Commit Graph

8888 Commits

Author SHA1 Message Date
c9s
42cd3cba1e
xdepthmaker: clean up todo 2024-09-25 18:16:03 +08:00
c9s
67fd15c88f
xdepthmaker: log covered position 2024-09-25 18:16:03 +08:00
c9s
d83297b605
migrations: add table column symbol length fix 2024-09-25 18:16:03 +08:00
c9s
3ce9d20a2b
migrations: fix symbol lengths 2024-09-25 18:16:02 +08:00
c9s
e11db4a2d1
xdepthmaker: avoid using the same depth price for the new maker order 2024-09-25 18:16:02 +08:00
c9s
6a5ab424c9
xdepthmaker: add hedgeMaxOrderQuantity protection 2024-09-25 15:52:23 +08:00
c9s
b3d58a9e05
bbgo: add types.ExchangeOrderQueryService support for checking canceled orders 2024-09-25 14:13:23 +08:00
c9s
768428a7eb
bbgo: pass the actual context object instead of background context 2024-09-25 13:36:49 +08:00
c9s
329b8a40d9
xdepthmaker: adjust covered position when order is canceled 2024-09-25 13:36:31 +08:00
c9s
60d5126b61
xdepthmaker: add HedgeStrategyBboQueue1 hedge method 2024-09-24 17:10:50 +08:00
c9s
59191cf6bf
xdepthmaker: support bbgo counter party 1 hedge method 2024-09-24 16:33:53 +08:00
c9s
566234d3ab
xdepthmaker: rename last price var to just price 2024-09-24 16:14:03 +08:00
c9s
e7c76ddd26
xdepthmaker: refactor hedge methods 2024-09-24 16:12:17 +08:00
c9s
61ea41d999
xdepthmaker: simplify hedge 2024-09-23 22:16:53 +08:00
c9s
b02580f9f6
xdepthmaker: remove shared mutex lock usage 2024-09-23 18:28:46 +08:00
c9s
345c92c295
all: improve UniversalCancelAllOrders and add mutex to covered position 2024-09-23 18:26:23 +08:00
c9s
a8444e9796
bybit,biget: improve bitget, bybit query log messages 2024-09-23 17:51:33 +08:00
c9s
37106c35b7
Merge pull request #1748 from c9s/c9s/add-pos-index
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IMPROVE: [db] add index on positions table
2024-09-18 17:06:34 +08:00
c9s
8265ada5a0
compile and update migration package 2024-09-18 13:30:56 +08:00
c9s
744ca57c71
migrations: add index on positions table 2024-09-18 13:30:20 +08:00
c9s
17d3097e06
add v1.60.3 release note
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2024-09-16 00:31:00 +08:00
c9s
a0c41f89f2
bump version to v1.60.3 2024-09-16 00:31:00 +08:00
c9s
35a6639530
update command doc files 2024-09-16 00:30:59 +08:00
c9s
26b1fd2ae7
xmaker: fix price initialization 2024-09-16 00:29:37 +08:00
c9s
80430fec46
Merge pull request #1744 from lanphan/activeorder
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2024-09-14 23:19:10 +08:00
Lan Phan
1f8b2b3710 call b.EmitNew() when new order is added into activeorderbook 2024-09-14 18:26:36 +07:00
c9s
25a2203000
add v1.60.2 release note
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2024-09-12 17:51:57 +08:00
c9s
aca2c32442
bump version to v1.60.2 2024-09-12 17:51:57 +08:00
c9s
df915d6ee8
update command doc files 2024-09-12 17:51:57 +08:00
c9s
0d6b7b29d5
Merge pull request #1742 from c9s/c9s/fix-ws-close-err
FIX: types/stream: change errorf to warnf
2024-09-12 17:46:24 +08:00
c9s
2784ef4687
Merge pull request #1741 from c9s/c9s/upgrade-requestgen
FIX: upgrade github.com/c9s/requestgen to 1.4.3
2024-09-12 17:37:55 +08:00
c9s
ea8f3a5485
types/stream: change errorf to warnf 2024-09-12 17:35:13 +08:00
c9s
52f32e0ad0
upgrade github.com/c9s/requestgen to 1.4.3 2024-09-12 17:27:30 +08:00
c9s
50cdf617f2
Merge pull request #1740 from c9s/c9s/upgrade-requestgen
FIX: upgrade requestgen and re-generate max cancel order request files
2024-09-12 12:31:08 +08:00
c9s
de0d11b511
max: regenerate order cancel requests 2024-09-11 16:47:20 +08:00
c9s
789bb1e53e
upgrade github.com/c9s/requestgen to 1.4.2 2024-09-11 16:38:35 +08:00
kbearXD
a9b71adce9
Merge pull request #1739 from c9s/kbearXD/dca2/set-exchange-fee-rate
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FEATURE: [dca2] set exchange fee rate for round position
2024-09-11 16:15:13 +08:00
kbearXD
f83491af26 FEATURE: [dca2] set exchange fee rate for round position 2024-09-11 15:40:59 +08:00
bailantaotao
82d07a0098
Merge pull request #1738 from c9s/edwin/okx/add-polusdt
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FEATURE: [okx] update symbols to latest
2024-09-10 17:23:42 +08:00
edwin
619cce53f6 pkg/exchange: update to latest 2024-09-10 17:11:58 +08:00
c9s
643ecde2e9
Merge pull request #1726 from c9s/dependabot/github_actions/morphy2k/revive-action-2.5.10
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dep: bump morphy2k/revive-action from 2.5.9 to 2.5.10
2024-09-10 10:28:58 +08:00
c9s
d7ddc9c462
Merge pull request #1737 from c9s/c9s/xmaker/ioc-arb
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FEATURE: [xmaker] implement tryArbitrage
2024-09-09 22:57:20 +08:00
c9s
bd19b63c7b
go: update sum file 2024-09-09 22:23:25 +08:00
c9s
83ed9b0811
go: upgrade go sqlite 2024-09-09 22:23:02 +08:00
c9s
34ef50d889
xmaker: refactor and clean up tryArbitrage 2024-09-09 22:03:06 +08:00
c9s
52925c5643
xmaker: calculate balance for arbitrage 2024-09-09 18:12:46 +08:00
c9s
b4f2748892
xmaker: fix sides 2024-09-09 18:03:03 +08:00
c9s
ceda1e06b9
xmaker: implement tryArbitrage 2024-09-09 17:49:53 +08:00
c9s
bc1715f8ad
Merge pull request #1736 from c9s/kbearXD/session/remove-log
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MINOR: [session] remove environment nil validation log
2024-09-09 16:17:17 +08:00
c9s
f361b19564
Merge pull request #1734 from c9s/c9s/xmaker/ioc-arb
REFACTOR: [xmaker] refactor for supporting ioc arb [part1]
2024-09-09 16:05:11 +08:00