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Author	SHA1	Message	Date
edwin	bdfcbdcf56	pkg/exchange: move common execution field to bybitapi.trade	2024-09-30 16:28:07 +08:00
edwin	aac833d135	pkg/exchange: add execution list request to bybit	2024-09-30 16:27:33 +08:00
c9s	39fad2e0b5	xmaker: add depth ratio signal	2024-09-30 16:21:22 +08:00
c9s	f776914e8c	do not return when failed cleaning up orders	2024-09-27 21:23:11 +08:00
c9s	12455604a6	Merge pull request #1755 from c9s/c9s/xdepthmaker/refactor ... IMPROVE: [xdepthmaker] improve price solver integration and hedge method	2024-09-27 20:24:08 +08:00
c9s	4661ec629d	xdepthmaker: add priceImpactRatio detection	2024-09-27 20:14:34 +08:00
c9s	be353c533b	xmaker: bind price solver with market data stream	2024-09-27 18:43:09 +08:00
c9s	e8c063c09b	xdepthmaker: support countery party 5 hedge and force full replenish	2024-09-27 18:43:09 +08:00
c9s	5dcd375279	add more update methods for price solver	2024-09-27 18:43:09 +08:00
c9s	9194a9152c	extend ticker method	2024-09-27 18:43:09 +08:00
c9s	d5a6930545	add disconnectedC method	2024-09-27 18:43:09 +08:00
c9s	98011e1e97	extend price volume slice methods	2024-09-27 18:43:09 +08:00
c9s	79b636fa02	move bbo monitor to bbgo package	2024-09-27 18:43:09 +08:00
c9s	c8823e977f	Merge pull request #1754 from c9s/c9s/xdepthmaker/refactor	2024-09-27 15:03:57 +08:00
c9s	091eb5d9c5	xdepthmaker: return when we can't clean up the open orders	2024-09-27 14:27:20 +08:00
c9s	fb35a2b79f	types: add AnyDisconnected() method on ConnectivityGroup	2024-09-27 13:31:37 +08:00
c9s	c07661af57	all: refactor depthmaker with connectivity	2024-09-27 13:24:03 +08:00
c9s	ccb617f30f	types: add connectivity test	2024-09-27 12:56:44 +08:00
c9s	431d6964d5	xdepthmaker: split quote worker and hedge worker	2024-09-26 17:57:12 +08:00
c9s	0c842e0eb5	Merge pull request #1753 from c9s/c9s/xdepthmaker/improvements ... IMPROVE: [xdepthmaker] use order query to update the canceled order, fix depth price, fix symbol column lengths, fix covered position	2024-09-26 15:06:12 +08:00
c9s	6e19777277	Merge pull request #1751 from lanphan/fixemitnew ... fix OnNew event must be called before OnFilled	2024-09-26 12:26:34 +08:00
c9s	f2ecf8a310	Merge pull request #1746 from zenixls2/doc/dynamic	2024-09-25 22:24:03 +08:00
c9s	1b5da22c90	xdepthmaker: fix coveredPosition reduction	2024-09-25 18:16:04 +08:00
c9s	f4e905833c	xdepthmaker: improve HedgeMaxOrderQuantity check	2024-09-25 18:16:03 +08:00
c9s	42cd3cba1e	xdepthmaker: clean up todo	2024-09-25 18:16:03 +08:00
c9s	67fd15c88f	xdepthmaker: log covered position	2024-09-25 18:16:03 +08:00
c9s	d83297b605	migrations: add table column symbol length fix	2024-09-25 18:16:03 +08:00
c9s	3ce9d20a2b	migrations: fix symbol lengths	2024-09-25 18:16:02 +08:00
c9s	e11db4a2d1	xdepthmaker: avoid using the same depth price for the new maker order	2024-09-25 18:16:02 +08:00
c9s	6a5ab424c9	xdepthmaker: add hedgeMaxOrderQuantity protection	2024-09-25 15:52:23 +08:00
c9s	b3d58a9e05	bbgo: add types.ExchangeOrderQueryService support for checking canceled orders	2024-09-25 14:13:23 +08:00
c9s	768428a7eb	bbgo: pass the actual context object instead of background context	2024-09-25 13:36:49 +08:00
c9s	329b8a40d9	xdepthmaker: adjust covered position when order is canceled	2024-09-25 13:36:31 +08:00
c9s	03221a0a71	Merge pull request #1752 from c9s/c9s/bitget/improvements ... IMPROVE: [biget] several improvements	2024-09-24 17:26:13 +08:00
c9s	60d5126b61	xdepthmaker: add HedgeStrategyBboQueue1 hedge method	2024-09-24 17:10:50 +08:00
c9s	59191cf6bf	xdepthmaker: support bbgo counter party 1 hedge method	2024-09-24 16:33:53 +08:00
c9s	566234d3ab	xdepthmaker: rename last price var to just price	2024-09-24 16:14:03 +08:00
c9s	e7c76ddd26	xdepthmaker: refactor hedge methods	2024-09-24 16:12:17 +08:00
c9s	61ea41d999	xdepthmaker: simplify hedge	2024-09-23 22:16:53 +08:00
c9s	b02580f9f6	xdepthmaker: remove shared mutex lock usage	2024-09-23 18:28:46 +08:00
c9s	345c92c295	all: improve UniversalCancelAllOrders and add mutex to covered position	2024-09-23 18:26:23 +08:00
c9s	a8444e9796	bybit,biget: improve bitget, bybit query log messages	2024-09-23 17:51:33 +08:00
Lan Phan	2a767aba71	fix OnNew event must be called before OnFilled	2024-09-20 20:01:24 +07:00
Andy Liao	7137343ba0	Use new circuitbreaker in common strategy	2024-09-18 22:35:35 +08:00
c9s	37106c35b7	Merge pull request #1748 from c9s/c9s/add-pos-index ... IMPROVE: [db] add index on positions table	2024-09-18 17:06:34 +08:00
c9s	8265ada5a0	compile and update migration package	2024-09-18 13:30:56 +08:00
c9s	744ca57c71	migrations: add index on positions table	2024-09-18 13:30:20 +08:00
zenix	271eafa1b6	doc: add the explanation on how to read/write strategy fields	2024-09-16 02:58:18 +09:00
c9s	17d3097e06	add v1.60.3 release note	2024-09-16 00:31:00 +08:00
c9s	a0c41f89f2	bump version to v1.60.3	2024-09-16 00:31:00 +08:00