Commit Graph

2439 Commits

Author SHA1 Message Date
c9s
c289c2daf5
livenote: add test and generate diff summary for object change 2024-11-11 16:07:04 +08:00
c9s
c4c6a73774
slacknotifier: post comments in the liveobject threads 2024-11-11 15:24:45 +08:00
c9s
fc322079ba
xmaker: reset book after emitting reconnect 2024-11-08 08:37:08 +08:00
c9s
73b3c5b6dd
all: add more livenote support 2024-11-05 17:34:26 +08:00
c9s
9b77980a69
add livenote pool and livenote example strategy 2024-11-05 17:02:06 +08:00
c9s
e310ea9e4e
all: add livenote and livenoteposter, move all example strategy into pkg/strategy/example 2024-11-05 16:02:34 +08:00
c9s
d8150a17b9
xalign: move activeTransferNotificationLimiter into the strategy struct 2024-11-05 15:20:03 +08:00
c9s
d0a7e6b740
deposit2transfer: check transfer amount before transfering 2024-11-04 17:34:56 +08:00
c9s
c3b058ce38
xmaker: truncate balances before submitting orders 2024-11-04 17:23:36 +08:00
c9s
bac8d489bc
xalign: resetFaultBalanceRecords when pending deposit/withdraw was found 2024-11-04 16:13:05 +08:00
c9s
634ded1759
xalign: add more info to the notification 2024-11-04 16:08:52 +08:00
c9s
8e5bb1b6e4
xalign: improve logs 2024-11-04 16:06:17 +08:00
c9s
939a370c3b
liqmaker: fix orderPlacementStatusMetrics 2024-10-30 16:24:32 +08:00
c9s
31aea5753e
liqmaker: add market metrics updater 2024-10-30 16:24:32 +08:00
c9s
92a934b6f2
liqmaker: add more metrics 2024-10-30 16:24:31 +08:00
c9s
c3fec1cccd
liqmaker: fix stopEMA subscription 2024-10-28 18:08:34 +08:00
c9s
4d4afee6aa
liqmaker: log liquidity amount 2024-10-28 17:32:35 +08:00
c9s
2b00c7ac01
liqmaker: fix log messages 2024-10-28 17:31:21 +08:00
c9s
eae2d63ac1
all: move jitter helpr to a single package 2024-10-28 17:28:56 +08:00
c9s
48bb7a280b
liqmaker: fix nil map issue 2024-10-28 17:03:45 +08:00
c9s
74cc36121b
liqmaker: sum exposure in quote quantity (usd) 2024-10-28 15:08:09 +08:00
c9s
17d57502f1
add dbg package for debugging functions 2024-10-28 15:03:10 +08:00
c9s
dbd53429cd
liqmaker: add more logs to the liq order generator 2024-10-28 14:57:25 +08:00
c9s
2b0e4e0512
liqmaker: fix actual orders printing 2024-10-28 14:52:13 +08:00
c9s
6004114696
add test helper for price side quantity assertion 2024-10-28 14:22:34 +08:00
c9s
f4df9a09e2
liqmaker: add logger to order generator
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2024-10-26 20:53:28 +08:00
c9s
86989b8253
liqmaker: add StopEMA 2024-10-25 12:28:43 +08:00
c9s
ced8b5f742
liqmaker: add AdjustmentOrderPriceType 2024-10-25 12:20:59 +08:00
c9s
0036a57904
liqmaker: drop unused interface 2024-10-25 12:15:36 +08:00
c9s
8df886903c
liqmaker: add liqmaker to alias 2024-10-25 12:15:18 +08:00
c9s
2508dc18f0
liqmaker: use tradingutil.UniversalCancelAllOrders 2024-10-25 12:14:37 +08:00
c9s
c3127f45ce
liqmaker: add stop functions 2024-10-25 12:03:13 +08:00
c9s
9f7521b754
xmaker: check connectivity before calling updateQuote 2024-10-24 16:18:52 +08:00
c9s
b23c7a76eb
Merge pull request #1763 from lanphan/obsoleted
CHORE: solved all deprecated, comment all unused variables and functions
2024-10-22 12:33:10 +08:00
c9s
3ba5cbe262
xmaker: remove book copy 2024-10-22 11:45:49 +08:00
kbearXD
5878fd8aed
Merge pull request #1784 from c9s/chiahung/grid2/not-use-minQuantity
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FEATURE: no use MAX(quantity, minQuantity) to avoid sufficient quantity
2024-10-21 16:42:22 +08:00
kbearXD
704924a905 FEATURE: no use MAX(quantity, minQuantity) to avoid sufficient quantity 2024-10-21 16:29:27 +08:00
kbearXD
ce5234b429 FEATURE: [xalign] detect active depoit. if found, skip align 2024-10-21 15:58:23 +08:00
c9s
fb96756460
xmaker: reset position started time when hedge order is submitted 2024-10-17 13:13:45 +08:00
c9s
5fbb06639d
xmaker: prune expired orders 2024-10-17 13:02:44 +08:00
c9s
bfe8ce9f2c
grid2,xmaker: prune expired trades 2024-10-17 12:53:51 +08:00
c9s
f9a75036a7
xmaker: fix disableHedge check
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2024-10-16 17:36:05 +08:00
c9s
4f1b216fbf
xmaker: fix trade window test 2024-10-16 15:55:55 +08:00
c9s
c066a187d9
xmaker: fix TradeVolumeWindowSignal algo 2024-10-16 15:45:11 +08:00
c9s
e55676abab
xmaker: add delayHedgeCounterMetrics counter 2024-10-16 15:41:09 +08:00
c9s
165c8d99b8
xmaker: fix covered position field 2024-10-16 14:39:09 +08:00
c9s
a650534a98
xmaker: rename arbitrage option to enableArbitrage 2024-10-16 11:44:30 +08:00
c9s
0b1773b959
xmaker: pull out delay hedge logics 2024-10-15 23:00:09 +08:00
c9s
334c868117
xmaker: add enableDelayHedge option 2024-10-15 18:51:37 +08:00
c9s
1210a79fc7
xmaker: improve if condition 2024-10-15 18:45:16 +08:00