282 Commits

Author	SHA1	Message	Date
c9s	af71b5e4a5	xmaker: print config into bytes	2024-11-21 12:17:51 +08:00
c9s	f2366908c3	xmaker: enhance DelayedHedge	2024-11-20 18:11:57 +08:00
c9s	6e38210af8	xmaker: add signalTrendSideMargin support	2024-11-20 18:11:57 +08:00
c9s	f1f5f1ff3a	xmaker: solve scale in the Initialize() call	2024-11-20 18:11:57 +08:00
c9s	c0ee183426	xmaker: set default signal margin scales	2024-11-20 18:11:57 +08:00
c9s	2f261dd0a5	xmaker: add MaxQuoteUsageRatio option	2024-11-20 18:11:56 +08:00
c9s	8641640ee7	xmaker: fix market data subscribe	2024-11-18 16:46:39 +08:00
c9s	5fefa41487	bbgo: integrate connectivity into the session	2024-11-18 15:42:16 +08:00
c9s	40d0b59dfa	xmaker: allocate isolated market data stream	2024-11-16 14:09:54 +08:00
c9s	e379e4c97d	all: handle AllAuthedC timeout from the caller	2024-11-15 02:03:22 +08:00
c9s	1071c68a1a	xmaker: adjust auth timeout to 3min	2024-11-15 00:57:36 +08:00
c9s	aea21f1bdd	xmaker: add s.makerUserDataConnectivity	2024-11-15 00:18:15 +08:00
c9s	c395dc8a9a	xmaker: check sourceMarkets	2024-11-14 21:16:41 +08:00
c9s	e47609e8a1	all: call SetMetricsInfo when the circuit breaker instance exists	2024-11-14 16:31:08 +08:00
c9s	6e4b23f6b4	circuitbreaker: extend circuitbreaker metrics label with symbol field, add on panic callback	2024-11-14 16:26:17 +08:00
c9s	70d26ff775	deposit2transfer: ignore dust deposits	2024-11-14 15:38:30 +08:00
c9s	fc322079ba	xmaker: reset book after emitting reconnect	2024-11-08 08:37:08 +08:00
c9s	c3b058ce38	xmaker: truncate balances before submitting orders	2024-11-04 17:23:36 +08:00
c9s	eae2d63ac1	all: move jitter helpr to a single package	2024-10-28 17:28:56 +08:00
c9s	9f7521b754	xmaker: check connectivity before calling updateQuote	2024-10-24 16:18:52 +08:00
c9s	3ba5cbe262	xmaker: remove book copy	2024-10-22 11:45:49 +08:00
c9s	fb96756460	xmaker: reset position started time when hedge order is submitted	2024-10-17 13:13:45 +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	2024-10-16 17:36:05 +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
c9s	165c8d99b8	xmaker: fix covered position field	2024-10-16 14:39:09 +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
c9s	d940cde945	xmaker: check dust quantity	2024-10-15 13:40:31 +08:00
c9s	76a627a504	xmaker: adjust metrics bucket	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	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	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
c9s	544c172a9c	xmaker: improve fee price updating	2024-10-07 17:12:49 +08:00
c9s	2599a4bcd3	xmaker: add SubscribeFeeTokenMarkets option	2024-10-07 17:09:01 +08:00
c9s	969e813c7f	xmaker: fix profit fixer fee settings	2024-10-07 17:09:01 +08:00
c9s	2cdd9072c2	Merge pull request #1766 from c9s/c9s/refactor/account-value-calc ... REFACTOR: refactor account value calculator with price solver	2024-10-07 17:08:49 +08:00
c9s	a0cdfc2b8e	xmaker: fix aggregatePriceVolumeSliceWithPriceFilter	2024-10-06 12:18:03 +08:00
c9s	7506fb63a8	refactor account value calculator	2024-10-05 14:22:13 +08:00
c9s	6079e7b06a	all: refactor NewAccountValueCalculator	2024-10-05 13:09:31 +08:00