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8,116 Commits 60 Branches 138 Tags 189 MiB
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2089 Commits

Author SHA1 Message Date
c9s
25c895bb09
add emacross strategy 2023-12-19 21:57:51 +08:00
c9s
ec4f43b100
bollmaker: support custom quantity 2023-12-19 21:55:38 +08:00
c9s
47b12edc4d
xdepthmaker: call bbgo.Sync on shutdown 2023-12-18 22:32:13 +08:00
c9s
84085e09b5
xdepthmaker: fix duplicated binding 2023-12-18 22:32:13 +08:00
c9s
2c9583cccb
xdepthmaker: remove redundant notification 2023-12-18 22:32:13 +08:00
c9s
98468feb73
Merge pull request #1458 from c9s/feature/xdepthmaker 
FIX: [xdepthmaker] final fix
 2023-12-18 17:59:38 +08:00
chiahung.lin
eda072327c FIX: move common.Strategy to Initialize 2023-12-18 14:48:13 +08:00
c9s
f19ed7abe0
xdepthmaker: initialize s.CrossExchangeMarketMakingStrategy in Initialize() 2023-12-18 14:31:51 +08:00
chiahung.lin
e86b1bb90f REFACTOR: make all common.Strategy from pointer to value 2023-12-13 17:36:30 +08:00
c9s
6dd3766776
Merge pull request #1451 from c9s/feature/xdepthmaker 
CHORE: [xdepthmaker] improve shutdown process
 2023-12-13 16:47:01 +08:00
c9s
c870defd47
xdepthmaker: improve shutdown process 2023-12-13 16:29:07 +08:00
chiahung.lin
e3d51777d3 rename 2023-12-13 14:16:02 +08:00
chiahung.lin
092d5cfb07 FEATURE: cancel maker orders and open take profit order 2023-12-13 14:16:02 +08:00
c9s
c5282a8f9b
bitget: add more debug logs 2023-12-12 16:37:43 +08:00
c9s
8c6724b264
xdepthmaker: fix pricing book copy by avoiding using CopyDepth 2023-12-11 17:59:16 +08:00
c9s
98468b39c7
xdepthmaker: change priceHeartBeat alert to warning 2023-12-11 17:05:07 +08:00
c9s
cedd790066
xdepthmaker: add lastOrderReplenishTime to prevent replacing orders too frequent 2023-12-11 17:02:17 +08:00
c9s
de7eb8453b
xdepthmaker: refactor auth binding to bindAuthSignal 2023-12-11 17:00:25 +08:00
c9s
2c3ccdf030
xdepthmaker: more improvements 
- place orders with balance quota calculation
- wait for authed event
- clean up open orders on start
 2023-12-11 16:56:19 +08:00
c9s
3048a13f0b
xdepthmaker: replace AtomicAdd with Add 2023-12-08 00:21:53 +08:00
c9s
cd06ffd21f
xdepthmaker: fix order call 2023-12-07 17:38:58 +08:00
c9s
e82605f658
xdepthmaker: skip test for dnum 2023-12-07 16:18:24 +08:00
c9s
35dabe8a72
xdepthmaker: fix aggregatePrice quantity issue 2023-12-07 16:18:24 +08:00
c9s
d14527b5cf
xdepthmaker: apply FullReplenishInterval from config 2023-12-07 16:18:24 +08:00
c9s
25b04cb36c
xdepthmaker: add fullReplenishTicker 2023-12-07 16:18:24 +08:00
c9s
888a550c80
xdepthmaker: support partial maker order replenish 2023-12-07 16:18:24 +08:00
c9s
a82bc86455
xdepthmaker: update updateQuote method 2023-12-07 16:18:23 +08:00
c9s
2f1a700b89
remove xpuremaker 2023-12-07 16:18:23 +08:00
c9s
e0e9876902
improve price hart beat usage 2023-12-07 16:18:23 +08:00
c9s
46b3a81b07
xdepthmaker: add tests to the generateMakerOrders 2023-12-07 16:18:23 +08:00
c9s
d123e89a1b
xdepthmaker: document covered position 2023-12-07 16:18:23 +08:00
c9s
1e27f53891
xdepthmaker: use hedge order executor 2023-12-07 16:18:23 +08:00
c9s
2c3792b290
xdepthmaker: update Validate() method 2023-12-07 16:18:23 +08:00
c9s
18968c67a1
xdepthmaker: remove disable hedge option 2023-12-07 16:18:23 +08:00
c9s
10a71d83f1
xdepthmaker: move global position profit handling 2023-12-07 16:18:23 +08:00
c9s
99723fc1f4
xdepthmaker: remove legacy s.activeMakerOrders 2023-12-07 16:18:23 +08:00
c9s
e0686d11c8
xdepthmaker: clean up duplicated code 2023-12-07 16:18:23 +08:00
c9s
6b28910139
xdepthmaker: refactor CrossSubscribe 2023-12-07 16:18:23 +08:00
c9s
ed63b23e2a
xdepthmaker: refactor CrossRun with CrossExchangeMarketMakingStrategy 2023-12-07 16:18:22 +08:00
c9s
df2daf33a7
types: add PeriodProfitStats 2023-12-07 16:18:22 +08:00
c9s
53bf443b1d
xdepthmaker: first commit 2023-12-07 16:18:22 +08:00
chiahung.lin
6857734282 rename 2023-12-07 11:29:42 +08:00
chiahung.lin
2982be1cbc rename dca maker orders to open position orders 2023-12-07 11:27:28 +08:00
chiahung.lin
c67737a6d6 use retry package 2023-12-06 16:16:17 +08:00
chiahung.lin
4aa6ea3a46 FEATURE: use notional based to crease dca maker orders 2023-12-06 11:28:45 +08:00
chiahung.lin
60003fc472 rename somme part 2023-12-06 11:28:45 +08:00
chiahung.lin
445f0f1c4c FEATURE: prepare open maker orders function 2023-12-06 11:28:45 +08:00
kbearXD
45c2ee0ed8
Merge pull request #1432 from c9s/chiahung/recover-with-origin-stats 
FIX: use original status for recover
 2023-11-30 15:10:52 +08:00
chiahung
19be49fca8 FIX: use original status for recover 2023-11-24 14:17:19 +08:00
chiahung.lin
800148b271 remain only template part 2023-11-23 16:45:28 +08:00
chiahung.lin
aea3abae07 FEATURE: new strategy dca2 perparation 2023-11-23 16:32:34 +08:00
kbearXD
75b8be5e17
Merge pull request #1405 from c9s/chiahung/grid2/use-rest-quote 
FIX: [grid2] use rest quote to place the last order when opening grid
 2023-11-23 12:46:53 +08:00
chiahung
102eb61188 remove unused log 2023-11-21 17:06:20 +08:00
c9s
e5033c093a
grid2: check order's original status for updating 2023-11-17 17:14:52 +08:00
chiahung
c8c9659dd1 use PricePrecision for quote round up 2023-11-09 17:17:59 +08:00
chiahung
80ea46ca92 FEATURE: use rest quote to place the last order when opening grid 2023-11-09 16:20:11 +08:00
c9s
3563c0b986
liquiditymaker: filterAskOrders by base balance 2023-11-09 11:56:07 +08:00
c9s
cc5c033af7
liquiditymaker: use order generator 2023-11-09 11:56:07 +08:00
c9s
533907894e
liquiditymaker: implement order generator 2023-11-09 11:56:07 +08:00
c9s
dda2cfb73d
liquiditymaker: first commit 2023-11-09 11:56:07 +08:00
c9s
d2dab58193
scmaker: clean up scmaker risk control 2023-11-09 11:56:07 +08:00
c9s
2c842e54e8
scmaker: fix scmaker stream book binding 2023-11-09 11:56:07 +08:00
kbearXD
20dccc05f9
Merge pull request #1396 from c9s/chiahung/grid2/persistence-ttl 
FEATURE: add ttl for position/grid2.profit_stats persistence
 2023-11-08 13:50:29 +08:00
chiahung
52d4f50c88 remove sync every ticker 2023-11-08 11:15:06 +08:00
chiahung
4a40c8bea2 refactor 2023-11-07 17:00:29 +08:00
chiahung
e6fc006747 recoverC back to size 1 2023-11-07 15:21:48 +08:00
chiahung
df2fd170db return bool to let syncActiveOrderBook really sync or skip 2023-11-07 14:39:29 +08:00
chiahung
7de49155eb fix 2023-11-07 13:30:58 +08:00
chiahung
c8becbe4f5 bbgo.sync when syncActiveOrders 2023-11-07 10:56:19 +08:00
chiahung
dcff850c64 FEATURE: add ttl for position/grid2.profit_stats persistence 2023-11-06 18:52:01 +08:00
chiahung
358aef770f FIX: fix skip syncing active order 2023-11-06 17:13:16 +08:00
c9s
e614741a48
grid2: add another test case for 0 baseGridNum 2023-11-04 12:56:11 +08:00
c9s
6cce5a2268
grid2: respect s.BaseGridNum and add a failing test case 2023-11-04 12:56:11 +08:00
narumi
ffea4901ed fix buy quantity 2023-11-03 15:07:24 +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
chiahung
d33240ec83 rename and simplify import 2023-10-30 17:17:36 +08:00
chiahung
671772a767 FIX: retry to get open orders only for 5 times and do not sync orders updated in 3 min 2023-10-30 16:28:34 +08:00
kbearXD
be4c69c365
Merge pull request #1368 from c9s/feature/grid2/merge-recover 
FEATURE: merge grid recover and active orders recover logic
 2023-10-30 16:11:23 +08:00
narumi
e8c9801535 adjust quantity by max amount 2023-10-27 15:01:41 +08:00
chiahung
40ca323b2d merge recover logic 2023-10-26 16:29:05 +08:00
chiahung
f31d829294 FEAUTRE: merge grid recover and active orders recover 2023-10-26 14:55:33 +08:00
chiahung
ab1bc998f9 FEATURE: prepare query trades funtion for new recover 2023-10-25 13:34:11 +08:00
chiahung
3710c33670 REFACTOR: rename file and variable 2023-10-24 13:03:14 +08:00
kbearXD
7d97f573c5
Merge pull request #1350 from c9s/feature/grid2/twin-orderbook 
FEATURE: [grid2] twin orderbook
 2023-10-24 13:00:25 +08:00
chiahung
c977b8e295 add lock to protect twin orderbook and add more comments 2023-10-23 17:42:39 +08:00
chiahung
3150f6b3f5 fix 2023-10-23 13:00:17 +08:00
chiahung
e9078a71c8 FEATURE: twin orderbook 2023-10-20 16:23:31 +08:00
chiahung
c9fca56723 MINOR: remove profit entries from profit stats 2023-10-20 15:17:31 +08:00
narumi
900db74fb9 skip public session 2023-10-19 15:14:28 +08:00
kbearXD
3bc03ff8c5
Merge pull request #1328 from c9s/feature/grid2/recover-active-order-periodically 
FEATURE: recover active orders with open orders periodically
 2023-10-17 04:33:40 -05:00
c9s
98b294424a
Merge pull request #1341 from c9s/narumi/random/amount 
REFACTOR: [random] remove adjustQuantity from config
 2023-10-17 17:19:53 +08:00
chiahung
ccb7308263 fix 2023-10-17 16:13:05 +08:00
chiahung
243b90aaf9 fix nil metrics error 2023-10-17 15:20:28 +08:00
chiahung
c257bc8ccf sleep 100ms to avoid DDOS 2023-10-17 13:51:51 +08:00
chiahung
5ff3828ec1 move to onAuth 2023-10-16 16:02:43 +08:00
c9s
4c69dccf09
make rightWindow possible to be set as zero 2023-10-16 12:36:52 +08:00
narumi
badadafa2d remove adjustQuantity from config 2023-10-13 18:11:21 +08:00
chiahung
c5449374cd add test and remove recovered atmoic bool 2023-10-13 16:50:59 +08:00
chiahung
de1a884153 not add non existing open orders into active orderbook if updated in 5 min 2023-10-13 16:50:21 +08:00