27 Commits

Author	SHA1	Message	Date
c9s	1b0d4599e2	all: add trade converter to trade pnl fixer	2024-08-12 15:02:02 +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
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	5f096bbe0d	move InventorySkew to strategy.common	2024-05-20 15:19:22 +08:00
narumi	095ca85669	disable bbgo.sync in common strategy	2024-05-14 19:50:52 +08:00
narumi	24de8a23c9	sync position to redis	2024-05-08 15:28:40 +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
zenix.huang	f1a4879253	upgrade golang mockgen to uber mockgen. generate exchange public	2024-03-12 14:18:14 +09:00
c9s	f609b1cdc4	simplify profitFixer and apply it to xfunding	2024-03-06 22:39:43 +08:00
c9s	d139d333a6	common: let FixFromTrades return error	2024-03-06 20:36:53 +08:00
c9s	83b526940a	common: pull out aggregateAllTrades from Fix() method	2024-03-06 20:36:21 +08:00
c9s	acb232242c	add FixFromTrades method	2024-03-06 20:34:19 +08:00
c9s	6a24059624	common: move out profit fixer to strategy/common	2024-03-06 20:31:53 +08:00
kbearXD	8e224739de	sync active orders and send metrics of order nums	2024-03-04 20:53:15 +08:00
chiahung.lin	6e661c805a	fix	2024-01-10 14:37:07 +08:00
chiahung.lin	800148b271	remain only template part	2023-11-23 16:45:28 +08:00
narumi	d8ff42d531	Fix duplicate orders caused by position risk control	2023-10-11 12:13:01 +08:00
narumi	c5cd6bc95e	fix common.Strategy.IsHalted	2023-09-29 01:51:02 +08:00
narumi	4a231b10c6	pull out ishalted method	2023-09-21 15:06:09 +08:00
narumi	57198cc6b0	fix: reset profit stats when over given duration in circuit break risk control	2023-09-01 18:57:40 +08:00
c9s	3293866a6c	common: pull out RiskController	2023-07-10 15:27:36 +08:00
c9s	3b6cff8dc7	strategy: move risk control to common.Strategy	2023-07-10 15:24:07 +08:00
c9s	5c88abe72f	add rsicross strategy	2023-07-09 21:23:42 +08:00
c9s	7c2de46273	pkg: rename base -> common	2023-07-09 19:55:36 +08:00