6477 Commits

Author	SHA1	Message	Date
c9s	1e2f086643	xmaker: set notional var back	2024-08-27 22:45:43 +08:00
c9s	6011fd5157	xmaker: set profitChanged only when Hedge is called	2024-08-27 22:45:11 +08:00
c9s	9939b5ce68	xmaker: improve bid/ask pricing when UseDepthPrice and DepthQuantity are on	2024-08-27 20:05:46 +08:00
c9s	a740ef10c2	xmaker: add price checker and field logger	2024-08-27 20:05:45 +08:00
c9s	f81ce5ce95	xmaker: improve bollinger band trend detection	2024-08-27 20:05:45 +08:00
c9s	4ae8ad77b3	xmaker: add profit changed flag for notification	2024-08-27 20:05:45 +08:00
c9s	3819feacf3	xmaker: improve dust quantity check	2024-08-27 20:05:45 +08:00
c9s	3d4ccd1344	xmaker: integrate bid/ask margin metrics	2024-08-27 15:39:38 +08:00
c9s	b3c8739983	xmaker: add config bid/ask margin metrics	2024-08-27 15:35:39 +08:00
c9s	7e65aca62e	xmaker: add more config metrics	2024-08-27 15:22:06 +08:00
c9s	199b86df86	xmaker: add comments	2024-08-27 14:52:27 +08:00
c9s	6fb6467d59	xmaker: refactor hedge worker and quote worker	2024-08-27 14:48:30 +08:00
c9s	e3079c134c	xmaker: add todo note	2024-08-26 18:37:02 +08:00
c9s	7367ea73b8	xmaker: profit object can be nil	2024-08-26 18:35:10 +08:00
c9s	866751cc3d	Merge pull request #1712 from c9s/c9s/xmaker/add-profit-fixer ... FEATURE: [xmaker] add profit fixer	2024-08-26 13:32:41 +08:00
c9s	80949bf0e1	Merge pull request #1710 from c9s/c9s/xmaker/stb-improvements ... IMPROVE: [xmaker] improve stability	2024-08-26 13:32:19 +08:00
c9s	90bcd25bef	Merge pull request #1711 from lanphan/autoborrowrepay ... FEATURE: [binance] add new margin order side effect AUTO_BORROW_REPAY	2024-08-26 13:15:21 +08:00
c9s	7fdb3f671f	risk: add Enabled config to circuitbreaker	2024-08-26 12:50:13 +08:00
c9s	77e185ffa7	xmaker: add profit fixer	2024-08-26 12:45:18 +08:00
Lan Phan	9a7517a72a	add new sideeffect AUTO_BORROW_REPAY	2024-08-25 12:31:10 +07:00
c9s	9a1d9ae27b	xmaker: rewrite maker order submission logics and integrate metrics	2024-08-24 21:22:35 +08:00
c9s	c76a80da6a	xmaker: add xmaker metrics	2024-08-24 21:22:34 +08:00
c9s	afac81a3e8	all: integrate metrics into stream book	2024-08-24 21:22:34 +08:00
c9s	0df56ad6e7	xmaker: use v2 indicator boll	2024-08-24 13:28:32 +08:00
c9s	1c1959b8a8	all: rename priceresolver to pricesolver ... integrate pricesolver into xmaker	2024-08-24 12:28:05 +08:00
c9s	9f01dc28c8	xmaker: remove report ticker and ... isolate rate limiter for each different instance	2024-08-24 12:19:34 +08:00
c9s	e8bd370aa2	xmaker: remove duplicated log entry	2024-08-24 12:13:44 +08:00
c9s	5ca1c4fb62	xmaker: rewrite and clean up order submission	2024-08-24 12:13:15 +08:00
c9s	f7dc07327e	xmaker: assign position strategy id and instance id	2024-08-24 12:01:11 +08:00
c9s	6ef8aa62e5	xmaker: integrate CircuitBreaker	2024-08-24 11:58:09 +08:00
c9s	5f65e87e89	change default HaltDuration to 1h	2024-08-24 11:43:12 +08:00
c9s	14fff8dbad	xmaker: integrate circuitbreaker	2024-08-24 11:42:16 +08:00
c9s	40a0585187	types: fix missing labels	2024-08-23 19:59:56 +08:00
c9s	9f510da78b	xmaker: use margin order to hedge positions	2024-08-23 16:57:29 +08:00
c9s	b2f1f7d735	Merge pull request #1700 from c9s/narumi/autobuy-boll ... Fix: [autobuy] fix error when bollinger settings is not set	2024-08-23 13:05:18 +08:00
narumi	1b06fcc961	validate parameters	2024-08-22 14:36:06 +08:00
narumi	b820fccce1	add order type to config	2024-08-22 14:36:06 +08:00
c9s	72575e3cd8	elliottwave: use AverageCost instead	2024-08-22 11:26:46 +08:00
c9s	a900c72032	types/position: drop approximateAverageCost	2024-08-22 11:19:54 +08:00
c9s	5635e31487	types: pull out calculateFeeInQuote method	2024-08-22 11:07:45 +08:00
c9s	e2d68f2a86	types: add fee cost settter to the position	2024-08-22 10:59:38 +08:00
c9s	9136877207	types: update position metrics after adding trades	2024-08-21 16:35:57 +08:00
c9s	c063df6467	document privateChannels and privateChannelSymbols	2024-08-21 16:24:19 +08:00
c9s	80fc10a1fd	bbgo: add session name to the metrics	2024-08-21 15:46:09 +08:00
c9s	fead99aaa6	add more balance metrics	2024-08-21 15:33:27 +08:00
c9s	40d3a40277	types: add marginType	2024-08-21 15:24:43 +08:00
c9s	055cfbb3ff	Merge pull request #1699 from c9s/c9s/refactor-twap ... REFACTOR: [twap] upgrade twap command and add optional order update rate limiter	2024-08-21 15:20:57 +08:00
c9s	d855d9bbc0	bump version to v1.60.0	2024-08-21 14:42:59 +08:00
narumi	731fa9af7e	fix error when bollinger settings is not set	2024-08-21 13:28:22 +08:00
c9s	a06b63c897	twap: rename constructor	2024-08-20 18:13:42 +08:00
c9s	ebaf3a330f	twap: pull out submitOrder method	2024-08-20 17:53:19 +08:00
c9s	a0cbf82d97	twap: handle delayInterval after canceling order	2024-08-20 17:51:44 +08:00
c9s	9a2b792ed1	twap: split doneSignal into a single file	2024-08-20 17:49:18 +08:00
c9s	2392fddc3c	fix method name	2024-08-20 17:47:39 +08:00
c9s	c92c395f67	twap: improve rate limiter syntax parser and support order update rate limiter in twap	2024-08-20 17:07:29 +08:00
c9s	48029f95cc	cmd: pull out and refine twap order executor command	2024-08-20 16:24:34 +08:00
c9s	baffefac07	Merge pull request #1689 from anywhy/fix_float64_series ... fix float64 series use mean or stdev function result is zero	2024-08-20 14:41:29 +08:00
c9s	6d3a18ad55	twap: call trade collector process when shutdown	2024-08-20 14:30:08 +08:00
c9s	d1617b6a0b	Merge pull request #1697 from c9s/c9s/refactor-twap ... FEATURE: redesign and refactor twap order executor	2024-08-20 14:24:48 +08:00
c9s	b9c41b7ad7	twap: improve cancelContextIfTargetQuantityFilled check method	2024-08-20 14:14:19 +08:00
c9s	0530809834	fix position test	2024-08-20 14:10:22 +08:00
c9s	d8fad8250c	fix duplicated field	2024-08-20 14:01:19 +08:00
c9s	c8aea81505	twap: implement twap mock testing	2024-08-20 14:01:04 +08:00
c9s	cec078f4bf	twap: add stream executor test	2024-08-20 14:01:04 +08:00
c9s	648e10fd7c	binance: fix time in force setting for limit maker	2024-08-20 14:01:04 +08:00
c9s	b7d18e687e	twap: implement orderUpdater	2024-08-20 14:01:03 +08:00
c9s	51c1b995c2	twap: add v2 fixed quantity executor	2024-08-20 14:01:03 +08:00
c9s	47c7714d33	Merge pull request #1698 from c9s/feature/max/update-get-trade-api ... FEATURE: update get trades api	2024-08-20 13:49:39 +08:00
c9s	f7ad141b04	Merge pull request #1693 from anywhy/fix_binance_query_order ... fix binance exchange query futures order	2024-08-19 18:01:03 +08:00
kbearXD	90712aff29	FEATURE: update get trades api	2024-08-19 17:05:02 +08:00
c9s	0a83c26fd5	types: add warning to the price type	2024-08-17 14:15:43 +08:00
c9s	1294cd95be	rename twap.Execution to twap.StreamExecutor	2024-08-17 14:09:25 +08:00
c9s	9dd85623b9	types,strategy: refactor price type and add more bbo (best bid offer)	2024-08-17 14:05:29 +08:00
c9s	621a2b86cf	twap: move twap execution to a single package	2024-08-17 13:29:27 +08:00
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	2024-08-16 20:52:28 +08:00
c9s	b88aff6d73	max: fix GetDepositHistoryRequest	2024-08-16 13:40:34 +08:00
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
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	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	813684fc77	core: change TradeConverter to interface and integrate trade converter	2024-08-07 17:29:03 +08:00
c9s	25b0b5ded5	max: fix withdraw state convert by calling convertWithdrawStatusV2 ... v3 api does not return status field	2024-08-07 17:12:55 +08:00
c9s	ffb2c14f1d	core: add TradeConverter to the trade collector	2024-08-07 17:07:31 +08:00
c9s	fad7ef219e	xdepthmaker: separate hedge symbol	2024-08-07 16:01:56 +08:00
c9s	b4cc893cac	types: add SlackAttachment support to types.Withdraw	2024-08-06 18:26:17 +08:00
c9s	a24a118182	xalign: add more withdraw checking logs	2024-08-06 18:08:39 +08:00
c9s	e03ba63e44	max: remove legacy emptyTime	2024-08-05 16:40:10 +08:00