Commit Graph

4243 Commits

Author SHA1 Message Date
c9s
60d65a390f
max: add margin api (liquidation history and interest history) 2022-05-27 16:40:56 +08:00
Andy Cheng
98b794f265 strategy: DynamicSpreadSettings struct to make it more clean 2022-05-27 16:24:50 +08:00
c9s
410a9610c9
max: add margin api (loan, repay, ad ratio) 2022-05-27 16:13:01 +08:00
c9s
37ef5c4b97
max: add margin api (liquidation history and interest history) 2022-05-27 15:04:47 +08:00
Yo-An Lin
dee8611310
Merge pull request #634 from narumiruna/rebalance/place-limit-orders
rebalance: place limit orders
2022-05-27 13:41:14 +08:00
c9s
8721679f74
max: update market struct fields 2022-05-26 20:32:25 +08:00
c9s
d9e10b7fcd
max: integrate v3 orders api 2022-05-26 19:52:38 +08:00
c9s
6ca71cf9f1
max: simplify constructor 2022-05-26 18:49:50 +08:00
c9s
2d20083244
max: pull out http transport and register order service v3 2022-05-26 18:49:18 +08:00
c9s
c1ba270d76
max: log max.DebtEvent 2022-05-26 18:07:17 +08:00
なるみ
c99be984d1 rebalance: place limit orders 2022-05-26 17:28:48 +08:00
Yo-An Lin
b0ab6f1a6a
Merge pull request #632 from gaga5lala/gaga5lala/fix-setup-grid-script
fix: setup-bollgrid.sh: respect exchange name from command line argument
2022-05-26 01:37:00 +08:00
c9s
4d8ea7d979
max: log adratio 2022-05-25 20:34:25 +08:00
c9s
459d839c1a
max: parse debt 2022-05-25 20:12:16 +08:00
c9s
2ffbb2ed82
max: add ad_ratio_update type 2022-05-25 20:06:51 +08:00
c9s
a74ad31ea0
max: parse ADRatio message 2022-05-25 20:06:17 +08:00
c9s
83abf14f3b
max: add updateTime field parse 2022-05-25 19:52:29 +08:00
zenix
e81216e678 fix: TP compare direction in ewo, feature: add trade report fro ewo, fix: db lock on insertion in sqlite3 2022-05-25 16:11:19 +09:00
c9s
f65821d4fd
max: add mwallet message type to parser 2022-05-25 14:42:45 +08:00
c9s
9f0d975b57
max: add filters when margin is on 2022-05-25 14:40:43 +08:00
c9s
e5e505d65e
max: apply margin settings struct 2022-05-25 14:38:09 +08:00
c9s
eccee460ca
max: add filters field to the auth message 2022-05-25 13:51:24 +08:00
zenix
c6bad0ba08 fix: tv chart, price direction in backtest 2022-05-25 01:48:14 +09:00
zenix
99122f44bc fix: backtest kline prev close -> new open, pass exchange as pointer (for Mutex passing), ewo add filter ma34 2022-05-24 23:05:01 +09:00
c9s
0ee23e0ce4
max: refactor order sort method into the types package 2022-05-24 18:07:34 +08:00
c9s
680231e0c5
max: drop legacy queryAllClosedOrders method 2022-05-24 18:04:33 +08:00
c9s
9d459612a4
maxapi: add wallet type validation 2022-05-24 18:00:52 +08:00
c9s
79893f4b88
define wallet type and separate wallet order api 2022-05-24 17:48:08 +08:00
c9s
c6ede883ce
add max v3 api 2022-05-24 17:40:00 +08:00
zenix
dbe0fbcd4c fix: split implementation, fix code comments, add explanation on ewo params 2022-05-24 16:19:00 +09:00
Andy Cheng
f452f8eb94 strategy: update bollmaker config 2022-05-24 11:19:50 +08:00
gaga5lala
6a31623c10 setup script should respect exchange name from command line argument 2022-05-23 22:22:52 +08:00
c9s
a66bae47fe
add v3 order endpoint 2022-05-23 18:34:08 +08:00
c9s
dd30501615
add notice 2022-05-23 18:13:57 +08:00
c9s
46da8d94f1
update readme 2022-05-23 15:52:13 +08:00
c9s
0b082e5fe1
migrate javascript to typescript 2022-05-23 15:48:44 +08:00
c9s
d88e41c20c
remove unused client field 2022-05-23 15:48:44 +08:00
Yo-An Lin
9414b02fba
Update adding-new-exchange.md 2022-05-23 15:05:55 +08:00
c9s
35375c84c1
use requestgen.BaseAPIClient 2022-05-23 14:28:28 +08:00
Andy Cheng
944856eb72 strategy: fix typo 2022-05-23 12:58:45 +08:00
Andy Cheng
bb4d6e61b0 strategy: fix typo 2022-05-23 12:06:24 +08:00
Andy Cheng
64b1ec3780 strategy: update calculation of dynamic spread 2022-05-23 11:37:57 +08:00
c9s
42daf48fa6
backtest report: fix default interval issue 2022-05-22 03:07:31 +08:00
c9s
01d1ef2255
update grid config for testing 2022-05-22 02:40:52 +08:00
c9s
18fc68f6c6
backtest: fix order update_time update in the matching engine
fixes: #631
2022-05-22 02:40:26 +08:00
c9s
f06ec76618
backtest: check quoteQuantity only when price is given 2022-05-22 01:19:43 +08:00
c9s
adc2216e1f
add backtest report screenshot 2022-05-20 19:37:32 +08:00
Yo-An Lin
7c98fdfb31
Merge pull request #630 from c9s/fix/kline-sync
fix: fix duplicated kline sync issue and add unique index for kline tables
2022-05-20 19:05:10 +08:00
c9s
b9f0159537
add error handling 2022-05-20 18:57:41 +08:00
c9s
62de3a43ed
ci: add backtest sync test to ci flow 2022-05-20 18:07:58 +08:00