c9s
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00b9c3156f
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fix trade insertion for inserted_at field
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2024-06-19 15:59:19 +08:00 |
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c9s
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6afde4808f
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use NamedQueryContext instead of NamedQuery
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2024-06-19 15:51:16 +08:00 |
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c9s
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26d0fedcec
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Merge pull request #1659 from c9s/c9s/delayed-trade-sync
FEATURE: [core] add syncBufferPeriod config and set default to -30 mins
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2024-06-19 15:23:53 +08:00 |
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c9s
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b2722d9e44
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environment: check syncBufferPeriod
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2024-06-19 14:18:21 +08:00 |
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c9s
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6b6bf2f722
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Merge pull request #1657 from c9s/c9s/trades-created-mgr
MINOR: compile and update migration package for trades.inserted_at
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2024-06-18 18:22:27 +08:00 |
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c9s
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46bd4a0ef8
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compile and update migration package
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2024-06-18 18:10:36 +08:00 |
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YC
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c83524a04a
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Merge pull request #1646 from c9s/minor/add-inserted-at-to-trade
MINOR: add inserted_at column to trades
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2024-06-18 18:07:27 +08:00 |
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c9s
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e953a04638
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Merge pull request #1655 from c9s/c9s/xgap-vol-target
FEATURE: [xgap] add dailyTargetVolume option
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2024-06-18 17:10:49 +08:00 |
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c9s
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589a8b6eb2
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xgap: add dailyTargetVolume option
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2024-06-18 16:49:47 +08:00 |
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Yu-Cheng
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0d7236ca8a
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add json tag to insertedAt field
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2024-06-17 17:44:50 +08:00 |
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Yu-Cheng
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49d567c8f2
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trade: add inserted_at column
A trade may be missed initially and fetched after it has occurred.
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2024-06-17 17:42:32 +08:00 |
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kbearXD
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5098c3ac35
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Merge pull request #1645 from c9s/kbearXD/dca2/flexible-recovery
FEATURE: [dca2] make the take-profit order of round from order to orders
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2024-06-13 18:19:44 +08:00 |
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c9s
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468f928142
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Merge pull request #1654 from c9s/c9s/improve-min-notional-adjuster
FIX: [types] improve AdjustQuantityByMinNotional
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2024-06-13 17:32:44 +08:00 |
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c9s
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34dbc5d55c
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types: improve AdjustQuantityByMinNotional
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2024-06-13 17:22:29 +08:00 |
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kbearXD
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60160cd7b4
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new flag DisableOrderGroupIDFilter to only query order group id
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2024-06-13 17:21:27 +08:00 |
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c9s
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cb4df28a1b
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Merge pull request #1653 from c9s/c9s/xgap-make-source-book-optional
FIX: [xgap] make sourceBook optional
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2024-06-13 16:03:22 +08:00 |
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c9s
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a5831bbf13
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xgap: fix price and balance checking
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2024-06-13 15:55:40 +08:00 |
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c9s
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88ce5a4928
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xgap: make sourceBook optional
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2024-06-13 15:40:40 +08:00 |
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c9s
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7a4f9347f1
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Merge pull request #1652 from c9s/c9s/fix-xgap-spread-too-large-issue
FIX: [xgap] fix empty source book pricing issue
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2024-06-11 18:11:44 +08:00 |
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edwin
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b562e46c55
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pkg/exchange: adjust the time since of unit test
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2024-06-11 17:59:45 +08:00 |
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c9s
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4a1b5e0e25
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Merge pull request #1649 from c9s/c9s/basic-circuitbreaker
FEATURE: add BasicCircuitBreaker
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2024-06-11 17:19:10 +08:00 |
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c9s
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9adedc186f
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xgap: fix empty source book pricing issue
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2024-06-11 16:28:48 +08:00 |
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c9s
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e081a362f7
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Merge pull request #1650 from c9s/c9s/fix-okex-book-subscription
FIX: [okex] fix order book subscription channels
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2024-06-03 17:55:26 +08:00 |
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c9s
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e1e39a561f
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Merge pull request #1651 from c9s/edwin/okx/add-conn-info-event
FEATURE: [okx] add conn info event
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2024-06-03 17:55:16 +08:00 |
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edwin
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bafa5a4783
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pkg/exchange: add rate limit comment
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2024-06-03 17:25:07 +08:00 |
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edwin
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57618ced7c
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pkg/exchange: add conn count info event
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2024-06-03 17:01:57 +08:00 |
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c9s
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de7bf31b24
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okex: fix order book subscription channels
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2024-06-03 16:07:47 +08:00 |
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c9s
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907a1c8c53
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Merge pull request #1647 from c9s/c9s/add-initial-attempt-for-order-trades-query
FIX: [retry] add initialAttempts to the order trades query backoff
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2024-06-03 14:01:19 +08:00 |
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c9s
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e1532ffa46
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add BasicCircuitBreaker
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2024-06-02 20:38:41 +08:00 |
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c9s
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6bb910c561
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retry: add initialAttempts to the order trades query backoff
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2024-06-01 14:18:34 +08:00 |
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kbearXD
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1d0b4e5cb8
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FEATURE: [dca2] make the take-profit order of round from order to orders
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2024-05-30 15:53:44 +08:00 |
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なるみ
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7bde48adce
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Merge pull request #1637 from c9s/narumi/atrpin-log-with-fields
CHORE: [atrpin] add symbol and window log fields
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2024-05-25 21:37:51 +08:00 |
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c9s
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01fac1fd01
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binance: optimize pv parsing
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2024-05-24 18:06:40 +08:00 |
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c9s
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acb84e098f
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binance: use pre-allocated pv var
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2024-05-24 18:06:33 +08:00 |
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c9s
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55c6a435e7
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binance: remove orderbook convert error var
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2024-05-24 18:06:21 +08:00 |
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c9s
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90d5d649e4
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Merge pull request #1643 from c9s/fix/fix-binance-margin-order-query
FIX: [binance] implement query trade for binance margin trading
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2024-05-24 17:47:17 +08:00 |
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c9s
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901272f153
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binance: refactor and update QueryOrderTrades implementation
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2024-05-24 17:35:27 +08:00 |
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c9s
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bc71c95608
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binance: implement query trade for binance margin trading
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2024-05-24 17:35:27 +08:00 |
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kbearXD
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c42c52d549
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Merge pull request #1640 from c9s/kbearXD/dca2/flexible-recovery
FEATURE: [dca2] change state recovery logic
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2024-05-24 15:54:23 +08:00 |
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kbearXD
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7134f51d38
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FEATURE: [dca2] change state recovery logic
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2024-05-24 15:12:27 +08:00 |
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c9s
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8a852afedb
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Merge pull request #1642 from c9s/refactor/average-depth-price-method
Refactor: add average depth price method
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2024-05-23 18:22:06 +08:00 |
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c9s
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75b86e435a
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max: assign client order id only when it's not empty
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2024-05-23 17:16:27 +08:00 |
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c9s
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99edfb61bf
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integrate aggregatePrice method
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2024-05-23 16:30:43 +08:00 |
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c9s
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1c567d7146
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pull out AverageDepthPrice from xdepthmaker
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2024-05-23 15:22:45 +08:00 |
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kbearXD
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d4848f493d
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Merge pull request #1641 from c9s/kbearXD/dca2/univeral-cancel-orders-flag
FEATURE: [dca2] new flag UniversalCancelAllOrdersWhenClose to decide …
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2024-05-23 14:39:16 +08:00 |
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kbearXD
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be674278b2
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FEATURE: [dca2] new flag UniversalCancelAllOrdersWhenClose to decide if cancel all orders when closing
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2024-05-22 18:20:18 +08:00 |
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kbearXD
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5f1ece2a4b
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Merge pull request #1638 from c9s/kbearXD/dca2/store-open-position-pqs
FEATURE: [dca2] store price quantity pairs of the open-position order…
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2024-05-22 11:34:39 +08:00 |
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kbearXD
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275286b9b9
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remove test case
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2024-05-21 17:00:02 +08:00 |
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kbearXD
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0faef68fbf
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use types.PriceVolume
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2024-05-21 16:06:02 +08:00 |
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c9s
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5397a3366c
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Merge pull request #1639 from c9s/narumi/move-common-maker-tools
REFACTOR: move maker tools
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2024-05-21 14:50:43 +08:00 |
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