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Author SHA1 Message Date
c9s
6265ad248e
xfunding: add premium checker 2023-03-22 22:15:01 +08:00
c9s
3c69ccc25a
types: update channel names 2023-03-22 22:04:02 +08:00
c9s
98b0ffa510
all: add more futures channel types 2023-03-22 22:01:59 +08:00
c9s
e607fc19ac
xfunding: check spotSession, futuresSession names 2023-03-22 21:42:44 +08:00
c9s
d6c430a4b4
xfunding: implement CrossSubscribe 2023-03-22 21:42:06 +08:00
c9s
b881aea228
add position action 2023-03-22 21:38:56 +08:00
c9s
e93d13e425
xfunding: implement CrossRun 2023-03-22 21:36:42 +08:00
c9s
b2c0a343f3
rename funding config file 2023-03-22 21:17:45 +08:00
c9s
12b9775eb3
rename funding to xfunding 2023-03-22 21:17:33 +08:00
c9s
ab52dd6349
funding: filter kline event with types.KLineWith 2023-03-22 21:11:58 +08:00
Yo-An Lin
da381dc252
Merge pull request #1126 from c9s/c9s/max/separate-rate-limiter 
FIX: max: move submitOrderLimiter to the exchange wide var
 2023-03-21 17:35:12 +08:00
c9s
88af0a18f9
max: move tradeQueryLimiter to the exchange instance 2023-03-21 16:26:47 +08:00
c9s
fda4e48146
max: move submitOrderLimiter to the exchange wide var 2023-03-21 16:25:16 +08:00
gx578007
aa419e8468 make dnum support negative precision 2023-03-21 11:44:37 +08:00
chiahung
8c337cddec add test for dnum 2023-03-20 21:18:42 +08:00
gx578007
0e2e8306b4 FEATURE: [grid2] using dnum 2023-03-20 18:00:41 +08:00
kbearXD
b48f9701fb
Merge pull request #1124 from c9s/feature/grid2/emit-error 
FEATURE: emit grid error when failed to recover or open grid
 2023-03-20 17:22:01 +08:00
chiahung
bc23055536 FEATURE: emit grid error when failed to recover or open grid 2023-03-20 16:27:08 +08:00
Andy Cheng
1f3579e3ec
exits/trailingstop: shouldStop() only works after enough data collected 2023-03-20 15:56:51 +08:00
Andy Cheng
170d41a492
exits/trailingstop: updateHighLowNumber no matter activated or not 2023-03-20 15:47:44 +08:00
なるみ
6ea49f98c2
Merge pull request #1122 from c9s/narumi/fixedmaker/clamp 
strategy: fixedmaker: clamp skew
 2023-03-18 23:38:23 +08:00
narumi
7114016bc9 clamp skew 2023-03-18 23:31:03 +08:00
Andy Cheng
b455ae7742
Merge pull request #1123 from andycheng123/fix/exits 
exits/trailingstop: fix typo
 2023-03-17 15:03:51 +08:00
kbearXD
294c09b9e8
Merge pull request #1119 from c9s/feature/grids/recover-from-trades 
FEATURE: make PinOrderMap's key from string to Pin
 2023-03-17 10:45:09 +08:00
Andy Cheng
bb8dbb155f
exits/trailingstop: fix typo 2023-03-17 10:43:47 +08:00
chiahung
8182840685 use fixedpoint.Value as key 2023-03-16 21:58:41 +08:00
Andy Cheng
f8c0e44e24
exits/hhllstop: update supertrend config as hhllStop example 2023-03-16 19:45:48 +08:00
Andy Cheng
86bce7403b
exits/hhllstop: fix out of index error of klines 2023-03-16 19:44:58 +08:00
Andy Cheng
2e00e58442
exits/hhllstop: add hhllstop to exits 2023-03-16 18:39:27 +08:00
Andy Cheng
eb5479ffdf
exits/hhllstop: hhllstop prototype 2023-03-16 18:35:21 +08:00
Andy Cheng
a8438f8f72
exits/hhllstop: add basic parameters 2023-03-16 18:35:21 +08:00
Yo-An Lin
3151f810bf
Merge pull request #1120 from c9s/refactor/backoff-cancel-all 
REFACTOR: [grid2] pull out backoff cancel all to cancelAllOrdersUntilSuccessful
 2023-03-16 18:18:13 +08:00
c9s
0b922a929e
grid2: pull out backoff cancel all to cancelAllOrdersUntilSuccessful 2023-03-16 18:01:56 +08:00
chiahung
feabadeb59 FEATURE: make PinOrderMap's key from string to Pin 2023-03-16 17:34:02 +08:00
なるみ
57e3f46c5c
Merge pull request #1117 from c9s/narumi/fixedmaker/atr 
strategy: fixedmaker: add option to use ATR to adjust spread ratio
 2023-03-16 17:11:13 +08:00
narumi
939427c81f use ATR to adjust spread ratio 2023-03-16 17:03:45 +08:00
Yo-An Lin
035735f95e
Merge pull request #1118 from c9s/feature/grids/recover-from-trades 
MINOR: use Debug config for debug log
 2023-03-16 16:55:17 +08:00
chiahung
a5675f72ad MINOR: use Debug config for debug log 2023-03-16 16:44:16 +08:00
なるみ
52b2ffebd1
Merge pull request #1113 from c9s/narumi/fixedmaker/skew 
strategy: fixedmaker: add skew to adjust bid/ask price
 2023-03-16 02:39:02 +08:00
narumi
cf9a2e55bf add skew to adjust bid/ask price 2023-03-16 02:04:26 +08:00
Yo-An Lin
c3ee89cac5
Merge pull request #1116 from c9s/fix/save-state 
FIX: fix gracefully shutdown SaveState call for Isolation
 2023-03-15 23:02:16 +08:00
c9s
2fbe90b1e7
bbgo: fix: pass isolated context to SaveState() call 2023-03-15 22:50:50 +08:00
c9s
2378951c85
bbgo: should get isolation from the ctx when saving state 2023-03-15 22:47:40 +08:00
Yo-An Lin
4ac5a2a9e9
Merge pull request #1115 from c9s/bhwu/fix-correct-price-metrics 
FIX: [grid2] fix correct price metrics
 2023-03-15 22:10:17 +08:00
Yo-An Lin
50c626dad9
Merge pull request #1114 from c9s/feature/grids/recover-from-trades 
FEATURE: verify the grids before emit filled orders
 2023-03-15 22:10:04 +08:00
gx578007
74c465d943 FIX: [grid2] fix correct price metrics 2023-03-15 21:40:44 +08:00
chiahung
ffdc242f66 use debugOrders 2023-03-15 21:34:04 +08:00
chiahung
f987c85f17 move info log to debug log 2023-03-15 21:12:59 +08:00
chiahung
e686a26dda FEATURE: verify the grids before emit filled orders 2023-03-15 20:15:53 +08:00
Yo-An Lin
da3b0bc3f8
Merge pull request #1112 from c9s/fix/grids/fee-currency-case 
FIX: fix wrong fee currency
 2023-03-15 18:20:04 +08:00