Commit Graph

9117 Commits

Author SHA1 Message Date
c9s
d8fad8250c
fix duplicated field 2024-08-20 14:01:19 +08:00
c9s
c8aea81505
twap: implement twap mock testing 2024-08-20 14:01:04 +08:00
c9s
cec078f4bf
twap: add stream executor test 2024-08-20 14:01:04 +08:00
c9s
648e10fd7c
binance: fix time in force setting for limit maker 2024-08-20 14:01:04 +08:00
c9s
b7d18e687e
twap: implement orderUpdater 2024-08-20 14:01:03 +08:00
c9s
51c1b995c2
twap: add v2 fixed quantity executor 2024-08-20 14:01:03 +08:00
dependabot[bot]
f845918d80
dep: bump actions/checkout from 2 to 4
Bumps [actions/checkout](https://github.com/actions/checkout) from 2 to 4.
- [Release notes](https://github.com/actions/checkout/releases)
- [Changelog](https://github.com/actions/checkout/blob/main/CHANGELOG.md)
- [Commits](https://github.com/actions/checkout/compare/v2...v4)

---
updated-dependencies:
- dependency-name: actions/checkout
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
2024-08-20 05:49:53 +00:00
c9s
47c7714d33
Merge pull request #1698 from c9s/feature/max/update-get-trade-api
FEATURE: update get trades api
2024-08-20 13:49:39 +08:00
c9s
408a41342b
Merge pull request #1692 from c9s/narumi/delete-python
DELETE: delete python
2024-08-20 13:49:17 +08:00
c9s
f7ad141b04
Merge pull request #1693 from anywhy/fix_binance_query_order
fix binance exchange query futures order
2024-08-19 18:01:03 +08:00
kbearXD
90712aff29 FEATURE: update get trades api 2024-08-19 17:05:02 +08:00
c9s
0a83c26fd5
types: add warning to the price type 2024-08-17 14:15:43 +08:00
c9s
1294cd95be
rename twap.Execution to twap.StreamExecutor 2024-08-17 14:09:25 +08:00
c9s
9dd85623b9
types,strategy: refactor price type and add more bbo (best bid offer) 2024-08-17 14:05:29 +08:00
c9s
621a2b86cf
twap: move twap execution to a single package 2024-08-17 13:29:27 +08:00
c9s
daa1def6d9
Merge pull request #1696 from c9s/c9s/fix-convert-nil-issue
FIX: [core] setting.InitializeConverter could return a nil converter object
2024-08-16 21:52:26 +08:00
c9s
e9bf4babe2
core: log number of loaded converters 2024-08-16 20:57:28 +08:00
c9s
52abb9193d
core: fix InitializeConverter return value 2024-08-16 20:53:21 +08:00
c9s
3d7453f18c
core: setting.InitializeConverter could return a nil converter object 2024-08-16 20:52:28 +08:00
c9s
098de2245c
Merge pull request #1695 from c9s/c9s/max/fix-deposit-history-query-api
FIX: [max] fix GetDepositHistoryRequest
2024-08-16 13:53:18 +08:00
c9s
b88aff6d73
max: fix GetDepositHistoryRequest 2024-08-16 13:40:34 +08:00
c9s
7488a1069f
Merge pull request #1694 from c9s/c9s/max/fix-withdrawal-query-api
FIX: [max] fix max withdrawal api parameters
2024-08-16 13:39:47 +08:00
c9s
4154cc9d53
max: fix max withdrawal api parameters 2024-08-16 13:27:14 +08:00
anywhy
714275fedb fix binance exchange query futures order 2024-08-16 13:06:43 +08:00
anywhy
b27fc896f9 add serie_float64 test case 2024-08-15 16:44:45 +08:00
narumi
cf42d9d0b0 delete python 2024-08-13 17:07:56 +08:00
bailantaotao
a91685920e
Merge pull request #1691 from c9s/edwin/bitget/upgrade-public-ws-to-v2
FEATURE: [bitget] upgrade public websocket to v2
2024-08-13 11:29:26 +08:00
edwin
5596589bff pkg/exchange: delete v1 file 2024-08-13 11:14:31 +08:00
edwin
ee04e12210 pkg/exchange: upgrade market trade ws to v2 2024-08-13 11:14:29 +08:00
edwin
b02be2cf70 pkg/exchange: upgrade kline ws to v2 2024-08-13 00:24:51 +08:00
c9s
4925d8bfd9
Merge pull request #1690 from c9s/c9s/xdepthmaker/convert-hedge-order-trades
FEATURE: improve trade/order converter
2024-08-12 16:13:33 +08:00
c9s
9911a4f711
all: fix converter initialization 2024-08-12 15:56:24 +08:00
c9s
1b0d4599e2
all: add trade converter to trade pnl fixer 2024-08-12 15:02:02 +08:00
c9s
473a6bc108
xdepthmaker: set converter manager 2024-08-10 15:50:20 +08:00
c9s
1ad2bc5f34
core: add Initialize() method to the converter interface 2024-08-08 17:37:58 +08:00
c9s
df8d52adda
core: add TestSymbolConverter 2024-08-08 17:33:35 +08:00
c9s
00e860df26
core: add dynamic converter 2024-08-08 17:18:17 +08:00
c9s
f277b191d2
core: add ConverterManager 2024-08-08 17:00:45 +08:00
Any Yang
8773c220f5
fix float64 series use mean or stdev function result is zero 2024-08-07 17:52:39 +08:00
c9s
f228ca7962
core: add OrderConverter 2024-08-07 17:44:42 +08:00
c9s
eb6e5cda39
Merge pull request #1688 from c9s/c9s/xdepthmaker/separate-hedge-symbol
FEATURE: [xdepthmaker] separate hedge symbol
2024-08-07 17:41:01 +08:00
c9s
813684fc77
core: change TradeConverter to interface and integrate trade converter 2024-08-07 17:29:03 +08:00
c9s
25b0b5ded5
max: fix withdraw state convert by calling convertWithdrawStatusV2
v3 api does not return status field
2024-08-07 17:12:55 +08:00
c9s
ffb2c14f1d
core: add TradeConverter to the trade collector 2024-08-07 17:07:31 +08:00
c9s
fad7ef219e
xdepthmaker: separate hedge symbol 2024-08-07 16:01:56 +08:00
c9s
9e28898df0
Merge pull request #1685 from c9s/c9s/xalign/notification
IMPROVE: [xalign] improve notification
2024-08-07 15:05:07 +08:00
c9s
b4cc893cac
types: add SlackAttachment support to types.Withdraw 2024-08-06 18:26:17 +08:00
c9s
a24a118182
xalign: add more withdraw checking logs 2024-08-06 18:08:39 +08:00
c9s
e03ba63e44
max: remove legacy emptyTime 2024-08-05 16:40:10 +08:00
c9s
5d65b817ef
max: add withdraw status convert function for v3 2024-08-05 16:39:44 +08:00