Commit Graph

7111 Commits

Author SHA1 Message Date
Yo-An Lin
6a7bf1393c
Merge pull request #1134 from c9s/c9s/strategy/funding
strategy: [xfunding] fix binance api and add initial setup for futures account
2023-03-30 14:25:58 +08:00
c9s
bb47fb3532
binance: fix parse tests 2023-03-30 01:33:55 +08:00
c9s
4b9e3f2302
xfunding: send positions to slack when start up 2023-03-30 00:46:41 +08:00
c9s
b18d4da402
binance: fix/improve order trade event parsing 2023-03-30 00:44:57 +08:00
c9s
69af9e03ea
xfunding: fix funding fee notification 2023-03-30 00:13:02 +08:00
c9s
6c550c55fa
xfunding: fix spot transfer 2023-03-29 23:09:37 +08:00
c9s
7c975da575
xfunding: fix position sync bug 2023-03-29 23:05:31 +08:00
c9s
0efb56c43e
xfunding: also reset the quote balance transfer 2023-03-29 22:55:40 +08:00
c9s
7e2688b8c7
xfunding: cancel open orders before closing the futures position 2023-03-29 22:54:54 +08:00
c9s
0c9e0649c6
xfunding: use b.MaxWithdrawAmount instead of b.Available 2023-03-29 22:49:34 +08:00
c9s
321425709a
binance: use requestgen api to query futures balances 2023-03-29 22:45:40 +08:00
c9s
86c5ba603e
binanceapi: add get futures balance api 2023-03-29 22:25:54 +08:00
c9s
866443d89f
xfunding: only do transfer when the available balance is not zero 2023-03-29 21:48:10 +08:00
c9s
d0566e23ec
xfunding: log submit failed orders 2023-03-29 21:46:15 +08:00
c9s
1383eb0401
xfunding: resetTransfer should also reset the transfer stats 2023-03-29 21:44:48 +08:00
c9s
117b5198ec
xfunding: introduce resetTransfer method to reset the futures transfer 2023-03-29 21:43:36 +08:00
c9s
a2fdc99741
xfunding: notify position ready 2023-03-29 21:40:18 +08:00
c9s
bc6ee59add
xfunding: refactor transferOut with trade quantity 2023-03-29 21:40:18 +08:00
c9s
088a36a169
xfunding: refactor transferIn 2023-03-29 21:40:18 +08:00
c9s
ce0b73b6e4
xfunding: calculate max minQuantity from spot market and future market 2023-03-29 21:40:18 +08:00
c9s
16cb68ac3e
xfunding: change dust quantity info log to warn log 2023-03-29 21:40:18 +08:00
c9s
0f88309d9e
xfunding: add notifications 2023-03-29 21:40:18 +08:00
c9s
eeda500a90
xfunding: pull out handleAccountUpdate handler 2023-03-29 21:40:17 +08:00
c9s
1e7afbc0c8
xfunding: fix position ready set call 2023-03-29 21:40:16 +08:00
c9s
6f961556d7
xfunding: add SlackAttachment method support on profit stats 2023-03-29 21:39:36 +08:00
c9s
4d59edc3d1
xfunding: add funding fee slack attachment support 2023-03-29 21:39:36 +08:00
c9s
c437837210
xfunding: improve checkAndRestorePositionRisks 2023-03-29 21:36:29 +08:00
c9s
8257c4ffbe
xfunding: fix ClosePosition call for futures 2023-03-29 18:28:25 +08:00
c9s
38778ff756
bbgo: fix order executor ClosePosition for order executor 2023-03-29 17:46:54 +08:00
c9s
38ba567558
xfunding: fix and call FuturesChangeInitialLeverageRequest 2023-03-29 17:14:29 +08:00
c9s
aa6feed272
binance: add FuturesChangeInitialLeverageRequest api 2023-03-29 17:08:34 +08:00
c9s
18d8d63b02
binance: add and fix multi assets mode 2023-03-29 16:59:15 +08:00
c9s
43c4ecc9da
binance: add MultiAssetsMode related apis 2023-03-29 16:45:25 +08:00
Yo-An Lin
6d8b3d7f5b
Merge pull request #1133 from c9s/fix/batch-query/end-if-start-greater-than-end
FIX: end batch query if start > end
2023-03-27 16:09:01 +08:00
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
6349566ce9
config: add document to the xfunding options 2023-03-26 02:07:54 +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