Commit Graph

203 Commits

Author SHA1 Message Date
c9s
813f9c45a7
grid2: add order object into the profit structure 2022-12-04 15:24:59 +08:00
c9s
a8fe55c284
grid2: push profit into stats 2022-12-04 15:24:13 +08:00
c9s
bc4c22f633
grid2: pull out quoteQuantity 2022-12-04 15:15:16 +08:00
c9s
bf62fb7d2d
grid2: calculate grid profit 2022-12-04 15:01:52 +08:00
c9s
9506516ea3
grid2: add grid profit stats to the strategy 2022-12-04 14:45:04 +08:00
c9s
8d601a6cb4
grid2: add exchange session field 2022-12-04 14:24:04 +08:00
c9s
dc2ce372c4
grid2: reset grid field when it's closed 2022-12-04 14:23:00 +08:00
c9s
0ea6dfb158
grid2: add triggerPrice protection 2022-12-04 14:22:11 +08:00
c9s
7abc799da4
grid2: make openGrid and closeGrid as private method 2022-12-04 13:04:14 +08:00
c9s
c77bb83b95
grid2: move OpenGrid method and add KeepOrdersWhenShutdown 2022-12-04 12:58:01 +08:00
c9s
7dc3c448bb
grid2: remove unused fields 2022-12-04 11:47:30 +08:00
c9s
c00d59806f
grid2: add closeGrid option 2022-12-04 11:47:01 +08:00
c9s
2977c80dd1
grid2: check profitSpread for profit 2022-12-03 16:59:47 +08:00
c9s
64d8a30ecc
grid2: add earnBase option 2022-12-03 16:40:40 +08:00
c9s
5f7ad125c6
grid2: add earnBase option 2022-12-03 16:03:01 +08:00
c9s
6ed09c847d
grid2: add compound mode option 2022-12-03 15:21:03 +08:00
c9s
9bb628328c
grid2: use profit to buy more inventory 2022-12-03 15:18:47 +08:00
c9s
d5cf1a7311
grid2: log submitOrder 2022-12-03 15:17:31 +08:00
c9s
c0573210b3
grid2: log grid info 2022-12-03 14:58:53 +08:00
c9s
54ffc8cbcc
grid2: add order filled handler 2022-12-03 14:46:05 +08:00
c9s
a825ae5d04
grid2: use custom logger entry 2022-12-03 11:36:14 +08:00
c9s
a715933106
grid2: allocate logger instance for fields 2022-12-03 11:31:44 +08:00
c9s
d91921f6c2
grid2: fix grid sell order quantity calculation 2022-12-03 11:25:18 +08:00
c9s
1e13fe6191
grid2: fix grid2 strategy validation 2022-12-03 11:02:55 +08:00
c9s
2b14803829
grid2: add comment 2022-12-02 00:10:01 +08:00
c9s
29f3ff7ba2
grid2: remove todo 2022-12-02 00:10:00 +08:00
c9s
22569fcb30
grid2: fix quantity calculation 2022-12-02 00:10:00 +08:00
c9s
e80c8f2959
grid2: pull out maxNumberOfSellOrders 2022-12-02 00:10:00 +08:00
c9s
46bebb1022
grid2: calculate minBaseQuantity 2022-12-02 00:10:00 +08:00
c9s
45328a9f3d
grid2: add comment for the quantity loop 2022-12-02 00:10:00 +08:00
c9s
4eb652b560
grid2: add calculateQuoteBaseInvestmentQuantity 2022-12-02 00:10:00 +08:00
c9s
9f2e4d3f71
grid2: add calculateQuoteInvestmentQuantity so that we can calculate quantity from the quote investment 2022-12-02 00:10:00 +08:00
c9s
e385b589b6
config: add grid2 config 2022-12-02 00:10:00 +08:00
c9s
622fe75ed3
grid2: check buy placed order price 2022-12-02 00:10:00 +08:00
c9s
020e7c8604
grid2: handle grid orders submission 2022-12-02 00:10:00 +08:00
c9s
e3c735b700
grid2: add more code to setupGridOrders 2022-12-02 00:10:00 +08:00
c9s
4407aa7f97
grid2: refactor checkRequiredInvestmentByAmount and checkRequiredInvestmentByQuantity 2022-12-02 00:10:00 +08:00
c9s
4eb21d5209
grid2: move out baseInvestment, quoteInvestment check 2022-12-02 00:09:59 +08:00
c9s
2aaa2e7775
grid2: add checkRequiredInvestmentByAmount test 2022-12-02 00:09:59 +08:00
c9s
f5219ae56b
grid2: fix error checking and add more tests 2022-12-02 00:09:59 +08:00
c9s
dcbce8aa5c
grid2: fix TestStrategy_checkRequiredInvestmentByQuantity 2022-12-02 00:09:59 +08:00
c9s
d0bdc859fb
grid2: add basic investment check test checkRequiredInvestmentByQuantity 2022-12-02 00:09:59 +08:00
c9s
3da86ab2e1
grid2: pull out check code to checkRequiredInvestmentByQuantity 2022-12-02 00:09:59 +08:00
c9s
cde463e294
grid2: remove notionalModifier 2022-12-02 00:09:59 +08:00
c9s
fa692d835f
grid2: add totalFee field and volume field 2022-12-02 00:09:59 +08:00
c9s
7fec736e7a
grid2: add GridProfitStats 2022-12-02 00:09:59 +08:00
c9s
4c8db08ccc
grid2: fix require quote and require base calculation 2022-12-02 00:09:59 +08:00
c9s
2c373959a8
grid2: add investment check 2022-12-02 00:09:59 +08:00
c9s
68b1fce634
grid2: get the last trade price and apply generalOrderExecutor 2022-12-02 00:09:59 +08:00
c9s
a42c1799e2
grid2: define PinCalculator type 2022-12-02 00:09:58 +08:00
c9s
a8cbe0e488
grid2: pull out calculate pins call 2022-12-02 00:09:58 +08:00
c9s
1fa5186002
grid2: allocate grid object 2022-12-02 00:09:58 +08:00
c9s
cb612a22b1
add grid2 strategy 2022-12-02 00:09:57 +08:00