Commit Graph

2493 Commits

Author SHA1 Message Date
c9s
f2366908c3
xmaker: enhance DelayedHedge 2024-11-20 18:11:57 +08:00
c9s
6e38210af8
xmaker: add signalTrendSideMargin support 2024-11-20 18:11:57 +08:00
c9s
f1f5f1ff3a
xmaker: solve scale in the Initialize() call 2024-11-20 18:11:57 +08:00
c9s
c0ee183426
xmaker: set default signal margin scales 2024-11-20 18:11:57 +08:00
c9s
2f261dd0a5
xmaker: add MaxQuoteUsageRatio option 2024-11-20 18:11:56 +08:00
c9s
8641640ee7
xmaker: fix market data subscribe
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2024-11-18 16:46:39 +08:00
c9s
5fefa41487
bbgo: integrate connectivity into the session 2024-11-18 15:42:16 +08:00
c9s
fa2c0be6a3
xdepthmaker: improve and fix order generator 2024-11-17 17:50:37 +08:00
c9s
39b2354f08
xdepthmaker: remove price truncation 2024-11-16 16:46:24 +08:00
c9s
b2b363ba42
depth: fix early snapshot id checking 2024-11-16 14:58:05 +08:00
c9s
40d0b59dfa
xmaker: allocate isolated market data stream 2024-11-16 14:09:54 +08:00
c9s
e0d3013866
xdepthmaker: separate a stream for order book
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2024-11-16 02:47:22 +08:00
c9s
9cced25ffb
xdepthmaker: use pips 2024-11-16 02:32:18 +08:00
c9s
ae7d5e9dd8
xdepthmaker: call DebugSubmitOrders 2024-11-16 01:32:32 +08:00
c9s
23db7fac1e
xgap: add MaxJitterQuantity and fix source book subscription 2024-11-16 01:13:24 +08:00
c9s
69f49d6a86
xdepthmaker: remove unused OrderCancelWaitTime and add source book price warning 2024-11-16 00:55:02 +08:00
c9s
67a1cd890e
xgap: put source market loading to the same code area 2024-11-16 00:48:27 +08:00
c9s
6078b2e144
xgap: fix source market info loading 2024-11-16 00:47:58 +08:00
c9s
0ed1d385c1
xdepthmaker: subscribe full book 2024-11-16 00:47:45 +08:00
c9s
2dca9762e2
take off disconnectC 2024-11-16 00:37:08 +08:00
c9s
11394ae650
xdepthmaker: update metrics when maxLayer == 0 2024-11-16 00:36:24 +08:00
c9s
81a9d4c215
Merge pull request #1825 from c9s/c9s/xdepthmaker-maker-metrics
IMPROVE: [metrics] make the metrics name consistent and update best ask/bid prices
2024-11-16 00:17:41 +08:00
c9s
e8944082a7
metrics: make the metrics name consistent and update best ask/bid prices 2024-11-16 00:17:06 +08:00
c9s
b8f8e09a51
Merge pull request #1824 from c9s/c9s/xdepthmaker-maker-metrics
FEATURE: [xdepthmaker] add maker metrics
2024-11-16 00:16:50 +08:00
c9s
5c6a00cc87
metrics: add maker metrics for xdepthmaker 2024-11-16 00:05:26 +08:00
c9s
2f0932c40c
Merge pull request #1823 from c9s/c9s/fix-xgap-symbol
IMPROVE: [xgap] customize source symbol
2024-11-16 00:00:03 +08:00
c9s
abd41c98de
xgap: call tradingutil.UniversalCancelAllOrders 2024-11-15 23:48:23 +08:00
c9s
050d1ca794
xgap: share sourceKLineHandler 2024-11-15 23:47:25 +08:00
c9s
e67a6c56c9
xgap: check sourceSymbol 2024-11-15 23:45:03 +08:00
c9s
ab9faba1af
xgap: check sourceSymbol 2024-11-15 23:43:28 +08:00
c9s
2ea0c86c67
xgap: initialize logger 2024-11-15 23:42:26 +08:00
c9s
9d2e61dc6e
tradingutil: improve UniversalCancelAllOrders by querying open orders 2024-11-15 23:35:18 +08:00
c9s
3eff1abba7
improve deposit.GetCurrentConfirmation 2024-11-15 12:15:44 +08:00
c9s
0917b13b3f
deposit2transfer: fix emojis
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2024-11-15 11:02:04 +08:00
c9s
e379e4c97d
all: handle AllAuthedC timeout from the caller
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2024-11-15 02:03:22 +08:00
c9s
1071c68a1a
xmaker: adjust auth timeout to 3min 2024-11-15 00:57:36 +08:00
c9s
aea21f1bdd
xmaker: add s.makerUserDataConnectivity 2024-11-15 00:18:15 +08:00
c9s
e9e3dbacec
deposit2transfer: fix deposit time checking 2024-11-14 22:49:50 +08:00
c9s
c395dc8a9a
xmaker: check sourceMarkets 2024-11-14 21:16:41 +08:00
c9s
e47609e8a1
all: call SetMetricsInfo when the circuit breaker instance exists 2024-11-14 16:31:08 +08:00
c9s
6e4b23f6b4
circuitbreaker: extend circuitbreaker metrics label with symbol field, add on panic callback 2024-11-14 16:26:17 +08:00
c9s
10e3323c88
deposit2transfer: optimize slack messages 2024-11-14 16:16:02 +08:00
c9s
70d26ff775
deposit2transfer: ignore dust deposits 2024-11-14 15:38:30 +08:00
c9s
d76f8c31a6
deposit2transfer: fix last deposit time checking 2024-11-13 12:24:37 +08:00
kbearXD
24e33fcdfd
Merge pull request #1809 from c9s/chiahung/xalign/check-large-amount-alert-exist
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FIX: [xalign] verify LargetAmountAlert is not nil
2024-11-12 16:36:00 +08:00
kbearXD
44ca46cbf2 FIX: [xalign] verify LargetAmountAlert is not nil 2024-11-12 16:24:18 +08:00
c9s
d137bc1b6e
Merge pull request #1808 from c9s/c9s/xalign/livenote
IMPROVE: [deposit2transfer] add livenote support
2024-11-12 16:21:13 +08:00
kbearXD
b57c54de2b
Merge pull request #1791 from c9s/kbearXD/xalign/notify-if-large-amount
FEATURE: [xalign] add notification when order quote is over alert amount
2024-11-12 16:15:29 +08:00
c9s
ee7beeced6
deposit2transfer: add pin support 2024-11-12 16:09:51 +08:00
c9s
41b1991843
deposit2transfer: adjust default scan interval 2024-11-12 15:53:17 +08:00