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Author	SHA1	Message	Date
narumi	731fa9af7e	fix error when bollinger settings is not set	2024-08-21 13:28:22 +08:00
c9s	a06b63c897	twap: rename constructor	2024-08-20 18:13:42 +08:00
c9s	ebaf3a330f	twap: pull out submitOrder method	2024-08-20 17:53:19 +08:00
c9s	a0cbf82d97	twap: handle delayInterval after canceling order	2024-08-20 17:51:44 +08:00
c9s	9a2b792ed1	twap: split doneSignal into a single file	2024-08-20 17:49:18 +08:00
c9s	2392fddc3c	fix method name	2024-08-20 17:47:39 +08:00
c9s	c92c395f67	twap: improve rate limiter syntax parser and support order update rate limiter in twap	2024-08-20 17:07:29 +08:00
c9s	48029f95cc	cmd: pull out and refine twap order executor command	2024-08-20 16:24:34 +08:00
c9s	8911f88ed6	Merge pull request #1683 from c9s/dependabot/github_actions/codecov/codecov-action-4 ... dep: bump codecov/codecov-action from 3 to 4	2024-08-20 14:46:16 +08:00
c9s	a1c77e42f1	Merge pull request #1680 from c9s/dependabot/github_actions/docker/setup-buildx-action-3 ... dep: bump docker/setup-buildx-action from 1 to 3	2024-08-20 14:42:33 +08:00
c9s	c03f5f47c2	Merge pull request #1684 from c9s/dependabot/github_actions/docker/metadata-action-5 ... dep: bump docker/metadata-action from 3 to 5	2024-08-20 14:42:20 +08:00
c9s	40260a1204	Merge pull request #1681 from c9s/dependabot/github_actions/actions/checkout-4 ... dep: bump actions/checkout from 2 to 4	2024-08-20 14:42:10 +08:00
c9s	baffefac07	Merge pull request #1689 from anywhy/fix_float64_series ... fix float64 series use mean or stdev function result is zero	2024-08-20 14:41:29 +08:00
c9s	6d3a18ad55	twap: call trade collector process when shutdown	2024-08-20 14:30:08 +08:00
c9s	d1617b6a0b	Merge pull request #1697 from c9s/c9s/refactor-twap ... FEATURE: redesign and refactor twap order executor	2024-08-20 14:24:48 +08:00
c9s	b9c41b7ad7	twap: improve cancelContextIfTargetQuantityFilled check method	2024-08-20 14:14:19 +08:00
c9s	0530809834	fix position test	2024-08-20 14:10:22 +08:00
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