c9s
|
3ba1621590
|
xdepthmaker: simplify covered handler registration
|
2023-12-20 22:28:20 +08:00 |
|
c9s
|
58321e8aa5
|
xdepthmaker: update instance id format
|
2023-12-20 22:20:40 +08:00 |
|
c9s
|
eb36ed6926
|
xdepthmaker: remove the shared trade collector and order store, add mutex for covered position
|
2023-12-20 21:54:32 +08:00 |
|
narumi
|
7b121b10be
|
rebalance on order filled
|
2023-12-20 20:35:43 +08:00 |
|
narumi
|
762a09042a
|
graceful cancel orders
|
2023-12-20 20:26:34 +08:00 |
|
narumi
|
da02c926be
|
fix profit stats and position
|
2023-12-20 20:21:34 +08:00 |
|
chiahung.lin
|
bfd9c8ac64
|
FEATURE: run state machine
FEATURE: support recover
FEATURE: add order into orderStore and recover position
recover position/budget
FEATURE: support recover budget
|
2023-12-20 16:02:37 +08:00 |
|
c9s
|
a4f996c963
|
Merge pull request #1393 from c9s/strategy/emacross
STRATEGY: add emacross strategy
|
2023-12-20 15:50:52 +08:00 |
|
c9s
|
311ba3b2ac
|
bollmaker: fix ema cross subscription
|
2023-12-20 12:09:19 +08:00 |
|
c9s
|
46329c3a24
|
bollmaker: add ema cross signal to bollmaker strategy
|
2023-12-19 22:17:33 +08:00 |
|
c9s
|
6a07af80d8
|
bollmaker: define EMACrossSetting
|
2023-12-19 22:04:24 +08:00 |
|
c9s
|
4894a59756
|
fixedmaker, liquiditymaker: update initialize method
|
2023-12-19 21:59:44 +08:00 |
|
c9s
|
3dd93b65db
|
emacross, scmaker: fix strategy initialization
|
2023-12-19 21:58:50 +08:00 |
|
c9s
|
6abb320bce
|
emacross: clean up and update config
|
2023-12-19 21:57:51 +08:00 |
|
c9s
|
85e87e10b6
|
cmd: add emacross to builtin
|
2023-12-19 21:57:51 +08:00 |
|
c9s
|
25c895bb09
|
add emacross strategy
|
2023-12-19 21:57:51 +08:00 |
|
c9s
|
ec4f43b100
|
bollmaker: support custom quantity
|
2023-12-19 21:55:38 +08:00 |
|
c9s
|
e855214073
|
bump version to v1.55.3
|
2023-12-18 22:42:20 +08:00 |
|
c9s
|
47b12edc4d
|
xdepthmaker: call bbgo.Sync on shutdown
|
2023-12-18 22:32:13 +08:00 |
|
c9s
|
84085e09b5
|
xdepthmaker: fix duplicated binding
|
2023-12-18 22:32:13 +08:00 |
|
c9s
|
2c9583cccb
|
xdepthmaker: remove redundant notification
|
2023-12-18 22:32:13 +08:00 |
|
c9s
|
882c1273b3
|
bbgo: pull out findPossibleMarketSymbols and add tests
|
2023-12-18 22:09:04 +08:00 |
|
c9s
|
671ce872c4
|
bbgo: fix and improve session UpdatePrice method
|
2023-12-18 22:01:11 +08:00 |
|
c9s
|
3ac862d122
|
bump version to v1.55.2
|
2023-12-18 18:00:40 +08:00 |
|
c9s
|
98468feb73
|
Merge pull request #1458 from c9s/feature/xdepthmaker
FIX: [xdepthmaker] final fix
|
2023-12-18 17:59:38 +08:00 |
|
c9s
|
841229518a
|
bitget: add more debug logs for orderEvent and tradeEvent
|
2023-12-18 16:31:04 +08:00 |
|
c9s
|
92aa7652d5
|
bbgo: add recordPosition log
|
2023-12-18 15:49:20 +08:00 |
|
chiahung.lin
|
eda072327c
|
FIX: move common.Strategy to Initialize
|
2023-12-18 14:48:13 +08:00 |
|
c9s
|
038d180711
|
bitget: check bitget websocket trade id and order status
|
2023-12-18 14:44:33 +08:00 |
|
c9s
|
f19ed7abe0
|
xdepthmaker: initialize s.CrossExchangeMarketMakingStrategy in Initialize()
|
2023-12-18 14:31:51 +08:00 |
|
Edwin
|
c5decf9bf8
|
pkg/exchange: support v2 get asset api
|
2023-12-18 12:17:49 +08:00 |
|
c9s
|
3e6d6e10b3
|
all: move Initialize() call out, call it before the LoadState
|
2023-12-18 12:09:03 +08:00 |
|
c9s
|
19636ae429
|
bump version to v1.55.1
|
2023-12-15 19:20:01 +08:00 |
|
c9s
|
e7c3582334
|
fix: import tzdata package
|
2023-12-15 19:19:06 +08:00 |
|
c9s
|
8690977b5c
|
bump version to v1.55.0
|
2023-12-14 18:05:02 +08:00 |
|
c9s
|
2c7e42922b
|
Merge pull request #1429 from c9s/edwin/bybit/get-fee-rate-on-private-stream-only
|
2023-12-13 18:50:19 +08:00 |
|
chiahung.lin
|
e86b1bb90f
|
REFACTOR: make all common.Strategy from pointer to value
|
2023-12-13 17:36:30 +08:00 |
|
c9s
|
6dd3766776
|
Merge pull request #1451 from c9s/feature/xdepthmaker
CHORE: [xdepthmaker] improve shutdown process
|
2023-12-13 16:47:01 +08:00 |
|
c9s
|
c870defd47
|
xdepthmaker: improve shutdown process
|
2023-12-13 16:29:07 +08:00 |
|
c9s
|
61fb795e37
|
Merge pull request #1450 from c9s/feature/xdepthmaker
IMPROVE: [strategy] xdepthmaker final fine-tune
|
2023-12-13 15:50:35 +08:00 |
|
c9s
|
c170eac991
|
bbgo: fix active order book graceful cancel checking logics
|
2023-12-13 15:25:52 +08:00 |
|
chiahung.lin
|
e3d51777d3
|
rename
|
2023-12-13 14:16:02 +08:00 |
|
chiahung.lin
|
092d5cfb07
|
FEATURE: cancel maker orders and open take profit order
|
2023-12-13 14:16:02 +08:00 |
|
c9s
|
115c2dc139
|
bbgo: refactor active orderbook
|
2023-12-13 14:00:53 +08:00 |
|
Edwin
|
29550f0013
|
pkg/exchange: we don't need the fee rate in the public stream
|
2023-12-13 13:53:58 +08:00 |
|
c9s
|
6cbb17fb76
|
all: refactor log formatter functions
|
2023-12-13 09:47:18 +08:00 |
|
c9s
|
f3ce4c2cc6
|
bitget: refactor debug function tool
|
2023-12-13 09:28:34 +08:00 |
|
c9s
|
b022a6119f
|
bitget: add bitget log prefix
|
2023-12-13 09:28:34 +08:00 |
|
c9s
|
cc3302816a
|
Merge pull request #1448 from c9s/c9s/fix-grid2-memory-leaks
FIX: [core] solve memory leaks
|
2023-12-13 09:01:56 +08:00 |
|
c9s
|
4e26b9d2ad
|
core: pull out cool trade period to a constant
|
2023-12-13 08:55:26 +08:00 |
|
c9s
|
21c8593c45
|
core: add exceededMaximumTradeStoreSize check
|
2023-12-12 18:26:51 +08:00 |
|
c9s
|
685f332495
|
core: enable trade store's trade pruning in NewTradeCollector
|
2023-12-12 18:26:51 +08:00 |
|
c9s
|
97c39921bd
|
core: adjust TradeExpiryTime to 3 hour
|
2023-12-12 18:26:51 +08:00 |
|
c9s
|
8025d05eac
|
core: log trades pruning
|
2023-12-12 18:18:34 +08:00 |
|
Edwin
|
c2724c4f62
|
pkg/exchange: fix price is zero when order not executed
|
2023-12-12 17:30:51 +08:00 |
|
c9s
|
c5282a8f9b
|
bitget: add more debug logs
|
2023-12-12 16:37:43 +08:00 |
|
c9s
|
158c48b807
|
bbgo: change verbose info log to debug log
|
2023-12-11 20:46:17 +08:00 |
|
c9s
|
8c6724b264
|
xdepthmaker: fix pricing book copy by avoiding using CopyDepth
|
2023-12-11 17:59:16 +08:00 |
|
c9s
|
9f14215ce8
|
bbgo: reduce logs
|
2023-12-11 17:59:02 +08:00 |
|
c9s
|
8c13092d8b
|
types: add slice book test for copy depth
|
2023-12-11 17:58:48 +08:00 |
|
c9s
|
98468b39c7
|
xdepthmaker: change priceHeartBeat alert to warning
|
2023-12-11 17:05:07 +08:00 |
|
c9s
|
cedd790066
|
xdepthmaker: add lastOrderReplenishTime to prevent replacing orders too frequent
|
2023-12-11 17:02:17 +08:00 |
|
c9s
|
de7eb8453b
|
xdepthmaker: refactor auth binding to bindAuthSignal
|
2023-12-11 17:00:25 +08:00 |
|
c9s
|
2c3ccdf030
|
xdepthmaker: more improvements
- place orders with balance quota calculation
- wait for authed event
- clean up open orders on start
|
2023-12-11 16:56:19 +08:00 |
|
c9s
|
3e382e00bf
|
Merge pull request #1443 from c9s/feature/xdepthmaker
IMPROVE: [bitget] improve order type handling
|
2023-12-08 15:34:54 +08:00 |
|
c9s
|
0a3269e38e
|
Merge pull request #1441 from c9s/c9s/fix-sync-since-time-override
FIX: fix since time override
|
2023-12-08 15:33:48 +08:00 |
|
c9s
|
b9c4002704
|
bitget: handle order type limit maker
|
2023-12-08 15:18:34 +08:00 |
|
c9s
|
c74ba4f406
|
Merge pull request #1440 from dydysy/fix_dot_calc
FIX: [indicator] Possibly incorrect assignment
|
2023-12-08 09:51:30 +08:00 |
|
c9s
|
33f0571511
|
bbgo: fix since time override
|
2023-12-08 09:38:43 +08:00 |
|
c9s
|
3048a13f0b
|
xdepthmaker: replace AtomicAdd with Add
|
2023-12-08 00:21:53 +08:00 |
|
c9s
|
ab3579700f
|
builtin: register xdepthmaker
|
2023-12-07 17:48:35 +08:00 |
|
c9s
|
cd06ffd21f
|
xdepthmaker: fix order call
|
2023-12-07 17:38:58 +08:00 |
|
c9s
|
214f9fe75e
|
bitget: improve bitget websocket depth subscription
|
2023-12-07 17:38:57 +08:00 |
|
c9s
|
e82605f658
|
xdepthmaker: skip test for dnum
|
2023-12-07 16:18:24 +08:00 |
|
c9s
|
35dabe8a72
|
xdepthmaker: fix aggregatePrice quantity issue
|
2023-12-07 16:18:24 +08:00 |
|
c9s
|
b8fb2ac478
|
bbgo: fix active orderbook symbol order grouping
|
2023-12-07 16:18:24 +08:00 |
|
c9s
|
f03ac52ce5
|
activeOrderBook: use orderMap instead of orderStore
|
2023-12-07 16:18:24 +08:00 |
|
c9s
|
d14527b5cf
|
xdepthmaker: apply FullReplenishInterval from config
|
2023-12-07 16:18:24 +08:00 |
|
c9s
|
25b04cb36c
|
xdepthmaker: add fullReplenishTicker
|
2023-12-07 16:18:24 +08:00 |
|
c9s
|
888a550c80
|
xdepthmaker: support partial maker order replenish
|
2023-12-07 16:18:24 +08:00 |
|
c9s
|
f21170aa5d
|
types: add order sorting by price
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
96f6f9e0d0
|
exchange/retry: add QueryOrderUntilCancelled
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
c2c1eca4c9
|
types: fix price heart beat alert tests
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
a82bc86455
|
xdepthmaker: update updateQuote method
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
2f1a700b89
|
remove xpuremaker
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
e0e9876902
|
improve price hart beat usage
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
46b3a81b07
|
xdepthmaker: add tests to the generateMakerOrders
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
263c0883d1
|
bbgo: solve the scale when unmarshalling the json
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
d123e89a1b
|
xdepthmaker: document covered position
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
1e27f53891
|
xdepthmaker: use hedge order executor
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
2c3792b290
|
xdepthmaker: update Validate() method
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
18968c67a1
|
xdepthmaker: remove disable hedge option
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
10a71d83f1
|
xdepthmaker: move global position profit handling
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
99723fc1f4
|
xdepthmaker: remove legacy s.activeMakerOrders
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
e0686d11c8
|
xdepthmaker: clean up duplicated code
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
6b28910139
|
xdepthmaker: refactor CrossSubscribe
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
ed63b23e2a
|
xdepthmaker: refactor CrossRun with CrossExchangeMarketMakingStrategy
|
2023-12-07 16:18:22 +08:00 |
|
c9s
|
e67fa19323
|
types: extend PeriodProfitStats fields
|
2023-12-07 16:18:22 +08:00 |
|
c9s
|
df2daf33a7
|
types: add PeriodProfitStats
|
2023-12-07 16:18:22 +08:00 |
|
c9s
|
53bf443b1d
|
xdepthmaker: first commit
|
2023-12-07 16:18:22 +08:00 |
|
chiahung.lin
|
6857734282
|
rename
|
2023-12-07 11:29:42 +08:00 |
|
chiahung.lin
|
2982be1cbc
|
rename dca maker orders to open position orders
|
2023-12-07 11:27:28 +08:00 |
|
dydysy
|
05d446cb54
|
FIX: [indicator] Possibly incorrect assignment
|
2023-12-06 18:42:10 +08:00 |
|
chiahung.lin
|
c67737a6d6
|
use retry package
|
2023-12-06 16:16:17 +08:00 |
|
chiahung.lin
|
4aa6ea3a46
|
FEATURE: use notional based to crease dca maker orders
|
2023-12-06 11:28:45 +08:00 |
|
chiahung.lin
|
60003fc472
|
rename somme part
|
2023-12-06 11:28:45 +08:00 |
|
chiahung.lin
|
445f0f1c4c
|
FEATURE: prepare open maker orders function
|
2023-12-06 11:28:45 +08:00 |
|
chiahung.lin
|
c906d6a74d
|
rename variable
|
2023-12-06 11:27:06 +08:00 |
|
chiahung.lin
|
d54b7365dd
|
FEATURE: use types.OrderMap to avoid missing and duplicated orders
|
2023-12-05 20:10:37 +08:00 |
|
chiahung
|
a1d98e25c6
|
FEATURE: use max v3 new open orders api
|
2023-12-05 19:57:00 +08:00 |
|
chiahung.lin
|
165e788c3d
|
fix
|
2023-12-05 16:59:26 +08:00 |
|
chiahung.lin
|
9fab37a284
|
use getLaunchDate
|
2023-12-05 15:34:31 +08:00 |
|
chiahung.lin
|
21c037a877
|
FIX: fix list closed orders api limit
|
2023-12-04 20:01:54 +08:00 |
|
kbearXD
|
45c2ee0ed8
|
Merge pull request #1432 from c9s/chiahung/recover-with-origin-stats
FIX: use original status for recover
|
2023-11-30 15:10:52 +08:00 |
|
c9s
|
92b6ee0264
|
Merge pull request #1431 from c9s/narumi/fix-order-status-length
FIX: fix order status length
|
2023-11-30 14:02:29 +08:00 |
|
root
|
cdeb0bc908
|
FIX: format minimal profit to percent
|
2023-11-29 18:37:28 +08:00 |
|
root
|
a4ccad9463
|
FIX: deactivate exit when position in closing
|
2023-11-29 18:26:01 +08:00 |
|
c9s
|
4bf93b3bfa
|
Merge pull request #1430 from c9s/c9s/fix-is-newer-check
FIX: add executed quantity check when order status is partially filled
|
2023-11-29 17:52:39 +08:00 |
|
c9s
|
55cbe806d9
|
bbgo: fix isNewerOrderUpdate check and tests
|
2023-11-25 13:22:03 +08:00 |
|
c9s
|
326a0c6128
|
bbgo: replace update time check with isNewerOrderUpdate func call
|
2023-11-24 19:00:51 +08:00 |
|
c9s
|
6b27722b03
|
bbgo: rename func isNewerOrderUpdate
|
2023-11-24 19:00:51 +08:00 |
|
c9s
|
9e663916ed
|
bbgo: add test case for isNewerUpdateTime
|
2023-11-24 19:00:51 +08:00 |
|
c9s
|
8afd3c9ee1
|
bbgo: add test Test_isNewerUpdate
|
2023-11-24 19:00:51 +08:00 |
|
c9s
|
8f5f5dfeed
|
bbgo: add executed quantity check when order status is OrderStatusPartiallyFilled
|
2023-11-24 19:00:51 +08:00 |
|
chiahung
|
19be49fca8
|
FIX: use original status for recover
|
2023-11-24 14:17:19 +08:00 |
|
chiahung.lin
|
800148b271
|
remain only template part
|
2023-11-23 16:45:28 +08:00 |
|
chiahung.lin
|
aea3abae07
|
FEATURE: new strategy dca2 perparation
|
2023-11-23 16:32:34 +08:00 |
|
narumi
|
c30dd24550
|
fix order status length
|
2023-11-23 14:53:22 +08:00 |
|
kbearXD
|
75b8be5e17
|
Merge pull request #1405 from c9s/chiahung/grid2/use-rest-quote
FIX: [grid2] use rest quote to place the last order when opening grid
|
2023-11-23 12:46:53 +08:00 |
|
kbearXD
|
9722c3eb49
|
Merge pull request #1421 from c9s/feature/maxapi/get-closed-orders
FEATURE: use new max v3 api to query closed orders by timestamp
|
2023-11-23 12:46:30 +08:00 |
|
Edwin
|
dbac45aa76
|
pkg/util: rm retry
|
2023-11-21 18:01:21 +08:00 |
|
Edwin
|
87d763598f
|
pkg/exchange: use backoff retry
|
2023-11-21 18:01:21 +08:00 |
|
Edwin
|
51718b6eb2
|
pkg/exchnage: add log rate limiter to stream event
|
2023-11-21 18:01:18 +08:00 |
|
chiahung
|
7cb8da08cd
|
use asc as order by to query closed orders
|
2023-11-21 17:14:33 +08:00 |
|
chiahung
|
102eb61188
|
remove unused log
|
2023-11-21 17:06:20 +08:00 |
|
c9s
|
ae3f3e1f70
|
bump version to v1.54.0
|
2023-11-20 17:32:20 +08:00 |
|
c9s
|
c360c6045c
|
bbgo: call retry.QueryAccountUntilSuccessful in the startup time
|
2023-11-20 16:20:39 +08:00 |
|
c9s
|
7c59e3ddc4
|
bbgo: add setAccount for account mutex protection
|
2023-11-20 16:15:33 +08:00 |
|
c9s
|
3ea333fd52
|
bbgo: add DisableStartupBalanceQuery option
|
2023-11-20 16:14:09 +08:00 |
|
chiahung.lin
|
ce76ad3c03
|
use OrderByType
|
2023-11-20 15:32:04 +08:00 |
|
なるみ
|
08a09c2fee
|
Merge pull request #1408 from c9s/narumi/wise
|
2023-11-17 19:48:08 +08:00 |
|
c9s
|
eac0195815
|
bbgo: truncate trade buffer if it gets too large
|
2023-11-17 17:15:08 +08:00 |
|
c9s
|
c248b2a323
|
bbgo: remove local trade snapshot from db
|
2023-11-17 17:15:08 +08:00 |
|
c9s
|
e5033c093a
|
grid2: check order's original status for updating
|
2023-11-17 17:14:52 +08:00 |
|
c9s
|
5795a71111
|
binance,max: store original order status into the order struct
|
2023-11-17 17:14:52 +08:00 |
|
c9s
|
b307275e60
|
types: add order.originalStatus
|
2023-11-17 17:14:52 +08:00 |
|
c9s
|
fe9dc9a79d
|
bbgo: change pending update log level to info
|
2023-11-17 16:57:48 +08:00 |
|
c9s
|
3cfc810f8d
|
max: group the request building statement
|
2023-11-17 16:57:47 +08:00 |
|
c9s
|
d5fe13272e
|
service: log sync start time
|
2023-11-17 16:57:47 +08:00 |
|
c9s
|
f223703247
|
max: force type check on max.Exchange
|
2023-11-17 16:57:47 +08:00 |
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