c9s
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93722e6db3
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implement position closer interaction
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2022-01-15 02:52:46 +08:00 |
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c9s
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317d8e9d49
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xgap: add minSpread option
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2022-01-14 12:49:46 +08:00 |
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Yo-An Lin
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e797e597b1
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Merge pull request #435 from jessy1092/fix/correct-bollmaker-params
fix: Correct uptrendSkew and downtrendSkew parameters setting on bollmaker strategy
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2022-01-14 12:18:18 +08:00 |
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c9s
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eef14fa950
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xgap: add jitter
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2022-01-14 12:03:29 +08:00 |
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c9s
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1f6076ae18
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plus a quantity jitter
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2022-01-14 11:59:40 +08:00 |
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Lee
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965fc6989d
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fix: Correct uptrendSkew and downtrendSkew parameters setting on bollmaker strategy
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2022-01-13 23:06:23 +08:00 |
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c9s
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dc6d60216b
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types: fix order book copy
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2022-01-13 11:09:50 +08:00 |
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c9s
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98247385f9
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xmaker: use GracefulCancel to cancel active orders
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2022-01-13 11:01:46 +08:00 |
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c9s
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5cc3a88911
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xmaker: show order book last update time
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2022-01-12 22:11:28 +08:00 |
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c9s
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c3356fa694
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types: add test for PriceHeartBeat
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2022-01-12 14:42:11 +08:00 |
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c9s
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5755c44845
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move PriceHeartBeat to types
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2022-01-12 14:33:55 +08:00 |
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c9s
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420e221f5b
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xmaker: pull out PriceHeartBeat
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2022-01-12 12:14:51 +08:00 |
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c9s
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7195c6ed27
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xmaker: add price quoting protection
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2022-01-12 11:55:45 +08:00 |
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c9s
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940c675cae
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xmaker: add rate limit hit alert
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2022-01-11 22:48:28 +08:00 |
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c9s
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081a143ec0
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xmaker: add DepthQuantity
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2022-01-11 22:47:40 +08:00 |
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c9s
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70dec09f26
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xmaker: fix minQuantity buffer
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2022-01-10 23:17:19 +08:00 |
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c9s
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b26141ac1f
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support: set default s.triggerEMA
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2022-01-10 13:51:14 +08:00 |
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c9s
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b56e988fc9
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support: fix triggerEMA check
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2022-01-10 13:49:36 +08:00 |
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c9s
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3907f99e70
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xmaker: keep rate reservation token
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2022-01-10 12:25:13 +08:00 |
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c9s
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1b27c4e9c4
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remove hedge error limiter
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2022-01-09 23:45:46 +08:00 |
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c9s
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9ca4e23aaf
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add strategy documentation
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2022-01-09 22:43:49 +08:00 |
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c9s
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bba4e86fdf
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bollmaker: adjust default skew parameter
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2022-01-09 22:37:27 +08:00 |
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c9s
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b98777afe4
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bollmaker: pull out skew options
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2022-01-09 22:32:23 +08:00 |
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c9s
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d94cc2df31
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bbgo: add recover callbacks to trace collector
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2022-01-09 15:39:59 +08:00 |
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c9s
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6ce8edba7d
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xmaker: add error rate limiter
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2022-01-09 11:33:34 +08:00 |
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c9s
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471a1b2baa
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xmaker: adjust minimal quantity and minimal notional threshold
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2022-01-09 10:18:31 +08:00 |
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c9s
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cd340bd596
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bollmaker: check s.MaxExposurePosition
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2022-01-09 03:03:54 +08:00 |
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c9s
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0cec652f38
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bollmaker: skip submitOrder calls if submitOrders is empty
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2022-01-09 02:35:12 +08:00 |
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c9s
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656ef942e4
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bollmaker: add disable short option
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2022-01-09 02:24:10 +08:00 |
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c9s
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4df5847647
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bollmaker: add quantity scaling for closing position
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2022-01-09 01:57:51 +08:00 |
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c9s
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4cdb5b607b
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rename bollpp to bollmaker
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2022-01-09 01:20:47 +08:00 |
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c9s
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7e2acdc416
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all: add lock protected GetBase method for Position
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2022-01-09 00:35:45 +08:00 |
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c9s
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9b92c8948d
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xmaker: fix quantity truncation and add check for min quantity n min notional
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2022-01-09 00:30:18 +08:00 |
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c9s
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cb189d885c
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fix backtest for limit maker order and bollpp strategy
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2022-01-08 02:18:44 +08:00 |
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c9s
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f4ebae17bb
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xmaker: when recover the trade, notify
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2022-01-07 13:13:57 +08:00 |
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c9s
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a49d001c29
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xmaker: add trade scanner
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2022-01-07 01:03:12 +08:00 |
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c9s
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41574a2390
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xmaker: use millisecond jitter from the util package
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2022-01-07 00:14:24 +08:00 |
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c9s
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259771b0b0
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all: pull out the graceful cancel process to the local active book
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2022-01-07 00:10:40 +08:00 |
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c9s
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1d5406ef21
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xmaker: always update maker market
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2022-01-06 23:27:06 +08:00 |
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c9s
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c8bf85f4e2
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xmaker: improve pips
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2022-01-05 11:34:07 +08:00 |
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c9s
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e997220321
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xmaker: fix ask pips
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2022-01-05 11:32:56 +08:00 |
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c9s
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6ff24e713e
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xmaker: fix notification format
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2022-01-01 01:34:48 +08:00 |
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c9s
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6055f90680
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xmaker: add cover and uncover logs
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2021-12-31 15:26:51 +08:00 |
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c9s
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1116fc1de1
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session: print klines only when debug-kline is enabled
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2021-12-31 15:13:26 +08:00 |
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c9s
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899e8d2d58
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Revert "xmaker: fix s.state.CoveredPosition.AtomicAdd add"
This reverts commit 5999dc1151 .
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2021-12-31 14:23:02 +08:00 |
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c9s
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5999dc1151
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xmaker: fix s.state.CoveredPosition.AtomicAdd add
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2021-12-31 02:00:39 +08:00 |
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c9s
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aaa52ecea4
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xmaker: remove unsued localTimeZone var
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2021-12-31 01:53:30 +08:00 |
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c9s
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f78a7d37a2
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xgap: subscribe 1m kline
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2021-12-28 02:14:49 +08:00 |
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c9s
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8f4ae1e15b
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xgap: check balance and adjust order quantity according to the available balance
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2021-12-28 02:11:11 +08:00 |
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c9s
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958dd97f52
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xgap: add SimulateVolume
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2021-12-28 01:48:24 +08:00 |
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