5815 Commits

Author	SHA1	Message	Date
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
c9s	ab3579700f	builtin: register xdepthmaker	2023-12-07 17:48:35 +08:00
c9s	cd06ffd21f	xdepthmaker: fix order call	2023-12-07 17:38:58 +08:00
c9s	214f9fe75e	bitget: improve bitget websocket depth subscription	2023-12-07 17:38:57 +08:00
c9s	e82605f658	xdepthmaker: skip test for dnum	2023-12-07 16:18:24 +08:00
c9s	35dabe8a72	xdepthmaker: fix aggregatePrice quantity issue	2023-12-07 16:18:24 +08:00
c9s	b8fb2ac478	bbgo: fix active orderbook symbol order grouping	2023-12-07 16:18:24 +08:00
c9s	f03ac52ce5	activeOrderBook: use orderMap instead of orderStore	2023-12-07 16:18:24 +08:00
c9s	d14527b5cf	xdepthmaker: apply FullReplenishInterval from config	2023-12-07 16:18:24 +08:00
c9s	25b04cb36c	xdepthmaker: add fullReplenishTicker	2023-12-07 16:18:24 +08:00
c9s	888a550c80	xdepthmaker: support partial maker order replenish	2023-12-07 16:18:24 +08:00
c9s	f21170aa5d	types: add order sorting by price	2023-12-07 16:18:23 +08:00
c9s	96f6f9e0d0	exchange/retry: add QueryOrderUntilCancelled	2023-12-07 16:18:23 +08:00
c9s	c2c1eca4c9	types: fix price heart beat alert tests	2023-12-07 16:18:23 +08:00
c9s	a82bc86455	xdepthmaker: update updateQuote method	2023-12-07 16:18:23 +08:00
c9s	2f1a700b89	remove xpuremaker	2023-12-07 16:18:23 +08:00
c9s	e0e9876902	improve price hart beat usage	2023-12-07 16:18:23 +08:00
c9s	46b3a81b07	xdepthmaker: add tests to the generateMakerOrders	2023-12-07 16:18:23 +08:00
c9s	263c0883d1	bbgo: solve the scale when unmarshalling the json	2023-12-07 16:18:23 +08:00
c9s	d123e89a1b	xdepthmaker: document covered position	2023-12-07 16:18:23 +08:00
c9s	1e27f53891	xdepthmaker: use hedge order executor	2023-12-07 16:18:23 +08:00
c9s	2c3792b290	xdepthmaker: update Validate() method	2023-12-07 16:18:23 +08:00
c9s	18968c67a1	xdepthmaker: remove disable hedge option	2023-12-07 16:18:23 +08:00
c9s	10a71d83f1	xdepthmaker: move global position profit handling	2023-12-07 16:18:23 +08:00
c9s	99723fc1f4	xdepthmaker: remove legacy s.activeMakerOrders	2023-12-07 16:18:23 +08:00
c9s	e0686d11c8	xdepthmaker: clean up duplicated code	2023-12-07 16:18:23 +08:00
c9s	6b28910139	xdepthmaker: refactor CrossSubscribe	2023-12-07 16:18:23 +08:00
c9s	ed63b23e2a	xdepthmaker: refactor CrossRun with CrossExchangeMarketMakingStrategy	2023-12-07 16:18:22 +08:00
c9s	e67fa19323	types: extend PeriodProfitStats fields	2023-12-07 16:18:22 +08:00
c9s	df2daf33a7	types: add PeriodProfitStats	2023-12-07 16:18:22 +08:00
c9s	53bf443b1d	xdepthmaker: first commit	2023-12-07 16:18:22 +08:00
chiahung.lin	6857734282	rename	2023-12-07 11:29:42 +08:00
chiahung.lin	2982be1cbc	rename dca maker orders to open position orders	2023-12-07 11:27:28 +08:00
dydysy	05d446cb54	FIX: [indicator] Possibly incorrect assignment	2023-12-06 18:42:10 +08:00
chiahung.lin	c67737a6d6	use retry package	2023-12-06 16:16:17 +08:00
chiahung.lin	4aa6ea3a46	FEATURE: use notional based to crease dca maker orders	2023-12-06 11:28:45 +08:00
chiahung.lin	60003fc472	rename somme part	2023-12-06 11:28:45 +08:00
chiahung.lin	445f0f1c4c	FEATURE: prepare open maker orders function	2023-12-06 11:28:45 +08:00