836 Commits

Author	SHA1	Message	Date
Yo-An Lin	1293dbb64b	Merge pull request #180 from c9s/strategy/xmaker ... feature: add strategy xmaker	2021-03-21 13:00:00 +08:00
c9s	814a77ea39	xmaker: improve balance checking	2021-03-21 12:55:33 +08:00
c9s	2a067e5cb4	add more balance check for hedging	2021-03-21 12:55:33 +08:00
c9s	1f744b0fa5	convert limit maker type to post only	2021-03-21 12:55:33 +08:00
c9s	837934e690	add post_only order type	2021-03-21 12:55:33 +08:00
c9s	6b877e1394	add limit maker order type	2021-03-21 12:55:33 +08:00
c9s	4e3f325bb6	first commit of xmaker strategy from mobydick	2021-03-21 12:55:33 +08:00
ycdesu	04870acbab	fixedpoint: get num of fractional parts	2021-03-21 12:52:45 +08:00
c9s	cf1262c1a9	update version.go	2021-03-21 10:20:00 +08:00
c9s	ca27bf100d	grid: use instance id for persistence	2021-03-20 23:07:04 +08:00
c9s	ef8543db8a	show accumulative arbitrage profit in the message	2021-03-20 23:05:11 +08:00
c9s	b4083bdf10	fix fee calc tests	2021-03-20 22:59:53 +08:00
c9s	a52101b163	remove bps from the fee calc	2021-03-20 22:53:14 +08:00
c9s	d97275e408	query max account fee from the vip level api	2021-03-19 17:06:48 +08:00
YC	062a008674	Merge pull request #174 from c9s/ftx/fix-placeorder-init	2021-03-19 10:35:54 +08:00
ycdesu	a7bdcdff38	fix: fix placeorder cmd	2021-03-19 10:07:39 +08:00
ycdesu	c8447663db	refactor: use fixedpoint to store fee	2021-03-19 08:49:24 +08:00
ycdesu	83ae943a4f	ftx: calculate commission	2021-03-18 23:58:28 +08:00
ycdesu	a62481590e	ftx: support PlatformCurrency	2021-03-18 23:58:28 +08:00
ycdesu	8a75b21a38	ftx: support account info	2021-03-18 23:53:55 +08:00
Yo-An Lin	9e596a0f63	Merge pull request #171 from c9s/feature/grid-profit-notification ... strategy: calculate grid arbitrage profit per order	2021-03-18 18:19:09 +08:00
c9s	dffd9fc980	add VipLevel api query support	2021-03-18 17:58:18 +08:00
c9s	890324a4ad	maxapi: add VipLevel	2021-03-18 17:58:18 +08:00
c9s	761d51597d	add todo fee rate here	2021-03-18 17:48:05 +08:00
c9s	4975fb5498	track arbitrage orders	2021-03-18 17:20:21 +08:00
c9s	a95c3b94a0	core: set default store ID	2021-03-18 17:20:07 +08:00
c9s	0e6918a352	grid: add profit field	2021-03-18 15:46:14 +08:00
Yo-An Lin	40b376802e	Merge pull request #168 from c9s/feature/mark-trade-strategy	2021-03-18 10:31:59 +08:00
Yo-An Lin	06381c250b	Merge pull request #165 from Larry850806/remove-useless-code-in-balances-cmd	2021-03-18 10:31:41 +08:00
Larry850806	28f4584191	Use empty config if config file doesn't exist	2021-03-18 10:04:41 +08:00
c9s	cad8349a1a	remove state OrderStateFinalizing from the order state ... since we are only interested in the closed orders	2021-03-18 01:15:49 +08:00
c9s	dd87bde785	fix reward sync time range issue	2021-03-18 01:15:38 +08:00
c9s	85b6cb81a2	make local active orderbook json marshallable	2021-03-18 01:15:06 +08:00
c9s	8d784576cd	put state vars into the state struct for persistence	2021-03-18 01:14:56 +08:00
c9s	72c1f55b70	fix grid price calculation	2021-03-18 00:46:25 +08:00
c9s	4a415a43b3	fix reward query	2021-03-18 00:46:10 +08:00
c9s	90477826cf	implement byte parser for fixedpoint parsing	2021-03-17 22:20:25 +08:00
ycdesu	4a5a53ea28	ftx: support queryClosedOrders	2021-03-17 21:26:25 +08:00
Larry850806	4dc478590f	Remove configuring database in balances cmd	2021-03-17 14:35:00 +08:00
ycdesu	54ca62ac5c	ftx: define ordersHistory in rest client	2021-03-17 08:18:37 +08:00
ycdesu	342b0dd1dd	ftx: cancel orders	2021-03-16 22:36:44 +08:00
Yo-An Lin	7ecb17dbe2	Merge pull request #163 from c9s/feature/mark-trade-strategy	2021-03-16 22:34:09 +08:00
c9s	216c12b49e	backup and restore position	2021-03-16 20:07:54 +08:00
c9s	a1667010eb	fix filled grid map assignment	2021-03-16 20:05:03 +08:00
c9s	714d61a829	add grid restore behavior	2021-03-16 20:04:06 +08:00
c9s	8c08cfebb7	rename MarkStrategyID to just Mark	2021-03-16 14:07:47 +08:00
Yo-An Lin	f5b65e795e	Merge pull request #160 from c9s/feature/grid-options	2021-03-16 12:59:14 +08:00
c9s	ebcef65b01	mark trades with the strategy ID	2021-03-16 10:58:51 +08:00
c9s	478bef526d	copy the position object and send notification	2021-03-16 02:22:00 +08:00
c9s	98995bc75c	use debug log for skipping filled grid	2021-03-16 02:21:46 +08:00