2238 Commits

Author	SHA1	Message	Date
narumi	1348ee540f	add submitting log	2024-04-17 15:16:58 +08:00
kbearXD	2a6c6e935b	add some logs	2024-04-16 16:52:50 +08:00
kbearXD	2f3e0044c1	MINOR: [dca2] refactor and make open-position interval longer	2024-04-16 13:38:14 +08:00
kbearXD	4d92cf1b74	change local position name	2024-04-15 17:27:56 +08:00
kbearXD	70a10582fa	FEATURE: recollect position before placing the take-profit order	2024-04-15 16:25:56 +08:00
kbearXD	63d13d5f7b	use existing TradeCollector's EmitPositionUpdate	2024-04-11 16:03:59 +08:00
kbearXD	0616c73a88	FEATURE: emit position when position updated and reset	2024-04-11 15:12:38 +08:00
kbearXD	2d45b5cb76	FIX: fix dca2 panic problem	2024-04-11 11:40:35 +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
c9s	27ddd63c10	dca2: fix generateOpenPositionOrders call in tests	2024-04-08 19:38:59 +08:00
kbearXD	8568e15e82	FEATURE: [dca2] new flag EnableQuoteInvestmentReallocate to decide if reallocate quote investment	2024-04-01 15:52:30 +08:00
なるみ	3881039bfb	Merge pull request #1608 from c9s/narumi/xalign/fix-max-amount ... FIX: [xalign] fix buy side max amount	2024-03-28 14:09:08 +08:00
narumi	c2c650af0e	fix xalign max amount	2024-03-27 16:50:21 +08:00
narumi	0095eae77f	log when amount is not greater than the minimal order quantity	2024-03-27 16:50:21 +08:00
kbearXD	f42ef77296	fix typo	2024-03-27 14:22:22 +08:00
kbearXD	553976449d	FEATURE: [dca2] when all open-position orders are filled, place the take-profit order	2024-03-26 15:52:04 +08:00
c9s	d58461d1cf	Merge pull request #1593 from c9s/c9s/xalign-add-test-cases ... FIX: [xalign] add more complex test case for xalign strategy	2024-03-19 16:07:57 +08:00
kbearXD	25baf49e13	dca2: fix order group id not set issue	2024-03-19 15:51:36 +08:00
c9s	aced149ee8	xalign: add more complex test case for xalign strategy	2024-03-19 15:29:18 +08:00
kbearXD	b0bbf3c529	Merge pull request #1589 from c9s/kbearXD/dca2/pause-next-round-and-set-ttl ... dca2: add ttl for persistence and nextRoundPaused flag	2024-03-19 14:31:57 +08:00
c9s	c11f886718	xalign: correct the base/quote currency balance name when it's reversed	2024-03-19 00:31:00 +08:00
kbearXD	bcc29bd056	dca2: add ttl for persistence and nextRoundPaused flag	2024-03-18 17:35:47 +08:00
kbearXD	3f44092ff4	Merge pull request #1586 from c9s/kbearXD/dca2/round-collector ... dca2: new struct RoundCollector for testing and use flag to decide re…	2024-03-18 17:34:41 +08:00
c9s	4eabb82f77	Merge pull request #1587 from avoidaway/main ... chore: remove repetitive words	2024-03-18 16:50:40 +08:00
c9s	7f1e876be0	xalign: check if the quote balance will be used up and below the expected balance line	2024-03-18 12:47:48 +08:00
avoidaway	917451d2ec	chore: remove repetitive words ... Signed-off-by: avoidaway <cmoman@126.com>	2024-03-16 16:08:52 +08:00
kbearXD	a23c476ce8	dca2: new struct RoundCollector for testing and use flag to decide recovery	2024-03-15 18:41:46 +08:00
c9s	1d314daa22	xalign: skip same currency	2024-03-15 15:59:43 +08:00
c9s	6831c40371	xalign: fix reversed market	2024-03-15 15:57:17 +08:00
kbearXD	62d6e79193	dca2: use GeneralBackoff not GeneralLiteBackoff	2024-03-15 11:24:20 +08:00
kbearXD	2b52211c1c	new function IsFilledOrderState for maxapi	2024-03-14 16:18:12 +08:00
kbearXD	fb2a46e1c4	use backoff retry	2024-03-14 14:32:41 +08:00
kbearXD	91123edbd6	dca2: must calculate and emit profit at the end of the round	2024-03-14 14:32:41 +08:00
narumi	a5e7091af6	subscribe to level 5 book	2024-03-13 23:22:14 +08:00
Zenix	2a7ca4233d	Merge pull request #1575 from zenixls2/feature/loose_interface_public_data ... feature: add ExchangePublic	2024-03-13 17:42:28 +09:00
kbearXD	661b7be12e	dca2: add more log and retry	2024-03-12 14:53:45 +08:00
zenix.huang	f1a4879253	upgrade golang mockgen to uber mockgen. generate exchange public	2024-03-12 14:18:14 +09:00
kbearXD	17b193b003	dca2: remove debug log	2024-03-11 15:34:12 +08:00
narumi	8e6423514f	rebalance: fix cannot lock fund	2024-03-08 17:17:37 +08:00
kbearXD	53b72194f9	MINOR: add log when there is error at calculating and emit profit	2024-03-08 14:11:04 +08:00
c9s	b77618f9d8	xfunding: add PositionReady case	2024-03-06 22:39:44 +08:00
c9s	256e09a863	xfunding: adjust quote investment variable only when position is not opening	2024-03-06 22:39:44 +08:00
c9s	dc0f07d42f	xfunding: add notification for the fixed positions	2024-03-06 22:39:43 +08:00
c9s	f609b1cdc4	simplify profitFixer and apply it to xfunding	2024-03-06 22:39:43 +08:00
c9s	b20b306818	xfunding: add dustQuantity check	2024-03-06 22:39:43 +08:00
c9s	4a4f91e7f9	xfunding: improve transfer logics	2024-03-06 22:39:43 +08:00
c9s	4242f052d8	xfunding: pull out queryAvailableTransfer and improve pending transfer things	2024-03-06 22:39:43 +08:00
c9s	b2c6dce350	xfunding: rewrite transferIn method	2024-03-06 22:39:43 +08:00
c9s	8c517179dd	xfunding: fix state notification	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
c9s	b6ddb49d0a	xdepthmaker: fix stats fixer	2024-03-06 18:12:24 +08:00
c9s	441ebbdbe5	xdepthmaker: add notification	2024-03-06 17:48:53 +08:00
c9s	188231e2fb	add more logs to profitFixer	2024-03-06 17:47:18 +08:00
c9s	be89292cbb	xdepthmaker: another fix	2024-03-06 17:19:50 +08:00
c9s	f5873172de	xdepthmaker: fix use of uninitialized vars	2024-03-06 16:10:45 +08:00
c9s	ad9163f7da	xdepthmaker: adjust FullReplenishInterval to 10min	2024-03-06 13:13:18 +08:00
c9s	1fb7262aae	xdepthmaker: adjust default update interval	2024-03-06 13:12:57 +08:00
c9s	31676cce8e	xdepthmaker: run profit fixer before s.CrossExchangeMarketMakingStrategy.Initialize	2024-03-06 12:53:36 +08:00
c9s	ac43937847	xdepthmaker: add disable hedge option	2024-03-06 12:49:15 +08:00
c9s	0d3483e7c3	xdepthmaker: fix loopvar issue	2024-03-05 21:16:35 +08:00
c9s	26c34618b2	xdepthmaker: improve fixer logging	2024-03-05 21:14:00 +08:00
c9s	4bed29ad02	xdepthmaker: pull out until argument	2024-03-05 21:11:51 +08:00
c9s	a518cf71c0	xdepthmaker: fix both profit stats and position	2024-03-05 18:15:25 +08:00
c9s	95a5e542ba	xdepthmaker: add profitx fixer	2024-03-05 18:12:30 +08:00
kbearXD	8e224739de	sync active orders and send metrics of order nums	2024-03-04 20:53:15 +08:00
chiahung.lin	5936cf32c7	FEATURE: add metrics for dca2 ... add log to debug	2024-03-04 20:53:15 +08:00
narumi	3ef7d3e09e	add balance type	2024-03-04 19:58:34 +08:00
chiahung.lin	9ac8bb916d	dca2: all the profit will use in the first order of the next round ... fix precision problem truncate profit first	2024-03-04 14:49:39 +08:00
c9s	4f57c5b842	Merge pull request #1545 from c9s/feat/add-universal-cancel-all-orders ... FEATURE: add universal cancel all orders api helper	2024-02-27 22:12:16 +08:00
なるみ	9538a41c1b	Merge pull request #1541 from c9s/narumi/price-type ... FEATURE: [rebalance] add price type	2024-02-23 20:32:09 +08:00
c9s	b72a176b91	Merge pull request #1547 from c9s/refactor/tradingutil ... REFACTOR: move trading related utility functions to the tradingutil package	2024-02-23 19:25:03 +08:00
c9s	36e90cf5ca	grid2: rename filterPrice to roundAndTruncatePrice	2024-02-23 18:50:57 +08:00
c9s	a298950be8	move trading related utility functions to the tradingutil package	2024-02-23 18:47:49 +08:00
c9s	3b8a3bed5f	add universal cancel all orders api helper	2024-02-23 16:56:30 +08:00
narumi	8f2d551399	add price type	2024-02-23 14:05:25 +08:00
c9s	c6db392a26	deposit2transfer: improve deposit logging	2024-02-15 11:43:59 +08:00
narumi	502685f5d8	check dust quantity by taker price	2024-02-06 17:21:26 +08:00
narumi	541d19d826	modify log again	2024-02-06 17:03:51 +08:00
なるみ	2f40149387	Merge pull request #1527 from c9s/narumi/atrpin/log ... CHORE: [atrpin] modify position log	2024-02-06 15:19:01 +08:00
narumi	a1995db014	log with field symbol	2024-02-06 15:08:01 +08:00
c9s	24952581fe	Merge pull request #1526 from c9s/c9s/simplify-booksignal-struct ... FIX: simplify booksignal struct	2024-02-06 13:02:25 +08:00
narumi	a9198c0127	modify position log	2024-02-06 12:14:54 +08:00
c9s	996a1ecdc1	deposit2transfer: reduce log frequency	2024-02-06 00:39:05 +08:00
chiahung.lin	dfb65ba9e3	[dca2] add dev mode field for dev ... use pointer IsNewStrategy -> IsNewAccount [dca2] recover at cancelling stage new var recoverSinceLimit fix profit stats round bug	2024-02-05 16:19:53 +08:00
c9s	bfbf415c15	tri: fix tests	2024-01-29 20:23:24 +08:00
c9s	35b7667da6	add the missing file	2024-01-29 15:45:48 +08:00
c9s	9efd8bd604	fix backtest Initialize call	2024-01-28 14:29:54 +08:00
c9s	4b70f864ff	tri: update quantity truncation method	2024-01-26 17:16:06 +08:00
c9s	67b500fce5	tri: fix tri bugs	2024-01-26 17:14:31 +08:00
chiahung.lin	d13d882fc4	remove unused log ... remove running field	2024-01-23 15:53:20 +08:00
chiahung.lin	1b33308450	fix bug and new field running to help to test	2024-01-18 15:39:56 +08:00
chiahung.lin	465206afba	use cancel api not GracefulCancel in CleanUp	2024-01-17 17:30:37 +08:00
chiahung.lin	44dc5c5a65	remove balance checker	2024-01-17 16:52:04 +08:00
chiahung.lin	9836dc603c	truncate notional when open position	2024-01-17 15:22:03 +08:00
chiahung.lin	a363377c26	[dca2] new struct profit stats and its recover	2024-01-17 15:22:03 +08:00
kbearXD	4a0c9ca032	Merge pull request #1474 from c9s/kbearXD/dca2/callbacks-and-close ... FEATURE: [dca2] add callbacks and shutdown function	2024-01-10 15:10:08 +08:00