6775 Commits

Author	SHA1	Message	Date
c9s	55e9910441	liqmaker: fix interval checking	2024-11-22 16:59:38 +08:00
c9s	af71b5e4a5	xmaker: print config into bytes	2024-11-21 12:17:51 +08:00
c9s	f74ea33e53	fix buffer test	2024-11-20 18:12:22 +08:00
c9s	7da83e9e6c	fix twap tests	2024-11-20 18:12:15 +08:00
c9s	f2366908c3	xmaker: enhance DelayedHedge	2024-11-20 18:11:57 +08:00
c9s	6e38210af8	xmaker: add signalTrendSideMargin support	2024-11-20 18:11:57 +08:00
c9s	f1f5f1ff3a	xmaker: solve scale in the Initialize() call	2024-11-20 18:11:57 +08:00
c9s	c0ee183426	xmaker: set default signal margin scales	2024-11-20 18:11:57 +08:00
c9s	2f261dd0a5	xmaker: add MaxQuoteUsageRatio option	2024-11-20 18:11:56 +08:00
c9s	5b23671b44	types: reset order book when stream disconnected	2024-11-20 18:11:56 +08:00
kbearXD	93f68bc3d7	FIX: new SetSnapshot method for depthBuffer and use it on snapshot event	2024-11-20 13:48:13 +08:00
c9s	8641640ee7	xmaker: fix market data subscribe	2024-11-18 16:46:39 +08:00
c9s	5fefa41487	bbgo: integrate connectivity into the session	2024-11-18 15:42:16 +08:00
c9s	d22d16ff95	connectivity: refactor and drop AnyDisconnected	2024-11-18 14:08:35 +08:00
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 ... 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	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 ... 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