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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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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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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c7e873abbb
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Merge pull request #1758 from c9s/c9s/xmaker/depth-signal
FEATURE: [xmaker] add depth ratio signal
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2024-09-30 17:44:43 +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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c9s
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39fad2e0b5
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xmaker: add depth ratio signal
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2024-09-30 16:21:22 +08:00 |
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c9s
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f776914e8c
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do not return when failed cleaning up orders
Go / build (1.21, 6.2) (push) Has been cancelled
golang-lint / lint (push) Has been cancelled
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2024-09-27 21:23:11 +08:00 |
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c9s
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12455604a6
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Merge pull request #1755 from c9s/c9s/xdepthmaker/refactor
IMPROVE: [xdepthmaker] improve price solver integration and hedge method
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2024-09-27 20:24:08 +08:00 |
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c9s
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4661ec629d
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xdepthmaker: add priceImpactRatio detection
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2024-09-27 20:14:34 +08:00 |
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c9s
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be353c533b
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xmaker: bind price solver with market data stream
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2024-09-27 18:43:09 +08:00 |
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c9s
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e8c063c09b
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xdepthmaker: support countery party 5 hedge and force full replenish
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2024-09-27 18:43:09 +08:00 |
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c9s
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5dcd375279
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add more update methods for price solver
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2024-09-27 18:43:09 +08:00 |
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c9s
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9194a9152c
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extend ticker method
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2024-09-27 18:43:09 +08:00 |
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c9s
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d5a6930545
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add disconnectedC method
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2024-09-27 18:43:09 +08:00 |
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c9s
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98011e1e97
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extend price volume slice methods
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2024-09-27 18:43:09 +08:00 |
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c9s
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79b636fa02
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move bbo monitor to bbgo package
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2024-09-27 18:43:09 +08:00 |
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c9s
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c8823e977f
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Merge pull request #1754 from c9s/c9s/xdepthmaker/refactor
Go / build (1.21, 6.2) (push) Waiting to run
golang-lint / lint (push) Waiting to run
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2024-09-27 15:03:57 +08:00 |
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c9s
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091eb5d9c5
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xdepthmaker: return when we can't clean up the open orders
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2024-09-27 14:27:20 +08:00 |
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c9s
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fb35a2b79f
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types: add AnyDisconnected() method on ConnectivityGroup
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2024-09-27 13:31:37 +08:00 |
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c9s
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c07661af57
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all: refactor depthmaker with connectivity
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2024-09-27 13:24:03 +08:00 |
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c9s
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ccb617f30f
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types: add connectivity test
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2024-09-27 12:56:44 +08:00 |
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c9s
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431d6964d5
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xdepthmaker: split quote worker and hedge worker
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2024-09-26 17:57:12 +08:00 |
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c9s
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0c842e0eb5
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Merge pull request #1753 from c9s/c9s/xdepthmaker/improvements
Go / build (1.21, 6.2) (push) Waiting to run
golang-lint / lint (push) Waiting to run
IMPROVE: [xdepthmaker] use order query to update the canceled order, fix depth price, fix symbol column lengths, fix covered position
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2024-09-26 15:06:12 +08:00 |
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c9s
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6e19777277
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Merge pull request #1751 from lanphan/fixemitnew
fix OnNew event must be called before OnFilled
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2024-09-26 12:26:34 +08:00 |
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c9s
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f2ecf8a310
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Merge pull request #1746 from zenixls2/doc/dynamic
Go / build (1.21, 6.2) (push) Waiting to run
golang-lint / lint (push) Waiting to run
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2024-09-25 22:24:03 +08:00 |
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c9s
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1b5da22c90
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xdepthmaker: fix coveredPosition reduction
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2024-09-25 18:16:04 +08:00 |
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c9s
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f4e905833c
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xdepthmaker: improve HedgeMaxOrderQuantity check
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2024-09-25 18:16:03 +08:00 |
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c9s
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42cd3cba1e
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xdepthmaker: clean up todo
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2024-09-25 18:16:03 +08:00 |
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c9s
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67fd15c88f
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xdepthmaker: log covered position
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2024-09-25 18:16:03 +08:00 |
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c9s
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d83297b605
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migrations: add table column symbol length fix
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2024-09-25 18:16:03 +08:00 |
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c9s
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3ce9d20a2b
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migrations: fix symbol lengths
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2024-09-25 18:16:02 +08:00 |
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c9s
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e11db4a2d1
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xdepthmaker: avoid using the same depth price for the new maker order
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2024-09-25 18:16:02 +08:00 |
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c9s
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6a5ab424c9
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xdepthmaker: add hedgeMaxOrderQuantity protection
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2024-09-25 15:52:23 +08:00 |
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c9s
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b3d58a9e05
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bbgo: add types.ExchangeOrderQueryService support for checking canceled orders
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2024-09-25 14:13:23 +08:00 |
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c9s
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768428a7eb
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bbgo: pass the actual context object instead of background context
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2024-09-25 13:36:49 +08:00 |
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c9s
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329b8a40d9
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xdepthmaker: adjust covered position when order is canceled
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2024-09-25 13:36:31 +08:00 |
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c9s
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03221a0a71
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Merge pull request #1752 from c9s/c9s/bitget/improvements
Go / build (1.21, 6.2) (push) Has been cancelled
golang-lint / lint (push) Has been cancelled
IMPROVE: [biget] several improvements
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2024-09-24 17:26:13 +08:00 |
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c9s
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60d5126b61
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xdepthmaker: add HedgeStrategyBboQueue1 hedge method
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2024-09-24 17:10:50 +08:00 |
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c9s
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59191cf6bf
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xdepthmaker: support bbgo counter party 1 hedge method
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2024-09-24 16:33:53 +08:00 |
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c9s
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566234d3ab
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xdepthmaker: rename last price var to just price
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2024-09-24 16:14:03 +08:00 |
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c9s
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e7c76ddd26
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xdepthmaker: refactor hedge methods
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2024-09-24 16:12:17 +08:00 |
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c9s
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61ea41d999
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xdepthmaker: simplify hedge
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2024-09-23 22:16:53 +08:00 |
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