Commit Graph

1623 Commits

Author SHA1 Message Date
c9s
36836c7c79
xfunding: add funding fee time 2023-03-26 14:42:13 +08:00
c9s
e5d2db0f72
xfunding: customize netural position profit 2023-03-26 02:32:21 +08:00
c9s
f4a35132e8
xfunding: add trades to s.NeutralPosition 2023-03-26 02:16:23 +08:00
c9s
ac33b5a878
xfunding: check duplicated funding fee txn 2023-03-26 02:13:22 +08:00
c9s
a6b47fda72
xfunding: check funding fee and record txn id 2023-03-26 02:12:00 +08:00
c9s
ff35fd06c4
xfunding: pull out interval option 2023-03-26 02:09:21 +08:00
c9s
425952d76c
xfunding: log collected funding fee 2023-03-26 01:55:33 +08:00
c9s
ba0dd68be0
xfunding: callcate funding fee 2023-03-26 01:54:39 +08:00
c9s
f127a530b7
xfunding: bind profit stats 2023-03-26 01:33:52 +08:00
c9s
78c73e4514
bbgo: check e.disableNotify for profit stats 2023-03-26 01:32:47 +08:00
c9s
e41df7e321
xfunding: add wip list 2023-03-26 01:21:20 +08:00
c9s
22d339cb41
xfunding: check binance type and return error 2023-03-26 01:16:54 +08:00
c9s
23746678b4
xfunding: initialize NeutralPosition 2023-03-26 01:07:50 +08:00
c9s
5c21445b15
xfunding: comment unused code 2023-03-26 01:03:07 +08:00
c9s
c176e2df5f
xfunding: move moving average config out 2023-03-26 01:02:31 +08:00
c9s
0c6e9496b3
xfunding: use early return 2023-03-25 02:56:45 +08:00
c9s
300506f9f9
xfunding: fix critical section for usedQuoteInvestment 2023-03-25 02:53:55 +08:00
c9s
0f49f9fbe5
xfunding: add e.AccountUpdate.EventReasonType switch case 2023-03-25 02:48:27 +08:00
c9s
feec194843
binance: improve transfer logs 2023-03-24 14:37:18 +08:00
c9s
ea7af708f9
add mutex lock 2023-03-24 14:28:36 +08:00
c9s
4669692b8d
xfunding: remove debug log and test code 2023-03-24 03:20:04 +08:00
c9s
1517076f6d
xfunding: implement syncSpotPosition 2023-03-24 03:20:04 +08:00
c9s
0f21c1fd8f
xfunding: fix Warnf format 2023-03-24 03:20:03 +08:00
c9s
84313dbdf9
xfunding: refactor state functions and fix transfer out 2023-03-24 02:52:13 +08:00
c9s
f3049de2ba
all: improve logging 2023-03-24 02:09:49 +08:00
c9s
209fb102fa
xfunding: add stringer support on PremiumIndex 2023-03-24 01:57:43 +08:00
c9s
62e6b232ed
xfunding: refactor and refine PositionState checking 2023-03-24 00:52:36 +08:00
c9s
c1fbbbe400
xfunding: move position state to state struct 2023-03-24 00:36:28 +08:00
c9s
108bb5deeb
xfunding: add guard condition for starting and stopping 2023-03-23 22:58:42 +08:00
c9s
e016892a70
xfunding: pull out startClosingPosition, startOpeningPosition method 2023-03-23 22:57:13 +08:00
c9s
3624dd0338
xfunding: implement close position transfer 2023-03-23 22:54:42 +08:00
c9s
aba80398d9
xfunding: add MinHoldingPeriod support 2023-03-23 22:36:35 +08:00
c9s
a933f90cc8
xfunding: log low funding fee 2023-03-23 18:19:30 +08:00
c9s
b5f69e7f45
xfunding: reset stats when direction changed 2023-03-23 18:18:30 +08:00
c9s
7ba7eb8be7
xfunding: implement reduceFuturesPosition 2023-03-23 18:09:16 +08:00
c9s
1b5126c9a1
xfunding: add mutex 2023-03-23 17:36:30 +08:00
c9s
44850e48e8
xfunding: add mutex protection 2023-03-23 14:48:24 +08:00
c9s
8b87a8706b
xfunding: add state for recording TotalBaseTransfer 2023-03-23 14:46:02 +08:00
c9s
b7edc38dc7
xfunding: record pending transfer 2023-03-23 13:14:59 +08:00
c9s
16608619ca
xfunding: fix sync guard 2023-03-23 13:07:59 +08:00
c9s
80c30d15a0
xfunding: correct method names 2023-03-23 13:02:22 +08:00
c9s
20cd73e6ad
xfunding: fix transfer and refactoring more methods 2023-03-23 12:58:10 +08:00
c9s
6ca85b175a
xfunding: adjust quote investment according to the fee rate 2023-03-23 00:56:28 +08:00
c9s
6668d683e1
xfunding: adjust quoteInvestment according to the quote balance 2023-03-23 00:40:20 +08:00
c9s
684f6c6e1d
xfunding: document spot trade handler 2023-03-23 00:23:51 +08:00
c9s
928f668fec
xfunding: pull out premium check to detectPremiumIndex 2023-03-22 22:17:37 +08:00
c9s
dc5e0cbcc2
xfunding: solve lint error 2023-03-22 22:15:24 +08:00
c9s
6265ad248e
xfunding: add premium checker 2023-03-22 22:15:01 +08:00
c9s
98b0ffa510
all: add more futures channel types 2023-03-22 22:01:59 +08:00
c9s
e607fc19ac
xfunding: check spotSession, futuresSession names 2023-03-22 21:42:44 +08:00