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8,542 Commits 60 Branches 138 Tags 189 MiB
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Commit Graph

6283 Commits

Author SHA1 Message Date
c9s
34dbc5d55c
types: improve AdjustQuantityByMinNotional 2024-06-13 17:22:29 +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
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
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
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
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
7c85fd83b3
bump version to v1.59.2 2024-05-20 18:34:00 +08:00
c9s
2e52d3175d
deposit2transfer: apply backoff to api calls 2024-05-20 18:05:21 +08:00
c9s
543b283820
liquiditymaker: remove orderbook subscription 2024-05-20 17:55:32 +08:00
narumi
8ad85fc365 move OrderPriceRiskControl to riskcontrol 2024-05-20 15:19:42 +08:00
narumi
5f096bbe0d move InventorySkew to strategy.common 2024-05-20 15:19:22 +08:00
kbearXD
6676e1e452 FEATURE: [dca2] store price quantity pairs of the open-position orders into persistence 2024-05-20 14:37:23 +08:00
narumi
0f045dccbb add symbol and window log fields 2024-05-20 14:34:08 +08:00
zenix.huang
24ab4895b6 fix: tg order decimal 2024-05-20 00:19:28 +09:00
なるみ
ad6efaf449
Merge pull request #1633 from c9s/narumi/fix-common-strategy-init 
FIX: fix strategy initialization
 2024-05-16 16:32:22 +08:00
kbearXD
38e63422f2
Merge pull request #1634 from c9s/kbearXD/dca2/fix 
FIX: [dca2] fix triggerNextState loop side effect
 2024-05-16 15:57:57 +08:00
edwin
ecc08fabb7 pkg/exchange: update okx symbols 2024-05-16 15:29:47 +08:00
kbearXD
73c467a06b FIX: [dca2] fix triggerNextState loop side effect 2024-05-16 14:44:56 +08:00
narumi
705261d2d4 fix strategy initialization 2024-05-15 23:38:34 +08:00
narumi
095ca85669 disable bbgo.sync in common strategy 2024-05-14 19:50:52 +08:00
c9s
6aed8f33f7
bump version to v1.59.1 2024-05-14 17:35:18 +08:00
c9s
34200efd54
liquiditymaker: skip dust quantity 2024-05-14 17:34:26 +08:00
c9s
cc107b80da
bump version to v1.59.0 2024-05-14 15:08:21 +08:00
kbearXD
e856727e97 trigger position opening immediately after recovery 2024-05-13 15:24:31 +08:00