c9s
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7da83e9e6c
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fix twap tests
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2024-11-20 18:12:15 +08:00 |
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c9s
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f2366908c3
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xmaker: enhance DelayedHedge
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2024-11-20 18:11:57 +08:00 |
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c9s
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6e38210af8
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xmaker: add signalTrendSideMargin support
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2024-11-20 18:11:57 +08:00 |
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c9s
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f1f5f1ff3a
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xmaker: solve scale in the Initialize() call
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2024-11-20 18:11:57 +08:00 |
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c9s
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c0ee183426
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xmaker: set default signal margin scales
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2024-11-20 18:11:57 +08:00 |
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c9s
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2f261dd0a5
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xmaker: add MaxQuoteUsageRatio option
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2024-11-20 18:11:56 +08:00 |
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c9s
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5b23671b44
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types: reset order book when stream disconnected
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2024-11-20 18:11:56 +08:00 |
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kbearXD
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505decce48
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Merge pull request #1835 from c9s/kbearXD/max/not-use-snapshot-event
Go / build (1.21, 6.2) (push) Waiting to run
golang-lint / lint (push) Waiting to run
FEATURE: [max] new method for depth buffer to set snapshot
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2024-11-20 14:04:59 +08:00 |
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kbearXD
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93f68bc3d7
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FIX: new SetSnapshot method for depthBuffer and use it on snapshot event
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2024-11-20 13:48:13 +08:00 |
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c9s
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8641640ee7
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xmaker: fix market data subscribe
Go / build (1.21, 6.2) (push) Has been cancelled
golang-lint / lint (push) Has been cancelled
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2024-11-18 16:46:39 +08:00 |
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c9s
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4fea25e00a
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Merge pull request #1834 from c9s/c9s/improve-connectivity-group
REFACTOR: integrate connectivity into session
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2024-11-18 16:35:54 +08:00 |
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c9s
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5fefa41487
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bbgo: integrate connectivity into the session
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2024-11-18 15:42:16 +08:00 |
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c9s
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31bee32158
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Merge pull request #1832 from c9s/dependabot/github_actions/morphy2k/revive-action-2.7.1
dep: bump morphy2k/revive-action from 2.7.0 to 2.7.1
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2024-11-18 14:54:13 +08:00 |
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c9s
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b0146b0d73
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Merge pull request #1833 from c9s/dependabot/github_actions/codecov/codecov-action-5
dep: bump codecov/codecov-action from 4 to 5
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2024-11-18 14:53:43 +08:00 |
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dependabot[bot]
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a2ec0448f1
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dep: bump codecov/codecov-action from 4 to 5
Bumps [codecov/codecov-action](https://github.com/codecov/codecov-action) from 4 to 5.
- [Release notes](https://github.com/codecov/codecov-action/releases)
- [Changelog](https://github.com/codecov/codecov-action/blob/main/CHANGELOG.md)
- [Commits](https://github.com/codecov/codecov-action/compare/v4...v5)
---
updated-dependencies:
- dependency-name: codecov/codecov-action
dependency-type: direct:production
update-type: version-update:semver-major
...
Signed-off-by: dependabot[bot] <support@github.com>
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2024-11-18 06:25:22 +00:00 |
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dependabot[bot]
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bb5830fb47
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dep: bump morphy2k/revive-action from 2.7.0 to 2.7.1
Bumps [morphy2k/revive-action](https://github.com/morphy2k/revive-action) from 2.7.0 to 2.7.1.
- [Release notes](https://github.com/morphy2k/revive-action/releases)
- [Commits](https://github.com/morphy2k/revive-action/compare/v2.7.0...v2.7.1)
---
updated-dependencies:
- dependency-name: morphy2k/revive-action
dependency-type: direct:production
update-type: version-update:semver-patch
...
Signed-off-by: dependabot[bot] <support@github.com>
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2024-11-18 06:25:19 +00:00 |
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c9s
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11011726e1
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Merge pull request #1831 from c9s/c9s/share-stream-book-metrics-labels
REFACTOR: share stream book metrics labels
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2024-11-18 14:14:55 +08:00 |
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c9s
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d22d16ff95
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connectivity: refactor and drop AnyDisconnected
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2024-11-18 14:08:35 +08:00 |
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c9s
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e497b8b5e5
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types: share stream book metrics labels
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2024-11-18 14:03:41 +08:00 |
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c9s
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0399cd1379
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Merge pull request #1830 from c9s/c9s/xdepthmaker/fix-book-pricing
Go / build (1.21, 6.2) (push) Waiting to run
golang-lint / lint (push) Waiting to run
FIX: [xdepthmaker] fix book pricing
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2024-11-17 18:01:27 +08:00 |
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c9s
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fa2c0be6a3
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xdepthmaker: improve and fix order generator
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2024-11-17 17:50:37 +08:00 |
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c9s
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39b2354f08
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xdepthmaker: remove price truncation
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2024-11-16 16:46:24 +08:00 |
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kbearXD
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f9910626bb
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Merge pull request #1829 from c9s/kbearXD/max/depth-buffer
Go / build (1.21, 6.2) (push) Waiting to run
golang-lint / lint (push) Waiting to run
FIX: depth buffer can skip old event if event.FinalUpdateID <= buffer…
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2024-11-16 16:01:52 +08:00 |
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kbearXD
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319b8139a1
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FIX: depth buffer can skip old event if event.FinalUpdateID <= buffer.FinalUpdateID
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2024-11-16 15:49:32 +08:00 |
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kbearXD
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cd6393fa3f
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Merge pull request #1827 from c9s/kbearXD/depth/fix-fetch-and-try
FIX: do not reset snapshot and once in tryFetch
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2024-11-16 15:27:06 +08:00 |
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kbearXD
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9aada2154d
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FIX: do not reset snapshot and once in tryFetch
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2024-11-16 15:17:24 +08:00 |
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c9s
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89e6a4d372
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Merge pull request #1828 from c9s/c9s/xdepthmaker/fix-book-pricing
FIX: [depth] fix early snapshot id checking
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2024-11-16 15:08:50 +08:00 |
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c9s
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b2b363ba42
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depth: fix early snapshot id checking
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2024-11-16 14:58:05 +08:00 |
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c9s
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b4a677a612
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Merge pull request #1826 from c9s/c9s/xmaker/isolated-market-data-stream
FEATURE: [xmaker] allocate isolated market data stream
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2024-11-16 14:21:46 +08:00 |
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c9s
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40d0b59dfa
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xmaker: allocate isolated market data stream
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2024-11-16 14:09:54 +08:00 |
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c9s
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e0d3013866
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xdepthmaker: separate a stream for order book
Go / build (1.21, 6.2) (push) Waiting to run
golang-lint / lint (push) Waiting to run
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2024-11-16 02:47:22 +08:00 |
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c9s
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9cced25ffb
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xdepthmaker: use pips
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2024-11-16 02:32:18 +08:00 |
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c9s
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ae7d5e9dd8
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xdepthmaker: call DebugSubmitOrders
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2024-11-16 01:32:32 +08:00 |
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c9s
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23db7fac1e
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xgap: add MaxJitterQuantity and fix source book subscription
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2024-11-16 01:13:24 +08:00 |
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c9s
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69f49d6a86
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xdepthmaker: remove unused OrderCancelWaitTime and add source book price warning
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2024-11-16 00:55:02 +08:00 |
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c9s
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67a1cd890e
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xgap: put source market loading to the same code area
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2024-11-16 00:48:27 +08:00 |
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c9s
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6078b2e144
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xgap: fix source market info loading
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2024-11-16 00:47:58 +08:00 |
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c9s
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0ed1d385c1
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xdepthmaker: subscribe full book
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2024-11-16 00:47:45 +08:00 |
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c9s
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2dca9762e2
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take off disconnectC
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2024-11-16 00:37:08 +08:00 |
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c9s
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11394ae650
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xdepthmaker: update metrics when maxLayer == 0
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2024-11-16 00:36:24 +08:00 |
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c9s
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81a9d4c215
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Merge pull request #1825 from c9s/c9s/xdepthmaker-maker-metrics
IMPROVE: [metrics] make the metrics name consistent and update best ask/bid prices
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2024-11-16 00:17:41 +08:00 |
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c9s
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e8944082a7
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metrics: make the metrics name consistent and update best ask/bid prices
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2024-11-16 00:17:06 +08:00 |
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c9s
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b8f8e09a51
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Merge pull request #1824 from c9s/c9s/xdepthmaker-maker-metrics
FEATURE: [xdepthmaker] add maker metrics
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2024-11-16 00:16:50 +08:00 |
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c9s
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5c6a00cc87
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metrics: add maker metrics for xdepthmaker
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2024-11-16 00:05:26 +08:00 |
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c9s
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2f0932c40c
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Merge pull request #1823 from c9s/c9s/fix-xgap-symbol
IMPROVE: [xgap] customize source symbol
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2024-11-16 00:00:03 +08:00 |
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c9s
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60c7dfea29
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add maker metrics
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2024-11-15 23:55:38 +08:00 |
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c9s
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b75e4d83e9
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deposit: add bsc-bep20 to the case
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2024-11-15 23:49:29 +08:00 |
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c9s
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abd41c98de
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xgap: call tradingutil.UniversalCancelAllOrders
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2024-11-15 23:48:23 +08:00 |
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c9s
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050d1ca794
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xgap: share sourceKLineHandler
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2024-11-15 23:47:25 +08:00 |
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c9s
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bd76a0e254
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Merge pull request #1822 from c9s/c9s/fix-universal-cancel-orders
IMPROVE: [tradingutil] improve UniversalCancelAllOrders by querying open orders
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2024-11-15 23:47:12 +08:00 |
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