narumi
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4dc28ec16a
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replace threshold with minBaseBalance
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2024-06-18 17:45:31 +08:00 |
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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
|
60160cd7b4
|
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
|
a5831bbf13
|
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
|
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
|
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
|
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
|
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
|
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
|
liquiditymaker: remove orderbook subscription
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2024-05-20 17:55:32 +08:00 |
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narumi
|
8ad85fc365
|
move OrderPriceRiskControl to riskcontrol
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2024-05-20 15:19:42 +08:00 |
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narumi
|
5f096bbe0d
|
move InventorySkew to strategy.common
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2024-05-20 15:19:22 +08:00 |
|
kbearXD
|
6676e1e452
|
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
|
0f045dccbb
|
add symbol and window log fields
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2024-05-20 14:34:08 +08:00 |
|
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
|
73c467a06b
|
FIX: [dca2] fix triggerNextState loop side effect
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2024-05-16 14:44:56 +08:00 |
|
narumi
|
705261d2d4
|
fix strategy initialization
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2024-05-15 23:38:34 +08:00 |
|
narumi
|
095ca85669
|
disable bbgo.sync in common strategy
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2024-05-14 19:50:52 +08:00 |
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c9s
|
34200efd54
|
liquiditymaker: skip dust quantity
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2024-05-14 17:34:26 +08:00 |
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kbearXD
|
e856727e97
|
trigger position opening immediately after recovery
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2024-05-13 15:24:31 +08:00 |
|
kbearXD
|
f49924caa4
|
not emit WaitToOpenPosition when kline event
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2024-05-13 14:35:29 +08:00 |
|
kbearXD
|
6cdd2f0d71
|
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
|
b9c77c1584
|
add UseProtectedPriceRange support
|
2024-05-11 23:00:37 +08:00 |
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c9s
|
b752e5ec60
|
Fix cancel all orders
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2024-05-11 22:47:29 +08:00 |
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narumi
|
24de8a23c9
|
sync position to redis
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2024-05-08 15:28:40 +08:00 |
|
narumi
|
b35cfbeffd
|
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
|
a7af2b7002
|
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 |
|
luchenhan
|
5791e392f5
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chore: fix function names in comment
Signed-off-by: luchenhan <hanluchen@aliyun.com>
|
2024-04-29 16:38:55 +08:00 |
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kbearXD
|
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
|
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
|
a9db21adfa
|
limit adjustment order quantity
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2024-04-22 14:42:52 +08:00 |
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kbearXD
|
27ff44b663
|
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
|
b6e7c48fd5
|
rename callback
|
2024-04-22 11:07:17 +08:00 |
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kbearXD
|
547e9ece8f
|
FEATURE: [dca2] add position callback
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2024-04-19 16:24:40 +08:00 |
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narumi
|
94c126dd83
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move logerr to util
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2024-04-17 15:27:46 +08:00 |
|
narumi
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1348ee540f
|
add submitting log
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2024-04-17 15:16:58 +08:00 |
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kbearXD
|
2a6c6e935b
|
add some logs
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2024-04-16 16:52:50 +08:00 |
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kbearXD
|
2f3e0044c1
|
MINOR: [dca2] refactor and make open-position interval longer
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2024-04-16 13:38:14 +08:00 |
|
kbearXD
|
4d92cf1b74
|
change local position name
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2024-04-15 17:27:56 +08:00 |
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kbearXD
|
70a10582fa
|
FEATURE: recollect position before placing the take-profit order
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2024-04-15 16:25:56 +08:00 |
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kbearXD
|
63d13d5f7b
|
use existing TradeCollector's EmitPositionUpdate
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2024-04-11 16:03:59 +08:00 |
|
kbearXD
|
0616c73a88
|
FEATURE: emit position when position updated and reset
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2024-04-11 15:12:38 +08:00 |
|
kbearXD
|
2d45b5cb76
|
FIX: fix dca2 panic problem
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2024-04-11 11:40:35 +08:00 |
|
kbearXD
|
444c228fc4
|
update error message
|
2024-04-08 19:54:44 +08:00 |
|
kbearXD
|
f8d7447e8e
|
FIX: fix issue when recovering with finalizing orders
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2024-04-08 19:54:44 +08:00 |
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c9s
|
27ddd63c10
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dca2: fix generateOpenPositionOrders call in tests
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2024-04-08 19:38:59 +08:00 |
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kbearXD
|
8568e15e82
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FEATURE: [dca2] new flag EnableQuoteInvestmentReallocate to decide if reallocate quote investment
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2024-04-01 15:52:30 +08:00 |
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なるみ
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3881039bfb
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Merge pull request #1608 from c9s/narumi/xalign/fix-max-amount
FIX: [xalign] fix buy side max amount
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2024-03-28 14:09:08 +08:00 |
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narumi
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c2c650af0e
|
fix xalign max amount
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2024-03-27 16:50:21 +08:00 |
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narumi
|
0095eae77f
|
log when amount is not greater than the minimal order quantity
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2024-03-27 16:50:21 +08:00 |
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kbearXD
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f42ef77296
|
fix typo
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2024-03-27 14:22:22 +08:00 |
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kbearXD
|
553976449d
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FEATURE: [dca2] when all open-position orders are filled, place the take-profit order
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2024-03-26 15:52:04 +08:00 |
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c9s
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d58461d1cf
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Merge pull request #1593 from c9s/c9s/xalign-add-test-cases
FIX: [xalign] add more complex test case for xalign strategy
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2024-03-19 16:07:57 +08:00 |
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kbearXD
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25baf49e13
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dca2: fix order group id not set issue
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2024-03-19 15:51:36 +08:00 |
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c9s
|
aced149ee8
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xalign: add more complex test case for xalign strategy
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2024-03-19 15:29:18 +08:00 |
|
kbearXD
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b0bbf3c529
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Merge pull request #1589 from c9s/kbearXD/dca2/pause-next-round-and-set-ttl
dca2: add ttl for persistence and nextRoundPaused flag
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2024-03-19 14:31:57 +08:00 |
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c9s
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c11f886718
|
xalign: correct the base/quote currency balance name when it's reversed
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2024-03-19 00:31:00 +08:00 |
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kbearXD
|
bcc29bd056
|
dca2: add ttl for persistence and nextRoundPaused flag
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2024-03-18 17:35:47 +08:00 |
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kbearXD
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3f44092ff4
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Merge pull request #1586 from c9s/kbearXD/dca2/round-collector
dca2: new struct RoundCollector for testing and use flag to decide re…
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2024-03-18 17:34:41 +08:00 |
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c9s
|
4eabb82f77
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Merge pull request #1587 from avoidaway/main
chore: remove repetitive words
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2024-03-18 16:50:40 +08:00 |
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c9s
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7f1e876be0
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xalign: check if the quote balance will be used up and below the expected balance line
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2024-03-18 12:47:48 +08:00 |
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avoidaway
|
917451d2ec
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chore: remove repetitive words
Signed-off-by: avoidaway <cmoman@126.com>
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2024-03-16 16:08:52 +08:00 |
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kbearXD
|
a23c476ce8
|
dca2: new struct RoundCollector for testing and use flag to decide recovery
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2024-03-15 18:41:46 +08:00 |
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c9s
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1d314daa22
|
xalign: skip same currency
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2024-03-15 15:59:43 +08:00 |
|
c9s
|
6831c40371
|
xalign: fix reversed market
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2024-03-15 15:57:17 +08:00 |
|
kbearXD
|
62d6e79193
|
dca2: use GeneralBackoff not GeneralLiteBackoff
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2024-03-15 11:24:20 +08:00 |
|
kbearXD
|
2b52211c1c
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new function IsFilledOrderState for maxapi
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2024-03-14 16:18:12 +08:00 |
|
kbearXD
|
fb2a46e1c4
|
use backoff retry
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2024-03-14 14:32:41 +08:00 |
|
kbearXD
|
91123edbd6
|
dca2: must calculate and emit profit at the end of the round
|
2024-03-14 14:32:41 +08:00 |
|
narumi
|
a5e7091af6
|
subscribe to level 5 book
|
2024-03-13 23:22:14 +08:00 |
|
Zenix
|
2a7ca4233d
|
Merge pull request #1575 from zenixls2/feature/loose_interface_public_data
feature: add ExchangePublic
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2024-03-13 17:42:28 +09:00 |
|
kbearXD
|
661b7be12e
|
dca2: add more log and retry
|
2024-03-12 14:53:45 +08:00 |
|
zenix.huang
|
f1a4879253
|
upgrade golang mockgen to uber mockgen. generate exchange public
|
2024-03-12 14:18:14 +09:00 |
|
kbearXD
|
17b193b003
|
dca2: remove debug log
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2024-03-11 15:34:12 +08:00 |
|
narumi
|
8e6423514f
|
rebalance: fix cannot lock fund
|
2024-03-08 17:17:37 +08:00 |
|
kbearXD
|
53b72194f9
|
MINOR: add log when there is error at calculating and emit profit
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2024-03-08 14:11:04 +08:00 |
|
c9s
|
b77618f9d8
|
xfunding: add PositionReady case
|
2024-03-06 22:39:44 +08:00 |
|
c9s
|
256e09a863
|
xfunding: adjust quote investment variable only when position is not opening
|
2024-03-06 22:39:44 +08:00 |
|
c9s
|
dc0f07d42f
|
xfunding: add notification for the fixed positions
|
2024-03-06 22:39:43 +08:00 |
|
c9s
|
f609b1cdc4
|
simplify profitFixer and apply it to xfunding
|
2024-03-06 22:39:43 +08:00 |
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c9s
|
b20b306818
|
xfunding: add dustQuantity check
|
2024-03-06 22:39:43 +08:00 |
|
c9s
|
4a4f91e7f9
|
xfunding: improve transfer logics
|
2024-03-06 22:39:43 +08:00 |
|
c9s
|
4242f052d8
|
xfunding: pull out queryAvailableTransfer and improve pending transfer things
|
2024-03-06 22:39:43 +08:00 |
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c9s
|
b2c6dce350
|
xfunding: rewrite transferIn method
|
2024-03-06 22:39:43 +08:00 |
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