52 Commits

Author	SHA1	Message	Date
kbearXD	2d45b5cb76	FIX: fix dca2 panic problem	2024-04-11 11:40:35 +08:00
kbearXD	f8d7447e8e	FIX: fix issue when recovering with finalizing orders	2024-04-08 19:54:44 +08:00
c9s	27ddd63c10	dca2: fix generateOpenPositionOrders call in tests	2024-04-08 19:38:59 +08:00
kbearXD	8568e15e82	FEATURE: [dca2] new flag EnableQuoteInvestmentReallocate to decide if reallocate quote investment	2024-04-01 15:52:30 +08:00
kbearXD	f42ef77296	fix typo	2024-03-27 14:22:22 +08:00
kbearXD	553976449d	FEATURE: [dca2] when all open-position orders are filled, place the take-profit order	2024-03-26 15:52:04 +08:00
kbearXD	25baf49e13	dca2: fix order group id not set issue	2024-03-19 15:51:36 +08:00
kbearXD	bcc29bd056	dca2: add ttl for persistence and nextRoundPaused flag	2024-03-18 17:35:47 +08:00
kbearXD	a23c476ce8	dca2: new struct RoundCollector for testing and use flag to decide recovery	2024-03-15 18:41:46 +08:00
kbearXD	62d6e79193	dca2: use GeneralBackoff not GeneralLiteBackoff	2024-03-15 11:24:20 +08:00
kbearXD	2b52211c1c	new function IsFilledOrderState for maxapi	2024-03-14 16:18:12 +08:00
kbearXD	fb2a46e1c4	use backoff retry	2024-03-14 14:32:41 +08:00
kbearXD	91123edbd6	dca2: must calculate and emit profit at the end of the round	2024-03-14 14:32:41 +08:00
kbearXD	661b7be12e	dca2: add more log and retry	2024-03-12 14:53:45 +08:00
kbearXD	17b193b003	dca2: remove debug log	2024-03-11 15:34:12 +08:00
kbearXD	53b72194f9	MINOR: add log when there is error at calculating and emit profit	2024-03-08 14:11:04 +08:00
kbearXD	8e224739de	sync active orders and send metrics of order nums	2024-03-04 20:53:15 +08:00
chiahung.lin	5936cf32c7	FEATURE: add metrics for dca2 ... add log to debug	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
c9s	3b8a3bed5f	add universal cancel all orders api helper	2024-02-23 16:56:30 +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	465206afba	use cancel api not GracefulCancel in CleanUp	2024-01-17 17:30:37 +08:00
chiahung.lin	44dc5c5a65	remove balance checker	2024-01-17 16:52:04 +08:00
chiahung.lin	9836dc603c	truncate notional when open position	2024-01-17 15:22:03 +08:00
chiahung.lin	a363377c26	[dca2] new struct profit stats and its recover	2024-01-17 15:22:03 +08:00
chiahung.lin	6e661c805a	fix	2024-01-10 14:37:07 +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	468b73abb6	bbgo.Sync profit stats	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	0d6c6666a1	fix	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	05870c5d60	move EmitReady and add go:generate	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	59b1bb68cb	use stateTransition	2023-12-27 11:41:29 +08:00
chiahung.lin	b30b023858	FEATURE: check every cuerrent state and next state is valid	2023-12-22 15:27:31 +08:00
chiahung.lin	bfd9c8ac64	FEATURE: run state machine ... FEATURE: support recover FEATURE: add order into orderStore and recover position recover position/budget FEATURE: support recover budget	2023-12-20 16:02:37 +08:00
chiahung.lin	eda072327c	FIX: move common.Strategy to Initialize	2023-12-18 14:48:13 +08:00
chiahung.lin	e86b1bb90f	REFACTOR: make all common.Strategy from pointer to value	2023-12-13 17:36:30 +08:00
chiahung.lin	e3d51777d3	rename	2023-12-13 14:16:02 +08:00
chiahung.lin	092d5cfb07	FEATURE: cancel maker orders and open take profit order	2023-12-13 14:16:02 +08:00
chiahung.lin	6857734282	rename	2023-12-07 11:29:42 +08:00
chiahung.lin	2982be1cbc	rename dca maker orders to open position orders	2023-12-07 11:27:28 +08:00
chiahung.lin	c67737a6d6	use retry package	2023-12-06 16:16:17 +08:00
chiahung.lin	4aa6ea3a46	FEATURE: use notional based to crease dca maker orders	2023-12-06 11:28:45 +08:00
chiahung.lin	60003fc472	rename somme part	2023-12-06 11:28:45 +08:00
chiahung.lin	445f0f1c4c	FEATURE: prepare open maker orders function	2023-12-06 11:28:45 +08:00