Commit Graph

8886 Commits

Author SHA1 Message Date
Yu-Cheng
9fb273e6a1 trade: support custom order by column 2024-07-09 16:44:24 +08:00
なるみ
be27d32bd8
Merge pull request #1663 from c9s/narumi/rebalance-round-down-qty
FIX: [rebalance] round down quantity
2024-07-09 05:21:49 +01:00
narumi
0eb3856906 round down quantity 2024-07-09 12:08:24 +08:00
c9s
e7a20db048
Merge pull request #1667 from c9s/c9s/fix-profit-fixer-batch-query
FIX: [common] fix profit fixer batch query
2024-07-08 17:57:20 +08:00
c9s
22c154f9cd
common: fix profit fixer batch query 2024-07-08 17:43:22 +08:00
c9s
d41de325f8
Merge pull request #1666 from c9s/c9s/liqmaker-profit-fixer
FEATURE: [liqmaker] add profit fixer support
2024-07-08 16:41:17 +08:00
c9s
c217aadc1b
common: pull out ProfitFixerBundle 2024-07-08 14:16:40 +08:00
c9s
d982524824
liquiditymaker: refactor profit fixer 2024-07-08 14:15:15 +08:00
c9s
e293ec5c70
Merge pull request #1665 from c9s/c9s/improve-pv-slice-parsing
IMPROVE: improve price volume slice parsing
2024-07-02 14:59:05 +08:00
c9s
bc12e88501
add func doc comments 2024-07-02 14:47:36 +08:00
c9s
0a6d24195b
improve pv slice parsing 2024-07-02 14:45:58 +08:00
kbearXD
a6aef35393
Merge pull request #1664 from c9s/feature/max/get-trades-api
FEATURE: update max api to latest version
2024-07-01 17:01:50 +08:00
kbearXD
1fe0ddbbea
Merge pull request #1383 from c9s/feature/grid2/merge-recover
FEATURE: merge recover logic and run periodically
2024-07-01 16:03:59 +08:00
kbearXD
e63158f5fa FEATURE: update max api to latest version 2024-06-28 16:32:41 +08:00
kbearXD
3735499753 FEATURE: merge recover logic and run periodically 2024-06-27 20:31:55 +08:00
なるみ
ad5674d9cb
Merge pull request #1656 from c9s/narumi/autobuy-min-base-balance
REFACTOR: [autobuy] replace threshold with minBaseBalance
2024-06-21 18:18:37 +01:00
なるみ
396ee68170
Merge pull request #1644 from c9s/narumi/fee-budget
REFACTOR: Extract and move FeeBudget from xgap
2024-06-20 14:26:27 +01:00
なるみ
9bf635de5f
Merge pull request #1662 from c9s/narumi/fix-atrpin-qty
FIX: [atrpin] fix position quantity
2024-06-20 10:51:42 +01:00
narumi
bbb1b8a9fa fix position quantity 2024-06-20 17:40:22 +08:00
c9s
ee09922865
Merge pull request #1661 from c9s/c9s/improve-trade-batch-query
IMPROVE: [batch] improve trade batch query
2024-06-20 17:05:58 +08:00
c9s
1dc1afc993
batch: add TradeQueryOptionsMatcher for testing trade query options 2024-06-20 16:54:05 +08:00
なるみ
3007fa7ed7
Merge pull request #1648 from c9s/narumi/atrpin-expected-baes-balance
FEATURE: [atrpin] take profit by expected base balance
2024-06-20 09:17:42 +01:00
narumi
a1b8e07bb5 take profit by expected base balance 2024-06-20 16:08:12 +08:00
c9s
df125c0efb
batch: improve trade batch query 2024-06-19 17:35:38 +08:00
c9s
6be38558e4
Merge pull request #1660 from c9s/c9s/fix-trade-insertion
FIX: fix trade insertion for inserted_at field
2024-06-19 16:18:42 +08:00
c9s
6cdf991877
compile and update migration package 2024-06-19 16:07:59 +08:00
c9s
82501ff57c
fix reflection 2024-06-19 16:07:58 +08:00
c9s
00b9c3156f
fix trade insertion for inserted_at field 2024-06-19 15:59:19 +08:00
c9s
6afde4808f
use NamedQueryContext instead of NamedQuery 2024-06-19 15:51:16 +08:00
c9s
26d0fedcec
Merge pull request #1659 from c9s/c9s/delayed-trade-sync
FEATURE: [core] add syncBufferPeriod config and set default to -30 mins
2024-06-19 15:23:53 +08:00
c9s
b2722d9e44
environment: check syncBufferPeriod 2024-06-19 14:18:21 +08:00
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