c9s
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c3bf0ed7e7
|
only query ticker on the symbol that is defined in the market map
Signed-off-by: c9s <yoanlin93@gmail.com>
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2024-10-04 19:16:39 +08:00 |
|
c9s
|
8199428b61
|
Add ticker test helper
Signed-off-by: c9s <yoanlin93@gmail.com>
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2024-10-04 19:10:05 +08:00 |
|
c9s
|
83ab00a601
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allow redis persistence config could be created with an existing redis client
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2024-10-04 18:11:15 +08:00 |
|
kbearXD
|
a548596c16
|
Merge pull request #1760 from c9s/chiahung/max/query-depth
Go / build (1.21, 6.2) (push) Has been cancelled
golang-lint / lint (push) Has been cancelled
FEATURE: [max] add QueryDepth v3 API to query orderbook
|
2024-10-04 13:11:05 +08:00 |
|
Lan Phan
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dad7b53d9c
|
add new tag ignore to prevent printing specific field
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2024-10-02 23:00:48 +07:00 |
|
edwin
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fc4a9769c9
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pkg/exchange: use individual rate limit
|
2024-10-02 17:23:20 +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
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xmaker: fix signal depth metrics
Go / build (1.21, 6.2) (push) Waiting to run
golang-lint / lint (push) Waiting to run
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2024-10-01 16:52:58 +08:00 |
|
kbearXD
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d1c5671a83
|
FEATURE: [max] add QueryDepth v3 API to query orderbook
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2024-10-01 14:53:32 +08:00 |
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bailantaotao
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7e908c3ff7
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Merge pull request #1759 from c9s/edwin/bybit/add-v5-execution-request
FEATURE: [bybit] integrate the v5 trade history
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2024-10-01 14:06:46 +08:00 |
|
edwin
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a68764b763
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pkg/exchange: merge FeeRatePoller into StreamDataProvider
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2024-10-01 11:45:33 +08:00 |
|
edwin
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7f1e1a3a51
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pkg/exchange: export SymbolFeeDetail struct
|
2024-10-01 11:45:33 +08:00 |
|
edwin
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eb2a7421da
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pkg/exchange: integrate the v5 query trade api
|
2024-10-01 11:45:31 +08:00 |
|
edwin
|
d2c1ae0642
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pkg/exchange: move fee rate calculate method outside
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2024-10-01 00:06:47 +08:00 |
|
edwin
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f6e58ded02
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pkg/exchange: add PollAndGet method and declare an interface
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2024-10-01 00:06:43 +08:00 |
|
bailantaotao
|
a639a5831b
|
Merge pull request #1757 from c9s/edwin/bybit/add-v5-execution-request
Go / build (1.21, 6.2) (push) Waiting to run
golang-lint / lint (push) Waiting to run
FEATURE: [bybit] add v5 execution request
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2024-09-30 17:51:26 +08:00 |
|
c9s
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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
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aac833d135
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pkg/exchange: add execution list request to bybit
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2024-09-30 16:27:33 +08:00 |
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c9s
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39fad2e0b5
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xmaker: add depth ratio signal
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2024-09-30 16:21:22 +08:00 |
|
c9s
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f776914e8c
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do not return when failed cleaning up orders
Go / build (1.21, 6.2) (push) Has been cancelled
golang-lint / lint (push) Has been cancelled
|
2024-09-27 21:23:11 +08:00 |
|
c9s
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4661ec629d
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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 |
|
c9s
|
79b636fa02
|
move bbo monitor to bbgo package
|
2024-09-27 18:43:09 +08:00 |
|
c9s
|
091eb5d9c5
|
xdepthmaker: return when we can't clean up the open orders
|
2024-09-27 14:27:20 +08:00 |
|
c9s
|
fb35a2b79f
|
types: add AnyDisconnected() method on ConnectivityGroup
|
2024-09-27 13:31:37 +08:00 |
|
c9s
|
c07661af57
|
all: refactor depthmaker with connectivity
|
2024-09-27 13:24:03 +08:00 |
|
c9s
|
ccb617f30f
|
types: add connectivity test
|
2024-09-27 12:56:44 +08:00 |
|
c9s
|
431d6964d5
|
xdepthmaker: split quote worker and hedge worker
|
2024-09-26 17:57:12 +08:00 |
|
c9s
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0c842e0eb5
|
Merge pull request #1753 from c9s/c9s/xdepthmaker/improvements
Go / build (1.21, 6.2) (push) Waiting to run
golang-lint / lint (push) Waiting to run
IMPROVE: [xdepthmaker] use order query to update the canceled order, fix depth price, fix symbol column lengths, fix covered position
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2024-09-26 15:06:12 +08:00 |
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c9s
|
6e19777277
|
Merge pull request #1751 from lanphan/fixemitnew
fix OnNew event must be called before OnFilled
|
2024-09-26 12:26:34 +08:00 |
|
c9s
|
1b5da22c90
|
xdepthmaker: fix coveredPosition reduction
|
2024-09-25 18:16:04 +08:00 |
|
c9s
|
f4e905833c
|
xdepthmaker: improve HedgeMaxOrderQuantity check
|
2024-09-25 18:16:03 +08:00 |
|
c9s
|
42cd3cba1e
|
xdepthmaker: clean up todo
|
2024-09-25 18:16:03 +08:00 |
|
c9s
|
67fd15c88f
|
xdepthmaker: log covered position
|
2024-09-25 18:16:03 +08:00 |
|
c9s
|
d83297b605
|
migrations: add table column symbol length fix
|
2024-09-25 18:16:03 +08:00 |
|
c9s
|
e11db4a2d1
|
xdepthmaker: avoid using the same depth price for the new maker order
|
2024-09-25 18:16:02 +08:00 |
|
c9s
|
6a5ab424c9
|
xdepthmaker: add hedgeMaxOrderQuantity protection
|
2024-09-25 15:52:23 +08:00 |
|
c9s
|
b3d58a9e05
|
bbgo: add types.ExchangeOrderQueryService support for checking canceled orders
|
2024-09-25 14:13:23 +08:00 |
|
c9s
|
768428a7eb
|
bbgo: pass the actual context object instead of background context
|
2024-09-25 13:36:49 +08:00 |
|
c9s
|
329b8a40d9
|
xdepthmaker: adjust covered position when order is canceled
|
2024-09-25 13:36:31 +08:00 |
|
c9s
|
60d5126b61
|
xdepthmaker: add HedgeStrategyBboQueue1 hedge method
|
2024-09-24 17:10:50 +08:00 |
|
c9s
|
59191cf6bf
|
xdepthmaker: support bbgo counter party 1 hedge method
|
2024-09-24 16:33:53 +08:00 |
|
c9s
|
566234d3ab
|
xdepthmaker: rename last price var to just price
|
2024-09-24 16:14:03 +08:00 |
|
c9s
|
e7c76ddd26
|
xdepthmaker: refactor hedge methods
|
2024-09-24 16:12:17 +08:00 |
|
c9s
|
61ea41d999
|
xdepthmaker: simplify hedge
|
2024-09-23 22:16:53 +08:00 |
|
c9s
|
b02580f9f6
|
xdepthmaker: remove shared mutex lock usage
|
2024-09-23 18:28:46 +08:00 |
|
c9s
|
345c92c295
|
all: improve UniversalCancelAllOrders and add mutex to covered position
|
2024-09-23 18:26:23 +08:00 |
|
c9s
|
a8444e9796
|
bybit,biget: improve bitget, bybit query log messages
|
2024-09-23 17:51:33 +08:00 |
|
Lan Phan
|
2a767aba71
|
fix OnNew event must be called before OnFilled
|
2024-09-20 20:01:24 +07:00 |
|
Andy Liao
|
7137343ba0
|
Use new circuitbreaker in common strategy
|
2024-09-18 22:35:35 +08:00 |
|
c9s
|
8265ada5a0
|
compile and update migration package
|
2024-09-18 13:30:56 +08:00 |
|
c9s
|
a0c41f89f2
|
bump version to v1.60.3
|
2024-09-16 00:31:00 +08:00 |
|
c9s
|
26b1fd2ae7
|
xmaker: fix price initialization
|
2024-09-16 00:29:37 +08:00 |
|
Lan Phan
|
1f8b2b3710
|
call b.EmitNew() when new order is added into activeorderbook
|
2024-09-14 18:26:36 +07:00 |
|
c9s
|
aca2c32442
|
bump version to v1.60.2
|
2024-09-12 17:51:57 +08:00 |
|
c9s
|
0d6b7b29d5
|
Merge pull request #1742 from c9s/c9s/fix-ws-close-err
FIX: types/stream: change errorf to warnf
|
2024-09-12 17:46:24 +08:00 |
|
c9s
|
ea8f3a5485
|
types/stream: change errorf to warnf
|
2024-09-12 17:35:13 +08:00 |
|
c9s
|
52f32e0ad0
|
upgrade github.com/c9s/requestgen to 1.4.3
|
2024-09-12 17:27:30 +08:00 |
|
c9s
|
de0d11b511
|
max: regenerate order cancel requests
|
2024-09-11 16:47:20 +08:00 |
|
kbearXD
|
f83491af26
|
FEATURE: [dca2] set exchange fee rate for round position
|
2024-09-11 15:40:59 +08:00 |
|
edwin
|
619cce53f6
|
pkg/exchange: update to latest
|
2024-09-10 17:11:58 +08:00 |
|
c9s
|
d7ddc9c462
|
Merge pull request #1737 from c9s/c9s/xmaker/ioc-arb
Go / build (1.21, 6.2) (push) Waiting to run
golang-lint / lint (push) Waiting to run
FEATURE: [xmaker] implement tryArbitrage
|
2024-09-09 22:57:20 +08:00 |
|
c9s
|
34ef50d889
|
xmaker: refactor and clean up tryArbitrage
|
2024-09-09 22:03:06 +08:00 |
|
c9s
|
52925c5643
|
xmaker: calculate balance for arbitrage
|
2024-09-09 18:12:46 +08:00 |
|
c9s
|
b4f2748892
|
xmaker: fix sides
|
2024-09-09 18:03:03 +08:00 |
|
c9s
|
ceda1e06b9
|
xmaker: implement tryArbitrage
|
2024-09-09 17:49:53 +08:00 |
|
c9s
|
bc1715f8ad
|
Merge pull request #1736 from c9s/kbearXD/session/remove-log
Go / build (1.21, 6.2) (push) Waiting to run
golang-lint / lint (push) Waiting to run
MINOR: [session] remove environment nil validation log
|
2024-09-09 16:17:17 +08:00 |
|
c9s
|
f361b19564
|
Merge pull request #1734 from c9s/c9s/xmaker/ioc-arb
REFACTOR: [xmaker] refactor for supporting ioc arb [part1]
|
2024-09-09 16:05:11 +08:00 |
|
kbearXD
|
f44486447e
|
MINOR: [session] remove environment nil validation log
|
2024-09-09 16:04:04 +08:00 |
|
kbearXD
|
129e2c438e
|
FIX: add debug log
|
2024-09-09 15:13:02 +08:00 |
|
c9s
|
90749f4873
|
xmaker: pull out s.UseDepthPrice dependency
|
2024-09-09 15:04:56 +08:00 |
|
c9s
|
77dfe213e5
|
xmaker: pull out getLayerPrice and add test against the method
|
2024-09-09 14:41:41 +08:00 |
|
c9s
|
960ea89d8c
|
testhelper: add more test helpers
|
2024-09-09 14:41:27 +08:00 |
|
c9s
|
f24a96c8c3
|
xmaker: refactor getInitialLayerQuantity for quantity multiplier
|
2024-09-07 14:19:07 +08:00 |
|
c9s
|
6ad16b7488
|
xmaker: add EnableArbitrage option and makerBook
|
2024-09-07 13:47:34 +08:00 |
|
c9s
|
e14f09a914
|
xmaker: add sourceDepthLevel option
|
2024-09-06 21:47:43 +08:00 |
|
c9s
|
3cc96ff6ad
|
Merge pull request #1724 from dropbigfish/main
Go / build (1.21, 6.2) (push) Has been cancelled
golang-lint / lint (push) Has been cancelled
fix: fix slice init length
|
2024-09-06 18:06:21 +08:00 |
|
c9s
|
a282654c02
|
bbgo: fix the defaults / initialize steps
|
2024-09-06 17:33:31 +08:00 |
|
kbearXD
|
63a58e1b12
|
FIX: fix memory leak
|
2024-09-05 17:05:58 +08:00 |
|
longhutianjie
|
c75a685cc0
|
bug: fix json tag
|
2024-09-04 17:58:27 +08:00 |
|
c9s
|
9fc3a1b44a
|
xmaker: rename to aggTradeVolume
|
2024-09-04 16:09:58 +08:00 |
|
c9s
|
656112de45
|
xmaker: call signalConfig.TradeVolumeWindowSignal.Bind
|
2024-09-04 16:07:28 +08:00 |
|
c9s
|
ba73eeaad1
|
xmaker: add TradeVolumeWindowSignal
|
2024-09-04 15:59:21 +08:00 |
|
c9s
|
2527c0c7b7
|
max: convert v3 DepositStateFailed into rejected
|
2024-09-04 15:00:37 +08:00 |
|
c9s
|
a2f8fe5f72
|
max: add v3 DepositStateFailed state
|
2024-09-04 14:59:58 +08:00 |
|
c9s
|
ed51eff242
|
max: drop unused function
|
2024-09-04 14:59:10 +08:00 |
|
c9s
|
24de49860f
|
bump version to v1.60.1
|
2024-09-04 14:58:07 +08:00 |
|
c9s
|
ec68e3c5f6
|
Merge pull request #1727 from lanphan/ioc
FIX: update timeInForce for binance margin order
|
2024-09-04 14:38:40 +08:00 |
|
c9s
|
f27afac77b
|
max: use error log instead of warning log for convertion
|
2024-09-04 11:20:30 +08:00 |
|
c9s
|
d404b20bd1
|
deposit2transfer: fix comments
|
2024-09-04 11:19:43 +08:00 |
|
c9s
|
1b8d7bd805
|
max: fix v3 deposit state conversion
|
2024-09-04 11:17:56 +08:00 |
|
c9s
|
7d034d1ba8
|
bbgo: add stringer method to the quota struct
Go / build (1.21, 6.2) (push) Has been cancelled
golang-lint / lint (push) Has been cancelled
|
2024-09-03 03:26:47 +08:00 |
|
c9s
|
7135895006
|
xmaker: fix MaxExposurePosition check condition
|
2024-09-03 03:25:37 +08:00 |
|
Lan Phan
|
ba913ce4de
|
update timeInForce for binance margin order
|
2024-09-03 00:38:17 +07:00 |
|
c9s
|
f12ba1adb9
|
bbgo: add comments to the quota methods
Go / build (1.21, 6.2) (push) Waiting to run
golang-lint / lint (push) Waiting to run
|
2024-09-02 22:18:13 +08:00 |
|
c9s
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294e529a98
|
xmaker: add more logs
|
2024-09-02 16:08:51 +08:00 |
|
c9s
|
f30aca1b5a
|
xmaker: update position metrics when restored
|
2024-09-02 15:51:31 +08:00 |
|
c9s
|
f9b9832fff
|
add more logs
|
2024-09-02 15:51:31 +08:00 |
|
c9s
|
4d1c357c3d
|
xmaker: reuse makerMarket field
|
2024-09-01 17:55:00 +08:00 |
|
c9s
|
a4833524cf
|
xmaker: add more logs
|
2024-09-01 16:41:16 +08:00 |
|
c9s
|
ed073264f1
|
xmaker: add MaxHedgeAccountLeverage option
|
2024-09-01 15:42:36 +08:00 |
|
c9s
|
ad6056834e
|
xmaker: separate maximumValueInUsd in a new var
|
2024-09-01 01:34:25 +08:00 |
|
c9s
|
8b1306a6a6
|
xmaker: calculate maximum leveraged account value
|
2024-09-01 01:31:50 +08:00 |
|
c9s
|
d85da78e17
|
xmaker: improve hedge account credit calculation
|
2024-09-01 00:58:50 +08:00 |
|
dropbigfish
|
9d581adc04
|
fix: fix slice init length
Signed-off-by: dropbigfish <fillfish@foxmail.com>
|
2024-09-01 00:36:43 +08:00 |
|
c9s
|
cff7103ece
|
fix math import
Go / build (1.21, 6.2) (push) Has been cancelled
golang-lint / lint (push) Has been cancelled
|
2024-08-30 22:41:13 +08:00 |
|
c9s
|
d501e8ff4d
|
xmaker: apply math.Abs on signal for margin scale
|
2024-08-30 22:38:59 +08:00 |
|
c9s
|
ec80cbfd9f
|
xmaker: check 0.0
|
2024-08-30 17:52:28 +08:00 |
|
c9s
|
7c4b3e81df
|
xmaker: add more logs
|
2024-08-30 17:42:20 +08:00 |
|
c9s
|
cc820d3df0
|
xmaker: apply margin from signal
|
2024-08-30 17:39:25 +08:00 |
|
c9s
|
371db8e7d1
|
xmaker: update signal conditions to metrics
|
2024-08-30 17:18:29 +08:00 |
|
c9s
|
b8abc065de
|
xmaker: initialize bollinger band signal
|
2024-08-30 17:15:12 +08:00 |
|
c9s
|
9ebab4f4f7
|
xmaker: add signal providers
|
2024-08-30 15:44:55 +08:00 |
|
c9s
|
d9fb9ff3e0
|
xmaker: remove unused var
|
2024-08-29 13:18:50 +08:00 |
|
c9s
|
88d7783843
|
bbgo/activeOrderBook: filter market order when filtering existing orders
|
2024-08-29 00:38:44 +08:00 |
|
c9s
|
86e464b1bc
|
xmaker: when submitting hedge orders, do not add it to the active orderbook
|
2024-08-29 00:33:04 +08:00 |
|
c9s
|
8de0c67503
|
xmaker: fix aggregatePrice function
|
2024-08-28 22:36:44 +08:00 |
|
c9s
|
e187614179
|
xmaker: log best bid and best ask
|
2024-08-28 22:32:56 +08:00 |
|
c9s
|
d36bbe5fb5
|
xmaker: adjust accountUpdater's ticker to 3 min
|
2024-08-28 16:41:50 +08:00 |
|
c9s
|
77b7b29739
|
xmaker: adjust credit buffer algo
|
2024-08-28 16:37:39 +08:00 |
|
c9s
|
1d6282a10b
|
xmaker: add account updater and handle margin account to add more flexibility
|
2024-08-28 16:07:11 +08:00 |
|
c9s
|
108fb6138a
|
xmaker: check hedge balance only when it's spot account
|
2024-08-28 14:48:38 +08:00 |
|
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
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xmaker: improve dust quantity check
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2024-08-27 20:05:45 +08:00 |
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c9s
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3d4ccd1344
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xmaker: integrate bid/ask margin metrics
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2024-08-27 15:39:38 +08:00 |
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c9s
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b3c8739983
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xmaker: add config bid/ask margin metrics
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2024-08-27 15:35:39 +08:00 |
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c9s
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7e65aca62e
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xmaker: add more config metrics
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2024-08-27 15:22:06 +08:00 |
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c9s
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199b86df86
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xmaker: add comments
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2024-08-27 14:52:27 +08:00 |
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c9s
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6fb6467d59
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xmaker: refactor hedge worker and quote worker
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2024-08-27 14:48:30 +08:00 |
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c9s
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e3079c134c
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xmaker: add todo note
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2024-08-26 18:37:02 +08:00 |
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c9s
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7367ea73b8
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xmaker: profit object can be nil
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2024-08-26 18:35:10 +08:00 |
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c9s
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866751cc3d
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Merge pull request #1712 from c9s/c9s/xmaker/add-profit-fixer
FEATURE: [xmaker] add profit fixer
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2024-08-26 13:32:41 +08:00 |
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c9s
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80949bf0e1
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Merge pull request #1710 from c9s/c9s/xmaker/stb-improvements
IMPROVE: [xmaker] improve stability
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2024-08-26 13:32:19 +08:00 |
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c9s
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90bcd25bef
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Merge pull request #1711 from lanphan/autoborrowrepay
FEATURE: [binance] add new margin order side effect AUTO_BORROW_REPAY
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2024-08-26 13:15:21 +08:00 |
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c9s
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7fdb3f671f
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risk: add Enabled config to circuitbreaker
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2024-08-26 12:50:13 +08:00 |
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c9s
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77e185ffa7
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xmaker: add profit fixer
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2024-08-26 12:45:18 +08:00 |
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Lan Phan
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9a7517a72a
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add new sideeffect AUTO_BORROW_REPAY
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2024-08-25 12:31:10 +07:00 |
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c9s
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9a1d9ae27b
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xmaker: rewrite maker order submission logics and integrate metrics
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2024-08-24 21:22:35 +08:00 |
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c9s
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c76a80da6a
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xmaker: add xmaker metrics
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2024-08-24 21:22:34 +08:00 |
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c9s
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afac81a3e8
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all: integrate metrics into stream book
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2024-08-24 21:22:34 +08:00 |
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c9s
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0df56ad6e7
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xmaker: use v2 indicator boll
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2024-08-24 13:28:32 +08:00 |
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c9s
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1c1959b8a8
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all: rename priceresolver to pricesolver
integrate pricesolver into xmaker
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2024-08-24 12:28:05 +08:00 |
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c9s
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9f01dc28c8
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xmaker: remove report ticker and
isolate rate limiter for each different instance
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2024-08-24 12:19:34 +08:00 |
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c9s
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e8bd370aa2
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xmaker: remove duplicated log entry
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2024-08-24 12:13:44 +08:00 |
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c9s
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5ca1c4fb62
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xmaker: rewrite and clean up order submission
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2024-08-24 12:13:15 +08:00 |
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c9s
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f7dc07327e
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xmaker: assign position strategy id and instance id
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2024-08-24 12:01:11 +08:00 |
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c9s
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6ef8aa62e5
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xmaker: integrate CircuitBreaker
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2024-08-24 11:58:09 +08:00 |
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c9s
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5f65e87e89
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change default HaltDuration to 1h
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2024-08-24 11:43:12 +08:00 |
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c9s
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14fff8dbad
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xmaker: integrate circuitbreaker
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2024-08-24 11:42:16 +08:00 |
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c9s
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40a0585187
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types: fix missing labels
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2024-08-23 19:59:56 +08:00 |
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c9s
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9f510da78b
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xmaker: use margin order to hedge positions
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2024-08-23 16:57:29 +08:00 |
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c9s
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b2f1f7d735
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Merge pull request #1700 from c9s/narumi/autobuy-boll
Fix: [autobuy] fix error when bollinger settings is not set
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2024-08-23 13:05:18 +08:00 |
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narumi
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1b06fcc961
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validate parameters
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2024-08-22 14:36:06 +08:00 |
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narumi
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b820fccce1
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add order type to config
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2024-08-22 14:36:06 +08:00 |
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c9s
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72575e3cd8
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elliottwave: use AverageCost instead
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2024-08-22 11:26:46 +08:00 |
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c9s
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a900c72032
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types/position: drop approximateAverageCost
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2024-08-22 11:19:54 +08:00 |
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c9s
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5635e31487
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types: pull out calculateFeeInQuote method
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2024-08-22 11:07:45 +08:00 |
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c9s
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e2d68f2a86
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types: add fee cost settter to the position
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2024-08-22 10:59:38 +08:00 |
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c9s
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9136877207
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types: update position metrics after adding trades
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2024-08-21 16:35:57 +08:00 |
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c9s
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c063df6467
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document privateChannels and privateChannelSymbols
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2024-08-21 16:24:19 +08:00 |
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c9s
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80fc10a1fd
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bbgo: add session name to the metrics
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2024-08-21 15:46:09 +08:00 |
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c9s
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fead99aaa6
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add more balance metrics
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2024-08-21 15:33:27 +08:00 |
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c9s
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40d3a40277
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types: add marginType
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2024-08-21 15:24:43 +08:00 |
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c9s
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055cfbb3ff
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Merge pull request #1699 from c9s/c9s/refactor-twap
REFACTOR: [twap] upgrade twap command and add optional order update rate limiter
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2024-08-21 15:20:57 +08:00 |
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c9s
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d855d9bbc0
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bump version to v1.60.0
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2024-08-21 14:42:59 +08:00 |
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narumi
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731fa9af7e
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fix error when bollinger settings is not set
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2024-08-21 13:28:22 +08:00 |
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c9s
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a06b63c897
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twap: rename constructor
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2024-08-20 18:13:42 +08:00 |
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c9s
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ebaf3a330f
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twap: pull out submitOrder method
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2024-08-20 17:53:19 +08:00 |
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c9s
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a0cbf82d97
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twap: handle delayInterval after canceling order
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2024-08-20 17:51:44 +08:00 |
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c9s
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9a2b792ed1
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twap: split doneSignal into a single file
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2024-08-20 17:49:18 +08:00 |
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c9s
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2392fddc3c
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fix method name
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2024-08-20 17:47:39 +08:00 |
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c9s
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c92c395f67
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twap: improve rate limiter syntax parser and support order update rate limiter in twap
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2024-08-20 17:07:29 +08:00 |
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c9s
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48029f95cc
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cmd: pull out and refine twap order executor command
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2024-08-20 16:24:34 +08:00 |
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c9s
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baffefac07
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Merge pull request #1689 from anywhy/fix_float64_series
fix float64 series use mean or stdev function result is zero
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2024-08-20 14:41:29 +08:00 |
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c9s
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6d3a18ad55
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twap: call trade collector process when shutdown
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2024-08-20 14:30:08 +08:00 |
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c9s
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d1617b6a0b
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Merge pull request #1697 from c9s/c9s/refactor-twap
FEATURE: redesign and refactor twap order executor
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2024-08-20 14:24:48 +08:00 |
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c9s
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b9c41b7ad7
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twap: improve cancelContextIfTargetQuantityFilled check method
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2024-08-20 14:14:19 +08:00 |
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c9s
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0530809834
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fix position test
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2024-08-20 14:10:22 +08:00 |
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c9s
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d8fad8250c
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fix duplicated field
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2024-08-20 14:01:19 +08:00 |
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c9s
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c8aea81505
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twap: implement twap mock testing
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2024-08-20 14:01:04 +08:00 |
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c9s
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cec078f4bf
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twap: add stream executor test
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2024-08-20 14:01:04 +08:00 |
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c9s
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648e10fd7c
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binance: fix time in force setting for limit maker
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2024-08-20 14:01:04 +08:00 |
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c9s
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b7d18e687e
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twap: implement orderUpdater
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2024-08-20 14:01:03 +08:00 |
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c9s
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51c1b995c2
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twap: add v2 fixed quantity executor
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2024-08-20 14:01:03 +08:00 |
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c9s
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47c7714d33
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Merge pull request #1698 from c9s/feature/max/update-get-trade-api
FEATURE: update get trades api
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2024-08-20 13:49:39 +08:00 |
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c9s
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f7ad141b04
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Merge pull request #1693 from anywhy/fix_binance_query_order
fix binance exchange query futures order
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2024-08-19 18:01:03 +08:00 |
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kbearXD
|
90712aff29
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FEATURE: update get trades api
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2024-08-19 17:05:02 +08:00 |
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c9s
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0a83c26fd5
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types: add warning to the price type
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2024-08-17 14:15:43 +08:00 |
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