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241f1ee9de
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1509 Commits

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Author SHA1 Message Date
ycdesu
241f1ee9de ftx: support lastOrderID 2021-03-23 22:27:11 +08:00
ycdesu
17b6122cf8 ftx: assign query string to order/wallet requests 2021-03-23 22:26:18 +08:00
ycdesu
bce749c13b ftx: add missing query string 2021-03-23 22:25:57 +08:00
ycdesu
33046df35b ftx: list closed orders 2021-03-23 22:25:21 +08:00
ycdesu
cb52b436cb ftx: add log 2021-03-23 22:25:05 +08:00
c9s
3a842836cd bump version 2021-03-22 18:51:32 +08:00
c9s
5de221524f adjust state and reset per day 2021-03-22 18:48:18 +08:00
c9s
6c8babfb27 allow public session 2021-03-22 17:40:17 +08:00
c9s
67bfc508c8 max: remove unnecessary log 2021-03-22 17:40:00 +08:00
c9s
3ec399e825 fix bbgo-lorca 2021-03-22 17:32:22 +08:00
c9s
2b27815929 move out groupID to the maxapi package 2021-03-22 17:32:22 +08:00
c9s
706b38efa3 gap: finalize the implementation 2021-03-22 17:32:22 +08:00
c9s
111b3ba036 max: improve multi-order request 2021-03-22 17:32:22 +08:00
c9s
3c5071b87e use uint32 for groupID 2021-03-22 17:32:22 +08:00
c9s
cd5ac1ddf5 fix convert for limit maker 2021-03-22 17:32:22 +08:00
c9s
865dda14f5 gap: accumulate fee 2021-03-22 17:32:22 +08:00
c9s
24c4d05e91 max: load websocket base url from the env var 2021-03-22 17:32:21 +08:00
c9s
088b22f338 support bbgo-no-cache option 2021-03-22 17:32:21 +08:00
c9s
e86f29b7cc add gap strategy 2021-03-22 17:32:21 +08:00
YC
e5b71b699e Merge pull request #182 from c9s/ftx/deposit-histories 
feature: ftx deposit histories
 2021-03-21 23:24:38 +08:00
ycdesu
ab743f85c2 ftx:support deposit histories 2021-03-21 20:17:41 +08:00
YC
f84b3a5177 Merge pull request #181 from c9s/ftx/market 2021-03-21 14:17:20 +08:00
ycdesu
d2a5a755be ftx: implement queryMarket 2021-03-21 13:06:46 +08:00
ycdesu
14652c6918 ftx: define market request 2021-03-21 13:06:46 +08:00
ycdesu
c30a026243 ftx: support market cmd 2021-03-21 13:06:46 +08:00
Yo-An Lin
1293dbb64b Merge pull request #180 from c9s/strategy/xmaker 
feature: add strategy xmaker
 2021-03-21 13:00:00 +08:00
YC
6858d25070 Merge pull request #179 from c9s/util/get-num-of-fractional-digits 
feature: get num of fractional parts
 2021-03-21 12:55:44 +08:00
c9s
814a77ea39 xmaker: improve balance checking 2021-03-21 12:55:33 +08:00
c9s
948e555f51 doc: add section Adding New Built-in Strategy 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
e22a2caade add basic risk control to the xmaker config 2021-03-21 12:55:33 +08:00
c9s
bc620601f6 add xmaker config files 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
6f7516900c force generate pkg/version/version.go 2021-03-21 10:16:27 +08:00
Yo-An Lin
5ae39b3677 Merge pull request #178 from c9s/fix/use-instance-id-for-persistence 
fix: fix grid strategy persistence instance id #3
 2021-03-21 09:52:40 +08:00
Yo-An Lin
040c9e7f07 Merge pull request #177 from c9s/improve/grid-pnl-fee 
improve: grid strategy profit message #2
 2021-03-21 09:52:22 +08:00
Yo-An Lin
3ad805a1d2 Merge pull request #176 from c9s/refactor/remove-bps-from-fee-cal 
REFACTOR: remove bps from the fee calc #1
 2021-03-21 09:52:07 +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
Yo-An Lin
c678d3f13a Update README.md 2021-03-20 10:16:51 +08:00
Yo-An Lin
9543413001 Update README.md 2021-03-20 10:16:07 +08:00
Yo-An Lin
3cd7192000 Merge pull request #175 from c9s/feature/max/fee-calc 
improvement: query max account fee from the vip level api
 2021-03-19 17:23:31 +08:00
c9s
d97275e408 query max account fee from the vip level api 2021-03-19 17:06:48 +08:00