c9s
|
634ded1759
|
xalign: add more info to the notification
|
2024-11-04 16:08:52 +08:00 |
|
c9s
|
8e5bb1b6e4
|
xalign: improve logs
|
2024-11-04 16:06:17 +08:00 |
|
c9s
|
939a370c3b
|
liqmaker: fix orderPlacementStatusMetrics
|
2024-10-30 16:24:32 +08:00 |
|
c9s
|
31aea5753e
|
liqmaker: add market metrics updater
|
2024-10-30 16:24:32 +08:00 |
|
c9s
|
92a934b6f2
|
liqmaker: add more metrics
|
2024-10-30 16:24:31 +08:00 |
|
anywhy
|
5b3f8b52e0
|
update binance positionRisk api to v3
|
2024-10-29 18:48:15 +08:00 |
|
c9s
|
58133d94ba
|
Merge pull request #1743 from lanphan/printconfig
Go / build (1.21, 6.2) (push) Has been cancelled
golang-lint / lint (push) Has been cancelled
add new tag ignore to prevent printing specific field
|
2024-10-28 21:13:13 +08:00 |
|
c9s
|
c3fec1cccd
|
liqmaker: fix stopEMA subscription
|
2024-10-28 18:08:34 +08:00 |
|
c9s
|
4d4afee6aa
|
liqmaker: log liquidity amount
|
2024-10-28 17:32:35 +08:00 |
|
c9s
|
2b00c7ac01
|
liqmaker: fix log messages
|
2024-10-28 17:31:21 +08:00 |
|
c9s
|
eae2d63ac1
|
all: move jitter helpr to a single package
|
2024-10-28 17:28:56 +08:00 |
|
c9s
|
48bb7a280b
|
liqmaker: fix nil map issue
|
2024-10-28 17:03:45 +08:00 |
|
c9s
|
74cc36121b
|
liqmaker: sum exposure in quote quantity (usd)
|
2024-10-28 15:08:09 +08:00 |
|
c9s
|
17d57502f1
|
add dbg package for debugging functions
|
2024-10-28 15:03:10 +08:00 |
|
c9s
|
dbd53429cd
|
liqmaker: add more logs to the liq order generator
|
2024-10-28 14:57:25 +08:00 |
|
c9s
|
2b0e4e0512
|
liqmaker: fix actual orders printing
|
2024-10-28 14:52:13 +08:00 |
|
c9s
|
6004114696
|
add test helper for price side quantity assertion
|
2024-10-28 14:22:34 +08:00 |
|
c9s
|
f4df9a09e2
|
liqmaker: add logger to order generator
Go / build (1.21, 6.2) (push) Has been cancelled
golang-lint / lint (push) Has been cancelled
|
2024-10-26 20:53:28 +08:00 |
|
c9s
|
86989b8253
|
liqmaker: add StopEMA
|
2024-10-25 12:28:43 +08:00 |
|
c9s
|
ced8b5f742
|
liqmaker: add AdjustmentOrderPriceType
|
2024-10-25 12:20:59 +08:00 |
|
c9s
|
0036a57904
|
liqmaker: drop unused interface
|
2024-10-25 12:15:36 +08:00 |
|
c9s
|
8df886903c
|
liqmaker: add liqmaker to alias
|
2024-10-25 12:15:18 +08:00 |
|
c9s
|
2508dc18f0
|
liqmaker: use tradingutil.UniversalCancelAllOrders
|
2024-10-25 12:14:37 +08:00 |
|
c9s
|
c3127f45ce
|
liqmaker: add stop functions
|
2024-10-25 12:03:13 +08:00 |
|
c9s
|
441476c678
|
Merge pull request #1789 from c9s/kbear/xalign/fix-log
Go / build (1.21, 6.2) (push) Waiting to run
golang-lint / lint (push) Waiting to run
FIX: add slackAttachment method on Deposit
|
2024-10-24 16:35:28 +08:00 |
|
c9s
|
9f7521b754
|
xmaker: check connectivity before calling updateQuote
|
2024-10-24 16:18:52 +08:00 |
|
kbearXD
|
8f54fdd341
|
FIX: add slackAttachment method on Deposit
|
2024-10-23 16:05:09 +08:00 |
|
c9s
|
738cb24ecb
|
bbgo: mark order exeuctor as deprecated
Go / build (1.21, 6.2) (push) Waiting to run
golang-lint / lint (push) Waiting to run
|
2024-10-23 15:37:57 +08:00 |
|
c9s
|
c796606c61
|
Merge pull request #1788 from c9s/c9s/remove-session-order-store
Go / build (1.21, 6.2) (push) Waiting to run
golang-lint / lint (push) Waiting to run
FIX: [core] remove session order store
|
2024-10-22 12:35:09 +08:00 |
|
c9s
|
b23c7a76eb
|
Merge pull request #1763 from lanphan/obsoleted
CHORE: solved all deprecated, comment all unused variables and functions
|
2024-10-22 12:33:10 +08:00 |
|
c9s
|
4e13f0dadc
|
bbgo: remove order store from session struct since it's not used
|
2024-10-22 12:19:42 +08:00 |
|
c9s
|
15b179a47d
|
core: add comment to the remove condition
|
2024-10-22 11:59:02 +08:00 |
|
c9s
|
86360a7595
|
bbgo: fix order update compare method
|
2024-10-22 11:56:38 +08:00 |
|
c9s
|
a118eab15e
|
bbgo: increase DefaultCancelOrderWaitTime to 50ms
|
2024-10-22 11:49:44 +08:00 |
|
c9s
|
3ba5cbe262
|
xmaker: remove book copy
|
2024-10-22 11:45:49 +08:00 |
|
kbearXD
|
5878fd8aed
|
Merge pull request #1784 from c9s/chiahung/grid2/not-use-minQuantity
Go / build (1.21, 6.2) (push) Waiting to run
golang-lint / lint (push) Waiting to run
FEATURE: no use MAX(quantity, minQuantity) to avoid sufficient quantity
|
2024-10-21 16:42:22 +08:00 |
|
kbearXD
|
704924a905
|
FEATURE: no use MAX(quantity, minQuantity) to avoid sufficient quantity
|
2024-10-21 16:29:27 +08:00 |
|
kbearXD
|
ce5234b429
|
FEATURE: [xalign] detect active depoit. if found, skip align
|
2024-10-21 15:58:23 +08:00 |
|
edwin
|
b1f86adab5
|
pkg/exchange: support broker id
|
2024-10-21 15:09:24 +08:00 |
|
c9s
|
fb96756460
|
xmaker: reset position started time when hedge order is submitted
|
2024-10-17 13:13:45 +08:00 |
|
c9s
|
7f0b8f38d5
|
orderStore: remove only filled orders and canceled orders
|
2024-10-17 13:09:29 +08:00 |
|
c9s
|
5fbb06639d
|
xmaker: prune expired orders
|
2024-10-17 13:02:44 +08:00 |
|
c9s
|
bfe8ce9f2c
|
grid2,xmaker: prune expired trades
|
2024-10-17 12:53:51 +08:00 |
|
c9s
|
f9a75036a7
|
xmaker: fix disableHedge check
Go / build (1.21, 6.2) (push) Waiting to run
golang-lint / lint (push) Waiting to run
|
2024-10-16 17:36:05 +08:00 |
|
c9s
|
6d857cdd48
|
indicator: improve boll indicator slice truncation
|
2024-10-16 16:07:58 +08:00 |
|
c9s
|
8ce587f5f5
|
indicator: implement Truncate method on the indicators
|
2024-10-16 16:04:15 +08:00 |
|
c9s
|
4f1b216fbf
|
xmaker: fix trade window test
|
2024-10-16 15:55:55 +08:00 |
|
c9s
|
c066a187d9
|
xmaker: fix TradeVolumeWindowSignal algo
|
2024-10-16 15:45:11 +08:00 |
|
c9s
|
e55676abab
|
xmaker: add delayHedgeCounterMetrics counter
|
2024-10-16 15:41:09 +08:00 |
|
bailantaotao
|
8fcd76cb59
|
Merge pull request #1779 from c9s/edwin/bybit/uta
FEATURE: [bybit] upgrade classic account to UTA
|
2024-10-16 14:49:54 +08:00 |
|
c9s
|
a6f5d5fff1
|
Merge pull request #1781 from c9s/c9s/xmaker/improvements2
FIX: [xmaker] fix covered position field
|
2024-10-16 14:39:48 +08:00 |
|
c9s
|
165c8d99b8
|
xmaker: fix covered position field
|
2024-10-16 14:39:09 +08:00 |
|
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
|
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 |
|
edwin
|
74feb928c9
|
pkg/exchange: use execution.fast topoc
|
2024-10-15 15:31:19 +08:00 |
|
c9s
|
d940cde945
|
xmaker: check dust quantity
|
2024-10-15 13:40:31 +08:00 |
|
edwin
|
b41cd348bc
|
pkg/exchange: update query open orders to latest
|
2024-10-15 12:00:39 +08:00 |
|
edwin
|
5a4c38caa2
|
pkg/exchange: update query wallet balance to latest
|
2024-10-15 11:26:02 +08:00 |
|
edwin
|
0712a8399a
|
pkg/exchange: update query closed order to latest
|
2024-10-15 00:55:27 +08:00 |
|
edwin
|
f22e4a1810
|
pkg/exchange: move rate limiter to api
|
2024-10-14 22:42:48 +08:00 |
|
edwin
|
6f7e02daef
|
pkg/exchange: add marketunit for submit order
|
2024-10-14 22:39:17 +08:00 |
|
edwin
|
d48fa7c202
|
pkg/exchange: use fee currency of trade
|
2024-10-14 16:55:36 +08:00 |
|
c9s
|
76a627a504
|
xmaker: adjust metrics bucket
Go / build (1.21, 6.2) (push) Has been cancelled
golang-lint / lint (push) Has been cancelled
|
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
|
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 |
|
Lan Phan
|
8b17d78a48
|
solved all deprecated, comment all unused variables and functions
|
2024-10-08 00:08:15 +07:00 |
|
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
Go / build (1.21, 6.2) (push) Has been cancelled
golang-lint / lint (push) Has been cancelled
|
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
|
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
Go / build (1.21, 6.2) (push) Has been cancelled
golang-lint / lint (push) Has been cancelled
FEATURE: [max] add QueryDepth v3 API to query orderbook
|
2024-10-04 13:11:05 +08:00 |
|
Lan Phan
|
dad7b53d9c
|
add new tag ignore to prevent printing specific field
|
2024-10-02 23:00:48 +07:00 |
|
edwin
|
fc4a9769c9
|
pkg/exchange: use individual rate limit
|
2024-10-02 17:23:20 +08:00 |
|
edwin
|
771a136acd
|
pkg/exchange: fix redundant code
|
2024-10-01 21:22:42 +08:00 |
|