c9s
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ae3f371551
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all: refactor risk control and integrate risk control into scmaker
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2023-07-03 17:09:13 +08:00 |
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c9s
|
3052dd5add
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scmaker: add liquiditySkew support
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2023-07-03 16:22:01 +08:00 |
|
なるみ
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508f2fbe1e
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fix typo in xalign config
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2023-06-21 14:01:27 +08:00 |
|
c9s
|
a7b2051858
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scmaker: fix the layer price
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2023-06-15 17:26:04 +08:00 |
|
c9s
|
eb464cb595
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config/scmaker: adjust minProfit
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2023-06-15 14:07:35 +08:00 |
|
c9s
|
5f3ab4776d
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config/scmaker: adjust minProfit ratio
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2023-06-14 17:25:23 +08:00 |
|
c9s
|
8344193e81
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scmaker: rename liquidityLayerTick to liquidityLayerTickSize
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2023-06-14 17:25:23 +08:00 |
|
c9s
|
68c3c96b10
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scmaker: fix balance lock and active order book update issue
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2023-06-14 17:25:23 +08:00 |
|
c9s
|
81aa46e46b
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config: adjust liquidityScale
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2023-06-14 17:25:23 +08:00 |
|
c9s
|
f426d151a8
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scmaker: final version
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2023-06-14 17:25:23 +08:00 |
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c9s
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b8597a1803
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scmaker: calculate balance quantity
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2023-06-14 17:25:23 +08:00 |
|
c9s
|
40f8283616
|
scmaker: basic prototype
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2023-06-14 17:25:23 +08:00 |
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c9s
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cbb9cc7722
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xalign: add doc comment
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2023-06-08 17:02:06 +08:00 |
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c9s
|
c9ee4e52cc
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xalign: add xalign strategy
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2023-06-08 17:02:05 +08:00 |
|
ricotoothless
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38a7f18b32
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FIX: supertrend config type error
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2023-04-29 02:01:52 +08:00 |
|
Andy Cheng
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68f54c032a
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Merge pull request #1121 from andycheng123/feature/hhllstop
Feature/hhllstop
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2023-04-18 11:39:45 +08:00 |
|
Andy Cheng
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d4e42426ab
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exits/trailingstop: add descriptions for parameters
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2023-04-11 16:02:54 +08:00 |
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c9s
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a2fdc99741
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xfunding: notify position ready
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2023-03-29 21:40:18 +08:00 |
|
c9s
|
1e7afbc0c8
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xfunding: fix position ready set call
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2023-03-29 21:40:16 +08:00 |
|
c9s
|
4d59edc3d1
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xfunding: add funding fee slack attachment support
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2023-03-29 21:39:36 +08:00 |
|
c9s
|
8257c4ffbe
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xfunding: fix ClosePosition call for futures
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2023-03-29 18:28:25 +08:00 |
|
c9s
|
4d1f691300
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xfunding: add syncFundingFeeRecords method
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2023-03-26 14:54:27 +08:00 |
|
c9s
|
6349566ce9
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config: add document to the xfunding options
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2023-03-26 02:07:54 +08:00 |
|
c9s
|
1517076f6d
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xfunding: implement syncSpotPosition
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2023-03-24 03:20:04 +08:00 |
|
c9s
|
f3049de2ba
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all: improve logging
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2023-03-24 02:09:49 +08:00 |
|
c9s
|
209fb102fa
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xfunding: add stringer support on PremiumIndex
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2023-03-24 01:57:43 +08:00 |
|
c9s
|
1b5126c9a1
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xfunding: add mutex
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2023-03-23 17:36:30 +08:00 |
|
c9s
|
8b87a8706b
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xfunding: add state for recording TotalBaseTransfer
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2023-03-23 14:46:02 +08:00 |
|
c9s
|
20cd73e6ad
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xfunding: fix transfer and refactoring more methods
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2023-03-23 12:58:10 +08:00 |
|
c9s
|
b2c0a343f3
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rename funding config file
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2023-03-22 21:17:45 +08:00 |
|
Andy Cheng
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f8c0e44e24
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exits/hhllstop: update supertrend config as hhllStop example
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2023-03-16 19:45:48 +08:00 |
|
narumi
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0458858de0
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fix position and profitstats
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2023-03-14 19:27:41 +08:00 |
|
なるみ
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cddf3570f2
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Merge pull request #1104 from c9s/narumi/rebalance/balance
fix: rebalance: adjust max amount by balance
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2023-03-14 14:06:31 +08:00 |
|
narumi
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0690518dc7
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add option to rebalance on start
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2023-03-13 22:43:42 +08:00 |
|
Yo-An Lin
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07ebd83a62
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Merge pull request #1052 from andycheng123/improve/linregmaker-minprofit
Improve/linregmaker minprofit
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2023-03-13 21:31:28 +08:00 |
|
Andy Cheng
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cb412dc13f
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improve/bollmaker: add MinProfitActivationRate
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2023-03-13 16:35:19 +08:00 |
|
Andy Cheng
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5fc459d404
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improve/linregmaker: rename MinProfitDisableOn to MinProfitActivationRate
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2023-03-13 16:35:19 +08:00 |
|
Andy Cheng
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dd87d716ce
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improve/linregmaker: fix end date of linregmaker config
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2023-03-13 16:35:19 +08:00 |
|
Andy Cheng
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6e854f8027
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improve/linregmaker: add MinProfitSpread
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2023-03-13 16:35:19 +08:00 |
|
Andy Cheng
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0ea345a18c
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improve/linregmaker: fix balance calculation in backtesting
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2023-03-13 16:35:18 +08:00 |
|
narumi
|
74656e0e49
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fix fixedmaker errors
|
2023-03-10 18:39:30 +08:00 |
|
narumi
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a7cfd488ed
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add fixedmaker
|
2023-03-10 16:41:01 +08:00 |
|
narumi
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94b946a993
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add orderType parameter
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2023-03-03 23:14:30 +08:00 |
|
narumi
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904491e750
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add orderType parameter
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2023-03-02 18:11:43 +08:00 |
|
c9s
|
0b73520371
|
config: update config example
|
2023-02-07 14:15:17 +08:00 |
|
c9s
|
24f0f40fad
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config: add autoRange config doc
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2022-12-26 01:00:15 +08:00 |
|
c9s
|
fedb67171a
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config: update grid2 config example
|
2022-12-23 18:18:45 +08:00 |
|
Yo-An Lin
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2b20ff4da9
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Merge pull request #1027 from andycheng123/strategy/linregmaker
Strategy: LinReg Maker
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2022-12-20 14:55:48 +08:00 |
|
Yo-An Lin
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c230695a44
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Update multi-session.yaml
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2022-12-19 20:08:06 +08:00 |
|
c9s
|
565193ed69
|
config: add multi-session example
|
2022-12-19 20:04:17 +08:00 |
|