6405 Commits

This Branch

This Branch

All Branches

Author	SHA1	Message	Date
c9s	d5cf1a7311	grid2: log submitOrder	2022-12-03 15:17:31 +08:00
c9s	c0573210b3	grid2: log grid info	2022-12-03 14:58:53 +08:00
c9s	54ffc8cbcc	grid2: add order filled handler	2022-12-03 14:46:05 +08:00
Yo-An Lin	8a8314ec33	Merge pull request #1006 from c9s/feature/grid2 ... strategy: grid2 [part 1] - initializing grid orders	2022-12-03 13:01:22 +08:00
c9s	3d77a319fc	github: set default timeout	2022-12-03 12:42:48 +08:00
c9s	3521d42310	trendtrader: fix converge lint issue	2022-12-03 12:36:51 +08:00
c9s	d5f8c3e756	binance: fix binanceapi client test	2022-12-03 12:35:04 +08:00
c9s	de398ef146	config: update grid2 max config	2022-12-03 12:31:09 +08:00
c9s	a825ae5d04	grid2: use custom logger entry	2022-12-03 11:36:14 +08:00
c9s	a715933106	grid2: allocate logger instance for fields	2022-12-03 11:31:44 +08:00
c9s	d91921f6c2	grid2: fix grid sell order quantity calculation	2022-12-03 11:25:18 +08:00
c9s	f5bb22c82d	config: update grid2 config files	2022-12-03 11:16:29 +08:00
c9s	1e13fe6191	grid2: fix grid2 strategy validation	2022-12-03 11:02:55 +08:00
c9s	26e221cf7e	service: fix backtest test for binance restrict	2022-12-03 11:02:36 +08:00
c9s	3fc65122b6	config: update grid2 config	2022-12-02 13:46:09 +08:00
c9s	2b14803829	grid2: add comment	2022-12-02 00:10:01 +08:00
c9s	29f3ff7ba2	grid2: remove todo	2022-12-02 00:10:00 +08:00
c9s	22569fcb30	grid2: fix quantity calculation	2022-12-02 00:10:00 +08:00
c9s	e80c8f2959	grid2: pull out maxNumberOfSellOrders	2022-12-02 00:10:00 +08:00
c9s	46bebb1022	grid2: calculate minBaseQuantity	2022-12-02 00:10:00 +08:00
c9s	45328a9f3d	grid2: add comment for the quantity loop	2022-12-02 00:10:00 +08:00
c9s	4eb652b560	grid2: add calculateQuoteBaseInvestmentQuantity	2022-12-02 00:10:00 +08:00
c9s	2260fd6908	grid2: add TestStrategy_calculateQuoteInvestmentQuantity test case	2022-12-02 00:10:00 +08:00
c9s	9f2e4d3f71	grid2: add calculateQuoteInvestmentQuantity so that we can calculate quantity from the quote investment	2022-12-02 00:10:00 +08:00
c9s	e385b589b6	config: add grid2 config	2022-12-02 00:10:00 +08:00
c9s	e981ad641a	grid2: ignore test build for dnum	2022-12-02 00:10:00 +08:00
c9s	1629a25beb	grid2: fix tests	2022-12-02 00:10:00 +08:00
c9s	622fe75ed3	grid2: check buy placed order price	2022-12-02 00:10:00 +08:00
c9s	020e7c8604	grid2: handle grid orders submission	2022-12-02 00:10:00 +08:00
c9s	e3c735b700	grid2: add more code to setupGridOrders	2022-12-02 00:10:00 +08:00
c9s	4407aa7f97	grid2: refactor checkRequiredInvestmentByAmount and checkRequiredInvestmentByQuantity	2022-12-02 00:10:00 +08:00
c9s	4eb21d5209	grid2: move out baseInvestment, quoteInvestment check	2022-12-02 00:09:59 +08:00
c9s	051755ec54	fixedpoint: add Floor test	2022-12-02 00:09:59 +08:00
c9s	991dc4121c	fixedpoint: add Floor() method on dnum	2022-12-02 00:09:59 +08:00
c9s	2aaa2e7775	grid2: add checkRequiredInvestmentByAmount test	2022-12-02 00:09:59 +08:00
c9s	f5219ae56b	grid2: fix error checking and add more tests	2022-12-02 00:09:59 +08:00
c9s	dcbce8aa5c	grid2: fix TestStrategy_checkRequiredInvestmentByQuantity	2022-12-02 00:09:59 +08:00
c9s	d0bdc859fb	grid2: add basic investment check test checkRequiredInvestmentByQuantity	2022-12-02 00:09:59 +08:00
c9s	3da86ab2e1	grid2: pull out check code to checkRequiredInvestmentByQuantity	2022-12-02 00:09:59 +08:00
c9s	cde463e294	grid2: remove notionalModifier	2022-12-02 00:09:59 +08:00
c9s	fa692d835f	grid2: add totalFee field and volume field	2022-12-02 00:09:59 +08:00
c9s	7fec736e7a	grid2: add GridProfitStats	2022-12-02 00:09:59 +08:00
c9s	4c8db08ccc	grid2: fix require quote and require base calculation	2022-12-02 00:09:59 +08:00
c9s	2c373959a8	grid2: add investment check	2022-12-02 00:09:59 +08:00
c9s	68b1fce634	grid2: get the last trade price and apply generalOrderExecutor	2022-12-02 00:09:59 +08:00
c9s	a42c1799e2	grid2: define PinCalculator type	2022-12-02 00:09:58 +08:00
c9s	a8cbe0e488	grid2: pull out calculate pins call	2022-12-02 00:09:58 +08:00
c9s	32b6299b93	grid2: pull out CalculatePins	2022-12-02 00:09:58 +08:00
c9s	1fa5186002	grid2: allocate grid object	2022-12-02 00:09:58 +08:00
c9s	84c3d386ca	grid2: implement find next higher/lower pin	2022-12-02 00:09:58 +08:00