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Author	SHA1	Message	Date
c9s	6ca85b175a	xfunding: adjust quote investment according to the fee rate	2023-03-23 00:56:28 +08:00
c9s	6848e11e8a	binance: implement TransferFuturesAsset	2023-03-23 00:55:00 +08:00
c9s	c632e6efac	binance: add binance futures_transfer_request	2023-03-23 00:54:37 +08:00
c9s	6668d683e1	xfunding: adjust quoteInvestment according to the quote balance	2023-03-23 00:40:20 +08:00
c9s	684f6c6e1d	xfunding: document spot trade handler	2023-03-23 00:23:51 +08:00
c9s	928f668fec	xfunding: pull out premium check to detectPremiumIndex	2023-03-22 22:17:37 +08:00
c9s	dc5e0cbcc2	xfunding: solve lint error	2023-03-22 22:15:24 +08:00
c9s	6265ad248e	xfunding: add premium checker	2023-03-22 22:15:01 +08:00
c9s	3c69ccc25a	types: update channel names	2023-03-22 22:04:02 +08:00
c9s	98b0ffa510	all: add more futures channel types	2023-03-22 22:01:59 +08:00
c9s	e607fc19ac	xfunding: check spotSession, futuresSession names	2023-03-22 21:42:44 +08:00
c9s	d6c430a4b4	xfunding: implement CrossSubscribe	2023-03-22 21:42:06 +08:00
c9s	b881aea228	add position action	2023-03-22 21:38:56 +08:00
c9s	e93d13e425	xfunding: implement CrossRun	2023-03-22 21:36:42 +08:00
c9s	b2c0a343f3	rename funding config file	2023-03-22 21:17:45 +08:00
c9s	12b9775eb3	rename funding to xfunding	2023-03-22 21:17:33 +08:00
c9s	ab52dd6349	funding: filter kline event with types.KLineWith	2023-03-22 21:11:58 +08:00
Yo-An Lin	da381dc252	Merge pull request #1126 from c9s/c9s/max/separate-rate-limiter ... FIX: max: move submitOrderLimiter to the exchange wide var	2023-03-21 17:35:12 +08:00
c9s	88af0a18f9	max: move tradeQueryLimiter to the exchange instance	2023-03-21 16:26:47 +08:00
c9s	fda4e48146	max: move submitOrderLimiter to the exchange wide var	2023-03-21 16:25:16 +08:00
kbearXD	b48f9701fb	Merge pull request #1124 from c9s/feature/grid2/emit-error ... FEATURE: emit grid error when failed to recover or open grid	2023-03-20 17:22:01 +08:00
chiahung	bc23055536	FEATURE: emit grid error when failed to recover or open grid	2023-03-20 16:27:08 +08:00
なるみ	6ea49f98c2	Merge pull request #1122 from c9s/narumi/fixedmaker/clamp ... strategy: fixedmaker: clamp skew	2023-03-18 23:38:23 +08:00
narumi	7114016bc9	clamp skew	2023-03-18 23:31:03 +08:00
Andy Cheng	b455ae7742	Merge pull request #1123 from andycheng123/fix/exits ... exits/trailingstop: fix typo	2023-03-17 15:03:51 +08:00
kbearXD	294c09b9e8	Merge pull request #1119 from c9s/feature/grids/recover-from-trades ... FEATURE: make PinOrderMap's key from string to Pin	2023-03-17 10:45:09 +08:00
Andy Cheng	bb8dbb155f	exits/trailingstop: fix typo	2023-03-17 10:43:47 +08:00
chiahung	8182840685	use fixedpoint.Value as key	2023-03-16 21:58:41 +08:00
Yo-An Lin	3151f810bf	Merge pull request #1120 from c9s/refactor/backoff-cancel-all ... REFACTOR: [grid2] pull out backoff cancel all to cancelAllOrdersUntilSuccessful	2023-03-16 18:18:13 +08:00
c9s	0b922a929e	grid2: pull out backoff cancel all to cancelAllOrdersUntilSuccessful	2023-03-16 18:01:56 +08:00
chiahung	feabadeb59	FEATURE: make PinOrderMap's key from string to Pin	2023-03-16 17:34:02 +08:00
なるみ	57e3f46c5c	Merge pull request #1117 from c9s/narumi/fixedmaker/atr ... strategy: fixedmaker: add option to use ATR to adjust spread ratio	2023-03-16 17:11:13 +08:00
narumi	939427c81f	use ATR to adjust spread ratio	2023-03-16 17:03:45 +08:00
Yo-An Lin	035735f95e	Merge pull request #1118 from c9s/feature/grids/recover-from-trades ... MINOR: use Debug config for debug log	2023-03-16 16:55:17 +08:00
chiahung	a5675f72ad	MINOR: use Debug config for debug log	2023-03-16 16:44:16 +08:00
なるみ	52b2ffebd1	Merge pull request #1113 from c9s/narumi/fixedmaker/skew ... strategy: fixedmaker: add skew to adjust bid/ask price	2023-03-16 02:39:02 +08:00
narumi	cf9a2e55bf	add skew to adjust bid/ask price	2023-03-16 02:04:26 +08:00
Yo-An Lin	c3ee89cac5	Merge pull request #1116 from c9s/fix/save-state ... FIX: fix gracefully shutdown SaveState call for Isolation	2023-03-15 23:02:16 +08:00
c9s	2fbe90b1e7	bbgo: fix: pass isolated context to SaveState() call	2023-03-15 22:50:50 +08:00
c9s	2378951c85	bbgo: should get isolation from the ctx when saving state	2023-03-15 22:47:40 +08:00
Yo-An Lin	4ac5a2a9e9	Merge pull request #1115 from c9s/bhwu/fix-correct-price-metrics ... FIX: [grid2] fix correct price metrics	2023-03-15 22:10:17 +08:00
Yo-An Lin	50c626dad9	Merge pull request #1114 from c9s/feature/grids/recover-from-trades ... FEATURE: verify the grids before emit filled orders	2023-03-15 22:10:04 +08:00
gx578007	74c465d943	FIX: [grid2] fix correct price metrics	2023-03-15 21:40:44 +08:00
chiahung	ffdc242f66	use debugOrders	2023-03-15 21:34:04 +08:00
chiahung	f987c85f17	move info log to debug log	2023-03-15 21:12:59 +08:00
chiahung	e686a26dda	FEATURE: verify the grids before emit filled orders	2023-03-15 20:15:53 +08:00
Yo-An Lin	da3b0bc3f8	Merge pull request #1112 from c9s/fix/grids/fee-currency-case ... FIX: fix wrong fee currency	2023-03-15 18:20:04 +08:00
chiahung	26054e4958	fix on max api level	2023-03-15 18:09:46 +08:00
chiahung	891cac0640	FIX: fix wrong fee currency	2023-03-15 17:29:17 +08:00
なるみ	94f2bcf6fb	Merge pull request #1111 from c9s/narumi/rebalance/public ... strategy: rebalance: make CreatePositions and CreateProfitStats public	2023-03-15 16:55:43 +08:00