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 |
|
kbearXD
|
63d13d5f7b
|
use existing TradeCollector's EmitPositionUpdate
|
2024-04-11 16:03:59 +08:00 |
|
kbearXD
|
0616c73a88
|
FEATURE: emit position when position updated and reset
|
2024-04-11 15:12:38 +08:00 |
|
kbearXD
|
2d45b5cb76
|
FIX: fix dca2 panic problem
|
2024-04-11 11:40:35 +08:00 |
|
kbearXD
|
444c228fc4
|
update error message
|
2024-04-08 19:54:44 +08:00 |
|
kbearXD
|
f8d7447e8e
|
FIX: fix issue when recovering with finalizing orders
|
2024-04-08 19:54:44 +08:00 |
|
c9s
|
27ddd63c10
|
dca2: fix generateOpenPositionOrders call in tests
|
2024-04-08 19:38:59 +08:00 |
|
kbearXD
|
8568e15e82
|
FEATURE: [dca2] new flag EnableQuoteInvestmentReallocate to decide if reallocate quote investment
|
2024-04-01 15:52:30 +08:00 |
|
なるみ
|
3881039bfb
|
Merge pull request #1608 from c9s/narumi/xalign/fix-max-amount
FIX: [xalign] fix buy side max amount
|
2024-03-28 14:09:08 +08:00 |
|
narumi
|
c2c650af0e
|
fix xalign max amount
|
2024-03-27 16:50:21 +08:00 |
|
narumi
|
0095eae77f
|
log when amount is not greater than the minimal order quantity
|
2024-03-27 16:50:21 +08:00 |
|
kbearXD
|
f42ef77296
|
fix typo
|
2024-03-27 14:22:22 +08:00 |
|
kbearXD
|
553976449d
|
FEATURE: [dca2] when all open-position orders are filled, place the take-profit order
|
2024-03-26 15:52:04 +08:00 |
|
c9s
|
d58461d1cf
|
Merge pull request #1593 from c9s/c9s/xalign-add-test-cases
FIX: [xalign] add more complex test case for xalign strategy
|
2024-03-19 16:07:57 +08:00 |
|
kbearXD
|
25baf49e13
|
dca2: fix order group id not set issue
|
2024-03-19 15:51:36 +08:00 |
|
c9s
|
aced149ee8
|
xalign: add more complex test case for xalign strategy
|
2024-03-19 15:29:18 +08:00 |
|
kbearXD
|
b0bbf3c529
|
Merge pull request #1589 from c9s/kbearXD/dca2/pause-next-round-and-set-ttl
dca2: add ttl for persistence and nextRoundPaused flag
|
2024-03-19 14:31:57 +08:00 |
|
c9s
|
c11f886718
|
xalign: correct the base/quote currency balance name when it's reversed
|
2024-03-19 00:31:00 +08:00 |
|
kbearXD
|
bcc29bd056
|
dca2: add ttl for persistence and nextRoundPaused flag
|
2024-03-18 17:35:47 +08:00 |
|
kbearXD
|
3f44092ff4
|
Merge pull request #1586 from c9s/kbearXD/dca2/round-collector
dca2: new struct RoundCollector for testing and use flag to decide re…
|
2024-03-18 17:34:41 +08:00 |
|
c9s
|
4eabb82f77
|
Merge pull request #1587 from avoidaway/main
chore: remove repetitive words
|
2024-03-18 16:50:40 +08:00 |
|
c9s
|
7f1e876be0
|
xalign: check if the quote balance will be used up and below the expected balance line
|
2024-03-18 12:47:48 +08:00 |
|
avoidaway
|
917451d2ec
|
chore: remove repetitive words
Signed-off-by: avoidaway <cmoman@126.com>
|
2024-03-16 16:08:52 +08:00 |
|
kbearXD
|
a23c476ce8
|
dca2: new struct RoundCollector for testing and use flag to decide recovery
|
2024-03-15 18:41:46 +08:00 |
|
c9s
|
1d314daa22
|
xalign: skip same currency
|
2024-03-15 15:59:43 +08:00 |
|
c9s
|
6831c40371
|
xalign: fix reversed market
|
2024-03-15 15:57:17 +08:00 |
|
kbearXD
|
62d6e79193
|
dca2: use GeneralBackoff not GeneralLiteBackoff
|
2024-03-15 11:24:20 +08:00 |
|
kbearXD
|
2b52211c1c
|
new function IsFilledOrderState for maxapi
|
2024-03-14 16:18:12 +08:00 |
|
kbearXD
|
fb2a46e1c4
|
use backoff retry
|
2024-03-14 14:32:41 +08:00 |
|
kbearXD
|
91123edbd6
|
dca2: must calculate and emit profit at the end of the round
|
2024-03-14 14:32:41 +08:00 |
|
narumi
|
a5e7091af6
|
subscribe to level 5 book
|
2024-03-13 23:22:14 +08:00 |
|
Zenix
|
2a7ca4233d
|
Merge pull request #1575 from zenixls2/feature/loose_interface_public_data
feature: add ExchangePublic
|
2024-03-13 17:42:28 +09:00 |
|
kbearXD
|
661b7be12e
|
dca2: add more log and retry
|
2024-03-12 14:53:45 +08:00 |
|
zenix.huang
|
f1a4879253
|
upgrade golang mockgen to uber mockgen. generate exchange public
|
2024-03-12 14:18:14 +09:00 |
|
kbearXD
|
17b193b003
|
dca2: remove debug log
|
2024-03-11 15:34:12 +08:00 |
|
narumi
|
8e6423514f
|
rebalance: fix cannot lock fund
|
2024-03-08 17:17:37 +08:00 |
|
kbearXD
|
53b72194f9
|
MINOR: add log when there is error at calculating and emit profit
|
2024-03-08 14:11:04 +08:00 |
|
c9s
|
b77618f9d8
|
xfunding: add PositionReady case
|
2024-03-06 22:39:44 +08:00 |
|
c9s
|
256e09a863
|
xfunding: adjust quote investment variable only when position is not opening
|
2024-03-06 22:39:44 +08:00 |
|
c9s
|
dc0f07d42f
|
xfunding: add notification for the fixed positions
|
2024-03-06 22:39:43 +08:00 |
|
c9s
|
f609b1cdc4
|
simplify profitFixer and apply it to xfunding
|
2024-03-06 22:39:43 +08:00 |
|
c9s
|
b20b306818
|
xfunding: add dustQuantity check
|
2024-03-06 22:39:43 +08:00 |
|
c9s
|
4a4f91e7f9
|
xfunding: improve transfer logics
|
2024-03-06 22:39:43 +08:00 |
|
c9s
|
4242f052d8
|
xfunding: pull out queryAvailableTransfer and improve pending transfer things
|
2024-03-06 22:39:43 +08:00 |
|
c9s
|
b2c6dce350
|
xfunding: rewrite transferIn method
|
2024-03-06 22:39:43 +08:00 |
|
c9s
|
8c517179dd
|
xfunding: fix state notification
|
2024-03-06 22:39:43 +08:00 |
|
c9s
|
d139d333a6
|
common: let FixFromTrades return error
|
2024-03-06 20:36:53 +08:00 |
|
c9s
|
83b526940a
|
common: pull out aggregateAllTrades from Fix() method
|
2024-03-06 20:36:21 +08:00 |
|
c9s
|
acb232242c
|
add FixFromTrades method
|
2024-03-06 20:34:19 +08:00 |
|
c9s
|
6a24059624
|
common: move out profit fixer to strategy/common
|
2024-03-06 20:31:53 +08:00 |
|
c9s
|
b6ddb49d0a
|
xdepthmaker: fix stats fixer
|
2024-03-06 18:12:24 +08:00 |
|
c9s
|
441ebbdbe5
|
xdepthmaker: add notification
|
2024-03-06 17:48:53 +08:00 |
|
c9s
|
188231e2fb
|
add more logs to profitFixer
|
2024-03-06 17:47:18 +08:00 |
|
c9s
|
be89292cbb
|
xdepthmaker: another fix
|
2024-03-06 17:19:50 +08:00 |
|
c9s
|
f5873172de
|
xdepthmaker: fix use of uninitialized vars
|
2024-03-06 16:10:45 +08:00 |
|
c9s
|
ad9163f7da
|
xdepthmaker: adjust FullReplenishInterval to 10min
|
2024-03-06 13:13:18 +08:00 |
|
c9s
|
1fb7262aae
|
xdepthmaker: adjust default update interval
|
2024-03-06 13:12:57 +08:00 |
|
c9s
|
31676cce8e
|
xdepthmaker: run profit fixer before s.CrossExchangeMarketMakingStrategy.Initialize
|
2024-03-06 12:53:36 +08:00 |
|
c9s
|
ac43937847
|
xdepthmaker: add disable hedge option
|
2024-03-06 12:49:15 +08:00 |
|
c9s
|
0d3483e7c3
|
xdepthmaker: fix loopvar issue
|
2024-03-05 21:16:35 +08:00 |
|
c9s
|
26c34618b2
|
xdepthmaker: improve fixer logging
|
2024-03-05 21:14:00 +08:00 |
|
c9s
|
4bed29ad02
|
xdepthmaker: pull out until argument
|
2024-03-05 21:11:51 +08:00 |
|
c9s
|
a518cf71c0
|
xdepthmaker: fix both profit stats and position
|
2024-03-05 18:15:25 +08:00 |
|
c9s
|
95a5e542ba
|
xdepthmaker: add profitx fixer
|
2024-03-05 18:12:30 +08:00 |
|
kbearXD
|
8e224739de
|
sync active orders and send metrics of order nums
|
2024-03-04 20:53:15 +08:00 |
|
chiahung.lin
|
5936cf32c7
|
FEATURE: add metrics for dca2
add log to debug
|
2024-03-04 20:53:15 +08:00 |
|
narumi
|
3ef7d3e09e
|
add balance type
|
2024-03-04 19:58:34 +08:00 |
|
chiahung.lin
|
9ac8bb916d
|
dca2: all the profit will use in the first order of the next round
fix precision problem
truncate profit first
|
2024-03-04 14:49:39 +08:00 |
|
c9s
|
4f57c5b842
|
Merge pull request #1545 from c9s/feat/add-universal-cancel-all-orders
FEATURE: add universal cancel all orders api helper
|
2024-02-27 22:12:16 +08:00 |
|
なるみ
|
9538a41c1b
|
Merge pull request #1541 from c9s/narumi/price-type
FEATURE: [rebalance] add price type
|
2024-02-23 20:32:09 +08:00 |
|
c9s
|
b72a176b91
|
Merge pull request #1547 from c9s/refactor/tradingutil
REFACTOR: move trading related utility functions to the tradingutil package
|
2024-02-23 19:25:03 +08:00 |
|
c9s
|
36e90cf5ca
|
grid2: rename filterPrice to roundAndTruncatePrice
|
2024-02-23 18:50:57 +08:00 |
|
c9s
|
a298950be8
|
move trading related utility functions to the tradingutil package
|
2024-02-23 18:47:49 +08:00 |
|
c9s
|
3b8a3bed5f
|
add universal cancel all orders api helper
|
2024-02-23 16:56:30 +08:00 |
|
narumi
|
8f2d551399
|
add price type
|
2024-02-23 14:05:25 +08:00 |
|
c9s
|
c6db392a26
|
deposit2transfer: improve deposit logging
|
2024-02-15 11:43:59 +08:00 |
|
narumi
|
502685f5d8
|
check dust quantity by taker price
|
2024-02-06 17:21:26 +08:00 |
|
narumi
|
541d19d826
|
modify log again
|
2024-02-06 17:03:51 +08:00 |
|
なるみ
|
2f40149387
|
Merge pull request #1527 from c9s/narumi/atrpin/log
CHORE: [atrpin] modify position log
|
2024-02-06 15:19:01 +08:00 |
|
narumi
|
a1995db014
|
log with field symbol
|
2024-02-06 15:08:01 +08:00 |
|
c9s
|
24952581fe
|
Merge pull request #1526 from c9s/c9s/simplify-booksignal-struct
FIX: simplify booksignal struct
|
2024-02-06 13:02:25 +08:00 |
|
narumi
|
a9198c0127
|
modify position log
|
2024-02-06 12:14:54 +08:00 |
|
c9s
|
996a1ecdc1
|
deposit2transfer: reduce log frequency
|
2024-02-06 00:39:05 +08:00 |
|
chiahung.lin
|
dfb65ba9e3
|
[dca2] add dev mode field for dev
use pointer
IsNewStrategy -> IsNewAccount
[dca2] recover at cancelling stage
new var recoverSinceLimit
fix profit stats round bug
|
2024-02-05 16:19:53 +08:00 |
|
c9s
|
bfbf415c15
|
tri: fix tests
|
2024-01-29 20:23:24 +08:00 |
|
c9s
|
35b7667da6
|
add the missing file
|
2024-01-29 15:45:48 +08:00 |
|
c9s
|
9efd8bd604
|
fix backtest Initialize call
|
2024-01-28 14:29:54 +08:00 |
|
c9s
|
4b70f864ff
|
tri: update quantity truncation method
|
2024-01-26 17:16:06 +08:00 |
|
c9s
|
67b500fce5
|
tri: fix tri bugs
|
2024-01-26 17:14:31 +08:00 |
|
chiahung.lin
|
d13d882fc4
|
remove unused log
remove running field
|
2024-01-23 15:53:20 +08:00 |
|
chiahung.lin
|
1b33308450
|
fix bug and new field running to help to test
|
2024-01-18 15:39:56 +08:00 |
|
chiahung.lin
|
465206afba
|
use cancel api not GracefulCancel in CleanUp
|
2024-01-17 17:30:37 +08:00 |
|
chiahung.lin
|
44dc5c5a65
|
remove balance checker
|
2024-01-17 16:52:04 +08:00 |
|
chiahung.lin
|
9836dc603c
|
truncate notional when open position
|
2024-01-17 15:22:03 +08:00 |
|
chiahung.lin
|
a363377c26
|
[dca2] new struct profit stats and its recover
|
2024-01-17 15:22:03 +08:00 |
|
kbearXD
|
4a0c9ca032
|
Merge pull request #1474 from c9s/kbearXD/dca2/callbacks-and-close
FEATURE: [dca2] add callbacks and shutdown function
|
2024-01-10 15:10:08 +08:00 |
|
chiahung.lin
|
6e661c805a
|
fix
|
2024-01-10 14:37:07 +08:00 |
|
chiahung.lin
|
d3bc37f45e
|
use CommonCallback and pull PersistenceTTL out
|
2024-01-09 16:01:10 +08:00 |
|
c9s
|
2ff74a5f86
|
autoborrow: add repaid alert
|
2024-01-09 09:59:53 +08:00 |
|
chiahung.lin
|
21e87079b5
|
FEATURE: ProfitStats for dca2
|
2024-01-08 18:25:11 +08:00 |
|
chiahung.lin
|
468b73abb6
|
bbgo.Sync profit stats
|
2024-01-08 18:25:11 +08:00 |
|
chiahung.lin
|
faaaaabce3
|
FEATURE: rename and use specific profit stats
|
2024-01-08 18:25:11 +08:00 |
|
chiahung.lin
|
0d6c6666a1
|
fix
|
2024-01-08 18:25:11 +08:00 |
|
chiahung.lin
|
b965dbe757
|
use OrderExecutor.GracefulCancel to replace cancelAllOrders
|
2024-01-08 18:25:11 +08:00 |
|
chiahung.lin
|
05870c5d60
|
move EmitReady and add go:generate
|
2024-01-08 18:25:11 +08:00 |
|
chiahung.lin
|
006256a9df
|
FEATURE: add callbacks and shutdown function
|
2024-01-08 18:25:11 +08:00 |
|
narumi
|
9c108380e8
|
xgap: print currency
|
2024-01-07 18:56:57 +08:00 |
|
narumi
|
36aadf74a1
|
xgap: check balance before placing orders
|
2024-01-06 22:55:45 +08:00 |
|
c9s
|
9dd4de0755
|
Merge pull request #1482 from c9s/narumi/xgap/log
CHORE: [xgap] improve log message
|
2024-01-06 20:28:40 +08:00 |
|
narumi
|
dc2895c4dc
|
rename cronExpression to schedule
|
2024-01-06 17:37:13 +08:00 |
|
なるみ
|
6367bd79d3
|
Merge pull request #1402 from c9s/narumi/fixedmaker/inventory-skew
FEATURE: inventory skew
|
2024-01-06 17:00:18 +08:00 |
|
narumi
|
3ee5bf29ef
|
xgap: improve log message
|
2024-01-06 15:53:16 +08:00 |
|
narumi
|
012fc33376
|
xgap: refactor with common strategy
|
2024-01-06 14:49:26 +08:00 |
|
c9s
|
9f8bdeb3e9
|
Merge pull request #1475 from c9s/narumi/rebalance/fix-instance-id
REFACTOR: [rebalance] refactor MultiMarketStrategy.Initialize
|
2024-01-06 14:30:12 +08:00 |
|
narumi
|
94fb883a0f
|
xgap: fix order cancel error
|
2024-01-04 18:53:23 +08:00 |
|
c9s
|
3dca9aaf98
|
Merge pull request #1470 from c9s/narumi/xnav/schedule
FEATURE: [xnav] add cron schedule
|
2024-01-03 16:38:19 +08:00 |
|
chiahung.lin
|
57282c30d2
|
FEATURE: remove Short
|
2023-12-28 23:04:09 +08:00 |
|
なるみ
|
e35795943d
|
Merge pull request #1468 from c9s/narumi/autobuy/init
FEATURE: add autobuy strategy
|
2023-12-28 17:44:53 +08:00 |
|
c9s
|
60043d6239
|
Merge pull request #1464 from c9s/kbearXD/dca2/run-state-and-recover
FEATURE: [dca2] run state machine
|
2023-12-28 17:35:57 +08:00 |
|
narumi
|
030c6c1ca5
|
fix instance id
|
2023-12-28 17:31:15 +08:00 |
|
chiahung.lin
|
59b1bb68cb
|
use stateTransition
|
2023-12-27 11:41:29 +08:00 |
|
narumi
|
687df81784
|
add autobuy strategy
|
2023-12-26 17:53:14 +08:00 |
|
narumi
|
5592d93c13
|
add cron schedule to xnav
|
2023-12-26 17:07:03 +08:00 |
|
c9s
|
d0f9052cf2
|
Merge pull request #1472 from c9s/c9s/grid2-check-price-for-subscribe
FIX: [grid2] subscribe 1m kline only when one of the trigger price is set
|
2023-12-26 12:01:29 +08:00 |
|
c9s
|
4d17d7e049
|
grid2: subscribe 1m kline only when one of the trigger price is set
|
2023-12-26 10:56:08 +08:00 |
|
c9s
|
c250fec2dc
|
Merge pull request #1463 from c9s/c9s/bollmaker-ema-crosssignal
|
2023-12-23 01:17:30 +08:00 |
|
chiahung.lin
|
b30b023858
|
FEATURE: check every cuerrent state and next state is valid
|
2023-12-22 15:27:31 +08:00 |
|
narumi
|
7f0a4a9953
|
apply inventory-skew to xfixedmaker
|
2023-12-21 16:39:23 +08:00 |
|
narumi
|
f160ea856f
|
apply inventory-skew to fixedmaker
|
2023-12-21 16:29:46 +08:00 |
|
narumi
|
8ecba4378c
|
inventory skew
|
2023-12-21 16:03:35 +08:00 |
|
なるみ
|
7f8a331373
|
Merge pull request #1465 from c9s/narumi/rebalance/fix-position-and-profit
FIX: [rebalance] fix position map and profit stats map
|
2023-12-20 23:59:05 +08:00 |
|
c9s
|
3ba1621590
|
xdepthmaker: simplify covered handler registration
|
2023-12-20 22:28:20 +08:00 |
|
c9s
|
58321e8aa5
|
xdepthmaker: update instance id format
|
2023-12-20 22:20:40 +08:00 |
|
c9s
|
eb36ed6926
|
xdepthmaker: remove the shared trade collector and order store, add mutex for covered position
|
2023-12-20 21:54:32 +08:00 |
|
narumi
|
7b121b10be
|
rebalance on order filled
|
2023-12-20 20:35:43 +08:00 |
|
narumi
|
762a09042a
|
graceful cancel orders
|
2023-12-20 20:26:34 +08:00 |
|
narumi
|
da02c926be
|
fix profit stats and position
|
2023-12-20 20:21:34 +08:00 |
|
chiahung.lin
|
bfd9c8ac64
|
FEATURE: run state machine
FEATURE: support recover
FEATURE: add order into orderStore and recover position
recover position/budget
FEATURE: support recover budget
|
2023-12-20 16:02:37 +08:00 |
|
c9s
|
a4f996c963
|
Merge pull request #1393 from c9s/strategy/emacross
STRATEGY: add emacross strategy
|
2023-12-20 15:50:52 +08:00 |
|
c9s
|
311ba3b2ac
|
bollmaker: fix ema cross subscription
|
2023-12-20 12:09:19 +08:00 |
|
c9s
|
46329c3a24
|
bollmaker: add ema cross signal to bollmaker strategy
|
2023-12-19 22:17:33 +08:00 |
|
c9s
|
6a07af80d8
|
bollmaker: define EMACrossSetting
|
2023-12-19 22:04:24 +08:00 |
|
c9s
|
4894a59756
|
fixedmaker, liquiditymaker: update initialize method
|
2023-12-19 21:59:44 +08:00 |
|
c9s
|
3dd93b65db
|
emacross, scmaker: fix strategy initialization
|
2023-12-19 21:58:50 +08:00 |
|
c9s
|
6abb320bce
|
emacross: clean up and update config
|
2023-12-19 21:57:51 +08:00 |
|
c9s
|
25c895bb09
|
add emacross strategy
|
2023-12-19 21:57:51 +08:00 |
|
c9s
|
ec4f43b100
|
bollmaker: support custom quantity
|
2023-12-19 21:55:38 +08:00 |
|
c9s
|
47b12edc4d
|
xdepthmaker: call bbgo.Sync on shutdown
|
2023-12-18 22:32:13 +08:00 |
|
c9s
|
84085e09b5
|
xdepthmaker: fix duplicated binding
|
2023-12-18 22:32:13 +08:00 |
|
c9s
|
2c9583cccb
|
xdepthmaker: remove redundant notification
|
2023-12-18 22:32:13 +08:00 |
|
c9s
|
98468feb73
|
Merge pull request #1458 from c9s/feature/xdepthmaker
FIX: [xdepthmaker] final fix
|
2023-12-18 17:59:38 +08:00 |
|
chiahung.lin
|
eda072327c
|
FIX: move common.Strategy to Initialize
|
2023-12-18 14:48:13 +08:00 |
|
c9s
|
f19ed7abe0
|
xdepthmaker: initialize s.CrossExchangeMarketMakingStrategy in Initialize()
|
2023-12-18 14:31:51 +08:00 |
|
chiahung.lin
|
e86b1bb90f
|
REFACTOR: make all common.Strategy from pointer to value
|
2023-12-13 17:36:30 +08:00 |
|
c9s
|
6dd3766776
|
Merge pull request #1451 from c9s/feature/xdepthmaker
CHORE: [xdepthmaker] improve shutdown process
|
2023-12-13 16:47:01 +08:00 |
|
c9s
|
c870defd47
|
xdepthmaker: improve shutdown process
|
2023-12-13 16:29:07 +08:00 |
|
chiahung.lin
|
e3d51777d3
|
rename
|
2023-12-13 14:16:02 +08:00 |
|
chiahung.lin
|
092d5cfb07
|
FEATURE: cancel maker orders and open take profit order
|
2023-12-13 14:16:02 +08:00 |
|
c9s
|
c5282a8f9b
|
bitget: add more debug logs
|
2023-12-12 16:37:43 +08:00 |
|
c9s
|
8c6724b264
|
xdepthmaker: fix pricing book copy by avoiding using CopyDepth
|
2023-12-11 17:59:16 +08:00 |
|
c9s
|
98468b39c7
|
xdepthmaker: change priceHeartBeat alert to warning
|
2023-12-11 17:05:07 +08:00 |
|
c9s
|
cedd790066
|
xdepthmaker: add lastOrderReplenishTime to prevent replacing orders too frequent
|
2023-12-11 17:02:17 +08:00 |
|