c9s
|
007f3c9531
|
autoborrow: add margin level check back
|
2023-06-13 23:17:24 +08:00 |
|
c9s
|
1855e52838
|
xalign: graceful cancel orders when shutting down
|
2023-06-13 17:29:19 +08:00 |
|
c9s
|
0a7c0632c4
|
xalign: use %+v format for submit order
|
2023-06-13 17:08:37 +08:00 |
|
c9s
|
6308ef5107
|
autoborrow: repay debt first
|
2023-06-13 14:21:16 +08:00 |
|
c9s
|
476378e742
|
xalign:add one more dust check
|
2023-06-13 13:53:51 +08:00 |
|
c9s
|
599b18fc3c
|
xalign: skip dust quantity
|
2023-06-13 13:49:22 +08:00 |
|
c9s
|
358e873582
|
xalign: add notification
|
2023-06-13 13:47:01 +08:00 |
|
c9s
|
64dcef3429
|
xalign: fix tick size calculation
|
2023-06-13 13:44:31 +08:00 |
|
c9s
|
dadf22e48f
|
xalign: add more log
|
2023-06-13 13:40:39 +08:00 |
|
c9s
|
5a30bedc77
|
autoborrow: always repay first when it deposits
|
2023-06-13 13:23:10 +08:00 |
|
c9s
|
fe5a6f4c36
|
xalign: fix quote amount check
|
2023-06-13 12:42:07 +08:00 |
|
c9s
|
740cfe6d5c
|
xalign: fix session refs
|
2023-06-13 12:27:38 +08:00 |
|
c9s
|
909c8f5cc7
|
xalign: add more checks
|
2023-06-13 12:25:10 +08:00 |
|
c9s
|
518c6938be
|
xalign: add more checks
|
2023-06-13 12:25:04 +08:00 |
|
chiahung
|
49971a2e50
|
use existing interface
|
2023-06-12 17:15:56 +08:00 |
|
chiahung
|
18a7520fa7
|
MINOR: add test for recovery
|
2023-06-12 17:15:56 +08:00 |
|
chiahung
|
2f050332eb
|
FEATURE: query trades until hard limit or finish filled
|
2023-06-12 17:15:56 +08:00 |
|
chiahung
|
f38cfb6ea3
|
REFACTOR: refactor for future test
|
2023-06-12 17:15:56 +08:00 |
|
chiahung
|
61892eb2df
|
renaming
|
2023-06-12 17:15:56 +08:00 |
|
chiahung
|
93d35cc423
|
FEATURE: use TwinOrder to recover
|
2023-06-12 17:15:56 +08:00 |
|
c9s
|
f6f3293191
|
xalign: round up requiredQuoteAmount
|
2023-06-09 11:04:31 +08:00 |
|
c9s
|
8baafdf329
|
xalign: add DryRun and fix quote amount calculation
|
2023-06-08 23:15:26 +08:00 |
|
c9s
|
7a6000a316
|
xalign: fix instanceID
|
2023-06-08 18:05:58 +08:00 |
|
c9s
|
db43c87227
|
xalign: load interval from config
|
2023-06-08 17:02:06 +08:00 |
|
c9s
|
c9ee4e52cc
|
xalign: add xalign strategy
|
2023-06-08 17:02:05 +08:00 |
|
c9s
|
0f141c7f79
|
schedule: add MinBaseBalance config
|
2023-06-07 16:36:38 +08:00 |
|
c9s
|
e0e27e75bb
|
schedule: graceful cancel orders before the next submission
|
2023-06-07 16:30:54 +08:00 |
|
c9s
|
f6a300a7c4
|
schedule: add useLimitOrder option
|
2023-06-07 16:27:36 +08:00 |
|
Yo-An Lin
|
c0bb953019
|
Merge pull request #1185 from c9s/c9s/fix-autoborrow
FIX: [autoborrow] add max borrowable check and add more notifications
|
2023-06-01 21:24:34 +08:00 |
|
c9s
|
b55fbd5c96
|
autoborrow: check maxBorrowable
|
2023-06-01 12:27:39 +08:00 |
|
c9s
|
95e1f10934
|
autoborrow: send notify when auto repay is skip
|
2023-06-01 12:18:53 +08:00 |
|
c9s
|
1dfb0cd1a1
|
autoborrow: notify balance delta event
|
2023-06-01 12:13:51 +08:00 |
|
c9s
|
f349f3620c
|
autoborrow: add SlackAttachment support to the binance balance update event
|
2023-06-01 12:13:22 +08:00 |
|
c9s
|
c9c13b2013
|
all: replace all Index(i) callers
|
2023-06-01 07:46:50 +08:00 |
|
c9s
|
5515f588e3
|
all: add parameter index to the Last method
|
2023-05-31 19:35:44 +08:00 |
|
c9s
|
ba0102e992
|
pivotshort: fix find pivot func call
|
2023-05-31 13:08:21 +08:00 |
|
Yo-An Lin
|
67fe27774c
|
Merge pull request #1179 from c9s/c9s/refactor-indicator
FEATURE: new indicator API design
|
2023-05-29 17:06:16 +08:00 |
|
c9s
|
5ef7da8422
|
grid2: fix precheck
|
2023-05-26 16:09:07 +08:00 |
|
c9s
|
9fac61351d
|
all: rename Minus() to Sub()
|
2023-05-26 15:06:52 +08:00 |
|
c9s
|
648e99f52a
|
all: refactor and rename indicator.MACD to indicator.MACDLegacy
|
2023-05-26 15:06:52 +08:00 |
|
c9s
|
273659a870
|
grid2: update comment
|
2023-05-26 14:51:06 +08:00 |
|
c9s
|
8c09c9668a
|
grid2: improve base quote investment check
|
2023-05-26 14:49:56 +08:00 |
|
c9s
|
f7a5c84768
|
all: reformat code
|
2023-05-25 14:01:22 +08:00 |
|
c9s
|
8e426ca4bf
|
grid2: add last price == sell price case
|
2023-05-25 13:31:47 +08:00 |
|
Yo-An Lin
|
862848721f
|
Fix placeSell condition
|
2023-05-24 17:52:14 +08:00 |
|
c9s
|
26cbd60a66
|
grid2: add one more test case for base + quote
|
2023-05-23 17:36:01 +08:00 |
|
c9s
|
1cf788c925
|
grid2: fix base + quote order placement and add test case
|
2023-05-23 17:34:03 +08:00 |
|
c9s
|
d5cf53ee94
|
grid2: fix comparison
|
2023-05-22 18:20:34 +08:00 |
|
c9s
|
ce2bd7ca7d
|
grid2: override placeSell if BaseGridNumber is defined
|
2023-05-22 18:13:51 +08:00 |
|
c9s
|
2046ccc791
|
grid2: pull out sell boolean var
|
2023-05-22 18:10:51 +08:00 |
|
c9s
|
0c6ef38ea3
|
grid2: apply baseGridNumber
|
2023-05-22 18:08:39 +08:00 |
|
c9s
|
f11d869d02
|
grid2: sub 1 only when num > 0
|
2023-05-22 17:26:22 +08:00 |
|
c9s
|
6ae5d2f33a
|
grid2: round down before the quantity calculation
|
2023-05-22 17:25:00 +08:00 |
|
c9s
|
a083ec8395
|
grid2: check numberOfSellOrders == 0
|
2023-05-22 17:20:16 +08:00 |
|
c9s
|
c93a3d14b3
|
grid2: round up minBaseQuantity
|
2023-05-19 16:46:17 +08:00 |
|
c9s
|
4c13171cb0
|
grid2: add more test for spec
|
2023-05-19 16:42:26 +08:00 |
|
c9s
|
3a2dbc934b
|
grid2: add TestStrategy_calculateBaseQuoteInvestmentQuantity test case
|
2023-05-19 16:37:44 +08:00 |
|
c9s
|
0c4cd7049f
|
grid2: rewrite the base+quote algo
|
2023-05-19 15:04:17 +08:00 |
|
c9s
|
86a99b5902
|
grid2: truncate max base quantity
|
2023-05-19 13:56:01 +08:00 |
|
c9s
|
17b05b61ba
|
strategy: fix fastCancel api calls
|
2023-05-16 16:44:40 +08:00 |
|
c9s
|
027fe9f5e1
|
drift: adopt the fastOrderExecutor
|
2023-05-16 16:39:04 +08:00 |
|
Andy Cheng
|
f864cc895c
|
feature/profitReport: accumulated profit report as a package
|
2023-05-11 14:54:45 +08:00 |
|
Andy Cheng
|
b148a02491
|
strategy/supertrend: add net profit
|
2023-05-08 13:43:25 +08:00 |
|
c9s
|
829edeb401
|
grid2: improve warning message
|
2023-04-28 16:16:23 +08:00 |
|
c9s
|
f958120fb5
|
grid2: remove the len check since we just iterate
|
2023-04-28 16:12:57 +08:00 |
|
c9s
|
717de67d5a
|
grid2: improve log and try best to return the order fee
|
2023-04-28 16:07:03 +08:00 |
|
c9s
|
5a901e929c
|
grid2: apply defensive programming on the order quantity
|
2023-04-28 16:02:28 +08:00 |
|
c9s
|
32b2c43198
|
grid2: emit grid profit after profit stats fix
|
2023-04-27 00:33:42 +08:00 |
|
c9s
|
46a6d896a2
|
grid2: improve the if err syntax
|
2023-04-26 23:48:02 +08:00 |
|
c9s
|
0c72ac2386
|
grid2: fix typo
|
2023-04-26 23:37:20 +08:00 |
|
c9s
|
b358cec235
|
grid2: check if profitStats.Since.IsZero
|
2023-04-26 23:36:53 +08:00 |
|
c9s
|
f1919a2b43
|
grid2: check profitStats.Since for the since time range
|
2023-04-26 23:34:56 +08:00 |
|
c9s
|
2efdee9347
|
grid2: add timeout context to the fixer
|
2023-04-26 23:30:09 +08:00 |
|
c9s
|
bd5e98e543
|
grid2: add more log
|
2023-04-26 23:07:01 +08:00 |
|
c9s
|
68974bc0b4
|
grid2: fix profitstats.Since when possible
|
2023-04-26 22:10:45 +08:00 |
|
c9s
|
55c84e005b
|
grid2: add one more check for profitStats.InitialOrderID
|
2023-04-26 22:06:53 +08:00 |
|
c9s
|
77f6c6bb46
|
bbgo: lock strategy before we sync data
|
2023-04-26 18:07:29 +08:00 |
|
c9s
|
036bae692e
|
grid2: move emitGridReady to earlier
|
2023-04-26 18:07:29 +08:00 |
|
c9s
|
e8a761e331
|
grid2: add profitFixer and tests
|
2023-04-26 17:25:31 +08:00 |
|
Andy Cheng
|
4b2c5198fa
|
strategy/supertrend: add strategy parameter fields in profit report
|
2023-04-26 10:32:43 +08:00 |
|
Yo-An Lin
|
cd69232156
|
Merge pull request #1155 from andycheng123/improve/supertrend
|
2023-04-20 18:48:39 +08:00 |
|
Andy Cheng
|
9f8576bb38
|
improve/supertrend: different way to calculate order amount for backtesting
|
2023-04-20 18:37:48 +08:00 |
|
Andy Cheng
|
1fb6e79090
|
improve/supertrend: fix typo
|
2023-04-20 18:11:47 +08:00 |
|
Andy Cheng
|
4b8adf6ed5
|
improve/supertrend: adding opposite position amount to the order amount instead of closing opposite position
|
2023-04-20 17:53:20 +08:00 |
|
chiahung
|
ed4e0b03e7
|
add open orders back to active order book if no need to recover
|
2023-04-18 15:47:00 +08:00 |
|
chiahung
|
d00a91441c
|
FEATURE: move metrics to defer funciton
|
2023-04-18 15:13:20 +08:00 |
|
chiahung
|
a0aae23bf3
|
FIX: fix emit ready twice and add error log
|
2023-04-14 18:30:38 +08:00 |
|
c9s
|
4ab54f586b
|
grid2: emit grid error when open grid failed
|
2023-04-14 15:15:28 +08:00 |
|
chiahung
|
6029bd268d
|
update log message
|
2023-04-07 00:40:32 +08:00 |
|
chiahung
|
cc5ebd5b2c
|
move emit ready and update metrics
|
2023-04-06 23:57:54 +08:00 |
|
c9s
|
fba73f11ea
|
grid2: update metrics and trigger ready callback
|
2023-04-06 23:24:08 +08:00 |
|
chiahung
|
542467245e
|
remove OrderGroupID checking
|
2023-04-06 18:00:21 +08:00 |
|
chiahung
|
c54507e07f
|
modif log message
|
2023-04-06 17:53:01 +08:00 |
|
chiahung
|
9fa647ed65
|
rename method
|
2023-04-06 16:12:19 +08:00 |
|
chiahung
|
d953a6d7b8
|
check by trades + open orders
|
2023-04-06 14:59:03 +08:00 |
|
chiahung
|
00352b2a0d
|
FIX: recover even though inital order id is 0
|
2023-04-06 11:36:32 +08:00 |
|
c9s
|
4b9e3f2302
|
xfunding: send positions to slack when start up
|
2023-03-30 00:46:41 +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
|
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
|
18d8d63b02
|
binance: add and fix multi assets mode
|
2023-03-29 16:59:15 +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
|
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
|
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 |
|
c9s
|
f127a530b7
|
xfunding: bind profit stats
|
2023-03-26 01:33:52 +08:00 |
|
c9s
|
78c73e4514
|
bbgo: check e.disableNotify for profit stats
|
2023-03-26 01:32:47 +08:00 |
|
c9s
|
e41df7e321
|
xfunding: add wip list
|
2023-03-26 01:21:20 +08:00 |
|
c9s
|
22d339cb41
|
xfunding: check binance type and return error
|
2023-03-26 01:16:54 +08:00 |
|
c9s
|
23746678b4
|
xfunding: initialize NeutralPosition
|
2023-03-26 01:07:50 +08:00 |
|
c9s
|
5c21445b15
|
xfunding: comment unused code
|
2023-03-26 01:03:07 +08:00 |
|
c9s
|
c176e2df5f
|
xfunding: move moving average config out
|
2023-03-26 01:02:31 +08:00 |
|
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
|
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 |
|
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
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add mutex lock
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2023-03-24 14:28:36 +08:00 |
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gx578007
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cd1314e9e0
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Merge pull request #1125 from c9s/bhwu/grid2/using-dnum
FEATURE: [grid2] using dnum
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2023-03-24 13:53:35 +08:00 |
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c9s
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4669692b8d
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xfunding: remove debug log and test code
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2023-03-24 03:20:04 +08:00 |
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