Commit Graph

7771 Commits

Author SHA1 Message Date
chiahung
c8c9659dd1 use PricePrecision for quote round up 2023-11-09 17:17:59 +08:00
chiahung
80ea46ca92 FEATURE: use rest quote to place the last order when opening grid 2023-11-09 16:20:11 +08:00
c9s
28c8fda2db
add v1.53.0 release note 2023-11-09 12:56:18 +08:00
c9s
31fb96c171
bump version to v1.53.0 2023-11-09 12:56:18 +08:00
c9s
3d1de0ca05
update command doc files 2023-11-09 12:56:18 +08:00
c9s
4c701676a0
Merge pull request #1401 from c9s/strategy/liquidity-maker
STRATEGY: add liquidity maker
2023-11-09 12:54:06 +08:00
c9s
3563c0b986
liquiditymaker: filterAskOrders by base balance 2023-11-09 11:56:07 +08:00
c9s
cc5c033af7
liquiditymaker: use order generator 2023-11-09 11:56:07 +08:00
c9s
533907894e
liquiditymaker: implement order generator 2023-11-09 11:56:07 +08:00
c9s
dda2cfb73d
liquiditymaker: first commit 2023-11-09 11:56:07 +08:00
c9s
d2dab58193
scmaker: clean up scmaker risk control 2023-11-09 11:56:07 +08:00
c9s
2c842e54e8
scmaker: fix scmaker stream book binding 2023-11-09 11:56:07 +08:00
c9s
610de4c10c
Merge pull request #1403 from c9s/edwin/upgrade-requestgen 2023-11-09 11:11:34 +08:00
bailantaotao
66caf78556
Merge pull request #1394 from c9s/edwin/bitget/ClosedOpenOrders
FEATURE: [bitget] support query closed orders
2023-11-09 09:45:37 +08:00
Edwin
3978fca27d pkg/exchange: support query closed orders 2023-11-09 09:26:59 +08:00
bailantaotao
e70c04cb65
Merge pull request #1392 from c9s/edwin/bitget/QueryOpenOrders
FEATURE: [bitget] add query open orders
2023-11-09 09:11:32 +08:00
Edwin
2c072281d7 pkg/exchange: add assertion for api response 2023-11-08 22:43:01 +08:00
Edwin
6531dbcf1a go: update requestgen to v1.3.6 2023-11-08 22:18:28 +08:00
Edwin
2d650cd1d9 pkg/exchange: add defensive program to ensure the order length is expected 2023-11-08 22:08:21 +08:00
kbearXD
20dccc05f9
Merge pull request #1396 from c9s/chiahung/grid2/persistence-ttl
FEATURE: add ttl for position/grid2.profit_stats persistence
2023-11-08 13:50:29 +08:00
chiahung
52d4f50c88 remove sync every ticker 2023-11-08 11:15:06 +08:00
kbearXD
8a6a26239d
Merge pull request #1395 from c9s/chiahung/grid2/fix-sync-before
FIX: fix skip syncing active order
2023-11-08 11:05:36 +08:00
bailantaotao
989132d4c8
Merge pull request #1398 from c9s/edwin/bybit/rm-retry-and-add-fee-recover
FIX: [bybit] rm retry and add fee recover
2023-11-07 17:58:35 +08:00
Edwin
b41f4712d7 pkg/exchange: add fee recover 2023-11-07 17:17:38 +08:00
chiahung
4a40c8bea2 refactor 2023-11-07 17:00:29 +08:00
chiahung
e6fc006747 recoverC back to size 1 2023-11-07 15:21:48 +08:00
Edwin
2049e71cf6 pkg/exchange: rm the retry 2023-11-07 14:53:00 +08:00
chiahung
df2fd170db return bool to let syncActiveOrderBook really sync or skip 2023-11-07 14:39:29 +08:00
chiahung
7de49155eb fix 2023-11-07 13:30:58 +08:00
chiahung
c8becbe4f5 bbgo.sync when syncActiveOrders 2023-11-07 10:56:19 +08:00
bailantaotao
61bbc22e76
Merge pull request #1397 from c9s/edwin/bybit/periodly-fetch-market-info
FEATURE: [bybit] to periodically fetch the fee rate
2023-11-07 09:25:33 +08:00
Edwin
f595cc9cc0 pkg/exchange: add query open orders 2023-11-06 23:40:22 +08:00
Edwin
82ac8f184f pkg/exchange: to periodically fetch the fee rate 2023-11-06 22:17:29 +08:00
chiahung
dcff850c64 FEATURE: add ttl for position/grid2.profit_stats persistence 2023-11-06 18:52:01 +08:00
chiahung
358aef770f FIX: fix skip syncing active order 2023-11-06 17:13:16 +08:00
c9s
e773bb0e52
Merge pull request #1391 from c9s/c9s/grid2-base-quote-fix 2023-11-06 10:37:21 +08:00
c9s
e614741a48
grid2: add another test case for 0 baseGridNum 2023-11-04 12:56:11 +08:00
c9s
6cce5a2268
grid2: respect s.BaseGridNum and add a failing test case 2023-11-04 12:56:11 +08:00
c9s
cdebcc9a58
add .env.local.example 2023-11-04 12:56:02 +08:00
なるみ
d4ac18241c
Merge pull request #1390 from c9s/narumi/rebalance/fix
FIX: [rebalance] fix buy quantity
2023-11-03 19:53:15 +08:00
narumi
ffea4901ed fix buy quantity 2023-11-03 15:07:24 +08:00
bailantaotao
d758efc9ff
Merge pull request #1380 from bailantaotao/edwin/bitget/add-kline
FEATURE: [bitget] support kline subscription on stream
2023-11-01 19:32:14 +08:00
bailantaotao
d42b227b9c
Merge pull request #1385 from c9s/edwin/bitget/add-tickers-api
FEATURE: [bitget] add query tickers api
2023-11-01 19:31:55 +08:00
YC
8e76804b0c
Merge pull request #1376 from c9s/feature/query-trades-pagination
FEATURE: query trades from db page by page
2023-11-01 17:07:52 +08:00
c9s
2ffc617dac
Merge pull request #1386 from c9s/c9s/refactor-wall-strategy
REFACTOR: [wall] refactor wall strategy with common.Strategy
2023-11-01 17:06:17 +08:00
c9s
9dc57f01cd
wall: refactor wall strategy with common.Strategy 2023-11-01 16:57:07 +08:00
Edwin
00d4805321 pkg/exchange: add query tickers api 2023-11-01 16:14:21 +08:00
bailantaotao
de8f24cb7b
Merge pull request #1382 from bailantaotao/edwin/bitget/refactor-ticker-account
REFACTOR: [bitget] add rate limiter for account, ticker
2023-11-01 15:46:01 +08:00
c9s
a8ddf9a8d5
Merge pull request #1384 from c9s/c9s/backtest-minor-improvements
CHORE: minor improvements on backtest cmd
2023-11-01 15:35:07 +08:00
c9s
7a48d001a2
backtest: return closed kline channel when empty symbol is given 2023-11-01 15:23:27 +08:00