Commit Graph

30 Commits

Author SHA1 Message Date
c9s
6e4b23f6b4
circuitbreaker: extend circuitbreaker metrics label with symbol field, add on panic callback 2024-11-14 16:26:17 +08:00
c9s
8e5bb1b6e4
xalign: improve logs 2024-11-04 16:06:17 +08:00
Andy Liao
7137343ba0 Use new circuitbreaker in common strategy 2024-09-18 22:35:35 +08:00
c9s
1b0d4599e2
all: add trade converter to trade pnl fixer 2024-08-12 15:02:02 +08:00
c9s
22c154f9cd
common: fix profit fixer batch query 2024-07-08 17:43:22 +08:00
c9s
c217aadc1b
common: pull out ProfitFixerBundle 2024-07-08 14:16:40 +08:00
narumi
9cbf8a0ecf add fee budget support to random strategy 2024-06-18 18:24:16 +08:00
narumi
0f03bc785b extract FeeBudget struct and move to common 2024-06-18 18:24:14 +08:00
narumi
5f096bbe0d move InventorySkew to strategy.common 2024-05-20 15:19:22 +08:00
narumi
095ca85669 disable bbgo.sync in common strategy 2024-05-14 19:50:52 +08:00
narumi
24de8a23c9 sync position to redis 2024-05-08 15:28:40 +08:00
kbearXD
444c228fc4
update error message 2024-04-08 19:54:44 +08:00
kbearXD
f8d7447e8e
FIX: fix issue when recovering with finalizing orders 2024-04-08 19:54:44 +08:00
zenix.huang
f1a4879253 upgrade golang mockgen to uber mockgen. generate exchange public 2024-03-12 14:18:14 +09:00
c9s
f609b1cdc4
simplify profitFixer and apply it to xfunding 2024-03-06 22:39:43 +08:00
c9s
d139d333a6
common: let FixFromTrades return error 2024-03-06 20:36:53 +08:00
c9s
83b526940a
common: pull out aggregateAllTrades from Fix() method 2024-03-06 20:36:21 +08:00
c9s
acb232242c
add FixFromTrades method 2024-03-06 20:34:19 +08:00
c9s
6a24059624
common: move out profit fixer to strategy/common 2024-03-06 20:31:53 +08:00
kbearXD
8e224739de sync active orders and send metrics of order nums 2024-03-04 20:53:15 +08:00
chiahung.lin
6e661c805a fix 2024-01-10 14:37:07 +08:00
chiahung.lin
800148b271 remain only template part 2023-11-23 16:45:28 +08:00
narumi
d8ff42d531 Fix duplicate orders caused by position risk control 2023-10-11 12:13:01 +08:00
narumi
c5cd6bc95e fix common.Strategy.IsHalted 2023-09-29 01:51:02 +08:00
narumi
4a231b10c6 pull out ishalted method 2023-09-21 15:06:09 +08:00
narumi
57198cc6b0 fix: reset profit stats when over given duration in circuit break risk control 2023-09-01 18:57:40 +08:00
c9s
3293866a6c
common: pull out RiskController 2023-07-10 15:27:36 +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
7c2de46273
pkg: rename base -> common 2023-07-09 19:55:36 +08:00