360 Commits

Author	SHA1	Message	Date
chiahung	4288c82e25	FEATURE: recover grids with open orders by querying trades process and its buildPinOrderMap method	2023-03-09 17:10:44 +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
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	f8054459c4	FIX: [grid2] group id should be bound by MaxInt32	2023-03-07 11:54:45 +08:00
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
c9s	9d1da7c847	grid2: remove outdated comment	2023-03-03 19:21:23 +08:00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	bc7a071dbd	FIX: add persistence service to environment	2023-03-02 22:42:02 +08:00
c9s	e915825ac6	grid2: defer call grid closed	2023-03-02 18:16:09 +08:00
c9s	c5e2acf0f5	grid2: call Initialize in clean up	2023-03-02 18:08:26 +08:00
c9s	86584b01b9	grid2: fix exchange session field	2023-03-02 18:05:48 +08:00
c9s	5212365d2f	grid2: remove s.ExchangeSession check	2023-03-02 17:40:44 +08:00
c9s	6947c8b104	grid2: improve clean up	2023-03-02 17:33:58 +08:00
c9s	3cb190c2c7	bbgo: apply logger into the order executor	2023-03-02 16:16:14 +08:00
c9s	385a97448d	grid2: add StopIfLessThanMinimalQuoteInvestment doc comment	2023-03-02 15:53:42 +08:00
c9s	11329dffe7	grid2: add StopIfLessThanMinimalQuoteInvestment option	2023-03-02 15:50:10 +08:00
c9s	729d32af70	grid2: add minimal quote investment check error log	2023-03-02 15:14:21 +08:00
c9s	4aa25db3ed	grid2: add one more calculateMinimalQuoteInvestment test case	2023-03-02 14:03:22 +08:00
c9s	1d8df08a74	fixedpoint: fix fixedpoint rounding	2023-03-01 22:21:24 +08:00
c9s	f553ee05a0	grid2: log base fee rounding precision	2023-03-01 21:49:15 +08:00
c9s	b2bbf2d6ca	grid2: add comment to the sync call	2023-03-01 21:09:48 +08:00
c9s	b13efdf30e	grid2: calculate grid profit only when the reverse order is placed	2023-03-01 20:05:35 +08:00
c9s	06eff47058	grid2: improve UseCancelAllOrdersApiWhenClose process	2023-03-01 16:35:09 +08:00
c9s	f82af6e6dd	grid2: use UseCancelAllOrdersApiWhenClose	2023-03-01 16:16:26 +08:00
c9s	98739cc8a1	grid2: avoid using loop iterator var	2023-03-01 15:29:46 +08:00
c9s	04da988639	grid2: check if we have o.AveragePrice, use it for newQuantity	2023-03-01 15:29:46 +08:00
c9s	7eb953093c	grid2: merge baseSellQuantityReduction section	2023-03-01 15:29:46 +08:00
c9s	6fc45e66dd	grid2: for non-compound or earn base mode we should always use the original buy quantity	2023-03-01 15:29:46 +08:00
gx578007	3acb0a0a64	Merge pull request #1066 from c9s/fix/grid2/fee-reduction	2023-02-24 12:56:09 +08:00
c9s	5b903cd4ed	grid2: always round up	2023-02-24 12:46:38 +08:00
c9s	37535e9f3e	grid2: fix fee reduction by rounding	2023-02-24 12:25:23 +08:00
c9s	59ff86e4bb	grid2: fix metrics for tests	2023-02-24 00:44:50 +08:00
c9s	d89d0cf0ff	bbgo: refactor SubmitOrders method for retry	2023-02-23 23:34:26 +08:00
c9s	2a47d390f0	grid2: update grid2 metrics	2023-02-23 22:49:03 +08:00
c9s	5e2add8765	grid2: add the missing metrics update	2023-02-23 22:39:47 +08:00
c9s	b666c8bf40	bbgo: triggering pending order update event ot the handler	2023-02-23 18:08:21 +08:00
c9s	31c9ebf34b	grid2: update metrics after recovering the grid orders	2023-02-23 11:19:10 +08:00
c9s	ef771546e3	grid2: simplify WriteString call	2023-02-22 15:45:33 +08:00
c9s	6dc92bea16	grid2: pass logger entry to debugGrid	2023-02-22 15:16:47 +08:00
c9s	9d218d93ac	grid2: use string builder for debugGrid	2023-02-22 15:11:47 +08:00
c9s	67d84b9716	grid2: sleep 100ms between the recover orders	2023-02-22 01:11:34 +08:00
c9s	9e5717ab83	grid2: sleep 2 seconds to wait for the reverse order to be placed	2023-02-22 01:10:49 +08:00
c9s	bee7b593d2	grid2: fix log index number	2023-02-22 01:08:19 +08:00
c9s	bc98fe3bcc	grid2: fix recover sorting	2023-02-22 00:50:00 +08:00
c9s	03dfb4386e	grid2: simplify and fix calculateMinimalQuoteInvestment	2023-02-21 17:58:11 +08:00
c9s	9c1110fb44	grid2: fix calculateMinimalQuoteInvestment	2023-02-21 17:48:40 +08:00
c9s	0402fddea3	grid2: pull out order filtering	2023-02-21 15:50:25 +08:00
c9s	d53b41f4fd	grid2: use go routine to recover grid to avoid order update delay issue	2023-02-21 01:05:56 +08:00
c9s	08cc99c300	grid2: add recover debug log	2023-02-20 22:25:00 +08:00
c9s	a6047c4840	grid2: implement CleanUp interface	2023-02-20 16:52:39 +08:00
gx578007	85d002eabc	FIX: [grid2] fix quote accumulation	2023-02-17 22:52:58 +08:00
c9s	21cdb7afe8	grid2: split SubmitOrders calls	2023-02-17 18:54:47 +08:00
c9s	9d2c742496	grid2: avoid using totalBase when one of quote investment or base investment is defined	2023-02-17 18:35:42 +08:00
c9s	a5e134e98d	grid2: fix calculateMinimalQuoteInvestment tests	2023-02-17 17:33:12 +08:00
c9s	29692b0e1a	grid2: fix MinimalQuoteInvestment check	2023-02-17 17:16:25 +08:00
c9s	56628aca73	grid2: emit grid ready only when there is no error	2023-02-16 22:49:22 +08:00
c9s	55476e4176	grid2: include the order dust for the quote investment calculation	2023-02-16 22:20:34 +08:00
c9s	156da92670	grid2: check used quote balance before we generate the grid order	2023-02-16 21:38:48 +08:00
c9s	2aee3cea59	grid2: emit grid ready once the grid is recovered	2023-02-16 21:33:42 +08:00
c9s	eb4e25c008	grid2: emit grid ready earlier	2023-02-16 18:13:51 +08:00
c9s	f039c97e63	grid2: defer EmitCloseGrid callback earlier	2023-02-16 18:12:08 +08:00
c9s	7ba0e86605	grid2: use setGrid with mutex	2023-02-16 18:11:38 +08:00
c9s	9e3383606e	grid2: add quote quantity test case	2023-02-16 18:11:04 +08:00
c9s	9b69fa5465	grid2: log calculateQuoteInvestmentQuantity result	2023-02-16 14:56:28 +08:00
c9s	fa3106eefa	grid2: set the grid field if there is no missing orders	2023-02-15 22:44:07 +08:00
c9s	a9f1aab4b1	grid2: add user data stream on start log	2023-02-15 22:42:46 +08:00
c9s	62b8863ca6	grid2: fix pin price precision	2023-02-15 22:32:55 +08:00
c9s	9ab4c45727	grid2: remove buildGridPriceMap since we have HasPrice method	2023-02-15 22:17:36 +08:00
c9s	ec8e50822a	grid2: do not place sell order at price[0]	2023-02-15 21:51:22 +08:00
c9s	6dfd18bd49	grid2: run recoverGrid only when user data stream is started	2023-02-15 21:49:25 +08:00
c9s	88116440ba	grid2: define strategy field in the logger entry	2023-02-15 17:38:48 +08:00
c9s	e73081d6ba	grid2: add logFields config	2023-02-15 17:33:07 +08:00
c9s	35bfdfab8d	grid2: fix si index check	2023-02-15 16:51:12 +08:00
c9s	44210bf26a	grid2: adjust test case tick size	2023-02-15 16:05:45 +08:00
c9s	a7e100563a	grid2: add test case	2023-02-15 16:03:24 +08:00
c9s	8ef86858e2	grid2: fix calculateBaseQuoteInvestmentQuantity logging	2023-02-15 15:54:49 +08:00