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FEATURE: [strategy] add stable coin market maker #1197

Merged
merged 20 commits into from
Jun 15, 2023
Merged

FEATURE: [strategy] add stable coin market maker #1197

merged 20 commits into from
Jun 15, 2023

Commits on Jun 14, 2023

  1. binance: fix logrus call

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    c9s committed Jun 14, 2023
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  2. indicator: use pointer for float64series

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    c9s committed Jun 14, 2023
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  3. indicator: implement bollinger indicator

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    c9s committed Jun 14, 2023
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  4. indicator: rename BollStream to BOLLStream

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    c9s committed Jun 14, 2023
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  5. indicator: fix ewma2 initial value

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    c9s committed Jun 14, 2023
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  6. indicator: fix macd test case since we changed the ewma default value

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    c9s committed Jun 14, 2023
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  7. backtest: adjust best bid/ask price with tick size

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    c9s committed Jun 14, 2023
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  8. xalign: add more checks

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    c9s committed Jun 14, 2023
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  9. scmaker: basic prototype

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    c9s committed Jun 14, 2023
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  10. bbgo: add scale Sum method

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    c9s committed Jun 14, 2023
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  11. scmaker: calculate balance quantity

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    c9s committed Jun 14, 2023
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  12. scmaker: final version

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    c9s committed Jun 14, 2023
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  13. config: adjust liquidityScale

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    c9s committed Jun 14, 2023
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  14. scmaker: fix balance lock and active order book update issue

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    c9s committed Jun 14, 2023
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  15. scmaker: truncate price with price precision

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    c9s committed Jun 14, 2023
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  16. scmaker: rename liquidityLayerTick to liquidityLayerTickSize

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    c9s committed Jun 14, 2023
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  17. config/scmaker: adjust minProfit ratio

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    c9s committed Jun 14, 2023
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  18. scmaker: clean up

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    c9s committed Jun 14, 2023
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Commits on Jun 15, 2023

  1. scmaker: check ticker price and adjust liq order prices

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    c9s committed Jun 15, 2023
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  2. config/scmaker: adjust minProfit

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    c9s committed Jun 15, 2023
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