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
|
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
|
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
|
77e185ffa7
|
xmaker: add profit fixer
|
2024-08-26 12:45:18 +08:00 |
|
c9s
|
9a1d9ae27b
|
xmaker: rewrite maker order submission logics and integrate metrics
|
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
|
2024-08-24 13:28:32 +08:00 |
|
c9s
|
1c1959b8a8
|
all: rename priceresolver to pricesolver
integrate pricesolver into xmaker
|
2024-08-24 12:28:05 +08:00 |
|
c9s
|
9f01dc28c8
|
xmaker: remove report ticker and
isolate rate limiter for each different instance
|
2024-08-24 12:19:34 +08:00 |
|
c9s
|
e8bd370aa2
|
xmaker: remove duplicated log entry
|
2024-08-24 12:13:44 +08:00 |
|
c9s
|
5ca1c4fb62
|
xmaker: rewrite and clean up order submission
|
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
|
14fff8dbad
|
xmaker: integrate circuitbreaker
|
2024-08-24 11:42:16 +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
|
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 |
|
narumi
|
731fa9af7e
|
fix error when bollinger settings is not set
|
2024-08-21 13:28:22 +08:00 |
|
c9s
|
51c1b995c2
|
twap: add v2 fixed quantity executor
|
2024-08-20 14:01:03 +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
|
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
|
fad7ef219e
|
xdepthmaker: separate hedge symbol
|
2024-08-07 16:01:56 +08:00 |
|
c9s
|
a24a118182
|
xalign: add more withdraw checking logs
|
2024-08-06 18:08:39 +08:00 |
|
c9s
|
e03ba63e44
|
max: remove legacy emptyTime
|
2024-08-05 16:40:10 +08:00 |
|
c9s
|
97336912e5
|
max: use v3/withdrawals apis
|
2024-08-02 15:24:00 +08:00 |
|
c9s
|
089e69a221
|
xalign: add withdraw detection notification
|
2024-08-02 15:24:00 +08:00 |
|
c9s
|
4bf558f9eb
|
xaling: add detectActiveTransfers
|
2024-07-31 16:51:00 +08:00 |
|
c9s
|
ab20b6db89
|
all: improve binance withdraw status convertion
|
2024-07-31 15:04:08 +08:00 |
|
narumi
|
0eb3856906
|
round down quantity
|
2024-07-09 12:08:24 +08:00 |
|
c9s
|
22c154f9cd
|
common: fix profit fixer batch query
|
2024-07-08 17:43:22 +08:00 |
|
c9s
|
c217aadc1b
|
common: pull out ProfitFixerBundle
|
2024-07-08 14:16:40 +08:00 |
|
c9s
|
d982524824
|
liquiditymaker: refactor profit fixer
|
2024-07-08 14:15:15 +08:00 |
|
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 |
|
c9s
|
0a2b976165
|
Merge pull request #1618 from c9s/narumi/atrpin/submitting-log
CHORE: [atrpin] add submitting log
|
2024-04-23 15:43:47 +08:00 |
|
c9s
|
9092b613b0
|
Merge pull request #1620 from c9s/narumi/move-logerr-to-util
REFACTOR: move logErr to util
|
2024-04-23 15:43:10 +08:00 |
|
kbearXD
|
8fc7c38e97
|
Merge pull request #1622 from c9s/kbearXD/dca2/emit-position-after-recovery
FEATURE: [dca2] emit position after recovery and refactor
|
2024-04-22 18:31:00 +08:00 |
|
c9s
|
a9db21adfa
|
limit adjustment order quantity
|
2024-04-22 14:42:52 +08:00 |
|
kbearXD
|
27ff44b663
|
FEATURE: [dca2] emit position after recovery and refactor
|
2024-04-22 13:46:28 +08:00 |
|
kbearXD
|
b6e7c48fd5
|
rename callback
|
2024-04-22 11:07:17 +08:00 |
|
kbearXD
|
547e9ece8f
|
FEATURE: [dca2] add position callback
|
2024-04-19 16:24:40 +08:00 |
|
narumi
|
94c126dd83
|
move logerr to util
|
2024-04-17 15:27:46 +08:00 |
|
narumi
|
1348ee540f
|
add submitting log
|
2024-04-17 15:16:58 +08:00 |
|
kbearXD
|
2a6c6e935b
|
add some logs
|
2024-04-16 16:52:50 +08:00 |
|
kbearXD
|
2f3e0044c1
|
MINOR: [dca2] refactor and make open-position interval longer
|
2024-04-16 13:38:14 +08:00 |
|
kbearXD
|
4d92cf1b74
|
change local position name
|
2024-04-15 17:27:56 +08:00 |
|
kbearXD
|
70a10582fa
|
FEATURE: recollect position before placing the take-profit order
|
2024-04-15 16:25:56 +08:00 |
|
kbearXD
|
63d13d5f7b
|
use existing TradeCollector's EmitPositionUpdate
|
2024-04-11 16:03:59 +08:00 |
|
kbearXD
|
0616c73a88
|
FEATURE: emit position when position updated and reset
|
2024-04-11 15:12:38 +08:00 |
|
kbearXD
|
2d45b5cb76
|
FIX: fix dca2 panic problem
|
2024-04-11 11:40:35 +08:00 |
|
kbearXD
|
444c228fc4
|
update error message
|
2024-04-08 19:54:44 +08:00 |
|
kbearXD
|
f8d7447e8e
|
FIX: fix issue when recovering with finalizing orders
|
2024-04-08 19:54:44 +08:00 |
|
c9s
|
27ddd63c10
|
dca2: fix generateOpenPositionOrders call in tests
|
2024-04-08 19:38:59 +08:00 |
|
kbearXD
|
8568e15e82
|
FEATURE: [dca2] new flag EnableQuoteInvestmentReallocate to decide if reallocate quote investment
|
2024-04-01 15:52:30 +08:00 |
|
なるみ
|
3881039bfb
|
Merge pull request #1608 from c9s/narumi/xalign/fix-max-amount
FIX: [xalign] fix buy side max amount
|
2024-03-28 14:09:08 +08:00 |
|
narumi
|
c2c650af0e
|
fix xalign max amount
|
2024-03-27 16:50:21 +08:00 |
|
narumi
|
0095eae77f
|
log when amount is not greater than the minimal order quantity
|
2024-03-27 16:50:21 +08:00 |
|
kbearXD
|
f42ef77296
|
fix typo
|
2024-03-27 14:22:22 +08:00 |
|
kbearXD
|
553976449d
|
FEATURE: [dca2] when all open-position orders are filled, place the take-profit order
|
2024-03-26 15:52:04 +08:00 |
|
c9s
|
d58461d1cf
|
Merge pull request #1593 from c9s/c9s/xalign-add-test-cases
FIX: [xalign] add more complex test case for xalign strategy
|
2024-03-19 16:07:57 +08:00 |
|
kbearXD
|
25baf49e13
|
dca2: fix order group id not set issue
|
2024-03-19 15:51:36 +08:00 |
|
c9s
|
aced149ee8
|
xalign: add more complex test case for xalign strategy
|
2024-03-19 15:29:18 +08:00 |
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kbearXD
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b0bbf3c529
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Merge pull request #1589 from c9s/kbearXD/dca2/pause-next-round-and-set-ttl
dca2: add ttl for persistence and nextRoundPaused flag
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2024-03-19 14:31:57 +08:00 |
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c9s
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c11f886718
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xalign: correct the base/quote currency balance name when it's reversed
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2024-03-19 00:31:00 +08:00 |
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kbearXD
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bcc29bd056
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dca2: add ttl for persistence and nextRoundPaused flag
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2024-03-18 17:35:47 +08:00 |
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kbearXD
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3f44092ff4
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Merge pull request #1586 from c9s/kbearXD/dca2/round-collector
dca2: new struct RoundCollector for testing and use flag to decide re…
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2024-03-18 17:34:41 +08:00 |
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c9s
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4eabb82f77
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Merge pull request #1587 from avoidaway/main
chore: remove repetitive words
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2024-03-18 16:50:40 +08:00 |
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c9s
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7f1e876be0
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xalign: check if the quote balance will be used up and below the expected balance line
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2024-03-18 12:47:48 +08:00 |
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avoidaway
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917451d2ec
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chore: remove repetitive words
Signed-off-by: avoidaway <cmoman@126.com>
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2024-03-16 16:08:52 +08:00 |
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kbearXD
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a23c476ce8
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dca2: new struct RoundCollector for testing and use flag to decide recovery
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2024-03-15 18:41:46 +08:00 |
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c9s
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1d314daa22
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xalign: skip same currency
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2024-03-15 15:59:43 +08:00 |
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c9s
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6831c40371
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xalign: fix reversed market
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2024-03-15 15:57:17 +08:00 |
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kbearXD
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62d6e79193
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dca2: use GeneralBackoff not GeneralLiteBackoff
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2024-03-15 11:24:20 +08:00 |
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kbearXD
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2b52211c1c
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new function IsFilledOrderState for maxapi
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2024-03-14 16:18:12 +08:00 |
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kbearXD
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fb2a46e1c4
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use backoff retry
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2024-03-14 14:32:41 +08:00 |
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kbearXD
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91123edbd6
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dca2: must calculate and emit profit at the end of the round
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2024-03-14 14:32:41 +08:00 |
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narumi
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a5e7091af6
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subscribe to level 5 book
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2024-03-13 23:22:14 +08:00 |
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Zenix
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2a7ca4233d
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Merge pull request #1575 from zenixls2/feature/loose_interface_public_data
feature: add ExchangePublic
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2024-03-13 17:42:28 +09:00 |
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kbearXD
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661b7be12e
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dca2: add more log and retry
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2024-03-12 14:53:45 +08:00 |
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zenix.huang
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f1a4879253
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upgrade golang mockgen to uber mockgen. generate exchange public
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2024-03-12 14:18:14 +09:00 |
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kbearXD
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17b193b003
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dca2: remove debug log
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2024-03-11 15:34:12 +08:00 |
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narumi
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8e6423514f
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rebalance: fix cannot lock fund
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2024-03-08 17:17:37 +08:00 |
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kbearXD
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53b72194f9
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MINOR: add log when there is error at calculating and emit profit
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2024-03-08 14:11:04 +08:00 |
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c9s
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b77618f9d8
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xfunding: add PositionReady case
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2024-03-06 22:39:44 +08:00 |
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c9s
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256e09a863
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xfunding: adjust quote investment variable only when position is not opening
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2024-03-06 22:39:44 +08:00 |
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c9s
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dc0f07d42f
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xfunding: add notification for the fixed positions
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2024-03-06 22:39:43 +08:00 |
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c9s
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f609b1cdc4
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simplify profitFixer and apply it to xfunding
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2024-03-06 22:39:43 +08:00 |
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c9s
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b20b306818
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xfunding: add dustQuantity check
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2024-03-06 22:39:43 +08:00 |
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c9s
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4a4f91e7f9
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xfunding: improve transfer logics
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2024-03-06 22:39:43 +08:00 |
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c9s
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4242f052d8
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xfunding: pull out queryAvailableTransfer and improve pending transfer things
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2024-03-06 22:39:43 +08:00 |
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c9s
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b2c6dce350
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xfunding: rewrite transferIn method
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2024-03-06 22:39:43 +08:00 |
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c9s
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8c517179dd
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xfunding: fix state notification
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2024-03-06 22:39:43 +08:00 |
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c9s
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d139d333a6
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common: let FixFromTrades return error
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2024-03-06 20:36:53 +08:00 |
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c9s
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83b526940a
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common: pull out aggregateAllTrades from Fix() method
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2024-03-06 20:36:21 +08:00 |
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c9s
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acb232242c
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add FixFromTrades method
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2024-03-06 20:34:19 +08:00 |
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c9s
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6a24059624
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common: move out profit fixer to strategy/common
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2024-03-06 20:31:53 +08:00 |
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c9s
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b6ddb49d0a
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xdepthmaker: fix stats fixer
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2024-03-06 18:12:24 +08:00 |
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c9s
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441ebbdbe5
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xdepthmaker: add notification
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2024-03-06 17:48:53 +08:00 |
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c9s
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188231e2fb
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add more logs to profitFixer
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2024-03-06 17:47:18 +08:00 |
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c9s
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be89292cbb
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xdepthmaker: another fix
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2024-03-06 17:19:50 +08:00 |
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c9s
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f5873172de
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xdepthmaker: fix use of uninitialized vars
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2024-03-06 16:10:45 +08:00 |
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c9s
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ad9163f7da
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xdepthmaker: adjust FullReplenishInterval to 10min
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2024-03-06 13:13:18 +08:00 |
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c9s
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1fb7262aae
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xdepthmaker: adjust default update interval
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2024-03-06 13:12:57 +08:00 |
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c9s
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31676cce8e
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xdepthmaker: run profit fixer before s.CrossExchangeMarketMakingStrategy.Initialize
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2024-03-06 12:53:36 +08:00 |
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c9s
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ac43937847
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xdepthmaker: add disable hedge option
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2024-03-06 12:49:15 +08:00 |
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c9s
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0d3483e7c3
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xdepthmaker: fix loopvar issue
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2024-03-05 21:16:35 +08:00 |
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c9s
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26c34618b2
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xdepthmaker: improve fixer logging
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2024-03-05 21:14:00 +08:00 |
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c9s
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4bed29ad02
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xdepthmaker: pull out until argument
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2024-03-05 21:11:51 +08:00 |
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c9s
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a518cf71c0
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xdepthmaker: fix both profit stats and position
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2024-03-05 18:15:25 +08:00 |
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c9s
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95a5e542ba
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xdepthmaker: add profitx fixer
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2024-03-05 18:12:30 +08:00 |
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kbearXD
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8e224739de
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sync active orders and send metrics of order nums
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2024-03-04 20:53:15 +08:00 |
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chiahung.lin
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5936cf32c7
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FEATURE: add metrics for dca2
add log to debug
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2024-03-04 20:53:15 +08:00 |
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narumi
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3ef7d3e09e
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add balance type
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2024-03-04 19:58:34 +08:00 |
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chiahung.lin
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9ac8bb916d
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dca2: all the profit will use in the first order of the next round
fix precision problem
truncate profit first
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2024-03-04 14:49:39 +08:00 |
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c9s
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4f57c5b842
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Merge pull request #1545 from c9s/feat/add-universal-cancel-all-orders
FEATURE: add universal cancel all orders api helper
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2024-02-27 22:12:16 +08:00 |
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なるみ
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9538a41c1b
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Merge pull request #1541 from c9s/narumi/price-type
FEATURE: [rebalance] add price type
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2024-02-23 20:32:09 +08:00 |
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c9s
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b72a176b91
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Merge pull request #1547 from c9s/refactor/tradingutil
REFACTOR: move trading related utility functions to the tradingutil package
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2024-02-23 19:25:03 +08:00 |
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c9s
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36e90cf5ca
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grid2: rename filterPrice to roundAndTruncatePrice
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2024-02-23 18:50:57 +08:00 |
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c9s
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a298950be8
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move trading related utility functions to the tradingutil package
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2024-02-23 18:47:49 +08:00 |
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c9s
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3b8a3bed5f
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add universal cancel all orders api helper
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2024-02-23 16:56:30 +08:00 |
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narumi
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8f2d551399
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add price type
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2024-02-23 14:05:25 +08:00 |
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