Commit Graph

7286 Commits

Author SHA1 Message Date
c9s
f505dda80f
xfunding: handle reset transfer when starting up 2023-07-05 16:59:10 +08:00
c9s
f6a3be6ff5
xfunding: improve checkAndRestorePositionRisks 2023-07-05 16:48:19 +08:00
c9s
bd347d5aa5
xfunding: log positionRisks 2023-07-05 16:48:19 +08:00
c9s
e4ababd39e
xfunding: fix spot order parameters 2023-07-05 16:48:19 +08:00
c9s
12aad7b292
xfunding: log spot balance 2023-07-05 16:48:19 +08:00
c9s
a766d88d60
xfunding: fix balance check 2023-07-05 16:48:19 +08:00
c9s
017278826b
xfunding: log failed order 2023-07-05 16:48:19 +08:00
c9s
34d42afbec
xfunding: fix syncSpotPosition cancel order issue 2023-07-05 16:48:18 +08:00
c9s
2813ede7ed
xfunding: fix transferOut, and de-leverage the trade amount from the caller 2023-07-05 16:48:18 +08:00
c9s
e82341b2bd
xfunding: add more transfer logs 2023-07-05 16:48:18 +08:00
c9s
5d0bdd19e3
xfunding: always transfer balance out when reducing the futures position 2023-07-05 16:48:18 +08:00
c9s
c818f79932
fix 2023-07-05 16:48:18 +08:00
c9s
84e9b03be7
xfunding: show balance 2023-07-05 16:48:18 +08:00
c9s
7904c73c53
xfunding: use closePosition option when only dust left in the futures position 2023-07-05 16:48:18 +08:00
c9s
d730340b7a
remove diff quantity check 2023-07-05 16:48:18 +08:00
c9s
b59b42c3fa
Merge branch 'feature/tri' 2023-07-05 16:47:01 +08:00
c9s
631203c89e
tri: update symbol file 2023-07-05 16:46:43 +08:00
c9s
05a8a7442c
Merge pull request #1221 from c9s/feature/tri
FEATURE: add triangular arbitrate strategy as an example
2023-07-05 16:24:29 +08:00
c9s
e67a7fb553
config: add description 2023-07-05 16:09:03 +08:00
c9s
798b3c62bb
add tri strategy config 2023-07-05 16:08:35 +08:00
c9s
f06e37c44f
tri: ignore test in dnum mode 2023-07-05 16:02:11 +08:00
c9s
1abb301af1
core: add order update trigger channel 2023-07-05 15:51:29 +08:00
c9s
e19aa8fa10
add tri strategy 2023-07-05 15:51:16 +08:00
c9s
b9b89756e2
Merge pull request #1220 from c9s/feature/scmaker-with-risk-control
REFACTOR: refactor risk control with the order executor interface and mocks
2023-07-05 15:48:38 +08:00
c9s
01096829ae
bbgo: drop empty files 2023-07-05 15:30:15 +08:00
c9s
fbc49c28ef
types: add PriceVolume.Equals method 2023-07-05 15:30:08 +08:00
c9s
1ad10a9360
all: move trade collector to pkg/core 2023-07-05 15:26:36 +08:00
c9s
ff727ae495
all: use order executor extended interface to mock the risk tests 2023-07-04 22:07:31 +08:00
c9s
f1828beac8
all: move trade store and order store into pkg/core 2023-07-04 21:42:24 +08:00
c9s
1f98731636
riskcontrol: add doc to PositionRiskControl 2023-07-04 21:33:40 +08:00
c9s
adbb6d7f93
riskcontrol: move parameter order 2023-07-04 21:32:34 +08:00
c9s
c8ae36ddfc
riskcontrol: move release position order submission into the pos risk control 2023-07-04 21:31:47 +08:00
c9s
f6ad784583
Merge pull request #1219 from c9s/feature/scmaker-with-risk-control
FEATURE: [scmaker] integrate risk control
2023-07-03 17:50:16 +08:00
c9s
0426c18757
scmaker: initialize order executor before we setup risk control 2023-07-03 17:39:42 +08:00
c9s
808d771748
Merge pull request #1218 from c9s/feature/scmaker-liq-skew
FEATURE: [scmaker] add liquiditySkew support
2023-07-03 17:23:20 +08:00
c9s
ae3f371551
all: refactor risk control and integrate risk control into scmaker 2023-07-03 17:09:13 +08:00
Andy Cheng
624489cf65
Merge pull request #1217 from andycheng123/fix/hhllstop
FIX: log hhllStop higher high and lower low detection instead of notify
2023-07-03 16:30:00 +08:00
c9s
3052dd5add
scmaker: add liquiditySkew support 2023-07-03 16:22:01 +08:00
Andy Cheng
b877d07f74
exit/hhllStop: log hhll detection instead of notify 2023-07-03 16:06:04 +08:00
c9s
532b6f783d
types: remove unused Interval1ms 2023-07-03 15:27:37 +08:00
c9s
ea130e434c
types,cmd: add IntervalMap type to refactor the interval code 2023-07-03 15:14:48 +08:00
c9s
d60dbe5e0b
refactor interval slice code and add sort test 2023-07-03 15:07:34 +08:00
c9s
19552b066e
add v1.50.1 release note 2023-07-02 14:14:06 +08:00
c9s
471df81b29
bump version to v1.50.1 2023-07-02 14:14:06 +08:00
c9s
94e7e80cf0
update command doc files 2023-07-02 14:14:06 +08:00
c9s
3f7710303f
fix .Indicators nil map 2023-07-02 14:13:24 +08:00
c9s
334204b46a
bbgo: add deprecation warning 2023-07-01 13:26:57 +08:00
Andy Cheng
31e9aa8c22
Merge pull request #1216 from andycheng123/fix/hhllsop
Fix: exit/hhllStop bugs
2023-06-30 16:31:13 +08:00
Andy Cheng
2fe19119a7
exit/hhllStop: avoid using underscore in variable names 2023-06-30 14:10:25 +08:00
Andy Cheng
12e3e9b5f8
exit/hhllStop: readability 2023-06-30 14:03:46 +08:00