I just finished the 10th episodes and i don't understand, did Liang Da wei and Guan Xiao have the same father ? 

'cause i can't really ship them if it's inicest so i don't want to waste time on the drama if i can't ship the main couple :/

No , there's no incest, if you want to know more go over this SPOILER ALERT - Da Wei's birth father was Kuo Hai (the female lead birthfather)'s comrade, so they don't have the same father but da wei's birthfather saved Kuo hai so to repay the sacrifice he raised da wei as his own son...sooo NO INCEST =) the ending is amazing btw i just finished watching it.