Commit Graph

522 Commits

Author SHA1 Message Date
c9s
46b3a81b07
xdepthmaker: add tests to the generateMakerOrders 2023-12-07 16:18:23 +08:00
chiahung.lin
800148b271 remain only template part 2023-11-23 16:45:28 +08:00
c9s
cc5c033af7
liquiditymaker: use order generator 2023-11-09 11:56:07 +08:00
c9s
9dc57f01cd
wall: refactor wall strategy with common.Strategy 2023-11-01 16:57:07 +08:00
narumi
7c19bb9e20 submit one order at a time 2023-10-31 13:53:12 +08:00
narumi
e8c9801535 adjust quantity by max amount 2023-10-27 15:01:41 +08:00
c9s
c26804179d
config: add logging sample config 2023-10-20 10:11:22 +08:00
narumi
badadafa2d remove adjustQuantity from config 2023-10-13 18:11:21 +08:00
narumi
69b38fc304 update xfixedmaker config 2023-10-12 14:49:48 +08:00
narumi
a8d678a544 rename randomtrader to random 2023-10-11 15:52:10 +08:00
c9s
2f65793522
Merge pull request #1327 from c9s/narumi/fix-position-risk
FIX: Fix duplicate orders caused by position risk control
2023-10-11 15:43:26 +08:00
c9s
10be0ec62a
Merge pull request #1331 from c9s/narumi/fixedmaker/x
FEATURE: add xfixedmaker strategy
2023-10-11 15:43:05 +08:00
narumi
4a6f6f7a5a add backtest config 2023-10-11 12:14:34 +08:00
narumi
81ea074b4f check balances 2023-10-07 16:34:22 +08:00
narumi
a0efa2769d add randtrader strategy 2023-10-07 12:36:32 +08:00
narumi
a40488b0a3 add xfixedmaker strategy 2023-10-06 12:58:47 +08:00
narumi
c5cd6bc95e fix common.Strategy.IsHalted 2023-09-29 01:51:02 +08:00
c9s
d4330a7a32
atrpin: add minPriceRange config 2023-09-27 14:25:49 +08:00
c9s
e52e53aa42
refine atrpin strategy 2023-09-26 20:43:14 +08:00
Andy Cheng
a74562ed31
improve/profitStatsTracker: Add a parameter for window to sum up trades 2023-08-11 13:16:53 +08:00
c9s
4a28843a0a
deposit2transfer: fix mutex lock 2023-08-08 12:38:23 +08:00
c9s
29727c12be
add deposit2transfer config 2023-08-08 12:14:14 +08:00
c9s
4982a858a0
config: update convert strategy sample config 2023-08-05 02:00:35 +08:00
c9s
8c02383df4
update rsicross config 2023-07-22 11:23:09 +08:00
c9s
b250bf94bc
rsicross: add more conditions to rsicross 2023-07-22 11:23:09 +08:00
Andy Cheng
e37edb3056
Merge pull request #1198 from andycheng123/feature/profit-tracker
FEATURE: add ProfitStatsTracker
2023-07-18 11:40:26 +08:00
Andy Cheng
e5254e6446
improve/linregmaker: add profit report 2023-07-17 11:45:37 +08:00
Andy Cheng
bc4eae5e39
improve/supertrend: Switch of outputting patameters in profit report 2023-07-17 11:19:10 +08:00
c9s
f8051b3f2b
autoborrow: fix margin warning format 2023-07-14 13:22:42 +08:00
c9s
c7ee7a9496
add marginLevelAlertInterval to the config example 2023-07-14 13:21:40 +08:00
Andy Cheng
ae7ae27d82
improve/profitStatsTracker: rename ProfitTracker to ProfitStatsTracker 2023-07-11 10:48:28 +08:00
Andy Cheng
bfeb43fc1c
fix/profitTracker: fix typo in config 2023-07-11 10:48:28 +08:00
Andy Cheng
5513330816
feature/profitTracker: fix bugs 2023-07-11 10:48:28 +08:00
c9s
1da94f55e9
Merge pull request #1226 from c9s/c9s/base-strategy
REFACTOR: pull out base strategy struct
2023-07-10 17:50:12 +08:00
c9s
3b6cff8dc7
strategy: move risk control to common.Strategy 2023-07-10 15:24:07 +08:00
c9s
5c88abe72f
add rsicross strategy 2023-07-09 21:23:42 +08:00
c9s
5962742b43
all: integrate google spread sheet service 2023-07-09 13:17:39 +08:00
c9s
e67a7fb553
config: add description 2023-07-05 16:09:03 +08:00
c9s
798b3c62bb
add tri strategy config 2023-07-05 16:08:35 +08:00
c9s
ae3f371551
all: refactor risk control and integrate risk control into scmaker 2023-07-03 17:09:13 +08:00
c9s
3052dd5add
scmaker: add liquiditySkew support 2023-07-03 16:22:01 +08:00
なるみ
508f2fbe1e
fix typo in xalign config 2023-06-21 14:01:27 +08:00
c9s
a7b2051858
scmaker: fix the layer price 2023-06-15 17:26:04 +08:00
c9s
eb464cb595
config/scmaker: adjust minProfit 2023-06-15 14:07:35 +08:00
c9s
5f3ab4776d
config/scmaker: adjust minProfit ratio 2023-06-14 17:25:23 +08:00
c9s
8344193e81
scmaker: rename liquidityLayerTick to liquidityLayerTickSize 2023-06-14 17:25:23 +08:00
c9s
68c3c96b10
scmaker: fix balance lock and active order book update issue 2023-06-14 17:25:23 +08:00
c9s
81aa46e46b
config: adjust liquidityScale 2023-06-14 17:25:23 +08:00
c9s
f426d151a8
scmaker: final version 2023-06-14 17:25:23 +08:00
c9s
b8597a1803
scmaker: calculate balance quantity 2023-06-14 17:25:23 +08:00