9193 Commits

This Branch

This Branch

All Branches

Author	SHA1	Message	Date
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 ... FEATURE: [max] add QueryDepth v3 API to query orderbook	2024-10-04 13:11:05 +08:00
Lan Phan	dad7b53d9c	add new tag ignore to prevent printing specific field	2024-10-02 23:00:48 +07:00
bailantaotao	0ba1fc5215	Merge pull request #1762 from c9s/edwin/bybit/adjust-rate-limit ... 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 ... 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	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 ... 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	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
c9s	79b636fa02	move bbo monitor to bbgo package	2024-09-27 18:43:09 +08:00
c9s	c8823e977f	Merge pull request #1754 from c9s/c9s/xdepthmaker/refactor	2024-09-27 15:03:57 +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	0c842e0eb5	Merge pull request #1753 from c9s/c9s/xdepthmaker/improvements ... IMPROVE: [xdepthmaker] use order query to update the canceled order, fix depth price, fix symbol column lengths, fix covered position	2024-09-26 15:06:12 +08:00
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	f2ecf8a310	Merge pull request #1746 from zenixls2/doc/dynamic	2024-09-25 22:24:03 +08:00
c9s	1b5da22c90	xdepthmaker: fix coveredPosition reduction	2024-09-25 18:16:04 +08:00