Commit Graph

18 Commits

Author SHA1 Message Date
kbearXD
0faef68fbf use types.PriceVolume 2024-05-21 16:06:02 +08:00
kbearXD
6676e1e452 FEATURE: [dca2] store price quantity pairs of the open-position orders into persistence 2024-05-20 14:37:23 +08:00
kbearXD
6cdd2f0d71 REFACTOR: [dca2] refactor dca2 strategy to make it can back testing 2024-05-13 14:35:29 +08:00
kbearXD
8568e15e82 FEATURE: [dca2] new flag EnableQuoteInvestmentReallocate to decide if reallocate quote investment 2024-04-01 15:52:30 +08:00
kbearXD
661b7be12e dca2: add more log and retry 2024-03-12 14:53:45 +08:00
kbearXD
8e224739de sync active orders and send metrics of order nums 2024-03-04 20:53:15 +08:00
chiahung.lin
9ac8bb916d dca2: all the profit will use in the first order of the next round
fix precision problem

truncate profit first
2024-03-04 14:49:39 +08:00
chiahung.lin
dfb65ba9e3 [dca2] add dev mode field for dev
use pointer

IsNewStrategy -> IsNewAccount

[dca2] recover at cancelling stage

new var recoverSinceLimit

fix profit stats round bug
2024-02-05 16:19:53 +08:00
chiahung.lin
d13d882fc4 remove unused log
remove running field
2024-01-23 15:53:20 +08:00
chiahung.lin
1b33308450 fix bug and new field running to help to test 2024-01-18 15:39:56 +08:00
chiahung.lin
9836dc603c truncate notional when open position 2024-01-17 15:22:03 +08:00
chiahung.lin
d3bc37f45e use CommonCallback and pull PersistenceTTL out 2024-01-09 16:01:10 +08:00
chiahung.lin
21e87079b5 FEATURE: ProfitStats for dca2 2024-01-08 18:25:11 +08:00
chiahung.lin
faaaaabce3 FEATURE: rename and use specific profit stats 2024-01-08 18:25:11 +08:00
chiahung.lin
b965dbe757 use OrderExecutor.GracefulCancel to replace cancelAllOrders 2024-01-08 18:25:11 +08:00
chiahung.lin
006256a9df FEATURE: add callbacks and shutdown function 2024-01-08 18:25:11 +08:00
chiahung.lin
57282c30d2 FEATURE: remove Short 2023-12-28 23:04:09 +08:00
chiahung.lin
e3d51777d3 rename 2023-12-13 14:16:02 +08:00