Commit Graph

8867 Commits

Author SHA1 Message Date
c9s
6011fd5157
xmaker: set profitChanged only when Hedge is called 2024-08-27 22:45:11 +08:00
c9s
652c9b62e8
Merge pull request #1719 from c9s/c9s/xmaker/stb-improvements
IMPROVE: [xmaker] fix bollinger band price calculation
2024-08-27 20:14:48 +08:00
c9s
9939b5ce68
xmaker: improve bid/ask pricing when UseDepthPrice and DepthQuantity are on 2024-08-27 20:05:46 +08:00
c9s
a740ef10c2
xmaker: add price checker and field logger 2024-08-27 20:05:45 +08:00
c9s
f81ce5ce95
xmaker: improve bollinger band trend detection 2024-08-27 20:05:45 +08:00
c9s
4ae8ad77b3
xmaker: add profit changed flag for notification 2024-08-27 20:05:45 +08:00
c9s
3819feacf3
xmaker: improve dust quantity check 2024-08-27 20:05:45 +08:00
c9s
4af12a7e5d
Merge pull request #1718 from c9s/c9s/xmaker/config-metrics
FEATURE: [xmaker] add more config metrics
2024-08-27 18:09:47 +08:00
c9s
3d4ccd1344
xmaker: integrate bid/ask margin metrics 2024-08-27 15:39:38 +08:00
c9s
b3c8739983
xmaker: add config bid/ask margin metrics 2024-08-27 15:35:39 +08:00
c9s
5edf5a763f
Merge pull request #1717 from c9s/c9s/xmaker/worker-method
REFACTOR: [xmaker] refactor hedge worker and quote worker
2024-08-27 15:32:56 +08:00
c9s
7e65aca62e
xmaker: add more config metrics 2024-08-27 15:22:06 +08:00
c9s
199b86df86
xmaker: add comments 2024-08-27 14:52:27 +08:00
c9s
6fb6467d59
xmaker: refactor hedge worker and quote worker 2024-08-27 14:48:30 +08:00
c9s
2479f2e9fc
Merge pull request #1715 from c9s/c9s/upgrade-pkgs
UPGRADE: [go] upgrade packages that are too old
2024-08-26 19:06:54 +08:00
c9s
e77f0cbacb
Merge pull request #1714 from c9s/dependabot/github_actions/actions/setup-node-4
dep: bump actions/setup-node from 2 to 4
2024-08-26 18:54:54 +08:00
c9s
be386d085a
go: upgrade packages that are too old 2024-08-26 18:54:21 +08:00
c9s
ea93bf959a
Merge pull request #1716 from c9s/c9s/xmaker/stb-improvements
FIX: [xmaker] profit object can be nil
2024-08-26 18:39:29 +08:00
c9s
e3079c134c
xmaker: add todo note 2024-08-26 18:37:02 +08:00
c9s
7367ea73b8
xmaker: profit object can be nil 2024-08-26 18:35:10 +08:00
c9s
f96e0d6552
config: change staging to local 2024-08-26 16:11:48 +08:00
c9s
68e56d76e6
Merge pull request #1713 from c9s/c9s/chart/env-section 2024-08-26 14:59:00 +08:00
dependabot[bot]
ec51eb7cdd
dep: bump actions/setup-node from 2 to 4
Bumps [actions/setup-node](https://github.com/actions/setup-node) from 2 to 4.
- [Release notes](https://github.com/actions/setup-node/releases)
- [Commits](https://github.com/actions/setup-node/compare/v2...v4)

---
updated-dependencies:
- dependency-name: actions/setup-node
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
2024-08-26 06:21:47 +00:00
c9s
3ec509b379
ci: use list literal 2024-08-26 13:34:20 +08:00
c9s
84edcb0e02
ci: add github actions pull requests types 2024-08-26 13:33:43 +08:00
c9s
866751cc3d
Merge pull request #1712 from c9s/c9s/xmaker/add-profit-fixer
FEATURE: [xmaker] add profit fixer
2024-08-26 13:32:41 +08:00
c9s
80949bf0e1
Merge pull request #1710 from c9s/c9s/xmaker/stb-improvements
IMPROVE: [xmaker] improve stability
2024-08-26 13:32:19 +08:00
c9s
86cc821626
config: add circuit breaker enabled = true 2024-08-26 13:16:40 +08:00
c9s
90bcd25bef
Merge pull request #1711 from lanphan/autoborrowrepay
FEATURE: [binance] add new margin order side effect AUTO_BORROW_REPAY
2024-08-26 13:15:21 +08:00
c9s
f59ff90c5e
bump chart version 2024-08-26 13:04:45 +08:00
c9s
3013e37a38
chart: add env vars section into the chart 2024-08-26 13:03:58 +08:00
c9s
349a3040f3
Merge pull request #1709 from c9s/c9s/xmaker/improve-profit-ticker
IMPROVE: [xmaker] improve profit stats ticker and integrate rate limiter
2024-08-26 12:50:31 +08:00
c9s
7fdb3f671f
risk: add Enabled config to circuitbreaker 2024-08-26 12:50:13 +08:00
c9s
321eb23514
config: add profit fixer to the sample config 2024-08-26 12:46:45 +08:00
c9s
77e185ffa7
xmaker: add profit fixer 2024-08-26 12:45:18 +08:00
c9s
e7fd90ed59
Merge pull request #1708 from c9s/c9s/xmaker/integrate-circuitbreaker
FEATURE: [xmaker] integrate circuit breaker
2024-08-26 12:36:17 +08:00
Lan Phan
9a7517a72a add new sideeffect AUTO_BORROW_REPAY 2024-08-25 12:31:10 +07:00
c9s
9a1d9ae27b
xmaker: rewrite maker order submission logics and integrate metrics 2024-08-24 21:22:35 +08:00
c9s
c76a80da6a
xmaker: add xmaker metrics 2024-08-24 21:22:34 +08:00
c9s
afac81a3e8
all: integrate metrics into stream book 2024-08-24 21:22:34 +08:00
c9s
b0cc009d67
remove travis config 2024-08-24 13:29:45 +08:00
c9s
0df56ad6e7
xmaker: use v2 indicator boll 2024-08-24 13:28:32 +08:00
c9s
1c1959b8a8
all: rename priceresolver to pricesolver
integrate pricesolver into xmaker
2024-08-24 12:28:05 +08:00
c9s
9f01dc28c8
xmaker: remove report ticker and
isolate rate limiter for each different instance
2024-08-24 12:19:34 +08:00
c9s
e8bd370aa2
xmaker: remove duplicated log entry 2024-08-24 12:13:44 +08:00
c9s
5ca1c4fb62
xmaker: rewrite and clean up order submission 2024-08-24 12:13:15 +08:00
c9s
f7dc07327e
xmaker: assign position strategy id and instance id 2024-08-24 12:01:11 +08:00
c9s
6ef8aa62e5
xmaker: integrate CircuitBreaker 2024-08-24 11:58:09 +08:00
c9s
5f65e87e89
change default HaltDuration to 1h 2024-08-24 11:43:12 +08:00
c9s
14fff8dbad
xmaker: integrate circuitbreaker 2024-08-24 11:42:16 +08:00