1513 Commits

Author	SHA1	Message	Date
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
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	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
c9s	c860e45c34	grid2: simplify isCompleteGridOrderBook	2023-03-08 16:02:31 +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
gx578007	d4912ed3cd	FIX: [grid2] avoid initializing metrics twice	2023-03-06 16:56:40 +08:00
c9s	1dd6f9ef3e	grid2: remove order group cancel	2023-03-06 10:38:45 +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
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	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
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