c9s
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e2f7790a4e
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types: show exchange name in the trade footer
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2022-01-10 14:15:45 +08:00 |
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c9s
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439685141f
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add footer icon for exchange name
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2022-01-10 14:15:05 +08:00 |
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c9s
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16b5ea9744
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bump version to v1.25.1
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2022-01-10 13:52:35 +08:00 |
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c9s
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b26141ac1f
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support: set default s.triggerEMA
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2022-01-10 13:51:14 +08:00 |
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c9s
|
b56e988fc9
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support: fix triggerEMA check
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2022-01-10 13:49:36 +08:00 |
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c9s
|
2c2ba46ab7
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bump version to v1.25.1
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2022-01-10 13:46:41 +08:00 |
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c9s
|
6c3ee314d9
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binance: fix order cancel client order id usage
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2022-01-10 13:29:27 +08:00 |
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c9s
|
c284e2e3bb
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types: improve pendingRemoval check
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2022-01-10 12:44:06 +08:00 |
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c9s
|
d57f8fedfe
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bbgo: fix active book order removal
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2022-01-10 12:29:19 +08:00 |
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c9s
|
3907f99e70
|
xmaker: keep rate reservation token
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2022-01-10 12:25:13 +08:00 |
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c9s
|
1b27c4e9c4
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remove hedge error limiter
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2022-01-09 23:45:46 +08:00 |
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c9s
|
54779444f4
|
bump version to v1.25.0
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2022-01-09 22:54:21 +08:00 |
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c9s
|
9ca4e23aaf
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add strategy documentation
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2022-01-09 22:43:49 +08:00 |
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c9s
|
bba4e86fdf
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bollmaker: adjust default skew parameter
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2022-01-09 22:37:27 +08:00 |
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c9s
|
b98777afe4
|
bollmaker: pull out skew options
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2022-01-09 22:32:23 +08:00 |
|
c9s
|
d94cc2df31
|
bbgo: add recover callbacks to trace collector
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2022-01-09 15:39:59 +08:00 |
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c9s
|
ab3dabcbcc
|
bump version to v1.24.0
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2022-01-09 11:44:41 +08:00 |
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c9s
|
cbff0b6eca
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types: improve position fee display for telegram
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2022-01-09 11:42:01 +08:00 |
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c9s
|
6ce8edba7d
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xmaker: add error rate limiter
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2022-01-09 11:33:34 +08:00 |
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c9s
|
471a1b2baa
|
xmaker: adjust minimal quantity and minimal notional threshold
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2022-01-09 10:18:31 +08:00 |
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c9s
|
7e9b768e4c
|
slacknotifier: apply rate limiter to 1 message per second
|
2022-01-09 10:14:39 +08:00 |
|
c9s
|
cd340bd596
|
bollmaker: check s.MaxExposurePosition
|
2022-01-09 03:03:54 +08:00 |
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c9s
|
0cec652f38
|
bollmaker: skip submitOrder calls if submitOrders is empty
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2022-01-09 02:35:12 +08:00 |
|
c9s
|
656ef942e4
|
bollmaker: add disable short option
|
2022-01-09 02:24:10 +08:00 |
|
c9s
|
4df5847647
|
bollmaker: add quantity scaling for closing position
|
2022-01-09 01:57:51 +08:00 |
|
c9s
|
4cdb5b607b
|
rename bollpp to bollmaker
|
2022-01-09 01:20:47 +08:00 |
|
c9s
|
02dfdb57bd
|
types: pull out position type
|
2022-01-09 00:45:19 +08:00 |
|
c9s
|
1b1fc3ad66
|
types: collect fees
|
2022-01-09 00:39:55 +08:00 |
|
c9s
|
7e2acdc416
|
all: add lock protected GetBase method for Position
|
2022-01-09 00:35:45 +08:00 |
|
c9s
|
9b92c8948d
|
xmaker: fix quantity truncation and add check for min quantity n min notional
|
2022-01-09 00:30:18 +08:00 |
|
c9s
|
415cda3fca
|
bump version to v1.23.0
|
2022-01-08 19:06:03 +08:00 |
|
c9s
|
d1420e66be
|
fix TestTradeCollector_ShouldNotCountDuplicatedTrade
|
2022-01-08 02:20:30 +08:00 |
|
c9s
|
cb189d885c
|
fix backtest for limit maker order and bollpp strategy
|
2022-01-08 02:18:44 +08:00 |
|
c9s
|
e0b906a88b
|
bbgo: fix processTrade
|
2022-01-07 16:53:11 +08:00 |
|
c9s
|
f4ebae17bb
|
xmaker: when recover the trade, notify
|
2022-01-07 13:13:57 +08:00 |
|
c9s
|
a5fb408a16
|
twap: refactor and call activeMakerOrders.GracefulCancel
|
2022-01-07 01:34:23 +08:00 |
|
c9s
|
d013713c00
|
types: add exchange name to trade key
|
2022-01-07 01:25:07 +08:00 |
|
c9s
|
e312ec953c
|
bbgo: rename test case
|
2022-01-07 01:23:54 +08:00 |
|
c9s
|
d63cc42867
|
bbgo: add trade collector test
|
2022-01-07 01:17:07 +08:00 |
|
c9s
|
a49d001c29
|
xmaker: add trade scanner
|
2022-01-07 01:03:12 +08:00 |
|
c9s
|
69ae3259ff
|
bbgo: mark trade as done in the trade collector for preventing duplicated trade
|
2022-01-07 00:28:12 +08:00 |
|
c9s
|
01c7429758
|
trade: use assignment instead of append
|
2022-01-07 00:21:14 +08:00 |
|
c9s
|
41574a2390
|
xmaker: use millisecond jitter from the util package
|
2022-01-07 00:14:24 +08:00 |
|
c9s
|
259771b0b0
|
all: pull out the graceful cancel process to the local active book
|
2022-01-07 00:10:40 +08:00 |
|
c9s
|
47e23fda90
|
bbgo: add cache expiry
|
2022-01-06 23:57:42 +08:00 |
|
c9s
|
1d5406ef21
|
xmaker: always update maker market
|
2022-01-06 23:27:06 +08:00 |
|
c9s
|
c8bf85f4e2
|
xmaker: improve pips
|
2022-01-05 11:34:07 +08:00 |
|
c9s
|
e997220321
|
xmaker: fix ask pips
|
2022-01-05 11:32:56 +08:00 |
|
c9s
|
8b6cae9107
|
max: fix max authenticated event parsing
|
2022-01-02 12:20:38 +08:00 |
|
c9s
|
e04139a330
|
max: clean up and refactor max stream
|
2022-01-02 12:02:36 +08:00 |
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