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Author	SHA1	Message	Date
c9s	21f7fa7846	twap: fix tick spread calculation	2021-05-18 13:38:23 +08:00
c9s	b8139e6e86	add xarb strategy	2021-05-18 10:19:35 +08:00
c9s	c4ccd8094f	make max client order id factory public	2021-05-18 09:10:43 +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
Yo-An Lin	d1bfeccc72	Merge pull request #246 from jnlin/fix/ftx-symbol ... fix(ftxExchange): setup a symbol mapping table	2021-05-17 21:37:46 +08:00
c9s	1c19c02206	xmaker: fix order submission	2021-05-17 21:33:55 +08:00
Jui-Nan Lin	c0cf529db7	fix(ftx): allow empty TimeInForce to place market orders	2021-05-17 21:05:44 +08:00
c9s	f6f1226bd0	integrate bollband indicator into xmaker	2021-05-17 20:04:13 +08:00
c9s	b8fe100b5e	move balance printing to debug-balance env var	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
Jui-Nan Lin	31993d7ccf	fix(ftx): update test toGlobalOrderBook	2021-05-17 18:53:43 +08:00
Jui-Nan Lin	316799d5a0	fix(ftxExchange): setup a symbol mapping table ... ftx uses BTC/USDT symbol styles, however bbgo uses the BTCUSDT style We setup a mapping table in Markets() to make conversion	2021-05-17 18:32:29 +08:00
Yo-An Lin	345c3c9e2c	Merge pull request #245 from jnlin/fix/ftx-subaccount	2021-05-17 16:34:05 +08:00
Jui-Nan Lin	2d5ae1dde3	fix(ftxExchange): the env variable is "FTX_ACCOUNT"	2021-05-17 12:42:04 +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	61d95a4c34	render trade time	2021-05-17 00:53:19 +08:00
c9s	45e930a086	use slack attachment title instead of pretext	2021-05-16 18:07:06 +08:00
c9s	e7c718ee15	assign fee rate to position	2021-05-16 17:58:51 +08:00
c9s	187a9c795b	use exchange fee rate as a reference for profit	2021-05-16 17:50:08 +08:00
c9s	d0e4a5e65c	move addTrade lock section	2021-05-16 17:05:12 +08:00
c9s	e636a5008d	replace Exchange field type with ExchangeName	2021-05-16 17:02:23 +08:00
c9s	0a016cba75	split maker fee and taker fee	2021-05-16 16:50:26 +08:00
c9s	491c4bbada	fixedpoint: support percentage parsing	2021-05-16 15:16:04 +08:00
c9s	a4381a54a3	add fee rate field	2021-05-16 15:03:36 +08:00
c9s	5c10f8a4e2	binance: call set server time service	2021-05-16 15:03:31 +08:00
c9s	fad1e39bba	update state asset name for legacy caches	2021-05-16 01:22:55 +08:00
c9s	b4f6653ccc	prefer PlainText interface over String interface	2021-05-16 01:21:35 +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	1f449eca7f	implement SlackAttachment interface on Position	2021-05-15 23:50:03 +08:00
c9s	a582fdbfa7	xbalance: add jitter and notification messages	2021-05-15 10:42:16 +08:00
c9s	c85456b8e8	lock position for fetching base quantity	2021-05-15 10:06:48 +08:00
c9s	531799bdfb	use mutex composition since we may lock from out side	2021-05-15 10:05:39 +08:00