c9s
|
6be38558e4
|
Merge pull request #1660 from c9s/c9s/fix-trade-insertion
FIX: fix trade insertion for inserted_at field
|
2024-06-19 16:18:42 +08:00 |
|
c9s
|
6cdf991877
|
compile and update migration package
|
2024-06-19 16:07:59 +08:00 |
|
c9s
|
82501ff57c
|
fix reflection
|
2024-06-19 16:07:58 +08:00 |
|
c9s
|
00b9c3156f
|
fix trade insertion for inserted_at field
|
2024-06-19 15:59:19 +08:00 |
|
c9s
|
6afde4808f
|
use NamedQueryContext instead of NamedQuery
|
2024-06-19 15:51:16 +08:00 |
|
c9s
|
26d0fedcec
|
Merge pull request #1659 from c9s/c9s/delayed-trade-sync
FEATURE: [core] add syncBufferPeriod config and set default to -30 mins
|
2024-06-19 15:23:53 +08:00 |
|
c9s
|
b2722d9e44
|
environment: check syncBufferPeriod
|
2024-06-19 14:18:21 +08:00 |
|
narumi
|
9cbf8a0ecf
|
add fee budget support to random strategy
|
2024-06-18 18:24:16 +08:00 |
|
narumi
|
0f03bc785b
|
extract FeeBudget struct and move to common
|
2024-06-18 18:24:14 +08:00 |
|
c9s
|
6b6bf2f722
|
Merge pull request #1657 from c9s/c9s/trades-created-mgr
MINOR: compile and update migration package for trades.inserted_at
|
2024-06-18 18:22:27 +08:00 |
|
c9s
|
46bd4a0ef8
|
compile and update migration package
|
2024-06-18 18:10:36 +08:00 |
|
YC
|
c83524a04a
|
Merge pull request #1646 from c9s/minor/add-inserted-at-to-trade
MINOR: add inserted_at column to trades
|
2024-06-18 18:07:27 +08:00 |
|
narumi
|
4dc28ec16a
|
replace threshold with minBaseBalance
|
2024-06-18 17:45:31 +08:00 |
|
c9s
|
e953a04638
|
Merge pull request #1655 from c9s/c9s/xgap-vol-target
FEATURE: [xgap] add dailyTargetVolume option
|
2024-06-18 17:10:49 +08:00 |
|
c9s
|
589a8b6eb2
|
xgap: add dailyTargetVolume option
|
2024-06-18 16:49:47 +08:00 |
|
Yu-Cheng
|
0d7236ca8a
|
add json tag to insertedAt field
|
2024-06-17 17:44:50 +08:00 |
|
Yu-Cheng
|
49d567c8f2
|
trade: add inserted_at column
A trade may be missed initially and fetched after it has occurred.
|
2024-06-17 17:42:32 +08:00 |
|
kbearXD
|
5098c3ac35
|
Merge pull request #1645 from c9s/kbearXD/dca2/flexible-recovery
FEATURE: [dca2] make the take-profit order of round from order to orders
|
2024-06-13 18:19:44 +08:00 |
|
c9s
|
468f928142
|
Merge pull request #1654 from c9s/c9s/improve-min-notional-adjuster
FIX: [types] improve AdjustQuantityByMinNotional
|
2024-06-13 17:32:44 +08:00 |
|
c9s
|
34dbc5d55c
|
types: improve AdjustQuantityByMinNotional
|
2024-06-13 17:22:29 +08:00 |
|
kbearXD
|
60160cd7b4
|
new flag DisableOrderGroupIDFilter to only query order group id
|
2024-06-13 17:21:27 +08:00 |
|
c9s
|
cb4df28a1b
|
Merge pull request #1653 from c9s/c9s/xgap-make-source-book-optional
FIX: [xgap] make sourceBook optional
|
2024-06-13 16:03:22 +08:00 |
|
c9s
|
a5831bbf13
|
xgap: fix price and balance checking
|
2024-06-13 15:55:40 +08:00 |
|
c9s
|
88ce5a4928
|
xgap: make sourceBook optional
|
2024-06-13 15:40:40 +08:00 |
|
c9s
|
7a4f9347f1
|
Merge pull request #1652 from c9s/c9s/fix-xgap-spread-too-large-issue
FIX: [xgap] fix empty source book pricing issue
|
2024-06-11 18:11:44 +08:00 |
|
edwin
|
b562e46c55
|
pkg/exchange: adjust the time since of unit test
|
2024-06-11 17:59:45 +08:00 |
|
c9s
|
4a1b5e0e25
|
Merge pull request #1649 from c9s/c9s/basic-circuitbreaker
FEATURE: add BasicCircuitBreaker
|
2024-06-11 17:19:10 +08:00 |
|
c9s
|
9adedc186f
|
xgap: fix empty source book pricing issue
|
2024-06-11 16:28:48 +08:00 |
|
c9s
|
e081a362f7
|
Merge pull request #1650 from c9s/c9s/fix-okex-book-subscription
FIX: [okex] fix order book subscription channels
|
2024-06-03 17:55:26 +08:00 |
|
c9s
|
e1e39a561f
|
Merge pull request #1651 from c9s/edwin/okx/add-conn-info-event
FEATURE: [okx] add conn info event
|
2024-06-03 17:55:16 +08:00 |
|
edwin
|
bafa5a4783
|
pkg/exchange: add rate limit comment
|
2024-06-03 17:25:07 +08:00 |
|
edwin
|
57618ced7c
|
pkg/exchange: add conn count info event
|
2024-06-03 17:01:57 +08:00 |
|
c9s
|
de7bf31b24
|
okex: fix order book subscription channels
|
2024-06-03 16:07:47 +08:00 |
|
c9s
|
907a1c8c53
|
Merge pull request #1647 from c9s/c9s/add-initial-attempt-for-order-trades-query
FIX: [retry] add initialAttempts to the order trades query backoff
|
2024-06-03 14:01:19 +08:00 |
|
c9s
|
e1532ffa46
|
add BasicCircuitBreaker
|
2024-06-02 20:38:41 +08:00 |
|
c9s
|
6bb910c561
|
retry: add initialAttempts to the order trades query backoff
|
2024-06-01 14:18:34 +08:00 |
|
kbearXD
|
1d0b4e5cb8
|
FEATURE: [dca2] make the take-profit order of round from order to orders
|
2024-05-30 15:53:44 +08:00 |
|
なるみ
|
7bde48adce
|
Merge pull request #1637 from c9s/narumi/atrpin-log-with-fields
CHORE: [atrpin] add symbol and window log fields
|
2024-05-25 21:37:51 +08:00 |
|
c9s
|
01fac1fd01
|
binance: optimize pv parsing
|
2024-05-24 18:06:40 +08:00 |
|
c9s
|
acb84e098f
|
binance: use pre-allocated pv var
|
2024-05-24 18:06:33 +08:00 |
|
c9s
|
55c6a435e7
|
binance: remove orderbook convert error var
|
2024-05-24 18:06:21 +08:00 |
|
c9s
|
90d5d649e4
|
Merge pull request #1643 from c9s/fix/fix-binance-margin-order-query
FIX: [binance] implement query trade for binance margin trading
|
2024-05-24 17:47:17 +08:00 |
|
c9s
|
901272f153
|
binance: refactor and update QueryOrderTrades implementation
|
2024-05-24 17:35:27 +08:00 |
|
c9s
|
bc71c95608
|
binance: implement query trade for binance margin trading
|
2024-05-24 17:35:27 +08:00 |
|
kbearXD
|
c42c52d549
|
Merge pull request #1640 from c9s/kbearXD/dca2/flexible-recovery
FEATURE: [dca2] change state recovery logic
|
2024-05-24 15:54:23 +08:00 |
|
kbearXD
|
7134f51d38
|
FEATURE: [dca2] change state recovery logic
|
2024-05-24 15:12:27 +08:00 |
|
c9s
|
8a852afedb
|
Merge pull request #1642 from c9s/refactor/average-depth-price-method
Refactor: add average depth price method
|
2024-05-23 18:22:06 +08:00 |
|
c9s
|
75b86e435a
|
max: assign client order id only when it's not empty
|
2024-05-23 17:16:27 +08:00 |
|
c9s
|
99edfb61bf
|
integrate aggregatePrice method
|
2024-05-23 16:30:43 +08:00 |
|
c9s
|
1c567d7146
|
pull out AverageDepthPrice from xdepthmaker
|
2024-05-23 15:22:45 +08:00 |
|