4845 Commits

Author	SHA1	Message	Date
chiahung	81799f2c49	FIX: end batch query if start > end	2023-03-27 16:03:06 +08:00
Yo-An Lin	dc87c79edd	Merge pull request #1132 from c9s/c9s/strategy/funding ... strategy: xfunding: add profit stats and collect funding fee info	2023-03-26 15:11:10 +08:00
c9s	88514e8bd9	xfunding: call syncFundingFeeRecords to sync funding fee records	2023-03-26 15:04:12 +08:00
c9s	cadd3f0795	binanceapi: fix binance futures get income history query	2023-03-26 15:03:39 +08:00
c9s	75cbe10128	binance: call auth on futuresClient2	2023-03-26 15:03:23 +08:00
c9s	4d1f691300	xfunding: add syncFundingFeeRecords method	2023-03-26 14:54:27 +08:00
c9s	a3f96871e2	xfunding: pull out newState constructor	2023-03-26 14:44:18 +08:00
c9s	36836c7c79	xfunding: add funding fee time	2023-03-26 14:42:13 +08:00
c9s	e5d2db0f72	xfunding: customize netural position profit	2023-03-26 02:32:21 +08:00
c9s	f4a35132e8	xfunding: add trades to s.NeutralPosition	2023-03-26 02:16:23 +08:00
c9s	ac33b5a878	xfunding: check duplicated funding fee txn	2023-03-26 02:13:22 +08:00
c9s	a6b47fda72	xfunding: check funding fee and record txn id	2023-03-26 02:12:00 +08:00
c9s	ff35fd06c4	xfunding: pull out interval option	2023-03-26 02:09:21 +08:00
c9s	425952d76c	xfunding: log collected funding fee	2023-03-26 01:55:33 +08:00
c9s	ba0dd68be0	xfunding: callcate funding fee	2023-03-26 01:54:39 +08:00
c9s	f127a530b7	xfunding: bind profit stats	2023-03-26 01:33:52 +08:00
c9s	78c73e4514	bbgo: check e.disableNotify for profit stats	2023-03-26 01:32:47 +08:00
c9s	e41df7e321	xfunding: add wip list	2023-03-26 01:21:20 +08:00
c9s	22d339cb41	xfunding: check binance type and return error	2023-03-26 01:16:54 +08:00
c9s	23746678b4	xfunding: initialize NeutralPosition	2023-03-26 01:07:50 +08:00
c9s	5c21445b15	xfunding: comment unused code	2023-03-26 01:03:07 +08:00
c9s	c176e2df5f	xfunding: move moving average config out	2023-03-26 01:02:31 +08:00
c9s	c6cedde8c9	batch: fix binance query return type	2023-03-26 00:56:24 +08:00
c9s	111e435a0a	batch: rename BinanceFuturesIncomeBatchQuery	2023-03-26 00:55:56 +08:00
c9s	6ea399dc8e	all: rename types.MarginHistory to types.MarginHistoryService	2023-03-26 00:53:43 +08:00
c9s	265b69a0ee	batch: add funding fee batch query	2023-03-26 00:53:29 +08:00
c9s	12ec3fd87f	binance: add incomeType parameter	2023-03-26 00:23:25 +08:00
c9s	f50999b780	binance: add QueryFuturesIncomeHistory	2023-03-26 00:22:42 +08:00
c9s	8ddf248d50	binance: initialize the new futures client	2023-03-26 00:19:31 +08:00
c9s	fc3e59b3ef	binance: move queryFuturesDepth to futures.go	2023-03-26 00:17:12 +08:00
Yo-An Lin	e0a9cd3c6d	Merge pull request #1131 from c9s/c9s/strategy/funding ... strategy: xfunding: improve sync goroutine, add mutex lock, fix binance websocket message parsing ...	2023-03-25 03:05:46 +08:00
c9s	01799cfc4e	binanceapi: update FuturesPositionRisk field types	2023-03-25 02:58:06 +08:00
c9s	0c6e9496b3	xfunding: use early return	2023-03-25 02:56:45 +08:00
c9s	300506f9f9	xfunding: fix critical section for usedQuoteInvestment	2023-03-25 02:53:55 +08:00
c9s	0f49f9fbe5	xfunding: add e.AccountUpdate.EventReasonType switch case	2023-03-25 02:48:27 +08:00
c9s	f34c72eba0	binance: add margin call event support	2023-03-25 02:39:44 +08:00
c9s	281f09ff42	binance: fix futures user data stream AccountUpdateEvent parsing	2023-03-25 02:25:09 +08:00
c9s	d05cbca652	binance: fix income history request path	2023-03-25 02:09:42 +08:00
c9s	b41f8a8355	binance: add FuturesGetIncomeHistoryRequest api support	2023-03-24 22:35:22 +08:00
c9s	b9d60d8edb	binance: add QueryFuturesPositionRisks method	2023-03-24 18:37:04 +08:00
c9s	4bbcb9553d	binanceapi: add FuturesGetPositionRisksRequest	2023-03-24 18:36:54 +08:00
c9s	cfe47cd53b	binance: add futures fee link	2023-03-24 18:14:52 +08:00
c9s	d359464b2c	binance: add default futures fee rate	2023-03-24 18:14:24 +08:00
c9s	ed4d32c59a	binance: refactor binance exchange code for futures api	2023-03-24 18:06:40 +08:00
c9s	071825e982	binance: move futures methods	2023-03-24 15:13:25 +08:00
c9s	9c0787e6ce	binance: pull out cancelFuturesOrders method	2023-03-24 15:11:13 +08:00
Yo-An Lin	cc74156a7d	Merge pull request #1127 from c9s/c9s/strategy/funding ... feature: strategy: xfunding	2023-03-24 15:08:28 +08:00
c9s	feec194843	binance: improve transfer logs	2023-03-24 14:37:18 +08:00
c9s	ea7af708f9	add mutex lock	2023-03-24 14:28:36 +08:00
gx578007	cd1314e9e0	Merge pull request #1125 from c9s/bhwu/grid2/using-dnum ... FEATURE: [grid2] using dnum	2023-03-24 13:53:35 +08:00
c9s	4669692b8d	xfunding: remove debug log and test code	2023-03-24 03:20:04 +08:00
c9s	1517076f6d	xfunding: implement syncSpotPosition	2023-03-24 03:20:04 +08:00
c9s	0f21c1fd8f	xfunding: fix Warnf format	2023-03-24 03:20:03 +08:00
c9s	84313dbdf9	xfunding: refactor state functions and fix transfer out	2023-03-24 02:52:13 +08:00
c9s	f3049de2ba	all: improve logging	2023-03-24 02:09:49 +08:00
c9s	209fb102fa	xfunding: add stringer support on PremiumIndex	2023-03-24 01:57:43 +08:00
c9s	62e6b232ed	xfunding: refactor and refine PositionState checking	2023-03-24 00:52:36 +08:00
c9s	c1fbbbe400	xfunding: move position state to state struct	2023-03-24 00:36:28 +08:00
c9s	108bb5deeb	xfunding: add guard condition for starting and stopping	2023-03-23 22:58:42 +08:00
c9s	e016892a70	xfunding: pull out startClosingPosition, startOpeningPosition method	2023-03-23 22:57:13 +08:00
c9s	3624dd0338	xfunding: implement close position transfer	2023-03-23 22:54:42 +08:00
c9s	aba80398d9	xfunding: add MinHoldingPeriod support	2023-03-23 22:36:35 +08:00
c9s	a933f90cc8	xfunding: log low funding fee	2023-03-23 18:19:30 +08:00
c9s	b5f69e7f45	xfunding: reset stats when direction changed	2023-03-23 18:18:30 +08:00
c9s	7ba7eb8be7	xfunding: implement reduceFuturesPosition	2023-03-23 18:09:16 +08:00
c9s	1b5126c9a1	xfunding: add mutex	2023-03-23 17:36:30 +08:00
c9s	02c28a07cc	types: fix AdjustQuantityByMinNotional by round up the quantity	2023-03-23 17:35:54 +08:00
なるみ	bf9cd78ba4	Merge pull request #1129 from c9s/narumi/fixedmaker/onstart ... strategy: fixedmaker: replenish on start	2023-03-23 17:29:47 +08:00
c9s	c3ca5b75ac	types: add minNotionalSealant to adjust quantity method	2023-03-23 16:47:57 +08:00
narumi	32c617a283	replenish on start	2023-03-23 16:47:48 +08:00
c9s	018e281627	types: add AdjustQuantityByMinNotional to types.Market	2023-03-23 16:14:30 +08:00
c9s	44850e48e8	xfunding: add mutex protection	2023-03-23 14:48:24 +08:00
c9s	8b87a8706b	xfunding: add state for recording TotalBaseTransfer	2023-03-23 14:46:02 +08:00
c9s	b7edc38dc7	xfunding: record pending transfer	2023-03-23 13:14:59 +08:00
c9s	16608619ca	xfunding: fix sync guard	2023-03-23 13:07:59 +08:00
c9s	80c30d15a0	xfunding: correct method names	2023-03-23 13:02:22 +08:00
c9s	20cd73e6ad	xfunding: fix transfer and refactoring more methods	2023-03-23 12:58:10 +08:00
c9s	a838b4991a	bbgo: refactor order executor with max retries	2023-03-23 12:51:52 +08:00
c9s	2a927dc34d	interact: reduce info logs	2023-03-23 09:20:44 +08:00
c9s	161dc7dc64	types: add transfer direction	2023-03-23 09:04:49 +08:00
c9s	487fbf8681	binance: implement TransferFuturesAccountAsset api	2023-03-23 02:42:26 +08:00
c9s	6797069a40	binanceapi: fix payload encode format	2023-03-23 02:42:05 +08:00
c9s	6ca85b175a	xfunding: adjust quote investment according to the fee rate	2023-03-23 00:56:28 +08:00
c9s	6848e11e8a	binance: implement TransferFuturesAsset	2023-03-23 00:55:00 +08:00
c9s	c632e6efac	binance: add binance futures_transfer_request	2023-03-23 00:54:37 +08:00
c9s	6668d683e1	xfunding: adjust quoteInvestment according to the quote balance	2023-03-23 00:40:20 +08:00
c9s	684f6c6e1d	xfunding: document spot trade handler	2023-03-23 00:23:51 +08:00
c9s	928f668fec	xfunding: pull out premium check to detectPremiumIndex	2023-03-22 22:17:37 +08:00
c9s	dc5e0cbcc2	xfunding: solve lint error	2023-03-22 22:15:24 +08:00
c9s	6265ad248e	xfunding: add premium checker	2023-03-22 22:15:01 +08:00
c9s	3c69ccc25a	types: update channel names	2023-03-22 22:04:02 +08:00
c9s	98b0ffa510	all: add more futures channel types	2023-03-22 22:01:59 +08:00
c9s	e607fc19ac	xfunding: check spotSession, futuresSession names	2023-03-22 21:42:44 +08:00
c9s	d6c430a4b4	xfunding: implement CrossSubscribe	2023-03-22 21:42:06 +08:00
c9s	b881aea228	add position action	2023-03-22 21:38:56 +08:00
c9s	e93d13e425	xfunding: implement CrossRun	2023-03-22 21:36:42 +08:00
c9s	12b9775eb3	rename funding to xfunding	2023-03-22 21:17:33 +08:00
c9s	ab52dd6349	funding: filter kline event with types.KLineWith	2023-03-22 21:11:58 +08:00
c9s	88af0a18f9	max: move tradeQueryLimiter to the exchange instance	2023-03-21 16:26:47 +08:00
c9s	fda4e48146	max: move submitOrderLimiter to the exchange wide var	2023-03-21 16:25:16 +08:00