c9s
|
c5282a8f9b
|
bitget: add more debug logs
|
2023-12-12 16:37:43 +08:00 |
|
c9s
|
8c6724b264
|
xdepthmaker: fix pricing book copy by avoiding using CopyDepth
|
2023-12-11 17:59:16 +08:00 |
|
c9s
|
98468b39c7
|
xdepthmaker: change priceHeartBeat alert to warning
|
2023-12-11 17:05:07 +08:00 |
|
c9s
|
cedd790066
|
xdepthmaker: add lastOrderReplenishTime to prevent replacing orders too frequent
|
2023-12-11 17:02:17 +08:00 |
|
c9s
|
de7eb8453b
|
xdepthmaker: refactor auth binding to bindAuthSignal
|
2023-12-11 17:00:25 +08:00 |
|
c9s
|
2c3ccdf030
|
xdepthmaker: more improvements
- place orders with balance quota calculation
- wait for authed event
- clean up open orders on start
|
2023-12-11 16:56:19 +08:00 |
|
c9s
|
3048a13f0b
|
xdepthmaker: replace AtomicAdd with Add
|
2023-12-08 00:21:53 +08:00 |
|
c9s
|
cd06ffd21f
|
xdepthmaker: fix order call
|
2023-12-07 17:38:58 +08:00 |
|
c9s
|
e82605f658
|
xdepthmaker: skip test for dnum
|
2023-12-07 16:18:24 +08:00 |
|
c9s
|
35dabe8a72
|
xdepthmaker: fix aggregatePrice quantity issue
|
2023-12-07 16:18:24 +08:00 |
|
c9s
|
d14527b5cf
|
xdepthmaker: apply FullReplenishInterval from config
|
2023-12-07 16:18:24 +08:00 |
|
c9s
|
25b04cb36c
|
xdepthmaker: add fullReplenishTicker
|
2023-12-07 16:18:24 +08:00 |
|
c9s
|
888a550c80
|
xdepthmaker: support partial maker order replenish
|
2023-12-07 16:18:24 +08:00 |
|
c9s
|
a82bc86455
|
xdepthmaker: update updateQuote method
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
2f1a700b89
|
remove xpuremaker
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
e0e9876902
|
improve price hart beat usage
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
46b3a81b07
|
xdepthmaker: add tests to the generateMakerOrders
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
d123e89a1b
|
xdepthmaker: document covered position
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
1e27f53891
|
xdepthmaker: use hedge order executor
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
2c3792b290
|
xdepthmaker: update Validate() method
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
18968c67a1
|
xdepthmaker: remove disable hedge option
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
10a71d83f1
|
xdepthmaker: move global position profit handling
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
99723fc1f4
|
xdepthmaker: remove legacy s.activeMakerOrders
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
e0686d11c8
|
xdepthmaker: clean up duplicated code
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
6b28910139
|
xdepthmaker: refactor CrossSubscribe
|
2023-12-07 16:18:23 +08:00 |
|
c9s
|
ed63b23e2a
|
xdepthmaker: refactor CrossRun with CrossExchangeMarketMakingStrategy
|
2023-12-07 16:18:22 +08:00 |
|
c9s
|
df2daf33a7
|
types: add PeriodProfitStats
|
2023-12-07 16:18:22 +08:00 |
|
c9s
|
53bf443b1d
|
xdepthmaker: first commit
|
2023-12-07 16:18:22 +08:00 |
|
chiahung.lin
|
6857734282
|
rename
|
2023-12-07 11:29:42 +08:00 |
|
chiahung.lin
|
2982be1cbc
|
rename dca maker orders to open position orders
|
2023-12-07 11:27:28 +08:00 |
|
chiahung.lin
|
c67737a6d6
|
use retry package
|
2023-12-06 16:16:17 +08:00 |
|
chiahung.lin
|
4aa6ea3a46
|
FEATURE: use notional based to crease dca maker orders
|
2023-12-06 11:28:45 +08:00 |
|
chiahung.lin
|
60003fc472
|
rename somme part
|
2023-12-06 11:28:45 +08:00 |
|
chiahung.lin
|
445f0f1c4c
|
FEATURE: prepare open maker orders function
|
2023-12-06 11:28:45 +08:00 |
|
kbearXD
|
45c2ee0ed8
|
Merge pull request #1432 from c9s/chiahung/recover-with-origin-stats
FIX: use original status for recover
|
2023-11-30 15:10:52 +08:00 |
|
chiahung
|
19be49fca8
|
FIX: use original status for recover
|
2023-11-24 14:17:19 +08:00 |
|
chiahung.lin
|
800148b271
|
remain only template part
|
2023-11-23 16:45:28 +08:00 |
|
chiahung.lin
|
aea3abae07
|
FEATURE: new strategy dca2 perparation
|
2023-11-23 16:32:34 +08:00 |
|
kbearXD
|
75b8be5e17
|
Merge pull request #1405 from c9s/chiahung/grid2/use-rest-quote
FIX: [grid2] use rest quote to place the last order when opening grid
|
2023-11-23 12:46:53 +08:00 |
|
chiahung
|
102eb61188
|
remove unused log
|
2023-11-21 17:06:20 +08:00 |
|
c9s
|
e5033c093a
|
grid2: check order's original status for updating
|
2023-11-17 17:14:52 +08:00 |
|
chiahung
|
c8c9659dd1
|
use PricePrecision for quote round up
|
2023-11-09 17:17:59 +08:00 |
|
chiahung
|
80ea46ca92
|
FEATURE: use rest quote to place the last order when opening grid
|
2023-11-09 16:20:11 +08:00 |
|
c9s
|
3563c0b986
|
liquiditymaker: filterAskOrders by base balance
|
2023-11-09 11:56:07 +08:00 |
|
c9s
|
cc5c033af7
|
liquiditymaker: use order generator
|
2023-11-09 11:56:07 +08:00 |
|
c9s
|
533907894e
|
liquiditymaker: implement order generator
|
2023-11-09 11:56:07 +08:00 |
|
c9s
|
dda2cfb73d
|
liquiditymaker: first commit
|
2023-11-09 11:56:07 +08:00 |
|
c9s
|
d2dab58193
|
scmaker: clean up scmaker risk control
|
2023-11-09 11:56:07 +08:00 |
|
c9s
|
2c842e54e8
|
scmaker: fix scmaker stream book binding
|
2023-11-09 11:56:07 +08:00 |
|
kbearXD
|
20dccc05f9
|
Merge pull request #1396 from c9s/chiahung/grid2/persistence-ttl
FEATURE: add ttl for position/grid2.profit_stats persistence
|
2023-11-08 13:50:29 +08:00 |
|