Commit Graph

2269 Commits

Author SHA1 Message Date
c9s
b2f1f7d735
Merge pull request #1700 from c9s/narumi/autobuy-boll
Fix: [autobuy] fix error when bollinger settings is not set
2024-08-23 13:05:18 +08:00
narumi
1b06fcc961 validate parameters 2024-08-22 14:36:06 +08:00
narumi
b820fccce1 add order type to config 2024-08-22 14:36:06 +08:00
c9s
72575e3cd8
elliottwave: use AverageCost instead 2024-08-22 11:26:46 +08:00
c9s
a900c72032
types/position: drop approximateAverageCost 2024-08-22 11:19:54 +08:00
narumi
731fa9af7e fix error when bollinger settings is not set 2024-08-21 13:28:22 +08:00
c9s
51c1b995c2
twap: add v2 fixed quantity executor 2024-08-20 14:01:03 +08:00
c9s
9dd85623b9
types,strategy: refactor price type and add more bbo (best bid offer) 2024-08-17 14:05:29 +08:00
c9s
9911a4f711
all: fix converter initialization 2024-08-12 15:56:24 +08:00
c9s
1b0d4599e2
all: add trade converter to trade pnl fixer 2024-08-12 15:02:02 +08:00
c9s
473a6bc108
xdepthmaker: set converter manager 2024-08-10 15:50:20 +08:00
c9s
1ad2bc5f34
core: add Initialize() method to the converter interface 2024-08-08 17:37:58 +08:00
c9s
fad7ef219e
xdepthmaker: separate hedge symbol 2024-08-07 16:01:56 +08:00
c9s
a24a118182
xalign: add more withdraw checking logs 2024-08-06 18:08:39 +08:00
c9s
e03ba63e44
max: remove legacy emptyTime 2024-08-05 16:40:10 +08:00
c9s
97336912e5
max: use v3/withdrawals apis 2024-08-02 15:24:00 +08:00
c9s
089e69a221
xalign: add withdraw detection notification 2024-08-02 15:24:00 +08:00
c9s
4bf558f9eb
xaling: add detectActiveTransfers 2024-07-31 16:51:00 +08:00
c9s
ab20b6db89
all: improve binance withdraw status convertion 2024-07-31 15:04:08 +08:00
narumi
0eb3856906 round down quantity 2024-07-09 12:08:24 +08:00
c9s
22c154f9cd
common: fix profit fixer batch query 2024-07-08 17:43:22 +08:00
c9s
c217aadc1b
common: pull out ProfitFixerBundle 2024-07-08 14:16:40 +08:00
c9s
d982524824
liquiditymaker: refactor profit fixer 2024-07-08 14:15:15 +08:00
kbearXD
3735499753 FEATURE: merge recover logic and run periodically 2024-06-27 20:31:55 +08:00
なるみ
ad5674d9cb
Merge pull request #1656 from c9s/narumi/autobuy-min-base-balance
REFACTOR: [autobuy] replace threshold with minBaseBalance
2024-06-21 18:18:37 +01:00
なるみ
396ee68170
Merge pull request #1644 from c9s/narumi/fee-budget
REFACTOR: Extract and move FeeBudget from xgap
2024-06-20 14:26:27 +01:00
narumi
bbb1b8a9fa fix position quantity 2024-06-20 17:40:22 +08:00
narumi
a1b8e07bb5 take profit by expected base balance 2024-06-20 16:08:12 +08:00
narumi
9cbf8a0ecf add fee budget support to random strategy 2024-06-18 18:24:16 +08:00
narumi
0f03bc785b extract FeeBudget struct and move to common 2024-06-18 18:24:14 +08:00
narumi
4dc28ec16a replace threshold with minBaseBalance 2024-06-18 17:45:31 +08:00
c9s
e953a04638
Merge pull request #1655 from c9s/c9s/xgap-vol-target
FEATURE: [xgap] add dailyTargetVolume option
2024-06-18 17:10:49 +08:00
c9s
589a8b6eb2
xgap: add dailyTargetVolume option 2024-06-18 16:49:47 +08:00
kbearXD
5098c3ac35
Merge pull request #1645 from c9s/kbearXD/dca2/flexible-recovery
FEATURE: [dca2] make the take-profit order of round from order to orders
2024-06-13 18:19:44 +08:00
kbearXD
60160cd7b4 new flag DisableOrderGroupIDFilter to only query order group id 2024-06-13 17:21:27 +08:00
c9s
a5831bbf13
xgap: fix price and balance checking 2024-06-13 15:55:40 +08:00
c9s
88ce5a4928
xgap: make sourceBook optional 2024-06-13 15:40:40 +08:00
c9s
9adedc186f
xgap: fix empty source book pricing issue 2024-06-11 16:28:48 +08:00
kbearXD
1d0b4e5cb8 FEATURE: [dca2] make the take-profit order of round from order to orders 2024-05-30 15:53:44 +08:00
なるみ
7bde48adce
Merge pull request #1637 from c9s/narumi/atrpin-log-with-fields
CHORE: [atrpin] add symbol and window log fields
2024-05-25 21:37:51 +08:00
c9s
bc71c95608
binance: implement query trade for binance margin trading 2024-05-24 17:35:27 +08:00
kbearXD
c42c52d549
Merge pull request #1640 from c9s/kbearXD/dca2/flexible-recovery
FEATURE: [dca2] change state recovery logic
2024-05-24 15:54:23 +08:00
kbearXD
7134f51d38 FEATURE: [dca2] change state recovery logic 2024-05-24 15:12:27 +08:00
c9s
8a852afedb
Merge pull request #1642 from c9s/refactor/average-depth-price-method
Refactor: add average depth price method
2024-05-23 18:22:06 +08:00
c9s
99edfb61bf
integrate aggregatePrice method 2024-05-23 16:30:43 +08:00
c9s
1c567d7146
pull out AverageDepthPrice from xdepthmaker 2024-05-23 15:22:45 +08:00
kbearXD
be674278b2 FEATURE: [dca2] new flag UniversalCancelAllOrdersWhenClose to decide if cancel all orders when closing 2024-05-22 18:20:18 +08:00
kbearXD
5f1ece2a4b
Merge pull request #1638 from c9s/kbearXD/dca2/store-open-position-pqs
FEATURE: [dca2] store price quantity pairs of the open-position order…
2024-05-22 11:34:39 +08:00
kbearXD
275286b9b9 remove test case 2024-05-21 17:00:02 +08:00
kbearXD
0faef68fbf use types.PriceVolume 2024-05-21 16:06:02 +08:00