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Author SHA1 Message Date
c9s
99edfb61bf
integrate aggregatePrice method 2024-05-23 16:30:43 +08:00
c9s
1c567d7146
pull out AverageDepthPrice from xdepthmaker 2024-05-23 15:22:45 +08:00
kbearXD
d4848f493d
Merge pull request #1641 from c9s/kbearXD/dca2/univeral-cancel-orders-flag 
FEATURE: [dca2] new flag UniversalCancelAllOrdersWhenClose to decide …
 2024-05-23 14:39:16 +08:00
kbearXD
be674278b2 FEATURE: [dca2] new flag UniversalCancelAllOrdersWhenClose to decide if cancel all orders when closing 2024-05-22 18:20:18 +08:00
kbearXD
5f1ece2a4b
Merge pull request #1638 from c9s/kbearXD/dca2/store-open-position-pqs 
FEATURE: [dca2] store price quantity pairs of the open-position order…
 2024-05-22 11:34:39 +08:00
kbearXD
275286b9b9 remove test case 2024-05-21 17:00:02 +08:00
kbearXD
0faef68fbf use types.PriceVolume 2024-05-21 16:06:02 +08:00
c9s
5397a3366c
Merge pull request #1639 from c9s/narumi/move-common-maker-tools 
REFACTOR: move maker tools
 2024-05-21 14:50:43 +08:00
c9s
7114b37967
Merge pull request #1625 from luchenhan/main 
chore: fix function names in comment
 2024-05-21 14:50:33 +08:00
c9s
4592be1376
add v1.59.2 release note 2024-05-20 18:34:00 +08:00
c9s
7c85fd83b3
bump version to v1.59.2 2024-05-20 18:34:00 +08:00
c9s
bee45b9c41
update command doc files 2024-05-20 18:34:00 +08:00
c9s
2e52d3175d
deposit2transfer: apply backoff to api calls 2024-05-20 18:05:21 +08:00
c9s
543b283820
liquiditymaker: remove orderbook subscription 2024-05-20 17:55:32 +08:00
narumi
8ad85fc365 move OrderPriceRiskControl to riskcontrol 2024-05-20 15:19:42 +08:00
narumi
5f096bbe0d move InventorySkew to strategy.common 2024-05-20 15:19:22 +08:00
kbearXD
6676e1e452 FEATURE: [dca2] store price quantity pairs of the open-position orders into persistence 2024-05-20 14:37:23 +08:00
narumi
0f045dccbb add symbol and window log fields 2024-05-20 14:34:08 +08:00
c9s
970c1bb8c7
Merge pull request #1636 from zenixls2/fix/tg_order 
fix: tg order decimal
 2024-05-20 01:44:46 +08:00
zenix.huang
24ab4895b6 fix: tg order decimal 2024-05-20 00:19:28 +09:00
なるみ
ad6efaf449
Merge pull request #1633 from c9s/narumi/fix-common-strategy-init 
FIX: fix strategy initialization
 2024-05-16 16:32:22 +08:00
kbearXD
38e63422f2
Merge pull request #1634 from c9s/kbearXD/dca2/fix 
FIX: [dca2] fix triggerNextState loop side effect
 2024-05-16 15:57:57 +08:00
bailantaotao
4c1d3f1c44
Merge pull request #1635 from c9s/edwin/okx/update-symbols-map 
FIX: [okx] update okx symbols
 2024-05-16 15:47:02 +08:00
edwin
ecc08fabb7 pkg/exchange: update okx symbols 2024-05-16 15:29:47 +08:00
kbearXD
73c467a06b FIX: [dca2] fix triggerNextState loop side effect 2024-05-16 14:44:56 +08:00
narumi
705261d2d4 fix strategy initialization 2024-05-15 23:38:34 +08:00
c9s
62e236edf1
Merge pull request #1632 from c9s/narumi/bbgo-sync-common-strategy 
FIX: disable bbgo.sync in common strategy to fix xgap
 2024-05-15 10:04:53 +08:00
narumi
095ca85669 disable bbgo.sync in common strategy 2024-05-14 19:50:52 +08:00
c9s
1d35be8d2a
add v1.59.1 release note 2024-05-14 17:35:18 +08:00
c9s
6aed8f33f7
bump version to v1.59.1 2024-05-14 17:35:18 +08:00
c9s
34200efd54
liquiditymaker: skip dust quantity 2024-05-14 17:34:26 +08:00
c9s
e6ce215979
add v1.59.0 release note 2024-05-14 15:08:21 +08:00
c9s
cc107b80da
bump version to v1.59.0 2024-05-14 15:08:21 +08:00
c9s
80bded1837
update command doc files 2024-05-14 15:08:21 +08:00
kbearXD
e86decea6e
Merge pull request #1629 from c9s/kbearXD/dca2/refactor 
REFACTOR: [dca2] refactor dca2 strategy to make it can back testing
 2024-05-13 17:22:20 +08:00
kbearXD
e856727e97 trigger position opening immediately after recovery 2024-05-13 15:24:31 +08:00
kbearXD
f49924caa4 not emit WaitToOpenPosition when kline event 2024-05-13 14:35:29 +08:00
kbearXD
6cdd2f0d71 REFACTOR: [dca2] refactor dca2 strategy to make it can back testing 2024-05-13 14:35:29 +08:00
c9s
1e41645384
Merge pull request #1630 from c9s/c9s-patch-1 2024-05-12 00:06:13 +08:00
c9s
b9c77c1584
add UseProtectedPriceRange support 2024-05-11 23:00:37 +08:00
c9s
b752e5ec60
Fix cancel all orders 2024-05-11 22:47:29 +08:00
なるみ
002151bf1a
Merge pull request #1628 from c9s/narumi/atrpin/fix 
FIX: [atrpin] sync position to redis
 2024-05-09 14:31:48 +08:00
narumi
24de8a23c9 sync position to redis 2024-05-08 15:28:40 +08:00
narumi
b35cfbeffd do nothing if failed to cancel open orders 2024-05-03 14:52:41 +08:00
c9s
bf732ed410
Merge pull request #1627 from c9s/kbearXD/grid/fee-processing 
FEATURE: [grid2] use feeProcessing field to make sure the trading fee…
 2024-04-30 16:12:34 +08:00
kbearXD
38d8043e3b MINOR: add trade id and order id when fee is still processing 2024-04-30 13:38:35 +08:00
kbearXD
a7af2b7002 FEATURE: [grid2] use feeProcessing field to make sure the trading fee is ready 2024-04-30 11:03:23 +08:00
kbearXD
150366c2f3
Merge pull request #1626 from c9s/kbearXD/dca2/fee-processing 
FEATURE: [dca2] make QueryOrderTradesUntilsuccessful take feeProcessi…
 2024-04-30 11:02:33 +08:00
luchenhan
5791e392f5 chore: fix function names in comment 
Signed-off-by: luchenhan <hanluchen@aliyun.com>
 2024-04-29 16:38:55 +08:00
kbearXD
0396fc19fd FEATURE: [dca2] make QueryOrderTradesUntilsuccessful take feeProcessing into consideration 2024-04-29 15:59:52 +08:00