18 Commits

Author	SHA1	Message	Date
c9s	7da83e9e6c	fix twap tests	2024-11-20 18:12:15 +08:00
c9s	79b636fa02	move bbo monitor to bbgo package	2024-09-27 18:43:09 +08:00
c9s	afac81a3e8	all: integrate metrics into stream book	2024-08-24 21:22:34 +08:00
c9s	a06b63c897	twap: rename constructor	2024-08-20 18:13:42 +08:00
c9s	ebaf3a330f	twap: pull out submitOrder method	2024-08-20 17:53:19 +08:00
c9s	a0cbf82d97	twap: handle delayInterval after canceling order	2024-08-20 17:51:44 +08:00
c9s	9a2b792ed1	twap: split doneSignal into a single file	2024-08-20 17:49:18 +08:00
c9s	2392fddc3c	fix method name	2024-08-20 17:47:39 +08:00
c9s	c92c395f67	twap: improve rate limiter syntax parser and support order update rate limiter in twap	2024-08-20 17:07:29 +08:00
c9s	48029f95cc	cmd: pull out and refine twap order executor command	2024-08-20 16:24:34 +08:00
c9s	6d3a18ad55	twap: call trade collector process when shutdown	2024-08-20 14:30:08 +08:00
c9s	b9c41b7ad7	twap: improve cancelContextIfTargetQuantityFilled check method	2024-08-20 14:14:19 +08:00
c9s	c8aea81505	twap: implement twap mock testing	2024-08-20 14:01:04 +08:00
c9s	cec078f4bf	twap: add stream executor test	2024-08-20 14:01:04 +08:00
c9s	b7d18e687e	twap: implement orderUpdater	2024-08-20 14:01:03 +08:00
c9s	51c1b995c2	twap: add v2 fixed quantity executor	2024-08-20 14:01:03 +08:00
c9s	1294cd95be	rename twap.Execution to twap.StreamExecutor	2024-08-17 14:09:25 +08:00
c9s	621a2b86cf	twap: move twap execution to a single package	2024-08-17 13:29:27 +08:00