185 Commits

Author	SHA1	Message	Date
c9s	08cc99c300	grid2: add recover debug log	2023-02-20 22:25:00 +08:00
c9s	a6047c4840	grid2: implement CleanUp interface	2023-02-20 16:52:39 +08:00
gx578007	85d002eabc	FIX: [grid2] fix quote accumulation	2023-02-17 22:52:58 +08:00
c9s	21cdb7afe8	grid2: split SubmitOrders calls	2023-02-17 18:54:47 +08:00
c9s	9d2c742496	grid2: avoid using totalBase when one of quote investment or base investment is defined	2023-02-17 18:35:42 +08:00
c9s	29692b0e1a	grid2: fix MinimalQuoteInvestment check	2023-02-17 17:16:25 +08:00
c9s	56628aca73	grid2: emit grid ready only when there is no error	2023-02-16 22:49:22 +08:00
c9s	55476e4176	grid2: include the order dust for the quote investment calculation	2023-02-16 22:20:34 +08:00
c9s	156da92670	grid2: check used quote balance before we generate the grid order	2023-02-16 21:38:48 +08:00
c9s	2aee3cea59	grid2: emit grid ready once the grid is recovered	2023-02-16 21:33:42 +08:00
c9s	eb4e25c008	grid2: emit grid ready earlier	2023-02-16 18:13:51 +08:00
c9s	f039c97e63	grid2: defer EmitCloseGrid callback earlier	2023-02-16 18:12:08 +08:00
c9s	7ba0e86605	grid2: use setGrid with mutex	2023-02-16 18:11:38 +08:00
c9s	9b69fa5465	grid2: log calculateQuoteInvestmentQuantity result	2023-02-16 14:56:28 +08:00
c9s	fa3106eefa	grid2: set the grid field if there is no missing orders	2023-02-15 22:44:07 +08:00
c9s	a9f1aab4b1	grid2: add user data stream on start log	2023-02-15 22:42:46 +08:00
c9s	62b8863ca6	grid2: fix pin price precision	2023-02-15 22:32:55 +08:00
c9s	9ab4c45727	grid2: remove buildGridPriceMap since we have HasPrice method	2023-02-15 22:17:36 +08:00
c9s	ec8e50822a	grid2: do not place sell order at price[0]	2023-02-15 21:51:22 +08:00
c9s	6dfd18bd49	grid2: run recoverGrid only when user data stream is started	2023-02-15 21:49:25 +08:00
c9s	88116440ba	grid2: define strategy field in the logger entry	2023-02-15 17:38:48 +08:00
c9s	e73081d6ba	grid2: add logFields config	2023-02-15 17:33:07 +08:00
c9s	35bfdfab8d	grid2: fix si index check	2023-02-15 16:51:12 +08:00
c9s	8ef86858e2	grid2: fix calculateBaseQuoteInvestmentQuantity logging	2023-02-15 15:54:49 +08:00
c9s	276149b378	grid2: improve base+quote logging	2023-02-15 15:49:40 +08:00
c9s	26c7e03dc1	grid2: fix balance check	2023-02-14 16:44:59 +08:00
c9s	353c74ef5e	grid2: gridNum can not be zero or one	2023-02-13 16:11:42 +08:00
c9s	3df846d878	grid2: fix quote investment algorithm	2023-02-13 14:06:11 +08:00
c9s	4eca007d3d	grid2: fix upper price buy order issue	2023-02-10 17:51:50 +08:00
c9s	829704eda3	grid2: remove todo	2023-02-08 16:46:19 +08:00
c9s	abdded8126	grid2: add ClearOpenOrdersIfMismatch	2023-02-08 16:43:25 +08:00
c9s	760fc74187	grid2: expose order group ID field	2023-02-08 16:26:37 +08:00
c9s	e8c69dfaef	grid2: add mutex lock for the grid object field	2023-02-07 01:38:25 +08:00
c9s	3a7be0e2b2	grid2: add closing grid log	2023-02-06 16:31:57 +08:00
c9s	46eb590a9f	grid2: OpenGrid, CloseGrid	2023-01-12 14:33:09 +08:00
c9s	668bf2d847	grid2: remove strategyInstance since we have custom labels	2023-01-11 00:47:36 +08:00
c9s	0d47afd5fd	grid2: add order side to the metrics label	2023-01-10 21:41:10 +08:00
c9s	75919a0bf1	grid2: reset metricsGridOrderPrices	2023-01-10 21:21:35 +08:00
c9s	857b5d0f30	grid2: integrate prometheus metrics	2023-01-10 20:15:51 +08:00
c9s	c9a70d9897	grid2: add grid callbacks	2022-12-26 18:15:39 +08:00
c9s	d9312abba2	grid2: adjust maxTries to 5	2022-12-26 18:08:36 +08:00
c9s	a4f5d15334	grid2: adjust rollback duration to twice	2022-12-26 18:05:35 +08:00
c9s	2d2d194bda	grid2: fix InstanceID for autoRange	2022-12-26 01:40:59 +08:00
c9s	8af7d6f457	grid2: use initial grid order id to query closed order history	2022-12-26 01:35:37 +08:00
c9s	6444fd5e03	grid2: remove default profit stats	2022-12-26 01:24:56 +08:00
c9s	0a6261b6b9	grid2: split more files	2022-12-26 01:04:17 +08:00
c9s	961725f03c	grid2: support autoRange	2022-12-26 00:56:03 +08:00
c9s	54b4f593ec	grid2: validate upper price and lower price only when autoRange is not given	2022-12-26 00:29:31 +08:00
c9s	579df0cec9	types: add simple duration tests	2022-12-25 16:08:34 +08:00
c9s	f60b4630c5	grid2: add AutoRange parameter	2022-12-24 20:39:11 +08:00