c9s
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51e33b1cad
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fix okx favicon
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2024-10-05 14:41:46 +08:00 |
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c9s
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51aa34dec7
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xmaker: merge all markets into one
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2024-10-05 14:36:43 +08:00 |
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c9s
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e3a2a857cd
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make the method name clear UpdatePriceFromBalances
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2024-10-05 14:31:10 +08:00 |
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c9s
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c13c33dcbb
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bbgo: rename market value to totalValue
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2024-10-05 14:30:19 +08:00 |
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c9s
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a94d1b424f
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pricesolver: use float64 internally to make it faster and more precise
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2024-10-05 14:26:15 +08:00 |
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c9s
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7506fb63a8
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refactor account value calculator
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2024-10-05 14:22:13 +08:00 |
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c9s
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6079e7b06a
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all: refactor NewAccountValueCalculator
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2024-10-05 13:09:31 +08:00 |
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c9s
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a718e30bb4
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refactor tests
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2024-10-04 23:46:43 +08:00 |
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c9s
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8f0d58aee9
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add new test helper to create balance map objects
Signed-off-by: c9s <yoanlin93@gmail.com>
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2024-10-04 23:32:11 +08:00 |
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c9s
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14fa561f6e
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Fix account value tests with price solver
Signed-off-by: c9s <yoanlin93@gmail.com>
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2024-10-04 19:45:07 +08:00 |
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c9s
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c3bf0ed7e7
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only query ticker on the symbol that is defined in the market map
Signed-off-by: c9s <yoanlin93@gmail.com>
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2024-10-04 19:16:39 +08:00 |
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c9s
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8199428b61
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Add ticker test helper
Signed-off-by: c9s <yoanlin93@gmail.com>
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2024-10-04 19:10:05 +08:00 |
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c9s
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83ab00a601
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allow redis persistence config could be created with an existing redis client
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2024-10-04 18:11:15 +08:00 |
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kbearXD
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a548596c16
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Merge pull request #1760 from c9s/chiahung/max/query-depth
Go / build (1.21, 6.2) (push) Has been cancelled
golang-lint / lint (push) Has been cancelled
FEATURE: [max] add QueryDepth v3 API to query orderbook
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2024-10-04 13:11:05 +08:00 |
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edwin
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fc4a9769c9
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pkg/exchange: use individual rate limit
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2024-10-02 17:23:20 +08:00 |
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edwin
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771a136acd
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pkg/exchange: fix redundant code
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2024-10-01 21:22:42 +08:00 |
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kbearXD
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2bbaf48057
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move to convert.go
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2024-10-01 17:16:28 +08:00 |
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c9s
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5e7627cc7a
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xmaker: fix signal depth metrics
Go / build (1.21, 6.2) (push) Waiting to run
golang-lint / lint (push) Waiting to run
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2024-10-01 16:52:58 +08:00 |
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kbearXD
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d1c5671a83
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FEATURE: [max] add QueryDepth v3 API to query orderbook
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2024-10-01 14:53:32 +08:00 |
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bailantaotao
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7e908c3ff7
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Merge pull request #1759 from c9s/edwin/bybit/add-v5-execution-request
FEATURE: [bybit] integrate the v5 trade history
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2024-10-01 14:06:46 +08:00 |
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edwin
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a68764b763
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pkg/exchange: merge FeeRatePoller into StreamDataProvider
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2024-10-01 11:45:33 +08:00 |
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edwin
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7f1e1a3a51
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pkg/exchange: export SymbolFeeDetail struct
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2024-10-01 11:45:33 +08:00 |
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edwin
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eb2a7421da
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pkg/exchange: integrate the v5 query trade api
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2024-10-01 11:45:31 +08:00 |
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edwin
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d2c1ae0642
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pkg/exchange: move fee rate calculate method outside
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2024-10-01 00:06:47 +08:00 |
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edwin
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f6e58ded02
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pkg/exchange: add PollAndGet method and declare an interface
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2024-10-01 00:06:43 +08:00 |
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bailantaotao
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a639a5831b
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Merge pull request #1757 from c9s/edwin/bybit/add-v5-execution-request
Go / build (1.21, 6.2) (push) Waiting to run
golang-lint / lint (push) Waiting to run
FEATURE: [bybit] add v5 execution request
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2024-09-30 17:51:26 +08:00 |
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c9s
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3c48663032
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add more tests
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2024-09-30 17:32:46 +08:00 |
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edwin
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bdfcbdcf56
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pkg/exchange: move common execution field to bybitapi.trade
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2024-09-30 16:28:07 +08:00 |
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edwin
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aac833d135
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pkg/exchange: add execution list request to bybit
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2024-09-30 16:27:33 +08:00 |
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c9s
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39fad2e0b5
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xmaker: add depth ratio signal
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2024-09-30 16:21:22 +08:00 |
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c9s
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f776914e8c
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do not return when failed cleaning up orders
Go / build (1.21, 6.2) (push) Has been cancelled
golang-lint / lint (push) Has been cancelled
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2024-09-27 21:23:11 +08:00 |
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c9s
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4661ec629d
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xdepthmaker: add priceImpactRatio detection
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2024-09-27 20:14:34 +08:00 |
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c9s
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be353c533b
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xmaker: bind price solver with market data stream
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2024-09-27 18:43:09 +08:00 |
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c9s
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e8c063c09b
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xdepthmaker: support countery party 5 hedge and force full replenish
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2024-09-27 18:43:09 +08:00 |
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c9s
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5dcd375279
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add more update methods for price solver
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2024-09-27 18:43:09 +08:00 |
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c9s
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9194a9152c
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extend ticker method
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2024-09-27 18:43:09 +08:00 |
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c9s
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d5a6930545
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add disconnectedC method
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2024-09-27 18:43:09 +08:00 |
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c9s
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98011e1e97
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extend price volume slice methods
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2024-09-27 18:43:09 +08:00 |
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c9s
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79b636fa02
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move bbo monitor to bbgo package
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2024-09-27 18:43:09 +08:00 |
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c9s
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091eb5d9c5
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xdepthmaker: return when we can't clean up the open orders
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2024-09-27 14:27:20 +08:00 |
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c9s
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fb35a2b79f
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types: add AnyDisconnected() method on ConnectivityGroup
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2024-09-27 13:31:37 +08:00 |
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c9s
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c07661af57
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all: refactor depthmaker with connectivity
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2024-09-27 13:24:03 +08:00 |
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c9s
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ccb617f30f
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types: add connectivity test
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2024-09-27 12:56:44 +08:00 |
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c9s
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431d6964d5
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xdepthmaker: split quote worker and hedge worker
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2024-09-26 17:57:12 +08:00 |
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c9s
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0c842e0eb5
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Merge pull request #1753 from c9s/c9s/xdepthmaker/improvements
Go / build (1.21, 6.2) (push) Waiting to run
golang-lint / lint (push) Waiting to run
IMPROVE: [xdepthmaker] use order query to update the canceled order, fix depth price, fix symbol column lengths, fix covered position
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2024-09-26 15:06:12 +08:00 |
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c9s
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6e19777277
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Merge pull request #1751 from lanphan/fixemitnew
fix OnNew event must be called before OnFilled
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2024-09-26 12:26:34 +08:00 |
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c9s
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1b5da22c90
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xdepthmaker: fix coveredPosition reduction
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2024-09-25 18:16:04 +08:00 |
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c9s
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f4e905833c
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xdepthmaker: improve HedgeMaxOrderQuantity check
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2024-09-25 18:16:03 +08:00 |
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c9s
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42cd3cba1e
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xdepthmaker: clean up todo
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2024-09-25 18:16:03 +08:00 |
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c9s
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67fd15c88f
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xdepthmaker: log covered position
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2024-09-25 18:16:03 +08:00 |
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