Commit Graph

6255 Commits

Author SHA1 Message Date
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
7c85fd83b3
bump version to v1.59.2 2024-05-20 18:34:00 +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
zenix.huang
24ab4895b6 fix: tg order decimal 2024-05-20 00:19:28 +09:00
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
38e63422f2
Merge pull request #1634 from c9s/kbearXD/dca2/fix
FIX: [dca2] fix triggerNextState loop side effect
2024-05-16 15:57:57 +08:00
edwin
ecc08fabb7 pkg/exchange: update okx symbols 2024-05-16 15:29:47 +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
6aed8f33f7
bump version to v1.59.1 2024-05-14 17:35:18 +08:00
c9s
34200efd54
liquiditymaker: skip dust quantity 2024-05-14 17:34:26 +08:00
c9s
cc107b80da
bump version to v1.59.0 2024-05-14 15:08:21 +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
38d8043e3b MINOR: add trade id and order id when fee is still processing 2024-04-30 13:38:35 +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
4523902f0f
Merge pull request #1619 from hidewrong/main
chore: fix some comments
2024-04-23 15:43:29 +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
hidewrong
d6d428ed9f chore: fix some comments
Signed-off-by: hidewrong <hidewrong@outlook.com>
2024-04-17 11:11:53 +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