Commit Graph

360 Commits

Author SHA1 Message Date
c9s
2efdee9347
grid2: add timeout context to the fixer 2023-04-26 23:30:09 +08:00
c9s
bd5e98e543
grid2: add more log 2023-04-26 23:07:01 +08:00
c9s
68974bc0b4
grid2: fix profitstats.Since when possible 2023-04-26 22:10:45 +08:00
c9s
55c84e005b
grid2: add one more check for profitStats.InitialOrderID 2023-04-26 22:06:53 +08:00
c9s
77f6c6bb46
bbgo: lock strategy before we sync data 2023-04-26 18:07:29 +08:00
c9s
036bae692e
grid2: move emitGridReady to earlier 2023-04-26 18:07:29 +08:00
c9s
e8a761e331
grid2: add profitFixer and tests 2023-04-26 17:25:31 +08:00
chiahung
ed4e0b03e7 add open orders back to active order book if no need to recover 2023-04-18 15:47:00 +08:00
chiahung
d00a91441c FEATURE: move metrics to defer funciton 2023-04-18 15:13:20 +08:00
chiahung
a0aae23bf3 FIX: fix emit ready twice and add error log 2023-04-14 18:30:38 +08:00
c9s
4ab54f586b
grid2: emit grid error when open grid failed 2023-04-14 15:15:28 +08:00
chiahung
6029bd268d update log message 2023-04-07 00:40:32 +08:00
chiahung
cc5ebd5b2c move emit ready and update metrics 2023-04-06 23:57:54 +08:00
c9s
fba73f11ea
grid2: update metrics and trigger ready callback 2023-04-06 23:24:08 +08:00
chiahung
542467245e remove OrderGroupID checking 2023-04-06 18:00:21 +08:00
chiahung
c54507e07f modif log message 2023-04-06 17:53:01 +08:00
chiahung
9fa647ed65 rename method 2023-04-06 16:12:19 +08:00
chiahung
d953a6d7b8 check by trades + open orders 2023-04-06 14:59:03 +08:00
chiahung
00352b2a0d FIX: recover even though inital order id is 0 2023-04-06 11:36:32 +08:00
gx578007
0e2e8306b4 FEATURE: [grid2] using dnum 2023-03-20 18:00:41 +08:00
chiahung
bc23055536 FEATURE: emit grid error when failed to recover or open grid 2023-03-20 16:27:08 +08:00
kbearXD
294c09b9e8
Merge pull request #1119 from c9s/feature/grids/recover-from-trades
FEATURE: make PinOrderMap's key from string to Pin
2023-03-17 10:45:09 +08:00
chiahung
8182840685 use fixedpoint.Value as key 2023-03-16 21:58:41 +08:00
c9s
0b922a929e
grid2: pull out backoff cancel all to cancelAllOrdersUntilSuccessful 2023-03-16 18:01:56 +08:00
chiahung
feabadeb59 FEATURE: make PinOrderMap's key from string to Pin 2023-03-16 17:34:02 +08:00
chiahung
a5675f72ad MINOR: use Debug config for debug log 2023-03-16 16:44:16 +08:00
Yo-An Lin
4ac5a2a9e9
Merge pull request #1115 from c9s/bhwu/fix-correct-price-metrics
FIX: [grid2] fix correct price metrics
2023-03-15 22:10:17 +08:00
gx578007
74c465d943 FIX: [grid2] fix correct price metrics 2023-03-15 21:40:44 +08:00
chiahung
ffdc242f66 use debugOrders 2023-03-15 21:34:04 +08:00
chiahung
f987c85f17 move info log to debug log 2023-03-15 21:12:59 +08:00
chiahung
e686a26dda FEATURE: verify the grids before emit filled orders 2023-03-15 20:15:53 +08:00
chiahung
dce1e4c7d4 rename buildSyncOrderMap to SyncOrderMap 2023-03-14 14:35:15 +08:00
chiahung
9da8c39d2c avoid re-query same order 2023-03-14 13:46:46 +08:00
chiahung
4af8523144 new struct PinOrderMap 2023-03-14 10:47:25 +08:00
chiahung
7af4e3bf8a FEATURE: get filled orders when bbgo down 2023-03-14 10:47:23 +08:00
c9s
60d7d20ced
grid2: fix newline for the message format 2023-03-14 00:29:13 +08:00
c9s
35ceda8408
grid2: use newClientOrderID only for max 2023-03-13 21:27:13 +08:00
gx578007
4b540fce88
Merge pull request #1100 from c9s/bhwu/grid2/specify-client-order-id
FIX: [grid2] specify client order id explicitly
2023-03-13 18:51:27 +08:00
gx578007
83ba32bf2f mock SubmitOrders by DoAndReturn 2023-03-13 18:43:52 +08:00
c9s
b050ae4098
grid2: fix log format 2023-03-11 16:03:13 +08:00
gx578007
16b30960cc FIX: [grid2] specify client order id explicitly 2023-03-10 18:29:53 +08:00
c9s
3eae532e13
grid2: init filledOrderIDMap for tests 2023-03-10 17:11:51 +08:00
c9s
c6609927f2
grid2: fix Warn by using Warnf 2023-03-10 17:00:09 +08:00
gx578007
fd2032b825 FIX: [grid2] avoid handling one orderID twice 2023-03-10 16:16:11 +08:00
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