Commit Graph

8955 Commits

Author SHA1 Message Date
c9s
1294cd95be
rename twap.Execution to twap.StreamExecutor 2024-08-17 14:09:25 +08:00
c9s
9dd85623b9
types,strategy: refactor price type and add more bbo (best bid offer) 2024-08-17 14:05:29 +08:00
c9s
621a2b86cf
twap: move twap execution to a single package 2024-08-17 13:29:27 +08:00
c9s
daa1def6d9
Merge pull request #1696 from c9s/c9s/fix-convert-nil-issue
FIX: [core] setting.InitializeConverter could return a nil converter object
2024-08-16 21:52:26 +08:00
c9s
e9bf4babe2
core: log number of loaded converters 2024-08-16 20:57:28 +08:00
c9s
52abb9193d
core: fix InitializeConverter return value 2024-08-16 20:53:21 +08:00
c9s
3d7453f18c
core: setting.InitializeConverter could return a nil converter object 2024-08-16 20:52:28 +08:00
c9s
098de2245c
Merge pull request #1695 from c9s/c9s/max/fix-deposit-history-query-api
FIX: [max] fix GetDepositHistoryRequest
2024-08-16 13:53:18 +08:00
c9s
b88aff6d73
max: fix GetDepositHistoryRequest 2024-08-16 13:40:34 +08:00
c9s
7488a1069f
Merge pull request #1694 from c9s/c9s/max/fix-withdrawal-query-api
FIX: [max] fix max withdrawal api parameters
2024-08-16 13:39:47 +08:00
c9s
4154cc9d53
max: fix max withdrawal api parameters 2024-08-16 13:27:14 +08:00
anywhy
714275fedb fix binance exchange query futures order 2024-08-16 13:06:43 +08:00
anywhy
b27fc896f9 add serie_float64 test case 2024-08-15 16:44:45 +08:00
narumi
cf42d9d0b0 delete python 2024-08-13 17:07:56 +08:00
bailantaotao
a91685920e
Merge pull request #1691 from c9s/edwin/bitget/upgrade-public-ws-to-v2
FEATURE: [bitget] upgrade public websocket to v2
2024-08-13 11:29:26 +08:00
edwin
5596589bff pkg/exchange: delete v1 file 2024-08-13 11:14:31 +08:00
edwin
ee04e12210 pkg/exchange: upgrade market trade ws to v2 2024-08-13 11:14:29 +08:00
edwin
b02be2cf70 pkg/exchange: upgrade kline ws to v2 2024-08-13 00:24:51 +08:00
c9s
4925d8bfd9
Merge pull request #1690 from c9s/c9s/xdepthmaker/convert-hedge-order-trades
FEATURE: improve trade/order converter
2024-08-12 16:13:33 +08:00
c9s
9911a4f711
all: fix converter initialization 2024-08-12 15:56:24 +08:00
c9s
1b0d4599e2
all: add trade converter to trade pnl fixer 2024-08-12 15:02:02 +08:00
c9s
473a6bc108
xdepthmaker: set converter manager 2024-08-10 15:50:20 +08:00
c9s
1ad2bc5f34
core: add Initialize() method to the converter interface 2024-08-08 17:37:58 +08:00
c9s
df8d52adda
core: add TestSymbolConverter 2024-08-08 17:33:35 +08:00
c9s
00e860df26
core: add dynamic converter 2024-08-08 17:18:17 +08:00
c9s
f277b191d2
core: add ConverterManager 2024-08-08 17:00:45 +08:00
Any Yang
8773c220f5
fix float64 series use mean or stdev function result is zero 2024-08-07 17:52:39 +08:00
c9s
f228ca7962
core: add OrderConverter 2024-08-07 17:44:42 +08:00
c9s
eb6e5cda39
Merge pull request #1688 from c9s/c9s/xdepthmaker/separate-hedge-symbol
FEATURE: [xdepthmaker] separate hedge symbol
2024-08-07 17:41:01 +08:00
c9s
813684fc77
core: change TradeConverter to interface and integrate trade converter 2024-08-07 17:29:03 +08:00
c9s
25b0b5ded5
max: fix withdraw state convert by calling convertWithdrawStatusV2
v3 api does not return status field
2024-08-07 17:12:55 +08:00
c9s
ffb2c14f1d
core: add TradeConverter to the trade collector 2024-08-07 17:07:31 +08:00
c9s
fad7ef219e
xdepthmaker: separate hedge symbol 2024-08-07 16:01:56 +08:00
c9s
9e28898df0
Merge pull request #1685 from c9s/c9s/xalign/notification
IMPROVE: [xalign] improve notification
2024-08-07 15:05:07 +08:00
c9s
b4cc893cac
types: add SlackAttachment support to types.Withdraw 2024-08-06 18:26:17 +08:00
c9s
a24a118182
xalign: add more withdraw checking logs 2024-08-06 18:08:39 +08:00
c9s
e03ba63e44
max: remove legacy emptyTime 2024-08-05 16:40:10 +08:00
c9s
5d65b817ef
max: add withdraw status convert function for v3 2024-08-05 16:39:44 +08:00
dependabot[bot]
b4bb7b6716
dep: bump docker/metadata-action from 3 to 5
Bumps [docker/metadata-action](https://github.com/docker/metadata-action) from 3 to 5.
- [Release notes](https://github.com/docker/metadata-action/releases)
- [Upgrade guide](https://github.com/docker/metadata-action/blob/master/UPGRADE.md)
- [Commits](https://github.com/docker/metadata-action/compare/v3...v5)

---
updated-dependencies:
- dependency-name: docker/metadata-action
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
2024-08-05 06:57:58 +00:00
dependabot[bot]
57a68f8063
dep: bump codecov/codecov-action from 3 to 4
Bumps [codecov/codecov-action](https://github.com/codecov/codecov-action) from 3 to 4.
- [Release notes](https://github.com/codecov/codecov-action/releases)
- [Changelog](https://github.com/codecov/codecov-action/blob/main/CHANGELOG.md)
- [Commits](https://github.com/codecov/codecov-action/compare/v3...v4)

---
updated-dependencies:
- dependency-name: codecov/codecov-action
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
2024-08-05 06:57:53 +00:00
dependabot[bot]
c35805916a
dep: bump docker/setup-buildx-action from 1 to 3
Bumps [docker/setup-buildx-action](https://github.com/docker/setup-buildx-action) from 1 to 3.
- [Release notes](https://github.com/docker/setup-buildx-action/releases)
- [Commits](https://github.com/docker/setup-buildx-action/compare/v1...v3)

---
updated-dependencies:
- dependency-name: docker/setup-buildx-action
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
2024-08-05 06:57:38 +00:00
c9s
00091e1ce1
Merge pull request #1679 from c9s/c9s/xalign/notification
FIX: [xalign] fix max withdraw history api query
2024-08-02 15:32:51 +08:00
c9s
97336912e5
max: use v3/withdrawals apis 2024-08-02 15:24:00 +08:00
c9s
089e69a221
xalign: add withdraw detection notification 2024-08-02 15:24:00 +08:00
c9s
600d81049e
add simple price resolver 2024-08-01 16:57:59 +08:00
c9s
22fa8d5acb
Merge pull request #1671 from c9s/dependabot/github_actions/morphy2k/revive-action-2.5.9
dep: bump morphy2k/revive-action from 2.5.4 to 2.5.9
2024-08-01 15:14:37 +08:00
c9s
1583d1413b
Merge pull request #1672 from c9s/dependabot/github_actions/docker/login-action-3
dep: bump docker/login-action from 1 to 3
2024-08-01 15:14:12 +08:00
c9s
e76496523e
Merge pull request #1674 from c9s/dependabot/github_actions/docker/setup-qemu-action-3
dep: bump docker/setup-qemu-action from 1 to 3
2024-08-01 15:13:38 +08:00
c9s
4c75f4dc29
Merge pull request #1676 from c9s/dependabot/github_actions/docker/build-push-action-6
dep: bump docker/build-push-action from 2 to 6
2024-08-01 14:07:43 +08:00
c9s
661b870f71
Merge pull request #1677 from c9s/dependabot/github_actions/golangci/golangci-lint-action-6
dep: bump golangci/golangci-lint-action from 4 to 6
2024-08-01 14:06:21 +08:00