c9s
638cc40516
fix notification arguments
2021-05-15 09:59:17 +08:00
c9s
a2bcfc8630
fix bollgrid function call
2021-05-14 15:34:58 +08:00
c9s
abd6f4c7ef
rename bbgo.AdjustQuantityByMaxAmount to bbgo.AdjustFloatQuantityByMaxAmount
2021-05-14 14:53:26 +08:00
c9s
f69cbe9c31
add basic TwapExecution
2021-05-14 14:53:26 +08:00
c9s
c520cfa540
xmaker: fix price calculation
2021-05-14 14:53:26 +08:00
Larry850806
4b53b3c96a
bollgrid: generate the last order if balance is not enough
2021-05-12 20:45:54 +08:00
c9s
a49cf531b5
fix cross exchange order executor for the basic risk control
2021-05-12 19:02:09 +08:00
c9s
29b7326f19
add withdrawal property to the exchange session
2021-05-12 12:05:54 +08:00
c9s
9ff7b62123
add xbalance strategy
2021-05-12 01:21:40 +08:00
c9s
f197a0fc4f
improve log messages
2021-05-11 15:57:44 +08:00
c9s
9d53adc6ef
xmaker: ignore self trade
2021-05-11 15:56:46 +08:00
c9s
610c33b819
improve support quantity for spot session
2021-05-11 13:25:29 +08:00
c9s
15086996e4
add balance warning
2021-05-11 12:53:32 +08:00
c9s
5f8e3259eb
add stopHedgeQuoteBalance and stopHedgeBaseBalance
2021-05-11 12:47:45 +08:00
c9s
d2a770bc05
adjust second layer price according to the pips
2021-05-11 01:06:39 +08:00
c9s
b86ed36aa2
calculate price by depth
2021-05-11 00:58:11 +08:00
c9s
4429a29c29
disable hedge quote adjustment
2021-05-11 00:10:49 +08:00
c9s
fa3ca54a55
improve warning messages
2021-05-10 23:52:17 +08:00
c9s
fe4e4bf5ea
use bbgo.AdjustQuantityByMaxAmount
2021-05-10 23:50:19 +08:00
c9s
b16d2553b5
remove floating point
2021-05-10 23:49:25 +08:00
c9s
1f9558cd64
use local timezone
2021-05-10 23:27:08 +08:00
c9s
af8f718228
add more pnl details to the state
2021-05-10 20:22:33 +08:00
c9s
95d58e9385
adjust hedge quantity according to the hedge account balances
2021-05-10 20:13:23 +08:00
c9s
c1ea9ff9ed
xmaker: move cancel order calls to the go routine
2021-05-10 13:18:57 +08:00
c9s
ddab6083d4
xmaker: support quantity scale
2021-05-10 02:52:41 +08:00
c9s
dde998aced
fix graceful shutdown
2021-05-10 02:17:19 +08:00
c9s
405f9c863f
xmaker: call cancel orders everytime
2021-05-10 01:47:17 +08:00
Yo-An Lin
8a9fe7ea23
Merge pull request #221 from frankurcrazy/fix/skip-cancel-profit-order-on-graceful-exit
...
fix(bollgrid): skip canceling profit orders on graceful exit
2021-05-10 01:11:20 +08:00
c9s
0307a740e3
calculate accumulatedProfit
2021-05-09 23:56:54 +08:00
c9s
a98fbeea77
reduce notify calls
2021-05-09 21:14:51 +08:00
c9s
2f326d0fed
xmaker: add interval jitter
2021-05-09 20:03:06 +08:00
c9s
74e01ce444
fix order waiting for graceful shutdown
2021-05-09 19:44:51 +08:00
c9s
ff90a704d9
fix fixedpoint format
2021-05-09 19:40:56 +08:00
c9s
e35eef2b72
fix message formatting
2021-05-09 19:15:37 +08:00
c9s
9525a334d2
add more fix
2021-05-09 19:04:44 +08:00
c9s
b343ecad61
xmaker: add more helpful messages
2021-05-09 18:55:56 +08:00
c9s
dc282182a5
fix xmaker order cancellation in the graceful shutdown
2021-05-09 18:48:25 +08:00
c9s
569bbfea54
use new bbgo position for calculating profits
2021-05-09 18:46:09 +08:00
c9s
f44d85d704
fix QuantityMultiplier
2021-05-09 18:33:11 +08:00
c9s
c0f12cf452
xmaker: add active maker order cancellation check
2021-05-09 18:32:29 +08:00
Frank Chang
da0ea3d390
fix(bollgrid): skip canceling profit order on graceful exit
...
profit orders shouldn't be canceled on graceful exit unless
properly persisted.
a new strategy parameter `shutdownCancelProfitOrders` is added.
Issue: #220
2021-05-08 15:19:04 +08:00
c9s
13d9f2ba49
grid: fix order generator checking
2021-05-08 01:00:57 +08:00
c9s
a94c42d9c2
grid: improve error messages
2021-05-08 00:59:30 +08:00
c9s
858d6bdf05
grid: adjust callback registration ordering
2021-05-07 02:14:35 +08:00
Larry850806
f1309c46fc
bollgrid: check balance before submit reverse order
2021-05-03 16:18:58 +08:00
c9s
822a010932
add moving average configuration to the schedule strategy
2021-05-02 20:58:32 +08:00
c9s
20d673f769
add schedule strategy
2021-05-02 18:03:41 +08:00
Larry850806
453a906a5a
bollgrid: use onStart instead of onConnect
2021-04-15 15:51:23 +08:00
Larry850806
980f1ae3e7
bollgrid: submit buy/sell orders separately
2021-04-15 12:31:18 +08:00
Larry850806
aa950b3dc4
bollgrid: track createdOrders when error occurs
2021-04-15 12:31:18 +08:00