Commit Graph

9210 Commits

Author SHA1 Message Date
c9s
f74ea33e53
fix buffer test 2024-11-20 18:12:22 +08:00
c9s
7da83e9e6c
fix twap tests 2024-11-20 18:12:15 +08:00
c9s
f2366908c3
xmaker: enhance DelayedHedge 2024-11-20 18:11:57 +08:00
c9s
6e38210af8
xmaker: add signalTrendSideMargin support 2024-11-20 18:11:57 +08:00
c9s
f1f5f1ff3a
xmaker: solve scale in the Initialize() call 2024-11-20 18:11:57 +08:00
c9s
c0ee183426
xmaker: set default signal margin scales 2024-11-20 18:11:57 +08:00
c9s
2f261dd0a5
xmaker: add MaxQuoteUsageRatio option 2024-11-20 18:11:56 +08:00
c9s
5b23671b44
types: reset order book when stream disconnected 2024-11-20 18:11:56 +08:00
kbearXD
505decce48
Merge pull request #1835 from c9s/kbearXD/max/not-use-snapshot-event
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FEATURE: [max] new  method for depth buffer to set snapshot
2024-11-20 14:04:59 +08:00
kbearXD
93f68bc3d7 FIX: new SetSnapshot method for depthBuffer and use it on snapshot event 2024-11-20 13:48:13 +08:00
c9s
8641640ee7
xmaker: fix market data subscribe
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2024-11-18 16:46:39 +08:00
c9s
4fea25e00a
Merge pull request #1834 from c9s/c9s/improve-connectivity-group
REFACTOR: integrate connectivity into session
2024-11-18 16:35:54 +08:00
c9s
5fefa41487
bbgo: integrate connectivity into the session 2024-11-18 15:42:16 +08:00
c9s
31bee32158
Merge pull request #1832 from c9s/dependabot/github_actions/morphy2k/revive-action-2.7.1
dep: bump morphy2k/revive-action from 2.7.0 to 2.7.1
2024-11-18 14:54:13 +08:00
c9s
b0146b0d73
Merge pull request #1833 from c9s/dependabot/github_actions/codecov/codecov-action-5
dep: bump codecov/codecov-action from 4 to 5
2024-11-18 14:53:43 +08:00
dependabot[bot]
a2ec0448f1
dep: bump codecov/codecov-action from 4 to 5
Bumps [codecov/codecov-action](https://github.com/codecov/codecov-action) from 4 to 5.
- [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/v4...v5)

---
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>
2024-11-18 06:25:22 +00:00
dependabot[bot]
bb5830fb47
dep: bump morphy2k/revive-action from 2.7.0 to 2.7.1
Bumps [morphy2k/revive-action](https://github.com/morphy2k/revive-action) from 2.7.0 to 2.7.1.
- [Release notes](https://github.com/morphy2k/revive-action/releases)
- [Commits](https://github.com/morphy2k/revive-action/compare/v2.7.0...v2.7.1)

---
updated-dependencies:
- dependency-name: morphy2k/revive-action
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2024-11-18 06:25:19 +00:00
c9s
11011726e1
Merge pull request #1831 from c9s/c9s/share-stream-book-metrics-labels
REFACTOR: share stream book metrics labels
2024-11-18 14:14:55 +08:00
c9s
d22d16ff95
connectivity: refactor and drop AnyDisconnected 2024-11-18 14:08:35 +08:00
c9s
e497b8b5e5
types: share stream book metrics labels 2024-11-18 14:03:41 +08:00
c9s
0399cd1379
Merge pull request #1830 from c9s/c9s/xdepthmaker/fix-book-pricing
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FIX: [xdepthmaker] fix book pricing
2024-11-17 18:01:27 +08:00
c9s
fa2c0be6a3
xdepthmaker: improve and fix order generator 2024-11-17 17:50:37 +08:00
c9s
39b2354f08
xdepthmaker: remove price truncation 2024-11-16 16:46:24 +08:00
kbearXD
f9910626bb
Merge pull request #1829 from c9s/kbearXD/max/depth-buffer
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FIX: depth buffer can skip old event if event.FinalUpdateID <= buffer…
2024-11-16 16:01:52 +08:00
kbearXD
319b8139a1 FIX: depth buffer can skip old event if event.FinalUpdateID <= buffer.FinalUpdateID 2024-11-16 15:49:32 +08:00
kbearXD
cd6393fa3f
Merge pull request #1827 from c9s/kbearXD/depth/fix-fetch-and-try
FIX: do not reset snapshot and once in tryFetch
2024-11-16 15:27:06 +08:00
kbearXD
9aada2154d FIX: do not reset snapshot and once in tryFetch 2024-11-16 15:17:24 +08:00
c9s
89e6a4d372
Merge pull request #1828 from c9s/c9s/xdepthmaker/fix-book-pricing
FIX: [depth] fix early snapshot id checking
2024-11-16 15:08:50 +08:00
c9s
b2b363ba42
depth: fix early snapshot id checking 2024-11-16 14:58:05 +08:00
c9s
b4a677a612
Merge pull request #1826 from c9s/c9s/xmaker/isolated-market-data-stream
FEATURE: [xmaker] allocate isolated market data stream
2024-11-16 14:21:46 +08:00
c9s
40d0b59dfa
xmaker: allocate isolated market data stream 2024-11-16 14:09:54 +08:00
c9s
e0d3013866
xdepthmaker: separate a stream for order book
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2024-11-16 02:47:22 +08:00
c9s
9cced25ffb
xdepthmaker: use pips 2024-11-16 02:32:18 +08:00
c9s
ae7d5e9dd8
xdepthmaker: call DebugSubmitOrders 2024-11-16 01:32:32 +08:00
c9s
23db7fac1e
xgap: add MaxJitterQuantity and fix source book subscription 2024-11-16 01:13:24 +08:00
c9s
69f49d6a86
xdepthmaker: remove unused OrderCancelWaitTime and add source book price warning 2024-11-16 00:55:02 +08:00
c9s
67a1cd890e
xgap: put source market loading to the same code area 2024-11-16 00:48:27 +08:00
c9s
6078b2e144
xgap: fix source market info loading 2024-11-16 00:47:58 +08:00
c9s
0ed1d385c1
xdepthmaker: subscribe full book 2024-11-16 00:47:45 +08:00
c9s
2dca9762e2
take off disconnectC 2024-11-16 00:37:08 +08:00
c9s
11394ae650
xdepthmaker: update metrics when maxLayer == 0 2024-11-16 00:36:24 +08:00
c9s
81a9d4c215
Merge pull request #1825 from c9s/c9s/xdepthmaker-maker-metrics
IMPROVE: [metrics] make the metrics name consistent and update best ask/bid prices
2024-11-16 00:17:41 +08:00
c9s
e8944082a7
metrics: make the metrics name consistent and update best ask/bid prices 2024-11-16 00:17:06 +08:00
c9s
b8f8e09a51
Merge pull request #1824 from c9s/c9s/xdepthmaker-maker-metrics
FEATURE: [xdepthmaker] add maker metrics
2024-11-16 00:16:50 +08:00
c9s
5c6a00cc87
metrics: add maker metrics for xdepthmaker 2024-11-16 00:05:26 +08:00
c9s
2f0932c40c
Merge pull request #1823 from c9s/c9s/fix-xgap-symbol
IMPROVE: [xgap] customize source symbol
2024-11-16 00:00:03 +08:00
c9s
60c7dfea29
add maker metrics 2024-11-15 23:55:38 +08:00
c9s
b75e4d83e9
deposit: add bsc-bep20 to the case 2024-11-15 23:49:29 +08:00
c9s
abd41c98de
xgap: call tradingutil.UniversalCancelAllOrders 2024-11-15 23:48:23 +08:00
c9s
050d1ca794
xgap: share sourceKLineHandler 2024-11-15 23:47:25 +08:00