5137 Commits

Author	SHA1	Message	Date
c9s	f6128b9bdc	xalign: support percentage string	2023-06-21 15:59:15 +08:00
c9s	76884a4ddf	xalign: add balance fault tolerance	2023-06-21 15:56:59 +08:00
c9s	d4cf39430e	xgap: fix group id range	2023-06-20 17:18:15 +08:00
c9s	91a2c7255c	bump version to v1.48.4	2023-06-19 17:06:09 +08:00
c9s	833d942833	bump version to v1.48.4	2023-06-19 17:05:42 +08:00
c9s	de00e5fa88	scmaker: preload indicators	2023-06-19 17:03:38 +08:00
c9s	9b8c2b5ba4	bump version to v1.48.3	2023-06-19 15:39:34 +08:00
c9s	55b8413472	scmaker: when user data stream is ready, place liquidity orders	2023-06-19 15:38:55 +08:00
c9s	1f3a13808b	bump version to v1.48.3	2023-06-19 15:26:15 +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	6a5e35c065	bump version to v1.48.2	2023-06-19 14:57:46 +08:00
c9s	759dce1d5a	types: fix number() call	2023-06-19 14:51:37 +08:00
c9s	2448fa6f83	scmaker: add MaxExposure option	2023-06-19 13:46:45 +08:00
c9s	8360931497	fix test TestMarket_AdjustQuantityByMinNotional	2023-06-19 13:46:20 +08:00
c9s	46fecbbdeb	types: do not truncate quantity before adjustment	2023-06-16 15:35:07 +08:00
c9s	dc3901cc7f	xfunding: add more notificiation	2023-06-16 13:03:37 +08:00
c9s	e1c602c68f	bump version to v1.48.1	2023-06-16 08:39:24 +08:00
c9s	17931d179e	bump version to v1.48.1	2023-06-16 08:39:14 +08:00
c9s	8bd5fc246c	Merge pull request #1168 from andycheng123/profit-report-parameter ... FEATURE: Accumulated Profit report	2023-06-15 18:14:44 +08:00
Andy Cheng	2ed5095ffb	feature/profitReport: pass 0 to Last()	2023-06-15 17:35:52 +08:00
Andy Cheng	6b46b1e01e	Merge branch 'main' into profit-report-parameter	2023-06-15 17:28:02 +08:00
c9s	a7b2051858	scmaker: fix the layer price	2023-06-15 17:26:04 +08:00
c9s	aa26dfaabc	bump version to v1.48.0	2023-06-15 15:03:09 +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	aa4f998382	bbgo: add scale Sum method	2023-06-14 17:25:23 +08:00
c9s	40f8283616	scmaker: basic prototype	2023-06-14 17:25:23 +08:00
c9s	a28081a5d2	xalign: add more checks	2023-06-14 17:25:22 +08:00
c9s	0482ade44a	backtest: adjust best bid/ask price with tick size	2023-06-14 17:25:22 +08:00
c9s	fded41b0ea	indicator: fix macd test case since we changed the ewma default value	2023-06-14 17:25:22 +08:00
c9s	e529a3271d	indicator: fix ewma2 initial value	2023-06-14 17:25:22 +08:00
c9s	0a5f31a80f	indicator: rename BollStream to BOLLStream	2023-06-14 17:25:22 +08:00
c9s	295ae95da6	indicator: implement bollinger indicator	2023-06-14 17:25:22 +08:00
c9s	9d9f898f17	indicator: use pointer for float64series	2023-06-14 17:25:22 +08:00
c9s	ea3b1cc937	binance: fix logrus call	2023-06-14 17:25:22 +08:00
c9s	c00d7b669b	Merge pull request #1174 from c9s/feature/grid2/recover ... FEATURE: [grid2] recover with twin orders	2023-06-14 13:02:12 +08:00
c9s	1fd52f78a9	xalign: allocate and bind order store	2023-06-13 23:23:41 +08:00
c9s	45aaad1629	xalign: improve update message	2023-06-13 23:21:07 +08:00
c9s	007f3c9531	autoborrow: add margin level check back	2023-06-13 23:17:24 +08:00
c9s	1855e52838	xalign: graceful cancel orders when shutting down	2023-06-13 17:29:19 +08:00
c9s	a126bc3bb6	binance: add market info warning	2023-06-13 17:09:37 +08:00
c9s	0a7c0632c4	xalign: use %+v format for submit order	2023-06-13 17:08:37 +08:00
c9s	36fa565460	types: add one more market tests	2023-06-13 17:08:28 +08:00
c9s	6308ef5107	autoborrow: repay debt first	2023-06-13 14:21:16 +08:00