6370 Commits

Author	SHA1	Message	Date
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	6d3a18ad55	twap: call trade collector process when shutdown	2024-08-20 14:30:08 +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	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
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
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
c9s	5d65b817ef	max: add withdraw status convert function for v3	2024-08-05 16:39:44 +08:00
c9s	97336912e5	max: use v3/withdrawals apis	2024-08-02 15:24:00 +08:00
c9s	089e69a221	xalign: add withdraw detection notification	2024-08-02 15:24:00 +08:00
c9s	600d81049e	add simple price resolver	2024-08-01 16:57:59 +08:00
c9s	4bf558f9eb	xaling: add detectActiveTransfers	2024-07-31 16:51:00 +08:00
c9s	6bc8dffe16	maxapi: improve withdraw status conversion	2024-07-31 16:43:56 +08:00
c9s	ab20b6db89	all: improve binance withdraw status convertion	2024-07-31 15:04:08 +08:00