c9s
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bb06a6a046
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Merge pull request #1703 from c9s/c9s/core/position-metrics
FEATURE: [core] add position metrics
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2024-08-22 13:32:39 +08:00 |
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c9s
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72575e3cd8
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elliottwave: use AverageCost instead
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2024-08-22 11:26:46 +08:00 |
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c9s
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a900c72032
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types/position: drop approximateAverageCost
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2024-08-22 11:19:54 +08:00 |
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c9s
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5635e31487
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types: pull out calculateFeeInQuote method
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2024-08-22 11:07:45 +08:00 |
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c9s
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e2d68f2a86
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types: add fee cost settter to the position
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2024-08-22 10:59:38 +08:00 |
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c9s
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6718087cb1
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Merge pull request #1702 from c9s/c9s/core/improve-metrics
IMPROVE: improve balance related metrics
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2024-08-22 10:02:51 +08:00 |
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c9s
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9136877207
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types: update position metrics after adding trades
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2024-08-21 16:35:57 +08:00 |
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c9s
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c063df6467
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document privateChannels and privateChannelSymbols
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2024-08-21 16:24:19 +08:00 |
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c9s
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80fc10a1fd
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bbgo: add session name to the metrics
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2024-08-21 15:46:09 +08:00 |
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c9s
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fead99aaa6
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add more balance metrics
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2024-08-21 15:33:27 +08:00 |
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c9s
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40d3a40277
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types: add marginType
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2024-08-21 15:24:43 +08:00 |
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c9s
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055cfbb3ff
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Merge pull request #1699 from c9s/c9s/refactor-twap
REFACTOR: [twap] upgrade twap command and add optional order update rate limiter
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2024-08-21 15:20:57 +08:00 |
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c9s
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d18adfcbc7
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Merge pull request #1701 from c9s/release/v1.60
RELEASE: v1.60.0
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2024-08-21 14:55:34 +08:00 |
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c9s
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48eeae0a10
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add v1.60.0 release note
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2024-08-21 14:42:59 +08:00 |
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c9s
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d855d9bbc0
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bump version to v1.60.0
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2024-08-21 14:42:59 +08:00 |
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c9s
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1a1f700122
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update command doc files
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2024-08-21 14:42:58 +08:00 |
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c9s
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3a2e4dfd26
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add new scripts
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2024-08-21 14:40:29 +08:00 |
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c9s
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6f0cf8f3e0
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chmod +x
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2024-08-21 14:37:39 +08:00 |
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narumi
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731fa9af7e
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fix error when bollinger settings is not set
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2024-08-21 13:28:22 +08:00 |
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c9s
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a06b63c897
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twap: rename constructor
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2024-08-20 18:13:42 +08:00 |
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c9s
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ebaf3a330f
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twap: pull out submitOrder method
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2024-08-20 17:53:19 +08:00 |
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c9s
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a0cbf82d97
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twap: handle delayInterval after canceling order
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2024-08-20 17:51:44 +08:00 |
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c9s
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9a2b792ed1
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twap: split doneSignal into a single file
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2024-08-20 17:49:18 +08:00 |
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c9s
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2392fddc3c
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fix method name
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2024-08-20 17:47:39 +08:00 |
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c9s
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c92c395f67
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twap: improve rate limiter syntax parser and support order update rate limiter in twap
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2024-08-20 17:07:29 +08:00 |
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c9s
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48029f95cc
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cmd: pull out and refine twap order executor command
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2024-08-20 16:24:34 +08:00 |
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c9s
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8911f88ed6
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Merge pull request #1683 from c9s/dependabot/github_actions/codecov/codecov-action-4
dep: bump codecov/codecov-action from 3 to 4
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2024-08-20 14:46:16 +08:00 |
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c9s
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a1c77e42f1
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Merge pull request #1680 from c9s/dependabot/github_actions/docker/setup-buildx-action-3
dep: bump docker/setup-buildx-action from 1 to 3
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2024-08-20 14:42:33 +08:00 |
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c9s
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c03f5f47c2
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Merge pull request #1684 from c9s/dependabot/github_actions/docker/metadata-action-5
dep: bump docker/metadata-action from 3 to 5
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2024-08-20 14:42:20 +08:00 |
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c9s
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40260a1204
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Merge pull request #1681 from c9s/dependabot/github_actions/actions/checkout-4
dep: bump actions/checkout from 2 to 4
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2024-08-20 14:42:10 +08:00 |
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c9s
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baffefac07
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Merge pull request #1689 from anywhy/fix_float64_series
fix float64 series use mean or stdev function result is zero
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2024-08-20 14:41:29 +08:00 |
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c9s
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6d3a18ad55
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twap: call trade collector process when shutdown
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2024-08-20 14:30:08 +08:00 |
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c9s
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d1617b6a0b
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Merge pull request #1697 from c9s/c9s/refactor-twap
FEATURE: redesign and refactor twap order executor
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2024-08-20 14:24:48 +08:00 |
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c9s
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b9c41b7ad7
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twap: improve cancelContextIfTargetQuantityFilled check method
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2024-08-20 14:14:19 +08:00 |
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c9s
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0530809834
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fix position test
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2024-08-20 14:10:22 +08:00 |
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c9s
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d8fad8250c
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fix duplicated field
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2024-08-20 14:01:19 +08:00 |
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c9s
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c8aea81505
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twap: implement twap mock testing
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2024-08-20 14:01:04 +08:00 |
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c9s
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cec078f4bf
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twap: add stream executor test
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2024-08-20 14:01:04 +08:00 |
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c9s
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648e10fd7c
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binance: fix time in force setting for limit maker
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2024-08-20 14:01:04 +08:00 |
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c9s
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b7d18e687e
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twap: implement orderUpdater
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2024-08-20 14:01:03 +08:00 |
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c9s
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51c1b995c2
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twap: add v2 fixed quantity executor
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2024-08-20 14:01:03 +08:00 |
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dependabot[bot]
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f845918d80
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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>
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2024-08-20 05:49:53 +00:00 |
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c9s
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47c7714d33
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Merge pull request #1698 from c9s/feature/max/update-get-trade-api
FEATURE: update get trades api
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2024-08-20 13:49:39 +08:00 |
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c9s
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408a41342b
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Merge pull request #1692 from c9s/narumi/delete-python
DELETE: delete python
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2024-08-20 13:49:17 +08:00 |
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c9s
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f7ad141b04
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Merge pull request #1693 from anywhy/fix_binance_query_order
fix binance exchange query futures order
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2024-08-19 18:01:03 +08:00 |
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kbearXD
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90712aff29
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FEATURE: update get trades api
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2024-08-19 17:05:02 +08:00 |
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c9s
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0a83c26fd5
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types: add warning to the price type
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2024-08-17 14:15:43 +08:00 |
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c9s
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1294cd95be
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rename twap.Execution to twap.StreamExecutor
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2024-08-17 14:09:25 +08:00 |
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c9s
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9dd85623b9
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types,strategy: refactor price type and add more bbo (best bid offer)
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2024-08-17 14:05:29 +08:00 |
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c9s
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621a2b86cf
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twap: move twap execution to a single package
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2024-08-17 13:29:27 +08:00 |
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