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8,497 Commits 56 Branches 138 Tags 185 MiB
8ad85fc365
Commit Graph

2212 Commits

Author SHA1 Message Date
narumi
8ad85fc365 move OrderPriceRiskControl to riskcontrol 2024-05-20 15:19:42 +08:00
narumi
5f096bbe0d move InventorySkew to strategy.common 2024-05-20 15:19:22 +08:00
なるみ
ad6efaf449
Merge pull request #1633 from c9s/narumi/fix-common-strategy-init 
FIX: fix strategy initialization
 2024-05-16 16:32:22 +08:00
kbearXD
73c467a06b FIX: [dca2] fix triggerNextState loop side effect 2024-05-16 14:44:56 +08:00
narumi
705261d2d4 fix strategy initialization 2024-05-15 23:38:34 +08:00
narumi
095ca85669 disable bbgo.sync in common strategy 2024-05-14 19:50:52 +08:00
c9s
34200efd54
liquiditymaker: skip dust quantity 2024-05-14 17:34:26 +08:00
kbearXD
e856727e97 trigger position opening immediately after recovery 2024-05-13 15:24:31 +08:00
kbearXD
f49924caa4 not emit WaitToOpenPosition when kline event 2024-05-13 14:35:29 +08:00
kbearXD
6cdd2f0d71 REFACTOR: [dca2] refactor dca2 strategy to make it can back testing 2024-05-13 14:35:29 +08:00
c9s
b9c77c1584
add UseProtectedPriceRange support 2024-05-11 23:00:37 +08:00
c9s
b752e5ec60
Fix cancel all orders 2024-05-11 22:47:29 +08:00
narumi
24de8a23c9 sync position to redis 2024-05-08 15:28:40 +08:00
narumi
b35cfbeffd do nothing if failed to cancel open orders 2024-05-03 14:52:41 +08:00
kbearXD
a7af2b7002 FEATURE: [grid2] use feeProcessing field to make sure the trading fee is ready 2024-04-30 11:03:23 +08:00
kbearXD
0396fc19fd FEATURE: [dca2] make QueryOrderTradesUntilsuccessful take feeProcessing into consideration 2024-04-29 15:59:52 +08:00
c9s
0a2b976165
Merge pull request #1618 from c9s/narumi/atrpin/submitting-log 
CHORE: [atrpin] add submitting log
 2024-04-23 15:43:47 +08:00
c9s
9092b613b0
Merge pull request #1620 from c9s/narumi/move-logerr-to-util 
REFACTOR: move logErr to util
 2024-04-23 15:43:10 +08:00
kbearXD
8fc7c38e97
Merge pull request #1622 from c9s/kbearXD/dca2/emit-position-after-recovery 
FEATURE: [dca2] emit position after recovery and refactor
 2024-04-22 18:31:00 +08:00
c9s
a9db21adfa
limit adjustment order quantity 2024-04-22 14:42:52 +08:00
kbearXD
27ff44b663 FEATURE: [dca2] emit position after recovery and refactor 2024-04-22 13:46:28 +08:00
kbearXD
b6e7c48fd5 rename callback 2024-04-22 11:07:17 +08:00
kbearXD
547e9ece8f FEATURE: [dca2] add position callback 2024-04-19 16:24:40 +08:00
narumi
94c126dd83 move logerr to util 2024-04-17 15:27:46 +08:00
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