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refactor/tradingutil
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Author SHA1 Message Date
c9s
07eb723da4
binance: support more depth level 2024-01-24 17:51:02 +08:00
c9s
805fea32df
types: avoid using defer unlock in CopyDepth 2024-01-24 17:48:13 +08:00
c9s
6cf5300650
max: preallocate fastjson array object var memory 2024-01-24 16:58:42 +08:00
c9s
e67155d6cc
max: optimize book parsing 2024-01-24 16:58:42 +08:00
c9s
fcd367b8c2
max: pre-allocate price volume slice memory 2024-01-24 16:58:42 +08:00
c9s
cb1133b0e0
Merge pull request #1512 from c9s/c9s/fix-boll-history-kline-push 
FIX: [bollmaker] fix bollinger indicator history kline push
 2024-01-24 16:36:12 +08:00
c9s
dd07bc7159
fix bollinger indicator history kline push 2024-01-24 16:25:28 +08:00
c9s
f18433409d
Merge pull request #1511 from c9s/c9s/update-migrations 
MINOR: compile and update migration package
 2024-01-24 16:08:59 +08:00
c9s
ee1a2727f6
compile and update migration package 2024-01-24 15:56:04 +08:00
c9s
884b8f2b45
Merge pull request #1509 from c9s/kbearXD/dca2/profit-stats-and-recover 
[dca2] fix dca2 bug
 2024-01-24 15:50:09 +08:00
c9s
eb8bc94e31
Merge pull request #1510 from c9s/c9s/feature/extra-migration-packages 
feature: support extra migration packages
 2024-01-24 15:45:28 +08:00
c9s
c7027db0c1
update CLA.md 2024-01-24 15:44:29 +08:00
c9s
930d73c366
add contributor license agreement file 2024-01-24 15:43:10 +08:00
c9s
3d7371a4ae
github: add go test count 3 to ci 2024-01-24 15:33:17 +08:00
c9s
59713fa532
support extra migration packages 2024-01-24 15:33:17 +08:00
c9s
ea70544b38
add environment config example 2024-01-24 15:17:58 +08:00
c9s
e6f911380d
max: set max websocket book default level 2024-01-24 13:52:49 +08:00
bailantaotao
41529264b7
Merge pull request #1508 from c9s/edwin/okx/fix-query-open-order-param 
FIX: [okx] fix query open order time param
 2024-01-23 19:57:15 +08:00
chiahung.lin
d13d882fc4 remove unused log 
remove running field
 2024-01-23 15:53:20 +08:00
Edwin
7841813fe0 pkg/exchange: fix okx query open order time param 2024-01-23 14:26:40 +08:00
c9s
0e5ff14d1c
Merge pull request #1506 from c9s/feature/rockhopper-v2 
FEATURE: upgrade migration tool rockhopper to v2
 2024-01-19 20:06:50 +08:00
c9s
cfa0468867
for create table statement dont use txn 2024-01-19 15:28:56 +08:00
c9s
611b2a9247
improve bbgo db migration process 2024-01-19 15:28:56 +08:00
c9s
3e233627be
add migration package name 2024-01-19 15:28:56 +08:00
c9s
9a1b50dee9
upgrade rockhopper to v2 2024-01-19 15:28:56 +08:00
chiahung.lin
1b33308450 fix bug and new field running to help to test 2024-01-18 15:39:56 +08:00
bailantaotao
1c0333bc21
Merge pull request #1505 from c9s/edwin/okx/fix-bugs 
FIX: [okx] add cash trade mode to place order param
 2024-01-18 14:39:07 +08:00
Edwin
ac649b3bd4 pkg/exchange: add cash trade mode to place order req 2024-01-18 14:13:38 +08:00
bailantaotao
8ceadd80f3
Merge pull request #1504 from c9s/edwin/okx/implement-ping-interval 
FEATURE: [okx] set ping interval
 2024-01-18 09:17:08 +08:00
chiahung.lin
465206afba use cancel api not GracefulCancel in CleanUp 2024-01-17 17:30:37 +08:00
chiahung.lin
44dc5c5a65 remove balance checker 2024-01-17 16:52:04 +08:00
bailantaotao
62c19b4d99
Merge pull request #1502 from c9s/edwin/okx/order-trade-event 
REFACTOR: [okx] refactor order trade event by json.Unmarshal
 2024-01-17 16:20:17 +08:00
Edwin
80d8c000bc pkg/exchange: set ping interval 2024-01-17 15:58:54 +08:00
chiahung.lin
9836dc603c truncate notional when open position 2024-01-17 15:22:03 +08:00
chiahung.lin
a363377c26 [dca2] new struct profit stats and its recover 2024-01-17 15:22:03 +08:00
bailantaotao
7f9062084b
Merge pull request #1503 from c9s/edwin/okx/push-balance-snapshot 
FEATURE: [okx] emit balance snapshot after authenticated
 2024-01-17 14:48:37 +08:00
Edwin
c5d2047605 pkg/exchange: emit balance snapshot after authed 2024-01-17 14:15:44 +08:00
Edwin
91913f021c pkg/exchange: refactor order trade event by json.Unmarshal 2024-01-16 15:36:51 +08:00
bailantaotao
735123b3a2
Merge pull request #1501 from c9s/edwin/okx/query-trade 
FEATURE: [okx] fix queryTrades and queryOrderTrade api
 2024-01-16 09:19:52 +08:00
Edwin
11506fb605 pkg/exchange: fix queryTrades and queryOrderTrade api 2024-01-16 09:10:33 +08:00
bailantaotao
cee61c1cc7
Merge pull request #1500 from c9s/edwin/okx/query-closed-order 
FEATURE: [okx] refactor query closed order
 2024-01-15 11:59:02 +08:00
Edwin
fa145a3622 pkg/exchange: refactor query closed order 2024-01-15 11:41:17 +08:00
bailantaotao
03449d0c9a
Merge pull request #1498 from c9s/edwin/okx/query-open-orders 
FEATURE: [okx] support query open orders
 2024-01-14 16:00:12 +08:00
Edwin
228bfba525 pkg/fixedpoint: support "" on fixedpoint.Value.unmarshalJson 2024-01-14 15:52:57 +08:00
Edwin
b352ae855f pkg/exchange: add query open orders 2024-01-14 15:52:54 +08:00
c9s
c01be14c70
max: remove unused var 2024-01-11 15:20:38 +08:00
c9s
68be0badca
max: improve depth parsing speed 2024-01-11 15:20:19 +08:00
c9s
905148a34f
maxapi: use fastjson parser pool 2024-01-11 15:20:06 +08:00
c9s
2bd93b4d25
Merge pull request #1497 from c9s/edwin/okx/cancel-order 
FEATURE: [okx] generate cancel order by requestgen
 2024-01-11 11:38:31 +08:00
Edwin
373242d306 pkg/exchange: generate cancel order by requestgen 2024-01-11 11:29:04 +08:00