c9s
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131d4b3d26
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xmaker: pull out s.UseDepthPrice dependency
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2024-09-12 23:34:47 +08:00 |
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c9s
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4d3af3a6bc
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xmaker: pull out getLayerPrice and add test against the method
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2024-09-12 23:34:44 +08:00 |
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c9s
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1d71e5c80a
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xmaker: refactor getInitialLayerQuantity for quantity multiplier
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2024-09-12 23:33:35 +08:00 |
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c9s
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bb525c72f7
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xmaker: add EnableArbitrage option and makerBook
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2024-09-12 23:33:35 +08:00 |
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c9s
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47480602fd
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xmaker: add sourceDepthLevel option
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2024-09-12 23:33:35 +08:00 |
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longhutianjie
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d34e8a1a18
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bug: fix json tag
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2024-09-12 23:33:13 +08:00 |
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c9s
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d56155c6e1
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xmaker: rename to aggTradeVolume
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2024-09-12 23:33:07 +08:00 |
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c9s
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744ab2ebbe
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xmaker: call signalConfig.TradeVolumeWindowSignal.Bind
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2024-09-12 23:33:07 +08:00 |
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c9s
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d8153361ff
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xmaker: add TradeVolumeWindowSignal
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2024-09-12 23:33:07 +08:00 |
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c9s
|
5bd806e03e
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deposit2transfer: fix comments
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2024-09-12 23:32:52 +08:00 |
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c9s
|
b99f49c8b8
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xmaker: fix MaxExposurePosition check condition
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2024-09-12 23:32:52 +08:00 |
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c9s
|
ca847047ac
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bbgo: add comments to the quota methods
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2024-09-12 23:32:52 +08:00 |
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c9s
|
cee99956ff
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xmaker: add more logs
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2024-09-12 23:32:52 +08:00 |
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c9s
|
ae6de98a8e
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xmaker: update position metrics when restored
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2024-09-12 23:32:52 +08:00 |
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c9s
|
a83f378913
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add more logs
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2024-09-12 23:32:51 +08:00 |
|
c9s
|
1ff783bf5a
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xmaker: reuse makerMarket field
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2024-09-12 23:31:59 +08:00 |
|
c9s
|
bb33c956b0
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xmaker: add more logs
|
2024-09-12 23:31:59 +08:00 |
|
c9s
|
ffc490aab5
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xmaker: add MaxHedgeAccountLeverage option
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2024-09-12 23:31:59 +08:00 |
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c9s
|
ec6cbe0f18
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xmaker: separate maximumValueInUsd in a new var
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2024-09-12 23:31:59 +08:00 |
|
c9s
|
ace8466acb
|
xmaker: calculate maximum leveraged account value
|
2024-09-12 23:31:59 +08:00 |
|
c9s
|
f864974efe
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xmaker: improve hedge account credit calculation
|
2024-09-12 23:31:59 +08:00 |
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dropbigfish
|
5821639460
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fix: fix slice init length
Signed-off-by: dropbigfish <fillfish@foxmail.com>
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2024-09-12 23:31:59 +08:00 |
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|
eff75239cc
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[add] 新增roll和bolladxema策略
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2024-09-12 22:47:58 +08:00 |
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c9s
|
9f5b2c470f
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fix math import
|
2024-08-31 14:09:22 +08:00 |
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c9s
|
ac75767a11
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xmaker: apply math.Abs on signal for margin scale
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2024-08-31 14:09:06 +08:00 |
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89562094b7
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初始化仓库,b87213827e08344908cdd718039f3120d047b44e
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2024-08-30 22:55:17 +08:00 |
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