Commit Graph

3111 Commits

Author SHA1 Message Date
c9s
3907f99e70 xmaker: keep rate reservation token 2022-01-10 12:25:13 +08:00
c9s
1b27c4e9c4 remove hedge error limiter 2022-01-09 23:45:46 +08:00
c9s
c6a20b0d53 config/bollmaker.yaml: add persistence config 2022-01-09 23:45:33 +08:00
c9s
c394d37081 add v1.25.0 release note 2022-01-09 22:54:21 +08:00
c9s
54779444f4 bump version to v1.25.0 2022-01-09 22:54:21 +08:00
c9s
ba7328f025 config: move disableShort and add more description 2022-01-09 22:53:35 +08:00
c9s
10e21d5a8f config: change default exchange 2022-01-09 22:49:54 +08:00
c9s
51aa45a077 config: add config doc 2022-01-09 22:48:34 +08:00
c9s
9ca4e23aaf add strategy documentation 2022-01-09 22:43:49 +08:00
c9s
bba4e86fdf bollmaker: adjust default skew parameter 2022-01-09 22:37:27 +08:00
c9s
b98777afe4 bollmaker: pull out skew options 2022-01-09 22:32:23 +08:00
c9s
d94cc2df31 bbgo: add recover callbacks to trace collector 2022-01-09 15:39:59 +08:00
c9s
1e35bd9a0f add v1.24.0 release note 2022-01-09 11:44:41 +08:00
c9s
ab3dabcbcc bump version to v1.24.0 2022-01-09 11:44:41 +08:00
c9s
cbff0b6eca types: improve position fee display for telegram 2022-01-09 11:42:01 +08:00
c9s
6ce8edba7d xmaker: add error rate limiter 2022-01-09 11:33:34 +08:00
c9s
471a1b2baa xmaker: adjust minimal quantity and minimal notional threshold 2022-01-09 10:18:31 +08:00
c9s
7e9b768e4c slacknotifier: apply rate limiter to 1 message per second 2022-01-09 10:14:39 +08:00
c9s
cd340bd596 bollmaker: check s.MaxExposurePosition 2022-01-09 03:03:54 +08:00
c9s
0cec652f38 bollmaker: skip submitOrder calls if submitOrders is empty 2022-01-09 02:35:12 +08:00
c9s
656ef942e4 bollmaker: add disable short option 2022-01-09 02:24:10 +08:00
c9s
4df5847647 bollmaker: add quantity scaling for closing position 2022-01-09 01:57:51 +08:00
c9s
4cdb5b607b rename bollpp to bollmaker 2022-01-09 01:20:47 +08:00
c9s
02dfdb57bd types: pull out position type 2022-01-09 00:45:19 +08:00
c9s
1b1fc3ad66 types: collect fees 2022-01-09 00:39:55 +08:00
c9s
7e2acdc416 all: add lock protected GetBase method for Position 2022-01-09 00:35:45 +08:00
c9s
9b92c8948d xmaker: fix quantity truncation and add check for min quantity n min notional 2022-01-09 00:30:18 +08:00
c9s
77373a6cd4 add v1.23.0 release note 2022-01-08 19:06:04 +08:00
c9s
415cda3fca bump version to v1.23.0 2022-01-08 19:06:03 +08:00
c9s
567f0c8b59 update bollpp config 2022-01-08 02:40:34 +08:00
c9s
d1420e66be fix TestTradeCollector_ShouldNotCountDuplicatedTrade 2022-01-08 02:20:30 +08:00
c9s
cb189d885c fix backtest for limit maker order and bollpp strategy 2022-01-08 02:18:44 +08:00
c9s
e0b906a88b bbgo: fix processTrade 2022-01-07 16:53:11 +08:00
c9s
f4ebae17bb xmaker: when recover the trade, notify 2022-01-07 13:13:57 +08:00
Yo-An Lin
7f967de210
Merge pull request #419 from zenixls2/main
add twitter/telegram badge
2022-01-07 13:09:30 +08:00
c9s
a5fb408a16 twap: refactor and call activeMakerOrders.GracefulCancel 2022-01-07 01:34:23 +08:00
c9s
d013713c00 types: add exchange name to trade key 2022-01-07 01:25:07 +08:00
c9s
e312ec953c bbgo: rename test case 2022-01-07 01:23:54 +08:00
c9s
d63cc42867 bbgo: add trade collector test 2022-01-07 01:17:07 +08:00
c9s
a49d001c29 xmaker: add trade scanner 2022-01-07 01:03:12 +08:00
c9s
69ae3259ff bbgo: mark trade as done in the trade collector for preventing duplicated trade 2022-01-07 00:28:12 +08:00
c9s
01c7429758 trade: use assignment instead of append 2022-01-07 00:21:14 +08:00
c9s
41574a2390 xmaker: use millisecond jitter from the util package 2022-01-07 00:14:24 +08:00
c9s
259771b0b0 all: pull out the graceful cancel process to the local active book 2022-01-07 00:10:40 +08:00
c9s
47e23fda90 bbgo: add cache expiry 2022-01-06 23:57:42 +08:00
c9s
1d5406ef21 xmaker: always update maker market 2022-01-06 23:27:06 +08:00
zenix
09d66de9ee add twitter/telegram badge 2022-01-05 19:35:31 +09:00
c9s
c8bf85f4e2 xmaker: improve pips 2022-01-05 11:34:07 +08:00
c9s
e997220321 xmaker: fix ask pips 2022-01-05 11:32:56 +08:00
c9s
fd2f12a64f upgrade gopkg.in/tucnak/telebot.v2 to v2.5 2022-01-05 11:01:57 +08:00