bailantaotao
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65b3d2cfcd
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Merge pull request #1324 from bailantaotao/edwin/emit-balance-snapshot
FEATURE: [bybit] emit balance snapshot
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2023-09-26 18:06:05 +08:00 |
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zenix
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2e4336a604
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fix: listenKeyExpired event sends string timestamp
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2023-09-26 18:41:15 +09:00 |
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zenix
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13b9fc4252
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add forgotten emit
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2023-09-26 18:36:46 +09:00 |
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Edwin
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9f83165032
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pkg/exchange: use balance update instead of snapshot event
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2023-09-26 17:13:23 +08:00 |
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Edwin
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70884538bc
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pkg/exchange: emit balance snapshot
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2023-09-26 17:13:20 +08:00 |
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c9s
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7a5a027a62
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bbgo: add logging filledOrder option
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2023-09-26 16:45:00 +08:00 |
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c9s
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9fffa4a47f
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add atrpin strategy
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2023-09-26 15:32:55 +08:00 |
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zenix
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7ae56a83da
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feature: add forceOrder api for binance to show liquid info
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2023-09-26 15:22:09 +09:00 |
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Alan.sung
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ad7206271f
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QueryTrades only allow query by time interval, required
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2023-09-26 01:06:58 +08:00 |
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Alan.sung
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99a69f4f2f
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add QueryClosedOrders() and QueryTrades() for okex, also fix conflict for QueryOrderTrades() and update typo error in QueryOrderTrades()
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2023-09-26 01:05:09 +08:00 |
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c9s
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cf31796224
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Merge pull request #1318 from c9s/narumi/common-risk
CHORE: add IsHalted method to common.Strategy for CircuitBreakRiskControl
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2023-09-25 18:07:57 +08:00 |
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c9s
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8f40478c74
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Merge pull request #1313 from c9s/fix/grid2-active-orders
FIX: [grid2] only do active order update when grid is recovered
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2023-09-25 17:53:07 +08:00 |
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c9s
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94f6cefd70
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grid2: improve active order recover logs
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2023-09-25 17:43:38 +08:00 |
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c9s
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fdaa92c6ca
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Merge pull request #1320 from c9s/feature/logging
FEATURE: add log fields support to the core
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2023-09-25 17:30:14 +08:00 |
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c9s
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b6d0e3ef27
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grid2: only do active order update when grid is recovered
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2023-09-25 17:19:53 +08:00 |
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c9s
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550b010499
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bbgo: add log fields support to the core
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2023-09-25 17:16:27 +08:00 |
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c9s
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db7a0df254
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types: change websocket error to warnf
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2023-09-25 13:55:59 +08:00 |
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bailantaotao
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e86a75c406
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Merge pull request #1317 from bailantaotao/edwin/waiting-all-routines-closed
FIX: Wait for all routines to close while streaming is reconnecting
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2023-09-21 21:19:03 +08:00 |
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narumi
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4a231b10c6
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pull out ishalted method
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2023-09-21 15:06:09 +08:00 |
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Edwin
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294e5111dc
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pkg/types: ensure all routines are done
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2023-09-21 14:43:06 +08:00 |
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c9s
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49e9c8bbcf
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Merge pull request #1315 from c9s/narumi/fixedmaker/common
REFACTOR: use common strategy in fixedmaker
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2023-09-21 14:35:53 +08:00 |
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bailantaotao
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a3df61dca4
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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.
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2023-09-20 11:33:33 +08:00 |
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narumi
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c8316a36a0
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use common strategy in fixedmaker
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2023-09-19 15:00:39 +08:00 |
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chiahung
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fdfa3639ff
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FEATURE: use retry query order until successful
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2023-09-19 11:12:14 +08:00 |
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kbearXD
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6d0c266513
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Merge pull request #1302 from c9s/feature/grid2/use-quote-quantity
FEATURE: use quote quantity if there is QuoteQuantity in trade
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2023-09-19 10:41:34 +08:00 |
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c9s
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a22c41f47d
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Merge pull request #1307 from MengShue/add_QueryOrderTrades_for_okex
FEATURE: add QueryOrderTrades() for okex
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2023-09-18 16:14:41 +08:00 |
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Edwin
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42ee9618b5
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pkg/exchange: emit regardless of whether there is an error or not.
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2023-09-18 13:11:22 +08:00 |
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c9s
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542944b4cc
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max: use websocket update time (TU) field
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2023-09-17 18:29:14 +08:00 |
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c9s
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89c88c48a3
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bbgo: log filled order
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2023-09-17 18:25:21 +08:00 |
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c9s
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797ee4402c
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types: fix pending order update comparison
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2023-09-17 18:20:29 +08:00 |
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c9s
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4b78bfcdfa
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types: improve order string format
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2023-09-17 18:08:57 +08:00 |
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c9s
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8314a7e750
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types: improve order string format
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2023-09-17 18:03:57 +08:00 |
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c9s
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5f8a5e47d5
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activeorderbook: add pending order logs
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2023-09-17 18:03:56 +08:00 |
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Alan.sung
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a47c846fa5
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add QueryOrderTrades() for okex
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2023-09-14 14:54:02 +08:00 |
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Edwin
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e56d8d1607
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pkg/exchange: emit auth in each exchange
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2023-09-14 12:01:20 +09:00 |
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Edwin
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faa259623d
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pkg/exchange: add auth callback to standard stream
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2023-09-13 17:06:57 +09:00 |
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bailantaotao
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388b9c3f9f
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Merge pull request #1308 from bailantaotao/edwin/add-trade-stream
FEATURE: [bybit] support market trade
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2023-09-11 18:02:03 +08:00 |
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c9s
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4f82843b40
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Merge pull request #1306 from andycheng123/improve/binance-api
Improve: Update Binance futures account api to v2
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2023-09-11 11:14:56 +08:00 |
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Edwin
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1c5ad1d1f0
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pkg/exchange: support market trade for bybit
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2023-09-11 00:54:02 +08:00 |
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bailantaotao
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439f45bdf9
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Merge pull request #1304 from bailantaotao/edwin/support-unsubscribe
FEATURE: [bybit] support unsubscribe
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2023-09-08 18:22:53 +08:00 |
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bailantaotao
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e5c3b8cccb
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Merge pull request #1301 from bailantaotao/edwin/add-new-func-for-subscriptions
FEATURE: add Reconnect and Resubscribe for stream
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2023-09-08 18:22:35 +08:00 |
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Andy Cheng
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40dbfd5b42
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improve/binance: rename variable to comply with golang naming convention
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2023-09-08 18:14:51 +08:00 |
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c9s
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09ed7b141c
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Merge pull request #1305 from MengShue/refactor_okex_for_future
FEATURE: refactor okex to future use
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2023-09-07 22:57:29 +08:00 |
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bailantaotao
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d91199d3ad
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Merge branch 'c9s:main' into edwin/add-new-func-for-subscriptions
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2023-09-07 15:29:54 +08:00 |
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Andy Cheng
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c9d67f8131
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improve/binance: update futures account api to v2
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2023-09-07 15:21:47 +08:00 |
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Alan.sung
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9a66f82d8c
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remove err since handling init for client
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2023-09-07 11:25:12 +08:00 |
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Alan.sung
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dbf29f8cd2
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add constructor to check url error
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2023-09-06 21:21:13 +08:00 |
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Alan.sung
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7550ea2be1
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refactor okex to future use
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2023-09-06 19:14:21 +08:00 |
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bailantaotao
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1338499e3f
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Merge pull request #1303 from bailantaotao/edwin/add-default-time
FEATURE: set default 30d for closed order batch query
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2023-09-06 12:41:47 +08:00 |
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Edwin
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da13bb680e
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pkg/exchange: support unsubscribe for bybit
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2023-09-06 12:18:47 +08:00 |
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Edwin
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83cdd4e1a4
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pkg/exchange: update add reconnect and resubscribe func for stream
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2023-09-06 12:18:17 +08:00 |
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Edwin
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f5a66baad3
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pkg/exchage: set default 30d for closed order batch query
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2023-09-05 22:04:16 +08:00 |
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chiahung
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db376f8483
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FEATURE: use quote quantity if there is QuoteQuantity in trade
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2023-09-05 18:28:10 +08:00 |
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bailantaotao
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7461b60b6b
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Merge pull request #1299 from bailantaotao/edwin/add-server-time
pkg/exchange: add time to SliceOrderBook
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2023-09-05 16:36:20 +08:00 |
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kbearXD
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79d98e857d
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Merge pull request #1295 from c9s/feature/grid2/amount-round-down
FEATURE: round down executed amount to avoid insufficient balance
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2023-09-05 14:35:53 +08:00 |
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なるみ
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9c104f5776
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Merge pull request #1297 from c9s/narumi/reset-profit-stats
FIX: reset profit stats when over given duration in circuit break risk control
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2023-09-05 14:00:52 +08:00 |
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narumi
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57198cc6b0
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fix: reset profit stats when over given duration in circuit break risk control
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2023-09-01 18:57:40 +08:00 |
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c9s
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8adb0df656
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Merge pull request #1298 from c9s/c9s/grid2-fix-recover-active-orders
FIX: [grid2] fix active order recover, add start process delay
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2023-09-01 18:48:58 +08:00 |
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c9s
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415a28c32b
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Merge pull request #1300 from bailantaotao/edwin/fix-okex-bid-ask
pkg/exchange: fix okex bookticker bug
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2023-09-01 18:07:59 +08:00 |
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Edwin
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412d0e0558
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*: fix lint
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2023-09-01 17:54:43 +08:00 |
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Edwin
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50bfd8ee0e
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pkg/exchange: add time to SliceOrderBook
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2023-09-01 17:54:40 +08:00 |
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Edwin
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594ab9cbaf
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pkg/exchange: fix okex bookticker bug
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2023-09-01 17:12:32 +08:00 |
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c9s
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e74da87e51
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grid2: delay start process by 5s
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2023-08-31 17:08:00 +08:00 |
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narumi
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52412d9ead
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refactor: add IsOver to check the since time is over given duration
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2023-08-31 14:31:25 +08:00 |
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c9s
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f24bd3532c
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grid2: add 5s delay and <10seconds jitter
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2023-08-31 14:08:33 +08:00 |
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c9s
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7de6c3d8e4
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grid2: add more update logs
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2023-08-31 13:59:44 +08:00 |
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c9s
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cb0285544e
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add lock to recoverActiveOrders
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2023-08-31 13:48:56 +08:00 |
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chiahung
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9dc7244d8a
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FEATURE: round down executed amount to avoid insufficient balance
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2023-08-31 12:40:01 +08:00 |
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c9s
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2c4b6e8cd1
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Merge pull request #1238 from MengShue/add_unit_test_for_okex
TEST: add unit test for okex exchange
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2023-08-24 12:44:45 +08:00 |
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Alan.sung
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f8ae408fad
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add continue in err != nil
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2023-08-23 16:16:38 +08:00 |
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Alan.sung
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26cde5d57c
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use multierr to handle err return from toGlobalOrder
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2023-08-23 15:44:51 +08:00 |
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Alan.sung
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a0946fbd42
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use lower case in error string and add comment for IOC, FOK
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2023-08-22 17:23:16 +08:00 |
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Alan.sung
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a4aa9c2eda
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remove mmp and mmp_post_only
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2023-08-22 15:14:18 +08:00 |
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bailantaotao
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edfcbb01c0
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Merge pull request #1293 from bailantaotao/edwin/fix-quantity-in-buy-market-order
FIX: [bybit] quantity in buy market order
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2023-08-22 11:42:08 +08:00 |
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c9s
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20bdf191c3
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Merge pull request #1290 from c9s/c9s/grid-disconnect-recover
FEATURE: [grid2] update local active orders after re-connected
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2023-08-21 18:16:05 +08:00 |
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Edwin
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9ee7377f36
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pkg/exchange: fix quantity for buy market order
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2023-08-21 15:59:13 +08:00 |
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Alan.sung
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3dce63710a
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Fix to fit all reviews last time
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2023-08-21 15:31:30 +08:00 |
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Edwin
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3ad7075ace
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pkg/exchange: fix quantity coin unit
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2023-08-18 01:08:09 +08:00 |
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c9s
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ed948b2642
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max: fix QuerySpotAccount method return value
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2023-08-17 17:42:54 +08:00 |
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c9s
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9105ebce78
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deposit2transfer: fix err msg
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2023-08-17 17:42:05 +08:00 |
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c9s
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c91861ca9a
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bbgo: add order update time check
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2023-08-17 17:31:24 +08:00 |
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c9s
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1cadaf9265
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bbgo: add mutex lock to ActiveOrderBook
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2023-08-17 17:16:27 +08:00 |
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c9s
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2669c3a5db
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bbgo: check order exists
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2023-08-17 16:28:42 +08:00 |
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c9s
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dda3f25c61
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grid2,bbgo: refactor active order book and update order status when re-connected
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2023-08-17 16:26:06 +08:00 |
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bailantaotao
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6f4f1ad558
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Merge pull request #1287 from bailantaotao/edwin/add-bybit-kline-backtest
FEATURE: [bybit] add kline backtest
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2023-08-16 22:08:31 +08:00 |
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bailantaotao
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3eeba521f6
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Merge pull request #1289 from bailantaotao/edwin/fix-misc-2
FIX: [bybit] fix misc
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2023-08-16 22:07:57 +08:00 |
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bailantaotao
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b6c9f14dcc
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Merge pull request #1285 from bailantaotao/edwin/query-order
FEATURE: [bybit] implement ExchangeOrderQueryService interface
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2023-08-16 22:07:36 +08:00 |
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Edwin
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6cfbb84bb5
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pkg/exchange: fix order id check for the submitted orders
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2023-08-16 14:47:35 +08:00 |
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c9s
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52f9cbd48d
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Merge pull request #1288 from c9s/c9s/strategy-deposit2transfer
FIX: [deposit2transfer] call QuerySpotAccount for getting the spot balance
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2023-08-16 12:36:35 +08:00 |
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c9s
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5cc09dfb9a
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deposit2transfer: improve log format
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2023-08-16 12:26:01 +08:00 |
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c9s
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252f4fbccc
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deposit2transfer: call QuerySpotAccount for getting the spot balance
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2023-08-16 12:02:18 +08:00 |
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Edwin
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adf5805de5
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compile and update migration package
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2023-08-15 17:39:32 +08:00 |
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Alan.sung
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672a878194
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update toGlobalOrder by referencing toGlobalOrders
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2023-08-15 14:26:27 +08:00 |
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Edwin
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e4ebe1cffd
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pkg/exchange: supprot queryOrderTrades
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2023-08-15 14:23:34 +08:00 |
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Edwin
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3207a8227c
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pkg/exchange: add QueryOrder api
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2023-08-15 14:23:31 +08:00 |
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Andy Cheng
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10185ee715
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Merge pull request #1283 from andycheng123/improve/profitStatsTracker
Improve: profitStatsTracker, Add a parameter for window to sum up trades
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2023-08-15 13:12:32 +08:00 |
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Edwin
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ed47d5064a
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pkg/exchange: fix the order id check for cancel order
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2023-08-14 18:13:24 +08:00 |
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Edwin
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187429081f
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pkg/exchange: fix orderId json tag
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2023-08-14 18:06:14 +08:00 |
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c9s
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255718a54a
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deposit2transfer: apply rate limiter on checkDeposits
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2023-08-11 19:11:18 +08:00 |
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Andy Cheng
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a74562ed31
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improve/profitStatsTracker: Add a parameter for window to sum up trades
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2023-08-11 13:16:53 +08:00 |
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