gx578007
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bc7a071dbd
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FIX: add persistence service to environment
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2023-03-02 22:42:02 +08:00 |
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Yo-An Lin
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d03c7d624f
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Merge pull request #1074 from c9s/narumi/rebalance/order-type
strategy: rebalance: add order type parameter
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2023-03-02 22:37:36 +08:00 |
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c9s
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e915825ac6
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grid2: defer call grid closed
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2023-03-02 18:16:09 +08:00 |
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narumi
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904491e750
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add orderType parameter
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2023-03-02 18:11:43 +08:00 |
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c9s
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c5e2acf0f5
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grid2: call Initialize in clean up
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2023-03-02 18:08:26 +08:00 |
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c9s
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86584b01b9
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grid2: fix exchange session field
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2023-03-02 18:05:48 +08:00 |
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c9s
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5212365d2f
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grid2: remove s.ExchangeSession check
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2023-03-02 17:40:44 +08:00 |
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c9s
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6947c8b104
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grid2: improve clean up
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2023-03-02 17:33:58 +08:00 |
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c9s
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ae5bd507a8
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bbgo: add BBGO_SUBMIT_ORDER_RETRY_TIMEOUT env var for overriding timeout
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2023-03-02 17:17:18 +08:00 |
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c9s
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f4b012623f
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bbgo: add back retry timeout context
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2023-03-02 16:58:14 +08:00 |
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c9s
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5c3a01e65b
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bbgo: fix logger usage
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2023-03-02 16:57:29 +08:00 |
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c9s
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a2c6b0d9ac
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go: mod tidy
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2023-03-02 16:19:59 +08:00 |
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c9s
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3cb190c2c7
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bbgo: apply logger into the order executor
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2023-03-02 16:16:14 +08:00 |
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c9s
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385a97448d
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grid2: add StopIfLessThanMinimalQuoteInvestment doc comment
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2023-03-02 15:53:42 +08:00 |
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c9s
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11329dffe7
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grid2: add StopIfLessThanMinimalQuoteInvestment option
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2023-03-02 15:50:10 +08:00 |
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c9s
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01ecdc8d6b
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fix order submit retry
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2023-03-02 15:41:11 +08:00 |
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c9s
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729d32af70
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grid2: add minimal quote investment check error log
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2023-03-02 15:14:21 +08:00 |
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c9s
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4aa25db3ed
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grid2: add one more calculateMinimalQuoteInvestment test case
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2023-03-02 14:03:22 +08:00 |
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Owen Wu
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6ee2c34649
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feat: add private strategy demo trading-gpt
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2023-03-01 23:12:13 +08:00 |
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Yo-An Lin
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fe37a278f0
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Merge pull request #1073 from c9s/fix/dec-rounding
fix: fix fixedpoint rounding
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2023-03-01 22:28:38 +08:00 |
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c9s
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1d8df08a74
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fixedpoint: fix fixedpoint rounding
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2023-03-01 22:21:24 +08:00 |
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c9s
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f553ee05a0
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grid2: log base fee rounding precision
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2023-03-01 21:49:15 +08:00 |
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c9s
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b2bbf2d6ca
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grid2: add comment to the sync call
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2023-03-01 21:09:48 +08:00 |
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Yo-An Lin
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42840cd519
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Merge pull request #1072 from c9s/fix/grid2-profit-commitment
fix: grid2: calculate grid profit only when the reverse order is placed
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2023-03-01 20:44:32 +08:00 |
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c9s
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b13efdf30e
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grid2: calculate grid profit only when the reverse order is placed
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2023-03-01 20:05:35 +08:00 |
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Yo-An Lin
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dea86282b8
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Merge pull request #1070 from c9s/feature/submit-order-backoff
fix: add context, exponential backoff and max retry limit
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2023-03-01 17:55:39 +08:00 |
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Yo-An Lin
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5705cea346
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Merge pull request #1071 from c9s/feature/grid2-force-cancel-all
feature: grid2: use UseCancelAllOrdersApiWhenClose
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2023-03-01 17:49:55 +08:00 |
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c9s
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39f8557231
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bbgo: if the error is context.Canceled, exit the retry loop
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2023-03-01 17:42:01 +08:00 |
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c9s
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6137905f42
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max: fix max v3 order cancel api
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2023-03-01 16:45:33 +08:00 |
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c9s
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06eff47058
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grid2: improve UseCancelAllOrdersApiWhenClose process
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2023-03-01 16:35:09 +08:00 |
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c9s
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f82af6e6dd
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grid2: use UseCancelAllOrdersApiWhenClose
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2023-03-01 16:16:26 +08:00 |
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c9s
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c1cc008ecc
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bbgo: add retry limit and exponential backoff to retry order
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2023-03-01 15:48:38 +08:00 |
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c9s
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4f0c986709
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fix dockerfile for go-sqlite3
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2023-03-01 15:29:46 +08:00 |
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c9s
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6f30b4551c
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upgrade golang sdk for docker image
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2023-03-01 15:29:46 +08:00 |
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c9s
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98739cc8a1
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grid2: avoid using loop iterator var
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2023-03-01 15:29:46 +08:00 |
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c9s
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04da988639
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grid2: check if we have o.AveragePrice, use it for newQuantity
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2023-03-01 15:29:46 +08:00 |
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c9s
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7eb953093c
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grid2: merge baseSellQuantityReduction section
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2023-03-01 15:29:46 +08:00 |
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c9s
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6fc45e66dd
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grid2: for non-compound or earn base mode we should always use the original buy quantity
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2023-03-01 15:29:46 +08:00 |
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c9s
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1ac0b5b545
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remove go 1.17 from ci
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2023-02-24 13:34:08 +08:00 |
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c9s
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18478cf4c8
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bbgo: apply backoff to submitOrders
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2023-02-24 13:34:08 +08:00 |
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gx578007
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3acb0a0a64
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Merge pull request #1066 from c9s/fix/grid2/fee-reduction
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2023-02-24 12:56:09 +08:00 |
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c9s
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5b903cd4ed
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grid2: always round up
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2023-02-24 12:46:38 +08:00 |
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c9s
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37535e9f3e
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grid2: fix fee reduction by rounding
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2023-02-24 12:25:23 +08:00 |
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Yo-An Lin
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ba8991c97c
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Merge pull request #1065 from c9s/feature/submit-order-backoff
feature: submit order backoff
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2023-02-24 00:52:57 +08:00 |
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c9s
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59ff86e4bb
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grid2: fix metrics for tests
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2023-02-24 00:44:50 +08:00 |
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c9s
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d89d0cf0ff
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bbgo: refactor SubmitOrders method for retry
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2023-02-23 23:34:26 +08:00 |
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c9s
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ed61f70d74
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bbgo: rewrite BatchRetryPlaceOrder to make it retry with err index
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2023-02-23 23:17:04 +08:00 |
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c9s
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2a47d390f0
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grid2: update grid2 metrics
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2023-02-23 22:49:03 +08:00 |
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c9s
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5e2add8765
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grid2: add the missing metrics update
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2023-02-23 22:39:47 +08:00 |
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Yo-An Lin
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f453a22972
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Merge pull request #1064 from c9s/fix/pending-maker-order-handler
fix: emit order update handler from the pending maker order
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2023-02-23 21:57:03 +08:00 |
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