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narumi/price-risk-control
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Author SHA1 Message Date
c9s
3abb0d64be
Merge pull request #1264 from c9s/dependabot/go_modules/github.com/prometheus/client_golang-1.11.1 
build(deps): bump github.com/prometheus/client_golang from 1.11.0 to 1.11.1
 2023-08-01 20:42:02 +08:00
dependabot[bot]
5a0c6a3067
build(deps): bump github.com/prometheus/client_golang 
Bumps [github.com/prometheus/client_golang](https://github.com/prometheus/client_golang) from 1.11.0 to 1.11.1.
- [Release notes](https://github.com/prometheus/client_golang/releases)
- [Changelog](https://github.com/prometheus/client_golang/blob/main/CHANGELOG.md)
- [Commits](https://github.com/prometheus/client_golang/compare/v1.11.0...v1.11.1)

---
updated-dependencies:
- dependency-name: github.com/prometheus/client_golang
  dependency-type: direct:production
...

Signed-off-by: dependabot[bot] <support@github.com>
 2023-08-01 12:33:38 +00:00
dependabot[bot]
027d764850
build(deps): bump golang.org/x/image 
Bumps [golang.org/x/image](https://github.com/golang/image) from 0.0.0-20200927104501-e162460cd6b5 to 0.5.0.
- [Commits](https://github.com/golang/image/commits/v0.5.0)

---
updated-dependencies:
- dependency-name: golang.org/x/image
  dependency-type: indirect
...

Signed-off-by: dependabot[bot] <support@github.com>
 2023-08-01 12:33:28 +00:00
c9s
66894d4724
Merge pull request #1263 from c9s/dependabot/go_modules/github.com/gin-gonic/gin-1.9.1 
build(deps): bump github.com/gin-gonic/gin from 1.7.0 to 1.9.1
 2023-08-01 20:32:03 +08:00
c9s
f07111949f
Merge pull request #1262 from c9s/dependabot/npm_and_yarn/contracts/underscore-and-nomiclabs/hardhat-waffle-and-ethereum-waffle--removed 
build(deps): bump underscore, @nomiclabs/hardhat-waffle and ethereum-waffle in /contracts
 2023-08-01 20:31:07 +08:00
c9s
64114e48d7
CODEOWNERS: add python/ to @narumiruma 2023-08-01 20:22:40 +08:00
dependabot[bot]
f2f2b10739
build(deps): bump github.com/gin-gonic/gin from 1.7.0 to 1.9.1 
Bumps [github.com/gin-gonic/gin](https://github.com/gin-gonic/gin) from 1.7.0 to 1.9.1.
- [Release notes](https://github.com/gin-gonic/gin/releases)
- [Changelog](https://github.com/gin-gonic/gin/blob/master/CHANGELOG.md)
- [Commits](https://github.com/gin-gonic/gin/compare/v1.7.0...v1.9.1)

---
updated-dependencies:
- dependency-name: github.com/gin-gonic/gin
  dependency-type: direct:production
...

Signed-off-by: dependabot[bot] <support@github.com>
 2023-08-01 12:22:16 +00:00
dependabot[bot]
5d203ac5ba
build(deps): bump underscore, @nomiclabs/hardhat-waffle and ethereum-waffle 
Removes [underscore](https://github.com/jashkenas/underscore). It's no longer used after updating ancestor dependencies [underscore](https://github.com/jashkenas/underscore), [@nomiclabs/hardhat-waffle](https://github.com/NomicFoundation/hardhat-waffle) and [ethereum-waffle](https://github.com/EthWorks/Waffle). These dependencies need to be updated together.


Removes `underscore`

Updates `@nomiclabs/hardhat-waffle` from 2.0.1 to 2.0.6
- [Release notes](https://github.com/NomicFoundation/hardhat-waffle/releases)
- [Changelog](https://github.com/NomicFoundation/hardhat-waffle/blob/main/CHANGELOG.md)
- [Commits](https://github.com/NomicFoundation/hardhat-waffle/commits)

Updates `ethereum-waffle` from 3.4.0 to 4.0.10
- [Release notes](https://github.com/EthWorks/Waffle/releases)
- [Commits](https://github.com/EthWorks/Waffle/compare/ethereum-waffle@3.4.0...ethereum-waffle@4.0.10)

---
updated-dependencies:
- dependency-name: underscore
  dependency-type: indirect
- dependency-name: "@nomiclabs/hardhat-waffle"
  dependency-type: direct:development
- dependency-name: ethereum-waffle
  dependency-type: direct:development
...

Signed-off-by: dependabot[bot] <support@github.com>
 2023-08-01 12:22:00 +00:00
dependabot[bot]
98145d4dd1
build(deps): bump grpcio from 1.44.0 to 1.53.0 in /python 
Bumps [grpcio](https://github.com/grpc/grpc) from 1.44.0 to 1.53.0.
- [Release notes](https://github.com/grpc/grpc/releases)
- [Changelog](https://github.com/grpc/grpc/blob/master/doc/grpc_release_schedule.md)
- [Commits](https://github.com/grpc/grpc/compare/v1.44.0...v1.53.0)

---
updated-dependencies:
- dependency-name: grpcio
  dependency-type: direct:production
...

Signed-off-by: dependabot[bot] <support@github.com>
 2023-08-01 12:20:44 +00:00
c9s
5bb2a50f21
fix lint issues 2023-08-01 20:17:20 +08:00
c9s
f095a1ab71
core: fix trade collector dead lock 2023-08-01 20:11:33 +08:00
bailantaotao
ae61e10c6a
Merge pull request #1255 from bailantaotao/edwin/query-trades 
FEATURE: [bybit] add query trade api
 2023-08-01 18:02:29 +08:00
Edwin
4363f0ae7b pkg/exchange: add query trade api 2023-08-01 16:31:49 +08:00
c9s
cfd5884350
Merge remote-tracking branch 'origin/v1.50' 2023-08-01 13:23:04 +08:00
c9s
82a43dcfb2
Merge pull request #1257 from c9s/c9s/max-grid2-fee-discounted 
FEATURE: [grid2] fee discounted filtering
 2023-07-31 21:51:41 +08:00
c9s
54e0e1024c
Merge pull request #1254 from c9s/v1.50 
merge back v1.50 into main
 2023-07-31 20:24:00 +08:00
c9s
4560b47556
grid2: only for positive non-zero fee 2023-07-31 18:12:28 +08:00
c9s
43b8e7870d
grid2: ignore discounted trades 2023-07-31 18:06:20 +08:00
c9s
f2109afa0e
add last 30 days to loose date support 2023-07-31 17:54:49 +08:00
Alan.sung
b0ccc7e51b use &PublicDataService{} to create it as a pointer object and rename ser to srv 2023-07-31 11:00:38 +09:00
bailantaotao
54008dabd9
Merge pull request #1256 from bailantaotao/edwni/fix-missing-start-end-time 
FIX: fix batch query trade missing time range
 2023-07-29 00:15:57 +08:00
Edwin
86c643b513 pkx/exchange: fix batch query trade missing time range 2023-07-28 22:54:48 +08:00
c9s
570ccabe46
Merge pull request #1247 from c9s/c9s/max-fee-discounted-restful-api 
FEATURE: [max] add fee_discounted to Trade struct for RESTful api
 2023-07-28 14:55:46 +08:00
c9s
4eefe72cb6
service: fix db reflection 2023-07-28 14:41:36 +08:00
bailantaotao
7eb6e402ca
Merge pull request #1252 from bailantaotao/edwin/query-closed-order 
FEATURE: [bybit] query closed order
 2023-07-28 14:40:38 +08:00
c9s
e31f35f924
Merge pull request #1253 from bailantaotao/edwin/return-err-on-max-query-closed-order 
FIX: [max] return err on max queryClosedOrdersByLastOrderID
 2023-07-28 12:46:13 +08:00
Edwin
d2ad504579 pkg/exchange: add QueryClosedOrders 2023-07-28 10:15:08 +08:00
c9s
23dddab8fb
update readme 2023-07-28 09:45:01 +08:00
Edwin
f25ab567eb pkg/exhcange: return err on max queryClosedOrdersByLastOrderID 2023-07-27 18:35:58 +08:00
Edwin
1760a5b8d6 pkg/exchange: try to parse order id to integer 2023-07-27 18:09:43 +08:00
Edwin
d8b8e7f2ac pkg/exchange: rename OpenOrders to Orders 2023-07-27 17:35:33 +08:00
c9s
b02ac837ea
max: handle SelfTradeBidFeeDiscounted 2023-07-27 16:28:54 +08:00
bailantaotao
270283d027
Merge pull request #1250 from bailantaotao/edwin/cancel-order 
FEATURE: [bybit] support cancel order
 2023-07-27 11:19:09 +08:00
Edwin
574d7c0c74 pkg/exchange: rm redundant prefix 2023-07-27 10:31:24 +08:00
Edwin
5105046053 pkg/exchange: support cancel order 2023-07-26 22:24:20 +08:00
bailantaotao
fab1107515
Merge pull request #1249 from bailantaotao/edwin/place-order 
FEATURE: [bybit] support place order
 2023-07-26 21:59:44 +08:00
Edwin
151e8d2acf pkg/exchange: support place order for bybit 2023-07-26 21:44:49 +08:00
bailantaotao
3fd66199d7
Merge pull request #1248 from bailantaotao/edwin/add-query-open-orders 
pkg/exchange: add QueryOpenOrders API for bybit
 2023-07-26 15:12:37 +08:00
c9s
cddb7874ce
maxapi: set user agent 2023-07-26 14:35:33 +08:00
Edwin
6d4deb54cc pkg/exchange: add QueryOpenOrders API for bybit 2023-07-26 14:18:02 +08:00
bailantaotao
ff78637c8f
Merge pull request #1244 from bailantaotao/edwin/add-ticker 
FEATURE: support QueryTickers API on bybit
 2023-07-25 20:35:56 +08:00
c9s
1d24af13a8
core: document order store options 2023-07-25 17:50:48 +08:00
Edwin
b71030c5db pkg: return err if rate limit err 2023-07-25 15:09:57 +08:00
Edwin
ef8d1c7046 pkg/exchange: support QueryTickers API on bybit 2023-07-25 15:02:38 +08:00
c9s
fcca3f6432
types: add fee discounted field to the global trade struct 2023-07-25 14:57:10 +08:00
c9s
4de82ccdff
max: use types.MillisecondTimestamp for UpdateTime field 2023-07-25 13:37:31 +08:00
c9s
f5feb72355
max: add fee_discounted to Trade struct for RESTful api 2023-07-25 13:35:08 +08:00
c9s
6591ffad60
Merge pull request #1246 from c9s/c9s/add-httptesting 
TEST: add httptesting pkg
 2023-07-25 11:45:56 +08:00
c9s
e41ad75776
add httptesting pkg 2023-07-25 11:32:53 +08:00
c9s
8a3c89ba91
autoborrow: fix marginAsset.Low calculation 2023-07-25 00:27:43 +08:00