259 Commits

Author	SHA1	Message	Date
c9s	5fecccedd6	add resistance check	2021-06-16 13:23:33 +08:00
c9s	3d12a7df59	support: add sensitivity settings	2021-06-16 13:14:10 +08:00
c9s	990da5ad3b	xbalance: add foreign fee for withdrawal	2021-06-09 01:37:33 +08:00
c9s	3fd170a4ff	xmaker: check book before copying	2021-06-09 01:35:56 +08:00
c9s	f5a241a1a8	xmaker: improve warn message	2021-06-09 01:35:50 +08:00
c9s	a0d8a3718a	xmaker: fix bid/ask price check	2021-06-07 02:50:11 +08:00
c9s	d5617d44aa	xmaker: pass source market and maker market for formatting	2021-06-07 02:49:54 +08:00
c9s	0a74cc7171	xmaker: add useDepthPrice option	2021-06-07 02:49:44 +08:00
c9s	b60fd9e356	support: fix quantity formatting	2021-06-07 00:57:47 +08:00
c9s	f66095eff9	support: add target orders to the orders	2021-06-01 01:39:22 +08:00
c9s	e5db780be8	notify trades and update position	2021-06-01 01:39:22 +08:00
c9s	40c3a5870f	support strategy improvements: ... - add taker buy base volume ratio option - add max base asset balance config - add min quote asset balance config - record orders and trades	2021-06-01 01:39:22 +08:00
c9s	69e76485c5	xbalance: fix ticker usage	2021-05-30 18:06:31 +08:00
c9s	38fd5422ab	xmaker: use uncovered position	2021-05-30 14:46:48 +08:00
c9s	9a68cfd288	xmaker: fix trade checking	2021-05-30 00:11:35 +08:00
c9s	70284a8c0f	xmaker: move notify trade	2021-05-29 01:41:29 +08:00
c9s	3789315214	show accumulated net profit	2021-05-29 01:38:44 +08:00
c9s	df10e175f9	xmaker: fix wording	2021-05-29 01:32:33 +08:00
c9s	e2561bde96	xmaker: add NotifyTrade option	2021-05-29 01:31:13 +08:00
c9s	6e0bc7c1e2	xmaker: use trade channel to buffer trades	2021-05-29 01:03:43 +08:00
c9s	33db0b5c6f	xmaker: add trade stores for trade buffering	2021-05-29 00:28:13 +08:00
c9s	d932a686a0	fix strategy market data stream usage	2021-05-28 03:15:29 +08:00
c9s	4f16f6b1f8	fix market data stream usage	2021-05-28 03:13:50 +08:00
c9s	45f1a13870	rename Stream field to UserDataStream and add MarketDataStream	2021-05-27 14:45:06 +08:00
c9s	36071d6649	move MillisecondsJitter to the util package	2021-05-26 23:41:45 +08:00
c9s	9d7f147fbf	fix address UnmarshalJSON	2021-05-26 23:37:08 +08:00
c9s	967c7e9f9d	xbalance: add withdrawal options	2021-05-26 23:24:05 +08:00
c9s	8781902b68	xmaker: fix stop hedge balance condition	2021-05-26 23:05:41 +08:00
c9s	117b26840e	show net profit margin percentage	2021-05-23 01:17:20 +08:00
c9s	9b9643e1f9	improve order cancellation mechanisim	2021-05-22 17:44:20 +08:00
c9s	cca3284140	separate net profit and profit	2021-05-22 17:17:37 +08:00
c9s	8acada76a9	replace sliceorderbook with orderbook interface	2021-05-22 16:32:29 +08:00
c9s	fd710d533f	implement tree copy method	2021-05-22 12:18:08 +08:00
c9s	e23932f99c	xbalance: add checkOnStart option	2021-05-18 08:32:00 +08:00
c9s	d722b76564	adjust pips by bollband ratio	2021-05-17 23:57:20 +08:00
c9s	1c19c02206	xmaker: fix order submission	2021-05-17 21:33:55 +08:00
c9s	f6f1226bd0	integrate bollband indicator into xmaker	2021-05-17 20:04:13 +08:00
c9s	f80c98b97c	since we always receive balance update from websocket we do not need to subscribe 1m from the maker exchange	2021-05-17 20:04:13 +08:00
c9s	6370b39cde	adjust quantity by max amount if balance is not enough	2021-05-17 20:04:13 +08:00
c9s	c6ae1b54b8	remove redundant word	2021-05-17 20:04:13 +08:00
c9s	a1c888f04b	adjust profit margin percentage precesion	2021-05-17 20:04:13 +08:00
c9s	6069102099	fix percentage	2021-05-17 09:02:34 +08:00
c9s	82e85dd27a	add profit margin	2021-05-17 08:59:20 +08:00
c9s	e7c718ee15	assign fee rate to position	2021-05-16 17:58:51 +08:00
c9s	fad1e39bba	update state asset name for legacy caches	2021-05-16 01:22:55 +08:00
c9s	f176afee6f	remove duplicated notify	2021-05-16 01:18:54 +08:00
c9s	c9cdf31df1	add pnl emoji	2021-05-16 01:16:03 +08:00
c9s	6f79a7eea8	improve support strategy messages	2021-05-16 01:07:53 +08:00
c9s	f28cc18ce4	support: check target quantity and min notional	2021-05-16 01:04:46 +08:00
c9s	9aaad2d28c	add emoji icons to the messages	2021-05-16 01:03:28 +08:00