lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-22 23:05:15 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity
9,145 Commits 60 Branches 138 Tags 189 MiB
ee2b0842f5
Commit Graph

9145 Commits

This Branch
This Branch
All Branches
Author SHA1 Message Date
c9s
a4833524cf
xmaker: add more logs 2024-09-01 16:41:16 +08:00
c9s
ed073264f1
xmaker: add MaxHedgeAccountLeverage option 2024-09-01 15:42:36 +08:00
c9s
ad6056834e
xmaker: separate maximumValueInUsd in a new var 2024-09-01 01:34:25 +08:00
c9s
8b1306a6a6
xmaker: calculate maximum leveraged account value 2024-09-01 01:31:50 +08:00
c9s
d85da78e17
xmaker: improve hedge account credit calculation 2024-09-01 00:58:50 +08:00
dropbigfish
9d581adc04 fix: fix slice init length 
Signed-off-by: dropbigfish <fillfish@foxmail.com>
 2024-09-01 00:36:43 +08:00
c9s
cff7103ece
fix math import
Some checks failed
Go / build (1.21, 6.2) (push) Has been cancelled
Details
golang-lint / lint (push) Has been cancelled
Details
2024-08-30 22:41:13 +08:00
c9s
d501e8ff4d
xmaker: apply math.Abs on signal for margin scale 2024-08-30 22:38:59 +08:00
c9s
b87213827e
Merge pull request #1723 from c9s/c9s/xmaker/add-signals 
FIX: [xmaker] avoid calculate margin from 0.0 signal
 2024-08-30 18:01:57 +08:00
c9s
ec80cbfd9f
xmaker: check 0.0 2024-08-30 17:52:28 +08:00
c9s
04bed165d0
Merge pull request #1722 from c9s/c9s/xmaker/add-signals 
FEATURE: [xmaker] add signals
 2024-08-30 17:50:52 +08:00
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
88d7783843
bbgo/activeOrderBook: filter market order when filtering existing orders 2024-08-29 00:38:44 +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
8e91a023ca
Merge pull request #1721 from c9s/c9s/xmaker/fix-agg-price-method 
FIX: [xmaker] fix aggregatePrice method
 2024-08-28 22:46:19 +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
bda66040e7
Merge pull request #1720 from c9s/c9s/xmaker/margin-credit-improvement 
FEATURE: [xmaker] margin credit improvement
 2024-08-28 16:53:33 +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
652c9b62e8
Merge pull request #1719 from c9s/c9s/xmaker/stb-improvements 
IMPROVE: [xmaker] fix bollinger band price calculation
 2024-08-27 20:14:48 +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
4af12a7e5d
Merge pull request #1718 from c9s/c9s/xmaker/config-metrics 
FEATURE: [xmaker] add more config metrics
 2024-08-27 18:09:47 +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
5edf5a763f
Merge pull request #1717 from c9s/c9s/xmaker/worker-method 
REFACTOR: [xmaker] refactor hedge worker and quote worker
 2024-08-27 15:32:56 +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
2479f2e9fc
Merge pull request #1715 from c9s/c9s/upgrade-pkgs 
UPGRADE: [go] upgrade packages that are too old
 2024-08-26 19:06:54 +08:00
c9s
e77f0cbacb
Merge pull request #1714 from c9s/dependabot/github_actions/actions/setup-node-4 
dep: bump actions/setup-node from 2 to 4
 2024-08-26 18:54:54 +08:00
c9s
be386d085a
go: upgrade packages that are too old 2024-08-26 18:54:21 +08:00
c9s
ea93bf959a
Merge pull request #1716 from c9s/c9s/xmaker/stb-improvements 
FIX: [xmaker] profit object can be nil
 2024-08-26 18:39:29 +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
f96e0d6552
config: change staging to local 2024-08-26 16:11:48 +08:00
c9s
68e56d76e6
Merge pull request #1713 from c9s/c9s/chart/env-section 2024-08-26 14:59:00 +08:00