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Author	SHA1	Message	Date
c9s	a4833524cf	xmaker: add more logs	2024-09-01 16:41:16 +08:00
c9s	ed073264f1	xmaker: add MaxHedgeAccountLeverage option	2024-09-01 15:42:36 +08:00
c9s	ad6056834e	xmaker: separate maximumValueInUsd in a new var	2024-09-01 01:34:25 +08:00
c9s	8b1306a6a6	xmaker: calculate maximum leveraged account value	2024-09-01 01:31:50 +08:00
c9s	d85da78e17	xmaker: improve hedge account credit calculation	2024-09-01 00:58:50 +08:00
dropbigfish	9d581adc04	fix: fix slice init length ... Signed-off-by: dropbigfish <fillfish@foxmail.com>	2024-09-01 00:36:43 +08:00
c9s	cff7103ece	fix math import	2024-08-30 22:41:13 +08:00
c9s	d501e8ff4d	xmaker: apply math.Abs on signal for margin scale	2024-08-30 22:38:59 +08:00
c9s	b87213827e	Merge pull request #1723 from c9s/c9s/xmaker/add-signals ... FIX: [xmaker] avoid calculate margin from 0.0 signal	2024-08-30 18:01:57 +08:00
c9s	ec80cbfd9f	xmaker: check 0.0	2024-08-30 17:52:28 +08:00
c9s	04bed165d0	Merge pull request #1722 from c9s/c9s/xmaker/add-signals ... FEATURE: [xmaker] add signals	2024-08-30 17:50:52 +08:00
c9s	7c4b3e81df	xmaker: add more logs	2024-08-30 17:42:20 +08:00
c9s	cc820d3df0	xmaker: apply margin from signal	2024-08-30 17:39:25 +08:00
c9s	371db8e7d1	xmaker: update signal conditions to metrics	2024-08-30 17:18:29 +08:00
c9s	b8abc065de	xmaker: initialize bollinger band signal	2024-08-30 17:15:12 +08:00
c9s	9ebab4f4f7	xmaker: add signal providers	2024-08-30 15:44:55 +08:00
c9s	d9fb9ff3e0	xmaker: remove unused var	2024-08-29 13:18:50 +08:00
c9s	88d7783843	bbgo/activeOrderBook: filter market order when filtering existing orders	2024-08-29 00:38:44 +08:00
c9s	86e464b1bc	xmaker: when submitting hedge orders, do not add it to the active orderbook	2024-08-29 00:33:04 +08:00
c9s	8e91a023ca	Merge pull request #1721 from c9s/c9s/xmaker/fix-agg-price-method ... FIX: [xmaker] fix aggregatePrice method	2024-08-28 22:46:19 +08:00
c9s	8de0c67503	xmaker: fix aggregatePrice function	2024-08-28 22:36:44 +08:00
c9s	e187614179	xmaker: log best bid and best ask	2024-08-28 22:32:56 +08:00
c9s	bda66040e7	Merge pull request #1720 from c9s/c9s/xmaker/margin-credit-improvement ... FEATURE: [xmaker] margin credit improvement	2024-08-28 16:53:33 +08:00
c9s	d36bbe5fb5	xmaker: adjust accountUpdater's ticker to 3 min	2024-08-28 16:41:50 +08:00
c9s	77b7b29739	xmaker: adjust credit buffer algo	2024-08-28 16:37:39 +08:00
c9s	1d6282a10b	xmaker: add account updater and handle margin account to add more flexibility	2024-08-28 16:07:11 +08:00
c9s	108fb6138a	xmaker: check hedge balance only when it's spot account	2024-08-28 14:48:38 +08:00
c9s	1e2f086643	xmaker: set notional var back	2024-08-27 22:45:43 +08:00
c9s	6011fd5157	xmaker: set profitChanged only when Hedge is called	2024-08-27 22:45:11 +08:00
c9s	652c9b62e8	Merge pull request #1719 from c9s/c9s/xmaker/stb-improvements ... IMPROVE: [xmaker] fix bollinger band price calculation	2024-08-27 20:14:48 +08:00
c9s	9939b5ce68	xmaker: improve bid/ask pricing when UseDepthPrice and DepthQuantity are on	2024-08-27 20:05:46 +08:00
c9s	a740ef10c2	xmaker: add price checker and field logger	2024-08-27 20:05:45 +08:00
c9s	f81ce5ce95	xmaker: improve bollinger band trend detection	2024-08-27 20:05:45 +08:00
c9s	4ae8ad77b3	xmaker: add profit changed flag for notification	2024-08-27 20:05:45 +08:00
c9s	3819feacf3	xmaker: improve dust quantity check	2024-08-27 20:05:45 +08:00
c9s	4af12a7e5d	Merge pull request #1718 from c9s/c9s/xmaker/config-metrics ... FEATURE: [xmaker] add more config metrics	2024-08-27 18:09:47 +08:00
c9s	3d4ccd1344	xmaker: integrate bid/ask margin metrics	2024-08-27 15:39:38 +08:00
c9s	b3c8739983	xmaker: add config bid/ask margin metrics	2024-08-27 15:35:39 +08:00
c9s	5edf5a763f	Merge pull request #1717 from c9s/c9s/xmaker/worker-method ... REFACTOR: [xmaker] refactor hedge worker and quote worker	2024-08-27 15:32:56 +08:00
c9s	7e65aca62e	xmaker: add more config metrics	2024-08-27 15:22:06 +08:00
c9s	199b86df86	xmaker: add comments	2024-08-27 14:52:27 +08:00
c9s	6fb6467d59	xmaker: refactor hedge worker and quote worker	2024-08-27 14:48:30 +08:00
c9s	2479f2e9fc	Merge pull request #1715 from c9s/c9s/upgrade-pkgs ... UPGRADE: [go] upgrade packages that are too old	2024-08-26 19:06:54 +08:00
c9s	e77f0cbacb	Merge pull request #1714 from c9s/dependabot/github_actions/actions/setup-node-4 ... dep: bump actions/setup-node from 2 to 4	2024-08-26 18:54:54 +08:00
c9s	be386d085a	go: upgrade packages that are too old	2024-08-26 18:54:21 +08:00
c9s	ea93bf959a	Merge pull request #1716 from c9s/c9s/xmaker/stb-improvements ... FIX: [xmaker] profit object can be nil	2024-08-26 18:39:29 +08:00
c9s	e3079c134c	xmaker: add todo note	2024-08-26 18:37:02 +08:00
c9s	7367ea73b8	xmaker: profit object can be nil	2024-08-26 18:35:10 +08:00
c9s	f96e0d6552	config: change staging to local	2024-08-26 16:11:48 +08:00
c9s	68e56d76e6	Merge pull request #1713 from c9s/c9s/chart/env-section	2024-08-26 14:59:00 +08:00