08:00
kbearXD
2b52211c1c new function IsFilledOrderState for maxapi 2024-03-14 16:18:12 +08:00
anywhy
9f50e256c8 fi: restore parameter when update active orde book 2024-03-14 14:48:15 +08:00
kbearXD
fb2a46e1c4 use backoff retry 2024-03-14 14:32:41 +08:00
kbearXD
91123edbd6 dca2: must calculate and emit profit at the end of the round 2024-03-14 14:32:41 +08:00
edwin
d75e7eb63f pkg/exchange: rm redundant code 2024-03-14 12:15:40 +08:00
edwin
b1414b583e pkg/exchange: remove the query after place order 2024-03-14 12:15:37 +08:00
narumi
a5e7091af6 subscribe to level 5 book 2024-03-13 23:22:14 +08:00
c9s
51a340e922
binance: fix notional filter 2024-03-13 18:14:24 +08:00
Zenix
2a7ca4233d
Merge pull request #1575 from zenixls2/feature/loose_interface_public_data 
feature: add ExchangePublic
 2024-03-13 17:42:28 +09:00
edwin
2904759113 pkg/exchange: remove the query after place order 2024-03-13 14:54:29 +08:00
bailantaotao
8197dbd63a
Merge pull request #1577 from c9s/edwin/bitget/fallback-post-only-order 
FIX: [bitget] fix post only order
 2024-03-13 09:23:12 +08:00
edwin
7ed095ede3 pkg/exchange: fix post only order 2024-03-12 18:22:33 +08:00
zenix.huang
8268ac1d32 fix: skip test when run in github action 2024-03-12 17:48:55 +09:00
zenix.huang
d4eef3e3f9 add test for types.ExchangeName 2024-03-12 16:09:46 +09:00
zenix.huang
465e7d8983 add test for binance new function 2024-03-12 15:57:22 +09:00
kbearXD
661b7be12e dca2: add more log and retry 2024-03-12 14:53:45 +08:00
zenix.huang
f1a4879253 upgrade golang mockgen to uber mockgen. generate exchange public 2024-03-12 14:18:14 +09:00
zenix.huang
ec45ad3bdc feature: add ExchangePublic 2024-03-12 12:10:42 +09:00
kbearXD
17b193b003 dca2: remove debug log 2024-03-11 15:34:12 +08:00
bailantaotao
0bc409e021
Merge pull request #1572 from c9s/edwin/bitget/add-order-test 
TEST: [bitget] add test to query trades, cancel orders, closed orders
 2024-03-10 16:11:28 +08:00
edwin
e8108800fe pkg/exchange: add test to query trades, cancel orders, closed orders 2024-03-10 16:00:48 +08:00
c9s
cf4fb0eaf1
adjust max order limiter 2024-03-09 23:48:05 +08:00
c9s
c06b1613b9
Merge pull request #1569 from battmdpkq/main 
FIX: fix some typos
 2024-03-08 22:12:55 +08:00
narumi
8e6423514f rebalance: fix cannot lock fund 2024-03-08 17:17:37 +08:00
kbearXD
53b72194f9 MINOR: add log when there is error at calculating and emit profit 2024-03-08 14:11:04 +08:00
battmdpkq
54db9e9eec fix some typos 
Signed-off-by: battmdpkq <cmaker@163.com>
 2024-03-07 18:38:58 +08:00
c9s
b77618f9d8
xfunding: add PositionReady case 2024-03-06 22:39:44 +08:00
c9s
256e09a863
xfunding: adjust quote investment variable only when position is not opening 2024-03-06 22:39:44 +08:00
c9s
dc0f07d42f
xfunding: add notification for the fixed positions 2024-03-06 22:39:43 +08:00
c9s
f609b1cdc4
simplify profitFixer and apply it to xfunding 2024-03-06 22:39:43 +08:00
c9s
b20b306818
xfunding: add dustQuantity check 2024-03-06 22:39:43 +08:00
c9s
4a4f91e7f9
xfunding: improve transfer logics 2024-03-06 22:39:43 +08:00
c9s
4242f052d8
xfunding: pull out queryAvailableTransfer and improve pending transfer things 2024-03-06 22:39:43 +08:00
c9s
b2c6dce350
xfunding: rewrite transferIn method 2024-03-06 22:39:43 +08:00
c9s
8c517179dd
xfunding: fix state notification 2024-03-06 22:39:43 +08:00
c9s
f4a8dc0f8c
Merge pull request #1563 from c9s/edwin/bitget/test-place-order-2 
TEST: [bitget] add market/limit maker tests for place order
 2024-03-06 22:39:05 +08:00
c9s
d139d333a6
common: let FixFromTrades return error 2024-03-06 20:36:53 +08:00
c9s
83b526940a
common: pull out aggregateAllTrades from Fix() method 2024-03-06 20:36:21 +08:00
c9s
acb232242c
add FixFromTrades method 2024-03-06 20:34:19 +08:00
c9s
6a24059624
common: move out profit fixer to strategy/common 2024-03-06 20:31:53 +08:00
c9s
b6ddb49d0a
xdepthmaker: fix stats fixer 2024-03-06 18:12:24 +08:00
c9s
441ebbdbe5
xdepthmaker: add notification 2024-03-06 17:48:53 +08:00
c9s
188231e2fb
add more logs to profitFixer 2024-03-06 17:47:18 +08:00
c9s
be89292cbb
xdepthmaker: another fix 2024-03-06 17:19:50 +08:00
edwin
71b8665b32 pkg/exchange: add more tests for query open orders 2024-03-06 17:01:49 +08:00
edwin
80661043d9 pkg/exchange: add more tests to place order 2024-03-06 17:00:46 +08:00
c9s
f5873172de
xdepthmaker: fix use of uninitialized vars 2024-03-06 16:10:45 +08:00
bailantaotao
38a155d9a1
Merge pull request #1561 from c9s/edwin/bitget/test-place-order 
FIX: [bitget] support market order on bitget unfilled order conversion
 2024-03-06 15:05:04 +08:00
edwin
91445807f6 pkg/exchange: add more comments 2024-03-06 14:51:54 +08:00
c9s
ad9163f7da
xdepthmaker: adjust FullReplenishInterval to 10min 2024-03-06 13:13:18 +08:00
c9s
1fb7262aae
xdepthmaker: adjust default update interval 2024-03-06 13:12:57 +08:00
c9s
31676cce8e
xdepthmaker: run profit fixer before s.CrossExchangeMarketMakingStrategy.Initialize 2024-03-06 12:53:36 +08:00
c9s
ac43937847
xdepthmaker: add disable hedge option 2024-03-06 12:49:15 +08:00
edwin
51e38cf002 pkg/exchange: support market order on bitget unfilled order conversion 2024-03-06 11:36:47 +08:00
bailantaotao
7c19315800
Merge pull request #1560 from c9s/edwin/bitget/test-place-order 
TEST: [bitget] add tests for query account, place order
 2024-03-06 11:17:57 +08:00
edwin
ceb3091525 pkg/exchange: add tests for query account, place order 2024-03-06 09:57:58 +08:00
c9s
096fac58b3
Merge pull request #1559 from c9s/c9s/xdepthmaker-pnl-fixer 
FEATURE: [xdepthmaker] add profit fixer
 2024-03-05 21:24:49 +08:00
c9s
0d3483e7c3
xdepthmaker: fix loopvar issue 2024-03-05 21:16:35 +08:00
c9s
26c34618b2
xdepthmaker: improve fixer logging 2024-03-05 21:14:00 +08:00
c9s
4bed29ad02
xdepthmaker: pull out until argument 2024-03-05 21:11:51 +08:00
c9s
a518cf71c0
xdepthmaker: fix both profit stats and position 2024-03-05 18:15:25 +08:00
c9s
95a5e542ba
xdepthmaker: add profitx fixer 2024-03-05 18:12:30 +08:00
edwin
07e288c7df pkg/exchange: add tests for query k line 2024-03-05 17:44:32 +08:00
edwin
76b077d8de pkg/exchange: add tests for query tickers 2024-03-05 17:04:11 +08:00
bailantaotao
8814323fc6
Merge pull request #1556 from c9s/edwin/bitget/test-query-markets 
TEST: [bitget] add tests for query markets
 2024-03-05 16:14:00 +08:00
edwin
0d690c3d91 pkg/exchange: add tests for query markets 2024-03-05 15:59:04 +08:00
c9s
88a55793b5
Merge pull request #1540 from c9s/kbearXD/dca2/monitor-metrics 2024-03-05 10:09:14 +08:00
c9s
43cf40ca05
Merge pull request #1555 from c9s/edwin/bbgo/fix-order 2024-03-05 10:08:58 +08:00
edwin
751f82bc56 pkg/bbgo: use origin order if error occurred 2024-03-05 09:45:14 +08:00
bailantaotao
9c85a5ccce
Merge pull request #1554 from c9s/edwin/add-more-logs 
MINOR: [bbgo] add more logs
 2024-03-05 09:37:48 +08:00
c9s
ca5f31b311
Merge pull request #1549 from anywhy/fix_exit_interval 2024-03-05 00:33:35 +08:00
edwin
a392d8d579 pkg: add more logs 2024-03-04 22:40:25 +08:00
kbearXD
8e224739de sync active orders and send metrics of order nums 2024-03-04 20:53:15 +08:00
chiahung.lin
5936cf32c7 FEATURE: add metrics for dca2 
add log to debug
 2024-03-04 20:53:15 +08:00
narumi
3ef7d3e09e add balance type 2024-03-04 19:58:34 +08:00
chiahung.lin
9ac8bb916d dca2: all the profit will use in the first order of the next round 
fix precision problem

truncate profit first
 2024-03-04 14:49:39 +08:00
giou-k
0013ec30db Add smma indicator and test 2024-03-01 11:36:48 +02:00
edwin
933ba31b05 pkg/exchange: rm redundant codes 2024-03-01 13:52:38 +08:00
root
2567bd0caa set the defauinteralv alue to 1m 2024-02-28 15:02:57 +08:00
root
151722664f Use configuration instead of kine fixed interval 2024-02-28 14:41:25 +08:00
c9s
4f57c5b842
Merge pull request #1545 from c9s/feat/add-universal-cancel-all-orders 
FEATURE: add universal cancel all orders api helper
 2024-02-27 22:12:16 +08:00
c9s
95100195ad
bump version to v1.57.0 2024-02-27 22:02:21 +08:00
edwin
1e35432e21 pkg/exchange: refactor log 2024-02-26 11:40:13 +08:00
なるみ
9538a41c1b
Merge pull request #1541 from c9s/narumi/price-type 
FEATURE: [rebalance] add price type
 2024-02-23 20:32:09 +08:00
c9s
b72a176b91
Merge pull request #1547 from c9s/refactor/tradingutil 
REFACTOR: move trading related utility functions to the tradingutil package
 2024-02-23 19:25:03 +08:00
c9s
36e90cf5ca
grid2: rename filterPrice to roundAndTruncatePrice 2024-02-23 18:50:57 +08:00