Commit Graph

8752 Commits

Author SHA1 Message Date
c9s
bb06a6a046
Merge pull request #1703 from c9s/c9s/core/position-metrics
FEATURE: [core] add position metrics
2024-08-22 13:32:39 +08:00
c9s
72575e3cd8
elliottwave: use AverageCost instead 2024-08-22 11:26:46 +08:00
c9s
a900c72032
types/position: drop approximateAverageCost 2024-08-22 11:19:54 +08:00
c9s
5635e31487
types: pull out calculateFeeInQuote method 2024-08-22 11:07:45 +08:00
c9s
e2d68f2a86
types: add fee cost settter to the position 2024-08-22 10:59:38 +08:00
c9s
6718087cb1
Merge pull request #1702 from c9s/c9s/core/improve-metrics
IMPROVE: improve balance related metrics
2024-08-22 10:02:51 +08:00
c9s
9136877207
types: update position metrics after adding trades 2024-08-21 16:35:57 +08:00
c9s
c063df6467
document privateChannels and privateChannelSymbols 2024-08-21 16:24:19 +08:00
c9s
80fc10a1fd
bbgo: add session name to the metrics 2024-08-21 15:46:09 +08:00
c9s
fead99aaa6
add more balance metrics 2024-08-21 15:33:27 +08:00
c9s
40d3a40277
types: add marginType 2024-08-21 15:24:43 +08:00
c9s
055cfbb3ff
Merge pull request #1699 from c9s/c9s/refactor-twap
REFACTOR: [twap] upgrade twap command and add optional order update rate limiter
2024-08-21 15:20:57 +08:00
c9s
d18adfcbc7
Merge pull request #1701 from c9s/release/v1.60
RELEASE: v1.60.0
2024-08-21 14:55:34 +08:00
c9s
48eeae0a10
add v1.60.0 release note 2024-08-21 14:42:59 +08:00
c9s
d855d9bbc0
bump version to v1.60.0 2024-08-21 14:42:59 +08:00
c9s
1a1f700122
update command doc files 2024-08-21 14:42:58 +08:00
c9s
3a2e4dfd26
add new scripts 2024-08-21 14:40:29 +08:00
c9s
6f0cf8f3e0
chmod +x 2024-08-21 14:37:39 +08:00
narumi
731fa9af7e fix error when bollinger settings is not set 2024-08-21 13:28:22 +08:00
c9s
a06b63c897
twap: rename constructor 2024-08-20 18:13:42 +08:00
c9s
ebaf3a330f
twap: pull out submitOrder method 2024-08-20 17:53:19 +08:00
c9s
a0cbf82d97
twap: handle delayInterval after canceling order 2024-08-20 17:51:44 +08:00
c9s
9a2b792ed1
twap: split doneSignal into a single file 2024-08-20 17:49:18 +08:00
c9s
2392fddc3c
fix method name 2024-08-20 17:47:39 +08:00
c9s
c92c395f67
twap: improve rate limiter syntax parser and support order update rate limiter in twap 2024-08-20 17:07:29 +08:00
c9s
48029f95cc
cmd: pull out and refine twap order executor command 2024-08-20 16:24:34 +08:00
c9s
8911f88ed6
Merge pull request #1683 from c9s/dependabot/github_actions/codecov/codecov-action-4
dep: bump codecov/codecov-action from 3 to 4
2024-08-20 14:46:16 +08:00
c9s
a1c77e42f1
Merge pull request #1680 from c9s/dependabot/github_actions/docker/setup-buildx-action-3
dep: bump docker/setup-buildx-action from 1 to 3
2024-08-20 14:42:33 +08:00
c9s
c03f5f47c2
Merge pull request #1684 from c9s/dependabot/github_actions/docker/metadata-action-5
dep: bump docker/metadata-action from 3 to 5
2024-08-20 14:42:20 +08:00
c9s
40260a1204
Merge pull request #1681 from c9s/dependabot/github_actions/actions/checkout-4
dep: bump actions/checkout from 2 to 4
2024-08-20 14:42:10 +08:00
c9s
baffefac07
Merge pull request #1689 from anywhy/fix_float64_series
fix float64 series use mean or stdev function result is zero
2024-08-20 14:41:29 +08:00
c9s
6d3a18ad55
twap: call trade collector process when shutdown 2024-08-20 14:30:08 +08:00
c9s
d1617b6a0b
Merge pull request #1697 from c9s/c9s/refactor-twap
FEATURE: redesign and refactor twap order executor
2024-08-20 14:24:48 +08:00
c9s
b9c41b7ad7
twap: improve cancelContextIfTargetQuantityFilled check method 2024-08-20 14:14:19 +08:00
c9s
0530809834
fix position test 2024-08-20 14:10:22 +08:00
c9s
d8fad8250c
fix duplicated field 2024-08-20 14:01:19 +08:00
c9s
c8aea81505
twap: implement twap mock testing 2024-08-20 14:01:04 +08:00
c9s
cec078f4bf
twap: add stream executor test 2024-08-20 14:01:04 +08:00
c9s
648e10fd7c
binance: fix time in force setting for limit maker 2024-08-20 14:01:04 +08:00
c9s
b7d18e687e
twap: implement orderUpdater 2024-08-20 14:01:03 +08:00
c9s
51c1b995c2
twap: add v2 fixed quantity executor 2024-08-20 14:01:03 +08:00
dependabot[bot]
f845918d80
dep: bump actions/checkout from 2 to 4
Bumps [actions/checkout](https://github.com/actions/checkout) from 2 to 4.
- [Release notes](https://github.com/actions/checkout/releases)
- [Changelog](https://github.com/actions/checkout/blob/main/CHANGELOG.md)
- [Commits](https://github.com/actions/checkout/compare/v2...v4)

---
updated-dependencies:
- dependency-name: actions/checkout
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
2024-08-20 05:49:53 +00:00
c9s
47c7714d33
Merge pull request #1698 from c9s/feature/max/update-get-trade-api
FEATURE: update get trades api
2024-08-20 13:49:39 +08:00
c9s
408a41342b
Merge pull request #1692 from c9s/narumi/delete-python
DELETE: delete python
2024-08-20 13:49:17 +08:00
c9s
f7ad141b04
Merge pull request #1693 from anywhy/fix_binance_query_order
fix binance exchange query futures order
2024-08-19 18:01:03 +08:00
kbearXD
90712aff29 FEATURE: update get trades api 2024-08-19 17:05:02 +08:00
c9s
0a83c26fd5
types: add warning to the price type 2024-08-17 14:15:43 +08:00
c9s
1294cd95be
rename twap.Execution to twap.StreamExecutor 2024-08-17 14:09:25 +08:00
c9s
9dd85623b9
types,strategy: refactor price type and add more bbo (best bid offer) 2024-08-17 14:05:29 +08:00
c9s
621a2b86cf
twap: move twap execution to a single package 2024-08-17 13:29:27 +08:00