Commit Graph

9135 Commits

Author SHA1 Message Date
c9s
90749f4873
xmaker: pull out s.UseDepthPrice dependency 2024-09-09 15:04:56 +08:00
c9s
77dfe213e5
xmaker: pull out getLayerPrice and add test against the method 2024-09-09 14:41:41 +08:00
c9s
960ea89d8c
testhelper: add more test helpers 2024-09-09 14:41:27 +08:00
c9s
f24a96c8c3
xmaker: refactor getInitialLayerQuantity for quantity multiplier 2024-09-07 14:19:07 +08:00
c9s
6ad16b7488
xmaker: add EnableArbitrage option and makerBook 2024-09-07 13:47:34 +08:00
c9s
e14f09a914
xmaker: add sourceDepthLevel option 2024-09-06 21:47:43 +08:00
c9s
3cc96ff6ad
Merge pull request #1724 from dropbigfish/main
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fix: fix slice init length
2024-09-06 18:06:21 +08:00
c9s
6ea996bec4
Merge pull request #1733 from c9s/c9s/fix-initialize-defaults-steps
FIX: [bbgo] fix the defaults / initialize steps
2024-09-06 17:54:13 +08:00
c9s
ef935f8ca0
Merge pull request #1732 from lanphan/telegram_doc
fix env name
2024-09-06 17:40:26 +08:00
c9s
a282654c02
bbgo: fix the defaults / initialize steps 2024-09-06 17:33:31 +08:00
Lan Phan
336dd7a108 fix env name 2024-09-05 22:51:43 +07:00
kbearXD
f2a443a499
Merge pull request #1728 from c9s/kbearXD/dca2/fix-memory-leak
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FIX: [core] fix memory leak
2024-09-05 17:52:41 +08:00
kbearXD
63a58e1b12 FIX: fix memory leak 2024-09-05 17:05:58 +08:00
c9s
1b40118bba
Merge pull request #1731 from longhutianjie/main
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bug: fix json tag
2024-09-05 13:57:31 +08:00
longhutianjie
c75a685cc0
bug: fix json tag 2024-09-04 17:58:27 +08:00
c9s
50262f2a84
Merge pull request #1730 from c9s/c9s/xmaker/market-trade-signal
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FEATURE: [xmaker] add market trade signal
2024-09-04 16:27:42 +08:00
c9s
9fc3a1b44a
xmaker: rename to aggTradeVolume 2024-09-04 16:09:58 +08:00
c9s
656112de45
xmaker: call signalConfig.TradeVolumeWindowSignal.Bind 2024-09-04 16:07:28 +08:00
c9s
ba73eeaad1
xmaker: add TradeVolumeWindowSignal 2024-09-04 15:59:21 +08:00
c9s
2527c0c7b7
max: convert v3 DepositStateFailed into rejected 2024-09-04 15:00:37 +08:00
c9s
a2f8fe5f72
max: add v3 DepositStateFailed state 2024-09-04 14:59:58 +08:00
c9s
ed51eff242
max: drop unused function 2024-09-04 14:59:10 +08:00
c9s
f6865f664c
add v1.60.1 release note
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2024-09-04 14:58:07 +08:00
c9s
24de49860f
bump version to v1.60.1 2024-09-04 14:58:07 +08:00
c9s
83dc981c92
update command doc files 2024-09-04 14:58:07 +08:00
c9s
ec68e3c5f6
Merge pull request #1727 from lanphan/ioc
FIX: update timeInForce for binance margin order
2024-09-04 14:38:40 +08:00
c9s
699164484b
Merge pull request #1729 from c9s/c9s/max/fix-v3-deposit-state-conversion
FIX: [max] fix v3 deposit state conversion
2024-09-04 11:41:22 +08:00
c9s
f27afac77b
max: use error log instead of warning log for convertion 2024-09-04 11:20:30 +08:00
c9s
d404b20bd1
deposit2transfer: fix comments 2024-09-04 11:19:43 +08:00
c9s
1b8d7bd805
max: fix v3 deposit state conversion 2024-09-04 11:17:56 +08:00
c9s
7d034d1ba8
bbgo: add stringer method to the quota struct
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2024-09-03 03:26:47 +08:00
c9s
7135895006
xmaker: fix MaxExposurePosition check condition 2024-09-03 03:25:37 +08:00
Lan Phan
ba913ce4de update timeInForce for binance margin order 2024-09-03 00:38:17 +07:00
c9s
f12ba1adb9
bbgo: add comments to the quota methods
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2024-09-02 22:18:13 +08:00
c9s
294e529a98
xmaker: add more logs 2024-09-02 16:08:51 +08:00
c9s
f30aca1b5a
xmaker: update position metrics when restored 2024-09-02 15:51:31 +08:00
c9s
f9b9832fff
add more logs 2024-09-02 15:51:31 +08:00
c9s
2bf1072977
Merge pull request #1725 from c9s/c9s/xmaker/stb-improvements
IMPROVE: [xmaker] improve hedge margin account leverage calculation
2024-09-02 15:29:53 +08:00
dependabot[bot]
01f8b78008
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>
2024-09-02 06:39:35 +00:00
c9s
4d1c357c3d
xmaker: reuse makerMarket field 2024-09-01 17:55:00 +08:00
c9s
a4833524cf
xmaker: add more logs 2024-09-01 16:41:16 +08:00
c9s
ed073264f1
xmaker: add MaxHedgeAccountLeverage option 2024-09-01 15:42:36 +08:00
c9s
ad6056834e
xmaker: separate maximumValueInUsd in a new var 2024-09-01 01:34:25 +08:00
c9s
8b1306a6a6
xmaker: calculate maximum leveraged account value 2024-09-01 01:31:50 +08:00
c9s
d85da78e17
xmaker: improve hedge account credit calculation 2024-09-01 00:58:50 +08:00
dropbigfish
9d581adc04 fix: fix slice init length
Signed-off-by: dropbigfish <fillfish@foxmail.com>
2024-09-01 00:36:43 +08:00
c9s
cff7103ece
fix math import
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2024-08-30 22:41:13 +08:00
c9s
d501e8ff4d
xmaker: apply math.Abs on signal for margin scale 2024-08-30 22:38:59 +08:00
c9s
b87213827e
Merge pull request #1723 from c9s/c9s/xmaker/add-signals
FIX: [xmaker] avoid calculate margin from 0.0 signal
2024-08-30 18:01:57 +08:00
c9s
ec80cbfd9f
xmaker: check 0.0 2024-08-30 17:52:28 +08:00