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8,172 Commits 60 Branches 138 Tags 189 MiB
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Author SHA1 Message Date
chiahung.lin
b30b023858 FEATURE: check every cuerrent state and next state is valid 2023-12-22 15:27:31 +08:00
Andy Cheng
d2f946e349
improve/migration: indices for sqlite 2023-12-22 12:00:14 +08:00
Andy Cheng
0ac720c4cb
improve/backtest: backtest with futures klines 2023-12-22 11:55:11 +08:00
Andy Cheng
66718e0d37
improve/backtest-sync: set exchange to use futures 2023-12-21 18:19:28 +08:00
Andy Cheng
c82cbbc172
fix/futures-kline-sync: typo 2023-12-21 16:52:52 +08:00
narumi
7f0a4a9953 apply inventory-skew to xfixedmaker 2023-12-21 16:39:23 +08:00
narumi
f160ea856f apply inventory-skew to fixedmaker 2023-12-21 16:29:46 +08:00
Andy Cheng
6809efa696
improve/db: save futures kilne to futures table 2023-12-21 16:19:32 +08:00
narumi
8ecba4378c inventory skew 2023-12-21 16:03:35 +08:00
Andy Cheng
5b0b5428fb
improve/db: query futures kilne if session 'futures' is true when sync 2023-12-21 15:47:24 +08:00
Andy Cheng
d5cbcc3fb2
improve/db: add futures kilne sqlite tables 2023-12-21 12:50:38 +08:00
Andy Cheng
9870ea0d6c
improve/db: add futures kilne tables 2023-12-21 12:33:00 +08:00
なるみ
7f8a331373
Merge pull request #1465 from c9s/narumi/rebalance/fix-position-and-profit 
FIX: [rebalance] fix position map and profit stats map
 2023-12-20 23:59:05 +08:00
c9s
00c9f2ed71
add v1.55.4 release note 2023-12-20 22:47:29 +08:00
c9s
f292387886
bump version to v1.55.4 2023-12-20 22:47:29 +08:00
c9s
b46b82d414
update command doc files 2023-12-20 22:47:28 +08:00
c9s
26f7d869ed
Merge pull request #1466 from c9s/c9s/fix-xdepthmaker 
FIX: [xdepthmaker] remove shared trade collector and fix hedge
 2023-12-20 22:37:11 +08:00
c9s
3ba1621590
xdepthmaker: simplify covered handler registration 2023-12-20 22:28:20 +08:00
c9s
58321e8aa5
xdepthmaker: update instance id format 2023-12-20 22:20:40 +08:00
c9s
eb36ed6926
xdepthmaker: remove the shared trade collector and order store, add mutex for covered position 2023-12-20 21:54:32 +08:00
narumi
7b121b10be rebalance on order filled 2023-12-20 20:35:43 +08:00
narumi
762a09042a graceful cancel orders 2023-12-20 20:26:34 +08:00
narumi
da02c926be fix profit stats and position 2023-12-20 20:21:34 +08:00
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
382a78949c
config: document emaCross in config 2023-12-20 12:13:09 +08:00
c9s
311ba3b2ac
bollmaker: fix ema cross subscription 2023-12-20 12:09:19 +08:00
c9s
127d4484fb
config: disable emaCross by default 2023-12-19 22:17:53 +08:00
c9s
46329c3a24
bollmaker: add ema cross signal to bollmaker strategy 2023-12-19 22:17:33 +08:00
c9s
f047e758fd
Merge pull request #1462 from c9s/c9s/bollmaker-custom-quantity 
FEATURE: [bollmaker] support custom quantity
 2023-12-19 22:04:42 +08:00
c9s
6a07af80d8
bollmaker: define EMACrossSetting 2023-12-19 22:04:24 +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
85e87e10b6
cmd: add emacross to builtin 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
66a90c50b3
add v1.55.3 release note 2023-12-18 22:42:20 +08:00
c9s
e855214073
bump version to v1.55.3 2023-12-18 22:42:20 +08:00
c9s
083f6265e1
Merge pull request #1461 from c9s/c9s/fix-xdepthmaker 
FIX: [xdepthmaker] fix double binding
 2023-12-18 22:37:37 +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
49896bf471
Merge pull request #1460 from c9s/c9s/fix-xnav-price-query 
FIX: fix and improve session UpdatePrice method
 2023-12-18 22:21:56 +08:00
c9s
882c1273b3
bbgo: pull out findPossibleMarketSymbols and add tests 2023-12-18 22:09:04 +08:00
c9s
671ce872c4
bbgo: fix and improve session UpdatePrice method 2023-12-18 22:01:11 +08:00
c9s
3ba46f9b7e
github: fix release workflow 2023-12-18 21:40:29 +08:00
c9s
1361fa519e
add v1.55.2 release note 2023-12-18 18:00:40 +08:00
c9s
3ac862d122
bump version to v1.55.2 2023-12-18 18:00:40 +08:00
c9s
63b26257f9
update command doc files 2023-12-18 18:00:40 +08:00