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
|
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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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
|
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 |
|
c9s
|
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
|
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
|
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 |
|
kbearXD
|
90712aff29
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FEATURE: update get trades api
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2024-08-19 17:05:02 +08:00 |
|
c9s
|
0a83c26fd5
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types: add warning to the price type
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2024-08-17 14:15:43 +08:00 |
|
c9s
|
1294cd95be
|
rename twap.Execution to twap.StreamExecutor
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2024-08-17 14:09:25 +08:00 |
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c9s
|
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 |
|
c9s
|
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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c9s
|
daa1def6d9
|
Merge pull request #1696 from c9s/c9s/fix-convert-nil-issue
FIX: [core] setting.InitializeConverter could return a nil converter object
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2024-08-16 21:52:26 +08:00 |
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c9s
|
e9bf4babe2
|
core: log number of loaded converters
|
2024-08-16 20:57:28 +08:00 |
|
c9s
|
52abb9193d
|
core: fix InitializeConverter return value
|
2024-08-16 20:53:21 +08:00 |
|
c9s
|
3d7453f18c
|
core: setting.InitializeConverter could return a nil converter object
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2024-08-16 20:52:28 +08:00 |
|
c9s
|
098de2245c
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Merge pull request #1695 from c9s/c9s/max/fix-deposit-history-query-api
FIX: [max] fix GetDepositHistoryRequest
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2024-08-16 13:53:18 +08:00 |
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c9s
|
b88aff6d73
|
max: fix GetDepositHistoryRequest
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2024-08-16 13:40:34 +08:00 |
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c9s
|
7488a1069f
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Merge pull request #1694 from c9s/c9s/max/fix-withdrawal-query-api
FIX: [max] fix max withdrawal api parameters
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2024-08-16 13:39:47 +08:00 |
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c9s
|
4154cc9d53
|
max: fix max withdrawal api parameters
|
2024-08-16 13:27:14 +08:00 |
|
anywhy
|
714275fedb
|
fix binance exchange query futures order
|
2024-08-16 13:06:43 +08:00 |
|
anywhy
|
b27fc896f9
|
add serie_float64 test case
|
2024-08-15 16:44:45 +08:00 |
|
narumi
|
cf42d9d0b0
|
delete python
|
2024-08-13 17:07:56 +08:00 |
|
bailantaotao
|
a91685920e
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Merge pull request #1691 from c9s/edwin/bitget/upgrade-public-ws-to-v2
FEATURE: [bitget] upgrade public websocket to v2
|
2024-08-13 11:29:26 +08:00 |
|
edwin
|
5596589bff
|
pkg/exchange: delete v1 file
|
2024-08-13 11:14:31 +08:00 |
|
edwin
|
ee04e12210
|
pkg/exchange: upgrade market trade ws to v2
|
2024-08-13 11:14:29 +08:00 |
|
edwin
|
b02be2cf70
|
pkg/exchange: upgrade kline ws to v2
|
2024-08-13 00:24:51 +08:00 |
|
c9s
|
4925d8bfd9
|
Merge pull request #1690 from c9s/c9s/xdepthmaker/convert-hedge-order-trades
FEATURE: improve trade/order converter
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2024-08-12 16:13:33 +08:00 |
|
c9s
|
9911a4f711
|
all: fix converter initialization
|
2024-08-12 15:56:24 +08:00 |
|
c9s
|
1b0d4599e2
|
all: add trade converter to trade pnl fixer
|
2024-08-12 15:02:02 +08:00 |
|
c9s
|
473a6bc108
|
xdepthmaker: set converter manager
|
2024-08-10 15:50:20 +08:00 |
|
c9s
|
1ad2bc5f34
|
core: add Initialize() method to the converter interface
|
2024-08-08 17:37:58 +08:00 |
|
c9s
|
df8d52adda
|
core: add TestSymbolConverter
|
2024-08-08 17:33:35 +08:00 |
|
c9s
|
00e860df26
|
core: add dynamic converter
|
2024-08-08 17:18:17 +08:00 |
|
c9s
|
f277b191d2
|
core: add ConverterManager
|
2024-08-08 17:00:45 +08:00 |
|
Any Yang
|
8773c220f5
|
fix float64 series use mean or stdev function result is zero
|
2024-08-07 17:52:39 +08:00 |
|
c9s
|
f228ca7962
|
core: add OrderConverter
|
2024-08-07 17:44:42 +08:00 |
|
c9s
|
eb6e5cda39
|
Merge pull request #1688 from c9s/c9s/xdepthmaker/separate-hedge-symbol
FEATURE: [xdepthmaker] separate hedge symbol
|
2024-08-07 17:41:01 +08:00 |
|
c9s
|
813684fc77
|
core: change TradeConverter to interface and integrate trade converter
|
2024-08-07 17:29:03 +08:00 |
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