edwin
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74feb928c9
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pkg/exchange: use execution.fast topoc
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2024-10-15 15:31:19 +08:00 |
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edwin
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b41cd348bc
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pkg/exchange: update query open orders to latest
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2024-10-15 12:00:39 +08:00 |
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edwin
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5a4c38caa2
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pkg/exchange: update query wallet balance to latest
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2024-10-15 11:26:02 +08:00 |
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edwin
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0712a8399a
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pkg/exchange: update query closed order to latest
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2024-10-15 00:55:27 +08:00 |
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edwin
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f22e4a1810
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pkg/exchange: move rate limiter to api
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2024-10-14 22:42:48 +08:00 |
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edwin
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6f7e02daef
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pkg/exchange: add marketunit for submit order
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2024-10-14 22:39:17 +08:00 |
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edwin
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d48fa7c202
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pkg/exchange: use fee currency of trade
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2024-10-14 16:55:36 +08:00 |
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c9s
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76a627a504
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xmaker: adjust metrics bucket
Go / build (1.21, 6.2) (push) Has been cancelled
golang-lint / lint (push) Has been cancelled
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2024-10-09 17:24:49 +08:00 |
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c9s
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11fcf8c617
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xmaker: fix buckets with prometheus.ExponentialBuckets and record cancel maker orders metrics
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2024-10-09 17:09:28 +08:00 |
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c9s
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6b54c90a53
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xmaker: add more info into the signal logs
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2024-10-09 12:47:53 +08:00 |
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c9s
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49e949dbc9
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xmaker: refactor signal methods
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2024-10-09 12:35:06 +08:00 |
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c9s
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cea59ef9cf
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xmaker: show signal margin range
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2024-10-09 12:35:06 +08:00 |
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c9s
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022dcdf745
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scale: improve error message
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2024-10-09 12:35:06 +08:00 |
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c9s
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956ad10683
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xmaker: stores calculated signal in lastAggregatedSignal
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2024-10-09 12:35:06 +08:00 |
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c9s
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e70899a35d
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xmaker: add more xmaker metrics and profiles
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2024-10-09 12:35:06 +08:00 |
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narumi
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3fe4568dc2
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check quote balance before submitting order
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2024-10-07 21:37:49 +08:00 |
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c9s
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a5d4130625
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Merge pull request #1768 from c9s/c9s/xmaker/improvements2
IMPROVE: [xmaker] add more improvements
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2024-10-07 17:38:49 +08:00 |
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c9s
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80b1a3262d
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Merge pull request #1767 from c9s/c9s/pricesolver/float64
IMPROVE: use float64 in pricesolver internally to make it more precise
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2024-10-07 17:15:10 +08:00 |
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c9s
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544c172a9c
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xmaker: improve fee price updating
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2024-10-07 17:12:49 +08:00 |
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c9s
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2599a4bcd3
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xmaker: add SubscribeFeeTokenMarkets option
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2024-10-07 17:09:01 +08:00 |
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c9s
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969e813c7f
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xmaker: fix profit fixer fee settings
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2024-10-07 17:09:01 +08:00 |
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c9s
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2cdd9072c2
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Merge pull request #1766 from c9s/c9s/refactor/account-value-calc
REFACTOR: refactor account value calculator with price solver
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2024-10-07 17:08:49 +08:00 |
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c9s
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a0cdfc2b8e
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xmaker: fix aggregatePriceVolumeSliceWithPriceFilter
Go / build (1.21, 6.2) (push) Has been cancelled
golang-lint / lint (push) Has been cancelled
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2024-10-06 12:18:03 +08:00 |
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c9s
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efc3bbeb5b
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allow redis persistence config could be created with an existing redis client
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2024-10-06 12:12:33 +08:00 |
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c9s
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113695eabf
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Merge pull request #1749 from r03921081/task/change_circuitbreaker
Use new circuitbreaker in common strategy
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2024-10-06 12:10:22 +08:00 |
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c9s
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a94d1b424f
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pricesolver: use float64 internally to make it faster and more precise
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2024-10-05 14:26:15 +08:00 |
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c9s
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7506fb63a8
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refactor account value calculator
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2024-10-05 14:22:13 +08:00 |
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c9s
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6079e7b06a
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all: refactor NewAccountValueCalculator
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2024-10-05 13:09:31 +08:00 |
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c9s
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a718e30bb4
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refactor tests
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2024-10-04 23:46:43 +08:00 |
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c9s
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8f0d58aee9
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add new test helper to create balance map objects
Signed-off-by: c9s <yoanlin93@gmail.com>
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2024-10-04 23:32:11 +08:00 |
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c9s
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14fa561f6e
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Fix account value tests with price solver
Signed-off-by: c9s <yoanlin93@gmail.com>
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2024-10-04 19:45:07 +08:00 |
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c9s
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c3bf0ed7e7
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only query ticker on the symbol that is defined in the market map
Signed-off-by: c9s <yoanlin93@gmail.com>
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2024-10-04 19:16:39 +08:00 |
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c9s
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8199428b61
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Add ticker test helper
Signed-off-by: c9s <yoanlin93@gmail.com>
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2024-10-04 19:10:05 +08:00 |
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c9s
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83ab00a601
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allow redis persistence config could be created with an existing redis client
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2024-10-04 18:11:15 +08:00 |
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kbearXD
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a548596c16
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Merge pull request #1760 from c9s/chiahung/max/query-depth
Go / build (1.21, 6.2) (push) Has been cancelled
golang-lint / lint (push) Has been cancelled
FEATURE: [max] add QueryDepth v3 API to query orderbook
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2024-10-04 13:11:05 +08:00 |
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edwin
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fc4a9769c9
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pkg/exchange: use individual rate limit
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2024-10-02 17:23:20 +08:00 |
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edwin
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771a136acd
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pkg/exchange: fix redundant code
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2024-10-01 21:22:42 +08:00 |
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kbearXD
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2bbaf48057
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move to convert.go
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2024-10-01 17:16:28 +08:00 |
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c9s
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5e7627cc7a
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xmaker: fix signal depth metrics
Go / build (1.21, 6.2) (push) Waiting to run
golang-lint / lint (push) Waiting to run
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2024-10-01 16:52:58 +08:00 |
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kbearXD
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d1c5671a83
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FEATURE: [max] add QueryDepth v3 API to query orderbook
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2024-10-01 14:53:32 +08:00 |
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bailantaotao
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7e908c3ff7
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Merge pull request #1759 from c9s/edwin/bybit/add-v5-execution-request
FEATURE: [bybit] integrate the v5 trade history
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2024-10-01 14:06:46 +08:00 |
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edwin
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a68764b763
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pkg/exchange: merge FeeRatePoller into StreamDataProvider
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2024-10-01 11:45:33 +08:00 |
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edwin
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7f1e1a3a51
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pkg/exchange: export SymbolFeeDetail struct
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2024-10-01 11:45:33 +08:00 |
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edwin
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eb2a7421da
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pkg/exchange: integrate the v5 query trade api
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2024-10-01 11:45:31 +08:00 |
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edwin
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d2c1ae0642
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pkg/exchange: move fee rate calculate method outside
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2024-10-01 00:06:47 +08:00 |
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edwin
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f6e58ded02
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pkg/exchange: add PollAndGet method and declare an interface
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2024-10-01 00:06:43 +08:00 |
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bailantaotao
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a639a5831b
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Merge pull request #1757 from c9s/edwin/bybit/add-v5-execution-request
Go / build (1.21, 6.2) (push) Waiting to run
golang-lint / lint (push) Waiting to run
FEATURE: [bybit] add v5 execution request
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2024-09-30 17:51:26 +08:00 |
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c9s
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3c48663032
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add more tests
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2024-09-30 17:32:46 +08:00 |
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edwin
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bdfcbdcf56
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pkg/exchange: move common execution field to bybitapi.trade
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2024-09-30 16:28:07 +08:00 |
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edwin
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aac833d135
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pkg/exchange: add execution list request to bybit
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2024-09-30 16:27:33 +08:00 |
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