c9s
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5f3ab4776d
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config/scmaker: adjust minProfit ratio
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2023-06-14 17:25:23 +08:00 |
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c9s
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8344193e81
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scmaker: rename liquidityLayerTick to liquidityLayerTickSize
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2023-06-14 17:25:23 +08:00 |
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c9s
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372028ebe6
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scmaker: truncate price with price precision
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2023-06-14 17:25:23 +08:00 |
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c9s
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68c3c96b10
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scmaker: fix balance lock and active order book update issue
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2023-06-14 17:25:23 +08:00 |
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c9s
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81aa46e46b
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config: adjust liquidityScale
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2023-06-14 17:25:23 +08:00 |
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c9s
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f426d151a8
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scmaker: final version
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2023-06-14 17:25:23 +08:00 |
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c9s
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b8597a1803
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scmaker: calculate balance quantity
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2023-06-14 17:25:23 +08:00 |
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c9s
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aa4f998382
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bbgo: add scale Sum method
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2023-06-14 17:25:23 +08:00 |
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c9s
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40f8283616
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scmaker: basic prototype
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2023-06-14 17:25:23 +08:00 |
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c9s
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a28081a5d2
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xalign: add more checks
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2023-06-14 17:25:22 +08:00 |
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c9s
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0482ade44a
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backtest: adjust best bid/ask price with tick size
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2023-06-14 17:25:22 +08:00 |
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c9s
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fded41b0ea
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indicator: fix macd test case since we changed the ewma default value
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2023-06-14 17:25:22 +08:00 |
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c9s
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e529a3271d
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indicator: fix ewma2 initial value
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2023-06-14 17:25:22 +08:00 |
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c9s
|
0a5f31a80f
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indicator: rename BollStream to BOLLStream
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2023-06-14 17:25:22 +08:00 |
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c9s
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295ae95da6
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indicator: implement bollinger indicator
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2023-06-14 17:25:22 +08:00 |
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c9s
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9d9f898f17
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indicator: use pointer for float64series
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2023-06-14 17:25:22 +08:00 |
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c9s
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ea3b1cc937
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binance: fix logrus call
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2023-06-14 17:25:22 +08:00 |
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c9s
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c00d7b669b
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Merge pull request #1174 from c9s/feature/grid2/recover
FEATURE: [grid2] recover with twin orders
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2023-06-14 13:02:12 +08:00 |
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c9s
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1fd52f78a9
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xalign: allocate and bind order store
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2023-06-13 23:23:41 +08:00 |
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c9s
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45aaad1629
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xalign: improve update message
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2023-06-13 23:21:07 +08:00 |
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c9s
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007f3c9531
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autoborrow: add margin level check back
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2023-06-13 23:17:24 +08:00 |
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c9s
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1855e52838
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xalign: graceful cancel orders when shutting down
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2023-06-13 17:29:19 +08:00 |
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c9s
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a126bc3bb6
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binance: add market info warning
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2023-06-13 17:09:37 +08:00 |
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c9s
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0a7c0632c4
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xalign: use %+v format for submit order
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2023-06-13 17:08:37 +08:00 |
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c9s
|
36fa565460
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types: add one more market tests
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2023-06-13 17:08:28 +08:00 |
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c9s
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21a01bd2c0
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go: update go-binance to v2.4.2
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2023-06-13 17:08:02 +08:00 |
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c9s
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6308ef5107
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autoborrow: repay debt first
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2023-06-13 14:21:16 +08:00 |
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c9s
|
476378e742
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xalign:add one more dust check
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2023-06-13 13:53:51 +08:00 |
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c9s
|
599b18fc3c
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xalign: skip dust quantity
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2023-06-13 13:49:22 +08:00 |
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c9s
|
358e873582
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xalign: add notification
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2023-06-13 13:47:01 +08:00 |
|
c9s
|
64dcef3429
|
xalign: fix tick size calculation
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2023-06-13 13:44:31 +08:00 |
|
c9s
|
dadf22e48f
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xalign: add more log
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2023-06-13 13:40:39 +08:00 |
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c9s
|
5a30bedc77
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autoborrow: always repay first when it deposits
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2023-06-13 13:23:10 +08:00 |
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c9s
|
fe5a6f4c36
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xalign: fix quote amount check
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2023-06-13 12:42:07 +08:00 |
|
c9s
|
740cfe6d5c
|
xalign: fix session refs
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2023-06-13 12:27:38 +08:00 |
|
c9s
|
909c8f5cc7
|
xalign: add more checks
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2023-06-13 12:25:10 +08:00 |
|
c9s
|
518c6938be
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xalign: add more checks
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2023-06-13 12:25:04 +08:00 |
|
chiahung
|
49971a2e50
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use existing interface
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2023-06-12 17:15:56 +08:00 |
|
chiahung
|
18a7520fa7
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MINOR: add test for recovery
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2023-06-12 17:15:56 +08:00 |
|
chiahung
|
2f050332eb
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FEATURE: query trades until hard limit or finish filled
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2023-06-12 17:15:56 +08:00 |
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chiahung
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f38cfb6ea3
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REFACTOR: refactor for future test
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2023-06-12 17:15:56 +08:00 |
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chiahung
|
61892eb2df
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renaming
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2023-06-12 17:15:56 +08:00 |
|
chiahung
|
93d35cc423
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FEATURE: use TwinOrder to recover
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2023-06-12 17:15:56 +08:00 |
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c9s
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5996b32ee1
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Merge pull request #1194 from c9s/improve/hhllstop
IMPROVE: improve hhllstop message
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2023-06-09 19:11:57 +08:00 |
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c9s
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7c693e8e35
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Merge pull request #1196 from c9s/strategy/xalign
FIX: [xalign] add DryRun and fix quote amount calculation
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2023-06-09 11:14:05 +08:00 |
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c9s
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f6f3293191
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xalign: round up requiredQuoteAmount
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2023-06-09 11:04:31 +08:00 |
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c9s
|
8baafdf329
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xalign: add DryRun and fix quote amount calculation
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2023-06-08 23:15:26 +08:00 |
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c9s
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fb078c9ede
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Merge pull request #1195 from c9s/strategy/xalign
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2023-06-08 18:23:27 +08:00 |
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c9s
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7a6000a316
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xalign: fix instanceID
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2023-06-08 18:05:58 +08:00 |
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c9s
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cbb9cc7722
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xalign: add doc comment
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2023-06-08 17:02:06 +08:00 |
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