c9s
|
b8abc065de
|
xmaker: initialize bollinger band signal
|
2024-08-30 17:15:12 +08:00 |
|
c9s
|
9ebab4f4f7
|
xmaker: add signal providers
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2024-08-30 15:44:55 +08:00 |
|
c9s
|
d9fb9ff3e0
|
xmaker: remove unused var
|
2024-08-29 13:18:50 +08:00 |
|
c9s
|
88d7783843
|
bbgo/activeOrderBook: filter market order when filtering existing orders
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2024-08-29 00:38:44 +08:00 |
|
c9s
|
86e464b1bc
|
xmaker: when submitting hedge orders, do not add it to the active orderbook
|
2024-08-29 00:33:04 +08:00 |
|
c9s
|
8de0c67503
|
xmaker: fix aggregatePrice function
|
2024-08-28 22:36:44 +08:00 |
|
c9s
|
e187614179
|
xmaker: log best bid and best ask
|
2024-08-28 22:32:56 +08:00 |
|
c9s
|
d36bbe5fb5
|
xmaker: adjust accountUpdater's ticker to 3 min
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2024-08-28 16:41:50 +08:00 |
|
c9s
|
77b7b29739
|
xmaker: adjust credit buffer algo
|
2024-08-28 16:37:39 +08:00 |
|
c9s
|
1d6282a10b
|
xmaker: add account updater and handle margin account to add more flexibility
|
2024-08-28 16:07:11 +08:00 |
|
c9s
|
108fb6138a
|
xmaker: check hedge balance only when it's spot account
|
2024-08-28 14:48:38 +08:00 |
|
c9s
|
1e2f086643
|
xmaker: set notional var back
|
2024-08-27 22:45:43 +08:00 |
|
c9s
|
6011fd5157
|
xmaker: set profitChanged only when Hedge is called
|
2024-08-27 22:45:11 +08:00 |
|
c9s
|
9939b5ce68
|
xmaker: improve bid/ask pricing when UseDepthPrice and DepthQuantity are on
|
2024-08-27 20:05:46 +08:00 |
|
c9s
|
a740ef10c2
|
xmaker: add price checker and field logger
|
2024-08-27 20:05:45 +08:00 |
|
c9s
|
f81ce5ce95
|
xmaker: improve bollinger band trend detection
|
2024-08-27 20:05:45 +08:00 |
|
c9s
|
4ae8ad77b3
|
xmaker: add profit changed flag for notification
|
2024-08-27 20:05:45 +08:00 |
|
c9s
|
3819feacf3
|
xmaker: improve dust quantity check
|
2024-08-27 20:05:45 +08:00 |
|
c9s
|
3d4ccd1344
|
xmaker: integrate bid/ask margin metrics
|
2024-08-27 15:39:38 +08:00 |
|
c9s
|
b3c8739983
|
xmaker: add config bid/ask margin metrics
|
2024-08-27 15:35:39 +08:00 |
|
c9s
|
7e65aca62e
|
xmaker: add more config metrics
|
2024-08-27 15:22:06 +08:00 |
|
c9s
|
199b86df86
|
xmaker: add comments
|
2024-08-27 14:52:27 +08:00 |
|
c9s
|
6fb6467d59
|
xmaker: refactor hedge worker and quote worker
|
2024-08-27 14:48:30 +08:00 |
|
c9s
|
e3079c134c
|
xmaker: add todo note
|
2024-08-26 18:37:02 +08:00 |
|
c9s
|
7367ea73b8
|
xmaker: profit object can be nil
|
2024-08-26 18:35:10 +08:00 |
|
c9s
|
866751cc3d
|
Merge pull request #1712 from c9s/c9s/xmaker/add-profit-fixer
FEATURE: [xmaker] add profit fixer
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2024-08-26 13:32:41 +08:00 |
|
c9s
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80949bf0e1
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Merge pull request #1710 from c9s/c9s/xmaker/stb-improvements
IMPROVE: [xmaker] improve stability
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2024-08-26 13:32:19 +08:00 |
|
c9s
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90bcd25bef
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Merge pull request #1711 from lanphan/autoborrowrepay
FEATURE: [binance] add new margin order side effect AUTO_BORROW_REPAY
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2024-08-26 13:15:21 +08:00 |
|
c9s
|
7fdb3f671f
|
risk: add Enabled config to circuitbreaker
|
2024-08-26 12:50:13 +08:00 |
|
c9s
|
77e185ffa7
|
xmaker: add profit fixer
|
2024-08-26 12:45:18 +08:00 |
|
Lan Phan
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9a7517a72a
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add new sideeffect AUTO_BORROW_REPAY
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2024-08-25 12:31:10 +07:00 |
|
c9s
|
9a1d9ae27b
|
xmaker: rewrite maker order submission logics and integrate metrics
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2024-08-24 21:22:35 +08:00 |
|
c9s
|
c76a80da6a
|
xmaker: add xmaker metrics
|
2024-08-24 21:22:34 +08:00 |
|
c9s
|
afac81a3e8
|
all: integrate metrics into stream book
|
2024-08-24 21:22:34 +08:00 |
|
c9s
|
0df56ad6e7
|
xmaker: use v2 indicator boll
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2024-08-24 13:28:32 +08:00 |
|
c9s
|
1c1959b8a8
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all: rename priceresolver to pricesolver
integrate pricesolver into xmaker
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2024-08-24 12:28:05 +08:00 |
|
c9s
|
9f01dc28c8
|
xmaker: remove report ticker and
isolate rate limiter for each different instance
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2024-08-24 12:19:34 +08:00 |
|
c9s
|
e8bd370aa2
|
xmaker: remove duplicated log entry
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2024-08-24 12:13:44 +08:00 |
|
c9s
|
5ca1c4fb62
|
xmaker: rewrite and clean up order submission
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2024-08-24 12:13:15 +08:00 |
|
c9s
|
f7dc07327e
|
xmaker: assign position strategy id and instance id
|
2024-08-24 12:01:11 +08:00 |
|
c9s
|
6ef8aa62e5
|
xmaker: integrate CircuitBreaker
|
2024-08-24 11:58:09 +08:00 |
|
c9s
|
5f65e87e89
|
change default HaltDuration to 1h
|
2024-08-24 11:43:12 +08:00 |
|
c9s
|
14fff8dbad
|
xmaker: integrate circuitbreaker
|
2024-08-24 11:42:16 +08:00 |
|
c9s
|
40a0585187
|
types: fix missing labels
|
2024-08-23 19:59:56 +08:00 |
|
c9s
|
9f510da78b
|
xmaker: use margin order to hedge positions
|
2024-08-23 16:57:29 +08:00 |
|
c9s
|
b2f1f7d735
|
Merge pull request #1700 from c9s/narumi/autobuy-boll
Fix: [autobuy] fix error when bollinger settings is not set
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2024-08-23 13:05:18 +08:00 |
|
narumi
|
1b06fcc961
|
validate parameters
|
2024-08-22 14:36:06 +08:00 |
|
narumi
|
b820fccce1
|
add order type to config
|
2024-08-22 14:36:06 +08:00 |
|
c9s
|
72575e3cd8
|
elliottwave: use AverageCost instead
|
2024-08-22 11:26:46 +08:00 |
|
c9s
|
a900c72032
|
types/position: drop approximateAverageCost
|
2024-08-22 11:19:54 +08:00 |
|
c9s
|
5635e31487
|
types: pull out calculateFeeInQuote method
|
2024-08-22 11:07:45 +08:00 |
|
c9s
|
e2d68f2a86
|
types: add fee cost settter to the position
|
2024-08-22 10:59:38 +08:00 |
|
c9s
|
9136877207
|
types: update position metrics after adding trades
|
2024-08-21 16:35:57 +08:00 |
|
c9s
|
c063df6467
|
document privateChannels and privateChannelSymbols
|
2024-08-21 16:24:19 +08:00 |
|
c9s
|
80fc10a1fd
|
bbgo: add session name to the metrics
|
2024-08-21 15:46:09 +08:00 |
|
c9s
|
fead99aaa6
|
add more balance metrics
|
2024-08-21 15:33:27 +08:00 |
|
c9s
|
40d3a40277
|
types: add marginType
|
2024-08-21 15:24:43 +08:00 |
|
c9s
|
055cfbb3ff
|
Merge pull request #1699 from c9s/c9s/refactor-twap
REFACTOR: [twap] upgrade twap command and add optional order update rate limiter
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2024-08-21 15:20:57 +08:00 |
|
c9s
|
d855d9bbc0
|
bump version to v1.60.0
|
2024-08-21 14:42:59 +08:00 |
|
narumi
|
731fa9af7e
|
fix error when bollinger settings is not set
|
2024-08-21 13:28:22 +08:00 |
|
c9s
|
a06b63c897
|
twap: rename constructor
|
2024-08-20 18:13:42 +08:00 |
|
c9s
|
ebaf3a330f
|
twap: pull out submitOrder method
|
2024-08-20 17:53:19 +08:00 |
|
c9s
|
a0cbf82d97
|
twap: handle delayInterval after canceling order
|
2024-08-20 17:51:44 +08:00 |
|
c9s
|
9a2b792ed1
|
twap: split doneSignal into a single file
|
2024-08-20 17:49:18 +08:00 |
|
c9s
|
2392fddc3c
|
fix method name
|
2024-08-20 17:47:39 +08:00 |
|
c9s
|
c92c395f67
|
twap: improve rate limiter syntax parser and support order update rate limiter in twap
|
2024-08-20 17:07:29 +08:00 |
|
c9s
|
48029f95cc
|
cmd: pull out and refine twap order executor command
|
2024-08-20 16:24:34 +08:00 |
|
c9s
|
baffefac07
|
Merge pull request #1689 from anywhy/fix_float64_series
fix float64 series use mean or stdev function result is zero
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2024-08-20 14:41:29 +08:00 |
|
c9s
|
6d3a18ad55
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twap: call trade collector process when shutdown
|
2024-08-20 14:30:08 +08:00 |
|
c9s
|
d1617b6a0b
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Merge pull request #1697 from c9s/c9s/refactor-twap
FEATURE: redesign and refactor twap order executor
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2024-08-20 14:24:48 +08:00 |
|
c9s
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b9c41b7ad7
|
twap: improve cancelContextIfTargetQuantityFilled check method
|
2024-08-20 14:14:19 +08:00 |
|
c9s
|
0530809834
|
fix position test
|
2024-08-20 14:10:22 +08:00 |
|
c9s
|
d8fad8250c
|
fix duplicated field
|
2024-08-20 14:01:19 +08:00 |
|
c9s
|
c8aea81505
|
twap: implement twap mock testing
|
2024-08-20 14:01:04 +08:00 |
|
c9s
|
cec078f4bf
|
twap: add stream executor test
|
2024-08-20 14:01:04 +08:00 |
|
c9s
|
648e10fd7c
|
binance: fix time in force setting for limit maker
|
2024-08-20 14:01:04 +08:00 |
|
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 |
|
c9s
|
47c7714d33
|
Merge pull request #1698 from c9s/feature/max/update-get-trade-api
FEATURE: update get trades api
|
2024-08-20 13:49:39 +08:00 |
|
c9s
|
f7ad141b04
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Merge pull request #1693 from anywhy/fix_binance_query_order
fix binance exchange query futures order
|
2024-08-19 18:01:03 +08:00 |
|
kbearXD
|
90712aff29
|
FEATURE: update get trades api
|
2024-08-19 17:05:02 +08:00 |
|
c9s
|
0a83c26fd5
|
types: add warning to the price type
|
2024-08-17 14:15:43 +08:00 |
|
c9s
|
1294cd95be
|
rename twap.Execution to twap.StreamExecutor
|
2024-08-17 14:09:25 +08:00 |
|
c9s
|
9dd85623b9
|
types,strategy: refactor price type and add more bbo (best bid offer)
|
2024-08-17 14:05:29 +08:00 |
|
c9s
|
621a2b86cf
|
twap: move twap execution to a single package
|
2024-08-17 13:29:27 +08:00 |
|
c9s
|
e9bf4babe2
|
core: log number of loaded converters
|
2024-08-16 20:57:28 +08:00 |
|
c9s
|
52abb9193d
|
core: fix InitializeConverter return value
|
2024-08-16 20:53:21 +08:00 |
|
c9s
|
3d7453f18c
|
core: setting.InitializeConverter could return a nil converter object
|
2024-08-16 20:52:28 +08:00 |
|
c9s
|
b88aff6d73
|
max: fix GetDepositHistoryRequest
|
2024-08-16 13:40:34 +08:00 |
|
c9s
|
4154cc9d53
|
max: fix max withdrawal api parameters
|
2024-08-16 13:27:14 +08:00 |
|
anywhy
|
714275fedb
|
fix binance exchange query futures order
|
2024-08-16 13:06:43 +08:00 |
|
anywhy
|
b27fc896f9
|
add serie_float64 test case
|
2024-08-15 16:44:45 +08:00 |
|
edwin
|
5596589bff
|
pkg/exchange: delete v1 file
|
2024-08-13 11:14:31 +08:00 |
|
edwin
|
ee04e12210
|
pkg/exchange: upgrade market trade ws to v2
|
2024-08-13 11:14:29 +08:00 |
|
edwin
|
b02be2cf70
|
pkg/exchange: upgrade kline ws to v2
|
2024-08-13 00:24:51 +08:00 |
|
c9s
|
9911a4f711
|
all: fix converter initialization
|
2024-08-12 15:56:24 +08:00 |
|
c9s
|
1b0d4599e2
|
all: add trade converter to trade pnl fixer
|
2024-08-12 15:02:02 +08:00 |
|
c9s
|
473a6bc108
|
xdepthmaker: set converter manager
|
2024-08-10 15:50:20 +08:00 |
|
c9s
|
1ad2bc5f34
|
core: add Initialize() method to the converter interface
|
2024-08-08 17:37:58 +08:00 |
|
c9s
|
df8d52adda
|
core: add TestSymbolConverter
|
2024-08-08 17:33:35 +08:00 |
|