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1,912 Commits 59 Branches 138 Tags 188 MiB
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1912 Commits

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Author SHA1 Message Date
c9s
7f86c75360 add CopyDepth for avoid copying the whole book 2021-05-19 00:15:11 +08:00
c9s
34106cf65e add cpu profile option 2021-05-18 15:38:22 +08:00
c9s
9406682944 improve maxapi websocket reconnect issue 2021-05-18 14:14:58 +08:00
c9s
c3c3c47808 move lock section 2021-05-18 13:59:58 +08:00
c9s
422e85e3a3 twap: fix stop price check 2021-05-18 13:53:51 +08:00
c9s
896518f5c2 check if restQuantity is less than 0 2021-05-18 13:44:57 +08:00
c9s
21f7fa7846 twap: fix tick spread calculation 2021-05-18 13:38:23 +08:00
c9s
b8139e6e86 add xarb strategy 2021-05-18 10:19:35 +08:00
c9s
c4ccd8094f make max client order id factory public 2021-05-18 09:10:43 +08:00
c9s
e23932f99c xbalance: add checkOnStart option 2021-05-18 08:32:00 +08:00
c9s
d722b76564 adjust pips by bollband ratio 2021-05-17 23:57:20 +08:00
Yo-An Lin
d1bfeccc72 Merge pull request #246 from jnlin/fix/ftx-symbol 
fix(ftxExchange): setup a symbol mapping table
 2021-05-17 21:37:46 +08:00
c9s
1c19c02206 xmaker: fix order submission 2021-05-17 21:33:55 +08:00
Jui-Nan Lin
c0cf529db7 fix(ftx): allow empty TimeInForce to place market orders 2021-05-17 21:05:44 +08:00
c9s
f6f1226bd0 integrate bollband indicator into xmaker 2021-05-17 20:04:13 +08:00
c9s
b8fe100b5e move balance printing to debug-balance env var 2021-05-17 20:04:13 +08:00
c9s
f80c98b97c since we always receive balance update from websocket we do not need to subscribe 1m from the maker exchange 2021-05-17 20:04:13 +08:00
c9s
6370b39cde adjust quantity by max amount if balance is not enough 2021-05-17 20:04:13 +08:00
c9s
c6ae1b54b8 remove redundant word 2021-05-17 20:04:13 +08:00
c9s
a1c888f04b adjust profit margin percentage precesion 2021-05-17 20:04:13 +08:00
Jui-Nan Lin
31993d7ccf fix(ftx): update test toGlobalOrderBook 2021-05-17 18:53:43 +08:00
Jui-Nan Lin
316799d5a0 fix(ftxExchange): setup a symbol mapping table 
ftx uses BTC/USDT symbol styles, however bbgo uses the BTCUSDT style
We setup a mapping table in Markets() to make conversion
 2021-05-17 18:32:29 +08:00
Yo-An Lin
345c3c9e2c Merge pull request #245 from jnlin/fix/ftx-subaccount 2021-05-17 16:34:05 +08:00
Jui-Nan Lin
2d5ae1dde3 fix(ftxExchange): the env variable is "FTX_ACCOUNT" 2021-05-17 12:42:04 +08:00
c9s
6069102099 fix percentage 2021-05-17 09:02:34 +08:00
c9s
82e85dd27a add profit margin 2021-05-17 08:59:20 +08:00
c9s
61d95a4c34 render trade time 2021-05-17 00:53:19 +08:00
c9s
45e930a086 use slack attachment title instead of pretext 2021-05-16 18:07:06 +08:00
c9s
e7c718ee15 assign fee rate to position 2021-05-16 17:58:51 +08:00
c9s
187a9c795b use exchange fee rate as a reference for profit 2021-05-16 17:50:08 +08:00
c9s
d0e4a5e65c move addTrade lock section 2021-05-16 17:05:12 +08:00
c9s
e636a5008d replace Exchange field type with ExchangeName 2021-05-16 17:02:23 +08:00
c9s
0a016cba75 split maker fee and taker fee 2021-05-16 16:50:26 +08:00
c9s
491c4bbada fixedpoint: support percentage parsing 2021-05-16 15:16:04 +08:00
c9s
a4381a54a3 add fee rate field 2021-05-16 15:03:36 +08:00
c9s
5c10f8a4e2 binance: call set server time service 2021-05-16 15:03:31 +08:00
c9s
fad1e39bba update state asset name for legacy caches 2021-05-16 01:22:55 +08:00
c9s
b4f6653ccc prefer PlainText interface over String interface 2021-05-16 01:21:35 +08:00
c9s
f176afee6f remove duplicated notify 2021-05-16 01:18:54 +08:00
c9s
c9cdf31df1 add pnl emoji 2021-05-16 01:16:03 +08:00
c9s
6f79a7eea8 improve support strategy messages 2021-05-16 01:07:53 +08:00
c9s
f28cc18ce4 support: check target quantity and min notional 2021-05-16 01:04:46 +08:00
c9s
9aaad2d28c add emoji icons to the messages 2021-05-16 01:03:28 +08:00
c9s
933765defb add State PlainText method test 2021-05-16 00:59:57 +08:00
c9s
2652bee83b remove arrow from the message text 2021-05-16 00:52:53 +08:00
c9s
f09e248c02 improve slack attachment title 2021-05-16 00:51:51 +08:00
c9s
16fbbd0e4b notify transfer states 2021-05-16 00:51:12 +08:00
c9s
40b5baeda7 add maxDailyAmountOfTransfer check 2021-05-16 00:50:15 +08:00
c9s
942eaac659 improve message formatting 2021-05-16 00:45:08 +08:00
c9s
8eb8a3de72 refactor state functions 2021-05-16 00:32:27 +08:00