Commit Graph

8954 Commits

Author SHA1 Message Date
c9s
a8f163bfd3
Merge pull request #1769 from c9s/narumi/autobuy-check-balance
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2024-10-07 21:51:04 +08:00
narumi
3fe4568dc2 check quote balance before submitting order 2024-10-07 21:37:49 +08:00
c9s
a5d4130625
Merge pull request #1768 from c9s/c9s/xmaker/improvements2
IMPROVE: [xmaker] add more improvements
2024-10-07 17:38:49 +08:00
c9s
80b1a3262d
Merge pull request #1767 from c9s/c9s/pricesolver/float64
IMPROVE: use float64 in pricesolver internally to make it more precise
2024-10-07 17:15:10 +08:00
c9s
544c172a9c
xmaker: improve fee price updating 2024-10-07 17:12:49 +08:00
c9s
2599a4bcd3
xmaker: add SubscribeFeeTokenMarkets option 2024-10-07 17:09:01 +08:00
c9s
969e813c7f
xmaker: fix profit fixer fee settings 2024-10-07 17:09:01 +08:00
c9s
2cdd9072c2
Merge pull request #1766 from c9s/c9s/refactor/account-value-calc
REFACTOR: refactor account value calculator with price solver
2024-10-07 17:08:49 +08:00
c9s
a0cdfc2b8e
xmaker: fix aggregatePriceVolumeSliceWithPriceFilter
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2024-10-06 12:18:03 +08:00
c9s
efc3bbeb5b
allow redis persistence config could be created with an existing redis client 2024-10-06 12:12:33 +08:00
c9s
113695eabf
Merge pull request #1749 from r03921081/task/change_circuitbreaker
Use new circuitbreaker in common strategy
2024-10-06 12:10:22 +08:00
c9s
a94d1b424f
pricesolver: use float64 internally to make it faster and more precise 2024-10-05 14:26:15 +08:00
c9s
7506fb63a8
refactor account value calculator 2024-10-05 14:22:13 +08:00
c9s
6079e7b06a
all: refactor NewAccountValueCalculator 2024-10-05 13:09:31 +08:00
c9s
a718e30bb4
refactor tests 2024-10-04 23:46:43 +08:00
c9s
8f0d58aee9
add new test helper to create balance map objects
Signed-off-by: c9s <yoanlin93@gmail.com>
2024-10-04 23:32:11 +08:00
c9s
14fa561f6e
Fix account value tests with price solver
Signed-off-by: c9s <yoanlin93@gmail.com>
2024-10-04 19:45:07 +08:00
c9s
c3bf0ed7e7
only query ticker on the symbol that is defined in the market map
Signed-off-by: c9s <yoanlin93@gmail.com>
2024-10-04 19:16:39 +08:00
c9s
8199428b61
Add ticker test helper
Signed-off-by: c9s <yoanlin93@gmail.com>
2024-10-04 19:10:05 +08:00
c9s
f7a9f7c37d
document price solver 2024-10-04 18:57:27 +08:00
c9s
83ab00a601
allow redis persistence config could be created with an existing redis client 2024-10-04 18:11:15 +08:00
kbearXD
a548596c16
Merge pull request #1760 from c9s/chiahung/max/query-depth
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FEATURE: [max] add QueryDepth v3 API to query orderbook
2024-10-04 13:11:05 +08:00
bailantaotao
0ba1fc5215
Merge pull request #1762 from c9s/edwin/bybit/adjust-rate-limit
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MINOR: [bybit] use individual rate limit on wallet-balance API
2024-10-02 17:36:21 +08:00
edwin
fc4a9769c9 pkg/exchange: use individual rate limit 2024-10-02 17:23:20 +08:00
bailantaotao
9963f5c14d
Merge pull request #1761 from c9s/edwin/bybit/fix-nil-pointer
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FIX: [bybit] fix redundant code
2024-10-01 21:46:34 +08:00
edwin
771a136acd pkg/exchange: fix redundant code 2024-10-01 21:22:42 +08:00
kbearXD
2bbaf48057 move to convert.go 2024-10-01 17:16:28 +08:00
c9s
5e7627cc7a
xmaker: fix signal depth metrics
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2024-10-01 16:52:58 +08:00
kbearXD
d1c5671a83 FEATURE: [max] add QueryDepth v3 API to query orderbook 2024-10-01 14:53:32 +08:00
bailantaotao
7e908c3ff7
Merge pull request #1759 from c9s/edwin/bybit/add-v5-execution-request
FEATURE: [bybit] integrate the v5 trade history
2024-10-01 14:06:46 +08:00
edwin
a68764b763 pkg/exchange: merge FeeRatePoller into StreamDataProvider 2024-10-01 11:45:33 +08:00
edwin
7f1e1a3a51 pkg/exchange: export SymbolFeeDetail struct 2024-10-01 11:45:33 +08:00
edwin
eb2a7421da pkg/exchange: integrate the v5 query trade api 2024-10-01 11:45:31 +08:00
edwin
d2c1ae0642 pkg/exchange: move fee rate calculate method outside 2024-10-01 00:06:47 +08:00
edwin
f6e58ded02 pkg/exchange: add PollAndGet method and declare an interface 2024-10-01 00:06:43 +08:00
bailantaotao
a639a5831b
Merge pull request #1757 from c9s/edwin/bybit/add-v5-execution-request
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FEATURE: [bybit] add v5 execution request
2024-09-30 17:51:26 +08:00
c9s
c7e873abbb
Merge pull request #1758 from c9s/c9s/xmaker/depth-signal
FEATURE: [xmaker] add depth ratio signal
2024-09-30 17:44:43 +08:00
c9s
3c48663032
add more tests 2024-09-30 17:32:46 +08:00
edwin
bdfcbdcf56 pkg/exchange: move common execution field to bybitapi.trade 2024-09-30 16:28:07 +08:00
edwin
aac833d135 pkg/exchange: add execution list request to bybit 2024-09-30 16:27:33 +08:00
c9s
39fad2e0b5
xmaker: add depth ratio signal 2024-09-30 16:21:22 +08:00
c9s
f776914e8c
do not return when failed cleaning up orders
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2024-09-27 21:23:11 +08:00
c9s
12455604a6
Merge pull request #1755 from c9s/c9s/xdepthmaker/refactor
IMPROVE: [xdepthmaker] improve price solver integration and hedge method
2024-09-27 20:24:08 +08:00
c9s
4661ec629d
xdepthmaker: add priceImpactRatio detection 2024-09-27 20:14:34 +08:00
c9s
be353c533b
xmaker: bind price solver with market data stream 2024-09-27 18:43:09 +08:00
c9s
e8c063c09b
xdepthmaker: support countery party 5 hedge and force full replenish 2024-09-27 18:43:09 +08:00
c9s
5dcd375279
add more update methods for price solver 2024-09-27 18:43:09 +08:00
c9s
9194a9152c
extend ticker method 2024-09-27 18:43:09 +08:00
c9s
d5a6930545
add disconnectedC method 2024-09-27 18:43:09 +08:00
c9s
98011e1e97
extend price volume slice methods 2024-09-27 18:43:09 +08:00