17 Commits

Author	SHA1	Message	Date
c9s	4894a59756	fixedmaker, liquiditymaker: update initialize method	2023-12-19 21:59:44 +08:00
chiahung.lin	eda072327c	FIX: move common.Strategy to Initialize	2023-12-18 14:48:13 +08:00
chiahung.lin	e86b1bb90f	REFACTOR: make all common.Strategy from pointer to value	2023-12-13 17:36:30 +08:00
c9s	2f65793522	Merge pull request #1327 from c9s/narumi/fix-position-risk ... FIX: Fix duplicate orders caused by position risk control	2023-10-11 15:43:26 +08:00
narumi	4a6f6f7a5a	add backtest config	2023-10-11 12:14:34 +08:00
narumi	a40488b0a3	add xfixedmaker strategy	2023-10-06 12:58:47 +08:00
narumi	c5cd6bc95e	fix common.Strategy.IsHalted	2023-09-29 01:51:02 +08:00
narumi	4b9c933df1	remove skew	2023-09-29 01:06:58 +08:00
narumi	4a231b10c6	pull out ishalted method	2023-09-21 15:06:09 +08:00
narumi	c8316a36a0	use common strategy in fixedmaker	2023-09-19 15:00:39 +08:00
c9s	5515f588e3	all: add parameter index to the Last method	2023-05-31 19:35:44 +08:00
narumi	32c617a283	replenish on start	2023-03-23 16:47:48 +08:00
narumi	7114016bc9	clamp skew	2023-03-18 23:31:03 +08:00
narumi	939427c81f	use ATR to adjust spread ratio	2023-03-16 17:03:45 +08:00
narumi	cf9a2e55bf	add skew to adjust bid/ask price	2023-03-16 02:04:26 +08:00
narumi	74656e0e49	fix fixedmaker errors	2023-03-10 18:39:30 +08:00
narumi	a7cfd488ed	add fixedmaker	2023-03-10 16:41:01 +08:00