Commit Graph

6761 Commits

Author SHA1 Message Date
c9s
e497b8b5e5
types: share stream book metrics labels 2024-11-18 14:03:41 +08:00
c9s
0399cd1379
Merge pull request #1830 from c9s/c9s/xdepthmaker/fix-book-pricing
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FIX: [xdepthmaker] fix book pricing
2024-11-17 18:01:27 +08:00
c9s
fa2c0be6a3
xdepthmaker: improve and fix order generator 2024-11-17 17:50:37 +08:00
c9s
39b2354f08
xdepthmaker: remove price truncation 2024-11-16 16:46:24 +08:00
kbearXD
319b8139a1 FIX: depth buffer can skip old event if event.FinalUpdateID <= buffer.FinalUpdateID 2024-11-16 15:49:32 +08:00
kbearXD
9aada2154d FIX: do not reset snapshot and once in tryFetch 2024-11-16 15:17:24 +08:00
c9s
b2b363ba42
depth: fix early snapshot id checking 2024-11-16 14:58:05 +08:00
c9s
40d0b59dfa
xmaker: allocate isolated market data stream 2024-11-16 14:09:54 +08:00
c9s
e0d3013866
xdepthmaker: separate a stream for order book
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2024-11-16 02:47:22 +08:00
c9s
9cced25ffb
xdepthmaker: use pips 2024-11-16 02:32:18 +08:00
c9s
ae7d5e9dd8
xdepthmaker: call DebugSubmitOrders 2024-11-16 01:32:32 +08:00
c9s
23db7fac1e
xgap: add MaxJitterQuantity and fix source book subscription 2024-11-16 01:13:24 +08:00
c9s
69f49d6a86
xdepthmaker: remove unused OrderCancelWaitTime and add source book price warning 2024-11-16 00:55:02 +08:00
c9s
67a1cd890e
xgap: put source market loading to the same code area 2024-11-16 00:48:27 +08:00
c9s
6078b2e144
xgap: fix source market info loading 2024-11-16 00:47:58 +08:00
c9s
0ed1d385c1
xdepthmaker: subscribe full book 2024-11-16 00:47:45 +08:00
c9s
2dca9762e2
take off disconnectC 2024-11-16 00:37:08 +08:00
c9s
11394ae650
xdepthmaker: update metrics when maxLayer == 0 2024-11-16 00:36:24 +08:00
c9s
81a9d4c215
Merge pull request #1825 from c9s/c9s/xdepthmaker-maker-metrics
IMPROVE: [metrics] make the metrics name consistent and update best ask/bid prices
2024-11-16 00:17:41 +08:00
c9s
e8944082a7
metrics: make the metrics name consistent and update best ask/bid prices 2024-11-16 00:17:06 +08:00
c9s
b8f8e09a51
Merge pull request #1824 from c9s/c9s/xdepthmaker-maker-metrics
FEATURE: [xdepthmaker] add maker metrics
2024-11-16 00:16:50 +08:00
c9s
5c6a00cc87
metrics: add maker metrics for xdepthmaker 2024-11-16 00:05:26 +08:00
c9s
2f0932c40c
Merge pull request #1823 from c9s/c9s/fix-xgap-symbol
IMPROVE: [xgap] customize source symbol
2024-11-16 00:00:03 +08:00
c9s
60c7dfea29
add maker metrics 2024-11-15 23:55:38 +08:00
c9s
b75e4d83e9
deposit: add bsc-bep20 to the case 2024-11-15 23:49:29 +08:00
c9s
abd41c98de
xgap: call tradingutil.UniversalCancelAllOrders 2024-11-15 23:48:23 +08:00
c9s
050d1ca794
xgap: share sourceKLineHandler 2024-11-15 23:47:25 +08:00
c9s
e67a6c56c9
xgap: check sourceSymbol 2024-11-15 23:45:03 +08:00
c9s
ab9faba1af
xgap: check sourceSymbol 2024-11-15 23:43:28 +08:00
c9s
2ea0c86c67
xgap: initialize logger 2024-11-15 23:42:26 +08:00
c9s
9d2e61dc6e
tradingutil: improve UniversalCancelAllOrders by querying open orders 2024-11-15 23:35:18 +08:00
c9s
8dcd6f2f72
style: fix margin calculation 2024-11-15 19:47:52 +08:00
kbearXD
452e761ce6
Merge pull request #1821 from c9s/kbearXD/max/depth-buffer
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FEAUTRE: [max] update buffer second
2024-11-15 18:20:53 +08:00
kbearXD
bbfd89b939 FEAUTRE: [max] update buffer second 2024-11-15 18:09:15 +08:00
c9s
966a3b3c45
compile and update migration package 2024-11-15 18:02:50 +08:00
c9s
2e39200214
add pprof http server support with a build tag switch 2024-11-15 17:25:19 +08:00
c9s
56fdf0a21f
insert net_profit into the table
i really don't know why I forgot this lol
2024-11-15 16:57:00 +08:00
c9s
f2ae512e3f
compile and update migration package 2024-11-15 16:54:33 +08:00
c9s
9d0898ecc6
add net profit arg to the position insert method 2024-11-15 16:41:16 +08:00
c9s
e26156d77b
move local func 2024-11-15 16:35:38 +08:00
c9s
8922ed78bf
style: fix PnLEmojiMargin 2024-11-15 15:56:34 +08:00
kbearXD
cb00b239f0 FIX: [max] use the same depth to QueryDepth 2024-11-15 14:46:52 +08:00
c9s
3eff1abba7
improve deposit.GetCurrentConfirmation 2024-11-15 12:15:44 +08:00
c9s
0917b13b3f
deposit2transfer: fix emojis
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2024-11-15 11:02:04 +08:00
c9s
4dc04e9bb9
rename SlackEmoji to just Emoji 2024-11-15 10:57:31 +08:00
c9s
af3a105e70
max: improve max deposit status string 2024-11-15 10:57:06 +08:00
c9s
82948c5c7f
types: fix deposit emojis 2024-11-15 10:56:58 +08:00
c9s
f1b6ac2e10
types: handle max exchange network strings 2024-11-15 10:50:06 +08:00
c9s
70c10cf6f9
style: set emoji repeat limit 2024-11-15 10:49:56 +08:00
c9s
838efe8295
bbgo: add slack enable interaction config 2024-11-15 10:41:23 +08:00