c9s
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acb84e098f
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binance: use pre-allocated pv var
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2024-05-24 18:06:33 +08:00 |
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c9s
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55c6a435e7
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binance: remove orderbook convert error var
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2024-05-24 18:06:21 +08:00 |
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c9s
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90d5d649e4
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Merge pull request #1643 from c9s/fix/fix-binance-margin-order-query
FIX: [binance] implement query trade for binance margin trading
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2024-05-24 17:47:17 +08:00 |
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c9s
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901272f153
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binance: refactor and update QueryOrderTrades implementation
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2024-05-24 17:35:27 +08:00 |
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c9s
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bc71c95608
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binance: implement query trade for binance margin trading
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2024-05-24 17:35:27 +08:00 |
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kbearXD
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c42c52d549
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Merge pull request #1640 from c9s/kbearXD/dca2/flexible-recovery
FEATURE: [dca2] change state recovery logic
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2024-05-24 15:54:23 +08:00 |
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kbearXD
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7134f51d38
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FEATURE: [dca2] change state recovery logic
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2024-05-24 15:12:27 +08:00 |
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c9s
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8a852afedb
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Merge pull request #1642 from c9s/refactor/average-depth-price-method
Refactor: add average depth price method
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2024-05-23 18:22:06 +08:00 |
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c9s
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75b86e435a
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max: assign client order id only when it's not empty
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2024-05-23 17:16:27 +08:00 |
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c9s
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99edfb61bf
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integrate aggregatePrice method
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2024-05-23 16:30:43 +08:00 |
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c9s
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1c567d7146
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pull out AverageDepthPrice from xdepthmaker
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2024-05-23 15:22:45 +08:00 |
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kbearXD
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d4848f493d
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Merge pull request #1641 from c9s/kbearXD/dca2/univeral-cancel-orders-flag
FEATURE: [dca2] new flag UniversalCancelAllOrdersWhenClose to decide …
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2024-05-23 14:39:16 +08:00 |
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kbearXD
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be674278b2
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FEATURE: [dca2] new flag UniversalCancelAllOrdersWhenClose to decide if cancel all orders when closing
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2024-05-22 18:20:18 +08:00 |
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kbearXD
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5f1ece2a4b
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Merge pull request #1638 from c9s/kbearXD/dca2/store-open-position-pqs
FEATURE: [dca2] store price quantity pairs of the open-position order…
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2024-05-22 11:34:39 +08:00 |
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kbearXD
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275286b9b9
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remove test case
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2024-05-21 17:00:02 +08:00 |
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kbearXD
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0faef68fbf
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use types.PriceVolume
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2024-05-21 16:06:02 +08:00 |
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c9s
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5397a3366c
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Merge pull request #1639 from c9s/narumi/move-common-maker-tools
REFACTOR: move maker tools
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2024-05-21 14:50:43 +08:00 |
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c9s
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7114b37967
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Merge pull request #1625 from luchenhan/main
chore: fix function names in comment
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2024-05-21 14:50:33 +08:00 |
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c9s
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4592be1376
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add v1.59.2 release note
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2024-05-20 18:34:00 +08:00 |
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c9s
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7c85fd83b3
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bump version to v1.59.2
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2024-05-20 18:34:00 +08:00 |
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c9s
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bee45b9c41
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update command doc files
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2024-05-20 18:34:00 +08:00 |
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c9s
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2e52d3175d
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deposit2transfer: apply backoff to api calls
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2024-05-20 18:05:21 +08:00 |
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c9s
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543b283820
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liquiditymaker: remove orderbook subscription
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2024-05-20 17:55:32 +08:00 |
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narumi
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8ad85fc365
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move OrderPriceRiskControl to riskcontrol
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2024-05-20 15:19:42 +08:00 |
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narumi
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5f096bbe0d
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move InventorySkew to strategy.common
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2024-05-20 15:19:22 +08:00 |
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kbearXD
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6676e1e452
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FEATURE: [dca2] store price quantity pairs of the open-position orders into persistence
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2024-05-20 14:37:23 +08:00 |
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narumi
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0f045dccbb
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add symbol and window log fields
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2024-05-20 14:34:08 +08:00 |
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c9s
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970c1bb8c7
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Merge pull request #1636 from zenixls2/fix/tg_order
fix: tg order decimal
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2024-05-20 01:44:46 +08:00 |
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zenix.huang
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24ab4895b6
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fix: tg order decimal
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2024-05-20 00:19:28 +09:00 |
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なるみ
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ad6efaf449
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Merge pull request #1633 from c9s/narumi/fix-common-strategy-init
FIX: fix strategy initialization
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2024-05-16 16:32:22 +08:00 |
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kbearXD
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38e63422f2
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Merge pull request #1634 from c9s/kbearXD/dca2/fix
FIX: [dca2] fix triggerNextState loop side effect
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2024-05-16 15:57:57 +08:00 |
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bailantaotao
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4c1d3f1c44
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Merge pull request #1635 from c9s/edwin/okx/update-symbols-map
FIX: [okx] update okx symbols
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2024-05-16 15:47:02 +08:00 |
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edwin
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ecc08fabb7
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pkg/exchange: update okx symbols
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2024-05-16 15:29:47 +08:00 |
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kbearXD
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73c467a06b
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FIX: [dca2] fix triggerNextState loop side effect
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2024-05-16 14:44:56 +08:00 |
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narumi
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705261d2d4
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fix strategy initialization
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2024-05-15 23:38:34 +08:00 |
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c9s
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62e236edf1
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Merge pull request #1632 from c9s/narumi/bbgo-sync-common-strategy
FIX: disable bbgo.sync in common strategy to fix xgap
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2024-05-15 10:04:53 +08:00 |
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narumi
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095ca85669
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disable bbgo.sync in common strategy
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2024-05-14 19:50:52 +08:00 |
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c9s
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1d35be8d2a
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add v1.59.1 release note
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2024-05-14 17:35:18 +08:00 |
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c9s
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6aed8f33f7
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bump version to v1.59.1
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2024-05-14 17:35:18 +08:00 |
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c9s
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34200efd54
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liquiditymaker: skip dust quantity
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2024-05-14 17:34:26 +08:00 |
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c9s
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e6ce215979
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add v1.59.0 release note
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2024-05-14 15:08:21 +08:00 |
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c9s
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cc107b80da
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bump version to v1.59.0
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2024-05-14 15:08:21 +08:00 |
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c9s
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80bded1837
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update command doc files
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2024-05-14 15:08:21 +08:00 |
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kbearXD
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e86decea6e
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Merge pull request #1629 from c9s/kbearXD/dca2/refactor
REFACTOR: [dca2] refactor dca2 strategy to make it can back testing
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2024-05-13 17:22:20 +08:00 |
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kbearXD
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e856727e97
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trigger position opening immediately after recovery
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2024-05-13 15:24:31 +08:00 |
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kbearXD
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f49924caa4
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not emit WaitToOpenPosition when kline event
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2024-05-13 14:35:29 +08:00 |
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kbearXD
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6cdd2f0d71
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REFACTOR: [dca2] refactor dca2 strategy to make it can back testing
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2024-05-13 14:35:29 +08:00 |
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c9s
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1e41645384
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Merge pull request #1630 from c9s/c9s-patch-1
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2024-05-12 00:06:13 +08:00 |
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c9s
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b9c77c1584
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add UseProtectedPriceRange support
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2024-05-11 23:00:37 +08:00 |
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c9s
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b752e5ec60
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Fix cancel all orders
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2024-05-11 22:47:29 +08:00 |
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