5420 Commits

Author	SHA1	Message	Date
c9s	951672fc82	improve cancelOrders method	2023-08-05 02:00:07 +08:00
c9s	eaaab914e0	refactor order executor accessors	2023-08-05 01:59:52 +08:00
c9s	c605761c4f	add tradingutil package	2023-08-05 01:59:36 +08:00
c9s	348c8a61e4	add convert strategy	2023-08-05 01:59:20 +08:00
c9s	7d4d2f3e41	types: add truncate quote quantity method	2023-08-05 01:59:04 +08:00
c9s	7060fd4ecb	bbgo: add simple order executor	2023-08-04 18:02:24 +08:00
Edwin	a6047f629d	pkg/exchange: implement bybit stream ping	2023-08-04 18:00:50 +08:00
Andy Cheng	1130417401	fix/supertrend: use strconv instead of fmt	2023-08-04 11:07:20 +08:00
Edwin	e1bae5dba0	pkg/exchange: implement bybit stream ping	2023-08-02 17:55:20 +08:00
Edwin	5064615df8	pkg/exchange: add custom heart beat func to StandardStream	2023-08-02 17:47:18 +08:00
c9s	e61db95bd8	types: exit ping worker when error is happened	2023-08-02 14:07:35 +08:00
c9s	d4abc16959	bump version to v1.51.1	2023-08-02 11:04:51 +08:00
c9s	2af45f73b6	compile and update migration package	2023-08-02 11:04:51 +08:00
c9s	71d86aa483	core: add trade to the trade store when order is not matched	2023-08-02 00:41:58 +08:00
c9s	7adc786c8a	Merge pull request #1259 from c9s/c9s/fix-trade-deadlock ... FIX: core: fix trade collector dead lock	2023-08-01 22:41:10 +08:00
c9s	c0e315fafe	core: fix trade collector dead lock	2023-08-01 22:22:18 +08:00
c9s	5bb2a50f21	fix lint issues	2023-08-01 20:17:20 +08:00
c9s	f095a1ab71	core: fix trade collector dead lock	2023-08-01 20:11:33 +08:00
bailantaotao	ae61e10c6a	Merge pull request #1255 from bailantaotao/edwin/query-trades ... FEATURE: [bybit] add query trade api	2023-08-01 18:02:29 +08:00
Edwin	4363f0ae7b	pkg/exchange: add query trade api	2023-08-01 16:31:49 +08:00
c9s	cfd5884350	Merge remote-tracking branch 'origin/v1.50'	2023-08-01 13:23:04 +08:00
c9s	54e0e1024c	Merge pull request #1254 from c9s/v1.50 ... merge back v1.50 into main	2023-07-31 20:24:00 +08:00
c9s	4560b47556	grid2: only for positive non-zero fee	2023-07-31 18:12:28 +08:00
c9s	43b8e7870d	grid2: ignore discounted trades	2023-07-31 18:06:20 +08:00
c9s	f2109afa0e	add last 30 days to loose date support	2023-07-31 17:54:49 +08:00
Edwin	86c643b513	pkx/exchange: fix batch query trade missing time range	2023-07-28 22:54:48 +08:00
c9s	4eefe72cb6	service: fix db reflection	2023-07-28 14:41:36 +08:00
bailantaotao	7eb6e402ca	Merge pull request #1252 from bailantaotao/edwin/query-closed-order ... FEATURE: [bybit] query closed order	2023-07-28 14:40:38 +08:00
Edwin	d2ad504579	pkg/exchange: add QueryClosedOrders	2023-07-28 10:15:08 +08:00
Edwin	f25ab567eb	pkg/exhcange: return err on max queryClosedOrdersByLastOrderID	2023-07-27 18:35:58 +08:00
Edwin	1760a5b8d6	pkg/exchange: try to parse order id to integer	2023-07-27 18:09:43 +08:00
Edwin	d8b8e7f2ac	pkg/exchange: rename OpenOrders to Orders	2023-07-27 17:35:33 +08:00
c9s	b02ac837ea	max: handle SelfTradeBidFeeDiscounted	2023-07-27 16:28:54 +08:00
Edwin	574d7c0c74	pkg/exchange: rm redundant prefix	2023-07-27 10:31:24 +08:00
Edwin	5105046053	pkg/exchange: support cancel order	2023-07-26 22:24:20 +08:00
Edwin	151e8d2acf	pkg/exchange: support place order for bybit	2023-07-26 21:44:49 +08:00
bailantaotao	3fd66199d7	Merge pull request #1248 from bailantaotao/edwin/add-query-open-orders ... pkg/exchange: add QueryOpenOrders API for bybit	2023-07-26 15:12:37 +08:00
c9s	cddb7874ce	maxapi: set user agent	2023-07-26 14:35:33 +08:00
Edwin	6d4deb54cc	pkg/exchange: add QueryOpenOrders API for bybit	2023-07-26 14:18:02 +08:00
bailantaotao	ff78637c8f	Merge pull request #1244 from bailantaotao/edwin/add-ticker ... FEATURE: support QueryTickers API on bybit	2023-07-25 20:35:56 +08:00
c9s	1d24af13a8	core: document order store options	2023-07-25 17:50:48 +08:00
Edwin	b71030c5db	pkg: return err if rate limit err	2023-07-25 15:09:57 +08:00
Edwin	ef8d1c7046	pkg/exchange: support QueryTickers API on bybit	2023-07-25 15:02:38 +08:00
c9s	fcca3f6432	types: add fee discounted field to the global trade struct	2023-07-25 14:57:10 +08:00
c9s	4de82ccdff	max: use types.MillisecondTimestamp for UpdateTime field	2023-07-25 13:37:31 +08:00
c9s	f5feb72355	max: add fee_discounted to Trade struct for RESTful api	2023-07-25 13:35:08 +08:00
c9s	e41ad75776	add httptesting pkg	2023-07-25 11:32:53 +08:00
c9s	8a3c89ba91	autoborrow: fix marginAsset.Low calculation	2023-07-25 00:27:43 +08:00
c9s	6691229809	fixedpoint: fix default fixedpoint conversion	2023-07-25 00:18:36 +08:00
c9s	4cb9ff569a	autoborrow: improve available balance checking	2023-07-25 00:16:05 +08:00
c9s	b7c9ef7983	types: add NotZero() method to filter non-zero balances	2023-07-25 00:11:08 +08:00
c9s	bfb1165304	autoborrow: fix debt checking condition	2023-07-24 23:01:22 +08:00
c9s	a2a062e95b	autoborrow: use debt instead of using b.Borrowed	2023-07-24 22:57:02 +08:00
bailantaotao	157de4b2ee	Merge pull request #1243 from bailantaotao/edwin/add-query-markets ... FEATURE: pkg/exchange: add query market to bybit exchange	2023-07-24 21:52:31 +08:00
Edwin	3c32acc3ed	pkg/exchange: add query market to bybit	2023-07-24 20:18:44 +08:00
c9s	a5a9512ef1	autoborrow: check available	2023-07-24 18:23:09 +08:00
c9s	f014213c85	autoborrow: log balances	2023-07-24 18:13:53 +08:00
c9s	106e98afaa	autoborrow: add more logs	2023-07-24 18:05:32 +08:00
c9s	8d8852ec00	bump version to v1.51.0	2023-07-24 17:03:52 +08:00
c9s	afc5dbb951	Merge remote-tracking branch 'origin/v1.50'	2023-07-24 17:02:08 +08:00
c9s	c42ad19955	Merge pull request #1241 from c9s/c9s/max-add-fee-discounted-field ... FEATURE: [max] add fee discounted field support	2023-07-24 16:58:40 +08:00
c9s	c114477340	Merge pull request #1242 from c9s/c9s/fix-max-withdrawal-api ... FIX: [max] fix MAX withdrawal address parameter name	2023-07-24 16:58:21 +08:00
bailantaotao	06a741e615	Merge pull request #1237 from bailantaotao/edwin/add-new-exchange-account-api ... FEATURE: add new exchange Bybit GetAccountInfo/GetInstrumentsInfo api	2023-07-24 16:58:12 +08:00
Edwin	ac5e2cf712	pkg, types: add bybit to factor and update readme	2023-07-24 15:51:44 +08:00
Edwin	b45fdea99a	pkg/exchange: add get account info and instruments info api for bybit	2023-07-24 15:51:41 +08:00
c9s	16c62bbcba	maxapi: fix max withdrawal api	2023-07-24 15:28:11 +08:00
c9s	9c20215f41	max: use fixedpoint.Value for field parsing	2023-07-24 15:00:03 +08:00
c9s	5f2ead4ffd	maxapi: parse fd field and optimize trade snapshot parsing	2023-07-24 14:57:50 +08:00
c9s	3bd821261f	tri: fix lint issue	2023-07-22 18:06:53 +08:00
c9s	2abd84aec9	core: pull out RecoverTrade method	2023-07-22 17:57:02 +08:00
c9s	fad8642a59	xmaker: fix message	2023-07-22 17:34:09 +08:00
c9s	c13a5cdf6e	core: add recover logs for the recovered trade count	2023-07-22 17:32:24 +08:00
c9s	70439f3fd9	xmaker: add tradeScanOverlapBufferPeriod time	2023-07-22 17:30:24 +08:00
c9s	941067670e	xmaker: pull out trade recover go routine	2023-07-22 17:29:16 +08:00
c9s	df1067d309	grid2: simplify removeDuplicatedPins	2023-07-22 11:45:30 +08:00
c9s	461735e043	grid2: add remove duplicated pins and pull out filter price prec func	2023-07-22 11:36:04 +08:00
c9s	b250bf94bc	rsicross: add more conditions to rsicross	2023-07-22 11:23:09 +08:00
c9s	a45c241b9b	types: turn off network error log	2023-07-20 17:05:53 +08:00
c9s	a3c16a4117	bbgo: use backoff for graceful cancel	2023-07-20 12:45:23 +08:00
c9s	f1a105cc06	fix iterate test	2023-07-20 12:45:23 +08:00
c9s	1dae711d33	fix trade collector race condition and infinite iterate	2023-07-20 12:45:23 +08:00
c9s	93d10eba5a	autoborrow: improve logging details	2023-07-19 16:58:51 +08:00
gx578007	bded2edaf2	FIX: [grid2] fix upper pin	2023-07-18 16:07:55 +08:00
gx578007	d99aa1f013	FIX: [grid2] fix upper pin	2023-07-18 15:54:23 +08:00
Andy Cheng	e37edb3056	Merge pull request #1198 from andycheng123/feature/profit-tracker ... FEATURE: add ProfitStatsTracker	2023-07-18 11:40:26 +08:00
c9s	8f62665cfd	autoborrow: add another skip log	2023-07-18 11:08:34 +08:00
c9s	e6958f44f0	autoborrow: fix log message	2023-07-18 11:04:43 +08:00
c9s	a0145934ec	autoborrow: show min debt ratio in the message	2023-07-18 11:04:03 +08:00
c9s	3144b640ee	autoborrow: update account after repaying the debts	2023-07-18 11:01:21 +08:00
Andy Cheng	1773c8d155	fix/linregmaker: use float64() to output parameters	2023-07-18 11:00:02 +08:00
Andy Cheng	b9734bca0c	fix/linregmaker: missing line	2023-07-18 10:56:42 +08:00
c9s	84ec320601	autoborrow: show debt and total for debt ratio	2023-07-18 10:54:39 +08:00
c9s	844bd8be87	bitget: add account transfers request	2023-07-17 16:38:42 +08:00
Andy Cheng	192d958adc	improve/linregmaker: use strconv	2023-07-17 12:22:09 +08:00
Andy Cheng	08d8519e67	improve/profitStatsTracker: use SMA instead of SMA2	2023-07-17 12:10:48 +08:00
Andy Cheng	e5254e6446	improve/linregmaker: add profit report	2023-07-17 11:45:37 +08:00
Andy Cheng	bc4eae5e39	improve/supertrend: Switch of outputting patameters in profit report	2023-07-17 11:19:10 +08:00
c9s	f8051b3f2b	autoborrow: fix margin warning format	2023-07-14 13:22:42 +08:00
c9s	a9d0242a9d	strategy/autoborrow: add margin level alert	2023-07-14 13:19:54 +08:00
c9s	b9616a0805	add TradeCollector.Process() log message	2023-07-12 17:16:46 +08:00