Commit Graph

9021 Commits

Author SHA1 Message Date
c9s
9f7521b754
xmaker: check connectivity before calling updateQuote 2024-10-24 16:18:52 +08:00
c9s
738cb24ecb
bbgo: mark order exeuctor as deprecated
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2024-10-23 15:37:57 +08:00
c9s
c796606c61
Merge pull request #1788 from c9s/c9s/remove-session-order-store
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FIX: [core] remove session order store
2024-10-22 12:35:09 +08:00
c9s
b23c7a76eb
Merge pull request #1763 from lanphan/obsoleted
CHORE: solved all deprecated, comment all unused variables and functions
2024-10-22 12:33:10 +08:00
c9s
4e13f0dadc
bbgo: remove order store from session struct since it's not used 2024-10-22 12:19:42 +08:00
c9s
dcf2f52873
Merge pull request #1787 from c9s/c9s/fix-order-compare
FIX: fix order update comparison method
2024-10-22 12:18:53 +08:00
c9s
15b179a47d
core: add comment to the remove condition 2024-10-22 11:59:02 +08:00
c9s
86360a7595
bbgo: fix order update compare method 2024-10-22 11:56:38 +08:00
c9s
a118eab15e
bbgo: increase DefaultCancelOrderWaitTime to 50ms 2024-10-22 11:49:44 +08:00
c9s
3ba5cbe262
xmaker: remove book copy 2024-10-22 11:45:49 +08:00
kbearXD
5878fd8aed
Merge pull request #1784 from c9s/chiahung/grid2/not-use-minQuantity
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FEATURE: no use MAX(quantity, minQuantity) to avoid sufficient quantity
2024-10-21 16:42:22 +08:00
kbearXD
859be58113
Merge pull request #1786 from c9s/chiahung/xalign/detect-pending-deposit
FEATURE: [xalign] detect active depoit. if found, skip align
2024-10-21 16:42:12 +08:00
kbearXD
704924a905 FEATURE: no use MAX(quantity, minQuantity) to avoid sufficient quantity 2024-10-21 16:29:27 +08:00
kbearXD
ce5234b429 FEATURE: [xalign] detect active depoit. if found, skip align 2024-10-21 15:58:23 +08:00
bailantaotao
df377698c8
Merge pull request #1785 from c9s/edwin/okx/support-broker-id
FEATURE: [okx] support broker id
2024-10-21 15:35:20 +08:00
edwin
b1f86adab5 pkg/exchange: support broker id 2024-10-21 15:09:24 +08:00
c9s
5a1249e871
Merge pull request #1782 from c9s/c9s/xmaker/improvements2
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IMPROVE: [grid2][xmaker] prune expired trades
2024-10-17 13:22:24 +08:00
c9s
fb96756460
xmaker: reset position started time when hedge order is submitted 2024-10-17 13:13:45 +08:00
c9s
7f0b8f38d5
orderStore: remove only filled orders and canceled orders 2024-10-17 13:09:29 +08:00
c9s
5fbb06639d
xmaker: prune expired orders 2024-10-17 13:02:44 +08:00
c9s
bfe8ce9f2c
grid2,xmaker: prune expired trades 2024-10-17 12:53:51 +08:00
c9s
f9a75036a7
xmaker: fix disableHedge check
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2024-10-16 17:36:05 +08:00
c9s
6d857cdd48
indicator: improve boll indicator slice truncation 2024-10-16 16:07:58 +08:00
c9s
8ce587f5f5
indicator: implement Truncate method on the indicators 2024-10-16 16:04:15 +08:00
c9s
4f1b216fbf
xmaker: fix trade window test 2024-10-16 15:55:55 +08:00
c9s
c066a187d9
xmaker: fix TradeVolumeWindowSignal algo 2024-10-16 15:45:11 +08:00
c9s
e55676abab
xmaker: add delayHedgeCounterMetrics counter 2024-10-16 15:41:09 +08:00
bailantaotao
8fcd76cb59
Merge pull request #1779 from c9s/edwin/bybit/uta
FEATURE: [bybit] upgrade classic account to UTA
2024-10-16 14:49:54 +08:00
c9s
a6f5d5fff1
Merge pull request #1781 from c9s/c9s/xmaker/improvements2
FIX: [xmaker] fix covered position field
2024-10-16 14:39:48 +08:00
c9s
165c8d99b8
xmaker: fix covered position field 2024-10-16 14:39:09 +08:00
kbearXD
cf8a321aed
Merge pull request #1765 from c9s/chiahung/max/use-depth-to-build-orderbook
FEATURE: [max] use QueryDepth to build orderbook
2024-10-16 14:13:53 +08:00
kbearXD
18c362db15 remove verified code 2024-10-16 14:02:29 +08:00
kbearXD
bd83832d2d WIP: use depth to build orderbook 2024-10-16 14:02:29 +08:00
c9s
0a6dc7f59f
Merge pull request #1771 from c9s/dependabot/github_actions/morphy2k/revive-action-2.6.0
dep: bump morphy2k/revive-action from 2.5.10 to 2.6.0
2024-10-16 13:41:51 +08:00
c9s
770f981895
Merge pull request #1780 from c9s/c9s/xmaker/improvements2
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FEATURE: [xmaker] support delayed hedge
2024-10-16 11:56:25 +08:00
c9s
a650534a98
xmaker: rename arbitrage option to enableArbitrage 2024-10-16 11:44:30 +08:00
c9s
0b1773b959
xmaker: pull out delay hedge logics 2024-10-15 23:00:09 +08:00
c9s
334c868117
xmaker: add enableDelayHedge option 2024-10-15 18:51:37 +08:00
c9s
1210a79fc7
xmaker: improve if condition 2024-10-15 18:45:16 +08:00
c9s
59862303aa
xmaker: reset and set position start time 2024-10-15 17:29:12 +08:00
c9s
b137707723
xmaker: use mutex protected fixedpoint for covered position 2024-10-15 16:24:35 +08:00
bailantaotao
707dc4e99f
Merge pull request #1778 from c9s/edwin/bybit/ws-trades
FEATURE: [bybit] use execution.fast topic
2024-10-15 15:52:46 +08:00
bailantaotao
76e2d298c7
Merge pull request #1777 from c9s/edwin/bybit/query-open-orders
pkg/exchange: update query open orders to latest
2024-10-15 15:32:11 +08:00
edwin
74feb928c9 pkg/exchange: use execution.fast topoc 2024-10-15 15:31:19 +08:00
c9s
d940cde945
xmaker: check dust quantity 2024-10-15 13:40:31 +08:00
edwin
b41cd348bc pkg/exchange: update query open orders to latest 2024-10-15 12:00:39 +08:00
bailantaotao
02bdfd1f62
Merge pull request #1776 from c9s/edwin/bybit/query-wallet-bal
pkg/exchange: update query wallet balance to latest
2024-10-15 12:00:15 +08:00
edwin
5a4c38caa2 pkg/exchange: update query wallet balance to latest 2024-10-15 11:26:02 +08:00
bailantaotao
0ca566e1e8
Merge pull request #1775 from c9s/edwin/bybit/query-closed-order
FEATURE: [bybit] update query closed order to latest
2024-10-15 11:03:26 +08:00
bailantaotao
71201304c3
Merge pull request #1774 from c9s/edwin/bybit/cancel-order
FEATURE: [bybit] move rate limiter of cancel to api level
2024-10-15 11:03:09 +08:00