Andy Cheng
|
cb412dc13f
|
improve/bollmaker: add MinProfitActivationRate
|
2023-03-13 16:35:19 +08:00 |
|
Andy Cheng
|
5fc459d404
|
improve/linregmaker: rename MinProfitDisableOn to MinProfitActivationRate
|
2023-03-13 16:35:19 +08:00 |
|
Andy Cheng
|
dd87d716ce
|
improve/linregmaker: fix end date of linregmaker config
|
2023-03-13 16:35:19 +08:00 |
|
Andy Cheng
|
6e854f8027
|
improve/linregmaker: add MinProfitSpread
|
2023-03-13 16:35:19 +08:00 |
|
Andy Cheng
|
3c14382c3c
|
improve/linregmaker: fix StandardIndicatorSet initialization problem
|
2023-03-13 16:35:19 +08:00 |
|
Andy Cheng
|
a607f230d6
|
improve/linregmaker: more log for can buy sell
|
2023-03-13 16:35:19 +08:00 |
|
Andy Cheng
|
0ea345a18c
|
improve/linregmaker: fix balance calculation in backtesting
|
2023-03-13 16:35:18 +08:00 |
|
Yo-An Lin
|
78d65d74d2
|
Merge pull request #1090 from andycheng123/fix/scale
fix/scale: fix LinearScale calculation
|
2023-03-10 14:18:02 +08:00 |
|
Andy Cheng
|
d51a802315
|
fix/scale: fix typo and add some more tests
|
2023-03-10 13:51:29 +08:00 |
|
Yo-An Lin
|
2ba2cbfd98
|
Merge pull request #1096 from c9s/feature/grid2-clear-dup-price-open-orders
FEATURE: [grid2] add ClearDuplicatedPriceOpenOrders option
|
2023-03-10 13:19:34 +08:00 |
|
c9s
|
df6e58d654
|
grid2: replace all openOrders query to queryOpenOrdersUntilSuccessful
|
2023-03-10 13:11:42 +08:00 |
|
c9s
|
89abbeb2d1
|
grid2: add context to backoffs
|
2023-03-10 13:10:14 +08:00 |
|
c9s
|
f093c73457
|
grid2: add queryOpenOrdersUntilSuccessful func
|
2023-03-10 13:10:14 +08:00 |
|
c9s
|
64e0a169e9
|
grid2: add debug option
|
2023-03-10 13:10:14 +08:00 |
|
c9s
|
ccf567fdab
|
grid2: add ClearDuplicatedPriceOpenOrders option
|
2023-03-10 13:10:11 +08:00 |
|
kbearXD
|
b672889602
|
Merge pull request #1087 from c9s/feature/grids/recover-from-trades
FEATURE: recover grids with open orders by querying trades process an…
|
2023-03-10 12:54:27 +08:00 |
|
chiahung
|
67001fcbb7
|
new config 'recoverGridByScanningTrades'
|
2023-03-09 17:53:13 +08:00 |
|
chiahung
|
4288c82e25
|
FEATURE: recover grids with open orders by querying trades process and its buildPinOrderMap method
|
2023-03-09 17:10:44 +08:00 |
|
kbearXD
|
6a6d7a6293
|
Merge pull request #1095 from c9s/fix/maxapi/query-trades-by-order-id
FIX: filter wrong order id from self-trade trades
|
2023-03-09 16:59:33 +08:00 |
|
kbearXD
|
4586f68fdb
|
Merge pull request #1094 from c9s/fix/maxapi/order-updated-at
FIX: use updated_at instead of created_at to convert MAX order to typ…
|
2023-03-09 16:59:18 +08:00 |
|
chiahung
|
ead5486b52
|
FIX: filter wrong order id from self-trade trades
|
2023-03-09 16:15:48 +08:00 |
|
なるみ
|
1ebdd37f3f
|
Merge pull request #1093 from c9s/narumi/rebalance/positions
strategy: rebalance: add positions and profit stats
|
2023-03-09 12:07:19 +08:00 |
|
gx578007
|
517a7c6ad7
|
Merge pull request #1092 from c9s/bhwu/grid2/add-more-metrics
FEATURE: [grid2] add more metrics and fix metric-related issues
|
2023-03-09 11:41:57 +08:00 |
|
chiahung
|
d29c3fa05c
|
FIX: use updated_at instead of created_at to convert MAX order to types.Order
|
2023-03-09 11:35:48 +08:00 |
|
kbearXD
|
5b4b1e8eca
|
Merge pull request #1091 from c9s/feature/maxapi/split-self-trade
FEATURE: split self trades when use MAX RESTful API to query trades
|
2023-03-09 11:29:19 +08:00 |
|
gx578007
|
045c8de2a6
|
refactor metric function to be separated in terms of lock
|
2023-03-09 11:26:02 +08:00 |
|
gx578007
|
5988567d09
|
FEATURE: [grid2] add more metrics and fix metric-related issues
|
2023-03-08 23:54:21 +08:00 |
|
なるみ
|
40e2296492
|
add positions and profit stats
|
2023-03-08 14:12:42 +00:00 |
|
Andy Cheng
|
f92bcda51d
|
improve/exit: fix typo
|
2023-03-08 19:31:47 +08:00 |
|
Yo-An Lin
|
3a6d210052
|
Merge pull request #1089 from andycheng123/improve/exit
|
2023-03-08 19:00:53 +08:00 |
|
Yo-An Lin
|
93dc8e3147
|
Merge pull request #1088 from c9s/fix/grid2/recover
|
2023-03-08 18:42:16 +08:00 |
|
chiahung
|
f9f6346468
|
FEATURE: split self trades when use MAX RESTful API to query trades
|
2023-03-08 17:18:18 +08:00 |
|
Andy Cheng
|
58b2678ae8
|
improve/exit: use roi.Percentage() instead of roi.Float64()
|
2023-03-08 17:12:41 +08:00 |
|
Andy Cheng
|
9516340303
|
fix/scale: update test case
|
2023-03-08 17:09:58 +08:00 |
|
Andy Cheng
|
9068ed7ae3
|
fix/scale: fix LinearScale calculation
|
2023-03-08 16:23:04 +08:00 |
|
c9s
|
c860e45c34
|
grid2: simplify isCompleteGridOrderBook
|
2023-03-08 16:02:31 +08:00 |
|
Andy Cheng
|
2970f73542
|
improve/exit: show symbol in trailing stop triggered message
|
2023-03-08 15:35:44 +08:00 |
|
c9s
|
a75bc2e590
|
grid2: add isCompleteGridOrderBook doc comment
|
2023-03-07 21:42:53 +08:00 |
|
c9s
|
72b6f73cb6
|
grid2: fix complete grid order book condition
|
2023-03-07 21:41:16 +08:00 |
|
c9s
|
db119a2218
|
grid2: update metrics before we re-play orders
|
2023-03-07 20:01:51 +08:00 |
|
Yo-An Lin
|
f26568e213
|
Merge pull request #1086 from c9s/fix/grid2/quote-fee-rounding
FIX: [grid2] round down quoteQuantity/baseQuantity after the fee reduction
|
2023-03-07 18:46:55 +08:00 |
|
c9s
|
756a3bb43f
|
grid2: add base round down for buy order
|
2023-03-07 18:37:45 +08:00 |
|
c9s
|
62eed9605d
|
grid2: round down quoteQuantity/baseQuantity after the fee reduction
|
2023-03-07 13:53:14 +08:00 |
|
gx578007
|
b04492a5a7
|
Merge pull request #1085 from c9s/bhwu/grid2/fix-group-id
FIX: [grid2] group id should be bound by MaxInt32
|
2023-03-07 12:01:17 +08:00 |
|
gx578007
|
f8054459c4
|
FIX: [grid2] group id should be bound by MaxInt32
|
2023-03-07 11:54:45 +08:00 |
|
なるみ
|
f064f5fbe1
|
Merge pull request #1080 from c9s/narumi/marketcap/order-type
strategy: marketcap: add orderType parameter
|
2023-03-06 21:46:25 +08:00 |
|
なるみ
|
00e022dbdc
|
fixup! set order type default value in Defaults method
|
2023-03-06 13:37:03 +00:00 |
|
なるみ
|
cd500e6e73
|
set order type default value in Defaults method
|
2023-03-06 12:33:14 +00:00 |
|
Yo-An Lin
|
4e6614e711
|
Merge pull request #1083 from c9s/fix/maxapi/group-id
FIX: add group id on submit order API
|
2023-03-06 17:23:01 +08:00 |
|
Yo-An Lin
|
bb80df096b
|
Merge pull request #1084 from c9s/bhwu/avoid-init-metrics-twice
FIX: [grid2] avoid initializing metrics twice
|
2023-03-06 17:21:06 +08:00 |
|