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8,782 Commits 59 Branches 138 Tags 188 MiB
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Commit Graph

52 Commits

Author SHA1 Message Date
kbearXD
60160cd7b4 new flag DisableOrderGroupIDFilter to only query order group id 2024-06-13 17:21:27 +08:00
kbearXD
1d0b4e5cb8 FEATURE: [dca2] make the take-profit order of round from order to orders 2024-05-30 15:53:44 +08:00
kbearXD
be674278b2 FEATURE: [dca2] new flag UniversalCancelAllOrdersWhenClose to decide if cancel all orders when closing 2024-05-22 18:20:18 +08:00
kbearXD
e856727e97 trigger position opening immediately after recovery 2024-05-13 15:24:31 +08:00
kbearXD
f49924caa4 not emit WaitToOpenPosition when kline event 2024-05-13 14:35:29 +08:00
kbearXD
6cdd2f0d71 REFACTOR: [dca2] refactor dca2 strategy to make it can back testing 2024-05-13 14:35:29 +08:00
kbearXD
0396fc19fd FEATURE: [dca2] make QueryOrderTradesUntilsuccessful take feeProcessing into consideration 2024-04-29 15:59:52 +08:00
kbearXD
27ff44b663 FEATURE: [dca2] emit position after recovery and refactor 2024-04-22 13:46:28 +08:00
kbearXD
b6e7c48fd5 rename callback 2024-04-22 11:07:17 +08:00
kbearXD
547e9ece8f FEATURE: [dca2] add position callback 2024-04-19 16:24:40 +08:00
kbearXD
2f3e0044c1 MINOR: [dca2] refactor and make open-position interval longer 2024-04-16 13:38:14 +08:00
kbearXD
70a10582fa FEATURE: recollect position before placing the take-profit order 2024-04-15 16:25:56 +08:00
kbearXD
63d13d5f7b use existing TradeCollector's EmitPositionUpdate 2024-04-11 16:03:59 +08:00
kbearXD
0616c73a88 FEATURE: emit position when position updated and reset 2024-04-11 15:12:38 +08:00
kbearXD
2d45b5cb76 FIX: fix dca2 panic problem 2024-04-11 11:40:35 +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
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
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
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
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