Commit Graph

2160 Commits

Author SHA1 Message Date
c9s
1d314daa22
xalign: skip same currency 2024-03-15 15:59:43 +08:00
c9s
6831c40371
xalign: fix reversed market 2024-03-15 15:57:17 +08:00
kbearXD
62d6e79193 dca2: use GeneralBackoff not GeneralLiteBackoff 2024-03-15 11:24:20 +08:00
kbearXD
2b52211c1c new function IsFilledOrderState for maxapi 2024-03-14 16:18:12 +08:00
kbearXD
fb2a46e1c4 use backoff retry 2024-03-14 14:32:41 +08:00
kbearXD
91123edbd6 dca2: must calculate and emit profit at the end of the round 2024-03-14 14:32:41 +08:00
narumi
a5e7091af6 subscribe to level 5 book 2024-03-13 23:22:14 +08:00
Zenix
2a7ca4233d
Merge pull request #1575 from zenixls2/feature/loose_interface_public_data
feature: add ExchangePublic
2024-03-13 17:42:28 +09:00
kbearXD
661b7be12e dca2: add more log and retry 2024-03-12 14:53:45 +08:00
zenix.huang
f1a4879253 upgrade golang mockgen to uber mockgen. generate exchange public 2024-03-12 14:18:14 +09:00
kbearXD
17b193b003 dca2: remove debug log 2024-03-11 15:34:12 +08:00
narumi
8e6423514f rebalance: fix cannot lock fund 2024-03-08 17:17:37 +08:00
kbearXD
53b72194f9 MINOR: add log when there is error at calculating and emit profit 2024-03-08 14:11:04 +08:00
c9s
b77618f9d8
xfunding: add PositionReady case 2024-03-06 22:39:44 +08:00
c9s
256e09a863
xfunding: adjust quote investment variable only when position is not opening 2024-03-06 22:39:44 +08:00
c9s
dc0f07d42f
xfunding: add notification for the fixed positions 2024-03-06 22:39:43 +08:00
c9s
f609b1cdc4
simplify profitFixer and apply it to xfunding 2024-03-06 22:39:43 +08:00
c9s
b20b306818
xfunding: add dustQuantity check 2024-03-06 22:39:43 +08:00
c9s
4a4f91e7f9
xfunding: improve transfer logics 2024-03-06 22:39:43 +08:00
c9s
4242f052d8
xfunding: pull out queryAvailableTransfer and improve pending transfer things 2024-03-06 22:39:43 +08:00
c9s
b2c6dce350
xfunding: rewrite transferIn method 2024-03-06 22:39:43 +08:00
c9s
8c517179dd
xfunding: fix state notification 2024-03-06 22:39:43 +08:00
c9s
d139d333a6
common: let FixFromTrades return error 2024-03-06 20:36:53 +08:00
c9s
83b526940a
common: pull out aggregateAllTrades from Fix() method 2024-03-06 20:36:21 +08:00
c9s
acb232242c
add FixFromTrades method 2024-03-06 20:34:19 +08:00
c9s
6a24059624
common: move out profit fixer to strategy/common 2024-03-06 20:31:53 +08:00
c9s
b6ddb49d0a
xdepthmaker: fix stats fixer 2024-03-06 18:12:24 +08:00
c9s
441ebbdbe5
xdepthmaker: add notification 2024-03-06 17:48:53 +08:00
c9s
188231e2fb
add more logs to profitFixer 2024-03-06 17:47:18 +08:00
c9s
be89292cbb
xdepthmaker: another fix 2024-03-06 17:19:50 +08:00
c9s
f5873172de
xdepthmaker: fix use of uninitialized vars 2024-03-06 16:10:45 +08:00
c9s
ad9163f7da
xdepthmaker: adjust FullReplenishInterval to 10min 2024-03-06 13:13:18 +08:00
c9s
1fb7262aae
xdepthmaker: adjust default update interval 2024-03-06 13:12:57 +08:00
c9s
31676cce8e
xdepthmaker: run profit fixer before s.CrossExchangeMarketMakingStrategy.Initialize 2024-03-06 12:53:36 +08:00
c9s
ac43937847
xdepthmaker: add disable hedge option 2024-03-06 12:49:15 +08:00
c9s
0d3483e7c3
xdepthmaker: fix loopvar issue 2024-03-05 21:16:35 +08:00
c9s
26c34618b2
xdepthmaker: improve fixer logging 2024-03-05 21:14:00 +08:00
c9s
4bed29ad02
xdepthmaker: pull out until argument 2024-03-05 21:11:51 +08:00
c9s
a518cf71c0
xdepthmaker: fix both profit stats and position 2024-03-05 18:15:25 +08:00
c9s
95a5e542ba
xdepthmaker: add profitx fixer 2024-03-05 18:12:30 +08:00
kbearXD
8e224739de sync active orders and send metrics of order nums 2024-03-04 20:53:15 +08:00
chiahung.lin
5936cf32c7 FEATURE: add metrics for dca2
add log to debug
2024-03-04 20:53:15 +08:00
narumi
3ef7d3e09e add balance type 2024-03-04 19:58:34 +08:00
chiahung.lin
9ac8bb916d dca2: all the profit will use in the first order of the next round
fix precision problem

truncate profit first
2024-03-04 14:49:39 +08:00
c9s
4f57c5b842
Merge pull request #1545 from c9s/feat/add-universal-cancel-all-orders
FEATURE: add universal cancel all orders api helper
2024-02-27 22:12:16 +08:00
なるみ
9538a41c1b
Merge pull request #1541 from c9s/narumi/price-type
FEATURE: [rebalance] add price type
2024-02-23 20:32:09 +08:00
c9s
b72a176b91
Merge pull request #1547 from c9s/refactor/tradingutil
REFACTOR: move trading related utility functions to the tradingutil package
2024-02-23 19:25:03 +08:00
c9s
36e90cf5ca
grid2: rename filterPrice to roundAndTruncatePrice 2024-02-23 18:50:57 +08:00
c9s
a298950be8
move trading related utility functions to the tradingutil package 2024-02-23 18:47:49 +08:00
c9s
3b8a3bed5f
add universal cancel all orders api helper 2024-02-23 16:56:30 +08:00