6505 Commits

Author	SHA1	Message	Date
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	8265ada5a0	compile and update migration package	2024-09-18 13:30:56 +08:00
c9s	a0c41f89f2	bump version to v1.60.3	2024-09-16 00:31:00 +08:00
c9s	26b1fd2ae7	xmaker: fix price initialization	2024-09-16 00:29:37 +08:00
Lan Phan	1f8b2b3710	call b.EmitNew() when new order is added into activeorderbook	2024-09-14 18:26:36 +07:00
c9s	aca2c32442	bump version to v1.60.2	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	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	de0d11b511	max: regenerate order cancel requests	2024-09-11 16:47:20 +08:00
kbearXD	f83491af26	FEATURE: [dca2] set exchange fee rate for round position	2024-09-11 15:40:59 +08:00
edwin	619cce53f6	pkg/exchange: update to latest	2024-09-10 17:11:58 +08:00
c9s	d7ddc9c462	Merge pull request #1737 from c9s/c9s/xmaker/ioc-arb ... FEATURE: [xmaker] implement tryArbitrage	2024-09-09 22:57:20 +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 ... 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
kbearXD	f44486447e	MINOR: [session] remove environment nil validation log	2024-09-09 16:04:04 +08:00
kbearXD	129e2c438e	FIX: add debug log	2024-09-09 15:13:02 +08:00
c9s	90749f4873	xmaker: pull out s.UseDepthPrice dependency	2024-09-09 15:04:56 +08:00
c9s	77dfe213e5	xmaker: pull out getLayerPrice and add test against the method	2024-09-09 14:41:41 +08:00
c9s	960ea89d8c	testhelper: add more test helpers	2024-09-09 14:41:27 +08:00
c9s	f24a96c8c3	xmaker: refactor getInitialLayerQuantity for quantity multiplier	2024-09-07 14:19:07 +08:00
c9s	6ad16b7488	xmaker: add EnableArbitrage option and makerBook	2024-09-07 13:47:34 +08:00
c9s	e14f09a914	xmaker: add sourceDepthLevel option	2024-09-06 21:47:43 +08:00
c9s	3cc96ff6ad	Merge pull request #1724 from dropbigfish/main ... fix: fix slice init length	2024-09-06 18:06:21 +08:00
c9s	a282654c02	bbgo: fix the defaults / initialize steps	2024-09-06 17:33:31 +08:00
kbearXD	63a58e1b12	FIX: fix memory leak	2024-09-05 17:05:58 +08:00
longhutianjie	c75a685cc0	bug: fix json tag	2024-09-04 17:58:27 +08:00
c9s	9fc3a1b44a	xmaker: rename to aggTradeVolume	2024-09-04 16:09:58 +08:00
c9s	656112de45	xmaker: call signalConfig.TradeVolumeWindowSignal.Bind	2024-09-04 16:07:28 +08:00
c9s	ba73eeaad1	xmaker: add TradeVolumeWindowSignal	2024-09-04 15:59:21 +08:00
c9s	2527c0c7b7	max: convert v3 DepositStateFailed into rejected	2024-09-04 15:00:37 +08:00
c9s	a2f8fe5f72	max: add v3 DepositStateFailed state	2024-09-04 14:59:58 +08:00
c9s	ed51eff242	max: drop unused function	2024-09-04 14:59:10 +08:00
c9s	24de49860f	bump version to v1.60.1	2024-09-04 14:58:07 +08:00
c9s	ec68e3c5f6	Merge pull request #1727 from lanphan/ioc ... FIX: update timeInForce for binance margin order	2024-09-04 14:38:40 +08:00
c9s	f27afac77b	max: use error log instead of warning log for convertion	2024-09-04 11:20:30 +08:00
c9s	d404b20bd1	deposit2transfer: fix comments	2024-09-04 11:19:43 +08:00
c9s	1b8d7bd805	max: fix v3 deposit state conversion	2024-09-04 11:17:56 +08:00
c9s	7d034d1ba8	bbgo: add stringer method to the quota struct	2024-09-03 03:26:47 +08:00
c9s	7135895006	xmaker: fix MaxExposurePosition check condition	2024-09-03 03:25:37 +08:00
Lan Phan	ba913ce4de	update timeInForce for binance margin order	2024-09-03 00:38:17 +07:00