Commit Graph

67 Commits

Author SHA1 Message Date
c9s
7e4ed763c6 Merge pull request #1737 from c9s/c9s/xmaker/ioc-arb
FEATURE: [xmaker] implement tryArbitrage
2024-09-12 23:37:29 +08:00
2a81e65ec8 [update] 更新go.mod 2024-09-12 23:36:52 +08:00
c9s
eb6fe21fd4 go: upgrade go sqlite 2024-09-12 23:36:04 +08:00
c9s
a6f364f6ae xmaker: refactor and clean up tryArbitrage 2024-09-12 23:35:37 +08:00
c9s
3c4e3c0979 xmaker: calculate balance for arbitrage 2024-09-12 23:35:37 +08:00
c9s
6f391c7a1f xmaker: fix sides 2024-09-12 23:35:37 +08:00
c9s
0eb6808ad4 xmaker: implement tryArbitrage 2024-09-12 23:35:37 +08:00
c9s
5df06c2c2c Merge pull request #1736 from c9s/kbearXD/session/remove-log
MINOR: [session] remove environment nil validation log
2024-09-12 23:35:33 +08:00
c9s
09fd4682c9 Merge pull request #1734 from c9s/c9s/xmaker/ioc-arb
REFACTOR: [xmaker] refactor for supporting ioc arb [part1]
2024-09-12 23:35:27 +08:00
kbearXD
80a2bf9d82 MINOR: [session] remove environment nil validation log 2024-09-12 23:34:56 +08:00
kbearXD
b3cc53dc42 Merge pull request #1735 from c9s/kbearXD/dca2/fix-memory-leak
FIX: configure environment
2024-09-12 23:34:54 +08:00
kbearXD
2cd1de3e24 FIX: add debug log 2024-09-12 23:34:47 +08:00
c9s
131d4b3d26 xmaker: pull out s.UseDepthPrice dependency 2024-09-12 23:34:47 +08:00
c9s
4d3af3a6bc xmaker: pull out getLayerPrice and add test against the method 2024-09-12 23:34:44 +08:00
c9s
0e4f7b366a testhelper: add more test helpers 2024-09-12 23:33:35 +08:00
c9s
1d71e5c80a xmaker: refactor getInitialLayerQuantity for quantity multiplier 2024-09-12 23:33:35 +08:00
c9s
bb525c72f7 xmaker: add EnableArbitrage option and makerBook 2024-09-12 23:33:35 +08:00
c9s
47480602fd xmaker: add sourceDepthLevel option 2024-09-12 23:33:35 +08:00
c9s
15f0ed83df Merge pull request #1724 from dropbigfish/main
fix: fix slice init length
2024-09-12 23:33:32 +08:00
c9s
c7ab9c832e Merge pull request #1733 from c9s/c9s/fix-initialize-defaults-steps
FIX: [bbgo] fix the defaults / initialize steps
2024-09-12 23:33:29 +08:00
c9s
6e8d2c54fc Merge pull request #1732 from lanphan/telegram_doc
fix env name
2024-09-12 23:33:24 +08:00
c9s
53f9d523b0 bbgo: fix the defaults / initialize steps 2024-09-12 23:33:23 +08:00
Lan Phan
d002e98271 fix env name 2024-09-12 23:33:23 +08:00
kbearXD
2c40932c4b Merge pull request #1728 from c9s/kbearXD/dca2/fix-memory-leak
FIX: [core] fix memory leak
2024-09-12 23:33:20 +08:00
kbearXD
a30ac3d900 FIX: fix memory leak 2024-09-12 23:33:18 +08:00
c9s
0de02b5ab4 Merge pull request #1731 from longhutianjie/main
bug: fix json tag
2024-09-12 23:33:15 +08:00
longhutianjie
d34e8a1a18 bug: fix json tag 2024-09-12 23:33:13 +08:00
c9s
cb7a65ea48 Merge pull request #1730 from c9s/c9s/xmaker/market-trade-signal
FEATURE: [xmaker] add market trade signal
2024-09-12 23:33:10 +08:00
c9s
d56155c6e1 xmaker: rename to aggTradeVolume 2024-09-12 23:33:07 +08:00
c9s
744ab2ebbe xmaker: call signalConfig.TradeVolumeWindowSignal.Bind 2024-09-12 23:33:07 +08:00
c9s
d8153361ff xmaker: add TradeVolumeWindowSignal 2024-09-12 23:33:07 +08:00
c9s
cb9f4a0186 max: convert v3 DepositStateFailed into rejected 2024-09-12 23:33:07 +08:00
c9s
4b74a699f4 max: add v3 DepositStateFailed state 2024-09-12 23:33:07 +08:00
c9s
0129b8d99a max: drop unused function 2024-09-12 23:33:07 +08:00
c9s
e4c466373f add v1.60.1 release note 2024-09-12 23:33:06 +08:00
c9s
38ad0f4c90 bump version to v1.60.1 2024-09-12 23:33:06 +08:00
c9s
bd1f834977 update command doc files 2024-09-12 23:33:06 +08:00
c9s
0c8b1ec290 Merge pull request #1727 from lanphan/ioc
FIX: update timeInForce for binance margin order
2024-09-12 23:33:03 +08:00
c9s
fcd94b5219 Merge pull request #1729 from c9s/c9s/max/fix-v3-deposit-state-conversion
FIX: [max] fix v3 deposit state conversion
2024-09-12 23:32:57 +08:00
c9s
029906bb2f max: use error log instead of warning log for convertion 2024-09-12 23:32:52 +08:00
c9s
5bd806e03e deposit2transfer: fix comments 2024-09-12 23:32:52 +08:00
c9s
38e7f4f98f max: fix v3 deposit state conversion 2024-09-12 23:32:52 +08:00
c9s
0b572aa967 bbgo: add stringer method to the quota struct 2024-09-12 23:32:52 +08:00
c9s
b99f49c8b8 xmaker: fix MaxExposurePosition check condition 2024-09-12 23:32:52 +08:00
Lan Phan
af777c335b update timeInForce for binance margin order 2024-09-12 23:32:52 +08:00
c9s
ca847047ac bbgo: add comments to the quota methods 2024-09-12 23:32:52 +08:00
c9s
cee99956ff xmaker: add more logs 2024-09-12 23:32:52 +08:00
c9s
ae6de98a8e xmaker: update position metrics when restored 2024-09-12 23:32:52 +08:00
c9s
a83f378913 add more logs 2024-09-12 23:32:51 +08:00
c9s
23b1c350d6 Merge pull request #1725 from c9s/c9s/xmaker/stb-improvements
IMPROVE: [xmaker] improve hedge margin account leverage calculation
2024-09-12 23:32:48 +08:00