chiahung
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e9078a71c8
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FEATURE: twin orderbook
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2023-10-20 16:23:31 +08:00 |
|
chiahung
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c9fca56723
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MINOR: remove profit entries from profit stats
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2023-10-20 15:17:31 +08:00 |
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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
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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 |
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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Merge pull request #1343 from c9s/bhwu/max/remove-outdated-max-fields
FIX: [max] remove outdated margin fields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 |
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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
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ccb7308263
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fix
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2023-10-17 16:13:05 +08:00 |
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gx578007
|
10daeab1cb
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FIX: [max] remove outdated margin fields
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2023-10-17 16:11:34 +08:00 |
|
chiahung
|
243b90aaf9
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fix nil metrics error
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2023-10-17 15:20:28 +08:00 |
|
chiahung
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c257bc8ccf
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sleep 100ms to avoid DDOS
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2023-10-17 13:51:51 +08:00 |
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chiahung
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5ff3828ec1
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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
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indicator: make right window optional
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2023-10-16 12:40:44 +08:00 |
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c9s
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4c69dccf09
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make rightWindow possible to be set as zero
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2023-10-16 12:36:52 +08:00 |
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narumi
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badadafa2d
|
remove adjustQuantity from config
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2023-10-13 18:11:21 +08:00 |
|
chiahung
|
c5449374cd
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add test and remove recovered atmoic bool
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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 |
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chiahung
|
c6d4ebf57b
|
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 |
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c9s
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a39925b912
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grid2: invert if
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2023-10-13 16:50:21 +08:00 |
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c9s
|
5f9d020ac8
|
grid2: improve some logging
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2023-10-13 16:50:21 +08:00 |
|
c9s
|
1347c8ef87
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grid2: refactor recoverActiveOrdersPeriodically
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2023-10-13 16:50:21 +08:00 |
|
chiahung
|
27294ac9b6
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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
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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
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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
|
2023-10-11 12:13:01 +08:00 |
|
narumi
|
81ea074b4f
|
check balances
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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
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fix: use MillisecondTimestamp instead
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2023-10-05 16:16:27 +09:00 |
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c9s
|
378425a3aa
|
bbgo: add balance logger support
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2023-10-04 18:02:19 +08:00 |
|
c9s
|
78ea940569
|
max: support private channel setter
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2023-10-04 18:02:18 +08:00 |
|
Alan.sung
|
2309bbdee8
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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
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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
|
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
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2023-10-04 12:38:59 +08:00 |
|
なるみ
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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
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32b8ca9a41
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Merge pull request #1312 from MengShue/add_two_new_receiver_for_okex
FEATURE: add QueryClosedOrders() and QueryTrades() for okex
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2023-10-04 12:14:32 +08:00 |
|
Alan.sung
|
b1c6e01e45
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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
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2023-10-02 18:47:05 +08:00 |
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c9s
|
43fd404505
|
bump version to v1.52.0
|
2023-10-02 11:43:10 +08:00 |
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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
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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
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2023-09-27 15:28:34 +08:00 |
|
bailantaotao
|
1117fe36e5
|
Merge pull request #1323 from c9s/c9s/strategy/atrpin
FEATURE: add atrpin strategy
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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 |
|
c9s
|
9a7b70d367
|
bbgo: reformat order executor
|
2023-09-26 20:42:38 +08:00 |
|
c9s
|
bc7f2687f8
|
indicator: check valid window value for RMA
|
2023-09-26 20:42:18 +08:00 |
|
c9s
|
2d578db12f
|
bbgo: simplify marketDataStore accessor
|
2023-09-26 20:42:00 +08:00 |
|
c9s
|
716fea885f
|
backtest: add more order checking
|
2023-09-26 20:41:37 +08:00 |
|
c9s
|
117d7f008f
|
types: add stringer on type ticker
|
2023-09-26 20:41:23 +08:00 |
|
bailantaotao
|
65b3d2cfcd
|
Merge pull request #1324 from bailantaotao/edwin/emit-balance-snapshot
FEATURE: [bybit] emit balance snapshot
|
2023-09-26 18:06:05 +08:00 |
|
zenix
|
2e4336a604
|
fix: listenKeyExpired event sends string timestamp
|
2023-09-26 18:41:15 +09:00 |
|
zenix
|
13b9fc4252
|
add forgotten emit
|
2023-09-26 18:36:46 +09:00 |
|
Edwin
|
9f83165032
|
pkg/exchange: use balance update instead of snapshot event
|
2023-09-26 17:13:23 +08:00 |
|
Edwin
|
70884538bc
|
pkg/exchange: emit balance snapshot
|
2023-09-26 17:13:20 +08:00 |
|
c9s
|
7a5a027a62
|
bbgo: add logging filledOrder option
|
2023-09-26 16:45:00 +08:00 |
|
c9s
|
9fffa4a47f
|
add atrpin strategy
|
2023-09-26 15:32:55 +08:00 |
|
zenix
|
7ae56a83da
|
feature: add forceOrder api for binance to show liquid info
|
2023-09-26 15:22:09 +09:00 |
|
Alan.sung
|
ad7206271f
|
QueryTrades only allow query by time interval, required
|
2023-09-26 01:06:58 +08:00 |
|
Alan.sung
|
99a69f4f2f
|
add QueryClosedOrders() and QueryTrades() for okex, also fix conflict for QueryOrderTrades() and update typo error in QueryOrderTrades()
|
2023-09-26 01:05:09 +08:00 |
|
c9s
|
cf31796224
|
Merge pull request #1318 from c9s/narumi/common-risk
CHORE: add IsHalted method to common.Strategy for CircuitBreakRiskControl
|
2023-09-25 18:07:57 +08:00 |
|
c9s
|
8f40478c74
|
Merge pull request #1313 from c9s/fix/grid2-active-orders
FIX: [grid2] only do active order update when grid is recovered
|
2023-09-25 17:53:07 +08:00 |
|
c9s
|
94f6cefd70
|
grid2: improve active order recover logs
|
2023-09-25 17:43:38 +08:00 |
|
c9s
|
fdaa92c6ca
|
Merge pull request #1320 from c9s/feature/logging
FEATURE: add log fields support to the core
|
2023-09-25 17:30:14 +08:00 |
|
c9s
|
b6d0e3ef27
|
grid2: only do active order update when grid is recovered
|
2023-09-25 17:19:53 +08:00 |
|
c9s
|
550b010499
|
bbgo: add log fields support to the core
|
2023-09-25 17:16:27 +08:00 |
|
c9s
|
db7a0df254
|
types: change websocket error to warnf
|
2023-09-25 13:55:59 +08:00 |
|
bailantaotao
|
e86a75c406
|
Merge pull request #1317 from bailantaotao/edwin/waiting-all-routines-closed
FIX: Wait for all routines to close while streaming is reconnecting
|
2023-09-21 21:19:03 +08:00 |
|
narumi
|
4a231b10c6
|
pull out ishalted method
|
2023-09-21 15:06:09 +08:00 |
|
Edwin
|
294e5111dc
|
pkg/types: ensure all routines are done
|
2023-09-21 14:43:06 +08:00 |
|
c9s
|
49e9c8bbcf
|
Merge pull request #1315 from c9s/narumi/fixedmaker/common
REFACTOR: use common strategy in fixedmaker
|
2023-09-21 14:35:53 +08:00 |
|