c9s
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e953a04638
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Merge pull request #1655 from c9s/c9s/xgap-vol-target
FEATURE: [xgap] add dailyTargetVolume option
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2024-06-18 17:10:49 +08:00 |
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c9s
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589a8b6eb2
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xgap: add dailyTargetVolume option
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2024-06-18 16:49:47 +08:00 |
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kbearXD
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5098c3ac35
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Merge pull request #1645 from c9s/kbearXD/dca2/flexible-recovery
FEATURE: [dca2] make the take-profit order of round from order to orders
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2024-06-13 18:19:44 +08:00 |
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kbearXD
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60160cd7b4
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new flag DisableOrderGroupIDFilter to only query order group id
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2024-06-13 17:21:27 +08:00 |
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c9s
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a5831bbf13
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xgap: fix price and balance checking
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2024-06-13 15:55:40 +08:00 |
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c9s
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88ce5a4928
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xgap: make sourceBook optional
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2024-06-13 15:40:40 +08:00 |
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c9s
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9adedc186f
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xgap: fix empty source book pricing issue
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2024-06-11 16:28:48 +08:00 |
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kbearXD
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1d0b4e5cb8
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FEATURE: [dca2] make the take-profit order of round from order to orders
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2024-05-30 15:53:44 +08:00 |
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なるみ
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7bde48adce
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Merge pull request #1637 from c9s/narumi/atrpin-log-with-fields
CHORE: [atrpin] add symbol and window log fields
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2024-05-25 21:37:51 +08:00 |
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c9s
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bc71c95608
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binance: implement query trade for binance margin trading
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2024-05-24 17:35:27 +08:00 |
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kbearXD
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c42c52d549
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Merge pull request #1640 from c9s/kbearXD/dca2/flexible-recovery
FEATURE: [dca2] change state recovery logic
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2024-05-24 15:54:23 +08:00 |
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kbearXD
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7134f51d38
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FEATURE: [dca2] change state recovery logic
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2024-05-24 15:12:27 +08:00 |
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c9s
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8a852afedb
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Merge pull request #1642 from c9s/refactor/average-depth-price-method
Refactor: add average depth price method
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2024-05-23 18:22:06 +08:00 |
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c9s
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99edfb61bf
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integrate aggregatePrice method
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2024-05-23 16:30:43 +08:00 |
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c9s
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1c567d7146
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pull out AverageDepthPrice from xdepthmaker
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2024-05-23 15:22:45 +08:00 |
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kbearXD
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be674278b2
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FEATURE: [dca2] new flag UniversalCancelAllOrdersWhenClose to decide if cancel all orders when closing
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2024-05-22 18:20:18 +08:00 |
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kbearXD
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5f1ece2a4b
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Merge pull request #1638 from c9s/kbearXD/dca2/store-open-position-pqs
FEATURE: [dca2] store price quantity pairs of the open-position order…
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2024-05-22 11:34:39 +08:00 |
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kbearXD
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275286b9b9
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remove test case
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2024-05-21 17:00:02 +08:00 |
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kbearXD
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0faef68fbf
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use types.PriceVolume
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2024-05-21 16:06:02 +08:00 |
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c9s
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5397a3366c
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Merge pull request #1639 from c9s/narumi/move-common-maker-tools
REFACTOR: move maker tools
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2024-05-21 14:50:43 +08:00 |
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c9s
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7114b37967
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Merge pull request #1625 from luchenhan/main
chore: fix function names in comment
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2024-05-21 14:50:33 +08:00 |
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c9s
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2e52d3175d
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deposit2transfer: apply backoff to api calls
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2024-05-20 18:05:21 +08:00 |
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c9s
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543b283820
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liquiditymaker: remove orderbook subscription
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2024-05-20 17:55:32 +08:00 |
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narumi
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8ad85fc365
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move OrderPriceRiskControl to riskcontrol
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2024-05-20 15:19:42 +08:00 |
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narumi
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5f096bbe0d
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move InventorySkew to strategy.common
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2024-05-20 15:19:22 +08:00 |
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kbearXD
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6676e1e452
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FEATURE: [dca2] store price quantity pairs of the open-position orders into persistence
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2024-05-20 14:37:23 +08:00 |
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narumi
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0f045dccbb
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add symbol and window log fields
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2024-05-20 14:34:08 +08:00 |
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なるみ
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ad6efaf449
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Merge pull request #1633 from c9s/narumi/fix-common-strategy-init
FIX: fix strategy initialization
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2024-05-16 16:32:22 +08:00 |
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kbearXD
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73c467a06b
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FIX: [dca2] fix triggerNextState loop side effect
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2024-05-16 14:44:56 +08:00 |
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narumi
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705261d2d4
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fix strategy initialization
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2024-05-15 23:38:34 +08:00 |
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narumi
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095ca85669
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disable bbgo.sync in common strategy
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2024-05-14 19:50:52 +08:00 |
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c9s
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34200efd54
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liquiditymaker: skip dust quantity
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2024-05-14 17:34:26 +08:00 |
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kbearXD
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e856727e97
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trigger position opening immediately after recovery
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2024-05-13 15:24:31 +08:00 |
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kbearXD
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f49924caa4
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not emit WaitToOpenPosition when kline event
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2024-05-13 14:35:29 +08:00 |
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kbearXD
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6cdd2f0d71
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REFACTOR: [dca2] refactor dca2 strategy to make it can back testing
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2024-05-13 14:35:29 +08:00 |
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c9s
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b9c77c1584
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add UseProtectedPriceRange support
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2024-05-11 23:00:37 +08:00 |
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c9s
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b752e5ec60
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Fix cancel all orders
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2024-05-11 22:47:29 +08:00 |
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narumi
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24de8a23c9
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sync position to redis
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2024-05-08 15:28:40 +08:00 |
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narumi
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b35cfbeffd
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do nothing if failed to cancel open orders
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2024-05-03 14:52:41 +08:00 |
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kbearXD
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a7af2b7002
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FEATURE: [grid2] use feeProcessing field to make sure the trading fee is ready
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2024-04-30 11:03:23 +08:00 |
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luchenhan
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5791e392f5
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chore: fix function names in comment
Signed-off-by: luchenhan <hanluchen@aliyun.com>
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2024-04-29 16:38:55 +08:00 |
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kbearXD
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0396fc19fd
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FEATURE: [dca2] make QueryOrderTradesUntilsuccessful take feeProcessing into consideration
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2024-04-29 15:59:52 +08:00 |
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c9s
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0a2b976165
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Merge pull request #1618 from c9s/narumi/atrpin/submitting-log
CHORE: [atrpin] add submitting log
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2024-04-23 15:43:47 +08:00 |
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c9s
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9092b613b0
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Merge pull request #1620 from c9s/narumi/move-logerr-to-util
REFACTOR: move logErr to util
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2024-04-23 15:43:10 +08:00 |
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kbearXD
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8fc7c38e97
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Merge pull request #1622 from c9s/kbearXD/dca2/emit-position-after-recovery
FEATURE: [dca2] emit position after recovery and refactor
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2024-04-22 18:31:00 +08:00 |
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c9s
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a9db21adfa
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limit adjustment order quantity
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2024-04-22 14:42:52 +08:00 |
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kbearXD
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27ff44b663
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FEATURE: [dca2] emit position after recovery and refactor
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2024-04-22 13:46:28 +08:00 |
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kbearXD
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b6e7c48fd5
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rename callback
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2024-04-22 11:07:17 +08:00 |
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kbearXD
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547e9ece8f
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FEATURE: [dca2] add position callback
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2024-04-19 16:24:40 +08:00 |
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narumi
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94c126dd83
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move logerr to util
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2024-04-17 15:27:46 +08:00 |
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