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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c9s
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7532c31631
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bbgo: fix pending order event trigger
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2023-02-23 21:46:57 +08:00 |
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c9s
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b666c8bf40
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bbgo: triggering pending order update event ot the handler
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2023-02-23 18:08:21 +08:00 |
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c9s
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31c9ebf34b
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grid2: update metrics after recovering the grid orders
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2023-02-23 11:19:10 +08:00 |
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Yo-An Lin
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4b4af5a09c
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Merge pull request #1063 from c9s/fix/grid2/logging
grid2: improve logging
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2023-02-22 16:12:52 +08:00 |
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c9s
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ef771546e3
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grid2: simplify WriteString call
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2023-02-22 15:45:33 +08:00 |
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c9s
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905b25655d
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bbgo: provide logging configuration
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2023-02-22 15:25:39 +08:00 |
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c9s
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e3fa4587d9
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bbgo: add logging config struct
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2023-02-22 15:18:48 +08:00 |
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c9s
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6dc92bea16
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grid2: pass logger entry to debugGrid
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2023-02-22 15:16:47 +08:00 |
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c9s
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9d218d93ac
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grid2: use string builder for debugGrid
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2023-02-22 15:11:47 +08:00 |
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Yo-An Lin
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09db017101
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Merge pull request #1062 from c9s/fix/grid2/recover-sorting
fix: grid2: fix recover sorting
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2023-02-22 09:58:55 +08:00 |
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c9s
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67d84b9716
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grid2: sleep 100ms between the recover orders
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2023-02-22 01:11:34 +08:00 |
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c9s
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9e5717ab83
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grid2: sleep 2 seconds to wait for the reverse order to be placed
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2023-02-22 01:10:49 +08:00 |
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c9s
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bee7b593d2
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grid2: fix log index number
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2023-02-22 01:08:19 +08:00 |
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c9s
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d2d818a6bc
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bbgo: sleep 200ms before we retry submiting the order
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2023-02-22 00:54:12 +08:00 |
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c9s
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bc98fe3bcc
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grid2: fix recover sorting
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2023-02-22 00:50:00 +08:00 |
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c9s
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03dfb4386e
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grid2: simplify and fix calculateMinimalQuoteInvestment
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2023-02-21 17:58:11 +08:00 |
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c9s
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9c1110fb44
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grid2: fix calculateMinimalQuoteInvestment
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2023-02-21 17:48:40 +08:00 |
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c9s
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0402fddea3
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grid2: pull out order filtering
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2023-02-21 15:50:25 +08:00 |
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c9s
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d53b41f4fd
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grid2: use go routine to recover grid to avoid order update delay issue
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2023-02-21 01:05:56 +08:00 |
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c9s
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08cc99c300
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grid2: add recover debug log
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2023-02-20 22:25:00 +08:00 |
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c9s
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a6047c4840
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grid2: implement CleanUp interface
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2023-02-20 16:52:39 +08:00 |
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Yo-An Lin
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6fd5d1c79b
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Merge pull request #1061 from c9s/gx5/grid2/fix-quote-price
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2023-02-18 01:19:21 +08:00 |
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gx578007
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85d002eabc
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FIX: [grid2] fix quote accumulation
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2023-02-17 22:52:58 +08:00 |
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Yo-An Lin
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03e25f12d6
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Merge pull request #1060 from c9s/fix/active-order-book-pending-order-update
fix: process pending order update for active order book
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2023-02-17 20:18:23 +08:00 |
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c9s
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4dc4f73834
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bbgo: add pending order test cases
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2023-02-17 19:50:46 +08:00 |
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c9s
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10eba876c4
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bbgo: simplify order symbol filtering condition
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2023-02-17 19:24:08 +08:00 |
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c9s
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cf1be9fc6f
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bbgo: process pending order update for active order book
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2023-02-17 19:15:00 +08:00 |
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c9s
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21cdb7afe8
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grid2: split SubmitOrders calls
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2023-02-17 18:54:47 +08:00 |
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c9s
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9d2c742496
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grid2: avoid using totalBase when one of quote investment or base investment is defined
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2023-02-17 18:35:42 +08:00 |
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c9s
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a5e134e98d
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grid2: fix calculateMinimalQuoteInvestment tests
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2023-02-17 17:33:12 +08:00 |
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c9s
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29692b0e1a
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grid2: fix MinimalQuoteInvestment check
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2023-02-17 17:16:25 +08:00 |
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c9s
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039fb4f4b7
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Merge branch 'fix/grid2/quote-quantity'
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2023-02-16 22:51:11 +08:00 |
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c9s
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56628aca73
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grid2: emit grid ready only when there is no error
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2023-02-16 22:49:22 +08:00 |
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Yo-An Lin
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2e1eb3295b
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Merge pull request #1059 from c9s/fix/grid2/quote-quantity
FIX: grid2: emit grid ready once the grid is recovered
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2023-02-16 22:30:08 +08:00 |
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c9s
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55476e4176
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grid2: include the order dust for the quote investment calculation
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2023-02-16 22:20:34 +08:00 |
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c9s
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156da92670
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grid2: check used quote balance before we generate the grid order
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2023-02-16 21:38:48 +08:00 |
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c9s
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2aee3cea59
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grid2: emit grid ready once the grid is recovered
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2023-02-16 21:33:42 +08:00 |
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c9s
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eb4e25c008
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grid2: emit grid ready earlier
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2023-02-16 18:13:51 +08:00 |
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c9s
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f039c97e63
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grid2: defer EmitCloseGrid callback earlier
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2023-02-16 18:12:08 +08:00 |
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c9s
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7ba0e86605
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grid2: use setGrid with mutex
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2023-02-16 18:11:38 +08:00 |
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c9s
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9e3383606e
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grid2: add quote quantity test case
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2023-02-16 18:11:04 +08:00 |
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c9s
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9b69fa5465
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grid2: log calculateQuoteInvestmentQuantity result
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2023-02-16 14:56:28 +08:00 |
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Yo-An Lin
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a5fbce1be1
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Merge pull request #1058 from c9s/fix/grid2-recover
fix: grid2: fix grid order recover
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2023-02-15 22:53:54 +08:00 |
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c9s
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fa3106eefa
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grid2: set the grid field if there is no missing orders
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2023-02-15 22:44:07 +08:00 |
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