Commit Graph

10 Commits

Author SHA1 Message Date
c9s
c85456b8e8 lock position for fetching base quantity 2021-05-15 10:06:48 +08:00
c9s
aa340f0db3 always check restQuantity 2021-05-15 10:00:32 +08:00
c9s
236df245a2 adjust quantity bases on the balances 2021-05-15 09:46:07 +08:00
c9s
f9cb414832 twap: add update-interval option 2021-05-15 09:29:44 +08:00
c9s
ae256ce9d3 add more quantity adjustment fix 2021-05-15 09:23:41 +08:00
c9s
356a8b77ac adjust updateLimiter to 3 seconds one time 2021-05-15 09:20:46 +08:00
c9s
445feb016a support price ticks option 2021-05-14 15:35:11 +08:00
c9s
bb34b1002a improve order execution graceful shutdown 2021-05-14 14:53:26 +08:00
c9s
dc040bb82b improving logs 2021-05-14 14:53:26 +08:00
c9s
f69cbe9c31 add basic TwapExecution 2021-05-14 14:53:26 +08:00