2044 Commits

Author	SHA1	Message	Date
chiahung.lin	bfd9c8ac64	FEATURE: run state machine ... FEATURE: support recover FEATURE: add order into orderStore and recover position recover position/budget FEATURE: support recover budget	2023-12-20 16:02:37 +08:00
c9s	a4f996c963	Merge pull request #1393 from c9s/strategy/emacross ... STRATEGY: add emacross strategy	2023-12-20 15:50:52 +08:00
c9s	4894a59756	fixedmaker, liquiditymaker: update initialize method	2023-12-19 21:59:44 +08:00
c9s	3dd93b65db	emacross, scmaker: fix strategy initialization	2023-12-19 21:58:50 +08:00
c9s	6abb320bce	emacross: clean up and update config	2023-12-19 21:57:51 +08:00
c9s	25c895bb09	add emacross strategy	2023-12-19 21:57:51 +08:00
c9s	ec4f43b100	bollmaker: support custom quantity	2023-12-19 21:55:38 +08:00
c9s	47b12edc4d	xdepthmaker: call bbgo.Sync on shutdown	2023-12-18 22:32:13 +08:00
c9s	84085e09b5	xdepthmaker: fix duplicated binding	2023-12-18 22:32:13 +08:00
c9s	2c9583cccb	xdepthmaker: remove redundant notification	2023-12-18 22:32:13 +08:00
c9s	98468feb73	Merge pull request #1458 from c9s/feature/xdepthmaker ... FIX: [xdepthmaker] final fix	2023-12-18 17:59:38 +08:00
chiahung.lin	eda072327c	FIX: move common.Strategy to Initialize	2023-12-18 14:48:13 +08:00
c9s	f19ed7abe0	xdepthmaker: initialize s.CrossExchangeMarketMakingStrategy in Initialize()	2023-12-18 14:31:51 +08:00
chiahung.lin	e86b1bb90f	REFACTOR: make all common.Strategy from pointer to value	2023-12-13 17:36:30 +08:00
c9s	6dd3766776	Merge pull request #1451 from c9s/feature/xdepthmaker ... CHORE: [xdepthmaker] improve shutdown process	2023-12-13 16:47:01 +08:00
c9s	c870defd47	xdepthmaker: improve shutdown process	2023-12-13 16:29:07 +08:00
chiahung.lin	e3d51777d3	rename	2023-12-13 14:16:02 +08:00
chiahung.lin	092d5cfb07	FEATURE: cancel maker orders and open take profit order	2023-12-13 14:16:02 +08:00
c9s	c5282a8f9b	bitget: add more debug logs	2023-12-12 16:37:43 +08:00
c9s	8c6724b264	xdepthmaker: fix pricing book copy by avoiding using CopyDepth	2023-12-11 17:59:16 +08:00
c9s	98468b39c7	xdepthmaker: change priceHeartBeat alert to warning	2023-12-11 17:05:07 +08:00
c9s	cedd790066	xdepthmaker: add lastOrderReplenishTime to prevent replacing orders too frequent	2023-12-11 17:02:17 +08:00
c9s	de7eb8453b	xdepthmaker: refactor auth binding to bindAuthSignal	2023-12-11 17:00:25 +08:00
c9s	2c3ccdf030	xdepthmaker: more improvements ... - place orders with balance quota calculation - wait for authed event - clean up open orders on start	2023-12-11 16:56:19 +08:00
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