Commit Graph

6178 Commits

Author SHA1 Message Date
c9s
813f9c45a7
grid2: add order object into the profit structure 2022-12-04 15:24:59 +08:00
c9s
a8fe55c284
grid2: push profit into stats 2022-12-04 15:24:13 +08:00
c9s
bc4c22f633
grid2: pull out quoteQuantity 2022-12-04 15:15:16 +08:00
c9s
bf62fb7d2d
grid2: calculate grid profit 2022-12-04 15:01:52 +08:00
c9s
9506516ea3
grid2: add grid profit stats to the strategy 2022-12-04 14:45:04 +08:00
c9s
8d601a6cb4
grid2: add exchange session field 2022-12-04 14:24:04 +08:00
c9s
dc2ce372c4
grid2: reset grid field when it's closed 2022-12-04 14:23:00 +08:00
c9s
0ea6dfb158
grid2: add triggerPrice protection 2022-12-04 14:22:11 +08:00
c9s
5148fadf67
types: remove duplciated klineCallback type 2022-12-04 14:22:01 +08:00
c9s
7abc799da4
grid2: make openGrid and closeGrid as private method 2022-12-04 13:04:14 +08:00
c9s
c77bb83b95
grid2: move OpenGrid method and add KeepOrdersWhenShutdown 2022-12-04 12:58:01 +08:00
Yo-An Lin
3d0de0926c
Merge pull request #1017 from zenixls2/script/sync_time
feature: add sync_time.sh utility
2022-12-04 12:53:37 +08:00
c9s
7dc3c448bb
grid2: remove unused fields 2022-12-04 11:47:30 +08:00
c9s
c00d59806f
grid2: add closeGrid option 2022-12-04 11:47:01 +08:00
c9s
dd2d48fde0
bbgo: handle order cancel event 2022-12-04 11:39:43 +08:00
c9s
2977c80dd1
grid2: check profitSpread for profit 2022-12-03 16:59:47 +08:00
c9s
175ab289e2
config: add more doc comment 2022-12-03 16:52:58 +08:00
c9s
24910f0b22
config: add earnBase option to config 2022-12-03 16:49:46 +08:00
c9s
64d8a30ecc
grid2: add earnBase option 2022-12-03 16:40:40 +08:00
c9s
5f7ad125c6
grid2: add earnBase option 2022-12-03 16:03:01 +08:00
c9s
28d47ba055
grid2: update config for compound mode 2022-12-03 15:22:15 +08:00
c9s
6ed09c847d
grid2: add compound mode option 2022-12-03 15:21:03 +08:00
c9s
9bb628328c
grid2: use profit to buy more inventory 2022-12-03 15:18:47 +08:00
c9s
d5cf1a7311
grid2: log submitOrder 2022-12-03 15:17:31 +08:00
c9s
c0573210b3
grid2: log grid info 2022-12-03 14:58:53 +08:00
c9s
54ffc8cbcc
grid2: add order filled handler 2022-12-03 14:46:05 +08:00
Yo-An Lin
8a8314ec33
Merge pull request #1006 from c9s/feature/grid2
strategy: grid2 [part 1] - initializing grid orders
2022-12-03 13:01:22 +08:00
c9s
3d77a319fc
github: set default timeout 2022-12-03 12:42:48 +08:00
c9s
3521d42310
trendtrader: fix converge lint issue 2022-12-03 12:36:51 +08:00
c9s
d5f8c3e756
binance: fix binanceapi client test 2022-12-03 12:35:04 +08:00
c9s
de398ef146
config: update grid2 max config 2022-12-03 12:31:09 +08:00
c9s
a825ae5d04
grid2: use custom logger entry 2022-12-03 11:36:14 +08:00
c9s
a715933106
grid2: allocate logger instance for fields 2022-12-03 11:31:44 +08:00
c9s
d91921f6c2
grid2: fix grid sell order quantity calculation 2022-12-03 11:25:18 +08:00
c9s
f5bb22c82d
config: update grid2 config files 2022-12-03 11:16:29 +08:00
c9s
1e13fe6191
grid2: fix grid2 strategy validation 2022-12-03 11:02:55 +08:00
c9s
26e221cf7e
service: fix backtest test for binance restrict 2022-12-03 11:02:36 +08:00
c9s
3fc65122b6
config: update grid2 config 2022-12-02 13:46:09 +08:00
c9s
2b14803829
grid2: add comment 2022-12-02 00:10:01 +08:00
c9s
29f3ff7ba2
grid2: remove todo 2022-12-02 00:10:00 +08:00
c9s
22569fcb30
grid2: fix quantity calculation 2022-12-02 00:10:00 +08:00
c9s
e80c8f2959
grid2: pull out maxNumberOfSellOrders 2022-12-02 00:10:00 +08:00
c9s
46bebb1022
grid2: calculate minBaseQuantity 2022-12-02 00:10:00 +08:00
c9s
45328a9f3d
grid2: add comment for the quantity loop 2022-12-02 00:10:00 +08:00
c9s
4eb652b560
grid2: add calculateQuoteBaseInvestmentQuantity 2022-12-02 00:10:00 +08:00
c9s
2260fd6908
grid2: add TestStrategy_calculateQuoteInvestmentQuantity test case 2022-12-02 00:10:00 +08:00
c9s
9f2e4d3f71
grid2: add calculateQuoteInvestmentQuantity so that we can calculate quantity from the quote investment 2022-12-02 00:10:00 +08:00
c9s
e385b589b6
config: add grid2 config 2022-12-02 00:10:00 +08:00
c9s
e981ad641a
grid2: ignore test build for dnum 2022-12-02 00:10:00 +08:00
c9s
1629a25beb
grid2: fix tests 2022-12-02 00:10:00 +08:00