Commit Graph

9103 Commits

Author SHA1 Message Date
c9s
6b6bf2f722
Merge pull request #1657 from c9s/c9s/trades-created-mgr
MINOR: compile and update migration package for trades.inserted_at
2024-06-18 18:22:27 +08:00
c9s
46bd4a0ef8
compile and update migration package 2024-06-18 18:10:36 +08:00
YC
c83524a04a
Merge pull request #1646 from c9s/minor/add-inserted-at-to-trade
MINOR: add inserted_at column to trades
2024-06-18 18:07:27 +08:00
narumi
4dc28ec16a replace threshold with minBaseBalance 2024-06-18 17:45:31 +08:00
c9s
e953a04638
Merge pull request #1655 from c9s/c9s/xgap-vol-target
FEATURE: [xgap] add dailyTargetVolume option
2024-06-18 17:10:49 +08:00
c9s
589a8b6eb2
xgap: add dailyTargetVolume option 2024-06-18 16:49:47 +08:00
Yu-Cheng
0d7236ca8a add json tag to insertedAt field 2024-06-17 17:44:50 +08:00
Yu-Cheng
49d567c8f2 trade: add inserted_at column
A trade may be missed initially and fetched after it has occurred.
2024-06-17 17:42:32 +08:00
kbearXD
5098c3ac35
Merge pull request #1645 from c9s/kbearXD/dca2/flexible-recovery
FEATURE: [dca2] make the take-profit order of round from order to orders
2024-06-13 18:19:44 +08:00
c9s
468f928142
Merge pull request #1654 from c9s/c9s/improve-min-notional-adjuster
FIX: [types] improve AdjustQuantityByMinNotional
2024-06-13 17:32:44 +08:00
c9s
34dbc5d55c
types: improve AdjustQuantityByMinNotional 2024-06-13 17:22:29 +08:00
kbearXD
60160cd7b4 new flag DisableOrderGroupIDFilter to only query order group id 2024-06-13 17:21:27 +08:00
c9s
cb4df28a1b
Merge pull request #1653 from c9s/c9s/xgap-make-source-book-optional
FIX: [xgap] make sourceBook optional
2024-06-13 16:03:22 +08:00
c9s
a5831bbf13
xgap: fix price and balance checking 2024-06-13 15:55:40 +08:00
c9s
88ce5a4928
xgap: make sourceBook optional 2024-06-13 15:40:40 +08:00
c9s
7a4f9347f1
Merge pull request #1652 from c9s/c9s/fix-xgap-spread-too-large-issue
FIX: [xgap] fix empty source book pricing issue
2024-06-11 18:11:44 +08:00
edwin
b562e46c55 pkg/exchange: adjust the time since of unit test 2024-06-11 17:59:45 +08:00
c9s
4a1b5e0e25
Merge pull request #1649 from c9s/c9s/basic-circuitbreaker
FEATURE: add BasicCircuitBreaker
2024-06-11 17:19:10 +08:00
c9s
9adedc186f
xgap: fix empty source book pricing issue 2024-06-11 16:28:48 +08:00
c9s
e081a362f7
Merge pull request #1650 from c9s/c9s/fix-okex-book-subscription
FIX: [okex] fix order book subscription channels
2024-06-03 17:55:26 +08:00
c9s
e1e39a561f
Merge pull request #1651 from c9s/edwin/okx/add-conn-info-event
FEATURE: [okx] add conn info event
2024-06-03 17:55:16 +08:00
edwin
bafa5a4783 pkg/exchange: add rate limit comment 2024-06-03 17:25:07 +08:00
edwin
57618ced7c pkg/exchange: add conn count info event 2024-06-03 17:01:57 +08:00
c9s
de7bf31b24
okex: fix order book subscription channels 2024-06-03 16:07:47 +08:00
c9s
907a1c8c53
Merge pull request #1647 from c9s/c9s/add-initial-attempt-for-order-trades-query
FIX: [retry] add initialAttempts to the order trades query backoff
2024-06-03 14:01:19 +08:00
c9s
e1532ffa46
add BasicCircuitBreaker 2024-06-02 20:38:41 +08:00
c9s
6bb910c561
retry: add initialAttempts to the order trades query backoff 2024-06-01 14:18:34 +08:00
kbearXD
1d0b4e5cb8 FEATURE: [dca2] make the take-profit order of round from order to orders 2024-05-30 15:53:44 +08:00
なるみ
7bde48adce
Merge pull request #1637 from c9s/narumi/atrpin-log-with-fields
CHORE: [atrpin] add symbol and window log fields
2024-05-25 21:37:51 +08:00
c9s
01fac1fd01
binance: optimize pv parsing 2024-05-24 18:06:40 +08:00
c9s
acb84e098f
binance: use pre-allocated pv var 2024-05-24 18:06:33 +08:00
c9s
55c6a435e7
binance: remove orderbook convert error var 2024-05-24 18:06:21 +08:00
c9s
90d5d649e4
Merge pull request #1643 from c9s/fix/fix-binance-margin-order-query
FIX: [binance] implement query trade for binance margin trading
2024-05-24 17:47:17 +08:00
c9s
901272f153
binance: refactor and update QueryOrderTrades implementation 2024-05-24 17:35:27 +08:00
c9s
bc71c95608
binance: implement query trade for binance margin trading 2024-05-24 17:35:27 +08:00
kbearXD
c42c52d549
Merge pull request #1640 from c9s/kbearXD/dca2/flexible-recovery
FEATURE: [dca2] change state recovery logic
2024-05-24 15:54:23 +08:00
kbearXD
7134f51d38 FEATURE: [dca2] change state recovery logic 2024-05-24 15:12:27 +08:00
c9s
8a852afedb
Merge pull request #1642 from c9s/refactor/average-depth-price-method
Refactor: add average depth price method
2024-05-23 18:22:06 +08:00
c9s
75b86e435a
max: assign client order id only when it's not empty 2024-05-23 17:16:27 +08:00
c9s
99edfb61bf
integrate aggregatePrice method 2024-05-23 16:30:43 +08:00
c9s
1c567d7146
pull out AverageDepthPrice from xdepthmaker 2024-05-23 15:22:45 +08:00
kbearXD
d4848f493d
Merge pull request #1641 from c9s/kbearXD/dca2/univeral-cancel-orders-flag
FEATURE: [dca2] new flag UniversalCancelAllOrdersWhenClose to decide …
2024-05-23 14:39:16 +08:00
kbearXD
be674278b2 FEATURE: [dca2] new flag UniversalCancelAllOrdersWhenClose to decide if cancel all orders when closing 2024-05-22 18:20:18 +08:00
kbearXD
5f1ece2a4b
Merge pull request #1638 from c9s/kbearXD/dca2/store-open-position-pqs
FEATURE: [dca2] store price quantity pairs of the open-position order…
2024-05-22 11:34:39 +08:00
kbearXD
275286b9b9 remove test case 2024-05-21 17:00:02 +08:00
kbearXD
0faef68fbf use types.PriceVolume 2024-05-21 16:06:02 +08:00
c9s
5397a3366c
Merge pull request #1639 from c9s/narumi/move-common-maker-tools
REFACTOR: move maker tools
2024-05-21 14:50:43 +08:00
c9s
7114b37967
Merge pull request #1625 from luchenhan/main
chore: fix function names in comment
2024-05-21 14:50:33 +08:00
c9s
4592be1376
add v1.59.2 release note 2024-05-20 18:34:00 +08:00
c9s
7c85fd83b3
bump version to v1.59.2 2024-05-20 18:34:00 +08:00