Commit Graph

26 Commits

Author SHA1 Message Date
c9s
131d4b3d26 xmaker: pull out s.UseDepthPrice dependency 2024-09-12 23:34:47 +08:00
c9s
4d3af3a6bc xmaker: pull out getLayerPrice and add test against the method 2024-09-12 23:34:44 +08:00
c9s
1d71e5c80a xmaker: refactor getInitialLayerQuantity for quantity multiplier 2024-09-12 23:33:35 +08:00
c9s
bb525c72f7 xmaker: add EnableArbitrage option and makerBook 2024-09-12 23:33:35 +08:00
c9s
47480602fd xmaker: add sourceDepthLevel option 2024-09-12 23:33:35 +08:00
longhutianjie
d34e8a1a18 bug: fix json tag 2024-09-12 23:33:13 +08:00
c9s
d56155c6e1 xmaker: rename to aggTradeVolume 2024-09-12 23:33:07 +08:00
c9s
744ab2ebbe xmaker: call signalConfig.TradeVolumeWindowSignal.Bind 2024-09-12 23:33:07 +08:00
c9s
d8153361ff xmaker: add TradeVolumeWindowSignal 2024-09-12 23:33:07 +08:00
c9s
5bd806e03e deposit2transfer: fix comments 2024-09-12 23:32:52 +08:00
c9s
b99f49c8b8 xmaker: fix MaxExposurePosition check condition 2024-09-12 23:32:52 +08:00
c9s
ca847047ac bbgo: add comments to the quota methods 2024-09-12 23:32:52 +08:00
c9s
cee99956ff xmaker: add more logs 2024-09-12 23:32:52 +08:00
c9s
ae6de98a8e xmaker: update position metrics when restored 2024-09-12 23:32:52 +08:00
c9s
a83f378913 add more logs 2024-09-12 23:32:51 +08:00
c9s
1ff783bf5a xmaker: reuse makerMarket field 2024-09-12 23:31:59 +08:00
c9s
bb33c956b0 xmaker: add more logs 2024-09-12 23:31:59 +08:00
c9s
ffc490aab5 xmaker: add MaxHedgeAccountLeverage option 2024-09-12 23:31:59 +08:00
c9s
ec6cbe0f18 xmaker: separate maximumValueInUsd in a new var 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 xmaker: improve hedge account credit calculation 2024-09-12 23:31:59 +08:00
dropbigfish
5821639460 fix: fix slice init length
Signed-off-by: dropbigfish <fillfish@foxmail.com>
2024-09-12 23:31:59 +08:00
eff75239cc [add] 新增roll和bolladxema策略 2024-09-12 22:47:58 +08:00
c9s
9f5b2c470f fix math import 2024-08-31 14:09:22 +08:00
c9s
ac75767a11 xmaker: apply math.Abs on signal for margin scale 2024-08-31 14:09:06 +08:00
89562094b7 初始化仓库,b87213827e08344908cdd718039f3120d047b44e 2024-08-30 22:55:17 +08:00