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 |
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edwin
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fc4a9769c9
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pkg/exchange: use individual rate limit
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2024-10-02 17:23:20 +08:00 |
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edwin
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771a136acd
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pkg/exchange: fix redundant code
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2024-10-01 21:22:42 +08:00 |
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kbearXD
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2bbaf48057
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move to convert.go
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2024-10-01 17:16:28 +08:00 |
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c9s
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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
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2024-10-01 16:52:58 +08:00 |
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kbearXD
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d1c5671a83
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FEATURE: [max] add QueryDepth v3 API to query orderbook
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2024-10-01 14:53:32 +08:00 |
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bailantaotao
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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 |
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edwin
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a68764b763
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pkg/exchange: merge FeeRatePoller into StreamDataProvider
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2024-10-01 11:45:33 +08:00 |
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edwin
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7f1e1a3a51
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pkg/exchange: export SymbolFeeDetail struct
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2024-10-01 11:45:33 +08:00 |
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edwin
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eb2a7421da
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pkg/exchange: integrate the v5 query trade api
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2024-10-01 11:45:31 +08:00 |
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edwin
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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 |
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edwin
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f6e58ded02
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pkg/exchange: add PollAndGet method and declare an interface
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2024-10-01 00:06:43 +08:00 |
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bailantaotao
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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 |
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edwin
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bdfcbdcf56
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pkg/exchange: move common execution field to bybitapi.trade
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2024-09-30 16:28:07 +08:00 |
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edwin
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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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c9s
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39fad2e0b5
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xmaker: add depth ratio signal
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2024-09-30 16:21:22 +08:00 |
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c9s
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f776914e8c
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do not return when failed cleaning up orders
Go / build (1.21, 6.2) (push) Has been cancelled
golang-lint / lint (push) Has been cancelled
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2024-09-27 21:23:11 +08:00 |
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c9s
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4661ec629d
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xdepthmaker: add priceImpactRatio detection
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2024-09-27 20:14:34 +08:00 |
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c9s
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be353c533b
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xmaker: bind price solver with market data stream
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2024-09-27 18:43:09 +08:00 |
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c9s
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e8c063c09b
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xdepthmaker: support countery party 5 hedge and force full replenish
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2024-09-27 18:43:09 +08:00 |
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c9s
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5dcd375279
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add more update methods for price solver
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2024-09-27 18:43:09 +08:00 |
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c9s
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9194a9152c
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extend ticker method
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2024-09-27 18:43:09 +08:00 |
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c9s
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d5a6930545
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add disconnectedC method
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2024-09-27 18:43:09 +08:00 |
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c9s
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98011e1e97
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extend price volume slice methods
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2024-09-27 18:43:09 +08:00 |
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c9s
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79b636fa02
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move bbo monitor to bbgo package
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2024-09-27 18:43:09 +08:00 |
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c9s
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091eb5d9c5
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xdepthmaker: return when we can't clean up the open orders
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2024-09-27 14:27:20 +08:00 |
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c9s
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fb35a2b79f
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types: add AnyDisconnected() method on ConnectivityGroup
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2024-09-27 13:31:37 +08:00 |
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c9s
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c07661af57
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all: refactor depthmaker with connectivity
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2024-09-27 13:24:03 +08:00 |
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c9s
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ccb617f30f
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types: add connectivity test
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2024-09-27 12:56:44 +08:00 |
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c9s
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431d6964d5
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xdepthmaker: split quote worker and hedge worker
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2024-09-26 17:57:12 +08:00 |
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c9s
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0c842e0eb5
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Merge pull request #1753 from c9s/c9s/xdepthmaker/improvements
Go / build (1.21, 6.2) (push) Waiting to run
golang-lint / lint (push) Waiting to run
IMPROVE: [xdepthmaker] use order query to update the canceled order, fix depth price, fix symbol column lengths, fix covered position
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2024-09-26 15:06:12 +08:00 |
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c9s
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6e19777277
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Merge pull request #1751 from lanphan/fixemitnew
fix OnNew event must be called before OnFilled
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2024-09-26 12:26:34 +08:00 |
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c9s
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1b5da22c90
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xdepthmaker: fix coveredPosition reduction
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2024-09-25 18:16:04 +08:00 |
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c9s
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f4e905833c
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xdepthmaker: improve HedgeMaxOrderQuantity check
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2024-09-25 18:16:03 +08:00 |
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c9s
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42cd3cba1e
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xdepthmaker: clean up todo
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2024-09-25 18:16:03 +08:00 |
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c9s
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67fd15c88f
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xdepthmaker: log covered position
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2024-09-25 18:16:03 +08:00 |
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c9s
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d83297b605
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migrations: add table column symbol length fix
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2024-09-25 18:16:03 +08:00 |
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c9s
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e11db4a2d1
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xdepthmaker: avoid using the same depth price for the new maker order
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2024-09-25 18:16:02 +08:00 |
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c9s
|
6a5ab424c9
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xdepthmaker: add hedgeMaxOrderQuantity protection
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2024-09-25 15:52:23 +08:00 |
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c9s
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b3d58a9e05
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bbgo: add types.ExchangeOrderQueryService support for checking canceled orders
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2024-09-25 14:13:23 +08:00 |
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c9s
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768428a7eb
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bbgo: pass the actual context object instead of background context
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2024-09-25 13:36:49 +08:00 |
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c9s
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329b8a40d9
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xdepthmaker: adjust covered position when order is canceled
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2024-09-25 13:36:31 +08:00 |
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c9s
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60d5126b61
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xdepthmaker: add HedgeStrategyBboQueue1 hedge method
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2024-09-24 17:10:50 +08:00 |
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c9s
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59191cf6bf
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xdepthmaker: support bbgo counter party 1 hedge method
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2024-09-24 16:33:53 +08:00 |
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c9s
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566234d3ab
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xdepthmaker: rename last price var to just price
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2024-09-24 16:14:03 +08:00 |
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c9s
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e7c76ddd26
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xdepthmaker: refactor hedge methods
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2024-09-24 16:12:17 +08:00 |
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c9s
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61ea41d999
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xdepthmaker: simplify hedge
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2024-09-23 22:16:53 +08:00 |
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c9s
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b02580f9f6
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xdepthmaker: remove shared mutex lock usage
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2024-09-23 18:28:46 +08:00 |
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c9s
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345c92c295
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all: improve UniversalCancelAllOrders and add mutex to covered position
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2024-09-23 18:26:23 +08:00 |
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c9s
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a8444e9796
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bybit,biget: improve bitget, bybit query log messages
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2024-09-23 17:51:33 +08:00 |
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Lan Phan
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2a767aba71
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fix OnNew event must be called before OnFilled
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2024-09-20 20:01:24 +07:00 |
|
Andy Liao
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7137343ba0
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Use new circuitbreaker in common strategy
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2024-09-18 22:35:35 +08:00 |
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c9s
|
8265ada5a0
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compile and update migration package
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2024-09-18 13:30:56 +08:00 |
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c9s
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a0c41f89f2
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bump version to v1.60.3
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2024-09-16 00:31:00 +08:00 |
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c9s
|
26b1fd2ae7
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xmaker: fix price initialization
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2024-09-16 00:29:37 +08:00 |
|
Lan Phan
|
1f8b2b3710
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call b.EmitNew() when new order is added into activeorderbook
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2024-09-14 18:26:36 +07:00 |
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c9s
|
aca2c32442
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bump version to v1.60.2
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2024-09-12 17:51:57 +08:00 |
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c9s
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0d6b7b29d5
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Merge pull request #1742 from c9s/c9s/fix-ws-close-err
FIX: types/stream: change errorf to warnf
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2024-09-12 17:46:24 +08:00 |
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c9s
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ea8f3a5485
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types/stream: change errorf to warnf
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2024-09-12 17:35:13 +08:00 |
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c9s
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52f32e0ad0
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upgrade github.com/c9s/requestgen to 1.4.3
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2024-09-12 17:27:30 +08:00 |
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c9s
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de0d11b511
|
max: regenerate order cancel requests
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2024-09-11 16:47:20 +08:00 |
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kbearXD
|
f83491af26
|
FEATURE: [dca2] set exchange fee rate for round position
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2024-09-11 15:40:59 +08:00 |
|
edwin
|
619cce53f6
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pkg/exchange: update to latest
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2024-09-10 17:11:58 +08:00 |
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c9s
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d7ddc9c462
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Merge pull request #1737 from c9s/c9s/xmaker/ioc-arb
Go / build (1.21, 6.2) (push) Waiting to run
golang-lint / lint (push) Waiting to run
FEATURE: [xmaker] implement tryArbitrage
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2024-09-09 22:57:20 +08:00 |
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c9s
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34ef50d889
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xmaker: refactor and clean up tryArbitrage
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2024-09-09 22:03:06 +08:00 |
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c9s
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52925c5643
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xmaker: calculate balance for arbitrage
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2024-09-09 18:12:46 +08:00 |
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c9s
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b4f2748892
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xmaker: fix sides
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2024-09-09 18:03:03 +08:00 |
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c9s
|
ceda1e06b9
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xmaker: implement tryArbitrage
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2024-09-09 17:49:53 +08:00 |
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c9s
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bc1715f8ad
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Merge pull request #1736 from c9s/kbearXD/session/remove-log
Go / build (1.21, 6.2) (push) Waiting to run
golang-lint / lint (push) Waiting to run
MINOR: [session] remove environment nil validation log
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2024-09-09 16:17:17 +08:00 |
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c9s
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f361b19564
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Merge pull request #1734 from c9s/c9s/xmaker/ioc-arb
REFACTOR: [xmaker] refactor for supporting ioc arb [part1]
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2024-09-09 16:05:11 +08:00 |
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kbearXD
|
f44486447e
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MINOR: [session] remove environment nil validation log
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2024-09-09 16:04:04 +08:00 |
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kbearXD
|
129e2c438e
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FIX: add debug log
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2024-09-09 15:13:02 +08:00 |
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c9s
|
90749f4873
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xmaker: pull out s.UseDepthPrice dependency
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2024-09-09 15:04:56 +08:00 |
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c9s
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77dfe213e5
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xmaker: pull out getLayerPrice and add test against the method
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2024-09-09 14:41:41 +08:00 |
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c9s
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960ea89d8c
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testhelper: add more test helpers
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2024-09-09 14:41:27 +08:00 |
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c9s
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f24a96c8c3
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xmaker: refactor getInitialLayerQuantity for quantity multiplier
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2024-09-07 14:19:07 +08:00 |
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c9s
|
6ad16b7488
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xmaker: add EnableArbitrage option and makerBook
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2024-09-07 13:47:34 +08:00 |
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c9s
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e14f09a914
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xmaker: add sourceDepthLevel option
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2024-09-06 21:47:43 +08:00 |
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c9s
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3cc96ff6ad
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Merge pull request #1724 from dropbigfish/main
Go / build (1.21, 6.2) (push) Has been cancelled
golang-lint / lint (push) Has been cancelled
fix: fix slice init length
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2024-09-06 18:06:21 +08:00 |
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c9s
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a282654c02
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bbgo: fix the defaults / initialize steps
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2024-09-06 17:33:31 +08:00 |
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