25 Commits

Author	SHA1	Message	Date
c9s	a6f364f6ae	xmaker: refactor and clean up tryArbitrage	2024-09-12 23:35:37 +08:00
c9s	3c4e3c0979	xmaker: calculate balance for arbitrage	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
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	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
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
lychiyu	89562094b7	初始化仓库，b87213827e08344908cdd718039f3120d047b44e	2024-08-30 22:55:17 +08:00