156 Commits

Author	SHA1	Message	Date
c9s	a49d001c29	xmaker: add trade scanner	2022-01-07 01:03:12 +08:00
c9s	41574a2390	xmaker: use millisecond jitter from the util package	2022-01-07 00:14:24 +08:00
c9s	259771b0b0	all: pull out the graceful cancel process to the local active book	2022-01-07 00:10:40 +08:00
c9s	1d5406ef21	xmaker: always update maker market	2022-01-06 23:27:06 +08:00
c9s	c8bf85f4e2	xmaker: improve pips	2022-01-05 11:34:07 +08:00
c9s	e997220321	xmaker: fix ask pips	2022-01-05 11:32:56 +08:00
c9s	6ff24e713e	xmaker: fix notification format	2022-01-01 01:34:48 +08:00
c9s	6055f90680	xmaker: add cover and uncover logs	2021-12-31 15:26:51 +08:00
c9s	1116fc1de1	session: print klines only when debug-kline is enabled	2021-12-31 15:13:26 +08:00
c9s	899e8d2d58	Revert "xmaker: fix s.state.CoveredPosition.AtomicAdd add" ... This reverts commit 5999dc1151.	2021-12-31 14:23:02 +08:00
c9s	5999dc1151	xmaker: fix s.state.CoveredPosition.AtomicAdd add	2021-12-31 02:00:39 +08:00
c9s	aaa52ecea4	xmaker: remove unsued localTimeZone var	2021-12-31 01:53:30 +08:00
c9s	1fa03cdfd6	xmaker: add back profit function	2021-12-27 02:59:55 +08:00
c9s	f7c39290a0	call tradeCollector process to check trades	2021-12-27 00:51:57 +08:00
c9s	dcdf33e2c9	xmaker: pull out notifyTrade to a single callback	2021-12-27 00:12:35 +08:00
c9s	65da02af2c	xmaker: call TruncateQuantity when the quantity is adjusted	2021-12-26 15:45:39 +08:00
c9s	902e27ede4	xmaker: truncate quantity when hedging	2021-12-26 15:44:41 +08:00
c9s	1c54e59d55	xmaker: fix trade handling	2021-12-26 12:10:10 +08:00
austin362667	1703fff8b2	types: refactor Position and related files	2021-12-11 19:16:16 +08:00
c9s	7787edffa0	refactor grid strategy state loading/saving	2021-11-05 00:22:44 +08:00
c9s	a3f68d7b72	xmaker: use bbgo.NewPositionFromMarket	2021-10-17 22:24:57 +08:00
c9s	e2f58d0466	xmaker: use report ticker to report profit stats	2021-10-14 08:53:44 +08:00
c9s	d3fa0a964b	bbgo: add slack attachment support for profit	2021-10-14 01:27:50 +08:00
c9s	e4281b1a02	xmaker: update notification message with strategy ID	2021-10-14 01:27:37 +08:00
c9s	bbc1775ec5	xmaker: update symbol, base, quote currency to profit stats	2021-10-14 01:26:40 +08:00
c9s	8374c98609	xmaker: fix time type casting	2021-10-14 01:26:31 +08:00
c9s	5039a43413	bbgo: move pnl formating to the bbgo package	2021-10-14 01:26:11 +08:00
c9s	45645d0a3d	use the profit struct to pass profit info	2021-10-08 19:16:40 +08:00
c9s	d058125f78	bbgo: refactor profit stats	2021-10-08 14:57:44 +08:00
c9s	5e2b8af4dc	xmaker: fix reset today	2021-07-06 12:19:59 +08:00
c9s	1d316ed89c	xmaker: call reset today if the date exceeded	2021-07-06 12:19:59 +08:00
c9s	aab0c377d7	xmaker: reformat code	2021-06-26 20:26:47 +08:00
c9s	b58b48d668	xmaker: refactor profit stats	2021-06-26 20:26:47 +08:00
c9s	3fd170a4ff	xmaker: check book before copying	2021-06-09 01:35:56 +08:00
c9s	f5a241a1a8	xmaker: improve warn message	2021-06-09 01:35:50 +08:00
c9s	a0d8a3718a	xmaker: fix bid/ask price check	2021-06-07 02:50:11 +08:00
c9s	d5617d44aa	xmaker: pass source market and maker market for formatting	2021-06-07 02:49:54 +08:00
c9s	0a74cc7171	xmaker: add useDepthPrice option	2021-06-07 02:49:44 +08:00
c9s	38fd5422ab	xmaker: use uncovered position	2021-05-30 14:46:48 +08:00
c9s	9a68cfd288	xmaker: fix trade checking	2021-05-30 00:11:35 +08:00
c9s	70284a8c0f	xmaker: move notify trade	2021-05-29 01:41:29 +08:00
c9s	3789315214	show accumulated net profit	2021-05-29 01:38:44 +08:00
c9s	df10e175f9	xmaker: fix wording	2021-05-29 01:32:33 +08:00
c9s	e2561bde96	xmaker: add NotifyTrade option	2021-05-29 01:31:13 +08:00
c9s	6e0bc7c1e2	xmaker: use trade channel to buffer trades	2021-05-29 01:03:43 +08:00
c9s	33db0b5c6f	xmaker: add trade stores for trade buffering	2021-05-29 00:28:13 +08:00
c9s	4f16f6b1f8	fix market data stream usage	2021-05-28 03:13:50 +08:00
c9s	45f1a13870	rename Stream field to UserDataStream and add MarketDataStream	2021-05-27 14:45:06 +08:00
c9s	8781902b68	xmaker: fix stop hedge balance condition	2021-05-26 23:05:41 +08:00
c9s	117b26840e	show net profit margin percentage	2021-05-23 01:17:20 +08:00
c9s	9b9643e1f9	improve order cancellation mechanisim	2021-05-22 17:44:20 +08:00
c9s	cca3284140	separate net profit and profit	2021-05-22 17:17:37 +08:00
c9s	8acada76a9	replace sliceorderbook with orderbook interface	2021-05-22 16:32:29 +08:00
c9s	fd710d533f	implement tree copy method	2021-05-22 12:18:08 +08:00
c9s	d722b76564	adjust pips by bollband ratio	2021-05-17 23:57:20 +08:00
c9s	1c19c02206	xmaker: fix order submission	2021-05-17 21:33:55 +08:00
c9s	f6f1226bd0	integrate bollband indicator into xmaker	2021-05-17 20:04:13 +08:00
c9s	f80c98b97c	since we always receive balance update from websocket we do not need to subscribe 1m from the maker exchange	2021-05-17 20:04:13 +08:00
c9s	6370b39cde	adjust quantity by max amount if balance is not enough	2021-05-17 20:04:13 +08:00
c9s	c6ae1b54b8	remove redundant word	2021-05-17 20:04:13 +08:00
c9s	a1c888f04b	adjust profit margin percentage precesion	2021-05-17 20:04:13 +08:00
c9s	6069102099	fix percentage	2021-05-17 09:02:34 +08:00
c9s	82e85dd27a	add profit margin	2021-05-17 08:59:20 +08:00
c9s	e7c718ee15	assign fee rate to position	2021-05-16 17:58:51 +08:00
c9s	c9cdf31df1	add pnl emoji	2021-05-16 01:16:03 +08:00
c9s	638cc40516	fix notification arguments	2021-05-15 09:59:17 +08:00
c9s	abd6f4c7ef	rename bbgo.AdjustQuantityByMaxAmount to bbgo.AdjustFloatQuantityByMaxAmount	2021-05-14 14:53:26 +08:00
c9s	f69cbe9c31	add basic TwapExecution	2021-05-14 14:53:26 +08:00
c9s	c520cfa540	xmaker: fix price calculation	2021-05-14 14:53:26 +08:00
c9s	a49cf531b5	fix cross exchange order executor for the basic risk control	2021-05-12 19:02:09 +08:00
c9s	f197a0fc4f	improve log messages	2021-05-11 15:57:44 +08:00
c9s	9d53adc6ef	xmaker: ignore self trade	2021-05-11 15:56:46 +08:00
c9s	15086996e4	add balance warning	2021-05-11 12:53:32 +08:00
c9s	5f8e3259eb	add stopHedgeQuoteBalance and stopHedgeBaseBalance	2021-05-11 12:47:45 +08:00
c9s	d2a770bc05	adjust second layer price according to the pips	2021-05-11 01:06:39 +08:00
c9s	b86ed36aa2	calculate price by depth	2021-05-11 00:58:11 +08:00
c9s	4429a29c29	disable hedge quote adjustment	2021-05-11 00:10:49 +08:00
c9s	fa3ca54a55	improve warning messages	2021-05-10 23:52:17 +08:00
c9s	fe4e4bf5ea	use bbgo.AdjustQuantityByMaxAmount	2021-05-10 23:50:19 +08:00
c9s	b16d2553b5	remove floating point	2021-05-10 23:49:25 +08:00
c9s	1f9558cd64	use local timezone	2021-05-10 23:27:08 +08:00
c9s	af8f718228	add more pnl details to the state	2021-05-10 20:22:33 +08:00
c9s	95d58e9385	adjust hedge quantity according to the hedge account balances	2021-05-10 20:13:23 +08:00
c9s	c1ea9ff9ed	xmaker: move cancel order calls to the go routine	2021-05-10 13:18:57 +08:00
c9s	ddab6083d4	xmaker: support quantity scale	2021-05-10 02:52:41 +08:00
c9s	dde998aced	fix graceful shutdown	2021-05-10 02:17:19 +08:00
c9s	405f9c863f	xmaker: call cancel orders everytime	2021-05-10 01:47:17 +08:00
c9s	0307a740e3	calculate accumulatedProfit	2021-05-09 23:56:54 +08:00
c9s	a98fbeea77	reduce notify calls	2021-05-09 21:14:51 +08:00
c9s	2f326d0fed	xmaker: add interval jitter	2021-05-09 20:03:06 +08:00
c9s	74e01ce444	fix order waiting for graceful shutdown	2021-05-09 19:44:51 +08:00
c9s	ff90a704d9	fix fixedpoint format	2021-05-09 19:40:56 +08:00
c9s	e35eef2b72	fix message formatting	2021-05-09 19:15:37 +08:00
c9s	9525a334d2	add more fix	2021-05-09 19:04:44 +08:00
c9s	b343ecad61	xmaker: add more helpful messages	2021-05-09 18:55:56 +08:00
c9s	dc282182a5	fix xmaker order cancellation in the graceful shutdown	2021-05-09 18:48:25 +08:00
c9s	569bbfea54	use new bbgo position for calculating profits	2021-05-09 18:46:09 +08:00
c9s	f44d85d704	fix QuantityMultiplier	2021-05-09 18:33:11 +08:00
c9s	c0f12cf452	xmaker: add active maker order cancellation check	2021-05-09 18:32:29 +08:00
c9s	13a8597d59	add MaxExposurePosition settings	2021-04-04 11:14:09 +08:00