2233 Commits

Author	SHA1	Message	Date
c9s	a5831bbf13	xgap: fix price and balance checking	2024-06-13 15:55:40 +08:00
c9s	88ce5a4928	xgap: make sourceBook optional	2024-06-13 15:40:40 +08:00
c9s	9adedc186f	xgap: fix empty source book pricing issue	2024-06-11 16:28:48 +08:00
なるみ	7bde48adce	Merge pull request #1637 from c9s/narumi/atrpin-log-with-fields ... CHORE: [atrpin] add symbol and window log fields	2024-05-25 21:37:51 +08:00
c9s	bc71c95608	binance: implement query trade for binance margin trading	2024-05-24 17:35:27 +08:00
kbearXD	c42c52d549	Merge pull request #1640 from c9s/kbearXD/dca2/flexible-recovery ... FEATURE: [dca2] change state recovery logic	2024-05-24 15:54:23 +08:00
kbearXD	7134f51d38	FEATURE: [dca2] change state recovery logic	2024-05-24 15:12:27 +08:00
c9s	8a852afedb	Merge pull request #1642 from c9s/refactor/average-depth-price-method ... Refactor: add average depth price method	2024-05-23 18:22:06 +08:00
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	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	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
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	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
narumi	095ca85669	disable bbgo.sync in common strategy	2024-05-14 19:50:52 +08:00
c9s	34200efd54	liquiditymaker: skip dust quantity	2024-05-14 17:34:26 +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	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
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
kbearXD	a7af2b7002	FEATURE: [grid2] use feeProcessing field to make sure the trading fee is ready	2024-04-30 11:03:23 +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
c9s	0a2b976165	Merge pull request #1618 from c9s/narumi/atrpin/submitting-log ... CHORE: [atrpin] add submitting log	2024-04-23 15:43:47 +08:00
c9s	9092b613b0	Merge pull request #1620 from c9s/narumi/move-logerr-to-util ... REFACTOR: move logErr to util	2024-04-23 15:43:10 +08:00
kbearXD	8fc7c38e97	Merge pull request #1622 from c9s/kbearXD/dca2/emit-position-after-recovery ... FEATURE: [dca2] emit position after recovery and refactor	2024-04-22 18:31:00 +08:00
c9s	a9db21adfa	limit adjustment order quantity	2024-04-22 14:42:52 +08:00
kbearXD	27ff44b663	FEATURE: [dca2] emit position after recovery and refactor	2024-04-22 13:46:28 +08:00
kbearXD	b6e7c48fd5	rename callback	2024-04-22 11:07:17 +08:00
kbearXD	547e9ece8f	FEATURE: [dca2] add position callback	2024-04-19 16:24:40 +08:00
narumi	94c126dd83	move logerr to util	2024-04-17 15:27:46 +08:00
narumi	1348ee540f	add submitting log	2024-04-17 15:16:58 +08:00
kbearXD	2a6c6e935b	add some logs	2024-04-16 16:52:50 +08:00
kbearXD	2f3e0044c1	MINOR: [dca2] refactor and make open-position interval longer	2024-04-16 13:38:14 +08:00
kbearXD	4d92cf1b74	change local position name	2024-04-15 17:27:56 +08:00
kbearXD	70a10582fa	FEATURE: recollect position before placing the take-profit order	2024-04-15 16:25:56 +08:00