Commit Graph

4376 Commits

Author SHA1 Message Date
zenix
38461167ba feature: add tsi and klinger oscillator, fix wdrift div 0 issue 2022-12-22 11:55:17 +09:00
Yo-An Lin
2b20ff4da9
Merge pull request #1027 from andycheng123/strategy/linregmaker
Strategy: LinReg Maker
2022-12-20 14:55:48 +08:00
c9s
756bfe2402
types: print message body when message parse error 2022-12-19 19:00:35 +08:00
c9s
30f471db00
binance: fix execution report parsing 2022-12-19 19:00:14 +08:00
c9s
6f2664b03e
grid2: fix test for orderTag 2022-12-19 18:51:39 +08:00
c9s
811be78933
grid2: update log message 2022-12-17 11:57:32 +08:00
Andy Cheng
d5e37f03e2 feature/dynamic_*: move dynamic_* to risk/dynamicrisk package 2022-12-16 11:51:52 +08:00
c9s
fa73b0e7f7
grid2: add warning message 2022-12-15 19:20:15 +08:00
c9s
bbc47bb63a
grid2: remove todo item 2022-12-15 19:06:34 +08:00
c9s
78f10212b9
grid2: fix base fee format 2022-12-15 18:57:21 +08:00
c9s
fcd7a20b78
bbgo,grid2: add place order error log 2022-12-15 18:54:02 +08:00
c9s
051aa19989
grid2: add newOrderUpdateHandler and send profit to notification 2022-12-15 18:47:45 +08:00
c9s
c2133a1712
grid2: call bbgo sync api to sync profit stats 2022-12-15 18:42:25 +08:00
c9s
1964763f58
grid2: add more logs 2022-12-15 18:41:04 +08:00
c9s
a340cd321b
max: add submit order limiter 2022-12-15 18:38:57 +08:00
c9s
ac8186d43d
grid2: debug submitOrder before sending them to the api 2022-12-15 18:30:28 +08:00
c9s
bc8d7e9968
grid2: add skipSpreadCheck option 2022-12-15 18:09:43 +08:00
Andy Cheng
e39b94cf51 bbgo/standard_indicator_set: embed BOLL's SMA initialization into the constructor literal 2022-12-15 17:50:05 +08:00
c9s
c0598a05f6
grid2: add slack attachment footer 2022-12-15 17:47:34 +08:00
Andy Cheng
095eb9c134 feature/dynamic_exposure: undo move dynamic_exposure and dynamic_spread 2022-12-15 17:25:56 +08:00
Andy Cheng
754f8da5d4 strategy/linregmaker: move private fields to the end of the struct 2022-12-15 17:23:43 +08:00
Andy Cheng
5b017cd361 feature/dynamic_spread: rename DynamicSpreadAmp to DynamicAmpSpread 2022-12-15 17:12:04 +08:00
Andy Cheng
5c7c125c99 feature/dynamic_spread: move to risk package 2022-12-15 17:09:47 +08:00
Andy Cheng
4c98bed76f feature/dynamic_quantity: add comment for getQuantity() 2022-12-15 17:08:36 +08:00
Andy Cheng
1002c13062 feature/dynamic_exposure: move to risk package 2022-12-15 17:08:35 +08:00
c9s
19478b1fbc
grid2: add profit stats since field 2022-12-15 15:39:48 +08:00
c9s
a7c8da7e88
grid2: add SlackAttachment on profit stats 2022-12-15 15:39:16 +08:00
c9s
7a35a652c3
grid2: add SlackAttachment on grid profit 2022-12-15 15:33:26 +08:00
c9s
a6a4be9878
grid2: sync order tag 2022-12-15 14:58:50 +08:00
c9s
16df170ca3
grid2: pull out order tag 2022-12-15 14:58:50 +08:00
c9s
aa4130ed30
grid2: add PlainText method on GridProfit struct 2022-12-15 14:58:31 +08:00
c9s
532d474564
grid2: pull out processFilledOrder method 2022-12-15 14:57:25 +08:00
Andy Cheng
8b1d19124f strategy/linregmaker: allow using amount for order qty calculation 2022-12-14 14:42:56 +08:00
Andy Cheng
d510c37e91 improve/dynamic_quantity: fix dynamic qty logic 2022-12-14 12:28:39 +08:00
Andy Cheng
2b8a5fe755 strategy/linregmaker: fix faster decrease logic 2022-12-14 11:52:15 +08:00
Andy Cheng
2ecdae6530 strategy/linregmaker: remove wrong test file 2022-12-13 17:49:31 +08:00
Andy Cheng
c6f9b0feed strategy/linregmaker: update config 2022-12-13 17:37:47 +08:00
Andy Cheng
ff334ca13d strategy/linregmaker: calculated allowed margin when leveraged 2022-12-13 17:16:30 +08:00
Andy Cheng
30f3ef2180 strategy/linregmaker: add more tg notification 2022-12-13 12:12:46 +08:00
Andy Cheng
79dcda5f52 strategy/linregmaker: add more trend reverse logs 2022-12-13 11:06:18 +08:00
Andy Cheng
a6956e50b7 strategy/linregmaker: add more logs 2022-12-12 18:23:49 +08:00
c9s
d83feec9ec
cmd: add log message for rollbar token 2022-12-12 17:37:40 +08:00
c9s
c8098b414b
cmd: add rollbar support 2022-12-12 17:18:40 +08:00
c9s
df6a34f5af binanceapi: adjust http timeout to 10s 2022-12-09 21:30:33 +08:00
c9s
096defc331 add test flag and disable lfs in test 2022-12-09 17:34:24 +08:00
c9s
6c0cc71c1c binance: avoid using fromId and timeRange at the same time 2022-12-09 17:28:06 +08:00
c9s
ae678d1b3b binance: add workaround for the myTrades api 2022-12-09 17:09:03 +08:00
c9s
85097840f1 binance: replace /api/v3/myTrades api 2022-12-09 16:44:27 +08:00
c9s
b515c24505 grid2: add earnBase test case 2022-12-07 14:48:51 +08:00
c9s
120a22f0cd grid2: add compound mode order test 2022-12-07 14:42:06 +08:00