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6,654 Commits 60 Branches 138 Tags 189 MiB
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Commit Graph

4779 Commits

Author SHA1 Message Date
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
c9s
c3ca5b75ac
types: add minNotionalSealant to adjust quantity method 2023-03-23 16:47:57 +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
chiahung
bc23055536 FEATURE: emit grid error when failed to recover or open grid 2023-03-20 16:27:08 +08:00
narumi
7114016bc9 clamp skew 2023-03-18 23:31:03 +08:00
Andy Cheng
b455ae7742
Merge pull request #1123 from andycheng123/fix/exits 
exits/trailingstop: fix typo
 2023-03-17 15:03:51 +08:00
kbearXD
294c09b9e8
Merge pull request #1119 from c9s/feature/grids/recover-from-trades 
FEATURE: make PinOrderMap's key from string to Pin
 2023-03-17 10:45:09 +08:00
Andy Cheng
bb8dbb155f
exits/trailingstop: fix typo 2023-03-17 10:43:47 +08:00
chiahung
8182840685 use fixedpoint.Value as key 2023-03-16 21:58:41 +08:00
c9s
0b922a929e
grid2: pull out backoff cancel all to cancelAllOrdersUntilSuccessful 2023-03-16 18:01:56 +08:00
chiahung
feabadeb59 FEATURE: make PinOrderMap's key from string to Pin 2023-03-16 17:34:02 +08:00
なるみ
57e3f46c5c
Merge pull request #1117 from c9s/narumi/fixedmaker/atr 
strategy: fixedmaker: add option to use ATR to adjust spread ratio
 2023-03-16 17:11:13 +08:00
narumi
939427c81f use ATR to adjust spread ratio 2023-03-16 17:03:45 +08:00
chiahung
a5675f72ad MINOR: use Debug config for debug log 2023-03-16 16:44:16 +08:00
なるみ
52b2ffebd1
Merge pull request #1113 from c9s/narumi/fixedmaker/skew 
strategy: fixedmaker: add skew to adjust bid/ask price
 2023-03-16 02:39:02 +08:00
narumi
cf9a2e55bf add skew to adjust bid/ask price 2023-03-16 02:04:26 +08:00
c9s
2fbe90b1e7
bbgo: fix: pass isolated context to SaveState() call 2023-03-15 22:50:50 +08:00
c9s
2378951c85
bbgo: should get isolation from the ctx when saving state 2023-03-15 22:47:40 +08:00
Yo-An Lin
4ac5a2a9e9
Merge pull request #1115 from c9s/bhwu/fix-correct-price-metrics 
FIX: [grid2] fix correct price metrics
 2023-03-15 22:10:17 +08:00
gx578007
74c465d943 FIX: [grid2] fix correct price metrics 2023-03-15 21:40:44 +08:00
chiahung
ffdc242f66 use debugOrders 2023-03-15 21:34:04 +08:00
chiahung
f987c85f17 move info log to debug log 2023-03-15 21:12:59 +08:00
chiahung
e686a26dda FEATURE: verify the grids before emit filled orders 2023-03-15 20:15:53 +08:00
chiahung
26054e4958 fix on max api level 2023-03-15 18:09:46 +08:00
chiahung
891cac0640 FIX: fix wrong fee currency 2023-03-15 17:29:17 +08:00
narumi
0f9319a2f5 make CreatePositions and CreateProfitStats public 2023-03-15 16:01:13 +08:00
c9s
0882bc4960
bollmaker: log submit order error 2023-03-15 13:26:27 +08:00
c9s
40040ff399
bump version to v1.44.1 2023-03-15 13:22:35 +08:00
なるみ
7d91fd01d8
Merge pull request #1109 from c9s/narumi/rebalance/fix-order-executor-not-found 
fix: rebalance: fix positions and profit stats map
 2023-03-15 12:25:19 +08:00
Andy Cheng
0a6c41cfe7
fix/bollmaker: fix s.MinProfitActivationRate condition 2023-03-15 11:06:26 +08:00
Andy Cheng
ca4890425c
fix/bollmaker: MinProfitActivationRate is disabled if it's not set 2023-03-15 10:57:18 +08:00
narumi
0458858de0 fix position and profitstats 2023-03-14 19:27:41 +08:00
chiahung
da48e0fc85 make end_time down to start_time + 3 days if end_time > start_time + 3 days 2023-03-14 18:39:36 +08:00
chiahung
e0b445f1c1 FEATURE: make MAX QueryTrades support start_time, end_time 2023-03-14 16:32:00 +08:00
kbearXD
ee4388406e
Merge pull request #1097 from c9s/feature/grids/recover-from-trades 
FEATURE: get filled orders when bbgo down
 2023-03-14 15:15:32 +08:00
chiahung
dce1e4c7d4 rename buildSyncOrderMap to SyncOrderMap 2023-03-14 14:35:15 +08:00
なるみ
cddf3570f2
Merge pull request #1104 from c9s/narumi/rebalance/balance 
fix: rebalance: adjust max amount by balance
 2023-03-14 14:06:31 +08:00
chiahung
9da8c39d2c avoid re-query same order 2023-03-14 13:46:46 +08:00
chiahung
4af8523144 new struct PinOrderMap 2023-03-14 10:47:25 +08:00
chiahung
7af4e3bf8a FEATURE: get filled orders when bbgo down 2023-03-14 10:47:23 +08:00
c9s
60d7d20ced
grid2: fix newline for the message format 2023-03-14 00:29:13 +08:00
なるみ
add9372eba use mid price to calculate weight 2023-03-13 15:30:33 +00:00
narumi
0690518dc7 add option to rebalance on start 2023-03-13 22:43:42 +08:00
narumi
640001ffa1 check minimal order quantity 2023-03-13 22:39:22 +08:00
narumi
c9f6995701 fix OrderExecutorMap's SumbitOrders 2023-03-13 22:39:04 +08:00
narumi
0b7f42c382 adjust max amount by balance 2023-03-13 22:39:01 +08:00
c9s
b58dcaba79
bump version to v1.44.0 2023-03-13 22:04:23 +08:00
Yo-An Lin
4b3f00fe79
Merge pull request #1105 from c9s/strategy/grid2/client-order-id-max 
grid2: use newClientOrderID only for max
 2023-03-13 21:47:02 +08:00
Yo-An Lin
07ebd83a62
Merge pull request #1052 from andycheng123/improve/linregmaker-minprofit 
Improve/linregmaker minprofit
 2023-03-13 21:31:28 +08:00
c9s
35ceda8408
grid2: use newClientOrderID only for max 2023-03-13 21:27:13 +08:00
gx578007
4b540fce88
Merge pull request #1100 from c9s/bhwu/grid2/specify-client-order-id 
FIX: [grid2] specify client order id explicitly
 2023-03-13 18:51:27 +08:00
gx578007
83ba32bf2f mock SubmitOrders by DoAndReturn 2023-03-13 18:43:52 +08:00
kbearXD
57d420fd6c
Merge pull request #1098 from c9s/fix/precision/format-string 
FIX: fix format string float point issue
 2023-03-13 16:44:06 +08:00
Andy Cheng
360173ac2b
fix/linregmaker: fix syntax error 2023-03-13 16:35:19 +08:00
Andy Cheng
cb412dc13f
improve/bollmaker: add MinProfitActivationRate 2023-03-13 16:35:19 +08:00
Andy Cheng
5fc459d404
improve/linregmaker: rename MinProfitDisableOn to MinProfitActivationRate 2023-03-13 16:35:19 +08:00
Andy Cheng
6e854f8027
improve/linregmaker: add MinProfitSpread 2023-03-13 16:35:19 +08:00
Andy Cheng
3c14382c3c
improve/linregmaker: fix StandardIndicatorSet initialization problem 2023-03-13 16:35:19 +08:00
Andy Cheng
a607f230d6
improve/linregmaker: more log for can buy sell 2023-03-13 16:35:19 +08:00
Andy Cheng
0ea345a18c
improve/linregmaker: fix balance calculation in backtesting 2023-03-13 16:35:18 +08:00
chiahung
51a52d1c18 comment out negative precision for dnum 2023-03-13 11:28:40 +08:00
narumi
4559a35f31 graceful cancel in rebalance strategy 2023-03-13 00:49:49 +08:00
c9s
b050ae4098
grid2: fix log format 2023-03-11 16:03:13 +08:00
narumi
74656e0e49 fix fixedmaker errors 2023-03-10 18:39:30 +08:00
gx578007
16b30960cc FIX: [grid2] specify client order id explicitly 2023-03-10 18:29:53 +08:00
chiahung
8c9ed0538f add more test case 2023-03-10 17:55:55 +08:00