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Author	SHA1	Message	Date
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
kbearXD	d4848f493d	Merge pull request #1641 from c9s/kbearXD/dca2/univeral-cancel-orders-flag ... FEATURE: [dca2] new flag UniversalCancelAllOrdersWhenClose to decide …	2024-05-23 14:39:16 +08:00
kbearXD	be674278b2	FEATURE: [dca2] new flag UniversalCancelAllOrdersWhenClose to decide if cancel all orders when closing	2024-05-22 18:20:18 +08:00
kbearXD	5f1ece2a4b	Merge pull request #1638 from c9s/kbearXD/dca2/store-open-position-pqs ... FEATURE: [dca2] store price quantity pairs of the open-position order…	2024-05-22 11:34:39 +08:00
kbearXD	275286b9b9	remove test case	2024-05-21 17:00:02 +08:00
kbearXD	0faef68fbf	use types.PriceVolume	2024-05-21 16:06:02 +08:00
c9s	5397a3366c	Merge pull request #1639 from c9s/narumi/move-common-maker-tools ... REFACTOR: move maker tools	2024-05-21 14:50:43 +08:00
c9s	7114b37967	Merge pull request #1625 from luchenhan/main ... chore: fix function names in comment	2024-05-21 14:50:33 +08:00