Commit Graph

1401 Commits

Author SHA1 Message Date
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
c9s
276149b378
grid2: improve base+quote logging 2023-02-15 15:49:40 +08:00
c9s
79f9f9c5bb
grid2: pull out quote investment variable 2023-02-15 15:41:35 +08:00
c9s
d1cbc6a9ca
grid2: add one more quote investment test case 2023-02-15 15:41:35 +08:00
c9s
2fecf0dc79
grid2: fix HasPrice 2023-02-15 14:57:21 +08:00
c9s
3bf24d97f0
grid2: add HasPrice test 2023-02-15 14:42:01 +08:00
c9s
26c7e03dc1
grid2: fix balance check 2023-02-14 16:44:59 +08:00
c9s
353c74ef5e
grid2: gridNum can not be zero or one 2023-02-13 16:11:42 +08:00
c9s
3df846d878
grid2: fix quote investment algorithm 2023-02-13 14:06:11 +08:00
c9s
4eca007d3d
grid2: fix upper price buy order issue 2023-02-10 17:51:50 +08:00
c9s
34ab53303a
grid2: fix upper price error 2023-02-10 17:22:19 +08:00
c9s
829704eda3
grid2: remove todo 2023-02-08 16:46:19 +08:00
c9s
abdded8126
grid2: add ClearOpenOrdersIfMismatch 2023-02-08 16:43:25 +08:00
c9s
760fc74187
grid2: expose order group ID field 2023-02-08 16:26:37 +08:00
c9s
e8c69dfaef
grid2: add mutex lock for the grid object field 2023-02-07 01:38:25 +08:00
c9s
06c3f5f79c
grid2: add PlainText method support to GridProfitStats 2023-02-06 16:59:50 +08:00
c9s
3a7be0e2b2
grid2: add closing grid log 2023-02-06 16:31:57 +08:00
c9s
854ac4f8ea
grid2: fix pin price algorithm 2023-02-01 18:56:01 +08:00
c9s
4bf0cb6a0c
grid2: use Round instead of Trunc 2023-02-01 15:48:19 +08:00
c9s
d43acaa17c
grid2: add metrics registration guard 2023-01-31 21:30:58 +08:00
c9s
74daa76e75
grid2: fix grid num calculation 2023-01-16 18:34:08 +08:00
c9s
46eb590a9f
grid2: OpenGrid, CloseGrid 2023-01-12 14:33:09 +08:00
c9s
668bf2d847
grid2: remove strategyInstance since we have custom labels 2023-01-11 00:47:36 +08:00
c9s
0d47afd5fd
grid2: add order side to the metrics label 2023-01-10 21:41:10 +08:00
c9s
75919a0bf1
grid2: reset metricsGridOrderPrices 2023-01-10 21:21:35 +08:00
c9s
857b5d0f30
grid2: integrate prometheus metrics 2023-01-10 20:15:51 +08:00
c9s
c9a70d9897
grid2: add grid callbacks 2022-12-26 18:15:39 +08:00
c9s
d9312abba2
grid2: adjust maxTries to 5 2022-12-26 18:08:36 +08:00
c9s
a4f5d15334
grid2: adjust rollback duration to twice 2022-12-26 18:05:35 +08:00
c9s
a66cee9130
util: remove unused func 2022-12-26 16:05:21 +08:00
c9s
2d2d194bda
grid2: fix InstanceID for autoRange 2022-12-26 01:40:59 +08:00
c9s
8af7d6f457
grid2: use initial grid order id to query closed order history 2022-12-26 01:35:37 +08:00
c9s
6444fd5e03
grid2: remove default profit stats 2022-12-26 01:24:56 +08:00
c9s
0a6261b6b9
grid2: split more files 2022-12-26 01:04:17 +08:00
c9s
961725f03c
grid2: support autoRange 2022-12-26 00:56:03 +08:00
c9s
54b4f593ec
grid2: validate upper price and lower price only when autoRange is not given 2022-12-26 00:29:31 +08:00
c9s
579df0cec9
types: add simple duration tests 2022-12-25 16:08:34 +08:00
c9s
f60b4630c5
grid2: add AutoRange parameter 2022-12-24 20:39:11 +08:00
c9s
e0daf9904e
grid2: add recover time range rollback 2022-12-24 17:08:50 +08:00
c9s
cb2d9d7eb2
grid2: fix replayOrderHistory logic 2022-12-24 16:14:39 +08:00
c9s
6b75150983
refactor order related functions into core api 2022-12-24 15:58:02 +08:00
c9s
a46b3fe908
grid2: improve debugGrid func 2022-12-24 14:52:08 +08:00
c9s
8e20a55060
grid2: refactor recover functions to replayOrderHistory and reuse scanMissingPinPrices 2022-12-24 14:48:47 +08:00
c9s
216bdb891f
grid2: skip canceled orders 2022-12-24 01:08:28 +08:00
c9s
3d9b919e24
grid2: fix grid recovering 2022-12-24 00:54:40 +08:00
c9s
8715d0aca9
grid2: prevent infinite loop 2022-12-23 23:50:30 +08:00
c9s
ae20cef8f4
grid2: add scanOrderCreationTimeRange func 2022-12-23 23:41:36 +08:00