Commit Graph

9117 Commits

Author SHA1 Message Date
c9s
ba73eeaad1
xmaker: add TradeVolumeWindowSignal 2024-09-04 15:59:21 +08:00
c9s
2527c0c7b7
max: convert v3 DepositStateFailed into rejected 2024-09-04 15:00:37 +08:00
c9s
a2f8fe5f72
max: add v3 DepositStateFailed state 2024-09-04 14:59:58 +08:00
c9s
ed51eff242
max: drop unused function 2024-09-04 14:59:10 +08:00
c9s
f6865f664c
add v1.60.1 release note
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2024-09-04 14:58:07 +08:00
c9s
24de49860f
bump version to v1.60.1 2024-09-04 14:58:07 +08:00
c9s
83dc981c92
update command doc files 2024-09-04 14:58:07 +08:00
c9s
ec68e3c5f6
Merge pull request #1727 from lanphan/ioc
FIX: update timeInForce for binance margin order
2024-09-04 14:38:40 +08:00
c9s
699164484b
Merge pull request #1729 from c9s/c9s/max/fix-v3-deposit-state-conversion
FIX: [max] fix v3 deposit state conversion
2024-09-04 11:41:22 +08:00
c9s
f27afac77b
max: use error log instead of warning log for convertion 2024-09-04 11:20:30 +08:00
c9s
d404b20bd1
deposit2transfer: fix comments 2024-09-04 11:19:43 +08:00
c9s
1b8d7bd805
max: fix v3 deposit state conversion 2024-09-04 11:17:56 +08:00
c9s
7d034d1ba8
bbgo: add stringer method to the quota struct
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2024-09-03 03:26:47 +08:00
c9s
7135895006
xmaker: fix MaxExposurePosition check condition 2024-09-03 03:25:37 +08:00
Lan Phan
ba913ce4de update timeInForce for binance margin order 2024-09-03 00:38:17 +07:00
c9s
f12ba1adb9
bbgo: add comments to the quota methods
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2024-09-02 22:18:13 +08:00
c9s
294e529a98
xmaker: add more logs 2024-09-02 16:08:51 +08:00
c9s
f30aca1b5a
xmaker: update position metrics when restored 2024-09-02 15:51:31 +08:00
c9s
f9b9832fff
add more logs 2024-09-02 15:51:31 +08:00
c9s
2bf1072977
Merge pull request #1725 from c9s/c9s/xmaker/stb-improvements
IMPROVE: [xmaker] improve hedge margin account leverage calculation
2024-09-02 15:29:53 +08:00
dependabot[bot]
01f8b78008
dep: bump morphy2k/revive-action from 2.5.9 to 2.5.10
Bumps [morphy2k/revive-action](https://github.com/morphy2k/revive-action) from 2.5.9 to 2.5.10.
- [Release notes](https://github.com/morphy2k/revive-action/releases)
- [Commits](https://github.com/morphy2k/revive-action/compare/v2.5.9...v2.5.10)

---
updated-dependencies:
- dependency-name: morphy2k/revive-action
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2024-09-02 06:39:35 +00:00
c9s
4d1c357c3d
xmaker: reuse makerMarket field 2024-09-01 17:55:00 +08:00
c9s
a4833524cf
xmaker: add more logs 2024-09-01 16:41:16 +08:00
c9s
ed073264f1
xmaker: add MaxHedgeAccountLeverage option 2024-09-01 15:42:36 +08:00
c9s
ad6056834e
xmaker: separate maximumValueInUsd in a new var 2024-09-01 01:34:25 +08:00
c9s
8b1306a6a6
xmaker: calculate maximum leveraged account value 2024-09-01 01:31:50 +08:00
c9s
d85da78e17
xmaker: improve hedge account credit calculation 2024-09-01 00:58:50 +08:00
dropbigfish
9d581adc04 fix: fix slice init length
Signed-off-by: dropbigfish <fillfish@foxmail.com>
2024-09-01 00:36:43 +08:00
c9s
cff7103ece
fix math import
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2024-08-30 22:41:13 +08:00
c9s
d501e8ff4d
xmaker: apply math.Abs on signal for margin scale 2024-08-30 22:38:59 +08:00
c9s
b87213827e
Merge pull request #1723 from c9s/c9s/xmaker/add-signals
FIX: [xmaker] avoid calculate margin from 0.0 signal
2024-08-30 18:01:57 +08:00
c9s
ec80cbfd9f
xmaker: check 0.0 2024-08-30 17:52:28 +08:00
c9s
04bed165d0
Merge pull request #1722 from c9s/c9s/xmaker/add-signals
FEATURE: [xmaker] add signals
2024-08-30 17:50:52 +08:00
c9s
7c4b3e81df
xmaker: add more logs 2024-08-30 17:42:20 +08:00
c9s
cc820d3df0
xmaker: apply margin from signal 2024-08-30 17:39:25 +08:00
c9s
371db8e7d1
xmaker: update signal conditions to metrics 2024-08-30 17:18:29 +08:00
c9s
b8abc065de
xmaker: initialize bollinger band signal 2024-08-30 17:15:12 +08:00
c9s
9ebab4f4f7
xmaker: add signal providers 2024-08-30 15:44:55 +08:00
c9s
d9fb9ff3e0
xmaker: remove unused var 2024-08-29 13:18:50 +08:00
c9s
88d7783843
bbgo/activeOrderBook: filter market order when filtering existing orders 2024-08-29 00:38:44 +08:00
c9s
86e464b1bc
xmaker: when submitting hedge orders, do not add it to the active orderbook 2024-08-29 00:33:04 +08:00
c9s
8e91a023ca
Merge pull request #1721 from c9s/c9s/xmaker/fix-agg-price-method
FIX: [xmaker] fix aggregatePrice method
2024-08-28 22:46:19 +08:00
c9s
8de0c67503
xmaker: fix aggregatePrice function 2024-08-28 22:36:44 +08:00
c9s
e187614179
xmaker: log best bid and best ask 2024-08-28 22:32:56 +08:00
c9s
bda66040e7
Merge pull request #1720 from c9s/c9s/xmaker/margin-credit-improvement
FEATURE: [xmaker] margin credit improvement
2024-08-28 16:53:33 +08:00
c9s
d36bbe5fb5
xmaker: adjust accountUpdater's ticker to 3 min 2024-08-28 16:41:50 +08:00
c9s
77b7b29739
xmaker: adjust credit buffer algo 2024-08-28 16:37:39 +08:00
c9s
1d6282a10b
xmaker: add account updater and handle margin account to add more flexibility 2024-08-28 16:07:11 +08:00
c9s
108fb6138a
xmaker: check hedge balance only when it's spot account 2024-08-28 14:48:38 +08:00
c9s
1e2f086643
xmaker: set notional var back 2024-08-27 22:45:43 +08:00