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Code Issues Actions 2 Packages Projects Releases Wiki Activity
8,814 Commits 60 Branches 138 Tags 189 MiB
2527c0c7b7
Commit Graph

210 Commits

Author SHA1 Message Date
c9s
14fff8dbad
xmaker: integrate circuitbreaker 2024-08-24 11:42:16 +08:00
c9s
9f510da78b
xmaker: use margin order to hedge positions 2024-08-23 16:57:29 +08:00
c9s
e0e9876902
improve price hart beat usage 2023-12-07 16:18:23 +08:00
c9s
fad8642a59
xmaker: fix message 2023-07-22 17:34:09 +08:00
c9s
70439f3fd9
xmaker: add tradeScanOverlapBufferPeriod time 2023-07-22 17:30:24 +08:00
c9s
941067670e
xmaker: pull out trade recover go routine 2023-07-22 17:29:16 +08:00
c9s
1ad10a9360
all: move trade collector to pkg/core 2023-07-05 15:26:36 +08:00
c9s
f1828beac8
all: move trade store and order store into pkg/core 2023-07-04 21:42:24 +08:00
c9s
5515f588e3
all: add parameter index to the Last method 2023-05-31 19:35:44 +08:00
c9s
f7e76c0518
all: remove bbgo.Persistence 2022-10-03 18:37:53 +08:00
c9s
59287b5116
all: support context isolation 2022-10-03 16:01:08 +08:00
c9s
247a22c4fe
xmaker: fix profit stats notification 2022-09-20 15:09:22 +08:00
c9s
3959e288fd
all: refactor standard indicator helper and fix tests 2022-07-26 18:35:50 +08:00
c9s
2ef8ecf3d9
indicator: clean up bollinger band indicator api usage 2022-07-14 14:26:08 +08:00
c9s
c27f416dbc
indicator: canonicalize the CalculateAndUpdate method call 
also fix the xmaker boll indicator preloading
 2022-07-14 09:18:42 +08:00
c9s
527070d13d
all: rewrite and clean up graceful shutdown api 2022-06-30 15:49:18 +08:00
c9s
156219456b
all: clean up bbgo.Notifiability 2022-06-19 13:05:02 +08:00
c9s
eacd1f1ae6
all: rewrite notification api 
Signed-off-by: c9s <yoanlin93@gmail.com>
 2022-06-19 12:29:36 +08:00
c9s
5aa2f8a681
xmaker: skip quoting if bb value is zero 2022-06-15 01:18:46 +08:00
c9s
5210b97a23
xmaker: update klines to boll indicator 2022-06-15 01:17:41 +08:00
c9s
b47d103cf8
xmaker: pull out band value to fixedpoint 2022-06-15 01:13:54 +08:00
c9s
a506a00001
xmaker: fix position notify 2022-06-13 12:04:35 +08:00
c9s
e575236db8
pivotshort: adjust shadow ratio calculation 2022-06-10 01:21:59 +08:00
c9s
b209d94a9c
rename active order book constructor function 2022-06-06 06:57:25 +08:00
c9s
3786fc64f1
rename LocalActiveOrderBook to just ActiveOrderBook 2022-06-06 05:43:38 +08:00
c9s
1d340256ea
fix and simplify LocalActiveOrderBook 2022-06-05 18:12:26 +08:00
c9s
6635fd749d
xmaker: migrate xmaker persistence 2022-05-05 15:05:38 +08:00
c9s
019e6a2a88
improve legacy state handling and move fnv 2022-05-05 14:39:29 +08:00
c9s
18da434e92 all: use thread-safe GetAccount method to get account 2022-04-23 15:43:11 +08:00
zenix
77a88aabe4 feature: add CancelOrders and CancelOrdersTo to executor 2022-03-16 21:38:09 +09:00
c9s
5db4e11167 rewrite trade profit handling 2022-03-14 21:21:58 +08:00
c9s
197d750cb4 all: update profit struct fields 2022-03-05 01:39:53 +08:00
c9s
9e0df77a36 move profit struct into the types package 2022-03-04 16:39:48 +08:00
c9s
0c09e6b32a use global timeInForce type 2022-02-18 13:52:13 +08:00
zenix
8648528435 fix go fmt, fix convert.go (the legacy fixedpoint implementation) in all tests 2022-02-15 14:55:19 +09:00
zenix
105b085786 fix bollgrid, emstop, flashcrash, funding, grid, pricealert, pricedrop, rebalance, schedule, swing, xbalance, xgap, xmaker and speedup fixedpoint 2022-02-15 12:01:39 +09:00
c9s
dc6d60216b types: fix order book copy 2022-01-13 11:09:50 +08:00
c9s
98247385f9 xmaker: use GracefulCancel to cancel active orders 2022-01-13 11:01:46 +08:00
c9s
5cc3a88911 xmaker: show order book last update time 2022-01-12 22:11:28 +08:00
c9s
c3356fa694 types: add test for PriceHeartBeat 2022-01-12 14:42:11 +08:00
c9s
5755c44845 move PriceHeartBeat to types 2022-01-12 14:33:55 +08:00
c9s
420e221f5b xmaker: pull out PriceHeartBeat 2022-01-12 12:14:51 +08:00
c9s
7195c6ed27 xmaker: add price quoting protection 2022-01-12 11:55:45 +08:00
c9s
940c675cae xmaker: add rate limit hit alert 2022-01-11 22:48:28 +08:00
c9s
081a143ec0 xmaker: add DepthQuantity 2022-01-11 22:47:40 +08:00
c9s
70dec09f26 xmaker: fix minQuantity buffer 2022-01-10 23:17:19 +08:00
c9s
3907f99e70 xmaker: keep rate reservation token 2022-01-10 12:25:13 +08:00
c9s
1b27c4e9c4 remove hedge error limiter 2022-01-09 23:45:46 +08:00
c9s
d94cc2df31 bbgo: add recover callbacks to trace collector 2022-01-09 15:39:59 +08:00
c9s
6ce8edba7d xmaker: add error rate limiter 2022-01-09 11:33:34 +08:00
c9s
471a1b2baa xmaker: adjust minimal quantity and minimal notional threshold 2022-01-09 10:18:31 +08:00
c9s
7e2acdc416 all: add lock protected GetBase method for Position 2022-01-09 00:35:45 +08:00
c9s
9b92c8948d xmaker: fix quantity truncation and add check for min quantity n min notional 2022-01-09 00:30:18 +08:00
c9s
f4ebae17bb xmaker: when recover the trade, notify 2022-01-07 13:13:57 +08:00
c9s
a49d001c29 xmaker: add trade scanner 2022-01-07 01:03:12 +08:00
c9s
41574a2390 xmaker: use millisecond jitter from the util package 2022-01-07 00:14:24 +08:00
c9s
259771b0b0 all: pull out the graceful cancel process to the local active book 2022-01-07 00:10:40 +08:00
c9s
1d5406ef21 xmaker: always update maker market 2022-01-06 23:27:06 +08:00
c9s
c8bf85f4e2 xmaker: improve pips 2022-01-05 11:34:07 +08:00
c9s
e997220321 xmaker: fix ask pips 2022-01-05 11:32:56 +08:00
c9s
6ff24e713e xmaker: fix notification format 2022-01-01 01:34:48 +08:00
c9s
6055f90680 xmaker: add cover and uncover logs 2021-12-31 15:26:51 +08:00
c9s
1116fc1de1 session: print klines only when debug-kline is enabled 2021-12-31 15:13:26 +08:00
c9s
899e8d2d58 Revert "xmaker: fix s.state.CoveredPosition.AtomicAdd add" 
This reverts commit 5999dc1151.
 2021-12-31 14:23:02 +08:00
c9s
5999dc1151 xmaker: fix s.state.CoveredPosition.AtomicAdd add 2021-12-31 02:00:39 +08:00
c9s
aaa52ecea4 xmaker: remove unsued localTimeZone var 2021-12-31 01:53:30 +08:00
c9s
1fa03cdfd6 xmaker: add back profit function 2021-12-27 02:59:55 +08:00
c9s
f7c39290a0 call tradeCollector process to check trades 2021-12-27 00:51:57 +08:00
c9s
dcdf33e2c9 xmaker: pull out notifyTrade to a single callback 2021-12-27 00:12:35 +08:00
c9s
65da02af2c xmaker: call TruncateQuantity when the quantity is adjusted 2021-12-26 15:45:39 +08:00
c9s
902e27ede4 xmaker: truncate quantity when hedging 2021-12-26 15:44:41 +08:00
c9s
1c54e59d55 xmaker: fix trade handling 2021-12-26 12:10:10 +08:00
austin362667
1703fff8b2 types: refactor Position and related files 2021-12-11 19:16:16 +08:00
c9s
7787edffa0 refactor grid strategy state loading/saving 2021-11-05 00:22:44 +08:00
c9s
a3f68d7b72 xmaker: use bbgo.NewPositionFromMarket 2021-10-17 22:24:57 +08:00
c9s
e2f58d0466 xmaker: use report ticker to report profit stats 2021-10-14 08:53:44 +08:00
c9s
d3fa0a964b bbgo: add slack attachment support for profit 2021-10-14 01:27:50 +08:00
c9s
e4281b1a02 xmaker: update notification message with strategy ID 2021-10-14 01:27:37 +08:00
c9s
bbc1775ec5 xmaker: update symbol, base, quote currency to profit stats 2021-10-14 01:26:40 +08:00
c9s
8374c98609 xmaker: fix time type casting 2021-10-14 01:26:31 +08:00
c9s
5039a43413 bbgo: move pnl formating to the bbgo package 2021-10-14 01:26:11 +08:00
c9s
45645d0a3d use the profit struct to pass profit info 2021-10-08 19:16:40 +08:00
c9s
d058125f78 bbgo: refactor profit stats 2021-10-08 14:57:44 +08:00
c9s
5e2b8af4dc xmaker: fix reset today 2021-07-06 12:19:59 +08:00
c9s
1d316ed89c xmaker: call reset today if the date exceeded 2021-07-06 12:19:59 +08:00
c9s
aab0c377d7 xmaker: reformat code 2021-06-26 20:26:47 +08:00
c9s
b58b48d668 xmaker: refactor profit stats 2021-06-26 20:26:47 +08:00
c9s
3fd170a4ff xmaker: check book before copying 2021-06-09 01:35:56 +08:00
c9s
f5a241a1a8 xmaker: improve warn message 2021-06-09 01:35:50 +08:00
c9s
a0d8a3718a xmaker: fix bid/ask price check 2021-06-07 02:50:11 +08:00
c9s
d5617d44aa xmaker: pass source market and maker market for formatting 2021-06-07 02:49:54 +08:00
c9s
0a74cc7171 xmaker: add useDepthPrice option 2021-06-07 02:49:44 +08:00
c9s
38fd5422ab xmaker: use uncovered position 2021-05-30 14:46:48 +08:00
c9s
9a68cfd288 xmaker: fix trade checking 2021-05-30 00:11:35 +08:00
c9s
70284a8c0f xmaker: move notify trade 2021-05-29 01:41:29 +08:00
c9s
3789315214 show accumulated net profit 2021-05-29 01:38:44 +08:00
c9s
df10e175f9 xmaker: fix wording 2021-05-29 01:32:33 +08:00
c9s
e2561bde96 xmaker: add NotifyTrade option 2021-05-29 01:31:13 +08:00
c9s
6e0bc7c1e2 xmaker: use trade channel to buffer trades 2021-05-29 01:03:43 +08:00
c9s
33db0b5c6f xmaker: add trade stores for trade buffering 2021-05-29 00:28:13 +08:00