Commit Graph

6796 Commits

Author SHA1 Message Date
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
8919bdd212
update go-binance package 2023-03-24 18:36:32 +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