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Author	SHA1	Message	Date
kbearXD	18c362db15	remove verified code	2024-10-16 14:02:29 +08:00
kbearXD	bd83832d2d	WIP: use depth to build orderbook	2024-10-16 14:02:29 +08:00
c9s	0a6dc7f59f	Merge pull request #1771 from c9s/dependabot/github_actions/morphy2k/revive-action-2.6.0 ... dep: bump morphy2k/revive-action from 2.5.10 to 2.6.0	2024-10-16 13:41:51 +08:00
c9s	770f981895	Merge pull request #1780 from c9s/c9s/xmaker/improvements2 ... FEATURE: [xmaker] support delayed hedge	2024-10-16 11:56:25 +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
dependabot[bot]	b04e990e34	dep: bump morphy2k/revive-action from 2.5.10 to 2.6.0 ... Bumps [morphy2k/revive-action](https://github.com/morphy2k/revive-action) from 2.5.10 to 2.6.0. - [Release notes](https://github.com/morphy2k/revive-action/releases) - [Commits](https://github.com/morphy2k/revive-action/compare/v2.5.10...v2.6.0) --- updated-dependencies: - dependency-name: morphy2k/revive-action dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com>	2024-10-14 07:02:15 +00:00
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	f554d5f594	Merge pull request #1770 from c9s/c9s/xmaker/improvements2 ... IMPROVE: [xmaker] add more stability improvements and refactoring	2024-10-09 12:59:30 +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	022dcdf745	scale: improve error message	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	a8f163bfd3	Merge pull request #1769 from c9s/narumi/autobuy-check-balance	2024-10-07 21:51:04 +08:00
narumi	3fe4568dc2	check quote balance before submitting order	2024-10-07 21:37:49 +08:00
c9s	a5d4130625	Merge pull request #1768 from c9s/c9s/xmaker/improvements2 ... IMPROVE: [xmaker] add more improvements	2024-10-07 17:38:49 +08:00
c9s	80b1a3262d	Merge pull request #1767 from c9s/c9s/pricesolver/float64 ... IMPROVE: use float64 in pricesolver internally to make it more precise	2024-10-07 17:15:10 +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	efc3bbeb5b	allow redis persistence config could be created with an existing redis client	2024-10-06 12:12:33 +08:00
c9s	113695eabf	Merge pull request #1749 from r03921081/task/change_circuitbreaker ... Use new circuitbreaker in common strategy	2024-10-06 12:10:22 +08:00
c9s	a94d1b424f	pricesolver: use float64 internally to make it faster and more precise	2024-10-05 14:26:15 +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
c9s	a718e30bb4	refactor tests	2024-10-04 23:46:43 +08:00
c9s	8f0d58aee9	add new test helper to create balance map objects ... Signed-off-by: c9s <yoanlin93@gmail.com>	2024-10-04 23:32:11 +08:00
c9s	14fa561f6e	Fix account value tests with price solver ... Signed-off-by: c9s <yoanlin93@gmail.com>	2024-10-04 19:45:07 +08:00
c9s	c3bf0ed7e7	only query ticker on the symbol that is defined in the market map ... Signed-off-by: c9s <yoanlin93@gmail.com>	2024-10-04 19:16:39 +08:00
c9s	8199428b61	Add ticker test helper ... Signed-off-by: c9s <yoanlin93@gmail.com>	2024-10-04 19:10:05 +08:00
c9s	f7a9f7c37d	document price solver	2024-10-04 18:57:27 +08:00
c9s	83ab00a601	allow redis persistence config could be created with an existing redis client	2024-10-04 18:11:15 +08:00
kbearXD	a548596c16	Merge pull request #1760 from c9s/chiahung/max/query-depth ... FEATURE: [max] add QueryDepth v3 API to query orderbook	2024-10-04 13:11:05 +08:00
bailantaotao	0ba1fc5215	Merge pull request #1762 from c9s/edwin/bybit/adjust-rate-limit ... MINOR: [bybit] use individual rate limit on wallet-balance API	2024-10-02 17:36:21 +08:00
edwin	fc4a9769c9	pkg/exchange: use individual rate limit	2024-10-02 17:23:20 +08:00
bailantaotao	9963f5c14d	Merge pull request #1761 from c9s/edwin/bybit/fix-nil-pointer ... FIX: [bybit] fix redundant code	2024-10-01 21:46:34 +08:00
edwin	771a136acd	pkg/exchange: fix redundant code	2024-10-01 21:22:42 +08:00
kbearXD	2bbaf48057	move to convert.go	2024-10-01 17:16:28 +08:00
c9s	5e7627cc7a	xmaker: fix signal depth metrics	2024-10-01 16:52:58 +08:00
kbearXD	d1c5671a83	FEATURE: [max] add QueryDepth v3 API to query orderbook	2024-10-01 14:53:32 +08:00