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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c9s
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daa1def6d9
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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
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e9bf4babe2
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core: log number of loaded converters
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2024-08-16 20:57:28 +08:00 |
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c9s
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52abb9193d
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core: fix InitializeConverter return value
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2024-08-16 20:53:21 +08:00 |
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c9s
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3d7453f18c
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core: setting.InitializeConverter could return a nil converter object
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2024-08-16 20:52:28 +08:00 |
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c9s
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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
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b88aff6d73
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max: fix GetDepositHistoryRequest
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2024-08-16 13:40:34 +08:00 |
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c9s
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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
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4154cc9d53
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max: fix max withdrawal api parameters
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2024-08-16 13:27:14 +08:00 |
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anywhy
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714275fedb
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fix binance exchange query futures order
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2024-08-16 13:06:43 +08:00 |
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anywhy
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b27fc896f9
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add serie_float64 test case
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2024-08-15 16:44:45 +08:00 |
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narumi
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cf42d9d0b0
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delete python
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2024-08-13 17:07:56 +08:00 |
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bailantaotao
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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
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2024-08-13 11:29:26 +08:00 |
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edwin
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5596589bff
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pkg/exchange: delete v1 file
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2024-08-13 11:14:31 +08:00 |
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edwin
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ee04e12210
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pkg/exchange: upgrade market trade ws to v2
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2024-08-13 11:14:29 +08:00 |
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edwin
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b02be2cf70
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pkg/exchange: upgrade kline ws to v2
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2024-08-13 00:24:51 +08:00 |
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c9s
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4925d8bfd9
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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 |
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c9s
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9911a4f711
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all: fix converter initialization
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2024-08-12 15:56:24 +08:00 |
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c9s
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1b0d4599e2
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all: add trade converter to trade pnl fixer
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2024-08-12 15:02:02 +08:00 |
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c9s
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473a6bc108
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xdepthmaker: set converter manager
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2024-08-10 15:50:20 +08:00 |
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c9s
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1ad2bc5f34
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core: add Initialize() method to the converter interface
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2024-08-08 17:37:58 +08:00 |
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c9s
|
df8d52adda
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core: add TestSymbolConverter
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2024-08-08 17:33:35 +08:00 |
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c9s
|
00e860df26
|
core: add dynamic converter
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2024-08-08 17:18:17 +08:00 |
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c9s
|
f277b191d2
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core: add ConverterManager
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2024-08-08 17:00:45 +08:00 |
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Any Yang
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8773c220f5
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fix float64 series use mean or stdev function result is zero
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2024-08-07 17:52:39 +08:00 |
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c9s
|
f228ca7962
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core: add OrderConverter
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2024-08-07 17:44:42 +08:00 |
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c9s
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eb6e5cda39
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Merge pull request #1688 from c9s/c9s/xdepthmaker/separate-hedge-symbol
FEATURE: [xdepthmaker] separate hedge symbol
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2024-08-07 17:41:01 +08:00 |
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c9s
|
813684fc77
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core: change TradeConverter to interface and integrate trade converter
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2024-08-07 17:29:03 +08:00 |
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c9s
|
25b0b5ded5
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max: fix withdraw state convert by calling convertWithdrawStatusV2
v3 api does not return status field
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2024-08-07 17:12:55 +08:00 |
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c9s
|
ffb2c14f1d
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core: add TradeConverter to the trade collector
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2024-08-07 17:07:31 +08:00 |
|
c9s
|
fad7ef219e
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xdepthmaker: separate hedge symbol
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2024-08-07 16:01:56 +08:00 |
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c9s
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9e28898df0
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Merge pull request #1685 from c9s/c9s/xalign/notification
IMPROVE: [xalign] improve notification
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2024-08-07 15:05:07 +08:00 |
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