228 Commits

Author	SHA1	Message	Date
c9s	8acada76a9	replace sliceorderbook with orderbook interface	2021-05-22 16:32:29 +08:00
c9s	fd710d533f	implement tree copy method	2021-05-22 12:18:08 +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
c9s	1c19c02206	xmaker: fix order submission	2021-05-17 21:33:55 +08:00
c9s	f6f1226bd0	integrate bollband indicator into xmaker	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
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	e7c718ee15	assign fee rate to position	2021-05-16 17:58:51 +08:00
c9s	fad1e39bba	update state asset name for legacy caches	2021-05-16 01:22:55 +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
c9s	ca10135646	translate WithdrawalRequest to slack attachment	2021-05-16 00:03:19 +08:00
c9s	e0d3b7a418	fix message formating	2021-05-15 23:55:13 +08:00
c9s	a582fdbfa7	xbalance: add jitter and notification messages	2021-05-15 10:42:16 +08:00
c9s	638cc40516	fix notification arguments	2021-05-15 09:59:17 +08:00
c9s	a2bcfc8630	fix bollgrid function call	2021-05-14 15:34:58 +08:00
c9s	abd6f4c7ef	rename bbgo.AdjustQuantityByMaxAmount to bbgo.AdjustFloatQuantityByMaxAmount	2021-05-14 14:53:26 +08:00
c9s	f69cbe9c31	add basic TwapExecution	2021-05-14 14:53:26 +08:00
c9s	c520cfa540	xmaker: fix price calculation	2021-05-14 14:53:26 +08:00
Larry850806	4b53b3c96a	bollgrid: generate the last order if balance is not enough	2021-05-12 20:45:54 +08:00
c9s	a49cf531b5	fix cross exchange order executor for the basic risk control	2021-05-12 19:02:09 +08:00
c9s	29b7326f19	add withdrawal property to the exchange session	2021-05-12 12:05:54 +08:00
c9s	9ff7b62123	add xbalance strategy	2021-05-12 01:21:40 +08:00
c9s	f197a0fc4f	improve log messages	2021-05-11 15:57:44 +08:00
c9s	9d53adc6ef	xmaker: ignore self trade	2021-05-11 15:56:46 +08:00
c9s	610c33b819	improve support quantity for spot session	2021-05-11 13:25:29 +08:00
c9s	15086996e4	add balance warning	2021-05-11 12:53:32 +08:00
c9s	5f8e3259eb	add stopHedgeQuoteBalance and stopHedgeBaseBalance	2021-05-11 12:47:45 +08:00
c9s	d2a770bc05	adjust second layer price according to the pips	2021-05-11 01:06:39 +08:00
c9s	b86ed36aa2	calculate price by depth	2021-05-11 00:58:11 +08:00
c9s	4429a29c29	disable hedge quote adjustment	2021-05-11 00:10:49 +08:00
c9s	fa3ca54a55	improve warning messages	2021-05-10 23:52:17 +08:00
c9s	fe4e4bf5ea	use bbgo.AdjustQuantityByMaxAmount	2021-05-10 23:50:19 +08:00
c9s	b16d2553b5	remove floating point	2021-05-10 23:49:25 +08:00
c9s	1f9558cd64	use local timezone	2021-05-10 23:27:08 +08:00