Andy Cheng
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dd87d716ce
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improve/linregmaker: fix end date of linregmaker config
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2023-03-13 16:35:19 +08:00 |
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Andy Cheng
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6e854f8027
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improve/linregmaker: add MinProfitSpread
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2023-03-13 16:35:19 +08:00 |
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Andy Cheng
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3c14382c3c
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improve/linregmaker: fix StandardIndicatorSet initialization problem
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2023-03-13 16:35:19 +08:00 |
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Andy Cheng
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a607f230d6
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improve/linregmaker: more log for can buy sell
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2023-03-13 16:35:19 +08:00 |
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Andy Cheng
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0ea345a18c
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improve/linregmaker: fix balance calculation in backtesting
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2023-03-13 16:35:18 +08:00 |
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なるみ
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94828e6f55
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Merge pull request #1103 from c9s/narumi/rebalance/graceful-cancel
strategy: rebalance: graceful cancel
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2023-03-13 12:14:28 +08:00 |
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chiahung
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51a52d1c18
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comment out negative precision for dnum
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2023-03-13 11:28:40 +08:00 |
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narumi
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4559a35f31
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graceful cancel in rebalance strategy
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2023-03-13 00:49:49 +08:00 |
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c9s
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b050ae4098
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grid2: fix log format
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2023-03-11 16:03:13 +08:00 |
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なるみ
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5ea007ab39
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Merge pull request #1102 from c9s/narumi/fixedmaker
fix: strategy: fix fixedmaker
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2023-03-10 19:07:15 +08:00 |
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narumi
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74656e0e49
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fix fixedmaker errors
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2023-03-10 18:39:30 +08:00 |
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gx578007
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16b30960cc
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FIX: [grid2] specify client order id explicitly
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2023-03-10 18:29:53 +08:00 |
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chiahung
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8c9ed0538f
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add more test case
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2023-03-10 17:55:55 +08:00 |
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chiahung
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291a6f273a
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fix test error
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2023-03-10 17:32:35 +08:00 |
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Yo-An Lin
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31e299baf2
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Merge pull request #1101 from c9s/narumi/fixedmaker
strategy: add fixedmaker
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2023-03-10 17:24:01 +08:00 |
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Yo-An Lin
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c84fbc75f1
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Merge pull request #1099 from c9s/bhwu/grid2/handle-dup-orderid
FIX: [grid2] avoid handling one orderID twice
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2023-03-10 17:19:24 +08:00 |
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c9s
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3eae532e13
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grid2: init filledOrderIDMap for tests
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2023-03-10 17:11:51 +08:00 |
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c9s
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c6609927f2
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grid2: fix Warn by using Warnf
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2023-03-10 17:00:09 +08:00 |
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narumi
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a7cfd488ed
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add fixedmaker
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2023-03-10 16:41:01 +08:00 |
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gx578007
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fd2032b825
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FIX: [grid2] avoid handling one orderID twice
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2023-03-10 16:16:11 +08:00 |
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chiahung
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36f48bc604
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FIX: fix format string float point issue
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2023-03-10 15:27:50 +08:00 |
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Yo-An Lin
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78d65d74d2
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Merge pull request #1090 from andycheng123/fix/scale
fix/scale: fix LinearScale calculation
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2023-03-10 14:18:02 +08:00 |
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Andy Cheng
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d51a802315
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fix/scale: fix typo and add some more tests
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2023-03-10 13:51:29 +08:00 |
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Yo-An Lin
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2ba2cbfd98
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Merge pull request #1096 from c9s/feature/grid2-clear-dup-price-open-orders
FEATURE: [grid2] add ClearDuplicatedPriceOpenOrders option
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2023-03-10 13:19:34 +08:00 |
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c9s
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df6e58d654
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grid2: replace all openOrders query to queryOpenOrdersUntilSuccessful
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2023-03-10 13:11:42 +08:00 |
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c9s
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89abbeb2d1
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grid2: add context to backoffs
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2023-03-10 13:10:14 +08:00 |
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c9s
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f093c73457
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grid2: add queryOpenOrdersUntilSuccessful func
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2023-03-10 13:10:14 +08:00 |
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c9s
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64e0a169e9
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grid2: add debug option
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2023-03-10 13:10:14 +08:00 |
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c9s
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ccf567fdab
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grid2: add ClearDuplicatedPriceOpenOrders option
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2023-03-10 13:10:11 +08:00 |
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kbearXD
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b672889602
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Merge pull request #1087 from c9s/feature/grids/recover-from-trades
FEATURE: recover grids with open orders by querying trades process an…
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2023-03-10 12:54:27 +08:00 |
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chiahung
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67001fcbb7
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new config 'recoverGridByScanningTrades'
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2023-03-09 17:53:13 +08:00 |
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chiahung
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4288c82e25
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FEATURE: recover grids with open orders by querying trades process and its buildPinOrderMap method
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2023-03-09 17:10:44 +08:00 |
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kbearXD
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6a6d7a6293
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Merge pull request #1095 from c9s/fix/maxapi/query-trades-by-order-id
FIX: filter wrong order id from self-trade trades
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2023-03-09 16:59:33 +08:00 |
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kbearXD
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4586f68fdb
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Merge pull request #1094 from c9s/fix/maxapi/order-updated-at
FIX: use updated_at instead of created_at to convert MAX order to typ…
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2023-03-09 16:59:18 +08:00 |
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chiahung
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ead5486b52
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FIX: filter wrong order id from self-trade trades
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2023-03-09 16:15:48 +08:00 |
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なるみ
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1ebdd37f3f
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Merge pull request #1093 from c9s/narumi/rebalance/positions
strategy: rebalance: add positions and profit stats
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2023-03-09 12:07:19 +08:00 |
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gx578007
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517a7c6ad7
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Merge pull request #1092 from c9s/bhwu/grid2/add-more-metrics
FEATURE: [grid2] add more metrics and fix metric-related issues
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2023-03-09 11:41:57 +08:00 |
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chiahung
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d29c3fa05c
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FIX: use updated_at instead of created_at to convert MAX order to types.Order
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2023-03-09 11:35:48 +08:00 |
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kbearXD
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5b4b1e8eca
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Merge pull request #1091 from c9s/feature/maxapi/split-self-trade
FEATURE: split self trades when use MAX RESTful API to query trades
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2023-03-09 11:29:19 +08:00 |
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gx578007
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045c8de2a6
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refactor metric function to be separated in terms of lock
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2023-03-09 11:26:02 +08:00 |
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gx578007
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5988567d09
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FEATURE: [grid2] add more metrics and fix metric-related issues
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2023-03-08 23:54:21 +08:00 |
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なるみ
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40e2296492
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add positions and profit stats
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2023-03-08 14:12:42 +00:00 |
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Andy Cheng
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f92bcda51d
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improve/exit: fix typo
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2023-03-08 19:31:47 +08:00 |
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Yo-An Lin
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3a6d210052
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Merge pull request #1089 from andycheng123/improve/exit
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2023-03-08 19:00:53 +08:00 |
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Yo-An Lin
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93dc8e3147
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Merge pull request #1088 from c9s/fix/grid2/recover
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2023-03-08 18:42:16 +08:00 |
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chiahung
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f9f6346468
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FEATURE: split self trades when use MAX RESTful API to query trades
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2023-03-08 17:18:18 +08:00 |
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Andy Cheng
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58b2678ae8
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improve/exit: use roi.Percentage() instead of roi.Float64()
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2023-03-08 17:12:41 +08:00 |
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Andy Cheng
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9516340303
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fix/scale: update test case
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2023-03-08 17:09:58 +08:00 |
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Andy Cheng
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9068ed7ae3
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fix/scale: fix LinearScale calculation
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2023-03-08 16:23:04 +08:00 |
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c9s
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c860e45c34
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grid2: simplify isCompleteGridOrderBook
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2023-03-08 16:02:31 +08:00 |
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