2020 Commits

Author	SHA1	Message	Date
c9s	3048a13f0b	xdepthmaker: replace AtomicAdd with Add	2023-12-08 00:21:53 +08:00
c9s	cd06ffd21f	xdepthmaker: fix order call	2023-12-07 17:38:58 +08:00
c9s	e82605f658	xdepthmaker: skip test for dnum	2023-12-07 16:18:24 +08:00
c9s	35dabe8a72	xdepthmaker: fix aggregatePrice quantity issue	2023-12-07 16:18:24 +08:00
c9s	d14527b5cf	xdepthmaker: apply FullReplenishInterval from config	2023-12-07 16:18:24 +08:00
c9s	25b04cb36c	xdepthmaker: add fullReplenishTicker	2023-12-07 16:18:24 +08:00
c9s	888a550c80	xdepthmaker: support partial maker order replenish	2023-12-07 16:18:24 +08:00
c9s	a82bc86455	xdepthmaker: update updateQuote method	2023-12-07 16:18:23 +08:00
c9s	2f1a700b89	remove xpuremaker	2023-12-07 16:18:23 +08:00
c9s	e0e9876902	improve price hart beat usage	2023-12-07 16:18:23 +08:00
c9s	46b3a81b07	xdepthmaker: add tests to the generateMakerOrders	2023-12-07 16:18:23 +08:00
c9s	d123e89a1b	xdepthmaker: document covered position	2023-12-07 16:18:23 +08:00
c9s	1e27f53891	xdepthmaker: use hedge order executor	2023-12-07 16:18:23 +08:00
c9s	2c3792b290	xdepthmaker: update Validate() method	2023-12-07 16:18:23 +08:00
c9s	18968c67a1	xdepthmaker: remove disable hedge option	2023-12-07 16:18:23 +08:00
c9s	10a71d83f1	xdepthmaker: move global position profit handling	2023-12-07 16:18:23 +08:00
c9s	99723fc1f4	xdepthmaker: remove legacy s.activeMakerOrders	2023-12-07 16:18:23 +08:00
c9s	e0686d11c8	xdepthmaker: clean up duplicated code	2023-12-07 16:18:23 +08:00
c9s	6b28910139	xdepthmaker: refactor CrossSubscribe	2023-12-07 16:18:23 +08:00
c9s	ed63b23e2a	xdepthmaker: refactor CrossRun with CrossExchangeMarketMakingStrategy	2023-12-07 16:18:22 +08:00
c9s	df2daf33a7	types: add PeriodProfitStats	2023-12-07 16:18:22 +08:00
c9s	53bf443b1d	xdepthmaker: first commit	2023-12-07 16:18:22 +08:00
chiahung.lin	6857734282	rename	2023-12-07 11:29:42 +08:00
chiahung.lin	2982be1cbc	rename dca maker orders to open position orders	2023-12-07 11:27:28 +08:00
chiahung.lin	c67737a6d6	use retry package	2023-12-06 16:16:17 +08:00
chiahung.lin	4aa6ea3a46	FEATURE: use notional based to crease dca maker orders	2023-12-06 11:28:45 +08:00
chiahung.lin	60003fc472	rename somme part	2023-12-06 11:28:45 +08:00
chiahung.lin	445f0f1c4c	FEATURE: prepare open maker orders function	2023-12-06 11:28:45 +08:00
kbearXD	45c2ee0ed8	Merge pull request #1432 from c9s/chiahung/recover-with-origin-stats ... FIX: use original status for recover	2023-11-30 15:10:52 +08:00
chiahung	19be49fca8	FIX: use original status for recover	2023-11-24 14:17:19 +08:00
chiahung.lin	800148b271	remain only template part	2023-11-23 16:45:28 +08:00
chiahung.lin	aea3abae07	FEATURE: new strategy dca2 perparation	2023-11-23 16:32:34 +08:00
kbearXD	75b8be5e17	Merge pull request #1405 from c9s/chiahung/grid2/use-rest-quote ... FIX: [grid2] use rest quote to place the last order when opening grid	2023-11-23 12:46:53 +08:00
chiahung	102eb61188	remove unused log	2023-11-21 17:06:20 +08:00
c9s	e5033c093a	grid2: check order's original status for updating	2023-11-17 17:14:52 +08:00
chiahung	c8c9659dd1	use PricePrecision for quote round up	2023-11-09 17:17:59 +08:00
chiahung	80ea46ca92	FEATURE: use rest quote to place the last order when opening grid	2023-11-09 16:20:11 +08:00
c9s	3563c0b986	liquiditymaker: filterAskOrders by base balance	2023-11-09 11:56:07 +08:00
c9s	cc5c033af7	liquiditymaker: use order generator	2023-11-09 11:56:07 +08:00
c9s	533907894e	liquiditymaker: implement order generator	2023-11-09 11:56:07 +08:00
c9s	dda2cfb73d	liquiditymaker: first commit	2023-11-09 11:56:07 +08:00
c9s	d2dab58193	scmaker: clean up scmaker risk control	2023-11-09 11:56:07 +08:00
c9s	2c842e54e8	scmaker: fix scmaker stream book binding	2023-11-09 11:56:07 +08:00
kbearXD	20dccc05f9	Merge pull request #1396 from c9s/chiahung/grid2/persistence-ttl ... FEATURE: add ttl for position/grid2.profit_stats persistence	2023-11-08 13:50:29 +08:00
chiahung	52d4f50c88	remove sync every ticker	2023-11-08 11:15:06 +08:00
chiahung	4a40c8bea2	refactor	2023-11-07 17:00:29 +08:00
chiahung	e6fc006747	recoverC back to size 1	2023-11-07 15:21:48 +08:00
chiahung	df2fd170db	return bool to let syncActiveOrderBook really sync or skip	2023-11-07 14:39:29 +08:00
chiahung	7de49155eb	fix	2023-11-07 13:30:58 +08:00
chiahung	c8becbe4f5	bbgo.sync when syncActiveOrders	2023-11-07 10:56:19 +08:00