6229 Commits

Author	SHA1	Message	Date
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
c9s	cbf957c7ce	add priceVolume helper InQuote	2024-03-18 17:50:39 +08:00
c9s	97c48e5bb4	add AdjustQuantityByMinQuantity to types.Market	2024-03-18 17:50:24 +08:00
kbearXD	bcc29bd056	dca2: add ttl for persistence and nextRoundPaused flag	2024-03-18 17:35:47 +08:00
kbearXD	3f44092ff4	Merge pull request #1586 from c9s/kbearXD/dca2/round-collector ... dca2: new struct RoundCollector for testing and use flag to decide re…	2024-03-18 17:34:41 +08:00
c9s	4eabb82f77	Merge pull request #1587 from avoidaway/main ... chore: remove repetitive words	2024-03-18 16:50:40 +08:00
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