Commit Graph

5520 Commits

Author SHA1 Message Date
c9s
bc7f2687f8
indicator: check valid window value for RMA 2023-09-26 20:42:18 +08:00
c9s
2d578db12f
bbgo: simplify marketDataStore accessor 2023-09-26 20:42:00 +08:00
c9s
716fea885f
backtest: add more order checking 2023-09-26 20:41:37 +08:00
c9s
117d7f008f
types: add stringer on type ticker 2023-09-26 20:41:23 +08:00
c9s
7a5a027a62
bbgo: add logging filledOrder option 2023-09-26 16:45:00 +08:00
c9s
9fffa4a47f
add atrpin strategy 2023-09-26 15:32:55 +08:00
c9s
cf31796224
Merge pull request #1318 from c9s/narumi/common-risk
CHORE: add IsHalted method to common.Strategy for CircuitBreakRiskControl
2023-09-25 18:07:57 +08:00
c9s
8f40478c74
Merge pull request #1313 from c9s/fix/grid2-active-orders
FIX: [grid2] only do active order update when grid is recovered
2023-09-25 17:53:07 +08:00
c9s
94f6cefd70
grid2: improve active order recover logs 2023-09-25 17:43:38 +08:00
c9s
fdaa92c6ca
Merge pull request #1320 from c9s/feature/logging
FEATURE: add log fields support to the core
2023-09-25 17:30:14 +08:00
c9s
b6d0e3ef27
grid2: only do active order update when grid is recovered 2023-09-25 17:19:53 +08:00
c9s
550b010499
bbgo: add log fields support to the core 2023-09-25 17:16:27 +08:00
c9s
db7a0df254
types: change websocket error to warnf 2023-09-25 13:55:59 +08:00
bailantaotao
e86a75c406
Merge pull request #1317 from bailantaotao/edwin/waiting-all-routines-closed
FIX: Wait for all routines to close while streaming is reconnecting
2023-09-21 21:19:03 +08:00
narumi
4a231b10c6 pull out ishalted method 2023-09-21 15:06:09 +08:00
Edwin
294e5111dc pkg/types: ensure all routines are done 2023-09-21 14:43:06 +08:00
c9s
49e9c8bbcf
Merge pull request #1315 from c9s/narumi/fixedmaker/common
REFACTOR: use common strategy in fixedmaker
2023-09-21 14:35:53 +08:00
bailantaotao
a3df61dca4
Merge pull request #1311 from bailantaotao/edwin/add-on-raw-message-callback
FEATURE: emit regardless of whether there is an error or not on subscription.
2023-09-20 11:33:33 +08:00
narumi
c8316a36a0 use common strategy in fixedmaker 2023-09-19 15:00:39 +08:00
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
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
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