c9s
|
dcb091cab1
|
bbgo: add TestIndicatorSet_closeCache test
|
2023-06-30 10:46:40 +08:00 |
|
c9s
|
9885a68537
|
bbgo: rename AddBackLog to BackFill
|
2023-06-30 10:38:38 +08:00 |
|
c9s
|
064932ea9d
|
indicator: add VOLUME api
|
2023-06-30 10:37:42 +08:00 |
|
c9s
|
b29c1aa972
|
bbgo: add warning
|
2023-06-30 10:35:34 +08:00 |
|
c9s
|
77e31e9274
|
types: split pendingRemoval lock scope
|
2023-06-30 01:12:10 +08:00 |
|
c9s
|
fc7edc5c80
|
grid2: call TryLock in updateGridNumOfOrdersMetricsWithLock
|
2023-06-30 01:05:18 +08:00 |
|
c9s
|
5c5543d78a
|
bbgo: when err == nil, should just return the created orders
|
2023-06-29 21:08:43 +08:00 |
|
c9s
|
e3be2a8af6
|
bollmaker: replace bollinger indicator with v2 indicator
|
2023-06-29 18:04:39 +08:00 |
|
c9s
|
f91a4c2979
|
indicator: simplify add klines
|
2023-06-29 17:55:55 +08:00 |
|
c9s
|
eafd777046
|
add indicators v2 api to session
|
2023-06-29 17:49:04 +08:00 |
|
c9s
|
dddf7c57ba
|
bbgo: add v2 indicator set
|
2023-06-29 17:44:36 +08:00 |
|
c9s
|
2d9890a18f
|
bump version to v1.49.0
|
2023-06-29 17:19:22 +08:00 |
|
c9s
|
8a89408f0f
|
Merge pull request #1212 from randych521/randy/feat/riskcontrol-for-mm
FEATURE: add risk controls for strategies
|
2023-06-29 17:18:03 +08:00 |
|
c9s
|
ce40549e88
|
all: rename QueryOrderUntilSuccessful to QueryOrderUntilFilled
|
2023-06-29 17:17:32 +08:00 |
|
randy
|
9a98c4995e
|
Add two risk controls for strategies: postion and circuit break.
|
2023-06-29 16:52:35 +08:00 |
|
c9s
|
c6f7723620
|
bbgo: rename env ENABLE_MARKET_TRADE_STOP to DISABLE_MARKET_TRADE_STOP
since we've set it default to true
|
2023-06-29 14:26:12 +08:00 |
|
c9s
|
3da145877f
|
Merge pull request #1206 from c9s/improve/concurrent-stop-loss
IMPROVE: improve stop loss methods
|
2023-06-29 14:25:02 +08:00 |
|
c9s
|
c4bd5a8a13
|
Merge pull request #1210 from c9s/refactor/move-retry-funcs
REFACTOR: move retry functions
|
2023-06-29 14:16:51 +08:00 |
|
c9s
|
2b65012b37
|
bbgo: openPosition should check if it's still closing
|
2023-06-29 13:29:31 +08:00 |
|
c9s
|
b6dba18f77
|
all: move retry functions to the retry package
|
2023-06-29 10:59:01 +08:00 |
|
c9s
|
131345a762
|
types: add TestPosition_SetClosing test
|
2023-06-28 18:13:11 +08:00 |
|
c9s
|
195ace63b0
|
check if it's in back testing mode
|
2023-06-28 18:11:00 +08:00 |
|
c9s
|
0360d9fa8b
|
block and query order until the market order for closing position is filled
|
2023-06-28 18:09:10 +08:00 |
|
c9s
|
b5f2f57678
|
bbgo: introduce ENABLE_MARKET_TRADE_STOP env var
|
2023-06-27 16:39:10 +08:00 |
|
c9s
|
5afd23b5c7
|
bbgo: trigger trailingStop when kline is updated
|
2023-06-27 16:39:10 +08:00 |
|
c9s
|
ac1b5aa0e2
|
bbgo: trigger price check when kline is updated (not just closed)
|
2023-06-27 16:39:09 +08:00 |
|
c9s
|
fdf2a91604
|
bbgo: enable enableMarketTradeStop
|
2023-06-27 16:39:09 +08:00 |
|
c9s
|
4bc41bad9d
|
bbgo: improve ProtectiveStopLoss notification message
|
2023-06-27 16:39:09 +08:00 |
|
c9s
|
02fa4d822a
|
cmd: fix persistent flags method call
|
2023-06-27 16:32:46 +08:00 |
|
c9s
|
37da9dee0e
|
cmd: add log formatter option and refactor the logrus setup code
|
2023-06-27 16:30:46 +08:00 |
|
c9s
|
e8fe8082cc
|
cmd: remove ftx options
|
2023-06-27 16:17:00 +08:00 |
|
gx578007
|
8e64b5293e
|
MINOR: [grid2] delete order prices metric
|
2023-06-23 21:30:32 +08:00 |
|
c9s
|
c802fae211
|
xalign: add logger
|
2023-06-21 17:36:09 +08:00 |
|
c9s
|
f6128b9bdc
|
xalign: support percentage string
|
2023-06-21 15:59:15 +08:00 |
|
c9s
|
76884a4ddf
|
xalign: add balance fault tolerance
|
2023-06-21 15:56:59 +08:00 |
|
c9s
|
d4cf39430e
|
xgap: fix group id range
|
2023-06-20 17:18:15 +08:00 |
|
c9s
|
91a2c7255c
|
bump version to v1.48.4
|
2023-06-19 17:06:09 +08:00 |
|
c9s
|
833d942833
|
bump version to v1.48.4
|
2023-06-19 17:05:42 +08:00 |
|
c9s
|
de00e5fa88
|
scmaker: preload indicators
|
2023-06-19 17:03:38 +08:00 |
|
c9s
|
9b8c2b5ba4
|
bump version to v1.48.3
|
2023-06-19 15:39:34 +08:00 |
|
c9s
|
55b8413472
|
scmaker: when user data stream is ready, place liquidity orders
|
2023-06-19 15:38:55 +08:00 |
|
c9s
|
1f3a13808b
|
bump version to v1.48.3
|
2023-06-19 15:26:15 +08:00 |
|
c9s
|
f579fc7d93
|
scmaker: call cancel api before starting up
|
2023-06-19 15:25:10 +08:00 |
|
c9s
|
58a13507bc
|
scmaker: graceful cancel orders
|
2023-06-19 15:22:43 +08:00 |
|
c9s
|
6a5e35c065
|
bump version to v1.48.2
|
2023-06-19 14:57:46 +08:00 |
|
c9s
|
759dce1d5a
|
types: fix number() call
|
2023-06-19 14:51:37 +08:00 |
|
c9s
|
2448fa6f83
|
scmaker: add MaxExposure option
|
2023-06-19 13:46:45 +08:00 |
|
c9s
|
8360931497
|
fix test TestMarket_AdjustQuantityByMinNotional
|
2023-06-19 13:46:20 +08:00 |
|
c9s
|
46fecbbdeb
|
types: do not truncate quantity before adjustment
|
2023-06-16 15:35:07 +08:00 |
|
c9s
|
dc3901cc7f
|
xfunding: add more notificiation
|
2023-06-16 13:03:37 +08:00 |
|
c9s
|
e1c602c68f
|
bump version to v1.48.1
|
2023-06-16 08:39:24 +08:00 |
|
c9s
|
17931d179e
|
bump version to v1.48.1
|
2023-06-16 08:39:14 +08:00 |
|
c9s
|
8bd5fc246c
|
Merge pull request #1168 from andycheng123/profit-report-parameter
FEATURE: Accumulated Profit report
|
2023-06-15 18:14:44 +08:00 |
|
Andy Cheng
|
2ed5095ffb
|
feature/profitReport: pass 0 to Last()
|
2023-06-15 17:35:52 +08:00 |
|
Andy Cheng
|
6b46b1e01e
|
Merge branch 'main' into profit-report-parameter
|
2023-06-15 17:28:02 +08:00 |
|
c9s
|
a7b2051858
|
scmaker: fix the layer price
|
2023-06-15 17:26:04 +08:00 |
|
c9s
|
aa26dfaabc
|
bump version to v1.48.0
|
2023-06-15 15:03:09 +08:00 |
|
c9s
|
73726b91c7
|
scmaker: check ticker price and adjust liq order prices
|
2023-06-15 13:47:21 +08:00 |
|
c9s
|
148869d46b
|
scmaker: clean up
|
2023-06-14 17:31:01 +08:00 |
|
c9s
|
8344193e81
|
scmaker: rename liquidityLayerTick to liquidityLayerTickSize
|
2023-06-14 17:25:23 +08:00 |
|
c9s
|
372028ebe6
|
scmaker: truncate price with price precision
|
2023-06-14 17:25:23 +08:00 |
|
c9s
|
68c3c96b10
|
scmaker: fix balance lock and active order book update issue
|
2023-06-14 17:25:23 +08:00 |
|
c9s
|
f426d151a8
|
scmaker: final version
|
2023-06-14 17:25:23 +08:00 |
|
c9s
|
b8597a1803
|
scmaker: calculate balance quantity
|
2023-06-14 17:25:23 +08:00 |
|
c9s
|
aa4f998382
|
bbgo: add scale Sum method
|
2023-06-14 17:25:23 +08:00 |
|
c9s
|
40f8283616
|
scmaker: basic prototype
|
2023-06-14 17:25:23 +08:00 |
|
c9s
|
a28081a5d2
|
xalign: add more checks
|
2023-06-14 17:25:22 +08:00 |
|
c9s
|
0482ade44a
|
backtest: adjust best bid/ask price with tick size
|
2023-06-14 17:25:22 +08:00 |
|
c9s
|
fded41b0ea
|
indicator: fix macd test case since we changed the ewma default value
|
2023-06-14 17:25:22 +08:00 |
|
c9s
|
e529a3271d
|
indicator: fix ewma2 initial value
|
2023-06-14 17:25:22 +08:00 |
|
c9s
|
0a5f31a80f
|
indicator: rename BollStream to BOLLStream
|
2023-06-14 17:25:22 +08:00 |
|
c9s
|
295ae95da6
|
indicator: implement bollinger indicator
|
2023-06-14 17:25:22 +08:00 |
|
c9s
|
9d9f898f17
|
indicator: use pointer for float64series
|
2023-06-14 17:25:22 +08:00 |
|
c9s
|
ea3b1cc937
|
binance: fix logrus call
|
2023-06-14 17:25:22 +08:00 |
|
c9s
|
c00d7b669b
|
Merge pull request #1174 from c9s/feature/grid2/recover
FEATURE: [grid2] recover with twin orders
|
2023-06-14 13:02:12 +08:00 |
|
c9s
|
1fd52f78a9
|
xalign: allocate and bind order store
|
2023-06-13 23:23:41 +08:00 |
|
c9s
|
45aaad1629
|
xalign: improve update message
|
2023-06-13 23:21:07 +08:00 |
|
c9s
|
007f3c9531
|
autoborrow: add margin level check back
|
2023-06-13 23:17:24 +08:00 |
|
c9s
|
1855e52838
|
xalign: graceful cancel orders when shutting down
|
2023-06-13 17:29:19 +08:00 |
|
c9s
|
a126bc3bb6
|
binance: add market info warning
|
2023-06-13 17:09:37 +08:00 |
|
c9s
|
0a7c0632c4
|
xalign: use %+v format for submit order
|
2023-06-13 17:08:37 +08:00 |
|
c9s
|
36fa565460
|
types: add one more market tests
|
2023-06-13 17:08:28 +08:00 |
|
c9s
|
6308ef5107
|
autoborrow: repay debt first
|
2023-06-13 14:21:16 +08:00 |
|
c9s
|
476378e742
|
xalign:add one more dust check
|
2023-06-13 13:53:51 +08:00 |
|
c9s
|
599b18fc3c
|
xalign: skip dust quantity
|
2023-06-13 13:49:22 +08:00 |
|
c9s
|
358e873582
|
xalign: add notification
|
2023-06-13 13:47:01 +08:00 |
|
c9s
|
64dcef3429
|
xalign: fix tick size calculation
|
2023-06-13 13:44:31 +08:00 |
|
c9s
|
dadf22e48f
|
xalign: add more log
|
2023-06-13 13:40:39 +08:00 |
|
c9s
|
5a30bedc77
|
autoborrow: always repay first when it deposits
|
2023-06-13 13:23:10 +08:00 |
|
c9s
|
fe5a6f4c36
|
xalign: fix quote amount check
|
2023-06-13 12:42:07 +08:00 |
|
c9s
|
740cfe6d5c
|
xalign: fix session refs
|
2023-06-13 12:27:38 +08:00 |
|
c9s
|
909c8f5cc7
|
xalign: add more checks
|
2023-06-13 12:25:10 +08:00 |
|
c9s
|
518c6938be
|
xalign: add more checks
|
2023-06-13 12:25:04 +08:00 |
|
chiahung
|
49971a2e50
|
use existing interface
|
2023-06-12 17:15:56 +08:00 |
|
chiahung
|
18a7520fa7
|
MINOR: add test for recovery
|
2023-06-12 17:15:56 +08:00 |
|
chiahung
|
2f050332eb
|
FEATURE: query trades until hard limit or finish filled
|
2023-06-12 17:15:56 +08:00 |
|
chiahung
|
f38cfb6ea3
|
REFACTOR: refactor for future test
|
2023-06-12 17:15:56 +08:00 |
|
chiahung
|
61892eb2df
|
renaming
|
2023-06-12 17:15:56 +08:00 |
|
chiahung
|
93d35cc423
|
FEATURE: use TwinOrder to recover
|
2023-06-12 17:15:56 +08:00 |
|
c9s
|
5996b32ee1
|
Merge pull request #1194 from c9s/improve/hhllstop
IMPROVE: improve hhllstop message
|
2023-06-09 19:11:57 +08:00 |
|
c9s
|
f6f3293191
|
xalign: round up requiredQuoteAmount
|
2023-06-09 11:04:31 +08:00 |
|
c9s
|
8baafdf329
|
xalign: add DryRun and fix quote amount calculation
|
2023-06-08 23:15:26 +08:00 |
|
c9s
|
7a6000a316
|
xalign: fix instanceID
|
2023-06-08 18:05:58 +08:00 |
|
c9s
|
db43c87227
|
xalign: load interval from config
|
2023-06-08 17:02:06 +08:00 |
|
c9s
|
c9ee4e52cc
|
xalign: add xalign strategy
|
2023-06-08 17:02:05 +08:00 |
|
c9s
|
5dde93c487
|
Merge pull request #1192 from c9s/feature/indicator-improvements
IMPROVE: improve order executor error checking, trailing stop and indicators
|
2023-06-07 17:34:38 +08:00 |
|
c9s
|
c25ac65eb0
|
bbgo: improve hhllstop message
|
2023-06-07 16:45:46 +08:00 |
|
c9s
|
bd335a0335
|
bbgo: fix trailing stop order tag
|
2023-06-07 16:39:37 +08:00 |
|
c9s
|
0f141c7f79
|
schedule: add MinBaseBalance config
|
2023-06-07 16:36:38 +08:00 |
|
c9s
|
e0e27e75bb
|
schedule: graceful cancel orders before the next submission
|
2023-06-07 16:30:54 +08:00 |
|
c9s
|
f6a300a7c4
|
schedule: add useLimitOrder option
|
2023-06-07 16:27:36 +08:00 |
|
c9s
|
aa281b164e
|
bbgo: improve tradingStop message
|
2023-06-07 16:14:46 +08:00 |
|
c9s
|
9f5ef21dda
|
types: Add TradeWith helper
|
2023-06-07 16:14:46 +08:00 |
|
c9s
|
b90564be90
|
bbgo: fix order executor error message and add price check
|
2023-06-07 16:14:46 +08:00 |
|
c9s
|
ca78a3379a
|
indicator: add cross stream
|
2023-06-07 16:14:46 +08:00 |
|
c9s
|
7f3f2c1217
|
types: move cross result to a single file
|
2023-06-07 16:14:46 +08:00 |
|
c9s
|
24003139f4
|
types: fix return value var
|
2023-06-07 16:14:46 +08:00 |
|
c9s
|
97e7b93997
|
indicator: rewrite Multiply to make it consistent with Subtract
|
2023-06-07 16:14:46 +08:00 |
|
c9s
|
aae7fd310e
|
indicator: add ATRP indicator
|
2023-06-07 16:14:46 +08:00 |
|
Yo-An Lin
|
8a8111140e
|
Merge pull request #1188 from c9s/feature/v2-indicator-multiply
FEATURE: [indicator] add multiply operator
|
2023-06-01 21:28:29 +08:00 |
|
Yo-An Lin
|
c0bb953019
|
Merge pull request #1185 from c9s/c9s/fix-autoborrow
FIX: [autoborrow] add max borrowable check and add more notifications
|
2023-06-01 21:24:34 +08:00 |
|
Yo-An Lin
|
8792000be0
|
Merge pull request #1190 from c9s/feature/v2indicator-pivotlow
|
2023-06-01 21:20:22 +08:00 |
|
Yo-An Lin
|
e8b27c5044
|
Merge pull request #1186 from c9s/feature/v2-indicator-cma
FEATURE: [indicator] add v2 CMA indicator
|
2023-06-01 18:04:47 +08:00 |
|
c9s
|
15d1caef31
|
indicator: add pivothigh v2 indicator
|
2023-06-01 17:31:12 +08:00 |
|
c9s
|
9a486388fa
|
indicator: add v2 pivot low indicator
|
2023-06-01 17:17:14 +08:00 |
|
c9s
|
8a8edc7bb6
|
indicator: rename price.go to v2_price.go
|
2023-06-01 16:52:02 +08:00 |
|
c9s
|
0b01750528
|
indicator: drop unused code
|
2023-06-01 15:56:47 +08:00 |
|
c9s
|
b141ae3ece
|
indicator: add stddev v2
|
2023-06-01 15:19:12 +08:00 |
|
c9s
|
3d4b88fa7d
|
indicator: drop unused stddev code
|
2023-06-01 14:59:02 +08:00 |
|
c9s
|
b0abc1bf55
|
indicator: drop ssf unused func
|
2023-06-01 14:54:25 +08:00 |
|
c9s
|
66d99ce6ae
|
indicator: add stoch test
|
2023-06-01 14:52:09 +08:00 |
|
c9s
|
4f07a44b61
|
indicator: add v2 stochastic oscillator
|
2023-06-01 14:43:29 +08:00 |
|
c9s
|
1535572b43
|
indicator: add multiply operator
|
2023-06-01 14:30:16 +08:00 |
|
c9s
|
8ebf5723a7
|
indicator: add v2 CMA indicator
|
2023-06-01 14:27:03 +08:00 |
|
c9s
|
3e9458499c
|
indicator: fix tests
|
2023-06-01 12:39:30 +08:00 |
|
c9s
|
b55fbd5c96
|
autoborrow: check maxBorrowable
|
2023-06-01 12:27:39 +08:00 |
|
c9s
|
95e1f10934
|
autoborrow: send notify when auto repay is skip
|
2023-06-01 12:18:53 +08:00 |
|
c9s
|
fa0cb1e85f
|
binance: document balanceUpdate event
|
2023-06-01 12:17:45 +08:00 |
|
c9s
|
1dfb0cd1a1
|
autoborrow: notify balance delta event
|
2023-06-01 12:13:51 +08:00 |
|
c9s
|
f349f3620c
|
autoborrow: add SlackAttachment support to the binance balance update event
|
2023-06-01 12:13:22 +08:00 |
|
c9s
|
23a49a8fd2
|
indicator: fix klines stream emitter
|
2023-06-01 11:43:37 +08:00 |
|
c9s
|
9c43c75361
|
floats: fix floats.Slice truncate
|
2023-06-01 11:43:22 +08:00 |
|
c9s
|
e320e5d249
|
indicator: remove unused low value indicator
|
2023-06-01 08:56:17 +08:00 |
|
c9s
|
0da0b1086a
|
indicator: fix SMA truncate call
|
2023-06-01 08:33:14 +08:00 |
|
c9s
|
01ef6c2628
|
indicator: add v2 MACD
|
2023-06-01 08:28:49 +08:00 |
|
c9s
|
ee8bbe3418
|
indicator: add v2 sma
|
2023-06-01 08:11:30 +08:00 |
|
c9s
|
47e869a9f7
|
floats: add Truncate method support to floats slice
|
2023-06-01 08:11:19 +08:00 |
|
c9s
|
9e6cb0858e
|
indicator: simplify source, calculate binding
|
2023-06-01 07:58:58 +08:00 |
|
c9s
|
c9c13b2013
|
all: replace all Index(i) callers
|
2023-06-01 07:46:50 +08:00 |
|
c9s
|
5515f588e3
|
all: add parameter index to the Last method
|
2023-05-31 19:35:44 +08:00 |
|
c9s
|
2a074ba11b
|
floats: add Average method on floats.Slice
|
2023-05-31 16:30:19 +08:00 |
|
c9s
|
114e292d8f
|
indicator: rewrite RSI indicator
|
2023-05-31 16:30:04 +08:00 |
|
c9s
|
e58db43067
|
indicator: rename v2 indicators
|
2023-05-31 13:08:40 +08:00 |
|
c9s
|
ba0102e992
|
pivotshort: fix find pivot func call
|
2023-05-31 13:08:21 +08:00 |
|
c9s
|
266016a278
|
indicator: simplify ATR2
|
2023-05-30 13:53:59 +08:00 |
|
c9s
|
ebf9c43cd5
|
indicator: separate TR + RMA and ATR = TR + RMA
|
2023-05-30 13:51:00 +08:00 |
|
c9s
|
a887eaf542
|
indicator: fix the comment
|
2023-05-30 13:50:59 +08:00 |
|
c9s
|
811e624302
|
indicator: simplify and refactor atr2
|
2023-05-30 13:50:59 +08:00 |
|
c9s
|
f65d6267fc
|
indicator: refactor ATRStream
|
2023-05-30 13:50:59 +08:00 |
|
c9s
|
da15f47f17
|
indicator: refactor Float64Series and improve RMA2
|
2023-05-30 13:50:59 +08:00 |
|
c9s
|
1bf44720e2
|
indicator: update and clean up rma2
|
2023-05-30 13:50:59 +08:00 |
|
c9s
|
1450d193a4
|
indicator: refactor/add float64 series
|
2023-05-30 13:50:59 +08:00 |
|
c9s
|
e094f422fc
|
indicator: rename v2 indicator file
|
2023-05-30 13:50:59 +08:00 |
|
c9s
|
68570e1eeb
|
indicator: move EWMA2 to ewma2.go
|
2023-05-30 13:50:59 +08:00 |
|
c9s
|
8c7962f07f
|
indicator: move out subtract stream
|
2023-05-30 13:50:59 +08:00 |
|
c9s
|
f067c92733
|
floats: document LSM
|
2023-05-30 13:50:59 +08:00 |
|
c9s
|
e91142f4e9
|
indicator: rename func to floats.FindPivot
|
2023-05-30 13:15:47 +08:00 |
|
c9s
|
89aa63dd64
|
floats: add floats LSM
|
2023-05-30 13:15:47 +08:00 |
|
Yo-An Lin
|
67fe27774c
|
Merge pull request #1179 from c9s/c9s/refactor-indicator
FEATURE: new indicator API design
|
2023-05-29 17:06:16 +08:00 |
|
c9s
|
5ef7da8422
|
grid2: fix precheck
|
2023-05-26 16:09:07 +08:00 |
|
c9s
|
5bf204b890
|
indicator: support histrical price push
|
2023-05-26 15:18:43 +08:00 |
|
c9s
|
9fac61351d
|
all: rename Minus() to Sub()
|
2023-05-26 15:06:52 +08:00 |
|
c9s
|
648e99f52a
|
all: refactor and rename indicator.MACD to indicator.MACDLegacy
|
2023-05-26 15:06:52 +08:00 |
|
c9s
|
273659a870
|
grid2: update comment
|
2023-05-26 14:51:06 +08:00 |
|
c9s
|
8c09c9668a
|
grid2: improve base quote investment check
|
2023-05-26 14:49:56 +08:00 |
|
c9s
|
171e0678b6
|
indicator: remove underscore var
|
2023-05-25 22:19:14 +08:00 |
|
c9s
|
a994235300
|
indicator: move doc
|
2023-05-25 22:18:54 +08:00 |
|
c9s
|
bcf77141ca
|
all: re-design and refactor indicator api
|
2023-05-25 22:17:50 +08:00 |
|
Yo-An Lin
|
cf5d71b4bc
|
Merge pull request #1176 from c9s/c9s/grid2/base-quote
FIX: [grid2] fix base + quote calculation and add baseGridNumber config field
|
2023-05-25 14:45:45 +08:00 |
|
c9s
|
f7a5c84768
|
all: reformat code
|
2023-05-25 14:01:22 +08:00 |
|
c9s
|
8e426ca4bf
|
grid2: add last price == sell price case
|
2023-05-25 13:31:47 +08:00 |
|
zenix
|
508f42663d
|
fix: some types in SeriesExtended are not supported
|
2023-05-24 19:47:36 +09:00 |
|
Yo-An Lin
|
862848721f
|
Fix placeSell condition
|
2023-05-24 17:52:14 +08:00 |
|
c9s
|
26cbd60a66
|
grid2: add one more test case for base + quote
|
2023-05-23 17:36:01 +08:00 |
|
c9s
|
1cf788c925
|
grid2: fix base + quote order placement and add test case
|
2023-05-23 17:34:03 +08:00 |
|
c9s
|
d5cf53ee94
|
grid2: fix comparison
|
2023-05-22 18:20:34 +08:00 |
|
c9s
|
ce2bd7ca7d
|
grid2: override placeSell if BaseGridNumber is defined
|
2023-05-22 18:13:51 +08:00 |
|
c9s
|
2046ccc791
|
grid2: pull out sell boolean var
|
2023-05-22 18:10:51 +08:00 |
|
c9s
|
0c6ef38ea3
|
grid2: apply baseGridNumber
|
2023-05-22 18:08:39 +08:00 |
|
c9s
|
f11d869d02
|
grid2: sub 1 only when num > 0
|
2023-05-22 17:26:22 +08:00 |
|
c9s
|
6ae5d2f33a
|
grid2: round down before the quantity calculation
|
2023-05-22 17:25:00 +08:00 |
|
c9s
|
a083ec8395
|
grid2: check numberOfSellOrders == 0
|
2023-05-22 17:20:16 +08:00 |
|
c9s
|
c93a3d14b3
|
grid2: round up minBaseQuantity
|
2023-05-19 16:46:17 +08:00 |
|
c9s
|
4c13171cb0
|
grid2: add more test for spec
|
2023-05-19 16:42:26 +08:00 |
|
c9s
|
3a2dbc934b
|
grid2: add TestStrategy_calculateBaseQuoteInvestmentQuantity test case
|
2023-05-19 16:37:44 +08:00 |
|
c9s
|
0c4cd7049f
|
grid2: rewrite the base+quote algo
|
2023-05-19 15:04:17 +08:00 |
|
c9s
|
86a99b5902
|
grid2: truncate max base quantity
|
2023-05-19 13:56:01 +08:00 |
|
c9s
|
c5e7a78067
|
types: add RoundDownQuantityByPrecision
|
2023-05-18 18:26:14 +08:00 |
|
c9s
|
0bb697bc1e
|
maxapi: move NewGetMarginLoanHistoryRequest method to the bottom of the file
|
2023-05-18 18:26:03 +08:00 |
|
c9s
|
2fe915f73a
|
types: add MarshalJSON method on strint64
|
2023-05-18 18:08:40 +08:00 |
|
c9s
|
9c6de12e19
|
types: add StrInt64 type for unmarshalling integer in string
|
2023-05-18 17:32:15 +08:00 |
|
c9s
|
b32d890860
|
bitgetapi: add GetFillsRequest
|
2023-05-18 15:59:16 +08:00 |
|
c9s
|
fce281b6a8
|
bitgetapi: add GetOrderHistoryRequest
|
2023-05-18 15:47:58 +08:00 |
|
c9s
|
312c8baeb3
|
bitget: add open orders request
|
2023-05-18 15:38:57 +08:00 |
|
c9s
|
ae1c1377ce
|
bitget: define OrderStatus
|
2023-05-18 15:37:01 +08:00 |
|
c9s
|
90f704bab0
|
bitgetapi: add get order detail request
|
2023-05-18 15:22:50 +08:00 |
|
c9s
|
51e05499b2
|
bitgetapi: add CancelOrderBySymbolRequest
|
2023-05-18 11:59:49 +08:00 |
|
c9s
|
0c887a6bfb
|
bitgetapi: add place order request api
|
2023-05-18 11:23:30 +08:00 |
|
c9s
|
a5a64fa6d4
|
bitgetapi: add getDepthRequest
|
2023-05-18 11:13:06 +08:00 |
|
c9s
|
cff98bc141
|
bitgetapi: refactor tests
|
2023-05-18 10:54:00 +08:00 |
|
c9s
|
3154961d72
|
bitget: add more public api tests
|
2023-05-17 18:04:24 +08:00 |
|
c9s
|
c347a2423a
|
bitget: update generated request files and fix account assets api data type
|
2023-05-17 17:53:24 +08:00 |
|
c9s
|
e31a6ca3c8
|
bitget: add GetAllTickers request
|
2023-05-17 16:56:39 +08:00 |
|
c9s
|
8932da7e3f
|
bitget: add get ticker request
|
2023-05-17 16:55:21 +08:00 |
|
c9s
|
b726a0e51d
|
bitget: add get server time request and get symbols request
|
2023-05-17 16:52:15 +08:00 |
|
c9s
|
2c88e197b6
|
bitget: add account api
|
2023-05-17 16:39:10 +08:00 |
|
c9s
|
feb20571e9
|
kucoin: split request files
|
2023-05-17 16:27:43 +08:00 |
|
c9s
|
71be12bfc3
|
bitget: adjust sign format
|
2023-05-17 16:23:39 +08:00 |
|
c9s
|
0886b287a4
|
bitget: make credential field in lower case
|
2023-05-17 14:45:53 +08:00 |
|
c9s
|
e23f4b5114
|
bitget: minimize api client code
|
2023-05-17 14:26:25 +08:00 |
|
c9s
|
f942f7afd8
|
okex: rename constant names
|
2023-05-17 13:45:38 +08:00 |
|
c9s
|
5f8bda7d72
|
bitget: add minimal bitget exchange
|
2023-05-17 13:43:21 +08:00 |
|
c9s
|
6bed2a31f6
|
all: refactor exchange factory to return the minimal implementation
|
2023-05-17 13:43:00 +08:00 |
|
c9s
|
b544d51772
|
types: split exchange interface
|
2023-05-17 13:24:04 +08:00 |
|
c9s
|
70ed672e6f
|
exchange: remove subAccount var
|
2023-05-16 19:26:05 +08:00 |
|
c9s
|
ad502f67e9
|
types: simplify ValidExchangeName function
|
2023-05-16 18:32:08 +08:00 |
|
c9s
|
9f1c2f9ae4
|
types: update exchange name constants
|
2023-05-16 18:26:55 +08:00 |
|
c9s
|
420654c5ed
|
bbgo: rename NewStandard to just New
|
2023-05-16 18:24:06 +08:00 |
|
c9s
|
5e8f8b492a
|
all: remove unused subAccount parameter since it was designed for ftx
|
2023-05-16 18:21:47 +08:00 |
|
c9s
|
983707b56a
|
exchange: drop unused function
|
2023-05-16 18:21:18 +08:00 |
|
c9s
|
0b6dc41091
|
types: split exchange interface for ExchangeMinimal
|
2023-05-16 18:17:11 +08:00 |
|
c9s
|
177610266d
|
cmd: add exchangetest cmd and document NewWithEnvVarPrefix
|
2023-05-16 18:15:27 +08:00 |
|
c9s
|
7146ce9c8b
|
bitget: add basic bitget api client
|
2023-05-16 17:14:23 +08:00 |
|
c9s
|
17b05b61ba
|
strategy: fix fastCancel api calls
|
2023-05-16 16:44:40 +08:00 |
|
c9s
|
027fe9f5e1
|
drift: adopt the fastOrderExecutor
|
2023-05-16 16:39:04 +08:00 |
|
c9s
|
9b9d7455ec
|
bbgo: move Fast* methods to the FastOrderExecutor
|
2023-05-16 16:39:04 +08:00 |
|
c9s
|
7aa673c673
|
max: add currency parameter to /api/v3/wallet/:walletType/accounts api
|
2023-05-15 20:11:58 +08:00 |
|
Yo-An Lin
|
24ca1b103b
|
Merge pull request #1166 from c9s/c9s/max/api-v3-fix
FIX: [max] replace deprecated max v3 API
|
2023-05-15 15:19:21 +08:00 |
|
Andy Cheng
|
f864cc895c
|
feature/profitReport: accumulated profit report as a package
|
2023-05-11 14:54:45 +08:00 |
|
Andy Cheng
|
b148a02491
|
strategy/supertrend: add net profit
|
2023-05-08 13:43:25 +08:00 |
|
narumi
|
174fd7b8e7
|
support binance futures trading data
|
2023-05-05 15:15:31 +08:00 |
|
c9s
|
7cf80473e5
|
maxapi: fix margin interest history request
|
2023-05-04 17:23:04 +08:00 |
|
c9s
|
1ca81e11e6
|
maxapi: add currency field to the accounts api
|
2023-05-04 17:20:42 +08:00 |
|
c9s
|
40f6295d91
|
maxapi: move GetMarginInterestRatesRequest api to a file
|
2023-05-04 17:18:42 +08:00 |
|
c9s
|
e9f711278e
|
maxapi: fix margin interest history api
|
2023-05-04 16:38:20 +08:00 |
|
c9s
|
2a462c8e32
|
maxapi: update margin repay/load apis
|
2023-05-04 14:43:19 +08:00 |
|
c9s
|
70e3f8ec5f
|
max: split v3 api into files
|
2023-05-04 14:37:19 +08:00 |
|
c9s
|
b31a2994de
|
bump version to v1.47.0
|
2023-05-04 13:53:20 +08:00 |
|
c9s
|
829edeb401
|
grid2: improve warning message
|
2023-04-28 16:16:23 +08:00 |
|
c9s
|
f958120fb5
|
grid2: remove the len check since we just iterate
|
2023-04-28 16:12:57 +08:00 |
|