Edwin
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ba7e26c800
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pkg/exchange: use NumFractionalDigits instead of math.Log10(Float64) due to precision problem
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2023-10-27 15:28:35 +08:00 |
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narumi
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e8c9801535
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adjust quantity by max amount
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2023-10-27 15:01:41 +08:00 |
|
Edwin
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2a85bbebf0
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pkg/exchange: fix precision
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2023-10-27 12:52:36 +08:00 |
|
chiahung
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40ca323b2d
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merge recover logic
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2023-10-26 16:29:05 +08:00 |
|
chiahung
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f31d829294
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FEAUTRE: merge grid recover and active orders recover
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2023-10-26 14:55:33 +08:00 |
|
kbearXD
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c4f1af00d7
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Merge pull request #1361 from c9s/feature/grid2/recover-preparation-function
FEATURE: prepare query trades funtion for new recover
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2023-10-26 13:59:33 +08:00 |
|
bailantaotao
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8ddb31b339
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Merge pull request #1365 from bailantaotao/edwin/make-jump-to-option-2
FEATURE: [batch] add jumpIfEmpty opts to closed order batch query
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2023-10-26 11:22:29 +08:00 |
|
Edwin
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55d444d86a
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pkg/exchange: add jumpIfEmpty opts to closed order batch query
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2023-10-26 09:31:25 +08:00 |
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bailantaotao
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d762366a83
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Merge pull request #1364 from bailantaotao/edwin/make-jump-to-option
FEATURE: [batch] add a jumpIfEmpty to batch trade option
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2023-10-26 09:23:11 +08:00 |
|
Edwin
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881db49b70
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pkg/exchange: rename tradeRateLimiter to queryOrderTradeRateLimiter
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2023-10-25 21:36:26 +08:00 |
|
Edwin
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c611cfe73b
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pkg/exchange: add a jumpIfEmpty to batch trade option
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2023-10-25 21:30:54 +08:00 |
|
chiahung
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ab1bc998f9
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FEATURE: prepare query trades funtion for new recover
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2023-10-25 13:34:11 +08:00 |
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c9s
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4b9d52004f
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Merge pull request #1355 from c9s/refactor/grid2/rename-and-move
REFACTOR: rename file and variable
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2023-10-25 07:36:22 +08:00 |
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narumi
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3e5869cab3
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remove zero padding from RMA
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2023-10-24 17:03:40 +08:00 |
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なるみ
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4f35f21581
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Merge pull request #1357 from c9s/narumi/rma-test-cases
FIX: Fix duplicate RMA values and add test cases
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2023-10-24 17:01:36 +08:00 |
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narumi
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2a9fd10716
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add rma test cases
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2023-10-24 16:47:08 +08:00 |
|
narumi
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22a7232e8b
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fix duplicate rma value
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2023-10-24 16:37:44 +08:00 |
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c9s
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3fcc21c1f1
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Merge pull request #1356 from c9s/c9s/fix-rma-zero-value-issue
FIX: fix rma zero value issue
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2023-10-24 16:18:39 +08:00 |
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c9s
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4c1654652e
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indicator: remove unnecessary zero value push
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2023-10-24 13:44:49 +08:00 |
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c9s
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a9d9ef3792
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Add AddSubscriber method on Float64Series
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2023-10-24 13:44:25 +08:00 |
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chiahung
|
3710c33670
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REFACTOR: rename file and variable
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2023-10-24 13:03:14 +08:00 |
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kbearXD
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7d97f573c5
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Merge pull request #1350 from c9s/feature/grid2/twin-orderbook
FEATURE: [grid2] twin orderbook
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2023-10-24 13:00:25 +08:00 |
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chiahung
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c977b8e295
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add lock to protect twin orderbook and add more comments
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2023-10-23 17:42:39 +08:00 |
|
chiahung
|
3150f6b3f5
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fix
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2023-10-23 13:00:17 +08:00 |
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c9s
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7860bff379
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Merge pull request #1349 from c9s/feature/grid2/remove-profit-entries
MINOR: remove profit entries from profit stats
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2023-10-23 07:17:17 +08:00 |
|
Edwin
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a18b1be44e
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pkg/exchange: support market trade stream on bitget
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2023-10-20 16:42:09 +08:00 |
|
chiahung
|
e9078a71c8
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FEATURE: twin orderbook
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2023-10-20 16:23:31 +08:00 |
|
chiahung
|
c9fca56723
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MINOR: remove profit entries from profit stats
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2023-10-20 15:17:31 +08:00 |
|
bailantaotao
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f8c47f72bf
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Merge pull request #1344 from bailantaotao/edwin/bitget/public-stream-book
FEATURE: [bitget] support book stream on bitget
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2023-10-20 14:22:42 +08:00 |
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c9s
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eb404a5f9b
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Merge pull request #1280 from c9s/feature/bitget
FEATURE: [bitget] integrate QueryMarkets, QueryTicker and QueryAccount api
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2023-10-20 13:36:07 +08:00 |
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Edwin
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51d86ca059
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pkg/exchange, types: support book stream on bitget
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2023-10-19 15:40:32 +08:00 |
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narumi
|
900db74fb9
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skip public session
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2023-10-19 15:14:28 +08:00 |
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c9s
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6b273eda4d
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Merge pull request #1345 from c9s/c9s/fix-market-inject
FIX: [bbgo] check symbol length for injection
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2023-10-18 15:46:43 +08:00 |
|
gx578007
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5c8c66a740
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Merge pull request #1343 from c9s/bhwu/max/remove-outdated-max-fields
FIX: [max] remove outdated margin fields
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2023-10-18 15:41:33 +08:00 |
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c9s
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92396cae5e
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bbgo: check symbol length for injection
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2023-10-18 15:36:53 +08:00 |
|
kbearXD
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3bc03ff8c5
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Merge pull request #1328 from c9s/feature/grid2/recover-active-order-periodically
FEATURE: recover active orders with open orders periodically
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2023-10-17 04:33:40 -05:00 |
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c9s
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98b294424a
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Merge pull request #1341 from c9s/narumi/random/amount
REFACTOR: [random] remove adjustQuantity from config
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2023-10-17 17:19:53 +08:00 |
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chiahung
|
ccb7308263
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fix
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2023-10-17 16:13:05 +08:00 |
|
gx578007
|
10daeab1cb
|
FIX: [max] remove outdated margin fields
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2023-10-17 16:11:34 +08:00 |
|
chiahung
|
243b90aaf9
|
fix nil metrics error
|
2023-10-17 15:20:28 +08:00 |
|
chiahung
|
c257bc8ccf
|
sleep 100ms to avoid DDOS
|
2023-10-17 13:51:51 +08:00 |
|
chiahung
|
5ff3828ec1
|
move to onAuth
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2023-10-16 16:02:43 +08:00 |
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c9s
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d50e50991e
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Merge pull request #1342 from c9s/improve/pivot-right-window-usage
CHORE: make rightWindow possible to be set as zero
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2023-10-16 12:51:21 +08:00 |
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c9s
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dfa3f7d4c4
|
indicator: make right window optional
|
2023-10-16 12:40:44 +08:00 |
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c9s
|
4c69dccf09
|
make rightWindow possible to be set as zero
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2023-10-16 12:36:52 +08:00 |
|
narumi
|
badadafa2d
|
remove adjustQuantity from config
|
2023-10-13 18:11:21 +08:00 |
|
chiahung
|
c5449374cd
|
add test and remove recovered atmoic bool
|
2023-10-13 16:50:59 +08:00 |
|
chiahung
|
de1a884153
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not add non existing open orders into active orderbook if updated in 5 min
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2023-10-13 16:50:21 +08:00 |
|
chiahung
|
136c2cd36f
|
add open orders metrics
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2023-10-13 16:50:21 +08:00 |
|
chiahung
|
c6d4ebf57b
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also sync orders already in active orderbook if the open orders are expired
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2023-10-13 16:50:21 +08:00 |
|
c9s
|
a39925b912
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grid2: invert if
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2023-10-13 16:50:21 +08:00 |
|
c9s
|
5f9d020ac8
|
grid2: improve some logging
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2023-10-13 16:50:21 +08:00 |
|
c9s
|
1347c8ef87
|
grid2: refactor recoverActiveOrdersPeriodically
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2023-10-13 16:50:21 +08:00 |
|
chiahung
|
27294ac9b6
|
FIX: fix some error and use chan to trigger active orders recover when on auth
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2023-10-13 16:50:21 +08:00 |
|
chiahung
|
4c9b1e78fe
|
remove checker
|
2023-10-13 16:50:21 +08:00 |
|
chiahung
|
ca80bdb282
|
FEATURE: recover active orders with open orders periodically
|
2023-10-13 16:50:20 +08:00 |
|
bailantaotao
|
fb110a1d5b
|
Merge pull request #1339 from bailantaotao/edwin/support-200-depth
FEATURE: [BYBIT] support order book depth 200 on bybit
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2023-10-12 21:16:56 -05:00 |
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c9s
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20df2ef3c8
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Merge pull request #1335 from c9s/c9s/feature/private-channels
FEATURE: add custom private channel support to max
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2023-10-12 17:20:06 +08:00 |
|
Edwin
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ef582f6e52
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pkg/exchange: support order book depth 200 on bybit
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2023-10-12 11:11:26 +08:00 |
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c9s
|
a0a7b0ffdc
|
grid2: set max retries
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2023-10-11 17:33:07 +08:00 |
|
narumi
|
a8d678a544
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rename randomtrader to random
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2023-10-11 15:52:10 +08:00 |
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c9s
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2f65793522
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Merge pull request #1327 from c9s/narumi/fix-position-risk
FIX: Fix duplicate orders caused by position risk control
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2023-10-11 15:43:26 +08:00 |
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c9s
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10be0ec62a
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Merge pull request #1331 from c9s/narumi/fixedmaker/x
FEATURE: add xfixedmaker strategy
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2023-10-11 15:43:05 +08:00 |
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narumi
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4a6f6f7a5a
|
add backtest config
|
2023-10-11 12:14:34 +08:00 |
|
narumi
|
d8ff42d531
|
Fix duplicate orders caused by position risk control
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2023-10-11 12:13:01 +08:00 |
|
narumi
|
81ea074b4f
|
check balances
|
2023-10-07 16:34:22 +08:00 |
|
narumi
|
a0efa2769d
|
add randtrader strategy
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2023-10-07 12:36:32 +08:00 |
|
narumi
|
a40488b0a3
|
add xfixedmaker strategy
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2023-10-06 12:58:47 +08:00 |
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c9s
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a13c65ef1d
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Merge pull request #1332 from MengShue/add_supported_interval
FEATURE: add supported interval for okex
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2023-10-05 21:47:51 +08:00 |
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c9s
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e01d89d619
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Merge pull request #1232 from zenixls2/feature/forceOrder
feature: add forceOrder api for binance to show liquid info
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2023-10-05 21:46:49 +08:00 |
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zenix
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590e1648eb
|
fix: use MillisecondTimestamp instead
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2023-10-05 16:16:27 +09:00 |
|
c9s
|
378425a3aa
|
bbgo: add balance logger support
|
2023-10-04 18:02:19 +08:00 |
|
c9s
|
78ea940569
|
max: support private channel setter
|
2023-10-04 18:02:18 +08:00 |
|
Alan.sung
|
2309bbdee8
|
print local interval in error message
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2023-10-04 16:24:32 +08:00 |
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c9s
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42d2ffd502
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Merge pull request #1334 from c9s/c9s/max-http-transport
CHORE: [maxapi] change default http transport settings
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2023-10-04 15:28:18 +08:00 |
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c9s
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4700e754a8
|
maxapi: change default http transport settings
|
2023-10-04 15:17:22 +08:00 |
|
Alan.sung
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3b793b79b6
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turn ToGlobalInterval to ToLocalInterval, use Map to turn to local interval
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2023-10-04 14:23:13 +08:00 |
|
Alan.sung
|
0b5ce231ff
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fix lint and rename i with in
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2023-10-04 12:39:30 +08:00 |
|
Alan.sung
|
a83335817e
|
use interval [1m/3m/5m/15m/30m/1H/2H/4H] and [/6Hutc/12Hutc/1Dutc/2Dutc/3Dutc/1Wutc/1Mutc] and add unit test
|
2023-10-04 12:39:30 +08:00 |
|
Alan.sung
|
d200232c13
|
add supported interval for okex
|
2023-10-04 12:38:59 +08:00 |
|
なるみ
|
f50d81950a
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Merge pull request #1330 from c9s/narumi/fixedmaker/remove-atr
REFACTOR: Make fixedmaker simpler
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2023-10-04 12:38:49 +08:00 |
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c9s
|
32b8ca9a41
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Merge pull request #1312 from MengShue/add_two_new_receiver_for_okex
FEATURE: add QueryClosedOrders() and QueryTrades() for okex
|
2023-10-04 12:14:32 +08:00 |
|
Alan.sung
|
b1c6e01e45
|
use types.StrInt64 for billID and add more comment for QueryTrades() and comment out personal unit test
|
2023-10-03 15:14:49 +08:00 |
|
Alan.sung
|
cc55d67eeb
|
use default limit if not pass AND add more unit test
|
2023-10-03 12:29:30 +08:00 |
|
Alan.sung
|
648b82ead3
|
use NewGetTransactionHistoryRequest for QueryTrades and use billID for pagination
|
2023-10-02 18:47:05 +08:00 |
|
c9s
|
43fd404505
|
bump version to v1.52.0
|
2023-10-02 11:43:10 +08:00 |
|
c9s
|
a40d4a6b81
|
compile and update migration package
|
2023-10-02 11:43:02 +08:00 |
|
Alan.sung
|
6fd86fefda
|
add unit test for QueryTrade()
|
2023-10-02 10:49:33 +08:00 |
|
narumi
|
c5cd6bc95e
|
fix common.Strategy.IsHalted
|
2023-09-29 01:51:02 +08:00 |
|
narumi
|
4b9c933df1
|
remove skew
|
2023-09-29 01:06:58 +08:00 |
|
c9s
|
2058ce808b
|
Merge pull request #1325 from zenixls2/fix/listenkeyexpired
|
2023-09-27 22:46:44 +08:00 |
|
bailantaotao
|
d37682e22c
|
Merge pull request #1326 from bailantaotao/ediwn/fix-bybit-query-trades
FIX: [bybit] fix bybit query trades
|
2023-09-27 15:28:34 +08:00 |
|
bailantaotao
|
1117fe36e5
|
Merge pull request #1323 from c9s/c9s/strategy/atrpin
FEATURE: add atrpin strategy
|
2023-09-27 15:00:41 +08:00 |
|
Edwin
|
add1c73656
|
pkg/exchange: support pagination
|
2023-09-27 14:56:46 +08:00 |
|
zenix
|
08dad1c497
|
fix: replace json.Number with MillisecondTimestamp in types
|
2023-09-27 15:52:02 +09:00 |
|
Edwin
|
9a05357350
|
pkg/exchange: remove the limitation of query range due to bybit support the query
|
2023-09-27 14:44:11 +08:00 |
|
c9s
|
d4330a7a32
|
atrpin: add minPriceRange config
|
2023-09-27 14:25:49 +08:00 |
|
Alan.sung
|
3b63858d23
|
handle pagenation for QueryTrade
|
2023-09-27 11:06:41 +08:00 |
|
c9s
|
e52e53aa42
|
refine atrpin strategy
|
2023-09-26 20:43:14 +08:00 |
|
c9s
|
3b6e1e32a4
|
indicator/v2/tr: use PushAndEmit instead of just EmitUpdate
|
2023-09-26 20:42:54 +08:00 |
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