211 Commits

Author	SHA1	Message	Date
c9s	ba73eeaad1	xmaker: add TradeVolumeWindowSignal	2024-09-04 15:59:21 +08:00
c9s	7135895006	xmaker: fix MaxExposurePosition check condition	2024-09-03 03:25:37 +08:00
c9s	f12ba1adb9	bbgo: add comments to the quota methods	2024-09-02 22:18:13 +08:00
c9s	294e529a98	xmaker: add more logs	2024-09-02 16:08:51 +08:00
c9s	f30aca1b5a	xmaker: update position metrics when restored	2024-09-02 15:51:31 +08:00
c9s	f9b9832fff	add more logs	2024-09-02 15:51:31 +08:00
c9s	4d1c357c3d	xmaker: reuse makerMarket field	2024-09-01 17:55:00 +08:00
c9s	a4833524cf	xmaker: add more logs	2024-09-01 16:41:16 +08:00
c9s	ed073264f1	xmaker: add MaxHedgeAccountLeverage option	2024-09-01 15:42:36 +08:00
c9s	ad6056834e	xmaker: separate maximumValueInUsd in a new var	2024-09-01 01:34:25 +08:00
c9s	8b1306a6a6	xmaker: calculate maximum leveraged account value	2024-09-01 01:31:50 +08:00
c9s	d85da78e17	xmaker: improve hedge account credit calculation	2024-09-01 00:58:50 +08:00
c9s	cff7103ece	fix math import	2024-08-30 22:41:13 +08:00
c9s	d501e8ff4d	xmaker: apply math.Abs on signal for margin scale	2024-08-30 22:38:59 +08:00
c9s	ec80cbfd9f	xmaker: check 0.0	2024-08-30 17:52:28 +08:00
c9s	7c4b3e81df	xmaker: add more logs	2024-08-30 17:42:20 +08:00
c9s	cc820d3df0	xmaker: apply margin from signal	2024-08-30 17:39:25 +08:00
c9s	b8abc065de	xmaker: initialize bollinger band signal	2024-08-30 17:15:12 +08:00
c9s	9ebab4f4f7	xmaker: add signal providers	2024-08-30 15:44:55 +08:00
c9s	d9fb9ff3e0	xmaker: remove unused var	2024-08-29 13:18:50 +08:00
c9s	86e464b1bc	xmaker: when submitting hedge orders, do not add it to the active orderbook	2024-08-29 00:33:04 +08:00
c9s	8de0c67503	xmaker: fix aggregatePrice function	2024-08-28 22:36:44 +08:00
c9s	e187614179	xmaker: log best bid and best ask	2024-08-28 22:32:56 +08:00
c9s	d36bbe5fb5	xmaker: adjust accountUpdater's ticker to 3 min	2024-08-28 16:41:50 +08:00
c9s	77b7b29739	xmaker: adjust credit buffer algo	2024-08-28 16:37:39 +08:00
c9s	1d6282a10b	xmaker: add account updater and handle margin account to add more flexibility	2024-08-28 16:07:11 +08:00
c9s	108fb6138a	xmaker: check hedge balance only when it's spot account	2024-08-28 14:48:38 +08:00
c9s	1e2f086643	xmaker: set notional var back	2024-08-27 22:45:43 +08:00
c9s	6011fd5157	xmaker: set profitChanged only when Hedge is called	2024-08-27 22:45:11 +08:00
c9s	9939b5ce68	xmaker: improve bid/ask pricing when UseDepthPrice and DepthQuantity are on	2024-08-27 20:05:46 +08:00
c9s	a740ef10c2	xmaker: add price checker and field logger	2024-08-27 20:05:45 +08:00
c9s	f81ce5ce95	xmaker: improve bollinger band trend detection	2024-08-27 20:05:45 +08:00
c9s	4ae8ad77b3	xmaker: add profit changed flag for notification	2024-08-27 20:05:45 +08:00
c9s	3819feacf3	xmaker: improve dust quantity check	2024-08-27 20:05:45 +08:00
c9s	3d4ccd1344	xmaker: integrate bid/ask margin metrics	2024-08-27 15:39:38 +08:00
c9s	b3c8739983	xmaker: add config bid/ask margin metrics	2024-08-27 15:35:39 +08:00
c9s	7e65aca62e	xmaker: add more config metrics	2024-08-27 15:22:06 +08:00
c9s	199b86df86	xmaker: add comments	2024-08-27 14:52:27 +08:00
c9s	6fb6467d59	xmaker: refactor hedge worker and quote worker	2024-08-27 14:48:30 +08:00
c9s	e3079c134c	xmaker: add todo note	2024-08-26 18:37:02 +08:00
c9s	7367ea73b8	xmaker: profit object can be nil	2024-08-26 18:35:10 +08:00
c9s	77e185ffa7	xmaker: add profit fixer	2024-08-26 12:45:18 +08:00
c9s	9a1d9ae27b	xmaker: rewrite maker order submission logics and integrate metrics	2024-08-24 21:22:35 +08:00
c9s	afac81a3e8	all: integrate metrics into stream book	2024-08-24 21:22:34 +08:00
c9s	0df56ad6e7	xmaker: use v2 indicator boll	2024-08-24 13:28:32 +08:00
c9s	1c1959b8a8	all: rename priceresolver to pricesolver ... integrate pricesolver into xmaker	2024-08-24 12:28:05 +08:00
c9s	9f01dc28c8	xmaker: remove report ticker and ... isolate rate limiter for each different instance	2024-08-24 12:19:34 +08:00
c9s	e8bd370aa2	xmaker: remove duplicated log entry	2024-08-24 12:13:44 +08:00
c9s	5ca1c4fb62	xmaker: rewrite and clean up order submission	2024-08-24 12:13:15 +08:00
c9s	f7dc07327e	xmaker: assign position strategy id and instance id	2024-08-24 12:01:11 +08:00