Commit Graph

8955 Commits

Author SHA1 Message Date
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
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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
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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
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2024-09-25 22:24:03 +08:00
c9s
1b5da22c90
xdepthmaker: fix coveredPosition reduction 2024-09-25 18:16:04 +08:00
c9s
f4e905833c
xdepthmaker: improve HedgeMaxOrderQuantity check 2024-09-25 18:16:03 +08:00
c9s
42cd3cba1e
xdepthmaker: clean up todo 2024-09-25 18:16:03 +08:00
c9s
67fd15c88f
xdepthmaker: log covered position 2024-09-25 18:16:03 +08:00
c9s
d83297b605
migrations: add table column symbol length fix 2024-09-25 18:16:03 +08:00
c9s
3ce9d20a2b
migrations: fix symbol lengths 2024-09-25 18:16:02 +08:00
c9s
e11db4a2d1
xdepthmaker: avoid using the same depth price for the new maker order 2024-09-25 18:16:02 +08:00
c9s
6a5ab424c9
xdepthmaker: add hedgeMaxOrderQuantity protection 2024-09-25 15:52:23 +08:00
c9s
b3d58a9e05
bbgo: add types.ExchangeOrderQueryService support for checking canceled orders 2024-09-25 14:13:23 +08:00
c9s
768428a7eb
bbgo: pass the actual context object instead of background context 2024-09-25 13:36:49 +08:00
c9s
329b8a40d9
xdepthmaker: adjust covered position when order is canceled 2024-09-25 13:36:31 +08:00
c9s
03221a0a71
Merge pull request #1752 from c9s/c9s/bitget/improvements
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IMPROVE: [biget] several improvements
2024-09-24 17:26:13 +08:00
c9s
60d5126b61
xdepthmaker: add HedgeStrategyBboQueue1 hedge method 2024-09-24 17:10:50 +08:00
c9s
59191cf6bf
xdepthmaker: support bbgo counter party 1 hedge method 2024-09-24 16:33:53 +08:00
c9s
566234d3ab
xdepthmaker: rename last price var to just price 2024-09-24 16:14:03 +08:00
c9s
e7c76ddd26
xdepthmaker: refactor hedge methods 2024-09-24 16:12:17 +08:00
c9s
61ea41d999
xdepthmaker: simplify hedge 2024-09-23 22:16:53 +08:00
c9s
b02580f9f6
xdepthmaker: remove shared mutex lock usage 2024-09-23 18:28:46 +08:00
c9s
345c92c295
all: improve UniversalCancelAllOrders and add mutex to covered position 2024-09-23 18:26:23 +08:00
c9s
a8444e9796
bybit,biget: improve bitget, bybit query log messages 2024-09-23 17:51:33 +08:00
Lan Phan
2a767aba71 fix OnNew event must be called before OnFilled 2024-09-20 20:01:24 +07:00
Andy Liao
7137343ba0 Use new circuitbreaker in common strategy 2024-09-18 22:35:35 +08:00
c9s
37106c35b7
Merge pull request #1748 from c9s/c9s/add-pos-index
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IMPROVE: [db] add index on positions table
2024-09-18 17:06:34 +08:00
c9s
8265ada5a0
compile and update migration package 2024-09-18 13:30:56 +08:00
c9s
744ca57c71
migrations: add index on positions table 2024-09-18 13:30:20 +08:00
zenix
271eafa1b6 doc: add the explanation on how to read/write strategy fields 2024-09-16 02:58:18 +09:00
c9s
17d3097e06
add v1.60.3 release note
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2024-09-16 00:31:00 +08:00
c9s
a0c41f89f2
bump version to v1.60.3 2024-09-16 00:31:00 +08:00
c9s
35a6639530
update command doc files 2024-09-16 00:30:59 +08:00
c9s
26b1fd2ae7
xmaker: fix price initialization 2024-09-16 00:29:37 +08:00
c9s
80430fec46
Merge pull request #1744 from lanphan/activeorder
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2024-09-14 23:19:10 +08:00
Lan Phan
1f8b2b3710 call b.EmitNew() when new order is added into activeorderbook 2024-09-14 18:26:36 +07:00
c9s
25a2203000
add v1.60.2 release note
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2024-09-12 17:51:57 +08:00
c9s
aca2c32442
bump version to v1.60.2 2024-09-12 17:51:57 +08:00
c9s
df915d6ee8
update command doc files 2024-09-12 17:51:57 +08:00
c9s
0d6b7b29d5
Merge pull request #1742 from c9s/c9s/fix-ws-close-err
FIX: types/stream: change errorf to warnf
2024-09-12 17:46:24 +08:00
c9s
2784ef4687
Merge pull request #1741 from c9s/c9s/upgrade-requestgen
FIX: upgrade github.com/c9s/requestgen to 1.4.3
2024-09-12 17:37:55 +08:00
c9s
ea8f3a5485
types/stream: change errorf to warnf 2024-09-12 17:35:13 +08:00
c9s
52f32e0ad0
upgrade github.com/c9s/requestgen to 1.4.3 2024-09-12 17:27:30 +08:00