c9s
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1b8d7bd805
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max: fix v3 deposit state conversion
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2024-09-04 11:17:56 +08:00 |
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c9s
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7d034d1ba8
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bbgo: add stringer method to the quota struct
Go / build (1.21, 6.2) (push) Has been cancelled
golang-lint / lint (push) Has been cancelled
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2024-09-03 03:26:47 +08:00 |
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c9s
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7135895006
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xmaker: fix MaxExposurePosition check condition
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2024-09-03 03:25:37 +08:00 |
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Lan Phan
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ba913ce4de
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update timeInForce for binance margin order
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2024-09-03 00:38:17 +07:00 |
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c9s
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f12ba1adb9
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bbgo: add comments to the quota methods
Go / build (1.21, 6.2) (push) Waiting to run
golang-lint / lint (push) Waiting to run
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2024-09-02 22:18:13 +08:00 |
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c9s
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294e529a98
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xmaker: add more logs
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2024-09-02 16:08:51 +08:00 |
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c9s
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f30aca1b5a
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xmaker: update position metrics when restored
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2024-09-02 15:51:31 +08:00 |
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c9s
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f9b9832fff
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add more logs
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2024-09-02 15:51:31 +08:00 |
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c9s
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2bf1072977
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Merge pull request #1725 from c9s/c9s/xmaker/stb-improvements
IMPROVE: [xmaker] improve hedge margin account leverage calculation
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2024-09-02 15:29:53 +08:00 |
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dependabot[bot]
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01f8b78008
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dep: bump morphy2k/revive-action from 2.5.9 to 2.5.10
Bumps [morphy2k/revive-action](https://github.com/morphy2k/revive-action) from 2.5.9 to 2.5.10.
- [Release notes](https://github.com/morphy2k/revive-action/releases)
- [Commits](https://github.com/morphy2k/revive-action/compare/v2.5.9...v2.5.10)
---
updated-dependencies:
- dependency-name: morphy2k/revive-action
dependency-type: direct:production
update-type: version-update:semver-patch
...
Signed-off-by: dependabot[bot] <support@github.com>
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2024-09-02 06:39:35 +00:00 |
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c9s
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4d1c357c3d
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xmaker: reuse makerMarket field
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2024-09-01 17:55:00 +08:00 |
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c9s
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a4833524cf
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xmaker: add more logs
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2024-09-01 16:41:16 +08:00 |
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c9s
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ed073264f1
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xmaker: add MaxHedgeAccountLeverage option
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2024-09-01 15:42:36 +08:00 |
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c9s
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ad6056834e
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xmaker: separate maximumValueInUsd in a new var
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2024-09-01 01:34:25 +08:00 |
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c9s
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8b1306a6a6
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xmaker: calculate maximum leveraged account value
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2024-09-01 01:31:50 +08:00 |
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c9s
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d85da78e17
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xmaker: improve hedge account credit calculation
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2024-09-01 00:58:50 +08:00 |
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dropbigfish
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9d581adc04
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fix: fix slice init length
Signed-off-by: dropbigfish <fillfish@foxmail.com>
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2024-09-01 00:36:43 +08:00 |
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c9s
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cff7103ece
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fix math import
Go / build (1.21, 6.2) (push) Has been cancelled
golang-lint / lint (push) Has been cancelled
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2024-08-30 22:41:13 +08:00 |
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c9s
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d501e8ff4d
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xmaker: apply math.Abs on signal for margin scale
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2024-08-30 22:38:59 +08:00 |
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c9s
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b87213827e
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Merge pull request #1723 from c9s/c9s/xmaker/add-signals
FIX: [xmaker] avoid calculate margin from 0.0 signal
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2024-08-30 18:01:57 +08:00 |
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c9s
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ec80cbfd9f
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xmaker: check 0.0
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2024-08-30 17:52:28 +08:00 |
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c9s
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04bed165d0
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Merge pull request #1722 from c9s/c9s/xmaker/add-signals
FEATURE: [xmaker] add signals
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2024-08-30 17:50:52 +08:00 |
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c9s
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7c4b3e81df
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xmaker: add more logs
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2024-08-30 17:42:20 +08:00 |
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c9s
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cc820d3df0
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xmaker: apply margin from signal
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2024-08-30 17:39:25 +08:00 |
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c9s
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371db8e7d1
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xmaker: update signal conditions to metrics
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2024-08-30 17:18:29 +08:00 |
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c9s
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b8abc065de
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xmaker: initialize bollinger band signal
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2024-08-30 17:15:12 +08:00 |
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c9s
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9ebab4f4f7
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xmaker: add signal providers
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2024-08-30 15:44:55 +08:00 |
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c9s
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d9fb9ff3e0
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xmaker: remove unused var
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2024-08-29 13:18:50 +08:00 |
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c9s
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88d7783843
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bbgo/activeOrderBook: filter market order when filtering existing orders
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2024-08-29 00:38:44 +08:00 |
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c9s
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86e464b1bc
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xmaker: when submitting hedge orders, do not add it to the active orderbook
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2024-08-29 00:33:04 +08:00 |
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c9s
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8e91a023ca
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Merge pull request #1721 from c9s/c9s/xmaker/fix-agg-price-method
FIX: [xmaker] fix aggregatePrice method
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2024-08-28 22:46:19 +08:00 |
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c9s
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8de0c67503
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xmaker: fix aggregatePrice function
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2024-08-28 22:36:44 +08:00 |
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c9s
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e187614179
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xmaker: log best bid and best ask
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2024-08-28 22:32:56 +08:00 |
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c9s
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bda66040e7
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Merge pull request #1720 from c9s/c9s/xmaker/margin-credit-improvement
FEATURE: [xmaker] margin credit improvement
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2024-08-28 16:53:33 +08:00 |
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c9s
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d36bbe5fb5
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xmaker: adjust accountUpdater's ticker to 3 min
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2024-08-28 16:41:50 +08:00 |
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c9s
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77b7b29739
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xmaker: adjust credit buffer algo
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2024-08-28 16:37:39 +08:00 |
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c9s
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1d6282a10b
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xmaker: add account updater and handle margin account to add more flexibility
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2024-08-28 16:07:11 +08:00 |
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c9s
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108fb6138a
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xmaker: check hedge balance only when it's spot account
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2024-08-28 14:48:38 +08:00 |
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c9s
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1e2f086643
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xmaker: set notional var back
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2024-08-27 22:45:43 +08:00 |
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c9s
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6011fd5157
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xmaker: set profitChanged only when Hedge is called
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2024-08-27 22:45:11 +08:00 |
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c9s
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652c9b62e8
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Merge pull request #1719 from c9s/c9s/xmaker/stb-improvements
IMPROVE: [xmaker] fix bollinger band price calculation
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2024-08-27 20:14:48 +08:00 |
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c9s
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9939b5ce68
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xmaker: improve bid/ask pricing when UseDepthPrice and DepthQuantity are on
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2024-08-27 20:05:46 +08:00 |
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c9s
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a740ef10c2
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xmaker: add price checker and field logger
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2024-08-27 20:05:45 +08:00 |
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c9s
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f81ce5ce95
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xmaker: improve bollinger band trend detection
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2024-08-27 20:05:45 +08:00 |
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c9s
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4ae8ad77b3
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xmaker: add profit changed flag for notification
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2024-08-27 20:05:45 +08:00 |
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c9s
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3819feacf3
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xmaker: improve dust quantity check
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2024-08-27 20:05:45 +08:00 |
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c9s
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4af12a7e5d
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Merge pull request #1718 from c9s/c9s/xmaker/config-metrics
FEATURE: [xmaker] add more config metrics
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2024-08-27 18:09:47 +08:00 |
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c9s
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3d4ccd1344
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xmaker: integrate bid/ask margin metrics
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2024-08-27 15:39:38 +08:00 |
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c9s
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b3c8739983
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xmaker: add config bid/ask margin metrics
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2024-08-27 15:35:39 +08:00 |
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c9s
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5edf5a763f
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Merge pull request #1717 from c9s/c9s/xmaker/worker-method
REFACTOR: [xmaker] refactor hedge worker and quote worker
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2024-08-27 15:32:56 +08:00 |
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