c9s
|
b7d18e687e
|
twap: implement orderUpdater
|
2024-08-20 14:01:03 +08:00 |
|
c9s
|
51c1b995c2
|
twap: add v2 fixed quantity executor
|
2024-08-20 14:01:03 +08:00 |
|
Newtoniano
|
17368b9585
|
add short position close logic
|
2024-03-20 18:48:08 +01:00 |
|
chiahung.lin
|
1b33308450
|
fix bug and new field running to help to test
|
2024-01-18 15:39:56 +08:00 |
|
c9s
|
ad8ea86173
|
change max borrowable query from error to warn
|
2024-01-07 19:09:11 +08:00 |
|
c9s
|
ed63b23e2a
|
xdepthmaker: refactor CrossRun with CrossExchangeMarketMakingStrategy
|
2023-12-07 16:18:22 +08:00 |
|
c9s
|
9a7b70d367
|
bbgo: reformat order executor
|
2023-09-26 20:42:38 +08:00 |
|
c9s
|
bc8fe22e70
|
convert: fix collectPendingQuantity and use graceful order cancel
|
2023-08-05 02:15:16 +08:00 |
|
c9s
|
eaaab914e0
|
refactor order executor accessors
|
2023-08-05 01:59:52 +08:00 |
|
c9s
|
7060fd4ecb
|
bbgo: add simple order executor
|
2023-08-04 18:02:24 +08:00 |
|
c9s
|
a3c16a4117
|
bbgo: use backoff for graceful cancel
|
2023-07-20 12:45:23 +08:00 |
|
c9s
|
b9616a0805
|
add TradeCollector.Process() log message
|
2023-07-12 17:16:46 +08:00 |
|
c9s
|
5c88abe72f
|
add rsicross strategy
|
2023-07-09 21:23:42 +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
|
c8ae36ddfc
|
riskcontrol: move release position order submission into the pos risk control
|
2023-07-04 21:31:47 +08:00 |
|
c9s
|
ce40549e88
|
all: rename QueryOrderUntilSuccessful to QueryOrderUntilFilled
|
2023-06-29 17:17:32 +08:00 |
|
c9s
|
c4bd5a8a13
|
Merge pull request #1210 from c9s/refactor/move-retry-funcs
REFACTOR: move retry functions
|
2023-06-29 14:16:51 +08:00 |
|
c9s
|
2b65012b37
|
bbgo: openPosition should check if it's still closing
|
2023-06-29 13:29:31 +08:00 |
|
c9s
|
b6dba18f77
|
all: move retry functions to the retry package
|
2023-06-29 10:59:01 +08:00 |
|
c9s
|
195ace63b0
|
check if it's in back testing mode
|
2023-06-28 18:11:00 +08:00 |
|
c9s
|
0360d9fa8b
|
block and query order until the market order for closing position is filled
|
2023-06-28 18:09:10 +08:00 |
|
c9s
|
b90564be90
|
bbgo: fix order executor error message and add price check
|
2023-06-07 16:14:46 +08:00 |
|
c9s
|
9b9d7455ec
|
bbgo: move Fast* methods to the FastOrderExecutor
|
2023-05-16 16:39:04 +08:00 |
|
c9s
|
8257c4ffbe
|
xfunding: fix ClosePosition call for futures
|
2023-03-29 18:28:25 +08:00 |
|
c9s
|
38778ff756
|
bbgo: fix order executor ClosePosition for order executor
|
2023-03-29 17:46:54 +08:00 |
|
c9s
|
78c73e4514
|
bbgo: check e.disableNotify for profit stats
|
2023-03-26 01:32:47 +08:00 |
|
c9s
|
a838b4991a
|
bbgo: refactor order executor with max retries
|
2023-03-23 12:51:52 +08:00 |
|
c9s
|
5c3a01e65b
|
bbgo: fix logger usage
|
2023-03-02 16:57:29 +08:00 |
|
c9s
|
3cb190c2c7
|
bbgo: apply logger into the order executor
|
2023-03-02 16:16:14 +08:00 |
|
c9s
|
c1cc008ecc
|
bbgo: add retry limit and exponential backoff to retry order
|
2023-03-01 15:48:38 +08:00 |
|
c9s
|
18478cf4c8
|
bbgo: apply backoff to submitOrders
|
2023-02-24 13:34:08 +08:00 |
|
c9s
|
d89d0cf0ff
|
bbgo: refactor SubmitOrders method for retry
|
2023-02-23 23:34:26 +08:00 |
|
c9s
|
bee7b593d2
|
grid2: fix log index number
|
2023-02-22 01:08:19 +08:00 |
|
c9s
|
d2d818a6bc
|
bbgo: sleep 200ms before we retry submiting the order
|
2023-02-22 00:54:12 +08:00 |
|
c9s
|
fcd7a20b78
|
bbgo,grid2: add place order error log
|
2022-12-15 18:54:02 +08:00 |
|
c9s
|
4b0db6b3af
|
bbgo: fix quantity adjustment
|
2022-11-27 00:25:29 +08:00 |
|
c9s
|
50d5449b9a
|
fix types.NewZeroAssetError panic error
|
2022-11-27 00:24:24 +08:00 |
|
zenix
|
a6e0edbb3c
|
fix: naming of prepare function of openPosition and add comments
|
2022-11-21 12:16:11 +09:00 |
|
zenix
|
109f4d0e3e
|
fix: Position not synchronized in drift. add DisableNotify for GeneralOrderExecutor
|
2022-11-21 12:16:11 +09:00 |
|
zenix
|
27800e95bd
|
feature: add cancel_replace for binance, add FastSubmitOrders, fix drift leakage on pendingOrderCounter
|
2022-11-21 12:16:11 +09:00 |
|
c9s
|
9bf070172a
|
bbgo: remove extra order arguments from GracefulCancelActiveOrderBook to avoid confusion
|
2022-11-02 12:34:04 +08:00 |
|
c9s
|
8707fcaa97
|
bbgo: drop FastCancelActiveOrderBook
|
2022-11-02 12:31:35 +08:00 |
|
c9s
|
7b9edd0456
|
all: rename cancelNoWait to fastCancel
|
2022-11-02 12:25:34 +08:00 |
|
Andy Cheng
|
06c95a4735
|
fix/general-order-executor: do not check for base balance for futures orders in reduceQuantityAndSubmitOrder()
|
2022-10-18 18:59:04 +08:00 |
|
zenix
|
09c85d346c
|
feature: add cancelNoWait in GeneralOrderExecutor to make cancellation in 1s faster
|
2022-10-17 15:14:36 +08:00 |
|
Andy Cheng
|
5ad247c8fe
|
fix/order-executor: check for short position
|
2022-10-07 13:28:24 +08:00 |
|
Andy Cheng
|
7a80b90dac
|
fix/order-executor: ClosePosition() works on futures position
|
2022-10-07 13:06:32 +08:00 |
|
zenix
|
58736b1b2d
|
refactor: extract stoploss, fix highest/lowest in trailingExit
|
2022-09-29 20:15:10 +09:00 |
|
zenix
|
5086af2886
|
fix: reduce Quantity precheck, drift condition, ewo refactor
|
2022-09-28 20:06:37 +09:00 |
|