Commit Graph

5852 Commits

Author SHA1 Message Date
c9s
84085e09b5
xdepthmaker: fix duplicated binding 2023-12-18 22:32:13 +08:00
c9s
2c9583cccb
xdepthmaker: remove redundant notification 2023-12-18 22:32:13 +08:00
c9s
882c1273b3
bbgo: pull out findPossibleMarketSymbols and add tests 2023-12-18 22:09:04 +08:00
c9s
671ce872c4
bbgo: fix and improve session UpdatePrice method 2023-12-18 22:01:11 +08:00
c9s
3ac862d122
bump version to v1.55.2 2023-12-18 18:00:40 +08:00
c9s
98468feb73
Merge pull request #1458 from c9s/feature/xdepthmaker
FIX: [xdepthmaker] final fix
2023-12-18 17:59:38 +08:00
c9s
841229518a
bitget: add more debug logs for orderEvent and tradeEvent 2023-12-18 16:31:04 +08:00
c9s
92aa7652d5
bbgo: add recordPosition log 2023-12-18 15:49:20 +08:00
chiahung.lin
eda072327c FIX: move common.Strategy to Initialize 2023-12-18 14:48:13 +08:00
c9s
038d180711
bitget: check bitget websocket trade id and order status 2023-12-18 14:44:33 +08:00
c9s
f19ed7abe0
xdepthmaker: initialize s.CrossExchangeMarketMakingStrategy in Initialize() 2023-12-18 14:31:51 +08:00
c9s
3e6d6e10b3
all: move Initialize() call out, call it before the LoadState 2023-12-18 12:09:03 +08:00
c9s
19636ae429
bump version to v1.55.1 2023-12-15 19:20:01 +08:00
c9s
e7c3582334
fix: import tzdata package 2023-12-15 19:19:06 +08:00
c9s
8690977b5c
bump version to v1.55.0 2023-12-14 18:05:02 +08:00
c9s
2c7e42922b
Merge pull request #1429 from c9s/edwin/bybit/get-fee-rate-on-private-stream-only 2023-12-13 18:50:19 +08:00
chiahung.lin
e86b1bb90f REFACTOR: make all common.Strategy from pointer to value 2023-12-13 17:36:30 +08:00
c9s
6dd3766776
Merge pull request #1451 from c9s/feature/xdepthmaker
CHORE: [xdepthmaker] improve shutdown process
2023-12-13 16:47:01 +08:00
c9s
c870defd47
xdepthmaker: improve shutdown process 2023-12-13 16:29:07 +08:00
c9s
61fb795e37
Merge pull request #1450 from c9s/feature/xdepthmaker
IMPROVE: [strategy] xdepthmaker final fine-tune
2023-12-13 15:50:35 +08:00
c9s
c170eac991
bbgo: fix active order book graceful cancel checking logics 2023-12-13 15:25:52 +08:00
chiahung.lin
e3d51777d3 rename 2023-12-13 14:16:02 +08:00
chiahung.lin
092d5cfb07 FEATURE: cancel maker orders and open take profit order 2023-12-13 14:16:02 +08:00
c9s
115c2dc139
bbgo: refactor active orderbook 2023-12-13 14:00:53 +08:00
Edwin
29550f0013 pkg/exchange: we don't need the fee rate in the public stream 2023-12-13 13:53:58 +08:00
c9s
6cbb17fb76
all: refactor log formatter functions 2023-12-13 09:47:18 +08:00
c9s
f3ce4c2cc6
bitget: refactor debug function tool 2023-12-13 09:28:34 +08:00
c9s
b022a6119f
bitget: add bitget log prefix 2023-12-13 09:28:34 +08:00
c9s
cc3302816a
Merge pull request #1448 from c9s/c9s/fix-grid2-memory-leaks
FIX: [core] solve memory leaks
2023-12-13 09:01:56 +08:00
c9s
4e26b9d2ad
core: pull out cool trade period to a constant 2023-12-13 08:55:26 +08:00
c9s
21c8593c45
core: add exceededMaximumTradeStoreSize check 2023-12-12 18:26:51 +08:00
c9s
685f332495
core: enable trade store's trade pruning in NewTradeCollector 2023-12-12 18:26:51 +08:00
c9s
97c39921bd
core: adjust TradeExpiryTime to 3 hour 2023-12-12 18:26:51 +08:00
c9s
8025d05eac
core: log trades pruning 2023-12-12 18:18:34 +08:00
Edwin
c2724c4f62 pkg/exchange: fix price is zero when order not executed 2023-12-12 17:30:51 +08:00
c9s
c5282a8f9b
bitget: add more debug logs 2023-12-12 16:37:43 +08:00
c9s
158c48b807
bbgo: change verbose info log to debug log 2023-12-11 20:46:17 +08:00
c9s
8c6724b264
xdepthmaker: fix pricing book copy by avoiding using CopyDepth 2023-12-11 17:59:16 +08:00
c9s
9f14215ce8
bbgo: reduce logs 2023-12-11 17:59:02 +08:00
c9s
8c13092d8b
types: add slice book test for copy depth 2023-12-11 17:58:48 +08:00
c9s
98468b39c7
xdepthmaker: change priceHeartBeat alert to warning 2023-12-11 17:05:07 +08:00
c9s
cedd790066
xdepthmaker: add lastOrderReplenishTime to prevent replacing orders too frequent 2023-12-11 17:02:17 +08:00
c9s
de7eb8453b
xdepthmaker: refactor auth binding to bindAuthSignal 2023-12-11 17:00:25 +08:00
c9s
2c3ccdf030
xdepthmaker: more improvements
- place orders with balance quota calculation
- wait for authed event
- clean up open orders on start
2023-12-11 16:56:19 +08:00
c9s
3e382e00bf
Merge pull request #1443 from c9s/feature/xdepthmaker
IMPROVE: [bitget] improve order type handling
2023-12-08 15:34:54 +08:00
c9s
0a3269e38e
Merge pull request #1441 from c9s/c9s/fix-sync-since-time-override
FIX: fix since time override
2023-12-08 15:33:48 +08:00
c9s
b9c4002704
bitget: handle order type limit maker 2023-12-08 15:18:34 +08:00
c9s
c74ba4f406
Merge pull request #1440 from dydysy/fix_dot_calc
FIX: [indicator] Possibly incorrect assignment
2023-12-08 09:51:30 +08:00
c9s
33f0571511
bbgo: fix since time override 2023-12-08 09:38:43 +08:00
c9s
3048a13f0b
xdepthmaker: replace AtomicAdd with Add 2023-12-08 00:21:53 +08:00