c9s
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17d57502f1
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add dbg package for debugging functions
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2024-10-28 15:03:10 +08:00 |
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c9s
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dbd53429cd
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liqmaker: add more logs to the liq order generator
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2024-10-28 14:57:25 +08:00 |
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c9s
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2b0e4e0512
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liqmaker: fix actual orders printing
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2024-10-28 14:52:13 +08:00 |
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c9s
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6004114696
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add test helper for price side quantity assertion
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2024-10-28 14:22:34 +08:00 |
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c9s
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f4df9a09e2
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liqmaker: add logger to order generator
Go / build (1.21, 6.2) (push) Has been cancelled
golang-lint / lint (push) Has been cancelled
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2024-10-26 20:53:28 +08:00 |
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c9s
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86989b8253
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liqmaker: add StopEMA
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2024-10-25 12:28:43 +08:00 |
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c9s
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ced8b5f742
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liqmaker: add AdjustmentOrderPriceType
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2024-10-25 12:20:59 +08:00 |
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c9s
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0036a57904
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liqmaker: drop unused interface
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2024-10-25 12:15:36 +08:00 |
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c9s
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8df886903c
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liqmaker: add liqmaker to alias
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2024-10-25 12:15:18 +08:00 |
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c9s
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2508dc18f0
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liqmaker: use tradingutil.UniversalCancelAllOrders
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2024-10-25 12:14:37 +08:00 |
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c9s
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c3127f45ce
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liqmaker: add stop functions
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2024-10-25 12:03:13 +08:00 |
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c9s
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441476c678
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Merge pull request #1789 from c9s/kbear/xalign/fix-log
Go / build (1.21, 6.2) (push) Waiting to run
golang-lint / lint (push) Waiting to run
FIX: add slackAttachment method on Deposit
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2024-10-24 16:35:28 +08:00 |
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c9s
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9f7521b754
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xmaker: check connectivity before calling updateQuote
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2024-10-24 16:18:52 +08:00 |
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kbearXD
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8f54fdd341
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FIX: add slackAttachment method on Deposit
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2024-10-23 16:05:09 +08:00 |
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c9s
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738cb24ecb
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bbgo: mark order exeuctor as deprecated
Go / build (1.21, 6.2) (push) Waiting to run
golang-lint / lint (push) Waiting to run
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2024-10-23 15:37:57 +08:00 |
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c9s
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c796606c61
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Merge pull request #1788 from c9s/c9s/remove-session-order-store
Go / build (1.21, 6.2) (push) Waiting to run
golang-lint / lint (push) Waiting to run
FIX: [core] remove session order store
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2024-10-22 12:35:09 +08:00 |
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c9s
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b23c7a76eb
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Merge pull request #1763 from lanphan/obsoleted
CHORE: solved all deprecated, comment all unused variables and functions
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2024-10-22 12:33:10 +08:00 |
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c9s
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4e13f0dadc
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bbgo: remove order store from session struct since it's not used
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2024-10-22 12:19:42 +08:00 |
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c9s
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15b179a47d
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core: add comment to the remove condition
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2024-10-22 11:59:02 +08:00 |
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c9s
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86360a7595
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bbgo: fix order update compare method
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2024-10-22 11:56:38 +08:00 |
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c9s
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a118eab15e
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bbgo: increase DefaultCancelOrderWaitTime to 50ms
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2024-10-22 11:49:44 +08:00 |
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c9s
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3ba5cbe262
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xmaker: remove book copy
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2024-10-22 11:45:49 +08:00 |
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kbearXD
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5878fd8aed
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Merge pull request #1784 from c9s/chiahung/grid2/not-use-minQuantity
Go / build (1.21, 6.2) (push) Waiting to run
golang-lint / lint (push) Waiting to run
FEATURE: no use MAX(quantity, minQuantity) to avoid sufficient quantity
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2024-10-21 16:42:22 +08:00 |
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kbearXD
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704924a905
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FEATURE: no use MAX(quantity, minQuantity) to avoid sufficient quantity
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2024-10-21 16:29:27 +08:00 |
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kbearXD
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ce5234b429
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FEATURE: [xalign] detect active depoit. if found, skip align
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2024-10-21 15:58:23 +08:00 |
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edwin
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b1f86adab5
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pkg/exchange: support broker id
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2024-10-21 15:09:24 +08:00 |
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c9s
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fb96756460
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xmaker: reset position started time when hedge order is submitted
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2024-10-17 13:13:45 +08:00 |
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c9s
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7f0b8f38d5
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orderStore: remove only filled orders and canceled orders
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2024-10-17 13:09:29 +08:00 |
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c9s
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5fbb06639d
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xmaker: prune expired orders
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2024-10-17 13:02:44 +08:00 |
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c9s
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bfe8ce9f2c
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grid2,xmaker: prune expired trades
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2024-10-17 12:53:51 +08:00 |
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c9s
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f9a75036a7
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xmaker: fix disableHedge check
Go / build (1.21, 6.2) (push) Waiting to run
golang-lint / lint (push) Waiting to run
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2024-10-16 17:36:05 +08:00 |
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c9s
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6d857cdd48
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indicator: improve boll indicator slice truncation
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2024-10-16 16:07:58 +08:00 |
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c9s
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8ce587f5f5
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indicator: implement Truncate method on the indicators
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2024-10-16 16:04:15 +08:00 |
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c9s
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4f1b216fbf
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xmaker: fix trade window test
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2024-10-16 15:55:55 +08:00 |
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c9s
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c066a187d9
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xmaker: fix TradeVolumeWindowSignal algo
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2024-10-16 15:45:11 +08:00 |
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c9s
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e55676abab
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xmaker: add delayHedgeCounterMetrics counter
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2024-10-16 15:41:09 +08:00 |
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bailantaotao
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8fcd76cb59
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Merge pull request #1779 from c9s/edwin/bybit/uta
FEATURE: [bybit] upgrade classic account to UTA
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2024-10-16 14:49:54 +08:00 |
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c9s
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a6f5d5fff1
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Merge pull request #1781 from c9s/c9s/xmaker/improvements2
FIX: [xmaker] fix covered position field
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2024-10-16 14:39:48 +08:00 |
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c9s
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165c8d99b8
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xmaker: fix covered position field
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2024-10-16 14:39:09 +08:00 |
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kbearXD
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18c362db15
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remove verified code
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2024-10-16 14:02:29 +08:00 |
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kbearXD
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bd83832d2d
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WIP: use depth to build orderbook
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2024-10-16 14:02:29 +08:00 |
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c9s
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a650534a98
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xmaker: rename arbitrage option to enableArbitrage
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2024-10-16 11:44:30 +08:00 |
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c9s
|
0b1773b959
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xmaker: pull out delay hedge logics
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2024-10-15 23:00:09 +08:00 |
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c9s
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334c868117
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xmaker: add enableDelayHedge option
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2024-10-15 18:51:37 +08:00 |
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c9s
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1210a79fc7
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xmaker: improve if condition
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2024-10-15 18:45:16 +08:00 |
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c9s
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59862303aa
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xmaker: reset and set position start time
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2024-10-15 17:29:12 +08:00 |
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c9s
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b137707723
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xmaker: use mutex protected fixedpoint for covered position
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2024-10-15 16:24:35 +08:00 |
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edwin
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74feb928c9
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pkg/exchange: use execution.fast topoc
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2024-10-15 15:31:19 +08:00 |
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c9s
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d940cde945
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xmaker: check dust quantity
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2024-10-15 13:40:31 +08:00 |
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edwin
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b41cd348bc
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pkg/exchange: update query open orders to latest
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2024-10-15 12:00:39 +08:00 |
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edwin
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5a4c38caa2
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pkg/exchange: update query wallet balance to latest
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2024-10-15 11:26:02 +08:00 |
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edwin
|
0712a8399a
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pkg/exchange: update query closed order to latest
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2024-10-15 00:55:27 +08:00 |
|
edwin
|
f22e4a1810
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pkg/exchange: move rate limiter to api
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2024-10-14 22:42:48 +08:00 |
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edwin
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6f7e02daef
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pkg/exchange: add marketunit for submit order
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2024-10-14 22:39:17 +08:00 |
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edwin
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d48fa7c202
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pkg/exchange: use fee currency of trade
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2024-10-14 16:55:36 +08:00 |
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c9s
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76a627a504
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xmaker: adjust metrics bucket
Go / build (1.21, 6.2) (push) Has been cancelled
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2024-10-09 17:24:49 +08:00 |
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c9s
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11fcf8c617
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xmaker: fix buckets with prometheus.ExponentialBuckets and record cancel maker orders metrics
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2024-10-09 17:09:28 +08:00 |
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c9s
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6b54c90a53
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xmaker: add more info into the signal logs
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2024-10-09 12:47:53 +08:00 |
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c9s
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49e949dbc9
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xmaker: refactor signal methods
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2024-10-09 12:35:06 +08:00 |
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c9s
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cea59ef9cf
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xmaker: show signal margin range
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2024-10-09 12:35:06 +08:00 |
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c9s
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022dcdf745
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scale: improve error message
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2024-10-09 12:35:06 +08:00 |
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c9s
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956ad10683
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xmaker: stores calculated signal in lastAggregatedSignal
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2024-10-09 12:35:06 +08:00 |
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c9s
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e70899a35d
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xmaker: add more xmaker metrics and profiles
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2024-10-09 12:35:06 +08:00 |
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Lan Phan
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8b17d78a48
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solved all deprecated, comment all unused variables and functions
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2024-10-08 00:08:15 +07:00 |
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narumi
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3fe4568dc2
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check quote balance before submitting order
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2024-10-07 21:37:49 +08:00 |
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c9s
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a5d4130625
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Merge pull request #1768 from c9s/c9s/xmaker/improvements2
IMPROVE: [xmaker] add more improvements
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2024-10-07 17:38:49 +08:00 |
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c9s
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80b1a3262d
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Merge pull request #1767 from c9s/c9s/pricesolver/float64
IMPROVE: use float64 in pricesolver internally to make it more precise
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2024-10-07 17:15:10 +08:00 |
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c9s
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544c172a9c
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xmaker: improve fee price updating
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2024-10-07 17:12:49 +08:00 |
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c9s
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2599a4bcd3
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xmaker: add SubscribeFeeTokenMarkets option
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2024-10-07 17:09:01 +08:00 |
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c9s
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969e813c7f
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xmaker: fix profit fixer fee settings
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2024-10-07 17:09:01 +08:00 |
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c9s
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2cdd9072c2
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Merge pull request #1766 from c9s/c9s/refactor/account-value-calc
REFACTOR: refactor account value calculator with price solver
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2024-10-07 17:08:49 +08:00 |
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c9s
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a0cdfc2b8e
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xmaker: fix aggregatePriceVolumeSliceWithPriceFilter
Go / build (1.21, 6.2) (push) Has been cancelled
golang-lint / lint (push) Has been cancelled
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2024-10-06 12:18:03 +08:00 |
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c9s
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efc3bbeb5b
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allow redis persistence config could be created with an existing redis client
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2024-10-06 12:12:33 +08:00 |
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c9s
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113695eabf
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Merge pull request #1749 from r03921081/task/change_circuitbreaker
Use new circuitbreaker in common strategy
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2024-10-06 12:10:22 +08:00 |
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c9s
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a94d1b424f
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pricesolver: use float64 internally to make it faster and more precise
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2024-10-05 14:26:15 +08:00 |
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c9s
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7506fb63a8
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refactor account value calculator
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2024-10-05 14:22:13 +08:00 |
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c9s
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6079e7b06a
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all: refactor NewAccountValueCalculator
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2024-10-05 13:09:31 +08:00 |
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c9s
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a718e30bb4
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refactor tests
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2024-10-04 23:46:43 +08:00 |
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c9s
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8f0d58aee9
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add new test helper to create balance map objects
Signed-off-by: c9s <yoanlin93@gmail.com>
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2024-10-04 23:32:11 +08:00 |
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c9s
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14fa561f6e
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Fix account value tests with price solver
Signed-off-by: c9s <yoanlin93@gmail.com>
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2024-10-04 19:45:07 +08:00 |
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c9s
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c3bf0ed7e7
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only query ticker on the symbol that is defined in the market map
Signed-off-by: c9s <yoanlin93@gmail.com>
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2024-10-04 19:16:39 +08:00 |
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c9s
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8199428b61
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Add ticker test helper
Signed-off-by: c9s <yoanlin93@gmail.com>
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2024-10-04 19:10:05 +08:00 |
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c9s
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83ab00a601
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allow redis persistence config could be created with an existing redis client
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2024-10-04 18:11:15 +08:00 |
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kbearXD
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a548596c16
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Merge pull request #1760 from c9s/chiahung/max/query-depth
Go / build (1.21, 6.2) (push) Has been cancelled
golang-lint / lint (push) Has been cancelled
FEATURE: [max] add QueryDepth v3 API to query orderbook
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2024-10-04 13:11:05 +08:00 |
|
Lan Phan
|
dad7b53d9c
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add new tag ignore to prevent printing specific field
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2024-10-02 23:00:48 +07:00 |
|
edwin
|
fc4a9769c9
|
pkg/exchange: use individual rate limit
|
2024-10-02 17:23:20 +08:00 |
|
edwin
|
771a136acd
|
pkg/exchange: fix redundant code
|
2024-10-01 21:22:42 +08:00 |
|
kbearXD
|
2bbaf48057
|
move to convert.go
|
2024-10-01 17:16:28 +08:00 |
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c9s
|
5e7627cc7a
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xmaker: fix signal depth metrics
Go / build (1.21, 6.2) (push) Waiting to run
golang-lint / lint (push) Waiting to run
|
2024-10-01 16:52:58 +08:00 |
|
kbearXD
|
d1c5671a83
|
FEATURE: [max] add QueryDepth v3 API to query orderbook
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2024-10-01 14:53:32 +08:00 |
|
bailantaotao
|
7e908c3ff7
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Merge pull request #1759 from c9s/edwin/bybit/add-v5-execution-request
FEATURE: [bybit] integrate the v5 trade history
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2024-10-01 14:06:46 +08:00 |
|
edwin
|
a68764b763
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pkg/exchange: merge FeeRatePoller into StreamDataProvider
|
2024-10-01 11:45:33 +08:00 |
|
edwin
|
7f1e1a3a51
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pkg/exchange: export SymbolFeeDetail struct
|
2024-10-01 11:45:33 +08:00 |
|
edwin
|
eb2a7421da
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pkg/exchange: integrate the v5 query trade api
|
2024-10-01 11:45:31 +08:00 |
|
edwin
|
d2c1ae0642
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pkg/exchange: move fee rate calculate method outside
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2024-10-01 00:06:47 +08:00 |
|
edwin
|
f6e58ded02
|
pkg/exchange: add PollAndGet method and declare an interface
|
2024-10-01 00:06:43 +08:00 |
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bailantaotao
|
a639a5831b
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Merge pull request #1757 from c9s/edwin/bybit/add-v5-execution-request
Go / build (1.21, 6.2) (push) Waiting to run
golang-lint / lint (push) Waiting to run
FEATURE: [bybit] add v5 execution request
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2024-09-30 17:51:26 +08:00 |
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c9s
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3c48663032
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add more tests
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2024-09-30 17:32:46 +08:00 |
|
edwin
|
bdfcbdcf56
|
pkg/exchange: move common execution field to bybitapi.trade
|
2024-09-30 16:28:07 +08:00 |
|
edwin
|
aac833d135
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pkg/exchange: add execution list request to bybit
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2024-09-30 16:27:33 +08:00 |
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