Commit Graph

8884 Commits

Author SHA1 Message Date
c9s
7c4b3e81df
xmaker: add more logs 2024-08-30 17:42:20 +08:00
c9s
cc820d3df0
xmaker: apply margin from signal 2024-08-30 17:39:25 +08:00
c9s
371db8e7d1
xmaker: update signal conditions to metrics 2024-08-30 17:18:29 +08:00
c9s
b8abc065de
xmaker: initialize bollinger band signal 2024-08-30 17:15:12 +08:00
c9s
9ebab4f4f7
xmaker: add signal providers 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 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
8e91a023ca
Merge pull request #1721 from c9s/c9s/xmaker/fix-agg-price-method
FIX: [xmaker] fix aggregatePrice method
2024-08-28 22:46:19 +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
bda66040e7
Merge pull request #1720 from c9s/c9s/xmaker/margin-credit-improvement
FEATURE: [xmaker] margin credit improvement
2024-08-28 16:53:33 +08:00
c9s
d36bbe5fb5
xmaker: adjust accountUpdater's ticker to 3 min 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
652c9b62e8
Merge pull request #1719 from c9s/c9s/xmaker/stb-improvements
IMPROVE: [xmaker] fix bollinger band price calculation
2024-08-27 20:14:48 +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
4af12a7e5d
Merge pull request #1718 from c9s/c9s/xmaker/config-metrics
FEATURE: [xmaker] add more config metrics
2024-08-27 18:09:47 +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
5edf5a763f
Merge pull request #1717 from c9s/c9s/xmaker/worker-method
REFACTOR: [xmaker] refactor hedge worker and quote worker
2024-08-27 15:32:56 +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
2479f2e9fc
Merge pull request #1715 from c9s/c9s/upgrade-pkgs
UPGRADE: [go] upgrade packages that are too old
2024-08-26 19:06:54 +08:00
c9s
e77f0cbacb
Merge pull request #1714 from c9s/dependabot/github_actions/actions/setup-node-4
dep: bump actions/setup-node from 2 to 4
2024-08-26 18:54:54 +08:00
c9s
be386d085a
go: upgrade packages that are too old 2024-08-26 18:54:21 +08:00
c9s
ea93bf959a
Merge pull request #1716 from c9s/c9s/xmaker/stb-improvements
FIX: [xmaker] profit object can be nil
2024-08-26 18:39:29 +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
f96e0d6552
config: change staging to local 2024-08-26 16:11:48 +08:00
c9s
68e56d76e6
Merge pull request #1713 from c9s/c9s/chart/env-section 2024-08-26 14:59:00 +08:00
dependabot[bot]
ec51eb7cdd
dep: bump actions/setup-node from 2 to 4
Bumps [actions/setup-node](https://github.com/actions/setup-node) from 2 to 4.
- [Release notes](https://github.com/actions/setup-node/releases)
- [Commits](https://github.com/actions/setup-node/compare/v2...v4)

---
updated-dependencies:
- dependency-name: actions/setup-node
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
2024-08-26 06:21:47 +00:00
c9s
3ec509b379
ci: use list literal 2024-08-26 13:34:20 +08:00
c9s
84edcb0e02
ci: add github actions pull requests types 2024-08-26 13:33:43 +08:00
c9s
866751cc3d
Merge pull request #1712 from c9s/c9s/xmaker/add-profit-fixer
FEATURE: [xmaker] add profit fixer
2024-08-26 13:32:41 +08:00
c9s
80949bf0e1
Merge pull request #1710 from c9s/c9s/xmaker/stb-improvements
IMPROVE: [xmaker] improve stability
2024-08-26 13:32:19 +08:00
c9s
86cc821626
config: add circuit breaker enabled = true 2024-08-26 13:16:40 +08:00
c9s
90bcd25bef
Merge pull request #1711 from lanphan/autoborrowrepay
FEATURE: [binance] add new margin order side effect AUTO_BORROW_REPAY
2024-08-26 13:15:21 +08:00
c9s
f59ff90c5e
bump chart version 2024-08-26 13:04:45 +08:00
c9s
3013e37a38
chart: add env vars section into the chart 2024-08-26 13:03:58 +08:00
c9s
349a3040f3
Merge pull request #1709 from c9s/c9s/xmaker/improve-profit-ticker
IMPROVE: [xmaker] improve profit stats ticker and integrate rate limiter
2024-08-26 12:50:31 +08:00
c9s
7fdb3f671f
risk: add Enabled config to circuitbreaker 2024-08-26 12:50:13 +08:00