Andy Cheng
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027acfe3b5
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feature/profitTracker: integrate profit report with profit tracker
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2023-07-11 10:48:28 +08:00 |
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Andy Cheng
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a197352c6e
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feature/profitTracker: use profitTracker in Supertrend strategy
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2023-07-11 10:48:28 +08:00 |
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c9s
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1da94f55e9
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Merge pull request #1226 from c9s/c9s/base-strategy
REFACTOR: pull out base strategy struct
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2023-07-10 17:50:12 +08:00 |
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c9s
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630b0d476d
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scmaker: use dot import to use v2 indicator DSL
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2023-07-10 17:17:46 +08:00 |
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c9s
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5853434aec
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all: move v2 indicator to indicator/v2
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2023-07-10 17:17:46 +08:00 |
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c9s
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3293866a6c
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common: pull out RiskController
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2023-07-10 15:27:36 +08:00 |
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c9s
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3b6cff8dc7
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strategy: move risk control to common.Strategy
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2023-07-10 15:24:07 +08:00 |
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c9s
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12bb22ae87
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rsicross: remove unused funcs
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2023-07-09 21:24:56 +08:00 |
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c9s
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5c88abe72f
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add rsicross strategy
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2023-07-09 21:23:42 +08:00 |
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c9s
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7c2de46273
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pkg: rename base -> common
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2023-07-09 19:55:36 +08:00 |
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c9s
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c9c058e717
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base: simplify naming
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2023-07-09 16:04:27 +08:00 |
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c9s
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62d394d183
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all: moving common strategy functionality to strategy/base
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2023-07-09 15:48:07 +08:00 |
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c9s
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b47da70909
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Merge pull request #1223 from c9s/c9s/google-spreadsheet
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2023-07-07 18:35:23 +08:00 |
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c9s
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f9eba64816
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xfunding: always sync funding fee
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2023-07-06 16:02:37 +08:00 |
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c9s
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dc16e0c299
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xfunding: reset LastFundingFeeTime
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2023-07-06 15:58:42 +08:00 |
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c9s
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e8922a4c3a
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xfunding: support transferIn with zero quantity
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2023-07-05 17:18:28 +08:00 |
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c9s
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f505dda80f
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xfunding: handle reset transfer when starting up
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2023-07-05 16:59:10 +08:00 |
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c9s
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f6a3be6ff5
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xfunding: improve checkAndRestorePositionRisks
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2023-07-05 16:48:19 +08:00 |
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c9s
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bd347d5aa5
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xfunding: log positionRisks
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2023-07-05 16:48:19 +08:00 |
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c9s
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e4ababd39e
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xfunding: fix spot order parameters
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2023-07-05 16:48:19 +08:00 |
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c9s
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12aad7b292
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xfunding: log spot balance
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2023-07-05 16:48:19 +08:00 |
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c9s
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a766d88d60
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xfunding: fix balance check
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2023-07-05 16:48:19 +08:00 |
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c9s
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017278826b
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xfunding: log failed order
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2023-07-05 16:48:19 +08:00 |
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c9s
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34d42afbec
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xfunding: fix syncSpotPosition cancel order issue
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2023-07-05 16:48:18 +08:00 |
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c9s
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2813ede7ed
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xfunding: fix transferOut, and de-leverage the trade amount from the caller
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2023-07-05 16:48:18 +08:00 |
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c9s
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e82341b2bd
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xfunding: add more transfer logs
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2023-07-05 16:48:18 +08:00 |
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c9s
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5d0bdd19e3
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xfunding: always transfer balance out when reducing the futures position
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2023-07-05 16:48:18 +08:00 |
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c9s
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c818f79932
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fix
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2023-07-05 16:48:18 +08:00 |
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c9s
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84e9b03be7
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xfunding: show balance
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2023-07-05 16:48:18 +08:00 |
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c9s
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7904c73c53
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xfunding: use closePosition option when only dust left in the futures position
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2023-07-05 16:48:18 +08:00 |
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c9s
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d730340b7a
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remove diff quantity check
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2023-07-05 16:48:18 +08:00 |
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c9s
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631203c89e
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tri: update symbol file
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2023-07-05 16:46:43 +08:00 |
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c9s
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f06e37c44f
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tri: ignore test in dnum mode
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2023-07-05 16:02:11 +08:00 |
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c9s
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e19aa8fa10
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add tri strategy
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2023-07-05 15:51:16 +08:00 |
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c9s
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1ad10a9360
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all: move trade collector to pkg/core
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2023-07-05 15:26:36 +08:00 |
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c9s
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f1828beac8
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all: move trade store and order store into pkg/core
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2023-07-04 21:42:24 +08:00 |
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c9s
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adbb6d7f93
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riskcontrol: move parameter order
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2023-07-04 21:32:34 +08:00 |
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c9s
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c8ae36ddfc
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riskcontrol: move release position order submission into the pos risk control
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2023-07-04 21:31:47 +08:00 |
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c9s
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0426c18757
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scmaker: initialize order executor before we setup risk control
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2023-07-03 17:39:42 +08:00 |
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c9s
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ae3f371551
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all: refactor risk control and integrate risk control into scmaker
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2023-07-03 17:09:13 +08:00 |
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c9s
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3052dd5add
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scmaker: add liquiditySkew support
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2023-07-03 16:22:01 +08:00 |
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c9s
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3929eb2090
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Merge pull request #1214 from c9s/refactor/bollmaker
REFACTOR: [bollmaker] upgrade to indicator v2
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2023-06-30 12:01:47 +08:00 |
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c9s
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085114b244
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grid2: add warning message when failed to acquire the lock
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2023-06-30 11:07:02 +08:00 |
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c9s
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fc7edc5c80
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grid2: call TryLock in updateGridNumOfOrdersMetricsWithLock
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2023-06-30 01:05:18 +08:00 |
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c9s
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e3be2a8af6
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bollmaker: replace bollinger indicator with v2 indicator
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2023-06-29 18:04:39 +08:00 |
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c9s
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b6dba18f77
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all: move retry functions to the retry package
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2023-06-29 10:59:01 +08:00 |
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gx578007
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8e64b5293e
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MINOR: [grid2] delete order prices metric
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2023-06-23 21:30:32 +08:00 |
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c9s
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c802fae211
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xalign: add logger
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2023-06-21 17:36:09 +08:00 |
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c9s
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f6128b9bdc
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xalign: support percentage string
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2023-06-21 15:59:15 +08:00 |
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c9s
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76884a4ddf
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xalign: add balance fault tolerance
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2023-06-21 15:56:59 +08:00 |
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