c9s
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d4cf39430e
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xgap: fix group id range
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2023-06-20 17:18:15 +08:00 |
|
c9s
|
de00e5fa88
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scmaker: preload indicators
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2023-06-19 17:03:38 +08:00 |
|
c9s
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55b8413472
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scmaker: when user data stream is ready, place liquidity orders
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2023-06-19 15:38:55 +08:00 |
|
c9s
|
f579fc7d93
|
scmaker: call cancel api before starting up
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2023-06-19 15:25:10 +08:00 |
|
c9s
|
58a13507bc
|
scmaker: graceful cancel orders
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2023-06-19 15:22:43 +08:00 |
|
c9s
|
2448fa6f83
|
scmaker: add MaxExposure option
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2023-06-19 13:46:45 +08:00 |
|
c9s
|
dc3901cc7f
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xfunding: add more notificiation
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2023-06-16 13:03:37 +08:00 |
|
c9s
|
8bd5fc246c
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Merge pull request #1168 from andycheng123/profit-report-parameter
FEATURE: Accumulated Profit report
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2023-06-15 18:14:44 +08:00 |
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Andy Cheng
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6b46b1e01e
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Merge branch 'main' into profit-report-parameter
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2023-06-15 17:28:02 +08:00 |
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c9s
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a7b2051858
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scmaker: fix the layer price
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2023-06-15 17:26:04 +08:00 |
|
c9s
|
73726b91c7
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scmaker: check ticker price and adjust liq order prices
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2023-06-15 13:47:21 +08:00 |
|
c9s
|
148869d46b
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scmaker: clean up
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2023-06-14 17:31:01 +08:00 |
|
c9s
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8344193e81
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scmaker: rename liquidityLayerTick to liquidityLayerTickSize
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2023-06-14 17:25:23 +08:00 |
|
c9s
|
372028ebe6
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scmaker: truncate price with price precision
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2023-06-14 17:25:23 +08:00 |
|
c9s
|
68c3c96b10
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scmaker: fix balance lock and active order book update issue
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2023-06-14 17:25:23 +08:00 |
|
c9s
|
f426d151a8
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scmaker: final version
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2023-06-14 17:25:23 +08:00 |
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c9s
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b8597a1803
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scmaker: calculate balance quantity
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2023-06-14 17:25:23 +08:00 |
|
c9s
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40f8283616
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scmaker: basic prototype
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2023-06-14 17:25:23 +08:00 |
|
c9s
|
a28081a5d2
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xalign: add more checks
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2023-06-14 17:25:22 +08:00 |
|
c9s
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c00d7b669b
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Merge pull request #1174 from c9s/feature/grid2/recover
FEATURE: [grid2] recover with twin orders
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2023-06-14 13:02:12 +08:00 |
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c9s
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1fd52f78a9
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xalign: allocate and bind order store
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2023-06-13 23:23:41 +08:00 |
|
c9s
|
45aaad1629
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xalign: improve update message
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2023-06-13 23:21:07 +08:00 |
|
c9s
|
007f3c9531
|
autoborrow: add margin level check back
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2023-06-13 23:17:24 +08:00 |
|
c9s
|
1855e52838
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xalign: graceful cancel orders when shutting down
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2023-06-13 17:29:19 +08:00 |
|
c9s
|
0a7c0632c4
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xalign: use %+v format for submit order
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2023-06-13 17:08:37 +08:00 |
|
c9s
|
6308ef5107
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autoborrow: repay debt first
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2023-06-13 14:21:16 +08:00 |
|
c9s
|
476378e742
|
xalign:add one more dust check
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2023-06-13 13:53:51 +08:00 |
|
c9s
|
599b18fc3c
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xalign: skip dust quantity
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2023-06-13 13:49:22 +08:00 |
|
c9s
|
358e873582
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xalign: add notification
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2023-06-13 13:47:01 +08:00 |
|
c9s
|
64dcef3429
|
xalign: fix tick size calculation
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2023-06-13 13:44:31 +08:00 |
|
c9s
|
dadf22e48f
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xalign: add more log
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2023-06-13 13:40:39 +08:00 |
|
c9s
|
5a30bedc77
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autoborrow: always repay first when it deposits
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2023-06-13 13:23:10 +08:00 |
|
c9s
|
fe5a6f4c36
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xalign: fix quote amount check
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2023-06-13 12:42:07 +08:00 |
|
c9s
|
740cfe6d5c
|
xalign: fix session refs
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2023-06-13 12:27:38 +08:00 |
|
c9s
|
909c8f5cc7
|
xalign: add more checks
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2023-06-13 12:25:10 +08:00 |
|
c9s
|
518c6938be
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xalign: add more checks
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2023-06-13 12:25:04 +08:00 |
|
chiahung
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49971a2e50
|
use existing interface
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2023-06-12 17:15:56 +08:00 |
|
chiahung
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18a7520fa7
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MINOR: add test for recovery
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2023-06-12 17:15:56 +08:00 |
|
chiahung
|
2f050332eb
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FEATURE: query trades until hard limit or finish filled
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2023-06-12 17:15:56 +08:00 |
|
chiahung
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f38cfb6ea3
|
REFACTOR: refactor for future test
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2023-06-12 17:15:56 +08:00 |
|
chiahung
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61892eb2df
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renaming
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2023-06-12 17:15:56 +08:00 |
|
chiahung
|
93d35cc423
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FEATURE: use TwinOrder to recover
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2023-06-12 17:15:56 +08:00 |
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c9s
|
f6f3293191
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xalign: round up requiredQuoteAmount
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2023-06-09 11:04:31 +08:00 |
|
c9s
|
8baafdf329
|
xalign: add DryRun and fix quote amount calculation
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2023-06-08 23:15:26 +08:00 |
|
c9s
|
7a6000a316
|
xalign: fix instanceID
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2023-06-08 18:05:58 +08:00 |
|
c9s
|
db43c87227
|
xalign: load interval from config
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2023-06-08 17:02:06 +08:00 |
|
c9s
|
c9ee4e52cc
|
xalign: add xalign strategy
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2023-06-08 17:02:05 +08:00 |
|
c9s
|
0f141c7f79
|
schedule: add MinBaseBalance config
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2023-06-07 16:36:38 +08:00 |
|
c9s
|
e0e27e75bb
|
schedule: graceful cancel orders before the next submission
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2023-06-07 16:30:54 +08:00 |
|
c9s
|
f6a300a7c4
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schedule: add useLimitOrder option
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2023-06-07 16:27:36 +08:00 |
|
Yo-An Lin
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c0bb953019
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Merge pull request #1185 from c9s/c9s/fix-autoborrow
FIX: [autoborrow] add max borrowable check and add more notifications
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2023-06-01 21:24:34 +08:00 |
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c9s
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b55fbd5c96
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autoborrow: check maxBorrowable
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2023-06-01 12:27:39 +08:00 |
|
c9s
|
95e1f10934
|
autoborrow: send notify when auto repay is skip
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2023-06-01 12:18:53 +08:00 |
|
c9s
|
1dfb0cd1a1
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autoborrow: notify balance delta event
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2023-06-01 12:13:51 +08:00 |
|
c9s
|
f349f3620c
|
autoborrow: add SlackAttachment support to the binance balance update event
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2023-06-01 12:13:22 +08:00 |
|
c9s
|
c9c13b2013
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all: replace all Index(i) callers
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2023-06-01 07:46:50 +08:00 |
|
c9s
|
5515f588e3
|
all: add parameter index to the Last method
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2023-05-31 19:35:44 +08:00 |
|
c9s
|
ba0102e992
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pivotshort: fix find pivot func call
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2023-05-31 13:08:21 +08:00 |
|
Yo-An Lin
|
67fe27774c
|
Merge pull request #1179 from c9s/c9s/refactor-indicator
FEATURE: new indicator API design
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2023-05-29 17:06:16 +08:00 |
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c9s
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5ef7da8422
|
grid2: fix precheck
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2023-05-26 16:09:07 +08:00 |
|
c9s
|
9fac61351d
|
all: rename Minus() to Sub()
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2023-05-26 15:06:52 +08:00 |
|
c9s
|
648e99f52a
|
all: refactor and rename indicator.MACD to indicator.MACDLegacy
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2023-05-26 15:06:52 +08:00 |
|
c9s
|
273659a870
|
grid2: update comment
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2023-05-26 14:51:06 +08:00 |
|
c9s
|
8c09c9668a
|
grid2: improve base quote investment check
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2023-05-26 14:49:56 +08:00 |
|
c9s
|
f7a5c84768
|
all: reformat code
|
2023-05-25 14:01:22 +08:00 |
|
c9s
|
8e426ca4bf
|
grid2: add last price == sell price case
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2023-05-25 13:31:47 +08:00 |
|
Yo-An Lin
|
862848721f
|
Fix placeSell condition
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2023-05-24 17:52:14 +08:00 |
|
c9s
|
26cbd60a66
|
grid2: add one more test case for base + quote
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2023-05-23 17:36:01 +08:00 |
|
c9s
|
1cf788c925
|
grid2: fix base + quote order placement and add test case
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2023-05-23 17:34:03 +08:00 |
|
c9s
|
d5cf53ee94
|
grid2: fix comparison
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2023-05-22 18:20:34 +08:00 |
|
c9s
|
ce2bd7ca7d
|
grid2: override placeSell if BaseGridNumber is defined
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2023-05-22 18:13:51 +08:00 |
|
c9s
|
2046ccc791
|
grid2: pull out sell boolean var
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2023-05-22 18:10:51 +08:00 |
|
c9s
|
0c6ef38ea3
|
grid2: apply baseGridNumber
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2023-05-22 18:08:39 +08:00 |
|
c9s
|
f11d869d02
|
grid2: sub 1 only when num > 0
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2023-05-22 17:26:22 +08:00 |
|
c9s
|
6ae5d2f33a
|
grid2: round down before the quantity calculation
|
2023-05-22 17:25:00 +08:00 |
|
c9s
|
a083ec8395
|
grid2: check numberOfSellOrders == 0
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2023-05-22 17:20:16 +08:00 |
|
c9s
|
c93a3d14b3
|
grid2: round up minBaseQuantity
|
2023-05-19 16:46:17 +08:00 |
|
c9s
|
4c13171cb0
|
grid2: add more test for spec
|
2023-05-19 16:42:26 +08:00 |
|
c9s
|
3a2dbc934b
|
grid2: add TestStrategy_calculateBaseQuoteInvestmentQuantity test case
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2023-05-19 16:37:44 +08:00 |
|
c9s
|
0c4cd7049f
|
grid2: rewrite the base+quote algo
|
2023-05-19 15:04:17 +08:00 |
|
c9s
|
86a99b5902
|
grid2: truncate max base quantity
|
2023-05-19 13:56:01 +08:00 |
|
c9s
|
17b05b61ba
|
strategy: fix fastCancel api calls
|
2023-05-16 16:44:40 +08:00 |
|
c9s
|
027fe9f5e1
|
drift: adopt the fastOrderExecutor
|
2023-05-16 16:39:04 +08:00 |
|
Andy Cheng
|
f864cc895c
|
feature/profitReport: accumulated profit report as a package
|
2023-05-11 14:54:45 +08:00 |
|
Andy Cheng
|
b148a02491
|
strategy/supertrend: add net profit
|
2023-05-08 13:43:25 +08:00 |
|
c9s
|
829edeb401
|
grid2: improve warning message
|
2023-04-28 16:16:23 +08:00 |
|
c9s
|
f958120fb5
|
grid2: remove the len check since we just iterate
|
2023-04-28 16:12:57 +08:00 |
|
c9s
|
717de67d5a
|
grid2: improve log and try best to return the order fee
|
2023-04-28 16:07:03 +08:00 |
|
c9s
|
5a901e929c
|
grid2: apply defensive programming on the order quantity
|
2023-04-28 16:02:28 +08:00 |
|
c9s
|
32b2c43198
|
grid2: emit grid profit after profit stats fix
|
2023-04-27 00:33:42 +08:00 |
|
c9s
|
46a6d896a2
|
grid2: improve the if err syntax
|
2023-04-26 23:48:02 +08:00 |
|
c9s
|
0c72ac2386
|
grid2: fix typo
|
2023-04-26 23:37:20 +08:00 |
|
c9s
|
b358cec235
|
grid2: check if profitStats.Since.IsZero
|
2023-04-26 23:36:53 +08:00 |
|
c9s
|
f1919a2b43
|
grid2: check profitStats.Since for the since time range
|
2023-04-26 23:34:56 +08:00 |
|
c9s
|
2efdee9347
|
grid2: add timeout context to the fixer
|
2023-04-26 23:30:09 +08:00 |
|
c9s
|
bd5e98e543
|
grid2: add more log
|
2023-04-26 23:07:01 +08:00 |
|
c9s
|
68974bc0b4
|
grid2: fix profitstats.Since when possible
|
2023-04-26 22:10:45 +08:00 |
|
c9s
|
55c84e005b
|
grid2: add one more check for profitStats.InitialOrderID
|
2023-04-26 22:06:53 +08:00 |
|
c9s
|
77f6c6bb46
|
bbgo: lock strategy before we sync data
|
2023-04-26 18:07:29 +08:00 |
|
c9s
|
036bae692e
|
grid2: move emitGridReady to earlier
|
2023-04-26 18:07:29 +08:00 |
|