c9s
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e4ababd39e
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xfunding: fix spot order parameters
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2023-07-05 16:48:19 +08:00 |
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c9s
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12aad7b292
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xfunding: log spot balance
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2023-07-05 16:48:19 +08:00 |
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c9s
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a766d88d60
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xfunding: fix balance check
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2023-07-05 16:48:19 +08:00 |
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c9s
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017278826b
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xfunding: log failed order
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2023-07-05 16:48:19 +08:00 |
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c9s
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34d42afbec
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xfunding: fix syncSpotPosition cancel order issue
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2023-07-05 16:48:18 +08:00 |
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c9s
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2813ede7ed
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xfunding: fix transferOut, and de-leverage the trade amount from the caller
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2023-07-05 16:48:18 +08:00 |
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c9s
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e82341b2bd
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xfunding: add more transfer logs
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2023-07-05 16:48:18 +08:00 |
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c9s
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5d0bdd19e3
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xfunding: always transfer balance out when reducing the futures position
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2023-07-05 16:48:18 +08:00 |
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c9s
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c818f79932
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fix
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2023-07-05 16:48:18 +08:00 |
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c9s
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84e9b03be7
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xfunding: show balance
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2023-07-05 16:48:18 +08:00 |
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c9s
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7904c73c53
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xfunding: use closePosition option when only dust left in the futures position
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2023-07-05 16:48:18 +08:00 |
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c9s
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d730340b7a
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remove diff quantity check
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2023-07-05 16:48:18 +08:00 |
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c9s
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b59b42c3fa
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Merge branch 'feature/tri'
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2023-07-05 16:47:01 +08:00 |
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c9s
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631203c89e
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tri: update symbol file
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2023-07-05 16:46:43 +08:00 |
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c9s
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05a8a7442c
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Merge pull request #1221 from c9s/feature/tri
FEATURE: add triangular arbitrate strategy as an example
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2023-07-05 16:24:29 +08:00 |
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c9s
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e67a7fb553
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config: add description
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2023-07-05 16:09:03 +08:00 |
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c9s
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798b3c62bb
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add tri strategy config
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2023-07-05 16:08:35 +08:00 |
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c9s
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f06e37c44f
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tri: ignore test in dnum mode
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2023-07-05 16:02:11 +08:00 |
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c9s
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1abb301af1
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core: add order update trigger channel
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2023-07-05 15:51:29 +08:00 |
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c9s
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e19aa8fa10
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add tri strategy
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2023-07-05 15:51:16 +08:00 |
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c9s
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b9b89756e2
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Merge pull request #1220 from c9s/feature/scmaker-with-risk-control
REFACTOR: refactor risk control with the order executor interface and mocks
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2023-07-05 15:48:38 +08:00 |
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c9s
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01096829ae
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bbgo: drop empty files
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2023-07-05 15:30:15 +08:00 |
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c9s
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fbc49c28ef
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types: add PriceVolume.Equals method
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2023-07-05 15:30:08 +08:00 |
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c9s
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1ad10a9360
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all: move trade collector to pkg/core
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2023-07-05 15:26:36 +08:00 |
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c9s
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ff727ae495
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all: use order executor extended interface to mock the risk tests
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2023-07-04 22:07:31 +08:00 |
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c9s
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f1828beac8
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all: move trade store and order store into pkg/core
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2023-07-04 21:42:24 +08:00 |
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c9s
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1f98731636
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riskcontrol: add doc to PositionRiskControl
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2023-07-04 21:33:40 +08:00 |
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c9s
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adbb6d7f93
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riskcontrol: move parameter order
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2023-07-04 21:32:34 +08:00 |
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c9s
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c8ae36ddfc
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riskcontrol: move release position order submission into the pos risk control
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2023-07-04 21:31:47 +08:00 |
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c9s
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f6ad784583
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Merge pull request #1219 from c9s/feature/scmaker-with-risk-control
FEATURE: [scmaker] integrate risk control
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2023-07-03 17:50:16 +08:00 |
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c9s
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0426c18757
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scmaker: initialize order executor before we setup risk control
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2023-07-03 17:39:42 +08:00 |
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c9s
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808d771748
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Merge pull request #1218 from c9s/feature/scmaker-liq-skew
FEATURE: [scmaker] add liquiditySkew support
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2023-07-03 17:23:20 +08:00 |
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c9s
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ae3f371551
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all: refactor risk control and integrate risk control into scmaker
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2023-07-03 17:09:13 +08:00 |
|
Andy Cheng
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624489cf65
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Merge pull request #1217 from andycheng123/fix/hhllstop
FIX: log hhllStop higher high and lower low detection instead of notify
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2023-07-03 16:30:00 +08:00 |
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c9s
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3052dd5add
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scmaker: add liquiditySkew support
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2023-07-03 16:22:01 +08:00 |
|
Andy Cheng
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b877d07f74
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exit/hhllStop: log hhll detection instead of notify
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2023-07-03 16:06:04 +08:00 |
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c9s
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532b6f783d
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types: remove unused Interval1ms
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2023-07-03 15:27:37 +08:00 |
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c9s
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ea130e434c
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types,cmd: add IntervalMap type to refactor the interval code
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2023-07-03 15:14:48 +08:00 |
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c9s
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d60dbe5e0b
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refactor interval slice code and add sort test
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2023-07-03 15:07:34 +08:00 |
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c9s
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19552b066e
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add v1.50.1 release note
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2023-07-02 14:14:06 +08:00 |
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c9s
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471df81b29
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bump version to v1.50.1
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2023-07-02 14:14:06 +08:00 |
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c9s
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94e7e80cf0
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update command doc files
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2023-07-02 14:14:06 +08:00 |
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c9s
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3f7710303f
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fix .Indicators nil map
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2023-07-02 14:13:24 +08:00 |
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c9s
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334204b46a
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bbgo: add deprecation warning
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2023-07-01 13:26:57 +08:00 |
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Andy Cheng
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31e9aa8c22
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Merge pull request #1216 from andycheng123/fix/hhllsop
Fix: exit/hhllStop bugs
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2023-06-30 16:31:13 +08:00 |
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Andy Cheng
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2fe19119a7
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exit/hhllStop: avoid using underscore in variable names
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2023-06-30 14:10:25 +08:00 |
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Andy Cheng
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12e3e9b5f8
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exit/hhllStop: readability
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2023-06-30 14:03:46 +08:00 |
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Andy Cheng
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936a3c95d9
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exit/hhllStop: readability
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2023-06-30 13:55:07 +08:00 |
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Andy Cheng
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43c49aa41d
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exit/hhllStop: readability
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2023-06-30 13:51:47 +08:00 |
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Andy Cheng
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3c0ade57f8
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exit/hhllStop: fix bugs
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2023-06-30 13:42:10 +08:00 |
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