Commit Graph

7134 Commits

Author SHA1 Message Date
c9s
e7c718ee15 assign fee rate to position 2021-05-16 17:58:51 +08:00
c9s
187a9c795b use exchange fee rate as a reference for profit 2021-05-16 17:50:08 +08:00
c9s
d0e4a5e65c move addTrade lock section 2021-05-16 17:05:12 +08:00
c9s
e636a5008d replace Exchange field type with ExchangeName 2021-05-16 17:02:23 +08:00
c9s
0a016cba75 split maker fee and taker fee 2021-05-16 16:50:26 +08:00
c9s
491c4bbada fixedpoint: support percentage parsing 2021-05-16 15:16:04 +08:00
c9s
a4381a54a3 add fee rate field 2021-05-16 15:03:36 +08:00
c9s
5c10f8a4e2 binance: call set server time service 2021-05-16 15:03:31 +08:00
c9s
fad1e39bba update state asset name for legacy caches 2021-05-16 01:22:55 +08:00
c9s
b4f6653ccc prefer PlainText interface over String interface 2021-05-16 01:21:35 +08:00
c9s
f176afee6f remove duplicated notify 2021-05-16 01:18:54 +08:00
c9s
c9cdf31df1 add pnl emoji 2021-05-16 01:16:03 +08:00
c9s
6f79a7eea8 improve support strategy messages 2021-05-16 01:07:53 +08:00
c9s
f28cc18ce4 support: check target quantity and min notional 2021-05-16 01:04:46 +08:00
c9s
9aaad2d28c add emoji icons to the messages 2021-05-16 01:03:28 +08:00
c9s
933765defb add State PlainText method test 2021-05-16 00:59:57 +08:00
c9s
2652bee83b remove arrow from the message text 2021-05-16 00:52:53 +08:00
c9s
f09e248c02 improve slack attachment title 2021-05-16 00:51:51 +08:00
c9s
16fbbd0e4b notify transfer states 2021-05-16 00:51:12 +08:00
c9s
40b5baeda7 add maxDailyAmountOfTransfer check 2021-05-16 00:50:15 +08:00
c9s
942eaac659 improve message formatting 2021-05-16 00:45:08 +08:00
c9s
8eb8a3de72 refactor state functions 2021-05-16 00:32:27 +08:00
c9s
ca10135646 translate WithdrawalRequest to slack attachment 2021-05-16 00:03:19 +08:00
c9s
e0d3b7a418 fix message formating 2021-05-15 23:55:13 +08:00
c9s
1f449eca7f implement SlackAttachment interface on Position 2021-05-15 23:50:03 +08:00
c9s
a582fdbfa7 xbalance: add jitter and notification messages 2021-05-15 10:42:16 +08:00
c9s
c85456b8e8 lock position for fetching base quantity 2021-05-15 10:06:48 +08:00
c9s
531799bdfb use mutex composition since we may lock from out side 2021-05-15 10:05:39 +08:00
c9s
8071559f99 position: use pointer receiver 2021-05-15 10:02:04 +08:00
c9s
a636cdaec9 add mutex to Position since position could be changed from 2 goroutine 2021-05-15 10:01:41 +08:00
c9s
aa340f0db3 always check restQuantity 2021-05-15 10:00:32 +08:00
c9s
638cc40516 fix notification arguments 2021-05-15 09:59:17 +08:00
c9s
236df245a2 adjust quantity bases on the balances 2021-05-15 09:46:07 +08:00
c9s
f9cb414832 twap: add update-interval option 2021-05-15 09:29:44 +08:00
c9s
ae256ce9d3 add more quantity adjustment fix 2021-05-15 09:23:41 +08:00
c9s
356a8b77ac adjust updateLimiter to 3 seconds one time 2021-05-15 09:20:46 +08:00
Yo-An Lin
93770a0d9f Merge pull request #242 from c9s/feature/execute-order-cmd
add twap order execution and related command
2021-05-14 16:17:20 +08:00
c9s
445feb016a support price ticks option 2021-05-14 15:35:11 +08:00
c9s
a2bcfc8630 fix bollgrid function call 2021-05-14 15:34:58 +08:00
c9s
e3cb2ad86c fix telegram arguments index update 2021-05-14 14:57:22 +08:00
c9s
abd6f4c7ef rename bbgo.AdjustQuantityByMaxAmount to bbgo.AdjustFloatQuantityByMaxAmount 2021-05-14 14:53:26 +08:00
c9s
f1fe492117 improve string format 2021-05-14 14:53:26 +08:00
c9s
66bc06bc5f add more order execution parameter checks 2021-05-14 14:53:26 +08:00
c9s
bb34b1002a improve order execution graceful shutdown 2021-05-14 14:53:26 +08:00
c9s
dc040bb82b improving logs 2021-05-14 14:53:26 +08:00
c9s
f69cbe9c31 add basic TwapExecution 2021-05-14 14:53:26 +08:00
c9s
c8b97629e0 add NumOfOrders method on active book 2021-05-14 14:53:26 +08:00
c9s
c520cfa540 xmaker: fix price calculation 2021-05-14 14:53:26 +08:00
c9s
3437515d6a rename placeOrder to submitOrder for making the api consistent 2021-05-14 14:53:26 +08:00
Yo-An Lin
2aea0dee4f Merge pull request #230 from LarryLuTW/bollgrid-enhance
bollgrid: generate the last order if balance is not enough
2021-05-14 11:51:25 +08:00