2246 Commits

Author	SHA1	Message	Date
kbearXD	3735499753	FEATURE: merge recover logic and run periodically	2024-06-27 20:31:55 +08:00
なるみ	ad5674d9cb	Merge pull request #1656 from c9s/narumi/autobuy-min-base-balance ... REFACTOR: [autobuy] replace threshold with minBaseBalance	2024-06-21 18:18:37 +01:00
なるみ	396ee68170	Merge pull request #1644 from c9s/narumi/fee-budget ... REFACTOR: Extract and move FeeBudget from xgap	2024-06-20 14:26:27 +01:00
narumi	bbb1b8a9fa	fix position quantity	2024-06-20 17:40:22 +08:00
narumi	a1b8e07bb5	take profit by expected base balance	2024-06-20 16:08:12 +08:00
narumi	9cbf8a0ecf	add fee budget support to random strategy	2024-06-18 18:24:16 +08:00
narumi	0f03bc785b	extract FeeBudget struct and move to common	2024-06-18 18:24:14 +08:00
narumi	4dc28ec16a	replace threshold with minBaseBalance	2024-06-18 17:45:31 +08:00
c9s	e953a04638	Merge pull request #1655 from c9s/c9s/xgap-vol-target ... FEATURE: [xgap] add dailyTargetVolume option	2024-06-18 17:10:49 +08:00
c9s	589a8b6eb2	xgap: add dailyTargetVolume option	2024-06-18 16:49:47 +08:00
kbearXD	5098c3ac35	Merge pull request #1645 from c9s/kbearXD/dca2/flexible-recovery ... FEATURE: [dca2] make the take-profit order of round from order to orders	2024-06-13 18:19:44 +08:00
kbearXD	60160cd7b4	new flag DisableOrderGroupIDFilter to only query order group id	2024-06-13 17:21:27 +08:00
c9s	a5831bbf13	xgap: fix price and balance checking	2024-06-13 15:55:40 +08:00
c9s	88ce5a4928	xgap: make sourceBook optional	2024-06-13 15:40:40 +08:00
c9s	9adedc186f	xgap: fix empty source book pricing issue	2024-06-11 16:28:48 +08:00
kbearXD	1d0b4e5cb8	FEATURE: [dca2] make the take-profit order of round from order to orders	2024-05-30 15:53:44 +08:00
なるみ	7bde48adce	Merge pull request #1637 from c9s/narumi/atrpin-log-with-fields ... CHORE: [atrpin] add symbol and window log fields	2024-05-25 21:37:51 +08:00
c9s	bc71c95608	binance: implement query trade for binance margin trading	2024-05-24 17:35:27 +08:00
kbearXD	c42c52d549	Merge pull request #1640 from c9s/kbearXD/dca2/flexible-recovery ... FEATURE: [dca2] change state recovery logic	2024-05-24 15:54:23 +08:00
kbearXD	7134f51d38	FEATURE: [dca2] change state recovery logic	2024-05-24 15:12:27 +08:00
c9s	8a852afedb	Merge pull request #1642 from c9s/refactor/average-depth-price-method ... Refactor: add average depth price method	2024-05-23 18:22:06 +08:00
c9s	99edfb61bf	integrate aggregatePrice method	2024-05-23 16:30:43 +08:00
c9s	1c567d7146	pull out AverageDepthPrice from xdepthmaker	2024-05-23 15:22:45 +08:00
kbearXD	be674278b2	FEATURE: [dca2] new flag UniversalCancelAllOrdersWhenClose to decide if cancel all orders when closing	2024-05-22 18:20:18 +08:00
kbearXD	5f1ece2a4b	Merge pull request #1638 from c9s/kbearXD/dca2/store-open-position-pqs ... FEATURE: [dca2] store price quantity pairs of the open-position order…	2024-05-22 11:34:39 +08:00
kbearXD	275286b9b9	remove test case	2024-05-21 17:00:02 +08:00
kbearXD	0faef68fbf	use types.PriceVolume	2024-05-21 16:06:02 +08:00
c9s	5397a3366c	Merge pull request #1639 from c9s/narumi/move-common-maker-tools ... REFACTOR: move maker tools	2024-05-21 14:50:43 +08:00
c9s	7114b37967	Merge pull request #1625 from luchenhan/main ... chore: fix function names in comment	2024-05-21 14:50:33 +08:00
c9s	2e52d3175d	deposit2transfer: apply backoff to api calls	2024-05-20 18:05:21 +08:00
c9s	543b283820	liquiditymaker: remove orderbook subscription	2024-05-20 17:55:32 +08:00
narumi	8ad85fc365	move OrderPriceRiskControl to riskcontrol	2024-05-20 15:19:42 +08:00
narumi	5f096bbe0d	move InventorySkew to strategy.common	2024-05-20 15:19:22 +08:00
kbearXD	6676e1e452	FEATURE: [dca2] store price quantity pairs of the open-position orders into persistence	2024-05-20 14:37:23 +08:00
narumi	0f045dccbb	add symbol and window log fields	2024-05-20 14:34:08 +08:00
なるみ	ad6efaf449	Merge pull request #1633 from c9s/narumi/fix-common-strategy-init ... FIX: fix strategy initialization	2024-05-16 16:32:22 +08:00
kbearXD	73c467a06b	FIX: [dca2] fix triggerNextState loop side effect	2024-05-16 14:44:56 +08:00
narumi	705261d2d4	fix strategy initialization	2024-05-15 23:38:34 +08:00
narumi	095ca85669	disable bbgo.sync in common strategy	2024-05-14 19:50:52 +08:00
c9s	34200efd54	liquiditymaker: skip dust quantity	2024-05-14 17:34:26 +08:00
kbearXD	e856727e97	trigger position opening immediately after recovery	2024-05-13 15:24:31 +08:00
kbearXD	f49924caa4	not emit WaitToOpenPosition when kline event	2024-05-13 14:35:29 +08:00
kbearXD	6cdd2f0d71	REFACTOR: [dca2] refactor dca2 strategy to make it can back testing	2024-05-13 14:35:29 +08:00
c9s	b9c77c1584	add UseProtectedPriceRange support	2024-05-11 23:00:37 +08:00
c9s	b752e5ec60	Fix cancel all orders	2024-05-11 22:47:29 +08:00
narumi	24de8a23c9	sync position to redis	2024-05-08 15:28:40 +08:00
narumi	b35cfbeffd	do nothing if failed to cancel open orders	2024-05-03 14:52:41 +08:00
kbearXD	a7af2b7002	FEATURE: [grid2] use feeProcessing field to make sure the trading fee is ready	2024-04-30 11:03:23 +08:00
luchenhan	5791e392f5	chore: fix function names in comment ... Signed-off-by: luchenhan <hanluchen@aliyun.com>	2024-04-29 16:38:55 +08:00
kbearXD	0396fc19fd	FEATURE: [dca2] make QueryOrderTradesUntilsuccessful take feeProcessing into consideration	2024-04-29 15:59:52 +08:00