6736 Commits

Author	SHA1	Message	Date
c9s	0992bf8b2a	maxapi: update deposit info fields	2024-11-13 16:38:21 +08:00
kbearXD	f8bd8e4164	FEATURE: [binance] add update when first receive the orderbook event	2024-11-13 15:33:03 +08:00
kbearXD	a356c8ac35	FEAUTRE: [max] reset book if receive both empty asks and bids	2024-11-13 15:04:57 +08:00
c9s	d76f8c31a6	deposit2transfer: fix last deposit time checking	2024-11-13 12:24:37 +08:00
kbearXD	24e33fcdfd	Merge pull request #1809 from c9s/chiahung/xalign/check-large-amount-alert-exist ... FIX: [xalign] verify LargetAmountAlert is not nil	2024-11-12 16:36:00 +08:00
kbearXD	44ca46cbf2	FIX: [xalign] verify LargetAmountAlert is not nil	2024-11-12 16:24:18 +08:00
c9s	d137bc1b6e	Merge pull request #1808 from c9s/c9s/xalign/livenote ... IMPROVE: [deposit2transfer] add livenote support	2024-11-12 16:21:13 +08:00
kbearXD	b57c54de2b	Merge pull request #1791 from c9s/kbearXD/xalign/notify-if-large-amount ... FEATURE: [xalign] add notification when order quote is over alert amount	2024-11-12 16:15:29 +08:00
c9s	ee7beeced6	deposit2transfer: add pin support	2024-11-12 16:09:51 +08:00
c9s	41b1991843	deposit2transfer: adjust default scan interval	2024-11-12 15:53:17 +08:00
c9s	f37fab08a0	deposit2transfer: pass customized channel	2024-11-12 15:49:29 +08:00
c9s	9e2cb4bd7f	integrate livenote and slack alert into deposit2transfer	2024-11-12 15:48:17 +08:00
c9s	85cb99802f	binance: store raw deposit status	2024-11-11 17:41:29 +08:00
c9s	a9c51e824d	bbgo: load slack notifier queue size from config	2024-11-11 17:31:53 +08:00
kbearXD	b47fc084cb	FEATURE: [xalign] add notification when order quote is over alert amount	2024-11-11 17:27:49 +08:00
c9s	9b1060e16d	livenote: add option channel	2024-11-11 16:56:45 +08:00
c9s	0b2fdd471e	livenote: support pin and expiry time	2024-11-11 16:52:09 +08:00
c9s	c289c2daf5	livenote: add test and generate diff summary for object change	2024-11-11 16:07:04 +08:00
c9s	c4c6a73774	slacknotifier: post comments in the liveobject threads	2024-11-11 15:24:45 +08:00
c9s	a2e17eab4d	slacknotifier: lookup user by email	2024-11-11 14:31:12 +08:00
c9s	d2b971d75e	slacknotifier,livenote: fix slack user lookup and add one time mention	2024-11-08 13:12:23 +08:00
c9s	4b24e9a480	slacknotifier: implement and improve translateHandle	2024-11-08 12:40:02 +08:00
c9s	d7eef21a00	slacknotifier: cache slack user groups	2024-11-08 12:31:25 +08:00
c9s	fc322079ba	xmaker: reset book after emitting reconnect	2024-11-08 08:37:08 +08:00
c9s	eb91f9d77f	dynamic: fix compare for fixedpoint and time.Time	2024-11-07 18:05:19 +08:00
c9s	bdc89ca579	dynamic: implement Compare() and add tests to Compare()	2024-11-07 17:15:10 +08:00
c9s	7b94c785ba	dynamic: compareStruct and compareSimpleValue	2024-11-07 16:31:02 +08:00
c9s	87b302da03	dynamic: add dynamic compare	2024-11-07 15:21:58 +08:00
c9s	73b3c5b6dd	all: add more livenote support	2024-11-05 17:34:26 +08:00
c9s	0e2eb8ba54	livenote: cache object id	2024-11-05 17:04:59 +08:00
c9s	0471cb2340	cmd: fix and add example strategy import	2024-11-05 17:03:54 +08:00
c9s	9b77980a69	add livenote pool and livenote example strategy	2024-11-05 17:02:06 +08:00
c9s	e310ea9e4e	all: add livenote and livenoteposter, move all example strategy into pkg/strategy/example	2024-11-05 16:02:34 +08:00
c9s	d8150a17b9	xalign: move activeTransferNotificationLimiter into the strategy struct	2024-11-05 15:20:03 +08:00
c9s	d0a7e6b740	deposit2transfer: check transfer amount before transfering	2024-11-04 17:34:56 +08:00
c9s	c3b058ce38	xmaker: truncate balances before submitting orders	2024-11-04 17:23:36 +08:00
c9s	bac8d489bc	xalign: resetFaultBalanceRecords when pending deposit/withdraw was found	2024-11-04 16:13:05 +08:00
c9s	634ded1759	xalign: add more info to the notification	2024-11-04 16:08:52 +08:00
c9s	8e5bb1b6e4	xalign: improve logs	2024-11-04 16:06:17 +08:00
c9s	939a370c3b	liqmaker: fix orderPlacementStatusMetrics	2024-10-30 16:24:32 +08:00
c9s	31aea5753e	liqmaker: add market metrics updater	2024-10-30 16:24:32 +08:00
c9s	92a934b6f2	liqmaker: add more metrics	2024-10-30 16:24:31 +08:00
anywhy	5b3f8b52e0	update binance positionRisk api to v3	2024-10-29 18:48:15 +08:00
c9s	58133d94ba	Merge pull request #1743 from lanphan/printconfig ... add new tag ignore to prevent printing specific field	2024-10-28 21:13:13 +08:00
c9s	c3fec1cccd	liqmaker: fix stopEMA subscription	2024-10-28 18:08:34 +08:00
c9s	4d4afee6aa	liqmaker: log liquidity amount	2024-10-28 17:32:35 +08:00
c9s	2b00c7ac01	liqmaker: fix log messages	2024-10-28 17:31:21 +08:00
c9s	eae2d63ac1	all: move jitter helpr to a single package	2024-10-28 17:28:56 +08:00
c9s	48bb7a280b	liqmaker: fix nil map issue	2024-10-28 17:03:45 +08:00
c9s	74cc36121b	liqmaker: sum exposure in quote quantity (usd)	2024-10-28 15:08:09 +08:00
c9s	17d57502f1	add dbg package for debugging functions	2024-10-28 15:03:10 +08:00
c9s	dbd53429cd	liqmaker: add more logs to the liq order generator	2024-10-28 14:57:25 +08:00
c9s	2b0e4e0512	liqmaker: fix actual orders printing	2024-10-28 14:52:13 +08:00
c9s	6004114696	add test helper for price side quantity assertion	2024-10-28 14:22:34 +08:00
c9s	f4df9a09e2	liqmaker: add logger to order generator	2024-10-26 20:53:28 +08:00
c9s	86989b8253	liqmaker: add StopEMA	2024-10-25 12:28:43 +08:00
c9s	ced8b5f742	liqmaker: add AdjustmentOrderPriceType	2024-10-25 12:20:59 +08:00
c9s	0036a57904	liqmaker: drop unused interface	2024-10-25 12:15:36 +08:00
c9s	8df886903c	liqmaker: add liqmaker to alias	2024-10-25 12:15:18 +08:00
c9s	2508dc18f0	liqmaker: use tradingutil.UniversalCancelAllOrders	2024-10-25 12:14:37 +08:00
c9s	c3127f45ce	liqmaker: add stop functions	2024-10-25 12:03:13 +08:00
c9s	441476c678	Merge pull request #1789 from c9s/kbear/xalign/fix-log ... FIX: add slackAttachment method on Deposit	2024-10-24 16:35:28 +08:00
c9s	9f7521b754	xmaker: check connectivity before calling updateQuote	2024-10-24 16:18:52 +08:00
kbearXD	8f54fdd341	FIX: add slackAttachment method on Deposit	2024-10-23 16:05:09 +08:00
c9s	738cb24ecb	bbgo: mark order exeuctor as deprecated	2024-10-23 15:37:57 +08:00
c9s	c796606c61	Merge pull request #1788 from c9s/c9s/remove-session-order-store ... FIX: [core] remove session order store	2024-10-22 12:35:09 +08:00
c9s	b23c7a76eb	Merge pull request #1763 from lanphan/obsoleted ... CHORE: solved all deprecated, comment all unused variables and functions	2024-10-22 12:33:10 +08:00
c9s	4e13f0dadc	bbgo: remove order store from session struct since it's not used	2024-10-22 12:19:42 +08:00
c9s	15b179a47d	core: add comment to the remove condition	2024-10-22 11:59:02 +08:00
c9s	86360a7595	bbgo: fix order update compare method	2024-10-22 11:56:38 +08:00
c9s	a118eab15e	bbgo: increase DefaultCancelOrderWaitTime to 50ms	2024-10-22 11:49:44 +08:00
c9s	3ba5cbe262	xmaker: remove book copy	2024-10-22 11:45:49 +08:00
kbearXD	5878fd8aed	Merge pull request #1784 from c9s/chiahung/grid2/not-use-minQuantity ... FEATURE: no use MAX(quantity, minQuantity) to avoid sufficient quantity	2024-10-21 16:42:22 +08:00
kbearXD	704924a905	FEATURE: no use MAX(quantity, minQuantity) to avoid sufficient quantity	2024-10-21 16:29:27 +08:00
kbearXD	ce5234b429	FEATURE: [xalign] detect active depoit. if found, skip align	2024-10-21 15:58:23 +08:00
edwin	b1f86adab5	pkg/exchange: support broker id	2024-10-21 15:09:24 +08:00
c9s	fb96756460	xmaker: reset position started time when hedge order is submitted	2024-10-17 13:13:45 +08:00
c9s	7f0b8f38d5	orderStore: remove only filled orders and canceled orders	2024-10-17 13:09:29 +08:00
c9s	5fbb06639d	xmaker: prune expired orders	2024-10-17 13:02:44 +08:00
c9s	bfe8ce9f2c	grid2,xmaker: prune expired trades	2024-10-17 12:53:51 +08:00
c9s	f9a75036a7	xmaker: fix disableHedge check	2024-10-16 17:36:05 +08:00
c9s	6d857cdd48	indicator: improve boll indicator slice truncation	2024-10-16 16:07:58 +08:00
c9s	8ce587f5f5	indicator: implement Truncate method on the indicators	2024-10-16 16:04:15 +08:00
c9s	4f1b216fbf	xmaker: fix trade window test	2024-10-16 15:55:55 +08:00
c9s	c066a187d9	xmaker: fix TradeVolumeWindowSignal algo	2024-10-16 15:45:11 +08:00
c9s	e55676abab	xmaker: add delayHedgeCounterMetrics counter	2024-10-16 15:41:09 +08:00
bailantaotao	8fcd76cb59	Merge pull request #1779 from c9s/edwin/bybit/uta ... FEATURE: [bybit] upgrade classic account to UTA	2024-10-16 14:49:54 +08:00
c9s	a6f5d5fff1	Merge pull request #1781 from c9s/c9s/xmaker/improvements2 ... FIX: [xmaker] fix covered position field	2024-10-16 14:39:48 +08:00
c9s	165c8d99b8	xmaker: fix covered position field	2024-10-16 14:39:09 +08:00
kbearXD	18c362db15	remove verified code	2024-10-16 14:02:29 +08:00
kbearXD	bd83832d2d	WIP: use depth to build orderbook	2024-10-16 14:02:29 +08:00
c9s	a650534a98	xmaker: rename arbitrage option to enableArbitrage	2024-10-16 11:44:30 +08:00
c9s	0b1773b959	xmaker: pull out delay hedge logics	2024-10-15 23:00:09 +08:00
c9s	334c868117	xmaker: add enableDelayHedge option	2024-10-15 18:51:37 +08:00
c9s	1210a79fc7	xmaker: improve if condition	2024-10-15 18:45:16 +08:00
c9s	59862303aa	xmaker: reset and set position start time	2024-10-15 17:29:12 +08:00
c9s	b137707723	xmaker: use mutex protected fixedpoint for covered position	2024-10-15 16:24:35 +08:00
edwin	74feb928c9	pkg/exchange: use execution.fast topoc	2024-10-15 15:31:19 +08:00
c9s	d940cde945	xmaker: check dust quantity	2024-10-15 13:40:31 +08:00
edwin	b41cd348bc	pkg/exchange: update query open orders to latest	2024-10-15 12:00:39 +08:00