Commit Graph

1826 Commits

Author SHA1 Message Date
Andy Cheng
027acfe3b5
feature/profitTracker: integrate profit report with profit tracker 2023-07-11 10:48:28 +08:00
Andy Cheng
a197352c6e
feature/profitTracker: use profitTracker in Supertrend strategy 2023-07-11 10:48:28 +08:00
c9s
1da94f55e9
Merge pull request #1226 from c9s/c9s/base-strategy
REFACTOR: pull out base strategy struct
2023-07-10 17:50:12 +08:00
c9s
630b0d476d
scmaker: use dot import to use v2 indicator DSL 2023-07-10 17:17:46 +08:00
c9s
5853434aec
all: move v2 indicator to indicator/v2 2023-07-10 17:17:46 +08:00
c9s
3293866a6c
common: pull out RiskController 2023-07-10 15:27:36 +08:00
c9s
3b6cff8dc7
strategy: move risk control to common.Strategy 2023-07-10 15:24:07 +08:00
c9s
12bb22ae87
rsicross: remove unused funcs 2023-07-09 21:24:56 +08:00
c9s
5c88abe72f
add rsicross strategy 2023-07-09 21:23:42 +08:00
c9s
7c2de46273
pkg: rename base -> common 2023-07-09 19:55:36 +08:00
c9s
c9c058e717
base: simplify naming 2023-07-09 16:04:27 +08:00
c9s
62d394d183
all: moving common strategy functionality to strategy/base 2023-07-09 15:48:07 +08:00
c9s
b47da70909
Merge pull request #1223 from c9s/c9s/google-spreadsheet 2023-07-07 18:35:23 +08:00
c9s
f9eba64816
xfunding: always sync funding fee 2023-07-06 16:02:37 +08:00
c9s
dc16e0c299
xfunding: reset LastFundingFeeTime 2023-07-06 15:58:42 +08:00
c9s
e8922a4c3a
xfunding: support transferIn with zero quantity 2023-07-05 17:18:28 +08:00
c9s
f505dda80f
xfunding: handle reset transfer when starting up 2023-07-05 16:59:10 +08:00
c9s
f6a3be6ff5
xfunding: improve checkAndRestorePositionRisks 2023-07-05 16:48:19 +08:00
c9s
bd347d5aa5
xfunding: log positionRisks 2023-07-05 16:48:19 +08:00
c9s
e4ababd39e
xfunding: fix spot order parameters 2023-07-05 16:48:19 +08:00
c9s
12aad7b292
xfunding: log spot balance 2023-07-05 16:48:19 +08:00
c9s
a766d88d60
xfunding: fix balance check 2023-07-05 16:48:19 +08:00
c9s
017278826b
xfunding: log failed order 2023-07-05 16:48:19 +08:00
c9s
34d42afbec
xfunding: fix syncSpotPosition cancel order issue 2023-07-05 16:48:18 +08:00
c9s
2813ede7ed
xfunding: fix transferOut, and de-leverage the trade amount from the caller 2023-07-05 16:48:18 +08:00
c9s
e82341b2bd
xfunding: add more transfer logs 2023-07-05 16:48:18 +08:00
c9s
5d0bdd19e3
xfunding: always transfer balance out when reducing the futures position 2023-07-05 16:48:18 +08:00
c9s
c818f79932
fix 2023-07-05 16:48:18 +08:00
c9s
84e9b03be7
xfunding: show balance 2023-07-05 16:48:18 +08:00
c9s
7904c73c53
xfunding: use closePosition option when only dust left in the futures position 2023-07-05 16:48:18 +08:00
c9s
d730340b7a
remove diff quantity check 2023-07-05 16:48:18 +08:00
c9s
631203c89e
tri: update symbol file 2023-07-05 16:46:43 +08:00
c9s
f06e37c44f
tri: ignore test in dnum mode 2023-07-05 16:02:11 +08:00
c9s
e19aa8fa10
add tri strategy 2023-07-05 15:51:16 +08:00
c9s
1ad10a9360
all: move trade collector to pkg/core 2023-07-05 15:26:36 +08:00
c9s
f1828beac8
all: move trade store and order store into pkg/core 2023-07-04 21:42:24 +08:00
c9s
adbb6d7f93
riskcontrol: move parameter order 2023-07-04 21:32:34 +08:00
c9s
c8ae36ddfc
riskcontrol: move release position order submission into the pos risk control 2023-07-04 21:31:47 +08:00
c9s
0426c18757
scmaker: initialize order executor before we setup risk control 2023-07-03 17:39:42 +08:00
c9s
ae3f371551
all: refactor risk control and integrate risk control into scmaker 2023-07-03 17:09:13 +08:00
c9s
3052dd5add
scmaker: add liquiditySkew support 2023-07-03 16:22:01 +08:00
c9s
3929eb2090
Merge pull request #1214 from c9s/refactor/bollmaker
REFACTOR: [bollmaker] upgrade to indicator v2
2023-06-30 12:01:47 +08:00
c9s
085114b244
grid2: add warning message when failed to acquire the lock 2023-06-30 11:07:02 +08:00
c9s
fc7edc5c80
grid2: call TryLock in updateGridNumOfOrdersMetricsWithLock 2023-06-30 01:05:18 +08:00
c9s
e3be2a8af6
bollmaker: replace bollinger indicator with v2 indicator 2023-06-29 18:04:39 +08:00
c9s
b6dba18f77
all: move retry functions to the retry package 2023-06-29 10:59:01 +08:00
gx578007
8e64b5293e MINOR: [grid2] delete order prices metric 2023-06-23 21:30:32 +08:00
c9s
c802fae211
xalign: add logger 2023-06-21 17:36:09 +08:00
c9s
f6128b9bdc
xalign: support percentage string 2023-06-21 15:59:15 +08:00
c9s
76884a4ddf
xalign: add balance fault tolerance 2023-06-21 15:56:59 +08:00