Commit Graph

6648 Commits

Author SHA1 Message Date
c9s
aae33eb0d1
fixedpoint: implement different mul mode 2024-10-31 15:16:26 +08:00
c9s
939a370c3b
liqmaker: fix orderPlacementStatusMetrics 2024-10-30 16:24:32 +08:00
c9s
31aea5753e
liqmaker: add market metrics updater 2024-10-30 16:24:32 +08:00
c9s
92a934b6f2
liqmaker: add more metrics 2024-10-30 16:24:31 +08:00
anywhy
5b3f8b52e0 update binance positionRisk api to v3 2024-10-29 18:48:15 +08:00
c9s
58133d94ba
Merge pull request #1743 from lanphan/printconfig
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add new tag ignore to prevent printing specific field
2024-10-28 21:13:13 +08:00
c9s
c3fec1cccd
liqmaker: fix stopEMA subscription 2024-10-28 18:08:34 +08:00
c9s
4d4afee6aa
liqmaker: log liquidity amount 2024-10-28 17:32:35 +08:00
c9s
2b00c7ac01
liqmaker: fix log messages 2024-10-28 17:31:21 +08:00
c9s
eae2d63ac1
all: move jitter helpr to a single package 2024-10-28 17:28:56 +08:00
c9s
48bb7a280b
liqmaker: fix nil map issue 2024-10-28 17:03:45 +08:00
c9s
74cc36121b
liqmaker: sum exposure in quote quantity (usd) 2024-10-28 15:08:09 +08:00
c9s
17d57502f1
add dbg package for debugging functions 2024-10-28 15:03:10 +08:00
c9s
dbd53429cd
liqmaker: add more logs to the liq order generator 2024-10-28 14:57:25 +08:00
c9s
2b0e4e0512
liqmaker: fix actual orders printing 2024-10-28 14:52:13 +08:00
c9s
6004114696
add test helper for price side quantity assertion 2024-10-28 14:22:34 +08:00
c9s
f4df9a09e2
liqmaker: add logger to order generator
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2024-10-26 20:53:28 +08:00
c9s
86989b8253
liqmaker: add StopEMA 2024-10-25 12:28:43 +08:00
c9s
ced8b5f742
liqmaker: add AdjustmentOrderPriceType 2024-10-25 12:20:59 +08:00
c9s
0036a57904
liqmaker: drop unused interface 2024-10-25 12:15:36 +08:00
c9s
8df886903c
liqmaker: add liqmaker to alias 2024-10-25 12:15:18 +08:00
c9s
2508dc18f0
liqmaker: use tradingutil.UniversalCancelAllOrders 2024-10-25 12:14:37 +08:00
c9s
c3127f45ce
liqmaker: add stop functions 2024-10-25 12:03:13 +08:00
c9s
441476c678
Merge pull request #1789 from c9s/kbear/xalign/fix-log
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FIX: add slackAttachment method on Deposit
2024-10-24 16:35:28 +08:00
c9s
9f7521b754
xmaker: check connectivity before calling updateQuote 2024-10-24 16:18:52 +08:00
kbearXD
8f54fdd341 FIX: add slackAttachment method on Deposit 2024-10-23 16:05:09 +08:00
c9s
738cb24ecb
bbgo: mark order exeuctor as deprecated
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2024-10-23 15:37:57 +08:00
c9s
c796606c61
Merge pull request #1788 from c9s/c9s/remove-session-order-store
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FIX: [core] remove session order store
2024-10-22 12:35:09 +08:00
c9s
b23c7a76eb
Merge pull request #1763 from lanphan/obsoleted
CHORE: solved all deprecated, comment all unused variables and functions
2024-10-22 12:33:10 +08:00
c9s
4e13f0dadc
bbgo: remove order store from session struct since it's not used 2024-10-22 12:19:42 +08:00
c9s
15b179a47d
core: add comment to the remove condition 2024-10-22 11:59:02 +08:00
c9s
86360a7595
bbgo: fix order update compare method 2024-10-22 11:56:38 +08:00
c9s
a118eab15e
bbgo: increase DefaultCancelOrderWaitTime to 50ms 2024-10-22 11:49:44 +08:00
c9s
3ba5cbe262
xmaker: remove book copy 2024-10-22 11:45:49 +08:00
kbearXD
5878fd8aed
Merge pull request #1784 from c9s/chiahung/grid2/not-use-minQuantity
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FEATURE: no use MAX(quantity, minQuantity) to avoid sufficient quantity
2024-10-21 16:42:22 +08:00
kbearXD
704924a905 FEATURE: no use MAX(quantity, minQuantity) to avoid sufficient quantity 2024-10-21 16:29:27 +08:00
kbearXD
ce5234b429 FEATURE: [xalign] detect active depoit. if found, skip align 2024-10-21 15:58:23 +08:00
edwin
b1f86adab5 pkg/exchange: support broker id 2024-10-21 15:09:24 +08:00
c9s
fb96756460
xmaker: reset position started time when hedge order is submitted 2024-10-17 13:13:45 +08:00
c9s
7f0b8f38d5
orderStore: remove only filled orders and canceled orders 2024-10-17 13:09:29 +08:00
c9s
5fbb06639d
xmaker: prune expired orders 2024-10-17 13:02:44 +08:00
c9s
bfe8ce9f2c
grid2,xmaker: prune expired trades 2024-10-17 12:53:51 +08:00
c9s
f9a75036a7
xmaker: fix disableHedge check
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2024-10-16 17:36:05 +08:00
c9s
6d857cdd48
indicator: improve boll indicator slice truncation 2024-10-16 16:07:58 +08:00
c9s
8ce587f5f5
indicator: implement Truncate method on the indicators 2024-10-16 16:04:15 +08:00
c9s
4f1b216fbf
xmaker: fix trade window test 2024-10-16 15:55:55 +08:00
c9s
c066a187d9
xmaker: fix TradeVolumeWindowSignal algo 2024-10-16 15:45:11 +08:00
c9s
e55676abab
xmaker: add delayHedgeCounterMetrics counter 2024-10-16 15:41:09 +08:00
bailantaotao
8fcd76cb59
Merge pull request #1779 from c9s/edwin/bybit/uta
FEATURE: [bybit] upgrade classic account to UTA
2024-10-16 14:49:54 +08:00
c9s
a6f5d5fff1
Merge pull request #1781 from c9s/c9s/xmaker/improvements2
FIX: [xmaker] fix covered position field
2024-10-16 14:39:48 +08:00