19 Commits

Author	SHA1	Message	Date
kbearXD	93f68bc3d7	FIX: new SetSnapshot method for depthBuffer and use it on snapshot event	2024-11-20 13:48:13 +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
kbearXD	bbfd89b939	FEAUTRE: [max] update buffer second	2024-11-15 18:09:15 +08:00
c9s	ee89a1c382	depth: do not test depth buffer when race is on	2022-06-20 02:49:07 +08:00
zenix	0c7a98cc4b	fix: race condition in buffer	2022-06-17 19:26:14 +09:00
zenix	1e67acd77a	fix: set buffer period to allow buffer to get fully appended before the estimation in buffer_test	2022-06-10 15:24:13 +09:00
zenix	f1e24bf43b	feature: add codecoverage and add race detection in go test, fix: fix race conditions	2022-06-10 14:01:14 +09:00
zenix	7a045a48d4	fix: drift window in factorzoo, order_execution print order, refactor: use defer to mu.Unlock in depth/buffer.go	2022-06-08 12:14:53 +09:00
zenix	71fe6c2d26	feature: SLTP from bookticker. fix: bookTicker typename, depth buffer error message	2022-05-12 19:43:04 +09:00
zenix	05521a98b6	add skeleton strategy. fix most of the tests. fix final asset value	2022-02-15 12:01:39 +09:00
c9s	cb9d9137a6	depth: add details to the depth error message	2022-01-13 00:14:15 +08:00
c9s	1a61935850	add depth buffer logs	2022-01-12 21:55:26 +08:00
c9s	b3b1161ecc	depth: add SetUpdateTimeout	2022-01-12 14:49:01 +08:00
c9s	f0d4236169	all: fix and improve kucoin orderbook stream	2021-12-25 19:34:27 +08:00
c9s	3d1ca46c77	depth: remove updates assertion	2021-12-25 02:14:49 +08:00
c9s	7e7115b18f	replace binance.depthFrame with the extracted depth.Buffer	2021-12-25 02:14:49 +08:00
c9s	b217a0dec8	depth: implement depth.Buffer	2021-12-25 02:14:49 +08:00