2427 Commits

Author	SHA1	Message	Date
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	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 ... 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	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
c9s	59862303aa	xmaker: reset and set position start time	2024-10-15 17:29:12 +08:00
c9s	b137707723	xmaker: use mutex protected fixedpoint for covered position	2024-10-15 16:24:35 +08:00
c9s	d940cde945	xmaker: check dust quantity	2024-10-15 13:40:31 +08:00
c9s	76a627a504	xmaker: adjust metrics bucket	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	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	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
Lan Phan	8b17d78a48	solved all deprecated, comment all unused variables and functions	2024-10-08 00:08:15 +07:00
narumi	3fe4568dc2	check quote balance before submitting order	2024-10-07 21:37:49 +08:00