Commit Graph

5887 Commits

Author SHA1 Message Date
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
c9s
db2ba22146 bump version to v1.14.0 2021-03-19 15:15:53 +08:00
c9s
4f30cd49b4 doc: move mysql docker instruction 2021-03-19 11:52:09 +08:00
c9s
a8f5f053da add ftx and description 2021-03-19 11:07:15 +08:00
c9s
3d5aa0305a add FTX to the entry 2021-03-19 11:03:21 +08:00
c9s
01eb6cc23a readme: add one more description 2021-03-19 11:02:35 +08:00
c9s
89fdc313e0 add more details to the readme 2021-03-19 11:00:20 +08:00
YC
062a008674 Merge pull request #174 from c9s/ftx/fix-placeorder-init 2021-03-19 10:35:54 +08:00
YC
b3f613227a Merge pull request #173 from c9s/refactor/fixed-point-fee
refactor: use fixedpoint to store fee
2021-03-19 10:08:35 +08:00
ycdesu
a7bdcdff38 fix: fix placeorder cmd 2021-03-19 10:07:39 +08:00
ycdesu
c8447663db refactor: use fixedpoint to store fee 2021-03-19 08:49:24 +08:00
YC
25dff00410 Merge pull request #169 from c9s/ftx/account
feature: support FTX account information api
2021-03-19 00:03:21 +08:00
ycdesu
83ae943a4f ftx: calculate commission 2021-03-18 23:58:28 +08:00
ycdesu
a62481590e ftx: support PlatformCurrency 2021-03-18 23:58:28 +08:00
ycdesu
8a75b21a38 ftx: support account info 2021-03-18 23:53:55 +08:00
Yo-An Lin
9e596a0f63 Merge pull request #171 from c9s/feature/grid-profit-notification
strategy: calculate grid arbitrage profit per order
2021-03-18 18:19:09 +08:00
Yo-An Lin
6cf5e06d68 Merge pull request #172 from c9s/feature/max-vip-level-fee
feature: support max vip level query api
2021-03-18 18:18:54 +08:00
c9s
dffd9fc980 add VipLevel api query support 2021-03-18 17:58:18 +08:00
c9s
890324a4ad maxapi: add VipLevel 2021-03-18 17:58:18 +08:00
c9s
761d51597d add todo fee rate here 2021-03-18 17:48:05 +08:00
c9s
4975fb5498 track arbitrage orders 2021-03-18 17:20:21 +08:00
c9s
a95c3b94a0 core: set default store ID 2021-03-18 17:20:07 +08:00
c9s
0e6918a352 grid: add profit field 2021-03-18 15:46:14 +08:00