Commit Graph

9128 Commits

Author SHA1 Message Date
Owen Wu
6ee2c34649
feat: add private strategy demo trading-gpt 2023-03-01 23:12:13 +08:00
Yo-An Lin
fe37a278f0
Merge pull request #1073 from c9s/fix/dec-rounding
fix: fix fixedpoint rounding
2023-03-01 22:28:38 +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
Yo-An Lin
42840cd519
Merge pull request #1072 from c9s/fix/grid2-profit-commitment
fix: grid2: calculate grid profit only when the reverse order is placed
2023-03-01 20:44:32 +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
Yo-An Lin
5705cea346
Merge pull request #1071 from c9s/feature/grid2-force-cancel-all
feature: grid2: use UseCancelAllOrdersApiWhenClose
2023-03-01 17:49:55 +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
4f0c986709
fix dockerfile for go-sqlite3 2023-03-01 15:29:46 +08:00
c9s
6f30b4551c
upgrade golang sdk for docker image 2023-03-01 15:29:46 +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
1ac0b5b545
remove go 1.17 from ci 2023-02-24 13:34:08 +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
Yo-An Lin
ba8991c97c
Merge pull request #1065 from c9s/feature/submit-order-backoff
feature: submit order backoff
2023-02-24 00:52:57 +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
Yo-An Lin
f453a22972
Merge pull request #1064 from c9s/fix/pending-maker-order-handler
fix: emit order update handler from the pending maker order
2023-02-23 21:57:03 +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
Yo-An Lin
4b4af5a09c
Merge pull request #1063 from c9s/fix/grid2/logging
grid2: improve logging
2023-02-22 16:12:52 +08:00
c9s
ef771546e3
grid2: simplify WriteString call 2023-02-22 15:45:33 +08:00
c9s
905b25655d
bbgo: provide logging configuration 2023-02-22 15:25:39 +08:00
c9s
e3fa4587d9
bbgo: add logging config struct 2023-02-22 15:18:48 +08:00
c9s
6dc92bea16
grid2: pass logger entry to debugGrid 2023-02-22 15:16:47 +08:00
c9s
9d218d93ac
grid2: use string builder for debugGrid 2023-02-22 15:11:47 +08:00
Yo-An Lin
09db017101
Merge pull request #1062 from c9s/fix/grid2/recover-sorting
fix: grid2: fix recover sorting
2023-02-22 09:58:55 +08:00
c9s
67d84b9716
grid2: sleep 100ms between the recover orders 2023-02-22 01:11:34 +08:00
c9s
9e5717ab83
grid2: sleep 2 seconds to wait for the reverse order to be placed 2023-02-22 01:10:49 +08:00
c9s
bee7b593d2
grid2: fix log index number 2023-02-22 01:08:19 +08:00
c9s
d2d818a6bc
bbgo: sleep 200ms before we retry submiting the order 2023-02-22 00:54:12 +08:00
c9s
bc98fe3bcc
grid2: fix recover sorting 2023-02-22 00:50:00 +08:00
c9s
03dfb4386e
grid2: simplify and fix calculateMinimalQuoteInvestment 2023-02-21 17:58:11 +08:00
c9s
9c1110fb44
grid2: fix calculateMinimalQuoteInvestment 2023-02-21 17:48:40 +08:00
c9s
0402fddea3
grid2: pull out order filtering 2023-02-21 15:50:25 +08:00