Commit Graph

9055 Commits

Author SHA1 Message Date
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
c9s
165c8d99b8
xmaker: fix covered position field 2024-10-16 14:39:09 +08:00
kbearXD
cf8a321aed
Merge pull request #1765 from c9s/chiahung/max/use-depth-to-build-orderbook
FEATURE: [max] use QueryDepth to build orderbook
2024-10-16 14:13:53 +08:00
kbearXD
18c362db15 remove verified code 2024-10-16 14:02:29 +08:00
kbearXD
bd83832d2d WIP: use depth to build orderbook 2024-10-16 14:02:29 +08:00
c9s
0a6dc7f59f
Merge pull request #1771 from c9s/dependabot/github_actions/morphy2k/revive-action-2.6.0
dep: bump morphy2k/revive-action from 2.5.10 to 2.6.0
2024-10-16 13:41:51 +08:00
c9s
770f981895
Merge pull request #1780 from c9s/c9s/xmaker/improvements2
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FEATURE: [xmaker] support delayed hedge
2024-10-16 11:56:25 +08:00
c9s
a650534a98
xmaker: rename arbitrage option to enableArbitrage 2024-10-16 11:44:30 +08:00
c9s
0b1773b959
xmaker: pull out delay hedge logics 2024-10-15 23:00:09 +08:00
c9s
334c868117
xmaker: add enableDelayHedge option 2024-10-15 18:51:37 +08:00
c9s
1210a79fc7
xmaker: improve if condition 2024-10-15 18:45:16 +08:00
c9s
59862303aa
xmaker: reset and set position start time 2024-10-15 17:29:12 +08:00
c9s
b137707723
xmaker: use mutex protected fixedpoint for covered position 2024-10-15 16:24:35 +08:00
bailantaotao
707dc4e99f
Merge pull request #1778 from c9s/edwin/bybit/ws-trades
FEATURE: [bybit] use execution.fast topic
2024-10-15 15:52:46 +08:00
bailantaotao
76e2d298c7
Merge pull request #1777 from c9s/edwin/bybit/query-open-orders
pkg/exchange: update query open orders to latest
2024-10-15 15:32:11 +08:00
edwin
74feb928c9 pkg/exchange: use execution.fast topoc 2024-10-15 15:31:19 +08:00
c9s
d940cde945
xmaker: check dust quantity 2024-10-15 13:40:31 +08:00
edwin
b41cd348bc pkg/exchange: update query open orders to latest 2024-10-15 12:00:39 +08:00
bailantaotao
02bdfd1f62
Merge pull request #1776 from c9s/edwin/bybit/query-wallet-bal
pkg/exchange: update query wallet balance to latest
2024-10-15 12:00:15 +08:00
edwin
5a4c38caa2 pkg/exchange: update query wallet balance to latest 2024-10-15 11:26:02 +08:00
bailantaotao
0ca566e1e8
Merge pull request #1775 from c9s/edwin/bybit/query-closed-order
FEATURE: [bybit] update query closed order to latest
2024-10-15 11:03:26 +08:00
bailantaotao
71201304c3
Merge pull request #1774 from c9s/edwin/bybit/cancel-order
FEATURE: [bybit] move rate limiter of cancel to api level
2024-10-15 11:03:09 +08:00
bailantaotao
39f271134a
Merge pull request #1773 from c9s/edwin/bybit/submit-order
FEATURE: [bybit] add marketunit for submit order
2024-10-15 11:02:57 +08:00
edwin
0712a8399a pkg/exchange: update query closed order to latest 2024-10-15 00:55:27 +08:00
edwin
f22e4a1810 pkg/exchange: move rate limiter to api 2024-10-14 22:42:48 +08:00
edwin
6f7e02daef pkg/exchange: add marketunit for submit order 2024-10-14 22:39:17 +08:00
bailantaotao
0dd1e01d4a
Merge pull request #1772 from c9s/edwin/bybit/query-trade
FEATURE: [bybit] use fee currency of trade
2024-10-14 21:05:56 +08:00
edwin
d48fa7c202 pkg/exchange: use fee currency of trade 2024-10-14 16:55:36 +08:00
dependabot[bot]
b04e990e34
dep: bump morphy2k/revive-action from 2.5.10 to 2.6.0
Bumps [morphy2k/revive-action](https://github.com/morphy2k/revive-action) from 2.5.10 to 2.6.0.
- [Release notes](https://github.com/morphy2k/revive-action/releases)
- [Commits](https://github.com/morphy2k/revive-action/compare/v2.5.10...v2.6.0)

---
updated-dependencies:
- dependency-name: morphy2k/revive-action
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2024-10-14 07:02:15 +00:00
c9s
76a627a504
xmaker: adjust metrics bucket
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2024-10-09 17:24:49 +08:00
c9s
11fcf8c617
xmaker: fix buckets with prometheus.ExponentialBuckets and record cancel maker orders metrics 2024-10-09 17:09:28 +08:00
c9s
f554d5f594
Merge pull request #1770 from c9s/c9s/xmaker/improvements2
IMPROVE: [xmaker] add more stability improvements and refactoring
2024-10-09 12:59:30 +08:00
c9s
6b54c90a53
xmaker: add more info into the signal logs 2024-10-09 12:47:53 +08:00
c9s
49e949dbc9
xmaker: refactor signal methods 2024-10-09 12:35:06 +08:00
c9s
cea59ef9cf
xmaker: show signal margin range 2024-10-09 12:35:06 +08:00
c9s
022dcdf745
scale: improve error message 2024-10-09 12:35:06 +08:00
c9s
956ad10683
xmaker: stores calculated signal in lastAggregatedSignal 2024-10-09 12:35:06 +08:00
c9s
e70899a35d
xmaker: add more xmaker metrics and profiles 2024-10-09 12:35:06 +08:00
Lan Phan
8b17d78a48 solved all deprecated, comment all unused variables and functions 2024-10-08 00:08:15 +07:00