34 Commits

Author	SHA1	Message	Date
c9s	afac81a3e8	all: integrate metrics into stream book	2024-08-24 21:22:34 +08:00
narumi	095ca85669	disable bbgo.sync in common strategy	2024-05-14 19:50:52 +08:00
narumi	94c126dd83	move logerr to util	2024-04-17 15:27:46 +08:00
c9s	3dd93b65db	emacross, scmaker: fix strategy initialization	2023-12-19 21:58:50 +08:00
chiahung.lin	eda072327c	FIX: move common.Strategy to Initialize	2023-12-18 14:48:13 +08:00
chiahung.lin	e86b1bb90f	REFACTOR: make all common.Strategy from pointer to value	2023-12-13 17:36:30 +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
narumi	57198cc6b0	fix: reset profit stats when over given duration in circuit break risk control	2023-09-01 18:57:40 +08:00
c9s	630b0d476d	scmaker: use dot import to use v2 indicator DSL	2023-07-10 17:17:46 +08:00
c9s	5853434aec	all: move v2 indicator to indicator/v2	2023-07-10 17:17:46 +08:00
c9s	5c88abe72f	add rsicross strategy	2023-07-09 21:23:42 +08:00
c9s	7c2de46273	pkg: rename base -> common	2023-07-09 19:55:36 +08:00
c9s	c9c058e717	base: simplify naming	2023-07-09 16:04:27 +08:00
c9s	62d394d183	all: moving common strategy functionality to strategy/base	2023-07-09 15:48:07 +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	0426c18757	scmaker: initialize order executor before we setup risk control	2023-07-03 17:39:42 +08:00
c9s	ae3f371551	all: refactor risk control and integrate risk control into scmaker	2023-07-03 17:09:13 +08:00
c9s	3052dd5add	scmaker: add liquiditySkew support	2023-07-03 16:22:01 +08:00
c9s	de00e5fa88	scmaker: preload indicators	2023-06-19 17:03:38 +08:00
c9s	55b8413472	scmaker: when user data stream is ready, place liquidity orders	2023-06-19 15:38:55 +08:00
c9s	f579fc7d93	scmaker: call cancel api before starting up	2023-06-19 15:25:10 +08:00
c9s	58a13507bc	scmaker: graceful cancel orders	2023-06-19 15:22:43 +08:00
c9s	2448fa6f83	scmaker: add MaxExposure option	2023-06-19 13:46:45 +08:00
c9s	a7b2051858	scmaker: fix the layer price	2023-06-15 17:26:04 +08:00
c9s	73726b91c7	scmaker: check ticker price and adjust liq order prices	2023-06-15 13:47:21 +08:00
c9s	148869d46b	scmaker: clean up	2023-06-14 17:31:01 +08:00
c9s	8344193e81	scmaker: rename liquidityLayerTick to liquidityLayerTickSize	2023-06-14 17:25:23 +08:00
c9s	372028ebe6	scmaker: truncate price with price precision	2023-06-14 17:25:23 +08:00
c9s	68c3c96b10	scmaker: fix balance lock and active order book update issue	2023-06-14 17:25:23 +08:00
c9s	f426d151a8	scmaker: final version	2023-06-14 17:25:23 +08:00
c9s	b8597a1803	scmaker: calculate balance quantity	2023-06-14 17:25:23 +08:00
c9s	40f8283616	scmaker: basic prototype	2023-06-14 17:25:23 +08:00