lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-10 09:11:55 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity
6,585 Commits 61 Branches 138 Tags 188 MiB
487fbf8681
Commit Graph

6585 Commits

This Branch
This Branch
All Branches
Author SHA1 Message Date
c9s
487fbf8681
binance: implement TransferFuturesAccountAsset api 2023-03-23 02:42:26 +08:00
c9s
6797069a40
binanceapi: fix payload encode format 2023-03-23 02:42:05 +08:00
c9s
6ca85b175a
xfunding: adjust quote investment according to the fee rate 2023-03-23 00:56:28 +08:00
c9s
6848e11e8a
binance: implement TransferFuturesAsset 2023-03-23 00:55:00 +08:00
c9s
c632e6efac
binance: add binance futures_transfer_request 2023-03-23 00:54:37 +08:00
c9s
6668d683e1
xfunding: adjust quoteInvestment according to the quote balance 2023-03-23 00:40:20 +08:00
c9s
684f6c6e1d
xfunding: document spot trade handler 2023-03-23 00:23:51 +08:00
c9s
928f668fec
xfunding: pull out premium check to detectPremiumIndex 2023-03-22 22:17:37 +08:00
c9s
dc5e0cbcc2
xfunding: solve lint error 2023-03-22 22:15:24 +08:00
c9s
6265ad248e
xfunding: add premium checker 2023-03-22 22:15:01 +08:00
c9s
3c69ccc25a
types: update channel names 2023-03-22 22:04:02 +08:00
c9s
98b0ffa510
all: add more futures channel types 2023-03-22 22:01:59 +08:00
c9s
e607fc19ac
xfunding: check spotSession, futuresSession names 2023-03-22 21:42:44 +08:00
c9s
d6c430a4b4
xfunding: implement CrossSubscribe 2023-03-22 21:42:06 +08:00
c9s
b881aea228
add position action 2023-03-22 21:38:56 +08:00
c9s
e93d13e425
xfunding: implement CrossRun 2023-03-22 21:36:42 +08:00
c9s
b2c0a343f3
rename funding config file 2023-03-22 21:17:45 +08:00
c9s
12b9775eb3
rename funding to xfunding 2023-03-22 21:17:33 +08:00
c9s
ab52dd6349
funding: filter kline event with types.KLineWith 2023-03-22 21:11:58 +08:00
Yo-An Lin
da381dc252
Merge pull request #1126 from c9s/c9s/max/separate-rate-limiter 
FIX: max: move submitOrderLimiter to the exchange wide var
 2023-03-21 17:35:12 +08:00
c9s
88af0a18f9
max: move tradeQueryLimiter to the exchange instance 2023-03-21 16:26:47 +08:00
c9s
fda4e48146
max: move submitOrderLimiter to the exchange wide var 2023-03-21 16:25:16 +08:00
kbearXD
b48f9701fb
Merge pull request #1124 from c9s/feature/grid2/emit-error 
FEATURE: emit grid error when failed to recover or open grid
 2023-03-20 17:22:01 +08:00
chiahung
bc23055536 FEATURE: emit grid error when failed to recover or open grid 2023-03-20 16:27:08 +08:00
なるみ
6ea49f98c2
Merge pull request #1122 from c9s/narumi/fixedmaker/clamp 
strategy: fixedmaker: clamp skew
 2023-03-18 23:38:23 +08:00
narumi
7114016bc9 clamp skew 2023-03-18 23:31:03 +08:00
Andy Cheng
b455ae7742
Merge pull request #1123 from andycheng123/fix/exits 
exits/trailingstop: fix typo
 2023-03-17 15:03:51 +08:00
kbearXD
294c09b9e8
Merge pull request #1119 from c9s/feature/grids/recover-from-trades 
FEATURE: make PinOrderMap's key from string to Pin
 2023-03-17 10:45:09 +08:00
Andy Cheng
bb8dbb155f
exits/trailingstop: fix typo 2023-03-17 10:43:47 +08:00
chiahung
8182840685 use fixedpoint.Value as key 2023-03-16 21:58:41 +08:00
Yo-An Lin
3151f810bf
Merge pull request #1120 from c9s/refactor/backoff-cancel-all 
REFACTOR: [grid2] pull out backoff cancel all to cancelAllOrdersUntilSuccessful
 2023-03-16 18:18:13 +08:00
c9s
0b922a929e
grid2: pull out backoff cancel all to cancelAllOrdersUntilSuccessful 2023-03-16 18:01:56 +08:00
chiahung
feabadeb59 FEATURE: make PinOrderMap's key from string to Pin 2023-03-16 17:34:02 +08:00
なるみ
57e3f46c5c
Merge pull request #1117 from c9s/narumi/fixedmaker/atr 
strategy: fixedmaker: add option to use ATR to adjust spread ratio
 2023-03-16 17:11:13 +08:00
narumi
939427c81f use ATR to adjust spread ratio 2023-03-16 17:03:45 +08:00
Yo-An Lin
035735f95e
Merge pull request #1118 from c9s/feature/grids/recover-from-trades 
MINOR: use Debug config for debug log
 2023-03-16 16:55:17 +08:00
chiahung
a5675f72ad MINOR: use Debug config for debug log 2023-03-16 16:44:16 +08:00
なるみ
52b2ffebd1
Merge pull request #1113 from c9s/narumi/fixedmaker/skew 
strategy: fixedmaker: add skew to adjust bid/ask price
 2023-03-16 02:39:02 +08:00
narumi
cf9a2e55bf add skew to adjust bid/ask price 2023-03-16 02:04:26 +08:00
Yo-An Lin
c3ee89cac5
Merge pull request #1116 from c9s/fix/save-state 
FIX: fix gracefully shutdown SaveState call for Isolation
 2023-03-15 23:02:16 +08:00
c9s
2fbe90b1e7
bbgo: fix: pass isolated context to SaveState() call 2023-03-15 22:50:50 +08:00
c9s
2378951c85
bbgo: should get isolation from the ctx when saving state 2023-03-15 22:47:40 +08:00
Yo-An Lin
4ac5a2a9e9
Merge pull request #1115 from c9s/bhwu/fix-correct-price-metrics 
FIX: [grid2] fix correct price metrics
 2023-03-15 22:10:17 +08:00
Yo-An Lin
50c626dad9
Merge pull request #1114 from c9s/feature/grids/recover-from-trades 
FEATURE: verify the grids before emit filled orders
 2023-03-15 22:10:04 +08:00
gx578007
74c465d943 FIX: [grid2] fix correct price metrics 2023-03-15 21:40:44 +08:00
chiahung
ffdc242f66 use debugOrders 2023-03-15 21:34:04 +08:00
chiahung
f987c85f17 move info log to debug log 2023-03-15 21:12:59 +08:00
chiahung
e686a26dda FEATURE: verify the grids before emit filled orders 2023-03-15 20:15:53 +08:00
Yo-An Lin
da3b0bc3f8
Merge pull request #1112 from c9s/fix/grids/fee-currency-case 
FIX: fix wrong fee currency
 2023-03-15 18:20:04 +08:00
chiahung
26054e4958 fix on max api level 2023-03-15 18:09:46 +08:00