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8,394 Commits 61 Branches 138 Tags 189 MiB
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6177 Commits

Author SHA1 Message Date
chiahung.lin
5936cf32c7 FEATURE: add metrics for dca2 
add log to debug
 2024-03-04 20:53:15 +08:00
narumi
3ef7d3e09e add balance type 2024-03-04 19:58:34 +08:00
chiahung.lin
9ac8bb916d dca2: all the profit will use in the first order of the next round 
fix precision problem

truncate profit first
 2024-03-04 14:49:39 +08:00
giou-k
0013ec30db Add smma indicator and test 2024-03-01 11:36:48 +02:00
edwin
933ba31b05 pkg/exchange: rm redundant codes 2024-03-01 13:52:38 +08:00
root
2567bd0caa set the defauinteralv alue to 1m 2024-02-28 15:02:57 +08:00
root
151722664f Use configuration instead of kine fixed interval 2024-02-28 14:41:25 +08:00
c9s
4f57c5b842
Merge pull request #1545 from c9s/feat/add-universal-cancel-all-orders 
FEATURE: add universal cancel all orders api helper
 2024-02-27 22:12:16 +08:00
c9s
95100195ad
bump version to v1.57.0 2024-02-27 22:02:21 +08:00
edwin
1e35432e21 pkg/exchange: refactor log 2024-02-26 11:40:13 +08:00
なるみ
9538a41c1b
Merge pull request #1541 from c9s/narumi/price-type 
FEATURE: [rebalance] add price type
 2024-02-23 20:32:09 +08:00
c9s
b72a176b91
Merge pull request #1547 from c9s/refactor/tradingutil 
REFACTOR: move trading related utility functions to the tradingutil package
 2024-02-23 19:25:03 +08:00
c9s
36e90cf5ca
grid2: rename filterPrice to roundAndTruncatePrice 2024-02-23 18:50:57 +08:00
c9s
24013a82ab
Merge pull request #1546 from c9s/feat/add-exchange-field-to-market 
FEATURE:  add exchange field to types.Market
 2024-02-23 18:49:31 +08:00
c9s
a298950be8
move trading related utility functions to the tradingutil package 2024-02-23 18:47:49 +08:00
c9s
4aca676b4d
all: add exchange field to types.Market 2024-02-23 18:36:52 +08:00
c9s
0b0bc7e179
tradingutil: return anyErr if anyErr is not nil 2024-02-23 18:33:30 +08:00
c9s
3b8a3bed5f
add universal cancel all orders api helper 2024-02-23 16:56:30 +08:00
narumi
dae445ad5c unmarshal price type 2024-02-23 16:29:26 +08:00
bailantaotao
d0ed34c4e1
Merge pull request #1544 from c9s/edwin/bitget/batch-subscribe 
FIX: [bitget] batch subscribe channel
 2024-02-23 16:07:49 +08:00
edwin
3a18edd5ab pkg/exchange: batch subscribe channel 2024-02-23 15:48:57 +08:00
edwin
5c7509523b pkg/exchange: use new size instead of size 2024-02-23 14:08:35 +08:00
narumi
8f2d551399 add price type 2024-02-23 14:05:25 +08:00
c9s
06c533f3d7
Merge pull request #1531 from c9s/c9s/improve-deposit2transfer-logs 
improve: [deposit2transfer] improve deposit logging
 2024-02-22 22:47:17 +08:00
c9s
0f001a9151
Merge pull request #1534 from c9s/edwin/okx/refine-rate-limit 
FIX: [okx] refine okx rate limiter
 2024-02-22 22:46:43 +08:00
c9s
75cb5dd09c
check order pointer 2024-02-22 14:26:01 +08:00
edwin
f135b6dcc4 pkg/exchange: refine okx rate limiter 2024-02-22 09:21:04 +08:00
c9s
3cee573dbd
Merge pull request #1538 from c9s/c9s/fix-and-improve-query-order-until-filled 
FIX: [retry] fix and improve QueryOrderUntilFilled status check
 2024-02-21 17:09:02 +08:00
c9s
c68832459d
retry: fix and improve QueryOrderUntilFilled status check 2024-02-21 16:56:11 +08:00
c9s
9ddd91aea5
Merge pull request #1537 from c9s/c9s/fix-slack-attachment 
FIX: [slacknotifier] handle slack.Attachment pointer
 2024-02-21 15:37:26 +08:00
c9s
ac181959e5
slacknotifier: handle slack.Attachment pointer 2024-02-21 15:24:45 +08:00
edwin
b6261c2516 pkg/exchange: add limit maker type to place order 2024-02-20 18:20:07 +08:00
edwin
516c5e8137 pkg/exchange: print more logs 2024-02-20 17:55:47 +08:00
edwin
3bd2d90e3c pkg/exchange: allow char in place order 2024-02-20 15:14:09 +08:00
c9s
c6db392a26
deposit2transfer: improve deposit logging 2024-02-15 11:43:59 +08:00
edwin
262c05f83c pkg/exchange: fix trade id 2024-02-08 01:37:35 +08:00
narumi
502685f5d8 check dust quantity by taker price 2024-02-06 17:21:26 +08:00
narumi
541d19d826 modify log again 2024-02-06 17:03:51 +08:00
c9s
d015670d63
binance: add TestClient_GetDepth test 2024-02-06 15:33:55 +08:00
c9s
0cf028d192
binance: define more event types 2024-02-06 15:28:56 +08:00
c9s
5206ec98c8
binance: make util functions private 2024-02-06 15:28:56 +08:00
c9s
e031acca13
binance: support partial depth event parsing 2024-02-06 15:28:56 +08:00
c9s
87364d0ca7
binance: refine the IsBookTicker checker written by tonyq 2024-02-06 15:28:56 +08:00
c9s
fce603064f
binance: define event types and add partial depth detection 2024-02-06 15:28:56 +08:00
c9s
97b922a8b2
binance: remove debug code 2024-02-06 15:28:56 +08:00
c9s
f734c699bc
add LastUpdateId to the SliceOrderBook struct 2024-02-06 15:28:55 +08:00
c9s
b3ef66dff4
binance: set snapshot.Time to now() 2024-02-06 15:28:55 +08:00
c9s
7e5d25a7e0
binance: implement GetDepthRequest with requestgen 2024-02-06 15:28:55 +08:00
なるみ
2f40149387
Merge pull request #1527 from c9s/narumi/atrpin/log 
CHORE: [atrpin] modify position log
 2024-02-06 15:19:01 +08:00
narumi
a1995db014 log with field symbol 2024-02-06 15:08:01 +08:00
c9s
24952581fe
Merge pull request #1526 from c9s/c9s/simplify-booksignal-struct 
FIX: simplify booksignal struct
 2024-02-06 13:02:25 +08:00
narumi
a9198c0127 modify position log 2024-02-06 12:14:54 +08:00
bailantaotao
1c98e603b1
Merge pull request #1525 from c9s/edwin/binance-update-api-changes-3 
FEATURE: [binance] add margin request
 2024-02-06 10:02:38 +08:00
edwin
836f1f9490 pkg/exchange: use fixedpoint as value 2024-02-06 09:37:04 +08:00
c9s
996a1ecdc1
deposit2transfer: reduce log frequency 2024-02-06 00:39:05 +08:00
c9s
ca4f3f5039
fix rbtree copy limit checker 2024-02-06 00:36:49 +08:00
c9s
3594f85ed0
types: fix copy limit checking 2024-02-06 00:36:49 +08:00
c9s
24e465e5b6
binance: fix parser parsebytes 2024-02-06 00:36:49 +08:00
c9s
eea4c43619
binance: use predecl return vars 2024-02-06 00:36:49 +08:00
c9s
75a2abeeab
max: reduce kline parsing cost 2024-02-06 00:36:49 +08:00
c9s
f64b0e7a9f
binance: pre-allocate PriceVolumeSlice memory 2024-02-06 00:36:48 +08:00
c9s
2ec01e3d28
binance: use fastjson parser pool 2024-02-06 00:36:48 +08:00
edwin
54784f8c54 pkg/exchange: rm timestamp 2024-02-05 17:02:46 +08:00
edwin
c73fc65c6d pkg/exchange: add margin transfer request 2024-02-05 17:00:57 +08:00
chiahung.lin
dfb65ba9e3 [dca2] add dev mode field for dev 
use pointer

IsNewStrategy -> IsNewAccount

[dca2] recover at cancelling stage

new var recoverSinceLimit

fix profit stats round bug
 2024-02-05 16:19:53 +08:00
c9s
565cdef54f
Merge pull request #1524 from c9s/edwin/binance-update-api-changes-2 
MINOR: [binance] update borrow/repay api changes
 2024-02-05 15:08:44 +08:00
edwin
f77d03d270 pkg/exchange: update borrow/repay api changes 2024-02-05 12:11:36 +08:00
c9s
aad3f89492
Merge pull request #1523 from c9s/edwin/binance/update-api-changes 
MAJOR: [binance] replace margin/transfer to asset/transfer
 2024-02-05 11:42:25 +08:00
c9s
3c73c28141
Merge pull request #1520 from c9s/edwin/okx/add-response-validation-func 
FEATURE: [okx] add response validation func
 2024-02-05 11:42:03 +08:00
edwin
b6717f2fcf pkg/exchange: replace /sapi/v1/margin/transfer to /sapi/v1/asset/transfer 2024-02-05 11:18:40 +08:00
Michal Jirman
825be2a08e
indicator: keltner channel 2024-02-03 17:13:51 +05:45
Michal Jirman
f8175a9cfe
telegram: prevent sending error in case of no opened position 2024-02-02 21:44:27 +05:45
edwin
3846b2aead pkg/exchange: add response validation func 2024-02-01 14:40:59 +08:00
Edwin
f0ad014837 pkg/exchange: support kline subscriptions 2024-01-30 12:17:50 +08:00
Edwin
429036985c pkg/exchange: add new kline stream 2024-01-30 10:23:10 +08:00
Edwin
d2b45f5d58 pkg/exchange: refactor kline api 2024-01-29 20:59:53 +08:00
c9s
bfbf415c15
tri: fix tests 2024-01-29 20:23:24 +08:00
c9s
192c12cd22
bump version to v1.56.2 2024-01-29 15:47:36 +08:00
c9s
35b7667da6
add the missing file 2024-01-29 15:45:48 +08:00
c9s
9c4cd3115f
bump version to v1.56.1 2024-01-28 14:30:36 +08:00
c9s
9efd8bd604
fix backtest Initialize call 2024-01-28 14:29:54 +08:00
c9s
4b70f864ff
tri: update quantity truncation method 2024-01-26 17:16:06 +08:00
c9s
67b500fce5
tri: fix tri bugs 2024-01-26 17:14:31 +08:00
c9s
4d5e3501df
bump version to v1.56.0 2024-01-26 16:44:11 +08:00
c9s
93bddfdccd
fix database config parsing 2024-01-26 16:39:05 +08:00
c9s
c1484771ea
binance: make the error message clear 2024-01-24 18:22:35 +08:00
c9s
3aa6b0c13c
max: remove unused parseBookEntries function 2024-01-24 17:56:04 +08:00
c9s
18ccc78d83
binance: apply DefaultDepthLimit to 5000 2024-01-24 17:53:04 +08:00
c9s
07eb723da4
binance: support more depth level 2024-01-24 17:51:02 +08:00
c9s
805fea32df
types: avoid using defer unlock in CopyDepth 2024-01-24 17:48:13 +08:00
c9s
6cf5300650
max: preallocate fastjson array object var memory 2024-01-24 16:58:42 +08:00
c9s
e67155d6cc
max: optimize book parsing 2024-01-24 16:58:42 +08:00
c9s
fcd367b8c2
max: pre-allocate price volume slice memory 2024-01-24 16:58:42 +08:00
c9s
cb1133b0e0
Merge pull request #1512 from c9s/c9s/fix-boll-history-kline-push 
FIX: [bollmaker] fix bollinger indicator history kline push
 2024-01-24 16:36:12 +08:00
c9s
dd07bc7159
fix bollinger indicator history kline push 2024-01-24 16:25:28 +08:00
c9s
f18433409d
Merge pull request #1511 from c9s/c9s/update-migrations 
MINOR: compile and update migration package
 2024-01-24 16:08:59 +08:00
c9s
ee1a2727f6
compile and update migration package 2024-01-24 15:56:04 +08:00
c9s
884b8f2b45
Merge pull request #1509 from c9s/kbearXD/dca2/profit-stats-and-recover 
[dca2] fix dca2 bug
 2024-01-24 15:50:09 +08:00
c9s
59713fa532
support extra migration packages 2024-01-24 15:33:17 +08:00
c9s
e6f911380d
max: set max websocket book default level 2024-01-24 13:52:49 +08:00
chiahung.lin
d13d882fc4 remove unused log 
remove running field
 2024-01-23 15:53:20 +08:00
Edwin
7841813fe0 pkg/exchange: fix okx query open order time param 2024-01-23 14:26:40 +08:00
c9s
0e5ff14d1c
Merge pull request #1506 from c9s/feature/rockhopper-v2 
FEATURE: upgrade migration tool rockhopper to v2
 2024-01-19 20:06:50 +08:00
c9s
611b2a9247
improve bbgo db migration process 2024-01-19 15:28:56 +08:00
c9s
3e233627be
add migration package name 2024-01-19 15:28:56 +08:00
c9s
9a1b50dee9
upgrade rockhopper to v2 2024-01-19 15:28:56 +08:00
chiahung.lin
1b33308450 fix bug and new field running to help to test 2024-01-18 15:39:56 +08:00
Edwin
ac649b3bd4 pkg/exchange: add cash trade mode to place order req 2024-01-18 14:13:38 +08:00
bailantaotao
8ceadd80f3
Merge pull request #1504 from c9s/edwin/okx/implement-ping-interval 
FEATURE: [okx] set ping interval
 2024-01-18 09:17:08 +08:00
chiahung.lin
465206afba use cancel api not GracefulCancel in CleanUp 2024-01-17 17:30:37 +08:00
chiahung.lin
44dc5c5a65 remove balance checker 2024-01-17 16:52:04 +08:00
bailantaotao
62c19b4d99
Merge pull request #1502 from c9s/edwin/okx/order-trade-event 
REFACTOR: [okx] refactor order trade event by json.Unmarshal
 2024-01-17 16:20:17 +08:00
Edwin
80d8c000bc pkg/exchange: set ping interval 2024-01-17 15:58:54 +08:00
chiahung.lin
9836dc603c truncate notional when open position 2024-01-17 15:22:03 +08:00
chiahung.lin
a363377c26 [dca2] new struct profit stats and its recover 2024-01-17 15:22:03 +08:00
Edwin
c5d2047605 pkg/exchange: emit balance snapshot after authed 2024-01-17 14:15:44 +08:00
Edwin
91913f021c pkg/exchange: refactor order trade event by json.Unmarshal 2024-01-16 15:36:51 +08:00
Edwin
11506fb605 pkg/exchange: fix queryTrades and queryOrderTrade api 2024-01-16 09:10:33 +08:00
Edwin
fa145a3622 pkg/exchange: refactor query closed order 2024-01-15 11:41:17 +08:00
Edwin
228bfba525 pkg/fixedpoint: support "" on fixedpoint.Value.unmarshalJson 2024-01-14 15:52:57 +08:00
Edwin
b352ae855f pkg/exchange: add query open orders 2024-01-14 15:52:54 +08:00
c9s
c01be14c70
max: remove unused var 2024-01-11 15:20:38 +08:00
c9s
68be0badca
max: improve depth parsing speed 2024-01-11 15:20:19 +08:00
c9s
905148a34f
maxapi: use fastjson parser pool 2024-01-11 15:20:06 +08:00
Edwin
373242d306 pkg/exchange: generate cancel order by requestgen 2024-01-11 11:29:04 +08:00
bailantaotao
8eb555619f
Merge pull request #1494 from c9s/edwin/okx/place-order 
FEATURE: [okx] generate place order request by requestgen
 2024-01-11 10:33:31 +08:00
bailantaotao
9da91304ac
Merge pull request #1496 from c9s/edwin/pkx/fix-sub-events 
FEATURE: [okx] support Unsubscription and Resubscription
 2024-01-10 20:49:32 +08:00
Edwin
260eef3b0c pkg/exchange: generate place order request by requestgen 2024-01-10 16:17:13 +08:00
kbearXD
4a0c9ca032
Merge pull request #1474 from c9s/kbearXD/dca2/callbacks-and-close 
FEATURE: [dca2] add callbacks and shutdown function
 2024-01-10 15:10:08 +08:00
chiahung.lin
6e661c805a fix 2024-01-10 14:37:07 +08:00
Edwin
a7aa34c396 pkg/exchange: add comment 2024-01-10 14:07:25 +08:00
Edwin
1dedd32f42 pkg/exchange: support unsubscribe and resubscribe 2024-01-10 13:56:17 +08:00
chiahung.lin
d3bc37f45e use CommonCallback and pull PersistenceTTL out 2024-01-09 16:01:10 +08:00
Edwin
9297293a46 pkg/exchange: refactor query account balance 2024-01-09 15:59:05 +08:00
Edwin
a463c02183 pkg/exchange: generate account by requestgen 2024-01-09 15:58:42 +08:00
bailantaotao
c2e3fed6d3
Merge pull request #1492 from c9s/edwin/okx/refactor-tickers 
FEATURE: [okx] generate ticker request by requestgen
 2024-01-09 15:38:28 +08:00
bailantaotao
0bf1e4ed59
Merge pull request #1489 from c9s/edwin/okx/refactor-account-info 
REFACTOR: [okx] refactor account info
 2024-01-09 14:45:17 +08:00
Edwin
188b781116 pkg/exchange: add rate limiter to ticker/tickers 2024-01-09 13:57:19 +08:00
Edwin
6d7a01ffae pkg/exchange: generate ticker request by requestgen 2024-01-09 13:57:03 +08:00
Edwin
caef31d760 pkg/exchange: early return if error 2024-01-09 11:58:43 +08:00
Edwin
6e160e7a36 pkg/exchange: add rate limiter to QueryMarkets 2024-01-09 11:56:10 +08:00
Edwin
ba5882f7b6 pkg/exchange: generate instrument request by requestgen 2024-01-09 11:55:49 +08:00
Edwin
147b31d81d pkg/exchange: refactor account stream 2024-01-09 10:59:35 +08:00
bailantaotao
a680df2938
Merge pull request #1486 from c9s/edwin/okx/add-market-trade-stream 
FEATURE: [okx] support market trade streaming
 2024-01-09 10:58:24 +08:00
c9s
2ff74a5f86
autoborrow: add repaid alert 2024-01-09 09:59:53 +08:00
c9s
f33ed6a527
Merge pull request #1485 from c9s/narumi/xgap/improve-log 
CHORE: [xgap] print currency when insufficient balance
 2024-01-09 00:53:16 +08:00
Edwin
2e34f7840a pkg/exchange: support market trade streaming 2024-01-08 21:27:26 +08:00
chiahung.lin
21e87079b5 FEATURE: ProfitStats for dca2 2024-01-08 18:25:11 +08:00
chiahung.lin
468b73abb6 bbgo.Sync profit stats 2024-01-08 18:25:11 +08:00
chiahung.lin
faaaaabce3 FEATURE: rename and use specific profit stats 2024-01-08 18:25:11 +08:00