edwin
|
b41cd348bc
|
pkg/exchange: update query open orders to latest
|
2024-10-15 12:00:39 +08:00 |
|
edwin
|
5a4c38caa2
|
pkg/exchange: update query wallet balance to latest
|
2024-10-15 11:26:02 +08:00 |
|
edwin
|
0712a8399a
|
pkg/exchange: update query closed order to latest
|
2024-10-15 00:55:27 +08:00 |
|
edwin
|
f22e4a1810
|
pkg/exchange: move rate limiter to api
|
2024-10-14 22:42:48 +08:00 |
|
edwin
|
6f7e02daef
|
pkg/exchange: add marketunit for submit order
|
2024-10-14 22:39:17 +08:00 |
|
edwin
|
d48fa7c202
|
pkg/exchange: use fee currency of trade
|
2024-10-14 16:55:36 +08:00 |
|
c9s
|
76a627a504
|
xmaker: adjust metrics bucket
Go / build (1.21, 6.2) (push) Has been cancelled
golang-lint / lint (push) Has been cancelled
|
2024-10-09 17:24:49 +08:00 |
|
c9s
|
11fcf8c617
|
xmaker: fix buckets with prometheus.ExponentialBuckets and record cancel maker orders metrics
|
2024-10-09 17:09:28 +08:00 |
|
c9s
|
f554d5f594
|
Merge pull request #1770 from c9s/c9s/xmaker/improvements2
IMPROVE: [xmaker] add more stability improvements and refactoring
|
2024-10-09 12:59:30 +08:00 |
|
c9s
|
6b54c90a53
|
xmaker: add more info into the signal logs
|
2024-10-09 12:47:53 +08:00 |
|
c9s
|
49e949dbc9
|
xmaker: refactor signal methods
|
2024-10-09 12:35:06 +08:00 |
|
c9s
|
cea59ef9cf
|
xmaker: show signal margin range
|
2024-10-09 12:35:06 +08:00 |
|
c9s
|
022dcdf745
|
scale: improve error message
|
2024-10-09 12:35:06 +08:00 |
|
c9s
|
956ad10683
|
xmaker: stores calculated signal in lastAggregatedSignal
|
2024-10-09 12:35:06 +08:00 |
|
c9s
|
e70899a35d
|
xmaker: add more xmaker metrics and profiles
|
2024-10-09 12:35:06 +08:00 |
|
c9s
|
a8f163bfd3
|
Merge pull request #1769 from c9s/narumi/autobuy-check-balance
Go / build (1.21, 6.2) (push) Has been cancelled
golang-lint / lint (push) Has been cancelled
|
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
Go / build (1.21, 6.2) (push) Has been cancelled
golang-lint / lint (push) Has been cancelled
|
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
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 |
|
bailantaotao
|
0ba1fc5215
|
Merge pull request #1762 from c9s/edwin/bybit/adjust-rate-limit
Go / build (1.21, 6.2) (push) Has been cancelled
golang-lint / lint (push) Has been cancelled
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
Go / build (1.21, 6.2) (push) Waiting to run
golang-lint / lint (push) Waiting to run
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
Go / build (1.21, 6.2) (push) Waiting to run
golang-lint / lint (push) Waiting to run
|
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 |
|