55 Commits

Author	SHA1	Message	Date
c9s	afac81a3e8	all: integrate metrics into stream book	2024-08-24 21:22:34 +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	fad7ef219e	xdepthmaker: separate hedge symbol	2024-08-07 16:01:56 +08:00
c9s	d982524824	liquiditymaker: refactor profit fixer	2024-07-08 14:15:15 +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
c9s	f609b1cdc4	simplify profitFixer and apply it to xfunding	2024-03-06 22:39:43 +08:00
c9s	6a24059624	common: move out profit fixer to strategy/common	2024-03-06 20:31:53 +08:00
c9s	441ebbdbe5	xdepthmaker: add notification	2024-03-06 17:48:53 +08:00
c9s	188231e2fb	add more logs to profitFixer	2024-03-06 17:47:18 +08:00
c9s	be89292cbb	xdepthmaker: another fix	2024-03-06 17:19:50 +08:00
c9s	f5873172de	xdepthmaker: fix use of uninitialized vars	2024-03-06 16:10:45 +08:00
c9s	ad9163f7da	xdepthmaker: adjust FullReplenishInterval to 10min	2024-03-06 13:13:18 +08:00
c9s	1fb7262aae	xdepthmaker: adjust default update interval	2024-03-06 13:12:57 +08:00
c9s	31676cce8e	xdepthmaker: run profit fixer before s.CrossExchangeMarketMakingStrategy.Initialize	2024-03-06 12:53:36 +08:00
c9s	ac43937847	xdepthmaker: add disable hedge option	2024-03-06 12:49:15 +08:00
c9s	4bed29ad02	xdepthmaker: pull out until argument	2024-03-05 21:11:51 +08:00
c9s	a518cf71c0	xdepthmaker: fix both profit stats and position	2024-03-05 18:15:25 +08:00
c9s	95a5e542ba	xdepthmaker: add profitx fixer	2024-03-05 18:12:30 +08:00
c9s	3ba1621590	xdepthmaker: simplify covered handler registration	2023-12-20 22:28:20 +08:00
c9s	58321e8aa5	xdepthmaker: update instance id format	2023-12-20 22:20:40 +08:00
c9s	eb36ed6926	xdepthmaker: remove the shared trade collector and order store, add mutex for covered position	2023-12-20 21:54:32 +08:00
c9s	47b12edc4d	xdepthmaker: call bbgo.Sync on shutdown	2023-12-18 22:32:13 +08:00
c9s	84085e09b5	xdepthmaker: fix duplicated binding	2023-12-18 22:32:13 +08:00
c9s	2c9583cccb	xdepthmaker: remove redundant notification	2023-12-18 22:32:13 +08:00
c9s	f19ed7abe0	xdepthmaker: initialize s.CrossExchangeMarketMakingStrategy in Initialize()	2023-12-18 14:31:51 +08:00
c9s	c870defd47	xdepthmaker: improve shutdown process	2023-12-13 16:29:07 +08:00
c9s	c5282a8f9b	bitget: add more debug logs	2023-12-12 16:37:43 +08:00
c9s	8c6724b264	xdepthmaker: fix pricing book copy by avoiding using CopyDepth	2023-12-11 17:59:16 +08:00
c9s	98468b39c7	xdepthmaker: change priceHeartBeat alert to warning	2023-12-11 17:05:07 +08:00
c9s	cedd790066	xdepthmaker: add lastOrderReplenishTime to prevent replacing orders too frequent	2023-12-11 17:02:17 +08:00
c9s	de7eb8453b	xdepthmaker: refactor auth binding to bindAuthSignal	2023-12-11 17:00:25 +08:00
c9s	2c3ccdf030	xdepthmaker: more improvements ... - place orders with balance quota calculation - wait for authed event - clean up open orders on start	2023-12-11 16:56:19 +08:00
c9s	3048a13f0b	xdepthmaker: replace AtomicAdd with Add	2023-12-08 00:21:53 +08:00
c9s	cd06ffd21f	xdepthmaker: fix order call	2023-12-07 17:38:58 +08:00
c9s	d14527b5cf	xdepthmaker: apply FullReplenishInterval from config	2023-12-07 16:18:24 +08:00
c9s	25b04cb36c	xdepthmaker: add fullReplenishTicker	2023-12-07 16:18:24 +08:00
c9s	888a550c80	xdepthmaker: support partial maker order replenish	2023-12-07 16:18:24 +08:00
c9s	a82bc86455	xdepthmaker: update updateQuote method	2023-12-07 16:18:23 +08:00
c9s	e0e9876902	improve price hart beat usage	2023-12-07 16:18:23 +08:00
c9s	46b3a81b07	xdepthmaker: add tests to the generateMakerOrders	2023-12-07 16:18:23 +08:00
c9s	d123e89a1b	xdepthmaker: document covered position	2023-12-07 16:18:23 +08:00
c9s	1e27f53891	xdepthmaker: use hedge order executor	2023-12-07 16:18:23 +08:00
c9s	2c3792b290	xdepthmaker: update Validate() method	2023-12-07 16:18:23 +08:00
c9s	18968c67a1	xdepthmaker: remove disable hedge option	2023-12-07 16:18:23 +08:00
c9s	10a71d83f1	xdepthmaker: move global position profit handling	2023-12-07 16:18:23 +08:00
c9s	99723fc1f4	xdepthmaker: remove legacy s.activeMakerOrders	2023-12-07 16:18:23 +08:00