Commit Graph

7217 Commits

Author SHA1 Message Date
Che-Chia (David) Chang
4c088d5eb1
Merge pull request #1199 from chechiachang/feature/allow-additional-labels
FEATURE: allow additional labels
2023-06-19 05:45:05 -07:00
chechia
935eaf9479
FEATURE: allow additional labels 2023-06-19 20:34:56 +08:00
c9s
0d2afef276
add v1.48.4 release note 2023-06-19 17:06:09 +08:00
c9s
91a2c7255c
bump version to v1.48.4 2023-06-19 17:06:09 +08:00
c9s
833d942833
bump version to v1.48.4 2023-06-19 17:05:42 +08:00
c9s
de00e5fa88
scmaker: preload indicators 2023-06-19 17:03:38 +08:00
c9s
9b8c2b5ba4
bump version to v1.48.3 2023-06-19 15:39:34 +08:00
c9s
55b8413472
scmaker: when user data stream is ready, place liquidity orders 2023-06-19 15:38:55 +08:00
c9s
14d9b99daf
add v1.48.3 release note 2023-06-19 15:26:15 +08:00
c9s
1f3a13808b
bump version to v1.48.3 2023-06-19 15:26:15 +08:00
c9s
f579fc7d93
scmaker: call cancel api before starting up 2023-06-19 15:25:10 +08:00
c9s
58a13507bc
scmaker: graceful cancel orders 2023-06-19 15:22:43 +08:00
c9s
98a78b5224
add v1.48.2 release note 2023-06-19 14:57:46 +08:00
c9s
6a5e35c065
bump version to v1.48.2 2023-06-19 14:57:46 +08:00
c9s
fd77a4aae6
update command doc files 2023-06-19 14:57:46 +08:00
c9s
759dce1d5a
types: fix number() call 2023-06-19 14:51:37 +08:00
c9s
2448fa6f83
scmaker: add MaxExposure option 2023-06-19 13:46:45 +08:00
c9s
8360931497
fix test TestMarket_AdjustQuantityByMinNotional 2023-06-19 13:46:20 +08:00
c9s
46fecbbdeb
types: do not truncate quantity before adjustment 2023-06-16 15:35:07 +08:00
c9s
dc3901cc7f
xfunding: add more notificiation 2023-06-16 13:03:37 +08:00
c9s
e1c602c68f
bump version to v1.48.1 2023-06-16 08:39:24 +08:00
c9s
d04bbc32a9
add v1.48.1 release note 2023-06-16 08:39:14 +08:00
c9s
17931d179e
bump version to v1.48.1 2023-06-16 08:39:14 +08:00
c9s
561ee0aec7
update command doc files 2023-06-16 08:39:14 +08:00
c9s
8bd5fc246c
Merge pull request #1168 from andycheng123/profit-report-parameter
FEATURE: Accumulated Profit report
2023-06-15 18:14:44 +08:00
Andy Cheng
2ed5095ffb
feature/profitReport: pass 0 to Last() 2023-06-15 17:35:52 +08:00
Andy Cheng
6b46b1e01e
Merge branch 'main' into profit-report-parameter 2023-06-15 17:28:02 +08:00
c9s
a7b2051858
scmaker: fix the layer price 2023-06-15 17:26:04 +08:00
c9s
472a9fd5fd
add v1.48.0 release note 2023-06-15 15:03:09 +08:00
c9s
aa26dfaabc
bump version to v1.48.0 2023-06-15 15:03:09 +08:00
c9s
f7c5311ee8
update command doc files 2023-06-15 15:03:09 +08:00
c9s
50778c4649
Merge pull request #1197 from c9s/strategy/scmaker
FEATURE: [strategy] add stable coin market maker
2023-06-15 14:14:06 +08:00
c9s
eb464cb595
config/scmaker: adjust minProfit 2023-06-15 14:07:35 +08:00
c9s
73726b91c7
scmaker: check ticker price and adjust liq order prices 2023-06-15 13:47:21 +08:00
c9s
148869d46b
scmaker: clean up 2023-06-14 17:31:01 +08:00
c9s
5f3ab4776d
config/scmaker: adjust minProfit ratio 2023-06-14 17:25:23 +08:00
c9s
8344193e81
scmaker: rename liquidityLayerTick to liquidityLayerTickSize 2023-06-14 17:25:23 +08:00
c9s
372028ebe6
scmaker: truncate price with price precision 2023-06-14 17:25:23 +08:00
c9s
68c3c96b10
scmaker: fix balance lock and active order book update issue 2023-06-14 17:25:23 +08:00
c9s
81aa46e46b
config: adjust liquidityScale 2023-06-14 17:25:23 +08:00
c9s
f426d151a8
scmaker: final version 2023-06-14 17:25:23 +08:00
c9s
b8597a1803
scmaker: calculate balance quantity 2023-06-14 17:25:23 +08:00
c9s
aa4f998382
bbgo: add scale Sum method 2023-06-14 17:25:23 +08:00
c9s
40f8283616
scmaker: basic prototype 2023-06-14 17:25:23 +08:00
c9s
a28081a5d2
xalign: add more checks 2023-06-14 17:25:22 +08:00
c9s
0482ade44a
backtest: adjust best bid/ask price with tick size 2023-06-14 17:25:22 +08:00
c9s
fded41b0ea
indicator: fix macd test case since we changed the ewma default value 2023-06-14 17:25:22 +08:00
c9s
e529a3271d
indicator: fix ewma2 initial value 2023-06-14 17:25:22 +08:00
c9s
0a5f31a80f
indicator: rename BollStream to BOLLStream 2023-06-14 17:25:22 +08:00
c9s
295ae95da6
indicator: implement bollinger indicator 2023-06-14 17:25:22 +08:00