196 Commits

Author	SHA1	Message	Date
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
Larry850806	a80afff0c2	grid: track createdOrders when error occurs	2021-04-15 12:31:18 +08:00
c9s	13a8597d59	add MaxExposurePosition settings	2021-04-04 11:14:09 +08:00
Larry850806	6718aace8c	Add validation for support strategy	2021-04-02 10:32:38 +08:00