c9s
|
3c4e3c0979
|
xmaker: calculate balance for arbitrage
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2024-09-12 23:35:37 +08:00 |
|
c9s
|
6f391c7a1f
|
xmaker: fix sides
|
2024-09-12 23:35:37 +08:00 |
|
c9s
|
0eb6808ad4
|
xmaker: implement tryArbitrage
|
2024-09-12 23:35:37 +08:00 |
|
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 |
|
