6345 Commits

Author	SHA1	Message	Date
narumi	0f045dccbb	add symbol and window log fields	2024-05-20 14:34:08 +08:00
zenix.huang	24ab4895b6	fix: tg order decimal	2024-05-20 00:19:28 +09:00
なるみ	ad6efaf449	Merge pull request #1633 from c9s/narumi/fix-common-strategy-init ... FIX: fix strategy initialization	2024-05-16 16:32:22 +08:00
kbearXD	38e63422f2	Merge pull request #1634 from c9s/kbearXD/dca2/fix ... FIX: [dca2] fix triggerNextState loop side effect	2024-05-16 15:57:57 +08:00
edwin	ecc08fabb7	pkg/exchange: update okx symbols	2024-05-16 15:29:47 +08:00
kbearXD	73c467a06b	FIX: [dca2] fix triggerNextState loop side effect	2024-05-16 14:44:56 +08:00
narumi	705261d2d4	fix strategy initialization	2024-05-15 23:38:34 +08:00
narumi	095ca85669	disable bbgo.sync in common strategy	2024-05-14 19:50:52 +08:00
c9s	6aed8f33f7	bump version to v1.59.1	2024-05-14 17:35:18 +08:00
c9s	34200efd54	liquiditymaker: skip dust quantity	2024-05-14 17:34:26 +08:00
c9s	cc107b80da	bump version to v1.59.0	2024-05-14 15:08:21 +08:00
kbearXD	e856727e97	trigger position opening immediately after recovery	2024-05-13 15:24:31 +08:00
kbearXD	f49924caa4	not emit WaitToOpenPosition when kline event	2024-05-13 14:35:29 +08:00
kbearXD	6cdd2f0d71	REFACTOR: [dca2] refactor dca2 strategy to make it can back testing	2024-05-13 14:35:29 +08:00
c9s	b9c77c1584	add UseProtectedPriceRange support	2024-05-11 23:00:37 +08:00
c9s	b752e5ec60	Fix cancel all orders	2024-05-11 22:47:29 +08:00
narumi	24de8a23c9	sync position to redis	2024-05-08 15:28:40 +08:00
narumi	b35cfbeffd	do nothing if failed to cancel open orders	2024-05-03 14:52:41 +08:00
kbearXD	38d8043e3b	MINOR: add trade id and order id when fee is still processing	2024-04-30 13:38:35 +08:00
kbearXD	a7af2b7002	FEATURE: [grid2] use feeProcessing field to make sure the trading fee is ready	2024-04-30 11:03:23 +08:00
luchenhan	5791e392f5	chore: fix function names in comment ... Signed-off-by: luchenhan <hanluchen@aliyun.com>	2024-04-29 16:38:55 +08:00
kbearXD	0396fc19fd	FEATURE: [dca2] make QueryOrderTradesUntilsuccessful take feeProcessing into consideration	2024-04-29 15:59:52 +08:00
c9s	0a2b976165	Merge pull request #1618 from c9s/narumi/atrpin/submitting-log ... CHORE: [atrpin] add submitting log	2024-04-23 15:43:47 +08:00
c9s	4523902f0f	Merge pull request #1619 from hidewrong/main ... chore: fix some comments	2024-04-23 15:43:29 +08:00
c9s	9092b613b0	Merge pull request #1620 from c9s/narumi/move-logerr-to-util ... REFACTOR: move logErr to util	2024-04-23 15:43:10 +08:00
kbearXD	8fc7c38e97	Merge pull request #1622 from c9s/kbearXD/dca2/emit-position-after-recovery ... FEATURE: [dca2] emit position after recovery and refactor	2024-04-22 18:31:00 +08:00
c9s	a9db21adfa	limit adjustment order quantity	2024-04-22 14:42:52 +08:00
kbearXD	27ff44b663	FEATURE: [dca2] emit position after recovery and refactor	2024-04-22 13:46:28 +08:00
kbearXD	b6e7c48fd5	rename callback	2024-04-22 11:07:17 +08:00
kbearXD	547e9ece8f	FEATURE: [dca2] add position callback	2024-04-19 16:24:40 +08:00
narumi	94c126dd83	move logerr to util	2024-04-17 15:27:46 +08:00
narumi	1348ee540f	add submitting log	2024-04-17 15:16:58 +08:00
hidewrong	d6d428ed9f	chore: fix some comments ... Signed-off-by: hidewrong <hidewrong@outlook.com>	2024-04-17 11:11:53 +08:00
kbearXD	2a6c6e935b	add some logs	2024-04-16 16:52:50 +08:00
kbearXD	2f3e0044c1	MINOR: [dca2] refactor and make open-position interval longer	2024-04-16 13:38:14 +08:00
kbearXD	4d92cf1b74	change local position name	2024-04-15 17:27:56 +08:00
kbearXD	70a10582fa	FEATURE: recollect position before placing the take-profit order	2024-04-15 16:25:56 +08:00
kbearXD	63d13d5f7b	use existing TradeCollector's EmitPositionUpdate	2024-04-11 16:03:59 +08:00
kbearXD	0616c73a88	FEATURE: emit position when position updated and reset	2024-04-11 15:12:38 +08:00
kbearXD	2d45b5cb76	FIX: fix dca2 panic problem	2024-04-11 11:40:35 +08:00
kbearXD	444c228fc4	update error message	2024-04-08 19:54:44 +08:00
kbearXD	f8d7447e8e	FIX: fix issue when recovering with finalizing orders	2024-04-08 19:54:44 +08:00
c9s	27ddd63c10	dca2: fix generateOpenPositionOrders call in tests	2024-04-08 19:38:59 +08:00
c9s	0318e08e0f	max: add fee processing field	2024-04-08 17:17:46 +08:00
kbearXD	8568e15e82	FEATURE: [dca2] new flag EnableQuoteInvestmentReallocate to decide if reallocate quote investment	2024-04-01 15:52:30 +08:00
c9s	d55d1e9867	upgrade github.com/adshao/go-binance/v2	2024-03-31 19:39:50 +08:00
c9s	39d9445529	cmd: make sync command consistent	2024-03-31 19:32:37 +08:00
c9s	f300791e34	Merge pull request #1605 from lanphan/sync ... support Binance paper trading for sync sub-command	2024-03-28 14:47:25 +08:00
Lan Phan	37a0ae53e9	support Binance paper trading for sync sub-command	2024-03-28 13:31:10 +07:00
c9s	bbc4fc96a7	Merge pull request #1606 from lanphan/get-order ... FIX: issue #1037, get-order command error	2024-03-28 14:28:06 +08:00
Lan Phan	dc77c08434	BUGFIX: issue #1037, get-order command error	2024-03-28 13:19:18 +07:00
なるみ	3881039bfb	Merge pull request #1608 from c9s/narumi/xalign/fix-max-amount ... FIX: [xalign] fix buy side max amount	2024-03-28 14:09:08 +08:00
narumi	c2c650af0e	fix xalign max amount	2024-03-27 16:50:21 +08:00
narumi	0095eae77f	log when amount is not greater than the minimal order quantity	2024-03-27 16:50:21 +08:00
kbearXD	f246077c11	Merge pull request #1599 from c9s/kbearXD/dca2/take-profit-order ... FEATURE: [dca2] when all open-position orders are filled, place the t…	2024-03-27 16:35:03 +08:00
kbearXD	f42ef77296	fix typo	2024-03-27 14:22:22 +08:00
c9s	d61498cf39	Merge pull request #1595 from c9s/c9s/simplify-max-query-ticker ... REFACTOR: [max] simplify max query ticker	2024-03-26 18:28:40 +08:00
c9s	d399b39c44	max: simplify QueryTicker	2024-03-26 18:16:57 +08:00
c9s	6ac642bf32	Merge pull request #1604 from anywhy/indicator_adx ... FEATURE:[indicator] add adx indicator	2024-03-26 18:13:21 +08:00
kbearXD	553976449d	FEATURE: [dca2] when all open-position orders are filled, place the take-profit order	2024-03-26 15:52:04 +08:00
anywhy	88281c1520	indicator_set add adx	2024-03-23 17:17:40 +08:00
anywhy	f54d170d44	update adx indicator	2024-03-23 17:11:10 +08:00
anywhy	4b3014f683	update indicator adx test case	2024-03-23 17:11:09 +08:00
anywhy	e632fa087e	update adx indicator and test case	2024-03-23 17:10:59 +08:00
anywhy	474a8ab864	indicator: add adx	2024-03-23 17:10:24 +08:00
Lan Phan	29874db5b8	consistent config param for all sub-commands	2024-03-22 14:41:53 +07:00
c9s	693b641612	Merge pull request #1596 from c9s/release/v1.58	2024-03-22 13:33:11 +08:00
Lan Phan	e2c754040d	update default value for config param of backtest cmd to have same value with root cmd	2024-03-22 11:07:02 +07:00
Newtoniano	17368b9585	add short position close logic	2024-03-20 18:48:08 +01:00
chiahung	a1dd9e5d99	bump version to v1.58.0	2024-03-19 16:36:45 +08:00
c9s	d58461d1cf	Merge pull request #1593 from c9s/c9s/xalign-add-test-cases ... FIX: [xalign] add more complex test case for xalign strategy	2024-03-19 16:07:57 +08:00
kbearXD	25baf49e13	dca2: fix order group id not set issue	2024-03-19 15:51:36 +08:00
c9s	aced149ee8	xalign: add more complex test case for xalign strategy	2024-03-19 15:29:18 +08:00
kbearXD	b0bbf3c529	Merge pull request #1589 from c9s/kbearXD/dca2/pause-next-round-and-set-ttl ... dca2: add ttl for persistence and nextRoundPaused flag	2024-03-19 14:31:57 +08:00
c9s	c11f886718	xalign: correct the base/quote currency balance name when it's reversed	2024-03-19 00:31:00 +08:00
edwin	98d565c46f	pkg/exchange: update okx url	2024-03-18 18:56:37 +08:00
c9s	cbf957c7ce	add priceVolume helper InQuote	2024-03-18 17:50:39 +08:00
c9s	97c48e5bb4	add AdjustQuantityByMinQuantity to types.Market	2024-03-18 17:50:24 +08:00
kbearXD	bcc29bd056	dca2: add ttl for persistence and nextRoundPaused flag	2024-03-18 17:35:47 +08:00
kbearXD	3f44092ff4	Merge pull request #1586 from c9s/kbearXD/dca2/round-collector ... dca2: new struct RoundCollector for testing and use flag to decide re…	2024-03-18 17:34:41 +08:00
c9s	4eabb82f77	Merge pull request #1587 from avoidaway/main ... chore: remove repetitive words	2024-03-18 16:50:40 +08:00
c9s	e621938649	Merge pull request #1582 from anywhy/fix_marketactiveorders ... Fix: Restore parameters when update active order book	2024-03-18 16:40:12 +08:00
c9s	7f1e876be0	xalign: check if the quote balance will be used up and below the expected balance line	2024-03-18 12:47:48 +08:00
avoidaway	917451d2ec	chore: remove repetitive words ... Signed-off-by: avoidaway <cmoman@126.com>	2024-03-16 16:08:52 +08:00
kbearXD	a23c476ce8	dca2: new struct RoundCollector for testing and use flag to decide recovery	2024-03-15 18:41:46 +08:00
c9s	239f7ea5dd	slacknotifier: increase slack notification burst to 3	2024-03-15 18:24:44 +08:00
c9s	1d314daa22	xalign: skip same currency	2024-03-15 15:59:43 +08:00
c9s	6831c40371	xalign: fix reversed market	2024-03-15 15:57:17 +08:00
c9s	f618485536	max: remove the extra user agent from the http headers	2024-03-15 15:22:37 +08:00
c9s	f785398249	max: adjust max rate limiters	2024-03-15 15:22:37 +08:00
kbearXD	62d6e79193	dca2: use GeneralBackoff not GeneralLiteBackoff	2024-03-15 11:24:20 +08:00
bailantaotao	3300b71cba	Merge pull request #1583 from c9s/edwin/okx/query-recent-trades ... FEATURE: [okx] query recent trades	2024-03-15 09:43:29 +08:00
anywhy	a26f489dad	add test case	2024-03-14 22:41:58 +08:00
edwin	2ae1933d7b	pkg/exchange: use 3 days trade api if start time - now < 3 days	2024-03-14 17:21:17 +08:00
edwin	38bd5479f2	pkg/exchange: gen 3 day and regen history transaction api	2024-03-14 17:20:58 +08:00
kbearXD	2b52211c1c	new function IsFilledOrderState for maxapi	2024-03-14 16:18:12 +08:00
anywhy	9f50e256c8	fi: restore parameter when update active orde book	2024-03-14 14:48:15 +08:00
kbearXD	fb2a46e1c4	use backoff retry	2024-03-14 14:32:41 +08:00
kbearXD	91123edbd6	dca2: must calculate and emit profit at the end of the round	2024-03-14 14:32:41 +08:00
edwin	d75e7eb63f	pkg/exchange: rm redundant code	2024-03-14 12:15:40 +08:00
edwin	b1414b583e	pkg/exchange: remove the query after place order	2024-03-14 12:15:37 +08:00
narumi	a5e7091af6	subscribe to level 5 book	2024-03-13 23:22:14 +08:00
c9s	51a340e922	binance: fix notional filter	2024-03-13 18:14:24 +08:00
Zenix	2a7ca4233d	Merge pull request #1575 from zenixls2/feature/loose_interface_public_data ... feature: add ExchangePublic	2024-03-13 17:42:28 +09:00
edwin	2904759113	pkg/exchange: remove the query after place order	2024-03-13 14:54:29 +08:00
bailantaotao	8197dbd63a	Merge pull request #1577 from c9s/edwin/bitget/fallback-post-only-order ... FIX: [bitget] fix post only order	2024-03-13 09:23:12 +08:00
edwin	7ed095ede3	pkg/exchange: fix post only order	2024-03-12 18:22:33 +08:00
zenix.huang	8268ac1d32	fix: skip test when run in github action	2024-03-12 17:48:55 +09:00
zenix.huang	d4eef3e3f9	add test for types.ExchangeName	2024-03-12 16:09:46 +09:00
zenix.huang	465e7d8983	add test for binance new function	2024-03-12 15:57:22 +09:00
kbearXD	661b7be12e	dca2: add more log and retry	2024-03-12 14:53:45 +08:00
zenix.huang	f1a4879253	upgrade golang mockgen to uber mockgen. generate exchange public	2024-03-12 14:18:14 +09:00
zenix.huang	ec45ad3bdc	feature: add ExchangePublic	2024-03-12 12:10:42 +09:00
kbearXD	17b193b003	dca2: remove debug log	2024-03-11 15:34:12 +08:00
bailantaotao	0bc409e021	Merge pull request #1572 from c9s/edwin/bitget/add-order-test ... TEST: [bitget] add test to query trades, cancel orders, closed orders	2024-03-10 16:11:28 +08:00
edwin	e8108800fe	pkg/exchange: add test to query trades, cancel orders, closed orders	2024-03-10 16:00:48 +08:00
c9s	cf4fb0eaf1	adjust max order limiter	2024-03-09 23:48:05 +08:00
c9s	c06b1613b9	Merge pull request #1569 from battmdpkq/main ... FIX: fix some typos	2024-03-08 22:12:55 +08:00
narumi	8e6423514f	rebalance: fix cannot lock fund	2024-03-08 17:17:37 +08:00
kbearXD	53b72194f9	MINOR: add log when there is error at calculating and emit profit	2024-03-08 14:11:04 +08:00
battmdpkq	54db9e9eec	fix some typos ... Signed-off-by: battmdpkq <cmaker@163.com>	2024-03-07 18:38:58 +08:00
c9s	b77618f9d8	xfunding: add PositionReady case	2024-03-06 22:39:44 +08:00
c9s	256e09a863	xfunding: adjust quote investment variable only when position is not opening	2024-03-06 22:39:44 +08:00
c9s	dc0f07d42f	xfunding: add notification for the fixed positions	2024-03-06 22:39:43 +08:00
c9s	f609b1cdc4	simplify profitFixer and apply it to xfunding	2024-03-06 22:39:43 +08:00
c9s	b20b306818	xfunding: add dustQuantity check	2024-03-06 22:39:43 +08:00
c9s	4a4f91e7f9	xfunding: improve transfer logics	2024-03-06 22:39:43 +08:00
c9s	4242f052d8	xfunding: pull out queryAvailableTransfer and improve pending transfer things	2024-03-06 22:39:43 +08:00
c9s	b2c6dce350	xfunding: rewrite transferIn method	2024-03-06 22:39:43 +08:00
c9s	8c517179dd	xfunding: fix state notification	2024-03-06 22:39:43 +08:00
c9s	f4a8dc0f8c	Merge pull request #1563 from c9s/edwin/bitget/test-place-order-2 ... TEST: [bitget] add market/limit maker tests for place order	2024-03-06 22:39:05 +08:00
c9s	d139d333a6	common: let FixFromTrades return error	2024-03-06 20:36:53 +08:00
c9s	83b526940a	common: pull out aggregateAllTrades from Fix() method	2024-03-06 20:36:21 +08:00
c9s	acb232242c	add FixFromTrades method	2024-03-06 20:34:19 +08:00
c9s	6a24059624	common: move out profit fixer to strategy/common	2024-03-06 20:31:53 +08:00
c9s	b6ddb49d0a	xdepthmaker: fix stats fixer	2024-03-06 18:12:24 +08:00
c9s	441ebbdbe5	xdepthmaker: add notification	2024-03-06 17:48:53 +08:00
c9s	188231e2fb	add more logs to profitFixer	2024-03-06 17:47:18 +08:00
c9s	be89292cbb	xdepthmaker: another fix	2024-03-06 17:19:50 +08:00
edwin	71b8665b32	pkg/exchange: add more tests for query open orders	2024-03-06 17:01:49 +08:00
edwin	80661043d9	pkg/exchange: add more tests to place order	2024-03-06 17:00:46 +08:00
c9s	f5873172de	xdepthmaker: fix use of uninitialized vars	2024-03-06 16:10:45 +08:00
bailantaotao	38a155d9a1	Merge pull request #1561 from c9s/edwin/bitget/test-place-order ... FIX: [bitget] support market order on bitget unfilled order conversion	2024-03-06 15:05:04 +08:00
edwin	91445807f6	pkg/exchange: add more comments	2024-03-06 14:51:54 +08:00
c9s	ad9163f7da	xdepthmaker: adjust FullReplenishInterval to 10min	2024-03-06 13:13:18 +08:00
c9s	1fb7262aae	xdepthmaker: adjust default update interval	2024-03-06 13:12:57 +08:00
c9s	31676cce8e	xdepthmaker: run profit fixer before s.CrossExchangeMarketMakingStrategy.Initialize	2024-03-06 12:53:36 +08:00
c9s	ac43937847	xdepthmaker: add disable hedge option	2024-03-06 12:49:15 +08:00
edwin	51e38cf002	pkg/exchange: support market order on bitget unfilled order conversion	2024-03-06 11:36:47 +08:00
bailantaotao	7c19315800	Merge pull request #1560 from c9s/edwin/bitget/test-place-order ... TEST: [bitget] add tests for query account, place order	2024-03-06 11:17:57 +08:00