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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c9s
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7e65aca62e
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xmaker: add more config metrics
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2024-08-27 15:22:06 +08:00 |
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c9s
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199b86df86
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xmaker: add comments
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2024-08-27 14:52:27 +08:00 |
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c9s
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6fb6467d59
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xmaker: refactor hedge worker and quote worker
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2024-08-27 14:48:30 +08:00 |
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c9s
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2479f2e9fc
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Merge pull request #1715 from c9s/c9s/upgrade-pkgs
UPGRADE: [go] upgrade packages that are too old
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2024-08-26 19:06:54 +08:00 |
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c9s
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e77f0cbacb
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Merge pull request #1714 from c9s/dependabot/github_actions/actions/setup-node-4
dep: bump actions/setup-node from 2 to 4
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2024-08-26 18:54:54 +08:00 |
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c9s
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be386d085a
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go: upgrade packages that are too old
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2024-08-26 18:54:21 +08:00 |
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c9s
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ea93bf959a
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Merge pull request #1716 from c9s/c9s/xmaker/stb-improvements
FIX: [xmaker] profit object can be nil
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2024-08-26 18:39:29 +08:00 |
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c9s
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e3079c134c
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xmaker: add todo note
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2024-08-26 18:37:02 +08:00 |
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c9s
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7367ea73b8
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xmaker: profit object can be nil
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2024-08-26 18:35:10 +08:00 |
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c9s
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f96e0d6552
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config: change staging to local
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2024-08-26 16:11:48 +08:00 |
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c9s
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68e56d76e6
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Merge pull request #1713 from c9s/c9s/chart/env-section
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2024-08-26 14:59:00 +08:00 |
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dependabot[bot]
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ec51eb7cdd
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dep: bump actions/setup-node from 2 to 4
Bumps [actions/setup-node](https://github.com/actions/setup-node) from 2 to 4.
- [Release notes](https://github.com/actions/setup-node/releases)
- [Commits](https://github.com/actions/setup-node/compare/v2...v4)
---
updated-dependencies:
- dependency-name: actions/setup-node
dependency-type: direct:production
update-type: version-update:semver-major
...
Signed-off-by: dependabot[bot] <support@github.com>
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2024-08-26 06:21:47 +00:00 |
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c9s
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3ec509b379
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ci: use list literal
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2024-08-26 13:34:20 +08:00 |
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c9s
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84edcb0e02
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ci: add github actions pull requests types
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2024-08-26 13:33:43 +08:00 |
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c9s
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866751cc3d
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Merge pull request #1712 from c9s/c9s/xmaker/add-profit-fixer
FEATURE: [xmaker] add profit fixer
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2024-08-26 13:32:41 +08:00 |
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c9s
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80949bf0e1
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Merge pull request #1710 from c9s/c9s/xmaker/stb-improvements
IMPROVE: [xmaker] improve stability
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2024-08-26 13:32:19 +08:00 |
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c9s
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86cc821626
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config: add circuit breaker enabled = true
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2024-08-26 13:16:40 +08:00 |
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c9s
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90bcd25bef
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Merge pull request #1711 from lanphan/autoborrowrepay
FEATURE: [binance] add new margin order side effect AUTO_BORROW_REPAY
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2024-08-26 13:15:21 +08:00 |
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c9s
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f59ff90c5e
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bump chart version
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2024-08-26 13:04:45 +08:00 |
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c9s
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3013e37a38
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chart: add env vars section into the chart
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2024-08-26 13:03:58 +08:00 |
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c9s
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349a3040f3
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Merge pull request #1709 from c9s/c9s/xmaker/improve-profit-ticker
IMPROVE: [xmaker] improve profit stats ticker and integrate rate limiter
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2024-08-26 12:50:31 +08:00 |
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c9s
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7fdb3f671f
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risk: add Enabled config to circuitbreaker
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2024-08-26 12:50:13 +08:00 |
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c9s
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321eb23514
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config: add profit fixer to the sample config
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2024-08-26 12:46:45 +08:00 |
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c9s
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77e185ffa7
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xmaker: add profit fixer
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2024-08-26 12:45:18 +08:00 |
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c9s
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e7fd90ed59
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Merge pull request #1708 from c9s/c9s/xmaker/integrate-circuitbreaker
FEATURE: [xmaker] integrate circuit breaker
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2024-08-26 12:36:17 +08:00 |
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Lan Phan
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9a7517a72a
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add new sideeffect AUTO_BORROW_REPAY
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2024-08-25 12:31:10 +07:00 |
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c9s
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9a1d9ae27b
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xmaker: rewrite maker order submission logics and integrate metrics
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2024-08-24 21:22:35 +08:00 |
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c9s
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c76a80da6a
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xmaker: add xmaker metrics
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2024-08-24 21:22:34 +08:00 |
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