c9s
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10a71d83f1
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xdepthmaker: move global position profit handling
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2023-12-07 16:18:23 +08:00 |
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c9s
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99723fc1f4
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xdepthmaker: remove legacy s.activeMakerOrders
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2023-12-07 16:18:23 +08:00 |
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c9s
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e0686d11c8
|
xdepthmaker: clean up duplicated code
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2023-12-07 16:18:23 +08:00 |
|
c9s
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6b28910139
|
xdepthmaker: refactor CrossSubscribe
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2023-12-07 16:18:23 +08:00 |
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c9s
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ed63b23e2a
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xdepthmaker: refactor CrossRun with CrossExchangeMarketMakingStrategy
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2023-12-07 16:18:22 +08:00 |
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c9s
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df2daf33a7
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types: add PeriodProfitStats
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2023-12-07 16:18:22 +08:00 |
|
c9s
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53bf443b1d
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xdepthmaker: first commit
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2023-12-07 16:18:22 +08:00 |
|
chiahung.lin
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6857734282
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rename
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2023-12-07 11:29:42 +08:00 |
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chiahung.lin
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2982be1cbc
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rename dca maker orders to open position orders
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2023-12-07 11:27:28 +08:00 |
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chiahung.lin
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c67737a6d6
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use retry package
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2023-12-06 16:16:17 +08:00 |
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chiahung.lin
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4aa6ea3a46
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FEATURE: use notional based to crease dca maker orders
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2023-12-06 11:28:45 +08:00 |
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chiahung.lin
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60003fc472
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rename somme part
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2023-12-06 11:28:45 +08:00 |
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chiahung.lin
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445f0f1c4c
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FEATURE: prepare open maker orders function
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2023-12-06 11:28:45 +08:00 |
|
kbearXD
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45c2ee0ed8
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Merge pull request #1432 from c9s/chiahung/recover-with-origin-stats
FIX: use original status for recover
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2023-11-30 15:10:52 +08:00 |
|
chiahung
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19be49fca8
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FIX: use original status for recover
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2023-11-24 14:17:19 +08:00 |
|
chiahung.lin
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800148b271
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remain only template part
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2023-11-23 16:45:28 +08:00 |
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chiahung.lin
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aea3abae07
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FEATURE: new strategy dca2 perparation
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2023-11-23 16:32:34 +08:00 |
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kbearXD
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75b8be5e17
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Merge pull request #1405 from c9s/chiahung/grid2/use-rest-quote
FIX: [grid2] use rest quote to place the last order when opening grid
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2023-11-23 12:46:53 +08:00 |
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chiahung
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102eb61188
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remove unused log
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2023-11-21 17:06:20 +08:00 |
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c9s
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e5033c093a
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grid2: check order's original status for updating
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2023-11-17 17:14:52 +08:00 |
|
chiahung
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c8c9659dd1
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use PricePrecision for quote round up
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2023-11-09 17:17:59 +08:00 |
|
chiahung
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80ea46ca92
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FEATURE: use rest quote to place the last order when opening grid
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2023-11-09 16:20:11 +08:00 |
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c9s
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3563c0b986
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liquiditymaker: filterAskOrders by base balance
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2023-11-09 11:56:07 +08:00 |
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c9s
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cc5c033af7
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liquiditymaker: use order generator
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2023-11-09 11:56:07 +08:00 |
|
c9s
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533907894e
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liquiditymaker: implement order generator
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2023-11-09 11:56:07 +08:00 |
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c9s
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dda2cfb73d
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liquiditymaker: first commit
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2023-11-09 11:56:07 +08:00 |
|
c9s
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d2dab58193
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scmaker: clean up scmaker risk control
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2023-11-09 11:56:07 +08:00 |
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c9s
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2c842e54e8
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scmaker: fix scmaker stream book binding
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2023-11-09 11:56:07 +08:00 |
|
kbearXD
|
20dccc05f9
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Merge pull request #1396 from c9s/chiahung/grid2/persistence-ttl
FEATURE: add ttl for position/grid2.profit_stats persistence
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2023-11-08 13:50:29 +08:00 |
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chiahung
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52d4f50c88
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remove sync every ticker
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2023-11-08 11:15:06 +08:00 |
|
chiahung
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4a40c8bea2
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refactor
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2023-11-07 17:00:29 +08:00 |
|
chiahung
|
e6fc006747
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recoverC back to size 1
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2023-11-07 15:21:48 +08:00 |
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chiahung
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df2fd170db
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return bool to let syncActiveOrderBook really sync or skip
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2023-11-07 14:39:29 +08:00 |
|
chiahung
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7de49155eb
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fix
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2023-11-07 13:30:58 +08:00 |
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chiahung
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c8becbe4f5
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bbgo.sync when syncActiveOrders
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2023-11-07 10:56:19 +08:00 |
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chiahung
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dcff850c64
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FEATURE: add ttl for position/grid2.profit_stats persistence
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2023-11-06 18:52:01 +08:00 |
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chiahung
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358aef770f
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FIX: fix skip syncing active order
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2023-11-06 17:13:16 +08:00 |
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c9s
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e614741a48
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grid2: add another test case for 0 baseGridNum
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2023-11-04 12:56:11 +08:00 |
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c9s
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6cce5a2268
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grid2: respect s.BaseGridNum and add a failing test case
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2023-11-04 12:56:11 +08:00 |
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narumi
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ffea4901ed
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fix buy quantity
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2023-11-03 15:07:24 +08:00 |
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c9s
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9dc57f01cd
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wall: refactor wall strategy with common.Strategy
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2023-11-01 16:57:07 +08:00 |
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narumi
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7c19bb9e20
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submit one order at a time
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2023-10-31 13:53:12 +08:00 |
|
chiahung
|
d33240ec83
|
rename and simplify import
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2023-10-30 17:17:36 +08:00 |
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chiahung
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671772a767
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FIX: retry to get open orders only for 5 times and do not sync orders updated in 3 min
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2023-10-30 16:28:34 +08:00 |
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kbearXD
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be4c69c365
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Merge pull request #1368 from c9s/feature/grid2/merge-recover
FEATURE: merge grid recover and active orders recover logic
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2023-10-30 16:11:23 +08:00 |
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narumi
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e8c9801535
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adjust quantity by max amount
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2023-10-27 15:01:41 +08:00 |
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chiahung
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40ca323b2d
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merge recover logic
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2023-10-26 16:29:05 +08:00 |
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chiahung
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f31d829294
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FEAUTRE: merge grid recover and active orders recover
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2023-10-26 14:55:33 +08:00 |
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chiahung
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ab1bc998f9
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FEATURE: prepare query trades funtion for new recover
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2023-10-25 13:34:11 +08:00 |
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chiahung
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3710c33670
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REFACTOR: rename file and variable
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2023-10-24 13:03:14 +08:00 |
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kbearXD
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7d97f573c5
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Merge pull request #1350 from c9s/feature/grid2/twin-orderbook
FEATURE: [grid2] twin orderbook
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2023-10-24 13:00:25 +08:00 |
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chiahung
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c977b8e295
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add lock to protect twin orderbook and add more comments
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2023-10-23 17:42:39 +08:00 |
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chiahung
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3150f6b3f5
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fix
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2023-10-23 13:00:17 +08:00 |
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chiahung
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e9078a71c8
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FEATURE: twin orderbook
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2023-10-20 16:23:31 +08:00 |
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chiahung
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c9fca56723
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MINOR: remove profit entries from profit stats
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2023-10-20 15:17:31 +08:00 |
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narumi
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900db74fb9
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skip public session
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2023-10-19 15:14:28 +08:00 |
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kbearXD
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3bc03ff8c5
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Merge pull request #1328 from c9s/feature/grid2/recover-active-order-periodically
FEATURE: recover active orders with open orders periodically
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2023-10-17 04:33:40 -05:00 |
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c9s
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98b294424a
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Merge pull request #1341 from c9s/narumi/random/amount
REFACTOR: [random] remove adjustQuantity from config
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2023-10-17 17:19:53 +08:00 |
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chiahung
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ccb7308263
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fix
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2023-10-17 16:13:05 +08:00 |
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chiahung
|
243b90aaf9
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fix nil metrics error
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2023-10-17 15:20:28 +08:00 |
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chiahung
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c257bc8ccf
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sleep 100ms to avoid DDOS
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2023-10-17 13:51:51 +08:00 |
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chiahung
|
5ff3828ec1
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move to onAuth
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2023-10-16 16:02:43 +08:00 |
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c9s
|
4c69dccf09
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make rightWindow possible to be set as zero
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2023-10-16 12:36:52 +08:00 |
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narumi
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badadafa2d
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remove adjustQuantity from config
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2023-10-13 18:11:21 +08:00 |
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chiahung
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c5449374cd
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add test and remove recovered atmoic bool
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2023-10-13 16:50:59 +08:00 |
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chiahung
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de1a884153
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not add non existing open orders into active orderbook if updated in 5 min
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2023-10-13 16:50:21 +08:00 |
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chiahung
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136c2cd36f
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add open orders metrics
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2023-10-13 16:50:21 +08:00 |
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chiahung
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c6d4ebf57b
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also sync orders already in active orderbook if the open orders are expired
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2023-10-13 16:50:21 +08:00 |
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c9s
|
a39925b912
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grid2: invert if
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2023-10-13 16:50:21 +08:00 |
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c9s
|
5f9d020ac8
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grid2: improve some logging
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2023-10-13 16:50:21 +08:00 |
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c9s
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1347c8ef87
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grid2: refactor recoverActiveOrdersPeriodically
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2023-10-13 16:50:21 +08:00 |
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chiahung
|
27294ac9b6
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FIX: fix some error and use chan to trigger active orders recover when on auth
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2023-10-13 16:50:21 +08:00 |
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chiahung
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4c9b1e78fe
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remove checker
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2023-10-13 16:50:21 +08:00 |
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chiahung
|
ca80bdb282
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FEATURE: recover active orders with open orders periodically
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2023-10-13 16:50:20 +08:00 |
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c9s
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a0a7b0ffdc
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grid2: set max retries
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2023-10-11 17:33:07 +08:00 |
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narumi
|
a8d678a544
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rename randomtrader to random
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2023-10-11 15:52:10 +08:00 |
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c9s
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2f65793522
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Merge pull request #1327 from c9s/narumi/fix-position-risk
FIX: Fix duplicate orders caused by position risk control
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2023-10-11 15:43:26 +08:00 |
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c9s
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10be0ec62a
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Merge pull request #1331 from c9s/narumi/fixedmaker/x
FEATURE: add xfixedmaker strategy
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2023-10-11 15:43:05 +08:00 |
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narumi
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4a6f6f7a5a
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add backtest config
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2023-10-11 12:14:34 +08:00 |
|
narumi
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d8ff42d531
|
Fix duplicate orders caused by position risk control
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2023-10-11 12:13:01 +08:00 |
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narumi
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81ea074b4f
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check balances
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2023-10-07 16:34:22 +08:00 |
|
narumi
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a0efa2769d
|
add randtrader strategy
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2023-10-07 12:36:32 +08:00 |
|
narumi
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a40488b0a3
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add xfixedmaker strategy
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2023-10-06 12:58:47 +08:00 |
|
narumi
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c5cd6bc95e
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fix common.Strategy.IsHalted
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2023-09-29 01:51:02 +08:00 |
|
narumi
|
4b9c933df1
|
remove skew
|
2023-09-29 01:06:58 +08:00 |
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c9s
|
2058ce808b
|
Merge pull request #1325 from zenixls2/fix/listenkeyexpired
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2023-09-27 22:46:44 +08:00 |
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zenix
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08dad1c497
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fix: replace json.Number with MillisecondTimestamp in types
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2023-09-27 15:52:02 +09:00 |
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c9s
|
d4330a7a32
|
atrpin: add minPriceRange config
|
2023-09-27 14:25:49 +08:00 |
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c9s
|
e52e53aa42
|
refine atrpin strategy
|
2023-09-26 20:43:14 +08:00 |
|
zenix
|
2e4336a604
|
fix: listenKeyExpired event sends string timestamp
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2023-09-26 18:41:15 +09:00 |
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c9s
|
9fffa4a47f
|
add atrpin strategy
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2023-09-26 15:32:55 +08:00 |
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c9s
|
cf31796224
|
Merge pull request #1318 from c9s/narumi/common-risk
CHORE: add IsHalted method to common.Strategy for CircuitBreakRiskControl
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2023-09-25 18:07:57 +08:00 |
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c9s
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94f6cefd70
|
grid2: improve active order recover logs
|
2023-09-25 17:43:38 +08:00 |
|
c9s
|
b6d0e3ef27
|
grid2: only do active order update when grid is recovered
|
2023-09-25 17:19:53 +08:00 |
|
narumi
|
4a231b10c6
|
pull out ishalted method
|
2023-09-21 15:06:09 +08:00 |
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c9s
|
49e9c8bbcf
|
Merge pull request #1315 from c9s/narumi/fixedmaker/common
REFACTOR: use common strategy in fixedmaker
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2023-09-21 14:35:53 +08:00 |
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narumi
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c8316a36a0
|
use common strategy in fixedmaker
|
2023-09-19 15:00:39 +08:00 |
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chiahung
|
fdfa3639ff
|
FEATURE: use retry query order until successful
|
2023-09-19 11:12:14 +08:00 |
|
chiahung
|
db376f8483
|
FEATURE: use quote quantity if there is QuoteQuantity in trade
|
2023-09-05 18:28:10 +08:00 |
|
bailantaotao
|
7461b60b6b
|
Merge pull request #1299 from bailantaotao/edwin/add-server-time
pkg/exchange: add time to SliceOrderBook
|
2023-09-05 16:36:20 +08:00 |
|
kbearXD
|
79d98e857d
|
Merge pull request #1295 from c9s/feature/grid2/amount-round-down
FEATURE: round down executed amount to avoid insufficient balance
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2023-09-05 14:35:53 +08:00 |
|
なるみ
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9c104f5776
|
Merge pull request #1297 from c9s/narumi/reset-profit-stats
FIX: reset profit stats when over given duration in circuit break risk control
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2023-09-05 14:00:52 +08:00 |
|
narumi
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57198cc6b0
|
fix: reset profit stats when over given duration in circuit break risk control
|
2023-09-01 18:57:40 +08:00 |
|
Edwin
|
412d0e0558
|
*: fix lint
|
2023-09-01 17:54:43 +08:00 |
|
c9s
|
e74da87e51
|
grid2: delay start process by 5s
|
2023-08-31 17:08:00 +08:00 |
|
c9s
|
f24bd3532c
|
grid2: add 5s delay and <10seconds jitter
|
2023-08-31 14:08:33 +08:00 |
|
c9s
|
7de6c3d8e4
|
grid2: add more update logs
|
2023-08-31 13:59:44 +08:00 |
|
c9s
|
cb0285544e
|
add lock to recoverActiveOrders
|
2023-08-31 13:48:56 +08:00 |
|
chiahung
|
9dc7244d8a
|
FEATURE: round down executed amount to avoid insufficient balance
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2023-08-31 12:40:01 +08:00 |
|
c9s
|
20bdf191c3
|
Merge pull request #1290 from c9s/c9s/grid-disconnect-recover
FEATURE: [grid2] update local active orders after re-connected
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2023-08-21 18:16:05 +08:00 |
|
c9s
|
9105ebce78
|
deposit2transfer: fix err msg
|
2023-08-17 17:42:05 +08:00 |
|
c9s
|
c91861ca9a
|
bbgo: add order update time check
|
2023-08-17 17:31:24 +08:00 |
|
c9s
|
dda3f25c61
|
grid2,bbgo: refactor active order book and update order status when re-connected
|
2023-08-17 16:26:06 +08:00 |
|
c9s
|
5cc09dfb9a
|
deposit2transfer: improve log format
|
2023-08-16 12:26:01 +08:00 |
|
c9s
|
252f4fbccc
|
deposit2transfer: call QuerySpotAccount for getting the spot balance
|
2023-08-16 12:02:18 +08:00 |
|
c9s
|
255718a54a
|
deposit2transfer: apply rate limiter on checkDeposits
|
2023-08-11 19:11:18 +08:00 |
|
c9s
|
6103a9350f
|
deposit2transfer: add lastAssetDepositTimes for immediate success deposits
|
2023-08-09 15:54:28 +08:00 |
|
c9s
|
ece8cacd9e
|
deposit2transfer: use watchingDeposits instead of just deposits
|
2023-08-08 12:38:59 +08:00 |
|
c9s
|
4a28843a0a
|
deposit2transfer: fix mutex lock
|
2023-08-08 12:38:23 +08:00 |
|
c9s
|
073c4562fd
|
deposit2transfer: refactor deposit check and add more logs
|
2023-08-08 12:23:17 +08:00 |
|
c9s
|
29727c12be
|
add deposit2transfer config
|
2023-08-08 12:14:14 +08:00 |
|
c9s
|
423cb27288
|
deposit2transfer: add more log messages
|
2023-08-08 12:08:14 +08:00 |
|
c9s
|
241ce657c3
|
binance: remove isMargin check
|
2023-08-08 12:01:30 +08:00 |
|
c9s
|
c7845477b4
|
deposit2transfer: remove binance spot struct field
|
2023-08-08 11:58:36 +08:00 |
|
c9s
|
c55a6a46af
|
deposit2transfer: check confirmation for deposits
|
2023-08-08 11:20:17 +08:00 |
|
c9s
|
5f40dfa462
|
deposit2transfer: scan deposit history
|
2023-08-08 11:20:17 +08:00 |
|
c9s
|
0c6b68c4f6
|
add deposit2transfer strategy
|
2023-08-08 11:20:17 +08:00 |
|
c9s
|
85201d0b57
|
Merge pull request #1271 from c9s/c9s/strategy-convert
REFACTOR: apply market.GreaterThanMinimalOrderQuantity on both convert and xalign
|
2023-08-08 11:14:08 +08:00 |
|
c9s
|
c3cce05bdd
|
xalign: apply market.GreaterThanMinimalOrderQuantity on xalign
|
2023-08-05 16:49:25 +08:00 |
|
c9s
|
8b6a8aeb7b
|
convert: move moq check/adjustment to types.Market
|
2023-08-05 16:39:03 +08:00 |
|
c9s
|
616e9397d4
|
Merge pull request #1270 from c9s/c9s/strategy-convert
FEATURE: [strategy] Add convert strategy
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2023-08-05 02:46:56 +08:00 |
|
c9s
|
4d293121d7
|
convert: fix pending quantity collector with trade query
|
2023-08-05 02:37:53 +08:00 |
|
c9s
|
bc8fe22e70
|
convert: fix collectPendingQuantity and use graceful order cancel
|
2023-08-05 02:15:16 +08:00 |
|
c9s
|
348c8a61e4
|
add convert strategy
|
2023-08-05 01:59:20 +08:00 |
|
Andy Cheng
|
1130417401
|
fix/supertrend: use strconv instead of fmt
|
2023-08-04 11:07:20 +08:00 |
|
c9s
|
cfd5884350
|
Merge remote-tracking branch 'origin/v1.50'
|
2023-08-01 13:23:04 +08:00 |
|
c9s
|
4560b47556
|
grid2: only for positive non-zero fee
|
2023-07-31 18:12:28 +08:00 |
|
c9s
|
43b8e7870d
|
grid2: ignore discounted trades
|
2023-07-31 18:06:20 +08:00 |
|
c9s
|
8a3c89ba91
|
autoborrow: fix marginAsset.Low calculation
|
2023-07-25 00:27:43 +08:00 |
|
c9s
|
4cb9ff569a
|
autoborrow: improve available balance checking
|
2023-07-25 00:16:05 +08:00 |
|
c9s
|
b7c9ef7983
|
types: add NotZero() method to filter non-zero balances
|
2023-07-25 00:11:08 +08:00 |
|
c9s
|
bfb1165304
|
autoborrow: fix debt checking condition
|
2023-07-24 23:01:22 +08:00 |
|
c9s
|
a2a062e95b
|
autoborrow: use debt instead of using b.Borrowed
|
2023-07-24 22:57:02 +08:00 |
|
c9s
|
a5a9512ef1
|
autoborrow: check available
|
2023-07-24 18:23:09 +08:00 |
|
c9s
|
f014213c85
|
autoborrow: log balances
|
2023-07-24 18:13:53 +08:00 |
|
c9s
|
106e98afaa
|
autoborrow: add more logs
|
2023-07-24 18:05:32 +08:00 |
|
c9s
|
afc5dbb951
|
Merge remote-tracking branch 'origin/v1.50'
|
2023-07-24 17:02:08 +08:00 |
|
c9s
|
3bd821261f
|
tri: fix lint issue
|
2023-07-22 18:06:53 +08:00 |
|
c9s
|
fad8642a59
|
xmaker: fix message
|
2023-07-22 17:34:09 +08:00 |
|
c9s
|
70439f3fd9
|
xmaker: add tradeScanOverlapBufferPeriod time
|
2023-07-22 17:30:24 +08:00 |
|
c9s
|
941067670e
|
xmaker: pull out trade recover go routine
|
2023-07-22 17:29:16 +08:00 |
|
c9s
|
df1067d309
|
grid2: simplify removeDuplicatedPins
|
2023-07-22 11:45:30 +08:00 |
|
c9s
|
461735e043
|
grid2: add remove duplicated pins and pull out filter price prec func
|
2023-07-22 11:36:04 +08:00 |
|
c9s
|
b250bf94bc
|
rsicross: add more conditions to rsicross
|
2023-07-22 11:23:09 +08:00 |
|
c9s
|
93d10eba5a
|
autoborrow: improve logging details
|
2023-07-19 16:58:51 +08:00 |
|
gx578007
|
bded2edaf2
|
FIX: [grid2] fix upper pin
|
2023-07-18 16:07:55 +08:00 |
|
gx578007
|
d99aa1f013
|
FIX: [grid2] fix upper pin
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2023-07-18 15:54:23 +08:00 |
|
Andy Cheng
|
e37edb3056
|
Merge pull request #1198 from andycheng123/feature/profit-tracker
FEATURE: add ProfitStatsTracker
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2023-07-18 11:40:26 +08:00 |
|
c9s
|
8f62665cfd
|
autoborrow: add another skip log
|
2023-07-18 11:08:34 +08:00 |
|
c9s
|
e6958f44f0
|
autoborrow: fix log message
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2023-07-18 11:04:43 +08:00 |
|
c9s
|
a0145934ec
|
autoborrow: show min debt ratio in the message
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2023-07-18 11:04:03 +08:00 |
|
c9s
|
3144b640ee
|
autoborrow: update account after repaying the debts
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2023-07-18 11:01:21 +08:00 |
|
Andy Cheng
|
1773c8d155
|
fix/linregmaker: use float64() to output parameters
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2023-07-18 11:00:02 +08:00 |
|
Andy Cheng
|
b9734bca0c
|
fix/linregmaker: missing line
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2023-07-18 10:56:42 +08:00 |
|
c9s
|
84ec320601
|
autoborrow: show debt and total for debt ratio
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2023-07-18 10:54:39 +08:00 |
|
Andy Cheng
|
192d958adc
|
improve/linregmaker: use strconv
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2023-07-17 12:22:09 +08:00 |
|
Andy Cheng
|
e5254e6446
|
improve/linregmaker: add profit report
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2023-07-17 11:45:37 +08:00 |
|
Andy Cheng
|
bc4eae5e39
|
improve/supertrend: Switch of outputting patameters in profit report
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2023-07-17 11:19:10 +08:00 |
|
c9s
|
f8051b3f2b
|
autoborrow: fix margin warning format
|
2023-07-14 13:22:42 +08:00 |
|
c9s
|
a9d0242a9d
|
strategy/autoborrow: add margin level alert
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2023-07-14 13:19:54 +08:00 |
|
c9s
|
d6ade1f2fd
|
autoborrow: use context timeout handling
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2023-07-12 15:07:51 +08:00 |
|
c9s
|
7781d5c70f
|
autoborrow: few improvements:
- return debt once and update the account
- add alert slack mentions
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2023-07-12 15:01:15 +08:00 |
|
c9s
|
b1c1caa6af
|
tri: load test data from static file
|
2023-07-11 14:07:07 +08:00 |
|
Andy Cheng
|
1a90cd0322
|
improve/profitStatsTracker: rename InitOld() to InitLegacy()
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2023-07-11 10:48:29 +08:00 |
|
Andy Cheng
|
4c1639cf00
|
fix/profitStatsTracker: market is initiated after strategy Subscribe()
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2023-07-11 10:48:28 +08:00 |
|
Andy Cheng
|
ae7ae27d82
|
improve/profitStatsTracker: rename ProfitTracker to ProfitStatsTracker
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2023-07-11 10:48:28 +08:00 |
|
Andy Cheng
|
bcbb27de79
|
improve/profitTracker: subscribe kline in strategy Subscribe()
|
2023-07-11 10:48:28 +08:00 |
|
Andy Cheng
|
80170e0397
|
improve/profitTracker: do not bind in order executor
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2023-07-11 10:48:28 +08:00 |
|
Andy Cheng
|
5513330816
|
feature/profitTracker: fix bugs
|
2023-07-11 10:48:28 +08:00 |
|
Andy Cheng
|
027acfe3b5
|
feature/profitTracker: integrate profit report with profit tracker
|
2023-07-11 10:48:28 +08:00 |
|
Andy Cheng
|
a197352c6e
|
feature/profitTracker: use profitTracker in Supertrend strategy
|
2023-07-11 10:48:28 +08:00 |
|
c9s
|
1da94f55e9
|
Merge pull request #1226 from c9s/c9s/base-strategy
REFACTOR: pull out base strategy struct
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2023-07-10 17:50:12 +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
|
3293866a6c
|
common: pull out RiskController
|
2023-07-10 15:27:36 +08:00 |
|
c9s
|
3b6cff8dc7
|
strategy: move risk control to common.Strategy
|
2023-07-10 15:24:07 +08:00 |
|
c9s
|
12bb22ae87
|
rsicross: remove unused funcs
|
2023-07-09 21:24:56 +08:00 |
|
c9s
|
5c88abe72f
|
add rsicross strategy
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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
|
b47da70909
|
Merge pull request #1223 from c9s/c9s/google-spreadsheet
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2023-07-07 18:35:23 +08:00 |
|
c9s
|
f9eba64816
|
xfunding: always sync funding fee
|
2023-07-06 16:02:37 +08:00 |
|
c9s
|
dc16e0c299
|
xfunding: reset LastFundingFeeTime
|
2023-07-06 15:58:42 +08:00 |
|
c9s
|
e8922a4c3a
|
xfunding: support transferIn with zero quantity
|
2023-07-05 17:18:28 +08:00 |
|
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
|
631203c89e
|
tri: update symbol file
|
2023-07-05 16:46:43 +08:00 |
|
c9s
|
f06e37c44f
|
tri: ignore test in dnum mode
|
2023-07-05 16:02:11 +08:00 |
|
c9s
|
e19aa8fa10
|
add tri strategy
|
2023-07-05 15:51:16 +08:00 |
|
c9s
|
1ad10a9360
|
all: move trade collector to pkg/core
|
2023-07-05 15:26:36 +08:00 |
|
c9s
|
f1828beac8
|
all: move trade store and order store into pkg/core
|
2023-07-04 21:42:24 +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
|
3929eb2090
|
Merge pull request #1214 from c9s/refactor/bollmaker
REFACTOR: [bollmaker] upgrade to indicator v2
|
2023-06-30 12:01:47 +08:00 |
|
c9s
|
085114b244
|
grid2: add warning message when failed to acquire the lock
|
2023-06-30 11:07:02 +08:00 |
|
c9s
|
fc7edc5c80
|
grid2: call TryLock in updateGridNumOfOrdersMetricsWithLock
|
2023-06-30 01:05:18 +08:00 |
|
c9s
|
e3be2a8af6
|
bollmaker: replace bollinger indicator with v2 indicator
|
2023-06-29 18:04:39 +08:00 |
|
c9s
|
b6dba18f77
|
all: move retry functions to the retry package
|
2023-06-29 10:59:01 +08:00 |
|
gx578007
|
8e64b5293e
|
MINOR: [grid2] delete order prices metric
|
2023-06-23 21:30:32 +08:00 |
|
c9s
|
c802fae211
|
xalign: add logger
|
2023-06-21 17:36:09 +08:00 |
|
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
|
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
|
dc3901cc7f
|
xfunding: add more notificiation
|
2023-06-16 13:03:37 +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
|
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
|
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 |
|
c9s
|
a28081a5d2
|
xalign: add more checks
|
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 |
|