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f9b9832fff
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Author SHA1 Message Date
c9s
f9b9832fff
add more logs 2024-09-02 15:51:31 +08:00
c9s
2bf1072977
Merge pull request #1725 from c9s/c9s/xmaker/stb-improvements 
IMPROVE: [xmaker] improve hedge margin account leverage calculation
 2024-09-02 15:29:53 +08:00
c9s
4d1c357c3d
xmaker: reuse makerMarket field 2024-09-01 17:55:00 +08:00
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
c9s
cff7103ece
fix math import
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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