9006 Commits

This Branch

This Branch

All Branches

Author	SHA1	Message	Date
bailantaotao	df377698c8	Merge pull request #1785 from c9s/edwin/okx/support-broker-id ... FEATURE: [okx] support broker id	2024-10-21 15:35:20 +08:00
edwin	b1f86adab5	pkg/exchange: support broker id	2024-10-21 15:09:24 +08:00
c9s	5a1249e871	Merge pull request #1782 from c9s/c9s/xmaker/improvements2 ... IMPROVE: [grid2][xmaker] prune expired trades	2024-10-17 13:22:24 +08:00
c9s	fb96756460	xmaker: reset position started time when hedge order is submitted	2024-10-17 13:13:45 +08:00
c9s	7f0b8f38d5	orderStore: remove only filled orders and canceled orders	2024-10-17 13:09:29 +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	6d857cdd48	indicator: improve boll indicator slice truncation	2024-10-16 16:07:58 +08:00
c9s	8ce587f5f5	indicator: implement Truncate method on the indicators	2024-10-16 16:04:15 +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
bailantaotao	8fcd76cb59	Merge pull request #1779 from c9s/edwin/bybit/uta ... FEATURE: [bybit] upgrade classic account to UTA	2024-10-16 14:49:54 +08:00
c9s	a6f5d5fff1	Merge pull request #1781 from c9s/c9s/xmaker/improvements2 ... FIX: [xmaker] fix covered position field	2024-10-16 14:39:48 +08:00
c9s	165c8d99b8	xmaker: fix covered position field	2024-10-16 14:39:09 +08:00
kbearXD	cf8a321aed	Merge pull request #1765 from c9s/chiahung/max/use-depth-to-build-orderbook ... FEATURE: [max] use QueryDepth to build orderbook	2024-10-16 14:13:53 +08:00
kbearXD	18c362db15	remove verified code	2024-10-16 14:02:29 +08:00
kbearXD	bd83832d2d	WIP: use depth to build orderbook	2024-10-16 14:02:29 +08:00
c9s	0a6dc7f59f	Merge pull request #1771 from c9s/dependabot/github_actions/morphy2k/revive-action-2.6.0 ... dep: bump morphy2k/revive-action from 2.5.10 to 2.6.0	2024-10-16 13:41:51 +08:00
c9s	770f981895	Merge pull request #1780 from c9s/c9s/xmaker/improvements2 ... FEATURE: [xmaker] support delayed hedge	2024-10-16 11:56:25 +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
bailantaotao	707dc4e99f	Merge pull request #1778 from c9s/edwin/bybit/ws-trades ... FEATURE: [bybit] use execution.fast topic	2024-10-15 15:52:46 +08:00
bailantaotao	76e2d298c7	Merge pull request #1777 from c9s/edwin/bybit/query-open-orders ... pkg/exchange: update query open orders to latest	2024-10-15 15:32:11 +08:00
edwin	74feb928c9	pkg/exchange: use execution.fast topoc	2024-10-15 15:31:19 +08:00
c9s	d940cde945	xmaker: check dust quantity	2024-10-15 13:40:31 +08:00
edwin	b41cd348bc	pkg/exchange: update query open orders to latest	2024-10-15 12:00:39 +08:00
bailantaotao	02bdfd1f62	Merge pull request #1776 from c9s/edwin/bybit/query-wallet-bal ... pkg/exchange: update query wallet balance to latest	2024-10-15 12:00:15 +08:00
edwin	5a4c38caa2	pkg/exchange: update query wallet balance to latest	2024-10-15 11:26:02 +08:00
bailantaotao	0ca566e1e8	Merge pull request #1775 from c9s/edwin/bybit/query-closed-order ... FEATURE: [bybit] update query closed order to latest	2024-10-15 11:03:26 +08:00
bailantaotao	71201304c3	Merge pull request #1774 from c9s/edwin/bybit/cancel-order ... FEATURE: [bybit] move rate limiter of cancel to api level	2024-10-15 11:03:09 +08:00
bailantaotao	39f271134a	Merge pull request #1773 from c9s/edwin/bybit/submit-order ... FEATURE: [bybit] add marketunit for submit order	2024-10-15 11:02:57 +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
bailantaotao	0dd1e01d4a	Merge pull request #1772 from c9s/edwin/bybit/query-trade ... FEATURE: [bybit] use fee currency of trade	2024-10-14 21:05:56 +08:00
edwin	d48fa7c202	pkg/exchange: use fee currency of trade	2024-10-14 16:55:36 +08:00
dependabot[bot]	b04e990e34	dep: bump morphy2k/revive-action from 2.5.10 to 2.6.0 ... Bumps [morphy2k/revive-action](https://github.com/morphy2k/revive-action) from 2.5.10 to 2.6.0. - [Release notes](https://github.com/morphy2k/revive-action/releases) - [Commits](https://github.com/morphy2k/revive-action/compare/v2.5.10...v2.6.0) --- updated-dependencies: - dependency-name: morphy2k/revive-action dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com>	2024-10-14 07:02:15 +00:00
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	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