c9s
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19478b1fbc
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grid2: add profit stats since field
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2022-12-15 15:39:48 +08:00 |
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c9s
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a7c8da7e88
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grid2: add SlackAttachment on profit stats
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2022-12-15 15:39:16 +08:00 |
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c9s
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7a35a652c3
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grid2: add SlackAttachment on grid profit
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2022-12-15 15:33:26 +08:00 |
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c9s
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a6a4be9878
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grid2: sync order tag
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2022-12-15 14:58:50 +08:00 |
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c9s
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16df170ca3
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grid2: pull out order tag
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2022-12-15 14:58:50 +08:00 |
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c9s
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aa4130ed30
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grid2: add PlainText method on GridProfit struct
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2022-12-15 14:58:31 +08:00 |
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c9s
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532d474564
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grid2: pull out processFilledOrder method
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2022-12-15 14:57:25 +08:00 |
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Yo-An Lin
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8c575f6f3c
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Merge pull request #1025 from c9s/feature/rollbar
feature: add rollbar support
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2022-12-12 17:53:53 +08:00 |
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c9s
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d83feec9ec
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cmd: add log message for rollbar token
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2022-12-12 17:37:40 +08:00 |
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c9s
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c8098b414b
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cmd: add rollbar support
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2022-12-12 17:18:40 +08:00 |
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c9s
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01314ea6e4
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lfs untrack files
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2022-12-12 13:17:06 +08:00 |
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c9s
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df6a34f5af
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binanceapi: adjust http timeout to 10s
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2022-12-09 21:30:33 +08:00 |
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Yo-An Lin
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d3dea2870b
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Merge pull request #1024 from c9s/fix/binance-my-trades-api
fix: binance my trades api
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2022-12-09 17:43:40 +08:00 |
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c9s
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096defc331
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add test flag and disable lfs in test
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2022-12-09 17:34:24 +08:00 |
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c9s
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6c0cc71c1c
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binance: avoid using fromId and timeRange at the same time
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2022-12-09 17:28:06 +08:00 |
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c9s
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ae678d1b3b
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binance: add workaround for the myTrades api
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2022-12-09 17:09:03 +08:00 |
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c9s
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85097840f1
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binance: replace /api/v3/myTrades api
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2022-12-09 16:44:27 +08:00 |
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Yo-An Lin
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37f4435aba
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Merge pull request #1022 from c9s/feature/grid2
strategy: grid2: more refactoring, fix bugs and add more tests
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2022-12-07 16:29:50 +08:00 |
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c9s
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b515c24505
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grid2: add earnBase test case
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2022-12-07 14:48:51 +08:00 |
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c9s
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120a22f0cd
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grid2: add compound mode order test
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2022-12-07 14:42:06 +08:00 |
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c9s
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9d24540826
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grid2: add order executor mock for testing reverse order
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2022-12-07 14:19:49 +08:00 |
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c9s
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9215e401d0
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grid2: fix quantity, amount, quoteInvestment validation
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2022-12-07 12:29:14 +08:00 |
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c9s
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df6187dc98
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grid2: remove default fee rate
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2022-12-07 12:25:30 +08:00 |
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c9s
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489b025702
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grid2: refactor check spread
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2022-12-07 12:24:52 +08:00 |
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c9s
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02bebe8ed1
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grid2: use min quantity instead of max quantity
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2022-12-07 11:44:22 +08:00 |
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Yo-An Lin
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4c9403d919
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Merge pull request #1021 from c9s/feature/grid2
grid2: add test case for aggregateOrderBaseFee
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2022-12-06 16:51:38 +08:00 |
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c9s
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e1e521cec5
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grid2: add comment to the minimal quote investment test
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2022-12-06 16:38:12 +08:00 |
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c9s
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46d1207adb
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grid2: fix TestStrategy_checkMinimalQuoteInvestment
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2022-12-06 16:37:12 +08:00 |
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c9s
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b0381fd927
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grid2: pull out debugGridOrders func
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2022-12-06 16:35:52 +08:00 |
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c9s
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b8e5bf1ddd
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grid2: add test case for testing checkMinimalQuoteInvestment
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2022-12-06 16:09:46 +08:00 |
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c9s
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47759236e0
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grid2: improve log
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2022-12-06 15:57:03 +08:00 |
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c9s
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0cf43ffb11
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grid2: pull out aggregateTradesQuantity func
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2022-12-06 15:57:03 +08:00 |
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c9s
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b4e403d632
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grid2: remove fee check from verifyOrderTrades
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2022-12-06 15:57:03 +08:00 |
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c9s
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423fe521b6
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grid2: add build tag for backtest_test
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2022-12-06 15:57:03 +08:00 |
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c9s
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482b6f5e7b
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grid2: add test case for aggregateOrderBaseFee Retry
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2022-12-06 15:46:21 +08:00 |
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c9s
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3d0cfd16b5
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grid2: add test case for aggregateOrderBaseFee
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2022-12-06 15:46:21 +08:00 |
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c9s
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555d2c5046
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mocks: add mocks
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2022-12-06 15:46:20 +08:00 |
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Yo-An Lin
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c0aeae747a
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Merge pull request #1020 from c9s/feature/grid2
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2022-12-06 14:14:45 +08:00 |
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c9s
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c6ce223a13
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all: refactor backtest functions so that we can run backtest in test
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2022-12-06 13:16:12 +08:00 |
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c9s
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846695e632
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grid2: add retry to orderQuery
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2022-12-06 11:56:30 +08:00 |
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c9s
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75521352a9
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grid2: pull out aggregateOrderBaseFee
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2022-12-06 11:48:32 +08:00 |
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c9s
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68e7d0ec24
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grid2: add doc comment for gridNumber
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2022-12-06 10:47:19 +08:00 |
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c9s
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c2e219e180
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config: add fee rate to backtest settings
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2022-12-06 10:35:16 +08:00 |
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c9s
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82a1009f35
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config: add baseInvestment
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2022-12-06 10:08:34 +08:00 |
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c9s
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402b625126
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grid2: add stringer method on gridProfit
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2022-12-06 10:06:58 +08:00 |
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c9s
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e29f3c50e8
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grid2: calculate TotalFee
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2022-12-06 10:05:43 +08:00 |
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Yo-An Lin
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4b0f03227e
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Merge pull request #1019 from c9s/feature/grid2
strategy: grid2: profit spread, prune historical trades . etc
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2022-12-06 03:04:12 +08:00 |
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c9s
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7a8ae7cd01
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github: link market data
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2022-12-06 02:54:37 +08:00 |
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c9s
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ca594e7883
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add data/binance-markets.json
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2022-12-06 02:48:16 +08:00 |
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c9s
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d1f3d201ef
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grid2: add todo in the test
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2022-12-06 02:40:22 +08:00 |
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