4960 Commits

Author	SHA1	Message	Date
c9s	cfe47cd53b	binance: add futures fee link	2023-03-24 18:14:52 +08:00
c9s	d359464b2c	binance: add default futures fee rate	2023-03-24 18:14:24 +08:00
c9s	ed4d32c59a	binance: refactor binance exchange code for futures api	2023-03-24 18:06:40 +08:00
c9s	071825e982	binance: move futures methods	2023-03-24 15:13:25 +08:00
c9s	9c0787e6ce	binance: pull out cancelFuturesOrders method	2023-03-24 15:11:13 +08:00
Yo-An Lin	cc74156a7d	Merge pull request #1127 from c9s/c9s/strategy/funding ... feature: strategy: xfunding	2023-03-24 15:08:28 +08:00
c9s	feec194843	binance: improve transfer logs	2023-03-24 14:37:18 +08:00
c9s	ea7af708f9	add mutex lock	2023-03-24 14:28:36 +08:00
gx578007	cd1314e9e0	Merge pull request #1125 from c9s/bhwu/grid2/using-dnum ... FEATURE: [grid2] using dnum	2023-03-24 13:53:35 +08:00
c9s	4669692b8d	xfunding: remove debug log and test code	2023-03-24 03:20:04 +08:00
c9s	1517076f6d	xfunding: implement syncSpotPosition	2023-03-24 03:20:04 +08:00
c9s	0f21c1fd8f	xfunding: fix Warnf format	2023-03-24 03:20:03 +08:00
c9s	84313dbdf9	xfunding: refactor state functions and fix transfer out	2023-03-24 02:52:13 +08:00
c9s	f3049de2ba	all: improve logging	2023-03-24 02:09:49 +08:00
c9s	209fb102fa	xfunding: add stringer support on PremiumIndex	2023-03-24 01:57:43 +08:00
c9s	62e6b232ed	xfunding: refactor and refine PositionState checking	2023-03-24 00:52:36 +08:00
c9s	c1fbbbe400	xfunding: move position state to state struct	2023-03-24 00:36:28 +08:00
c9s	108bb5deeb	xfunding: add guard condition for starting and stopping	2023-03-23 22:58:42 +08:00
c9s	e016892a70	xfunding: pull out startClosingPosition, startOpeningPosition method	2023-03-23 22:57:13 +08:00
c9s	3624dd0338	xfunding: implement close position transfer	2023-03-23 22:54:42 +08:00
c9s	aba80398d9	xfunding: add MinHoldingPeriod support	2023-03-23 22:36:35 +08:00
c9s	a933f90cc8	xfunding: log low funding fee	2023-03-23 18:19:30 +08:00
c9s	b5f69e7f45	xfunding: reset stats when direction changed	2023-03-23 18:18:30 +08:00
c9s	7ba7eb8be7	xfunding: implement reduceFuturesPosition	2023-03-23 18:09:16 +08:00
c9s	1b5126c9a1	xfunding: add mutex	2023-03-23 17:36:30 +08:00
c9s	02c28a07cc	types: fix AdjustQuantityByMinNotional by round up the quantity	2023-03-23 17:35:54 +08:00
なるみ	bf9cd78ba4	Merge pull request #1129 from c9s/narumi/fixedmaker/onstart ... strategy: fixedmaker: replenish on start	2023-03-23 17:29:47 +08:00
c9s	c3ca5b75ac	types: add minNotionalSealant to adjust quantity method	2023-03-23 16:47:57 +08:00
narumi	32c617a283	replenish on start	2023-03-23 16:47:48 +08:00
c9s	018e281627	types: add AdjustQuantityByMinNotional to types.Market	2023-03-23 16:14:30 +08:00
c9s	44850e48e8	xfunding: add mutex protection	2023-03-23 14:48:24 +08:00
c9s	8b87a8706b	xfunding: add state for recording TotalBaseTransfer	2023-03-23 14:46:02 +08:00
c9s	b7edc38dc7	xfunding: record pending transfer	2023-03-23 13:14:59 +08:00
c9s	16608619ca	xfunding: fix sync guard	2023-03-23 13:07:59 +08:00
c9s	80c30d15a0	xfunding: correct method names	2023-03-23 13:02:22 +08:00
c9s	20cd73e6ad	xfunding: fix transfer and refactoring more methods	2023-03-23 12:58:10 +08:00
c9s	a838b4991a	bbgo: refactor order executor with max retries	2023-03-23 12:51:52 +08:00
c9s	2a927dc34d	interact: reduce info logs	2023-03-23 09:20:44 +08:00
c9s	161dc7dc64	types: add transfer direction	2023-03-23 09:04:49 +08:00
c9s	487fbf8681	binance: implement TransferFuturesAccountAsset api	2023-03-23 02:42:26 +08:00
c9s	6797069a40	binanceapi: fix payload encode format	2023-03-23 02:42:05 +08:00
c9s	6ca85b175a	xfunding: adjust quote investment according to the fee rate	2023-03-23 00:56:28 +08:00
c9s	6848e11e8a	binance: implement TransferFuturesAsset	2023-03-23 00:55:00 +08:00
c9s	c632e6efac	binance: add binance futures_transfer_request	2023-03-23 00:54:37 +08:00
c9s	6668d683e1	xfunding: adjust quoteInvestment according to the quote balance	2023-03-23 00:40:20 +08:00
c9s	684f6c6e1d	xfunding: document spot trade handler	2023-03-23 00:23:51 +08:00
c9s	928f668fec	xfunding: pull out premium check to detectPremiumIndex	2023-03-22 22:17:37 +08:00
c9s	dc5e0cbcc2	xfunding: solve lint error	2023-03-22 22:15:24 +08:00
c9s	6265ad248e	xfunding: add premium checker	2023-03-22 22:15:01 +08:00
c9s	3c69ccc25a	types: update channel names	2023-03-22 22:04:02 +08:00
c9s	98b0ffa510	all: add more futures channel types	2023-03-22 22:01:59 +08:00
c9s	e607fc19ac	xfunding: check spotSession, futuresSession names	2023-03-22 21:42:44 +08:00
c9s	d6c430a4b4	xfunding: implement CrossSubscribe	2023-03-22 21:42:06 +08:00
c9s	b881aea228	add position action	2023-03-22 21:38:56 +08:00
c9s	e93d13e425	xfunding: implement CrossRun	2023-03-22 21:36:42 +08:00
c9s	12b9775eb3	rename funding to xfunding	2023-03-22 21:17:33 +08:00
c9s	ab52dd6349	funding: filter kline event with types.KLineWith	2023-03-22 21:11:58 +08:00
c9s	88af0a18f9	max: move tradeQueryLimiter to the exchange instance	2023-03-21 16:26:47 +08:00
c9s	fda4e48146	max: move submitOrderLimiter to the exchange wide var	2023-03-21 16:25:16 +08:00
gx578007	aa419e8468	make dnum support negative precision	2023-03-21 11:44:37 +08:00
chiahung	8c337cddec	add test for dnum	2023-03-20 21:18:42 +08:00
gx578007	0e2e8306b4	FEATURE: [grid2] using dnum	2023-03-20 18:00:41 +08:00
chiahung	bc23055536	FEATURE: emit grid error when failed to recover or open grid	2023-03-20 16:27:08 +08:00
Andy Cheng	1f3579e3ec	exits/trailingstop: shouldStop() only works after enough data collected	2023-03-20 15:56:51 +08:00
Andy Cheng	170d41a492	exits/trailingstop: updateHighLowNumber no matter activated or not	2023-03-20 15:47:44 +08:00
narumi	7114016bc9	clamp skew	2023-03-18 23:31:03 +08:00
Andy Cheng	b455ae7742	Merge pull request #1123 from andycheng123/fix/exits ... exits/trailingstop: fix typo	2023-03-17 15:03:51 +08:00
kbearXD	294c09b9e8	Merge pull request #1119 from c9s/feature/grids/recover-from-trades ... FEATURE: make PinOrderMap's key from string to Pin	2023-03-17 10:45:09 +08:00
Andy Cheng	bb8dbb155f	exits/trailingstop: fix typo	2023-03-17 10:43:47 +08:00
chiahung	8182840685	use fixedpoint.Value as key	2023-03-16 21:58:41 +08:00
Andy Cheng	86bce7403b	exits/hhllstop: fix out of index error of klines	2023-03-16 19:44:58 +08:00
Andy Cheng	2e00e58442	exits/hhllstop: add hhllstop to exits	2023-03-16 18:39:27 +08:00
Andy Cheng	eb5479ffdf	exits/hhllstop: hhllstop prototype	2023-03-16 18:35:21 +08:00
Andy Cheng	a8438f8f72	exits/hhllstop: add basic parameters	2023-03-16 18:35:21 +08:00
c9s	0b922a929e	grid2: pull out backoff cancel all to cancelAllOrdersUntilSuccessful	2023-03-16 18:01:56 +08:00
chiahung	feabadeb59	FEATURE: make PinOrderMap's key from string to Pin	2023-03-16 17:34:02 +08:00
なるみ	57e3f46c5c	Merge pull request #1117 from c9s/narumi/fixedmaker/atr ... strategy: fixedmaker: add option to use ATR to adjust spread ratio	2023-03-16 17:11:13 +08:00
narumi	939427c81f	use ATR to adjust spread ratio	2023-03-16 17:03:45 +08:00
chiahung	a5675f72ad	MINOR: use Debug config for debug log	2023-03-16 16:44:16 +08:00
なるみ	52b2ffebd1	Merge pull request #1113 from c9s/narumi/fixedmaker/skew ... strategy: fixedmaker: add skew to adjust bid/ask price	2023-03-16 02:39:02 +08:00
narumi	cf9a2e55bf	add skew to adjust bid/ask price	2023-03-16 02:04:26 +08:00
c9s	2fbe90b1e7	bbgo: fix: pass isolated context to SaveState() call	2023-03-15 22:50:50 +08:00
c9s	2378951c85	bbgo: should get isolation from the ctx when saving state	2023-03-15 22:47:40 +08:00
Yo-An Lin	4ac5a2a9e9	Merge pull request #1115 from c9s/bhwu/fix-correct-price-metrics ... FIX: [grid2] fix correct price metrics	2023-03-15 22:10:17 +08:00
gx578007	74c465d943	FIX: [grid2] fix correct price metrics	2023-03-15 21:40:44 +08:00
chiahung	ffdc242f66	use debugOrders	2023-03-15 21:34:04 +08:00
chiahung	f987c85f17	move info log to debug log	2023-03-15 21:12:59 +08:00
chiahung	e686a26dda	FEATURE: verify the grids before emit filled orders	2023-03-15 20:15:53 +08:00
chiahung	26054e4958	fix on max api level	2023-03-15 18:09:46 +08:00
chiahung	891cac0640	FIX: fix wrong fee currency	2023-03-15 17:29:17 +08:00
narumi	0f9319a2f5	make CreatePositions and CreateProfitStats public	2023-03-15 16:01:13 +08:00
c9s	0882bc4960	bollmaker: log submit order error	2023-03-15 13:26:27 +08:00
c9s	40040ff399	bump version to v1.44.1	2023-03-15 13:22:35 +08:00
なるみ	7d91fd01d8	Merge pull request #1109 from c9s/narumi/rebalance/fix-order-executor-not-found ... fix: rebalance: fix positions and profit stats map	2023-03-15 12:25:19 +08:00
Andy Cheng	0a6c41cfe7	fix/bollmaker: fix s.MinProfitActivationRate condition	2023-03-15 11:06:26 +08:00
Andy Cheng	ca4890425c	fix/bollmaker: MinProfitActivationRate is disabled if it's not set	2023-03-15 10:57:18 +08:00
narumi	0458858de0	fix position and profitstats	2023-03-14 19:27:41 +08:00
chiahung	da48e0fc85	make end_time down to start_time + 3 days if end_time > start_time + 3 days	2023-03-14 18:39:36 +08:00
chiahung	e0b445f1c1	FEATURE: make MAX QueryTrades support start_time, end_time	2023-03-14 16:32:00 +08:00
kbearXD	ee4388406e	Merge pull request #1097 from c9s/feature/grids/recover-from-trades ... FEATURE: get filled orders when bbgo down	2023-03-14 15:15:32 +08:00
chiahung	dce1e4c7d4	rename buildSyncOrderMap to SyncOrderMap	2023-03-14 14:35:15 +08:00
なるみ	cddf3570f2	Merge pull request #1104 from c9s/narumi/rebalance/balance ... fix: rebalance: adjust max amount by balance	2023-03-14 14:06:31 +08:00
chiahung	9da8c39d2c	avoid re-query same order	2023-03-14 13:46:46 +08:00
chiahung	4af8523144	new struct PinOrderMap	2023-03-14 10:47:25 +08:00
chiahung	7af4e3bf8a	FEATURE: get filled orders when bbgo down	2023-03-14 10:47:23 +08:00
c9s	60d7d20ced	grid2: fix newline for the message format	2023-03-14 00:29:13 +08:00
なるみ	add9372eba	use mid price to calculate weight	2023-03-13 15:30:33 +00:00
narumi	0690518dc7	add option to rebalance on start	2023-03-13 22:43:42 +08:00
narumi	640001ffa1	check minimal order quantity	2023-03-13 22:39:22 +08:00
narumi	c9f6995701	fix OrderExecutorMap's SumbitOrders	2023-03-13 22:39:04 +08:00
narumi	0b7f42c382	adjust max amount by balance	2023-03-13 22:39:01 +08:00
c9s	b58dcaba79	bump version to v1.44.0	2023-03-13 22:04:23 +08:00
Yo-An Lin	4b3f00fe79	Merge pull request #1105 from c9s/strategy/grid2/client-order-id-max ... grid2: use newClientOrderID only for max	2023-03-13 21:47:02 +08:00
Yo-An Lin	07ebd83a62	Merge pull request #1052 from andycheng123/improve/linregmaker-minprofit ... Improve/linregmaker minprofit	2023-03-13 21:31:28 +08:00
c9s	35ceda8408	grid2: use newClientOrderID only for max	2023-03-13 21:27:13 +08:00
gx578007	4b540fce88	Merge pull request #1100 from c9s/bhwu/grid2/specify-client-order-id ... FIX: [grid2] specify client order id explicitly	2023-03-13 18:51:27 +08:00
gx578007	83ba32bf2f	mock SubmitOrders by DoAndReturn	2023-03-13 18:43:52 +08:00
kbearXD	57d420fd6c	Merge pull request #1098 from c9s/fix/precision/format-string ... FIX: fix format string float point issue	2023-03-13 16:44:06 +08:00
Andy Cheng	360173ac2b	fix/linregmaker: fix syntax error	2023-03-13 16:35:19 +08:00
Andy Cheng	cb412dc13f	improve/bollmaker: add MinProfitActivationRate	2023-03-13 16:35:19 +08:00
Andy Cheng	5fc459d404	improve/linregmaker: rename MinProfitDisableOn to MinProfitActivationRate	2023-03-13 16:35:19 +08:00
Andy Cheng	6e854f8027	improve/linregmaker: add MinProfitSpread	2023-03-13 16:35:19 +08:00
Andy Cheng	3c14382c3c	improve/linregmaker: fix StandardIndicatorSet initialization problem	2023-03-13 16:35:19 +08:00
Andy Cheng	a607f230d6	improve/linregmaker: more log for can buy sell	2023-03-13 16:35:19 +08:00
Andy Cheng	0ea345a18c	improve/linregmaker: fix balance calculation in backtesting	2023-03-13 16:35:18 +08:00
chiahung	51a52d1c18	comment out negative precision for dnum	2023-03-13 11:28:40 +08:00
narumi	4559a35f31	graceful cancel in rebalance strategy	2023-03-13 00:49:49 +08:00
c9s	b050ae4098	grid2: fix log format	2023-03-11 16:03:13 +08:00
narumi	74656e0e49	fix fixedmaker errors	2023-03-10 18:39:30 +08:00
gx578007	16b30960cc	FIX: [grid2] specify client order id explicitly	2023-03-10 18:29:53 +08:00
chiahung	8c9ed0538f	add more test case	2023-03-10 17:55:55 +08:00
chiahung	291a6f273a	fix test error	2023-03-10 17:32:35 +08:00
Yo-An Lin	31e299baf2	Merge pull request #1101 from c9s/narumi/fixedmaker ... strategy: add fixedmaker	2023-03-10 17:24:01 +08:00
c9s	3eae532e13	grid2: init filledOrderIDMap for tests	2023-03-10 17:11:51 +08:00
c9s	c6609927f2	grid2: fix Warn by using Warnf	2023-03-10 17:00:09 +08:00
narumi	a7cfd488ed	add fixedmaker	2023-03-10 16:41:01 +08:00
gx578007	fd2032b825	FIX: [grid2] avoid handling one orderID twice	2023-03-10 16:16:11 +08:00
chiahung	36f48bc604	FIX: fix format string float point issue	2023-03-10 15:27:50 +08:00
Yo-An Lin	78d65d74d2	Merge pull request #1090 from andycheng123/fix/scale ... fix/scale: fix LinearScale calculation	2023-03-10 14:18:02 +08:00
Andy Cheng	d51a802315	fix/scale: fix typo and add some more tests	2023-03-10 13:51:29 +08:00
c9s	df6e58d654	grid2: replace all openOrders query to queryOpenOrdersUntilSuccessful	2023-03-10 13:11:42 +08:00
c9s	89abbeb2d1	grid2: add context to backoffs	2023-03-10 13:10:14 +08:00
c9s	f093c73457	grid2: add queryOpenOrdersUntilSuccessful func	2023-03-10 13:10:14 +08:00
c9s	64e0a169e9	grid2: add debug option	2023-03-10 13:10:14 +08:00
c9s	ccf567fdab	grid2: add ClearDuplicatedPriceOpenOrders option	2023-03-10 13:10:11 +08:00
chiahung	67001fcbb7	new config 'recoverGridByScanningTrades'	2023-03-09 17:53:13 +08:00
chiahung	4288c82e25	FEATURE: recover grids with open orders by querying trades process and its buildPinOrderMap method	2023-03-09 17:10:44 +08:00
kbearXD	6a6d7a6293	Merge pull request #1095 from c9s/fix/maxapi/query-trades-by-order-id ... FIX: filter wrong order id from self-trade trades	2023-03-09 16:59:33 +08:00
kbearXD	4586f68fdb	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…	2023-03-09 16:59:18 +08:00
chiahung	ead5486b52	FIX: filter wrong order id from self-trade trades	2023-03-09 16:15:48 +08:00
なるみ	1ebdd37f3f	Merge pull request #1093 from c9s/narumi/rebalance/positions ... strategy: rebalance: add positions and profit stats	2023-03-09 12:07:19 +08:00
gx578007	517a7c6ad7	Merge pull request #1092 from c9s/bhwu/grid2/add-more-metrics ... FEATURE: [grid2] add more metrics and fix metric-related issues	2023-03-09 11:41:57 +08:00
chiahung	d29c3fa05c	FIX: use updated_at instead of created_at to convert MAX order to types.Order	2023-03-09 11:35:48 +08:00
kbearXD	5b4b1e8eca	Merge pull request #1091 from c9s/feature/maxapi/split-self-trade ... FEATURE: split self trades when use MAX RESTful API to query trades	2023-03-09 11:29:19 +08:00
gx578007	045c8de2a6	refactor metric function to be separated in terms of lock	2023-03-09 11:26:02 +08:00
gx578007	5988567d09	FEATURE: [grid2] add more metrics and fix metric-related issues	2023-03-08 23:54:21 +08:00
なるみ	40e2296492	add positions and profit stats	2023-03-08 14:12:42 +00:00
Andy Cheng	f92bcda51d	improve/exit: fix typo	2023-03-08 19:31:47 +08:00
Yo-An Lin	3a6d210052	Merge pull request #1089 from andycheng123/improve/exit	2023-03-08 19:00:53 +08:00
chiahung	f9f6346468	FEATURE: split self trades when use MAX RESTful API to query trades	2023-03-08 17:18:18 +08:00
Andy Cheng	58b2678ae8	improve/exit: use roi.Percentage() instead of roi.Float64()	2023-03-08 17:12:41 +08:00
Andy Cheng	9516340303	fix/scale: update test case	2023-03-08 17:09:58 +08:00
Andy Cheng	9068ed7ae3	fix/scale: fix LinearScale calculation	2023-03-08 16:23:04 +08:00
c9s	c860e45c34	grid2: simplify isCompleteGridOrderBook	2023-03-08 16:02:31 +08:00
Andy Cheng	2970f73542	improve/exit: show symbol in trailing stop triggered message	2023-03-08 15:35:44 +08:00
c9s	a75bc2e590	grid2: add isCompleteGridOrderBook doc comment	2023-03-07 21:42:53 +08:00
c9s	72b6f73cb6	grid2: fix complete grid order book condition	2023-03-07 21:41:16 +08:00
c9s	db119a2218	grid2: update metrics before we re-play orders	2023-03-07 20:01:51 +08:00
c9s	756a3bb43f	grid2: add base round down for buy order	2023-03-07 18:37:45 +08:00
c9s	62eed9605d	grid2: round down quoteQuantity/baseQuantity after the fee reduction	2023-03-07 13:53:14 +08:00
gx578007	b04492a5a7	Merge pull request #1085 from c9s/bhwu/grid2/fix-group-id ... FIX: [grid2] group id should be bound by MaxInt32	2023-03-07 12:01:17 +08:00
gx578007	f8054459c4	FIX: [grid2] group id should be bound by MaxInt32	2023-03-07 11:54:45 +08:00
なるみ	f064f5fbe1	Merge pull request #1080 from c9s/narumi/marketcap/order-type ... strategy: marketcap: add orderType parameter	2023-03-06 21:46:25 +08:00
なるみ	00e022dbdc	fixup! set order type default value in Defaults method	2023-03-06 13:37:03 +00:00
なるみ	cd500e6e73	set order type default value in Defaults method	2023-03-06 12:33:14 +00:00
Yo-An Lin	4e6614e711	Merge pull request #1083 from c9s/fix/maxapi/group-id ... FIX: add group id on submit order API	2023-03-06 17:23:01 +08:00
gx578007	d4912ed3cd	FIX: [grid2] avoid initializing metrics twice	2023-03-06 16:56:40 +08:00
chiahung	83d9977a57	make sure group id is > 0	2023-03-06 16:32:36 +08:00
chiahung	d466a63d22	FIX: add group id on submit order API	2023-03-06 15:58:18 +08:00
c9s	1dd6f9ef3e	grid2: remove order group cancel	2023-03-06 10:38:45 +08:00
Yo-An Lin	958e49deb4	Merge pull request #1082 from c9s/bhwu/add-mutex-to-mem-store ... FIX: add mutex in memory store	2023-03-05 23:22:56 +08:00
c9s	9f29fbd645	grid2: add order group id to the submitOrder forms	2023-03-05 23:21:28 +08:00
c9s	773b055711	grid2: fix length check	2023-03-05 23:20:17 +08:00
gx578007	a5e35b4711	FIX: add mutex in memory store	2023-03-05 22:20:14 +08:00
c9s	dfba758e88	grid2: add one more log	2023-03-05 17:55:04 +08:00
c9s	584fae1a53	grid2: fix recover order filtering	2023-03-05 17:41:05 +08:00
c9s	4927dd7f98	grid2: add more logs	2023-03-05 17:34:50 +08:00
c9s	07f2de4300	bbgo: print submit order in the message	2023-03-05 17:23:06 +08:00
c9s	a01888dcdd	bbgo: fix logger usage in BatchRetryPlaceOrder	2023-03-05 17:21:29 +08:00
c9s	5805f0c7f0	grid2: call cancelWrite before everything	2023-03-05 17:10:11 +08:00
c9s	0f307bba7d	grid2: pull out start process to a function	2023-03-05 17:07:01 +08:00
gx578007	ec0d438f9d	FIX: [grid2] fix active orderbook at recovering	2023-03-05 14:29:31 +08:00
narumi	94b946a993	add orderType parameter	2023-03-03 23:14:30 +08:00
c9s	9d1da7c847	grid2: remove outdated comment	2023-03-03 19:21:23 +08:00
c9s	e2435f1fc0	grid2: pass submit orders in one call since we have solved the order store issue	2023-03-03 19:09:53 +08:00
c9s	1a109c118d	grid2: use write context for submitting orders	2023-03-03 19:09:53 +08:00
c9s	3f560b2230	grid2: backoff retry open orders api	2023-03-03 19:09:05 +08:00
c9s	fa395b0d0a	grid2: improve the onStart handler	2023-03-03 19:09:05 +08:00
c9s	0d41f0261a	grid2: rewrite cancel all check loop	2023-03-03 19:09:05 +08:00
gx578007	41b237ec05	Merge pull request #1077 from c9s/bhwu/support-redis-expiration ... FEATURE: save expiring data to redis	2023-03-03 17:55:24 +08:00
gx578007	4deefefe0f	FEATURE: save expiring data to redis	2023-03-03 17:13:54 +08:00
c9s	bf4553d767	grid2: add OrderFillDelay option	2023-03-03 14:30:58 +08:00
c9s	ca741f91eb	grid2: add fee currency check for buy order	2023-03-03 14:30:58 +08:00
c9s	9a89237c24	grid2: fix base/quote fee reduction	2023-03-03 14:30:58 +08:00
c9s	bd86a89667	grid2: return fee currency	2023-03-03 13:13:27 +08:00
c9s	5cbc6f191f	grid2: aggregate order fee instead of only base fee	2023-03-03 13:13:27 +08:00
gx578007	8039068d51	Merge pull request #1075 from c9s/bhwu/add-persistence-to-env ... FEATURE: add persistence service to environment	2023-03-02 23:00:20 +08:00
gx578007	bc7a071dbd	FIX: add persistence service to environment	2023-03-02 22:42:02 +08:00
Yo-An Lin	d03c7d624f	Merge pull request #1074 from c9s/narumi/rebalance/order-type ... strategy: rebalance: add order type parameter	2023-03-02 22:37:36 +08:00
c9s	e915825ac6	grid2: defer call grid closed	2023-03-02 18:16:09 +08:00
narumi	904491e750	add orderType parameter	2023-03-02 18:11:43 +08:00
c9s	c5e2acf0f5	grid2: call Initialize in clean up	2023-03-02 18:08:26 +08:00
c9s	86584b01b9	grid2: fix exchange session field	2023-03-02 18:05:48 +08:00
c9s	5212365d2f	grid2: remove s.ExchangeSession check	2023-03-02 17:40:44 +08:00
c9s	6947c8b104	grid2: improve clean up	2023-03-02 17:33:58 +08:00
c9s	ae5bd507a8	bbgo: add BBGO_SUBMIT_ORDER_RETRY_TIMEOUT env var for overriding timeout	2023-03-02 17:17:18 +08:00
c9s	f4b012623f	bbgo: add back retry timeout context	2023-03-02 16:58:14 +08:00
c9s	5c3a01e65b	bbgo: fix logger usage	2023-03-02 16:57:29 +08:00
c9s	3cb190c2c7	bbgo: apply logger into the order executor	2023-03-02 16:16:14 +08:00
c9s	385a97448d	grid2: add StopIfLessThanMinimalQuoteInvestment doc comment	2023-03-02 15:53:42 +08:00
c9s	11329dffe7	grid2: add StopIfLessThanMinimalQuoteInvestment option	2023-03-02 15:50:10 +08:00
c9s	01ecdc8d6b	fix order submit retry	2023-03-02 15:41:11 +08:00
c9s	729d32af70	grid2: add minimal quote investment check error log	2023-03-02 15:14:21 +08:00
c9s	4aa25db3ed	grid2: add one more calculateMinimalQuoteInvestment test case	2023-03-02 14:03:22 +08:00
c9s	1d8df08a74	fixedpoint: fix fixedpoint rounding	2023-03-01 22:21:24 +08:00
c9s	f553ee05a0	grid2: log base fee rounding precision	2023-03-01 21:49:15 +08:00
c9s	b2bbf2d6ca	grid2: add comment to the sync call	2023-03-01 21:09:48 +08:00
c9s	b13efdf30e	grid2: calculate grid profit only when the reverse order is placed	2023-03-01 20:05:35 +08:00
Yo-An Lin	dea86282b8	Merge pull request #1070 from c9s/feature/submit-order-backoff ... fix: add context, exponential backoff and max retry limit	2023-03-01 17:55:39 +08:00
c9s	39f8557231	bbgo: if the error is context.Canceled, exit the retry loop	2023-03-01 17:42:01 +08:00
c9s	6137905f42	max: fix max v3 order cancel api	2023-03-01 16:45:33 +08:00
c9s	06eff47058	grid2: improve UseCancelAllOrdersApiWhenClose process	2023-03-01 16:35:09 +08:00
c9s	f82af6e6dd	grid2: use UseCancelAllOrdersApiWhenClose	2023-03-01 16:16:26 +08:00
c9s	c1cc008ecc	bbgo: add retry limit and exponential backoff to retry order	2023-03-01 15:48:38 +08:00
c9s	98739cc8a1	grid2: avoid using loop iterator var	2023-03-01 15:29:46 +08:00
c9s	04da988639	grid2: check if we have o.AveragePrice, use it for newQuantity	2023-03-01 15:29:46 +08:00
c9s	7eb953093c	grid2: merge baseSellQuantityReduction section	2023-03-01 15:29:46 +08:00
c9s	6fc45e66dd	grid2: for non-compound or earn base mode we should always use the original buy quantity	2023-03-01 15:29:46 +08:00
c9s	18478cf4c8	bbgo: apply backoff to submitOrders	2023-02-24 13:34:08 +08:00
gx578007	3acb0a0a64	Merge pull request #1066 from c9s/fix/grid2/fee-reduction	2023-02-24 12:56:09 +08:00
c9s	5b903cd4ed	grid2: always round up	2023-02-24 12:46:38 +08:00
c9s	37535e9f3e	grid2: fix fee reduction by rounding	2023-02-24 12:25:23 +08:00
c9s	59ff86e4bb	grid2: fix metrics for tests	2023-02-24 00:44:50 +08:00
c9s	d89d0cf0ff	bbgo: refactor SubmitOrders method for retry	2023-02-23 23:34:26 +08:00
c9s	ed61f70d74	bbgo: rewrite BatchRetryPlaceOrder to make it retry with err index	2023-02-23 23:17:04 +08:00
c9s	2a47d390f0	grid2: update grid2 metrics	2023-02-23 22:49:03 +08:00
c9s	5e2add8765	grid2: add the missing metrics update	2023-02-23 22:39:47 +08:00
c9s	7532c31631	bbgo: fix pending order event trigger	2023-02-23 21:46:57 +08:00
c9s	b666c8bf40	bbgo: triggering pending order update event ot the handler	2023-02-23 18:08:21 +08:00
c9s	31c9ebf34b	grid2: update metrics after recovering the grid orders	2023-02-23 11:19:10 +08:00