6610 Commits

Author	SHA1	Message	Date
kbearXD	704924a905	FEATURE: no use MAX(quantity, minQuantity) to avoid sufficient quantity	2024-10-21 16:29:27 +08:00
edwin	b1f86adab5	pkg/exchange: support broker id	2024-10-21 15:09:24 +08:00
c9s	fb96756460	xmaker: reset position started time when hedge order is submitted	2024-10-17 13:13:45 +08:00
c9s	7f0b8f38d5	orderStore: remove only filled orders and canceled orders	2024-10-17 13:09:29 +08:00
c9s	5fbb06639d	xmaker: prune expired orders	2024-10-17 13:02:44 +08:00
c9s	bfe8ce9f2c	grid2,xmaker: prune expired trades	2024-10-17 12:53:51 +08:00
c9s	f9a75036a7	xmaker: fix disableHedge check	2024-10-16 17:36:05 +08:00
c9s	6d857cdd48	indicator: improve boll indicator slice truncation	2024-10-16 16:07:58 +08:00
c9s	8ce587f5f5	indicator: implement Truncate method on the indicators	2024-10-16 16:04:15 +08:00
c9s	4f1b216fbf	xmaker: fix trade window test	2024-10-16 15:55:55 +08:00
c9s	c066a187d9	xmaker: fix TradeVolumeWindowSignal algo	2024-10-16 15:45:11 +08:00
c9s	e55676abab	xmaker: add delayHedgeCounterMetrics counter	2024-10-16 15:41:09 +08:00
bailantaotao	8fcd76cb59	Merge pull request #1779 from c9s/edwin/bybit/uta ... FEATURE: [bybit] upgrade classic account to UTA	2024-10-16 14:49:54 +08:00
c9s	a6f5d5fff1	Merge pull request #1781 from c9s/c9s/xmaker/improvements2 ... FIX: [xmaker] fix covered position field	2024-10-16 14:39:48 +08:00
c9s	165c8d99b8	xmaker: fix covered position field	2024-10-16 14:39:09 +08:00
kbearXD	18c362db15	remove verified code	2024-10-16 14:02:29 +08:00
kbearXD	bd83832d2d	WIP: use depth to build orderbook	2024-10-16 14:02:29 +08:00
c9s	a650534a98	xmaker: rename arbitrage option to enableArbitrage	2024-10-16 11:44:30 +08:00
c9s	0b1773b959	xmaker: pull out delay hedge logics	2024-10-15 23:00:09 +08:00
c9s	334c868117	xmaker: add enableDelayHedge option	2024-10-15 18:51:37 +08:00
c9s	1210a79fc7	xmaker: improve if condition	2024-10-15 18:45:16 +08:00
c9s	59862303aa	xmaker: reset and set position start time	2024-10-15 17:29:12 +08:00
c9s	b137707723	xmaker: use mutex protected fixedpoint for covered position	2024-10-15 16:24:35 +08:00
edwin	74feb928c9	pkg/exchange: use execution.fast topoc	2024-10-15 15:31:19 +08:00
c9s	d940cde945	xmaker: check dust quantity	2024-10-15 13:40:31 +08:00
edwin	b41cd348bc	pkg/exchange: update query open orders to latest	2024-10-15 12:00:39 +08:00
edwin	5a4c38caa2	pkg/exchange: update query wallet balance to latest	2024-10-15 11:26:02 +08:00
edwin	0712a8399a	pkg/exchange: update query closed order to latest	2024-10-15 00:55:27 +08:00
edwin	f22e4a1810	pkg/exchange: move rate limiter to api	2024-10-14 22:42:48 +08:00
edwin	6f7e02daef	pkg/exchange: add marketunit for submit order	2024-10-14 22:39:17 +08:00
edwin	d48fa7c202	pkg/exchange: use fee currency of trade	2024-10-14 16:55:36 +08:00
c9s	76a627a504	xmaker: adjust metrics bucket	2024-10-09 17:24:49 +08:00
c9s	11fcf8c617	xmaker: fix buckets with prometheus.ExponentialBuckets and record cancel maker orders metrics	2024-10-09 17:09:28 +08:00
c9s	6b54c90a53	xmaker: add more info into the signal logs	2024-10-09 12:47:53 +08:00
c9s	49e949dbc9	xmaker: refactor signal methods	2024-10-09 12:35:06 +08:00
c9s	cea59ef9cf	xmaker: show signal margin range	2024-10-09 12:35:06 +08:00
c9s	022dcdf745	scale: improve error message	2024-10-09 12:35:06 +08:00
c9s	956ad10683	xmaker: stores calculated signal in lastAggregatedSignal	2024-10-09 12:35:06 +08:00
c9s	e70899a35d	xmaker: add more xmaker metrics and profiles	2024-10-09 12:35:06 +08:00
narumi	3fe4568dc2	check quote balance before submitting order	2024-10-07 21:37:49 +08:00
c9s	a5d4130625	Merge pull request #1768 from c9s/c9s/xmaker/improvements2 ... IMPROVE: [xmaker] add more improvements	2024-10-07 17:38:49 +08:00
c9s	80b1a3262d	Merge pull request #1767 from c9s/c9s/pricesolver/float64 ... IMPROVE: use float64 in pricesolver internally to make it more precise	2024-10-07 17:15:10 +08:00
c9s	544c172a9c	xmaker: improve fee price updating	2024-10-07 17:12:49 +08:00
c9s	2599a4bcd3	xmaker: add SubscribeFeeTokenMarkets option	2024-10-07 17:09:01 +08:00
c9s	969e813c7f	xmaker: fix profit fixer fee settings	2024-10-07 17:09:01 +08:00
c9s	2cdd9072c2	Merge pull request #1766 from c9s/c9s/refactor/account-value-calc ... REFACTOR: refactor account value calculator with price solver	2024-10-07 17:08:49 +08:00
c9s	a0cdfc2b8e	xmaker: fix aggregatePriceVolumeSliceWithPriceFilter	2024-10-06 12:18:03 +08:00
c9s	efc3bbeb5b	allow redis persistence config could be created with an existing redis client	2024-10-06 12:12:33 +08:00
c9s	113695eabf	Merge pull request #1749 from r03921081/task/change_circuitbreaker ... Use new circuitbreaker in common strategy	2024-10-06 12:10:22 +08:00
c9s	a94d1b424f	pricesolver: use float64 internally to make it faster and more precise	2024-10-05 14:26:15 +08:00