Commit Graph

5662 Commits

Author SHA1 Message Date
chiahung
df2fd170db return bool to let syncActiveOrderBook really sync or skip 2023-11-07 14:39:29 +08:00
chiahung
358aef770f FIX: fix skip syncing active order 2023-11-06 17:13:16 +08:00
c9s
e614741a48
grid2: add another test case for 0 baseGridNum 2023-11-04 12:56:11 +08:00
c9s
6cce5a2268
grid2: respect s.BaseGridNum and add a failing test case 2023-11-04 12:56:11 +08:00
narumi
ffea4901ed fix buy quantity 2023-11-03 15:07:24 +08:00
bailantaotao
d758efc9ff
Merge pull request #1380 from bailantaotao/edwin/bitget/add-kline
FEATURE: [bitget] support kline subscription on stream
2023-11-01 19:32:14 +08:00
bailantaotao
d42b227b9c
Merge pull request #1385 from c9s/edwin/bitget/add-tickers-api
FEATURE: [bitget] add query tickers api
2023-11-01 19:31:55 +08:00
YC
8e76804b0c
Merge pull request #1376 from c9s/feature/query-trades-pagination
FEATURE: query trades from db page by page
2023-11-01 17:07:52 +08:00
c9s
2ffc617dac
Merge pull request #1386 from c9s/c9s/refactor-wall-strategy
REFACTOR: [wall] refactor wall strategy with common.Strategy
2023-11-01 17:06:17 +08:00
c9s
9dc57f01cd
wall: refactor wall strategy with common.Strategy 2023-11-01 16:57:07 +08:00
Edwin
00d4805321 pkg/exchange: add query tickers api 2023-11-01 16:14:21 +08:00
bailantaotao
de8f24cb7b
Merge pull request #1382 from bailantaotao/edwin/bitget/refactor-ticker-account
REFACTOR: [bitget] add rate limiter for account, ticker
2023-11-01 15:46:01 +08:00
c9s
a8ddf9a8d5
Merge pull request #1384 from c9s/c9s/backtest-minor-improvements
CHORE: minor improvements on backtest cmd
2023-11-01 15:35:07 +08:00
c9s
7a48d001a2
backtest: return closed kline channel when empty symbol is given 2023-11-01 15:23:27 +08:00
c9s
470eb7dc09
cmd: skip reports for session has no trade 2023-11-01 15:22:53 +08:00
なるみ
98b4bd2317
Merge pull request #1377 from c9s/narumi/rebalance/refactor
REFACTOR: [rebalance] submit one order at a time
2023-11-01 14:01:32 +08:00
Edwin
2cea089404 pkg/exchange: add rate limiter for query ticker, account 2023-11-01 13:20:46 +08:00
Edwin
102b662f7c pkg/exchange: support kline subscription on stream 2023-11-01 11:56:58 +08:00
Edwin
4bc177f21b pkg/exchange: refactor get symbol api 2023-10-31 14:48:40 +08:00
Yu-Cheng
1d2e46eca8 trade: query trades from db paginately 2023-10-31 14:20:20 +08:00
narumi
7c19bb9e20 submit one order at a time 2023-10-31 13:53:12 +08:00
chiahung
d33240ec83 rename and simplify import 2023-10-30 17:17:36 +08:00
chiahung
671772a767 FIX: retry to get open orders only for 5 times and do not sync orders updated in 3 min 2023-10-30 16:28:34 +08:00
kbearXD
be4c69c365
Merge pull request #1368 from c9s/feature/grid2/merge-recover
FEATURE: merge grid recover and active orders recover logic
2023-10-30 16:11:23 +08:00
c9s
dcd837f0f9
Merge pull request #1372 from bailantaotao/edwin/fix-precision
FIX: [bybit][kucoin] fix negative volume, price precision
2023-10-28 08:09:51 +08:00
なるみ
db1de0efb8
Merge pull request #1373 from c9s/narumi/xalign/max-amounts
FEATURE: [xalign] adjust quantity by max amount
2023-10-27 18:00:08 +08:00
Edwin
39c3d23da3 pkg/exchange: support ping/pong 2023-10-27 16:45:41 +08:00
Edwin
d07b766939 pkg/exchange: Use the same conn to avoid concurrent write issues. 2023-10-27 16:03:03 +08:00
Edwin
ba7e26c800 pkg/exchange: use NumFractionalDigits instead of math.Log10(Float64) due to precision problem 2023-10-27 15:28:35 +08:00
narumi
e8c9801535 adjust quantity by max amount 2023-10-27 15:01:41 +08:00
Edwin
2a85bbebf0 pkg/exchange: fix precision 2023-10-27 12:52:36 +08:00
chiahung
40ca323b2d merge recover logic 2023-10-26 16:29:05 +08:00
chiahung
f31d829294 FEAUTRE: merge grid recover and active orders recover 2023-10-26 14:55:33 +08:00
kbearXD
c4f1af00d7
Merge pull request #1361 from c9s/feature/grid2/recover-preparation-function
FEATURE: prepare query trades funtion for new recover
2023-10-26 13:59:33 +08:00
bailantaotao
8ddb31b339
Merge pull request #1365 from bailantaotao/edwin/make-jump-to-option-2
FEATURE: [batch] add jumpIfEmpty opts to closed order batch query
2023-10-26 11:22:29 +08:00
Edwin
55d444d86a pkg/exchange: add jumpIfEmpty opts to closed order batch query 2023-10-26 09:31:25 +08:00
bailantaotao
d762366a83
Merge pull request #1364 from bailantaotao/edwin/make-jump-to-option
FEATURE: [batch] add a jumpIfEmpty to batch trade option
2023-10-26 09:23:11 +08:00
Edwin
881db49b70 pkg/exchange: rename tradeRateLimiter to queryOrderTradeRateLimiter 2023-10-25 21:36:26 +08:00
Edwin
c611cfe73b pkg/exchange: add a jumpIfEmpty to batch trade option 2023-10-25 21:30:54 +08:00
chiahung
ab1bc998f9 FEATURE: prepare query trades funtion for new recover 2023-10-25 13:34:11 +08:00
c9s
4b9d52004f
Merge pull request #1355 from c9s/refactor/grid2/rename-and-move
REFACTOR: rename file and variable
2023-10-25 07:36:22 +08:00
narumi
3e5869cab3 remove zero padding from RMA 2023-10-24 17:03:40 +08:00
なるみ
4f35f21581
Merge pull request #1357 from c9s/narumi/rma-test-cases
FIX: Fix duplicate RMA values and add test cases
2023-10-24 17:01:36 +08:00
narumi
2a9fd10716 add rma test cases 2023-10-24 16:47:08 +08:00
narumi
22a7232e8b fix duplicate rma value 2023-10-24 16:37:44 +08:00
c9s
3fcc21c1f1
Merge pull request #1356 from c9s/c9s/fix-rma-zero-value-issue
FIX: fix rma zero value issue
2023-10-24 16:18:39 +08:00
c9s
4c1654652e
indicator: remove unnecessary zero value push 2023-10-24 13:44:49 +08:00
c9s
a9d9ef3792
Add AddSubscriber method on Float64Series 2023-10-24 13:44:25 +08:00
chiahung
3710c33670 REFACTOR: rename file and variable 2023-10-24 13:03:14 +08:00
kbearXD
7d97f573c5
Merge pull request #1350 from c9s/feature/grid2/twin-orderbook
FEATURE: [grid2] twin orderbook
2023-10-24 13:00:25 +08:00